| 1 |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND |
— |
61,799,413 |
$606.56M |
35.00% |
| 2 |
US ULTRA BOND CBT Sep25 |
— |
452,700,000 |
$452.70M |
26.13% |
| 3 |
GOLD CMX WR FAC 5001 HSBC SOC |
GC |
52,270 |
$242.24M |
13.98% |
| 4 |
Government National Mortgage Association, TBA |
GNR |
73,300,000 |
$73.63M |
4.25% |
| 5 |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND |
— |
6,771,851 |
$65.95M |
3.81% |
| 6 |
US ULTRA BOND CBT Sep25 |
— |
54,600,000 |
$54.60M |
3.15% |
| 7 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
35,600,000 |
$35.83M |
2.07% |
| 8 |
US ULTRA BOND CBT Sep25 |
— |
23,500,000 |
$23.50M |
1.36% |
| 9 |
US ULTRA BOND CBT Sep25 |
— |
-538 |
$17.22M |
0.99% |
| 10 |
US ULTRA BOND CBT Sep25 |
— |
201 |
$15.07M |
0.87% |
| 11 |
RFR USD SOFR/3.00000 09/16/26-2Y LCH |
— |
1 |
$13.75M |
0.79% |
| 12 |
Low Su Gasoil G May26 |
QSK6 |
198 |
$11.19M |
0.65% |
| 13 |
IRS HUF 6.11000 12/30/25-5Y CME |
— |
1 |
$9.81M |
0.57% |
| 14 |
FORD MOTOR CRED |
— |
9,200,000 |
$9.16M |
0.53% |
| 15 |
EVGRN 2025-1A A |
EVGRN |
8,900,000 |
$8.93M |
0.52% |
| 16 |
IRS ZAR 6.52200 01/29/26-5Y CME |
— |
1 |
$8.55M |
0.49% |
| 17 |
U.S. Treasury Bills |
— |
8,100,000 |
$8.03M |
0.46% |
| 18 |
United States Treasury Bill |
— |
8,060,000 |
$8.00M |
0.46% |
| 19 |
IRS PLN 3.75000 06/17/26-5Y CME |
— |
1 |
$7.82M |
0.45% |
| 20 |
RFR GBP SONIO/4.00000 09/16/26-10Y LCH |
— |
1 |
$7.00M |
0.40% |
| 21 |
POLARIS PLRS 2026 1A A 144A |
— |
5,199,908 |
$6.87M |
0.40% |
| 22 |
FNCI 5 4/21 |
— |
6,700,000 |
$6.75M |
0.39% |
| 23 |
ENEL FINANCE INTL NV STEP 07/12/2026 144A |
— |
6,600,000 |
$6.55M |
0.38% |
| 24 |
US ULTRA BOND CBT Sep25 |
— |
247 |
$6.47M |
0.37% |
| 25 |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A |
— |
5,600,000 |
$6.47M |
0.37% |
| 26 |
LME PRI ALUM FUTR MAY26 XLME 20260518 |
— |
765 |
$6.42M |
0.37% |
| 27 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
5,700,000 |
$5.72M |
0.33% |
| 28 |
Enterprise Fleet Financing LLC, Series 2026-1, Class A2 |
— |
5,700,000 |
$5.69M |
0.33% |
| 29 |
IRS EUR 2.25000 09/16/26-2Y LCH |
— |
1 |
$5.67M |
0.33% |
| 30 |
Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1R |
— |
5,600,000 |
$5.59M |
0.32% |
| 31 |
OIS CAD CAONREPO/3.2500 09/16/26-30Y LCH |
— |
1 |
$5.56M |
0.32% |
| 32 |
ICG EURO CLO ICGE 2023 2A A1R 144A |
— |
4,700,000 |
$5.43M |
0.31% |
| 33 |
BOSPHORUS CLO BOPHO 9A AR 144A |
— |
4,400,000 |
$5.09M |
0.29% |
| 34 |
BRENT CRUDE FUTR JUN26 IFEU 20260430 |
COM6 |
131 |
$4.76M |
0.27% |
| 35 |
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A |
OBX |
5,139,566 |
$4.66M |
0.27% |
| 36 |
PALMER SQUARE LOAN FUNDING 2024-3 LTD PSTAT 2024-3A A1R |
— |
4,400,000 |
$4.40M |
0.25% |
| 37 |
US ULTRA BOND CBT Sep25 |
— |
4,300,000 |
$4.30M |
0.25% |
| 38 |
Trimaran Cavu 2021-2 Ltd |
— |
4,200,000 |
$4.20M |
0.24% |
| 39 |
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/28 VAR |
— |
3,840,000 |
$3.82M |
0.22% |
| 40 |
U.S. Treasury Bills |
912797TH |
3,783,000 |
$3.78M |
0.22% |
| 41 |
IRS HUF 6.41800 11/19/25-5Y CME |
— |
1 |
$3.74M |
0.22% |
| 42 |
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A2 |
SFUEL |
3,409,925 |
$3.42M |
0.20% |
| 43 |
NSLT 2025-CA A1B |
NSLT |
3,318,135 |
$3.35M |
0.19% |
| 44 |
ZCS BRL 12.975 02/11/26-01/02/31 CME |
— |
1 |
$3.30M |
0.19% |
| 45 |
US ULTRA BOND CBT Sep25 |
— |
178 |
$3.25M |
0.19% |
| 46 |
U.S. Treasury Bill |
— |
3,201,000 |
$3.17M |
0.18% |
| 47 |
FREDDIE MAC FHR 5442 FB |
— |
3,011,015 |
$3.03M |
0.17% |
| 48 |
Riserva CLO Ltd., Series 2016-3A, Class AR3 |
— |
3,000,000 |
$3.00M |
0.17% |
| 49 |
IRS AUD 4.25000 09/16/26-2Y LCH |
— |
1 |
$2.98M |
0.17% |
| 50 |
U.S. Treasury Bills |
— |
2,908,000 |
$2.90M |
0.17% |