Holdings of the Fund as of 10/7/2025
Total Number of Holdings (excluding cash): 155
| US Dollar |
$USD |
|
7,530,875 |
$7,530,875.48 |
12.13% |
| Freddie Mac Series 5502, Class FC, Variable rate, due 02/25/2055 |
|
3137HJSV0 |
1,772,255 |
$1,794,985.81 |
2.89% |
| Gracie Point International Funding Series 2025-1A, Class D, Variable rate, due 08/15/2028 |
|
38411WAD4 |
1,200,000 |
$1,202,163.24 |
1.94% |
| GS Mortgage-Backed Securities Trust Series 2022-LTV1, Class A14, Variable rate, due 06/25/2052 |
|
36266VAR5 |
1,500,000 |
$1,087,589.70 |
1.75% |
| Fannie Mae Series 2023-51, Class PO, 0%, due 11/25/2053 |
|
3136BQPQ6 |
1,185,014 |
$1,039,634.86 |
1.67% |
| GNMA Series 2025-4, Class FY, Variable rate, due 01/20/2055 |
|
38385CCE6 |
1,017,510 |
$1,027,877.78 |
1.66% |
| GS Mortgage Securities Trust Series 2024-FAIR, Class E, Variable rate, due 07/15/2029 |
|
36270JAJ4 |
1,000,000 |
$1,033,044.80 |
1.66% |
| Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 |
|
3136BWAF3 |
1,026,728 |
$1,020,480.74 |
1.64% |
| PRP Advisors, LLC Series 2025-6, Class M1, Variable rate, due 08/25/2030 |
|
69395KAC7 |
1,000,000 |
$999,829.90 |
1.61% |
| Towd Point Mortgage Trust Series 2017-4, Class B4, Variable rate, due 06/25/2057 |
|
89173UAH0 |
1,250,000 |
$994,874.38 |
1.60% |
| Verus Securitization Trust Series 2023-INV1, Class B2, Variable rate, due 02/25/2068 |
|
92539FAF0 |
1,000,000 |
$996,177.70 |
1.60% |
| SFO Commerical Mortgage Trust Series 2021-555, Class D, Variable rate, due 05/15/2038 |
|
78432WAG8 |
1,000,000 |
$989,388.00 |
1.59% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class C, Variable rate, due 03/15/2052 |
|
61768HBB1 |
1,000,000 |
$875,807.40 |
1.41% |
| New Residential Mortgage Loan Trust Series 2021-NQ1R, Class B2, Variable rate, due 07/25/2055 |
|
64828BAF8 |
930,000 |
$836,486.27 |
1.35% |
| New Residential Mortgage Loan Trust Series 2024-NQM1, Class B2, Variable rate, due 03/25/2064 |
|
64828DAF4 |
785,000 |
$826,565.86 |
1.33% |
| GNMA Series 2025-100, Class JS, Variable rate, due 06/20/2055 |
|
38385G2J7 |
791,800 |
$784,156.72 |
1.26% |
| Exeter Select Automobile Receivables Trust Series 2025-1, Class D, 6.14%, due 09/15/2031 |
|
30185AAF8 |
750,000 |
$776,521.35 |
1.25% |
| Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 |
|
3137HDTC4 |
813,791 |
$768,049.44 |
1.24% |
| Exeter Automobile Receivables Trust Series 2025-2A, Class E, 7.81%, due 10/15/2032 |
|
30168JAG8 |
750,000 |
$766,144.65 |
1.23% |
| BMO Mortgage Trust Series 2025-C13, Class XA, Variable rate, due 10/15/2058 |
|
05592YAE8 |
9,500,000 |
$758,157.00 |
1.22% |
| MFRA Trust Series 2024-RTL3, Class A1, Variable rate, due 11/25/2039 |
|
59319PAA4 |
750,000 |
$757,318.43 |
1.22% |
| Mill City Mortgage Trust Series 2019-GS2, Class B2, Variable rate, due 08/25/2059 |
|
59981TAS4 |
1,025,000 |
$758,740.77 |
1.22% |
| Toorak Mortgage Corp. Series 2024-2, Class A2, Variable rate, due 10/25/2031 |
|
89055KAB8 |
750,000 |
$758,069.10 |
1.22% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class E, 9.218%, due 06/26/2034 |
|
76089LAA5 |
750,000 |
$750,880.61 |
1.21% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A1, Variable rate, due 06/25/2055 |
|
740936AA7 |
718,653 |
$722,572.90 |
1.16% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C60, Class XA, Variable rate, due 08/15/2054 |
|
95003DBP2 |
10,897,102 |
$681,561.41 |
1.10% |
| Island Finance Trust 2025-1 Series 2025-1A, Class B, 7.95%, due 03/19/2035 |
|
463920AB4 |
650,000 |
$660,684.96 |
1.06% |
| VCAT Asset Securitization, LLC Series 2025-NPL1, Class A1, Variable rate, due 01/25/2055 |
|
921962AA4 |
589,502 |
$591,216.31 |
0.95% |
| Fannie Mae FN MA4271, 1.50%, due 02/01/2051 |
|
31418DW99 |
756,811 |
$569,422.44 |
0.92% |
| Vertical Bridge CC, LLC Series 2025-1A, Class C, 7.446%, due 08/16/2055 |
|
92535VAU6 |
550,000 |
$550,987.58 |
0.89% |
| RCO Mortgage LLC Series 2025-1, Class A1, Variable rate, due 01/25/2030 |
|
75523XAA5 |
520,032 |
$520,799.38 |
0.84% |
| Verus Securitization Trust Series 2024-INV2, Class B2, Variable rate, due 08/26/2069 |
|
92540NAF0 |
510,000 |
$517,859.61 |
0.83% |
| Fannie Mae - CAS Series 2022-R06, Class 1B2, Variable rate, due 05/25/2042 |
|
20754NAR6 |
445,000 |
$503,329.09 |
0.81% |
| GLS Auto Select Receivables Trust Series 2025-4A, Class C, 5.14%, due 12/15/2031 |
|
36273DAD7 |
500,000 |
$500,113.29 |
0.81% |
| Gracie Point International Funding Series 2025-1A, Class A, Variable rate, due 08/15/2028 |
|
38411WAA0 |
500,000 |
$501,425.85 |
0.81% |
| LMRK Issuer Co. LLC Series 2025-1A, Class C, 8.12%, due 09/15/2055 |
|
50209AAK7 |
500,000 |
$504,021.90 |
0.81% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL9, Class A2, Variable rate, due 08/25/2055 |
|
740937AB3 |
500,000 |
$500,824.36 |
0.81% |
| PRP Advisors, LLC Series 2025-8, Class A2, Variable rate, due 10/25/2030 |
|
69383BAB3 |
500,000 |
$499,991.85 |
0.81% |
| Whitebox CLO Ltd Series 2025-5A, Class D2, Variable rate, due 07/20/2038 |
|
96467PAL2 |
500,000 |
$503,231.54 |
0.81% |
| CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 |
|
21873BAA3 |
512,360 |
$495,005.54 |
0.80% |
| Fannie Mae - CAS Series 2021-R02, Class 2B2, Variable rate, due 11/25/2041 |
|
20754KAJ0 |
475,000 |
$495,061.15 |
0.80% |
| PRP Advisors, LLC Series 2025-7, Class A1, Variable rate, due 08/25/2030 |
|
69382YAA6 |
498,228 |
$499,623.49 |
0.80% |
| Saluda Grade Alternative Mortgage Trust Series 2025-NPL1, Class A1, Variable rate, due 01/25/2030 |
|
79582BAA3 |
494,760 |
$496,734.33 |
0.80% |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 |
|
78432WAA1 |
500,000 |
$496,806.70 |
0.80% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class B, Variable rate, due 10/01/2053 |
|
30335JAE1 |
542,674 |
$480,649.50 |
0.77% |
| REMIC FUNDING TRUST 98-1 Series 2025-3, Class A, 6.231%, due 12/27/2056 |
|
75806GAA0 |
463,372 |
$464,876.33 |
0.75% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-1A, Class A, 5.044%, due 06/27/2033 |
|
76089YAA7 |
463,962 |
$464,315.18 |
0.75% |
| Cross Mortgage Trust Series 2025-H6, Class B1B, Variable rate, due 07/25/2070 |
|
22758TAH7 |
450,000 |
$447,166.80 |
0.72% |
| LHOME Mortgage Trust Series 2024-RTL2, Class A2, Variable rate, due 03/25/2029 |
|
50205JAB2 |
445,000 |
$449,760.61 |
0.72% |
| Bank Series 2020-BN25, Class A5, 2.649%, due 01/15/2063 |
|
06539WBB1 |
478,000 |
$442,068.50 |
0.71% |
| New Residential Mortgage Loan Trust Series 2024-NQM3, Class B2, Variable rate, due 11/25/2064 |
|
647910AH1 |
440,000 |
$436,623.00 |
0.70% |
| BWAY Mortgage Trust Series 2025-1535, Class A, Variable rate, due 05/05/2030 |
|
12430BAA8 |
415,000 |
$431,220.48 |
0.69% |
| NRTH PARK Mortgage Trust Series 2025-PARK, Class A, Variable rate, due 10/15/2040 |
|
669985AA1 |
400,000 |
$400,669.24 |
0.65% |
| Pagaya AI Debt Selection Trust Series 2025-5, Class C, 5.64%, due 03/15/2033 |
|
69548WAD5 |
400,000 |
$403,952.08 |
0.65% |
| Sixth Street CLO LTD. Series 2021-18A, Class FR, Variable rate, due 10/17/2038 |
|
83012JAG5 |
400,000 |
$402,495.49 |
0.65% |
| BRAVO Residential Funding Trust Series 2024-NQM5, Class B1, Variable rate, due 06/25/2064 |
|
105925AE1 |
380,000 |
$387,330.88 |
0.62% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL11, Class A2, Variable rate, due 10/25/2055 |
|
69383AAB5 |
375,000 |
$375,845.59 |
0.61% |
| Exeter Select Automobile Receivables Trust Series 2025-1, Class E, 8.44%, due 12/15/2032 |
|
30185AAG6 |
337,000 |
$357,429.68 |
0.58% |
| Saluda Grade Alternative Mortgage Trust Series 2024-INV1, Class B1, Variable rate, due 08/25/2059 |
|
795924AE9 |
325,000 |
$360,643.63 |
0.58% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class M1, Variable rate, due 02/25/2065 |
|
617946AF5 |
380,000 |
$354,480.45 |
0.57% |
| Bank Series 2023-BNK46, Class XA, Variable rate, due 08/15/2056 |
|
06541DCD4 |
10,010,623 |
$346,009.19 |
0.56% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
368,000 |
$349,444.23 |
0.56% |
| Freddie Mac Series 5460, Class FN, Variable rate, due 10/25/2054 |
|
3137HFSC0 |
334,459 |
$334,190.53 |
0.54% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 |
|
61768HAX4 |
11,251,421 |
$314,146.42 |
0.51% |
| Hartwick Park CLO, Ltd. Series 2023-1A, Class DR, Variable rate, due 01/20/2037 |
|
417403AU6 |
310,000 |
$310,703.40 |
0.50% |
| New York Mortgage Trust Series 2025-R1, Class A, Variable rate, due 02/25/2030 |
|
67120XAA9 |
307,866 |
$308,674.32 |
0.50% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class D, Variable rate, due 11/15/2038 |
|
62955HAJ6 |
320,000 |
$312,095.46 |
0.50% |
| Bank Series 2021-BN31, Class XB, Variable rate, due 02/15/2054 |
|
06541ABN9 |
7,500,000 |
$301,856.33 |
0.49% |
| CALI Mortgage Trust Series 2024-SUN, Class D, Variable rate, due 07/15/2041 |
|
12988DAG7 |
300,000 |
$302,332.74 |
0.49% |
| Island Finance Trust 2025-1 Series 2025-1A, Class C, 10%, due 03/19/2035 |
|
463920AC2 |
300,000 |
$305,087.52 |
0.49% |
| MCR Mortgage Trust Series 2024-TWA, Class E, 8.725%, due 06/12/2039 |
|
582923AE8 |
300,000 |
$305,522.37 |
0.49% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A2, Variable rate, due 06/25/2055 |
|
740936AB5 |
300,000 |
$303,010.80 |
0.49% |
| CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 |
|
21873LAA1 |
305,139 |
$300,053.85 |
0.48% |
| Oak Hill Credit Series 2023-15RA, Class A, Variable rate, due 07/20/2038 |
|
67121NAC6 |
300,000 |
$300,757.66 |
0.48% |
| Pagaya AI Debt Selection Trust Series 2024-10, Class E, 10.412%, due 06/15/2032 |
|
69546UAA7 |
288,046 |
$296,414.58 |
0.48% |
| Verus Securitization Trust Series 2021-R2, Class B2, Variable rate, due 02/25/2064 |
|
92538DAG4 |
375,000 |
$295,024.46 |
0.48% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL7, Class A1, Variable rate, due 07/25/2055 |
|
740934AA2 |
293,431 |
$294,441.25 |
0.47% |
| PRP Advisors, LLC Series 2024-RPL4, Class M2, Variable rate, due 12/25/2054 |
|
74448MAE6 |
325,000 |
$291,190.41 |
0.47% |
| Verus Securitization Trust Series 2021-5, Class B2, Variable rate, due 09/25/2066 |
|
92538KAF0 |
367,000 |
$287,221.69 |
0.46% |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 |
|
31573TAD0 |
289,000 |
$277,455.29 |
0.45% |
| LHOME Mortgage Trust Series 2024-RTL3, Class M, 10.728%, due 05/25/2029 |
|
50205GAC6 |
275,000 |
$278,109.62 |
0.45% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-3A, Class A2, 5.149%, due 02/27/2034 |
|
76090QAB9 |
275,000 |
$275,879.67 |
0.44% |
| CSAIL Commercial Mortgage Trust Series 2015-C3, Class B, Variable rate, due 08/15/2048 |
|
12635FAY0 |
285,000 |
$267,750.75 |
0.43% |
| Hudson Yards Series 2019-30HY, Class E, Variable rate, due 07/10/2039 |
|
44421GAL7 |
300,000 |
$269,507.22 |
0.43% |
| PRP Advisors, LLC Series 2025-RCF4, Class M2, Variable rate, due 08/25/2055 |
|
69382WAF9 |
290,000 |
$266,519.37 |
0.43% |
| Silver Point CLO, Ltd Series 2025-11A, Class F, Variable rate, due 07/15/2038 |
|
82809YAC0 |
275,000 |
$269,445.05 |
0.43% |
| Apidos CLO Ltd Series 2018-29A, Class D2R, Variable rate, due 07/25/2038 |
|
03767MBA5 |
260,000 |
$261,363.11 |
0.42% |
| BRAVO Residential Funding Trust Series 2024-NQM6, Class B1, Variable rate, due 08/01/2064 |
|
05613JAG1 |
255,000 |
$259,413.69 |
0.42% |
| COLT Funding LLC Series 2021-HX1, Class B3A, Variable rate, due 10/25/2066 |
|
19688KAG9 |
340,000 |
$261,772.66 |
0.42% |
| Exeter Automobile Receivables Trust Series 2024-1A, Class E, 7.89%, due 08/15/2031 |
|
30167PAG5 |
250,000 |
$260,875.85 |
0.42% |
| LHOME Mortgage Trust Series 2024-RTL2, Class M, Variable rate, due 03/25/2029 |
|
50205JAC0 |
255,000 |
$258,585.35 |
0.42% |
| Magnetite CLO Ltd Series 2020-27A, Class FRR, Variable rate, due 10/20/2038 |
|
55955FAJ4 |
260,000 |
$260,650.00 |
0.42% |
| Rockland Park CLO Ltd Series 2021-1A, Class FR, Variable rate, due 07/20/2038 |
|
77366PAK6 |
260,000 |
$260,002.94 |
0.42% |
| Ellington Financial Mortgage Trust Series 2024-INV1, Class B2, Variable rate, due 03/25/2069 |
|
268434AF4 |
258,000 |
$256,837.50 |
0.41% |
| Farmer Mac Agricultural Real Estate Trust Serues 2021-1, Class B, Variable rate, due 07/25/2051 |
|
30768WAC2 |
326,576 |
$254,252.65 |
0.41% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class B1, Variable rate, due 02/25/2065 |
|
617946AG3 |
290,000 |
$255,786.90 |
0.41% |
| Neuberger Berman CLO Ltd Series 2020-39A, Class ER, Variable rate, due 04/20/2038 |
|
64134FAL5 |
250,000 |
$254,183.15 |
0.41% |
| REMIC FUNDING TRUST 98-1 Series 2025-3, Class B, 7.749%, due 12/27/2056 |
|
75806GAB8 |
255,000 |
$256,915.10 |
0.41% |
| Saluda Grade Alternative Mortgage Trust Series 2024-RTL4, Class A2, Variable rate, due 02/25/2030 |
|
79584CAB7 |
255,000 |
$255,469.30 |
0.41% |
| SHR Trust Series 2024-LXRY, Class E, Variable rate, due 10/15/2041 |
|
784234AJ5 |
250,000 |
$253,049.68 |
0.41% |
| Verus Securitization Trust Series 2024-6, Class B1, Variable rate, due 07/25/2069 |
|
92540JAE2 |
248,000 |
$251,914.38 |
0.41% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class C, 5.473%, due 06/26/2034 |
|
76089KAE9 |
250,000 |
$250,306.32 |
0.40% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class D, 6.012%, due 06/26/2034 |
|
76089KAF6 |
250,000 |
$250,300.81 |
0.40% |
| Silver Point CLO, Ltd Series 2024-7A, Class A1, Variable rate, due 01/15/2038 |
|
82808UAA3 |
250,000 |
$251,108.25 |
0.40% |
| FHLMC Multifamily Structured Pass Through Certs. Series K755, Class X3, Variable rate, due 02/25/2059 |
|
3137HCKN1 |
940,000 |
$237,692.82 |
0.38% |
| PRP Advisors, LLC Series 2025-2, Class A1, Variable rate, due 05/25/2030 |
|
69382HAA3 |
232,953 |
$233,914.76 |
0.38% |
| REMIC FUNDING TRUST 98-1 Series 2025-2, Class A, Variable rate, due 05/27/2055 |
|
75806EAA5 |
230,448 |
$231,723.75 |
0.37% |
| Pagaya AI Debt Selection Trust Series 2024-8, Class D, 6.526%, due 01/15/2032 |
|
69544QAD2 |
222,031 |
$223,416.30 |
0.36% |
| GLS Auto Receivables Trust Series 2025-3A, Class A1, 4.494%, due 07/15/2026 |
|
37989YAA0 |
219,508 |
$219,543.58 |
0.35% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C59, Class XA, Variable rate, due 04/15/2054 |
|
95003CBU3 |
3,380,553 |
$198,643.65 |
0.32% |
| Pagaya AI Debt Selection Trust Series 2024-3, Class D, 9%, due 10/15/2031 |
|
69547XAD4 |
184,834 |
$186,282.74 |
0.30% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C25, Class XA, Variable rate, due 03/15/2057 |
|
05554VAC4 |
4,999,230 |
$182,879.84 |
0.29% |
| BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028 |
|
081927AC9 |
4,438,369 |
$181,273.18 |
0.29% |
| BENCHMARK Mortgage Trust Series 2019-B13, Class XA, Variable rate, due 08/15/2057 |
|
08162DAF5 |
4,941,527 |
$162,794.67 |
0.26% |
| BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 |
|
12430BAE0 |
155,000 |
$162,745.30 |
0.26% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-COR5, Class XA, Variable rate, due 06/13/2052 |
|
46591EAY3 |
4,220,298 |
$160,868.04 |
0.26% |
| BENCHMARK Mortgage Trust Series 2021-B29, Class XA, Variable rate, due 09/15/2054 |
|
08163JAG9 |
4,264,638 |
$155,757.78 |
0.25% |
| Verus Securitization Trust Series 2025-INV1, Class B1, Variable rate, due 02/25/2070 |
|
924929AG7 |
150,000 |
$151,591.76 |
0.24% |
| Pagaya AI Debt Selection Trust Series 2024-2, Class C, 7.573%, due 08/15/2031 |
|
694961AC7 |
133,934 |
$135,221.49 |
0.22% |
| GMRF Mortgage Acquisition Co., LLC Series 2018-2, Class B2, Variable rate, due 10/25/2058 |
|
36418GBX1 |
125,956 |
$122,014.39 |
0.20% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C6, Class XA, Variable rate, due 02/15/2053 |
|
05492TAE0 |
3,308,896 |
$117,150.15 |
0.19% |
| CFCRE Commercial Mortgage Trust Series 2017-C8, Class XA, Variable rate, due 06/15/2050 |
|
12532CBE4 |
7,550,682 |
$119,236.59 |
0.19% |
| MCR Mortgage Trust Series 2024-TWA, Class F, 10.382%, due 06/12/2039 |
|
582923AF5 |
115,000 |
$118,318.74 |
0.19% |
| Morgan Stanley Capital I Trust Series 2019-L3, Class XA, Variable rate, due 11/15/2052 |
|
61691UBF5 |
5,635,659 |
$120,605.36 |
0.19% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
1,909,817 |
$95,786.68 |
0.15% |
| Freddie Mac Multiclass Certificates Series 2020-RR07, Class AX, Variable rate, due 09/27/2028 |
|
3137FRVC2 |
1,500,000 |
$86,755.35 |
0.14% |
| Fannie Mae Series 2016-63, Class AF, Variable rate, due 09/25/2046 |
|
3136ATXX7 |
83,136 |
$81,382.92 |
0.13% |
| Bank Series 2019-BN21, Class XA, Variable rate, due 10/17/2052 |
|
06540BBE8 |
2,813,574 |
$73,967.45 |
0.12% |
| BENCHMARK Mortgage Trust Series 2020-B20, Class XA, Variable rate, due 10/15/2053 |
|
08162XBJ2 |
1,305,038 |
$67,639.62 |
0.11% |
| GS Mortgage Securities Trust Series 2020-GC47, Class XA, Variable rate, due 05/12/2053 |
|
36258RBC6 |
1,645,639 |
$67,956.18 |
0.11% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C7, Class XA, Variable rate, due 04/15/2053 |
|
05492VAG0 |
1,247,342 |
$57,058.27 |
0.09% |
| Bank Series 2019-BN16, Class XA, Variable rate, due 02/15/2052 |
|
065405AJ1 |
2,145,985 |
$51,854.29 |
0.08% |
| FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 |
|
34411YAA5 |
35,356 |
$33,248.39 |
0.05% |
| Bank Series 2019-BN22, Class XA, Variable rate, due 11/15/2062 |
|
06540XBH3 |
1,049,712 |
$21,970.58 |
0.04% |
| Bank Series 2019-BN24, Class XA, Variable rate, due 11/15/2062 |
|
06540VBC8 |
971,241 |
$22,850.97 |
0.04% |
| GS Mortgage Securities Trust Series 2020-GC45, Class XA, Variable rate, due 02/13/2053 |
|
36258YBJ6 |
926,734 |
$19,699.12 |
0.03% |
| 2026-02-20 US 5YR NOTE (CBT) Mar26 C 109 |
FVH6C 109 |
|
4 |
$4,093.76 |
0.01% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 105 |
USH6P 105 |
|
22 |
$6,531.28 |
0.01% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 C 114 |
TYZ5C 114 |
|
4 |
$1,250.00 |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 C 114.50 |
TYZ5C 114.5 |
|
2 |
$437.50 |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 C 116 |
TYZ5C 116 |
|
4 |
$312.50 |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 107 |
TYZ5P 107 |
|
4 |
$62.50 |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 107.50 |
TYZ5P 107.5 |
|
2 |
$62.50 |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 109 |
TYZ5P 109 |
|
4 |
$187.50 |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 95 |
USZ5P 95 |
|
4 |
$0.00 |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 C 112.50 |
TYH6C 112.5 |
|
1 |
$1,359.38 |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 P 112.50 |
TYH6P 112.5 |
|
1 |
$1,312.50 |
0.00% |
| 2026-02-20 US 5YR NOTE (CBT) Mar26 P 109 |
FVH6P 109 |
|
4 |
$2,843.76 |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 110 |
USH6P 110 |
|
1 |
$812.50 |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 C 96.75 |
SFRZ6C 96.75 |
|
1 |
$1,056.25 |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 P 96.75 |
SFRZ6P 96.75 |
|
1 |
$581.25 |
0.00% |
| US 10YR NOTE (CBT)Dec25 |
TYZ5 |
|
54 |
$6,084,281.25 |
0.00% |
| US 10yr Ultra Fut Dec25 |
UXYZ5 |
|
12 |
$1,383,000.00 |
0.00% |
| US 2YR NOTE (CBT) Dec25 |
TUZ5 |
|
42 |
$8,757,328.10 |
0.00% |
| US 5YR NOTE (CBT) Dec25 |
FVZ5 |
|
65 |
$7,104,296.88 |
0.00% |
| US LONG BOND(CBT) Dec25 |
USZ5 |
|
-38 |
($4,437,687.50) |
0.00% |
| US ULTRA BOND CBT Dec25 |
WNZ5 |
|
-7 |
($841,312.50) |
0.00% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 02/01/2052 |
|
01F0326B5 |
-100,000 |
($91,636.10) |
-0.15% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F0326C3 |
-100,000 |
($91,620.48) |
-0.15% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 07/01/2054 |
|
01F0426B4 |
-115,000 |
($111,812.40) |
-0.18% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 08/01/2054 |
|
01F0426C2 |
-115,000 |
($111,795.18) |
-0.18% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F0306C7 |
-710,000 |
($626,031.28) |
-1.01% |
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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