Holdings of the Fund as of 6/23/2026
Total Number of Holdings (excluding cash): 411
| Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2056 |
|
01F052672 |
9,050,000 |
$9,060,443.55 |
2.21% |
| Freddie Mac Series 5642, Class FN, Variable rate, due 03/25/2056 |
|
3137HQEA5 |
4,806,724 |
$4,764,429.34 |
1.16% |
| Zayo Issuer LLC Series 2025-2A, Class C, 9.489%, due 06/20/2055 |
|
98919WAL7 |
4,500,000 |
$4,738,463.10 |
1.16% |
| GNMA Series 2025-78, Class IO, Variable rate, due 11/16/2063 |
|
38381MPY0 |
60,953,731 |
$4,519,578.98 |
1.10% |
| RCO Mortgage LLC Series 2025-4, Class A2, Variable rate, due 10/25/2030 |
|
74939VAB8 |
4,150,000 |
$4,148,581.12 |
1.01% |
| Verus Securitization Trust Series 2024-2, Class B2, Variable rate, due 02/25/2069 |
|
92539UAF7 |
4,000,000 |
$4,048,893.60 |
0.99% |
| GNMA Series JP-1752, Class SB, Variable rate, due 02/01/2056 |
|
BCCJHGMW1 |
4,360,000 |
$3,865,412.50 |
0.94% |
| CarMax Select Receivables Trust Series 2026-A, Class D, 4.90%, due 05/17/2032 |
|
142929AG3 |
3,800,000 |
$3,736,447.28 |
0.91% |
| Verus Securitization Trust Series 2022-3, Class A3, Variable rate, due 02/25/2067 |
|
92538UAC5 |
3,888,187 |
$3,676,919.28 |
0.90% |
| Westlake Automobile Receivables Trust Series 2026-1A, Class D, 4.75%, due 07/15/2031 |
|
96043BAG7 |
3,720,000 |
$3,684,697.57 |
0.90% |
| Citigroup Mortgage Loan Trust Inc Series 2020-EXP1, Class M1, Variable rate, due 05/25/2060 |
|
17328JAE7 |
3,963,100 |
$3,611,802.10 |
0.88% |
| New Residential Mortgage Loan Trust Series 2023-NQM1, Class B2, Variable rate, due 10/25/2063 |
|
64831HAF0 |
3,545,000 |
$3,576,946.90 |
0.87% |
| UNITK 2026-1A C 7.653%, due 02/25/2056 |
|
49459AAE0 |
3,500,000 |
$3,558,554.30 |
0.87% |
| LHOME Mortgage Trust Series 2024-RTL5, Class M2, Variable rate, due 09/25/2039 |
|
50205WAD9 |
3,500,000 |
$3,511,766.30 |
0.86% |
| REMIC FUNDING TRUST 98-1 Series 2025-3, Class B, 7.749%, due 12/27/2056 |
|
75806GAB8 |
3,505,000 |
$3,529,675.55 |
0.86% |
| Fannie Mae Series 2025-6, Class FB, Variable rate, due 02/25/2055 |
|
3136BUVH0 |
3,432,404 |
$3,495,953.12 |
0.85% |
| GGP Trust Series 2026-2PAK, Class A, Variable rate, due 04/10/2043 |
|
37441HAA9 |
3,497,717 |
$3,489,260.23 |
0.85% |
| JP Morgan Mortgage Trust Series 2022-DSC1, Class M1, Variable rate, due 01/25/2063 |
|
46656AAD9 |
3,749,000 |
$3,465,097.23 |
0.85% |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-1A, Class E, 11.066%, due 01/25/2035 |
|
76100NAB4 |
3,500,000 |
$3,465,111.30 |
0.85% |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-R1A, Class A, 5.659%, due 07/25/2034 |
|
76089TAA8 |
3,465,034 |
$3,458,471.00 |
0.84% |
| GNMA Series 2025-206, Class IO, Variable rate, due 04/16/2064 |
|
38383JCS2 |
55,672,251 |
$3,378,737.78 |
0.82% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
3,368,000 |
$3,188,094.24 |
0.78% |
| Santander Drive Auto Receivables Trust Series 2026-1, Class D, 4.75%, due 04/15/2032 |
|
80288FAF8 |
3,220,000 |
$3,171,700.32 |
0.77% |
| FIGRE Trust Series 2026-HE5, Class F, Variable rate, due 06/25/2056 |
|
31685AAF1 |
3,087,000 |
$3,109,751.81 |
0.76% |
| RCO Mortgage LLC Series 2026-2, Class A1, Variable rate, due 05/25/2031 |
|
74940MAA7 |
3,060,000 |
$3,054,984.66 |
0.75% |
| Residential Mortgage Loan Trust Series 2021-1R, Class B2, Variable rate, due 01/25/2065 |
|
76090NAF7 |
3,340,000 |
$3,064,887.87 |
0.75% |
| CONE Commercial Mortgage Trust Series 2026-DFW3, Class E, Variable rate, due 05/15/2043 |
|
20681AAJ0 |
3,000,000 |
$3,039,528.00 |
0.74% |
| MetroNet Infrastructure Issuer LLC Series 2026-1A, Class C, 7.10%, due 04/20/2056 |
|
59170JBL1 |
3,000,000 |
$3,018,498.00 |
0.74% |
| PRP Advisors, LLC Series 2024-RPL3, Class M1, Variable rate, due 11/25/2054 |
|
69381LAD9 |
3,171,000 |
$3,049,471.74 |
0.74% |
| Zayo Issuer LLC Series 2026-1A, Class C, 7.784%, due 04/20/2056 |
|
98919WAY9 |
3,000,000 |
$3,042,430.80 |
0.74% |
| Golub Capital Partners CLO, LTD Variable rate, due 04/17/2038 |
|
38177DAU2 |
3,000,000 |
$2,981,445.81 |
0.73% |
| SWCH Commercial Mortgage Trust Series 2025-DATA, Class A, Variable rate, due 02/15/2042 |
|
78489CAA7 |
3,000,000 |
$2,985,225.90 |
0.73% |
| Texas Debt Capital CLO, Ltd Series 2024-1AR, Class D2R, Variable rate, due 07/22/2039 |
|
88240JAY9 |
3,000,000 |
$3,003,105.00 |
0.73% |
| U.S. Treasury Bill, 0%, due 06/30/2026 |
|
912797UC9 |
3,000,000 |
$2,998,253.34 |
0.73% |
| Credit Suisse Mortgage Trust Series 2021-NQM7, Class B2, Variable rate, due 10/25/2066 |
|
12662QAF3 |
3,373,000 |
$2,963,894.57 |
0.72% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2056 |
|
01F042673 |
3,050,000 |
$2,915,668.88 |
0.71% |
| Preston Ridge Partners Mortgage Trust Series 2024-RPL3, Class M2, Variable rate, due 11/25/2054 |
|
69381LAE7 |
2,993,000 |
$2,805,042.89 |
0.68% |
| RCO Mortgage LLC Series 2026-2, Class M1, Variable rate, due 05/25/2031 |
|
74940MAC3 |
2,750,000 |
$2,744,359.48 |
0.67% |
| GLS Auto Select Receivables Trust Series 2025-4A, Class D, 5.61%, due 01/18/2033 |
|
36273DAE5 |
2,700,000 |
$2,704,889.16 |
0.66% |
| Freddie Mac - STACR Series 2022-HQA1, Class B2, Variable rate, due 03/25/2042 |
|
35564KUL1 |
2,500,000 |
$2,674,030.00 |
0.65% |
| REMIC FUNDING TRUST 98-1 Series 2026-1, Class A, Variable rate, due 09/27/2056 |
|
75806HAA8 |
2,653,398 |
$2,645,013.00 |
0.65% |
| VCAT Asset Securitization, LLC Series 2026-NPL2, Class A1, Variable rate, due 02/25/2056 |
|
921968AA1 |
2,687,567 |
$2,674,061.26 |
0.65% |
| Verus Securitization Trust Series 2021-6, Class B2, Variable rate, due 10/25/2066 |
|
92538MAF6 |
3,240,000 |
$2,654,591.30 |
0.65% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF3, Class M1, Variable rate, due 05/25/2056 |
|
69384FAD9 |
2,690,000 |
$2,617,884.14 |
0.64% |
| VB-S1 Issuer LLC Series 2025-1A, Class D, 9.383%, due 08/16/2055 |
|
92535VAW2 |
2,500,000 |
$2,563,718.50 |
0.63% |
| Verus Securitization Trust Series 2022-1, Class B2, Variable rate, due 01/25/2067 |
|
92538WAF4 |
3,305,000 |
$2,528,102.57 |
0.62% |
| BX Trust Series 2025-VOLT, Class A, Variable rate, due 12/15/2044 |
|
05619PAA4 |
2,500,000 |
$2,507,246.00 |
0.61% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL4, Class A1, Variable rate, due 04/25/2056 |
|
74144EAA9 |
2,492,276 |
$2,486,199.00 |
0.61% |
| REMIC FUNDING TRUST 98-1 Series 2026-2, Class A, 6.259%, due 11/27/2056 |
|
75805CAA0 |
2,472,319 |
$2,480,862.08 |
0.61% |
| Neuberger Berman CLO Ltd Series 2016-21A, Class D2R3, Variable rate, due 01/20/2039 |
|
64130DCC2 |
2,500,000 |
$2,465,841.30 |
0.60% |
| Trinitas CLO Ltd Series 2022-19A, Class D2R, Variable rate, due 10/20/2033 |
|
89642FAW3 |
2,500,000 |
$2,471,151.40 |
0.60% |
| Exeter Select Automobile Receivables Trust Series 2025-3, Class D, 5.54%, due 05/17/2032 |
|
30185FAF7 |
2,363,000 |
$2,360,578.63 |
0.58% |
| CarMax Select Receivables Trust Series 2025-B, Class E, 6.89%, due 09/15/2032 |
|
14320BAG4 |
2,350,000 |
$2,345,316.45 |
0.57% |
| Exeter Select Automobile Receivables Trust Series 2025-1, Class D, 6.14%, due 09/15/2031 |
|
30185AAF8 |
2,290,000 |
$2,328,883.28 |
0.57% |
| Golub Capital Partners CLO, LTD Series 2024-77A, Class D1, Variable rate, due 01/25/2038 |
|
38180QAG9 |
2,315,000 |
$2,311,168.84 |
0.56% |
| Credit Suisse Mortgage Trust Series 2021-NQM8, Class B1, Variable rate, due 10/25/2066 |
|
12659FAE5 |
2,792,899 |
$2,273,109.78 |
0.55% |
| Fidelis Mortgage Trust Series 2025-RTL2, Class A2, Variable rate, due 07/25/2040 |
|
31575JAC2 |
2,250,000 |
$2,248,649.33 |
0.55% |
| Freddie Mac - STACR Series 2021-HQA1, Class B2, Variable rate, due 08/25/2033 |
|
35564KCP2 |
1,850,000 |
$2,187,783.55 |
0.53% |
| Preston Ridge Partners Mortgage Trust Series 2023-NQM3, Class B2, Variable rate, due 11/25/2068 |
|
69380TAF8 |
2,150,000 |
$2,159,259.62 |
0.53% |
| KRE Commercial Mortgage Trust Series 2026-ICNA, Class A, Variable rate, due 05/15/2043 |
|
48275LAA8 |
2,109,750 |
$2,116,413.01 |
0.52% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2056 |
|
01F052680 |
2,099,000 |
$2,098,224.52 |
0.51% |
| Exeter Automobile Receivables Trust Series 2025-3A, Class E, 7.52%, due 12/15/2032 |
|
30166XAG9 |
2,000,000 |
$2,032,053.20 |
0.50% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF2, Class M1, Variable rate, due 03/25/2056 |
|
74449JAD4 |
2,049,000 |
$2,028,767.15 |
0.50% |
| AB BSL CLO 1 Ltd Series 2020-1A, Class D2R2, Variable rate, due 10/15/2038 |
|
00038KBJ9 |
2,000,000 |
$1,990,297.20 |
0.49% |
| Anchorage Capital CLO LTD Series 2024-29A, Class DR, Variable rate, due 03/31/2039 |
|
03332QBC8 |
2,000,000 |
$2,007,957.00 |
0.49% |
| BX Trust Series 2025-DELC, Class D, Variable rate, due 12/15/2042 |
|
05594MAG7 |
2,000,000 |
$2,009,797.60 |
0.49% |
| CTM CLO Ltd Series 2025-2A, Class D3, Variable rate, due 10/20/2038 |
|
12719RAN7 |
2,000,000 |
$1,996,029.36 |
0.49% |
| Great Wolf Trust Series 2024-WOLF, Class A, Variable rate, due 03/15/2039 |
|
39152MAA3 |
2,000,000 |
$2,007,445.20 |
0.49% |
| Island Finance Trust 2025-1 Series 2025-1A, Class A, 6.54%, due 03/19/2035 |
|
463920AA6 |
2,000,000 |
$2,008,606.00 |
0.49% |
| One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class A, Variable rate, due 01/15/2036 |
|
68249DAA7 |
2,048,281 |
$1,995,986.28 |
0.49% |
| Pagaya AI Debt Selection Trust Series 2026-1, Class E, 9.232%, due 09/15/2033 |
|
694964AA5 |
1,998,696 |
$1,991,266.54 |
0.49% |
| Pagaya AI Debt Selection Trust Series 2026-3, Class E, 10.16%, due 12/15/2033 |
|
69549RAA1 |
2,000,000 |
$2,008,071.00 |
0.49% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF1, Class A3, Variable rate, due 01/25/2054 |
|
693581AC4 |
2,066,000 |
$2,019,738.34 |
0.49% |
| Preston Ridge Partners Mortgage Trust Series 2025-5, Class A2, Variable rate, due 07/25/2030 |
|
69392RAB7 |
2,000,000 |
$1,993,657.60 |
0.49% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL4, Class A2, Variable rate, due 04/25/2056 |
|
74144EAB7 |
2,000,000 |
$2,013,020.02 |
0.49% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL5, Class A2, Variable rate, due 04/25/2056 |
|
69384KAB2 |
2,000,000 |
$2,000,877.20 |
0.49% |
| PRP Advisors, LLC Series 2026-4, Class A2, Variable rate, due 06/25/2031 |
|
69384NAB6 |
2,000,000 |
$2,000,862.40 |
0.49% |
| Regatta XVIII Funding Ltd Series 2021-1A, Class D1R, Variable rate, due 04/15/2038 |
|
75884EAW2 |
2,000,000 |
$2,009,675.08 |
0.49% |
| Symphony CLO Ltd Series 2023-30AR, Class D2R2, Variable rate, due 10/20/2037 |
|
87169BBL2 |
2,000,000 |
$2,000,000.00 |
0.49% |
| U.S. Treasury Bill, 0%, due 07/07/2026 |
|
912797UN5 |
2,000,000 |
$1,997,448.38 |
0.49% |
| AGL CLO Ltd. Series 2022-17A, Class DR, Variable rate, due 01/21/2035 |
|
00120DAQ9 |
2,000,000 |
$1,958,819.62 |
0.48% |
| Easy Street Mortgage Loan Trust Series 2025-RTL2, Class A1, Variable rate, due 10/25/2040 |
|
27786YAA6 |
1,950,000 |
$1,946,221.68 |
0.48% |
| Magnetite CLO Ltd Series 2024-38AR, Class D2R, Variable rate, due 07/15/2039 |
|
55952EAW1 |
2,000,000 |
$1,981,710.50 |
0.48% |
| Oak Hill Credit Partners Series 2012-7A, Class D2R4, Variable rate, due 02/20/2038 |
|
67102QBV9 |
2,000,000 |
$1,972,872.02 |
0.48% |
| PMT Loan Trust Series 2026-INV3, Class A36, Variable rate, due 02/25/2057 |
|
69383WBP5 |
1,958,533 |
$1,962,331.55 |
0.48% |
| VB-S1 Issuer LLC Series 2025-1A, Class B, 5.602%, due 08/16/2055 |
|
92535VAS1 |
2,000,000 |
$1,979,400.00 |
0.48% |
| Velocity Commercial Capital Loan Trust Series 2026-MC1, Class A2, Variable rate, due 01/01/2056 |
|
91826LAB0 |
2,000,000 |
$1,979,984.60 |
0.48% |
| Fanniemae-Aces Series 2026-M4, Class Z, 2.8864%, due 04/25/2052 |
|
3136BYH39 |
3,130,435 |
$1,906,006.27 |
0.47% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF2, Class M2, Variable rate, due 03/25/2056 |
|
74449JAE2 |
1,950,000 |
$1,929,317.97 |
0.47% |
| GNMA Series SAN-8168, Class C, Variable rate, due 12/01/2055 |
|
BCCJGZ5N9 |
2,030,000 |
$1,842,304.29 |
0.45% |
| REMIC FUNDING TRUST 98-1 Series 2026-2, Class B, 7.996%, due 11/27/2056 |
|
75805CAB8 |
1,785,000 |
$1,785,908.92 |
0.44% |
| Fidelis Mortgage Trust Series 2025-RTL1, Class A2, Variable rate, due 02/27/2040 |
|
31575LAE3 |
1,750,000 |
$1,753,027.85 |
0.43% |
| Freddie Mac Series 5325, Class SA, Variable rate, due 11/25/2052 |
|
3137HABM7 |
1,935,232 |
$1,714,767.01 |
0.42% |
| GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class B1, Variable rate, due 09/27/2060 |
|
36259WAE1 |
1,795,000 |
$1,734,513.71 |
0.42% |
| MCR Mortgage Trust Series 2024-TWA, Class F, 10.382%, due 06/12/2039 |
|
582923AF5 |
1,715,000 |
$1,726,996.08 |
0.42% |
| Ellington Financial Mortgage Trust Series 2025-RTL1, Class M1, Variable rate, due 11/25/2040 |
|
26846FAC3 |
1,673,000 |
$1,667,055.99 |
0.41% |
| Fannie Mae - CAS Series 2023-R06, Class 1B2, Variable rate, due 07/25/2043 |
|
20754EAJ4 |
1,500,000 |
$1,627,626.30 |
0.40% |
| Golub Capital Partners CLO, LTD Series 2024-74A, Class D2, Variable rate, due 07/25/2037 |
|
38190BAJ4 |
1,650,000 |
$1,617,965.83 |
0.39% |
| Sequoia Mortgage Trust Series 2026-HYB1, Class A1B, Variable rate, due 04/25/2056 |
|
81750GAE6 |
1,623,326 |
$1,576,868.70 |
0.38% |
| GNMA Series 2021-31, Class IO, Variable rate, due 01/16/2061 |
|
38380RVN7 |
21,935,241 |
$1,511,594.75 |
0.37% |
| Neuberger Berman CLO Ltd Series 2024-55A, Class D2R, Variable rate, due 04/22/2040 |
|
640969AY7 |
1,500,000 |
$1,500,617.34 |
0.37% |
| Pagaya AI Debt Selection Trust Series 2025-7, Class E, 8.89%, due 05/15/2033 |
|
69549DAA2 |
1,499,733 |
$1,501,349.54 |
0.37% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF4, Class A2, Variable rate, due 07/25/2054 |
|
74448JAB9 |
1,550,000 |
$1,506,281.94 |
0.37% |
| PRP Advisors, LLC Series 2024-NQM3, Class B1, Variable rate, due 08/25/2069 |
|
69381FAF7 |
1,500,000 |
$1,507,932.30 |
0.37% |
| Verus Securitization Trust Series 2024-7, Class B2, Variable rate, due 09/25/2069 |
|
924925AH3 |
1,500,000 |
$1,508,295.00 |
0.37% |
| Farmer Mac Agricultural Real Estate Trust Series 2025-2, Class B, Variable rate, due 09/25/2055 |
|
30768BAE4 |
1,687,818 |
$1,483,546.78 |
0.36% |
| GNMA Series 2025-21, Class IO, Variable rate, due 04/16/2065 |
|
38381L5V0 |
20,564,480 |
$1,466,944.53 |
0.36% |
| GNMA TBA, 5%, due 04/01/2056 |
|
21H050672 |
1,496,000 |
$1,471,525.14 |
0.36% |
| Flagstar Mortgage Trust Series 2020-2, Class B3, Variable rate, due 08/25/2050 |
|
33851KBY1 |
1,624,073 |
$1,428,329.98 |
0.35% |
| GNMA Series 2024-47, Class AI, 0.75%, due 06/16/2064 |
|
38381LAV4 |
26,863,228 |
$1,414,776.09 |
0.35% |
| BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034 |
|
05608BAA8 |
1,382,973 |
$1,380,806.45 |
0.34% |
| Deephaven Residential Mortgage Trust Series 2021-1, Class B2, Variable rate, due 05/25/2065 |
|
24380VAF8 |
1,535,000 |
$1,404,424.61 |
0.34% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F032674 |
1,519,000 |
$1,376,777.62 |
0.34% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF2, Class A3, Variable rate, due 11/25/2053 |
|
69380RAC9 |
1,426,000 |
$1,398,699.66 |
0.34% |
| FIGRE Trust Series 2026-HE2, Class E, Variable rate, due 01/25/2056 |
|
31684VAG4 |
1,360,000 |
$1,368,400.45 |
0.33% |
| PMT Loan Trust Series 2026-INV1, Class A36, Variable rate, due 01/25/2057 |
|
73015LBP7 |
1,348,646 |
$1,347,487.02 |
0.33% |
| FHLMC Multifamily Structured Pass Through Certs. Series K124, Class X1, Variable rate, due 12/25/2030 |
|
3137F9YZ8 |
48,818,438 |
$1,315,598.31 |
0.32% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF4, Class M1, Variable rate, due 07/25/2054 |
|
74448JAD5 |
1,350,000 |
$1,301,034.83 |
0.32% |
| COLT Funding LLC Series 2021-5, Class B2, Variable rate, due 11/26/2066 |
|
12598RAF0 |
1,485,000 |
$1,255,417.22 |
0.31% |
| Fidelis Mortgage Trust Series 2025-RTL2, Class A1, Variable rate, due 07/25/2040 |
|
31575JAB4 |
1,260,000 |
$1,259,868.96 |
0.31% |
| Gracie Point International Funding Series 2025-1A, Class A, Variable rate, due 08/15/2028 |
|
38411WAA0 |
1,250,000 |
$1,251,166.50 |
0.31% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL2, Class A1, Variable rate, due 02/25/2056 |
|
69393DAA9 |
1,273,070 |
$1,263,740.88 |
0.31% |
| REMIC FUNDING TRUST 98-1 Series 2025-3, Class A, 6.231%, due 12/27/2056 |
|
75806GAA0 |
1,264,334 |
$1,275,744.68 |
0.31% |
| Silver Point CLO, Ltd Series 2025-9A, Class D1, Variable rate, due 03/31/2038 |
|
82809VAJ1 |
1,250,000 |
$1,259,892.31 |
0.31% |
| Freddie Mac Series 5266, Class FA, Variable rate, due 09/25/2052 |
|
3137H9AD1 |
1,226,611 |
$1,215,565.11 |
0.30% |
| JP Morgan Mortgage Trust Series 2021-12, Class B5, Variable rate, due 02/25/2052 |
|
46592WCG9 |
1,512,027 |
$1,227,452.55 |
0.30% |
| PMT Loan Trust Series 2026-CNF4, Class A23, Variable rate, due 05/25/2057 |
|
729912AY1 |
1,243,050 |
$1,247,331.81 |
0.30% |
| Exeter Automobile Receivables Trust Series 2024-2A, Class E, 7.98%, due 10/15/2031 |
|
30166DAG3 |
1,154,000 |
$1,203,514.79 |
0.29% |
| FIGRE Trust Series 2026-HF3, Class C, Variable rate, due 03/25/2056 |
|
31684WAD9 |
1,199,152 |
$1,203,373.44 |
0.29% |
| Freddie Mac Series 5508, Class FE, Variable rate, due 02/25/2055 |
|
3137HJGG6 |
1,166,393 |
$1,186,429.52 |
0.29% |
| GNMA Series 2024-79, Class VB, Variable rate, due 05/20/2054 |
|
38384PKG4 |
1,266,641 |
$1,190,590.59 |
0.29% |
| GNMA Series 2053-153, Class IO, Variable rate, due 09/16/2067 |
|
38383JCQ6 |
15,888,640 |
$1,183,873.70 |
0.29% |
| Gracie Point International Funding Series 2025-1A, Class D, Variable rate, due 08/15/2028 |
|
38411WAD4 |
1,200,000 |
$1,199,855.04 |
0.29% |
| MFRA Trust Series 2024-RTL3, Class A1, Variable rate, due 11/25/2039 |
|
59319PAA4 |
1,170,000 |
$1,173,296.12 |
0.29% |
| Verus Securitization Trust Series 2021-8, Class B2, Variable rate, due 11/25/2066 |
|
92538GAF9 |
1,500,000 |
$1,200,411.60 |
0.29% |
| CIM Trust Series 2019-R5, Class B2, Variable rate, due 09/25/2059 |
|
12558RAM3 |
1,200,000 |
$1,166,725.12 |
0.28% |
| VCAT Asset Securitization, LLC Series 2026-NPL3, Class A1, Variable rate, due 05/25/2056 |
|
91826FAA5 |
1,150,000 |
$1,150,050.60 |
0.28% |
| Fannie Mae Series 2025-6, Class LF, Variable rate, due 02/25/2055 |
|
3136BU3V0 |
1,103,480 |
$1,117,764.18 |
0.27% |
| GNMA Series JP-1773, Class SB, Variable rate, due 01/01/2056 |
|
BCCJFVN66 |
1,180,000 |
$1,087,075.00 |
0.27% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL1, Class A2, Variable rate, due 01/25/2056 |
|
69383TAB4 |
1,100,000 |
$1,097,601.89 |
0.27% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F030678 |
1,237,000 |
$1,077,434.01 |
0.26% |
| GS Mortgage-Backed Securities Trust Series 2022-LTV1, Class A14, Variable rate, due 06/25/2052 |
|
36266VAR5 |
1,500,000 |
$1,083,232.80 |
0.26% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF3, Class M2, Variable rate, due 05/25/2056 |
|
69384FAE7 |
1,140,000 |
$1,074,391.64 |
0.26% |
| Birch Grove CLO Ltd. Series 2024-8A, Class D2R, Variable rate, due 04/20/2039 |
|
09077TAY1 |
1,000,000 |
$1,004,222.19 |
0.25% |
| BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 |
|
12430BAE0 |
1,000,000 |
$1,034,397.21 |
0.25% |
| CIFC Funding Ltd Series 2026-1A, Class E, Variable rate, due 04/15/2039 |
|
75904TAA3 |
1,000,000 |
$1,013,084.38 |
0.25% |
| Ellington Financial Mortgage Trust Series 2021-1, Class B2, Variable rate, due 02/25/2066 |
|
31574XAF5 |
1,345,000 |
$1,038,334.22 |
0.25% |
| Exeter Automobile Receivables Trust Series 2024-1A, Class E, 7.89%, due 08/15/2031 |
|
30167PAG5 |
994,000 |
$1,029,008.08 |
0.25% |
| Freddie Mac - SCRT Series 2017-4, Class M, Variable rate, due 06/25/2057 |
|
35563PDJ5 |
1,045,389 |
$1,037,697.42 |
0.25% |
| GLS Auto Receivables Trust Series 2024-4A, Class E, 7.51%, due 08/15/2031 |
|
36270YAN2 |
1,005,000 |
$1,037,827.12 |
0.25% |
| GNMA GN DO5687, 5.72%, due 06/15/2053 |
|
3618V2J81 |
1,000,000 |
$1,041,567.63 |
0.25% |
| MFRA Trust Series 2024-RTL3, Class A2, Variable rate, due 11/25/2039 |
|
59319PAB2 |
1,000,000 |
$1,004,466.80 |
0.25% |
| Neuberger Berman CLO Ltd Series 2016-22A, Class ER3, Variable rate, due 04/17/2040 |
|
64131CAJ0 |
1,000,000 |
$1,019,516.57 |
0.25% |
| New Residential Mortgage Loan Trust Series 2019-NQM4, Class B2, Variable rate, due 09/25/2059 |
|
64828EAF2 |
1,080,000 |
$1,012,861.48 |
0.25% |
| OCP CLO Ltd Series 2020-20A, Class D1R2, Variable rate, due 04/18/2037 |
|
670859BL0 |
1,000,000 |
$1,005,866.07 |
0.25% |
| Signal Peak CLO, LLC Series 2018-5A, Class D1R2, Variable rate, due 04/25/2037 |
|
82666VAW4 |
1,000,000 |
$1,005,063.04 |
0.25% |
| Uniti Fiber ABS Issuer LLC Series 2025-1A, Class A2, 5.877%, due 04/20/2055 |
|
91326EAA3 |
1,000,000 |
$1,012,041.10 |
0.25% |
| Whitebox CLO Ltd Series 2025-5A, Class E, Variable rate, due 07/20/2038 |
|
96467NAA1 |
1,000,000 |
$1,007,334.72 |
0.25% |
| AGL CLO Ltd. Series 2022-23A, Class D1R, Variable rate, due 04/20/2038 |
|
00119EAW7 |
1,000,000 |
$965,021.05 |
0.24% |
| Ajax Mortgage Loan Trust Series 2021-C, Class A, Variable rate, due 01/25/2061 |
|
009733AA4 |
996,900 |
$997,714.83 |
0.24% |
| Benefit Street Partners CLO Ltd Series 2021-23A, Class D1RR, Variable rate, due 04/25/2039 |
|
08186VBE9 |
1,000,000 |
$1,003,730.34 |
0.24% |
| Benefit Street Partners CLO Ltd Series 2021-25A, Class CR, Variable rate, due 01/15/2035 |
|
08186YAS3 |
1,000,000 |
$1,002,480.19 |
0.24% |
| BX Trust Series 2026-VLT10, Class C, Variable rate, due 06/13/2058 |
|
05620TAE5 |
1,000,000 |
$975,927.46 |
0.24% |
| CBAMR Ltd Series 2020-13A, Class D2R, Variable rate, due 04/20/2039 |
|
12517DAL6 |
1,000,000 |
$999,337.76 |
0.24% |
| Diameter Capital CLO Series 2022-4A, Class ERR, Variable rate, due 01/15/2039 |
|
25255PAJ2 |
1,000,000 |
$994,168.94 |
0.24% |
| Elmwood CLO 27 Ltd Series 2024-3A, Class D2R, Variable rate, due 04/18/2039 |
|
29003FAV4 |
1,000,000 |
$1,000,425.95 |
0.24% |
| Exeter Automobile Receivables Trust Series 2025-5A, Class D, 5.16%, due 03/15/2032 |
|
30166VAL2 |
1,000,000 |
$994,491.30 |
0.24% |
| GLS Auto Select Receivables Trust Series 2026-1A, Class D, 5.25%, due 04/18/2033 |
|
37989DAJ7 |
1,000,000 |
$988,069.70 |
0.24% |
| GS Mortgage-Backed Securities Trust Series 2025-PJ11, Class A27, Variable rate, due 05/25/2056 |
|
36273RBA1 |
972,359 |
$974,927.96 |
0.24% |
| Homeward Opportunities Fund I Trust Series 2024-RRTL2, Class M1, Variable rate, due 09/25/2039 |
|
43789GAE1 |
1,000,000 |
$1,001,107.00 |
0.24% |
| LMRK Issuer Co. LLC Series 2025-1A, Class A, 5.52%, due 09/15/2055 |
|
50209AAH4 |
1,000,000 |
$990,670.20 |
0.24% |
| Magnetite CLO Ltd Series 2020-28A, Class D2RR, Variable rate, due 01/15/2038 |
|
55955LBC5 |
1,000,000 |
$990,877.49 |
0.24% |
| Magnetite CLO Ltd Series 2024-47A, Class F, Variable rate, due 01/25/2038 |
|
559917AC3 |
1,000,000 |
$972,720.47 |
0.24% |
| Oak Hill Credit Partners Series 2017-15A, Class D2R2, Variable rate, due 04/20/2039 |
|
67707BBF6 |
1,000,000 |
$997,832.49 |
0.24% |
| OHA Credit Partners Ltd Series 2024-17A, Class D2, Variable rate, due 01/18/2038 |
|
67120MAN5 |
1,000,000 |
$995,728.54 |
0.24% |
| Palmer Square CLO Ltd Series 2022-4A, Class D2R, Variable rate, due 10/20/2037 |
|
69700XAY1 |
1,000,000 |
$982,242.91 |
0.24% |
| Palmer Square CLO Ltd Series 2024-2A, Class D2, Variable rate, due 07/20/2037 |
|
69703LAL2 |
1,000,000 |
$995,150.53 |
0.24% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF5, Class A2, Variable rate, due 08/25/2054 |
|
69381JAB8 |
1,000,000 |
$970,684.40 |
0.24% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL5, Class A1, Variable rate, due 04/25/2056 |
|
69384KAA4 |
994,701 |
$994,942.35 |
0.24% |
| PRP Advisors, LLC Series 2025-6, Class M1, Variable rate, due 08/25/2030 |
|
69395KAC7 |
1,000,000 |
$996,724.50 |
0.24% |
| PRP Advisors, LLC Series 2025-RCF5, Class A3, Variable rate, due 10/25/2055 |
|
69384AAC2 |
1,000,000 |
$995,241.00 |
0.24% |
| SFO Commerical Mortgage Trust Series 2021-555, Class D, Variable rate, due 05/15/2038 |
|
78432WAG8 |
1,000,000 |
$998,792.20 |
0.24% |
| SKY1 2025-LINE A Series 2025-LINE, Class A, Variable rate, due 04/15/2030 |
|
830941AA8 |
976,123 |
$983,161.26 |
0.24% |
| Towd Point Mortgage Trust Series 2017-4, Class B4, Variable rate, due 06/25/2057 |
|
89173UAH0 |
1,250,000 |
$978,523.63 |
0.24% |
| U.S. Treasury Bill, 0%, due 07/21/2026 |
|
912797UQ8 |
1,000,000 |
$997,332.62 |
0.24% |
| Ellington Financial Mortgage Trust Series 2025-NQM6, Class A3, 5.404%, due 12/25/2070 |
|
281916AJ5 |
941,974 |
$934,731.33 |
0.23% |
| Magnetite CLO Ltd Series 2019-23A, Class ER2, Variable rate, due 01/25/2035 |
|
55954RAL4 |
1,000,000 |
$944,533.05 |
0.23% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF1, Class M2, Variable rate, due 01/25/2056 |
|
69383VAD5 |
990,000 |
$941,753.24 |
0.23% |
| PRKCM Trust Series 2022-AFC1, Class M1, Variable rate, due 04/25/2057 |
|
69377CAF0 |
1,000,000 |
$939,046.70 |
0.23% |
| Rate Mortgage Trust Series 2025-J3, Class A27, Variable rate, due 11/25/2055 |
|
75410EBC8 |
921,152 |
$927,292.75 |
0.23% |
| Bluemountain CLO Ltd Series 2020-29A, Class D1R, Variable rate, due 07/25/2034 |
|
09630KAS3 |
895,439 |
$890,756.89 |
0.22% |
| Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 |
|
3136BWAF3 |
910,606 |
$905,782.66 |
0.22% |
| GCAT Series 2025-INV5, Class A28, Variable rate, due 12/25/2055 |
|
36173VBA3 |
892,558 |
$896,018.92 |
0.22% |
| PMT Loan Trust Series 2026-J1, Class A25, Variable rate, due 01/25/2057 |
|
73015MBC4 |
924,837 |
$920,158.08 |
0.22% |
| Ellington Financial Mortgage Trust Series 2025-RTL1, Class M2, Variable rate, due 11/25/2040 |
|
26846FAD1 |
860,000 |
$860,853.12 |
0.21% |
| GNMA Series 2025-164, Class PO, 0%, due 08/20/2054 |
|
38381UKH4 |
1,113,619 |
$876,651.74 |
0.21% |
| Preston Ridge Partners Mortgage Trust Series 2025-3, Class A1, Variable rate, due 05/25/2030 |
|
74449DAA3 |
867,032 |
$867,556.41 |
0.21% |
| SG Capital Partners Series 2022-1, Class A1, Variable rate, due 03/27/2062 |
|
78433QAA3 |
910,541 |
$855,879.03 |
0.21% |
| Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2055 |
|
01F060691 |
809,000 |
$821,927.64 |
0.20% |
| Fannie Mae Series 2023-54, Class PO, 0%, due 11/25/2053 |
|
3136BQQZ5 |
966,737 |
$811,165.13 |
0.20% |
| New Residential Mortgage Loan Trust Series 2021-NQ1R, Class B2, Variable rate, due 07/25/2055 |
|
64828BAF8 |
930,000 |
$826,347.78 |
0.20% |
| New Residential Mortgage Loan Trust Series 2024-NQM1, Class B2, Variable rate, due 03/25/2064 |
|
64828DAF4 |
785,000 |
$799,309.15 |
0.20% |
| Exeter Automobile Receivables Trust Series 2025-2A, Class E, 7.81%, due 10/15/2032 |
|
30168JAG8 |
750,000 |
$769,704.00 |
0.19% |
| Mill City Mortgage Trust Series 2019-GS2, Class B2, Variable rate, due 08/25/2059 |
|
59981TAS4 |
1,025,000 |
$793,279.30 |
0.19% |
| Starwood Mortgage Residential Trust Series 2020-3, Class B2, Variable rate, due 04/25/2065 |
|
85573MAF6 |
895,000 |
$780,570.85 |
0.19% |
| GNMA Series 2025-4, Class FY, Variable rate, due 01/20/2055 |
|
38385CCE6 |
710,676 |
$717,044.42 |
0.18% |
| Invesco CLO LTD Series 2024-1RA, Class D1R, Variable rate, due 04/15/2037 |
|
46148JAG9 |
750,000 |
$741,142.31 |
0.18% |
| Luxury Lease Partners Auto Lease Trust Series 2025-A, Class A, 5.51%, due 03/15/2032 |
|
55069BAA5 |
726,048 |
$723,862.22 |
0.18% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class E, 9.218%, due 06/26/2034 |
|
76089LAA5 |
750,000 |
$742,815.20 |
0.18% |
| Toorak Mortgage Corp. Series 2024-2, Class A2, Variable rate, due 10/25/2031 |
|
89055KAB8 |
750,000 |
$754,291.43 |
0.18% |
| Verus Securitization Trust Series 2021-4, Class B2, Variable rate, due 07/25/2066 |
|
92538HAF7 |
1,000,000 |
$733,254.10 |
0.18% |
| Wells Fargo Mortgage Backed Securities Trust Series 2020-1, Class B2, Variable rate, due 12/25/2049 |
|
95002KBJ1 |
849,071 |
$753,198.51 |
0.18% |
| Ajax Mortgage Loan Trust Series 2021-E, Class A2, Variable rate, due 12/25/2060 |
|
009740AB7 |
913,000 |
$709,562.05 |
0.17% |
| BMO Mortgage Trust Series 2025-C13, Class XA, Variable rate, due 10/15/2058 |
|
05592YAE8 |
9,495,941 |
$705,631.02 |
0.17% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-6A, Class C, 5.534%, due 08/25/2034 |
|
76100JAE7 |
725,000 |
$713,214.76 |
0.17% |
| GNMA Series 2025-100, Class JS, Variable rate, due 06/20/2055 |
|
38385G2J7 |
706,798 |
$654,945.86 |
0.16% |
| Homeward Opportunities Fund I Trust Series 2024-RRTL2, Class M2, Variable rate, due 09/25/2039 |
|
43789GAF8 |
654,000 |
$656,011.97 |
0.16% |
| Island Finance Trust 2025-1 Series 2025-1A, Class B, 7.95%, due 03/19/2035 |
|
463920AB4 |
650,000 |
$655,826.41 |
0.16% |
| JP Morgan Mortgage Trust Series 2026-1, Class A11, Variable rate, due 07/25/2056 |
|
46594NCH5 |
655,327 |
$651,597.56 |
0.16% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A1, Variable rate, due 06/25/2055 |
|
740936AA7 |
657,255 |
$657,795.23 |
0.16% |
| BX Trust Series 2025-DELC, Class E, Variable rate, due 12/15/2030 |
|
05594MAJ1 |
600,000 |
$601,690.86 |
0.15% |
| Fannie Mae Series 2023-51, Class PO, 0%, due 11/25/2053 |
|
3136BQPQ6 |
732,380 |
$624,656.34 |
0.15% |
| Deephaven Residential Mortgage Trust Series 2021-1, Class B1, Variable rate, due 05/25/2065 |
|
24380VAE1 |
626,000 |
$582,008.91 |
0.14% |
| Deephaven Residential Mortgage Trust Series 2021-2, Class M1, Variable rate, due 04/25/2066 |
|
24381WAD0 |
700,000 |
$557,010.79 |
0.14% |
| Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 |
|
3137HDTC4 |
662,569 |
$587,015.76 |
0.14% |
| Onslow Bay Financial LLC Series 2022-NQM2, Class A1B, Variable rate, due 01/25/2062 |
|
67448DAM2 |
620,000 |
$575,125.58 |
0.14% |
| PRP Advisors, LLC Series 2025-RCF6, Class M1, Variable rate, due 12/25/2055 |
|
69393BAD7 |
600,000 |
$589,768.56 |
0.14% |
| Verus Securitization Trust Series 2022-1, Class B1, Variable rate, due 01/25/2067 |
|
92538WAE7 |
735,000 |
$585,220.23 |
0.14% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C60, Class XA, Variable rate, due 08/15/2054 |
|
95003DBP2 |
10,004,117 |
$587,021.56 |
0.14% |
| COMM Mortgage Trust Series 2024-CBM, Class G, Variable rate, due 12/10/2041 |
|
12674GAS3 |
600,000 |
$542,803.32 |
0.13% |
| Fannie Mae FN MA4271, 1.50%, due 02/01/2051 |
|
31418DW99 |
727,275 |
$540,795.00 |
0.13% |
| RCO Mortgage LLC Series 2025-4, Class A1, Variable rate, due 10/25/2030 |
|
74939VAA0 |
551,976 |
$551,895.46 |
0.13% |
| Verus Securitization Trust Series 2024-INV2, Class B2, Variable rate, due 08/26/2069 |
|
92540NAF0 |
510,000 |
$514,661.66 |
0.13% |
| Credit Suisse Mortgage Trust Series 2021-NQM6, Class B1, Variable rate, due 07/25/2066 |
|
12662KAE9 |
663,000 |
$485,659.50 |
0.12% |
| Diameter Capital CLO Series 2023-5A, Class DR, Variable rate, due 01/15/2039 |
|
25255TAG0 |
500,000 |
$497,423.58 |
0.12% |
| Exeter Select Automobile Receivables Trust Series 2025-3, Class C, 5%, due 03/15/2032 |
|
30185FAE0 |
500,000 |
$499,834.85 |
0.12% |
| Fannie Mae - CAS Series 2022-R06, Class 1B2, Variable rate, due 05/25/2042 |
|
20754NAR6 |
445,000 |
$480,512.47 |
0.12% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 02/01/2040 |
|
01F052474 |
500,000 |
$507,011.47 |
0.12% |
| GLS Auto Select Receivables Trust Series 2025-4A, Class C, 5.14%, due 12/15/2031 |
|
36273DAD7 |
500,000 |
$501,052.45 |
0.12% |
| LMRK Issuer Co. LLC Series 2025-1A, Class C, 8.12%, due 09/15/2055 |
|
50209AAK7 |
500,000 |
$503,003.80 |
0.12% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL9, Class A2, Variable rate, due 08/25/2055 |
|
740937AB3 |
500,000 |
$500,994.30 |
0.12% |
| PRP Advisors, LLC Series 2025-8, Class A2, Variable rate, due 10/25/2030 |
|
69383BAB3 |
500,000 |
$498,793.15 |
0.12% |
| Saluda Grade Alternative Mortgage Trust Series 2025-RRTL1, Class M2, Variable rate, due 10/25/2040 |
|
79582NAD1 |
500,000 |
$490,951.50 |
0.12% |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 |
|
78432WAA1 |
500,000 |
$499,944.95 |
0.12% |
| SG Capital Partners Series 2019-3, Class B2, Variable rate, due 09/25/2059 |
|
78432BAF6 |
521,000 |
$504,292.88 |
0.12% |
| Whitebox CLO Ltd Series 2025-5A, Class D2, Variable rate, due 07/20/2038 |
|
96467PAL2 |
500,000 |
$502,124.80 |
0.12% |
| Bank Series 2020-BN25, Class A5, 2.649%, due 01/15/2063 |
|
06539WBB1 |
478,000 |
$441,690.79 |
0.11% |
| Cross Mortgage Trust Series 2025-H6, Class B1B, Variable rate, due 07/25/2070 |
|
22758TAH7 |
450,000 |
$446,954.27 |
0.11% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class B, Variable rate, due 10/01/2053 |
|
30335JAE1 |
506,250 |
$443,276.45 |
0.11% |
| LHOME Mortgage Trust Series 2024-RTL2, Class A2, Variable rate, due 03/25/2029 |
|
50205JAB2 |
445,000 |
$445,407.26 |
0.11% |
| PRP Advisors, LLC Series 2025-7, Class A1, Variable rate, due 08/25/2030 |
|
69382YAA6 |
442,205 |
$440,741.08 |
0.11% |
| BWAY Mortgage Trust Series 2025-1535, Class A, Variable rate, due 05/05/2030 |
|
12430BAA8 |
415,000 |
$418,877.55 |
0.10% |
| Deephaven Residential Mortgage Trust Series 2022-1, Class B1, Variable rate, due 01/25/2067 |
|
24382JAE6 |
500,000 |
$419,187.70 |
0.10% |
| Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2055 |
|
01F060683 |
384,000 |
$390,481.24 |
0.10% |
| New Residential Mortgage Loan Trust Series 2024-NQM3, Class B2, Variable rate, due 11/25/2064 |
|
647910AH1 |
440,000 |
$428,186.57 |
0.10% |
| Pagaya AI Debt Selection Trust Series 2025-5, Class C, 5.64%, due 03/15/2033 |
|
69548WAD5 |
399,985 |
$400,297.18 |
0.10% |
| Preston Ridge Partners Mortgage Trust Series 2024-8, Class A2, Variable rate, due 12/25/2029 |
|
74448KAB6 |
400,000 |
$400,793.12 |
0.10% |
| Sixth Street CLO LTD. Series 2021-18A, Class FR, Variable rate, due 10/17/2038 |
|
83012JAG5 |
400,000 |
$394,048.67 |
0.10% |
| Verus Securitization Trust Series 2024-3, Class B1, Variable rate, due 04/25/2069 |
|
92540MAE5 |
385,000 |
$390,945.86 |
0.10% |
| Benefit Street Partners CLO Ltd Series 2021-24A, Class DR, Variable rate, due 10/20/2034 |
|
08182NAQ5 |
375,000 |
$375,000.00 |
0.09% |
| BRAVO Residential Funding Trust Series 2024-NQM5, Class B1, Variable rate, due 06/25/2064 |
|
105925AE1 |
380,000 |
$384,526.03 |
0.09% |
| Exeter Select Automobile Receivables Trust Series 2025-1, Class E, 8.44%, due 12/15/2032 |
|
30185AAG6 |
337,000 |
$349,243.24 |
0.09% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class M1, Variable rate, due 02/25/2065 |
|
617946AF5 |
380,000 |
$354,021.38 |
0.09% |
| New Residential Mortgage Loan Trust Series 2014-3A, Class B4, Variable rate, due 11/25/2054 |
|
64829DAR7 |
393,240 |
$386,290.81 |
0.09% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL11, Class A2, Variable rate, due 10/25/2055 |
|
69383AAB5 |
375,000 |
$376,212.23 |
0.09% |
| PRKCM Trust Series 2023-AFC1, Class M1, Variable rate, due 02/25/2058 |
|
693981AD4 |
371,000 |
$370,339.25 |
0.09% |
| CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 |
|
21873BAA3 |
317,928 |
$308,761.82 |
0.08% |
| Exeter Select Automobile Receivables Trust Series 2025-2, Class E, 6.87%, due 02/15/2033 |
|
30185EAG8 |
350,000 |
$343,785.79 |
0.08% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class D, Variable rate, due 11/15/2038 |
|
62955HAJ6 |
320,000 |
$319,040.03 |
0.08% |
| PRP Advisors, LLC Series 2025-RPL3, Class M1, Variable rate, due 04/25/2055 |
|
69392NAD2 |
350,000 |
$333,412.49 |
0.08% |
| Saluda Grade Alternative Mortgage Trust Series 2024-INV1, Class B1, Variable rate, due 08/25/2059 |
|
795924AE9 |
325,000 |
$328,601.42 |
0.08% |
| Verus Securitization Trust Series 2021-R2, Class B2, Variable rate, due 02/25/2064 |
|
92538DAG4 |
375,000 |
$313,624.05 |
0.08% |
| Verus Securitization Trust Series 2025-1, Class B1, Variable rate, due 01/25/2070 |
|
92540TAE0 |
315,000 |
$316,939.49 |
0.08% |
| Visio Trust Series 2023-2, Class M1, Variable rate, due 10/25/2058 |
|
92839CAD9 |
330,000 |
$330,013.79 |
0.08% |
| Bank Series 2023-BNK46, Class XA, Variable rate, due 08/15/2056 |
|
06541DCD4 |
9,996,115 |
$306,769.78 |
0.07% |
| CALI Mortgage Trust Series 2024-SUN, Class D, Variable rate, due 07/15/2041 |
|
12988DAG7 |
300,000 |
$302,544.87 |
0.07% |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 |
|
31573TAD0 |
289,000 |
$275,779.00 |
0.07% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 11/01/2051 |
|
01F022675 |
325,000 |
$271,056.13 |
0.07% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2056 |
|
01F052698 |
275,000 |
$274,683.56 |
0.07% |
| Freddie Mac Series 5460, Class FN, Variable rate, due 10/25/2054 |
|
3137HFSC0 |
280,673 |
$282,594.44 |
0.07% |
| GNMA TBA, 3.50%, due 09/01/2055 |
|
21H032670 |
306,000 |
$274,202.21 |
0.07% |
| GNMA TBA, 4.50%, due 04/01/2056 |
|
21H042679 |
318,000 |
$304,655.52 |
0.07% |
| Island Finance Trust 2025-1 Series 2025-1A, Class C, 10%, due 03/19/2035 |
|
463920AC2 |
300,000 |
$302,283.27 |
0.07% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B6Z, Variable rate, due 08/25/2050 |
|
46591VCF4 |
295,970 |
$272,400.13 |
0.07% |
| LHOME Mortgage Trust Series 2024-RTL3, Class M, 10.728%, due 05/25/2029 |
|
50205GAC6 |
275,000 |
$277,772.61 |
0.07% |
| MCR Mortgage Trust Series 2024-TWA, Class E, 8.725%, due 06/12/2039 |
|
582923AE8 |
300,000 |
$300,269.22 |
0.07% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A2, Variable rate, due 06/25/2055 |
|
740936AB5 |
300,000 |
$300,268.26 |
0.07% |
| PRP Advisors, LLC Series 2024-RPL4, Class M2, Variable rate, due 12/25/2054 |
|
74448MAE6 |
325,000 |
$298,418.71 |
0.07% |
| PRP Advisors, LLC Series 2025-RCF4, Class M2, Variable rate, due 08/25/2055 |
|
69382WAF9 |
290,000 |
$269,727.29 |
0.07% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-3A, Class A2, 5.149%, due 02/27/2034 |
|
76090QAB9 |
275,000 |
$275,088.06 |
0.07% |
| Verus Securitization Trust Series 2021-5, Class B2, Variable rate, due 09/25/2066 |
|
92538KAF0 |
367,000 |
$284,097.97 |
0.07% |
| Verus Securitization Trust Series 2024-2, Class B1, Variable rate, due 02/25/2069 |
|
92539UAE0 |
265,000 |
$267,809.74 |
0.07% |
| Apidos CLO Ltd Series 2018-29A, Class D2R, Variable rate, due 07/25/2038 |
|
03767MBA5 |
260,000 |
$262,710.23 |
0.06% |
| Bank Series 2021-BN31, Class XB, Variable rate, due 02/15/2054 |
|
06541ABN9 |
7,500,000 |
$257,051.78 |
0.06% |
| BRAVO Residential Funding Trust Series 2024-NQM6, Class B1, Variable rate, due 08/01/2064 |
|
05613JAG1 |
255,000 |
$257,910.93 |
0.06% |
| COLT Funding LLC Series 2021-HX1, Class B3A, Variable rate, due 10/25/2066 |
|
19688KAG9 |
340,000 |
$254,949.10 |
0.06% |
| Diameter Capital CLO Series 2023-5A, Class C2R, Variable rate, due 01/15/2039 |
|
25255RAU3 |
250,000 |
$248,632.25 |
0.06% |
| Ellington Financial Mortgage Trust Series 2024-INV1, Class B2, Variable rate, due 03/25/2069 |
|
268434AF4 |
258,000 |
$257,155.15 |
0.06% |
| Farmer Mac Agricultural Real Estate Trust Serues 2021-1, Class B, Variable rate, due 07/25/2051 |
|
30768WAC2 |
312,917 |
$249,668.44 |
0.06% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class A15, Variable rate, due 08/25/2050 |
|
46591VBH1 |
283,552 |
$253,061.20 |
0.06% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B4, Variable rate, due 08/25/2050 |
|
46591VBZ1 |
266,554 |
$239,628.28 |
0.06% |
| LHOME Mortgage Trust Series 2024-RTL2, Class M, Variable rate, due 03/25/2029 |
|
50205JAC0 |
255,000 |
$255,264.97 |
0.06% |
| Magnetite CLO Ltd Series 2020-27A, Class FRR, Variable rate, due 10/20/2038 |
|
55955FAJ4 |
260,000 |
$251,097.19 |
0.06% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 |
|
61768HAX4 |
11,184,924 |
$242,048.48 |
0.06% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class B1, Variable rate, due 02/25/2065 |
|
617946AG3 |
290,000 |
$258,205.91 |
0.06% |
| Neuberger Berman CLO Ltd Series 2020-39A, Class ER, Variable rate, due 04/20/2038 |
|
64134FAL5 |
250,000 |
$248,066.66 |
0.06% |
| Neuberger Berman CLO Ltd Series 2022-47A, Class DR, Variable rate, due 04/16/2035 |
|
64135DAQ8 |
250,000 |
$247,737.61 |
0.06% |
| NMLT Trust Series 2021-INV2, Class B1, Variable rate, due 08/25/2056 |
|
62917JAE0 |
334,000 |
$259,057.95 |
0.06% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL7, Class A1, Variable rate, due 07/25/2055 |
|
740934AA2 |
264,703 |
$265,100.30 |
0.06% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class C, 5.473%, due 06/26/2034 |
|
76089KAE9 |
250,000 |
$246,426.03 |
0.06% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class D, 6.012%, due 06/26/2034 |
|
76089KAF6 |
250,000 |
$244,198.78 |
0.06% |
| Rockland Park CLO Ltd Series 2021-1A, Class FR, Variable rate, due 07/20/2038 |
|
77366PAK6 |
260,000 |
$230,579.88 |
0.06% |
| SHR Trust Series 2024-LXRY, Class E, Variable rate, due 10/15/2041 |
|
784234AJ5 |
250,000 |
$251,905.35 |
0.06% |
| Silver Point CLO, Ltd Series 2025-11A, Class F, Variable rate, due 07/15/2038 |
|
82809YAC0 |
275,000 |
$265,986.12 |
0.06% |
| Verus Securitization Trust Series 2024-6, Class B1, Variable rate, due 07/25/2069 |
|
92540JAE2 |
248,000 |
$250,821.27 |
0.06% |
| FHLMC Multifamily Structured Pass Through Certs. Series K755, Class X3, Variable rate, due 02/25/2059 |
|
3137HCKN1 |
940,000 |
$206,720.01 |
0.05% |
| Pagaya AI Debt Selection Trust Series 2024-10, Class E, 10.412%, due 06/15/2032 |
|
69546UAA7 |
161,914 |
$164,329.96 |
0.04% |
| Toorak Mortgage Corp. Series 2024-RRTL1, Class A1, Variable rate, due 02/25/2039 |
|
89054YAA1 |
163,823 |
$163,959.51 |
0.04% |
| Verus Securitization Trust Series 2025-INV1, Class B1, Variable rate, due 02/25/2070 |
|
924929AG7 |
150,000 |
$151,231.01 |
0.04% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C59, Class XA, Variable rate, due 04/15/2054 |
|
95003CBU3 |
3,318,213 |
$172,840.39 |
0.04% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C25, Class XA, Variable rate, due 03/15/2057 |
|
05554VAC4 |
4,998,532 |
$137,646.58 |
0.03% |
| BENCHMARK Mortgage Trust Series 2019-B13, Class XA, Variable rate, due 08/15/2057 |
|
08162DAF5 |
4,918,127 |
$135,448.18 |
0.03% |
| BENCHMARK Mortgage Trust Series 2021-B29, Class XA, Variable rate, due 09/15/2054 |
|
08163JAG9 |
4,148,507 |
$129,871.08 |
0.03% |
| BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028 |
|
081927AC9 |
4,435,623 |
$136,594.58 |
0.03% |
| GMRF Mortgage Acquisition Co., LLC Series 2018-2, Class B2, Variable rate, due 10/25/2058 |
|
36418GBX1 |
116,938 |
$112,842.79 |
0.03% |
| GNMA TBA, 3%, due 01/01/2052 |
|
21H030674 |
132,000 |
$117,055.87 |
0.03% |
| GNMA TBA, 4%, due 09/01/2055 |
|
21H040673 |
114,000 |
$105,502.25 |
0.03% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-COR5, Class XA, Variable rate, due 06/13/2052 |
|
46591EAY3 |
3,863,474 |
$122,798.60 |
0.03% |
| Pagaya AI Debt Selection Trust Series 2024-8, Class D, 6.526%, due 01/15/2032 |
|
69544QAD2 |
126,040 |
$126,261.75 |
0.03% |
| Verus Securitization Trust Series 2024-5, Class B1, Variable rate, due 06/25/2069 |
|
92540HAE6 |
125,000 |
$126,788.50 |
0.03% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C6, Class XA, Variable rate, due 02/15/2053 |
|
05492TAE0 |
3,286,144 |
$96,038.86 |
0.02% |
| CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 |
|
21873LAA1 |
97,735 |
$96,002.57 |
0.02% |
| Fannie Mae Series 2016-63, Class AF, Variable rate, due 09/25/2046 |
|
3136ATXX7 |
76,864 |
$76,183.82 |
0.02% |
| Freddie Mac Multiclass Certificates Series 2020-RR07, Class AX, Variable rate, due 09/27/2028 |
|
3137FRVC2 |
1,500,000 |
$62,906.25 |
0.02% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
1,874,613 |
$97,945.71 |
0.02% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B5, Variable rate, due 08/25/2050 |
|
46591VCA5 |
82,017 |
$72,628.56 |
0.02% |
| Morgan Stanley Capital I Trust Series 2019-L3, Class XA, Variable rate, due 11/15/2052 |
|
61691UBF5 |
5,602,455 |
$96,790.25 |
0.02% |
| Bank Series 2019-BN16, Class XA, Variable rate, due 02/15/2052 |
|
065405AJ1 |
2,049,431 |
$37,494.13 |
0.01% |
| Bank Series 2019-BN21, Class XA, Variable rate, due 10/17/2052 |
|
06540BBE8 |
2,714,398 |
$58,874.22 |
0.01% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C7, Class XA, Variable rate, due 04/15/2053 |
|
05492VAG0 |
1,231,484 |
$46,590.85 |
0.01% |
| BENCHMARK Mortgage Trust Series 2020-B20, Class XA, Variable rate, due 10/15/2053 |
|
08162XBJ2 |
1,262,300 |
$53,936.43 |
0.01% |
| CFCRE Commercial Mortgage Trust Series 2017-C8, Class XA, Variable rate, due 06/15/2050 |
|
12532CBE4 |
7,266,845 |
$40,987.91 |
0.01% |
| FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 |
|
34411YAA5 |
26,727 |
$25,234.00 |
0.01% |
| GS Mortgage Securities Trust Series 2020-GC47, Class XA, Variable rate, due 05/12/2053 |
|
36258RBC6 |
1,641,594 |
$58,605.40 |
0.01% |
| 2026-06-26 US LONG BOND(CBT) Sep26 P 110 |
USN6P 110 |
|
1 |
$0.00 |
0.00% |
| 2026-06-26 US ULTRA BOND CBT Sep26 P 116.50 |
WNN6P 116.5 |
|
2 |
$2,187.50 |
0.00% |
| 2026-08-21 US 10YR NOTE (CBT)Sep26 C 109 |
TYU6C 109 |
|
-4 |
($4,250.00) |
0.00% |
| 2026-08-21 US 10YR NOTE (CBT)Sep26 C 112 |
TYU6C 112 |
|
-2 |
($281.25) |
0.00% |
| 2026-08-21 US 10YR NOTE (CBT)Sep26 C 113 |
TYU6C 113 |
|
-48 |
($3,750.01) |
0.00% |
| 2026-08-21 US 10YR NOTE (CBT)Sep26 P 109 |
TYU6P 109 |
|
-13 |
($8,937.50) |
0.00% |
| 2026-08-21 US 10yr Ultra Fut Sep26 C 113 |
UXYU6C 113 |
|
-15 |
($8,203.13) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 C 103.75 |
TUU6C 103.75 |
|
-4 |
($437.50) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 C 104.50 |
TUU6C 104.5 |
|
-10 |
($468.76) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 C 104.75 |
TUU6C 104.75 |
|
-1 |
($31.25) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 P 102.50 |
TUU6P 102.5 |
|
-4 |
($875.00) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 P 102.75 |
TUU6P 102.75 |
|
-16 |
($5,750.01) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103 |
TUU6P 103 |
|
-18 |
($10,406.26) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103.25 |
TUU6P 103.25 |
|
-12 |
($10,500.00) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103.50 |
TUU6P 103.5 |
|
-9 |
($11,250.00) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103.75 |
TUU6P 103.75 |
|
-1 |
($1,687.50) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 C 109 |
FVU6C 109 |
|
-28 |
($1,968.75) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 C 109.50 |
FVU6C 109.5 |
|
-37 |
($1,734.39) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 C 110 |
FVU6C 110 |
|
-9 |
($351.57) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108 |
FVU6P 108 |
|
-2 |
($2,875.00) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 113 |
USU6C 113 |
|
-8 |
($11,250.00) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 116 |
USU6C 116 |
|
-13 |
($6,093.75) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 119 |
USU6C 119 |
|
-45 |
($7,734.39) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 120 |
USU6C 120 |
|
-34 |
($4,250.00) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 121 |
USU6C 121 |
|
-70 |
($6,562.50) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 106 |
USU6P 106 |
|
-1 |
($156.25) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 110 |
USU6P 110 |
|
-12 |
($7,125.00) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 113 |
USU6P 113 |
|
-8 |
($12,750.00) |
0.00% |
| 2026-08-21 US ULTRA BOND CBT Sep26 C 116 |
WNU6C 116 |
|
-12 |
($17,437.54) |
0.00% |
| 2026-08-21 US ULTRA BOND CBT Sep26 C 118 |
WNU6C 118 |
|
-5 |
($3,593.75) |
0.00% |
| 2026-08-21 US ULTRA BOND CBT Sep26 P 112 |
WNU6P 112 |
|
-2 |
($1,281.25) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 111 |
TYZ6C 111 |
|
-6 |
($3,937.50) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 106.50 |
TYZ6P 106.5 |
|
-10 |
($5,000.00) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 107 |
TYZ6P 107 |
|
-2 |
($1,218.75) |
0.00% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 P 102.50 |
TUZ6P 102.5 |
|
-7 |
($3,828.13) |
0.00% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 C 108 |
FVZ6C 108 |
|
-20 |
($8,281.26) |
0.00% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 P 105 |
FVZ6P 105 |
|
-2 |
($765.63) |
0.00% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 P 106.25 |
FVZ6P 106.25 |
|
-6 |
($4,593.76) |
0.00% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 P 106.50 |
FVZ6P 106.5 |
|
-2 |
($1,734.38) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 116 |
USZ6C 116 |
|
-2 |
($2,343.76) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 120 |
USZ6C 120 |
|
-4 |
($1,875.00) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 104 |
USZ6P 104 |
|
-2 |
($843.75) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 105 |
USZ6P 105 |
|
-6 |
($3,000.00) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 106 |
USZ6P 106 |
|
-7 |
($4,484.38) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 108 |
USZ6P 108 |
|
-6 |
($6,093.76) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 110 |
USZ6P 110 |
|
-8 |
($12,500.00) |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 C 96.75 |
SFRZ6C 96.75 |
|
1 |
$68.75 |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 C 97.50 |
SFRZ6C 97.5 |
|
-2 |
($75.00) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 |
SFRZ7C 97.5 |
|
-13 |
($3,250.00) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96 |
SFRZ7P 96 |
|
-14 |
($16,187.50) |
0.00% |
| Bank Series 2019-BN22, Class XA, Variable rate, due 11/15/2062 |
|
06540XBH3 |
1,045,633 |
$17,831.70 |
0.00% |
| GS Mortgage Securities Trust Series 2020-GC45, Class XA, Variable rate, due 02/13/2053 |
|
36258YBJ6 |
920,875 |
$16,153.98 |
0.00% |
| US 10YR NOTE (CBT)Sep26 |
TYU6 |
|
246 |
$26,906,250.00 |
0.00% |
| US 10yr Ultra Fut Sep26 |
UXYU6 |
|
-17 |
($1,900,546.88) |
0.00% |
| US 2YR NOTE (CBT) Sep26 |
TUU6 |
|
215 |
$44,273,203.34 |
0.00% |
| US 5YR NOTE (CBT) Sep26 |
FVU6 |
|
441 |
$47,066,414.28 |
0.00% |
| US LONG BOND(CBT) Sep26 |
USU6 |
|
-144 |
($16,245,000.00) |
0.00% |
| US ULTRA BOND CBT Sep26 |
WNU6 |
|
-83 |
($9,583,906.25) |
0.00% |
| 2026-08-21 US 10YR NOTE (CBT)Sep26 P 110 |
TYU6P 110 |
|
-35 |
($41,562.50) |
-0.01% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 P 107 |
FVU6P 107 |
|
-35 |
($25,703.13) |
-0.01% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108.50 |
FVU6P 108.5 |
|
-21 |
($39,375.00) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 112 |
USU6P 112 |
|
-35 |
($41,015.65) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 116 |
USU6P 116 |
|
-11 |
($40,046.93) |
-0.01% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 109.50 |
TYZ6C 109.5 |
|
-27 |
($33,328.13) |
-0.01% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 107 |
USZ6P 107 |
|
-53 |
($43,062.50) |
-0.01% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96.38 |
SFRZ7P 96.38 |
|
-16 |
($26,600.00) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 111 |
USU6P 111 |
|
-102 |
($84,468.79) |
-0.02% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 115 |
USZ6C 115 |
|
-68 |
($98,812.51) |
-0.02% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 P 107.50 |
FVU6P 107.5 |
|
-134 |
($141,328.17) |
-0.03% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2056 |
|
01F042699 |
-576,000 |
($549,753.74) |
-0.13% |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2055 |
|
01F040693 |
-1,380,000 |
($1,285,531.71) |
-0.31% |
| Fannie Mae or Freddie Mac TBA, 5%, due 02/01/2056 |
|
01F050684 |
-2,399,000 |
($2,348,278.47) |
-0.57% |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2055 |
|
01F040685 |
-3,038,000 |
($2,830,507.55) |
-0.69% |
| US Dollar |
$USD |
|
-12,433,241 |
($12,433,241.31) |
-3.03% |
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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