| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
14,500,000 |
$13.12M |
12.21% |
| 2 |
Uniform Mortgage-Backed Security, TBA |
— |
12,200,000 |
$12.07M |
11.23% |
| 3 |
Morgan Stanley Capital I Trust, Series 2018-MP, Class A |
— |
10,500,000 |
$9.82M |
9.14% |
| 4 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
9,800,000 |
$9.24M |
8.60% |
| 5 |
Government National Mortgage Association, TBA |
G2SF |
9,300,000 |
$8.21M |
7.64% |
| 6 |
Uniform Mortgage-Backed Security, TBA |
— |
9,000,000 |
$7.46M |
6.94% |
| 7 |
Uniform Mortgage-Backed Security, TBA |
— |
7,100,000 |
$6.90M |
6.42% |
| 8 |
US TREASURY N/B |
— |
4,790,000 |
$4.88M |
4.54% |
| 9 |
GNMA TBA |
G2SF |
5,500,000 |
$4.66M |
4.34% |
| 10 |
Uniform Mortgage-Backed Security, TBA |
— |
4,500,000 |
$3.90M |
3.63% |
| 11 |
US TREASURY N/B |
— |
3,370,000 |
$3.16M |
2.94% |
| 12 |
Columbia Cent CLO 33 Ltd |
— |
2,700,000 |
$2.71M |
2.52% |
| 13 |
Oaktree CLO Ltd., Series 2024-25A, Class A |
OAKCL |
2,560,000 |
$2.57M |
2.39% |
| 14 |
BX Commercial Mortgage Trust, Series 2025-COPT, Class A |
BX |
2,500,000 |
$2.51M |
2.34% |
| 15 |
AIMCO CLO Ltd., Series 2024-22A, Class A |
— |
2,390,000 |
$2.39M |
2.23% |
| 16 |
US TREASURY N/B |
— |
2,350,000 |
$2.20M |
2.05% |
| 17 |
Navient Student Loan Trust 4.58867 05/27/2049 |
— |
2,135,701 |
$2.12M |
1.97% |
| 18 |
MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A |
— |
2,100,000 |
$2.10M |
1.96% |
| 19 |
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A |
OBX |
2,264,977 |
$2.09M |
1.95% |
| 20 |
BX Trust, Series 2021-BXMF, Class A |
— |
2,084,217 |
$2.08M |
1.94% |
| 21 |
G2SF 5 3/25 |
— |
2,000,000 |
$2.01M |
1.87% |
| 22 |
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A |
AASET |
1,814,784 |
$1.87M |
1.74% |
| 23 |
Reliance Industries Ltd |
— |
2,430,000 |
$1.83M |
1.70% |
| 24 |
JACK IN THE BOX FUNDING LLC SER 2022-1A CL A2I REGD 144A P/P 3.44500000 |
JACK |
1,840,000 |
$1.80M |
1.67% |
| 25 |
USQ Rail IV LLC |
— |
1,740,263 |
$1.79M |
1.66% |
| 26 |
NSLT 2025-AA A1A 144A 5.07% 03-15-57 |
— |
1,684,865 |
$1.73M |
1.61% |
| 27 |
BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 BRAVO 2022-NQM1 A1 |
BRAVO |
1,686,644 |
$1.69M |
1.58% |
| 28 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 |
TII |
1,566,547 |
$1.54M |
1.43% |
| 29 |
PARL 2023-1A A1R CLO 144A FRN 07-20-36 |
— |
1,530,000 |
$1.53M |
1.43% |
| 30 |
Comision Federal de Electricidad 6.05 01/28/2034 |
CFELEC |
1,510,000 |
$1.53M |
1.42% |
| 31 |
Barings CLO Ltd 2024-I |
— |
1,470,000 |
$1.48M |
1.37% |
| 32 |
MEGLOBAL BV 2.625% 04/28/2028 144A |
— |
1,510,000 |
$1.45M |
1.35% |
| 33 |
SMB Private Education Loan Trust 2024-D |
— |
1,350,000 |
$1.41M |
1.32% |
| 34 |
Trinitas CLO XXXII Ltd., Series 2025-32A, Class A1 |
— |
1,320,000 |
$1.32M |
1.23% |
| 35 |
BF Mortgage Trust, Series 2019-NYT, Class B |
— |
1,250,000 |
$1.23M |
1.15% |
| 36 |
STACR 2026-DNA1 M2 |
— |
1,200,000 |
$1.21M |
1.12% |
| 37 |
Eagle Funding LuxCo S.a.r.l. |
— |
1,170,000 |
$1.19M |
1.11% |
| 38 |
PROSUS NV SR UNSECURED 144A 08/50 4.027 |
PRXNA |
1,610,000 |
$1.15M |
1.07% |
| 39 |
ECOPETROL SA SR UNSECURED 05/45 5.875 |
ECOPET |
1,400,000 |
$1.05M |
0.98% |
| 40 |
BANK 2018-BN10 A5 |
— |
1,045,000 |
$1.04M |
0.97% |
| 41 |
REPUBLIC OF PERU |
— |
1,580,000 |
$1.03M |
0.96% |
| 42 |
Empower CLO Ltd., Series 2024-1A, Class A1 |
— |
1,000,000 |
$1.00M |
0.93% |
| 43 |
Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1 |
BGCLO |
1,000,000 |
$1.00M |
0.93% |
| 44 |
Corporacion Nacional del Cobre de Chile |
CDEL |
930,000 |
$953.48K |
0.89% |
| 45 |
STATE OF ISRAEL |
— |
1,330,000 |
$915.46K |
0.85% |
| 46 |
REPUBLIC OF PERU |
— |
860,000 |
$889.07K |
0.83% |
| 47 |
DRMT 2022-1 A1 |
DRMT |
916,430 |
$870.18K |
0.81% |
| 48 |
CSMC 2022-NQM1 TRUST CSMC 2022 NQM1 A1 144A |
CSMC |
879,161 |
$821.61K |
0.76% |
| 49 |
Elevation CLO Ltd., Series 2025-18A, Class A1 |
— |
810,000 |
$811.22K |
0.76% |
| 50 |
PETRPE 5.625 06/19/47 144A |
PETRPE |
1,270,000 |
$810.37K |
0.75% |