Holdings of the Fund as of 4/17/2026
Total Number of Holdings (excluding cash): 390
| Freddie Mac Series 5642, Class FN, Variable rate, due 03/25/2056 |
|
3137HQEA5 |
4,835,071 |
$4,798,837.35 |
1.41% |
| RCO Mortgage LLC Series 2025-4, Class A2, Variable rate, due 10/25/2030 |
|
74939VAB8 |
4,150,000 |
$4,147,285.49 |
1.22% |
| Verus Securitization Trust Series 2024-2, Class B2, Variable rate, due 02/25/2069 |
|
92539UAF7 |
4,000,000 |
$4,056,330.40 |
1.19% |
| Fannie Mae or Freddie Mac TBA 5.50%, due 03/01/2056 |
|
01F052672 |
3,964,000 |
$3,999,934.96 |
1.18% |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-R1A, Class A, 5.659%, due 07/25/2034 |
|
76089TAA8 |
3,825,000 |
$3,832,111.44 |
1.13% |
| Verus Securitization Trust Series 2022-3, Class A3, Variable rate, due 02/25/2067 |
|
92538UAC5 |
4,007,473 |
$3,838,205.77 |
1.13% |
| CarMax Select Receivables Trust Series 2026-A, Class D, 4.90%, due 05/17/2032 |
|
142929AG3 |
3,800,000 |
$3,774,239.80 |
1.11% |
| Westlake Automobile Receivables Trust Series 2026-1A, Class D, 4.75%, due 07/15/2031 |
|
96043BAG7 |
3,720,000 |
$3,704,004.37 |
1.09% |
| Citigroup Mortgage Loan Trust Inc Series 2020-EXP1, Class M1, Variable rate, due 05/25/2060 |
|
17328JAE7 |
3,963,100 |
$3,677,310.56 |
1.08% |
| UNITK 2026-1A C 7.653%, due 02/25/2056 |
|
49459AAE0 |
3,500,000 |
$3,601,819.90 |
1.06% |
| GNMA Series 2025-78, Class IO, Variable rate, due 11/16/2063 |
|
38381MPY0 |
48,977,800 |
$3,561,616.67 |
1.05% |
| New Residential Mortgage Loan Trust Series 2023-NQM1, Class B2, Variable rate, due 10/25/2063 |
|
64831HAF0 |
3,545,000 |
$3,568,672.21 |
1.05% |
| REMIC FUNDING TRUST 98-1 Series 2025-3, Class B, 7.749%, due 12/27/2056 |
|
75806GAB8 |
3,505,000 |
$3,547,298.34 |
1.04% |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-1A, Class E, 11.066%, due 01/25/2035 |
|
76100NAB4 |
3,500,000 |
$3,491,021.80 |
1.03% |
| GNMA Series 2025-206, Class IO, Variable rate, due 04/16/2064 |
|
38383JCS2 |
55,774,859 |
$3,334,907.11 |
0.98% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
3,368,000 |
$3,204,968.26 |
0.94% |
| Santander Drive Auto Receivables Trust Series 2026-1, Class D, 4.75%, due 04/15/2032 |
|
80288FAF8 |
3,220,000 |
$3,192,014.34 |
0.94% |
| Residential Mortgage Loan Trust Series 2021-1R, Class B2, Variable rate, due 01/25/2065 |
|
76090NAF7 |
3,340,000 |
$3,112,454.48 |
0.92% |
| MetroNet Infrastructure Issuer LLC Series 2026-1A, Class C, 7.10%, due 04/20/2056 |
|
59170JBL1 |
3,000,000 |
$3,022,665.84 |
0.89% |
| Zayo Issuer LLC Series 2026-1A, Class C, 7.784%, due 04/20/2056 |
|
98919WAY9 |
3,000,000 |
$3,037,602.00 |
0.89% |
| Ellington Financial Mortgage T Variable rate, due 03/25/2070 |
|
26846XAF7 |
3,000,000 |
$2,978,581.20 |
0.88% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F032658 |
3,255,000 |
$3,005,356.62 |
0.88% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2055 |
|
01F042657 |
3,082,000 |
$3,004,975.89 |
0.88% |
| U.S. Treasury Bill, 0%, due 04/21/2026 |
|
912797TJ6 |
3,000,000 |
$2,999,701.68 |
0.88% |
| U.S. Treasury Bill, 0%, due 04/23/2026 |
|
912797SM0 |
3,000,000 |
$2,999,103.75 |
0.88% |
| U.S. Treasury Bill, 0%, due 04/28/2026 |
|
912797TK3 |
3,000,000 |
$2,997,604.89 |
0.88% |
| U.S. Treasury Bill, 0%, due 04/30/2026 |
|
912797SN8 |
3,000,000 |
$2,997,008.34 |
0.88% |
| SWCH Commercial Mortgage Trust Series 2025-DATA, Class A, Variable rate, due 02/15/2042 |
|
78489CAA7 |
3,000,000 |
$2,970,770.10 |
0.87% |
| VCAT Asset Securitization, LLC Series 2026-NPL2, Class A1, Variable rate, due 02/25/2056 |
|
921968AA1 |
2,868,893 |
$2,865,356.30 |
0.84% |
| REMIC FUNDING TRUST 98-1 Variable rate, due 09/27/2056 |
|
75806HAA8 |
2,800,000 |
$2,813,811.00 |
0.83% |
| Golub Capital Partners CLO, LTD Series 2022-60A, Class ER, Variable rate, due 10/25/2034 |
|
381734AE2 |
3,000,000 |
$2,790,230.55 |
0.82% |
| CIM Trust Series 2025-NR1, Class A1, Variable rate, due 06/25/2064 |
|
17181YAA8 |
2,781,716 |
$2,769,061.78 |
0.81% |
| Freddie Mac - STACR Series 2022-HQA1, Class B2, Variable rate, due 03/25/2042 |
|
35564KUL1 |
2,500,000 |
$2,707,597.25 |
0.80% |
| GLS Auto Select Receivables Trust Series 2025-4A, Class D, 5.61%, due 01/18/2033 |
|
36273DAE5 |
2,700,000 |
$2,730,793.50 |
0.80% |
| Zayo Issuer LLC 9.489%, due 06/20/2055 |
|
98919WAL7 |
2,500,000 |
$2,651,674.25 |
0.78% |
| VB-S1 Issuer LLC Series 2025-1A, Class D, 9.383%, due 08/16/2055 |
|
92535VAW2 |
2,500,000 |
$2,572,187.50 |
0.76% |
| Verus Securitization Trust Variable rate, due 01/25/2067 |
|
92538WAF4 |
3,305,000 |
$2,549,181.86 |
0.75% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL4, Class A1, Variable rate, due 04/25/2056 |
|
74144EAA9 |
2,500,000 |
$2,500,091.50 |
0.74% |
| BX Trust Series 2025-VOLT, Class A, Variable rate, due 12/15/2044 |
|
05619PAA4 |
2,500,000 |
$2,498,996.50 |
0.73% |
| CarMax Select Receivables Trust Series 2025-B, Class E, 6.89%, due 09/15/2032 |
|
14320BAG4 |
2,350,000 |
$2,367,281.19 |
0.70% |
| Exeter Select Automobile Receivables Trust Series 2025-3, Class D, 5.54%, due 05/17/2032 |
|
30185FAF7 |
2,363,000 |
$2,391,970.85 |
0.70% |
| Credit Suisse Mortgage Trust Series 2021-NQM8, Class B1, Variable rate, due 10/25/2066 |
|
12659FAE5 |
2,792,899 |
$2,295,922.73 |
0.68% |
| Fidelis Mortgage Trust Series 2025-RTL2, Class A2, Variable rate, due 07/25/2040 |
|
31575JAC2 |
2,250,000 |
$2,259,899.10 |
0.66% |
| Freddie Mac - STACR Series 2021-HQA1, Class B2, Variable rate, due 08/25/2033 |
|
35564KCP2 |
1,850,000 |
$2,174,873.69 |
0.64% |
| Preston Ridge Partners Mortgage Trust Series 2023-NQM3, Class B2, Variable rate, due 11/25/2068 |
|
69380TAF8 |
2,150,000 |
$2,166,100.92 |
0.64% |
| KRE Commercial Mortgage Trust Series 2026-ICNA, Class A, Variable rate, due 05/15/2043 |
|
48275LAA8 |
2,109,750 |
$2,116,535.80 |
0.62% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF1, Class A3, Variable rate, due 01/25/2054 |
|
693581AC4 |
2,066,000 |
$2,026,406.76 |
0.60% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF2, Class M1, Variable rate, due 03/25/2056 |
|
74449JAD4 |
2,049,000 |
$2,042,190.09 |
0.60% |
| BX Trust Variable rate, due 12/15/2042 |
|
05594MAG7 |
2,000,000 |
$2,005,124.40 |
0.59% |
| Great Wolf Trust Series 2024-WOLF, Class A, Variable rate, due 03/15/2039 |
|
39152MAA3 |
2,000,000 |
$2,005,152.40 |
0.59% |
| Honda Auto Receivables Owner Trust Series 2023-1, Class A4, 4.97%, due 06/21/2029 |
|
43815JAD5 |
2,000,000 |
$2,004,382.00 |
0.59% |
| Island Finance Trust 2025-1 Series 2025-1A, Class A, 6.54%, due 03/19/2035 |
|
463920AA6 |
2,000,000 |
$2,015,278.80 |
0.59% |
| PMT Loan Trust Series 2026-INV3, Class A36, Variable rate, due 02/25/2057 |
|
69383WBP5 |
2,000,000 |
$2,001,432.40 |
0.59% |
| Preston Ridge Partners Mortgage Trust Series 2025-5, Class A2, Variable rate, due 07/25/2030 |
|
69392RAB7 |
2,000,000 |
$1,997,738.20 |
0.59% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL4, Class A2, Variable rate, due 04/25/2056 |
|
74144EAB7 |
2,000,000 |
$2,009,442.52 |
0.59% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL5, Class A2, Variable rate, due 04/25/2056 |
|
69384KAB2 |
2,000,000 |
$2,004,980.00 |
0.59% |
| VB-S1 Issuer LLC Series 2025-1A, Class B, 5.602%, due 08/16/2055 |
|
92535VAS1 |
2,000,000 |
$1,996,350.40 |
0.59% |
| Velocity Commercial Capital Loan Trust Series 2026-MC1, Class A2, Variable rate, due 01/01/2056 |
|
91826LAB0 |
2,000,000 |
$1,994,827.00 |
0.59% |
| AB BSL CLO 1 Ltd Series 2020-1A, Class D2R2, Variable rate, due 10/15/2038 |
|
00038KBJ9 |
2,000,000 |
$1,965,681.58 |
0.58% |
| AGL CLO Ltd. Series 2022-17A, Class DR, Variable rate, due 01/21/2035 |
|
00120DAQ9 |
2,000,000 |
$1,963,067.90 |
0.58% |
| Credit Suisse Mortgage Trust Series 2021-NQM7, Class B2, Variable rate, due 10/25/2066 |
|
12662QAF3 |
2,300,000 |
$1,983,261.48 |
0.58% |
| Easy Street Mortgage Loan Trust Series 2025-RTL2, Class A1, Variable rate, due 10/25/2040 |
|
27786YAA6 |
1,950,000 |
$1,957,751.84 |
0.58% |
| Pagaya AI Debt Selection Trust Series 2026-1, Class E, 9.232%, due 09/15/2033 |
|
694964AA5 |
2,000,000 |
$1,986,939.80 |
0.58% |
| Fanniemae-Aces Series 2026-M4, Class Z, 2.8864%, due 04/25/2052 |
|
3136BYH39 |
3,115,180 |
$1,952,015.20 |
0.57% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF2, Class M2, Variable rate, due 03/25/2056 |
|
74449JAE2 |
1,950,000 |
$1,869,454.24 |
0.55% |
| Freddie Mac Series 5325, Class SA, Variable rate, due 11/25/2052 |
|
3137HABM7 |
1,978,977 |
$1,839,597.61 |
0.54% |
| GS Mortgage Securities Trust Series 2024-FAIR, Class E, Variable rate, due 07/15/2029 |
|
36270JAJ4 |
1,830,000 |
$1,841,340.14 |
0.54% |
| Fidelis Mortgage Trust Series 2025-RTL1, Class A2, Variable rate, due 02/27/2040 |
|
31575LAE3 |
1,750,000 |
$1,758,706.95 |
0.52% |
| GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class B1, Variable rate, due 09/27/2060 |
|
36259WAE1 |
1,795,000 |
$1,745,318.71 |
0.51% |
| MCR Mortgage Trust Series 2024-TWA, Class F, 10.382%, due 06/12/2039 |
|
582923AF5 |
1,715,000 |
$1,735,659.23 |
0.51% |
| Ellington Financial Mortgage Trust Series 2025-RTL1, Class M1, Variable rate, due 11/25/2040 |
|
26846FAC3 |
1,673,000 |
$1,678,074.37 |
0.49% |
| Sequoia Mortgage Trust Series 2026-HYB1, Class A1B, Variable rate, due 04/25/2056 |
|
81750GAE6 |
1,700,000 |
$1,664,545.99 |
0.49% |
| Fannie Mae - CAS Series 2023-R06, Class 1B2, Variable rate, due 07/25/2043 |
|
20754EAJ4 |
1,500,000 |
$1,618,663.20 |
0.48% |
| Golub Capital Partners CLO, LTD Series 2024-74A, Class D2, Variable rate, due 07/25/2037 |
|
38190BAJ4 |
1,650,000 |
$1,621,843.71 |
0.48% |
| GNMA Series 2021-31, Class IO, Variable rate, due 01/16/2061 |
|
38380RVN7 |
22,021,745 |
$1,520,863.53 |
0.45% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF4, Class A2, Variable rate, due 07/25/2054 |
|
74448JAB9 |
1,550,000 |
$1,515,071.22 |
0.45% |
| PRP Advisors, LLC Series 2024-NQM3, Class B1, Variable rate, due 08/25/2069 |
|
69381FAF7 |
1,500,000 |
$1,518,381.30 |
0.45% |
| Verus Securitization Trust Series 2024-7, Class B2, Variable rate, due 09/25/2069 |
|
924925AH3 |
1,500,000 |
$1,517,191.80 |
0.45% |
| Pagaya AI Debt Selection Trust Series 2025-7, Class E, 8.89%, due 05/15/2033 |
|
69549DAA2 |
1,499,733 |
$1,489,447.66 |
0.44% |
| Flagstar Mortgage Trust Series 2020-2, Class B3, Variable rate, due 08/25/2050 |
|
33851KBY1 |
1,634,673 |
$1,452,868.80 |
0.43% |
| GNMA Series 2025-21, Class IO, Variable rate, due 04/16/2065 |
|
38381L5V0 |
20,767,611 |
$1,457,338.02 |
0.43% |
| GNMA Series 2024-47, Class AI, 0.75%, due 06/16/2064 |
|
38381LAV4 |
27,096,137 |
$1,441,162.26 |
0.42% |
| Deephaven Residential Mortgage Trust Series 2021-1, Class B2, Variable rate, due 05/25/2065 |
|
24380VAF8 |
1,535,000 |
$1,408,791.69 |
0.41% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF2, Class A3, Variable rate, due 11/25/2053 |
|
69380RAC9 |
1,426,000 |
$1,402,284.62 |
0.41% |
| BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034 |
|
05608BAA8 |
1,382,973 |
$1,376,273.62 |
0.40% |
| FHLMC Multifamily Structured Pass Through Certs. Series K124, Class X1, Variable rate, due 12/25/2030 |
|
3137F9YZ8 |
48,945,019 |
$1,376,270.32 |
0.40% |
| GNMA TBA, 5%, due 11/01/2055 |
|
21H050656 |
1,355,000 |
$1,353,807.01 |
0.40% |
| PMT Loan Trust Series 2026-INV1, Class A36, Variable rate, due 01/25/2057 |
|
73015LBP7 |
1,371,563 |
$1,370,345.51 |
0.40% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2055 |
|
01F052664 |
1,285,000 |
$1,297,954.03 |
0.38% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF4, Class M1, Variable rate, due 07/25/2054 |
|
74448JAD5 |
1,350,000 |
$1,306,048.05 |
0.38% |
| COLT Funding LLC Series 2021-5, Class B2, Variable rate, due 11/26/2066 |
|
12598RAF0 |
1,485,000 |
$1,273,085.01 |
0.37% |
| Fidelis Mortgage Trust Series 2025-RTL2, Class A1, Variable rate, due 07/25/2040 |
|
31575JAB4 |
1,260,000 |
$1,266,343.72 |
0.37% |
| FIGRE Trust Seroes 2026-HF3, Class C, Variable rate, due 03/25/2056 |
|
31684WAD9 |
1,250,000 |
$1,251,475.88 |
0.37% |
| Freddie Mac Series 5508, Class FE, Variable rate, due 02/25/2055 |
|
3137HJGG6 |
1,232,110 |
$1,245,151.13 |
0.37% |
| GNMA Series 2024-79, Class VB, Variable rate, due 05/20/2054 |
|
38384PKG4 |
1,286,855 |
$1,244,826.23 |
0.37% |
| JP Morgan Mortgage Trust Series 2021-12, Class B5, Variable rate, due 02/25/2052 |
|
46592WCG9 |
1,517,915 |
$1,242,372.83 |
0.37% |
| PMT Loan Trust Variable rate, due 05/25/2057 |
|
729912AY1 |
1,250,000 |
$1,249,550.50 |
0.37% |
| Freddie Mac Series 5266, Class FA, Variable rate, due 09/25/2052 |
|
3137H9AD1 |
1,253,341 |
$1,239,339.51 |
0.36% |
| Verus Securitization Trust Series 2021-8, Class B2, Variable rate, due 11/25/2066 |
|
92538GAF9 |
1,500,000 |
$1,211,974.20 |
0.36% |
| Exeter Automobile Receivables Trust Series 2024-2A, Class E, 7.98%, due 10/15/2031 |
|
30166DAG3 |
1,154,000 |
$1,199,334.31 |
0.35% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2055 |
|
01F042665 |
1,207,000 |
$1,175,703.58 |
0.35% |
| GNMA Series 2053-153, Class IO, Variable rate, due 09/16/2067 |
|
38383JCQ6 |
15,907,674 |
$1,203,210.31 |
0.35% |
| Gracie Point International Funding Series 2025-1A, Class D, Variable rate, due 08/15/2028 |
|
38411WAD4 |
1,200,000 |
$1,200,396.48 |
0.35% |
| CIM Trust Series 2019-R5, Class B2, Variable rate, due 09/25/2059 |
|
12558RAM3 |
1,200,000 |
$1,161,002.57 |
0.34% |
| MFRA Trust Series 2024-RTL3, Class A1, Variable rate, due 11/25/2039 |
|
59319PAA4 |
1,164,881 |
$1,170,696.10 |
0.34% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-1A, Class A, 5.044%, due 06/27/2033 |
|
76089YAA7 |
1,115,114 |
$1,117,882.12 |
0.33% |
| Freddie Mac - SCRT Series 2017-4, Class M, Variable rate, due 06/25/2057 |
|
35563PDJ5 |
1,112,304 |
$1,105,092.12 |
0.32% |
| GS Mortgage-Backed Securities Trust Series 2022-LTV1, Class A14, Variable rate, due 06/25/2052 |
|
36266VAR5 |
1,500,000 |
$1,100,336.55 |
0.32% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL1, Class A2, Variable rate, due 01/25/2056 |
|
69383TAB4 |
1,100,000 |
$1,093,206.18 |
0.32% |
| BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 |
|
12430BAE0 |
1,000,000 |
$1,044,692.40 |
0.31% |
| GLS Auto Receivables Trust Series 2024-4A, Class E, 7.51%, due 08/15/2031 |
|
36270YAN2 |
1,005,000 |
$1,043,644.66 |
0.31% |
| GS Mortgage-Backed Securities Trust Series 2025-PJ11, Class A27, Variable rate, due 05/25/2056 |
|
36273RBA1 |
1,060,206 |
$1,060,968.55 |
0.31% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL2, Class A1, Variable rate, due 02/25/2056 |
|
69393DAA9 |
1,055,337 |
$1,050,514.25 |
0.31% |
| REMIC FUNDING TRUST 98-1 Series 2025-3, Class A, 6.231%, due 12/27/2056 |
|
75806GAA0 |
1,042,282 |
$1,050,348.61 |
0.31% |
| CIFC Funding Ltd Series 2026-1A, Class E, Variable rate, due 04/15/2039 |
|
75904TAA3 |
1,000,000 |
$1,013,100.00 |
0.30% |
| Exeter Automobile Receivables Trust Series 2024-1A, Class E, 7.89%, due 08/15/2031 |
|
30167PAG5 |
994,000 |
$1,030,529.10 |
0.30% |
| Exeter Automobile Receivables Trust Series 2025-3A, Class E, 7.52%, due 12/15/2032 |
|
30166XAG9 |
1,000,000 |
$1,027,423.50 |
0.30% |
| Exeter Automobile Receivables Trust Series 2025-5A, Class D, 5.16%, due 03/15/2032 |
|
30166VAL2 |
1,000,000 |
$1,004,148.80 |
0.30% |
| Fannie Mae - CAS Series 2025-R03, Class 2A1, Variable rate, due 03/25/2045 |
|
20754VAA5 |
1,010,438 |
$1,014,613.79 |
0.30% |
| KRE Commercial Mortgage Trust Variable rate, due 05/15/2043 |
|
48275LAG5 |
1,000,000 |
$1,004,547.40 |
0.30% |
| LMRK Issuer Co. LLC Series 2025-1A, Class A, 5.52%, due 09/15/2055 |
|
50209AAH4 |
1,000,000 |
$1,004,031.20 |
0.30% |
| MFRA Trust Series 2024-RTL3, Class A2, Variable rate, due 11/25/2039 |
|
59319PAB2 |
1,000,000 |
$1,007,052.40 |
0.30% |
| New Residential Mortgage Loan Trust Series 2019-NQM4, Class B2, Variable rate, due 09/25/2059 |
|
64828EAF2 |
1,080,000 |
$1,026,999.00 |
0.30% |
| PRP Advisors, LLC Series 2025-RCF5, Class A3, Variable rate, due 10/25/2055 |
|
69384AAC2 |
1,000,000 |
$1,007,193.70 |
0.30% |
| Birch Grove CLO Ltd. Series 2024-8A, Class D2R, Variable rate, due 04/20/2039 |
|
09077TAY1 |
1,000,000 |
$1,001,139.00 |
0.29% |
| CBAMR Ltd Variable rate, due 04/20/2039 |
|
12517DAL6 |
1,000,000 |
$1,001,140.00 |
0.29% |
| Diameter Capital CLO Series 2022-4A, Class ERR, Variable rate, due 01/15/2039 |
|
25255PAJ2 |
1,000,000 |
$982,894.62 |
0.29% |
| Ellington Financial Mortgage Trust Series 2025-NQM6, Class A3, 5.404%, due 12/25/2070 |
|
281916AJ5 |
972,453 |
$971,075.53 |
0.29% |
| GLS Auto Select Receivables Trust Series 2026-1A, Class D, 5.25%, due 04/18/2033 |
|
37989DAJ7 |
1,000,000 |
$997,558.30 |
0.29% |
| Homeward Opportunities Fund I Trust Series 2024-RRTL2, Class M1, Variable rate, due 09/25/2039 |
|
43789GAE1 |
1,000,000 |
$1,001,266.00 |
0.29% |
| Magnetite CLO Ltd Series 2024-47A, Class F, Variable rate, due 01/25/2038 |
|
559917AC3 |
1,000,000 |
$979,508.64 |
0.29% |
| Magnetite CLO Ltd Variable rate, due 01/15/2038 |
|
55955LBC5 |
1,000,000 |
$990,510.00 |
0.29% |
| Neuberger Berman CLO Ltd Series 2016-22A, Class ER3, Variable rate, due 04/17/2040 |
|
64131CAJ0 |
1,000,000 |
$999,900.00 |
0.29% |
| OCP CLO Ltd Variable rate, due 04/18/2037 |
|
670859BL0 |
1,000,000 |
$1,001,140.00 |
0.29% |
| OHA Credit Partners Ltd Series 2024-17A, Class D2, Variable rate, due 01/18/2038 |
|
67120MAN5 |
1,000,000 |
$996,158.60 |
0.29% |
| Palmer Square CLO Ltd Series 2022-4A, Class D2R, Variable rate, due 10/20/2037 |
|
69700XAY1 |
1,000,000 |
$984,322.36 |
0.29% |
| Palmer Square CLO Ltd Series 2024-2A, Class D2, Variable rate, due 07/20/2037 |
|
69703LAL2 |
1,000,000 |
$995,020.13 |
0.29% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF5, Class A2, Variable rate, due 08/25/2054 |
|
69381JAB8 |
1,000,000 |
$976,642.40 |
0.29% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL5, Class A1, Variable rate, due 04/25/2056 |
|
69384KAA4 |
1,000,000 |
$1,002,490.00 |
0.29% |
| PRP Advisors, LLC Series 2025-6, Class M1, Variable rate, due 08/25/2030 |
|
69395KAC7 |
1,000,000 |
$999,061.70 |
0.29% |
| SFO Commerical Mortgage Trust Series 2021-555, Class D, Variable rate, due 05/15/2038 |
|
78432WAG8 |
1,000,000 |
$992,782.60 |
0.29% |
| SKY1 2025-LINE A Series 2025-LINE, Class A, Variable rate, due 04/15/2030 |
|
830941AA8 |
982,451 |
$988,669.92 |
0.29% |
| Towd Point Mortgage Trust Series 2017-4, Class B4, Variable rate, due 06/25/2057 |
|
89173UAH0 |
1,250,000 |
$990,990.75 |
0.29% |
| U.S. Treasury Bill, 0%, due 05/05/2026 |
|
912797TL1 |
1,000,000 |
$998,500.00 |
0.29% |
| U.S. Treasury Bill, 0%, due 05/07/2026 |
|
912797SP3 |
1,000,000 |
$998,295.28 |
0.29% |
| U.S. Treasury Bill, 0%, due 05/14/2026 |
|
912797QN0 |
1,000,000 |
$997,606.67 |
0.29% |
| U.S. Treasury Bill, 0%, due 05/28/2026 |
|
912797SW8 |
1,000,000 |
$996,198.24 |
0.29% |
| Whitebox CLO Ltd Series 2025-5A, Class E, Variable rate, due 07/20/2038 |
|
96467NAA1 |
1,000,000 |
$1,000,817.07 |
0.29% |
| AGL CLO Ltd. Series 2022-23A, Class D1R, Variable rate, due 04/20/2038 |
|
00119EAW7 |
1,000,000 |
$943,779.15 |
0.28% |
| Farmer Mac Agricultural Real Estate Trust Series 2025-2, Class B, Variable rate, due 09/25/2055 |
|
30768BAE4 |
1,100,530 |
$957,710.89 |
0.28% |
| Freddie Mac - STACR Series 2025-DNA2, Class A1, Variable rate, due 05/25/2045 |
|
35564NHY2 |
943,750 |
$944,831.73 |
0.28% |
| GCAT Series 2025-INV5, Class A28, Variable rate, due 12/25/2055 |
|
36173VBA3 |
931,333 |
$936,231.11 |
0.28% |
| Magnetite CLO Ltd Series 2019-23A, Class ER2, Variable rate, due 01/25/2035 |
|
55954RAL4 |
1,000,000 |
$942,642.84 |
0.28% |
| PMT Loan Trust Series 2026-J1, Class A25, Variable rate, due 01/25/2057 |
|
73015MBC4 |
967,791 |
$962,776.99 |
0.28% |
| Preston Ridge Partners Mortgage Trust Series 2025-3, Class A1, Variable rate, due 05/25/2030 |
|
74449DAA3 |
957,941 |
$956,052.04 |
0.28% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF1, Class M2, Variable rate, due 01/25/2056 |
|
69383VAD5 |
990,000 |
$947,681.36 |
0.28% |
| PRKCM Trust Variable rate, due 04/25/2057 |
|
69377CAF0 |
1,000,000 |
$949,652.00 |
0.28% |
| Rate Mortgage Trust Series 2025-J3, Class A27, Variable rate, due 11/25/2055 |
|
75410EBC8 |
937,502 |
$943,846.41 |
0.28% |
| Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 |
|
3136BWAF3 |
931,642 |
$924,709.14 |
0.27% |
| GNMA Series 2025-164, Class PO, 0%, due 08/20/2054 |
|
38381UKH4 |
1,157,545 |
$927,787.22 |
0.27% |
| Gracie Point International Funding Series 2025-1A, Class A, Variable rate, due 08/15/2028 |
|
38411WAA0 |
920,000 |
$921,821.23 |
0.27% |
| Bluemountain CLO Ltd Series 2020-29A, Class D1R, Variable rate, due 07/25/2034 |
|
09630KAS3 |
895,439 |
$890,886.78 |
0.26% |
| Fannie Mae Series 2023-54, Class PO, 0%, due 11/25/2053 |
|
3136BQQZ5 |
1,022,017 |
$897,812.21 |
0.26% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class C, Variable rate, due 03/15/2052 |
|
61768HBB1 |
1,000,000 |
$889,573.10 |
0.26% |
| SG Capital Partners Series 2022-1, Class A1, Variable rate, due 03/27/2062 |
|
78433QAA3 |
928,017 |
$885,513.77 |
0.26% |
| Ellington Financial Mortgage Trust Series 2025-RTL1, Class M2, Variable rate, due 11/25/2040 |
|
26846FAD1 |
860,000 |
$865,809.30 |
0.25% |
| New Residential Mortgage Loan Trust Series 2021-NQ1R, Class B2, Variable rate, due 07/25/2055 |
|
64828BAF8 |
930,000 |
$839,585.96 |
0.25% |
| Fannie Mae - CAS Series 2022-R03, Class 1B2, Variable rate, due 03/25/2042 |
|
20753XAJ3 |
769,000 |
$824,564.25 |
0.24% |
| Fannie Mae Series 2025-6, Class LF, Variable rate, due 02/25/2055 |
|
3136BU3V0 |
795,776 |
$805,472.37 |
0.24% |
| Luxury Lease Partners Auto Lease Trust Series 2025-A, Class A, 5.51%, due 03/15/2032 |
|
55069BAA5 |
819,212 |
$819,719.25 |
0.24% |
| New Residential Mortgage Loan Trust Series 2024-NQM1, Class B2, Variable rate, due 03/25/2064 |
|
64828DAF4 |
785,000 |
$805,647.05 |
0.24% |
| Starwood Mortgage Residential Trust Series 2020-3, Class B2, Variable rate, due 04/25/2065 |
|
85573MAF6 |
895,000 |
$803,999.17 |
0.24% |
| Exeter Automobile Receivables Trust Series 2025-2A, Class E, 7.81%, due 10/15/2032 |
|
30168JAG8 |
750,000 |
$776,944.95 |
0.23% |
| Exeter Select Automobile Receivables Trust Series 2025-1, Class D, 6.14%, due 09/15/2031 |
|
30185AAF8 |
750,000 |
$772,275.15 |
0.23% |
| Fannie Mae - CAS Series 2025-R02, Class 1A1, Variable rate, due 02/25/2045 |
|
20754TAB8 |
783,237 |
$783,747.01 |
0.23% |
| Mill City Mortgage Trust Series 2019-GS2, Class B2, Variable rate, due 08/25/2059 |
|
59981TAS4 |
1,025,000 |
$791,044.11 |
0.23% |
| Wells Fargo Mortgage Backed Securities Trust Series 2020-1, Class B2, Variable rate, due 12/25/2049 |
|
95002KBJ1 |
855,245 |
$767,529.79 |
0.23% |
| GNMA Series 2025-4, Class FY, Variable rate, due 01/20/2055 |
|
38385CCE6 |
755,665 |
$762,321.54 |
0.22% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class E, 9.218%, due 06/26/2034 |
|
76089LAA5 |
750,000 |
$758,959.73 |
0.22% |
| Toorak Mortgage Corp. Series 2024-2, Class A2, Variable rate, due 10/25/2031 |
|
89055KAB8 |
750,000 |
$756,548.78 |
0.22% |
| Verus Securitization Trust Series 2021-4, Class B2, Variable rate, due 07/25/2066 |
|
92538HAF7 |
1,000,000 |
$736,979.40 |
0.22% |
| Ajax Mortgage Loan Trust Series 2021-E, Class A2, Variable rate, due 12/25/2060 |
|
009740AB7 |
913,000 |
$707,106.27 |
0.21% |
| BMO Mortgage Trust Series 2025-C13, Class XA, Variable rate, due 10/15/2058 |
|
05592YAE8 |
9,497,440 |
$725,469.59 |
0.21% |
| GNMA Series 2025-100, Class JS, Variable rate, due 06/20/2055 |
|
38385G2J7 |
727,101 |
$706,766.80 |
0.21% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-6A, Class C, 5.534%, due 08/25/2034 |
|
76100JAE7 |
725,000 |
$723,912.14 |
0.21% |
| Fannie Mae Series 2023-51, Class PO, 0%, due 11/25/2053 |
|
3136BQPQ6 |
793,498 |
$686,412.89 |
0.20% |
| JP Morgan Mortgage Trust Series 2026-1, Class A11, Variable rate, due 07/25/2056 |
|
46594NCH5 |
684,999 |
$679,074.49 |
0.20% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A1, Variable rate, due 06/25/2055 |
|
740936AA7 |
672,475 |
$673,977.70 |
0.20% |
| Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 |
|
3137HDTC4 |
695,658 |
$643,684.25 |
0.19% |
| Homeward Opportunities Fund I Trust Series 2024-RRTL2, Class M2, Variable rate, due 09/25/2039 |
|
43789GAF8 |
654,000 |
$654,867.47 |
0.19% |
| Island Finance Trust 2025-1 Series 2025-1A, Class B, 7.95%, due 03/19/2035 |
|
463920AB4 |
650,000 |
$656,782.10 |
0.19% |
| BX Trust Series 2025-DELC, Class E, Variable rate, due 12/15/2030 |
|
05594MAJ1 |
600,000 |
$603,238.14 |
0.18% |
| Freddie Mac - STACR Series 2025-DNA4, Class M2, Variable rate, due 10/25/2045 |
|
35564UBS5 |
600,000 |
$601,198.08 |
0.18% |
| PRP Advisors, LLC Series 2025-RCF6, Class M1, Variable rate, due 12/25/2055 |
|
69393BAD7 |
600,000 |
$595,320.66 |
0.18% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C60, Class XA, Variable rate, due 08/15/2054 |
|
95003DBP2 |
10,849,342 |
$615,695.81 |
0.18% |
| Deephaven Residential Mortgage Trust Series 2021-1, Class B1, Variable rate, due 05/25/2065 |
|
24380VAE1 |
626,000 |
$580,733.56 |
0.17% |
| Onslow Bay Financial LLC Series 2022-NQM2, Class A1B, Variable rate, due 01/25/2062 |
|
67448DAM2 |
620,000 |
$583,404.19 |
0.17% |
| RCO Mortgage LLC Series 2025-4, Class A1, Variable rate, due 10/25/2030 |
|
74939VAA0 |
576,163 |
$576,738.57 |
0.17% |
| Verus Securitization Trust Series 2022-1, Class B1, Variable rate, due 01/25/2067 |
|
92538WAE7 |
735,000 |
$591,841.39 |
0.17% |
| COMM Mortgage Trust Series 2024-CBM, Class G, Variable rate, due 12/10/2041 |
|
12674GAS3 |
600,000 |
$547,775.54 |
0.16% |
| Deephaven Residential Mortgage Trust Series 2021-2, Class M1, Variable rate, due 04/25/2066 |
|
24381WAD0 |
700,000 |
$548,888.13 |
0.16% |
| Fannie Mae FN MA4271, 1.50%, due 02/01/2051 |
|
31418DW99 |
734,263 |
$558,330.00 |
0.16% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F030660 |
625,000 |
$554,161.52 |
0.16% |
| Vertical Bridge CC, LLC Series 2025-1A, Class C, 7.446%, due 08/16/2055 |
|
92535VAU6 |
550,000 |
$558,318.86 |
0.16% |
| Diameter Capital CLO Series 2023-5A, Class DR, Variable rate, due 01/15/2039 |
|
25255TAG0 |
500,000 |
$493,777.72 |
0.15% |
| Exeter Select Automobile Receivables Trust Series 2025-3, Class C, 5%, due 03/15/2032 |
|
30185FAE0 |
500,000 |
$505,245.30 |
0.15% |
| Freddie Mac - STACR Series 2024-DNA2, Class M2, Variable rate, due 05/25/2044 |
|
35564NDA8 |
500,000 |
$502,553.75 |
0.15% |
| GLS Auto Select Receivables Trust Series 2025-4A, Class C, 5.14%, due 12/15/2031 |
|
36273DAD7 |
500,000 |
$504,467.60 |
0.15% |
| LMRK Issuer Co. LLC Series 2025-1A, Class C, 8.12%, due 09/15/2055 |
|
50209AAK7 |
500,000 |
$509,601.65 |
0.15% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL9, Class A2, Variable rate, due 08/25/2055 |
|
740937AB3 |
500,000 |
$501,593.00 |
0.15% |
| PRP Advisors, LLC Series 2025-8, Class A2, Variable rate, due 10/25/2030 |
|
69383BAB3 |
500,000 |
$498,484.90 |
0.15% |
| Saluda Grade Alternative Mortgage Trust Series 2025-RRTL1, Class M2, Variable rate, due 10/25/2040 |
|
79582NAD1 |
500,000 |
$494,405.85 |
0.15% |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 |
|
78432WAA1 |
500,000 |
$500,243.30 |
0.15% |
| SG Capital Partners Series 2019-3, Class B2, Variable rate, due 09/25/2059 |
|
78432BAF6 |
521,000 |
$511,299.61 |
0.15% |
| Verus Securitization Trust Series 2024-INV2, Class B2, Variable rate, due 08/26/2069 |
|
92540NAF0 |
510,000 |
$511,315.39 |
0.15% |
| Whitebox CLO Ltd Series 2025-5A, Class D2, Variable rate, due 07/20/2038 |
|
96467PAL2 |
500,000 |
$501,225.10 |
0.15% |
| Credit Suisse Mortgage Trust Series 2021-NQM6, Class B1, Variable rate, due 07/25/2066 |
|
12662KAE9 |
663,000 |
$491,357.39 |
0.14% |
| Fannie Mae - CAS Series 2021-R02, Class 2B2, Variable rate, due 11/25/2041 |
|
20754KAJ0 |
475,000 |
$487,367.15 |
0.14% |
| Fannie Mae - CAS Series 2021-R03, Class 1B2, Variable rate, due 12/25/2041 |
|
20754AAJ2 |
480,000 |
$491,794.85 |
0.14% |
| Fannie Mae - CAS Series 2022-R06, Class 1B2, Variable rate, due 05/25/2042 |
|
20754NAR6 |
445,000 |
$486,022.33 |
0.14% |
| REMIC FUNDING TRUST 98-1 Series 2025-2, Class A, Variable rate, due 05/27/2055 |
|
75806EAA5 |
473,349 |
$479,256.85 |
0.14% |
| Saluda Grade Alternative Mortgage Trust Series 2025-NPL1, Class A1, Variable rate, due 01/25/2030 |
|
79582BAA3 |
484,514 |
$487,466.85 |
0.14% |
| Verus Securitization Trust Series 2021-6, Class B2, Variable rate, due 10/25/2066 |
|
92538MAF6 |
550,000 |
$474,460.25 |
0.14% |
| Bank Series 2020-BN25, Class A5, 2.649%, due 01/15/2063 |
|
06539WBB1 |
478,000 |
$445,727.64 |
0.13% |
| Cross Mortgage Trust Series 2025-H6, Class B1B, Variable rate, due 07/25/2070 |
|
22758TAH7 |
450,000 |
$449,809.11 |
0.13% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class B, Variable rate, due 10/01/2053 |
|
30335JAE1 |
511,078 |
$453,637.69 |
0.13% |
| LHOME Mortgage Trust Series 2024-RTL2, Class A2, Variable rate, due 03/25/2029 |
|
50205JAB2 |
445,000 |
$446,611.08 |
0.13% |
| New Residential Mortgage Loan Trust Series 2024-NQM3, Class B2, Variable rate, due 11/25/2064 |
|
647910AH1 |
440,000 |
$434,370.46 |
0.13% |
| PRP Advisors, LLC Series 2025-7, Class A1, Variable rate, due 08/25/2030 |
|
69382YAA6 |
455,491 |
$454,850.04 |
0.13% |
| BWAY Mortgage Trust Series 2025-1535, Class A, Variable rate, due 05/05/2030 |
|
12430BAA8 |
415,000 |
$422,631.14 |
0.12% |
| CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 |
|
21873BAA3 |
423,279 |
$413,117.61 |
0.12% |
| Deephaven Residential Mortgage Trust Series 2022-1, Class B1, Variable rate, due 01/25/2067 |
|
24382JAE6 |
500,000 |
$424,807.60 |
0.12% |
| New Residential Mortgage Loan Trust Series 2014-3A, Class B4, Variable rate, due 11/25/2054 |
|
64829DAR7 |
415,491 |
$410,611.99 |
0.12% |
| NRTH PARK Mortgage Trust Series 2025-PARK, Class A, Variable rate, due 10/15/2040 |
|
669985AA1 |
400,000 |
$400,678.16 |
0.12% |
| Pagaya AI Debt Selection Trust Series 2025-5, Class C, 5.64%, due 03/15/2033 |
|
69548WAD5 |
399,985 |
$401,627.05 |
0.12% |
| Preston Ridge Partners Mortgage Trust Series 2024-8, Class A2, Variable rate, due 12/25/2029 |
|
74448KAB6 |
400,000 |
$402,068.64 |
0.12% |
| Sixth Street CLO LTD. Series 2021-18A, Class FR, Variable rate, due 10/17/2038 |
|
83012JAG5 |
400,000 |
$391,566.31 |
0.12% |
| Verus Securitization Trust Series 2024-3, Class B1, Variable rate, due 04/25/2069 |
|
92540MAE5 |
385,000 |
$393,003.30 |
0.12% |
| BRAVO Residential Funding Trust Series 2024-NQM5, Class B1, Variable rate, due 06/25/2064 |
|
105925AE1 |
380,000 |
$387,153.50 |
0.11% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class M1, Variable rate, due 02/25/2065 |
|
617946AF5 |
380,000 |
$357,970.37 |
0.11% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL11, Class A2, Variable rate, due 10/25/2055 |
|
69383AAB5 |
375,000 |
$375,673.58 |
0.11% |
| PRKCM Trust Series 2023-AFC1, Class M1, Variable rate, due 02/25/2058 |
|
693981AD4 |
371,000 |
$369,631.27 |
0.11% |
| Exeter Select Automobile Receivables Trust Series 2025-1, Class E, 8.44%, due 12/15/2032 |
|
30185AAG6 |
337,000 |
$353,058.32 |
0.10% |
| Exeter Select Automobile Receivables Trust Series 2025-2, Class E, 6.87%, due 02/15/2033 |
|
30185EAG8 |
350,000 |
$346,575.29 |
0.10% |
| PRP Advisors, LLC Series 2025-RPL3, Class M1, Variable rate, due 04/25/2055 |
|
69392NAD2 |
350,000 |
$334,154.63 |
0.10% |
| Saluda Grade Alternative Mortgage Trust Series 2024-INV1, Class B1, Variable rate, due 08/25/2059 |
|
795924AE9 |
325,000 |
$330,156.40 |
0.10% |
| Visio Trust Series 2023-2, Class M1, Variable rate, due 10/25/2058 |
|
92839CAD9 |
330,000 |
$331,327.99 |
0.10% |
| Bank Series 2023-BNK46, Class XA, Variable rate, due 08/15/2056 |
|
06541DCD4 |
10,000,677 |
$320,357.68 |
0.09% |
| CALI Mortgage Trust Series 2024-SUN, Class D, Variable rate, due 07/15/2041 |
|
12988DAG7 |
300,000 |
$302,405.67 |
0.09% |
| GNMA TBA, 4.50%, due 10/01/2055 |
|
21H042661 |
318,000 |
$310,025.16 |
0.09% |
| Island Finance Trust 2025-1 Series 2025-1A, Class C, 10%, due 03/19/2035 |
|
463920AC2 |
300,000 |
$303,276.06 |
0.09% |
| MCR Mortgage Trust Series 2024-TWA, Class E, 8.725%, due 06/12/2039 |
|
582923AE8 |
300,000 |
$301,434.93 |
0.09% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class D, Variable rate, due 11/15/2038 |
|
62955HAJ6 |
320,000 |
$318,194.43 |
0.09% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A2, Variable rate, due 06/25/2055 |
|
740936AB5 |
300,000 |
$301,136.97 |
0.09% |
| PRP Advisors, LLC Series 2024-RPL4, Class M2, Variable rate, due 12/25/2054 |
|
74448MAE6 |
325,000 |
$299,033.67 |
0.09% |
| Verus Securitization Trust Series 2021-R2, Class B2, Variable rate, due 02/25/2064 |
|
92538DAG4 |
375,000 |
$317,384.93 |
0.09% |
| Verus Securitization Trust Series 2025-1, Class B1, Variable rate, due 01/25/2070 |
|
92540TAE0 |
315,000 |
$319,422.98 |
0.09% |
| Apidos CLO Ltd Series 2018-29A, Class D2R, Variable rate, due 07/25/2038 |
|
03767MBA5 |
260,000 |
$259,687.63 |
0.08% |
| Bank Series 2021-BN31, Class XB, Variable rate, due 02/15/2054 |
|
06541ABN9 |
7,500,000 |
$269,404.95 |
0.08% |
| BRAVO Residential Funding Trust Series 2024-NQM6, Class B1, Variable rate, due 08/01/2064 |
|
05613JAG1 |
255,000 |
$259,706.08 |
0.08% |
| COLT Funding LLC Series 2021-HX1, Class B3A, Variable rate, due 10/25/2066 |
|
19688KAG9 |
340,000 |
$260,154.71 |
0.08% |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 |
|
31573TAD0 |
289,000 |
$280,267.69 |
0.08% |
| Ellington Financial Mortgage Trust Series 2024-INV1, Class B2, Variable rate, due 03/25/2069 |
|
268434AF4 |
258,000 |
$256,823.80 |
0.08% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 |
|
01F022659 |
325,000 |
$275,968.66 |
0.08% |
| Freddie Mac Series 5460, Class FN, Variable rate, due 10/25/2054 |
|
3137HFSC0 |
286,769 |
$287,392.83 |
0.08% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class A15, Variable rate, due 08/25/2050 |
|
46591VBH1 |
288,820 |
$262,405.19 |
0.08% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B6Z, Variable rate, due 08/25/2050 |
|
46591VCF4 |
298,387 |
$276,400.18 |
0.08% |
| LHOME Mortgage Trust Series 2024-RTL2, Class M, Variable rate, due 03/25/2029 |
|
50205JAC0 |
255,000 |
$256,523.27 |
0.08% |
| LHOME Mortgage Trust Series 2024-RTL3, Class M, 10.728%, due 05/25/2029 |
|
50205GAC6 |
275,000 |
$278,993.72 |
0.08% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 |
|
61768HAX4 |
11,200,749 |
$262,292.43 |
0.08% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class B1, Variable rate, due 02/25/2065 |
|
617946AG3 |
290,000 |
$260,436.24 |
0.08% |
| NMLT Trust Series 2021-INV2, Class B1, Variable rate, due 08/25/2056 |
|
62917JAE0 |
334,000 |
$262,783.89 |
0.08% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL7, Class A1, Variable rate, due 07/25/2055 |
|
740934AA2 |
270,285 |
$271,030.82 |
0.08% |
| PRP Advisors, LLC Series 2025-RCF4, Class M2, Variable rate, due 08/25/2055 |
|
69382WAF9 |
290,000 |
$270,948.31 |
0.08% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-3A, Class A2, 5.149%, due 02/27/2034 |
|
76090QAB9 |
275,000 |
$276,770.23 |
0.08% |
| Silver Point CLO, Ltd Series 2025-11A, Class F, Variable rate, due 07/15/2038 |
|
82809YAC0 |
275,000 |
$261,483.31 |
0.08% |
| Verus Securitization Trust Series 2021-5, Class B2, Variable rate, due 09/25/2066 |
|
92538KAF0 |
367,000 |
$286,799.23 |
0.08% |
| Verus Securitization Trust Series 2024-2, Class B1, Variable rate, due 02/25/2069 |
|
92539UAE0 |
265,000 |
$269,211.86 |
0.08% |
| Diameter Capital CLO Series 2023-5A, Class C2R, Variable rate, due 01/15/2039 |
|
25255RAU3 |
250,000 |
$248,749.40 |
0.07% |
| Farmer Mac Agricultural Real Estate Trust Serues 2021-1, Class B, Variable rate, due 07/25/2051 |
|
30768WAC2 |
314,123 |
$253,441.29 |
0.07% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B4, Variable rate, due 08/25/2050 |
|
46591VBZ1 |
268,730 |
$244,186.16 |
0.07% |
| Magnetite CLO Ltd Series 2020-27A, Class FRR, Variable rate, due 10/20/2038 |
|
55955FAJ4 |
260,000 |
$251,770.71 |
0.07% |
| Neuberger Berman CLO Ltd Series 2020-39A, Class ER, Variable rate, due 04/20/2038 |
|
64134FAL5 |
250,000 |
$233,918.75 |
0.07% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class C, 5.473%, due 06/26/2034 |
|
76089KAE9 |
250,000 |
$251,190.08 |
0.07% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class D, 6.012%, due 06/26/2034 |
|
76089KAF6 |
250,000 |
$250,557.85 |
0.07% |
| Rockland Park CLO Ltd Series 2021-1A, Class FR, Variable rate, due 07/20/2038 |
|
77366PAK6 |
260,000 |
$224,569.14 |
0.07% |
| Saluda Grade Alternative Mortgage Trust Series 2024-RTL4, Class A2, Variable rate, due 02/25/2030 |
|
79584CAB7 |
255,000 |
$253,972.45 |
0.07% |
| SHR Trust Series 2024-LXRY, Class E, Variable rate, due 10/15/2041 |
|
784234AJ5 |
250,000 |
$251,259.78 |
0.07% |
| Toorak Mortgage Corp. Series 2024-RRTL1, Class A1, Variable rate, due 02/25/2039 |
|
89054YAA1 |
235,399 |
$235,648.91 |
0.07% |
| Verus Securitization Trust Series 2024-6, Class B1, Variable rate, due 07/25/2069 |
|
92540JAE2 |
248,000 |
$251,926.04 |
0.07% |
| CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 |
|
21873LAA1 |
196,960 |
$194,780.92 |
0.06% |
| FHLMC Multifamily Structured Pass Through Certs. Series K755, Class X3, Variable rate, due 02/25/2059 |
|
3137HCKN1 |
940,000 |
$215,669.75 |
0.06% |
| PRP Advisors, LLC Series 2025-2, Class A1, Variable rate, due 05/25/2030 |
|
69382HAA3 |
214,916 |
$214,469.05 |
0.06% |
| Pagaya AI Debt Selection Trust Series 2024-10, Class E, 10.412%, due 06/15/2032 |
|
69546UAA7 |
183,332 |
$186,914.60 |
0.05% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C59, Class XA, Variable rate, due 04/15/2054 |
|
95003CBU3 |
3,363,575 |
$177,924.35 |
0.05% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C25, Class XA, Variable rate, due 03/15/2057 |
|
05554VAC4 |
4,998,817 |
$150,198.96 |
0.04% |
| BENCHMARK Mortgage Trust Series 2019-B13, Class XA, Variable rate, due 08/15/2057 |
|
08162DAF5 |
4,929,329 |
$143,392.21 |
0.04% |
| BENCHMARK Mortgage Trust Series 2021-B29, Class XA, Variable rate, due 09/15/2054 |
|
08163JAG9 |
4,152,953 |
$137,023.79 |
0.04% |
| BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028 |
|
081927AC9 |
4,436,277 |
$148,971.94 |
0.04% |
| GNMA TBA, 5%, due 10/01/2055 |
|
21H050664 |
141,000 |
$140,594.96 |
0.04% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-COR5, Class XA, Variable rate, due 06/13/2052 |
|
46591EAY3 |
4,026,514 |
$132,237.15 |
0.04% |
| Pagaya AI Debt Selection Trust Series 2024-8, Class D, 6.526%, due 01/15/2032 |
|
69544QAD2 |
145,017 |
$145,560.41 |
0.04% |
| Verus Securitization Trust Series 2024-5, Class B1, Variable rate, due 06/25/2069 |
|
92540HAE6 |
125,000 |
$127,691.65 |
0.04% |
| Verus Securitization Trust Series 2025-INV1, Class B1, Variable rate, due 02/25/2070 |
|
924929AG7 |
150,000 |
$152,522.82 |
0.04% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C6, Class XA, Variable rate, due 02/15/2053 |
|
05492TAE0 |
3,293,349 |
$102,143.22 |
0.03% |
| GMRF Mortgage Acquisition Co., LLC Series 2018-2, Class B2, Variable rate, due 10/25/2058 |
|
36418GBX1 |
119,092 |
$116,263.39 |
0.03% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
1,878,643 |
$96,745.62 |
0.03% |
| GNMA TBA, 3%, due 02/01/2052 |
|
21H030658 |
132,000 |
$118,951.87 |
0.03% |
| GNMA TBA, 3.50%, due 10/01/2055 |
|
21H032662 |
119,000 |
$109,006.67 |
0.03% |
| Morgan Stanley Capital I Trust Series 2019-L3, Class XA, Variable rate, due 11/15/2052 |
|
61691UBF5 |
5,613,221 |
$104,628.20 |
0.03% |
| Bank Series 2019-BN21, Class XA, Variable rate, due 10/17/2052 |
|
06540BBE8 |
2,720,405 |
$63,124.82 |
0.02% |
| BENCHMARK Mortgage Trust Series 2020-B20, Class XA, Variable rate, due 10/15/2053 |
|
08162XBJ2 |
1,265,207 |
$57,562.26 |
0.02% |
| CFCRE Commercial Mortgage Trust Series 2017-C8, Class XA, Variable rate, due 06/15/2050 |
|
12532CBE4 |
7,300,455 |
$59,907.53 |
0.02% |
| Fannie Mae Series 2016-63, Class AF, Variable rate, due 09/25/2046 |
|
3136ATXX7 |
77,858 |
$76,911.58 |
0.02% |
| Freddie Mac Multiclass Certificates Series 2020-RR07, Class AX, Variable rate, due 09/27/2028 |
|
3137FRVC2 |
1,500,000 |
$69,423.90 |
0.02% |
| GS Mortgage Securities Trust Series 2020-GC47, Class XA, Variable rate, due 05/12/2053 |
|
36258RBC6 |
1,642,493 |
$59,510.16 |
0.02% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B5, Variable rate, due 08/25/2050 |
|
46591VCA5 |
82,686 |
$73,764.52 |
0.02% |
| Bank Series 2019-BN16, Class XA, Variable rate, due 02/15/2052 |
|
065405AJ1 |
2,056,998 |
$40,619.14 |
0.01% |
| Bank Series 2019-BN22, Class XA, Variable rate, due 11/15/2062 |
|
06540XBH3 |
1,046,985 |
$19,042.35 |
0.01% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C7, Class XA, Variable rate, due 04/15/2053 |
|
05492VAG0 |
1,234,163 |
$49,294.20 |
0.01% |
| FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 |
|
34411YAA5 |
29,228 |
$27,210.04 |
0.01% |
| GS Mortgage Securities Trust Series 2020-GC45, Class XA, Variable rate, due 02/13/2053 |
|
36258YBJ6 |
922,179 |
$17,197.90 |
0.01% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 P 107 |
TYM6P 107 |
|
-7 |
($218.75) |
0.00% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 P 110.50 |
TYM6P 110.5 |
|
-4 |
($875.00) |
0.00% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 P 111 |
TYM6P 111 |
|
-5 |
($1,718.75) |
0.00% |
| 2026-05-22 US 10yr Ultra Fut Jun26 C 117 |
UXYM6C 117 |
|
-3 |
($281.25) |
0.00% |
| 2026-05-22 US 10yr Ultra Fut Jun26 C 118 |
UXYM6C 118 |
|
-16 |
($1,000.00) |
0.00% |
| 2026-05-22 US 10yr Ultra Fut Jun26 P 111 |
UXYM6P 111 |
|
-3 |
($234.39) |
0.00% |
| 2026-05-22 US 2YR NOTE (CBT) Jun26 C 105 |
TUM6C 105 |
|
-11 |
($343.75) |
0.00% |
| 2026-05-22 US 2YR NOTE (CBT) Jun26 P 103.25 |
TUM6P 103.25 |
|
-17 |
($796.91) |
0.00% |
| 2026-05-22 US 2YR NOTE (CBT) Jun26 P 103.50 |
TUM6P 103.5 |
|
-6 |
($468.76) |
0.00% |
| 2026-05-22 US 2YR NOTE (CBT) Jun26 P 103.75 |
TUM6P 103.75 |
|
-10 |
($2,031.26) |
0.00% |
| 2026-05-22 US 2YR NOTE (CBT) Jun26 P 103.88 |
TUM6P 103.88 |
|
-13 |
($3,859.38) |
0.00% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 C 109 |
FVM6C 109 |
|
-6 |
($1,500.00) |
0.00% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 P 108.25 |
FVM6P 108.25 |
|
-5 |
($1,250.00) |
0.00% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 P 108.75 |
FVM6P 108.75 |
|
-21 |
($9,679.71) |
0.00% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 P 109 |
FVM6P 109 |
|
-6 |
($3,656.25) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 117 |
USM6C 117 |
|
-18 |
($7,312.50) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 118 |
USM6C 118 |
|
-34 |
($9,031.26) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 121 |
USM6C 121 |
|
-1 |
($93.75) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 122 |
USM6C 122 |
|
-21 |
($1,640.65) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 123 |
USM6C 123 |
|
-13 |
($812.50) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 106 |
USM6P 106 |
|
-2 |
($125.00) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 109 |
USM6P 109 |
|
-6 |
($843.78) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 110 |
USM6P 110 |
|
-4 |
($812.50) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 111 |
USM6P 111 |
|
-13 |
($3,859.39) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 112 |
USM6P 112 |
|
-36 |
($15,750.00) |
0.00% |
| 2026-05-22 US ULTRA BOND CBT Jun26 C 122 |
WNM6C 122 |
|
-6 |
($750.00) |
0.00% |
| 2026-05-22 US ULTRA BOND CBT Jun26 C 125 |
WNM6C 125 |
|
-1 |
($46.88) |
0.00% |
| 2026-05-22 US ULTRA BOND CBT Jun26 P 113 |
WNM6P 113 |
|
-8 |
($3,000.00) |
0.00% |
| 2026-05-22 US ULTRA BOND CBT Jun26 P 115 |
WNM6P 115 |
|
-4 |
($2,937.52) |
0.00% |
| 2026-08-21 US 10YR NOTE (CBT)Sep26 C 113 |
TYU6C 113 |
|
-13 |
($8,531.25) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 C 104.75 |
TUU6C 104.75 |
|
-1 |
($218.75) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103.50 |
TUU6P 103.5 |
|
-9 |
($2,953.15) |
0.00% |
| 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103.75 |
TUU6P 103.75 |
|
-1 |
($500.00) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 C 109.50 |
FVU6C 109.5 |
|
-20 |
($9,375.00) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 C 110 |
FVU6C 110 |
|
-9 |
($3,023.45) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 P 107 |
FVU6P 107 |
|
-35 |
($9,843.75) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108 |
FVU6P 108 |
|
-2 |
($1,093.76) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108.50 |
FVU6P 108.5 |
|
-21 |
($15,914.09) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 118 |
USU6C 118 |
|
-1 |
($1,109.38) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 106 |
USU6P 106 |
|
-1 |
($515.63) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 108 |
USU6P 108 |
|
-6 |
($4,593.78) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 110 |
USU6P 110 |
|
-8 |
($9,125.03) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 112 |
USU6P 112 |
|
-5 |
($8,359.40) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 113 |
USU6P 113 |
|
-8 |
($16,250.00) |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 C 96.75 |
SFRZ6C 96.75 |
|
1 |
$312.50 |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 C 97.50 |
SFRZ6C 97.5 |
|
-2 |
($225.00) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 |
SFRZ7C 97.5 |
|
-13 |
($5,525.00) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96 |
SFRZ7P 96 |
|
-14 |
($7,087.50) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96.38 |
SFRZ7P 96.38 |
|
-16 |
($11,900.00) |
0.00% |
| US 10YR NOTE (CBT)Jun26 |
TYM6 |
|
215 |
$24,019,531.25 |
0.00% |
| US 10yr Ultra Fut Jun26 |
UXYM6 |
|
12 |
$1,369,875.00 |
0.00% |
| US 2YR NOTE (CBT) Jun26 |
TUM6 |
|
177 |
$36,784,195.22 |
0.00% |
| US 5YR NOTE (CBT) Jun26 |
FVM6 |
|
365 |
$39,653,828.13 |
0.00% |
| US LONG BOND(CBT) Jun26 |
USM6 |
|
-135 |
($15,470,156.25) |
0.00% |
| US ULTRA BOND CBT Jun26 |
WNM6 |
|
-30 |
($3,507,187.50) |
0.00% |
| 2026-04-24 US LONG BOND(CBT) Jun26 P 116 |
USK6P 116 |
|
-28 |
($42,437.53) |
-0.01% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 P 107.50 |
FVU6P 107.5 |
|
-48 |
($19,125.03) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 113 |
USU6C 113 |
|
-8 |
($25,125.00) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 116 |
USU6C 116 |
|
-13 |
($22,140.64) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 119 |
USU6C 119 |
|
-45 |
($40,078.14) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 120 |
USU6C 120 |
|
-30 |
($22,031.29) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 121 |
USU6C 121 |
|
-70 |
($43,750.00) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 109 |
USU6P 109 |
|
-36 |
($33,187.51) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 116 |
USU6P 116 |
|
-11 |
($39,187.50) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 111 |
USU6P 111 |
|
-48 |
($66,000.00) |
-0.02% |
| Fannie Mae or Freedie Mac TBA, 5.50%, due 08/01/2055 |
|
01F052656 |
-82,000 |
($82,916.32) |
-0.02% |
| GNMA TBA, 4%, due 08/01/2055 |
|
21H040657 |
-73,000 |
($69,023.28) |
-0.02% |
| Fannie Mae or Freddie Mac TBA 4.50%, due 04/01/2056 |
|
01F042673 |
-544,000 |
($529,554.57) |
-0.16% |
| Fannie Mae or Freddie Mac TBA 3.50%, due 03/01/2052 |
|
01F032674 |
-712,000 |
($656,030.10) |
-0.19% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F032666 |
-827,000 |
($762,829.94) |
-0.22% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F030652 |
-899,000 |
($797,632.70) |
-0.23% |
| Fannie Mae or Freddie Mac TBA, 5%, due 11/01/2055 |
|
01F050650 |
-1,131,000 |
($1,125,922.55) |
-0.33% |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2055 |
|
01F040651 |
-1,579,000 |
($1,502,151.68) |
-0.44% |
| Fannie Mae or Freddie Mac TBA, 5%, due 11/01/2055 |
|
01F050668 |
-2,213,000 |
($2,200,731.05) |
-0.65% |
| US Dollar |
$USD |
|
-8,400,888 |
($8,400,887.61) |
-2.47% |
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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