| 1 |
FNCL 5 6/24 |
— |
99,000,000 |
$97.44M |
9.51% |
| 2 |
FNCL 6 6/24 |
— |
93,330,000 |
$95.00M |
9.27% |
| 3 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
84,428,195 |
$87.28M |
8.52% |
| 4 |
FNCL 6 7/25 |
— |
67,000,000 |
$68.17M |
6.65% |
| 5 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
46,500,000 |
$43.85M |
4.28% |
| 6 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
36,700,000 |
$36.15M |
3.53% |
| 7 |
FNCL 6.5 6/24 |
— |
32,921,805 |
$34.03M |
3.32% |
| 8 |
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 |
— |
138,100,000 |
$25.82M |
2.52% |
| 9 |
Government National Mortgage Association, TBA |
GNR |
22,500,000 |
$22.85M |
2.23% |
| 10 |
RPLDCI 6.581 05/30/49 144A |
RPLDCI |
21,030,000 |
$21.64M |
2.11% |
| 11 |
U.S. Treasury Inflation-Protected Indexed Notes |
TII |
19,381,241 |
$19.48M |
1.90% |
| 12 |
US TREASURY N/B |
— |
19,300,000 |
$19.21M |
1.87% |
| 13 |
FNCL 5 4/26 |
— |
18,580,000 |
$18.33M |
1.79% |
| 14 |
Government National Mortgage Association, TBA |
GNR |
17,200,000 |
$17.83M |
1.74% |
| 15 |
US TREASURY N/B |
— |
17,201,000 |
$16.78M |
1.64% |
| 16 |
CWABS Asset-Backed Certificates Trust, Series 2006-26, Class M1 |
— |
14,425,581 |
$14.02M |
1.37% |
| 17 |
FR SD8397 |
— |
13,473,687 |
$13.94M |
1.36% |
| 18 |
US TREASURY N/B |
— |
13,300,000 |
$13.40M |
1.31% |
| 19 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
13,000,000 |
$13.04M |
1.27% |
| 20 |
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 |
— |
65,400,000 |
$11.83M |
1.15% |
| 21 |
BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A |
— |
8,737,000 |
$11.57M |
1.13% |
| 22 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 |
TII |
11,778,910 |
$11.52M |
1.12% |
| 23 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
11,100,000 |
$10.70M |
1.04% |
| 24 |
ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5 |
— |
11,000,000 |
$9.83M |
0.96% |
| 25 |
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV3 |
— |
9,800,000 |
$9.77M |
0.95% |
| 26 |
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A |
— |
10,287,076 |
$9.32M |
0.91% |
| 27 |
FNCL 3 5/26 |
— |
10,500,000 |
$9.22M |
0.90% |
| 28 |
US TREASURY N/B |
— |
9,000,000 |
$8.41M |
0.82% |
| 29 |
Government National Mortgage Association, TBA |
GNR |
7,900,000 |
$7.62M |
0.74% |
| 30 |
New Century Home Equity Loan Trust 2004-3 |
— |
6,554,821 |
$6.57M |
0.64% |
| 31 |
CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A |
— |
6,450,000 |
$6.25M |
0.61% |
| 32 |
GS Mortgage-Backed Securities Trust, Series 2024-RPL4, Class A1 |
— |
6,351,944 |
$6.21M |
0.61% |
| 33 |
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 12 M4 |
— |
6,150,000 |
$6.08M |
0.59% |
| 34 |
JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 |
— |
1,041,600,000 |
$6.03M |
0.59% |
| 35 |
Opteum Mortgage Acceptance Corp Trust 2006-1 |
— |
6,111,319 |
$5.85M |
0.57% |
| 36 |
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A |
CHASE |
6,540,537 |
$5.82M |
0.57% |
| 37 |
US TREASURY N/B |
— |
5,800,000 |
$5.53M |
0.54% |
| 38 |
PACIFIC GAS&ELEC |
— |
5,600,000 |
$5.49M |
0.54% |
| 39 |
CAIRN CLO BV CRNCL 2019 11A AR 144A |
— |
4,700,000 |
$5.43M |
0.53% |
| 40 |
KKR FINANCIAL CLO LTD KKR 33A AR 144A |
— |
5,400,000 |
$5.41M |
0.53% |
| 41 |
STWD 2025-FL4 LLC |
— |
5,400,000 |
$5.40M |
0.53% |
| 42 |
BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 |
— |
5,299,235 |
$5.36M |
0.52% |
| 43 |
PFP Ltd., Series 2026-13, Class A |
— |
5,200,000 |
$5.21M |
0.51% |
| 44 |
FS Rialto Issuer LLC, Series 2026-FL11, Class A |
FSRIA |
5,200,000 |
$5.20M |
0.51% |
| 45 |
NEUBERGER BERMAN LOAN ADVISERS NEUBL 2023 1A A1R 144A |
— |
5,200,000 |
$5.20M |
0.51% |
| 46 |
PROVIDUS CLO PRVD 5A AR 144A |
— |
4,500,000 |
$5.20M |
0.51% |
| 47 |
INVESCO EURO CLO XI DAC INVSC 11A A1R 144A |
— |
4,500,000 |
$5.20M |
0.51% |
| 48 |
SMB Private Education Loan Trust, Series 2024-D, Class A1B |
SMB |
5,162,621 |
$5.16M |
0.50% |
| 49 |
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A |
— |
5,200,000 |
$5.15M |
0.50% |
| 50 |
G2SF 5 5/26 |
— |
5,200,000 |
$5.14M |
0.50% |