| 1 |
iShares JP Morgan USD Em Mkts Bd ETF |
EMB |
2,131,494 |
$205.86M |
8.25% |
| 2 |
ISHARES MBS ETF MUTUAL FUND |
MBB |
1,500,000 |
$143.54M |
5.75% |
| 3 |
MMDA OVERNIGHT SWEEP |
— |
134,550,138 |
$134.55M |
5.39% |
| 4 |
State Street SPDR Bloomberg Convertible Securities ETF |
CWB |
1,164,811 |
$108.79M |
4.36% |
| 5 |
US TREASURY N/B |
— |
74,000,000 |
$74.41M |
2.98% |
| 6 |
US TREASURY N/B |
— |
60,000,000 |
$59.26M |
2.38% |
| 7 |
US TREASURY N/B |
— |
78,500,000 |
$55.97M |
2.24% |
| 8 |
US TREASURY N/B |
— |
103,400,000 |
$54.09M |
2.17% |
| 9 |
US TREASURY N/B |
— |
82,250,000 |
$51.64M |
2.07% |
| 10 |
US TREASURY N/B |
— |
66,000,000 |
$48.70M |
1.95% |
| 11 |
Invesco Preferred ETF |
PGX |
3,482,215 |
$39.66M |
1.59% |
| 12 |
US TREASURY N/B |
— |
48,055,000 |
$39.58M |
1.59% |
| 13 |
US TREASURY N/B |
— |
81,560,000 |
$38.94M |
1.56% |
| 14 |
US TREASURY N/B |
— |
52,750,000 |
$37.58M |
1.51% |
| 15 |
US TREASURY N/B |
— |
47,350,000 |
$37.40M |
1.50% |
| 16 |
US TREASURY N/B |
— |
46,350,000 |
$36.53M |
1.46% |
| 17 |
US TREASURY N/B |
— |
42,400,000 |
$36.32M |
1.46% |
| 18 |
US TREASURY N/B |
— |
47,550,000 |
$35.71M |
1.43% |
| 19 |
US TREASURY N/B |
— |
41,315,000 |
$35.57M |
1.43% |
| 20 |
US TREASURY N/B |
— |
47,000,000 |
$34.50M |
1.38% |
| 21 |
US TREASURY N/B |
— |
47,300,000 |
$33.80M |
1.35% |
| 22 |
Barclays Mortgage Loan Trust, Series 2025-NQM5, Class PT2 |
— |
19,293,260 |
$19.83M |
0.79% |
| 23 |
Barclays Mortgage Loan Trust, Series 2025-NQM4, Class PT2 |
— |
18,943,712 |
$19.64M |
0.79% |
| 24 |
Barclays Mortgage Loan Trust, Series 2025-NQM7, Class PT2 |
— |
18,843,841 |
$19.39M |
0.78% |
| 25 |
US TREASURY N/B |
— |
20,750,000 |
$17.91M |
0.72% |
| 26 |
Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A1 |
— |
13,482,855 |
$13.75M |
0.55% |
| 27 |
GLOBAL X US PREFERRED ETF MUTUAL FUND |
PFFD |
608,328 |
$11.81M |
0.47% |
| 28 |
Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A1 |
— |
11,228,888 |
$11.35M |
0.45% |
| 29 |
Soundview Home Loan Trust 2006-OPT5 |
— |
11,889,643 |
$10.48M |
0.42% |
| 30 |
CWABS Asset-Backed Certificates Trust, Series 2006-18, Class M1 |
— |
9,464,624 |
$9.99M |
0.40% |
| 31 |
Ajax Mortgage Loan Trust, Series 2023-C, Class A1 |
— |
10,036,890 |
$9.74M |
0.39% |
| 32 |
Saxon Asset Securities Trust, Series 2007-1, Class M1 |
— |
8,527,424 |
$8.29M |
0.33% |
| 33 |
First Franklin Mortgage Loan Trust 2006-FF8 |
— |
9,145,230 |
$8.06M |
0.32% |
| 34 |
Ajax Mortgage Loan Trust, Series 2023-A, Class A1 |
— |
7,646,693 |
$7.34M |
0.29% |
| 35 |
Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-RF3, Class 1A2 |
— |
13,241,259 |
$7.12M |
0.29% |
| 36 |
Carrington Mortgage Loan Trust, Series 2007-FRE1, Class M1 |
— |
7,849,611 |
$6.69M |
0.27% |
| 37 |
Ajax Mortgage Loan Trust, Series 2022-B, Class A1 |
AJAXM |
6,750,655 |
$6.58M |
0.26% |
| 38 |
CWABS Asset-Backed Certificates Trust, Series 2006-22, Class M1 |
— |
6,524,438 |
$6.50M |
0.26% |
| 39 |
NEW RESIDENTIAL MTG LN TR 2022-SFR1 F 4.443% 02/17/2039 144A |
— |
6,500,000 |
$6.37M |
0.26% |
| 40 |
MCM 2021-VFN1: NOTE CMO/WHOLE |
— |
6,441,606 |
$6.11M |
0.24% |
| 41 |
Ajax Mortgage Loan Trust, Series 2021-F, Class A |
00971FAA |
6,041,549 |
$6.05M |
0.24% |
| 42 |
CWABS Asset-Backed Certificates Trust, Series 2006-26, Class M1 |
— |
6,183,993 |
$6.02M |
0.24% |
| 43 |
CIT MTG LN TR 2007-1 STEP 10/25/2037 144A |
— |
6,000,000 |
$6.01M |
0.24% |
| 44 |
DRMT 2025-INV1 VAR 11/25/2060 144A |
DRMT |
5,641,242 |
$5.67M |
0.23% |
| 45 |
HOMES Trust, Series 2025-NQM5, Class A1 |
— |
5,613,586 |
$5.64M |
0.23% |
| 46 |
Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 |
— |
6,070,823 |
$5.62M |
0.23% |
| 47 |
Barclays Mortgage Trust, Series 2021-NPL1, Class A |
06744JAA |
5,506,549 |
$5.51M |
0.22% |
| 48 |
Ajax Mortgage Loan Trust, Series 2023-B, Class A |
— |
5,522,433 |
$5.50M |
0.22% |
| 49 |
GSAA Home Equity Trust 2007-9 |
— |
14,350,839 |
$5.32M |
0.21% |
| 50 |
Voyager OPTONE Delaware Trust, Series 2009-1, Class SAA7 |
VGPMF |
24,081,172 |
$5.22M |
0.21% |