|
|
 |
|
Holdings of the Fund as of 10/25/2024
Total Number of Holdings (excluding cash): 279
| US 2YR NOTE (CBT) Dec24 |
TUZ4 |
|
57 |
$11,756,695.28 |
16.08% |
| U.S. Treasury Note, 3.50%, due 09/30/2026 |
|
91282CLP4 |
5,853,000 |
$5,788,411.21 |
7.92% |
| US 5YR NOTE (CBT) Dec24 |
FVZ4 |
|
41 |
$4,414,546.88 |
6.04% |
| US 10yr Ultra Fut Dec24 |
UXYZ4 |
|
30 |
$3,427,500.00 |
4.69% |
| GNMA TBA, 5%, due 06/01/2054 |
|
21H0506B3 |
1,275,000 |
$1,247,586.48 |
1.71% |
| GNMA TBA, 4.50%, due 05/01/2054 |
|
21H0426B0 |
1,300,000 |
$1,244,292.97 |
1.70% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F0406B8 |
1,325,000 |
$1,231,567.69 |
1.68% |
| Freddie Mac FD QD7088, 2%, due 02/01/2052 |
|
3133B42V6 |
1,403,970 |
$1,133,367.01 |
1.55% |
| GNMA TBA, 5.50%, due 06/01/2054 |
|
21H0526B9 |
1,100,000 |
$1,095,798.33 |
1.50% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2054 |
|
01F0526B3 |
1,100,000 |
$1,092,021.52 |
1.49% |
| Fannie Mae FN FS0139, 2.50%, due 01/01/2052 |
|
3140XFEM9 |
1,266,027 |
$1,065,368.30 |
1.46% |
| Fannie Mae FN BV8477, 3%, due 05/01/2052 |
|
3140MNM37 |
1,194,360 |
$1,042,083.56 |
1.43% |
| GNMA TBA, 2%, due 12/01/2051 |
|
21H0206B6 |
1,275,000 |
$1,043,367.09 |
1.43% |
| Frost CMBS Series 2021-1A, Class GBB, Variable rate, due 11/22/2026 |
XS2402427962 |
|
780,478 |
$1,004,815.47 |
1.37% |
| GNMA TBA, 2.50%, due 12/01/2051 |
|
21H0226B2 |
1,175,000 |
$999,614.95 |
1.37% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2052 |
|
01F0326B5 |
1,100,000 |
$988,865.08 |
1.35% |
| Fannie Mae FN CB3151, 2%, due 03/01/2052 |
|
3140QNQD7 |
1,143,817 |
$914,776.12 |
1.25% |
| Fannie Mae FN CB2411, 2.50%, due 12/01/2051 |
|
3140QMVD3 |
1,052,141 |
$888,998.61 |
1.22% |
| Fannie Mae FN CB3486, 3.50%, due 05/01/2052 |
|
3140QN2U5 |
989,165 |
$890,875.00 |
1.22% |
| Fannie Mae FN MA4978, 5%, due 04/01/2053 |
|
31418EQ86 |
895,499 |
$873,626.91 |
1.20% |
| Fannie Mae FN MA5038, 5%, due 06/01/2053 |
|
31418ES43 |
866,454 |
$845,223.96 |
1.16% |
| Freddie Mac FR SD0956, 2.50%, due 04/01/2052 |
|
3132DNBZ5 |
931,757 |
$784,827.86 |
1.07% |
| Fannie Mae FN MA5138, 5.50%, due 09/01/2053 |
|
31418EV80 |
775,936 |
$771,001.11 |
1.05% |
| Freddie Mac FR QC8921, 2.50%, due 10/01/2051 |
|
3133AT4E8 |
896,650 |
$758,127.26 |
1.04% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 |
|
01F0226B6 |
875,000 |
$727,851.15 |
1.00% |
| Freddie Mac FR SD8211, 2%, due 05/01/2052 |
|
3132DWDQ3 |
905,081 |
$722,457.64 |
0.99% |
| Fannie Mae FN FS3781, 2%, due 11/01/2051 |
|
3140XKFX3 |
884,546 |
$710,599.30 |
0.97% |
| Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 |
|
3137H6ZG3 |
925,000 |
$710,754.28 |
0.97% |
| GNMA G2 MA7589, 2.50%, due 09/20/2051 |
|
36179WNE4 |
791,117 |
$673,507.51 |
0.92% |
| Fannie Mae FN MA4768, 2.50%, due 09/01/2052 |
|
31418EJN1 |
794,384 |
$664,820.78 |
0.91% |
| Freddie Mac FR SD8188, 2%, due 01/01/2052 |
|
3132DWCZ4 |
817,853 |
$654,459.16 |
0.90% |
| GNMA G2 MA7767, 2.50%, due 12/20/2051 |
|
36179WTY4 |
771,497 |
$657,021.58 |
0.90% |
| Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 |
|
78520EAA4 |
650,000 |
$644,664.15 |
0.88% |
| Fannie Mae FN CB2610, 2%, due 01/01/2052 |
|
3140QM3U6 |
779,498 |
$627,167.65 |
0.86% |
| GNMA G2 MA7534, 2.50%, due 08/20/2051 |
|
36179WLP1 |
740,917 |
$630,810.15 |
0.86% |
| GNMA G2 MA7705, 2.50%, due 11/20/2051 |
|
36179WR26 |
742,125 |
$631,591.09 |
0.86% |
| Freddie Mac FR RA7773, 4%, due 08/01/2052 |
|
3133KPT65 |
664,810 |
$619,244.16 |
0.85% |
| Freddie Mac FR SD1581, 2.50%, due 09/01/2052 |
|
3132DNXJ7 |
747,663 |
$624,052.43 |
0.85% |
| Fannie Mae FN MA4547, 2%, due 02/01/2052 |
|
31418EBR0 |
736,166 |
$587,991.07 |
0.80% |
| Fannie Mae or Freddie Mac TBA, 5%, due 04/01/2054 |
|
01F0506B7 |
600,000 |
$584,598.72 |
0.80% |
| GNMA TBA, 4%, due 05/01/2052 |
|
21H0406B4 |
625,000 |
$583,728.73 |
0.80% |
| AMSR Trust Series 2020-SFR1, Class F, 3.566%, due 04/17/2037 |
|
00180AAF6 |
572,000 |
$564,944.04 |
0.77% |
| Freddie Mac FR SD8264, 3.50%, due 11/01/2052 |
|
3132DWFD0 |
624,969 |
$562,201.25 |
0.77% |
| Fannie Mae FN BV9960, 4%, due 06/01/2052 |
|
3140MQB65 |
597,273 |
$558,061.33 |
0.76% |
| Freddie Mac - STACR Series 2022-DNA1, Class M1B, Variable rate, due 01/25/2042 |
|
35564KPV5 |
550,000 |
$557,086.86 |
0.76% |
| Fannie Mae FN MA5070, 4.50%, due 07/01/2053 |
|
31418ET42 |
558,140 |
$532,391.08 |
0.73% |
| Fannie Mae FN BU9074, 2%, due 01/01/2052 |
|
3140MBCL4 |
657,247 |
$529,609.82 |
0.72% |
| U.S. Treasury Note, 3.875%, due 10/15/2027 |
|
91282CLQ2 |
505,000 |
$502,613.10 |
0.69% |
| Fannie Mae FN BW9886, 4.50%, due 10/01/2052 |
|
3140N26Y2 |
512,196 |
$488,566.37 |
0.67% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 |
|
320277AF3 |
565,000 |
$479,449.79 |
0.66% |
| Freddie Mac FR SD8372, 5.50%, due 11/01/2053 |
|
3132DWJR5 |
484,741 |
$481,547.80 |
0.66% |
| Fannie Mae FN BV8464, 3%, due 04/01/2052 |
|
3140MNMN3 |
538,617 |
$466,978.05 |
0.64% |
| Fannie Mae FN BV8515, 3%, due 05/01/2052 |
|
3140MNN93 |
541,636 |
$469,813.20 |
0.64% |
| Fannie Mae FN FS8078, 2%, due 02/01/2052 |
|
3140XP6Q7 |
589,836 |
$471,452.89 |
0.64% |
| CIM Trust Series 2023-R3, Class A1B, Variable rate, due 01/25/2063 |
|
12570GAC3 |
452,568 |
$448,380.45 |
0.61% |
| Fannie Mae Series 2013-21, Class EZ, 3%, due 03/25/2043 |
|
3136ACQW4 |
496,457 |
$444,020.19 |
0.61% |
| Fannie Mae FN BQ1226, 2%, due 09/01/2050 |
|
3140KLLG5 |
547,409 |
$439,505.98 |
0.60% |
| Fannie Mae FN CA5689, 3%, due 05/01/2050 |
|
3140QDKB9 |
497,562 |
$439,511.32 |
0.60% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2053 |
|
01F0426B4 |
450,000 |
$428,846.60 |
0.59% |
| Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 |
|
12648VAL8 |
515,000 |
$416,629.10 |
0.57% |
| Fannie Mae FN CB2430, 3%, due 12/01/2051 |
|
3140QMVY7 |
479,465 |
$415,805.97 |
0.57% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 |
|
78413MAC2 |
479,000 |
$417,589.71 |
0.57% |
| Freddie Mac FR SD1382, 4%, due 08/01/2052 |
|
3132DNRB1 |
440,915 |
$410,649.29 |
0.56% |
| Fannie Mae FN CB2802, 2%, due 02/01/2052 |
|
3140QNDG4 |
497,422 |
$401,747.24 |
0.55% |
| Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 |
|
67087TAK7 |
511,206 |
$399,118.23 |
0.55% |
| Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% |
|
12662GAC2 |
395,017 |
$394,045.79 |
0.54% |
| Fannie Mae FN MA4784, 4.50%, due 10/01/2052 |
|
31418EJ68 |
412,337 |
$393,558.51 |
0.54% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 |
|
45667QAC5 |
430,003 |
$394,576.30 |
0.54% |
| Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 |
|
86360UAF3 |
553,690 |
$391,858.47 |
0.54% |
| Last Mile Logistics Pan Euro Finance DAC Series 1A, Class E, Variable rate, due 08/17/2026 |
|
BCC316NM6 |
363,287 |
$390,291.36 |
0.53% |
| Freddie Mac FR SD2190, 4.50%, due 10/01/2052 |
|
3132DPNF1 |
397,394 |
$379,374.23 |
0.52% |
| Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 |
|
74958DAA6 |
495,624 |
$381,896.48 |
0.52% |
| Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 |
|
92978JAH6 |
405,168 |
$380,701.29 |
0.52% |
| BENCHMARK Mortgage Trust Series 2024-V8, Class C, Variable rate, due 07/15/2057 |
|
08190AAF7 |
357,000 |
$370,769.28 |
0.51% |
| Credit Suisse Mortgage Trust Series 2021-B33, Class B, Variable rate, due 10/10/2043 |
|
12658WAG4 |
429,000 |
$366,715.98 |
0.50% |
| Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 |
|
01F0306B9 |
425,000 |
$367,825.98 |
0.50% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 |
|
45661XAD4 |
542,235 |
$365,006.05 |
0.50% |
| MASTR Asset Backed Securities Trust Series 2007-HE1, Class A4, Variable rate, due 05/25/2037 |
|
576457AD7 |
435,500 |
$364,225.07 |
0.50% |
| AMSR Trust Series 2020-SFR3, Class G, 4.994%, due 09/17/2037 |
|
001807AH9 |
355,000 |
$350,002.13 |
0.48% |
| Fannie Mae FN MA4511, 2%, due 01/01/2052 |
|
31418EAM2 |
439,258 |
$350,420.96 |
0.48% |
| Freddie Mac Series 4292, Class PB, 3.50%, due 01/15/2044 |
|
3137B75V7 |
404,775 |
$353,000.59 |
0.48% |
| Freddie Mac Series 4753, Class HL, 3%, due 02/15/2048 |
|
3137FDW99 |
415,000 |
$351,972.17 |
0.48% |
| GoldenTree Loan Management US CLO, LTD Series 2024-20A, Class B, Variable rate, due 07/20/2037 |
|
38139MAE5 |
350,000 |
$352,755.71 |
0.48% |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 |
|
59023XAC0 |
1,064,237 |
$351,692.58 |
0.48% |
| GNMA Series 2015-103, Class ZA, 3.50%, due 07/20/2045 |
|
38379MDA9 |
414,495 |
$343,796.28 |
0.47% |
| GNMA Series 2023-113, Class FD, Variable rate, due 08/20/2053 |
|
38384CUA5 |
340,026 |
$341,996.44 |
0.47% |
| GNMA Series 2031-39, Class DP, 2.50%, due 03/20/2043 |
|
38378JUG5 |
460,000 |
$343,668.21 |
0.47% |
| Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 |
|
43300LAQ3 |
360,000 |
$341,033.62 |
0.47% |
| Progress Residential Trust Series 2021-SFR1, Class H, 5.004%, due 04/17/2038 |
|
74331FAQ4 |
360,000 |
$343,981.73 |
0.47% |
| Fannie Mae Series 2013-9, Class GZ, 3.50%, due 02/25/2043 |
|
3136ABRF2 |
376,950 |
$337,010.27 |
0.46% |
| Freddie Mac Series 4765, Class PZ, 3%, due 01/15/2048 |
|
3137FEQ29 |
427,384 |
$338,692.04 |
0.46% |
| GNMA G2 MA8347, 4.50%, due 10/20/2052 |
|
36179XHY5 |
352,073 |
$337,594.07 |
0.46% |
| Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class A, 2.347%, due 12/10/2040 |
|
38406JAA6 |
400,000 |
$338,124.92 |
0.46% |
| Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 |
|
040104PD7 |
380,000 |
$330,520.01 |
0.45% |
| Fannie Mae Series 2024-73, Class FB, Variable rate, due 10/25/2054 |
|
3136BTBD4 |
330,000 |
$330,652.58 |
0.45% |
| Freddie Mac FR QE4038, 3%, due 06/01/2052 |
|
3133BDPX7 |
381,724 |
$331,143.39 |
0.45% |
| Madison Park Funding Ltd Series 2020-45A, Class BR, Variable rate, due 07/15/2034 |
|
55820BAL1 |
325,000 |
$325,673.43 |
0.45% |
| MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 |
|
55275NAA9 |
463,161 |
$328,255.39 |
0.45% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV3, Class A1, Variable rate, due 06/25/2054 |
|
61776GAA6 |
328,585 |
$331,821.95 |
0.45% |
| Fannie Mae FN FS3160, 3%, due 06/01/2052 |
|
3140XJQN6 |
371,699 |
$324,929.56 |
0.44% |
| GNMA Series 2023-18, Class AZ, 4.75%, due 02/20/2053 |
|
38383VT40 |
351,720 |
$321,737.73 |
0.44% |
| Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 |
|
59022VAE1 |
400,000 |
$318,671.24 |
0.44% |
| Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 |
|
64031QCL3 |
353,604 |
$320,802.55 |
0.44% |
| Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 |
|
525229AG5 |
483,556 |
$313,956.25 |
0.43% |
| Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 |
|
63939LAC1 |
320,000 |
$311,477.54 |
0.43% |
| Pretium Mortgage Credit Partners LLC Series 2022-RN1, Class A1, Variable rate, due 07/25/2051 |
|
69363JAA2 |
317,714 |
$315,604.35 |
0.43% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 |
|
93935FAC5 |
577,228 |
$313,485.15 |
0.43% |
| Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 |
|
07386HB83 |
450,846 |
$306,586.89 |
0.42% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 |
|
57645TAB3 |
793,789 |
$308,278.21 |
0.42% |
| ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 |
|
00192WAE7 |
300,000 |
$300,615.20 |
0.41% |
| Barclays Commercial Mortgage Securities LLC Series 2024-C28, Class C, Variable rate, due 09/15/2057 |
|
07336WBF5 |
290,000 |
$296,251.76 |
0.41% |
| GNMA Series 2017-117, Class ZN, 3%, due 08/20/2047 |
|
38380GHX5 |
381,661 |
$302,940.57 |
0.41% |
| Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 |
|
63941VAB7 |
295,000 |
$296,124.07 |
0.41% |
| Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 |
|
86362XAP3 |
346,343 |
$299,557.87 |
0.41% |
| BX Trust Series 2021-VIEW, Class B, Variable rate, due 06/15/2036 |
|
05606GAG6 |
300,000 |
$294,377.13 |
0.40% |
| Fannie Mae Series 2015-32, Class PB, 3%, due 05/25/2045 |
|
3136ANQB6 |
350,000 |
$290,357.48 |
0.40% |
| GNMA Series 2021-125, Class EL, 1.50%, due 07/20/2051 |
|
38382WHB6 |
483,595 |
$294,315.53 |
0.40% |
| Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 |
|
761118EN4 |
394,840 |
$295,663.82 |
0.40% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 |
|
78413MAE8 |
340,000 |
$290,142.60 |
0.40% |
| Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 |
|
33938MAA7 |
300,000 |
$282,057.69 |
0.39% |
| Preston Ridge Partners Mortgage Trust Series 2021-11, Class A1, Variable rate, due 11/25/2026 |
|
69362QAA7 |
284,232 |
$281,423.55 |
0.39% |
| Freddie Mac Series 4639, Class HZ, Variable rate, due 04/15/2053 |
|
3137BTEH0 |
345,009 |
$275,037.08 |
0.38% |
| GNMA Series 2017-78, Class AZ, 3%, due 05/20/2047 |
|
38376UA58 |
374,655 |
$281,082.51 |
0.38% |
| GNMA Series 2018-97, Class DZ, 3.50%, due 07/20/2048 |
|
38380XH91 |
323,472 |
$280,937.01 |
0.38% |
| Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Clss A2B, Variable rate, due 01/25/2037 |
|
81378GAC2 |
314,889 |
$270,919.55 |
0.37% |
| SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 |
|
78457JAQ5 |
286,000 |
$270,379.54 |
0.37% |
| Barclays Commercial Mortgage Securities LLC Series 2024-C26, Class AS, Variable rate, due 05/15/2057 |
|
05555AAE5 |
250,000 |
$264,105.90 |
0.36% |
| Fannie Mae FN BW6293, 4.50%, due 08/01/2052 |
|
3140MX7F5 |
274,627 |
$262,173.54 |
0.36% |
| GNMA Series 2017-38, Class Z, 4%, due 03/20/2047 |
|
38376MVF1 |
303,233 |
$262,776.95 |
0.36% |
| SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 |
|
78449RAQ8 |
385,000 |
$263,414.84 |
0.36% |
| Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 |
|
84751XAD4 |
382,689 |
$263,164.05 |
0.36% |
| BCRED BSL CLO LTD Series 2023-1A, Class A, Variable rate, due 01/20/2036 |
|
055978AA8 |
250,000 |
$252,521.83 |
0.35% |
| Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 |
|
02150XAA9 |
278,979 |
$254,977.02 |
0.35% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 |
|
59024VAF6 |
260,694 |
$257,736.92 |
0.35% |
| OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 |
|
69121TAD7 |
579,062 |
$258,107.62 |
0.35% |
| Boyce Park CLO, LLC Series 2022-1A, Class SUB, Variable rate, due 04/21/2035 |
|
103226AC0 |
350,000 |
$247,989.20 |
0.34% |
| BX Trust Series 2024-KING, Class B, Variable rate, due 05/15/2034 |
|
05612RAC3 |
250,000 |
$249,899.25 |
0.34% |
| Dryden Senior Loan Fund Series 2016-45A, Class CRR, Variable rate, due 10/15/2030 |
|
26244MBC5 |
250,000 |
$250,755.56 |
0.34% |
| Freddie Mac FR SD8212, 2.50%, due 05/01/2052 |
|
3132DWDR1 |
298,601 |
$248,992.67 |
0.34% |
| GNMA Series 2015-39, Class ZA, 3.50%, due 03/20/2045 |
|
38379LEA0 |
279,568 |
$251,864.51 |
0.34% |
| TIAA CLO Ltd Series 2018-1A, Class A2R, Variable rate, due 01/20/2032 |
|
88631YAQ0 |
250,000 |
$250,600.10 |
0.34% |
| Freddie Mac FR RA5552, 3%, due 07/01/2051 |
|
3133KMEZ4 |
276,709 |
$241,948.17 |
0.33% |
| Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 |
|
74922TAA4 |
267,292 |
$243,903.35 |
0.33% |
| BXP Trust Series 2021-601L, Class A, 2.618%, due 01/15/2044 |
|
05607TAA0 |
280,000 |
$233,061.19 |
0.32% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 |
|
12659AAH9 |
341,896 |
$237,238.27 |
0.32% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-OSB, Class A, 3.3973%, due 06/05/2039 |
|
46651EAA2 |
260,000 |
$237,152.63 |
0.32% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C29, Class AS, Variable rate, due 09/15/2057 |
|
05555PAF9 |
220,000 |
$223,005.42 |
0.31% |
| COMM Mortgage Trust Series 2024-277P, Class A, 6.338%, due 08/10/2044 |
|
12654FAA8 |
219,000 |
$226,759.74 |
0.31% |
| GNMA Series 2023-81, Class AL, 4.50%, due 08/20/2040 |
|
38384BAG6 |
235,000 |
$228,001.00 |
0.31% |
| Preston Ridge Partners Mortgage Trust Series 2021-3, Class A1, Variable rate, due 04/25/2026 |
|
69357PAA6 |
225,650 |
$224,264.15 |
0.31% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C25, Class AS, 6.358%, due 03/15/2057 |
|
05554VAE0 |
210,000 |
$218,617.73 |
0.30% |
| CIFC Funding Ltd Series 2022-2A, Class INCB, Variable rate, due 04/19/2035 |
|
12567VAC5 |
300,000 |
$216,319.79 |
0.30% |
| Fannie Mae FN BQ1163, 2%, due 08/01/2050 |
|
3140KLJH6 |
271,903 |
$218,687.23 |
0.30% |
| Freddie Mac Series 4930, Class GL, 3%, due 11/25/2049 |
|
3137FPTL9 |
275,000 |
$193,912.10 |
0.27% |
| GNMA Series 2013-25, Class SA, Variable rate, due 02/20/2043 |
|
38378MKU8 |
1,578,181 |
$198,006.65 |
0.27% |
| Bank Series 2024-BNK47, Class C, Variable rate, due 06/15/2057 |
|
06540GBA5 |
187,000 |
$191,994.06 |
0.26% |
| COMM Mortgage Trust Series 2016-787S, Class A, 3.545%, due 02/10/2036 |
|
12635WAA5 |
200,000 |
$193,516.04 |
0.26% |
| Fannie Mae FN BV5358, 2.50%, due 04/01/2052 |
|
3140MJ5U5 |
227,861 |
$191,078.58 |
0.26% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C27, Class AS, Variable rate, due 07/15/2057 |
|
05555FAE4 |
175,000 |
$181,591.88 |
0.25% |
| COMM Mortgage Trust Series 2020-CX, Class A, 2.173%, due 11/10/2046 |
|
12656KAA5 |
220,000 |
$180,346.34 |
0.25% |
| Freddie Mac FR RA5286, 2.50%, due 05/01/2051 |
|
3133KL2T3 |
222,447 |
$185,304.57 |
0.25% |
| BX Trust Series 2020-VIV2, Class C, Variable rate, due 03/09/2044 |
|
05605NAA5 |
200,000 |
$178,746.34 |
0.24% |
| BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
175,000 |
$172,640.74 |
0.24% |
| Freddie Mac FR SD8199, 2%, due 03/01/2052 |
|
3132DWDC4 |
216,596 |
$173,077.23 |
0.24% |
| Golub Capital Partners CLO Ltd Series 2019-42RA, Class A2, Variable rate, due 01/20/2036 |
|
381742AC9 |
175,000 |
$177,774.75 |
0.24% |
| VLS Commercial Mortgage Trust Series 2020-LAB, Class B, 2.453%, due 10/10/2042 |
|
92858TAC0 |
220,000 |
$173,706.30 |
0.24% |
| Voya CLO Ltd Series 2017-2A, Class A2AR, Variable rate, due 06/07/2030 |
|
92915UAJ3 |
175,000 |
$175,674.37 |
0.24% |
| Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 |
|
17316AAF7 |
239,430 |
$170,291.55 |
0.23% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 |
|
12667GMF7 |
187,525 |
$166,091.47 |
0.23% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 |
|
95000PAP9 |
5,823,000 |
$165,310.89 |
0.23% |
| Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 |
|
12656DAE3 |
182,000 |
$162,196.60 |
0.22% |
| Fannie Mae or Freddie Mac TBA, 2%, due 11/01/2051 |
|
01F0206B0 |
200,000 |
$159,415.43 |
0.22% |
| Fannie Mae Series 2019-68, Class US, Variable rate, due 11/25/2049 |
|
3136B6R21 |
1,329,987 |
$161,415.04 |
0.22% |
| BX Trust Series 2021-ACNT, Class C, Variable rate, due 11/15/2038 |
|
05609QAE6 |
156,825 |
$156,238.61 |
0.21% |
| Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 |
|
12669GKF7 |
171,155 |
$153,920.51 |
0.21% |
| Fannie Mae FN FS3275, 3%, due 04/01/2052 |
|
3140XJT94 |
177,169 |
$153,707.82 |
0.21% |
| Fannie Mae FN MA4731, 3.50%, due 09/01/2052 |
|
31418EHH6 |
174,334 |
$156,862.63 |
0.21% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 |
|
46647TAU2 |
9,740,706 |
$154,533.38 |
0.21% |
| Park Avenue Institutional Advisers CLO Series 2018-1A, Class A2R, Variable rate, due 10/20/2031 |
|
70016RAQ8 |
150,000 |
$150,288.51 |
0.21% |
| Ziply Fiber Issuer, LLC Series 2024-1A, Class B, 7.81%, due 04/20/2054 |
|
98979QAC7 |
150,000 |
$154,783.80 |
0.21% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
161,123 |
$146,473.44 |
0.20% |
| Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 |
|
52524YAC7 |
157,165 |
$147,264.50 |
0.20% |
| Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 |
|
83612KAA9 |
169,141 |
$144,845.99 |
0.20% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 |
|
59023LAA0 |
309,059 |
$137,433.05 |
0.19% |
| Fannie Mae FN MA4562, 2%, due 03/01/2052 |
|
31418EB82 |
165,400 |
$132,128.60 |
0.18% |
| Freddie Mac FG G67710, 3.50%, due 03/01/2048 |
|
3132XCR72 |
143,362 |
$130,888.88 |
0.18% |
| Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 |
|
25151KAC3 |
161,330 |
$125,725.91 |
0.17% |
| Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 |
|
61765TAG8 |
27,957,589 |
$121,805.62 |
0.17% |
| Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 |
|
748940AB9 |
162,870 |
$125,481.64 |
0.17% |
| SLG Office Trust Series 2021-OVA, Class D, 2.85061%, due 07/15/2041 |
|
78449RAJ4 |
150,000 |
$122,828.13 |
0.17% |
| US ULTRA BOND CBT Dec24 |
WNZ4 |
|
1 |
$125,125.00 |
0.17% |
| BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 |
|
08163ABR3 |
117,000 |
$110,566.26 |
0.15% |
| Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 |
|
74923CAD4 |
134,659 |
$109,937.55 |
0.15% |
| Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 |
|
07387AAB1 |
114,984 |
$104,127.10 |
0.14% |
| Freddie Mac FG G67706, 3.50%, due 12/01/2047 |
|
3132XCR31 |
111,394 |
$102,252.19 |
0.14% |
| Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 |
|
86359LRY7 |
118,643 |
$100,512.99 |
0.14% |
| Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 |
|
21873BAC9 |
2,017,400 |
$91,779.99 |
0.13% |
| DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
107,000 |
$97,121.64 |
0.13% |
| Fannie Mae FN CB4365, 3.50%, due 08/01/2052 |
|
3140QPZ75 |
107,775 |
$97,465.79 |
0.13% |
| Freddie Mac FR SD7511, 3.50%, due 01/01/2050 |
|
3132DVKY0 |
102,518 |
$93,480.03 |
0.13% |
| Freddie Mac Series 4451, Class NZ, 3.50%, due 03/15/2045 |
|
3137BHC47 |
104,838 |
$91,662.67 |
0.13% |
| GNMA Series 2012-34, Class SA, Variable rate, due 03/20/2042 |
|
38378D2U8 |
1,036,441 |
$97,322.60 |
0.13% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 |
|
45660LU98 |
117,618 |
$95,362.82 |
0.13% |
| U.S. Treasury Note, 3.50%, due 09/30/2029 |
|
91282CLN9 |
99,000 |
$96,552.07 |
0.13% |
| Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 |
|
059522AC6 |
94,673 |
$84,945.87 |
0.12% |
| Freddie Mac FG G61748, 3.50%, due 11/01/2048 |
|
31335B5H5 |
96,074 |
$88,084.03 |
0.12% |
| Freddie Mac FR SD0499, 3%, due 08/01/2050 |
|
3132DMRU1 |
98,263 |
$86,772.03 |
0.12% |
| GNMA Series 2014-57, Class PS, Variable rate, due 04/20/2044 |
|
38379BVY1 |
676,120 |
$88,042.94 |
0.12% |
| HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 |
|
40430MAE7 |
197,015 |
$87,389.34 |
0.12% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 |
|
45660GBB5 |
126,541 |
$90,639.75 |
0.12% |
| American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 |
|
02660UAA8 |
93,327 |
$77,487.20 |
0.11% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 |
|
1248RHAA5 |
121,829 |
$79,814.52 |
0.11% |
| Fannie Mae FN FS6380, 2.50%, due 02/01/2052 |
|
3140XNCS1 |
94,709 |
$78,925.84 |
0.11% |
| Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 |
|
31395NXU6 |
84,231 |
$83,669.48 |
0.11% |
| Fannie Mae Series 2018-50, Class BA, 3%, due 07/25/2048 |
|
3136B2LX8 |
95,300 |
$83,520.71 |
0.11% |
| GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 |
|
39538WBZ0 |
91,531 |
$83,394.97 |
0.11% |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 |
|
46590LAV4 |
5,274,167 |
$79,013.87 |
0.11% |
| Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 |
|
86361HAB0 |
92,346 |
$80,440.97 |
0.11% |
| Freddie Mac FG G60659, 3.50%, due 08/01/2046 |
|
31335AWU8 |
81,034 |
$74,346.04 |
0.10% |
| Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 |
|
02150EAL7 |
126,100 |
$66,568.99 |
0.09% |
| Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 |
|
31397UDV8 |
66,656 |
$66,387.13 |
0.09% |
| FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 |
|
3136B64Y6 |
66,674 |
$65,299.22 |
0.09% |
| FreddieMac Strip Series 360, Class 250, 2.50%, due 11/15/2047 |
|
3132J0US4 |
76,702 |
$67,538.56 |
0.09% |
| Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 |
|
74922KAD7 |
82,023 |
$65,072.06 |
0.09% |
| SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 |
|
78445AAE6 |
65,000 |
$67,767.02 |
0.09% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
65,000 |
$67,192.28 |
0.09% |
| Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 |
|
02151CAE6 |
108,436 |
$61,635.63 |
0.08% |
| Freddie Mac FR SD7513, 3.50%, due 04/01/2050 |
|
3132DVK20 |
63,331 |
$57,829.88 |
0.08% |
| Freddie Mac FR ZM1779, 3%, due 09/01/2046 |
|
3131XU6Q5 |
64,805 |
$57,248.04 |
0.08% |
| Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 |
|
88315LAJ7 |
62,842 |
$58,141.84 |
0.08% |
| Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 |
|
29429CAJ4 |
4,220,977 |
$52,262.87 |
0.07% |
| Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 |
|
12544QAA8 |
101,785 |
$49,137.86 |
0.07% |
| Fannie Mae FN BV4119, 2.50%, due 03/01/2052 |
|
3140MHSH3 |
63,533 |
$53,303.36 |
0.07% |
| Fannie Mae FN FM2870, 3%, due 03/01/2050 |
|
3140X6FL0 |
57,006 |
$50,363.05 |
0.07% |
| GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 |
|
362631AC7 |
230,538 |
$52,207.39 |
0.07% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 |
|
95000LBC6 |
3,470,369 |
$50,358.52 |
0.07% |
| COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 |
|
12593FAG9 |
7,000,000 |
$45,540.60 |
0.06% |
| Fannie Mae FN CA0995, 3.50%, due 01/01/2048 |
|
3140Q8C94 |
45,694 |
$41,238.73 |
0.06% |
| Freddie Mac FR SD7502, 3.50%, due 07/01/2049 |
|
3132DVKP9 |
48,723 |
$44,475.72 |
0.06% |
| GNMA G2 MA4382, 3.50%, due 04/20/2047 |
|
36179S2P1 |
48,042 |
$44,071.67 |
0.06% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 |
|
45660L5S4 |
59,122 |
$40,580.63 |
0.06% |
| Oakwood Mortgage Investors Inc Series 2001-C, Class A2, Variable rate, due 06/15/2031 |
|
67087TCK5 |
582,662 |
$43,997.88 |
0.06% |
| Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 |
|
805564RN3 |
49,121 |
$46,767.26 |
0.06% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
46,875 |
$42,740.63 |
0.06% |
| Freddie Mac FG G08681, 3.50%, due 12/01/2045 |
|
3128MJXK1 |
43,935 |
$40,111.41 |
0.05% |
| GNMA G2 MA3873, 3%, due 08/20/2046 |
|
36179SJS7 |
38,674 |
$34,575.62 |
0.05% |
| BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 |
|
05604FAE5 |
16,207,808 |
$27,128.63 |
0.04% |
| Freddie Mac Series 4993, Class OP, 0%, due 10/25/2058 |
|
3137FU6Z2 |
31,036 |
$29,165.69 |
0.04% |
| GNMA G2 MA4778, 3.50%, due 10/20/2047 |
|
36179TJX4 |
35,707 |
$32,767.53 |
0.04% |
| Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 |
|
81376EAC9 |
33,252 |
$32,791.53 |
0.04% |
| COMM Mortgage Trust Series 2020-CX, Class E, Variable rate, due 11/10/2046 |
|
12656KAL1 |
35,000 |
$24,563.20 |
0.03% |
| CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 |
|
12658QAA0 |
23,908 |
$18,966.23 |
0.03% |
| Fannie Mae FN BE3619, 4%, due 05/01/2047 |
|
3140FPAV1 |
23,022 |
$21,700.46 |
0.03% |
| Freddie Mac FG G08792, 3.50%, due 12/01/2047 |
|
3128MJ3A6 |
22,827 |
$20,841.39 |
0.03% |
| GNMA G2 MA4779, 4%, due 10/20/2047 |
|
36179TJY2 |
25,127 |
$23,743.54 |
0.03% |
| Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 |
|
86363NAY5 |
25,858 |
$23,501.38 |
0.03% |
| U.S. Treasury Note, 4%, due 10/31/2029 |
|
91282CLR0 |
25,000 |
$24,933.05 |
0.03% |
| Boyce Park CLO, LLC Series 2022-1A, Class M2, Variable rate, due 04/21/2035 |
|
103226AG1 |
375,000 |
$16,339.97 |
0.02% |
| CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 |
|
12636LBA7 |
2,428,678 |
$14,467.88 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 |
|
3137FG7J8 |
1,000,000 |
$14,479.50 |
0.02% |
| Freddie Mac Series 3778, Class L, 3.50%, due 12/15/2025 |
|
3137A47J0 |
12,075 |
$11,960.63 |
0.02% |
| Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 |
|
38406JAC2 |
1,000,000 |
$15,776.84 |
0.02% |
| Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 |
|
94989JBC9 |
26,104,915 |
$15,798.69 |
0.02% |
| COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
|
12624QAS2 |
938,014 |
$10,381.46 |
0.01% |
| Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 |
|
617451EF2 |
8,873 |
$8,788.71 |
0.01% |
| Wells Fargo Commercial Mortgage Trust Series 2015-C27, Class XA, Variable rate, due 02/15/2048 |
|
94989DAZ2 |
11,126,931 |
$9,704.91 |
0.01% |
| Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 |
|
94989TBC7 |
1,731,679 |
$6,981.44 |
0.01% |
| COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 |
|
12591YBE4 |
1,577,457 |
$215.33 |
0.00% |
| COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 |
|
12591YAA3 |
11,151,000 |
$648.99 |
0.00% |
| FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 |
|
3136B3SX9 |
2,927 |
$2,891.32 |
0.00% |
| Freddie Mac Series 3071, Class TF, Variable rate, due 04/15/2035 |
|
31396EFY7 |
3,244 |
$3,243.54 |
0.00% |
| FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 |
|
35708TAQ0 |
3,727,421 |
$78.65 |
0.00% |
| GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 |
|
36191YAA6 |
1,133,892 |
$709.14 |
0.00% |
| GS Mortgage Securities Trust Series 2015-GC28, Class XA, Variable rate, due 02/10/2048 |
|
36251FAY2 |
9,536,553 |
$1,462.91 |
0.00% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-LC11, Class XA, Variable rate, due 04/15/2046 |
|
46639YAS6 |
78,852 |
$502.35 |
0.00% |
| JPM Chase Commercial Mortgage Sec Trust Series 2014-C20, Class XA, Variable rate, due 07/15/2047 |
|
46642CBL3 |
3,098,040 |
$30.98 |
0.00% |
| JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 |
|
46590JAY3 |
756,742 |
$3,078.12 |
0.00% |
| Morgan Stanley BAML Trust Series 2015-C20, Class XA, Variable rate, due 02/15/2048 |
|
61764RBG2 |
5,954,189 |
$2,760.36 |
0.00% |
| Pound Sterling |
$GBP |
|
0 |
$0.01 |
0.00% |
| SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2039 |
|
78457JAC6 |
105,000,000 |
$110.25 |
0.00% |
| Stratus CLO Series 2021-3A, Class SUB, Variable rate, due 12/29/2029 |
|
86315XAG1 |
385,000 |
$500.50 |
0.00% |
| Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class XA, Variable rate, due 02/15/2048 |
|
94989CBA8 |
4,096,338 |
$784.04 |
0.00% |
| WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 |
|
92890KBD6 |
155,691 |
$13.06 |
0.00% |
| WF-RBS COMMERCIAL MORTGAGE TRUST Series 2015-C25, Class XA, Variable rate, due 11/15/2047 |
|
92939KAH1 |
966,569 |
$130.10 |
0.00% |
| US Dollar |
$USD |
|
-12,088,344 |
($12,088,344.00) |
-16.54% |
Currency Forward Positions
| USD->EUR 01-17-2025 |
-348,000.00 EUR |
$383,528.61 |
($6,395.22) |
| USD->GBP 01-17-2025 |
-789,000.00 GBP |
$1,032,501.18 |
($10,038.12) |
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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