Holdings of the Fund as of 10/21/2025
Total Number of Holdings (excluding cash): 639
| U.S. Treasury Note, 4.25%, due 05/15/2035 |
|
91282CNC1 |
20,000,000 |
$20,492,187.60 |
1.30% |
| Fannie Mae Series 2024-98, Class FG, Variable rate, due 11/25/2054 |
|
3136BUDS6 |
17,741,055 |
$17,750,557.42 |
1.13% |
| Freddie Mac FT ZT2264, 4%, due 03/01/2044 |
|
3132AEQR0 |
17,144,661 |
$16,914,724.73 |
1.07% |
| US Dollar |
$USD |
|
16,874,604 |
$16,874,604.34 |
1.07% |
| Freddie Mac FR SD5829, 4.50%, due 10/01/2052 |
|
3132DTPN4 |
15,828,346 |
$15,670,493.80 |
0.99% |
| U.S. Treasury Bond, 0%, due 11/15/2034 |
|
9128337W4 |
22,250,000 |
$15,441,624.60 |
0.98% |
| U.S. Treasury Bond, 0%, due 08/15/2035 |
|
9128335A4 |
22,750,000 |
$15,205,863.86 |
0.96% |
| GNMA Series 2024-79, Class VB, Variable rate, due 05/20/2054 |
|
38384PKG4 |
14,995,707 |
$14,813,827.31 |
0.94% |
| TENN VALLEY AUTHORITY N/C, 5.25%, due 02/01/2055 |
|
880591FC1 |
14,121,000 |
$14,534,527.13 |
0.92% |
| U.S. Treasury Bond, 0%, due 02/15/2035 |
|
9128334Z0 |
21,100,000 |
$14,463,812.42 |
0.92% |
| U.S. Treasury Bond, 0%, due 05/15/2035 |
|
912833X88 |
21,500,000 |
$14,552,473.24 |
0.92% |
| Fannie Mae FN FS8862, 3.50%, due 05/01/2048 |
|
3140XQZ42 |
13,738,626 |
$13,100,002.20 |
0.83% |
| Freddie Mac - SCRT Series 2018-4, Class MB, 3.50%, due 03/25/2058 |
|
35563PHG7 |
15,000,000 |
$12,695,290.50 |
0.81% |
| Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 |
|
3136BWAF3 |
12,435,197 |
$12,379,041.09 |
0.79% |
| U.S. Treasury Inflation Indexed Note, 2.375%, due 10/15/2028 |
|
91282CJH5 |
11,000,000 |
$12,122,221.94 |
0.77% |
| Freddie Mac Series 5224, Class HL, 4%, due 04/25/2052 |
|
3137H7G72 |
12,605,000 |
$11,914,791.80 |
0.76% |
| U.S. Treasury Bond, 0%, due 08/15/2034 |
|
9128334Y3 |
16,000,000 |
$11,243,106.56 |
0.71% |
| U.S. Treasury Note, 4.25%, due 01/15/2028 |
|
91282CMF5 |
11,000,000 |
$11,186,484.32 |
0.71% |
| Fannie Mae FN FS8780, 3%, due 07/01/2050 |
|
3140XQXJ1 |
11,738,042 |
$10,798,502.76 |
0.69% |
| GNMA Series 2024-181, Class FQ, Variable rate, due 11/20/2054 |
|
38384X5M1 |
10,574,207 |
$10,608,592.23 |
0.67% |
| U.S. Treasury Bond, 0%, due 02/15/2040 |
|
912834FB9 |
20,000,000 |
$10,537,926.40 |
0.67% |
| U.S. Treasury Bond, 4.75%, due 05/15/2055 |
|
912810UK2 |
10,000,000 |
$10,331,250.00 |
0.66% |
| Fannie Mae FN FA1265, 4.50%, due 12/01/2050 |
|
3140W1MP5 |
10,163,988 |
$10,166,373.14 |
0.65% |
| U.S. Treasury Note, 4%, due 06/30/2032 |
|
91282CNJ6 |
10,000,000 |
$10,167,968.80 |
0.65% |
| Fannie Mae Series 2022-66, Class CF, Variable rate, due 10/25/2052 |
|
3136BN6P6 |
10,228,278 |
$10,076,692.24 |
0.64% |
| NEW YORK NY CITY TRANSITIONAL FIN AUTH 5.50%, due 05/01/2050 |
|
64972JWL8 |
9,140,000 |
$10,019,998.29 |
0.64% |
| U.S. Treasury Note, 3.875%, due 03/15/2028 |
|
91282CMS7 |
10,000,000 |
$10,101,367.20 |
0.64% |
| U.S. Treasury Note, 4%, due 12/15/2027 |
|
91282CMB4 |
10,000,000 |
$10,115,625.00 |
0.64% |
| Freddie Mac Series 5259, Class FA, Variable rate, due 09/25/2052 |
|
3137H8WD9 |
10,046,350 |
$9,995,349.53 |
0.63% |
| U.S. Treasury Bill, 0%, due 10/28/2025 |
|
912797RE9 |
10,000,000 |
$9,993,220.00 |
0.63% |
| Fannie Mae or Freddie Mac TBA, 4%, due 03/01/2052 |
|
01F0406B8 |
10,002,000 |
$9,576,251.98 |
0.61% |
| Freddie Mac Series 5476, Class FA, Variable rate, due 11/25/2054 |
|
3137HHF89 |
9,402,389 |
$9,413,345.17 |
0.60% |
| Freddie Mac - SCRT Series 2019-3, Class MA, 3.50%, due 10/25/2058 |
|
35563PLH0 |
9,604,578 |
$9,359,137.35 |
0.59% |
| Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 |
|
35563PHF9 |
9,547,542 |
$9,198,089.38 |
0.58% |
| Fannie Mae FN FM9645, 4.50%, due 11/01/2049 |
|
3140XDWF9 |
8,636,143 |
$8,627,916.58 |
0.55% |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A4, 2.4953%, due 05/15/2053 |
|
03881BAC7 |
9,000,000 |
$8,437,886.10 |
0.54% |
| GNMA Series 2025-98, Class SX, Variable rate, due 06/20/2055 |
|
38381NPY8 |
8,718,245 |
$8,412,502.00 |
0.53% |
| Fannie Mae FN BM6429, 3%, due 09/01/2048 |
|
3140JBEB8 |
9,191,623 |
$8,269,302.93 |
0.52% |
| Fannie Mae FN FA1024, 2.50%, due 05/01/2051 |
|
3140W1D67 |
9,605,957 |
$8,260,474.48 |
0.52% |
| U.S. Treasury Note, 4.25%, due 02/15/2028 |
|
91282CMN8 |
8,000,000 |
$8,141,406.24 |
0.52% |
| MSCI INC 3.875%, due 02/15/2031 |
|
55354GAL4 |
8,065,000 |
$7,778,413.29 |
0.49% |
| RYAN SPECIALTY 5.875%, due 08/01/2032 |
|
78351GAA3 |
7,553,000 |
$7,667,903.95 |
0.49% |
| Fannie Mae Series 2022-29, Class KZ, 1.50%, due 06/25/2042 |
|
3136BMY69 |
9,893,992 |
$7,515,545.41 |
0.48% |
| Fannie Mae Variable rate, due 09/25/2052 |
|
3136BN3L8 |
7,579,413 |
$7,503,820.80 |
0.48% |
| DALLAS-FORT WORTH TX INTL ARPT REV 5.25%, due 11/01/2046 |
|
23503CGH4 |
7,000,000 |
$7,389,582.20 |
0.47% |
| Freddie Mac Series 5506, Class DZ, 3.50%, due 08/25/2042 |
|
3137HJFC6 |
8,744,850 |
$7,481,855.97 |
0.47% |
| GNMA Series 2025-131, Class ST, Variable rate, due 08/20/2055 |
|
38381QSW2 |
8,199,284 |
$7,481,573.18 |
0.47% |
| NEW HOPE CULTURAL EDU FACS FIN CORP TX 5.50%, due 08/15/2049 |
|
645424BP6 |
6,700,000 |
$7,329,984.92 |
0.47% |
| U.S. Treasury Bond, 5%, due 05/15/2045 |
|
912810UL0 |
7,000,000 |
$7,440,781.25 |
0.47% |
| U.S. Treasury Inflation Indexed Note, 1.625%, due 10/15/2029 |
|
91282CLV1 |
7,000,000 |
$7,365,193.14 |
0.47% |
| Freddie Mac - SCRT Series 2019-2, Class MV, 3.50%, due 08/25/2058 |
|
35563PKJ7 |
7,486,081 |
$7,122,634.05 |
0.45% |
| GNMA Series 2022-9, Class AC, 5.50%, due 01/20/2052 |
|
38383FN90 |
6,782,207 |
$7,087,388.76 |
0.45% |
| U.S. Treasury Note, 3.75%, due 06/30/2027 |
|
91282CNL1 |
7,000,000 |
$7,031,171.84 |
0.45% |
| U.S. Treasury Note, 4%, due 04/30/2032 |
|
91282CNA5 |
7,000,000 |
$7,121,269.54 |
0.45% |
| Fannie Mae or Freddie Mac TBA, 5%, due 04/01/2055 |
|
01F0506B7 |
6,915,000 |
$6,914,160.16 |
0.44% |
| Freddie Mac Series 5351, Class EO, 0%, due 10/25/2053 |
|
3137HAZG4 |
8,006,719 |
$6,937,350.35 |
0.44% |
| GNMA Series 2022-9, Class GJ, 5.50%, due 01/20/2052 |
|
38383FS53 |
6,669,183 |
$6,969,259.90 |
0.44% |
| U.S. Treasury Bond, 0%, due 11/15/2041 |
|
912834KV9 |
14,600,000 |
$6,982,161.80 |
0.44% |
| CHARTER COMM OPT LLC/CAP 5.85%, due 12/01/2035 |
|
161175CS1 |
6,500,000 |
$6,627,067.52 |
0.42% |
| GS Mortgage-Backed Securities Trust Series 2022-LTV1, Class A14, Variable rate, due 06/25/2052 |
|
36266VAR5 |
9,000,000 |
$6,665,305.50 |
0.42% |
| HOMES Trust Series 2024-AFC1, Class A1, Variable rate, due 08/25/2059 |
|
403945AC2 |
6,613,999 |
$6,637,046.62 |
0.42% |
| U.S. Treasury Bond, 4.50%, due 11/15/2054 |
|
912810UE6 |
6,700,000 |
$6,646,085.90 |
0.42% |
| New Residential Mortgage Loan Trust Series 2018-3A, Class A1, Variable rate, due 05/25/2058 |
|
64830KAA5 |
6,388,835 |
$6,294,663.12 |
0.40% |
| Freddie Mac - SLST Series 2025-1, Class A2, 3%, due 05/25/2035 |
|
35564CUE5 |
7,100,000 |
$6,026,683.06 |
0.38% |
| Freddie Mac Series 5502, Class FC, Variable rate, due 02/25/2055 |
|
3137HJSV0 |
5,974,209 |
$6,058,317.78 |
0.38% |
| Fannie Mae FN FS0704, 4%, due 03/01/2047 |
|
3140XFYA3 |
5,955,736 |
$5,817,756.14 |
0.37% |
| U.S. Treasury Bond, 0%, due 05/15/2038 |
|
912834AE8 |
10,000,000 |
$5,802,243.00 |
0.37% |
| Fannie Mae Series 2012-118, Class VZ, 3%, due 11/25/2042 |
|
3136A92R8 |
6,056,123 |
$5,638,299.34 |
0.36% |
| SODEXO INC 5.80%, due 08/15/2035 |
|
833794AD2 |
5,375,000 |
$5,692,362.36 |
0.36% |
| CREDIT AGRICOLE SA Variable rate, due 09/25/2033 |
|
22535WAS6 |
5,500,000 |
$5,526,349.07 |
0.35% |
| Freddie Mac - STACR Series 2024-DNA2, Class A1, Variable rate, due 05/25/2044 |
|
35564NCW1 |
5,513,227 |
$5,540,544.41 |
0.35% |
| U.S. Treasury Note, 3.50%, due 04/30/2028 |
|
91282CHA2 |
5,500,000 |
$5,507,412.13 |
0.35% |
| GNMA Series 2025-100, Class JS, Variable rate, due 06/20/2055 |
|
38385G2J7 |
5,295,943 |
$5,348,613.31 |
0.34% |
| Progress Residential Trust Series 2025-SFR1, Class A, 3.40%, due 02/17/2042 |
|
74334NAA9 |
5,484,964 |
$5,292,283.48 |
0.34% |
| U.S. Treasury Bond, 0%, due 11/15/2035 |
|
912833X96 |
8,200,000 |
$5,411,755.23 |
0.34% |
| Fannie Mae FN FS9392, 3.50%, due 05/01/2049 |
|
3140XRNJ0 |
5,556,428 |
$5,266,260.42 |
0.33% |
| Freddie Mac FR RB5126, 2.50%, due 09/01/2041 |
|
3133KYVT3 |
5,634,650 |
$5,141,199.22 |
0.33% |
| GNMA Series 2021-105, Class DT, 5.50%, due 06/20/2051 |
|
38382TZP2 |
5,075,522 |
$5,273,328.79 |
0.33% |
| JP Morgan Mortgage Trust Series 2025-3, Class A1C, Variable rate, due 09/25/2055 |
|
46593RAD8 |
5,150,000 |
$5,195,128.42 |
0.33% |
| 180 MEDICAL INC 5.30%, due 10/08/2035 |
|
682357AB4 |
5,000,000 |
$5,032,075.01 |
0.32% |
| CONSTELLATION BRANDS INC 4.95%, due 11/01/2035 |
|
21036PBT4 |
5,000,000 |
$5,018,441.65 |
0.32% |
| FLUTTER TREASURY DAC 5.875%, due 06/04/2031 |
|
344045AB5 |
4,900,000 |
$4,982,687.51 |
0.32% |
| Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 |
|
3137HDTC4 |
5,172,923 |
$4,985,287.06 |
0.32% |
| JP Morgan Mortgage Trust Series 2025-5MPR, Class A1, Variable rate, due 11/25/2055 |
|
46593VAC1 |
5,000,000 |
$5,073,153.00 |
0.32% |
| MFRA Trust Series 2024-NQM3, Class A1, Variable rate, due 12/25/2069 |
|
55287GAA0 |
4,991,246 |
$5,036,330.56 |
0.32% |
| OPEN TEXT CORP 6.90%, due 12/01/2027 |
|
683715AF3 |
4,895,000 |
$5,110,272.31 |
0.32% |
| Starvest Emerging Markets CBO I Series 2025-SFR5, Class A, Variable rate, due 02/17/2042 |
|
85520CAA3 |
4,993,410 |
$5,008,699.59 |
0.32% |
| Venture CDO Ltd Series 2021-42A, Class A1A, Variable rate, due 04/15/2034 |
|
923260AC7 |
5,000,000 |
$4,998,756.35 |
0.32% |
| Fannie Mae FN AL9394, 3%, due 11/01/2046 |
|
3138ERNL0 |
5,433,285 |
$4,950,900.79 |
0.31% |
| Fannie Mae FN FA0606, 3.50%, due 09/01/2047 |
|
3140W0U86 |
5,045,486 |
$4,854,628.94 |
0.31% |
| Freddie Mac FR SL0847, 3.50%, due 04/01/2049 |
|
31427M5H0 |
5,246,531 |
$4,953,997.36 |
0.31% |
| RYAN SPECIALTY GROUP 4.375%, due 02/01/2030 |
|
78351MAA0 |
5,000,000 |
$4,838,416.00 |
0.31% |
| UNITED RENTALS (NORTH AMERICA) 6%, due 12/15/2029 |
|
911365BQ6 |
4,765,000 |
$4,906,968.41 |
0.31% |
| Fannie Mae Series 2022-70, Class FA, Variable rate, due 10/25/2052 |
|
3136BPAQ4 |
4,765,731 |
$4,697,628.42 |
0.30% |
| SOLVENTUM CORP 5.60%, due 03/23/2034 |
|
83444MAR2 |
4,555,000 |
$4,804,134.03 |
0.30% |
| AMERICAN WATER CAPITAL CORP 5.70%, due 09/01/2055 |
|
03040WBG9 |
4,333,000 |
$4,513,713.35 |
0.29% |
| FACTSET RESEARCH SYSTEMS 3.45%, due 03/01/2032 |
|
303075AB1 |
4,850,000 |
$4,519,668.54 |
0.29% |
| Fannie Mae FN BM7699, 3.50%, due 02/01/2047 |
|
3140JCRV8 |
4,694,838 |
$4,508,900.38 |
0.29% |
| GNMA Series 2022-139, Class AL, 4%, due 07/20/2051 |
|
38383M3M8 |
4,857,663 |
$4,507,662.55 |
0.29% |
| MOLEX ELECTRONICS TECH 5.25%, due 04/30/2032 |
|
60856BAF1 |
4,500,000 |
$4,645,195.25 |
0.29% |
| CROWDSTRIKE HOLDINGS INC 3%, due 02/15/2029 |
|
22788CAA3 |
4,550,000 |
$4,351,967.62 |
0.28% |
| Fannie Mae FN FS1046, 4.50%, due 11/01/2049 |
|
3140XGEU9 |
4,458,215 |
$4,464,917.79 |
0.28% |
| Freddie Mac Series 5266, Class FA, Variable rate, due 09/25/2052 |
|
3137H9AD1 |
4,442,030 |
$4,401,059.21 |
0.28% |
| GNMA Series 2025-83, Class SB, Variable rate, due 05/20/2055 |
|
38385GPR4 |
4,309,411 |
$4,403,174.10 |
0.28% |
| U.S. Treasury Bond, 0%, due 05/15/2034 |
|
9128337V6 |
6,150,000 |
$4,375,183.98 |
0.28% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
4,350,000 |
$4,295,805.53 |
0.27% |
| CONAGRA BRANDS INC 5.75%, due 08/01/2035 |
|
205887CL4 |
4,143,000 |
$4,282,031.37 |
0.27% |
| Fannie Mae FN BM6210, 3.50%, due 12/01/2047 |
|
3140JA3U0 |
4,464,939 |
$4,177,781.09 |
0.27% |
| Fannie Mae Series 2022-69, Class FA, Variable rate, due 10/25/2052 |
|
3136BPEZ0 |
4,238,631 |
$4,200,761.94 |
0.27% |
| Freddie Mac - SCRT Series 2019-4, Class MV, 3%, due 02/25/2059 |
|
35563PMN6 |
4,793,096 |
$4,208,565.70 |
0.27% |
| NEW YORK NY 5.25%, due 02/01/2050 |
|
64966SME3 |
4,000,000 |
$4,278,286.80 |
0.27% |
| CITADEL SECURITIES GLOBAL HDGS 5.50%, due 06/18/2030 |
|
17289RAA4 |
4,000,000 |
$4,122,499.12 |
0.26% |
| Fannie Mae FN FS6440, 4%, due 10/01/2048 |
|
3140XNEN0 |
4,219,119 |
$4,120,149.60 |
0.26% |
| Freddie Mac FR ZT0794, 4.50%, due 10/01/2048 |
|
3132AC3B4 |
4,043,419 |
$4,044,355.01 |
0.26% |
| Freddie Mac Series 5500, Class CZ, 4.50%, due 02/25/2055 |
|
3137HJAB3 |
4,652,550 |
$4,167,128.33 |
0.26% |
| GILDAN ACTIVEWEAR INC 4.70%, due 10/07/2030 |
|
375916AF0 |
4,000,000 |
$4,019,737.33 |
0.26% |
| GNMA Series 2025-95, Class DC, Variable rate, due 05/20/2055 |
|
38385GUG2 |
4,267,109 |
$4,154,401.64 |
0.26% |
| U.S. Treasury Note, 3.75%, due 04/15/2028 |
|
91282CMW8 |
4,000,000 |
$4,028,437.52 |
0.26% |
| U.S. Treasury Note, 4.125%, due 03/31/2032 |
|
91282CMT5 |
4,000,000 |
$4,098,046.88 |
0.26% |
| U.S. Treasury Note, 4.375%, due 08/31/2028 |
|
91282CHX2 |
4,000,000 |
$4,099,375.00 |
0.26% |
| APPLOVIN CORP 5.375%, due 12/01/2031 |
|
03831WAC2 |
3,855,000 |
$4,010,244.56 |
0.25% |
| Freddie Mac Series 5224, Class DZ, 4%, due 04/25/2052 |
|
3137H7G31 |
4,232,022 |
$3,924,808.66 |
0.25% |
| ICON INVESTMENTS SIX DAC 5.849%, due 05/08/2029 |
|
45115AAB0 |
3,800,000 |
$3,989,302.85 |
0.25% |
| U.S. Treasury Bond, 4.625%, due 11/15/2044 |
|
912810UF3 |
3,900,000 |
$3,955,453.13 |
0.25% |
| ARTHUR J GALLAGHER & CO 5.55%, due 02/15/2055 |
|
04316JAP4 |
3,805,000 |
$3,789,645.80 |
0.24% |
| PRKCM Trust Series 2022-AFC2, Class A1, Variable rate, due 08/25/2057 |
|
69377TAA4 |
3,765,067 |
$3,765,737.62 |
0.24% |
| RUN NQM TRUST Series 2022-NQM1, Class A1, Variable rate, due 03/25/2067 |
|
74981CAA9 |
3,759,048 |
$3,757,145.56 |
0.24% |
| THE CIGNA GROUP 6%, due 01/15/2056 |
|
125523DA5 |
3,500,000 |
$3,732,217.69 |
0.24% |
| ELEVANCE HEALTH INC 5.70%, due 09/15/2055 |
|
036752BL6 |
3,500,000 |
$3,563,982.03 |
0.23% |
| Fannie Mae FN AL8400, 3%, due 08/01/2043 |
|
3138ETKN5 |
3,809,372 |
$3,565,745.01 |
0.23% |
| Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 |
|
3136ALDV0 |
3,937,687 |
$3,648,423.88 |
0.23% |
| Fannie Mae Series 2024-20, Class ZQ, 4%, due 10/25/2045 |
|
3136BRX77 |
3,997,416 |
$3,634,386.35 |
0.23% |
| Gracie Point International Funding Series 2025-1A, Class A, Variable rate, due 08/15/2028 |
|
38411WAA0 |
3,700,000 |
$3,702,096.42 |
0.23% |
| JM SMUCKER CO 6.20%, due 11/15/2033 |
|
832696AX6 |
3,305,000 |
$3,627,486.93 |
0.23% |
| MARS INC 5.70%, due 05/01/2055 |
|
571676BC8 |
3,500,000 |
$3,652,821.90 |
0.23% |
| U.S. Treasury Bond, 0%, due 11/15/2042 |
|
912803DZ3 |
8,000,000 |
$3,691,513.92 |
0.23% |
| U.S. Treasury Bond, 1.375%, due 08/15/2050 |
|
912810SP4 |
7,000,000 |
$3,651,484.34 |
0.23% |
| VIRGINIA ELEC & POWER CO 5.60%, due 09/15/2055 |
|
927804GW8 |
3,500,000 |
$3,583,099.06 |
0.23% |
| BROWN & BROWN INC 5.65%, due 06/11/2034 |
|
115236AG6 |
3,245,000 |
$3,400,952.71 |
0.22% |
| Fannie Mae FN BM7687, 3%, due 11/01/2046 |
|
3140JCRH9 |
3,697,410 |
$3,399,668.95 |
0.22% |
| Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 |
|
3136BTTR4 |
3,391,431 |
$3,398,372.89 |
0.22% |
| Freddie Mac - SCRT Series 2018-3, Class HV, 3%, due 08/25/2057 |
|
35563PGD5 |
3,802,354 |
$3,419,936.83 |
0.22% |
| Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 |
|
35563PKG3 |
3,629,972 |
$3,523,788.03 |
0.22% |
| Freddie Mac Series 5202, Class NV, 3%, due 01/25/2037 |
|
3137H63G8 |
3,685,397 |
$3,407,331.30 |
0.22% |
| HYATT HOTELS CORP 5.75%, due 03/30/2032 |
|
448579AV4 |
3,250,000 |
$3,429,157.20 |
0.22% |
| NRG ENERGY INC 4.734%, due 10/15/2030 |
|
629377DA7 |
3,500,000 |
$3,517,692.50 |
0.22% |
| NRG ENERGY INC 5.407%, due 10/15/2035 |
|
629377DB5 |
3,500,000 |
$3,540,334.00 |
0.22% |
| Pagaya AI Debt Selection Trust Series 2025-1, Class A2, 5.156%, due 07/15/2032 |
|
69544NAB3 |
3,364,214 |
$3,397,691.54 |
0.22% |
| QUANTA SERVICES INC 5.25%, due 08/09/2034 |
|
74762EAL6 |
3,370,000 |
$3,503,489.19 |
0.22% |
| ASHTEAD CAPITAL INC 4%, due 05/01/2028 |
|
045054AJ2 |
3,255,000 |
$3,242,570.41 |
0.21% |
| BMO Mortgage Trust Series 2025-C12, Class ASB, 5.76198%, due 06/15/2058 |
|
05615DAD9 |
3,091,000 |
$3,317,581.43 |
0.21% |
| CCL INDUSTRIES INC 3.05%, due 06/01/2030 |
|
124900AD3 |
3,500,000 |
$3,305,152.58 |
0.21% |
| CIM Trust Series 2019-INV3, Class B1A, Variable rate, due 08/25/2049 |
|
12557LAZ8 |
3,432,335 |
$3,352,203.32 |
0.21% |
| Fannie Mae Series 2024-81, Class FE, Variable rate, due 07/25/2054 |
|
3136BTLF8 |
3,258,040 |
$3,265,555.30 |
0.21% |
| Freddie Mac FR SD7309, 4%, due 02/01/2045 |
|
3132DVDN2 |
3,388,840 |
$3,329,146.16 |
0.21% |
| KEURIG DR PEPPER INC 5.15%, due 05/15/2035 |
|
49271VBB5 |
3,250,000 |
$3,270,886.81 |
0.21% |
| NEW YORK ST DORM AUTH ST PERSONAL INC TAX 5.50%, due 03/15/2053 |
|
64990KJD6 |
3,000,000 |
$3,280,164.60 |
0.21% |
| Santander US Capital Markets L Series 2025-NQM2, Class A1, Variable rate, due 02/25/2065 |
|
802638AA4 |
3,320,249 |
$3,355,406.95 |
0.21% |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 |
|
78432WAA1 |
3,288,100 |
$3,271,297.81 |
0.21% |
| U.S. Treasury Bond, 0%, due 08/15/2042 |
|
912803DY6 |
7,000,000 |
$3,279,500.63 |
0.21% |
| VERISK ANALYTICS INC 5.125%, due 02/15/2036 |
|
92345YAN6 |
3,250,000 |
$3,322,902.76 |
0.21% |
| AMCOR FLEXIBLES NORTH AMERICA 5.50%, due 03/17/2035 |
|
02344AAH1 |
3,000,000 |
$3,129,863.43 |
0.20% |
| BANK OF AMERICA CORP Variable rate, due 04/27/2033 |
|
06051GKQ1 |
3,170,000 |
$3,187,810.39 |
0.20% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2055 |
|
01F0526B3 |
3,112,000 |
$3,152,142.35 |
0.20% |
| FLORIDA POWER & LIGHT CO 5.30%, due 04/01/2053 |
|
341081GM3 |
3,155,000 |
$3,181,947.74 |
0.20% |
| IQVIA INC 5.70%, due 05/15/2028 |
|
46266TAC2 |
3,000,000 |
$3,103,560.00 |
0.20% |
| KRAFT HEINZ FOODS CO N/C, 5%, due 06/04/2042 |
|
50076QAE6 |
3,335,000 |
$3,125,528.15 |
0.20% |
| New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048 |
|
64828FCQ3 |
3,213,768 |
$3,160,768.53 |
0.20% |
| NORTHERN STATES PWR-MINN 5.65%, due 05/15/2055 |
|
665772DA4 |
3,000,000 |
$3,157,967.94 |
0.20% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class A, Variable rate, due 11/15/2038 |
|
62955HAA5 |
3,100,000 |
$3,089,945.46 |
0.20% |
| SOLVENTUM CORP 5.90%, due 04/30/2054 |
|
83444MAS0 |
2,962,000 |
$3,099,429.58 |
0.20% |
| T-MOBILE USA INC 5.125%, due 05/15/2032 |
|
87264ADS1 |
3,000,000 |
$3,119,812.53 |
0.20% |
| U.S. Treasury Bond, 3.125%, due 05/15/2048 |
|
912810SC3 |
4,000,000 |
$3,176,406.24 |
0.20% |
| UNITEDHEALTH GROUP INC 5.95%, due 06/15/2055 |
|
91324PFR8 |
3,000,000 |
$3,208,444.20 |
0.20% |
| ABC SUPPLY CO INC 4%, due 01/15/2028 |
|
024747AF4 |
3,000,000 |
$2,953,997.70 |
0.19% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
3,145,000 |
$2,977,496.36 |
0.19% |
| CEMEX SAB DE CV N/C, 5.45%, due 11/19/2029 |
|
151290BV4 |
3,000,000 |
$3,049,185.00 |
0.19% |
| CHENIERE ENERGY PARTNERS 4.50%, due 10/01/2029 |
|
16411QAG6 |
3,000,000 |
$3,005,043.24 |
0.19% |
| FHLMC Multifamily Structured Pass Through Certs. Series K120, Class X1, Variable rate, due 10/25/2030 |
|
3137F72R5 |
71,952,741 |
$2,966,820.18 |
0.19% |
| GARTNER INC 3.625%, due 06/15/2029 |
|
366651AG2 |
3,065,000 |
$2,945,790.62 |
0.19% |
| GILDAN ACTIVEWEAR INC 5.40%, due 10/07/2035 |
|
375916AG8 |
3,000,000 |
$3,027,026.07 |
0.19% |
| HCA INC 4.125%, due 06/15/2029 |
|
404119BX6 |
3,035,000 |
$3,030,861.78 |
0.19% |
| JPMORGAN CHASE & CO Variable rate, due 07/25/2033 |
|
46647PDH6 |
2,940,000 |
$3,022,695.08 |
0.19% |
| Toorak Mortgage Corp. Series 2021-INV1, Class A1, Variable rate, due 07/25/2056 |
|
89688WAA9 |
3,198,420 |
$2,927,847.06 |
0.19% |
| BMO Mortgage Trust Series 2025-C13, Class XA, Variable rate, due 10/15/2058 |
|
05592YAE8 |
36,000,000 |
$2,881,908.00 |
0.18% |
| BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 |
|
05608MAA4 |
3,081,000 |
$2,869,969.37 |
0.18% |
| Fannie Mae Series 2025-6, Class FB, Variable rate, due 02/25/2055 |
|
3136BUVH0 |
2,866,131 |
$2,915,282.50 |
0.18% |
| Freddie Mac Series 5460, Class FN, Variable rate, due 10/25/2054 |
|
3137HFSC0 |
2,866,962 |
$2,867,372.20 |
0.18% |
| Freddie Mac Series 5487, Class ZM, 3.50%, due 12/25/2054 |
|
3137HHML2 |
3,468,353 |
$2,910,740.29 |
0.18% |
| HOMES Trust Series 2024-AFC2, Class A1, Variable rate, due 10/25/2059 |
|
437920AC5 |
2,856,683 |
$2,881,224.39 |
0.18% |
| HOUSTON GALLERIA MALL TRUST Series 2025-HGLR, Class A, Variable rate, due 02/05/2045 |
|
44216XAA3 |
2,750,000 |
$2,890,096.00 |
0.18% |
| PRP Advisors, LLC Series 2025-NQM2, Class A1, Variable rate, due 04/25/2070 |
|
693983AA6 |
2,781,513 |
$2,806,382.07 |
0.18% |
| SANTANDER HOLDINGS USA Variable rate, due 03/20/2029 |
|
80282KBN5 |
2,750,000 |
$2,807,160.29 |
0.18% |
| U.S. Treasury Bond, 0%, due 02/15/2036 |
|
9128335B2 |
4,280,000 |
$2,788,931.37 |
0.18% |
| Wells Fargo Commercial Mortgage Trust Series 2022-C62, Class A4, Variable rate, due 04/15/2055 |
|
95003MBS6 |
2,950,000 |
$2,850,209.46 |
0.18% |
| ASHTEAD CAPITAL INC 5.80%, due 04/15/2034 |
|
045054AS2 |
2,500,000 |
$2,649,347.66 |
0.17% |
| Barclays Commercial Mortgage Securities LLC Series 2025-C35, Class XA, Variable rate, due 07/15/2058 |
|
07337DAH3 |
51,868,972 |
$2,686,413.35 |
0.17% |
| CONSTELLATION BRANDS INC 4.75%, due 05/09/2032 |
|
21036PBL1 |
2,645,000 |
$2,689,263.68 |
0.17% |
| DELL INT LLC / EMC CORP 5.30%, due 04/01/2032 |
|
24703TAN6 |
2,500,000 |
$2,605,157.10 |
0.17% |
| Fannie Mae FN FP0122, 4.50%, due 07/01/2051 |
|
3140XTD40 |
2,639,114 |
$2,626,786.62 |
0.17% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A, Variable rate, due 10/01/2053 |
|
30335JAC5 |
2,768,299 |
$2,729,355.50 |
0.17% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-164, Class XAM, Variable rate, due 06/25/2034 |
|
3137HDUZ1 |
116,788,000 |
$2,725,423.16 |
0.17% |
| FHLMC Multifamily Structured Pass Through Certs. Series K546, Class X1, Variable rate, due 05/25/2030 |
|
3137HN4T2 |
71,878,000 |
$2,620,980.96 |
0.17% |
| MORGAN STANLEY Variable rate, due 10/18/2033 |
|
61747YEY7 |
2,450,000 |
$2,713,150.39 |
0.17% |
| MSCI INC 5.25%, due 09/01/2035 |
|
55354GAR1 |
2,667,000 |
$2,716,430.34 |
0.17% |
| ROCKETMTGE CO-ISSUER INC 4%, due 10/15/2033 |
|
77313LAB9 |
3,000,000 |
$2,753,583.30 |
0.17% |
| SKY1 2025-LINE A Series 2025-LINE, Class A, Variable rate, due 04/15/2030 |
|
830941AA8 |
2,713,533 |
$2,739,894.65 |
0.17% |
| TR FINANCE LLC 5.50%, due 08/15/2035 |
|
87268LAE7 |
2,500,000 |
$2,623,389.33 |
0.17% |
| TR FINANCE LLC 5.85%, due 04/15/2040 |
|
87268LAB3 |
2,470,000 |
$2,614,010.73 |
0.17% |
| U.S. Treasury Bond, 0%, due 02/15/2034 |
|
9128334X5 |
3,750,000 |
$2,701,150.80 |
0.17% |
| U.S. Treasury Bond, 3%, due 02/15/2049 |
|
912810SF6 |
3,500,000 |
$2,701,015.63 |
0.17% |
| UBS GROUP AG Variable rate, due 04/01/2031 |
|
225401AP3 |
2,710,000 |
$2,694,475.81 |
0.17% |
| UBS GROUP AG Variable rate, due 05/09/2036 |
|
902613BQ0 |
2,500,000 |
$2,631,825.40 |
0.17% |
| VISTRA OPERATIONS CO LLC 5.70%, due 12/30/2034 |
|
92840VAU6 |
2,500,000 |
$2,601,117.50 |
0.17% |
| Wells Fargo Commercial Mortgage Trust Series 2018-C47, Class AS, Variable rate, due 09/15/2061 |
|
95002DBR9 |
2,737,274 |
$2,734,325.68 |
0.17% |
| Bank Series 2025-BNK49, Class XA, Variable rate, due 03/15/2058 |
|
05494FBY3 |
53,475,668 |
$2,541,971.22 |
0.16% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C8, Class A5, 2.04%, due 10/15/2053 |
|
05552ABC1 |
2,800,000 |
$2,489,933.60 |
0.16% |
| BENCHMARK Mortgage Trust Series 2021-B25, Class A4, 2.268%, due 04/15/2054 |
|
08163DAD9 |
2,700,000 |
$2,470,019.94 |
0.16% |
| BROWN & BROWN INC 4.20%, due 03/17/2032 |
|
115236AE1 |
2,615,000 |
$2,549,285.61 |
0.16% |
| Capital Street Master Trust Series 2025-1, Class A, Variable rate, due 08/16/2029 |
|
14051LAC6 |
2,500,000 |
$2,502,485.25 |
0.16% |
| DELL INT LLC / EMC CORP 4.75%, due 10/06/2032 |
|
24703DBT7 |
2,500,000 |
$2,518,129.03 |
0.16% |
| Freddie Mac - SCRT Series 2019-2, Class HV, 3%, due 08/25/2058 |
|
35563PKD0 |
2,758,051 |
$2,479,342.33 |
0.16% |
| ICON INVESTMENTS SIX DAC 6%, due 05/08/2034 |
|
45115AAC8 |
2,415,000 |
$2,571,267.45 |
0.16% |
| JH NORTH AMERICA HOLDING 6.125%, due 07/31/2032 |
|
46593WAB1 |
2,500,000 |
$2,575,052.50 |
0.16% |
| ORACLE CORP 6%, due 08/03/2055 |
|
68389XDB8 |
2,500,000 |
$2,477,131.58 |
0.16% |
| Pagaya AI Debt Selection Trust Series 2025-5, Class A2, 5.108%, due 03/15/2033 |
|
69548WAB9 |
2,500,000 |
$2,520,208.50 |
0.16% |
| Progress Residential Trust Series 2025-SFR3, Class A, 3.39%, due 07/17/2030 |
|
74334BAA5 |
2,600,000 |
$2,492,856.08 |
0.16% |
| THE 2023-MIC Trust Series 2023-MIC, Class A, Variable rate, due 12/05/2038 |
|
87256GAA0 |
2,330,000 |
$2,534,729.87 |
0.16% |
| THE CIGNA GROUP 5.40%, due 03/15/2033 |
|
125523CS7 |
2,340,000 |
$2,473,287.70 |
0.16% |
| Towd Point Mortgage Trust Series 2022-3, Class A1, Variable rate, due 08/01/2062 |
|
89180NAA2 |
2,677,446 |
$2,578,411.51 |
0.16% |
| UNIVERSAL HEALTH SVCS 2.65%, due 10/15/2030 |
|
913903AW0 |
2,710,000 |
$2,475,001.08 |
0.16% |
| Wells Fargo Commercial Mortgage Trust Series 2025-B33RP, Class A, Variable rate, due 08/15/2042 |
|
95004RAA4 |
2,550,000 |
$2,556,787.34 |
0.16% |
| ALCON FINANCE CORP 5.75%, due 12/06/2052 |
|
01400EAF0 |
2,265,000 |
$2,381,568.48 |
0.15% |
| BARCLAYS PLC Variable rate, due 05/16/2029 |
|
06738EBD6 |
2,330,000 |
$2,373,800.29 |
0.15% |
| BECTON DICKINSON & CO 4.685%, due 12/15/2044 |
|
075887BG3 |
2,525,000 |
$2,317,556.50 |
0.15% |
| BWAY Mortgage Trust Series 2025-1535, Class A, Variable rate, due 05/05/2030 |
|
12430BAA8 |
2,190,000 |
$2,287,456.10 |
0.15% |
| CHI Commercial Mortgage Trust Series 2025-SFT, Class A, Variable rate, due 04/15/2042 |
|
16706GAA5 |
2,230,000 |
$2,302,235.94 |
0.15% |
| CONAGRA BRANDS INC 5.40%, due 11/01/2048 |
|
205887CE0 |
2,500,000 |
$2,332,888.67 |
0.15% |
| Credit Suisse Mortgage Trust Series 2018-J1, Class A2, Variable rate, due 02/25/2048 |
|
12653TAB7 |
2,593,844 |
$2,379,268.93 |
0.15% |
| DUKE ENERGY CAROLINAS 5.30%, due 02/15/2040 |
|
26442CAH7 |
2,340,000 |
$2,428,638.63 |
0.15% |
| Fannie Mae - CAS Series 2024-R05, Class 2A1, Variable rate, due 07/25/2044 |
|
20754XAA1 |
2,325,253 |
$2,330,333.53 |
0.15% |
| FHLMC Multifamily Structured Pass Through Certs. Series K132, Class X1, Variable rate, due 08/25/2031 |
|
3137H3EX6 |
92,083,154 |
$2,321,978.02 |
0.15% |
| Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045 |
|
3137BKYF1 |
2,632,217 |
$2,350,741.79 |
0.15% |
| GNMA Series 2018-89, Class VZ, 3.50%, due 06/20/2048 |
|
38380XKN6 |
2,584,263 |
$2,357,171.16 |
0.15% |
| PRP Advisors, LLC Series 2025-NQM3, Class A1, Variable rate, due 05/25/2070 |
|
69382NAA0 |
2,406,241 |
$2,426,442.99 |
0.15% |
| U.S. Treasury Bond, 3%, due 08/15/2048 |
|
912810SD1 |
3,000,000 |
$2,324,062.50 |
0.15% |
| Verus Securitization Trust Series 2022-2, Class A1, Variable rate, due 02/25/2067 |
|
92538XAA3 |
2,475,632 |
$2,402,960.21 |
0.15% |
| BNP PARIBAS Variable rate, due 12/05/2034 |
|
05581KAG6 |
2,000,000 |
$2,150,229.60 |
0.14% |
| Fannie Mae - CAS Series 2025-R01, Class 1A1, Variable rate, due 01/25/2045 |
|
20755JAA1 |
2,217,207 |
$2,219,738.21 |
0.14% |
| Fannie Mae - CAS Series 2025-R02, Class 1A1, Variable rate, due 02/25/2045 |
|
20754TAB8 |
2,160,844 |
$2,164,584.97 |
0.14% |
| Freddie Mac - SCRT Series 2018-1, Class MA, 3%, due 05/25/2057 |
|
35563PDZ9 |
2,369,690 |
$2,251,608.43 |
0.14% |
| HOMES Trust Series 2025-AFC2, Class A1, Variable rate, due 06/25/2060 |
|
43761YAA2 |
2,139,808 |
$2,158,267.64 |
0.14% |
| Oak Hill Credit Series 2023-15RA, Class A, Variable rate, due 07/20/2038 |
|
67121NAC6 |
2,200,000 |
$2,205,588.68 |
0.14% |
| Onslow Bay Financial LLC Series 2025-NQM6, Class A1, Variable rate, due 03/25/2065 |
|
67448UAA0 |
2,244,049 |
$2,268,540.15 |
0.14% |
| PRKCM Trust Series 2025-HOME1, Class A1A, Variable rate, due 02/25/2060 |
|
69382FAA7 |
2,156,924 |
$2,182,843.55 |
0.14% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-3A, Class A2, 5.149%, due 02/27/2034 |
|
76090QAB9 |
2,200,000 |
$2,212,144.88 |
0.14% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class A3, 4.838%, due 06/26/2034 |
|
76089KAC3 |
2,250,000 |
$2,257,298.10 |
0.14% |
| Stratus CLO Series 2025-1A, Class A2, Variable rate, due 07/15/2033 |
|
863163AC5 |
2,250,000 |
$2,250,214.74 |
0.14% |
| Toorak Mortgage Corp. Series 2022-INV1, Class A1, Variable rate, due 02/25/2057 |
|
872635AA5 |
2,407,898 |
$2,276,325.18 |
0.14% |
| Verus Securitization Trust Series 2022-1, Class A1, Variable rate, due 01/25/2067 |
|
92538WAA5 |
2,332,468 |
$2,212,953.38 |
0.14% |
| Wells Fargo Mortgage Backed Securities Trust Series 2018-1, Class B1, Variable rate, due 07/25/2047 |
|
94989UBH3 |
2,267,802 |
$2,137,391.46 |
0.14% |
| WHARF Commercial Mortgage Trust Series 2025-DC, Class A, Variable rate, due 07/15/2040 |
|
92987LAA5 |
2,175,000 |
$2,249,128.35 |
0.14% |
| AMCOR FLEXIBLES NORTH AMERICA 5.10%, due 03/17/2030 |
|
02344AAG3 |
2,000,000 |
$2,064,025.10 |
0.13% |
| AMRIZE FINANCE US LLC 4.95%, due 04/07/2030 |
|
43475RAC0 |
2,000,000 |
$2,057,463.75 |
0.13% |
| AMRIZE FINANCE US LLC 5.40%, due 04/07/2035 |
|
43475RAD8 |
2,000,000 |
$2,086,394.86 |
0.13% |
| AT&T INC 5.55%, due 11/01/2045 |
|
00206RND0 |
2,000,000 |
$2,010,598.02 |
0.13% |
| AT&T INC 5.70%, due 11/01/2054 |
|
00206RNE8 |
2,000,000 |
$2,017,207.28 |
0.13% |
| Battalion CLO LTD Series 2022-24A, Class AR, Variable rate, due 07/14/2036 |
|
07135JAJ0 |
2,000,000 |
$2,002,716.12 |
0.13% |
| BNP PARIBAS Variable rate, due 05/09/2031 |
|
09659W3D4 |
2,000,000 |
$2,046,917.82 |
0.13% |
| BX Trust Series 2025-GW, Class A, Variable rate, due 07/15/2042 |
|
12433GAA4 |
2,000,000 |
$2,005,806.80 |
0.13% |
| CENTENE CORP 3%, due 10/15/2030 |
|
15135BAW1 |
2,250,000 |
$2,022,774.23 |
0.13% |
| CIFC Funding Ltd Series 2015-4A, Class A1A2, Variable rate, due 04/20/2034 |
|
12550TAY1 |
2,000,000 |
$2,002,139.40 |
0.13% |
| CONSTELLATION BRANDS INC 4.80%, due 05/01/2030 |
|
21036PBS6 |
2,000,000 |
$2,040,670.24 |
0.13% |
| Elmwood CLO X Ltd Series 2021-3A, Class AR2, Variable rate, due 07/20/2038 |
|
29002VAW8 |
2,000,000 |
$2,006,189.40 |
0.13% |
| Fannie Mae FN AS5843, 4%, due 09/01/2045 |
|
3138WFP59 |
2,083,481 |
$2,031,960.94 |
0.13% |
| Fannie Mae FN FM9416, 3.50%, due 07/01/2045 |
|
3140XDPA8 |
2,088,914 |
$1,994,760.41 |
0.13% |
| Flagstar Mortgage Trust Series 2018-2, Class B1, Variable rate, due 04/25/2048 |
|
33851HAZ6 |
2,112,902 |
$1,986,084.80 |
0.13% |
| Garnet CLO Ltd Series 2025-2A, Class A, Variable rate, due 10/20/2038 |
|
36626CAA9 |
2,000,000 |
$2,001,000.00 |
0.13% |
| Harriman Park CLO Series 2020-1A, Class ARR, Variable rate, due 07/20/2038 |
|
413717BC2 |
2,000,000 |
$2,006,206.42 |
0.13% |
| LPL HOLDINGS INC 5.15%, due 06/15/2030 |
|
50212YAP9 |
2,000,000 |
$2,048,763.72 |
0.13% |
| MSWF Commercial Mortgage Trust Series 2023-1, Class XA, Variable rate, due 05/15/2056 |
|
55376CAP8 |
40,333,149 |
$2,043,684.68 |
0.13% |
| PRP Advisors, LLC Series 2025-RPL4, Class A1, Variable rate, due 05/25/2055 |
|
74448NAA2 |
2,117,366 |
$2,017,577.38 |
0.13% |
| Rockland Park CLO Ltd Series 2021-1A, Class A1R, Variable rate, due 07/20/2038 |
|
773663AJ8 |
2,000,000 |
$2,000,970.02 |
0.13% |
| Sixth Street CLO LTD. Series 2021-20A, Class A1R, Variable rate, due 07/17/2038 |
|
83012QAN4 |
2,000,000 |
$2,009,282.72 |
0.13% |
| U.S. Treasury Bond, 4.625%, due 02/15/2055 |
|
912810UG1 |
2,000,000 |
$2,024,687.50 |
0.13% |
| U.S. Treasury Note, 4.125%, due 05/31/2032 |
|
91282CNF4 |
2,000,000 |
$2,048,437.50 |
0.13% |
| U.S. Treasury Note, 4.375%, due 01/31/2032 |
|
91282CMK4 |
2,000,000 |
$2,077,070.32 |
0.13% |
| VERISK ANALYTICS INC 5.25%, due 03/15/2035 |
|
92345YAL0 |
2,000,000 |
$2,064,124.92 |
0.13% |
| VISTRA OPERATIONS CO LLC 5.05%, due 12/30/2026 |
|
92840VAT9 |
1,980,000 |
$2,003,946.12 |
0.13% |
| COLT Funding LLC Series 2025-4, Class A1, Variable rate, due 04/25/2070 |
|
12674HAA0 |
1,828,287 |
$1,852,766.58 |
0.12% |
| COSTAR GROUP INC 2.80%, due 07/15/2030 |
|
22160NAA7 |
2,000,000 |
$1,843,472.02 |
0.12% |
| Cross Mortgage Trust Series 2025-H3, Class A1, Variable rate, due 05/25/2070 |
|
22757EAB4 |
1,842,291 |
$1,869,936.53 |
0.12% |
| Ellington Financial Mortgage Trust Series 2024-INV2, Class A1, Variable rate, due 10/25/2069 |
|
26844LAA6 |
1,838,242 |
$1,836,695.62 |
0.12% |
| Fannie Mae Series 2025-32, Class FD, Variable rate, due 05/25/2055 |
|
3136BVXE3 |
1,864,812 |
$1,892,324.03 |
0.12% |
| FHLMC Multifamily Structured Pass Through Certs. Series K541, Class X1, Variable rate, due 02/25/2030 |
|
3137HLXX5 |
73,537,478 |
$1,866,079.69 |
0.12% |
| Freddie Mac FG Q43173, 3%, due 09/01/2046 |
|
3132WGQ34 |
2,004,733 |
$1,841,635.35 |
0.12% |
| Freddie Mac Series 4639, Class HZ, Variable rate, due 04/15/2053 |
|
3137BTEH0 |
2,229,057 |
$1,891,517.03 |
0.12% |
| GARTNER INC 3.75%, due 10/01/2030 |
|
366651AE7 |
1,985,000 |
$1,885,704.35 |
0.12% |
| MFRA Trust Series 2025-NQM1, Class A1, Variable rate, due 03/25/2070 |
|
55287JAA4 |
1,818,188 |
$1,831,687.78 |
0.12% |
| New Residential Mortgage Loan Trust Series 2016-3A, Class B1, Variable rate, due 09/25/2056 |
|
64829HAM9 |
1,974,991 |
$1,939,780.57 |
0.12% |
| Onslow Bay Financial LLC Series 2025-NQM13, Class A1, Variable rate, due 05/25/2065 |
|
67121UAA4 |
1,923,358 |
$1,941,534.82 |
0.12% |
| Towd Point Mortgage Trust Series 2019-HY2, Class A1, Variable rate, due 05/25/2058 |
|
89177HAA0 |
1,862,688 |
$1,906,713.62 |
0.12% |
| arbor multifamily mortgage securities trust Series 2021-MF2, Class A4, 2.2515%, due 06/15/2054 |
|
03881VAG4 |
1,860,000 |
$1,675,902.41 |
0.11% |
| BSTN Commercial Mortgage Trust Series 2025-1C, Class A, Variable rate, due 06/15/2044 |
|
05615EAA3 |
1,700,000 |
$1,765,756.00 |
0.11% |
| CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 |
|
21873LAA1 |
1,745,396 |
$1,718,292.34 |
0.11% |
| Fannie Mae FN MA4025, 2.50%, due 05/01/2050 |
|
31418DPK2 |
2,088,595 |
$1,772,627.36 |
0.11% |
| FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030 |
|
3137FWG95 |
33,992,246 |
$1,756,399.76 |
0.11% |
| Freddie Mac - STACR Series 2025-HQA1, Class A1, Variable rate, due 02/25/2045 |
|
35564NGY3 |
1,656,250 |
$1,658,096.39 |
0.11% |
| Gracie Point International Funding Series 2024-1A, Class A, Variable rate, due 03/01/2028 |
|
38410KAA7 |
1,802,000 |
$1,805,373.53 |
0.11% |
| Hilton USA Trust Series 2025-NVIL, Class A, Variable rate, due 07/15/2042 |
|
432826AA3 |
1,700,000 |
$1,707,189.47 |
0.11% |
| MFRA Trust Series 2023-INV2, Class A1, Variable rate, due 10/25/2058 |
|
59319BAA5 |
1,678,629 |
$1,696,315.47 |
0.11% |
| ORACLE CORP 5.20%, due 09/26/2035 |
|
68389XDM4 |
1,750,000 |
$1,758,586.18 |
0.11% |
| Starwood Mortgage Residential Trust Series 2022-3, Class A1, Variable rate, due 03/25/2067 |
|
85571RAA8 |
1,765,949 |
$1,762,141.95 |
0.11% |
| Towd Point Mortgage Trust Series 2022-1, Class A1, Variable rate, due 07/25/2062 |
|
89170VAA6 |
1,782,487 |
$1,726,631.97 |
0.11% |
| CBAM CLO Management Series 2018-7A, Class B1, Variable rate, due 07/20/2031 |
|
12482JAC4 |
1,495,000 |
$1,499,694.15 |
0.10% |
| Credit Suisse Mortgage Trust Series 2021-RPL6, Class A1, Variable rate, due 10/25/2060 |
|
12657GAA3 |
1,658,771 |
$1,520,612.55 |
0.10% |
| Fannie Mae FN BM7345, 4.50%, due 03/01/2050 |
|
3140JCET7 |
1,614,394 |
$1,561,989.63 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031 |
|
3137H1YX8 |
34,237,060 |
$1,646,107.58 |
0.10% |
| Freddie Mac - SCRT Series 2017-2, Class MA, 3%, due 08/25/2056 |
|
35563PBC2 |
1,706,646 |
$1,618,217.87 |
0.10% |
| FREMF Mortgage Trust Series 2018-K156, Class X2A, 0.10%, due 07/25/2036 |
|
302957AL9 |
321,500,557 |
$1,613,257.65 |
0.10% |
| GARTNER INC 4.50%, due 07/01/2028 |
|
366651AC1 |
1,635,000 |
$1,629,115.66 |
0.10% |
| Generate CLO Ltd. Series 2024-16A, Class A1, Variable rate, due 07/20/2037 |
|
37149YAC3 |
1,600,000 |
$1,608,274.98 |
0.10% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
30,324,073 |
$1,530,777.39 |
0.10% |
| INT Commercial Mortgage Trust Series 2025-PLAZA, Class A, Variable rate, due 11/05/2037 |
|
44989YAA6 |
1,500,000 |
$1,514,019.78 |
0.10% |
| JP Morgan Mortgage Trust Series 2019-INV1, Class B1, Variable rate, due 10/25/2049 |
|
46591DAX7 |
1,630,724 |
$1,618,684.78 |
0.10% |
| NY Commercial Mortgage Trust Series 2025-299P, Class A, Variable rate, due 02/10/2035 |
|
62957FAA7 |
1,520,000 |
$1,616,053.82 |
0.10% |
| PFS Financing Corp. Series 2025-D, Class A, 4.521%, due 05/15/2030 |
|
69335PFY6 |
1,500,000 |
$1,517,410.20 |
0.10% |
| PRP Advisors, LLC Series 2025-RCF5, Class A1, Variable rate, due 10/25/2055 |
|
69384AAA6 |
1,575,000 |
$1,578,920.96 |
0.10% |
| Silver Point CLO, Ltd Series 2025-9A, Class A1, Variable rate, due 03/31/2038 |
|
82809VAA0 |
1,500,000 |
$1,505,138.63 |
0.10% |
| THE CAMPBELLS COMPANY 5.40%, due 03/21/2034 |
|
134429BP3 |
1,470,000 |
$1,524,194.02 |
0.10% |
| THE CIGNA GROUP 4.80%, due 07/15/2046 |
|
125523CF5 |
1,750,000 |
$1,609,943.04 |
0.10% |
| U.S. Treasury Bond, 3%, due 02/15/2048 |
|
912810SA7 |
2,000,000 |
$1,556,406.24 |
0.10% |
| U.S. Treasury Note, 3.625%, due 09/30/2031 |
|
91282CLM1 |
1,500,000 |
$1,497,919.92 |
0.10% |
| WELLS FARGO & COMPANY Variable rate, due 07/25/2033 |
|
95000U3B7 |
1,500,000 |
$1,535,827.53 |
0.10% |
| AON GLOBAL LTD 4.75%, due 05/15/2045 |
|
00185AAH7 |
1,530,000 |
$1,409,432.86 |
0.09% |
| ARTHUR J GALLAGHER & CO 5.15%, due 02/15/2035 |
|
04316JAN9 |
1,330,000 |
$1,358,972.46 |
0.09% |
| Barclays Commercial Mortgage Securities LLC Series 2023-C20, Class A5, 5.576%, due 07/15/2056 |
|
07336DAW1 |
1,392,000 |
$1,477,436.51 |
0.09% |
| BRAVO Residential Funding Trust Series 2025-NQM3, Class A1, Variable rate, due 05/01/2055 |
|
105927AC1 |
1,368,855 |
$1,381,770.28 |
0.09% |
| BX Trust Series 2021-ARIA, Class A, Variable rate, due 10/15/2036 |
|
05608RAA3 |
1,480,000 |
$1,477,198.80 |
0.09% |
| ELEVANCE HEALTH INC 4.65%, due 01/15/2043 |
|
94973VBB2 |
1,475,000 |
$1,354,354.19 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 |
|
3137FMTU6 |
26,548,499 |
$1,379,529.02 |
0.09% |
| Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058 |
|
35563PJF7 |
1,521,389 |
$1,487,112.22 |
0.09% |
| LV Trust Series 2024-SHOW, Class A, Variable rate, due 10/10/2041 |
|
50245XAA5 |
1,400,000 |
$1,426,982.20 |
0.09% |
| ORACLE CORP 5.375%, due 09/27/2054 |
|
68389XCU7 |
1,630,000 |
$1,487,284.76 |
0.09% |
| PRP Advisors, LLC Series 2025-RCF4, Class A1, Variable rate, due 08/25/2055 |
|
69382WAA0 |
1,461,865 |
$1,453,490.48 |
0.09% |
| THE CIGNA GROUP 4.80%, due 08/15/2038 |
|
125523AJ9 |
1,500,000 |
$1,457,176.95 |
0.09% |
| Bank Series 2020-BN29, Class A4, 1.997%, due 11/15/2053 |
|
06541TBF5 |
1,486,830 |
$1,308,047.76 |
0.08% |
| Credit Suisse Mortgage Trust Series 2019-UVIL, Class A, 3.1595%, due 12/15/2041 |
|
12656DAA1 |
1,300,000 |
$1,225,996.59 |
0.08% |
| Freddie Mac - SCRT Series 2018-1, Class MT, 3%, due 05/25/2057 |
|
35563PDY2 |
1,392,838 |
$1,201,384.00 |
0.08% |
| Freddie Mac - STACR Series 2025-DNA1, Class A1, Variable rate, due 01/25/2045 |
|
35564NFY4 |
1,250,000 |
$1,251,411.12 |
0.08% |
| Freddie Mac FR RE6076, 2%, due 12/01/2050 |
|
3133N3XD1 |
1,595,916 |
$1,282,640.43 |
0.08% |
| JW Commercial Mortgage Trust Series 2024-BERY, Class A, Variable rate, due 11/15/2039 |
|
46676AAA1 |
1,240,000 |
$1,243,327.42 |
0.08% |
| NRTH PARK Mortgage Trust Series 2025-PARK, Class A, Variable rate, due 10/15/2040 |
|
669985AA1 |
1,313,500 |
$1,313,874.61 |
0.08% |
| Research-Driven Pagaya Motor Asset Trust I Series 2023-3A, Class A, 7.13%, due 01/26/2032 |
|
76089RAA2 |
1,264,864 |
$1,265,167.07 |
0.08% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-1A, Class A, 5.044%, due 06/27/2033 |
|
76089YAA7 |
1,180,994 |
$1,183,676.98 |
0.08% |
| STATE STREET CORP Variable rate, due 10/23/2036 |
|
857477DE0 |
1,250,000 |
$1,253,606.69 |
0.08% |
| U.S. Treasury Bond, 0%, due 05/15/2036 |
|
912833Y20 |
2,009,000 |
$1,292,653.32 |
0.08% |
| Verus Securitization Trust Series 2025-3, Class A1, Variable rate, due 05/25/2070 |
|
924928AA2 |
1,309,865 |
$1,326,449.22 |
0.08% |
| VICI PROPERTIES LP 4.95%, due 02/15/2030 |
|
925650AC7 |
1,295,000 |
$1,317,418.14 |
0.08% |
| BACARDI-MARTINI BV 5.55%, due 02/01/2030 |
|
05634WAA0 |
1,000,000 |
$1,040,247.80 |
0.07% |
| BRAVO Residential Funding Trust Series 2022-NQM1, Class A1, Variable rate, due 09/25/2061 |
|
10569FAA6 |
1,085,404 |
$1,080,914.17 |
0.07% |
| BROWN & BROWN INC 6.25%, due 06/23/2055 |
|
115236AN1 |
1,000,000 |
$1,075,116.30 |
0.07% |
| CREDIT AGRICOLE SA Variable rate, due 01/10/2030 |
|
22535WAK3 |
1,000,000 |
$1,033,989.77 |
0.07% |
| DUKE ENERGY PROGRESS LLC 5.55%, due 03/15/2055 |
|
26442UAV6 |
1,000,000 |
$1,033,766.55 |
0.07% |
| Fannie Mae FN MA1582, 3.50%, due 09/01/2043 |
|
31418AXL7 |
1,101,694 |
$1,055,382.40 |
0.07% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 05/01/2055 |
|
01F0526C1 |
1,110,000 |
$1,123,313.34 |
0.07% |
| Fannie Mae Series 2015-65, Class CZ, 3.50%, due 09/25/2045 |
|
3136AP3N0 |
1,283,968 |
$1,140,821.18 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 |
|
3137FTZS9 |
18,868,746 |
$1,123,992.35 |
0.07% |
| FIFTH THIRD BANCORP Variable rate, due 07/28/2030 |
|
316773DG2 |
1,010,000 |
$1,024,329.52 |
0.07% |
| FLUTTER TREASURY DAC 6.375%, due 04/29/2029 |
|
344045AA7 |
1,105,000 |
$1,146,122.57 |
0.07% |
| Freddie Mac - SCRT Series 2017-1, Class HA, Variable rate, due 01/25/2056 |
|
35563PAP4 |
1,154,381 |
$1,092,980.72 |
0.07% |
| GLS Auto Select Receivables Trust Series 2023-1A, Class A3, 5.96%, due 10/16/2028 |
|
36267FAE8 |
1,058,112 |
$1,067,414.72 |
0.07% |
| JP Morgan Mortgage Trust Series 2019-6, Class B1, Variable rate, due 12/25/2049 |
|
46651BAY6 |
1,116,206 |
$1,065,951.18 |
0.07% |
| KRAFT HEINZ FOODS CO 5.20%, due 03/15/2032 |
|
50077LBM7 |
1,000,000 |
$1,034,341.40 |
0.07% |
| MARS INC 5.20%, due 03/01/2035 |
|
571676BA2 |
1,000,000 |
$1,037,918.17 |
0.07% |
| Onslow Bay Financial LLC Series 2019-EXP3, Class 2A1B, Variable rate, due 10/25/2059 |
|
67113ABA7 |
1,067,322 |
$1,068,890.41 |
0.07% |
| ORACLE CORP 5.50%, due 08/03/2035 |
|
68389XDA0 |
1,000,000 |
$1,029,115.19 |
0.07% |
| ORACLE CORP 6.125%, due 07/08/2039 |
|
68389XAH8 |
1,105,000 |
$1,168,836.70 |
0.07% |
| U.S. Treasury Bond, 0%, due 11/15/2033 |
|
9128337U8 |
1,520,000 |
$1,107,979.45 |
0.07% |
| UBS Commercial Mortgage Trust Series 2019-C17, Class XA, Variable rate, due 10/15/2052 |
|
90278MBB2 |
22,291,806 |
$1,039,143.68 |
0.07% |
| ALCON FINANCE CORP 5.375%, due 12/06/2032 |
|
01400EAE3 |
910,000 |
$960,591.42 |
0.06% |
| ATLASSIAN CORPORATION 5.50%, due 05/15/2034 |
|
049468AB7 |
850,000 |
$884,519.74 |
0.06% |
| BROWN & BROWN INC 4.95%, due 03/17/2052 |
|
115236AF8 |
1,000,000 |
$899,822.45 |
0.06% |
| CHARLES RIVER LABORATORIES 3.75%, due 03/15/2029 |
|
159864AG2 |
975,000 |
$935,288.06 |
0.06% |
| Chase Auto Owner Trust Series 2022-AA, Class A4, 3.99%, due 03/27/2028 |
|
16144JAD3 |
876,000 |
$875,084.14 |
0.06% |
| CONAGRA BRANDS INC 5.30%, due 11/01/2038 |
|
205887CD2 |
970,000 |
$947,423.03 |
0.06% |
| Fannie Mae Series 2024-39, Class AV, 3%, due 11/25/2033 |
|
3136BSDB8 |
976,270 |
$934,690.28 |
0.06% |
| Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 |
|
35564CSK4 |
940,465 |
$956,326.48 |
0.06% |
| Freddie Mac Series 5478, Class NF, Variable rate, due 12/25/2054 |
|
3137HHSZ5 |
939,485 |
$945,442.02 |
0.06% |
| GLS Auto Receivables Trust Series 2024-3A, Class A3, 5.02%, due 04/17/2028 |
|
37989AAE4 |
900,000 |
$902,299.14 |
0.06% |
| GOLDMAN SACHS GROUP INC Variable rate, due 02/24/2033 |
|
38141GZM9 |
1,000,000 |
$924,471.40 |
0.06% |
| GS Mortgage Securities Trust Series 2024-FAIR, Class A, Variable rate, due 07/15/2029 |
|
36270JAA3 |
975,000 |
$1,007,167.98 |
0.06% |
| HCA INC 4.625%, due 03/15/2052 |
|
404119CL1 |
1,085,000 |
$919,159.93 |
0.06% |
| Home Partners of America Trust Series 2020-2, Class A, 1.532%, due 01/17/2041 |
|
437301AA2 |
955,979 |
$886,894.95 |
0.06% |
| HUNTINGTON BANCSHARES Variable rate, due 05/17/2033 |
|
446150BA1 |
1,000,000 |
$1,014,366.96 |
0.06% |
| MOLSON COORS BEVERAGE CO 4.20%, due 07/15/2046 |
|
60871RAH3 |
1,145,000 |
$952,223.04 |
0.06% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class A1, Variable rate, due 02/25/2065 |
|
617946AA6 |
950,000 |
$931,583.49 |
0.06% |
| ORACLE CORP 5.95%, due 09/26/2055 |
|
68389XDR3 |
1,000,000 |
$987,847.92 |
0.06% |
| Pagaya AI Debt Selection Trust Series 2024-10, Class A, 5.183%, due 06/15/2032 |
|
69544MAA7 |
874,000 |
$878,970.90 |
0.06% |
| Pagaya AI Debt Selection Trust Series 2024-11, Class A, 5.092%, due 07/15/2032 |
|
69544AAA3 |
987,696 |
$992,864.53 |
0.06% |
| Pagaya AI Debt Selection Trust Series 2025-4, Class A2, 5.373%, due 01/17/2033 |
|
69547DAB2 |
1,000,000 |
$1,009,463.80 |
0.06% |
| PFS Financing Corp. Series 2025-C, Class A, 0%, due 04/16/2029 |
|
69335PFW0 |
1,000,000 |
$1,004,276.30 |
0.06% |
| PRKCM Trust Series 2025-HOME1, Class A1B, Variable rate, due 02/25/2060 |
|
69382FAB5 |
915,891 |
$928,642.83 |
0.06% |
| PRP Advisors, LLC Series 2025-RPL3, Class A1, Variable rate, due 04/25/2055 |
|
69392NAA8 |
941,163 |
$911,611.04 |
0.06% |
| U.S. Treasury Bond, 3.25%, due 05/15/2042 |
|
912810TH1 |
1,136,000 |
$977,647.81 |
0.06% |
| WASTE MANAGEMENT INC 5.35%, due 10/15/2054 |
|
94106LCF4 |
1,000,000 |
$1,007,859.19 |
0.06% |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A5, 2.7563%, due 05/15/2053 |
|
03881BAE3 |
772,250 |
$726,591.72 |
0.05% |
| ASHTEAD CAPITAL INC 4.375%, due 08/15/2027 |
|
045054AF0 |
750,000 |
$750,025.89 |
0.05% |
| Bank Series 2019-BN19, Class XA, Variable rate, due 08/15/2061 |
|
06540WBH5 |
28,949,006 |
$851,126.84 |
0.05% |
| BMO Mortgage Trust Series 2024-C9, Class A5, 5.7592%, due 07/15/2057 |
|
05593MAD5 |
750,000 |
$807,948.30 |
0.05% |
| BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 |
|
12430BAE0 |
765,000 |
$807,528.26 |
0.05% |
| CONSTELLATION BRANDS INC 5.25%, due 11/15/2048 |
|
21036PBD9 |
820,000 |
$784,752.98 |
0.05% |
| CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 |
|
21873BAA3 |
739,193 |
$715,283.21 |
0.05% |
| Freddie Mac FR RB5112, 2.50%, due 05/01/2041 |
|
3133KYVD8 |
785,752 |
$719,381.03 |
0.05% |
| Freddie Mac Multiclass Certificates Series 2019-RR01, Class X, Variable rate, due 06/25/2028 |
|
3137FQ3M3 |
23,500,000 |
$779,027.35 |
0.05% |
| Freddie Mac Multiclass Certificates Series 2020-RR14, Class X, Variable rate, due 03/27/2034 |
|
3137F85E9 |
5,778,199 |
$772,988.39 |
0.05% |
| HCA INC 5.375%, due 09/01/2026 |
|
404121AH8 |
765,000 |
$768,003.40 |
0.05% |
| Hilton USA Trust Series 2016-HHV, Class A, 3.719%, due 11/05/2038 |
|
43300LAA8 |
845,000 |
$838,014.81 |
0.05% |
| JP Morgan Mortgage Trust Series 2019-INV3, Class A1, Variable rate, due 05/25/2050 |
|
46591LBF7 |
918,117 |
$839,115.94 |
0.05% |
| Pagaya AI Debt Selection Trust Series 2025-2, Class A, Variable rate, due 10/15/2032 |
|
69545GAF8 |
728,303 |
$731,177.28 |
0.05% |
| PRP Advisors, LLC Series 2024-RPL2, Class A1, Variable rate, due 05/25/2054 |
|
69381DAA3 |
757,800 |
$740,897.37 |
0.05% |
| Sound Point CLO LTD Series 2020-3A, Class A1R, Variable rate, due 01/25/2032 |
|
83615CAL0 |
847,961 |
$848,810.42 |
0.05% |
| TORONTO-DOMINION BANK 4.928%, due 10/15/2035 |
|
89115KAJ9 |
800,000 |
$810,998.38 |
0.05% |
| Towd Point Mortgage Trust Series 2022-2, Class A1, Variable rate, due 07/01/2062 |
|
89180HAA5 |
792,174 |
$761,421.73 |
0.05% |
| U.S. Treasury Bond, 2.75%, due 08/15/2047 |
|
912810RY6 |
1,130,000 |
$843,748.05 |
0.05% |
| VISTRA OPERATIONS CO LLC 4.60%, due 10/15/2030 |
|
92840VAV4 |
750,000 |
$753,019.50 |
0.05% |
| Wells Fargo Commercial Mortgage Trust Series 2019-C49, Class XA, Variable rate, due 03/15/2052 |
|
95001WBC1 |
26,502,472 |
$810,978.28 |
0.05% |
| American Heritage Auto Receivables Trust Series 2024-1A, Class A3, 4.90%, due 09/17/2029 |
|
026944AC2 |
640,000 |
$646,390.02 |
0.04% |
| Chase Mortgage Finance Corporation Series 2019-ATR2, Class B1, Variable rate, due 07/25/2049 |
|
16159GAY5 |
592,183 |
$559,810.06 |
0.04% |
| CHI Commercial Mortgage Trust Series 2025-SFT, Class XA, Variable rate, due 04/15/2042 |
|
16706GAC1 |
62,200,000 |
$594,563.58 |
0.04% |
| Citigroup Commercial Mortgage Trust Series 2018-C5, Class A3, 3.963%, due 06/10/2051 |
|
17291DAC7 |
573,971 |
$571,411.27 |
0.04% |
| Citigroup Commercial Mortgage Trust Series 2019-GC43, Class AAB, 2.959%, due 11/10/2052 |
|
17328HBE0 |
643,819 |
$628,682.38 |
0.04% |
| COLT Funding LLC Series 2021-6, Class A1, Variable rate, due 12/25/2066 |
|
12658YAA3 |
656,665 |
$604,836.89 |
0.04% |
| CONSTELLATION SOFTWARE 5.461%, due 02/16/2034 |
|
21037XAD2 |
670,000 |
$689,263.95 |
0.04% |
| Credit Suisse Mortgage Trust Series 2018-RPL9, Class A, Variable rate, due 09/25/2057 |
|
12654PAE8 |
684,220 |
$665,708.98 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K101, Class X1, Variable rate, due 10/25/2029 |
|
3137FQ4B6 |
23,747,730 |
$687,290.17 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-167, Class XAM, Variable rate, due 11/25/2034 |
|
3137HHUL3 |
22,349,000 |
$665,329.73 |
0.04% |
| FIDELITY NATL INFO SERV 3.10%, due 03/01/2041 |
|
31620MBU9 |
905,000 |
$696,632.13 |
0.04% |
| Freddie Mac - SCRT Series 2018-3, Class HA, 3%, due 08/25/2057 |
|
35563PGB9 |
669,591 |
$631,180.66 |
0.04% |
| Freddie Mac - STACR Series 2024-HQA2, Class A1, Variable rate, due 08/25/2044 |
|
35564NDY6 |
693,333 |
$697,298.61 |
0.04% |
| Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 |
|
3132AA2H6 |
635,114 |
$604,808.70 |
0.04% |
| JP Morgan Mortgage Trust Series 2017-6, Class A7, Variable rate, due 12/25/2048 |
|
46649HAG7 |
693,923 |
$637,982.45 |
0.04% |
| MARRIOTT INTERNATIONAL 5.10%, due 04/15/2032 |
|
571903BT9 |
600,000 |
$622,163.80 |
0.04% |
| OSCAR US Funding Trust Series 2023-1A, Class A3, 5.81%, due 12/10/2027 |
|
68785CAC5 |
597,254 |
$602,040.34 |
0.04% |
| OZLM Ltd Series 2019-24A, Class A1AR, Variable rate, due 07/20/2032 |
|
67113DAW4 |
660,209 |
$660,924.37 |
0.04% |
| PRP Advisors, LLC Series 2023-NQM3, Class A1, Variable rate, due 11/25/2068 |
|
69380TAA9 |
699,057 |
$706,049.47 |
0.04% |
| THE BOEING CO 6.625%, due 02/15/2038 |
|
097023AS4 |
500,000 |
$564,794.23 |
0.04% |
| U.S. Treasury Bond, 0%, due 08/15/2036 |
|
9128337E4 |
1,000,000 |
$635,639.80 |
0.04% |
| ARTHUR J GALLAGHER & CO 6.50%, due 02/15/2034 |
|
04316JAF6 |
395,000 |
$443,379.19 |
0.03% |
| ARTHUR J GALLAGHER & CO 6.75%, due 02/15/2054 |
|
04316JAG4 |
380,000 |
$435,865.55 |
0.03% |
| BENCHMARK Mortgage Trust Series 2020-B21, Class XA, Variable rate, due 12/17/2053 |
|
08163LAL3 |
8,725,456 |
$477,712.61 |
0.03% |
| BRAVO Residential Funding Trust Series 2019-1, Class A3, 3.50%, due 03/25/2058 |
|
10568GAG2 |
500,000 |
$434,617.95 |
0.03% |
| Cantor Commercial Real Estate Lending Series 2019-CF1, Class A2, 3.6234%, due 05/15/2052 |
|
12529MAB4 |
559,009 |
$546,583.07 |
0.03% |
| Citigroup Mortgage Loan Trust Inc Series 2014-A, Class B3, Variable rate, due 01/25/2035 |
|
17322GAE9 |
442,112 |
$439,837.00 |
0.03% |
| CoreVest American Finance Ltd Series 2019-3, Class A, 2.705%, due 10/15/2052 |
|
21872NAA8 |
435,905 |
$434,559.08 |
0.03% |
| DTE ELECTRIC CO 5.85%, due 05/15/2055 |
|
23338VAZ9 |
500,000 |
$539,897.92 |
0.03% |
| ELEVANCE HEALTH INC 5.125%, due 02/15/2053 |
|
28622HAC5 |
525,000 |
$492,292.78 |
0.03% |
| Fannie Mae FN 310208, 3%, due 03/01/2048 |
|
31374CR57 |
461,464 |
$415,111.53 |
0.03% |
| Fannie Mae FN 310211, 3.50%, due 07/01/2048 |
|
31374CR81 |
450,597 |
$423,293.12 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K116, Class X1, Variable rate, due 07/25/2030 |
|
3137FWHV5 |
7,817,929 |
$423,505.83 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG03, Class X1, Variable rate, due 06/25/2030 |
|
3137FVEE8 |
8,470,992 |
$434,179.83 |
0.03% |
| First Trust AAA CMBS ETF |
CAAA |
33738D762 |
20,000 |
$412,000.00 |
0.03% |
| FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 |
|
34411YAA5 |
576,256 |
$541,103.47 |
0.03% |
| Freddie Mac - SCRT Series 2019-4, Class HA, 3%, due 02/25/2059 |
|
35563PMF3 |
569,549 |
$529,423.75 |
0.03% |
| Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029 |
|
35564CCZ8 |
441,221 |
$423,908.65 |
0.03% |
| Freddie Mac - SLST Series 2020-2, Class AC, 2%, due 09/25/2030 |
|
35564CGW1 |
574,248 |
$523,950.51 |
0.03% |
| Freddie Mac FR SD7550, 3%, due 02/01/2052 |
|
3132DVL78 |
580,470 |
$529,665.76 |
0.03% |
| GCAT Series 2019-RPL1, Class A1, Variable rate, due 10/25/2068 |
|
36167CAA4 |
464,991 |
$454,550.12 |
0.03% |
| JP Morgan Mortgage Trust Series 2019-INV3, Class A3, Variable rate, due 05/25/2050 |
|
46591LAC5 |
540,945 |
$494,398.07 |
0.03% |
| JP Morgan Mortgage Trust Series 2020-LTV2, Class B1, Variable rate, due 11/25/2050 |
|
46653LCA2 |
485,264 |
$450,736.84 |
0.03% |
| MSCI INC 4%, due 11/15/2029 |
|
55354GAH3 |
550,000 |
$540,050.03 |
0.03% |
| ORACLE CORP 6.25%, due 11/09/2032 |
|
68389XCJ2 |
400,000 |
$434,024.48 |
0.03% |
| PRP Advisors, LLC Series 2024-RPL4, Class A1, Variable rate, due 12/25/2054 |
|
74448MAA4 |
552,442 |
$543,335.49 |
0.03% |
| Signal Peak CLO, LLC Series 2016-3A, Class AR3, Variable rate, due 01/23/2037 |
|
82672NAA2 |
490,000 |
$492,331.77 |
0.03% |
| Silver Point CLO, Ltd Series 2024-7A, Class A1, Variable rate, due 01/15/2038 |
|
82808UAA3 |
500,000 |
$501,716.14 |
0.03% |
| THE BOEING CO 3.55%, due 03/01/2038 |
|
097023BY0 |
500,000 |
$425,999.09 |
0.03% |
| U.S. Treasury Bond, 0%, due 02/15/2041 |
|
912834JP4 |
1,000,000 |
$498,675.43 |
0.03% |
| U.S. Treasury Note, 2.75%, due 08/15/2032 |
|
91282CFF3 |
510,000 |
$480,127.15 |
0.03% |
| VERISK ANALYTICS INC 5.50%, due 06/15/2045 |
|
92345YAE6 |
510,000 |
$516,971.31 |
0.03% |
| Wells Fargo Commercial Mortgage Trust Series 2020-C58, Class A3, 1.81%, due 07/15/2053 |
|
95002UAD3 |
436,376 |
$396,752.86 |
0.03% |
| AT&T INC 4.75%, due 05/15/2046 |
|
00206RCQ3 |
405,000 |
$367,500.98 |
0.02% |
| BACARDI LTD / MARTINI BV 5.25%, due 01/15/2029 |
|
05635JAA8 |
240,000 |
$246,734.47 |
0.02% |
| Bank Series 2020-BN26, Class A3, 2.155%, due 03/15/2063 |
|
06540JBB7 |
325,000 |
$298,101.28 |
0.02% |
| Bank Series 2020-BN29, Class XA, Variable rate, due 11/15/2053 |
|
06541TBL2 |
6,900,365 |
$364,348.25 |
0.02% |
| BERRY GLOBAL INC 5.65%, due 01/15/2034 |
|
08576PAQ4 |
300,000 |
$316,073.40 |
0.02% |
| Capital Street Master Trust Series 2024-1, Class A, Variable rate, due 10/18/2028 |
|
14051LAA0 |
250,000 |
$250,730.45 |
0.02% |
| Chase Mortgage Finance Corporation Series 2019-ATR2, Class B2, Variable rate, due 07/25/2049 |
|
16159GAZ2 |
377,971 |
$356,353.78 |
0.02% |
| CONSTELLATION BRANDS INC 4.50%, due 05/09/2047 |
|
21036PAT5 |
425,000 |
$367,877.34 |
0.02% |
| Deutsche Bank Commercial Mortgage Trust Series 2020-C9, Class A5, 1.926%, due 08/15/2053 |
|
233063AT3 |
400,000 |
$359,951.28 |
0.02% |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 |
|
31573TAD0 |
289,000 |
$280,646.92 |
0.02% |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 |
|
3140FXGR7 |
240,532 |
$241,003.09 |
0.02% |
| Fannie Mae FN BM7521, 3.50%, due 10/01/2048 |
|
3140JCLB8 |
338,302 |
$319,960.47 |
0.02% |
| Fannie Mae FN FM9712, 3.50%, due 11/01/2050 |
|
3140XDYJ9 |
349,778 |
$332,038.12 |
0.02% |
| Fannie Mae Series 2018-45, Class FT, Variable rate, due 06/25/2048 |
|
3136B2GN6 |
266,954 |
$258,792.46 |
0.02% |
| Fannie Mae Series 2020-47, Class FA, Variable rate, due 07/25/2050 |
|
3136BATB0 |
321,073 |
$312,851.16 |
0.02% |
| Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053 |
|
3136BRLB1 |
349,423 |
$304,037.66 |
0.02% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-2, Class A, Variable rate, due 08/01/2054 |
|
307910AC3 |
320,807 |
$319,153.74 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K103, Class A1, 2.312%, due 06/25/2029 |
|
3137FQKM4 |
377,203 |
$367,326.01 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K104, Class X1, Variable rate, due 01/25/2030 |
|
3137FREK3 |
9,958,854 |
$393,924.48 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K104, Class XAM, Variable rate, due 01/25/2030 |
|
3137FREM9 |
5,200,000 |
$276,538.60 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K118, Class X1, Variable rate, due 09/25/2030 |
|
3137F62P1 |
8,363,336 |
$324,396.22 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031 |
|
3137H73N1 |
269,233 |
$253,101.69 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-165, Class XAM, Variable rate, due 09/25/2034 |
|
3137HHJ44 |
4,437,000 |
$310,831.82 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 |
|
3137F84T7 |
9,715,538 |
$335,329.85 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ51, Class A2, Variable rate, due 01/25/2032 |
|
3137HH6L0 |
325,000 |
$334,172.12 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ52, Class A2, 4.758%, due 01/25/2032 |
|
3137HHUT6 |
300,000 |
$309,422.79 |
0.02% |
| Freddie Mac - SCRT Series 2018-3, Class MA, Variable rate, due 08/25/2057 |
|
35563PGG8 |
369,352 |
$360,088.47 |
0.02% |
| Freddie Mac - SCRT Series 2019-4, Class MA, 3%, due 02/25/2059 |
|
35563PML0 |
385,630 |
$359,043.91 |
0.02% |
| Freddie Mac Multiclass Certificates Series 2020-RR07, Class BX, Variable rate, due 10/27/2028 |
|
3137FRVE8 |
5,795,000 |
$378,538.20 |
0.02% |
| Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050 |
|
3137FQVN0 |
383,328 |
$373,970.92 |
0.02% |
| GS Mortgage Securities Trust Series 2017-GS5, Class AAB, 3.467%, due 03/10/2050 |
|
36252HAE1 |
309,906 |
$308,363.52 |
0.02% |
| LLOYDS BANKING GROUP PLC Variable rate, due 01/05/2035 |
|
53944YAX1 |
345,000 |
$365,130.91 |
0.02% |
| Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 |
|
59166DAA5 |
336,497 |
$330,375.31 |
0.02% |
| Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061 |
|
67115DAA0 |
275,825 |
$239,325.91 |
0.02% |
| Pagaya AI Debt Selection Trust Series 2024-9, Class A, 5.065%, due 03/15/2032 |
|
69546QAA6 |
269,543 |
$270,363.44 |
0.02% |
| Steele Creek CLO Ltd Series 2018-1A, Class B, Variable rate, due 04/15/2031 |
|
85815CAC3 |
250,000 |
$250,595.35 |
0.02% |
| Trinitas CLO Ltd Series 2024-28A, Class A1, Variable rate, due 04/25/2037 |
|
89640FAA3 |
320,000 |
$321,560.30 |
0.02% |
| U.S. Treasury Bond, 3.375%, due 11/15/2048 |
|
912810SE9 |
395,000 |
$326,754.49 |
0.02% |
| U.S. Treasury Bond, 4%, due 11/15/2042 |
|
912810TM0 |
300,000 |
$283,839.84 |
0.02% |
| U.S. Treasury Bond, 4%, due 11/15/2052 |
|
912810TL2 |
300,000 |
$273,533.20 |
0.02% |
| U.S. Treasury Bond, 4.375%, due 08/15/2043 |
|
912810TU2 |
300,000 |
$296,250.00 |
0.02% |
| U.S. Treasury Bond, 4.50%, due 08/15/2039 |
|
912810QC5 |
300,000 |
$308,244.14 |
0.02% |
| UNITEDHEALTH GROUP INC 5.875%, due 02/15/2053 |
|
91324PES7 |
365,000 |
$385,024.12 |
0.02% |
| VICI PROPERTIES LP 4.75%, due 04/01/2028 |
|
925650AJ2 |
278,000 |
$281,792.69 |
0.02% |
| Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065 |
|
92838WAD6 |
270,000 |
$268,064.40 |
0.02% |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class AS, Variable rate, due 05/15/2053 |
|
03881BAJ2 |
125,000 |
$116,980.65 |
0.01% |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class XA, Variable rate, due 05/15/2053 |
|
03881BAW3 |
3,155,424 |
$106,207.17 |
0.01% |
| Arroyo Mortgage Trust Series 2020-1, Class A1A, 1.662%, due 03/25/2055 |
|
04285CAA9 |
139,351 |
$135,186.85 |
0.01% |
| Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063 |
|
06540JBM3 |
4,796,615 |
$186,491.91 |
0.01% |
| BMO Mortgage Trust Series 2023-C6, Class ASB, 6.2118%, due 09/15/2056 |
|
055985AF2 |
115,000 |
$124,300.20 |
0.01% |
| BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057 |
|
09660QAU8 |
5,824,000 |
$187,599.78 |
0.01% |
| BRAVO Residential Funding Trust Series 2019-2, Class A3, Variable rate, due 10/25/2044 |
|
10568LAL0 |
166,805 |
$161,012.81 |
0.01% |
| CFCRE Commercial Mortgage Trust Series 2017-C8, Class ASB, 3.3674%, due 06/15/2050 |
|
12532CAY1 |
152,499 |
$151,683.15 |
0.01% |
| Chase Auto Owner Trust Series 2024-1A, Class A4, 5.05%, due 10/25/2029 |
|
16144BAD0 |
95,000 |
$97,182.28 |
0.01% |
| Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 |
|
21872UAC8 |
208,442 |
$200,916.39 |
0.01% |
| Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053 |
|
21873CAA1 |
216,075 |
$213,163.88 |
0.01% |
| COMM Mortgage Trust Series 2024-277P, Class X, Variable rate, due 08/10/2044 |
|
12654FAC4 |
7,850,000 |
$196,839.54 |
0.01% |
| Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 |
|
12596XAA0 |
202,132 |
$197,698.54 |
0.01% |
| CROWN CASTLE INC 4.45%, due 02/15/2026 |
|
22822VAB7 |
175,000 |
$174,998.35 |
0.01% |
| ELEVANCE HEALTH INC 5.70%, due 02/15/2055 |
|
036752BE2 |
100,000 |
$101,378.28 |
0.01% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 12/01/2051 |
|
01F0226B6 |
249,000 |
$213,760.65 |
0.01% |
| Fannie Mae Series 2019-33, Class F, Variable rate, due 07/25/2049 |
|
3136B47H5 |
134,965 |
$132,020.68 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K094, Class XAM, Variable rate, due 06/25/2029 |
|
3137FMU42 |
4,950,000 |
$190,193.36 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K097, Class X1, Variable rate, due 07/25/2029 |
|
3137FNX70 |
5,281,357 |
$181,174.82 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class A3, 3.794%, due 01/25/2034 |
|
3137FL2M5 |
217,105 |
$210,639.68 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 |
|
3137FFXM4 |
16,678,893 |
$227,216.56 |
0.01% |
| Freddie Mac - SLST Series 2018-2, Class A2, 3.50%, due 11/25/2028 |
|
35564CAP2 |
232,804 |
$228,269.82 |
0.01% |
| Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029 |
|
35564CEE3 |
151,970 |
$145,838.61 |
0.01% |
| GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class A3, Variable rate, due 09/27/2060 |
|
36259WAC5 |
183,298 |
$175,303.43 |
0.01% |
| HPEFS Equipment Trust Series 2023-2A, Class A3, 5.99%, due 01/21/2031 |
|
44328UAC0 |
112,066 |
$112,205.53 |
0.01% |
| JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 |
|
46591DBF5 |
228,332 |
$222,079.51 |
0.01% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 |
|
61768HAX4 |
5,613,372 |
$154,859.45 |
0.01% |
| OSCAR US Funding Trust Series 2024-2A, Class A3, 4.47%, due 03/12/2029 |
|
68784BAC8 |
100,000 |
$100,503.46 |
0.01% |
| Pagaya AI Debt Selection Trust Series 2024-8, Class A, 5.331%, due 01/15/2032 |
|
69544QAA8 |
196,090 |
$196,950.07 |
0.01% |
| PRP Advisors, LLC Series 2024-RPL3, Class A1, Variable rate, due 11/25/2054 |
|
69381LAA5 |
239,658 |
$235,479.04 |
0.01% |
| SABINE PASS LIQUEFACTION 5.875%, due 06/30/2026 |
|
785592AV8 |
205,000 |
$205,549.64 |
0.01% |
| U.S. Treasury Bond, 2.25%, due 05/15/2041 |
|
912810SY5 |
300,000 |
$227,642.58 |
0.01% |
| Venture CDO Ltd Series 2014-19A, Class ARR, Variable rate, due 01/15/2032 |
|
92330EAP2 |
175,349 |
$175,517.32 |
0.01% |
| Wells Fargo Commercial Mortgage Trust Series 2017-C41, Class XA, Variable rate, due 11/15/2050 |
|
95001ABE5 |
12,651,271 |
$224,740.97 |
0.01% |
| Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048 |
|
95001TAA3 |
116,436 |
$112,109.82 |
0.01% |
| 2025-10-24 US LONG BOND(CBT) Dec25 P 118 |
USX5P 118 |
|
77 |
$6,015.63 |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 C 112 |
TYZ5C 112 |
|
-29 |
($53,921.88) |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 C 115 |
TYZ5C 115 |
|
-82 |
($21,781.27) |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 C 116 |
TYZ5C 116 |
|
-8 |
($1,000.00) |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 107 |
TYZ5P 107 |
|
-30 |
$0.00 |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 107.50 |
TYZ5P 107.5 |
|
-4 |
$0.00 |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 108 |
TYZ5P 108 |
|
-37 |
($578.13) |
0.00% |
| 2025-11-21 US 10yr Ultra Fut Dec25 C 115 |
UXYZ5C 115 |
|
-32 |
($64,000.00) |
0.00% |
| 2025-11-21 US 10yr Ultra Fut Dec25 C 118 |
UXYZ5C 118 |
|
-6 |
($2,437.50) |
0.00% |
| 2025-11-21 US 10yr Ultra Fut Dec25 C 120 |
UXYZ5C 120 |
|
-7 |
($875.00) |
0.00% |
| 2025-11-21 US 10yr Ultra Fut Dec25 P 112 |
UXYZ5P 112 |
|
-5 |
($156.25) |
0.00% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 C 104.25 |
TUZ5C 104.25 |
|
-12 |
($6,750.00) |
0.00% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 P 103 |
TUZ5P 103 |
|
-194 |
$0.00 |
0.00% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.25 |
TUZ5P 103.25 |
|
-18 |
$0.00 |
0.00% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.50 |
TUZ5P 103.5 |
|
-68 |
$0.00 |
0.00% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.88 |
TUZ5P 103.88 |
|
-47 |
($1,468.75) |
0.00% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 C 109 |
FVZ5C 109 |
|
-20 |
($20,312.50) |
0.00% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 P 106 |
FVZ5P 106 |
|
-35 |
$0.00 |
0.00% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 P 106.50 |
FVZ5P 106.5 |
|
-74 |
$0.00 |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 121 |
USZ5C 121 |
|
-18 |
($11,812.50) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 122 |
USZ5C 122 |
|
-162 |
($70,875.00) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 124 |
USZ5C 124 |
|
-83 |
($16,859.38) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 125 |
USZ5C 125 |
|
-8 |
($1,250.00) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 126 |
USZ5C 126 |
|
-2 |
($218.75) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 128 |
USZ5C 128 |
|
-7 |
($437.50) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 103 |
USZ5P 103 |
|
-10 |
$0.00 |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 105 |
USZ5P 105 |
|
-8 |
$0.00 |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 106 |
USZ5P 106 |
|
-4 |
($62.50) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 112 |
USZ5P 112 |
|
39 |
$1,828.14 |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 98 |
USZ5P 98 |
|
-12 |
$0.00 |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 99 |
USZ5P 99 |
|
-31 |
$0.00 |
0.00% |
| 2025-11-21 US ULTRA BOND CBT Dec25 C 125 |
WNZ5C 125 |
|
-19 |
($22,859.39) |
0.00% |
| 2025-11-21 US ULTRA BOND CBT Dec25 P 110 |
WNZ5P 110 |
|
-18 |
($562.50) |
0.00% |
| 2025-11-21 US ULTRA BOND CBT Dec25 P 112 |
WNZ5P 112 |
|
-3 |
($140.63) |
0.00% |
| 2025-11-21 US ULTRA BOND CBT Dec25 P 113 |
WNZ5P 113 |
|
-1 |
($62.50) |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 C 116 |
TYH6C 116 |
|
-65 |
($36,562.50) |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 C 118 |
TYH6C 118 |
|
-131 |
($34,796.89) |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 P 109 |
TYH6P 109 |
|
-28 |
($4,375.00) |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 P 110 |
TYH6P 110 |
|
-40 |
($10,000.00) |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 P 111 |
TYH6P 111 |
|
-40 |
($16,250.00) |
0.00% |
| 2026-02-20 US 2YR NOTE (CBT) Mar26 P 103.75 |
TUH6P 103.75 |
|
-11 |
($1,546.89) |
0.00% |
| 2026-02-20 US 5YR NOTE (CBT) Mar26 C 111.50 |
FVH6C 111.5 |
|
-37 |
($13,007.83) |
0.00% |
| 2026-02-20 US 5YR NOTE (CBT) Mar26 C 112 |
FVH6C 112 |
|
-14 |
($3,718.75) |
0.00% |
| 2026-02-20 US 5YR NOTE (CBT) Mar26 P 107.50 |
FVH6P 107.5 |
|
-10 |
($1,250.00) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 C 122 |
USH6C 122 |
|
-9 |
($14,203.13) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 C 126 |
USH6C 126 |
|
-22 |
($16,156.26) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 108 |
USH6P 108 |
|
-66 |
($17,531.28) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 110 |
USH6P 110 |
|
-136 |
($53,125.04) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 111 |
USH6P 111 |
|
-10 |
($4,843.75) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 112 |
USH6P 112 |
|
-72 |
($43,875.04) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 114 |
USH6P 114 |
|
-9 |
($8,859.38) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 95.50 |
SFRZ7P 95.5 |
|
-118 |
($32,450.00) |
0.00% |
| 522 Funding CLO LTD Series 2018-2A, Class A, Variable rate, due 04/20/2031 |
|
04623TAA3 |
38,780 |
$38,780.12 |
0.00% |
| AT&T INC 3.65%, due 09/15/2059 |
|
00206RLV2 |
5,000 |
$3,510.03 |
0.00% |
| BERRY GLOBAL INC 5.50%, due 04/15/2028 |
|
08576PAK7 |
45,000 |
$46,464.12 |
0.00% |
| CoreVest American Finance Ltd Series 2020-2, Class A, 3.376%, due 05/15/2052 |
|
21872VAA0 |
8,957 |
$8,925.09 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K143, Class XAM, Variable rate, due 04/25/2055 |
|
3137H74E0 |
1,776,500 |
$41,392.63 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class X1, Variable rate, due 01/25/2034 |
|
3137FL2N3 |
672,123 |
$19,250.01 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class X1, Variable rate, due 07/25/2035 |
|
3137FWHG8 |
399,847 |
$37,125.13 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K736, Class X1, Variable rate, due 07/25/2026 |
|
3137FNWZ9 |
2,887,964 |
$17,000.29 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K743, Class X1, Variable rate, due 05/25/2028 |
|
3137H14D5 |
2,175,175 |
$45,298.46 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 |
|
3137HH6B2 |
919,000 |
$49,644.66 |
0.00% |
| FIDELITY NATL INFO SERV 5.10%, due 07/15/2032 |
|
31620MBY1 |
30,000 |
$30,957.61 |
0.00% |
| GS Mortgage Securities Trust Series 2019-GC39, Class XA, Variable rate, due 05/10/2052 |
|
36260JAF4 |
1,756,383 |
$57,142.52 |
0.00% |
| IQVIA INC 5.70%, due 05/15/2028 |
|
46266TAB4 |
65,000 |
$67,243.80 |
0.00% |
| Towd Point Mortgage Trust Series 2022-4, Class A1, 3.75%, due 09/25/2062 |
|
89180YAA8 |
0 |
$0.00 |
0.00% |
| US 10YR NOTE (CBT)Dec25 |
TYZ5 |
|
496 |
$56,420,000.00 |
0.00% |
| US 10yr Ultra Fut Dec25 |
UXYZ5 |
|
-786 |
($91,777,781.25) |
0.00% |
| US 2YR NOTE (CBT) Dec25 |
TUZ5 |
|
1,385 |
$289,335,156.25 |
0.00% |
| US 5YR NOTE (CBT) Dec25 |
FVZ5 |
|
806 |
$88,584,437.50 |
0.00% |
| US LONG BOND(CBT) Dec25 |
USZ5 |
|
378 |
$45,052,875.00 |
0.00% |
| US ULTRA BOND CBT Dec25 |
WNZ5 |
|
196 |
$24,261,125.00 |
0.00% |
| 2025-10-24 US LONG BOND(CBT) Dec25 C 118 |
USX5C 118 |
|
-155 |
($196,171.91) |
-0.01% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 116 |
USZ5C 116 |
|
-32 |
($110,500.00) |
-0.01% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 118 |
USZ5C 118 |
|
-104 |
($204,750.00) |
-0.01% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 120 |
USZ5C 120 |
|
-165 |
($159,843.75) |
-0.01% |
| 2025-11-21 US ULTRA BOND CBT Dec25 C 119 |
WNZ5C 119 |
|
-16 |
($81,250.01) |
-0.01% |
| 2025-11-21 US ULTRA BOND CBT Dec25 C 124 |
WNZ5C 124 |
|
-49 |
($79,625.00) |
-0.01% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 C 115 |
TYH6C 115 |
|
-237 |
($192,562.50) |
-0.01% |
| 2026-02-20 US LONG BOND(CBT) Mar26 C 123 |
USH6C 123 |
|
-69 |
($90,562.50) |
-0.01% |
| 2026-02-20 US LONG BOND(CBT) Mar26 C 124 |
USH6C 124 |
|
-131 |
($141,234.41) |
-0.01% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 116 |
USH6P 116 |
|
-86 |
($133,031.29) |
-0.01% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 |
SFRZ7C 97.5 |
|
-118 |
($79,650.00) |
-0.01% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F0326C3 |
-4,097,000 |
($3,806,094.11) |
-0.24% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 08/01/2054 |
|
01F0426C2 |
-7,235,000 |
($7,101,996.75) |
-0.45% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F0306C7 |
-12,790,000 |
($11,439,555.70) |
-0.73% |
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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