Holdings of the Fund as of 6/27/2025
Total Number of Holdings (excluding cash): 167
| Freddie Mac - SLST Series 2025-1, Class YF, Variable rate, due 05/25/2035 |
|
35564CWZ6 |
1,400,000 |
$1,401,949.22 |
1.99% |
| Fannie Mae FN FA1348, 4.50%, due 09/01/2052 |
|
3140W1QA4 |
1,396,594 |
$1,377,414.05 |
1.96% |
| Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 |
|
3136BTTR4 |
1,359,513 |
$1,360,668.36 |
1.94% |
| Freddie Mac FR SL1390, 4%, due 07/01/2050 |
|
31427NRL5 |
1,443,900 |
$1,364,480.83 |
1.94% |
| Fannie Mae FN AL9394, 3%, due 11/01/2046 |
|
3138ERNL0 |
1,549,987 |
$1,358,628.05 |
1.93% |
| Fannie Mae FN FA1641, 4.50%, due 09/01/2050 |
|
3140W1ZF3 |
1,364,854 |
$1,328,926.47 |
1.89% |
| Fannie Mae FN BM4963, 3%, due 05/01/2048 |
|
3140J9QR5 |
1,436,347 |
$1,269,944.46 |
1.81% |
| Freddie Mac - SCRT Series 2017-3, Class M2, Variable rate, due 07/25/2056 |
|
35563PCF4 |
1,233,098 |
$1,209,656.60 |
1.72% |
| PRP Advisors, LLC Series 2025-RPL4, Class M1A, Variable rate, due 05/25/2055 |
|
74448NAD6 |
1,250,000 |
$1,074,927.50 |
1.53% |
| Farmer Mac Agricultural Real Estate Trust Series 2025-1, Class B, Variable rate, due 08/01/2055 |
|
30768CAE2 |
1,200,000 |
$1,060,019.28 |
1.51% |
| Freddie Mac - SCRT Series 2017-1, Class M2, Variable rate, due 01/25/2056 |
|
35563PAT6 |
1,103,159 |
$1,064,315.40 |
1.51% |
| Freddie Mac FD QD7088, 2%, due 02/01/2052 |
|
3133B42V6 |
1,317,114 |
$1,054,039.19 |
1.50% |
| Freddie Mac - SCRT Series 2017-4, Class M, Variable rate, due 06/25/2057 |
|
35563PDJ5 |
1,061,194 |
$1,046,238.65 |
1.49% |
| Saluda Grade Alternative Mortgage Trust Series 2025-NPL1, Class A1, Variable rate, due 01/25/2030 |
|
79582BAA3 |
1,046,127 |
$1,046,393.36 |
1.49% |
| Freddie Mac - SLST Series 2025-1, Class A2, 3%, due 05/25/2035 |
|
35564CUE5 |
1,250,000 |
$1,040,268.38 |
1.48% |
| Island Finance Trust 2025-1 Series 2025-1A, Class B, 7.95%, due 03/19/2035 |
|
463920AB4 |
1,000,000 |
$1,025,904.80 |
1.46% |
| Pagaya AI Debt Selection Trust Series 2024-10, Class E, 10.412%, due 06/15/2032 |
|
69546UAA7 |
999,915 |
$1,022,906.73 |
1.46% |
| Pagaya AI Debt Selection Trust Series 2024-11, Class E, 10.333%, due 07/15/2032 |
|
69548EAA1 |
999,885 |
$1,022,837.90 |
1.46% |
| Exeter Automobile Receivables Trust Series 2025-3A, Class D, 5.57%, due 10/15/2031 |
|
30166XAF1 |
1,000,000 |
$1,016,588.90 |
1.45% |
| USB Auto Owner Trust Series 2025-1A, Class D, 0%, due 12/15/2032 |
|
90367VAG4 |
1,000,000 |
$1,009,489.60 |
1.44% |
| COLT Funding LLC Series 2021-HX1, Class B3A, Variable rate, due 10/25/2066 |
|
19688KAG9 |
1,350,000 |
$1,007,429.28 |
1.43% |
| EASY 2025-RTL1 Series 2025-RTL1, Class A2, Variable rate, due 05/25/2040 |
|
27786FAB5 |
1,000,000 |
$1,005,090.10 |
1.43% |
| Fannie Mae FN FS0139, 2.50%, due 01/01/2052 |
|
3140XFEM9 |
1,203,282 |
$1,006,245.07 |
1.43% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A2, Variable rate, due 06/25/2055 |
|
740936AB5 |
1,000,000 |
$1,002,699.90 |
1.43% |
| PRP Advisors, LLC Series 2025-3, Class A2, Variable rate, due 05/25/2030 |
|
74449DAB1 |
1,000,000 |
$1,005,023.40 |
1.43% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-3A, Class E, 11.089%, due 02/27/2034 |
|
76091FAA4 |
1,000,000 |
$1,001,562.30 |
1.43% |
| Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% |
|
12662GAC2 |
1,003,123 |
$999,790.93 |
1.42% |
| Fannie Mae Series 2022-66, Class CF, Variable rate, due 10/25/2052 |
|
3136BN6P6 |
1,019,873 |
$994,636.22 |
1.42% |
| Fannie Mae FN BV8477, 3%, due 05/01/2052 |
|
3140MNM37 |
1,093,176 |
$951,477.59 |
1.35% |
| Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 |
|
74922TAA4 |
1,005,658 |
$934,086.52 |
1.33% |
| CALI Mortgage Trust Series 2024-SUN, Class D, Variable rate, due 07/15/2041 |
|
12988DAG7 |
850,000 |
$853,634.77 |
1.21% |
| Fannie Mae FN CB3486, 3.50%, due 05/01/2052 |
|
3140QN2U5 |
945,898 |
$852,206.00 |
1.21% |
| Fannie Mae FN CB2411, 2.50%, due 12/01/2051 |
|
3140QMVD3 |
1,002,949 |
$839,165.65 |
1.19% |
| Fannie Mae or Freddie Mac TBA, 4%, due 04/01/2052 |
|
01F040677 |
830,000 |
$769,531.25 |
1.09% |
| Flatiron CLO Ltd Series 2025-32A, Class D2, Variable rate, due 10/22/2038 |
|
33882RAL8 |
750,000 |
$750,000.00 |
1.07% |
| Freddie Mac FR SD0956, 2.50%, due 04/01/2052 |
|
3132DNBZ5 |
888,663 |
$744,051.84 |
1.06% |
| Saluda Grade Alternative Mortgage Trust Series 2024-RTL4, Class A2, Variable rate, due 02/25/2030 |
|
79584CAB7 |
745,000 |
$745,343.45 |
1.06% |
| Freddie Mac FR QC8921, 2.50%, due 10/01/2051 |
|
3133AT4E8 |
846,853 |
$708,978.06 |
1.01% |
| Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 |
|
3137H6ZG3 |
925,000 |
$709,992.91 |
1.01% |
| GNMA G2 MA7589, 2.50%, due 09/20/2051 |
|
36179WNE4 |
743,894 |
$631,182.67 |
0.90% |
| Fannie Mae FN MA4768, 2.50%, due 09/01/2052 |
|
31418EJN1 |
749,841 |
$620,852.32 |
0.88% |
| Fannie Mae FN CB2610, 2%, due 01/01/2052 |
|
3140QM3U6 |
739,652 |
$589,577.55 |
0.84% |
| Farmer Mac Agricultural Real Estate Trust Serues 2021-1, Class B, Variable rate, due 07/25/2051 |
|
30768WAC2 |
764,997 |
$590,749.52 |
0.84% |
| BX Trust Series 2020-VIVA, Class D, Variable rate, due 03/11/2044 |
|
12433XAG4 |
600,000 |
$547,707.78 |
0.78% |
| Fannie Mae FN MA4784, 4.50%, due 10/01/2052 |
|
31418EJ68 |
564,318 |
$539,595.49 |
0.77% |
| Fannie Mae Series 2015-32, Class PB, 3%, due 05/25/2045 |
|
3136ANQB6 |
625,000 |
$524,496.63 |
0.75% |
| Fannie Mae FN BV9960, 4%, due 06/01/2052 |
|
3140MQB65 |
549,514 |
$512,995.33 |
0.73% |
| Bluemountain CLO Ltd Series 2018-3A, Class A2R, Variable rate, due 10/25/2030 |
|
09630AAQ9 |
500,000 |
$500,875.65 |
0.71% |
| Fannie Mae FN BU9074, 2%, due 01/01/2052 |
|
3140MBCL4 |
625,841 |
$498,633.85 |
0.71% |
| MSWF Commercial Mortgage Trust Series 2023-1, Class XA, Variable rate, due 05/15/2056 |
|
55376CAP8 |
9,466,656 |
$497,047.70 |
0.71% |
| Fannie Mae FN BW9886, 4.50%, due 10/01/2052 |
|
3140N26Y2 |
476,210 |
$454,987.95 |
0.65% |
| GNMA G2 MA8347, 4.50%, due 10/20/2052 |
|
36179XHY5 |
466,080 |
$449,114.21 |
0.64% |
| Fannie Mae FN BQ1226, 2%, due 09/01/2050 |
|
3140KLLG5 |
521,547 |
$414,453.35 |
0.59% |
| Fannie Mae FN CA5689, 3%, due 05/01/2050 |
|
3140QDKB9 |
470,737 |
$416,292.06 |
0.59% |
| Fannie Mae Series 2024-73, Class FB, Variable rate, due 10/25/2054 |
|
3136BTBD4 |
406,701 |
$405,774.37 |
0.58% |
| First Trust Commercial Mortgage Opportunities ETF |
CAAA |
33738D762 |
20,000 |
$408,400.00 |
0.58% |
| Fannie Mae FN BV4119, 2.50%, due 03/01/2052 |
|
3140MHSH3 |
471,863 |
$392,084.97 |
0.56% |
| Fannie Mae FN CB2430, 3%, due 12/01/2051 |
|
3140QMVY7 |
455,481 |
$393,830.94 |
0.56% |
| Freddie Mac FR SD1382, 4%, due 08/01/2052 |
|
3132DNRB1 |
421,191 |
$391,833.49 |
0.56% |
| Fannie Mae FN CB2802, 2%, due 02/01/2052 |
|
3140QNDG4 |
475,719 |
$380,382.15 |
0.54% |
| Ellington Financial Mortgage Trust Series 2024-INV1, Class B2, Variable rate, due 03/25/2069 |
|
268434AF4 |
380,000 |
$373,812.19 |
0.53% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 |
|
45667QAC5 |
387,578 |
$365,181.56 |
0.52% |
| MASTR Asset Backed Securities Trust Series 2007-HE1, Class A4, Variable rate, due 05/25/2037 |
|
576457AD7 |
435,500 |
$368,524.11 |
0.52% |
| Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 |
|
74958DAA6 |
448,328 |
$363,541.57 |
0.52% |
| Freddie Mac Series 4292, Class PB, 3.50%, due 01/15/2044 |
|
3137B75V7 |
404,775 |
$355,892.31 |
0.51% |
| Freddie Mac Series 4753, Class HL, 3%, due 02/15/2048 |
|
3137FDW99 |
415,000 |
$355,757.38 |
0.51% |
| CIM Trust Series 2023-R3, Class A1B, Variable rate, due 01/25/2063 |
|
12570GAC3 |
450,000 |
$349,272.36 |
0.50% |
| Freddie Mac FR SD2190, 4.50%, due 10/01/2052 |
|
3132DPNF1 |
368,727 |
$352,598.44 |
0.50% |
| GNMA Series 2015-103, Class ZA, 3.50%, due 07/20/2045 |
|
38379MDA9 |
424,266 |
$354,738.88 |
0.50% |
| GNMA Series 2031-39, Class DP, 2.50%, due 03/20/2043 |
|
38378JUG5 |
460,000 |
$350,729.21 |
0.50% |
| J.G. Wentworth XXXIX LLC Series 2017-2A, Class B, 5.09%, due 09/17/2074 |
|
46620VAB0 |
386,991 |
$348,875.01 |
0.50% |
| Octagon Investment Partners XV Series 2013-1A, Class A2R, Variable rate, due 07/17/2030 |
|
67590BAS9 |
350,000 |
$350,847.39 |
0.50% |
| PRP Advisors, LLC Series 2024-RFC2, Class M1, Variable rate, due 03/25/2054 |
|
693987AD1 |
375,000 |
$349,632.79 |
0.50% |
| Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 |
|
43300LAQ3 |
360,000 |
$346,850.42 |
0.49% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 08/01/2054 |
|
01F042673 |
350,000 |
$333,852.83 |
0.48% |
| Freddie Mac Series 4765, Class PZ, 3%, due 01/15/2048 |
|
3137FEQ29 |
436,007 |
$338,471.53 |
0.48% |
| Legacy Mortgage Asset Trust Series 2021-GS5, Class A1, Variable rate, due 07/25/2067 |
|
52475XAA2 |
337,778 |
$337,368.87 |
0.48% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 |
|
45661XAD4 |
504,071 |
$329,067.58 |
0.47% |
| Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 |
|
92978JAH6 |
359,762 |
$333,463.75 |
0.47% |
| GNMA Series 2023-18, Class AZ, 4.75%, due 02/20/2053 |
|
38383VT40 |
363,013 |
$326,327.47 |
0.46% |
| Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 |
|
525229AG5 |
483,573 |
$323,046.35 |
0.46% |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 |
|
59023XAC0 |
1,037,880 |
$324,294.83 |
0.46% |
| Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 |
|
59022VAE1 |
400,000 |
$324,974.32 |
0.46% |
| Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 |
|
64031QCL3 |
353,604 |
$322,188.54 |
0.46% |
| Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 |
|
67087TAK7 |
433,218 |
$321,199.25 |
0.46% |
| GNMA Series 2017-117, Class ZN, 3%, due 08/20/2047 |
|
38380GHX5 |
389,361 |
$313,480.79 |
0.45% |
| Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 |
|
07386HB83 |
427,599 |
$306,603.23 |
0.44% |
| ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 |
|
00192WAE7 |
300,000 |
$300,488.12 |
0.43% |
| Fannie Mae FN FS3160, 3%, due 06/01/2052 |
|
3140XJQN6 |
347,338 |
$302,917.57 |
0.43% |
| Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 |
|
63939LAC1 |
320,000 |
$304,076.00 |
0.43% |
| Barclays Commercial Mortgage Securities LLC Series 2024-C28, Class C, Variable rate, due 09/15/2057 |
|
07336WBF5 |
290,000 |
$296,121.78 |
0.42% |
| BX Trust Series 2021-VIEW, Class B, Variable rate, due 06/15/2036 |
|
05606GAG6 |
300,000 |
$297,944.40 |
0.42% |
| GNMA Series 2021-125, Class EL, 1.50%, due 07/20/2051 |
|
38382WHB6 |
483,595 |
$296,922.01 |
0.42% |
| Hudson Yards Series 2019-30HY, Class E, Variable rate, due 07/10/2039 |
|
44421GAL7 |
330,000 |
$297,627.96 |
0.42% |
| Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 |
|
63941VAB7 |
295,000 |
$292,057.88 |
0.42% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 |
|
78413MAE8 |
340,000 |
$294,960.10 |
0.42% |
| SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 |
|
78449RAQ8 |
385,000 |
$294,977.61 |
0.42% |
| Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 |
|
33938MAA7 |
300,000 |
$290,375.64 |
0.41% |
| Freddie Mac Series 4639, Class HZ, Variable rate, due 04/15/2053 |
|
3137BTEH0 |
352,555 |
$289,489.41 |
0.41% |
| GNMA Series 2018-97, Class DZ, 3.50%, due 07/20/2048 |
|
38380XH91 |
331,097 |
$291,619.57 |
0.41% |
| Pretium Mortgage Credit Partners LLC Series 2022-RN1, Class A1, Variable rate, due 07/25/2051 |
|
69363JAA2 |
291,194 |
$291,604.13 |
0.41% |
| EdgeConneX Data Centers Issuer, LLC Series 2022-1, Class A2, 4.25%, due 03/25/2052 |
|
28000XAA6 |
284,750 |
$275,034.56 |
0.39% |
| GNMA Series 2017-38, Class Z, 4%, due 03/20/2047 |
|
38376MVF1 |
312,796 |
$272,247.91 |
0.39% |
| GNMA Series 2015-39, Class ZA, 3.50%, due 03/20/2045 |
|
38379LEA0 |
286,158 |
$262,903.13 |
0.37% |
| TEXAS 2025-TWR C Series 2025-TWR, Class C, Variable rate, due 04/15/2042 |
|
88231WAE5 |
260,000 |
$260,555.31 |
0.37% |
| BPR Trust Series 2024-PMDW, Class D, Variable rate, due 11/05/2041 |
|
05592VAJ3 |
260,000 |
$253,085.04 |
0.36% |
| Dryden Senior Loan Fund Series 2016-45A, Class CRR, Variable rate, due 10/15/2030 |
|
26244MBC5 |
250,000 |
$251,044.88 |
0.36% |
| Fannie Mae or Freddie Mac TBA, 6%, due 04/01/2055 |
|
01F060675 |
250,000 |
$253,805.89 |
0.36% |
| Neuberger Berman CLO Ltd Series 2020-39A, Class ER, Variable rate, due 04/20/2038 |
|
64134FAL5 |
250,000 |
$253,590.05 |
0.36% |
| Vault DI Issuer LLC Series 2021-1A, Class A2, 2.804%, due 07/15/2046 |
|
92243JAA0 |
265,000 |
$256,296.29 |
0.36% |
| Whitebox CLO Ltd Series 2025-5A, Class D2, Variable rate, due 07/20/2038 |
|
96467PAL2 |
250,000 |
$250,937.50 |
0.36% |
| BX Trust Series 2024-KING, Class B, Variable rate, due 05/15/2034 |
|
05612RAC3 |
246,752 |
$246,975.51 |
0.35% |
| First Trust Structured Credit Income Opportunities ETF |
SCIO |
33738D770 |
12,000 |
$247,620.00 |
0.35% |
| OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 |
|
69121TAD7 |
554,493 |
$243,188.02 |
0.35% |
| Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 |
|
84751XAD4 |
361,139 |
$248,107.89 |
0.35% |
| Fannie Mae FN BW6293, 4.50%, due 08/01/2052 |
|
3140MX7F5 |
250,039 |
$239,111.11 |
0.34% |
| Freddie Mac FR SD8212, 2.50%, due 05/01/2052 |
|
3132DWDR1 |
286,025 |
$237,237.66 |
0.34% |
| Freddie Mac FR RA5552, 3%, due 07/01/2051 |
|
3133KMEZ4 |
263,965 |
$229,261.95 |
0.33% |
| GNMA Series 2023-81, Class AL, 4.50%, due 08/20/2040 |
|
38384BAG6 |
235,000 |
$231,610.43 |
0.33% |
| Fannie Mae FN FS3275, 3%, due 04/01/2052 |
|
3140XJT94 |
247,801 |
$213,914.50 |
0.30% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F032674 |
236,000 |
$211,775.40 |
0.30% |
| Fannie Mae FN BQ1163, 2%, due 08/01/2050 |
|
3140KLJH6 |
259,839 |
$206,726.86 |
0.29% |
| Bank Series 2024-BNK47, Class C, Variable rate, due 06/15/2057 |
|
06540GBA5 |
187,000 |
$190,965.52 |
0.27% |
| Fannie Mae FN BV5358, 2.50%, due 04/01/2052 |
|
3140MJ5U5 |
216,770 |
$180,018.53 |
0.26% |
| Freddie Mac FR RA5286, 2.50%, due 05/01/2051 |
|
3133KL2T3 |
213,995 |
$177,036.52 |
0.25% |
| Ziply Fiber Issuer, LLC Series 2024-1A, Class B, 7.81%, due 04/20/2054 |
|
98979QAC7 |
150,000 |
$156,933.09 |
0.22% |
| Freddie Mac FG G67710, 3.50%, due 03/01/2048 |
|
3132XCR72 |
135,410 |
$124,216.31 |
0.18% |
| BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 |
|
08163ABR3 |
117,000 |
$115,610.92 |
0.16% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 |
|
95000PAP9 |
5,823,000 |
$111,727.65 |
0.16% |
| Freddie Mac FG G67706, 3.50%, due 12/01/2047 |
|
3132XCR31 |
104,213 |
$95,988.25 |
0.14% |
| Fannie Mae FN CB4365, 3.50%, due 08/01/2052 |
|
3140QPZ75 |
101,690 |
$91,843.51 |
0.13% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 |
|
46647TAU2 |
8,805,524 |
$94,093.18 |
0.13% |
| Freddie Mac FG G61748, 3.50%, due 11/01/2048 |
|
31335B5H5 |
90,155 |
$82,958.33 |
0.12% |
| Freddie Mac FR SD0499, 3%, due 08/01/2050 |
|
3132DMRU1 |
92,770 |
$82,039.52 |
0.12% |
| Freddie Mac FR SD7511, 3.50%, due 01/01/2050 |
|
3132DVKY0 |
96,059 |
$87,722.71 |
0.12% |
| Fannie Mae FN FS6380, 2.50%, due 02/01/2052 |
|
3140XNCS1 |
90,927 |
$75,229.81 |
0.11% |
| Freddie Mac FR SD7502, 3.50%, due 07/01/2049 |
|
3132DVKP9 |
85,648 |
$78,073.56 |
0.11% |
| Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 |
|
31395NXU6 |
73,958 |
$73,491.15 |
0.10% |
| Freddie Mac FG G60659, 3.50%, due 08/01/2046 |
|
31335AWU8 |
75,921 |
$70,111.40 |
0.10% |
| SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 |
|
78445AAE6 |
65,000 |
$69,000.32 |
0.10% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 08/01/2054 |
|
01F042681 |
70,000 |
$66,737.76 |
0.09% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
65,000 |
$66,113.66 |
0.09% |
| Freddie Mac FR SD7513, 3.50%, due 04/01/2050 |
|
3132DVK20 |
59,288 |
$54,322.64 |
0.08% |
| Freddie Mac FR ZM1779, 3%, due 09/01/2046 |
|
3131XU6Q5 |
60,875 |
$53,919.75 |
0.08% |
| Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 |
|
88315LAJ7 |
56,775 |
$53,208.71 |
0.08% |
| Fannie Mae FN CA0995, 3.50%, due 01/01/2048 |
|
3140Q8C94 |
43,238 |
$39,171.29 |
0.06% |
| Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 |
|
21873BAC9 |
1,637,625 |
$37,364.20 |
0.05% |
| Freddie Mac FG G08681, 3.50%, due 12/01/2045 |
|
3128MJXK1 |
41,271 |
$38,180.53 |
0.05% |
| Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 |
|
29429CAJ4 |
3,835,242 |
$27,811.64 |
0.04% |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 |
|
46590LAV4 |
5,197,416 |
$31,222.44 |
0.04% |
| Fannie Mae FN BE3619, 4%, due 05/01/2047 |
|
3140FPAV1 |
21,497 |
$20,311.77 |
0.03% |
| Freddie Mac FG G08792, 3.50%, due 12/01/2047 |
|
3128MJ3A6 |
21,513 |
$19,720.18 |
0.03% |
| COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
|
12624QAS2 |
938,014 |
$14,632.93 |
0.02% |
| Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 |
|
38406JAC2 |
1,000,000 |
$14,469.80 |
0.02% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 |
|
95000LBC6 |
3,273,476 |
$15,161.43 |
0.02% |
| Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 |
|
61765TAG8 |
12,734,170 |
$4,849.17 |
0.01% |
| COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 |
|
12591YBE4 |
866,883 |
$62.33 |
0.00% |
| COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 |
|
12591YAA3 |
11,151,000 |
$323.38 |
0.00% |
| COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 |
|
12593FAG9 |
7,000,000 |
$812.00 |
0.00% |
| CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 |
|
12636LBA7 |
2,045,413 |
$1,038.05 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 |
|
3137FG7J8 |
827,072 |
$1,493.36 |
0.00% |
| FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 |
|
35708TAQ0 |
3,719,638 |
$1,907.06 |
0.00% |
| GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 |
|
36191YAA6 |
1,057,881 |
$676.30 |
0.00% |
| JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 |
|
46590JAY3 |
717,242 |
$84.56 |
0.00% |
| SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2039 |
|
78457JAC6 |
105,000,000 |
$110.25 |
0.00% |
| US 10YR NOTE (CBT)Sep25 |
TYU5 |
|
20 |
$2,236,250.00 |
0.00% |
| US 10yr Ultra Fut Sep25 |
UXYU5 |
|
65 |
$7,395,781.25 |
0.00% |
| US 2YR NOTE (CBT) Sep25 |
TUU5 |
|
9 |
$1,871,718.75 |
0.00% |
| US 5YR NOTE (CBT) Sep25 |
FVU5 |
|
22 |
$2,395,078.14 |
0.00% |
| US LONG BOND(CBT) Sep25 |
USU5 |
|
3 |
$343,406.25 |
0.00% |
| US ULTRA BOND CBT Sep25 |
WNU5 |
|
10 |
$1,177,812.50 |
0.00% |
| Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 |
|
94989TBC7 |
978,129 |
$62.60 |
0.00% |
| WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 |
|
92890KBD6 |
110,407 |
$26.39 |
0.00% |
| US Dollar |
$USD |
|
-941,204 |
($941,203.51) |
-1.34% |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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