Holdings of the Fund as of 10/2/2026
Total Number of Holdings (excluding cash): 466
| Fannie Mae or Freddie Mac TBA, 6%, due 06/01/2056 |
|
01F0606B6 |
11,744,000 |
$11,488,222.72 |
2.10% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2056 |
|
01F0526A5 |
10,116,000 |
$9,644,633.45 |
1.76% |
| Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2056 |
|
01F0606A8 |
7,202,000 |
$7,058,929.84 |
1.29% |
| REMIC FUNDING TRUST 98-1 Series 2026-2, Class A, 6.259%, due 11/27/2056 |
|
75805CAA0 |
6,433,591 |
$6,369,589.57 |
1.16% |
| Zayo Issuer LLC Series 2025-2A, Class C, 9.489%, due 06/20/2055 |
|
98919WAL7 |
5,500,000 |
$5,671,380.00 |
1.04% |
| Consolidated Communications LLC, Fidium Fiber Fina Series 2025-1A, Class C, 9.408%, due 05/20/2055 |
|
209031AC7 |
5,500,000 |
$5,626,322.90 |
1.03% |
| U.S. Treasury Bill, 0%, due 10/13/2026 |
|
912797VL8 |
5,000,000 |
$4,995,800.00 |
0.91% |
| U.S. Treasury Bill, 0%, due 10/15/2026 |
|
912797UK1 |
5,000,000 |
$4,994,731.25 |
0.91% |
| GNMA G2 788850, 6%, due 09/20/2066 |
|
3622AEWK8 |
5,000,000 |
$4,941,756.20 |
0.90% |
| Freddie Mac Series 5642, Class FN, Variable rate, due 03/25/2056 |
|
3137HQEA5 |
4,715,505 |
$4,537,554.77 |
0.83% |
| REMIC FUNDING TRUST 98-1 Series 2026-1, Class B, Variable rate, due 09/27/2056 |
|
75806HAB6 |
4,500,000 |
$4,447,935.00 |
0.81% |
| BINOM Securitization Trust Series 2021-INV1, Class B1, Variable rate, due 06/25/2056 |
|
05552UAE4 |
6,150,000 |
$4,378,336.91 |
0.80% |
| GNMA Series 2025-78, Class IO, Variable rate, due 11/16/2063 |
|
38381MPY0 |
60,450,629 |
$4,318,326.96 |
0.79% |
| Zayo Issuer LLC Series 2025-2A, Class B, 6.586%, due 06/20/2055 |
|
98919WAJ2 |
4,320,000 |
$4,296,617.14 |
0.78% |
| HOMES Trust Series 2025-NQM2, Class B2, Variable rate, due 02/25/2070 |
|
403966AF1 |
4,216,000 |
$4,105,921.93 |
0.75% |
| RCO Mortgage LLC Series 2025-4, Class A2, Variable rate, due 10/25/2030 |
|
74939VAB8 |
4,150,000 |
$4,094,560.57 |
0.75% |
| Fannie Mae - CAS Series 2022-R01, Class 1B2, Variable rate, due 12/25/2041 |
|
20754LAJ8 |
4,000,000 |
$4,040,397.20 |
0.74% |
| Freddie Mac Series 5690, Class NS, Variable rate, due 02/01/2053 |
|
BCC3XGN98 |
4,476,086 |
$4,002,015.93 |
0.73% |
| GLS Auto Select Receivables Trust Series 2025-4A, Class D, 5.61%, due 01/18/2033 |
|
36273DAE5 |
4,045,000 |
$3,985,875.85 |
0.73% |
| Verus Securitization Trust Series 2024-2, Class B2, Variable rate, due 02/25/2069 |
|
92539UAF7 |
4,000,000 |
$4,010,508.00 |
0.73% |
| RCO Mortgage LLC Series 2026-4, Class A1, Variable rate, due 08/25/2031 |
|
74940UAA9 |
3,974,199 |
$3,921,671.71 |
0.72% |
| Zayo Issuer LLC Series 2026-1A, Class C, 7.784%, due 04/20/2056 |
|
98919WAY9 |
4,000,000 |
$3,913,746.00 |
0.71% |
| Point Securitization Trust Series 2026-2, Class A1, 5.25%, due 07/25/2056 |
|
73071MAA0 |
3,955,000 |
$3,776,776.23 |
0.69% |
| GNMA TBA, 6.50%, due 01/01/2056 |
|
21H0626B8 |
3,723,000 |
$3,734,118.29 |
0.68% |
| REMIC FUNDING TRUST 98-1 Series 2026-3, Class B, 9.362%, due 04/27/2057 |
|
757916AB7 |
3,700,000 |
$3,699,805.75 |
0.68% |
| CarMax Select Receivables Trust Series 2026-A, Class D, 4.90%, due 05/17/2032 |
|
142929AG3 |
3,800,000 |
$3,674,828.38 |
0.67% |
| REMIC FUNDING TRUST 98-1 Series 2026-RR1, Class A1, Variable rate, due 07/27/2030 |
|
76201CAA8 |
3,603,529 |
$3,591,111.64 |
0.66% |
| Westlake Automobile Receivables Trust Series 2026-2A, Class D, 5.25%, due 03/15/2032 |
|
96041GAG8 |
3,700,000 |
$3,626,887.26 |
0.66% |
| Battery Park CLO Ltd. Series 2019-1A, Class CR, Variable rate, due 07/15/2036 |
|
07133YAS9 |
3,500,000 |
$3,504,430.79 |
0.64% |
| GNMA Series 2026-99, Class HS, Variable rate, due 06/20/2056 |
|
38385TC25 |
4,330,974 |
$3,490,268.78 |
0.64% |
| LHOME Mortgage Trust Series 2024-RTL5, Class M2, Variable rate, due 09/25/2039 |
|
50205WAD9 |
3,500,000 |
$3,503,549.00 |
0.64% |
| REMIC FUNDING TRUST 98-1 Series 2025-3, Class B, 7.749%, due 12/27/2056 |
|
75806GAB8 |
3,505,000 |
$3,516,908.59 |
0.64% |
| New Residential Mortgage Loan Trust Series 2023-NQM1, Class B2, Variable rate, due 10/25/2063 |
|
64831HAF0 |
3,545,000 |
$3,459,619.24 |
0.63% |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-1A, Class E, 11.066%, due 01/25/2035 |
|
76100NAB4 |
3,500,000 |
$3,443,163.85 |
0.63% |
| UNITK 2026-1A C 7.653%, due 02/25/2056 |
|
49459AAE0 |
3,500,000 |
$3,450,956.25 |
0.63% |
| Citigroup Mortgage Loan Trust Inc Series 2020-EXP1, Class M1, Variable rate, due 05/25/2060 |
|
17328JAE7 |
3,963,100 |
$3,404,716.25 |
0.62% |
| GGP Trust Series 2026-2PAK, Class A, Variable rate, due 04/10/2043 |
|
37441HAA9 |
3,490,113 |
$3,378,255.49 |
0.62% |
| Verus Securitization Trust Series 2022-3, Class A3, Variable rate, due 02/25/2067 |
|
92538UAC5 |
3,681,237 |
$3,374,395.91 |
0.62% |
| GNMA Series 2025-206, Class IO, Variable rate, due 04/16/2064 |
|
38383JCS2 |
54,867,832 |
$3,214,815.98 |
0.59% |
| JP Morgan Mortgage Trust Series 2022-DSC1, Class M1, Variable rate, due 01/25/2063 |
|
46656AAD9 |
3,749,000 |
$3,209,858.93 |
0.59% |
| Fannie Mae Series 2025-6, Class FB, Variable rate, due 02/25/2055 |
|
3136BUVH0 |
3,237,093 |
$3,176,405.61 |
0.58% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
3,368,000 |
$3,138,741.25 |
0.57% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL2, Class A1, Variable rate, due 02/25/2056 |
|
69393DAA9 |
3,134,784 |
$3,094,428.45 |
0.57% |
| Verus Securitization Trust Series 2021-4, Class B2, Variable rate, due 07/25/2066 |
|
92538HAF7 |
4,598,000 |
$3,056,661.66 |
0.56% |
| PRP Advisors, LLC Series 2024-RPL3, Class M1, Variable rate, due 11/25/2054 |
|
69381LAD9 |
3,171,000 |
$3,014,260.96 |
0.55% |
| Saratoga Investment Corp CLO Ltd Series 2013-1AR, Class CR5, Variable rate, due 10/20/2037 |
|
80349BCR6 |
3,000,000 |
$3,005,514.09 |
0.55% |
| Texas Debt Capital CLO, Ltd Series 2024-1AR, Class D2R, Variable rate, due 07/22/2039 |
|
88240JAY9 |
3,000,000 |
$3,003,266.37 |
0.55% |
| FIGRE Trust Series 2026-HE5, Class F, Variable rate, due 06/25/2056 |
|
31685AAF1 |
3,087,000 |
$2,971,183.79 |
0.54% |
| Hyundai Auto Lease Securitization Trust Series 2026-C, Class A3, 4.68%, due 07/16/2029 |
|
44935LAD3 |
3,000,000 |
$2,982,313.20 |
0.54% |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-4A, Class D, 8.621%, due 05/25/2035 |
|
76100BAG9 |
3,000,000 |
$2,929,903.50 |
0.54% |
| SWCH Commercial Mortgage Trust Series 2025-DATA, Class A, Variable rate, due 02/15/2042 |
|
78489CAA7 |
3,000,000 |
$2,972,120.10 |
0.54% |
| Verus Securitization Trust Series 2025-4, Class B2, Variable rate, due 05/25/2070 |
|
92540UAH0 |
3,063,000 |
$2,936,625.83 |
0.54% |
| CONE Commercial Mortgage Trust Series 2026-DFW3, Class E, Variable rate, due 05/15/2043 |
|
20681AAJ0 |
3,000,000 |
$2,895,984.30 |
0.53% |
| MetroNet Infrastructure Issuer LLC Series 2026-1A, Class C, 7.10%, due 04/20/2056 |
|
59170JBL1 |
3,000,000 |
$2,914,431.90 |
0.53% |
| Residential Mortgage Loan Trust Series 2021-1R, Class B2, Variable rate, due 01/25/2065 |
|
76090NAF7 |
3,340,000 |
$2,913,147.33 |
0.53% |
| Pretium Mortgage Credit Partners LLC Series 2026-RPL3, Class M2, Variable rate, due 06/25/2070 |
|
69384LAG9 |
3,190,000 |
$2,823,443.80 |
0.52% |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-R1A, Class A, 5.659%, due 07/25/2034 |
|
76089TAA8 |
2,855,194 |
$2,835,921.81 |
0.52% |
| Preston Ridge Partners Mortgage Trust Series 2024-RPL3, Class M2, Variable rate, due 11/25/2054 |
|
69381LAE7 |
2,993,000 |
$2,780,145.92 |
0.51% |
| RCO Mortgage LLC Series 2026-2, Class A1, Variable rate, due 05/25/2031 |
|
74940MAA7 |
2,787,882 |
$2,773,014.49 |
0.51% |
| Velocity Commercial Capital Loan Trust Series 2026-MC1, Class A1, Variable rate, due 01/27/2031 |
|
91826LAA2 |
2,760,548 |
$2,740,145.90 |
0.50% |
| CIM Trust Series 2026-NR1, Class A1, Variable rate, due 07/25/2065 |
|
171951AA4 |
2,722,217 |
$2,696,631.69 |
0.49% |
| Credit Suisse Mortgage Trust Series 2021-NQM7, Class B2, Variable rate, due 10/25/2066 |
|
12662QAF3 |
3,373,000 |
$2,665,042.38 |
0.49% |
| Fidelis Mortgage Trust Series 2025-RTL2, Class A2, Variable rate, due 07/25/2040 |
|
31575JAC2 |
2,700,000 |
$2,671,449.12 |
0.49% |
| GNMA Series 2021-136, Class EZ, 2.50%, due 08/20/2051 |
|
38382W3P0 |
4,608,356 |
$2,703,717.58 |
0.49% |
| MCR Mortgage Trust Seried 2024-TWA, Class A, 5.924%, due 06/12/2039 |
|
582923AA6 |
2,690,000 |
$2,686,218.40 |
0.49% |
| RCO Mortgage LLC Series 2026-2, Class M1, Variable rate, due 05/25/2031 |
|
74940MAC3 |
2,750,000 |
$2,693,123.13 |
0.49% |
| Freddie Mac - STACR Series 2022-HQA1, Class B2, Variable rate, due 03/25/2042 |
|
35564KUL1 |
2,500,000 |
$2,609,701.00 |
0.48% |
| Freddie Mac - STACR Series 2022-HQA1, Class B1, Variable rate, due 03/25/2042 |
|
35564KUE7 |
2,500,000 |
$2,565,923.00 |
0.47% |
| BRAVO Residential Funding Trust Series 2026-CES2, Class A1A, Variable rate, due 10/25/2056 |
|
10571FAA2 |
2,500,000 |
$2,501,517.58 |
0.46% |
| Bridge Street CLO Series 2025-1A, Class D1A, Variable rate, due 04/20/2038 |
|
107921AJ7 |
2,500,000 |
$2,507,359.03 |
0.46% |
| BX Trust Series 2025-VOLT, Class A, Variable rate, due 12/15/2044 |
|
05619PAA4 |
2,500,000 |
$2,496,300.00 |
0.46% |
| Fannie Mae - CAS Series 2020-R01, Class 1B1, Variable rate, due 01/25/2040 |
|
20754CAF6 |
2,500,000 |
$2,516,173.00 |
0.46% |
| FIGRE Trust Series 2026-FL3, Class A1, Variable rate, due 08/25/2056 |
|
30192DAC0 |
2,533,990 |
$2,499,045.41 |
0.46% |
| Kennedy Lewis CLO Ltd Series 2024-15AR, Class D1R, Variable rate, due 10/20/2039 |
|
48936KAL7 |
2,500,000 |
$2,499,565.33 |
0.46% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF3, Class M1, Variable rate, due 05/25/2056 |
|
69384FAD9 |
2,690,000 |
$2,544,797.57 |
0.46% |
| VB-S1 Issuer LLC Series 2025-1A, Class D, 9.383%, due 08/16/2055 |
|
92535VAW2 |
2,500,000 |
$2,531,370.75 |
0.46% |
| ADAMS OUTDOOR ADVERTISING Series 2026-1, Class B, 6.392%, due 07/20/2056 |
|
006346BA7 |
2,500,000 |
$2,453,352.25 |
0.45% |
| GNMA Series 2026-136, Class SK, Variable rate, due 08/20/2056 |
|
38385WWM2 |
2,871,626 |
$2,451,594.66 |
0.45% |
| REMIC FUNDING TRUST 98-1 Series 2026-1, Class A, Variable rate, due 09/27/2056 |
|
75806HAA8 |
2,468,176 |
$2,442,052.37 |
0.45% |
| REMIC FUNDING TRUST 98-1 Series 2026-RR1, Class A2, Variable rate, due 07/27/2030 |
|
76201CAB6 |
2,465,830 |
$2,462,873.22 |
0.45% |
| SFS Auto Receivables Securitization Trust Series 2026-1A, Class A3, 3.96%, due 07/21/2031 |
|
81885FAD8 |
2,500,000 |
$2,445,091.50 |
0.45% |
| Trinitas CLO Ltd Series 2022-19A, Class D2R, Variable rate, due 10/20/2033 |
|
89642FAW3 |
2,500,000 |
$2,473,683.10 |
0.45% |
| VCAT Asset Securitization, LLC Series 2026-NPL2, Class A1, Variable rate, due 02/25/2056 |
|
921968AA1 |
2,517,959 |
$2,485,940.09 |
0.45% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
48,140,003 |
$2,409,176.07 |
0.44% |
| GNMA Series 2026-135, Class SV, Variable rate, due 08/20/2056 |
|
38385XB92 |
2,820,358 |
$2,428,677.82 |
0.44% |
| FIGRE Trust Series 2026-EXP3, Class C, Variable rate, due 10/25/2056 |
|
316932AD4 |
2,358,000 |
$2,357,965.81 |
0.43% |
| GNMA Series 2026-133, Class IO, Variable rate, due 04/16/2065 |
|
38384RFK7 |
38,652,311 |
$2,371,234.23 |
0.43% |
| New Residential Mortgage Loan Trust Series 2021-NQ1R, Class B1, Variable rate, due 07/25/2055 |
|
64828BAE1 |
2,872,000 |
$2,342,485.91 |
0.43% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL4, Class A1, Variable rate, due 04/25/2056 |
|
74144EAA9 |
2,374,287 |
$2,344,671.80 |
0.43% |
| PRP Advisors, LLC Series 2026-4, Class A1, Variable rate, due 06/25/2031 |
|
69384NAA8 |
2,362,129 |
$2,344,303.57 |
0.43% |
| Verus Securitization Trust Series 2021-6, Class B2, Variable rate, due 10/25/2066 |
|
92538MAF6 |
3,240,000 |
$2,369,956.32 |
0.43% |
| CarMax Select Receivables Trust Series 2025-B, Class E, 6.89%, due 09/15/2032 |
|
14320BAG4 |
2,350,000 |
$2,309,103.42 |
0.42% |
| Exeter Select Automobile Receivables Trust Series 2025-1, Class D, 6.14%, due 09/15/2031 |
|
30185AAF8 |
2,290,000 |
$2,289,224.38 |
0.42% |
| Exeter Select Automobile Receivables Trust Series 2025-3, Class D, 5.54%, due 05/17/2032 |
|
30185FAF7 |
2,363,000 |
$2,311,926.59 |
0.42% |
| GNMA Series 2023-66, Class MP, Variable rate, due 05/20/2053 |
|
38384AWS8 |
2,727,342 |
$2,314,871.36 |
0.42% |
| Verus Securitization Trust Series 2022-1, Class B2, Variable rate, due 01/25/2067 |
|
92538WAF4 |
3,305,000 |
$2,228,311.97 |
0.41% |
| Freddie Mac - STACR Series 2021-HQA1, Class B2, Variable rate, due 08/25/2033 |
|
35564KCP2 |
1,850,000 |
$2,177,067.79 |
0.40% |
| Fannie Mae - CAS Series 2025-R03, Class 2A1, Variable rate, due 03/25/2045 |
|
20754VAA5 |
2,136,434 |
$2,145,614.32 |
0.39% |
| KRE Commercial Mortgage Trust Series 2026-ICNA, Class A, Variable rate, due 05/15/2043 |
|
48275LAA8 |
2,109,750 |
$2,116,175.88 |
0.39% |
| Preston Ridge Partners Mortgage Trust Series 2023-NQM3, Class B2, Variable rate, due 11/25/2068 |
|
69380TAF8 |
2,150,000 |
$2,146,782.74 |
0.39% |
| Credit Suisse Mortgage Trust Series 2021-NQM8, Class B1, Variable rate, due 10/25/2066 |
|
12659FAE5 |
2,792,899 |
$2,074,391.10 |
0.38% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F0306A1 |
2,529,000 |
$2,061,136.94 |
0.38% |
| Anchorage Capital CLO LTD Series 2024-29A, Class DR, Variable rate, due 03/31/2039 |
|
03332QBC8 |
2,000,000 |
$2,008,936.74 |
0.37% |
| BX Trust Series 2025-DELC, Class D, Variable rate, due 12/15/2042 |
|
05594MAG7 |
2,000,000 |
$2,005,792.40 |
0.37% |
| CTM CLO Ltd Series 2025-2A, Class D3, Variable rate, due 10/20/2038 |
|
12719RAN7 |
2,000,000 |
$2,010,124.70 |
0.37% |
| Exeter Automobile Receivables Trust Series 2025-3A, Class E, 7.52%, due 12/15/2032 |
|
30166XAG9 |
2,000,000 |
$1,999,071.80 |
0.37% |
| Great Wolf Trust Series 2024-WOLF, Class A, Variable rate, due 03/15/2039 |
|
39152MAA3 |
2,000,000 |
$2,005,420.60 |
0.37% |
| Pagaya AI Debt Selection Trust Series 2026-1, Class E, 9.232%, due 09/15/2033 |
|
694964AA5 |
1,998,696 |
$2,004,496.91 |
0.37% |
| Pagaya AI Debt Selection Trust Series 2026-3, Class E, 10.16%, due 12/15/2033 |
|
69549RAA1 |
1,999,815 |
$2,014,586.08 |
0.37% |
| Pagaya AI Debt Selection Trust Series 2026-6, Class F1, 13.984%, due 05/15/2034 |
|
694967AB6 |
2,000,000 |
$2,005,020.00 |
0.37% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF1, Class A3, Variable rate, due 01/25/2054 |
|
693581AC4 |
2,066,000 |
$2,007,625.38 |
0.37% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL4, Class A2, Variable rate, due 04/25/2056 |
|
74144EAB7 |
2,000,000 |
$2,003,866.74 |
0.37% |
| Sixth Street CLO LTD. Series 2016-6AR, Class D2R3, Variable rate, due 07/01/2039 |
|
83013VAL6 |
2,000,000 |
$2,010,345.30 |
0.37% |
| U.S. Treasury Bill, 0%, due 10/08/2026 |
|
912797UJ4 |
2,000,000 |
$1,999,367.50 |
0.37% |
| ADAMS OUTDOOR ADVERTISING Series 2026-1, Class C, 8.428%, due 07/20/2056 |
|
006346BB5 |
2,000,000 |
$1,974,080.80 |
0.36% |
| Easy Street Mortgage Loan Trust Series 2025-RTL2, Class A1, Variable rate, due 10/25/2040 |
|
27786YAA6 |
1,950,000 |
$1,947,126.68 |
0.36% |
| Oak Hill Credit Partners Series 2012-7A, Class D2R4, Variable rate, due 02/20/2038 |
|
67102QBV9 |
2,000,000 |
$1,982,507.68 |
0.36% |
| One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class A, Variable rate, due 01/15/2036 |
|
68249DAA7 |
2,048,281 |
$1,988,497.15 |
0.36% |
| Pagaya AI Debt Selection Trust Series 2026-1, Class B, 5.37%, due 09/15/2033 |
|
694969AC0 |
1,998,696 |
$1,975,716.07 |
0.36% |
| Preston Ridge Partners Mortgage Trust Series 2025-5, Class A2, Variable rate, due 07/25/2030 |
|
69392RAB7 |
2,000,000 |
$1,979,654.80 |
0.36% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF2, Class M1, Variable rate, due 03/25/2056 |
|
74449JAD4 |
2,049,000 |
$1,969,028.82 |
0.36% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL5, Class A2, Variable rate, due 04/25/2056 |
|
69384KAB2 |
2,000,000 |
$1,962,087.00 |
0.36% |
| PRP Advisors, LLC Series 2026-4, Class A2, Variable rate, due 06/25/2031 |
|
69384NAB6 |
2,000,000 |
$1,963,250.60 |
0.36% |
| Symphony CLO Ltd Series 2023-30AR, Class D2R2, Variable rate, due 10/20/2037 |
|
87169BBL2 |
2,000,000 |
$1,978,102.02 |
0.36% |
| U.S. Treasury Bill, 0%, due 10/22/2026 |
|
912797UL9 |
2,000,000 |
$1,996,401.66 |
0.36% |
| VB-S1 Issuer LLC Series 2025-1A, Class B, 5.602%, due 08/16/2055 |
|
92535VAS1 |
2,000,000 |
$1,965,115.80 |
0.36% |
| Velocity Commercial Capital Loan Trust Series 2026-3, Class M4, Variable rate, due 07/25/2056 |
|
922978AE1 |
1,986,922 |
$1,948,165.98 |
0.36% |
| Velocity Commercial Capital Loan Trust Series 2026-MC1, Class A2, Variable rate, due 01/01/2056 |
|
91826LAB0 |
2,000,000 |
$1,951,615.00 |
0.36% |
| Velocity Commercial Capital Loan Trust Series 2026-MC2, Class A2, Variable rate, due 06/25/2056 |
|
91826WAB6 |
2,000,000 |
$1,988,068.20 |
0.36% |
| Exeter Select Automobile Receivables Trust Series 2026-1, Class D, 6.10%, due 11/15/2032 |
|
301868AF2 |
1,948,000 |
$1,921,398.31 |
0.35% |
| Fidelis Mortgage Trust Series 2025-RTL1, Class A2, Variable rate, due 02/27/2040 |
|
31575LAE3 |
1,940,000 |
$1,934,354.80 |
0.35% |
| BX Trust Series 2026-VLT10, Class C, Variable rate, due 06/13/2058 |
|
05620TAE5 |
2,000,000 |
$1,850,504.20 |
0.34% |
| Credit Suisse Mortgage Trust Series 2021-NQM6, Class B1, Variable rate, due 07/25/2066 |
|
12662KAE9 |
2,811,041 |
$1,858,364.87 |
0.34% |
| Point Securitization Trust Series 2026-2, Class B1, 6.50%, due 07/25/2056 |
|
73071MAC6 |
2,128,000 |
$1,882,303.04 |
0.34% |
| Velocity Commercial Capital Loan Trust Series 2026-MC2, Class A1, Variable rate, due 06/25/2056 |
|
91826WAA8 |
1,889,043 |
$1,867,497.29 |
0.34% |
| PMT Loan Trust Series 2026-INV3, Class A36, Variable rate, due 02/25/2057 |
|
69383WBP5 |
1,883,709 |
$1,811,407.60 |
0.33% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF2, Class M2, Variable rate, due 03/25/2056 |
|
74449JAE2 |
1,950,000 |
$1,756,479.60 |
0.32% |
| REMIC FUNDING TRUST 98-1 Series 2026-2, Class B, 7.996%, due 11/27/2056 |
|
75805CAB8 |
1,785,000 |
$1,765,182.93 |
0.32% |
| Fanniemae-Aces Series 2026-M4, Class Z, 2.8864%, due 04/25/2052 |
|
3136BYH39 |
3,153,261 |
$1,674,227.95 |
0.31% |
| MCR Mortgage Trust Series 2024-TWA, Class F, 10.382%, due 06/12/2039 |
|
582923AF5 |
1,715,000 |
$1,715,722.70 |
0.31% |
| Verus Securitization Trust Series 2021-6, Class M1, Variable rate, due 10/25/2066 |
|
92538MAD1 |
2,450,000 |
$1,679,561.00 |
0.31% |
| Ellington Financial Mortgage Trust Series 2025-RTL1, Class M1, Variable rate, due 11/25/2040 |
|
26846FAC3 |
1,673,000 |
$1,652,146.22 |
0.30% |
| GNMA Series 2026-111, Class AS, Variable rate, due 06/20/2056 |
|
38385SZ55 |
2,013,451 |
$1,635,624.52 |
0.30% |
| GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class B1, Variable rate, due 09/27/2060 |
|
36259WAE1 |
1,795,000 |
$1,640,090.60 |
0.30% |
| Fannie Mae - CAS Series 2023-R06, Class 1B2, Variable rate, due 07/25/2043 |
|
20754EAJ4 |
1,500,000 |
$1,609,703.55 |
0.29% |
| Uniti Fiber ABS Issuer LLC Series 2025-1A, Class A2, 5.877%, due 04/20/2055 |
|
91326EAA3 |
1,605,000 |
$1,596,817.07 |
0.29% |
| CIFC Funding Ltd Series 2026-1A, Class E, Variable rate, due 04/15/2039 |
|
75904TAA3 |
1,500,000 |
$1,518,960.93 |
0.28% |
| GCM CLO Ltd. Series 2026-1A, Class D, Variable rate, due 07/20/2039 |
|
36275KAE7 |
1,500,000 |
$1,507,282.88 |
0.28% |
| Pagaya AI Debt Selection Trust Series 2026-6, Class E, 11.953%, due 05/15/2034 |
|
694967AA8 |
1,500,000 |
$1,528,738.01 |
0.28% |
| Uniti Fiber ABS Issuer LLC Series 2025-2A, Class B, 5.621%, due 01/20/2056 |
|
91326EAH8 |
1,600,000 |
$1,532,064.32 |
0.28% |
| Verus Securitization Trust Series 2021-8, Class M1, Variable rate, due 11/25/2066 |
|
92538GAD4 |
2,105,000 |
$1,557,065.55 |
0.28% |
| Freddie Mac Series 5325, Class SA, Variable rate, due 11/25/2052 |
|
3137HABM7 |
1,894,118 |
$1,491,279.92 |
0.27% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF4, Class A2, Variable rate, due 07/25/2054 |
|
74448JAB9 |
1,550,000 |
$1,494,999.34 |
0.27% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF4, Class M1, Variable rate, due 07/25/2054 |
|
74448JAD5 |
1,542,000 |
$1,481,176.89 |
0.27% |
| PRP Advisors, LLC Series 2024-NQM3, Class B1, Variable rate, due 08/25/2069 |
|
69381FAF7 |
1,500,000 |
$1,482,727.65 |
0.27% |
| Sequoia Mortgage Trust Series 2026-HYB1, Class A1B, Variable rate, due 04/25/2056 |
|
81750GAE6 |
1,518,974 |
$1,471,005.40 |
0.27% |
| Verus Securitization Trust Series 2024-7, Class B2, Variable rate, due 09/25/2069 |
|
924925AH3 |
1,500,000 |
$1,486,226.70 |
0.27% |
| Westlake Automobile Receivables Trust Series 2025-2A, Class A3, 4.51%, due 05/15/2029 |
|
96041KAD6 |
1,500,000 |
$1,499,182.05 |
0.27% |
| Credit Suisse Mortgage Trust Series 2021-NQM8, Class M1, Variable rate, due 10/25/2066 |
|
12659FAD7 |
2,040,000 |
$1,448,002.00 |
0.26% |
| Farmer Mac Agricultural Real Estate Trust Series 2025-2, Class B, Variable rate, due 09/25/2055 |
|
30768BAE4 |
1,609,065 |
$1,414,968.61 |
0.26% |
| Fidelis Mortgage Trust Series 2026-RTL2, Class B, Variable rate, due 07/25/2041 |
|
31590FAE7 |
1,450,000 |
$1,419,528.83 |
0.26% |
| GNMA Series 2021-31, Class IO, Variable rate, due 01/16/2061 |
|
38380RVN7 |
21,799,896 |
$1,445,472.59 |
0.26% |
| JP Morgan Mortgage Trust Series 2026-2, Class A11, Variable rate, due 07/25/2056 |
|
46594PCC1 |
1,455,752 |
$1,421,042.44 |
0.26% |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-4A, Class XS, 10%, due 05/25/2035 |
|
76100CAC6 |
1,500,000 |
$1,441,984.50 |
0.26% |
| SG Capital Partners Series 2021-2, Class M1, Variable rate, due 12/25/2061 |
|
78432YAD1 |
2,100,000 |
$1,413,991.11 |
0.26% |
| BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034 |
|
05608BAA8 |
1,382,973 |
$1,366,639.42 |
0.25% |
| COLT Funding LLC Series 2022-1, Class M1, Variable rate, due 12/27/2066 |
|
19688HAD3 |
1,700,000 |
$1,355,596.49 |
0.25% |
| GNMA Series 2025-21, Class IO, Variable rate, due 04/16/2065 |
|
38381L5V0 |
20,240,200 |
$1,379,590.22 |
0.25% |
| GNMA TBA, 5%, due 04/01/2056 |
|
21H0506A5 |
1,496,000 |
$1,394,015.91 |
0.25% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF2, Class A3, Variable rate, due 11/25/2053 |
|
69380RAC9 |
1,426,000 |
$1,394,691.74 |
0.25% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2056 |
|
01F0426A6 |
1,441,000 |
$1,294,026.30 |
0.24% |
| FIGRE Trust Series 2026-HE2, Class E, Variable rate, due 01/25/2056 |
|
31684VAG4 |
1,360,000 |
$1,303,783.99 |
0.24% |
| Flagstar Mortgage Trust Series 2020-2, Class B3, Variable rate, due 08/25/2050 |
|
33851KBY1 |
1,590,579 |
$1,338,596.20 |
0.24% |
| GNMA Series 2024-47, Class AI, 0.75%, due 06/16/2064 |
|
38381LAV4 |
26,341,834 |
$1,323,479.62 |
0.24% |
| Zayo Issuer LLC Series 2025-3A, Class C, 8.435%, due 10/20/2055 |
|
98919WAS2 |
1,300,000 |
$1,300,247.78 |
0.24% |
| Fidelis Mortgage Trust Series 2025-RTL2, Class A1, Variable rate, due 07/25/2040 |
|
31575JAB4 |
1,260,000 |
$1,251,972.04 |
0.23% |
| Gracie Point International Funding Series 2025-1A, Class A, Variable rate, due 08/15/2028 |
|
38411WAA0 |
1,250,000 |
$1,251,437.50 |
0.23% |
| Silver Point CLO, Ltd Series 2025-9A, Class D1, Variable rate, due 03/31/2038 |
|
82809VAJ1 |
1,250,000 |
$1,249,218.75 |
0.23% |
| Exeter Automobile Receivables Trust Series 2024-2A, Class E, 7.98%, due 10/15/2031 |
|
30166DAG3 |
1,154,000 |
$1,187,907.06 |
0.22% |
| FHLMC Multifamily Structured Pass Through Certs. Series K124, Class X1, Variable rate, due 12/25/2030 |
|
3137F9YZ8 |
48,566,224 |
$1,208,789.02 |
0.22% |
| Gracie Point International Funding Series 2025-1A, Class D, Variable rate, due 08/15/2028 |
|
38411WAD4 |
1,200,000 |
$1,199,432.04 |
0.22% |
| PMT Loan Trust Series 2026-CNF4, Class A23, Variable rate, due 05/25/2057 |
|
729912AY1 |
1,202,696 |
$1,178,693.34 |
0.22% |
| REMIC FUNDING TRUST 98-1 Series 2025-3, Class A, 6.231%, due 12/27/2056 |
|
75806GAA0 |
1,207,580 |
$1,215,245.98 |
0.22% |
| REMIC FUNDING TRUST 98-1 Series 2026-3, Class A, 7.573%, due 04/27/2057 |
|
757916AA9 |
1,225,000 |
$1,224,945.37 |
0.22% |
| COLT Funding LLC Series 2021-5, Class B2, Variable rate, due 11/26/2066 |
|
12598RAF0 |
1,485,000 |
$1,125,180.34 |
0.21% |
| Fannie Mae or Freddie Mac TBA, 6.50%, due 03/01/2055 |
|
01F0626B2 |
1,148,000 |
$1,150,435.35 |
0.21% |
| Freddie Mac Series 5266, Class FA, Variable rate, due 09/25/2052 |
|
3137H9AD1 |
1,177,981 |
$1,136,986.54 |
0.21% |
| GNMA Series 2053-153, Class IO, Variable rate, due 09/16/2067 |
|
38383JCQ6 |
15,802,887 |
$1,127,076.15 |
0.21% |
| MFRA Trust Series 2024-RTL3, Class A1, Variable rate, due 11/25/2039 |
|
59319PAA4 |
1,170,000 |
$1,171,043.41 |
0.21% |
| CIM Trust Series 2019-R5, Class B2, Variable rate, due 09/25/2059 |
|
12558RAM3 |
1,200,000 |
$1,087,116.08 |
0.20% |
| FIGRE Trust Series 2026-HF3, Class C, Variable rate, due 03/25/2056 |
|
31684WAD9 |
1,093,176 |
$1,093,790.39 |
0.20% |
| Freddie Mac Multiclass Certificates Series 2020-RR03, Class X1, 1.7062%, due 07/27/2028 |
|
3137FQXS7 |
46,680,000 |
$1,101,623.73 |
0.20% |
| Freddie Mac Series 5508, Class FE, Variable rate, due 02/25/2055 |
|
3137HJGG6 |
1,092,098 |
$1,093,901.88 |
0.20% |
| GNMA Series 2024-79, Class VB, Variable rate, due 05/20/2054 |
|
38384PKG4 |
1,239,243 |
$1,088,950.48 |
0.20% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL1, Class A2, Variable rate, due 01/25/2056 |
|
69383TAB4 |
1,100,000 |
$1,085,882.60 |
0.20% |
| Verus Securitization Trust Series 2021-8, Class B2, Variable rate, due 11/25/2066 |
|
92538GAF9 |
1,500,000 |
$1,090,433.25 |
0.20% |
| Verus Securitization Trust Series 2023-6, Class B2, Variable rate, due 09/25/2068 |
|
92539XAF1 |
1,100,000 |
$1,100,433.40 |
0.20% |
| Exeter Automobile Receivables Trust Series 2024-1A, Class E, 7.89%, due 08/15/2031 |
|
30167PAG5 |
994,000 |
$1,017,989.39 |
0.19% |
| Fannie Mae - CAS Series 2022-R09, Class 2B1, Variable rate, due 09/25/2042 |
|
20753DAF5 |
1,000,000 |
$1,053,268.20 |
0.19% |
| Fannie Mae Series 2025-6, Class LF, Variable rate, due 02/25/2055 |
|
3136BU3V0 |
1,036,233 |
$1,019,766.94 |
0.19% |
| GLS Auto Receivables Trust Series 2024-4A, Class E, 7.51%, due 08/15/2031 |
|
36270YAN2 |
1,005,000 |
$1,023,916.71 |
0.19% |
| Neuberger Berman CLO Ltd Series 2016-22A, Class ER3, Variable rate, due 04/17/2040 |
|
64131CAJ0 |
1,000,000 |
$1,018,891.87 |
0.19% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF3, Class M2, Variable rate, due 05/25/2056 |
|
69384FAE7 |
1,140,000 |
$1,054,649.23 |
0.19% |
| Birch Grove CLO Ltd. Series 2024-8A, Class D2R, Variable rate, due 04/20/2039 |
|
09077TAY1 |
1,000,000 |
$1,004,237.00 |
0.18% |
| BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 |
|
12430BAE0 |
1,000,000 |
$1,002,511.70 |
0.18% |
| CBAMR Ltd Series 2020-13A, Class D2R, Variable rate, due 04/20/2039 |
|
12517DAL6 |
1,000,000 |
$999,504.95 |
0.18% |
| CIM Trust Series 2023-I1, Class B1, Variable rate, due 04/25/2058 |
|
12570DAE6 |
1,000,000 |
$1,003,645.66 |
0.18% |
| Consolidated Communications LLC, Fidium Fiber Fina Series 2025-4A, Class B, 5.766%, due 12/20/2055 |
|
315961AC6 |
1,000,000 |
$970,342.30 |
0.18% |
| Diameter Capital CLO Series 2022-4A, Class ERR, Variable rate, due 01/15/2039 |
|
25255PAJ2 |
1,000,000 |
$1,001,007.77 |
0.18% |
| Diameter Capital CLO Series 2024-8AR, Class C1R, Variable rate, due 10/20/2039 |
|
25256JAW6 |
1,000,000 |
$1,000,764.00 |
0.18% |
| Diameter Capital CLO Series 2024-8AR, Class DR, Variable rate, due 10/20/2039 |
|
25256NAG2 |
1,000,000 |
$1,001,035.00 |
0.18% |
| Elmwood CLO 27 Ltd Series 2024-3A, Class D2R, Variable rate, due 04/18/2039 |
|
29003FAV4 |
1,000,000 |
$1,000,586.20 |
0.18% |
| Exeter Automobile Receivables Trust Series 2025-5A, Class D, 5.16%, due 03/15/2032 |
|
30166VAL2 |
1,000,000 |
$981,611.60 |
0.18% |
| Fidelis Mortgage Trust Series 2025-RTL1, Class B, Variable rate, due 02/27/2040 |
|
31575LAJ2 |
1,000,000 |
$996,505.00 |
0.18% |
| GLS Auto Select Receivables Trust Series 2026-1A, Class D, 5.25%, due 04/18/2033 |
|
37989DAJ7 |
1,000,000 |
$970,012.40 |
0.18% |
| GNMA GN DO5687, 5.72%, due 06/15/2053 |
|
3618V2J81 |
1,000,000 |
$969,431.54 |
0.18% |
| GNMA Series 2026-99, Class SC, Variable rate, due 06/20/2056 |
|
38385TD57 |
1,172,144 |
$994,349.82 |
0.18% |
| GoldenTree Loan Management US CLO, LTD Series 2021-10AR, Class DR2, Variable rate, due 10/20/2037 |
|
38138TBN0 |
1,000,000 |
$1,000,500.00 |
0.18% |
| LMRK Issuer Co. LLC Series 2025-1A, Class A, 5.52%, due 09/15/2055 |
|
50209AAH4 |
1,000,000 |
$975,301.70 |
0.18% |
| Magnetite CLO Ltd Series 2020-28A, Class D2RR, Variable rate, due 01/15/2038 |
|
55955LBC5 |
1,000,000 |
$1,003,162.54 |
0.18% |
| Magnetite CLO Ltd Series 2024-47A, Class F, Variable rate, due 01/25/2038 |
|
559917AC3 |
1,000,000 |
$974,326.71 |
0.18% |
| MFRA Trust Series 2024-RTL3, Class A2, Variable rate, due 11/25/2039 |
|
59319PAB2 |
1,000,000 |
$1,001,622.90 |
0.18% |
| Oak Hill Credit Partners Series 2017-15A, Class D2R2, Variable rate, due 04/20/2039 |
|
67707BBF6 |
1,000,000 |
$998,111.14 |
0.18% |
| OCP CLO Ltd Series 2020-20A, Class D1R2, Variable rate, due 04/18/2037 |
|
670859BL0 |
1,000,000 |
$1,003,793.06 |
0.18% |
| OHA Credit Partners Ltd Series 2024-17A, Class D2, Variable rate, due 01/18/2038 |
|
67120MAN5 |
1,000,000 |
$996,144.30 |
0.18% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF5, Class A2, Variable rate, due 08/25/2054 |
|
69381JAB8 |
1,000,000 |
$961,169.90 |
0.18% |
| PRP Advisors, LLC Series 2025-6, Class M1, Variable rate, due 08/25/2030 |
|
69395KAC7 |
1,000,000 |
$991,193.90 |
0.18% |
| PRP Advisors, LLC Series 2025-RCF5, Class A3, Variable rate, due 10/25/2055 |
|
69384AAC2 |
1,000,000 |
$971,009.90 |
0.18% |
| SFO Commerical Mortgage Trust Series 2021-555, Class D, Variable rate, due 05/15/2038 |
|
78432WAG8 |
1,000,000 |
$988,842.70 |
0.18% |
| Signal Peak CLO, LLC Series 2018-5A, Class D1R2, Variable rate, due 04/25/2037 |
|
82666VAW4 |
1,000,000 |
$1,003,277.06 |
0.18% |
| SKY1 2025-LINE A Series 2025-LINE, Class A, Variable rate, due 04/15/2030 |
|
830941AA8 |
966,631 |
$967,629.86 |
0.18% |
| VCAT Asset Securitization, LLC Series 2026-NPL3, Class A1, Variable rate, due 05/25/2056 |
|
91826FAA5 |
1,015,864 |
$1,008,561.31 |
0.18% |
| Whitebox CLO Ltd Series 2025-5A, Class E, Variable rate, due 07/20/2038 |
|
96467NAA1 |
1,000,000 |
$1,007,352.39 |
0.18% |
| CIM Trust Series 2023-I2, Class B1, Variable rate, due 12/25/2067 |
|
12570HAE7 |
1,000,000 |
$941,786.67 |
0.17% |
| Ellington Financial Mortgage Trust Series 2021-1, Class B2, Variable rate, due 02/25/2066 |
|
31574XAF5 |
1,345,000 |
$942,170.89 |
0.17% |
| Exeter Automobile Receivables Trust Series 2026-1A, Class E, 6.69%, due 08/15/2033 |
|
30168HAG2 |
1,000,000 |
$958,020.10 |
0.17% |
| Freddie Mac - SCRT Series 2017-4, Class M, Variable rate, due 06/25/2057 |
|
35563PDJ5 |
915,332 |
$906,300.02 |
0.17% |
| GNMA Series 2026-118, Class SP, Variable rate, due 07/20/2056 |
|
38385XDV1 |
1,156,018 |
$936,961.02 |
0.17% |
| New Residential Mortgage Loan Trust Series 2019-NQM4, Class B2, Variable rate, due 09/25/2059 |
|
64828EAF2 |
1,080,000 |
$938,195.14 |
0.17% |
| Pagaya AI Debt Selection Trust Series 2025-7, Class E, 8.89%, due 05/15/2033 |
|
69549DAA2 |
948,873 |
$951,859.65 |
0.17% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF1, Class M2, Variable rate, due 01/25/2056 |
|
69383VAD5 |
990,000 |
$932,709.89 |
0.17% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL5, Class A1, Variable rate, due 04/25/2056 |
|
69384KAA4 |
963,281 |
$952,135.80 |
0.17% |
| Bluemountain CLO Ltd Series 2020-29A, Class D1R, Variable rate, due 07/25/2034 |
|
09630KAS3 |
895,439 |
$891,209.91 |
0.16% |
| Ellington Financial Mortgage Trust Series 2025-NQM6, Class A3, 5.404%, due 12/25/2070 |
|
281916AJ5 |
893,368 |
$872,738.86 |
0.16% |
| Ellington Financial Mortgage Trust Series 2025-RTL1, Class M2, Variable rate, due 11/25/2040 |
|
26846FAD1 |
860,000 |
$857,436.94 |
0.16% |
| GS Mortgage-Backed Securities Trust Series 2025-PJ11, Class A27, Variable rate, due 05/25/2056 |
|
36273RBA1 |
907,320 |
$902,837.36 |
0.16% |
| PMT Loan Trust Series 2026-J1, Class A25, Variable rate, due 01/25/2057 |
|
73015MBC4 |
874,439 |
$851,047.12 |
0.16% |
| PRKCM Trust Series 2022-AFC1, Class M1, Variable rate, due 04/25/2057 |
|
69377CAF0 |
1,000,000 |
$868,299.30 |
0.16% |
| Rate Mortgage Trust Series 2025-J3, Class A27, Variable rate, due 11/25/2055 |
|
75410EBC8 |
862,797 |
$851,841.40 |
0.16% |
| Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 |
|
3136BWAF3 |
878,802 |
$847,145.39 |
0.15% |
| GCAT Series 2025-INV5, Class A28, Variable rate, due 12/25/2055 |
|
36173VBA3 |
828,744 |
$817,044.01 |
0.15% |
| Pagaya AI Debt Selection Trust Series 2026-R3, Class A, Variable rate, due 06/15/2034 |
|
69545VAA6 |
819,649 |
$818,659.95 |
0.15% |
| Preston Ridge Partners Mortgage Trust Series 2025-3, Class A1, Variable rate, due 05/25/2030 |
|
74449DAA3 |
836,421 |
$834,552.87 |
0.15% |
| Brant Point CLO Ltd Series 2024-4A, Class D1R, Variable rate, due 10/20/2039 |
|
10548LAL5 |
750,000 |
$752,478.34 |
0.14% |
| CALI Mortgage Trust Series 2024-SUN, Class A, Variable rate, due 07/15/2041 |
|
12988DAA0 |
739,000 |
$739,723.92 |
0.14% |
| Exeter Automobile Receivables Trust Series 2025-2A, Class E, 7.81%, due 10/15/2032 |
|
30168JAG8 |
750,000 |
$759,286.05 |
0.14% |
| GNMA Series 2025-164, Class PO, 0%, due 08/20/2054 |
|
38381UKH4 |
1,037,014 |
$782,049.21 |
0.14% |
| Invesco CLO LTD Series 2024-1RA, Class D1R, Variable rate, due 04/15/2037 |
|
46148JAG9 |
750,000 |
$744,468.75 |
0.14% |
| Mill City Mortgage Trust Series 2019-GS2, Class B2, Variable rate, due 08/25/2059 |
|
59981TAS4 |
1,025,000 |
$748,780.93 |
0.14% |
| New Residential Mortgage Loan Trust Series 2021-NQ1R, Class B2, Variable rate, due 07/25/2055 |
|
64828BAF8 |
930,000 |
$771,294.20 |
0.14% |
| New Residential Mortgage Loan Trust Series 2024-NQM1, Class B2, Variable rate, due 03/25/2064 |
|
64828DAF4 |
785,000 |
$791,986.78 |
0.14% |
| SG Capital Partners Series 2022-1, Class A1, Variable rate, due 03/27/2062 |
|
78433QAA3 |
863,528 |
$775,741.38 |
0.14% |
| Toorak Mortgage Corp. Series 2024-2, Class A2, Variable rate, due 10/25/2031 |
|
89055KAB8 |
750,000 |
$751,015.73 |
0.14% |
| Fannie Mae Series 2023-54, Class PO, 0%, due 11/25/2053 |
|
3136BQQZ5 |
900,840 |
$699,285.92 |
0.13% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class E, 9.218%, due 06/26/2034 |
|
76089LAA5 |
750,000 |
$723,792.83 |
0.13% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-6A, Class C, 5.534%, due 08/25/2034 |
|
76100JAE7 |
725,000 |
$710,846.91 |
0.13% |
| Starwood Mortgage Residential Trust Series 2020-3, Class B2, Variable rate, due 04/25/2065 |
|
85573MAF6 |
895,000 |
$726,914.08 |
0.13% |
| Wells Fargo Mortgage Backed Securities Trust Series 2020-1, Class B2, Variable rate, due 12/25/2049 |
|
95002KBJ1 |
831,800 |
$706,724.30 |
0.13% |
| Ajax Mortgage Loan Trust Series 2021-E, Class A2, Variable rate, due 12/25/2060 |
|
009740AB7 |
913,000 |
$662,827.23 |
0.12% |
| BMO Mortgage Trust Series 2025-C13, Class XA, Variable rate, due 10/15/2058 |
|
05592YAE8 |
9,494,419 |
$666,971.54 |
0.12% |
| GNMA Series 2025-4, Class FY, Variable rate, due 01/20/2055 |
|
38385CCE6 |
671,705 |
$658,687.96 |
0.12% |
| BX Trust Series 2025-DELC, Class E, Variable rate, due 12/15/2030 |
|
05594MAJ1 |
600,000 |
$598,850.46 |
0.11% |
| GNMA Series 2025-100, Class JS, Variable rate, due 06/20/2055 |
|
38385G2J7 |
690,417 |
$581,026.84 |
0.11% |
| JP Morgan Mortgage Trust Series 2026-1, Class A11, Variable rate, due 07/25/2056 |
|
46594NCH5 |
617,078 |
$598,972.49 |
0.11% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A1, Variable rate, due 06/25/2055 |
|
740936AA7 |
616,440 |
$614,160.37 |
0.11% |
| PRP Advisors, LLC Series 2025-RCF6, Class M1, Variable rate, due 12/25/2055 |
|
69393BAD7 |
600,000 |
$575,356.14 |
0.11% |
| Towd Point Mortgage Trust Series 2021-SJ2, Class B2, Variable rate, due 12/25/2061 |
|
89180LAG3 |
715,305 |
$626,478.21 |
0.11% |
| Chenango Park CLO, Ltd. Series 2018-1A, Class BR, Variable rate, due 04/15/2030 |
|
16409TAS8 |
549,692 |
$550,379.63 |
0.10% |
| Deephaven Residential Mortgage Trust Series 2021-2, Class M1, Variable rate, due 04/25/2066 |
|
24381WAD0 |
700,000 |
$542,175.97 |
0.10% |
| Fannie Mae Series 2023-51, Class PO, 0%, due 11/25/2053 |
|
3136BQPQ6 |
665,232 |
$538,022.49 |
0.10% |
| Luxury Lease Partners Auto Lease Trust Series 2025-A, Class A, 5.51%, due 03/15/2032 |
|
55069BAA5 |
525,574 |
$521,431.15 |
0.10% |
| Onslow Bay Financial LLC Series 2022-NQM2, Class A1B, Variable rate, due 01/25/2062 |
|
67448DAM2 |
620,000 |
$540,133.71 |
0.10% |
| Verus Securitization Trust Series 2022-1, Class B1, Variable rate, due 01/25/2067 |
|
92538WAE7 |
735,000 |
$520,960.58 |
0.10% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C60, Class XA, Variable rate, due 08/15/2054 |
|
95003DBP2 |
9,830,674 |
$543,391.47 |
0.10% |
| Diameter Capital CLO Series 2023-5A, Class DR, Variable rate, due 01/15/2039 |
|
25255TAG0 |
500,000 |
$497,725.64 |
0.09% |
| Fannie Mae - CAS Series 2022-R06, Class 1B2, Variable rate, due 05/25/2042 |
|
20754NAR6 |
445,000 |
$470,316.50 |
0.09% |
| Fannie Mae FN MA4271, 1.50%, due 02/01/2051 |
|
31418DW99 |
717,265 |
$498,576.68 |
0.09% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 02/01/2052 |
|
01F0326A7 |
592,000 |
$501,745.93 |
0.09% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 01/01/2040 |
|
01F0524B5 |
500,000 |
$493,298.31 |
0.09% |
| Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 |
|
3137HDTC4 |
635,743 |
$500,332.27 |
0.09% |
| LMRK Issuer Co. LLC Series 2025-1A, Class C, 8.12%, due 09/15/2055 |
|
50209AAK7 |
500,000 |
$495,024.10 |
0.09% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL9, Class A2, Variable rate, due 08/25/2055 |
|
740937AB3 |
500,000 |
$495,505.56 |
0.09% |
| PRP Advisors, LLC Series 2025-8, Class A2, Variable rate, due 10/25/2030 |
|
69383BAB3 |
500,000 |
$493,976.55 |
0.09% |
| RCO Mortgage LLC Series 2025-4, Class A1, Variable rate, due 10/25/2030 |
|
74939VAA0 |
521,056 |
$518,984.84 |
0.09% |
| Regatta XXI Funding Ltd Series 2021-3A, Class D1R, Variable rate, due 10/15/2037 |
|
75889JAS5 |
500,000 |
$502,468.23 |
0.09% |
| Saluda Grade Alternative Mortgage Trust Series 2025-RRTL1, Class M2, Variable rate, due 10/25/2040 |
|
79582NAD1 |
500,000 |
$483,463.25 |
0.09% |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 |
|
78432WAA1 |
500,000 |
$498,370.45 |
0.09% |
| SG Capital Partners Series 2019-3, Class B2, Variable rate, due 09/25/2059 |
|
78432BAF6 |
521,000 |
$477,821.24 |
0.09% |
| Verus Securitization Trust Series 2024-INV2, Class B2, Variable rate, due 08/26/2069 |
|
92540NAF0 |
510,000 |
$505,860.99 |
0.09% |
| Whitebox CLO Ltd Series 2025-5A, Class D2, Variable rate, due 07/20/2038 |
|
96467PAL2 |
500,000 |
$495,542.06 |
0.09% |
| Bank Series 2020-BN25, Class A5, 2.649%, due 01/15/2063 |
|
06539WBB1 |
478,000 |
$433,129.42 |
0.08% |
| BWAY Mortgage Trust Series 2025-1535, Class A, Variable rate, due 05/05/2030 |
|
12430BAA8 |
415,000 |
$410,754.59 |
0.08% |
| Cross Mortgage Trust Series 2025-H6, Class B1B, Variable rate, due 07/25/2070 |
|
22758TAH7 |
450,000 |
$437,794.56 |
0.08% |
| New Residential Mortgage Loan Trust Series 2024-NQM3, Class B2, Variable rate, due 11/25/2064 |
|
647910AH1 |
440,000 |
$427,434.44 |
0.08% |
| PRP Advisors, LLC Series 2025-7, Class A1, Variable rate, due 08/25/2030 |
|
69382YAA6 |
417,584 |
$411,817.99 |
0.08% |
| BRAVO Residential Funding Trust Series 2024-NQM5, Class B1, Variable rate, due 06/25/2064 |
|
105925AE1 |
380,000 |
$381,405.62 |
0.07% |
| Deephaven Residential Mortgage Trust Series 2022-1, Class B1, Variable rate, due 01/25/2067 |
|
24382JAE6 |
500,000 |
$384,224.85 |
0.07% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class B, Variable rate, due 10/01/2053 |
|
30335JAE1 |
466,851 |
$400,742.64 |
0.07% |
| Preston Ridge Partners Mortgage Trust Series 2024-8, Class A2, Variable rate, due 12/25/2029 |
|
74448KAB6 |
400,000 |
$397,858.04 |
0.07% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL11, Class A2, Variable rate, due 10/25/2055 |
|
69383AAB5 |
375,000 |
$370,608.86 |
0.07% |
| PRKCM Trust Series 2023-AFC1, Class M1, Variable rate, due 02/25/2058 |
|
693981AD4 |
371,000 |
$369,884.66 |
0.07% |
| Sixth Street CLO LTD. Series 2021-18A, Class FR, Variable rate, due 10/17/2038 |
|
83012JAG5 |
400,000 |
$394,486.55 |
0.07% |
| Verus Securitization Trust Series 2024-3, Class B1, Variable rate, due 04/25/2069 |
|
92540MAE5 |
385,000 |
$387,461.73 |
0.07% |
| CIFC Funding Ltd Series 2018-4A, Class D1R, Variable rate, due 01/17/2038 |
|
17181TAQ4 |
300,000 |
$301,800.49 |
0.06% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class M1, Variable rate, due 02/25/2065 |
|
617946AF5 |
380,000 |
$348,391.60 |
0.06% |
| New Residential Mortgage Loan Trust Series 2014-3A, Class B4, Variable rate, due 11/25/2054 |
|
64829DAR7 |
363,011 |
$353,315.67 |
0.06% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class D, Variable rate, due 11/15/2038 |
|
62955HAJ6 |
320,000 |
$318,226.94 |
0.06% |
| PRP Advisors, LLC Series 2025-RPL3, Class M1, Variable rate, due 04/25/2055 |
|
69392NAD2 |
350,000 |
$332,373.02 |
0.06% |
| Saluda Grade Alternative Mortgage Trust Series 2024-INV1, Class B1, Variable rate, due 08/25/2059 |
|
795924AE9 |
325,000 |
$323,330.77 |
0.06% |
| Verus Securitization Trust Series 2025-1, Class B1, Variable rate, due 01/25/2070 |
|
92540TAE0 |
315,000 |
$313,000.32 |
0.06% |
| Visio Trust Series 2023-2, Class M1, Variable rate, due 10/25/2058 |
|
92839CAD9 |
330,000 |
$329,038.61 |
0.06% |
| Apidos CLO Ltd Series 2018-29A, Class D2R, Variable rate, due 07/25/2038 |
|
03767MBA5 |
260,000 |
$260,746.73 |
0.05% |
| Bank Series 2023-BNK46, Class XA, Variable rate, due 08/15/2056 |
|
06541DCD4 |
9,990,925 |
$285,999.22 |
0.05% |
| BRAVO Residential Funding Trust Series 2024-NQM6, Class B1, Variable rate, due 08/01/2064 |
|
05613JAG1 |
255,000 |
$255,794.53 |
0.05% |
| CALI Mortgage Trust Series 2024-SUN, Class D, Variable rate, due 07/15/2041 |
|
12988DAG7 |
300,000 |
$300,501.30 |
0.05% |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 |
|
31573TAD0 |
289,000 |
$278,035.20 |
0.05% |
| Ellington Financial Mortgage Trust Series 2024-INV1, Class B2, Variable rate, due 03/25/2069 |
|
268434AF4 |
258,000 |
$257,547.24 |
0.05% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 11/01/2051 |
|
01F0226A8 |
325,000 |
$253,435.13 |
0.05% |
| Freddie Mac Series 5460, Class FN, Variable rate, due 10/25/2054 |
|
3137HFSC0 |
275,859 |
$269,663.16 |
0.05% |
| GNMA TBA, 3.50%, due 08/01/2055 |
|
21H0326A3 |
306,000 |
$254,280.28 |
0.05% |
| GNMA TBA, 4.50%, due 04/01/2056 |
|
21H0426A2 |
318,000 |
$283,823.23 |
0.05% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B6Z, Variable rate, due 08/25/2050 |
|
46591VCF4 |
291,197 |
$252,947.08 |
0.05% |
| Magnetite CLO Ltd Series 2020-27A, Class FRR, Variable rate, due 10/20/2038 |
|
55955FAJ4 |
260,000 |
$251,591.16 |
0.05% |
| MCR Mortgage Trust Series 2024-TWA, Class E, 8.725%, due 06/12/2039 |
|
582923AE8 |
300,000 |
$298,832.13 |
0.05% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class B1, Variable rate, due 02/25/2065 |
|
617946AG3 |
290,000 |
$255,057.00 |
0.05% |
| Neuberger Berman CLO Ltd Series 2022-47A, Class DR, Variable rate, due 04/16/2035 |
|
64135DAQ8 |
250,000 |
$249,939.64 |
0.05% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A2, Variable rate, due 06/25/2055 |
|
740936AB5 |
300,000 |
$300,032.94 |
0.05% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL7, Class A1, Variable rate, due 07/25/2055 |
|
740934AA2 |
248,939 |
$247,152.96 |
0.05% |
| PRP Advisors, LLC Series 2024-RPL4, Class M2, Variable rate, due 12/25/2054 |
|
74448MAE6 |
325,000 |
$296,112.99 |
0.05% |
| PRP Advisors, LLC Series 2025-RCF4, Class M2, Variable rate, due 08/25/2055 |
|
69382WAF9 |
290,000 |
$269,721.87 |
0.05% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-3A, Class A2, 5.149%, due 02/27/2034 |
|
76090QAB9 |
275,000 |
$273,649.17 |
0.05% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class C, 5.473%, due 06/26/2034 |
|
76089KAE9 |
250,000 |
$246,853.70 |
0.05% |
| SHR Trust Series 2024-LXRY, Class E, Variable rate, due 10/15/2041 |
|
784234AJ5 |
250,000 |
$250,997.50 |
0.05% |
| Silver Point CLO, Ltd Series 2025-11A, Class F, Variable rate, due 07/15/2038 |
|
82809YAC0 |
275,000 |
$263,980.37 |
0.05% |
| Verus Securitization Trust Series 2021-5, Class B2, Variable rate, due 09/25/2066 |
|
92538KAF0 |
367,000 |
$258,412.22 |
0.05% |
| Verus Securitization Trust Series 2021-R2, Class B2, Variable rate, due 02/25/2064 |
|
92538DAG4 |
375,000 |
$290,094.60 |
0.05% |
| Verus Securitization Trust Series 2024-2, Class B1, Variable rate, due 02/25/2069 |
|
92539UAE0 |
265,000 |
$265,802.69 |
0.05% |
| Verus Securitization Trust Series 2024-6, Class B1, Variable rate, due 07/25/2069 |
|
92540JAE2 |
248,000 |
$248,825.39 |
0.05% |
| Bank Series 2021-BN31, Class XB, Variable rate, due 02/15/2054 |
|
06541ABN9 |
7,500,000 |
$238,318.35 |
0.04% |
| CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 |
|
21873BAA3 |
207,312 |
$199,711.49 |
0.04% |
| Diameter Capital CLO Series 2023-5A, Class C2R, Variable rate, due 01/15/2039 |
|
25255RAU3 |
250,000 |
$245,741.33 |
0.04% |
| Farmer Mac Agricultural Real Estate Trust Serues 2021-1, Class B, Variable rate, due 07/25/2051 |
|
30768WAC2 |
303,357 |
$232,953.16 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K755, Class X3, Variable rate, due 02/25/2059 |
|
3137HCKN1 |
940,000 |
$192,284.80 |
0.04% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B4, Variable rate, due 08/25/2050 |
|
46591VBZ1 |
262,254 |
$224,499.91 |
0.04% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 |
|
61768HAX4 |
11,151,892 |
$211,385.24 |
0.04% |
| NMLT Trust Series 2021-INV2, Class B1, Variable rate, due 08/25/2056 |
|
62917JAE0 |
334,000 |
$232,579.00 |
0.04% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class D, 6.012%, due 06/26/2034 |
|
76089KAF6 |
250,000 |
$244,461.58 |
0.04% |
| Rockland Park CLO Ltd Series 2021-1A, Class FR, Variable rate, due 07/20/2038 |
|
77366PAK6 |
260,000 |
$226,208.87 |
0.04% |
| Verus Securitization Trust Series 2025-INV1, Class B1, Variable rate, due 02/25/2070 |
|
924929AG7 |
150,000 |
$148,484.03 |
0.03% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C59, Class XA, Variable rate, due 04/15/2054 |
|
95003CBU3 |
3,308,538 |
$159,149.63 |
0.03% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C6, Class XA, Variable rate, due 02/15/2053 |
|
05492TAE0 |
3,279,089 |
$86,975.88 |
0.02% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C25, Class XA, Variable rate, due 03/15/2057 |
|
05554VAC4 |
4,998,195 |
$118,902.56 |
0.02% |
| BENCHMARK Mortgage Trust Series 2019-B13, Class XA, Variable rate, due 08/15/2057 |
|
08162DAF5 |
4,905,083 |
$122,232.71 |
0.02% |
| BENCHMARK Mortgage Trust Series 2021-B29, Class XA, Variable rate, due 09/15/2054 |
|
08163JAG9 |
4,139,568 |
$119,573.91 |
0.02% |
| BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028 |
|
081927AC9 |
4,434,385 |
$118,151.97 |
0.02% |
| CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 |
|
21873LAA1 |
99,287 |
$97,631.70 |
0.02% |
| GMRF Mortgage Acquisition Co., LLC Series 2018-2, Class B2, Variable rate, due 10/25/2058 |
|
36418GBX1 |
109,234 |
$102,345.87 |
0.02% |
| GNMA TBA, 4%, due 07/01/2055 |
|
21H0406A6 |
114,000 |
$98,218.20 |
0.02% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-COR5, Class XA, Variable rate, due 06/13/2052 |
|
46591EAY3 |
3,853,408 |
$108,805.99 |
0.02% |
| Morgan Stanley Capital I Trust Series 2019-L3, Class XA, Variable rate, due 11/15/2052 |
|
61691UBF5 |
5,591,575 |
$88,275.32 |
0.02% |
| Pagaya AI Debt Selection Trust Series 2024-10, Class E, 10.412%, due 06/15/2032 |
|
69546UAA7 |
132,579 |
$133,053.10 |
0.02% |
| Verus Securitization Trust Series 2024-5, Class B1, Variable rate, due 06/25/2069 |
|
92540HAE6 |
125,000 |
$125,958.03 |
0.02% |
| Bank Series 2019-BN16, Class XA, Variable rate, due 02/15/2052 |
|
065405AJ1 |
2,041,765 |
$32,633.52 |
0.01% |
| Bank Series 2019-BN21, Class XA, Variable rate, due 10/17/2052 |
|
06540BBE8 |
2,708,331 |
$52,643.46 |
0.01% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C7, Class XA, Variable rate, due 04/15/2053 |
|
05492VAG0 |
1,228,778 |
$42,250.43 |
0.01% |
| BENCHMARK Mortgage Trust Series 2020-B20, Class XA, Variable rate, due 10/15/2053 |
|
08162XBJ2 |
1,220,259 |
$46,826.60 |
0.01% |
| Fannie Mae Series 2016-63, Class AF, Variable rate, due 09/25/2046 |
|
3136ATXX7 |
74,790 |
$73,431.52 |
0.01% |
| GS Mortgage Securities Trust Series 2020-GC47, Class XA, Variable rate, due 05/12/2053 |
|
36258RBC6 |
1,640,249 |
$53,001.54 |
0.01% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B5, Variable rate, due 08/25/2050 |
|
46591VCA5 |
80,694 |
$68,090.38 |
0.01% |
| 2026-10-23 US 10YR NOTE (CBT)Dec26 C 109.50 |
TYX6C 109.5 |
|
-10 |
($156.25) |
0.00% |
| 2026-10-23 US 10YR NOTE (CBT)Dec26 P 104 |
TYX6P 104 |
|
26 |
$13,406.26 |
0.00% |
| 2026-10-23 US 10yr Ultra Fut Dec26 C 110.50 |
UXYX6C 110.5 |
|
-5 |
($234.38) |
0.00% |
| 2026-10-23 US 5YR NOTE (CBT) Dec26 P 103.25 |
FVX6P 103.25 |
|
41 |
$15,695.34 |
0.00% |
| 2026-10-23 US LONG BOND(CBT) Dec26 C 113 |
USX6C 113 |
|
-29 |
($453.13) |
0.00% |
| 2026-10-23 US LONG BOND(CBT) Dec26 P 100 |
USX6P 100 |
|
12 |
$5,437.50 |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 109 |
TYZ6C 109 |
|
-20 |
($1,562.50) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 109.50 |
TYZ6C 109.5 |
|
-27 |
($1,687.50) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 110 |
TYZ6C 110 |
|
-95 |
($5,937.50) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 111 |
TYZ6C 111 |
|
-6 |
($281.25) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 112 |
TYZ6C 112 |
|
-34 |
($1,062.50) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 104 |
TYZ6P 104 |
|
9 |
$8,015.63 |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 104.50 |
TYZ6P 104.5 |
|
21 |
$23,296.88 |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 106.50 |
TYZ6P 106.5 |
|
-10 |
($24,375.00) |
0.00% |
| 2026-11-20 US 10yr Ultra Fut Dec26 C 106 |
UXYZ6C 106 |
|
-5 |
($4,453.14) |
0.00% |
| 2026-11-20 US 10yr Ultra Fut Dec26 C 107 |
UXYZ6C 107 |
|
-5 |
($2,734.38) |
0.00% |
| 2026-11-20 US 10yr Ultra Fut Dec26 C 108 |
UXYZ6C 108 |
|
-11 |
($3,609.39) |
0.00% |
| 2026-11-20 US 10yr Ultra Fut Dec26 C 109 |
UXYZ6C 109 |
|
-61 |
($12,390.64) |
0.00% |
| 2026-11-20 US 10yr Ultra Fut Dec26 C 112 |
UXYZ6C 112 |
|
-64 |
($6,000.00) |
0.00% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 C 102.25 |
TUZ6C 102.25 |
|
-10 |
($2,656.26) |
0.00% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 P 101.75 |
TUZ6P 101.75 |
|
-19 |
($11,578.15) |
0.00% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 P 102 |
TUZ6P 102 |
|
-9 |
($8,015.64) |
0.00% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 C 108 |
FVZ6C 108 |
|
-20 |
($625.00) |
0.00% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 P 102.75 |
FVZ6P 102.75 |
|
-28 |
($12,687.50) |
0.00% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 P 106.25 |
FVZ6P 106.25 |
|
-6 |
($17,296.88) |
0.00% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 P 106.50 |
FVZ6P 106.5 |
|
-2 |
($6,234.38) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 108 |
USZ6C 108 |
|
-3 |
($1,265.63) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 110 |
USZ6C 110 |
|
-23 |
($5,031.25) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 111 |
USZ6C 111 |
|
-4 |
($687.50) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 112 |
USZ6C 112 |
|
-48 |
($6,000.00) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 113 |
USZ6C 113 |
|
-14 |
($1,531.25) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 114 |
USZ6C 114 |
|
-9 |
($703.13) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 115 |
USZ6C 115 |
|
-94 |
($5,875.00) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 116 |
USZ6C 116 |
|
-121 |
($5,671.90) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 117 |
USZ6C 117 |
|
-40 |
($1,875.00) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 118 |
USZ6C 118 |
|
-15 |
($468.75) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 120 |
USZ6C 120 |
|
-19 |
($593.75) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 100 |
USZ6P 100 |
|
-10 |
($11,250.00) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 103 |
USZ6P 103 |
|
-8 |
($17,875.00) |
0.00% |
| 2026-11-20 US ULTRA BOND CBT Dec26 C 107 |
WNZ6C 107 |
|
-1 |
($1,093.75) |
0.00% |
| 2026-11-20 US ULTRA BOND CBT Dec26 C 112 |
WNZ6C 112 |
|
-16 |
($4,500.00) |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 C 96.75 |
SFRZ6C 96.75 |
|
1 |
$25.00 |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 C 97.50 |
SFRZ6C 97.5 |
|
-2 |
($12.50) |
0.00% |
| 2027-02-19 US 10YR NOTE (CBT)Mar27 C 107 |
TYH7C 107 |
|
-3 |
($1,593.75) |
0.00% |
| 2027-02-19 US 10YR NOTE (CBT)Mar27 P 100 |
TYH7P 100 |
|
-2 |
($875.00) |
0.00% |
| 2027-02-19 US 5YR NOTE (CBT) Mar27 C 106 |
FVH7C 106 |
|
-15 |
($3,515.64) |
0.00% |
| 2027-02-19 US 5YR NOTE (CBT) Mar27 P 101 |
FVH7P 101 |
|
-15 |
($5,742.20) |
0.00% |
| 2027-02-19 US 5YR NOTE (CBT) Mar27 P 103 |
FVH7P 103 |
|
-10 |
($9,921.88) |
0.00% |
| 2027-02-19 US LONG BOND(CBT) Mar27 C 108 |
USH7C 108 |
|
-22 |
($23,031.28) |
0.00% |
| 2027-02-19 US LONG BOND(CBT) Mar27 C 113 |
USH7C 113 |
|
-9 |
($3,375.00) |
0.00% |
| 2027-02-19 US LONG BOND(CBT) Mar27 C 114 |
USH7C 114 |
|
-6 |
($1,875.00) |
0.00% |
| 2027-02-19 US LONG BOND(CBT) Mar27 P 104 |
USH7P 104 |
|
-5 |
($20,078.13) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 |
SFRZ7C 97.5 |
|
-13 |
($2,112.50) |
0.00% |
| Bank Series 2019-BN22, Class XA, Variable rate, due 11/15/2062 |
|
06540XBH3 |
1,044,268 |
$16,036.52 |
0.00% |
| CFCRE Commercial Mortgage Trust Series 2017-C8, Class XA, Variable rate, due 06/15/2050 |
|
12532CBE4 |
6,904,529 |
$13,896.05 |
0.00% |
| FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 |
|
34411YAA5 |
25,928 |
$24,432.51 |
0.00% |
| GS Mortgage Securities Trust Series 2020-GC45, Class XA, Variable rate, due 02/13/2053 |
|
36258YBJ6 |
918,922 |
$14,604.70 |
0.00% |
| US 10YR NOTE (CBT)Dec26 |
TYZ6 |
|
215 |
$22,437,265.63 |
0.00% |
| US 10yr Ultra Fut Dec26 |
UXYZ6 |
|
-102 |
($10,722,750.00) |
0.00% |
| US 2YR NOTE (CBT) Dec26 |
TUZ6 |
|
270 |
$54,951,328.26 |
0.00% |
| US 5YR NOTE (CBT) Dec26 |
FVZ6 |
|
576 |
$59,580,000.00 |
0.00% |
| US LONG BOND(CBT) Dec26 |
USZ6 |
|
-468 |
($48,087,000.00) |
0.00% |
| US ULTRA BOND CBT Dec26 |
WNZ6 |
|
18 |
$1,865,812.50 |
0.00% |
| 2026-10-23 US LONG BOND(CBT) Dec26 P 108 |
USX6P 108 |
|
-11 |
($58,781.25) |
-0.01% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 107.50 |
TYZ6P 107.5 |
|
-13 |
($42,859.38) |
-0.01% |
| 2026-11-20 US 10yr Ultra Fut Dec26 P 106 |
UXYZ6P 106 |
|
-31 |
($54,734.39) |
-0.01% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 P 102.63 |
TUZ6P 102.63 |
|
-23 |
($42,765.64) |
-0.01% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 P 102.75 |
TUZ6P 102.75 |
|
-38 |
($78,968.79) |
-0.01% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 106 |
USZ6P 106 |
|
-20 |
($80,937.51) |
-0.01% |
| 2027-02-19 US 5YR NOTE (CBT) Mar27 C 104.50 |
FVH7C 104.5 |
|
-118 |
($67,296.95) |
-0.01% |
| 2027-02-19 US 5YR NOTE (CBT) Mar27 P 104.25 |
FVH7P 104.25 |
|
-20 |
($33,125.00) |
-0.01% |
| 2027-02-19 US 5YR NOTE (CBT) Mar27 P 104.50 |
FVH7P 104.5 |
|
-38 |
($69,171.89) |
-0.01% |
| 2027-02-19 US LONG BOND(CBT) Mar27 P 105 |
USH7P 105 |
|
-11 |
($50,531.25) |
-0.01% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96 |
SFRZ7P 96 |
|
-14 |
($35,350.00) |
-0.01% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96.38 |
SFRZ7P 96.38 |
|
-16 |
($52,400.00) |
-0.01% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 P 102.50 |
TUZ6P 102.5 |
|
-64 |
($105,000.06) |
-0.02% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 101 |
USZ6P 101 |
|
-61 |
($86,734.40) |
-0.02% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 104 |
USZ6P 104 |
|
-32 |
($88,000.00) |
-0.02% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 107 |
TYZ6P 107 |
|
-62 |
($177,281.26) |
-0.03% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 P 105 |
FVZ6P 105 |
|
-97 |
($170,507.87) |
-0.03% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 108 |
USZ6P 108 |
|
-38 |
($214,937.50) |
-0.04% |
| 2026-10-23 US LONG BOND(CBT) Dec26 P 110 |
USX6P 110 |
|
-34 |
($247,562.50) |
-0.05% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 105 |
USZ6P 105 |
|
-101 |
($337,718.75) |
-0.06% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 107 |
USZ6P 107 |
|
-66 |
($317,625.00) |
-0.06% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 109 |
USZ6P 109 |
|
-55 |
($358,359.38) |
-0.07% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 110 |
USZ6P 110 |
|
-58 |
($431,375.00) |
-0.08% |
| Fannie Mae or Freddie Mac TBA, 3%, due 01/01/2052 |
|
01F0306C7 |
-524,000 |
($426,569.15) |
-0.08% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2056 |
|
01F0526B3 |
-493,000 |
($469,277.05) |
-0.09% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2056 |
|
01F0426B4 |
-765,000 |
($686,197.45) |
-0.13% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 02/01/2052 |
|
01F0326B5 |
-1,476,000 |
($1,249,590.91) |
-0.23% |
| GNMA TBA, 6%, due 03/01/2056 |
|
21H0606A4 |
-2,750,000 |
($2,704,429.53) |
-0.49% |
| Fannie Mae or Freddie Mac TBA, 3%, due 01/01/2052 |
|
01F0306B9 |
-3,690,000 |
($3,004,469.99) |
-0.55% |
| Fannie Mae or Freddie Mac TBA, 4%, due 06/01/2056 |
|
01F0406B8 |
-6,038,000 |
($5,252,401.56) |
-0.96% |
| US Dollar |
$USD |
|
-25,821,115 |
($25,821,114.75) |
-4.72% |
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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