|
|
 |
|
Holdings of the Fund as of 5/7/2025
Total Number of Holdings (excluding cash): 236
| US Dollar |
$USD |
|
5,475,774 |
$5,475,773.99 |
8.05% |
| Freddie Mac FN SD8491, 5%, due 12/01/2054 |
|
3132DWNG4 |
1,219,154 |
$1,189,314.98 |
1.75% |
| Freddie Mac FD QD7088, 2%, due 02/01/2052 |
|
3133B42V6 |
1,343,309 |
$1,072,726.53 |
1.58% |
| Fannie Mae FN FS0139, 2.50%, due 01/01/2052 |
|
3140XFEM9 |
1,221,474 |
$1,020,024.63 |
1.50% |
| Fannie Mae FN BV8477, 3%, due 05/01/2052 |
|
3140MNM37 |
1,119,408 |
$973,722.23 |
1.43% |
| Fannie Mae FN CB3151, 2%, due 03/01/2052 |
|
3140QNQD7 |
1,119,954 |
$893,592.08 |
1.31% |
| Fannie Mae FN CB3486, 3.50%, due 05/01/2052 |
|
3140QN2U5 |
960,617 |
$864,685.06 |
1.27% |
| Fannie Mae FN CB2411, 2.50%, due 12/01/2051 |
|
3140QMVD3 |
1,011,218 |
$845,955.49 |
1.24% |
| Fannie Mae FN MA4978, 5%, due 04/01/2053 |
|
31418EQ86 |
861,586 |
$842,426.72 |
1.24% |
| Fannie Mae FN MA5038, 5%, due 06/01/2053 |
|
31418ES43 |
835,285 |
$816,537.25 |
1.20% |
| Freddie Mac FR SD0956, 2.50%, due 04/01/2052 |
|
3132DNBZ5 |
899,872 |
$750,398.85 |
1.10% |
| GNMA G2 MA9964, 5%, due 10/20/2054 |
|
36180AB93 |
764,241 |
$747,779.34 |
1.10% |
| Fannie Mae FN MA5138, 5.50%, due 09/01/2053 |
|
31418EV80 |
734,186 |
$731,669.83 |
1.08% |
| Freddie Mac FR QC8921, 2.50%, due 10/01/2051 |
|
3133AT4E8 |
857,156 |
$717,294.69 |
1.05% |
| Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 |
|
3137H6ZG3 |
925,000 |
$707,579.31 |
1.04% |
| Fannie Mae FN FS3781, 2%, due 11/01/2051 |
|
3140XKFX3 |
856,140 |
$679,980.51 |
1.00% |
| Fannie Mae Series 2023-39, Class AI, 2%, due 07/25/2052 |
|
3136BQFV6 |
5,133,722 |
$661,900.00 |
0.97% |
| GNMA G2 MA7589, 2.50%, due 09/20/2051 |
|
36179WNE4 |
757,276 |
$642,487.50 |
0.94% |
| Fannie Mae FN MA4768, 2.50%, due 09/01/2052 |
|
31418EJN1 |
766,476 |
$634,817.70 |
0.93% |
| GNMA G2 MA7767, 2.50%, due 12/20/2051 |
|
36179WTY4 |
737,495 |
$625,704.83 |
0.92% |
| Freddie Mac FR SD8256, 4%, due 10/01/2052 |
|
3132DWE58 |
654,631 |
$607,087.95 |
0.89% |
| Freddie Mac FR RA7773, 4%, due 08/01/2052 |
|
3133KPT65 |
645,623 |
$598,903.01 |
0.88% |
| Freddie Mac FR SD1581, 2.50%, due 09/01/2052 |
|
3132DNXJ7 |
722,752 |
$597,749.53 |
0.88% |
| Freddiemac Strip Series 386, Class C2, 2%, due 02/15/2051 |
|
31325YB98 |
5,094,177 |
$600,576.33 |
0.88% |
| GNMA G2 MA7534, 2.50%, due 08/20/2051 |
|
36179WLP1 |
708,578 |
$601,171.04 |
0.88% |
| Fannie Mae FN CB2610, 2%, due 01/01/2052 |
|
3140QM3U6 |
747,690 |
$594,701.71 |
0.87% |
| Fannie Mae FN MA5497, 5.50%, due 10/01/2054 |
|
31418FDB0 |
555,649 |
$553,136.67 |
0.81% |
| Freddie Mac FR SD8264, 3.50%, due 11/01/2052 |
|
3132DWFD0 |
602,867 |
$541,358.26 |
0.80% |
| Fannie Mae FN BV9960, 4%, due 06/01/2052 |
|
3140MQB65 |
561,757 |
$523,295.94 |
0.77% |
| Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 |
|
12648VAL8 |
500,504 |
$507,079.15 |
0.75% |
| Fannie Mae FN BU9074, 2%, due 01/01/2052 |
|
3140MBCL4 |
635,188 |
$504,980.84 |
0.74% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 |
|
320277AF3 |
565,000 |
$471,810.71 |
0.69% |
| Fannie Mae FN BW9886, 4.50%, due 10/01/2052 |
|
3140N26Y2 |
485,741 |
$463,146.46 |
0.68% |
| Fannie Mae FN BV8464, 3%, due 04/01/2052 |
|
3140MNMN3 |
526,700 |
$454,975.21 |
0.67% |
| Fannie Mae FN BV8515, 3%, due 05/01/2052 |
|
3140MNN93 |
526,128 |
$454,064.45 |
0.67% |
| Freddie Mac FR SD8372, 5.50%, due 11/01/2053 |
|
3132DWJR5 |
459,715 |
$457,994.73 |
0.67% |
| Fannie Mae Series 2013-21, Class EZ, 3%, due 03/25/2043 |
|
3136ACQW4 |
488,803 |
$440,298.68 |
0.65% |
| Fannie Mae FN BQ1226, 2%, due 09/01/2050 |
|
3140KLLG5 |
526,938 |
$418,679.42 |
0.62% |
| Fannie Mae FN CA5689, 3%, due 05/01/2050 |
|
3140QDKB9 |
476,529 |
$419,452.93 |
0.62% |
| Fanniemae Strip Series 426, Class C24, 1.50%, due 01/25/2052 |
|
31422MZL3 |
4,121,809 |
$423,255.78 |
0.62% |
| U.S. Treasury Note, 4.625%, due 02/15/2035 |
|
91282CMM0 |
406,000 |
$417,387.03 |
0.61% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 |
|
78413MAC2 |
479,000 |
$409,099.05 |
0.60% |
| Fannie Mae FN BV4119, 2.50%, due 03/01/2052 |
|
3140MHSH3 |
478,347 |
$396,449.77 |
0.58% |
| Fannie Mae FN CB2430, 3%, due 12/01/2051 |
|
3140QMVY7 |
458,999 |
$396,652.49 |
0.58% |
| Freddie Mac FR SD1382, 4%, due 08/01/2052 |
|
3132DNRB1 |
426,433 |
$396,173.65 |
0.58% |
| Freddiemac Strip Series 377, Class C1, 2%, due 01/25/2051 |
|
3133Q5E51 |
3,123,381 |
$393,625.16 |
0.58% |
| Fannie Mae FN CB2802, 2%, due 02/01/2052 |
|
3140QNDG4 |
483,670 |
$385,916.90 |
0.57% |
| Freddiemac Strip Series 400, Class C2, 2%, due 08/25/2052 |
|
3142G42A8 |
2,661,149 |
$378,592.59 |
0.56% |
| Credit Suisse Mortgage Trust Series 2021-B33, Class B, Variable rate, due 10/10/2043 |
|
12658WAG4 |
429,000 |
$375,440.38 |
0.55% |
| Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% |
|
12662GAC2 |
378,757 |
$377,370.85 |
0.55% |
| Fannie Mae FN MA4784, 4.50%, due 10/01/2052 |
|
31418EJ68 |
394,037 |
$375,995.10 |
0.55% |
| GNMA G2 MA9963, 4.50%, due 10/20/2054 |
|
36180AB85 |
394,937 |
$376,658.86 |
0.55% |
| BENCHMARK Mortgage Trust Series 2024-V8, Class C, Variable rate, due 07/15/2057 |
|
08190AAF7 |
357,000 |
$366,057.70 |
0.54% |
| Freddie Mac FR SD2190, 4.50%, due 10/01/2052 |
|
3132DPNF1 |
383,356 |
$365,830.62 |
0.54% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 |
|
45667QAC5 |
402,926 |
$367,708.17 |
0.54% |
| Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 |
|
86360UAF3 |
530,613 |
$366,395.08 |
0.54% |
| MASTR Asset Backed Securities Trust Series 2007-HE1, Class A4, Variable rate, due 05/25/2037 |
|
576457AD7 |
435,500 |
$359,347.16 |
0.53% |
| Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 |
|
74958DAA6 |
451,893 |
$361,399.95 |
0.53% |
| AMSR Trust Series 2020-SFR3, Class G, 4.994%, due 09/17/2037 |
|
001807AH9 |
355,000 |
$351,073.59 |
0.52% |
| Freddie Mac Series 4292, Class PB, 3.50%, due 01/15/2044 |
|
3137B75V7 |
404,775 |
$354,006.95 |
0.52% |
| Freddie Mac Series 4753, Class HL, 3%, due 02/15/2048 |
|
3137FDW99 |
415,000 |
$353,986.24 |
0.52% |
| J.G. Wentworth XXXIX LLC Series 2017-2A, Class B, 5.09%, due 09/17/2074 |
|
46620VAB0 |
393,690 |
$355,185.73 |
0.52% |
| CIM Trust Series 2023-R3, Class A1B, Variable rate, due 01/25/2063 |
|
12570GAC3 |
450,000 |
$344,330.19 |
0.51% |
| Fannie Mae Series 2013-9, Class GZ, 3.50%, due 02/25/2043 |
|
3136ABRF2 |
383,595 |
$344,841.06 |
0.51% |
| GNMA Series 2015-103, Class ZA, 3.50%, due 07/20/2045 |
|
38379MDA9 |
421,802 |
$350,077.13 |
0.51% |
| GNMA Series 2031-39, Class DP, 2.50%, due 03/20/2043 |
|
38378JUG5 |
460,000 |
$347,836.91 |
0.51% |
| GoldenTree Loan Management US CLO, LTD Series 2024-20A, Class B, Variable rate, due 07/20/2037 |
|
38139MAE5 |
350,000 |
$350,235.78 |
0.51% |
| Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class A, 2.347%, due 12/10/2040 |
|
38406JAA6 |
400,000 |
$347,254.92 |
0.51% |
| Legacy Mortgage Asset Trust Series 2021-GS5, Class A1, Variable rate, due 07/25/2067 |
|
52475XAA2 |
346,563 |
$345,850.91 |
0.51% |
| Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 |
|
67087TAK7 |
455,828 |
$343,915.22 |
0.51% |
| PRP Advisors, LLC Series 2024-RFC2, Class M1, Variable rate, due 03/25/2054 |
|
693987AD1 |
375,000 |
$346,644.56 |
0.51% |
| Fannie Mae FN MA4511, 2%, due 01/01/2052 |
|
31418EAM2 |
426,737 |
$336,985.41 |
0.50% |
| Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 |
|
43300LAQ3 |
360,000 |
$342,510.08 |
0.50% |
| Freddie Mac Series 4765, Class PZ, 3%, due 01/15/2048 |
|
3137FEQ29 |
433,835 |
$334,651.90 |
0.49% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 |
|
45661XAD4 |
522,313 |
$335,680.55 |
0.49% |
| Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 |
|
92978JAH6 |
359,762 |
$333,118.09 |
0.49% |
| Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 |
|
040104PD7 |
380,000 |
$326,651.69 |
0.48% |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 |
|
59023XAC0 |
1,047,744 |
$329,745.80 |
0.48% |
| Freddie Mac FR QE4038, 3%, due 06/01/2052 |
|
3133BDPX7 |
369,632 |
$318,943.46 |
0.47% |
| GNMA G2 MA8347, 4.50%, due 10/20/2052 |
|
36179XHY5 |
334,721 |
$321,186.52 |
0.47% |
| GNMA Series 2023-18, Class AZ, 4.75%, due 02/20/2053 |
|
38383VT40 |
360,156 |
$322,595.69 |
0.47% |
| MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 |
|
55275NAA9 |
452,760 |
$319,012.75 |
0.47% |
| MHC Commercial Mortgage Trust Series 2021-MHC2, Class E, Variable rate, due 05/15/2038 |
|
55293AAN7 |
320,000 |
$318,014.72 |
0.47% |
| Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 |
|
64031QCL3 |
353,604 |
$321,321.57 |
0.47% |
| Fannie Mae FN FS3160, 3%, due 06/01/2052 |
|
3140XJQN6 |
355,390 |
$309,754.71 |
0.46% |
| GNMA Series 2017-117, Class ZN, 3%, due 08/20/2047 |
|
38380GHX5 |
387,422 |
$310,000.81 |
0.46% |
| Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 |
|
525229AG5 |
483,570 |
$312,559.12 |
0.46% |
| Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 |
|
59022VAE1 |
400,000 |
$314,747.36 |
0.46% |
| Fannie Mae Series 2024-73, Class FB, Variable rate, due 10/25/2054 |
|
3136BTBD4 |
305,222 |
$303,561.56 |
0.45% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 |
|
57645TAB3 |
777,808 |
$304,858.54 |
0.45% |
| Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 |
|
63939LAC1 |
320,000 |
$305,049.89 |
0.45% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 |
|
93935FAC5 |
569,338 |
$306,433.17 |
0.45% |
| ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 |
|
00192WAE7 |
300,000 |
$300,567.10 |
0.44% |
| Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 |
|
07386HB83 |
433,326 |
$296,642.81 |
0.44% |
| BX Trust Series 2021-VIEW, Class B, Variable rate, due 06/15/2036 |
|
05606GAG6 |
300,000 |
$299,339.70 |
0.44% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV3, Class A1, Variable rate, due 06/25/2054 |
|
61776GAA6 |
297,270 |
$302,306.10 |
0.44% |
| Pretium Mortgage Credit Partners LLC Series 2022-RN1, Class A1, Variable rate, due 07/25/2051 |
|
69363JAA2 |
295,780 |
$296,097.99 |
0.44% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 |
|
78413MAE8 |
340,000 |
$297,951.08 |
0.44% |
| Fannie Mae Series 2015-32, Class PB, 3%, due 05/25/2045 |
|
3136ANQB6 |
350,000 |
$291,988.20 |
0.43% |
| GNMA Series 2021-125, Class EL, 1.50%, due 07/20/2051 |
|
38382WHB6 |
483,595 |
$294,752.12 |
0.43% |
| GNMA Series 2023-113, Class FD, Variable rate, due 08/20/2053 |
|
38384CUA5 |
291,087 |
$293,489.56 |
0.43% |
| Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 |
|
63941VAB7 |
295,000 |
$295,281.73 |
0.43% |
| SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 |
|
78449RAQ8 |
385,000 |
$291,859.99 |
0.43% |
| Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 |
|
33938MAA7 |
300,000 |
$285,735.57 |
0.42% |
| Freddie Mac Series 4639, Class HZ, Variable rate, due 04/15/2053 |
|
3137BTEH0 |
350,653 |
$286,674.78 |
0.42% |
| GNMA Series 2017-78, Class AZ, 3%, due 05/20/2047 |
|
38376UA58 |
380,310 |
$282,765.71 |
0.42% |
| GNMA Series 2018-97, Class DZ, 3.50%, due 07/20/2048 |
|
38380XH91 |
329,174 |
$288,116.50 |
0.42% |
| Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 |
|
86362XAP3 |
331,577 |
$284,433.14 |
0.42% |
| Barclays Commercial Mortgage Securities LLC Series 2024-C28, Class C, Variable rate, due 09/15/2057 |
|
07336WBF5 |
290,000 |
$281,608.94 |
0.41% |
| EdgeConneX Data Centers Issuer, LLC Series 2022-1, Class A2, 4.25%, due 03/25/2052 |
|
28000XAA6 |
285,750 |
$272,973.43 |
0.40% |
| GNMA Series 2017-38, Class Z, 4%, due 03/20/2047 |
|
38376MVF1 |
310,721 |
$269,394.78 |
0.40% |
| SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 |
|
78457JAQ5 |
286,000 |
$273,769.95 |
0.40% |
| Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 |
|
761118EN4 |
382,635 |
$266,061.59 |
0.39% |
| Barclays Commercial Mortgage Securities LLC Series 2024-C26, Class AS, Variable rate, due 05/15/2057 |
|
05555AAE5 |
250,000 |
$259,220.75 |
0.38% |
| GNMA Series 2015-39, Class ZA, 3.50%, due 03/20/2045 |
|
38379LEA0 |
284,496 |
$259,393.87 |
0.38% |
| PRP Advisors, LLC Series 2024-RPL3, Class M1, Variable rate, due 11/25/2054 |
|
69381LAD9 |
290,000 |
$260,936.72 |
0.38% |
| Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Class A2B, Variable rate, due 01/25/2037 |
|
81378GAC2 |
307,919 |
$257,755.25 |
0.38% |
| TEXAS 2025-TWR C Series 2025-TWR, Class C, Variable rate, due 04/15/2042 |
|
88231WAE5 |
260,000 |
$258,339.85 |
0.38% |
| Dryden Senior Loan Fund Series 2016-45A, Class CRR, Variable rate, due 10/15/2030 |
|
26244MBC5 |
250,000 |
$250,551.33 |
0.37% |
| Preston Ridge Partners Mortgage Trust Series 2021-11, Class A1, Variable rate, due 11/25/2026 |
|
69362QAA7 |
254,436 |
$254,438.79 |
0.37% |
| TIAA CLO Ltd Series 2018-1A, Class A2R, Variable rate, due 01/20/2032 |
|
88631YAQ0 |
250,000 |
$251,317.17 |
0.37% |
| Vault DI Issuer LLC Series 2021-1A, Class A2, 2.804%, due 07/15/2046 |
|
92243JAA0 |
265,000 |
$254,677.16 |
0.37% |
| Barings Loan Partners CLO Ltd. Series LP-2A, Class CR, Variable rate, due 01/20/2034 |
|
06763BAN9 |
250,000 |
$246,761.93 |
0.36% |
| BPR Trust Series 2024-PMDW, Class D, Variable rate, due 11/05/2041 |
|
05592VAJ3 |
260,000 |
$248,252.32 |
0.36% |
| BX Trust Series 2024-KING, Class B, Variable rate, due 05/15/2034 |
|
05612RAC3 |
246,752 |
$244,725.78 |
0.36% |
| Fannie Mae FN BW6293, 4.50%, due 08/01/2052 |
|
3140MX7F5 |
258,584 |
$246,771.55 |
0.36% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-OSB, Class A, 3.3973%, due 06/05/2039 |
|
46651EAA2 |
260,000 |
$242,940.93 |
0.36% |
| Onslow Bay Financial LLC Series 2021-NQM3, Class A1, Variable rate, due 07/25/2061 |
|
67114JAA8 |
299,548 |
$242,488.76 |
0.36% |
| Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 |
|
84751XAD4 |
362,869 |
$243,944.16 |
0.36% |
| BXP Trust Series 2021-601L, Class A, 2.618%, due 01/15/2044 |
|
05607TAA0 |
280,000 |
$237,198.11 |
0.35% |
| Freddie Mac FR SD8212, 2.50%, due 05/01/2052 |
|
3132DWDR1 |
289,737 |
$239,324.48 |
0.35% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 |
|
59024VAF6 |
243,010 |
$239,479.44 |
0.35% |
| OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 |
|
69121TAD7 |
556,321 |
$238,228.68 |
0.35% |
| COMM Mortgage Trust Series 2024-277P, Class A, 6.338%, due 08/10/2044 |
|
12654FAA8 |
219,000 |
$228,438.92 |
0.34% |
| Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 |
|
02150XAA9 |
260,006 |
$234,414.56 |
0.34% |
| Freddie Mac FR RA5552, 3%, due 07/01/2051 |
|
3133KMEZ4 |
267,289 |
$231,998.24 |
0.34% |
| GNMA Series 2023-81, Class AL, 4.50%, due 08/20/2040 |
|
38384BAG6 |
235,000 |
$229,963.88 |
0.34% |
| Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 |
|
74922TAA4 |
256,125 |
$232,048.67 |
0.34% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C29, Class AS, Variable rate, due 09/15/2057 |
|
05555PAF9 |
220,000 |
$223,081.78 |
0.33% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C25, Class AS, 6.358%, due 03/15/2057 |
|
05554VAE0 |
210,000 |
$218,173.07 |
0.32% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 |
|
12659AAH9 |
328,915 |
$215,953.84 |
0.32% |
| Fannie Mae FN BQ1163, 2%, due 08/01/2050 |
|
3140KLJH6 |
262,402 |
$208,574.00 |
0.31% |
| COMM Mortgage Trust Series 2016-787S, Class A, 3.545%, due 02/10/2036 |
|
12635WAA5 |
200,000 |
$196,410.44 |
0.29% |
| Bank Series 2024-BNK47, Class C, Variable rate, due 06/15/2057 |
|
06540GBA5 |
187,000 |
$191,558.65 |
0.28% |
| BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 |
|
05604FAE5 |
15,635,803 |
$187,978.32 |
0.28% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C27, Class AS, Variable rate, due 07/15/2057 |
|
05555FAE4 |
175,000 |
$182,341.22 |
0.27% |
| COMM Mortgage Trust Series 2020-CX, Class A, 2.173%, due 11/10/2046 |
|
12656KAA5 |
220,000 |
$186,382.94 |
0.27% |
| Fannie Mae FN BV5358, 2.50%, due 04/01/2052 |
|
3140MJ5U5 |
218,584 |
$181,439.35 |
0.27% |
| BX Trust Series 2020-VIV2, Class C, Variable rate, due 03/09/2044 |
|
05605NAA5 |
200,000 |
$179,657.80 |
0.26% |
| Freddie Mac FR RA5286, 2.50%, due 05/01/2051 |
|
3133KL2T3 |
215,924 |
$178,488.89 |
0.26% |
| VLS Commercial Mortgage Trust Series 2020-LAB, Class B, 2.453%, due 10/10/2042 |
|
92858TAC0 |
220,000 |
$177,067.48 |
0.26% |
| BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
175,000 |
$171,939.41 |
0.25% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 |
|
12667GMF7 |
180,728 |
$168,500.94 |
0.25% |
| Freddie Mac FR SD8188, 2%, due 01/01/2052 |
|
3132DWCZ4 |
214,926 |
$169,722.52 |
0.25% |
| Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 |
|
17316AAF7 |
233,851 |
$164,018.51 |
0.24% |
| Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 |
|
12656DAE3 |
182,000 |
$165,468.63 |
0.24% |
| BX Trust Series 2021-ACNT, Class C, Variable rate, due 11/15/2038 |
|
05609QAE6 |
154,314 |
$153,556.60 |
0.23% |
| Ziply Fiber Issuer, LLC Series 2024-1A, Class B, 7.81%, due 04/20/2054 |
|
98979QAC7 |
150,000 |
$155,249.36 |
0.23% |
| Fannie Mae FN FS3275, 3%, due 04/01/2052 |
|
3140XJT94 |
170,663 |
$147,259.47 |
0.22% |
| Fannie Mae FN MA4731, 3.50%, due 09/01/2052 |
|
31418EHH6 |
168,456 |
$151,269.28 |
0.22% |
| PRP Advisors, LLC Series 2023-NQM1, Class B1, Variable rate, due 01/25/2068 |
|
693965AE5 |
150,000 |
$147,647.60 |
0.22% |
| Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 |
|
12669GKF7 |
162,032 |
$144,693.61 |
0.21% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
145,596 |
$133,780.78 |
0.20% |
| SLG Office Trust Series 2021-OVA, Class D, 2.85061%, due 07/15/2041 |
|
78449RAJ4 |
150,000 |
$126,550.32 |
0.19% |
| Freddie Mac FG G67710, 3.50%, due 03/01/2048 |
|
3132XCR72 |
137,552 |
$125,547.83 |
0.18% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 |
|
95000PAP9 |
5,823,000 |
$123,442.94 |
0.18% |
| BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 |
|
08163ABR3 |
117,000 |
$114,318.55 |
0.17% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 |
|
46647TAU2 |
8,833,026 |
$103,045.20 |
0.15% |
| Fannie Mae FN CB4365, 3.50%, due 08/01/2052 |
|
3140QPZ75 |
103,994 |
$93,841.56 |
0.14% |
| Freddie Mac FG G67706, 3.50%, due 12/01/2047 |
|
3132XCR31 |
106,036 |
$97,180.26 |
0.14% |
| Freddie Mac FR SD7511, 3.50%, due 01/01/2050 |
|
3132DVKY0 |
98,167 |
$89,191.09 |
0.13% |
| Freddie Mac FG G61748, 3.50%, due 11/01/2048 |
|
31335B5H5 |
91,410 |
$83,775.25 |
0.12% |
| Freddie Mac FR SD0499, 3%, due 08/01/2050 |
|
3132DMRU1 |
94,255 |
$82,965.97 |
0.12% |
| Fannie Mae FN FS6380, 2.50%, due 02/01/2052 |
|
3140XNCS1 |
92,149 |
$76,134.39 |
0.11% |
| Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 |
|
31395NXU6 |
76,471 |
$75,949.41 |
0.11% |
| Freddie Mac FG G60659, 3.50%, due 08/01/2046 |
|
31335AWU8 |
77,175 |
$70,684.99 |
0.10% |
| SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 |
|
78445AAE6 |
65,000 |
$68,788.51 |
0.10% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
65,000 |
$68,540.50 |
0.10% |
| Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 |
|
31397UDV8 |
60,867 |
$60,738.99 |
0.09% |
| FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 |
|
3136B64Y6 |
62,832 |
$61,791.99 |
0.09% |
| Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 |
|
21873BAC9 |
1,637,627 |
$56,779.14 |
0.08% |
| Freddie Mac FR SD7513, 3.50%, due 04/01/2050 |
|
3132DVK20 |
60,382 |
$55,030.58 |
0.08% |
| Freddie Mac FR ZM1779, 3%, due 09/01/2046 |
|
3131XU6Q5 |
61,710 |
$54,545.13 |
0.08% |
| Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 |
|
88315LAJ7 |
58,292 |
$54,462.20 |
0.08% |
| Fannie Mae FN FM2870, 3%, due 03/01/2050 |
|
3140X6FL0 |
54,443 |
$47,832.68 |
0.07% |
| Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 |
|
12544QAA8 |
99,359 |
$43,201.67 |
0.06% |
| Fannie Mae FN CA0995, 3.50%, due 01/01/2048 |
|
3140Q8C94 |
43,820 |
$39,529.37 |
0.06% |
| Freddie Mac FG G08681, 3.50%, due 12/01/2045 |
|
3128MJXK1 |
42,092 |
$38,600.32 |
0.06% |
| Freddie Mac FR SD7502, 3.50%, due 07/01/2049 |
|
3132DVKP9 |
46,147 |
$41,988.74 |
0.06% |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 |
|
46590LAV4 |
5,216,056 |
$41,449.91 |
0.06% |
| Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 |
|
29429CAJ4 |
4,185,303 |
$36,239.28 |
0.05% |
| Fannie Mae FN BE3619, 4%, due 05/01/2047 |
|
3140FPAV1 |
21,832 |
$20,519.25 |
0.03% |
| Freddie Mac FG G08792, 3.50%, due 12/01/2047 |
|
3128MJ3A6 |
21,899 |
$19,981.91 |
0.03% |
| GNMA G2 MA4779, 4%, due 10/20/2047 |
|
36179TJY2 |
24,016 |
$22,455.41 |
0.03% |
| Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 |
|
61765TAG8 |
22,229,326 |
$18,559.26 |
0.03% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 |
|
95000LBC6 |
3,362,685 |
$22,158.07 |
0.03% |
| COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
|
12624QAS2 |
938,014 |
$14,306.14 |
0.02% |
| Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 |
|
38406JAC2 |
1,000,000 |
$14,755.25 |
0.02% |
| COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 |
|
12593FAG9 |
7,000,000 |
$5,310.20 |
0.01% |
| American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 |
|
02660UAA8 |
0 |
$0.14 |
0.00% |
| Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 |
|
059522AC6 |
0 |
$0.17 |
0.00% |
| Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 |
|
07387AAB1 |
0 |
$0.16 |
0.00% |
| COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 |
|
12591YBE4 |
965,065 |
$9.65 |
0.00% |
| COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 |
|
12591YAA3 |
11,151,000 |
$111.51 |
0.00% |
| Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 |
|
02151CAE6 |
0 |
$0.13 |
0.00% |
| Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 |
|
02150EAL7 |
0 |
$0.10 |
0.00% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 |
|
1248RHAA5 |
0 |
$0.14 |
0.00% |
| CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 |
|
12636LBA7 |
2,236,058 |
$3,393.89 |
0.00% |
| CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 |
|
12658QAA0 |
0 |
$0.07 |
0.00% |
| Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 |
|
25151KAC3 |
0 |
$0.15 |
0.00% |
| Euro |
$EUR |
|
189 |
$214.04 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 |
|
3137FG7J8 |
1,000,000 |
$2,496.40 |
0.00% |
| FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 |
|
35708TAQ0 |
3,719,638 |
$1,190.66 |
0.00% |
| GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 |
|
39538WBZ0 |
0 |
$0.03 |
0.00% |
| GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 |
|
36191YAA6 |
1,076,737 |
$702.89 |
0.00% |
| GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 |
|
362631AC7 |
0 |
$0.03 |
0.00% |
| HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 |
|
40430MAE7 |
0 |
$0.10 |
0.00% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 |
|
45660LU98 |
0 |
$0.01 |
0.00% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 |
|
45660GBB5 |
0 |
$0.13 |
0.00% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 |
|
45660L5S4 |
0 |
$0.14 |
0.00% |
| JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 |
|
46590JAY3 |
718,494 |
$7.18 |
0.00% |
| Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 |
|
52524YAC7 |
0 |
$0.20 |
0.00% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 |
|
59023LAA0 |
0 |
$0.09 |
0.00% |
| Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 |
|
617451EF2 |
0 |
$0.10 |
0.00% |
| Pound Sterling |
$GBP |
|
0 |
$0.25 |
0.00% |
| Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 |
|
748940AB9 |
0 |
$0.15 |
0.00% |
| Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 |
|
74922KAD7 |
0 |
$0.17 |
0.00% |
| Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 |
|
74923CAD4 |
0 |
$0.16 |
0.00% |
| Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 |
|
805564RN3 |
0 |
($0.06) |
0.00% |
| Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 |
|
81376EAC9 |
0 |
$0.13 |
0.00% |
| SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2039 |
|
78457JAC6 |
105,000,000 |
$110.25 |
0.00% |
| Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 |
|
83612KAA9 |
0 |
$0.20 |
0.00% |
| Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 |
|
86361HAB0 |
0 |
$0.13 |
0.00% |
| Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 |
|
86363NAY5 |
0 |
$0.13 |
0.00% |
| Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 |
|
86359LRY7 |
0 |
$0.16 |
0.00% |
| US 10yr Ultra Fut Jun25 |
UXYM5 |
|
29 |
$3,303,734.38 |
0.00% |
| US 2YR NOTE (CBT) Jun25 |
TUM5 |
|
67 |
$13,899,359.44 |
0.00% |
| US 5YR NOTE (CBT) Jun25 |
FVM5 |
|
11 |
$1,194,703.13 |
0.00% |
| US ULTRA BOND CBT Jun25 |
WNM5 |
|
15 |
$1,789,687.50 |
0.00% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
0 |
$0.18 |
0.00% |
| Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 |
|
94989JBC9 |
2,471,272 |
$24.71 |
0.00% |
| Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 |
|
94989TBC7 |
1,252,713 |
$334.35 |
0.00% |
| WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 |
|
92890KBD6 |
111,229 |
$17.14 |
0.00% |
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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The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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