| 1 |
US TREASURY N/B |
— |
101,195,000 |
$99.62M |
6.25% |
| 2 |
US TREASURY N/B |
— |
70,190,000 |
$68.75M |
4.31% |
| 3 |
US TREASURY N/B |
— |
54,590,000 |
$54.43M |
3.41% |
| 4 |
US TREASURY N/B |
— |
20,265,000 |
$20.39M |
1.28% |
| 5 |
US TREASURY N/B |
— |
20,350,000 |
$19.79M |
1.24% |
| 6 |
U.S. Treasury Bills |
B |
12,500,000 |
$12.39M |
0.78% |
| 7 |
NYLI U.S. Government Liquidity Fund |
— |
10,554,099 |
$10.55M |
0.66% |
| 8 |
FN MA5137 |
— |
8,587,594 |
$8.61M |
0.54% |
| 9 |
FN MA5552 |
— |
8,486,529 |
$8.49M |
0.53% |
| 10 |
US TREASURY N/B |
— |
7,955,000 |
$7.94M |
0.50% |
| 11 |
FR RR0009 |
— |
7,646,272 |
$7.74M |
0.49% |
| 12 |
Invesco Government & Agency Portfolio, Institutional Class |
— |
7,280,102 |
$7.28M |
0.46% |
| 13 |
Fannie Mae Connecticut Avenue Securities |
CAS |
6,161,732 |
$6.50M |
0.41% |
| 14 |
RCKT Mortgage Trust, Series 2021-5, Class A1 |
— |
7,005,550 |
$5.88M |
0.37% |
| 15 |
STACR 2021-DNA6 B1 |
STACR |
5,470,000 |
$5.57M |
0.35% |
| 16 |
FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1B1 |
CAS |
5,260,000 |
$5.52M |
0.35% |
| 17 |
Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class B1 |
— |
5,305,000 |
$5.51M |
0.35% |
| 18 |
FN MA5614 |
— |
5,288,271 |
$5.36M |
0.34% |
| 19 |
FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2 |
FNMA |
5,130,000 |
$5.16M |
0.32% |
| 20 |
WAYFAIR LLC SR SECURED 144A 11/32 6.75 |
W |
4,980,000 |
$5.15M |
0.32% |
| 21 |
STACR TRUST 2018-HRP1 SER 2018-HRP1 CL B2 V/R REGD 144A P/P 15.93628000 |
— |
4,207,736 |
$4.96M |
0.31% |
| 22 |
Mill City Mortgage Loan Trust, Series 2018-3, Class B2 |
— |
6,236,704 |
$4.82M |
0.30% |
| 23 |
BX Commercial Mortgage Trust, Series 2024-VLT5, Class E |
— |
4,480,000 |
$4.81M |
0.30% |
| 24 |
Fannie Mae Connecticut Avenue Securities |
CAS |
4,424,318 |
$4.67M |
0.29% |
| 25 |
US TREASURY N/B |
— |
4,870,000 |
$4.67M |
0.29% |
| 26 |
STACR 2021-DNA5 B2 |
STACR |
3,780,000 |
$4.58M |
0.29% |
| 27 |
Freddie Mac Mscr Trust Mn10 |
— |
4,515,000 |
$4.57M |
0.29% |
| 28 |
Freddie Mac Mscr Trust Mn9 |
— |
4,435,000 |
$4.50M |
0.28% |
| 29 |
Fannie Mae Connecticut Avenue Securities |
FNMA |
4,500,000 |
$4.50M |
0.28% |
| 30 |
Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class E |
BLAST |
4,410,000 |
$4.45M |
0.28% |
| 31 |
SHENTL 2025-1A A2 |
SHENTL |
4,355,000 |
$4.42M |
0.28% |
| 32 |
Flagship Credit Auto Trust, Series 2024-3, Class E |
— |
4,640,000 |
$4.41M |
0.28% |
| 33 |
STACR 2021-HQA4 B2 |
STACR |
4,225,000 |
$4.41M |
0.28% |
| 34 |
Freddie Mac STACR Trust 2019-FTR3 |
STACR |
3,913,000 |
$4.28M |
0.27% |
| 35 |
NCMF Trust, Series 2025-MFS, Class E |
NCMF |
4,165,000 |
$4.23M |
0.27% |
| 36 |
BX Trust, Series 2025-ARIA, Class C |
BX |
4,070,000 |
$4.13M |
0.26% |
| 37 |
Freddie Mac STACR Trust 2019-HQA2 |
— |
3,435,000 |
$4.12M |
0.26% |
| 38 |
Exeter Automobile Receivables Trust, Series 2025-4A, Class E |
— |
4,000,000 |
$4.05M |
0.25% |
| 39 |
Short-Term Investment |
DTRXX |
4,000,000 |
$4.00M |
0.25% |
| 40 |
OBX Trust, Series 2026-J1, Class AF |
— |
4,000,000 |
$4.00M |
0.25% |
| 41 |
Fannie Mae Connecticut Avenue Securities |
FNMA |
3,848,000 |
$3.99M |
0.25% |
| 42 |
Flagship Credit Auto Trust, Series 2022-2, Class D |
— |
4,430,000 |
$3.98M |
0.25% |
| 43 |
U.S. Treasury Bills |
B |
3,980,000 |
$3.95M |
0.25% |
| 44 |
Hertz Vehicle Financing III LLC, Series 2025-3A, Class D |
— |
3,790,000 |
$3.95M |
0.25% |
| 45 |
WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 |
WULF |
3,730,000 |
$3.89M |
0.24% |
| 46 |
Comstock Resources, Inc. |
— |
3,845,000 |
$3.87M |
0.24% |
| 47 |
GS Mortgage Securities Trust, Series 2015-GC30, Class D |
— |
6,924,500 |
$3.86M |
0.24% |
| 48 |
HUNTSMAN INT LLC |
— |
4,000,000 |
$3.85M |
0.24% |
| 49 |
Commercial Mortgage Trust, Series 2016-DC2, Class D |
— |
4,160,000 |
$3.79M |
0.24% |
| 50 |
Exeter Automobile Receivables Trust, Series 2021-3A, Class E |
EART |
3,790,000 |
$3.78M |
0.24% |