| United States Treasury Notes | United States Treasury Notes | 6.637462% | 11,064,810.94 | 11,070,000 PA |
|---|
| United States Treasury Notes | United States Treasury Notes | 5.40592% | 9,011,800 | 8,960,000 PA |
|---|
| United States Treasury Notes | United States Treasury Notes | 5.307925% | 8,848,441.41 | 8,825,000 PA |
|---|
| United States Treasury Notes | United States Treasury Notes | 4.597151% | 7,663,562.5 | 7,810,000 PA |
|---|
| United States Treasury Notes | United States Treasury Notes | 4.209764% | 7,017,779.3 | 7,050,000 PA |
|---|
| United States Treasury Notes | United States Treasury Notes | 3.791962% | 6,321,293.95 | 6,325,000 PA |
|---|
| United States Treasury Notes | United States Treasury Notes | 3.269871% | 5,450,955.47 | 5,445,000 PA |
|---|
| United States Treasury Notes | United States Treasury Notes | 3.065839% | 5,110,828.13 | 5,200,000 PA |
|---|
| United States Treasury Notes | United States Treasury Notes | 2.566483% | 4,278,389.06 | 4,410,000 PA |
|---|
| United States Treasury Notes | United States Treasury Notes | 1.840534% | 3,068,215.82 | 3,175,000 PA |
|---|
| Federal National Mortgage Association | Federal National Mortgage Association | 1.805928% | 3,010,526.64 | 3,000,000 PA |
|---|
| (PIPA070) PGIM Core Government Money Market Fund | (PIPA070) PGIM Core Government Money Market Fund | 1.692574% | 2,821,561.74 | 2,821,561.74 NS |
|---|
| Federal National Mortgage Association | Federal National Mortgage Association | 1.218978% | 2,032,065.58 | 2,000,000 PA |
|---|
| Federal National Mortgage Association | Federal National Mortgage Association | 1.205124% | 2,008,970.88 | 2,000,000 PA |
|---|
| Federal National Mortgage Association | Federal National Mortgage Association | 0.922921% | 1,538,532.41 | 1,500,000 PA |
|---|
| PCS | PGIM ETF Trust | 0.759362% | 1,265,875 | 25,000 NS |
|---|
| BMO 2024-5C7 MORTGAGE TRUST | BMO 2024-5C7 MORTGAGE TRUST | 0.626491% | 1,044,375 | 1,000,000 PA |
|---|
| OCTAGON 68 LTD | OCTAGON 68 LTD | 0.601584% | 1,002,855 | 1,000,000 PA |
|---|
| Rockford Tower CLO 2023-1 Ltd. | Rockford Tower CLO 2023-1 Ltd. | 0.601484% | 1,002,689.3 | 1,000,000 PA |
|---|
| BENEFIT STREET PARTNERS CLO XXI LTD | BENEFIT STREET PARTNERS CLO XXI LTD | 0.600644% | 1,001,287.5 | 1,000,000 PA |
|---|
| Kennedy Lewis CLO Ltd | Kennedy Lewis CLO Ltd | 0.600121% | 1,000,416.5 | 1,000,000 PA |
|---|
| OCTAGON 55 LTD/LLC | OCTAGON 55 LTD/LLC | 0.451429% | 752,543.85 | 750,000 PA |
|---|
| EMPOWER CLO 2022-1 LTD | EMPOWER CLO 2022-1 LTD | 0.451143% | 752,065.73 | 750,000 PA |
|---|
| CIFC Funding 2023-1 Ltd. | CIFC Funding 2023-1 Ltd. | 0.450884% | 751,634.78 | 750,000 PA |
|---|
| ICE | INTERCONTINENTAL EXCHANGE, INC. | 0.449677% | 749,623.32 | 1 NC |
|---|
| Avoca CLO XXIX DAC | Avoca CLO XXIX DAC | 0.427151% | 712,070.85 | 600,000 PA |
|---|
| VICI | Vici Properties Inc | 0.423773% | 706,439.93 | 700,000 PA |
|---|
| Morgan Stanley | Morgan Stanley | 0.420431% | 700,869.28 | 700,000 PA |
|---|
| CROSS 2025-H7 MORTGAGE TRUST | CROSS 2025-H7 MORTGAGE TRUST | 0.398225% | 663,851.33 | 662,501.22 PA |
|---|
| Imperial Brands Finance Plc | Imperial Brands Finance Plc | 0.393594% | 656,131.45 | 650,000 PA |
|---|
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | 0.379671% | 632,921.56 | 630,000 PA |
|---|
| Elevation Clo 2016-5 Ltd | Elevation Clo 2016-5 Ltd | 0.378103% | 630,307.44 | 630,000 PA |
|---|
| ICG Euro Clo 2023-1 DAC | ICG Euro Clo 2023-1 DAC | 0.354943% | 591,699.14 | 500,000 PA |
|---|
| Palmer Square European Clo 2025-1 Designated Activity Co. | Palmer Square European Clo 2025-1 Designated Activity Co. | 0.354576% | 591,087.13 | 500,000 PA |
|---|
| Henley CLO XI Designated Activity Co. | Henley CLO XI Designated Activity Co. | 0.354439% | 590,858.67 | 500,000 PA |
|---|
| Tikehau Clo XIII Designated Activity Co. | Tikehau Clo XIII Designated Activity Co. | 0.354326% | 590,669.37 | 500,000 PA |
|---|
| Government National Mortgage Association | Government National Mortgage Association | 0.348248% | 580,537.31 | 582,705.84 PA |
|---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.34597% | 576,741.12 | 565,188.7 PA |
|---|
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | 0.336778% | 561,417.47 | 560,000 PA |
|---|
| Spirit AeroSystems Inc | Spirit AeroSystems Inc | 0.332976% | 555,078.4 | 550,000 PA |
|---|
| BANK5 2025-5YR16 | BANK5 2025-5YR16 | 0.313907% | 523,290.4 | 500,000 PA |
|---|
| AN | AutoNation, Inc. | 0.313742% | 523,015.54 | 525,000 PA |
|---|
| CREDIT AGRICOLE SA | CREDIT AGRICOLE SA | 0.313546% | 522,688.87 | 520,000 PA |
|---|
| BBCMS MORTGAGE TRUST 2025-5C37 | BBCMS MORTGAGE TRUST 2025-5C37 | 0.311688% | 519,592 | 500,000 PA |
|---|
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | 0.308672% | 514,563.24 | 500,000 PA |
|---|
| Government National Mortgage Association | Government National Mortgage Association | 0.303763% | 506,380.71 | 500,000 PA |
|---|
| MENLO CLO I LTD | MENLO CLO I LTD | 0.300685% | 501,250 | 500,000 PA |
|---|
| BENEFIT STREET PARTNERS CLO XXXVII | BENEFIT STREET PARTNERS CLO XXXVII | 0.300464% | 500,881 | 500,000 PA |
|---|
| OFSI Fund LTD | OFSI Fund LTD | 0.300236% | 500,500 | 500,000 PA |
|---|
| Trimaran Cavu 2019-1 Ltd / LLC | Trimaran Cavu 2019-1 Ltd / LLC | 0.299784% | 499,747.3 | 500,000 PA |
|---|
| BX Trust 2018-Bilt | BX Trust 2018-Bilt | 0.299748% | 499,687.5 | 500,000 PA |
|---|
| BX CML MTG TR 2021-CIP | BX CML MTG TR 2021-CIP | 0.299436% | 499,166.83 | 499,322.87 PA |
|---|
| BEIGNET INV LLC | BEIGNET INV LLC | 0.289853% | 483,192.6 | 455,000 PA |
|---|
| DAL | DELTA AIR LINES INC | 0.284985% | 475,076.34 | 472,083.33 PA |
|---|
| Lineage OP LP | Lineage OP LP | 0.272198% | 453,760.28 | 445,000 PA |
|---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.269739% | 449,661.1 | 445,324.43 PA |
|---|
| BANK5 2025-5YR17 | BANK5 2025-5YR17 | 0.256037% | 426,820 | 410,000 PA |
|---|
| LUV | Southwest Airlines Co. | 0.247749% | 413,003.71 | 410,000 PA |
|---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.242017% | 403,448.85 | 444,575.15 PA |
|---|
| Frontier Communications Holdings Llc | Frontier Communications Holdings Llc | 0.240969% | 401,700.85 | 400,000 PA |
|---|
| SG RESIDENTIAL MORTGAGE TRUST 2026-1 | SG RESIDENTIAL MORTGAGE TRUST 2026-1 | 0.240135% | 400,311.44 | 400,000 PA |
|---|
| JP MORGAN MORTGAGE TRUST 2026-VIS1 | JP MORGAN MORTGAGE TRUST 2026-VIS1 | 0.239964% | 400,026.2 | 400,000 PA |
|---|
| HOMES 2026-AFC1 TRUST | HOMES 2026-AFC1 TRUST | 0.239936% | 399,979.76 | 400,000 PA |
|---|
| NYMT Loan Trust 2025-INV2 | NYMT Loan Trust 2025-INV2 | 0.237754% | 396,341.4 | 393,821.69 PA |
|---|
| OBX 2025-NQM21 TRUST | OBX 2025-NQM21 TRUST | 0.234722% | 391,287.94 | 389,000.19 PA |
|---|
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-DSC2 | GS MORTGAGE-BACKED SECURITIES TRUST 2025-DSC2 | 0.233659% | 389,515.23 | 387,132.2 PA |
|---|
| BRAVO RESIDENTIAL FUNDING TRUST 2025-CES3 | BRAVO RESIDENTIAL FUNDING TRUST 2025-CES3 | 0.232445% | 387,491.87 | 384,350.08 PA |
|---|
| RCKT MORTGAGE TRUST 2025-CES1 | RCKT MORTGAGE TRUST 2025-CES1 | 0.232359% | 387,348.62 | 385,105.15 PA |
|---|
| Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1 | Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1 | 0.23189% | 386,566.97 | 384,432.52 PA |
|---|
| MFA 2025-NQM4 TRUST | MFA 2025-NQM4 TRUST | 0.227943% | 379,986.42 | 376,866.83 PA |
|---|
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | 0.227397% | 379,076.87 | 371,078.56 PA |
|---|
| HOMES TR 2025-NQM2 | HOMES TR 2025-NQM2 | 0.226389% | 377,395.28 | 375,610.38 PA |
|---|
| Ubs Commercial Mortgage Trust 2017 C1 | Ubs Commercial Mortgage Trust 2017 C1 | 0.224377% | 374,042.3 | 377,694.87 PA |
|---|
| United States Treasury Notes | United States Treasury Notes | 0.223317% | 372,275.39 | 375,000 PA |
|---|
| Aker BP ASA | Aker BP ASA | 0.221962% | 370,016.34 | 380,000 PA |
|---|
| AVGO | Broadcom Inc | 0.220633% | 367,800.75 | 360,000 PA |
|---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.219991% | 366,729.62 | 386,286.59 PA |
|---|
| Clue Opco LLC | Clue Opco LLC | 0.21836% | 364,011.69 | 351,000 PA |
|---|
| Oracle Corp. | Oracle Corp. | 0.215501% | 359,244.94 | 360,000 PA |
|---|
| United States Treasury Bonds | United States Treasury Bonds | 0.215237% | 358,804.69 | 350,000 PA |
|---|
| BARROW HANLEY CLO I LTD | BARROW HANLEY CLO I LTD | 0.210331% | 350,626.57 | 350,000 PA |
|---|
| B.A.T. Capital Corporation | B.A.T. Capital Corporation | 0.205833% | 343,128.34 | 355,000 PA |
|---|
| PMT CREDIT RISK TRANSFER TRUST | PMT CREDIT RISK TRANSFER TRUST | 0.203495% | 339,230.79 | 336,141.75 PA |
|---|
| Societe Generale S.A. | Societe Generale S.A. | 0.198979% | 331,703.16 | 330,000 PA |
|---|
| DISH DBS Corporation | DISH DBS Corporation | 0.19286% | 321,502.77 | 325,000 PA |
|---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.191052% | 318,487.67 | 351,695.7 PA |
|---|
| H | Hyatt Hotels Corporation | 0.189069% | 315,183.47 | 300,000 PA |
|---|
| Bank of America Corp. | Bank of America Corp. | 0.18675% | 311,316.09 | 325,000 PA |
|---|
| TALLGRASS ENERGY PARTNERS LP | TALLGRASS ENERGY PARTNERS LP | 0.186567% | 311,010.98 | 300,000 PA |
|---|
| FORD CR AUTO OWNER 2025-REV1 | FORD CR AUTO OWNER 2025-REV1 | 0.186446% | 310,809.75 | 300,000 PA |
|---|
| Morgan Stanley | Morgan Stanley | 0.185567% | 309,344.1 | 300,000 PA |
|---|
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA | 0.183648% | 306,145.65 | 300,000 PA |
|---|
| AFFIRM MASTER TRUST | AFFIRM MASTER TRUST | 0.181427% | 302,442.45 | 300,000 PA |
|---|
| PK ALIFT LOAN FUNDING 8 LP | PK ALIFT LOAN FUNDING 8 LP | 0.181239% | 302,130.6 | 300,000 PA |
|---|
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY | CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY | 0.180531% | 300,948.99 | 300,000 PA |
|---|
| PRKCM 2026-AFC1 TRUST | PRKCM 2026-AFC1 TRUST | 0.179693% | 299,553.28 | 299,524.2 PA |
|---|
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM2 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM2 | 0.179571% | 299,349.28 | 299,225.91 PA |
|---|
| CROSS 2025-H3 MORTGAGE TRUST | CROSS 2025-H3 MORTGAGE TRUST | 0.178321% | 297,264.99 | 295,939.45 PA |
|---|
| JP MORGAN MORTGAGE TRUST 2026-CES1 | JP MORGAN MORTGAGE TRUST 2026-CES1 | 0.1783% | 297,230.92 | 295,947.9 PA |
|---|
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | 0.178244% | 297,136.59 | 291,184.99 PA |
|---|