| 1 |
FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN26 0.00000000 |
— |
325 |
$35.80M |
11.92% |
| 2 |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-135 CL FE V/R 5.24888000 |
— |
7,744,947 |
$7.83M |
2.61% |
| 3 |
FNMA, Series 2025-88, Class KF |
— |
7,487,409 |
$7.54M |
2.51% |
| 4 |
FNCL 5.5 4/26 |
— |
7,200,000 |
$7.31M |
2.43% |
| 5 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 |
TII |
6,166,628 |
$6.18M |
2.06% |
| 6 |
U.S. Treasury Inflation-Protected Security 0.375%, due 01/15/27 |
TII |
4,963,587 |
$4.95M |
1.65% |
| 7 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 |
T |
4,596,494 |
$4.62M |
1.54% |
| 8 |
FUTURE CONTRACT ON 3 MONTH SOFR FUT DEC27 0.00000000 |
SFRZ7XCME |
19 |
$4.61M |
1.54% |
| 9 |
MPLX LP |
— |
3,400,000 |
$3.40M |
1.13% |
| 10 |
F+G GLOBAL FUNDING SECURED 144A 06/26 1.75 |
— |
3,000,000 |
$2.97M |
0.99% |
| 11 |
HNDA Float 08/13/27 |
— |
2,900,000 |
$2.91M |
0.97% |
| 12 |
AIRCASTLE LTD |
— |
2,900,000 |
$2.90M |
0.97% |
| 13 |
FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 |
FHR |
2,874,091 |
$2.89M |
0.96% |
| 14 |
Carvana Auto Receivables Trust, Series 2023-P1, Class A4 |
— |
2,769,000 |
$2.81M |
0.93% |
| 15 |
AERCAP IRELAND |
— |
2,800,000 |
$2.77M |
0.92% |
| 16 |
SAUDI INTERNATIONAL BOND REGD REG S 5.12500000 |
— |
2,700,000 |
$2.76M |
0.92% |
| 17 |
MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR |
— |
2,700,000 |
$2.72M |
0.91% |
| 18 |
ING GROEP NV SR UNSECURED 04/27 VAR |
INTNED |
2,700,000 |
$2.70M |
0.90% |
| 19 |
U.S. Treasury Bills |
B |
2,700,000 |
$2.69M |
0.90% |
| 20 |
RY F 03/27/28 GMTN |
RY |
2,565,000 |
$2.57M |
0.86% |
| 21 |
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC |
— |
2,500,000 |
$2.52M |
0.84% |
| 22 |
BCC 2022-2A A1R |
BCC |
2,500,000 |
$2.50M |
0.83% |
| 23 |
MOLSON COORS |
— |
2,500,000 |
$2.49M |
0.83% |
| 24 |
FNMA, Series 2025-95, Class F |
— |
2,422,731 |
$2.43M |
0.81% |
| 25 |
NATIONAL BANK OF CANA FRN |
NACN |
2,400,000 |
$2.41M |
0.80% |
| 26 |
AVIATION CAPITAL |
— |
2,420,000 |
$2.39M |
0.80% |
| 27 |
SANUK V1.673 06/14/27 |
SANUK |
2,400,000 |
$2.38M |
0.79% |
| 28 |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL FA V/R 3.00000000 |
— |
2,665,185 |
$2.37M |
0.79% |
| 29 |
UBER TECHNOLOGIES INC REGD 144A P/P 4.50000000 |
UBER |
2,300,000 |
$2.30M |
0.77% |
| 30 |
STARBUCKS CORP |
— |
2,300,000 |
$2.26M |
0.75% |
| 31 |
BMW US CAPITAL LLC REGD V/R 144A P/P 5.03519200 |
— |
2,200,000 |
$2.22M |
0.74% |
| 32 |
AMERICAN EXPRESS FRN |
AXP |
2,080,000 |
$2.09M |
0.69% |
| 33 |
DEUTSCHE BANK NY |
— |
2,000,000 |
$2.02M |
0.67% |
| 34 |
AIR LEASE CORP |
— |
2,039,000 |
$2.02M |
0.67% |
| 35 |
JACKSON NATL LIFE GLOBAL SECURED 144A 09/28 VAR |
— |
2,000,000 |
$2.01M |
0.67% |
| 36 |
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A |
— |
2,000,000 |
$2.01M |
0.67% |
| 37 |
ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR |
— |
2,000,000 |
$2.00M |
0.67% |
| 38 |
ROCKFORD TOWER CLO LTD ROCKT 2021 2A A1R 144A |
— |
2,000,000 |
$2.00M |
0.67% |
| 39 |
KKR FINANCIAL CLO LTD KKR 36A AR 144A |
— |
2,000,000 |
$2.00M |
0.67% |
| 40 |
Symphony CLO XXIV, Ltd., Series 2020-24A, Class A1R |
— |
2,000,000 |
$2.00M |
0.67% |
| 41 |
THE CAMPBELLS CO |
— |
2,000,000 |
$2.00M |
0.67% |
| 42 |
WELLFLEET CLO LTD WELF 2021 1A A1R 144A |
— |
2,000,000 |
$2.00M |
0.67% |
| 43 |
FORD MOTOR CRED |
— |
2,000,000 |
$2.00M |
0.67% |
| 44 |
WOODSIDE FIN LTD 3.7% 09/15/2026 144A |
WDSAU |
2,000,000 |
$1.99M |
0.66% |
| 45 |
CENTERPOINT ENER |
— |
2,000,000 |
$1.99M |
0.66% |
| 46 |
LAD Auto Receivables Trust, Series 2024-3A, Class A3 |
— |
1,975,000 |
$1.98M |
0.66% |
| 47 |
FREDDIE MAC REMICS SER 5584 CL DF V/R 4.97180000 |
— |
1,942,469 |
$1.95M |
0.65% |
| 48 |
MTLRF 2025-1A A2 |
MTLRF |
1,925,564 |
$1.94M |
0.64% |
| 49 |
FREDDIE MAC REMICS SER 5532 CL FA V/R 5.02180000 |
— |
1,897,660 |
$1.91M |
0.64% |
| 50 |
Goldman Sachs Group, Inc. (The) |
— |
1,900,000 |
$1.90M |
0.63% |