Top holdings Market Value Shares Weight %
T. Rowe Price Government Reserve Fund 153.20 M 153.20 M 6.615%
US TREASURY N/B 3.5% 15/12/2028 49.10 M 50.00 M 2.120%
FNMA 30 YR TBA AUG 5% 01/01/2033 17.51 M 18.15 M 0.756%
FNMA 30 YR 2% 01/10/2051 13.05 M 16.61 M 0.564%
GNMA II TBA AUG 4.5% 01/01/2035 10.10 M 10.77 M 0.436%
NYC 2026-9W57 A 144A 4.88988% 06/06/2040 9.96 M 10.11 M 0.430%
FNMA 15YR 2% 01/03/2037 8.20 M 9.07 M 0.354%
GNMA LL 30 YR 3% 20/04/2052 7.34 M 8.45 M 0.317%
GRS - SECURITY LENDING COLLATERAL 6.31 M 6.31 M 0.273%
ATCLO 2024-23AR A1R 144A 5.00921% 20/07/2037 5.76 M 5.76 M 0.249%
VERUS 2026-6 A1 144A 5.513% 27/07/2071 5.75 M 5.76 M 0.248%
FHMS K564 A2 4.25% 25/06/2031 5.36 M 5.47 M 0.231%
FHMS K517 A2 5.355% 25/01/2029 5.10 M 5.03 M 0.220%
ROMANIA 144A 6.625% 16/05/2036 4.53 M 4.50 M 0.195%
NETFLIX INC 5.25% 15/08/2036 4.50 M 4.57 M 0.194%
GA GLOBAL FUNDING TRUST 144A 5.5% 17/07/2031 4.48 M 4.51 M 0.194%
FHMS K536 A2 4.85% 25/01/2030 4.46 M 4.43 M 0.192%
META PLATFORMS INC 5.5% 15/11/2045 4.15 M 4.79 M 0.179%
FNMA 15 YR TBA AUG 2.5% 01/01/2042 4.14 M 4.48 M 0.179%
FHMS K562 A2 3.97% 25/04/2031 4.08 M 4.21 M 0.176%
