| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
58,490,000 |
$60.46M |
28.74% |
| 2 |
FNCL 6 6/24 |
— |
45,420,000 |
$46.23M |
21.97% |
| 3 |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND |
— |
3,755,937 |
$36.86M |
17.52% |
| 4 |
US ULTRA BOND CBT Sep25 |
— |
24,800,000 |
$24.80M |
11.79% |
| 5 |
FNCL 5 4/26 |
— |
15,750,000 |
$15.54M |
7.38% |
| 6 |
U.S. Treasury Bills |
— |
13,318,000 |
$13.20M |
6.27% |
| 7 |
FR SD8475 |
— |
8,677,286 |
$8.73M |
4.15% |
| 8 |
iShares Core S&P 500 ETF |
— |
11,692 |
$7.64M |
3.63% |
| 9 |
G2SF 4 4/23 |
— |
7,220,000 |
$6.76M |
3.21% |
| 10 |
FREDDIE MAC FHR 5575 FC |
— |
6,117,491 |
$6.16M |
2.93% |
| 11 |
G2SF 3.5 4/24 |
— |
6,400,000 |
$5.87M |
2.79% |
| 12 |
G2SF 5 5/26 |
— |
5,310,000 |
$5.25M |
2.49% |
| 13 |
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 |
PERU |
15,300,000 |
$4.60M |
2.19% |
| 14 |
Government National Mortgage Association |
— |
4,391,143 |
$4.43M |
2.10% |
| 15 |
US ULTRA BOND CBT Sep25 |
— |
4,000,000 |
$4.00M |
1.90% |
| 16 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
3,690,000 |
$3.63M |
1.73% |
| 17 |
GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M2 144A |
— |
3,094,073 |
$3.50M |
1.66% |
| 18 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
3,700,000 |
$3.49M |
1.66% |
| 19 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
3,610,000 |
$3.48M |
1.65% |
| 20 |
FNCL 4 6/24 |
— |
3,450,000 |
$3.25M |
1.54% |
| 21 |
FREDDIE MAC FHR 5580 FA |
— |
3,063,201 |
$3.09M |
1.47% |
| 22 |
G2SF 4.5 4/26 |
— |
3,150,000 |
$3.04M |
1.45% |
| 23 |
Government National Mortgage Association, TBA |
GNR |
3,010,000 |
$3.02M |
1.44% |
| 24 |
Government National Mortgage Association, TBA |
GNR |
2,970,000 |
$3.02M |
1.43% |
| 25 |
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 |
— |
16,100,000 |
$2.91M |
1.38% |
| 26 |
FNCL 5.5 4/26 |
— |
2,680,000 |
$2.69M |
1.28% |
| 27 |
US TREASURY N/B |
— |
2,400,000 |
$2.40M |
1.14% |
| 28 |
US TREASURY N/B |
— |
2,400,000 |
$2.33M |
1.11% |
| 29 |
TITULOS DE TESORERIA BONDS 01/35 11.75 |
— |
9,071,300,000 |
$2.25M |
1.07% |
| 30 |
Keurig Dr Pepper Inc 0% CP 13/04/2026 |
— |
2,200,000 |
$2.20M |
1.04% |
| 31 |
SBNA AUTO RECEIVABLES TRUST SBAT 2025 SF1 C 144A |
— |
2,056,043 |
$2.06M |
0.98% |
| 32 |
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 |
— |
9,900,000 |
$1.85M |
0.88% |
| 33 |
FNMA POOL FA1296 FN 08/51 FIXED VAR |
— |
1,882,249 |
$1.82M |
0.86% |
| 34 |
U.S. Treasury Bill |
— |
1,749,000 |
$1.73M |
0.82% |
| 35 |
FNMA POOL FS2937 FN 04/43 FIXED VAR |
— |
1,559,910 |
$1.51M |
0.72% |
| 36 |
REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 |
— |
31,570,000 |
$1.50M |
0.71% |
| 37 |
TITULOS DE TESORERIA BONDS 08/29 11 |
— |
5,928,600,000 |
$1.49M |
0.71% |
| 38 |
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A |
— |
1,450,313 |
$1.40M |
0.66% |
| 39 |
GSAA Trust, Series 2006-7, Class AF2 |
— |
4,116,990 |
$1.39M |
0.66% |
| 40 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
1,370,000 |
$1.37M |
0.65% |
| 41 |
MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A |
— |
1,391,848 |
$1.34M |
0.64% |
| 42 |
FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 |
— |
1,285,984 |
$1.27M |
0.60% |
| 43 |
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 |
— |
3,900,000 |
$1.23M |
0.58% |
| 44 |
TITULOS DE TESORERIA BONDS 02/33 13.25 |
— |
4,570,000,000 |
$1.23M |
0.58% |
| 45 |
GSAA HOME EQUITY TRUST GSAA 2007 4 A2 |
— |
4,483,306 |
$1.21M |
0.58% |
| 46 |
Boyce Park Clo Ltd |
— |
1,200,000 |
$1.20M |
0.57% |
| 47 |
LEHMAN XS TRUST LXS 2006 GP4 3A5 |
— |
1,122,160 |
$1.18M |
0.56% |
| 48 |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055 |
— |
1,169,521 |
$1.18M |
0.56% |
| 49 |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A B 144A |
— |
1,000,000 |
$1.16M |
0.55% |
| 50 |
MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B |
— |
2,846,075 |
$1.15M |
0.55% |