| 1 |
Freddie Mac REMICS |
— |
56,871,286 |
$55.99M |
2.44% |
| 2 |
U.S. Treasury Notes |
— |
50,500,000 |
$50.55M |
2.20% |
| 3 |
U.S. Treasury Notes |
— |
50,000,000 |
$50.06M |
2.18% |
| 4 |
U.S. Treasury Notes |
— |
50,000,000 |
$50.05M |
2.18% |
| 5 |
U.S. Treasury Bills |
— |
40,500,000 |
$40.28M |
1.76% |
| 6 |
U.S. Treasury Bills |
— |
40,000,000 |
$39.52M |
1.72% |
| 7 |
Government National Mortgage Association |
— |
35,254,989 |
$34.81M |
1.52% |
| 8 |
Freddie Mac REMICS |
— |
29,965,932 |
$29.62M |
1.29% |
| 9 |
U.S.Treasury Notes |
— |
28,000,000 |
$28.03M |
1.22% |
| 10 |
FRST AM-GV OB-X |
TMPXX |
25,539,324 |
$25.54M |
1.11% |
| 11 |
U.S. Treasury Notes |
— |
25,000,000 |
$25.01M |
1.09% |
| 12 |
Barclays Mortgage Loan Trust 2025-NQM3 |
— |
24,826,437 |
$24.93M |
1.09% |
| 13 |
COLT Mortgage Loan Trust |
— |
21,796,701 |
$21.94M |
0.96% |
| 14 |
Federal Farm Credit Banks Funding Corp |
— |
19,523,000 |
$19.29M |
0.84% |
| 15 |
United States Treasury Strip Coupon |
— |
50,000,000 |
$18.79M |
0.82% |
| 16 |
Government National Mortgage Association |
— |
18,462,143 |
$18.08M |
0.79% |
| 17 |
Freddie Mac REMICS |
— |
26,833,508 |
$17.08M |
0.74% |
| 18 |
U.S. Treasury Bills |
— |
17,000,000 |
$16.96M |
0.74% |
| 19 |
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A |
— |
16,766,614 |
$16.71M |
0.73% |
| 20 |
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM2 A1 144A |
OBX |
15,691,216 |
$15.74M |
0.69% |
| 21 |
Structured Asset Mortgage Investments II Trust 2006-AR7 |
— |
17,396,522 |
$14.64M |
0.64% |
| 22 |
ABFC 2005-AQ1 Trust |
— |
14,522,169 |
$14.01M |
0.61% |
| 23 |
Fannie Mae REMICS |
— |
13,376,997 |
$13.13M |
0.57% |
| 24 |
GCAT Trust, Series 2025-NQM3, Class A1 |
GCAT |
12,074,469 |
$12.12M |
0.53% |
| 25 |
VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A |
VERUS |
12,013,626 |
$12.12M |
0.53% |
| 26 |
Freddie Mac REMICS |
— |
15,354,988 |
$11.95M |
0.52% |
| 27 |
Government National Mortgage Association |
— |
11,945,436 |
$11.62M |
0.51% |
| 28 |
ATHENE GLOBAL FUNDING SECURED 144A 09/28 VAR |
— |
11,000,000 |
$10.94M |
0.48% |
| 29 |
RALI Series 2006-QS18 Trust |
— |
14,494,895 |
$10.65M |
0.46% |
| 30 |
Government National Mortgage Association |
— |
10,648,999 |
$10.45M |
0.46% |
| 31 |
Government National Mortgage Association Floating Rate, Due 04/20/2052 |
— |
10,461,890 |
$10.02M |
0.44% |
| 32 |
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2029 |
38141GD5 |
10,000,000 |
$10.01M |
0.44% |
| 33 |
U.S. Treasury Floating Rate Notes |
— |
10,000,000 |
$10.00M |
0.44% |
| 34 |
RBSGC Structured Trust 2008-B |
— |
10,424,981 |
$9.55M |
0.42% |
| 35 |
Government National Mortgage Association Floating Rate, Due 03/20/2050 |
— |
9,393,727 |
$9.21M |
0.40% |
| 36 |
Fannie Mae REMICS |
— |
9,224,627 |
$9.11M |
0.40% |
| 37 |
Bear Stearns Mortgage Funding Trust 2006-AR3 |
— |
9,807,238 |
$8.76M |
0.38% |
| 38 |
VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A |
— |
8,680,957 |
$8.74M |
0.38% |
| 39 |
Lehman Mortgage Trust 2008-3 |
— |
40,219,428 |
$8.63M |
0.38% |
| 40 |
Freddie Mac REMICS |
— |
10,641,873 |
$8.61M |
0.38% |
| 41 |
Freddie Mac REMICS Floating Rate, Due 08/15/2057 |
— |
8,392,846 |
$8.20M |
0.36% |
| 42 |
Conseco Finance Corp |
— |
6,998,891 |
$7.21M |
0.31% |
| 43 |
TEXAS DEPARTMENT OF HOUSING COMMUNITY AFFAIRS |
— |
7,025,000 |
$7.06M |
0.31% |
| 44 |
Freddie Mac Securities REMIC Trust 2005-S001 |
— |
7,155,106 |
$7.00M |
0.31% |
| 45 |
Freddie Mac REMICS |
— |
9,607,382 |
$6.95M |
0.30% |
| 46 |
COLT Mortgage Loan Trust, Series 2023-3, Class A1 |
COLT |
6,631,532 |
$6.67M |
0.29% |
| 47 |
Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 |
— |
7,330,068 |
$6.53M |
0.28% |
| 48 |
Freddie Mac REMICS |
— |
8,029,530 |
$6.46M |
0.28% |
| 49 |
LXS 2007-16N 2A2 |
— |
6,758,408 |
$6.26M |
0.27% |
| 50 |
Prime Mortgage Trust, Series 2006-DR1, Class 2A1 |
— |
6,644,852 |
$6.16M |
0.27% |