| 1 |
US TREASURY N/B |
— |
120,000,000 |
$118.91M |
6.73% |
| 2 |
US TREASURY N/B |
— |
123,000,000 |
$96.43M |
5.46% |
| 3 |
US TREASURY N/B |
— |
28,000,000 |
$27.86M |
1.58% |
| 4 |
Fannie Mae Pool |
— |
17,381,480 |
$15.84M |
0.90% |
| 5 |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AH |
— |
18,517,620 |
$14.18M |
0.80% |
| 6 |
TSMC ARIZONA |
— |
15,180,000 |
$13.78M |
0.78% |
| 7 |
U.S. Treasury Inflation-Protected Indexed Notes |
TII |
13,398,190 |
$13.63M |
0.77% |
| 8 |
FNCL 5 4/26 |
— |
12,800,000 |
$12.63M |
0.71% |
| 9 |
Fannie Mae Pool |
— |
13,785,438 |
$12.09M |
0.68% |
| 10 |
Government National Mortgage Association Series 2022-63, Class LM |
— |
13,286,616 |
$11.17M |
0.63% |
| 11 |
G2SF 5.5 4/25 |
— |
11,000,000 |
$11.07M |
0.63% |
| 12 |
LMAT 2021-GS1 A1 144A 5.892% 10-25-66 |
— |
11,013,679 |
$11.03M |
0.62% |
| 13 |
U.S. Treasury Inflation-Protected Indexed Notes |
TII |
10,365,500 |
$10.42M |
0.59% |
| 14 |
KZOKZ 5 3/4 04/19/47 |
67AF |
11,173,000 |
$10.41M |
0.59% |
| 15 |
CSMC Trust, Series 2021-RPL4, Class A1 |
CSMC |
10,363,296 |
$10.33M |
0.59% |
| 16 |
CARVL 2024-3A A1 |
CARVL |
9,890,000 |
$9.90M |
0.56% |
| 17 |
CSMC 2017-RPL1 TRUST SER 2017-RPL1 CL M1 V/R REGD 144A P/P 2.97063000 |
CSMC |
11,111,850 |
$9.54M |
0.54% |
| 18 |
GINNIE MAE II POOL G2 787228 |
— |
9,038,713 |
$9.39M |
0.53% |
| 19 |
GOVERNMENT NATIONAL MORTGAGE CORPORATION |
— |
9,459,728 |
$9.22M |
0.52% |
| 20 |
SMB Private Education Loan Trust, Series 2020-PTA, Class B |
— |
10,000,000 |
$8.97M |
0.51% |
| 21 |
FNMA, 30 Year |
— |
8,711,939 |
$8.96M |
0.51% |
| 22 |
STACR 22-DNA3 M1B SOFR30A+290 04/25/2042 144A |
STACR |
8,635,625 |
$8.79M |
0.50% |
| 23 |
FR SD7521 |
— |
10,180,170 |
$8.76M |
0.50% |
| 24 |
FANNIE MAE POOL UMBS P#FM1727 5.00000000 |
— |
8,595,211 |
$8.64M |
0.49% |
| 25 |
FREDDIE MAC NON GOLD POOL FH 841076 |
— |
8,327,736 |
$8.34M |
0.47% |
| 26 |
GNMA II, 30 Year |
— |
9,999,302 |
$8.14M |
0.46% |
| 27 |
G2SF 2.5 4/24 |
— |
9,200,000 |
$7.92M |
0.45% |
| 28 |
GINNIE MAE II POOL G2 786835 |
— |
7,770,344 |
$7.90M |
0.45% |
| 29 |
Ellington Financial Mortgage Trust, Series 2022-1, Class A1 |
EFMT |
8,764,456 |
$7.85M |
0.44% |
| 30 |
FNMA, Other |
— |
8,109,071 |
$7.70M |
0.44% |
| 31 |
FANNIE MAE POOL FN FS2023 |
— |
7,944,047 |
$7.57M |
0.43% |
| 32 |
FREDDIE MAC POOL FR SC0160 |
— |
8,512,148 |
$7.45M |
0.42% |
| 33 |
BCRED MML CLO 2021-1 LLC |
— |
7,360,000 |
$7.36M |
0.42% |
| 34 |
Owl Rock CLO III Ltd., Series 2020-3A, Class AR |
— |
7,110,000 |
$7.12M |
0.40% |
| 35 |
TSMC ARIZONA |
— |
7,100,000 |
$7.01M |
0.40% |
| 36 |
WELLS FARGO CO |
— |
7,750,000 |
$6.83M |
0.39% |
| 37 |
G2SF 5 4/26 |
— |
6,800,000 |
$6.74M |
0.38% |
| 38 |
FANNIE MAE POOL FN CB3044 |
— |
7,838,987 |
$6.73M |
0.38% |
| 39 |
Wells Fargo Commercial Mortgage Trust 2022-JS2 |
— |
7,480,000 |
$6.72M |
0.38% |
| 40 |
Government National Mortgage Association |
— |
7,707,225 |
$6.62M |
0.37% |
| 41 |
JACK IN THE BOX FUNDING LLC SER 2022-1A CL A2I REGD 144A P/P 3.44500000 |
JACK |
6,651,600 |
$6.46M |
0.37% |
| 42 |
M&T Equipment Notes |
55376YAD |
6,360,000 |
$6.45M |
0.37% |
| 43 |
Prime Mortgage Trust 2006-DR1 |
— |
7,512,069 |
$6.38M |
0.36% |
| 44 |
Comision Federal de Electricidad |
— |
7,325,000 |
$6.28M |
0.36% |
| 45 |
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.15612000 |
— |
6,592,636 |
$6.06M |
0.34% |
| 46 |
CSMC 2020-FACT SER 2020-FACT CL A V/R REGD 144A P/P 5.71548000 |
— |
6,040,000 |
$5.97M |
0.34% |
| 47 |
FNCL 6 4/26 |
— |
5,800,000 |
$5.91M |
0.33% |
| 48 |
FNMA 30YR 3.5% 01/01/2050#FS5313 |
FNMA |
6,266,274 |
$5.85M |
0.33% |
| 49 |
FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2 |
CAS |
5,755,000 |
$5.84M |
0.33% |
| 50 |
FNCL 5.5 4/26 |
— |
5,800,000 |
$5.83M |
0.33% |