| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
45,560,000 |
$47.10M |
27.02% |
| 2 |
FNCL 6 6/24 |
— |
38,570,000 |
$39.26M |
22.52% |
| 3 |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND |
— |
2,147,951 |
$21.08M |
12.09% |
| 4 |
US ULTRA BOND CBT Sep25 |
— |
18,400,000 |
$18.40M |
10.55% |
| 5 |
FNCL 5 4/26 |
— |
15,380,000 |
$15.17M |
8.70% |
| 6 |
U.S. Treasury Bills |
— |
14,260,000 |
$14.13M |
8.11% |
| 7 |
FR SD8475 |
— |
7,526,217 |
$7.57M |
4.34% |
| 8 |
iShares Core S&P 500 ETF |
— |
11,135 |
$7.27M |
4.17% |
| 9 |
G2SF 4 4/23 |
— |
6,190,000 |
$5.80M |
3.33% |
| 10 |
G2SF 3.5 4/24 |
— |
5,900,000 |
$5.41M |
3.10% |
| 11 |
G2SF 5 5/26 |
— |
4,970,000 |
$4.91M |
2.82% |
| 12 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
4,300,000 |
$4.24M |
2.43% |
| 13 |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 MV1 |
— |
4,180,000 |
$4.01M |
2.30% |
| 14 |
FNCL 4 6/24 |
— |
4,250,000 |
$4.00M |
2.30% |
| 15 |
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 |
PERU |
13,200,000 |
$3.97M |
2.28% |
| 16 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
3,780,000 |
$3.79M |
2.18% |
| 17 |
G2SF 4.5 4/26 |
— |
3,360,000 |
$3.25M |
1.86% |
| 18 |
FNMA POOL BZ4146 FN 06/32 FIXED 5.14 |
— |
3,069,000 |
$3.18M |
1.83% |
| 19 |
TITULOS DE TESORERIA BONDS 01/35 11.75 |
— |
11,500,500,000 |
$2.85M |
1.64% |
| 20 |
US TREASURY N/B |
— |
2,700,000 |
$2.70M |
1.55% |
| 21 |
Government National Mortgage Association, TBA |
GNR |
2,570,000 |
$2.58M |
1.48% |
| 22 |
Government National Mortgage Association, TBA |
GNR |
2,540,000 |
$2.58M |
1.48% |
| 23 |
RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME |
— |
1 |
$2.30M |
1.32% |
| 24 |
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 |
— |
12,600,000 |
$2.28M |
1.31% |
| 25 |
FNCL 5.5 4/26 |
— |
2,240,000 |
$2.25M |
1.29% |
| 26 |
Freddie Mac REMICS |
— |
2,190,805 |
$2.21M |
1.26% |
| 27 |
FNMA POOL FA1296 FN 08/51 FIXED VAR |
— |
2,214,410 |
$2.14M |
1.23% |
| 28 |
STWD Ltd., Series 2022-FL3, Class AS |
— |
2,000,000 |
$2.00M |
1.14% |
| 29 |
US TREASURY N/B |
— |
2,000,000 |
$1.94M |
1.11% |
| 30 |
FHLBanks Office of Finance |
— |
1,900,000 |
$1.88M |
1.08% |
| 31 |
US TREASURY N/B |
— |
2,100,000 |
$1.86M |
1.07% |
| 32 |
RFR USD SOFR/1.75000 06/15/22-10Y LCH |
— |
1 |
$1.85M |
1.06% |
| 33 |
FREDDIE MAC FHR 5569 FB |
— |
1,811,179 |
$1.83M |
1.05% |
| 34 |
FNMA POOL FS2937 FN 04/43 FIXED VAR |
— |
1,835,189 |
$1.77M |
1.02% |
| 35 |
LUMINENT MORTGAGE TRUST LUM 2006 6 A1 |
— |
1,771,439 |
$1.65M |
0.95% |
| 36 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
1,660,000 |
$1.60M |
0.92% |
| 37 |
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+140 09/25/2055 |
— |
1,560,698 |
$1.58M |
0.90% |
| 38 |
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 |
— |
7,900,000 |
$1.48M |
0.85% |
| 39 |
US TREASURY N/B |
— |
1,600,000 |
$1.40M |
0.81% |
| 40 |
WMHE 2007-HE2 2A4 TSFR1M+36 4/37 |
— |
3,836,183 |
$1.38M |
0.79% |
| 41 |
REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 |
— |
27,620,000 |
$1.31M |
0.75% |
| 42 |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A |
MF1 |
1,300,000 |
$1.30M |
0.75% |
| 43 |
AREIT CRE TRUST AREIT 2022 CRE7 AS 144A |
— |
1,300,000 |
$1.30M |
0.75% |
| 44 |
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055 |
— |
1,215,837 |
$1.23M |
0.70% |
| 45 |
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 |
— |
3,400,000 |
$1.07M |
0.61% |
| 46 |
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 08/25/2055 |
— |
1,041,375 |
$1.05M |
0.60% |
| 47 |
FED HM LN PC POOL SD7399 FR 12/54 FIXED 4.5 |
— |
1,053,587 |
$1.03M |
0.59% |
| 48 |
TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A |
— |
1,000,000 |
$1.00M |
0.57% |
| 49 |
Freddie Mac REMICS |
— |
966,189 |
$973.74K |
0.56% |
| 50 |
FREDDIE MAC FHR 5580 FA |
— |
928,243 |
$935.78K |
0.54% |