| 1 |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND |
— |
1,826,941 |
$17.79M |
20.11% |
| 2 |
FNCL 5 4/26 |
— |
13,100,000 |
$12.92M |
14.61% |
| 3 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
10,500,000 |
$10.69M |
12.08% |
| 4 |
FNCL 6 6/24 |
— |
10,500,000 |
$10.69M |
12.08% |
| 5 |
US ULTRA BOND CBT Sep25 |
— |
6,100,000 |
$6.10M |
6.89% |
| 6 |
G2SF 5 5/26 |
— |
4,400,000 |
$4.35M |
4.92% |
| 7 |
FNCL 4 4/26 |
— |
4,300,000 |
$4.06M |
4.59% |
| 8 |
Government National Mortgage Association, TBA |
GNR |
3,700,000 |
$3.76M |
4.25% |
| 9 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
3,700,000 |
$3.57M |
4.03% |
| 10 |
US TREASURY N/B |
— |
3,100,000 |
$3.10M |
3.50% |
| 11 |
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 |
— |
16,200,000 |
$2.93M |
3.31% |
| 12 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
2,600,000 |
$2.61M |
2.95% |
| 13 |
FNCL 3 6/24 |
— |
2,500,000 |
$2.19M |
2.48% |
| 14 |
Uniform Mortgage-Backed Security, TBA |
FNCL |
2,100,000 |
$1.92M |
2.17% |
| 15 |
U.S. Treasury Inflation-Protected Indexed Notes |
TII |
1,865,574 |
$1.88M |
2.12% |
| 16 |
FNCL 6.5 6/24 |
— |
1,800,000 |
$1.86M |
2.10% |
| 17 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 |
TII |
1,856,009 |
$1.79M |
2.02% |
| 18 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 |
TII |
1,790,896 |
$1.69M |
1.91% |
| 19 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
1,700,000 |
$1.67M |
1.89% |
| 20 |
U.S. Treasury Bills |
— |
1,600,000 |
$1.60M |
1.81% |
| 21 |
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 |
PERU |
4,600,000 |
$1.38M |
1.56% |
| 22 |
SAGB 7 02/28/31 R213 |
SOAF |
21,800,000 |
$1.21M |
1.36% |
| 23 |
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 |
— |
3,281,000 |
$1.02M |
1.16% |
| 24 |
RPLDCI 6.581 05/30/49 144A |
RPLDCI |
950,000 |
$977.48K |
1.10% |
| 25 |
PROJECT CASHMERE CLASS A1 144A |
RMBSNC |
1,400,000 |
$965.93K |
1.09% |
| 26 |
TITULOS DE TESORERIA BONDS 01/31 6.5 |
— |
3,335,378,684 |
$870.58K |
0.98% |
| 27 |
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 |
— |
2,740,000 |
$862.75K |
0.98% |
| 28 |
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3 |
— |
854,030 |
$825.51K |
0.93% |
| 29 |
REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 |
— |
11,500,000 |
$672.33K |
0.76% |
| 30 |
TITULOS DE TESORERIA BONDS 01/35 11.75 |
— |
2,664,900,000 |
$660.72K |
0.75% |
| 31 |
FWD0Z35T8 COLOMBIA GOVT |
— |
2,484,700,000 |
$615.38K |
0.70% |
| 32 |
SIERRA MADRE FUNDING LTD MADRE 2004 1A ALTB 144A |
— |
1,105,039 |
$591.50K |
0.67% |
| 33 |
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 |
— |
3,100,000 |
$579.58K |
0.66% |
| 34 |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A |
— |
500,000 |
$577.99K |
0.65% |
| 35 |
TORO EUROPEAN CLO TCLO 3A ARRE 144A |
— |
500,000 |
$577.86K |
0.65% |
| 36 |
UMBS |
— |
533,723 |
$554.46K |
0.63% |
| 37 |
JAPAN (20 YEAR ISSUE) BONDS 12/44 2 |
— |
100,000,000 |
$523.49K |
0.59% |
| 38 |
REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 |
— |
9,100,000 |
$502.66K |
0.57% |
| 39 |
KKR FINANCIAL CLO LTD KKR 36A AR 144A |
— |
500,000 |
$500.61K |
0.57% |
| 40 |
ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 |
— |
500,000 |
$500.53K |
0.57% |
| 41 |
ROMARK CLO LTD RMRK 2021 4A A1R 144A |
— |
500,000 |
$500.53K |
0.57% |
| 42 |
NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A |
— |
500,000 |
$500.43K |
0.57% |
| 43 |
WIND RIVER CLO LTD WINDR 2021 2A A1R 144A |
— |
500,000 |
$500.34K |
0.57% |
| 44 |
Symphony CLO XXXII Ltd., Series 2022-32A, Class AR |
— |
500,000 |
$500.04K |
0.57% |
| 45 |
MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A |
— |
500,000 |
$499.75K |
0.56% |
| 46 |
NATIONWIDE BUILDING SOCIETY |
NWIDE |
500,000 |
$496.86K |
0.56% |
| 47 |
NSANY 4.345 09/17/27 144A |
NSANY |
500,000 |
$486.77K |
0.55% |
| 48 |
FWD0JVF55 COLOMBIA GOVT NDF |
— |
2,216,300,000 |
$485.15K |
0.55% |
| 49 |
REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 |
— |
8,200,000 |
$456.06K |
0.52% |
| 50 |
REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 |
— |
1,440,000 |
$448.80K |
0.51% |