| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
108,000,000 |
$109.52M |
10.76% |
| 2 |
Putnam Short Term Investment Fund, Class P |
— |
89,713,103 |
$89.71M |
8.82% |
| 3 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
63,000,000 |
$51.12M |
5.03% |
| 4 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
37,500,000 |
$31.84M |
3.13% |
| 5 |
TBA GNMA 30 YR 5.50000000 |
GNR |
30,500,000 |
$30.84M |
3.03% |
| 6 |
Franklin Ultra Short Bond ETF |
FLUD |
1,013,480 |
$25.43M |
2.50% |
| 7 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
18,000,000 |
$18.43M |
1.81% |
| 8 |
U.S. Treasury Bills |
— |
13,200,000 |
$12.99M |
1.28% |
| 9 |
Government National Mortgage Association |
GNR |
12,000,000 |
$9.98M |
0.98% |
| 10 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
9,000,000 |
$9.32M |
0.92% |
| 11 |
FNCL 3 2/26 |
— |
10,000,000 |
$8.86M |
0.87% |
| 12 |
Government National Mortgage Association |
GNR |
9,000,000 |
$7.80M |
0.77% |
| 13 |
STACR 2022-HQA1 M2 |
STACR |
6,323,000 |
$6.61M |
0.65% |
| 14 |
Government National Mortgage Association, TBA |
GNR |
7,000,000 |
$6.41M |
0.63% |
| 15 |
MORGAN STANLEY |
— |
5,792,000 |
$5.81M |
0.57% |
| 16 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
6,000,000 |
$5.42M |
0.53% |
| 17 |
FN MA4473 |
— |
6,388,820 |
$5.33M |
0.52% |
| 18 |
BRAVO Residential Funding Trust, Series 2020-RPL1, Class M1 |
— |
5,430,000 |
$5.24M |
0.52% |
| 19 |
FHLMC Pool, 30 Year |
— |
5,972,468 |
$5.17M |
0.51% |
| 20 |
FORDO 2024-A A3 |
— |
5,111,010 |
$5.16M |
0.51% |
| 21 |
JPMORGAN CHASE |
— |
5,131,000 |
$5.15M |
0.51% |
| 22 |
FNMA, 30 Year |
— |
4,786,133 |
$4.91M |
0.48% |
| 23 |
FNMDI4 3.5 BF0219 09-01-57 |
— |
4,821,361 |
$4.43M |
0.44% |
| 24 |
Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class B |
— |
4,306,000 |
$4.25M |
0.42% |
| 25 |
FR SD3862 |
— |
4,059,728 |
$4.18M |
0.41% |
| 26 |
FNMA, 30 Year |
— |
4,028,780 |
$4.11M |
0.40% |
| 27 |
Government National Mortgage Association, TBA |
GNR |
4,000,000 |
$4.00M |
0.39% |
| 28 |
CIFC Funding Ltd., Series 2021-7A, Class AR |
— |
3,967,000 |
$3.97M |
0.39% |
| 29 |
FNMA, Series 2021-12, Class NI |
— |
23,334,224 |
$3.94M |
0.39% |
| 30 |
Hyundai Auto Receivables Trust, Series 2025-C, Class A2B |
HART |
3,863,000 |
$3.87M |
0.38% |
| 31 |
Uniform Mortgage-Backed Security, TBA |
— |
4,000,000 |
$3.82M |
0.38% |
| 32 |
HART 2024-A A3 |
— |
3,779,885 |
$3.81M |
0.37% |
| 33 |
STACR 2021-HQA4 M2 |
STACR |
3,732,140 |
$3.78M |
0.37% |
| 34 |
FORDO 2024-B A3 |
— |
3,669,000 |
$3.71M |
0.37% |
| 35 |
BANK OF AMER CRP |
— |
3,510,000 |
$3.51M |
0.35% |
| 36 |
CITIGROUP INC |
— |
3,482,000 |
$3.51M |
0.34% |
| 37 |
FN FS0754 |
— |
3,754,317 |
$3.48M |
0.34% |
| 38 |
Station Place Securitization Trust, Series 2025-1, Class A |
SPST |
3,380,000 |
$3.42M |
0.34% |
| 39 |
Station Place Securitization Trust, Series 2025-7, Class A |
— |
3,403,000 |
$3.41M |
0.34% |
| 40 |
Station Place Securitization Trust, Series 2025-3, Class A |
— |
3,370,000 |
$3.38M |
0.33% |
| 41 |
Government National Mortgage Association, Series 2020-151, Class MI |
— |
23,382,525 |
$3.37M |
0.33% |
| 42 |
PRKCM Trust, Series 2023-AFC2, Class A1 |
— |
3,353,095 |
$3.36M |
0.33% |
| 43 |
Chase Auto Owner Trust, Series 2024-1A, Class A3 |
CHAOT |
3,273,947 |
$3.31M |
0.33% |
| 44 |
FNMA 15YR 2.5% 09/01/2036#CB1756 |
— |
3,471,636 |
$3.30M |
0.32% |
| 45 |
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 |
— |
3,227,103 |
$3.19M |
0.31% |
| 46 |
Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class XA |
— |
61,978,611 |
$3.16M |
0.31% |
| 47 |
Venture 41 CLO Ltd., Series 2021-41A, Class A1RR |
— |
3,100,000 |
$3.10M |
0.31% |
| 48 |
BERRY GLOBAL INC |
— |
3,143,000 |
$3.08M |
0.30% |
| 49 |
MSCI INC REGD 144A P/P 3.62500000 |
MSCI |
3,124,000 |
$2.99M |
0.29% |
| 50 |
PNC Financial Services Group, Inc. (The) |
— |
2,951,000 |
$2.93M |
0.29% |