|
|
 |
|
Holdings of the Fund as of 3/14/2025
Total Number of Holdings (excluding cash): 463
| Fannie Mae Series 2024-98, Class FG, Variable rate, due 11/25/2054 |
|
3136BUDS6 |
18,529,737 |
$18,505,301.77 |
2.74% |
| Freddie Mac FT ZT2264, 4%, due 03/01/2044 |
|
3132AEQR0 |
18,282,959 |
$17,515,636.02 |
2.59% |
| U.S. Treasury Note, 4%, due 12/15/2027 |
|
91282CMB4 |
16,800,000 |
$16,796,390.69 |
2.48% |
| Freddie Mac FR SD5829, 4.50%, due 10/01/2052 |
|
3132DTPN4 |
16,767,561 |
$16,062,589.56 |
2.38% |
| Fannie Mae FN FS8862, 3.50%, due 05/01/2048 |
|
3140XQZ42 |
14,378,463 |
$13,199,448.17 |
1.95% |
| U.S. Treasury Note, 4.25%, due 01/15/2028 |
|
91282CMF5 |
11,000,000 |
$11,067,460.91 |
1.64% |
| GNMA Series 2024-181, Class FQ, Variable rate, due 11/20/2054 |
|
38384X5M1 |
10,766,723 |
$10,784,650.82 |
1.60% |
| Fannie Mae FN BF0568, 5.50%, due 07/01/2061 |
|
3140FXT28 |
10,269,585 |
$10,351,262.67 |
1.53% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F040651 |
11,171,000 |
$10,359,725.23 |
1.53% |
| Freddie Mac Series 5476, Class FA, Variable rate, due 11/25/2054 |
|
3137HHF89 |
10,040,280 |
$10,010,004.66 |
1.48% |
| TENN VALLEY AUTHORITY N/C, 5.25%, due 02/01/2055 |
|
880591FC1 |
9,850,000 |
$9,818,964.02 |
1.45% |
| Freddie Mac Series 5224, Class HL, 4%, due 04/25/2052 |
|
3137H7G72 |
10,605,000 |
$9,583,206.13 |
1.42% |
| U.S. Treasury Note, 4.25%, due 02/15/2028 |
|
91282CMN8 |
8,000,000 |
$8,052,187.52 |
1.19% |
| HOMES Trust Series 2024-AFC1, Class A1, Variable rate, due 08/25/2059 |
|
403945AC2 |
7,863,576 |
$7,807,369.25 |
1.15% |
| GNMA Series 2022-9, Class AC, 5.50%, due 01/20/2052 |
|
38383FN90 |
7,309,321 |
$7,455,545.17 |
1.10% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F030645 |
8,531,000 |
$7,353,362.24 |
1.09% |
| GNMA Series 2022-9, Class GJ, 5.50%, due 01/20/2052 |
|
38383FS53 |
7,192,490 |
$7,336,262.01 |
1.09% |
| Fannie Mae Series 2022-29, Class KZ, 1.50%, due 06/25/2042 |
|
3136BMY69 |
9,807,851 |
$7,012,139.46 |
1.04% |
| Freddie Mac Series 5506, Class DZ, 3.50%, due 08/25/2042 |
|
3137HJFC6 |
8,593,366 |
$7,046,732.44 |
1.04% |
| Progress Residential Trust Series 2025-SFR1, Class A, 3.40%, due 02/17/2042 |
|
74334NAA9 |
7,500,000 |
$7,016,028.00 |
1.04% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2054 |
|
01F052649 |
6,986,000 |
$6,959,023.84 |
1.03% |
| New Residential Mortgage Loan Trust Series 2018-3A, Class A1, Variable rate, due 05/25/2058 |
|
64830KAA5 |
7,015,434 |
$6,830,001.62 |
1.01% |
| U.S. Treasury Bond, 4.50%, due 11/15/2054 |
|
912810UE6 |
6,700,000 |
$6,559,718.76 |
0.97% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F032641 |
6,783,000 |
$6,087,593.89 |
0.90% |
| Freddie Mac - STACR Series 2024-DNA2, Class A1, Variable rate, due 05/25/2044 |
|
35564NCW1 |
5,888,235 |
$5,917,291.16 |
0.88% |
| GNMA Series 2021-105, Class DT, 5.50%, due 06/20/2051 |
|
38382TZP2 |
5,393,780 |
$5,473,454.97 |
0.81% |
| U.S. Treasury Note, 3.50%, due 04/30/2028 |
|
91282CHA2 |
5,500,000 |
$5,414,492.16 |
0.80% |
| Freddie Mac FR RB5126, 2.50%, due 09/01/2041 |
|
3133KYVT3 |
5,981,446 |
$5,244,847.65 |
0.78% |
| U.S. Treasury Bond, 4.75%, due 02/15/2045 |
|
912810UJ5 |
5,000,000 |
$5,061,328.10 |
0.75% |
| U.S. Treasury Note, 4.375%, due 01/31/2032 |
|
91282CMK4 |
5,000,000 |
$5,050,781.25 |
0.75% |
| GLS Auto Select Receivables Trust Series 2025-1A, Class A2, 5.18%, due 04/15/2030 |
|
36271FAB8 |
5,000,000 |
$5,014,779.00 |
0.74% |
| Pagaya AI Debt Selection Trust Series 2025-1, Class A2, 5.156%, due 07/15/2032 |
|
69544NAB3 |
5,000,000 |
$5,012,356.00 |
0.74% |
| Starvest Emerging Markets CBO I Series 2025-SFR5, Class A, Variable rate, due 02/17/2042 |
|
85520CAA3 |
5,000,000 |
$5,018,514.00 |
0.74% |
| U.S. Treasury Bond, 4.625%, due 02/15/2055 |
|
912810UG1 |
5,000,000 |
$5,002,734.40 |
0.74% |
| U.S. Treasury Note, 4.125%, due 11/15/2027 |
|
91282CLX7 |
5,000,000 |
$5,013,378.90 |
0.74% |
| Hudson Yards Series 2025-SPRL, Class A, Variable rate, due 01/13/2040 |
|
44855PAA6 |
4,750,000 |
$4,812,707.13 |
0.71% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
4,350,000 |
$4,224,201.07 |
0.62% |
| OPEN TEXT CORP 6.90%, due 12/01/2027 |
|
683715AF3 |
3,895,000 |
$4,024,037.46 |
0.60% |
| U.S. Treasury Note, 4.375%, due 08/31/2028 |
|
91282CHX2 |
4,000,000 |
$4,041,484.36 |
0.60% |
| Freddie Mac Series 5500, Class CZ, 4.50%, due 02/25/2055 |
|
3137HJAB3 |
4,549,228 |
$3,933,354.17 |
0.58% |
| U.S. Treasury Bond, 4.625%, due 11/15/2044 |
|
912810UF3 |
3,900,000 |
$3,877,453.13 |
0.57% |
| MSCI INC 3.875%, due 02/15/2031 |
|
55354GAL4 |
4,065,000 |
$3,764,981.06 |
0.56% |
| Freddie Mac Series 5224, Class DZ, 4%, due 04/25/2052 |
|
3137H7G31 |
4,134,579 |
$3,693,524.06 |
0.55% |
| Freddie Mac FR RB5125, 2%, due 09/01/2041 |
|
3133KYVS5 |
4,333,306 |
$3,670,383.90 |
0.54% |
| Fannie Mae Series 2012-118, Class VZ, 3%, due 11/25/2042 |
|
3136A92R8 |
4,007,155 |
$3,603,591.58 |
0.53% |
| Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 |
|
3136BTTR4 |
3,537,824 |
$3,527,396.99 |
0.52% |
| Freddie Mac Series 5202, Class NV, 3%, due 01/25/2037 |
|
3137H63G8 |
3,846,033 |
$3,501,752.40 |
0.52% |
| Fannie Mae Series 2024-20, Class ZQ, 4%, due 10/25/2045 |
|
3136BRX77 |
3,905,374 |
$3,381,679.34 |
0.50% |
| QUANTA SERVICES INC 5.25%, due 08/09/2034 |
|
74762EAL6 |
3,370,000 |
$3,284,899.45 |
0.49% |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A4, 2.4953%, due 05/15/2053 |
|
03881BAC7 |
3,563,000 |
$3,212,118.97 |
0.48% |
| FHLMC Multifamily Structured Pass Through Certs. Series K120, Class X1, Variable rate, due 10/25/2030 |
|
3137F72R5 |
72,344,001 |
$3,272,466.41 |
0.48% |
| CCL INDUSTRIES INC 3.05%, due 06/01/2030 |
|
124900AD3 |
3,500,000 |
$3,182,214.09 |
0.47% |
| U.S. Treasury Bond, 3.125%, due 05/15/2048 |
|
912810SC3 |
4,000,000 |
$3,089,375.00 |
0.46% |
| BANK OF AMERICA CORP Variable rate, due 04/27/2033 |
|
06051GKQ1 |
3,170,000 |
$3,041,420.32 |
0.45% |
| HOMES Trust Series 2024-AFC2, Class A1, Variable rate, due 10/25/2059 |
|
437920AC5 |
3,013,834 |
$3,009,900.50 |
0.45% |
| RYAN SPECIALTY 5.875%, due 08/01/2032 |
|
78351GAA3 |
3,053,000 |
$3,016,373.49 |
0.45% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
3,145,000 |
$2,984,904.09 |
0.44% |
| MFRA Trust Series 2024-NQM3, Class A1, Variable rate, due 12/25/2069 |
|
55287GAA0 |
2,964,550 |
$2,974,124.09 |
0.44% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 |
|
01F032658 |
3,277,000 |
$2,940,139.64 |
0.43% |
| JPMORGAN CHASE & CO Variable rate, due 07/25/2033 |
|
46647PDH6 |
2,940,000 |
$2,901,481.92 |
0.43% |
| APPLOVIN CORP 5.375%, due 12/01/2031 |
|
03831WAC2 |
2,855,000 |
$2,859,602.21 |
0.42% |
| CROWDSTRIKE HOLDINGS INC 3%, due 02/15/2029 |
|
22788CAA3 |
3,050,000 |
$2,810,132.91 |
0.42% |
| FHLMC Multifamily Structured Pass Through Certs. Series K158, Class A3, Variable rate, due 10/25/2033 |
|
3137FJY78 |
3,027,000 |
$2,867,270.06 |
0.42% |
| PRKCM Trust Series 2022-AFC2, Class A1, Variable rate, due 08/25/2057 |
|
69377TAA4 |
2,803,344 |
$2,795,282.27 |
0.41% |
| Towd Point Mortgage Trust Series 2022-3, Class A1, Variable rate, due 08/01/2062 |
|
89180NAA2 |
2,935,680 |
$2,766,983.76 |
0.41% |
| Freddie Mac Series 5487, Class ZM, 3.50%, due 12/25/2054 |
|
3137HHML2 |
3,398,360 |
$2,716,270.16 |
0.40% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class A, Variable rate, due 11/15/2038 |
|
62955HAA5 |
2,700,000 |
$2,680,914.78 |
0.40% |
| Bank Series 2025-BNK49, Class XA, Variable rate, due 03/15/2058 |
|
05494FBY3 |
53,586,000 |
$2,636,216.86 |
0.39% |
| Fannie Mae FN MA4204, 2%, due 12/01/2040 |
|
31418DU67 |
3,097,610 |
$2,634,823.13 |
0.39% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A, Variable rate, due 10/01/2053 |
|
30335JAC5 |
2,774,923 |
$2,638,876.24 |
0.39% |
| U.S. Treasury Bond, 3%, due 02/15/2049 |
|
912810SF6 |
3,500,000 |
$2,626,914.06 |
0.39% |
| CONSTELLATION BRANDS INC 4.75%, due 05/09/2032 |
|
21036PBL1 |
2,645,000 |
$2,564,306.10 |
0.38% |
| SOLVENTUM CORP 5.60%, due 03/23/2034 |
|
83444MAR2 |
2,555,000 |
$2,570,982.09 |
0.38% |
| THOMSON REUTERS CORP 5.85%, due 04/15/2040 |
|
884903BH7 |
2,470,000 |
$2,563,830.51 |
0.38% |
| UBS GROUP AG Variable rate, due 04/01/2031 |
|
225401AP3 |
2,710,000 |
$2,595,983.92 |
0.38% |
| Freddie Mac - SCRT Series 2019-2, Class HV, 3%, due 08/25/2058 |
|
35563PKD0 |
2,831,549 |
$2,493,697.07 |
0.37% |
| Freddie Mac - STACR Series 2025-HQA1, Class A1, Variable rate, due 02/25/2045 |
|
35564NGY3 |
2,500,000 |
$2,502,070.50 |
0.37% |
| Hawaii Hotel Trust 2019-MAUI Series 2019-MAUI, Class A, Variable rate, due 05/15/2038 |
|
41975AAA0 |
2,500,000 |
$2,499,490.25 |
0.37% |
| Verus Securitization Trust Series 2022-2, Class A1, Variable rate, due 02/25/2067 |
|
92538XAA3 |
2,643,432 |
$2,514,411.75 |
0.37% |
| BROWN & BROWN INC 4.20%, due 03/17/2032 |
|
115236AE1 |
2,615,000 |
$2,434,693.95 |
0.36% |
| Fannie Mae - CAS Series 2024-R05, Class 2A1, Variable rate, due 07/25/2044 |
|
20754XAA1 |
2,406,802 |
$2,400,007.12 |
0.36% |
| Fannie Mae - CAS Series 2025-R01, Class 1A1, Variable rate, due 01/25/2045 |
|
20755JAA1 |
2,437,157 |
$2,433,312.51 |
0.36% |
| ICON INVESTMENTS SIX DAC 6%, due 05/08/2034 |
|
45115AAC8 |
2,415,000 |
$2,461,376.51 |
0.36% |
| JM SMUCKER CO 6.20%, due 11/15/2033 |
|
832696AX6 |
2,305,000 |
$2,436,790.51 |
0.36% |
| Pagaya AI Debt Selection Trust Series 2024-11, Class A, 5.092%, due 07/15/2032 |
|
69544AAA3 |
2,400,000 |
$2,400,486.96 |
0.36% |
| Toorak Mortgage Corp. Series 2022-INV1, Class A1, Variable rate, due 02/25/2057 |
|
872635AA5 |
2,642,606 |
$2,449,720.90 |
0.36% |
| FHLMC Multifamily Structured Pass Through Certs. Series K132, Class X1, Variable rate, due 08/25/2031 |
|
3137H3EX6 |
87,350,352 |
$2,357,559.80 |
0.35% |
| THE CIGNA GROUP 5.40%, due 03/15/2033 |
|
125523CS7 |
2,340,000 |
$2,368,749.21 |
0.35% |
| UNIVERSAL HEALTH SVCS 2.65%, due 10/15/2030 |
|
913903AW0 |
2,710,000 |
$2,355,017.10 |
0.35% |
| ARTHUR J GALLAGHER & CO 5.55%, due 02/15/2055 |
|
04316JAP4 |
2,405,000 |
$2,302,115.93 |
0.34% |
| BARCLAYS PLC Variable rate, due 05/16/2029 |
|
06738EBD6 |
2,330,000 |
$2,325,993.76 |
0.34% |
| DUKE ENERGY CAROLINAS 5.30%, due 02/15/2040 |
|
26442CAH7 |
2,340,000 |
$2,309,895.02 |
0.34% |
| Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 |
|
35563PKG3 |
2,428,231 |
$2,301,097.22 |
0.34% |
| Towd Point Mortgage Trust Series 2019-HY2, Class A1, Variable rate, due 05/25/2058 |
|
89177HAA0 |
2,203,891 |
$2,265,322.82 |
0.34% |
| Verus Securitization Trust Series 2022-1, Class A1, Variable rate, due 01/25/2067 |
|
92538WAA5 |
2,528,622 |
$2,327,137.25 |
0.34% |
| ALCON FINANCE CORP 5.75%, due 12/06/2052 |
|
01400EAF0 |
2,265,000 |
$2,260,925.35 |
0.33% |
| Fannie Mae - CAS Series 2025-R02, Class 1A1, Variable rate, due 02/25/2045 |
|
20754TAB8 |
2,224,000 |
$2,225,392.22 |
0.33% |
| GNMA Series 2018-89, Class VZ, 3.50%, due 06/20/2048 |
|
38380XKN6 |
2,524,747 |
$2,205,447.12 |
0.33% |
| U.S. Treasury Bond, 3%, due 08/15/2048 |
|
912810SD1 |
3,000,000 |
$2,259,492.18 |
0.33% |
| ASHTEAD CAPITAL INC 4%, due 05/01/2028 |
|
045054AJ2 |
2,255,000 |
$2,168,268.90 |
0.32% |
| Verus Securitization Trust Series 2022-INV1, Class A, Variable rate, due 08/25/2067 |
|
92539JAA3 |
2,185,283 |
$2,175,340.58 |
0.32% |
| AMCOR FLEXIBLES NORTH AMERICA 5.10%, due 03/17/2030 |
|
02344AAD0 |
2,000,000 |
$2,004,341.44 |
0.30% |
| FLORIDA POWER & LIGHT CO 5.30%, due 04/01/2053 |
|
341081GM3 |
2,155,000 |
$2,058,447.84 |
0.30% |
| MFRA Trust Series 2025-NQM1, Class A1, Variable rate, due 03/25/2070 |
|
55287JAA4 |
2,000,000 |
$2,003,575.00 |
0.30% |
| U.S. Treasury Note, 4.25%, due 03/15/2027 |
|
91282CKE0 |
2,000,000 |
$2,008,750.00 |
0.30% |
| Pagaya AI Debt Selection Trust Series 2024-10, Class A, 5.183%, due 06/15/2032 |
|
69544MAA7 |
1,969,322 |
$1,974,460.88 |
0.29% |
| VERISK ANALYTICS INC 5.25%, due 03/15/2035 |
|
92345YAL0 |
2,000,000 |
$1,989,588.52 |
0.29% |
| VISTRA OPERATIONS CO LLC 5.05%, due 12/30/2026 |
|
92840VAT9 |
1,980,000 |
$1,986,486.48 |
0.29% |
| ABC SUPPLY CO INC 4%, due 01/15/2028 |
|
024747AF4 |
2,000,000 |
$1,912,854.30 |
0.28% |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 |
|
78432WAA1 |
1,910,000 |
$1,891,075.91 |
0.28% |
| Freddie Mac - STACR Series 2025-DNA1, Class A1, Variable rate, due 01/25/2045 |
|
35564NFY4 |
1,850,000 |
$1,848,026.61 |
0.27% |
| GARTNER INC 3.75%, due 10/01/2030 |
|
366651AE7 |
1,985,000 |
$1,833,864.09 |
0.27% |
| LLOYDS BANKING GROUP PLC Variable rate, due 06/05/2030 |
|
53944YBA0 |
1,770,000 |
$1,813,439.55 |
0.27% |
| MFRA Trust Series 2023-INV2, Class A1, Variable rate, due 10/25/2058 |
|
59319BAA5 |
1,827,405 |
$1,852,498.08 |
0.27% |
| MORGAN STANLEY Variable rate, due 01/23/2030 |
|
6174468G7 |
1,855,000 |
$1,823,106.95 |
0.27% |
| UNITED RENTALS (NORTH AMERICA) 6%, due 12/15/2029 |
|
911365BQ6 |
1,765,000 |
$1,795,534.50 |
0.27% |
| COSTAR GROUP INC 2.80%, due 07/15/2030 |
|
22160NAA7 |
2,000,000 |
$1,769,239.87 |
0.26% |
| Flagship Credit Auto Trust Series 2024-3, Class A, 4.88%, due 11/15/2028 |
|
33843YAA5 |
1,704,668 |
$1,707,908.06 |
0.25% |
| Freddie Mac - SCRT Series 2017-2, Class MA, 3%, due 08/25/2056 |
|
35563PBC2 |
1,812,080 |
$1,691,836.50 |
0.25% |
| Freddie Mac - SCRT Series 2018-1, Class MA, 3%, due 05/25/2057 |
|
35563PDZ9 |
1,792,568 |
$1,664,828.65 |
0.25% |
| FREMF Mortgage Trust Series 2018-K156, Class X2A, 0.10%, due 07/25/2036 |
|
302957AL9 |
322,829,781 |
$1,707,253.01 |
0.25% |
| FACTSET RESEARCH SYSTEMS 3.45%, due 03/01/2032 |
|
303075AB1 |
1,850,000 |
$1,647,083.86 |
0.24% |
| GARTNER INC 4.50%, due 07/01/2028 |
|
366651AC1 |
1,635,000 |
$1,604,658.00 |
0.24% |
| IQVIA INC 5.70%, due 05/15/2028 |
|
46266TAC2 |
1,620,000 |
$1,652,067.91 |
0.24% |
| JP Morgan Mortgage Trust Series 2019-INV1, Class B1, Variable rate, due 10/25/2049 |
|
46591DAX7 |
1,682,134 |
$1,630,499.41 |
0.24% |
| JPMORGAN CHASE & CO Variable rate, due 06/14/2030 |
|
46647PDF0 |
1,655,000 |
$1,634,765.05 |
0.24% |
| THE 2023-MIC Trust Series 2023-MIC, Class A, Variable rate, due 12/05/2038 |
|
87256GAA0 |
1,490,000 |
$1,618,203.92 |
0.24% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
30,937,497 |
$1,585,401.31 |
0.23% |
| MORGAN STANLEY Variable rate, due 10/18/2033 |
|
61747YEY7 |
1,450,000 |
$1,548,618.75 |
0.23% |
| NY Commercial Mortgage Trust Series 2025-299P, Class A, Variable rate, due 02/10/2035 |
|
62957FAA7 |
1,520,000 |
$1,555,925.81 |
0.23% |
| BLACKSTONE REG FINANCE 5%, due 12/06/2034 |
|
092914AA8 |
1,500,000 |
$1,466,862.80 |
0.22% |
| Freddie Mac - SCRT Series 2018-3, Class MA, Variable rate, due 08/25/2057 |
|
35563PGG8 |
1,560,918 |
$1,492,907.45 |
0.22% |
| HCA INC 4.125%, due 06/15/2029 |
|
404119BX6 |
1,535,000 |
$1,482,579.83 |
0.22% |
| HOUSTON GALLERIA MALL TRUST Series 2025-HGLR, Class A, Variable rate, due 02/05/2045 |
|
44216XAA3 |
1,500,000 |
$1,515,409.80 |
0.22% |
| Pagaya AI Debt Selection Trust Series 2025-2, Class A, Variable rate, due 10/15/2032 |
|
69545GAF8 |
1,500,000 |
$1,500,000.00 |
0.22% |
| SOLVENTUM CORP 5.90%, due 04/30/2054 |
|
83444MAS0 |
1,540,000 |
$1,512,812.58 |
0.22% |
| SYNOPSYS INC 5.15%, due 04/01/2035 |
|
871607AE7 |
1,500,000 |
$1,496,223.44 |
0.22% |
| THE CAMPBELLS COMPANY 5.40%, due 03/21/2034 |
|
134429BP3 |
1,470,000 |
$1,474,046.63 |
0.22% |
| U.S. Treasury Bond, 3%, due 02/15/2048 |
|
912810SA7 |
2,000,000 |
$1,513,007.82 |
0.22% |
| Barclays Commercial Mortgage Securities LLC Series 2023-C20, Class A5, 5.576%, due 07/15/2056 |
|
07336DAW1 |
1,392,000 |
$1,429,178.65 |
0.21% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F040644 |
1,534,000 |
$1,424,753.05 |
0.21% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 |
|
3137FMTU6 |
26,640,123 |
$1,438,033.84 |
0.21% |
| U.S. Treasury Note, 3.625%, due 09/30/2031 |
|
91282CLM1 |
1,500,000 |
$1,451,660.16 |
0.21% |
| AON GLOBAL LTD 4.75%, due 05/15/2045 |
|
00185AAH7 |
1,530,000 |
$1,339,608.82 |
0.20% |
| BECTON DICKINSON & CO 4.685%, due 12/15/2044 |
|
075887BG3 |
1,525,000 |
$1,329,754.37 |
0.20% |
| Freddie Mac - SCRT Series 2018-3, Class HV, 3%, due 08/25/2057 |
|
35563PGD5 |
1,563,894 |
$1,379,394.70 |
0.20% |
| ICON INVESTMENTS SIX DAC 5.849%, due 05/08/2029 |
|
45115AAB0 |
1,300,000 |
$1,334,977.46 |
0.20% |
| NASDAQ INC 5.95%, due 08/15/2053 |
|
63111XAK7 |
1,315,000 |
$1,328,559.60 |
0.20% |
| ARTHUR J GALLAGHER & CO 5.15%, due 02/15/2035 |
|
04316JAN9 |
1,330,000 |
$1,304,983.15 |
0.19% |
| ELEVANCE HEALTH INC 4.65%, due 01/15/2043 |
|
94973VBB2 |
1,475,000 |
$1,290,815.70 |
0.19% |
| Fannie Mae or Freddie Mac TBA, 5%, due 08/01/2054 |
|
01F050643 |
1,284,000 |
$1,254,408.30 |
0.19% |
| FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 |
|
3137FTZS9 |
19,052,542 |
$1,259,300.64 |
0.19% |
| GLS Auto Select Receivables Trust Series 2023-1A, Class A3, 5.96%, due 10/16/2028 |
|
36267FAE8 |
1,250,000 |
$1,268,515.88 |
0.19% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/23/2030 |
|
38141GB60 |
1,305,000 |
$1,288,873.84 |
0.19% |
| Hawaii Hotel Trust Series 2025-MAUI, Class A, Variable rate, due 03/15/2030 |
|
419909AA4 |
1,300,000 |
$1,299,318.80 |
0.19% |
| PRP Advisors, LLC Series 2021-RPL2, Class A3, Variable rate, due 10/25/2051 |
|
69357QAC0 |
1,523,000 |
$1,311,582.01 |
0.19% |
| VICI PROPERTIES LP 4.95%, due 02/15/2030 |
|
925650AC7 |
1,295,000 |
$1,279,681.03 |
0.19% |
| Fannie Mae FN MA4334, 2.50%, due 05/01/2041 |
|
31418DY89 |
1,401,759 |
$1,230,621.14 |
0.18% |
| KRAFT HEINZ FOODS CO N/C, 5%, due 06/04/2042 |
|
50076QAE6 |
1,335,000 |
$1,214,249.92 |
0.18% |
| ROPER TECHNOLOGIES INC 4.90%, due 10/15/2034 |
|
776696AJ5 |
1,250,000 |
$1,215,149.40 |
0.18% |
| Fannie Mae Series 2013-41, Class ZA, 3%, due 05/25/2043 |
|
3136ADQ69 |
1,275,309 |
$1,146,437.33 |
0.17% |
| FLUTTER TREASURY DAC 6.375%, due 04/29/2029 |
|
344045AA7 |
1,105,000 |
$1,127,977.37 |
0.17% |
| Freddie Mac - SCRT Series 2017-1, Class HA, Variable rate, due 01/25/2056 |
|
35563PAP4 |
1,238,912 |
$1,160,279.58 |
0.17% |
| Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058 |
|
35563PJF7 |
1,222,565 |
$1,163,895.79 |
0.17% |
| GOLDMAN SACHS GROUP INC Variable rate, due 08/23/2028 |
|
38141GZU1 |
1,190,000 |
$1,181,439.16 |
0.17% |
| ORACLE CORP 5.375%, due 09/27/2054 |
|
68389XCU7 |
1,230,000 |
$1,121,379.71 |
0.17% |
| ORACLE CORP 6.125%, due 07/08/2039 |
|
68389XAH8 |
1,105,000 |
$1,152,230.66 |
0.17% |
| Starwood Mortgage Residential Trust Series 2022-3, Class A1, Variable rate, due 03/25/2067 |
|
85571RAA8 |
1,169,968 |
$1,136,787.07 |
0.17% |
| UBS Commercial Mortgage Trust Series 2019-C17, Class XA, Variable rate, due 10/15/2052 |
|
90278MBB2 |
22,592,286 |
$1,171,193.16 |
0.17% |
| BANK OF AMERICA CORP Variable rate, due 02/07/2030 |
|
06051GHQ5 |
1,150,000 |
$1,112,782.77 |
0.16% |
| Fannie Mae FN MA1582, 3.50%, due 09/01/2043 |
|
31418AXL7 |
1,178,342 |
$1,087,015.68 |
0.16% |
| MSWF Commercial Mortgage Trust Series 2023-2, Class A5, 6.014%, due 12/15/2056 |
|
55361AAU8 |
1,000,000 |
$1,057,110.50 |
0.16% |
| SMURFIT KAPPA TREASURY 5.438%, due 04/03/2034 |
|
83272GAC5 |
1,050,000 |
$1,052,028.11 |
0.16% |
| ABBVIE INC 5.60%, due 03/15/2055 |
|
00287YEB1 |
1,000,000 |
$1,014,007.92 |
0.15% |
| AMCOR FLEXIBLES NORTH AMERICA 5.50%, due 03/17/2035 |
|
02344AAE8 |
1,000,000 |
$998,012.15 |
0.15% |
| BACARDI-MARTINI BV 5.55%, due 02/01/2030 |
|
05634WAA0 |
1,000,000 |
$1,011,715.57 |
0.15% |
| BX Trust Series 2021-ARIA, Class A, Variable rate, due 10/15/2036 |
|
05608RAA3 |
1,000,000 |
$998,859.00 |
0.15% |
| CEMEX SAB DE CV N/C, 5.45%, due 11/19/2029 |
|
151290BV4 |
1,000,000 |
$991,345.40 |
0.15% |
| Fannie Mae Series 2024-56, Class EV, 5%, due 08/25/2035 |
|
3136BSSN6 |
981,038 |
$982,661.83 |
0.15% |
| FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031 |
|
3137H1YX8 |
19,815,971 |
$1,032,110.87 |
0.15% |
| FIFTH THIRD BANCORP Variable rate, due 07/28/2030 |
|
316773DG2 |
1,010,000 |
$999,016.75 |
0.15% |
| Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 |
|
35564CSK4 |
981,073 |
$989,798.57 |
0.15% |
| Freddie Mac Series 5478, Class NF, Variable rate, due 12/25/2054 |
|
3137HHSZ5 |
1,007,028 |
$1,011,946.04 |
0.15% |
| HPEFS Equipment Trust Series 2023-2A, Class A3, 5.99%, due 01/21/2031 |
|
44328UAC0 |
1,000,000 |
$1,005,782.80 |
0.15% |
| ORACLE CORP 5.50%, due 08/03/2035 |
|
68389XDA0 |
1,000,000 |
$1,005,364.38 |
0.15% |
| ORACLE CORP 6%, due 08/03/2055 |
|
68389XDB8 |
1,000,000 |
$1,000,490.89 |
0.15% |
| Towd Point Mortgage Trust Series 2022-1, Class A1, Variable rate, due 07/25/2062 |
|
89170VAA6 |
1,092,276 |
$1,028,147.83 |
0.15% |
| Wells Fargo Commercial Mortgage Trust Series 2019-C49, Class XA, Variable rate, due 03/15/2052 |
|
95001WBC1 |
28,058,063 |
$1,043,616.86 |
0.15% |
| ALCON FINANCE CORP 5.375%, due 12/06/2032 |
|
01400EAE3 |
910,000 |
$923,299.66 |
0.14% |
| CONAGRA BRANDS INC 5.30%, due 11/01/2038 |
|
205887CD2 |
970,000 |
$917,019.32 |
0.14% |
| Fannie Mae Series 2024-39, Class AV, 3%, due 11/25/2033 |
|
3136BSDB8 |
1,038,277 |
$971,715.26 |
0.14% |
| Freddie Mac Multiclass Certificates Series 2019-RR01, Class X, Variable rate, due 06/25/2028 |
|
3137FQ3M3 |
23,500,000 |
$939,684.40 |
0.14% |
| NORTHROP GRUMMAN CORP 5.05%, due 11/15/2040 |
|
666807BD3 |
1,000,000 |
$943,997.92 |
0.14% |
| U.S. Treasury Bond, 3.25%, due 05/15/2042 |
|
912810TH1 |
1,136,000 |
$951,888.13 |
0.14% |
| VMWARE LLC 4.70%, due 05/15/2030 |
|
928563AF2 |
965,000 |
$949,915.94 |
0.14% |
| WASTE MANAGEMENT INC 5.35%, due 10/15/2054 |
|
94106LCF4 |
1,000,000 |
$971,543.36 |
0.14% |
| ATLASSIAN CORPORATION 5.50%, due 05/15/2034 |
|
049468AB7 |
850,000 |
$850,310.37 |
0.13% |
| BROWN & BROWN INC 4.95%, due 03/17/2052 |
|
115236AF8 |
1,000,000 |
$856,114.08 |
0.13% |
| CHARLES RIVER LABORATORIES 3.75%, due 03/15/2029 |
|
159864AG2 |
975,000 |
$908,006.39 |
0.13% |
| Chase Auto Owner Trust Series 2022-AA, Class A4, 3.99%, due 03/27/2028 |
|
16144JAD3 |
876,000 |
$871,192.95 |
0.13% |
| Freddie Mac Series 4745, Class CZ, 3.50%, due 01/15/2048 |
|
3137FDBN1 |
992,048 |
$891,792.08 |
0.13% |
| GLS Auto Receivables Trust Series 2024-3A, Class A3, 5.02%, due 04/17/2028 |
|
37989AAE4 |
900,000 |
$903,484.98 |
0.13% |
| JP Morgan Mortgage Trust Series 2019-INV3, Class A1, Variable rate, due 05/25/2050 |
|
46591LBF7 |
973,608 |
$873,635.53 |
0.13% |
| PRP Advisors, LLC Series 2021-RPL2, Class A2, Variable rate, due 10/25/2051 |
|
69357QAB2 |
1,000,000 |
$867,813.90 |
0.13% |
| SMURFIT KAPPA TREASURY 5.20%, due 01/15/2030 |
|
83272GAA9 |
845,000 |
$854,333.87 |
0.13% |
| BERRY GLOBAL INC 5.50%, due 04/15/2028 |
|
08576PAL5 |
820,000 |
$833,571.25 |
0.12% |
| HOWMET AEROSPACE INC 4.85%, due 10/15/2031 |
|
443201AC2 |
825,000 |
$818,701.13 |
0.12% |
| OSCAR US Funding Trust Series 2023-1A, Class A3, 5.81%, due 12/10/2027 |
|
68785CAC5 |
775,000 |
$783,513.32 |
0.12% |
| PACKAGING CORP OF AMERICA 5.70%, due 12/01/2033 |
|
695156AX7 |
825,000 |
$844,065.11 |
0.12% |
| PRP Advisors, LLC Series 2023-NQM3, Class A1, Variable rate, due 11/25/2068 |
|
69380TAA9 |
816,228 |
$823,465.95 |
0.12% |
| Towd Point Mortgage Trust Series 2022-2, Class A1, Variable rate, due 07/01/2062 |
|
89180HAA5 |
869,729 |
$816,858.27 |
0.12% |
| U.S. Treasury Bond, 2.75%, due 08/15/2047 |
|
912810RY6 |
1,130,000 |
$819,382.42 |
0.12% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C61, Class ASB, 2.525%, due 11/15/2054 |
|
95003QAE9 |
905,000 |
$826,767.54 |
0.12% |
| AMGEN INC 5.65%, due 03/02/2053 |
|
031162DT4 |
775,000 |
$761,922.47 |
0.11% |
| ASHTEAD CAPITAL INC 4.375%, due 08/15/2027 |
|
045054AF0 |
750,000 |
$741,395.89 |
0.11% |
| BROWN & BROWN INC 5.65%, due 06/11/2034 |
|
115236AG6 |
745,000 |
$751,377.40 |
0.11% |
| CONSTELLATION BRANDS INC 5.25%, due 11/15/2048 |
|
21036PBD9 |
820,000 |
$749,271.94 |
0.11% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-167, Class XAM, Variable rate, due 11/25/2034 |
|
3137HHUL3 |
22,349,000 |
$740,610.10 |
0.11% |
| FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 |
|
34411YAA5 |
775,398 |
$713,468.91 |
0.11% |
| Freddie Mac - STACR Series 2024-HQA2, Class A1, Variable rate, due 08/25/2044 |
|
35564NDY6 |
760,000 |
$761,735.99 |
0.11% |
| Freddie Mac FR RB5112, 2.50%, due 05/01/2041 |
|
3133KYVD8 |
838,800 |
$736,165.16 |
0.11% |
| HCA INC 5.375%, due 09/01/2026 |
|
404121AH8 |
765,000 |
$768,932.61 |
0.11% |
| MARSH & MCLENNAN COS INC 5.35%, due 11/15/2044 |
|
571748CE0 |
785,000 |
$769,839.44 |
0.11% |
| SYNOPSYS INC 5.70%, due 04/01/2055 |
|
871607AG2 |
750,000 |
$742,889.36 |
0.11% |
| WELLS FARGO & COMPANY Variable rate, due 01/23/2030 |
|
95000U3J0 |
750,000 |
$757,749.88 |
0.11% |
| American Heritage Auto Receivables Trust Series 2024-1A, Class A3, 4.90%, due 09/17/2029 |
|
026944AC2 |
640,000 |
$643,345.92 |
0.10% |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A5, 2.7563%, due 05/15/2053 |
|
03881BAE3 |
772,250 |
$699,340.64 |
0.10% |
| BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034 |
|
05608BAA8 |
701,759 |
$695,130.41 |
0.10% |
| CHI Commercial Mortgage Trust Series 2025-SFT, Class XA, Variable rate, due 04/15/2042 |
|
16706GAC1 |
62,200,000 |
$675,728.36 |
0.10% |
| COLT Funding LLC Series 2021-6, Class A1, Variable rate, due 12/25/2066 |
|
12658YAA3 |
736,743 |
$659,890.55 |
0.10% |
| CONSTELLATION SOFTWARE 5.461%, due 02/16/2034 |
|
21037XAD2 |
670,000 |
$675,244.27 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series K121, Class X1, Variable rate, due 10/25/2030 |
|
3137F83S0 |
14,959,749 |
$671,960.49 |
0.10% |
| FIDELITY NATL INFO SERV 3.10%, due 03/01/2041 |
|
31620MBU9 |
905,000 |
$658,113.33 |
0.10% |
| JP Morgan Mortgage Trust Series 2017-6, Class A7, Variable rate, due 12/25/2048 |
|
46649HAG7 |
732,373 |
$661,853.61 |
0.10% |
| WELLS FARGO & COMPANY Variable rate, due 07/25/2028 |
|
95000U3A9 |
700,000 |
$700,041.63 |
0.10% |
| ZIMMER BIOMET HOLDINGS 5.20%, due 09/15/2034 |
|
98956PAZ5 |
670,000 |
$663,013.45 |
0.10% |
| ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 |
|
03522AAJ9 |
655,000 |
$602,028.39 |
0.09% |
| Cantor Commercial Real Estate Series 2019-CF3, Class ASB, 2.9426%, due 01/15/2053 |
|
12529TAV5 |
629,013 |
$600,872.07 |
0.09% |
| CROWN CASTLE INC 2.90%, due 04/01/2041 |
|
22822VAX9 |
865,000 |
$607,008.86 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030 |
|
3137FWG95 |
10,443,139 |
$594,171.76 |
0.09% |
| Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 |
|
3132AA2H6 |
676,887 |
$619,908.78 |
0.09% |
| MARRIOTT INTERNATIONAL 5.10%, due 04/15/2032 |
|
571903BT9 |
600,000 |
$590,714.12 |
0.09% |
| SABINE PASS LIQUEFACTION 5.875%, due 06/30/2026 |
|
785592AV8 |
615,000 |
$620,207.67 |
0.09% |
| T-MOBILE USA INC 5.65%, due 01/15/2053 |
|
87264ACW3 |
595,000 |
$574,673.62 |
0.09% |
| AON CORP/AON GLOBAL HOLDINGS 5.35%, due 02/28/2033 |
|
03740LAG7 |
555,000 |
$559,657.57 |
0.08% |
| Chase Mortgage Finance Corporation Series 2019-ATR2, Class B1, Variable rate, due 07/25/2049 |
|
16159GAY5 |
608,229 |
$560,744.20 |
0.08% |
| Citigroup Commercial Mortgage Trust Series 2018-C5, Class A3, 3.963%, due 06/10/2051 |
|
17291DAC7 |
585,049 |
$569,369.47 |
0.08% |
| Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053 |
|
21873CAA1 |
554,299 |
$539,444.58 |
0.08% |
| CoreVest American Finance Ltd Series 2019-3, Class A, 2.705%, due 10/15/2052 |
|
21872NAA8 |
540,011 |
$534,391.40 |
0.08% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2054 |
|
01F042640 |
535,000 |
$510,104.91 |
0.08% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2054 |
|
01F052664 |
561,000 |
$557,913.32 |
0.08% |
| Freddie Mac - SCRT Series 2019-4, Class HA, 3%, due 02/25/2059 |
|
35563PMF3 |
614,577 |
$565,475.52 |
0.08% |
| Freddie Mac - SLST Series 2020-2, Class AC, 2%, due 09/25/2030 |
|
35564CGW1 |
599,732 |
$537,560.28 |
0.08% |
| Freddie Mac FR SD7550, 3%, due 02/01/2052 |
|
3132DVL78 |
616,092 |
$543,614.61 |
0.08% |
| Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045 |
|
3137BKYF1 |
594,082 |
$513,126.27 |
0.08% |
| GCAT Series 2019-RPL1, Class A1, Variable rate, due 10/25/2068 |
|
36167CAA4 |
563,591 |
$545,092.61 |
0.08% |
| GNMA Series 2024-125, Class NV, 5%, due 08/20/2035 |
|
38384VNU7 |
569,534 |
$570,306.65 |
0.08% |
| MOLSON COORS BEVERAGE CO 4.20%, due 07/15/2046 |
|
60871RAH3 |
645,000 |
$521,152.53 |
0.08% |
| MSCI INC 4%, due 11/15/2029 |
|
55354GAH3 |
550,000 |
$522,277.38 |
0.08% |
| PRP Advisors, LLC Series 2024-RPL4, Class A1, Variable rate, due 12/25/2054 |
|
74448MAA4 |
591,774 |
$573,277.30 |
0.08% |
| QUEST DIAGNOSTICS INC 6.40%, due 11/30/2033 |
|
74834LBD1 |
510,000 |
$550,480.53 |
0.08% |
| BRAVO Residential Funding Trust Series 2022-NQM1, Class A1, Variable rate, due 09/25/2061 |
|
10569FAA6 |
495,375 |
$476,277.33 |
0.07% |
| ELEVANCE HEALTH INC 5.125%, due 02/15/2053 |
|
28622HAC5 |
525,000 |
$468,461.76 |
0.07% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2054 |
|
01F052656 |
471,000 |
$468,739.69 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series K116, Class X1, Variable rate, due 07/25/2030 |
|
3137FWHV5 |
7,874,701 |
$472,663.15 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG03, Class X1, Variable rate, due 06/25/2030 |
|
3137FVEE8 |
8,541,504 |
$486,863.18 |
0.07% |
| Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029 |
|
35564CCZ8 |
473,584 |
$448,710.59 |
0.07% |
| GARTNER INC 3.625%, due 06/15/2029 |
|
366651AG2 |
515,000 |
$486,215.42 |
0.07% |
| GS Mortgage Securities Trust Series 2017-GS5, Class AAB, 3.467%, due 03/10/2050 |
|
36252HAE1 |
471,013 |
$465,298.68 |
0.07% |
| HOWMET AEROSPACE INC 6.75%, due 01/15/2028 |
|
022249AU0 |
420,000 |
$442,916.46 |
0.07% |
| JP Morgan Mortgage Trust Series 2020-LTV2, Class B1, Variable rate, due 11/25/2050 |
|
46653LCA2 |
492,193 |
$445,092.89 |
0.07% |
| Pagaya AI Debt Selection Trust Series 2024-9, Class A, 5.065%, due 03/15/2032 |
|
69546QAA6 |
504,740 |
$505,131.57 |
0.07% |
| S&P GLOBAL INC 3.70%, due 03/01/2052 |
|
78409VBL7 |
635,000 |
$478,500.36 |
0.07% |
| Towd Point Mortgage Trust Series 2022-4, Class A1, 3.75%, due 09/25/2062 |
|
89180YAA8 |
492,116 |
$466,469.56 |
0.07% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 |
|
912810RT7 |
695,000 |
$462,989.46 |
0.07% |
| U.S. Treasury Note, 2.75%, due 08/15/2032 |
|
91282CFF3 |
510,000 |
$462,257.23 |
0.07% |
| VERISK ANALYTICS INC 5.50%, due 06/15/2045 |
|
92345YAE6 |
510,000 |
$492,635.81 |
0.07% |
| WASTE MANAGEMENT INC 4.15%, due 07/15/2049 |
|
94106LBK4 |
535,000 |
$443,596.49 |
0.07% |
| WELLS FARGO & COMPANY Variable rate, due 07/25/2033 |
|
95000U3B7 |
500,000 |
$489,428.30 |
0.07% |
| AMERICAN EXPRESS CO Variable rate, due 10/30/2031 |
|
025816DN6 |
365,000 |
$390,228.62 |
0.06% |
| ARTHUR J GALLAGHER & CO 6.50%, due 02/15/2034 |
|
04316JAF6 |
395,000 |
$423,686.14 |
0.06% |
| ARTHUR J GALLAGHER & CO 6.75%, due 02/15/2054 |
|
04316JAG4 |
380,000 |
$419,950.53 |
0.06% |
| Bank Series 2020-BN29, Class XA, Variable rate, due 11/15/2053 |
|
06541TBL2 |
6,945,337 |
$404,413.80 |
0.06% |
| BENCHMARK Mortgage Trust Series 2020-B21, Class XA, Variable rate, due 12/17/2053 |
|
08163LAL3 |
6,362,579 |
$371,817.65 |
0.06% |
| BRAVO Residential Funding Trust Series 2019-1, Class A3, 3.50%, due 03/25/2058 |
|
10568GAG2 |
500,000 |
$424,209.50 |
0.06% |
| COMM Mortgage Trust Series 2016-DC2, Class A4, 3.497%, due 02/10/2049 |
|
12594CBE9 |
375,834 |
$373,235.81 |
0.06% |
| Credit Suisse Mortgage Trust Series 2021-RPL6, Class A1, Variable rate, due 10/25/2060 |
|
12657GAA3 |
420,214 |
$377,567.65 |
0.06% |
| CRH AMERICA FINANCE INC 3.95%, due 04/04/2028 |
|
12636YAC6 |
430,000 |
$420,554.18 |
0.06% |
| Fannie Mae FN 310208, 3%, due 03/01/2048 |
|
31374CR57 |
498,291 |
$429,629.05 |
0.06% |
| Fannie Mae FN 310211, 3.50%, due 07/01/2048 |
|
31374CR81 |
477,689 |
$428,711.90 |
0.06% |
| FHLMC Multifamily Structured Pass Through Certs. Series K103, Class A1, 2.312%, due 06/25/2029 |
|
3137FQKM4 |
431,801 |
$413,098.96 |
0.06% |
| Freddie Mac - SCRT Series 2019-4, Class MA, 3%, due 02/25/2059 |
|
35563PML0 |
417,242 |
$385,773.30 |
0.06% |
| Freddie Mac Multiclass Certificates Series 2020-RR07, Class BX, Variable rate, due 10/27/2028 |
|
3137FRVE8 |
5,795,000 |
$410,639.90 |
0.06% |
| Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050 |
|
3137FQVN0 |
411,035 |
$400,028.93 |
0.06% |
| HYATT HOTELS CORP 5.75%, due 01/30/2027 |
|
448579AQ5 |
405,000 |
$411,212.28 |
0.06% |
| NASDAQ INC 5.55%, due 02/15/2034 |
|
63111XAJ0 |
400,000 |
$407,120.96 |
0.06% |
| ORACLE CORP 6.25%, due 11/09/2032 |
|
68389XCJ2 |
400,000 |
$424,726.19 |
0.06% |
| SYNOPSYS INC 4.85%, due 04/01/2030 |
|
871607AC1 |
400,000 |
$398,915.48 |
0.06% |
| T-MOBILE USA INC 3.50%, due 04/15/2031 |
|
87264ABW4 |
405,000 |
$372,741.84 |
0.06% |
| TRUIST FINANCIAL CORP Variable rate, due 01/26/2029 |
|
89788MAL6 |
385,000 |
$385,786.20 |
0.06% |
| ABBVIE INC 4.40%, due 11/06/2042 |
|
00287YAM1 |
395,000 |
$348,489.56 |
0.05% |
| AMERICAN WATER CAPITAL CORP 4.30%, due 12/01/2042 |
|
03040WAJ4 |
370,000 |
$319,438.17 |
0.05% |
| AT&T INC 4.75%, due 05/15/2046 |
|
00206RCQ3 |
405,000 |
$352,887.83 |
0.05% |
| BERRY GLOBAL INC 5.65%, due 01/15/2034 |
|
08576PAQ4 |
300,000 |
$305,890.66 |
0.05% |
| Chase Mortgage Finance Corporation Series 2019-ATR2, Class B2, Variable rate, due 07/25/2049 |
|
16159GAZ2 |
388,213 |
$356,917.32 |
0.05% |
| CONSTELLATION BRANDS INC 4.50%, due 05/09/2047 |
|
21036PAT5 |
425,000 |
$349,990.39 |
0.05% |
| Fannie Mae FN BM7521, 3.50%, due 10/01/2048 |
|
3140JCLB8 |
360,331 |
$327,420.64 |
0.05% |
| Fannie Mae FN FM9712, 3.50%, due 11/01/2050 |
|
3140XDYJ9 |
368,550 |
$336,883.62 |
0.05% |
| Fannie Mae Series 2020-47, Class FA, Variable rate, due 07/25/2050 |
|
3136BATB0 |
339,073 |
$330,554.21 |
0.05% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-2, Class A, Variable rate, due 08/01/2054 |
|
307910AC3 |
342,360 |
$335,151.59 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series K104, Class XAM, Variable rate, due 01/25/2030 |
|
3137FREM9 |
5,200,000 |
$307,258.64 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series K118, Class X1, Variable rate, due 09/25/2030 |
|
3137F62P1 |
8,393,928 |
$356,725.13 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-165, Class XAM, Variable rate, due 09/25/2034 |
|
3137HHJ44 |
4,437,000 |
$318,419.53 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 |
|
3137F84T7 |
9,754,968 |
$369,014.82 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ51, Class A2, Variable rate, due 01/25/2032 |
|
3137HH6L0 |
325,000 |
$324,777.93 |
0.05% |
| LLOYDS BANKING GROUP PLC Variable rate, due 01/05/2035 |
|
53944YAX1 |
345,000 |
$347,500.70 |
0.05% |
| MCDONALD'S CORP 4.875%, due 12/09/2045 |
|
58013MFA7 |
345,000 |
$311,916.39 |
0.05% |
| Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 |
|
59166DAA5 |
357,014 |
$344,000.03 |
0.05% |
| MONDELEZ INTERNATIONAL 2.625%, due 09/04/2050 |
|
609207AW5 |
600,000 |
$353,758.31 |
0.05% |
| NORTHROP GRUMMAN CORP 5.15%, due 05/01/2040 |
|
666807BT8 |
370,000 |
$357,399.95 |
0.05% |
| Pagaya AI Debt Selection Trust Series 2024-8, Class A, 5.331%, due 01/15/2032 |
|
69544QAA8 |
322,404 |
$323,924.84 |
0.05% |
| PNC FINANCIAL SERVICES Variable rate, due 10/21/2032 |
|
693475CA1 |
365,000 |
$358,882.42 |
0.05% |
| Porsche Innovative Lease Owner Trust Series 2024-1A, Class A3, 4.67%, due 11/22/2027 |
|
73328AAD1 |
355,000 |
$356,330.61 |
0.05% |
| U.S. Treasury Bond, 3.375%, due 11/15/2048 |
|
912810SE9 |
395,000 |
$318,044.43 |
0.05% |
| UNITEDHEALTH GROUP INC 5.875%, due 02/15/2053 |
|
91324PES7 |
365,000 |
$368,472.14 |
0.05% |
| VERALTO CORP 5.45%, due 09/18/2033 |
|
92338CAF0 |
345,000 |
$349,305.88 |
0.05% |
| WELLS FARGO & COMPANY Variable rate, due 08/15/2026 |
|
95000U3C5 |
360,000 |
$359,680.08 |
0.05% |
| Wells Fargo Commercial Mortgage Trust Series 2017-C41, Class XA, Variable rate, due 11/15/2050 |
|
95001ABE5 |
12,838,363 |
$311,307.19 |
0.05% |
| ASHTEAD CAPITAL INC 5.80%, due 04/15/2034 |
|
045054AS2 |
250,000 |
$251,011.23 |
0.04% |
| AT&T INC 3.65%, due 09/15/2059 |
|
00206RLV2 |
355,000 |
$239,571.55 |
0.04% |
| BACARDI LTD / MARTINI BV 5.25%, due 01/15/2029 |
|
05635JAA8 |
240,000 |
$240,786.04 |
0.04% |
| Capital Street Master Trust Series 2024-1, Class A, Variable rate, due 10/18/2028 |
|
14051LAA0 |
250,000 |
$250,225.45 |
0.04% |
| CFCRE Commercial Mortgage Trust Series 2017-C8, Class ASB, 3.3674%, due 06/15/2050 |
|
12532CAY1 |
259,178 |
$256,009.77 |
0.04% |
| Chase Auto Owner Trust Series 2024-4A, Class A4, 4.95%, due 03/25/2030 |
|
16144YAD0 |
250,000 |
$253,314.25 |
0.04% |
| Chase Auto Owner Trust Series 2024-5A, Class A3, 4.60%, due 08/27/2029 |
|
16144QAC9 |
300,000 |
$297,834.40 |
0.04% |
| CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 |
|
21873LAA1 |
281,908 |
$272,537.16 |
0.04% |
| CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 |
|
21873BAA3 |
285,240 |
$270,723.97 |
0.04% |
| Credit Suisse Mortgage Trust Series 2018-RPL9, Class A, Variable rate, due 09/25/2057 |
|
12654PAE8 |
312,806 |
$299,669.75 |
0.04% |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 |
|
31573TAD0 |
289,000 |
$266,663.07 |
0.04% |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 |
|
3140FXGR7 |
263,768 |
$259,104.75 |
0.04% |
| Fannie Mae Series 2013-136, Class DZ, 3%, due 01/25/2044 |
|
3136AHVZ0 |
274,109 |
$246,275.32 |
0.04% |
| Fannie Mae Series 2018-45, Class FT, Variable rate, due 06/25/2048 |
|
3136B2GN6 |
287,038 |
$278,328.07 |
0.04% |
| Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053 |
|
3136BRLB1 |
338,882 |
$289,644.03 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K104, Class X1, Variable rate, due 01/25/2030 |
|
3137FREK3 |
6,713,352 |
$296,362.26 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031 |
|
3137H73N1 |
270,768 |
$244,907.66 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 |
|
3137FFXM4 |
16,684,493 |
$251,642.20 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ52, Class A2, 4.758%, due 01/25/2032 |
|
3137HHUT6 |
300,000 |
$300,010.47 |
0.04% |
| HCA INC 4.625%, due 03/15/2052 |
|
404119CL1 |
335,000 |
$266,328.73 |
0.04% |
| HCA INC 5.125%, due 06/15/2039 |
|
404119BY4 |
305,000 |
$279,544.10 |
0.04% |
| JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 |
|
46591DBF5 |
251,340 |
$241,964.08 |
0.04% |
| KEURIG DR PEPPER INC 4.50%, due 04/15/2052 |
|
49271VAR1 |
315,000 |
$263,233.28 |
0.04% |
| New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048 |
|
64828FCQ3 |
273,638 |
$267,802.01 |
0.04% |
| Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061 |
|
67115DAA0 |
296,114 |
$245,507.32 |
0.04% |
| Porsche Innovative Lease Owner Trust Series 2024-2A, Class A3, 4.84%, due 10/20/2027 |
|
73328NAE1 |
255,000 |
$254,809.85 |
0.04% |
| PRP Advisors, LLC Series 2024-RPL2, Class A1, Variable rate, due 05/25/2054 |
|
69381DAA3 |
246,506 |
$237,751.49 |
0.04% |
| PRP Advisors, LLC Series 2024-RPL3, Class A1, Variable rate, due 11/25/2054 |
|
69381LAA5 |
258,673 |
$250,931.35 |
0.04% |
| U.S. Treasury Bond, 4%, due 11/15/2042 |
|
912810TM0 |
300,000 |
$277,605.47 |
0.04% |
| U.S. Treasury Bond, 4%, due 11/15/2052 |
|
912810TL2 |
300,000 |
$268,605.47 |
0.04% |
| U.S. Treasury Bond, 4.375%, due 08/15/2043 |
|
912810TU2 |
300,000 |
$290,261.72 |
0.04% |
| U.S. Treasury Bond, 4.50%, due 08/15/2039 |
|
912810QC5 |
300,000 |
$300,164.06 |
0.04% |
| VERIZON COMMUNICATIONS 4.50%, due 08/10/2033 |
|
92343VEA8 |
305,000 |
$290,849.73 |
0.04% |
| Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065 |
|
92838WAD6 |
270,000 |
$263,390.59 |
0.04% |
| WILLIS NORTH AMERICA INC 4.65%, due 06/15/2027 |
|
970648AL5 |
285,000 |
$284,789.12 |
0.04% |
| Arroyo Mortgage Trust Series 2020-1, Class A1A, 1.662%, due 03/25/2055 |
|
04285CAA9 |
184,873 |
$175,733.50 |
0.03% |
| Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063 |
|
06540JBM3 |
4,884,796 |
$219,655.61 |
0.03% |
| BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057 |
|
09660QAU8 |
5,824,000 |
$215,831.62 |
0.03% |
| BRAVO Residential Funding Trust Series 2019-2, Class A3, Variable rate, due 10/25/2044 |
|
10568LAL0 |
195,247 |
$185,999.17 |
0.03% |
| CCL INDUSTRIES INC 3.25%, due 10/01/2026 |
|
124900AB7 |
175,000 |
$171,383.55 |
0.03% |
| CENTERPOINT ENER HOUSTON 3.35%, due 04/01/2051 |
|
15189XAW8 |
285,000 |
$197,809.67 |
0.03% |
| Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 |
|
21872UAC8 |
186,986 |
$172,770.73 |
0.03% |
| COMM Mortgage Trust Series 2024-277P, Class X, Variable rate, due 08/10/2044 |
|
12654FAC4 |
7,850,000 |
$227,395.66 |
0.03% |
| Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 |
|
12596XAA0 |
219,540 |
$209,629.78 |
0.03% |
| CROWN CASTLE INC 4.45%, due 02/15/2026 |
|
22822VAB7 |
175,000 |
$174,541.62 |
0.03% |
| CSX CORP 5.50%, due 04/15/2041 |
|
126408GU1 |
170,000 |
$171,105.27 |
0.03% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 12/01/2051 |
|
01F022642 |
249,000 |
$205,836.40 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K094, Class XAM, Variable rate, due 06/25/2029 |
|
3137FMU42 |
4,950,000 |
$219,064.73 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K097, Class X1, Variable rate, due 07/25/2029 |
|
3137FNX70 |
5,330,443 |
$211,877.64 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class A3, 3.794%, due 01/25/2034 |
|
3137FL2M5 |
217,105 |
$203,502.74 |
0.03% |
| Freddie Mac - SLST Series 2018-2, Class A2, 3.50%, due 11/25/2028 |
|
35564CAP2 |
232,804 |
$224,515.92 |
0.03% |
| GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class A3, Variable rate, due 09/27/2060 |
|
36259WAC5 |
207,661 |
$198,464.28 |
0.03% |
| HOWMET AEROSPACE INC 5.95%, due 02/01/2037 |
|
013817AK7 |
190,000 |
$197,781.26 |
0.03% |
| HUNTINGTON BANCSHARES Variable rate, due 01/15/2031 |
|
446150BE3 |
230,000 |
$231,181.16 |
0.03% |
| INFOR INC 1.75%, due 07/15/2025 |
|
45674CAA1 |
175,000 |
$172,879.41 |
0.03% |
| U.S. Treasury Bond, 2.25%, due 05/15/2041 |
|
912810SY5 |
300,000 |
$220,224.61 |
0.03% |
| UNION PACIFIC CORP 3.20%, due 05/20/2041 |
|
907818FT0 |
295,000 |
$224,985.90 |
0.03% |
| US BANCORP Variable rate, due 07/23/2030 |
|
91159HJS0 |
230,000 |
$231,165.12 |
0.03% |
| VERIZON COMMUNICATIONS 4.862%, due 08/21/2046 |
|
92343VCK8 |
225,000 |
$200,444.87 |
0.03% |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class AS, Variable rate, due 05/15/2053 |
|
03881BAJ2 |
125,000 |
$112,529.36 |
0.02% |
| Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class XA, Variable rate, due 05/15/2053 |
|
03881BAW3 |
3,187,495 |
$120,627.57 |
0.02% |
| Fannie Mae Series 2019-33, Class F, Variable rate, due 07/25/2049 |
|
3136B47H5 |
143,953 |
$140,528.95 |
0.02% |
| Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029 |
|
35564CEE3 |
164,658 |
$155,775.50 |
0.02% |
| GE HEALTHCARE TECH INC 5.905%, due 11/22/2032 |
|
36267VAK9 |
125,000 |
$131,351.66 |
0.02% |
| INTERCONTINENTALEXCHANGE 4.95%, due 06/15/2052 |
|
45866FAX2 |
170,000 |
$153,009.18 |
0.02% |
| JP Morgan Mortgage Trust Series 2019-INV3, Class A3, Variable rate, due 05/25/2050 |
|
46591LAC5 |
170,663 |
$153,139.22 |
0.02% |
| JPMORGAN CHASE & CO Variable rate, due 07/25/2028 |
|
46647PDG8 |
160,000 |
$160,309.26 |
0.02% |
| MARRIOTT INTERNATIONAL 4.625%, due 06/15/2030 |
|
571903BE2 |
170,000 |
$166,917.49 |
0.02% |
| REPUBLIC SERVICES INC 6.20%, due 03/01/2040 |
|
760759AK6 |
115,000 |
$123,940.79 |
0.02% |
| STRYKER CORP 4.10%, due 04/01/2043 |
|
863667AE1 |
185,000 |
$154,335.07 |
0.02% |
| Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048 |
|
95001TAA3 |
126,143 |
$120,308.66 |
0.02% |
| ZOETIS INC 4.45%, due 08/20/2048 |
|
98978VAP8 |
140,000 |
$119,711.11 |
0.02% |
| ARTHUR J GALLAGHER & CO 5.75%, due 07/15/2054 |
|
04316JAJ8 |
40,000 |
$39,363.26 |
0.01% |
| BERRY GLOBAL INC 5.50%, due 04/15/2028 |
|
08576PAK7 |
45,000 |
$45,744.76 |
0.01% |
| Chase Auto Owner Trust Series 2024-1A, Class A4, 5.05%, due 10/25/2029 |
|
16144BAD0 |
95,000 |
$96,339.27 |
0.01% |
| CoreVest American Finance Ltd Series 2020-2, Class A, 3.376%, due 05/15/2052 |
|
21872VAA0 |
59,234 |
$58,961.04 |
0.01% |
| ELEVANCE HEALTH INC 5.70%, due 02/15/2055 |
|
036752BE2 |
100,000 |
$97,259.60 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K101, Class X1, Variable rate, due 10/25/2029 |
|
3137FQ4B6 |
1,174,366 |
$37,806.24 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K143, Class XAM, Variable rate, due 04/25/2055 |
|
3137H74E0 |
1,776,500 |
$43,015.46 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class X1, Variable rate, due 07/25/2035 |
|
3137FWHG8 |
400,283 |
$38,215.69 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 |
|
3137HH6B2 |
919,000 |
$50,677.06 |
0.01% |
| Gracie Point International Funding Series 2024-1A, Class A, Variable rate, due 03/01/2028 |
|
38410KAA7 |
100,000 |
$100,240.56 |
0.01% |
| IQVIA INC 5.70%, due 05/15/2028 |
|
46266TAB4 |
65,000 |
$66,286.68 |
0.01% |
| OSCAR US Funding Trust Series 2024-2A, Class A3, 4.47%, due 03/12/2029 |
|
68784BAC8 |
100,000 |
$99,526.54 |
0.01% |
| 2025-03-21 US LONG BOND(CBT) Jun25 C 124 |
|
|
-10 |
$0.00 |
0.00% |
| 2025-03-21 US LONG BOND(CBT) Jun25 P 116 |
|
|
-11 |
($3,953.13) |
0.00% |
| 2025-03-21 US ULTRA BOND CBT Jun25 C 122 |
|
|
-5 |
($4,921.88) |
0.00% |
| 2025-04-25 US 10yr Ultra Fut Jun25 C 114 |
|
|
-5 |
($5,000.00) |
0.00% |
| 2025-04-25 US LONG BOND(CBT) Jun25 P 115 |
|
|
-10 |
($10,000.00) |
0.00% |
| 2025-05-23 US 10YR NOTE (CBT)Jun25 C 111.50 |
|
|
-29 |
($25,375.00) |
0.00% |
| 2025-05-23 US 10YR NOTE (CBT)Jun25 P 106 |
|
|
-27 |
($2,531.25) |
0.00% |
| 2025-05-23 US 2YR NOTE (CBT) Jun25 C 103.50 |
|
|
-10 |
($6,093.76) |
0.00% |
| 2025-05-23 US 2YR NOTE (CBT) Jun25 P 102.25 |
|
|
-45 |
($2,109.42) |
0.00% |
| 2025-05-23 US 2YR NOTE (CBT) Jun25 P 102.50 |
|
|
-20 |
($1,875.00) |
0.00% |
| 2025-05-23 US 2YR NOTE (CBT) Jun25 P 102.63 |
|
|
-10 |
($1,250.00) |
0.00% |
| 2025-05-23 US 2YR NOTE (CBT) Jun25 P 102.75 |
|
|
-165 |
($25,781.25) |
0.00% |
| 2025-05-23 US 5YR NOTE (CBT) Jun25 C 107.50 |
|
|
-20 |
($18,437.50) |
0.00% |
| 2025-05-23 US 5YR NOTE (CBT) Jun25 C 108.50 |
|
|
-12 |
($6,281.26) |
0.00% |
| 2025-05-23 US 5YR NOTE (CBT) Jun25 P 105 |
|
|
-39 |
($3,046.88) |
0.00% |
| 2025-05-23 US LONG BOND(CBT) Jun25 C 124 |
|
|
-22 |
($9,625.00) |
0.00% |
| 2025-05-23 US LONG BOND(CBT) Jun25 P 106 |
|
|
-70 |
($7,656.25) |
0.00% |
| 2025-05-23 US LONG BOND(CBT) Jun25 P 107 |
|
|
-20 |
($2,812.50) |
0.00% |
| 2025-05-23 US LONG BOND(CBT) Jun25 P 116 |
|
|
-9 |
($17,437.50) |
0.00% |
| 2025-05-23 US ULTRA BOND CBT Jun25 C 128 |
|
|
-2 |
($2,312.50) |
0.00% |
| 2025-05-23 US ULTRA BOND CBT Jun25 P 119 |
|
|
-3 |
($5,156.25) |
0.00% |
| 2025-08-22 US 10YR NOTE (CBT)Sep25 C 114.50 |
|
|
-45 |
($29,531.25) |
0.00% |
| 2025-08-22 US 10YR NOTE (CBT)Sep25 P 107 |
|
|
-32 |
($17,500.00) |
0.00% |
| 2025-08-22 US 5YR NOTE (CBT) Sep25 C 109 |
|
|
-20 |
($14,843.76) |
0.00% |
| 2025-08-22 US 5YR NOTE (CBT) Sep25 P 106 |
|
|
-23 |
($12,218.75) |
0.00% |
| 2025-08-22 US 5YR NOTE (CBT) Sep25 P 106.50 |
|
|
-20 |
($13,750.00) |
0.00% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 128 |
|
|
-10 |
($6,562.50) |
0.00% |
| 2025-08-22 US LONG BOND(CBT) Sep25 P 108 |
|
|
-43 |
($31,578.13) |
0.00% |
| CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 |
|
161175AY0 |
11,000 |
$10,987.03 |
0.00% |
| Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 |
|
01F030652 |
26,000 |
$22,405.82 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K736, Class X1, Variable rate, due 07/25/2026 |
|
3137FNWZ9 |
1,353,952 |
$16,982.35 |
0.00% |
| FIDELITY NATL INFO SERV 5.10%, due 07/15/2032 |
|
31620MBY1 |
30,000 |
$29,943.00 |
0.00% |
| Freddie Mac - SCRT Series 2018-2, Class MA, 3.50%, due 11/25/2057 |
|
35563PFG9 |
0 |
$0.02 |
0.00% |
| Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 |
|
35563PHF9 |
0 |
$0.03 |
0.00% |
| Freddie Mac - SCRT Series 2019-3, Class MA, 3.50%, due 10/25/2058 |
|
35563PLH0 |
0 |
$0.01 |
0.00% |
| TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 |
|
893045AE4 |
30,000 |
$29,942.63 |
0.00% |
| US 10YR NOTE (CBT)Jun25 |
TYM5 |
|
99 |
$10,953,421.88 |
0.00% |
| US 10yr Ultra Fut Jun25 |
UXYM5 |
|
-160 |
($18,170,000.00) |
0.00% |
| US 2YR NOTE (CBT) Jun25 |
TUM5 |
|
590 |
$122,033,203.42 |
0.00% |
| US 5YR NOTE (CBT) Jun25 |
FVM5 |
|
235 |
$25,308,398.56 |
0.00% |
| US LONG BOND(CBT) Jun25 |
USM5 |
|
234 |
$27,319,500.00 |
0.00% |
| US ULTRA BOND CBT Jun25 |
WNM5 |
|
137 |
$16,731,125.00 |
0.00% |
| 2025-04-25 US LONG BOND(CBT) Jun25 P 116 |
|
|
-64 |
($89,000.00) |
-0.01% |
| 2025-05-23 US 10YR NOTE (CBT)Jun25 C 112 |
|
|
-82 |
($58,937.50) |
-0.01% |
| 2025-05-23 US 5YR NOTE (CBT) Jun25 C 109 |
|
|
-110 |
($42,109.42) |
-0.01% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 120 |
|
|
-45 |
($95,625.00) |
-0.01% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 122 |
|
|
-48 |
($76,500.00) |
-0.01% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 124 |
|
|
-61 |
($72,437.50) |
-0.01% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 P 95 |
|
|
-100 |
($40,000.00) |
-0.01% |
| 2025-04-25 US LONG BOND(CBT) Jun25 C 118 |
|
|
-88 |
($108,625.02) |
-0.02% |
| 2025-05-23 US LONG BOND(CBT) Jun25 C 122 |
|
|
-155 |
($111,406.25) |
-0.02% |
| 2025-05-23 US LONG BOND(CBT) Jun25 C 119 |
|
|
-168 |
($238,875.04) |
-0.04% |
| 2025-08-22 US LONG BOND(CBT) Sep25 P 110 |
|
|
-268 |
($297,312.51) |
-0.04% |
| 2025-05-23 US LONG BOND(CBT) Jun25 C 120 |
|
|
-368 |
($419,750.02) |
-0.06% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2037 |
|
01F032443 |
-1,054,000 |
($1,010,567.51) |
-0.15% |
| Fannie Mae or Freddie Mac TBA, 5%, due 09/01/2054 |
|
01F050650 |
-1,345,000 |
($1,312,794.06) |
-0.19% |
| US Dollar |
$USD |
|
-9,713,794 |
($9,713,794.47) |
-1.44% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2054 |
|
01F042657 |
-14,626,000 |
($13,936,840.29) |
-2.06% |
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.
|
|
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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