|
|
 |
|
Holdings of the Fund as of 3/20/2023
Total Number of Holdings (excluding cash): 270
| US 5YR NOTE (CBT) Jun23 |
FVM3 |
|
111 |
$12,177,046.88 |
12.09% |
| US 10yr Ultra Fut Jun23 |
UXYM3 |
|
76 |
$9,218,562.50 |
9.15% |
| US 2YR NOTE (CBT) Jun23 |
TUM3 |
|
40 |
$8,288,750.00 |
8.23% |
| GNMA TBA, 2.50%, due 02/01/2052 |
|
21H022648 |
8,875,000 |
$7,814,160.24 |
7.76% |
| Fannie Mae or Freddie Mac TBA, 5%, due 10/01/2052 |
|
01F050643 |
5,875,000 |
$5,833,691.41 |
5.79% |
| Fannie Mae or Freddie Mac TBA, 2%, due 02/01/2052 |
|
01F020646 |
5,675,000 |
$4,677,441.41 |
4.64% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 02/01/2052 |
|
01F022642 |
4,800,000 |
$4,132,125.03 |
4.10% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2052 |
|
01F042640 |
3,575,000 |
$3,488,697.28 |
3.46% |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2052 |
|
01F040644 |
2,700,000 |
$2,573,859.38 |
2.56% |
| Fannie Mae FN BQ7056, 2%, due 01/01/2052 |
|
3140KSZW0 |
2,739,464 |
$2,262,317.60 |
2.25% |
| Fannie Mae FN CB3151, 2%, due 03/01/2052 |
|
3140QNQD7 |
2,488,421 |
$2,054,218.00 |
2.04% |
| U.S. Treasury Bill, 0%, due 06/15/2023 |
|
912796X53 |
2,050,000 |
$2,028,007.40 |
2.01% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2052 |
|
01F032641 |
2,175,000 |
$2,015,868.17 |
2.00% |
| U.S. Treasury Bill, 0%, due 08/31/2023 |
|
912796Z51 |
2,000,000 |
$1,957,914.30 |
1.94% |
| GNMA TBA, 4.50%, due 08/01/2052 |
|
21H042646 |
1,925,000 |
$1,891,011.74 |
1.88% |
| Freddie Mac FR RA5855, 2.50%, due 09/01/2051 |
|
3133KMQG3 |
1,829,215 |
$1,576,793.94 |
1.57% |
| US ULTRA BOND CBT Jun23 |
WNM3 |
|
10 |
$1,419,062.50 |
1.41% |
| U.S. Treasury Note, 3.50%, due 02/15/2033 |
|
91282CGM7 |
1,394,000 |
$1,396,287.03 |
1.39% |
| Fannie Mae FN BV8477, 3%, due 05/01/2052 |
|
3140MNM37 |
1,424,430 |
$1,277,084.22 |
1.27% |
| Fannie Mae FN BV8515, 3%, due 05/01/2052 |
|
3140MNN93 |
1,409,981 |
$1,263,410.50 |
1.25% |
| Freddie Mac FD QD7088, 2%, due 02/01/2052 |
|
3133B42V6 |
1,529,661 |
$1,263,063.02 |
1.25% |
| Fannie Mae FN FS0139, 2.50%, due 01/01/2052 |
|
3140XFEM9 |
1,438,157 |
$1,244,087.11 |
1.24% |
| Fannie Mae FN BQ6913, 2%, due 12/01/2051 |
|
3140KSVF1 |
1,498,281 |
$1,235,714.25 |
1.23% |
| LHOME Mortgage Trust Series 2021-RTL3, Class A, Variable rate, due 09/25/2026 |
|
50203RAA8 |
1,275,000 |
$1,218,487.41 |
1.21% |
| Fannie Mae or Freddie Mac 5.50%, due 12/01/2052 |
|
01F052649 |
1,200,000 |
$1,206,984.37 |
1.20% |
| MASTR Asset Backed Securities Trust Series 2007-HE1, Class A4, Variable rate, due 05/25/2037 |
|
576457AD7 |
1,535,500 |
$1,200,870.48 |
1.19% |
| Fannie Mae FN BV8463, 2.50%, due 04/01/2052 |
|
3140MNMM5 |
1,373,808 |
$1,183,747.67 |
1.18% |
| Preston Ridge Partners Mortgage Trust Series 2021-11, Class A1, Variable rate, due 11/25/2026 |
|
69362QAA7 |
1,217,156 |
$1,159,174.34 |
1.15% |
| Preston Ridge Partners Mortgage Trust Series 2021-3, Class A1, Variable rate, due 04/25/2026 |
|
69357PAA6 |
1,205,525 |
$1,136,321.09 |
1.13% |
| Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 |
|
381743AA1 |
1,100,000 |
$1,072,378.16 |
1.06% |
| Fannie Mae FN CB2411, 2.50%, due 12/01/2051 |
|
3140QMVD3 |
1,193,702 |
$1,028,670.09 |
1.02% |
| Pretium Mortgage Credit Partners LLC Series 2022-RN1, Class A1, Variable rate, due 07/25/2051 |
|
69363JAA2 |
1,078,554 |
$1,020,823.75 |
1.01% |
| U.S. Treasury Inflation Indexed Note, 1.625%, due 10/15/2027 |
|
91282CFR7 |
993,730 |
$1,009,510.00 |
1.00% |
| Freddie Mac FR RA7639, 3.50%, due 07/01/2052 |
|
3133KPQL5 |
1,064,013 |
$986,867.61 |
0.98% |
| Fannie Mae FN MA4438, 2.50%, due 10/01/2051 |
|
31418D4Y5 |
1,127,674 |
$972,060.99 |
0.97% |
| AGL CLO 7 LTD Series 2020-7A, Class BR, Variable rate, due 07/15/2034 |
|
008511AN7 |
1,000,000 |
$971,826.13 |
0.96% |
| CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, due 07/15/2060 |
|
12530MAA3 |
1,064,958 |
$968,486.40 |
0.96% |
| Freddie Mac FR QC8921, 2.50%, due 10/01/2051 |
|
3133AT4E8 |
1,088,768 |
$938,525.38 |
0.93% |
| GSAA Home Equity Trust Series 2007-6, Class 3A1A, Variable rate, due 05/25/2047 |
|
36245RAD1 |
1,333,381 |
$922,991.10 |
0.92% |
| Progress Residential Trust Series 2021-SFR1, Class H, 5.004%, due 04/17/2038 |
|
74331FAQ4 |
1,060,000 |
$930,079.94 |
0.92% |
| Frost CMBS Series 2021-1X, Class GBB, Variable rate, due 11/22/2026 |
|
BCC332006 |
798,048 |
$921,373.45 |
0.91% |
| Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 |
|
63941VAB7 |
975,000 |
$916,891.66 |
0.91% |
| Fannie Mae FN BV8464, 3%, due 04/01/2052 |
|
3140MNMN3 |
1,008,041 |
$905,845.63 |
0.90% |
| Freddie Mac FR SD0956, 2.50%, due 04/01/2052 |
|
3132DNBZ5 |
1,037,593 |
$894,156.90 |
0.89% |
| U.S. Treasury Bill, 0%, due 07/18/2023 |
|
912797FY8 |
885,000 |
$871,510.90 |
0.87% |
| Boyce Park CLO, LLC Series 2022-1A, Class SUB, Variable rate, due 04/21/2035 |
|
103226AC0 |
1,100,000 |
$829,932.03 |
0.82% |
| Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 |
|
84751XAD4 |
1,166,804 |
$827,238.90 |
0.82% |
| Fannie Mae FN FS3781, 2%, due 11/01/2051 |
|
3140XKFX3 |
990,512 |
$819,438.50 |
0.81% |
| Fannie Mae or Freddie Mac TBA, 3%, due 04/01/2052 |
|
01F030645 |
900,000 |
$806,027.35 |
0.80% |
| Madison Park Funding Ltd Series 2020-45A, Class BR, Variable rate, due 07/15/2034 |
|
55820BAL1 |
825,000 |
$803,511.19 |
0.80% |
| Luminent Mortgage Trust Series 2007-1, Class 1A1, Variable rate, due 11/25/2036 |
|
55028CAA3 |
916,112 |
$793,636.10 |
0.79% |
| MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 |
|
55275NAA9 |
1,081,471 |
$783,039.47 |
0.78% |
| Fannie Mae FN MA4237, 2%, due 01/01/2051 |
|
31418DV74 |
937,472 |
$775,891.93 |
0.77% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 |
|
57645TAB3 |
1,800,000 |
$777,348.90 |
0.77% |
| Credit Suisse Mortgage Trust Series 2021-BPNY, Class A, Variable rate, due 08/15/2023 |
|
12659XAA4 |
801,000 |
$764,396.87 |
0.76% |
| Freddie Mac FR SD0862, 2.50%, due 06/01/2051 |
|
3132DM5X9 |
885,747 |
$763,652.57 |
0.76% |
| IndyMac IMSC Mortgage Loan Trust Series 2007-F2, Class 1A4, 6%, due 07/25/2037 |
|
45670JAD4 |
994,113 |
$752,108.87 |
0.75% |
| Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 |
|
59022VAE1 |
1,000,000 |
$750,937.40 |
0.75% |
| Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 |
|
3137H6ZG3 |
925,000 |
$721,776.39 |
0.72% |
| Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 |
|
86362XAP3 |
838,645 |
$716,639.92 |
0.71% |
| Fannie Mae - CAS Series 2021-R03, Class 1M2, Variable rate, due 12/25/2041 |
|
20754AAB9 |
750,000 |
$704,301.15 |
0.70% |
| Fannie Mae FN CB2610, 2%, due 01/01/2052 |
|
3140QM3U6 |
846,454 |
$698,807.99 |
0.69% |
| Freddie Mac FR RA7773, 4%, due 08/01/2052 |
|
3133KPT65 |
730,156 |
$696,621.23 |
0.69% |
| Last Mile Logistics Pan Euro Finance DAC Series 1A, Class E, Variable rate, due 08/17/2026 |
|
BCC316NM6 |
706,936 |
$698,698.68 |
0.69% |
| Freddie Mac - STACR Series 2021-HQA1, Class M2, Variable rate, due 08/25/2033 |
|
35564KBS7 |
700,000 |
$681,583.77 |
0.68% |
| U.S. Treasury Note, 4%, due 02/29/2028 |
|
91282CGP0 |
670,000 |
$682,562.50 |
0.68% |
| ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 |
|
00192WAE7 |
700,000 |
$671,501.97 |
0.67% |
| Washington Mutual Mortgage Pass Through CTFS Series 2006-AR10, Class A2A, Variable rate, due 12/25/2036 |
|
93935YAB6 |
786,867 |
$672,141.39 |
0.67% |
| Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 |
|
19521UAA1 |
715,000 |
$642,954.17 |
0.64% |
| Fannie Mae FN BV7761, 2.50%, due 03/01/2052 |
|
3140MMTT5 |
749,435 |
$646,107.02 |
0.64% |
| Residential Accredit Loans, Inc. Series 2006-Q02, Class A1, Variable rate, due 02/25/2046 |
|
761118VY1 |
3,222,305 |
$647,006.07 |
0.64% |
| Freddie Mac FR SD8106, 2%, due 11/01/2050 |
|
3132DWAF0 |
762,025 |
$630,763.03 |
0.63% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 |
|
46628TAD3 |
1,391,548 |
$637,410.86 |
0.63% |
| Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 |
|
78520EAA4 |
650,000 |
$623,776.99 |
0.62% |
| AMSR Trust Series 2020-SFR5, Class A, 1.379%, due 11/17/2037 |
|
03217JAA9 |
676,000 |
$615,278.10 |
0.61% |
| Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 |
|
67087TAK7 |
731,811 |
$615,945.65 |
0.61% |
| Fannie Mae FN CB2096, 3%, due 11/01/2051 |
|
3140QMKJ2 |
678,571 |
$607,983.37 |
0.60% |
| Fannie Mae FN BU9074, 2%, due 01/01/2052 |
|
3140MBCL4 |
713,072 |
$589,141.41 |
0.58% |
| Freddie Mac FR QD8010, 2%, due 03/01/2052 |
|
3133B53T7 |
712,122 |
$587,423.99 |
0.58% |
| AMSR Trust Series 2020-SFR3, Class G, 4.994%, due 09/17/2037 |
|
001807AH9 |
605,000 |
$571,887.62 |
0.57% |
| BX Trust Series 2021-VIEW, Class B, Variable rate, due 06/15/2023 |
|
05606GAG6 |
605,000 |
$571,106.63 |
0.57% |
| CIFC Funding Ltd Series 2022-2A, Class INCB, Variable rate, due 04/19/2035 |
|
12567VAC5 |
700,000 |
$576,758.82 |
0.57% |
| Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 |
|
29001VAN9 |
600,000 |
$575,267.71 |
0.57% |
| European Loan Conduit Series 36A, Class E, Variable rate, due 02/17/2030 |
|
BCC2LM3H4 |
577,856 |
$571,270.00 |
0.57% |
| Freddie Mac FR QE8999, 4%, due 08/01/2052 |
|
3133BJ7L0 |
602,225 |
$574,667.17 |
0.57% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-17, Class 3A1, Variable rate, due 08/25/2035 |
|
863579VM7 |
674,909 |
$575,679.43 |
0.57% |
| U.S. Treasury Bill, 0%, due 08/10/2023 |
|
912796XY0 |
580,000 |
$569,363.36 |
0.57% |
| Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 |
|
92978JAH6 |
605,066 |
$560,765.21 |
0.56% |
| Fannie Mae FN CA8110, 2%, due 12/01/2050 |
|
3140QGAL1 |
667,818 |
$552,365.33 |
0.55% |
| Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 |
|
33938MAA7 |
610,000 |
$553,908.06 |
0.55% |
| IndyMac INDX Mortgage Loan Trust Series 2007-AR21, Class 6A1, Variable rate, due 09/25/2037 |
|
45670BAL3 |
758,910 |
$543,494.60 |
0.54% |
| AMSR Trust Series 2020-SFR1, Class F, 3.566%, due 04/17/2037 |
|
00180AAF6 |
572,000 |
$537,738.80 |
0.53% |
| Stratus CLO Series 2021-3A, Class SUB, Variable rate, due 12/29/2029 |
|
86315XAG1 |
925,000 |
$535,452.23 |
0.53% |
| Fannie Mae FN CA5689, 3%, due 05/01/2050 |
|
3140QDKB9 |
573,362 |
$520,428.32 |
0.52% |
| Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 |
|
61765TAG8 |
29,581,312 |
$522,438.51 |
0.52% |
| Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 |
|
040104PD7 |
600,000 |
$511,864.56 |
0.51% |
| Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class D, Variable rate, due 10/15/2037 |
|
05493BAL2 |
545,000 |
$514,765.63 |
0.51% |
| Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 |
|
12648VAL8 |
533,723 |
$511,589.71 |
0.51% |
| Freddie Mac - STACR Series 2022-DNA1, Class M1B, Variable rate, due 01/25/2042 |
|
35564KPV5 |
550,000 |
$517,897.22 |
0.51% |
| Bear Stearns Alt-A Trust Series 2005-1, Class M2, Variable rate, due 01/25/2035 |
|
07386HQJ3 |
552,789 |
$501,824.06 |
0.50% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 |
|
12659AAH9 |
731,040 |
$507,656.04 |
0.50% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 |
|
78413MAC2 |
690,000 |
$504,857.00 |
0.50% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 |
|
59024VAF6 |
642,725 |
$497,576.84 |
0.49% |
| Fannie Mae FN CB2802, 2%, due 02/01/2052 |
|
3140QNDG4 |
567,986 |
$468,943.12 |
0.47% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 |
|
320277AF3 |
565,000 |
$468,762.70 |
0.47% |
| Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 |
|
74958DAA6 |
557,827 |
$455,143.88 |
0.45% |
| Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% |
|
12662GAC2 |
474,958 |
$443,109.58 |
0.44% |
| Fannie Mae - CAS Series 2021-R03, Class 1B2, Variable rate, due 12/25/2041 |
|
20754AAJ2 |
500,000 |
$439,701.05 |
0.44% |
| Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 |
|
86360UAF3 |
616,696 |
$422,057.00 |
0.42% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 |
|
45661XAD4 |
564,024 |
$414,946.94 |
0.41% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
|
576429AA2 |
478,806 |
$409,643.38 |
0.41% |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 |
|
59023XAC0 |
1,143,700 |
$409,531.87 |
0.41% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 |
|
45667QAC5 |
474,525 |
$406,391.11 |
0.40% |
| U.S. Treasury Note, 4.625%, due 03/15/2026 |
|
91282CGR6 |
385,000 |
$393,918.17 |
0.39% |
| Fannie Mae FN FS3160, 3%, due 06/01/2052 |
|
3140XJQN6 |
430,817 |
$386,122.56 |
0.38% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 |
|
93935FAC5 |
623,404 |
$381,207.11 |
0.38% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 |
|
17311YAD5 |
964,321 |
$372,858.81 |
0.37% |
| GS Mortgage Securities Trust Series 2015-GC28, Class XA, Variable rate, due 02/10/2048 |
|
36251FAY2 |
28,303,730 |
$376,714.16 |
0.37% |
| Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 |
|
07386HB83 |
524,510 |
$362,146.60 |
0.36% |
| DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
386,000 |
$342,673.97 |
0.34% |
| Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 |
|
525229AG5 |
483,454 |
$337,986.03 |
0.34% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A3, Variable rate, due 03/25/2037 |
|
17311YAC7 |
838,540 |
$324,500.95 |
0.32% |
| Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 |
|
761118EN4 |
423,839 |
$319,858.27 |
0.32% |
| Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 |
|
64031QCL3 |
353,604 |
$312,001.69 |
0.31% |
| OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 |
|
69121TAD7 |
645,513 |
$316,392.35 |
0.31% |
| Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 |
|
26252NAQ2 |
315,000 |
$304,428.15 |
0.30% |
| MSCG Trust Series 2018-SELF, Class F, Variable rate, due 10/15/2037 |
|
55358PAQ9 |
320,769 |
$298,116.04 |
0.30% |
| Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 |
|
63939LAC1 |
320,000 |
$287,795.04 |
0.29% |
| Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Clss A2B, Variable rate, due 01/25/2037 |
|
81378GAC2 |
353,117 |
$296,323.07 |
0.29% |
| Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 |
|
02150XAA9 |
334,643 |
$284,773.30 |
0.28% |
| Credit Suisse Mortgage Trust Series 2020-RPL2, Class A12, Variable rate, due 02/25/2060 |
|
22946BAP1 |
279,664 |
$280,838.64 |
0.28% |
| Freddie Mac FR RA5552, 3%, due 07/01/2051 |
|
3133KMEZ4 |
317,157 |
$284,606.58 |
0.28% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 |
|
95000PAP9 |
5,823,000 |
$282,760.22 |
0.28% |
| American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 |
|
02660WAA4 |
322,358 |
$271,815.95 |
0.27% |
| GreenPoint Mortgage Funding Trust Series 2005-AR1, Class A2, Variable rate, due 06/25/2045 |
|
39538RAB5 |
299,284 |
$273,275.86 |
0.27% |
| Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 |
|
74922TAA4 |
311,592 |
$269,669.74 |
0.27% |
| Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 |
|
94989JBC9 |
27,539,679 |
$260,698.87 |
0.26% |
| GNMA TBA, 5%, due 10/01/2052 |
|
21H050649 |
250,000 |
$249,531.25 |
0.25% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 |
|
46647TAU2 |
10,056,213 |
$251,145.89 |
0.25% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 |
|
78413MAE8 |
340,000 |
$240,030.21 |
0.24% |
| SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 |
|
78449RAQ8 |
385,000 |
$237,870.21 |
0.24% |
| TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 |
|
87267CAA6 |
281,647 |
$245,119.78 |
0.24% |
| Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 |
|
21873BAC9 |
2,546,777 |
$223,573.66 |
0.22% |
| COMM Mortgage Trust Series 2014-CR16, Class XA, Variable rate, due 04/10/2047 |
|
12591VAF8 |
31,528,742 |
$226,373.22 |
0.22% |
| Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A2, Variable rate, due 06/25/2037 |
|
83612TAC6 |
327,756 |
$223,691.33 |
0.22% |
| BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
231,679 |
$211,331.11 |
0.21% |
| Argent Securities Inc. Series 2006-M1, Class A2C, Variable rate, due 07/25/2036 |
|
04012MAQ2 |
749,518 |
$203,788.32 |
0.20% |
| CAMB Commercial Mortgage Trust Series 2019-LIFE, Class G, Variable rate, due 12/15/2037 |
|
12482HAS3 |
215,000 |
$205,975.78 |
0.20% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
223,778 |
$199,899.44 |
0.20% |
| BFLD Trust Series 2021-FPM, Class B, Variable rate, due 06/15/2038 |
|
05554BAG9 |
200,000 |
$189,764.40 |
0.19% |
| Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 |
|
17316AAF7 |
258,274 |
$187,575.82 |
0.19% |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 |
|
46590LAV4 |
5,446,633 |
$189,258.52 |
0.19% |
| Option One Mortgage Loan Trust Series 2007-4, Class 2A3, Variable rate, due 04/25/2037 |
|
68403FAD8 |
344,161 |
$196,279.65 |
0.19% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 |
|
12667GMF7 |
211,390 |
$175,836.15 |
0.17% |
| Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 |
|
12669GKF7 |
200,602 |
$167,379.44 |
0.17% |
| Voya CLO Ltd Series 2017-2A, Class A2AR, Variable rate, due 06/07/2030 |
|
92915UAJ3 |
175,000 |
$171,986.99 |
0.17% |
| Wells Fargo Commercial Mortgage Trust Series 2015-C27, Class XA, Variable rate, due 02/15/2048 |
|
94989DAZ2 |
14,036,350 |
$173,219.78 |
0.17% |
| COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 |
|
12591YBE4 |
20,505,626 |
$159,033.44 |
0.16% |
| Fannie Mae FN MA4333, 2%, due 05/01/2041 |
|
31418DY71 |
188,394 |
$162,429.16 |
0.16% |
| Freddie Mac FG G67710, 3.50%, due 03/01/2048 |
|
3132XCR72 |
167,099 |
$156,950.53 |
0.16% |
| Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 |
|
52524YAC7 |
174,077 |
$163,617.12 |
0.16% |
| Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 |
|
748940AB9 |
200,267 |
$162,083.48 |
0.16% |
| Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 |
|
83612KAA9 |
188,440 |
$160,855.74 |
0.16% |
| Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 |
|
07387AAB1 |
164,186 |
$149,978.35 |
0.15% |
| Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 |
|
29429CAJ4 |
4,411,649 |
$148,993.72 |
0.15% |
| COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 |
|
12593FAG9 |
7,000,000 |
$149,249.10 |
0.15% |
| Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 |
|
12656DAE3 |
182,000 |
$147,287.58 |
0.15% |
| Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 |
|
25151KAC3 |
190,106 |
$150,002.60 |
0.15% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 |
|
59023LAA0 |
335,743 |
$155,477.62 |
0.15% |
| WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-LC14, Class XA, Variable rate, due 03/15/2047 |
|
96221TAH0 |
26,269,125 |
$154,071.05 |
0.15% |
| BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 |
|
05604FAE5 |
17,930,557 |
$143,315.36 |
0.14% |
| Fannie Mae FN BR8856, 2%, due 04/01/2051 |
|
3140L7ZW5 |
172,647 |
$142,766.30 |
0.14% |
| GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 |
|
39538WBZ0 |
154,855 |
$138,580.14 |
0.14% |
| Lanebrook Mortgage Transaction Series 2021-1, Class X1, Variable rate, due 07/20/2058 |
|
BCC325LK3 |
117,132 |
$143,264.46 |
0.14% |
| Morgan Stanley BAML Trust Series 2015-C20, Class XA, Variable rate, due 02/15/2048 |
|
61764RBG2 |
9,256,881 |
$141,845.05 |
0.14% |
| Park Avenue Institutional Advisers CLO Series 2018-1A, Class A2R, Variable rate, due 10/20/2031 |
|
70016RAQ8 |
150,000 |
$145,623.25 |
0.14% |
| Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class XA, Variable rate, due 02/15/2048 |
|
94989CBA8 |
8,165,437 |
$141,538.87 |
0.14% |
| Countrywide Alternative Loan Trust Series 2007-OA7, Class A1A, Variable rate, due 05/25/2047 |
|
126680AA5 |
153,386 |
$127,966.07 |
0.13% |
| Fannie Mae FN MA4204, 2%, due 12/01/2040 |
|
31418DU67 |
146,445 |
$126,262.89 |
0.13% |
| Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 |
|
74923CAD4 |
162,420 |
$133,045.01 |
0.13% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 |
|
95000LBC6 |
3,611,942 |
$131,157.91 |
0.13% |
| Fannie Mae FN MA4176, 2%, due 11/01/2040 |
|
31418DUA8 |
139,024 |
$119,865.45 |
0.12% |
| Freddie Mac FG G67706, 3.50%, due 12/01/2047 |
|
3132XCR31 |
131,128 |
$123,705.14 |
0.12% |
| GS Mortgage Securities Trust Series 2011-GC5, Class AS, Variable rate, due 08/10/2044 |
|
36191YAE8 |
128,039 |
$125,849.72 |
0.12% |
| Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 |
|
86359LRY7 |
144,271 |
$122,009.26 |
0.12% |
| DBUBS Mortgage Trust Series 2017-BRBK, Class A, 3.452%, due 10/10/2034 |
|
23305JAA0 |
120,000 |
$113,741.80 |
0.11% |
| Fannie Mae FN CB4365, 3.50%, due 08/01/2052 |
|
3140QPZ75 |
119,909 |
$111,230.83 |
0.11% |
| Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 |
|
31395NXU6 |
111,316 |
$110,586.18 |
0.11% |
| Freddie Mac FG G61748, 3.50%, due 11/01/2048 |
|
31335B5H5 |
114,815 |
$108,314.78 |
0.11% |
| Freddie Mac FR SD7511, 3.50%, due 01/01/2050 |
|
3132DVKY0 |
119,865 |
$112,695.53 |
0.11% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 |
|
45660LU98 |
136,966 |
$113,792.55 |
0.11% |
| Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 |
|
059522AC6 |
120,195 |
$105,298.17 |
0.10% |
| BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 |
|
08163ABR3 |
117,000 |
$100,568.91 |
0.10% |
| Fannie Mae Series 2018-50, Class BA, 3%, due 07/25/2048 |
|
3136B2LX8 |
111,131 |
$101,899.16 |
0.10% |
| Freddie Mac FR SD0499, 3%, due 08/01/2050 |
|
3132DMRU1 |
113,561 |
$103,071.68 |
0.10% |
| HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 |
|
40430MAE7 |
207,132 |
$96,063.14 |
0.10% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 |
|
45660GBB5 |
135,364 |
$102,216.15 |
0.10% |
| Residential Accredit Loans, Inc. Series 2006-QA6, Class A1, Variable rate, due 07/25/2036 |
|
74922MAA9 |
121,990 |
$105,017.62 |
0.10% |
| American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 |
|
02660UAA8 |
104,190 |
$86,542.50 |
0.09% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 |
|
1248RHAA5 |
134,410 |
$90,172.21 |
0.09% |
| Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 |
|
31397UDV8 |
88,271 |
$87,952.40 |
0.09% |
| Freddie Mac FG G60659, 3.50%, due 08/01/2046 |
|
31335AWU8 |
95,923 |
$90,464.13 |
0.09% |
| FreddieMac Strip Series 360, Class 250, 2.50%, due 11/15/2047 |
|
3132J0US4 |
96,485 |
$88,984.22 |
0.09% |
| Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 |
|
54251YAD0 |
296,436 |
$92,091.17 |
0.09% |
| Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 |
|
86361HAB0 |
103,310 |
$86,914.84 |
0.09% |
| BCAP LLC Trust Series 2006-AA2, Class A1, Variable rate, due 01/25/2037 |
|
05530MAA7 |
88,941 |
$79,976.27 |
0.08% |
| CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 |
|
12564UAA4 |
81,367 |
$77,632.42 |
0.08% |
| Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 |
|
02150EAL7 |
132,809 |
$78,565.52 |
0.08% |
| Fannie Mae FN MA4152, 2%, due 09/01/2040 |
|
31418DTJ1 |
90,764 |
$78,256.45 |
0.08% |
| FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 |
|
3136B64Y6 |
78,576 |
$77,029.89 |
0.08% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1A, Variable rate, due 04/25/2037 |
|
45668RAA6 |
100,677 |
$84,145.87 |
0.08% |
| Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 |
|
02151CAE6 |
114,346 |
$72,553.45 |
0.07% |
| Freddie Mac FR SD7513, 3.50%, due 04/01/2050 |
|
3132DVK20 |
74,623 |
$70,320.74 |
0.07% |
| Freddie Mac FR ZM1779, 3%, due 09/01/2046 |
|
3131XU6Q5 |
75,423 |
$69,267.26 |
0.07% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class XA, Variable rate, due 07/15/2047 |
|
46642CBL3 |
15,781,330 |
$72,578.34 |
0.07% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WMC4, Class A1A, Variable rate, due 12/25/2036 |
|
46630BAA4 |
124,047 |
$73,545.09 |
0.07% |
| Oakwood Mortgage Investors Inc Series 2001-C, Class A2, Variable rate, due 06/15/2031 |
|
67087TCK5 |
582,662 |
$66,352.74 |
0.07% |
| Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 |
|
74922KAD7 |
95,965 |
$75,031.90 |
0.07% |
| Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 |
|
88315LAJ7 |
78,008 |
$69,334.24 |
0.07% |
| COMM Mortgage Trust Series 2014-CR14, Class XA, Variable rate, due 02/10/2047 |
|
12630DAZ7 |
23,823,581 |
$64,090.20 |
0.06% |
| Fannie Mae FN BV4119, 2.50%, due 03/01/2052 |
|
3140MHSH3 |
70,592 |
$60,837.64 |
0.06% |
| Fannie Mae FN FM2870, 3%, due 03/01/2050 |
|
3140X6FL0 |
66,305 |
$59,912.93 |
0.06% |
| GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 |
|
362631AC7 |
230,538 |
$62,797.13 |
0.06% |
| Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 |
|
805564RN3 |
65,155 |
$61,101.01 |
0.06% |
| SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 |
|
78445AAE6 |
65,000 |
$62,399.40 |
0.06% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
65,000 |
$60,812.77 |
0.06% |
| Boyce Park CLO, LLC Series 2022-1A, Class M2, Variable rate, due 04/21/2035 |
|
103226AG1 |
1,178,571 |
$53,738.29 |
0.05% |
| Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 |
|
12544QAA8 |
101,291 |
$50,708.76 |
0.05% |
| CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 |
|
12636LBA7 |
2,655,300 |
$51,123.56 |
0.05% |
| Fannie Mae FN CA0995, 3.50%, due 01/01/2048 |
|
3140Q8C94 |
52,121 |
$49,119.38 |
0.05% |
| Fannie Mae FN MA4093, 2%, due 08/01/2040 |
|
31418DRP9 |
62,053 |
$53,501.34 |
0.05% |
| Freddie Mac FG G08681, 3.50%, due 12/01/2045 |
|
3128MJXK1 |
51,121 |
$48,211.74 |
0.05% |
| Freddie Mac FR SD7502, 3.50%, due 07/01/2049 |
|
3132DVKP9 |
58,473 |
$55,102.28 |
0.05% |
| GNMA G2 MA4382, 3.50%, due 04/20/2047 |
|
36179S2P1 |
56,597 |
$53,582.01 |
0.05% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 |
|
45660L5S4 |
67,995 |
$47,237.09 |
0.05% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR9, Class 3A2, Variable rate, due 06/25/2036 |
|
45661EGH1 |
60,094 |
$46,498.04 |
0.05% |
| Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 |
|
81376EAC9 |
54,670 |
$53,591.88 |
0.05% |
| Structured Asset Securities Corporation Series 2006-OPT1, Class A1, Variable rate, due 04/25/2036 |
|
86359UAA7 |
50,957 |
$50,388.16 |
0.05% |
| WF-RBS COMMERCIAL MORTGAGE TRUST Series 2015-C25, Class XA, Variable rate, due 11/15/2047 |
|
92939KAH1 |
4,835,157 |
$48,055.66 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 |
|
3137FG7J8 |
1,000,000 |
$45,077.80 |
0.04% |
| Freddie Mac Series 3778, Class L, 3.50%, due 12/15/2025 |
|
3137A47J0 |
42,191 |
$41,491.67 |
0.04% |
| Freddie Mac Series 4993, Class OP, 0%, due 10/25/2058 |
|
3137FU6Z2 |
44,079 |
$38,221.23 |
0.04% |
| GNMA G2 MA3873, 3%, due 08/20/2046 |
|
36179SJS7 |
45,359 |
$41,865.09 |
0.04% |
| GNMA G2 MA4778, 3.50%, due 10/20/2047 |
|
36179TJX4 |
42,268 |
$40,103.33 |
0.04% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
50,758 |
$44,381.87 |
0.04% |
| COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 |
|
12591YAA3 |
11,151,000 |
$34,509.00 |
0.03% |
| Fannie Mae FN BE3619, 4%, due 05/01/2047 |
|
3140FPAV1 |
27,301 |
$26,510.38 |
0.03% |
| GNMA G2 MA4779, 4%, due 10/20/2047 |
|
36179TJY2 |
29,523 |
$28,778.96 |
0.03% |
| Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 |
|
86363NAY5 |
29,375 |
$25,653.36 |
0.03% |
| Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 |
|
94989TBC7 |
1,849,452 |
$27,971.30 |
0.03% |
| COMM Mortgage Trust Series 2020-CX, Class E, Variable rate, due 11/10/2046 |
|
12656KAL1 |
35,000 |
$21,656.07 |
0.02% |
| CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 |
|
12658QAA0 |
26,666 |
$20,411.64 |
0.02% |
| Freddie Mac FG G08792, 3.50%, due 12/01/2047 |
|
3128MJ3A6 |
26,536 |
$25,001.23 |
0.02% |
| Freddie Mac Series 3071, Class TF, Variable rate, due 04/15/2035 |
|
31396EFY7 |
23,758 |
$23,701.72 |
0.02% |
| FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 |
|
35708TAQ0 |
21,686,166 |
$21,788.09 |
0.02% |
| Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 |
|
38406JAC2 |
1,000,000 |
$20,774.61 |
0.02% |
| GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 |
|
39538RBW8 |
27,115 |
$20,471.03 |
0.02% |
| Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 |
|
617451EF2 |
19,500 |
$19,258.99 |
0.02% |
| COMM Mortgage Trust Series 2014-UBS2, Class XA, Variable rate, due 03/10/2047 |
|
12591UAG8 |
1,415,017 |
$7,695.57 |
0.01% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-C16, Class XA, Variable rate, due 12/15/2046 |
|
46641BAF0 |
4,352,619 |
$8,621.23 |
0.01% |
| JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 |
|
46590JAY3 |
823,791 |
$13,306.69 |
0.01% |
| Morgan Stanley BAML Trust Series 2014-C14, Class XA, Variable rate, due 02/15/2047 |
|
61690GAG6 |
3,574,270 |
$12,580.00 |
0.01% |
| Nomura Home Equity Loan Inc Series 2006-HE1, Class M1, Variable rate, due 02/25/2036 |
|
65536HCS5 |
11,693 |
$11,672.30 |
0.01% |
| U.S. Treasury Bond, 3.625%, due 02/15/2053 |
|
912810TN8 |
15,000 |
$14,880.47 |
0.01% |
| WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 |
|
92890KBD6 |
938,609 |
$7,471.33 |
0.01% |
| Citigroup Commercial Mortgage Trust Series 2013-GC15, Class XA, Variable rate, due 09/10/2046 |
|
17321JAJ3 |
701,299 |
$993.60 |
0.00% |
| COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
|
12624QAS2 |
1,077,757 |
$431.43 |
0.00% |
| COMM Mortgage Trust Series 2013-LC13, Class XA, Variable rate, due 08/10/2046 |
|
12626GAG8 |
998,794 |
$1,417.59 |
0.00% |
| FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 |
|
3136B3SX9 |
4,740 |
$4,618.28 |
0.00% |
| GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 |
|
36191YAA6 |
1,611,811 |
$43.52 |
0.00% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-LC11, Class XA, Variable rate, due 04/15/2046 |
|
46639YAS6 |
1,094,764 |
$439.11 |
0.00% |
| Morgan Stanley BAML Trust Series 2013-C13, Class XA, Variable rate, due 11/15/2046 |
|
61763BAV6 |
1,721,407 |
$4,070.61 |
0.00% |
| SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2039 |
|
78457JAC6 |
105,000,000 |
$110.25 |
0.00% |
| UBS-Barclays Commercial Mortgage Trust Series 2012-C2, Class XA, Variable rate, due 05/10/2063 |
|
90269CAH3 |
820,851 |
$164.99 |
0.00% |
| US Dollar |
$USD |
|
-33,688,438 |
($33,688,438.33) |
-33.45% |
Currency Forward Positions
| USD->EUR 04-13-2023 |
-1,206,000.00 EUR |
$1,303,208.69 |
($7,940.21) |
| USD->GBP 04-13-2023 |
-865,000.00 GBP |
$1,052,800.88 |
$9,797.80 |
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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