| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
25,630,000 |
$26.50M |
28.58% |
| 2 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
18,570,000 |
$18.91M |
20.40% |
| 3 |
FNCL 6 6/24 |
— |
18,570,000 |
$18.90M |
20.39% |
| 4 |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND |
— |
1,463,949 |
$14.26M |
15.38% |
| 5 |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND |
— |
1,111,541 |
$10.91M |
11.77% |
| 6 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
6,970,000 |
$6.87M |
7.41% |
| 7 |
US ULTRA BOND CBT Sep25 |
— |
5,700,000 |
$5.70M |
6.15% |
| 8 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
4,500,000 |
$4.51M |
4.87% |
| 9 |
FNCL 4 6/24 |
— |
4,770,000 |
$4.49M |
4.85% |
| 10 |
Government National Mortgage Association |
— |
3,924,000 |
$3.96M |
4.27% |
| 11 |
G2SF 4 4/23 |
— |
3,310,000 |
$3.10M |
3.35% |
| 12 |
G2SF 5 5/26 |
— |
2,970,000 |
$2.94M |
3.17% |
| 13 |
U.S. Treasury Bills |
B |
2,839,000 |
$2.84M |
3.06% |
| 14 |
G2 MA8425 |
— |
2,999,702 |
$2.78M |
2.99% |
| 15 |
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 |
PERU |
7,900,000 |
$2.37M |
2.56% |
| 16 |
U.S. Treasury Bills |
912797TH |
2,100,000 |
$2.10M |
2.26% |
| 17 |
FREDDIE MAC FHR 5580 FA |
— |
1,856,486 |
$1.87M |
2.02% |
| 18 |
U.S. Treasury Bills |
— |
1,700,000 |
$1.69M |
1.82% |
| 19 |
FNMA, Series 2025-12, Class EF |
— |
1,583,029 |
$1.59M |
1.72% |
| 20 |
Government National Mortgage Association, TBA |
GNR |
1,480,000 |
$1.43M |
1.54% |
| 21 |
Government National Mortgage Association, TBA |
GNR |
1,420,000 |
$1.43M |
1.54% |
| 22 |
Government National Mortgage Association, TBA |
GNR |
1,400,000 |
$1.42M |
1.53% |
| 23 |
TITULOS DE TESORERIA BONDS 01/35 11.75 |
— |
5,580,500,000 |
$1.38M |
1.49% |
| 24 |
US ULTRA BOND CBT Sep25 |
— |
1 |
$1.29M |
1.39% |
| 25 |
U.S. Treasury Bills |
B |
1,273,000 |
$1.27M |
1.37% |
| 26 |
U.S. Treasury Bills |
— |
1,240,000 |
$1.24M |
1.33% |
| 27 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
1,240,000 |
$1.20M |
1.29% |
| 28 |
FNCL 5.5 4/26 |
— |
1,150,000 |
$1.16M |
1.25% |
| 29 |
Aegis Asset Backed Securities Trust 2005-3 |
— |
1,300,000 |
$1.15M |
1.24% |
| 30 |
RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4 |
— |
1,100,000 |
$1.03M |
1.11% |
| 31 |
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1 |
— |
1,234,652 |
$1.01M |
1.09% |
| 32 |
New Orleans Hotel Trust, Series 2019-HNLA, Class A |
— |
1,000,000 |
$990.27K |
1.07% |
| 33 |
Securitized Asset Backed Receivables LLC Trust 2005-FR4 |
— |
1,017,470 |
$957.79K |
1.03% |
| 34 |
IndyMac INDX Mortgage Loan Trust, Series 2006-AR11, Class 2A1 |
— |
1,057,106 |
$945.45K |
1.02% |
| 35 |
GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 |
— |
2,590,767 |
$902.17K |
0.97% |
| 36 |
U.S. Treasury Bills |
— |
897,000 |
$892.02K |
0.96% |
| 37 |
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 |
— |
954,684 |
$887.01K |
0.96% |
| 38 |
FN AL3365 |
— |
816,633 |
$857.08K |
0.92% |
| 39 |
FNCL 5 4/26 |
— |
820,000 |
$808.82K |
0.87% |
| 40 |
FNCL 3.5 4/26 |
— |
870,000 |
$797.68K |
0.86% |
| 41 |
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1 |
— |
820,799 |
$772.48K |
0.83% |
| 42 |
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 |
— |
2,321,581 |
$725.16K |
0.78% |
| 43 |
REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 |
— |
14,470,000 |
$687.38K |
0.74% |
| 44 |
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A |
— |
669,989 |
$640.54K |
0.69% |
| 45 |
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 |
— |
2,000,000 |
$629.74K |
0.68% |
| 46 |
REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 |
— |
2,200,000 |
$600.66K |
0.65% |
| 47 |
OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 4 M1 |
— |
649,168 |
$596.08K |
0.64% |
| 48 |
U.S. Treasury Notes |
TII |
546,923 |
$544.42K |
0.59% |
| 49 |
NSLT 2021-CA AFL 144A FRN 04-20-62 |
— |
544,190 |
$541.81K |
0.58% |
| 50 |
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 |
— |
1,247,763 |
$531.19K |
0.57% |