| 1 |
FNCL 6 6/24 |
— |
34,380,000 |
$34.99M |
8.85% |
| 2 |
US ULTRA BOND CBT Sep25 |
— |
31,200,000 |
$31.20M |
7.89% |
| 3 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
20,200,000 |
$20.88M |
5.28% |
| 4 |
FED HM LN PC POOL RA8648 FR 06/53 FIXED 5.5 |
— |
17,164,285 |
$17.32M |
4.38% |
| 5 |
FNMA POOL CB8752 FN 06/54 FIXED 5 |
— |
15,471,055 |
$15.27M |
3.86% |
| 6 |
FR SD8526 |
— |
9,333,352 |
$9.66M |
2.44% |
| 7 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 |
TII |
9,854,880 |
$9.07M |
2.29% |
| 8 |
Uniform Mortgage-Backed Security, TBA |
FNCL |
9,400,000 |
$8.60M |
2.17% |
| 9 |
U.S. Treasury Inflation-Protected Indexed Notes |
TII |
7,151,367 |
$7.19M |
1.82% |
| 10 |
RPLDCI 6.581 05/30/49 144A |
RPLDCI |
6,980,000 |
$7.18M |
1.82% |
| 11 |
US TREASURY N/B |
— |
6,595,000 |
$6.43M |
1.63% |
| 12 |
US TREASURY N/B |
— |
6,300,000 |
$6.27M |
1.59% |
| 13 |
FNCL 4 4/26 |
— |
6,300,000 |
$5.95M |
1.50% |
| 14 |
US ULTRA BOND CBT Sep25 |
— |
5,300,000 |
$5.30M |
1.34% |
| 15 |
REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 |
— |
90,375,000 |
$5.25M |
1.33% |
| 16 |
FNCL 3 6/24 |
— |
5,900,000 |
$5.17M |
1.31% |
| 17 |
FHLG 30YR 5% 07/01/2054#RJ1927 |
— |
4,915,571 |
$4.85M |
1.23% |
| 18 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
4,700,000 |
$4.63M |
1.17% |
| 19 |
US TREASURY N/B |
— |
4,500,000 |
$4.53M |
1.15% |
| 20 |
FNMA POOL MB0297 FN 01/55 FIXED 5.5 |
— |
4,490,372 |
$4.52M |
1.14% |
| 21 |
Republic of Colombia |
COLOM |
4,400,000 |
$4.31M |
1.09% |
| 22 |
FNMA POOL CB8271 FN 04/54 FIXED 5 |
— |
3,926,303 |
$3.88M |
0.98% |
| 23 |
UMBS |
— |
3,865,907 |
$3.73M |
0.94% |
| 24 |
MV CREDIT EURO CLO MVCLO 3A AR 144A |
— |
3,200,000 |
$3.70M |
0.94% |
| 25 |
FNMA POOL CB8464 FN 05/54 FIXED 4 |
— |
3,822,410 |
$3.61M |
0.91% |
| 26 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
3,600,000 |
$3.47M |
0.88% |
| 27 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 |
TII |
3,426,592 |
$3.35M |
0.85% |
| 28 |
CAPITAL FOUR CLO CFOUR 10A A 144A |
— |
2,800,000 |
$3.23M |
0.82% |
| 29 |
ARBOUR CLO ARBR 6A AR 144A |
— |
2,600,000 |
$3.01M |
0.76% |
| 30 |
US TREASURY N/B |
— |
3,000,000 |
$3.00M |
0.76% |
| 31 |
US TREASURY N/B |
— |
3,200,000 |
$2.99M |
0.76% |
| 32 |
FED HM LN PC POOL RJ1504 FR 05/54 FIXED 6.5 |
— |
2,819,492 |
$2.92M |
0.74% |
| 33 |
G2SF 5 5/26 |
— |
2,800,000 |
$2.77M |
0.70% |
| 34 |
FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 |
— |
2,740,329 |
$2.65M |
0.67% |
| 35 |
TRINITY SQUARE TRINI 2021 1A BR |
— |
1,800,000 |
$2.38M |
0.60% |
| 36 |
FNMA POOL MB0298 FN 01/55 FIXED 6 |
— |
2,318,653 |
$2.37M |
0.60% |
| 37 |
BBCCRE TRUST BBCCR 2015 GTP D 144A |
— |
2,660,000 |
$2.24M |
0.57% |
| 38 |
FNMA POOL CB7589 FN 11/53 FIXED 5.5 |
— |
2,128,387 |
$2.14M |
0.54% |
| 39 |
FED HM LN PC POOL RJ1108 FR 03/54 FIXED 5 |
— |
2,144,724 |
$2.12M |
0.54% |
| 40 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 |
TII |
2,248,740 |
$2.11M |
0.53% |
| 41 |
US TREASURY N/B |
— |
2,200,000 |
$2.04M |
0.51% |
| 42 |
FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 |
— |
1,971,367 |
$1.98M |
0.50% |
| 43 |
Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 |
— |
2,097,416 |
$1.95M |
0.49% |
| 44 |
ASIAN DEVELOPMENT BANK SR UNSECURED 02/28 6.72 |
— |
187,400,000 |
$1.94M |
0.49% |
| 45 |
UMBS |
— |
1,950,138 |
$1.89M |
0.48% |
| 46 |
ALTICE FRANCE SA 2025 TERM LOAN B13 |
— |
1,893,674 |
$1.89M |
0.48% |
| 47 |
CAPITAL FOUR CLO CFOUR 4A BRR 144A |
— |
1,600,000 |
$1.85M |
0.47% |
| 48 |
MARGAY CLO MARGA 2A AR 144A |
— |
1,600,000 |
$1.85M |
0.47% |
| 49 |
G2 MA9017 |
— |
1,753,954 |
$1.78M |
0.45% |
| 50 |
FNMA POOL CB6608 FN 07/53 FIXED 4 |
— |
1,845,668 |
$1.75M |
0.44% |