| 1 |
UMBS 30YR 5.5% 08/01/2055 #TBA |
— |
60,000,000 |
$59.68M |
10.03% |
| 2 |
U.S. Treasury Bills |
B |
38,000,000 |
$37.51M |
6.30% |
| 3 |
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE |
FNCL |
30,000,000 |
$25.68M |
4.31% |
| 4 |
U.S. Treasury Bills |
B |
25,000,000 |
$24.74M |
4.16% |
| 5 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
20,000,000 |
$18.97M |
3.19% |
| 6 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
13,000,000 |
$12.65M |
2.13% |
| 7 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
10,000,000 |
$10.14M |
1.70% |
| 8 |
U.S. Treasury Bills |
— |
10,000,000 |
$9.97M |
1.68% |
| 9 |
U.S. Treasury Bills |
— |
10,000,000 |
$9.90M |
1.66% |
| 10 |
U.S. Treasury Bills |
B |
10,000,000 |
$9.83M |
1.65% |
| 11 |
MSILF-GOVT-INS |
MVRXX |
8,705,558 |
$8.71M |
1.46% |
| 12 |
Government National Mortgage Association, TBA |
GNR |
6,900,000 |
$7.00M |
1.18% |
| 13 |
FANNIE MAE OR FREDDIE MAC MBS 30YR TBA |
FNCL |
8,000,000 |
$6.55M |
1.10% |
| 14 |
Su Casita, Series 2007-CB1A, Class A |
— |
7,611,563 |
$6.24M |
1.05% |
| 15 |
Finance of America HECM Buyout, Series 2024-HB1, Class M4 |
— |
6,800,000 |
$6.20M |
1.04% |
| 16 |
RMF Buyout Issuance Trust, Series 2020-HB1, Class M5 |
— |
7,941,136 |
$6.18M |
1.04% |
| 17 |
ACM Auto Trust, Series 2024-2A, Class B |
— |
5,800,000 |
$5.97M |
1.00% |
| 18 |
CWHEQ Revolving Home Equity Loan Trust, Series 2005-F, Class 2A |
CWHEL |
5,642,380 |
$5.45M |
0.92% |
| 19 |
CFMT LLC, Series 2025-AB3, Class M4 |
— |
7,295,181 |
$5.43M |
0.91% |
| 20 |
NZES 2025-FHT1 A 144A 6.545% 03-25-32 |
NZES |
5,358,767 |
$5.40M |
0.91% |
| 21 |
Nykredit Realkredit A/S, Series 01E |
— |
35,000,000 |
$5.29M |
0.89% |
| 22 |
loanDepot GMSR Trust, Series 2025-GT1, Class A |
— |
5,000,000 |
$5.01M |
0.84% |
| 23 |
UST BILLS 0% 08/21/2025 |
— |
5,000,000 |
$4.99M |
0.84% |
| 24 |
Government National Mortgage Association, TBA |
GNR |
5,400,000 |
$4.97M |
0.84% |
| 25 |
Brookfield Corporate Treasury Ltd. |
— |
5,000,000 |
$4.96M |
0.83% |
| 26 |
RMF Buyout Issuance Trust, Series 2021-HB1, Class M4 |
— |
5,250,000 |
$4.94M |
0.83% |
| 27 |
U.S. Treasury Bills |
B |
5,000,000 |
$4.93M |
0.83% |
| 28 |
U.S. Treasury Bills |
B |
5,000,000 |
$4.91M |
0.83% |
| 29 |
Champs Trust, Series 2025-1, Class A |
— |
4,653,287 |
$4.85M |
0.81% |
| 30 |
FHLMC Gold Pool, Other |
— |
5,273,699 |
$4.52M |
0.76% |
| 31 |
UMBS, 30 Year |
— |
4,399,890 |
$4.48M |
0.75% |
| 32 |
Cascade Funding Mortgage Trust, Series 2025-HB16, Class M4 |
— |
5,000,000 |
$4.45M |
0.75% |
| 33 |
VCC Trust, Series 2025-MC1, Class A1 |
— |
4,445,483 |
$4.45M |
0.75% |
| 34 |
Prpm Fundido DAC, Series 2025-1A, Class C |
— |
4,000,000 |
$4.39M |
0.74% |
| 35 |
Saluda Grade Alternative Mortgage Trust, Series 2025-NPL2, Class A1 |
GRADE |
4,291,955 |
$4.28M |
0.72% |
| 36 |
CSMC Trust, Series 2021-BPNY, Class A |
— |
4,522,642 |
$4.25M |
0.71% |
| 37 |
PMT Issuer Trust-FMSR, Series 2021-FT1, Class A |
69346MAD |
4,131,000 |
$4.16M |
0.70% |
| 38 |
Government National Mortgage Association, TBA |
GNR |
4,000,000 |
$4.11M |
0.69% |
| 39 |
PNMSR 2024-GT1 A |
— |
4,000,000 |
$4.02M |
0.68% |
| 40 |
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 |
— |
4,247,000 |
$4.01M |
0.67% |
| 41 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
5,000,000 |
$3.91M |
0.66% |
| 42 |
FMC Issuer Trust-FMSR, Series 2024-FT1, Class A |
— |
3,800,000 |
$3.83M |
0.64% |
| 43 |
NZES 2024-FNT1 A |
NZES |
3,782,646 |
$3.83M |
0.64% |
| 44 |
FNMA, Other |
— |
4,981,126 |
$3.81M |
0.64% |
| 45 |
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 |
— |
3,905,272 |
$3.80M |
0.64% |
| 46 |
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 |
— |
3,872,500 |
$3.74M |
0.63% |
| 47 |
RFT 2023-1 A |
RFT |
3,588,554 |
$3.61M |
0.61% |
| 48 |
Government National Mortgage Association, TBA |
GNR |
3,700,000 |
$3.61M |
0.61% |
| 49 |
RPIT 2019-1 A |
RPIT |
3,770,557 |
$3.59M |
0.60% |
| 50 |
CFMT LLC, Series 2024-HB14, Class M5 |
— |
4,000,000 |
$3.54M |
0.59% |