Holdings of the Fund as of 3/4/2026
Total Number of Holdings (excluding cash): 302
| RCO Mortgage LLC Series 2025-4, Class A2, Variable rate, due 10/25/2030 |
|
74939VAB8 |
4,150,000 |
$4,167,633.35 |
1.96% |
| UNITK 2026-1A C 7.653%, due 02/25/2056 |
|
49459AAE0 |
3,500,000 |
$3,565,576.00 |
1.68% |
| REMIC FUNDING TRUST 98-1 Series 2025-3, Class B, 7.749%, due 12/27/2056 |
|
75806GAB8 |
3,505,000 |
$3,549,504.03 |
1.67% |
| New Residential Mortgage Loan Trust Series 2023-NQM1, Class B2, Variable rate, due 10/25/2063 |
|
64831HAF0 |
3,545,000 |
$3,523,396.46 |
1.66% |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-1A, Class E, 11.066%, due 01/25/2035 |
|
76100NAB4 |
3,500,000 |
$3,500,000.00 |
1.65% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
3,368,000 |
$3,205,099.61 |
1.51% |
| VCAT Asset Securitization, LLC Series 2026-NPL2, Class A1, Variable rate, due 02/25/2056 |
|
921968AA1 |
2,950,000 |
$2,956,874.39 |
1.39% |
| Golub Capital Partners CLO, LTD Series 2022-60A, Class ER, Variable rate, due 10/25/2034 |
|
381734AE2 |
3,000,000 |
$2,934,766.29 |
1.38% |
| Freddie Mac - STACR Series 2022-HQA1, Class B2, Variable rate, due 03/25/2042 |
|
35564KUL1 |
2,500,000 |
$2,734,940.00 |
1.29% |
| GLS Auto Select Receivables Trust Series 2025-4A, Class D, 5.61%, due 01/18/2033 |
|
36273DAE5 |
2,700,000 |
$2,751,347.52 |
1.29% |
| VB-S1 Issuer LLC Series 2025-1A, Class D, 9.383%, due 08/16/2055 |
|
92535VAW2 |
2,500,000 |
$2,587,859.00 |
1.22% |
| CarMax Select Receivables Trust Series 2025-B, Class E, 6.89%, due 09/15/2032 |
|
14320BAG4 |
2,350,000 |
$2,391,592.42 |
1.12% |
| Flagship Credit Auto Trust Series 2024-1, Class D, 6.30%, due 04/15/2030 |
|
33843VAL7 |
2,300,000 |
$2,271,626.51 |
1.07% |
| Freddie Mac - STACR Series 2021-HQA1, Class B2, Variable rate, due 08/25/2033 |
|
35564KCP2 |
1,850,000 |
$2,196,375.13 |
1.03% |
| Credit Suisse Mortgage Trust Series 2021-NQM7, Class B2, Variable rate, due 10/25/2066 |
|
12662QAF3 |
2,300,000 |
$2,038,170.54 |
0.96% |
| Fanniemae-Aces Series 2026-M4, Class Z, 2.8864%, due 04/25/2052 |
|
3136BYH39 |
3,100,000 |
$2,012,760.25 |
0.95% |
| Island Finance Trust 2025-1 Series 2025-1A, Class A, 6.54%, due 03/19/2035 |
|
463920AA6 |
2,000,000 |
$2,016,157.20 |
0.95% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF1, Class A3, Variable rate, due 01/25/2054 |
|
693581AC4 |
2,066,000 |
$2,030,842.46 |
0.95% |
| Great Wolf Trust Series 2024-WOLF, Class A, Variable rate, due 03/15/2039 |
|
39152MAA3 |
2,000,000 |
$2,001,548.40 |
0.94% |
| Honda Auto Receivables Owner Trust Series 2023-1, Class A4, 4.97%, due 06/21/2029 |
|
43815JAD5 |
2,000,000 |
$2,008,201.20 |
0.94% |
| Pagaya AI Debt Selection Trust Series 2026-1, Class E, 9.232%, due 09/15/2033 |
|
694964AA5 |
2,000,000 |
$2,001,604.20 |
0.94% |
| U.S. Treasury Bill, 0%, due 03/24/2026 |
|
912797TA5 |
2,000,000 |
$1,996,163.06 |
0.94% |
| U.S. Treasury Bill, 0%, due 03/26/2026 |
|
912797SC2 |
2,000,000 |
$1,995,762.98 |
0.94% |
| U.S. Treasury Bill, 0%, due 04/09/2026 |
|
912797SL2 |
2,000,000 |
$1,992,931.46 |
0.94% |
| VB-S1 Issuer LLC Series 2025-1A, Class B, 5.602%, due 08/16/2055 |
|
92535VAS1 |
2,000,000 |
$2,009,739.40 |
0.94% |
| Velocity Commercial Capital Loan Trust Series 2026-MC1, Class A2, Variable rate, due 01/01/2056 |
|
91826LAB0 |
2,000,000 |
$2,000,711.60 |
0.94% |
| SWCH Commercial Mortgage Trust Series 2025-DATA, Class A, Variable rate, due 02/15/2042 |
|
78489CAA7 |
2,000,000 |
$1,984,265.20 |
0.93% |
| Easy Street Mortgage Loan Trust Series 2025-RTL2, Class A1, Variable rate, due 10/25/2040 |
|
27786YAA6 |
1,950,000 |
$1,958,328.45 |
0.92% |
| Freddie Mac Series 5325, Class SA, Variable rate, due 11/25/2052 |
|
3137HABM7 |
1,998,349 |
$1,901,537.95 |
0.89% |
| GS Mortgage Securities Trust Series 2024-FAIR, Class E, Variable rate, due 07/15/2029 |
|
36270JAJ4 |
1,830,000 |
$1,845,082.32 |
0.87% |
| GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class B1, Variable rate, due 09/27/2060 |
|
36259WAE1 |
1,795,000 |
$1,765,038.40 |
0.83% |
| MCR Mortgage Trust Series 2024-TWA, Class F, 10.382%, due 06/12/2039 |
|
582923AF5 |
1,715,000 |
$1,747,529.95 |
0.82% |
| Ellington Financial Mortgage Trust Series 2025-RTL1, Class M1, Variable rate, due 11/25/2040 |
|
26846FAC3 |
1,673,000 |
$1,678,920.91 |
0.79% |
| GNMA Series 2025-206, Class IO, Variable rate, due 04/16/2064 |
|
38383JCS2 |
26,756,381 |
$1,624,789.24 |
0.76% |
| GNMA Series 2021-31, Class IO, Variable rate, due 01/16/2061 |
|
38380RVN7 |
22,121,346 |
$1,551,456.26 |
0.73% |
| Exeter Select Automobile Receivables Trust Series 2025-3, Class D, 5.54%, due 05/17/2032 |
|
30185FAF7 |
1,500,000 |
$1,525,657.05 |
0.72% |
| BX Trust Series 2025-VOLT, Class A, Variable rate, due 12/15/2044 |
|
05619PAA4 |
1,500,000 |
$1,501,746.00 |
0.71% |
| Verus Securitization Trust Series 2024-7, Class B2, Variable rate, due 09/25/2069 |
|
924925AH3 |
1,500,000 |
$1,509,136.50 |
0.71% |
| GNMA Series 2025-21, Class IO, Variable rate, due 04/16/2065 |
|
38381L5V0 |
20,948,713 |
$1,480,893.84 |
0.70% |
| Pagaya AI Debt Selection Trust Series 2025-7, Class E, 8.89%, due 05/15/2033 |
|
69549DAA2 |
1,500,000 |
$1,489,530.45 |
0.70% |
| Deephaven Residential Mortgage Trust Series 2021-1, Class B2, Variable rate, due 05/25/2065 |
|
24380VAF8 |
1,535,000 |
$1,414,844.19 |
0.67% |
| GNMA Series 2024-47, Class AI, 0.75%, due 06/16/2064 |
|
38381LAV4 |
27,374,212 |
$1,425,596.95 |
0.67% |
| FHLMC Multifamily Structured Pass Through Certs. Series K124, Class X1, Variable rate, due 12/25/2030 |
|
3137F9YZ8 |
49,015,235 |
$1,411,643.67 |
0.66% |
| Freddie Mac Series 5508, Class FE, Variable rate, due 02/25/2055 |
|
3137HJGG6 |
1,379,399 |
$1,400,441.66 |
0.66% |
| BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034 |
|
05608BAA8 |
1,382,973 |
$1,377,164.81 |
0.65% |
| PMT Loan Trust Series 2026-INV1, Class A36, Variable rate, due 01/25/2057 |
|
73015LBP7 |
1,381,995 |
$1,386,252.69 |
0.65% |
| GNMA TBA, 5%, due 11/01/2055 |
|
21H050656 |
1,355,000 |
$1,352,860.55 |
0.64% |
| Freddie Mac Series 5502, Class FD, Variable rate, due 02/25/2055 |
|
3137HJSW8 |
1,289,481 |
$1,308,456.15 |
0.62% |
| GNMA TBA, 5.50%, due 08/01/2055 |
|
21H052652 |
1,290,000 |
$1,303,075.83 |
0.61% |
| COLT Funding LLC Series 2021-5, Class B2, Variable rate, due 11/26/2066 |
|
12598RAF0 |
1,485,000 |
$1,285,102.07 |
0.60% |
| Fidelis Mortgage Trust Series 2025-RTL2, Class A1, Variable rate, due 07/25/2040 |
|
31575JAB4 |
1,260,000 |
$1,266,571.40 |
0.60% |
| Freddie Mac Series 5266, Class FA, Variable rate, due 09/25/2052 |
|
3137H9AD1 |
1,283,981 |
$1,282,720.03 |
0.60% |
| GNMA Series 2024-79, Class VB, Variable rate, due 05/20/2054 |
|
38384PKG4 |
1,293,217 |
$1,268,311.03 |
0.60% |
| JP Morgan Mortgage Trust Series 2021-12, Class B5, Variable rate, due 02/25/2052 |
|
46592WCG9 |
1,521,250 |
$1,250,885.35 |
0.59% |
| Exeter Automobile Receivables Trust Series 2024-2A, Class E, 7.98%, due 10/15/2031 |
|
30166DAG3 |
1,154,000 |
$1,212,428.17 |
0.57% |
| GNMA Series 2053-153, Class IO, Variable rate, due 09/16/2067 |
|
38383JCQ6 |
15,927,495 |
$1,195,199.24 |
0.56% |
| Gracie Point International Funding Series 2025-1A, Class D, Variable rate, due 08/15/2028 |
|
38411WAD4 |
1,200,000 |
$1,200,767.28 |
0.56% |
| MFRA Trust Series 2024-RTL3, Class A1, Variable rate, due 11/25/2039 |
|
59319PAA4 |
1,170,000 |
$1,176,291.56 |
0.55% |
| Freddie Mac - SCRT Series 2017-4, Class M, Variable rate, due 06/25/2057 |
|
35563PDJ5 |
1,154,412 |
$1,148,732.43 |
0.54% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-1A, Class A, 5.044%, due 06/27/2033 |
|
76089YAA7 |
1,147,035 |
$1,152,300.54 |
0.54% |
| GS Mortgage-Backed Securities Trust Series 2022-LTV1, Class A14, Variable rate, due 06/25/2052 |
|
36266VAR5 |
1,500,000 |
$1,122,646.20 |
0.53% |
| Fannie Mae - CAS Series 2025-R03, Class 2A1, Variable rate, due 03/25/2045 |
|
20754VAA5 |
1,105,448 |
$1,111,026.32 |
0.52% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL1, Class A2, Variable rate, due 01/25/2056 |
|
69383TAB4 |
1,100,000 |
$1,098,715.42 |
0.52% |
| GS Mortgage-Backed Securities Trust Series 2025-PJ11, Class A27, Variable rate, due 05/25/2056 |
|
36273RBA1 |
1,070,842 |
$1,074,853.64 |
0.51% |
| Preston Ridge Partners Mortgage Trust Series 2025-3, Class A1, Variable rate, due 05/25/2030 |
|
74449DAA3 |
1,060,081 |
$1,060,105.35 |
0.50% |
| Pretium Mortgage Credit Partners LLC Series 2026-NPL2, Class A1, Variable rate, due 02/25/2056 |
|
69393DAA9 |
1,067,986 |
$1,065,742.03 |
0.50% |
| BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 |
|
12430BAE0 |
1,000,000 |
$1,052,051.40 |
0.49% |
| Exeter Automobile Receivables Trust Series 2024-1A, Class E, 7.89%, due 08/15/2031 |
|
30167PAG5 |
994,000 |
$1,040,215.83 |
0.49% |
| Exeter Automobile Receivables Trust Series 2025-3A, Class E, 7.52%, due 12/15/2032 |
|
30166XAG9 |
1,000,000 |
$1,041,590.60 |
0.49% |
| GLS Auto Receivables Trust Series 2024-4A, Class E, 7.51%, due 08/15/2031 |
|
36270YAN2 |
1,005,000 |
$1,048,075.31 |
0.49% |
| New Residential Mortgage Loan Trust Series 2019-NQM4, Class B2, Variable rate, due 09/25/2059 |
|
64828EAF2 |
1,080,000 |
$1,037,951.60 |
0.49% |
| Credit Suisse Mortgage Trust Series 2021-NQM8, Class B1, Variable rate, due 10/25/2066 |
|
12659FAE5 |
1,225,000 |
$1,022,499.17 |
0.48% |
| Exeter Automobile Receivables Trust Series 2025-5A, Class D, 5.16%, due 03/15/2032 |
|
30166VAL2 |
1,000,000 |
$1,012,788.50 |
0.48% |
| LMRK Issuer Co. LLC Series 2025-1A, Class A, 5.52%, due 09/15/2055 |
|
50209AAH4 |
1,000,000 |
$1,014,309.80 |
0.48% |
| PRP Advisors, LLC Series 2025-RCF5, Class A3, Variable rate, due 10/25/2055 |
|
69384AAC2 |
1,000,000 |
$1,011,008.50 |
0.48% |
| Freddie Mac - STACR Series 2025-DNA2, Class A1, Variable rate, due 05/25/2045 |
|
35564NHY2 |
1,000,375 |
$1,002,837.12 |
0.47% |
| Homeward Opportunities Fund I Trust Series 2024-RRTL2, Class M1, Variable rate, due 09/25/2039 |
|
43789GAE1 |
1,000,000 |
$1,002,038.30 |
0.47% |
| MFRA Trust Series 2024-RTL3, Class A2, Variable rate, due 11/25/2039 |
|
59319PAB2 |
1,000,000 |
$1,007,730.20 |
0.47% |
| PRP Advisors, LLC Series 2025-6, Class M1, Variable rate, due 08/25/2030 |
|
69395KAC7 |
1,000,000 |
$1,000,792.00 |
0.47% |
| SFO Commerical Mortgage Trust Series 2021-555, Class D, Variable rate, due 05/15/2038 |
|
78432WAG8 |
1,000,000 |
$990,403.20 |
0.47% |
| SKY1 2025-LINE A Series 2025-LINE, Class A, Variable rate, due 04/15/2030 |
|
830941AA8 |
988,779 |
$995,711.12 |
0.47% |
| Towd Point Mortgage Trust Series 2017-4, Class B4, Variable rate, due 06/25/2057 |
|
89173UAH0 |
1,250,000 |
$1,003,362.25 |
0.47% |
| U.S. Treasury Bill, 0%, due 03/17/2026 |
|
912797SZ1 |
1,000,000 |
$998,788.33 |
0.47% |
| U.S. Treasury Bill, 0%, due 03/31/2026 |
|
912797TB3 |
1,000,000 |
$997,374.72 |
0.47% |
| U.S. Treasury Bill, 0%, due 04/02/2026 |
|
912797SD0 |
1,000,000 |
$997,176.67 |
0.47% |
| Whitebox CLO Ltd Series 2025-5A, Class E, Variable rate, due 07/20/2038 |
|
96467NAA1 |
1,000,000 |
$1,004,245.92 |
0.47% |
| Ellington Financial Mortgage Trust Series 2025-NQM6, Class A3, 5.404%, due 12/25/2070 |
|
281916AJ5 |
982,329 |
$984,054.12 |
0.46% |
| Fannie Mae Series 2023-54, Class PO, 0%, due 11/25/2053 |
|
3136BQQZ5 |
1,098,745 |
$972,091.82 |
0.46% |
| Farmer Mac Agricultural Real Estate Trust Series 2025-2, Class B, Variable rate, due 09/25/2055 |
|
30768BAE4 |
1,108,844 |
$969,795.23 |
0.46% |
| GCAT Series 2025-INV5, Class A28, Variable rate, due 12/25/2055 |
|
36173VBA3 |
963,230 |
$968,649.20 |
0.46% |
| JP Morgan Mortgage Trust Series 2026-1, Class A11, Variable rate, due 07/25/2056 |
|
46594NCH5 |
986,263 |
$984,928.63 |
0.46% |
| Magnetite CLO Ltd Series 2024-47A, Class F, Variable rate, due 01/25/2038 |
|
559917AC3 |
1,000,000 |
$979,897.60 |
0.46% |
| PMT Loan Trust Series 2026-J1, Class A25, Variable rate, due 01/25/2057 |
|
73015MBC4 |
979,990 |
$981,119.69 |
0.46% |
| Diameter Capital CLO Series 2022-4A, Class ERR, Variable rate, due 01/15/2039 |
|
25255PAJ2 |
1,000,000 |
$959,375.91 |
0.45% |
| Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 |
|
3136BWAF3 |
963,229 |
$963,045.30 |
0.45% |
| GNMA Series 2025-164, Class PO, 0%, due 08/20/2054 |
|
38381UKH4 |
1,180,329 |
$954,638.51 |
0.45% |
| Magnetite CLO Ltd Series 2019-23A, Class ER2, Variable rate, due 01/25/2035 |
|
55954RAL4 |
1,000,000 |
$967,961.83 |
0.45% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF1, Class M2, Variable rate, due 01/25/2056 |
|
69383VAD5 |
990,000 |
$953,168.83 |
0.45% |
| Rate Mortgage Trust Series 2025-J3, Class A27, Variable rate, due 11/25/2055 |
|
75410EBC8 |
959,899 |
$965,539.19 |
0.45% |
| AGL CLO Ltd. Series 2022-23A, Class D1R, Variable rate, due 04/20/2038 |
|
00119EAW7 |
1,000,000 |
$939,998.64 |
0.44% |
| Gracie Point International Funding Series 2025-1A, Class A, Variable rate, due 08/15/2028 |
|
38411WAA0 |
920,000 |
$922,133.57 |
0.43% |
| Fannie Mae Series 2025-6, Class LF, Variable rate, due 02/25/2055 |
|
3136BU3V0 |
884,139 |
$896,461.50 |
0.42% |
| Luxury Lease Partners Auto Lease Trust Series 2025-A, Class A, 5.51%, due 03/15/2032 |
|
55069BAA5 |
886,799 |
$888,549.63 |
0.42% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class C, Variable rate, due 03/15/2052 |
|
61768HBB1 |
1,000,000 |
$890,128.30 |
0.42% |
| SG Capital Partners Series 2022-1, Class A1, Variable rate, due 03/27/2062 |
|
78433QAA3 |
931,390 |
$896,944.65 |
0.42% |
| Ellington Financial Mortgage Trust Series 2025-RTL1, Class M2, Variable rate, due 11/25/2040 |
|
26846FAD1 |
860,000 |
$866,333.21 |
0.41% |
| New Residential Mortgage Loan Trust Series 2021-NQ1R, Class B2, Variable rate, due 07/25/2055 |
|
64828BAF8 |
930,000 |
$847,115.05 |
0.40% |
| Fannie Mae - CAS Series 2025-R02, Class 1A1, Variable rate, due 02/25/2045 |
|
20754TAB8 |
822,891 |
$823,950.08 |
0.39% |
| GNMA Series 2025-4, Class FY, Variable rate, due 01/20/2055 |
|
38385CCE6 |
817,324 |
$828,138.52 |
0.39% |
| Mill City Mortgage Trust Series 2019-GS2, Class B2, Variable rate, due 08/25/2059 |
|
59981TAS4 |
1,025,000 |
$826,587.16 |
0.39% |
| New Residential Mortgage Loan Trust Series 2024-NQM1, Class B2, Variable rate, due 03/25/2064 |
|
64828DAF4 |
785,000 |
$810,931.86 |
0.38% |
| Starwood Mortgage Residential Trust Series 2020-3, Class B2, Variable rate, due 04/25/2065 |
|
85573MAF6 |
895,000 |
$801,907.47 |
0.38% |
| Exeter Automobile Receivables Trust Series 2025-2A, Class E, 7.81%, due 10/15/2032 |
|
30168JAG8 |
750,000 |
$787,381.35 |
0.37% |
| Exeter Select Automobile Receivables Trust Series 2025-1, Class D, 6.14%, due 09/15/2031 |
|
30185AAF8 |
750,000 |
$776,849.48 |
0.37% |
| Fannie Mae Series 2023-51, Class PO, 0%, due 11/25/2053 |
|
3136BQPQ6 |
899,600 |
$782,198.08 |
0.37% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class E, 9.218%, due 06/26/2034 |
|
76089LAA5 |
750,000 |
$763,852.64 |
0.36% |
| Toorak Mortgage Corp. Series 2024-2, Class A2, Variable rate, due 10/25/2031 |
|
89055KAB8 |
750,000 |
$757,498.20 |
0.36% |
| Wells Fargo Mortgage Backed Securities Trust Series 2020-1, Class B2, Variable rate, due 12/25/2049 |
|
95002KBJ1 |
857,547 |
$773,477.89 |
0.36% |
| GNMA Series 2025-100, Class JS, Variable rate, due 06/20/2055 |
|
38385G2J7 |
748,182 |
$742,727.58 |
0.35% |
| Ajax Mortgage Loan Trust Series 2021-E, Class A2, Variable rate, due 12/25/2060 |
|
009740AB7 |
913,000 |
$719,099.25 |
0.34% |
| BMO Mortgage Trust Series 2025-C13, Class XA, Variable rate, due 10/15/2058 |
|
05592YAE8 |
9,498,062 |
$733,648.35 |
0.34% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-6A, Class C, 5.534%, due 08/25/2034 |
|
76100JAE7 |
725,000 |
$725,392.23 |
0.34% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2055 |
|
01F052649 |
671,000 |
$679,815.54 |
0.32% |
| Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 |
|
3137HDTC4 |
732,270 |
$688,500.50 |
0.32% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A1, Variable rate, due 06/25/2055 |
|
740936AA7 |
685,239 |
$687,447.23 |
0.32% |
| Homeward Opportunities Fund I Trust Series 2024-RRTL2, Class M2, Variable rate, due 09/25/2039 |
|
43789GAF8 |
654,000 |
$654,416.86 |
0.31% |
| Island Finance Trust 2025-1 Series 2025-1A, Class B, 7.95%, due 03/19/2035 |
|
463920AB4 |
650,000 |
$657,673.77 |
0.31% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C60, Class XA, Variable rate, due 08/15/2054 |
|
95003DBP2 |
10,860,469 |
$631,792.60 |
0.30% |
| BX Trust Series 2025-DELC, Class E, Variable rate, due 12/15/2030 |
|
05594MAJ1 |
600,000 |
$602,554.14 |
0.28% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F032641 |
644,000 |
$600,794.14 |
0.28% |
| Freddie Mac - STACR Series 2025-DNA4, Class M2, Variable rate, due 10/25/2045 |
|
35564UBS5 |
600,000 |
$602,635.02 |
0.28% |
| Onslow Bay Financial LLC Series 2022-NQM2, Class A1B, Variable rate, due 01/25/2062 |
|
67448DAM2 |
620,000 |
$587,323.21 |
0.28% |
| PRP Advisors, LLC Series 2025-RCF6, Class M1, Variable rate, due 12/25/2055 |
|
69393BAD7 |
600,000 |
$599,429.82 |
0.28% |
| RCO Mortgage LLC Series 2025-4, Class A1, Variable rate, due 10/25/2030 |
|
74939VAA0 |
594,264 |
$595,412.05 |
0.28% |
| Verus Securitization Trust Series 2022-1, Class B1, Variable rate, due 01/25/2067 |
|
92538WAE7 |
735,000 |
$600,096.85 |
0.28% |
| Deephaven Residential Mortgage Trust Series 2021-1, Class B1, Variable rate, due 05/25/2065 |
|
24380VAE1 |
626,000 |
$581,430.80 |
0.27% |
| Fannie Mae FN MA4271, 1.50%, due 02/01/2051 |
|
31418DW99 |
740,274 |
$566,790.38 |
0.27% |
| COMM Mortgage Trust Series 2024-CBM, Class G, Variable rate, due 12/10/2041 |
|
12674GAS3 |
600,000 |
$549,171.57 |
0.26% |
| Deephaven Residential Mortgage Trust Series 2021-2, Class M1, Variable rate, due 04/25/2066 |
|
24381WAD0 |
700,000 |
$548,897.72 |
0.26% |
| Vertical Bridge CC, LLC Series 2025-1A, Class C, 7.446%, due 08/16/2055 |
|
92535VAU6 |
550,000 |
$560,445.27 |
0.26% |
| Exeter Select Automobile Receivables Trust Series 2025-3, Class C, 5%, due 03/15/2032 |
|
30185FAE0 |
500,000 |
$507,850.80 |
0.24% |
| Freddie Mac - STACR Series 2024-DNA2, Class M2, Variable rate, due 05/25/2044 |
|
35564NDA8 |
500,000 |
$503,892.70 |
0.24% |
| GLS Auto Select Receivables Trust Series 2025-4A, Class C, 5.14%, due 12/15/2031 |
|
36273DAD7 |
500,000 |
$506,399.50 |
0.24% |
| LMRK Issuer Co. LLC Series 2025-1A, Class C, 8.12%, due 09/15/2055 |
|
50209AAK7 |
500,000 |
$514,450.60 |
0.24% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL9, Class A2, Variable rate, due 08/25/2055 |
|
740937AB3 |
500,000 |
$502,083.70 |
0.24% |
| SG Capital Partners Series 2019-3, Class B2, Variable rate, due 09/25/2059 |
|
78432BAF6 |
521,000 |
$514,347.72 |
0.24% |
| Verus Securitization Trust Series 2024-INV2, Class B2, Variable rate, due 08/26/2069 |
|
92540NAF0 |
510,000 |
$512,341.05 |
0.24% |
| Whitebox CLO Ltd Series 2025-5A, Class D2, Variable rate, due 07/20/2038 |
|
96467PAL2 |
500,000 |
$502,623.80 |
0.24% |
| Diameter Capital CLO Series 2023-5A, Class DR, Variable rate, due 01/15/2039 |
|
25255TAG0 |
500,000 |
$486,942.29 |
0.23% |
| Fannie Mae - CAS Series 2021-R02, Class 2B2, Variable rate, due 11/25/2041 |
|
20754KAJ0 |
475,000 |
$489,867.41 |
0.23% |
| Fannie Mae - CAS Series 2021-R03, Class 1B2, Variable rate, due 12/25/2041 |
|
20754AAJ2 |
480,000 |
$494,514.14 |
0.23% |
| Fannie Mae - CAS Series 2022-R06, Class 1B2, Variable rate, due 05/25/2042 |
|
20754NAR6 |
445,000 |
$491,575.57 |
0.23% |
| PRP Advisors, LLC Series 2025-8, Class A2, Variable rate, due 10/25/2030 |
|
69383BAB3 |
500,000 |
$499,880.30 |
0.23% |
| REMIC FUNDING TRUST 98-1 Series 2025-2, Class A, Variable rate, due 05/27/2055 |
|
75806EAA5 |
481,320 |
$486,729.57 |
0.23% |
| Saluda Grade Alternative Mortgage Trust Series 2025-NPL1, Class A1, Variable rate, due 01/25/2030 |
|
79582BAA3 |
484,514 |
$487,901.41 |
0.23% |
| Saluda Grade Alternative Mortgage Trust Series 2025-RRTL1, Class M2, Variable rate, due 10/25/2040 |
|
79582NAD1 |
500,000 |
$494,316.10 |
0.23% |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 |
|
78432WAA1 |
500,000 |
$498,277.90 |
0.23% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class B, Variable rate, due 10/01/2053 |
|
30335JAE1 |
511,749 |
$459,118.65 |
0.22% |
| PRP Advisors, LLC Series 2025-7, Class A1, Variable rate, due 08/25/2030 |
|
69382YAA6 |
463,609 |
$463,722.69 |
0.22% |
| RCO Mortgage LLC Series 2025-1, Class A1, Variable rate, due 01/25/2030 |
|
75523XAA5 |
469,146 |
$470,793.50 |
0.22% |
| Bank Series 2020-BN25, Class A5, 2.649%, due 01/15/2063 |
|
06539WBB1 |
478,000 |
$446,949.93 |
0.21% |
| Cross Mortgage Trust Series 2025-H6, Class B1B, Variable rate, due 07/25/2070 |
|
22758TAH7 |
450,000 |
$451,416.87 |
0.21% |
| LHOME Mortgage Trust Series 2024-RTL2, Class A2, Variable rate, due 03/25/2029 |
|
50205JAB2 |
445,000 |
$448,047.85 |
0.21% |
| New Residential Mortgage Loan Trust Series 2024-NQM3, Class B2, Variable rate, due 11/25/2064 |
|
647910AH1 |
440,000 |
$437,043.07 |
0.21% |
| SG Capital Partners Series 2022-2, Class A1, Variable rate, due 08/25/2062 |
|
78434KAA5 |
451,875 |
$451,792.14 |
0.21% |
| BWAY Mortgage Trust Series 2025-1535, Class A, Variable rate, due 05/05/2030 |
|
12430BAA8 |
415,000 |
$425,463.10 |
0.20% |
| Deephaven Residential Mortgage Trust Series 2022-1, Class B1, Variable rate, due 01/25/2067 |
|
24382JAE6 |
500,000 |
$435,282.65 |
0.20% |
| New Residential Mortgage Loan Trust Series 2014-3A, Class B4, Variable rate, due 11/25/2054 |
|
64829DAR7 |
424,519 |
$420,532.71 |
0.20% |
| REMIC FUNDING TRUST 98-1 Series 2025-3, Class A, 6.231%, due 12/27/2056 |
|
75806GAA0 |
425,605 |
$428,073.98 |
0.20% |
| CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 |
|
21873BAA3 |
425,554 |
$414,475.94 |
0.19% |
| NRTH PARK Mortgage Trust Series 2025-PARK, Class A, Variable rate, due 10/15/2040 |
|
669985AA1 |
400,000 |
$400,568.96 |
0.19% |
| Pagaya AI Debt Selection Trust Series 2025-5, Class C, 5.64%, due 03/15/2033 |
|
69548WAD5 |
399,985 |
$402,035.51 |
0.19% |
| BRAVO Residential Funding Trust Series 2024-NQM5, Class B1, Variable rate, due 06/25/2064 |
|
105925AE1 |
380,000 |
$388,408.49 |
0.18% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL11, Class A2, Variable rate, due 10/25/2055 |
|
69383AAB5 |
375,000 |
$375,949.20 |
0.18% |
| Sixth Street CLO LTD. Series 2021-18A, Class FR, Variable rate, due 10/17/2038 |
|
83012JAG5 |
400,000 |
$390,875.82 |
0.18% |
| Verus Securitization Trust Series 2024-3, Class B1, Variable rate, due 04/25/2069 |
|
92540MAE5 |
385,000 |
$392,480.51 |
0.18% |
| Exeter Select Automobile Receivables Trust Series 2025-1, Class E, 8.44%, due 12/15/2032 |
|
30185AAG6 |
337,000 |
$353,359.19 |
0.17% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class M1, Variable rate, due 02/25/2065 |
|
617946AF5 |
380,000 |
$358,174.28 |
0.17% |
| PRKCM Trust Series 2023-AFC1, Class M1, Variable rate, due 02/25/2058 |
|
693981AD4 |
371,000 |
$369,899.50 |
0.17% |
| Exeter Select Automobile Receivables Trust Series 2025-2, Class E, 6.87%, due 02/15/2033 |
|
30185EAG8 |
350,000 |
$346,352.93 |
0.16% |
| Saluda Grade Alternative Mortgage Trust Series 2024-INV1, Class B1, Variable rate, due 08/25/2059 |
|
795924AE9 |
325,000 |
$330,948.57 |
0.16% |
| Visio Trust Series 2023-2, Class M1, Variable rate, due 10/25/2058 |
|
92839CAD9 |
330,000 |
$332,368.81 |
0.16% |
| Bank Series 2023-BNK46, Class XA, Variable rate, due 08/15/2056 |
|
06541DCD4 |
10,003,140 |
$326,990.65 |
0.15% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class D, Variable rate, due 11/15/2038 |
|
62955HAJ6 |
320,000 |
$316,652.83 |
0.15% |
| PRP Advisors, LLC Series 2025-RPL3, Class M1, Variable rate, due 04/25/2055 |
|
69392NAD2 |
350,000 |
$329,105.91 |
0.15% |
| Verus Securitization Trust Series 2025-1, Class B1, Variable rate, due 01/25/2070 |
|
92540TAE0 |
315,000 |
$320,579.63 |
0.15% |
| CALI Mortgage Trust Series 2024-SUN, Class D, Variable rate, due 07/15/2041 |
|
12988DAG7 |
300,000 |
$301,331.55 |
0.14% |
| Freddie Mac Series 5460, Class FN, Variable rate, due 10/25/2054 |
|
3137HFSC0 |
301,040 |
$303,037.08 |
0.14% |
| Island Finance Trust 2025-1 Series 2025-1A, Class C, 10%, due 03/19/2035 |
|
463920AC2 |
300,000 |
$305,153.82 |
0.14% |
| MCR Mortgage Trust Series 2024-TWA, Class E, 8.725%, due 06/12/2039 |
|
582923AE8 |
300,000 |
$303,296.25 |
0.14% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A2, Variable rate, due 06/25/2055 |
|
740936AB5 |
300,000 |
$301,720.56 |
0.14% |
| PRP Advisors, LLC Series 2024-RPL4, Class M2, Variable rate, due 12/25/2054 |
|
74448MAE6 |
325,000 |
$296,638.91 |
0.14% |
| Verus Securitization Trust Series 2021-5, Class B2, Variable rate, due 09/25/2066 |
|
92538KAF0 |
367,000 |
$291,235.35 |
0.14% |
| Verus Securitization Trust Series 2021-R2, Class B2, Variable rate, due 02/25/2064 |
|
92538DAG4 |
375,000 |
$302,292.75 |
0.14% |
| Bank Series 2021-BN31, Class XB, Variable rate, due 02/15/2054 |
|
06541ABN9 |
7,500,000 |
$277,055.55 |
0.13% |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 |
|
31573TAD0 |
289,000 |
$281,127.24 |
0.13% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 |
|
01F022642 |
325,000 |
$278,500.17 |
0.13% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B6Z, Variable rate, due 08/25/2050 |
|
46591VCF4 |
299,874 |
$279,672.53 |
0.13% |
| LHOME Mortgage Trust Series 2024-RTL3, Class M, 10.728%, due 05/25/2029 |
|
50205GAC6 |
275,000 |
$279,484.59 |
0.13% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 |
|
61768HAX4 |
11,210,971 |
$274,910.95 |
0.13% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL7, Class A1, Variable rate, due 07/25/2055 |
|
740934AA2 |
275,621 |
$276,607.34 |
0.13% |
| PRP Advisors, LLC Series 2025-RCF4, Class M2, Variable rate, due 08/25/2055 |
|
69382WAF9 |
290,000 |
$272,112.92 |
0.13% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-3A, Class A2, 5.149%, due 02/27/2034 |
|
76090QAB9 |
275,000 |
$277,207.76 |
0.13% |
| Silver Point CLO, Ltd Series 2025-11A, Class F, Variable rate, due 07/15/2038 |
|
82809YAC0 |
275,000 |
$267,316.10 |
0.13% |
| Verus Securitization Trust Series 2024-2, Class B1, Variable rate, due 02/25/2069 |
|
92539UAE0 |
265,000 |
$268,450.14 |
0.13% |
| Apidos CLO Ltd Series 2018-29A, Class D2R, Variable rate, due 07/25/2038 |
|
03767MBA5 |
260,000 |
$261,346.31 |
0.12% |
| BRAVO Residential Funding Trust Series 2024-NQM6, Class B1, Variable rate, due 08/01/2064 |
|
05613JAG1 |
255,000 |
$260,552.83 |
0.12% |
| COLT Funding LLC Series 2021-HX1, Class B3A, Variable rate, due 10/25/2066 |
|
19688KAG9 |
340,000 |
$264,389.41 |
0.12% |
| CSAIL Commercial Mortgage Trust Series 2015-C3, Class B, Variable rate, due 08/15/2048 |
|
12635FAY0 |
266,075 |
$254,547.01 |
0.12% |
| Diameter Capital CLO Series 2023-5A, Class C2R, Variable rate, due 01/15/2039 |
|
25255RAU3 |
250,000 |
$249,394.89 |
0.12% |
| Ellington Financial Mortgage Trust Series 2024-INV1, Class B2, Variable rate, due 03/25/2069 |
|
268434AF4 |
258,000 |
$257,030.31 |
0.12% |
| Farmer Mac Agricultural Real Estate Trust Serues 2021-1, Class B, Variable rate, due 07/25/2051 |
|
30768WAC2 |
317,165 |
$252,261.81 |
0.12% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class A15, Variable rate, due 08/25/2050 |
|
46591VBH1 |
292,475 |
$265,848.88 |
0.12% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B4, Variable rate, due 08/25/2050 |
|
46591VBZ1 |
270,069 |
$246,956.81 |
0.12% |
| LHOME Mortgage Trust Series 2024-RTL2, Class M, Variable rate, due 03/25/2029 |
|
50205JAC0 |
255,000 |
$258,027.56 |
0.12% |
| Magnetite CLO Ltd Series 2020-27A, Class FRR, Variable rate, due 10/20/2038 |
|
55955FAJ4 |
260,000 |
$252,446.04 |
0.12% |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class B1, Variable rate, due 02/25/2065 |
|
617946AG3 |
290,000 |
$260,181.33 |
0.12% |
| NMLT Trust Series 2021-INV2, Class B1, Variable rate, due 08/25/2056 |
|
62917JAE0 |
334,000 |
$261,093.14 |
0.12% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class C, 5.473%, due 06/26/2034 |
|
76089KAE9 |
250,000 |
$251,716.48 |
0.12% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class D, 6.012%, due 06/26/2034 |
|
76089KAF6 |
250,000 |
$251,032.03 |
0.12% |
| Rockland Park CLO Ltd Series 2021-1A, Class FR, Variable rate, due 07/20/2038 |
|
77366PAK6 |
260,000 |
$252,053.54 |
0.12% |
| Saluda Grade Alternative Mortgage Trust Series 2024-RTL4, Class A2, Variable rate, due 02/25/2030 |
|
79584CAB7 |
255,000 |
$254,946.22 |
0.12% |
| SHR Trust Series 2024-LXRY, Class E, Variable rate, due 10/15/2041 |
|
784234AJ5 |
250,000 |
$250,905.65 |
0.12% |
| Toorak Mortgage Corp. Series 2024-RRTL1, Class A1, Variable rate, due 02/25/2039 |
|
89054YAA1 |
257,645 |
$258,059.60 |
0.12% |
| Verus Securitization Trust Series 2024-6, Class B1, Variable rate, due 07/25/2069 |
|
92540JAE2 |
248,000 |
$251,401.47 |
0.12% |
| Neuberger Berman CLO Ltd Series 2020-39A, Class ER, Variable rate, due 04/20/2038 |
|
64134FAL5 |
250,000 |
$242,841.51 |
0.11% |
| CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 |
|
21873LAA1 |
221,881 |
$218,347.42 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series K755, Class X3, Variable rate, due 02/25/2059 |
|
3137HCKN1 |
940,000 |
$221,457.70 |
0.10% |
| Pagaya AI Debt Selection Trust Series 2024-10, Class E, 10.412%, due 06/15/2032 |
|
69546UAA7 |
205,463 |
$209,985.18 |
0.10% |
| PRP Advisors, LLC Series 2025-2, Class A1, Variable rate, due 05/25/2030 |
|
69382HAA3 |
217,177 |
$217,259.08 |
0.10% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2055 |
|
01F052631 |
187,000 |
$189,617.49 |
0.09% |
| Wells Fargo Commercial Mortgage Trust Series 2021-C59, Class XA, Variable rate, due 04/15/2054 |
|
95003CBU3 |
3,366,837 |
$182,879.49 |
0.09% |
| Pagaya AI Debt Selection Trust Series 2024-8, Class D, 6.526%, due 01/15/2032 |
|
69544QAD2 |
165,503 |
$166,374.02 |
0.08% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C25, Class XA, Variable rate, due 03/15/2057 |
|
05554VAC4 |
4,999,007 |
$158,129.58 |
0.07% |
| BENCHMARK Mortgage Trust Series 2019-B13, Class XA, Variable rate, due 08/15/2057 |
|
08162DAF5 |
4,933,112 |
$148,491.60 |
0.07% |
| BENCHMARK Mortgage Trust Series 2021-B29, Class XA, Variable rate, due 09/15/2054 |
|
08163JAG9 |
4,253,737 |
$141,571.16 |
0.07% |
| BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028 |
|
081927AC9 |
4,436,833 |
$156,773.28 |
0.07% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-COR5, Class XA, Variable rate, due 06/13/2052 |
|
46591EAY3 |
4,081,239 |
$140,184.02 |
0.07% |
| Verus Securitization Trust Series 2025-INV1, Class B1, Variable rate, due 02/25/2070 |
|
924929AG7 |
150,000 |
$152,452.56 |
0.07% |
| Fannie Mae or Freddie Mac TBA, 3%, due 01/01/2052 |
|
01F030645 |
147,000 |
$131,529.29 |
0.06% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F030652 |
141,000 |
$126,094.65 |
0.06% |
| Verus Securitization Trust Series 2024-5, Class B1, Variable rate, due 06/25/2069 |
|
92540HAE6 |
125,000 |
$127,610.33 |
0.06% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C6, Class XA, Variable rate, due 02/15/2053 |
|
05492TAE0 |
3,296,285 |
$105,748.13 |
0.05% |
| Fannie Mae or Freddie Mac TBA., 4%, due 10/01/2037 |
|
01F040453 |
112,000 |
$110,373.84 |
0.05% |
| GMRF Mortgage Acquisition Co., LLC Series 2018-2, Class B2, Variable rate, due 10/25/2058 |
|
36418GBX1 |
119,331 |
$116,741.58 |
0.05% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
1,888,465 |
$98,507.82 |
0.05% |
| GNMA TBA, 4%, due 07/01/2055 |
|
21H040640 |
108,000 |
$103,007.11 |
0.05% |
| Morgan Stanley Capital I Trust Series 2019-L3, Class XA, Variable rate, due 11/15/2052 |
|
61691UBF5 |
5,617,363 |
$108,619.58 |
0.05% |
| Pagaya AI Debt Selection Trust Series 2024-2, Class C, 7.573%, due 08/15/2031 |
|
694961AC7 |
97,924 |
$98,001.96 |
0.05% |
| Fannie Mae Series 2016-63, Class AF, Variable rate, due 09/25/2046 |
|
3136ATXX7 |
80,317 |
$79,651.39 |
0.04% |
| JP Morgan Mortgage Trust Series 2020-INV1, Class B5, Variable rate, due 08/25/2050 |
|
46591VCA5 |
83,098 |
$74,582.48 |
0.04% |
| Bank Series 2019-BN21, Class XA, Variable rate, due 10/17/2052 |
|
06540BBE8 |
2,722,673 |
$65,685.58 |
0.03% |
| BENCHMARK Mortgage Trust Series 2020-B20, Class XA, Variable rate, due 10/15/2053 |
|
08162XBJ2 |
1,282,663 |
$59,597.01 |
0.03% |
| CFCRE Commercial Mortgage Trust Series 2017-C8, Class XA, Variable rate, due 06/15/2050 |
|
12532CBE4 |
7,320,072 |
$72,793.72 |
0.03% |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2055 |
|
01F040644 |
67,000 |
$64,353.23 |
0.03% |
| Freddie Mac Multiclass Certificates Series 2020-RR07, Class AX, Variable rate, due 09/27/2028 |
|
3137FRVC2 |
1,500,000 |
$74,136.45 |
0.03% |
| GS Mortgage Securities Trust Series 2020-GC47, Class XA, Variable rate, due 05/12/2053 |
|
36258RBC6 |
1,643,452 |
$61,556.81 |
0.03% |
| Pagaya AI Debt Selection Trust Series 2024-3, Class D, 9%, due 10/15/2031 |
|
69547XAD4 |
68,255 |
$68,335.28 |
0.03% |
| Bank Series 2019-BN16, Class XA, Variable rate, due 02/15/2052 |
|
065405AJ1 |
2,060,077 |
$42,600.54 |
0.02% |
| Barclays Commercial Mortgage Securities LLC Series 2020-C7, Class XA, Variable rate, due 04/15/2053 |
|
05492VAG0 |
1,242,314 |
$51,591.81 |
0.02% |
| Bank Series 2019-BN22, Class XA, Variable rate, due 11/15/2062 |
|
06540XBH3 |
1,047,486 |
$19,768.48 |
0.01% |
| FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 |
|
34411YAA5 |
31,067 |
$29,052.37 |
0.01% |
| GS Mortgage Securities Trust Series 2020-GC45, Class XA, Variable rate, due 02/13/2053 |
|
36258YBJ6 |
923,554 |
$17,829.29 |
0.01% |
| 2026-03-27 US 10YR NOTE (CBT)Jun26 C 113.50 |
TYJ6C 113.5 |
|
-10 |
($2,656.25) |
0.00% |
| 2026-03-27 US 10YR NOTE (CBT)Jun26 P 112 |
TYJ6P 112 |
|
-10 |
($1,718.75) |
0.00% |
| 2026-03-27 US LONG BOND(CBT) Jun26 C 117 |
USJ6C 117 |
|
-5 |
($4,843.75) |
0.00% |
| 2026-03-27 US LONG BOND(CBT) Jun26 P 115 |
USJ6P 115 |
|
-10 |
($2,500.00) |
0.00% |
| 2026-03-27 US ULTRA BOND CBT Jun26 P 115 |
WNJ6P 115 |
|
-1 |
($125.00) |
0.00% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 C 115 |
TYM6C 115 |
|
-2 |
($656.25) |
0.00% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 P 110.50 |
TYM6P 110.5 |
|
-4 |
($812.50) |
0.00% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 P 111 |
TYM6P 111 |
|
-5 |
($1,406.25) |
0.00% |
| 2026-05-22 US 10yr Ultra Fut Jun26 C 117 |
UXYM6C 117 |
|
-3 |
($2,015.63) |
0.00% |
| 2026-05-22 US 10yr Ultra Fut Jun26 C 118 |
UXYM6C 118 |
|
-2 |
($906.26) |
0.00% |
| 2026-05-22 US 2YR NOTE (CBT) Jun26 C 104.75 |
TUM6C 104.75 |
|
-4 |
($1,062.50) |
0.00% |
| 2026-05-22 US 2YR NOTE (CBT) Jun26 C 105 |
TUM6C 105 |
|
-11 |
($2,062.50) |
0.00% |
| 2026-05-22 US 2YR NOTE (CBT) Jun26 P 103.88 |
TUM6P 103.88 |
|
-7 |
($1,093.75) |
0.00% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 C 110 |
FVM6C 110 |
|
-18 |
($7,593.77) |
0.00% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 P 108.25 |
FVM6P 108.25 |
|
-5 |
($937.50) |
0.00% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 P 108.75 |
FVM6P 108.75 |
|
-21 |
($7,218.75) |
0.00% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 P 109 |
FVM6P 109 |
|
-6 |
($2,625.00) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 121 |
USM6C 121 |
|
-1 |
($640.63) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 122 |
USM6C 122 |
|
-21 |
($10,500.00) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 123 |
USM6C 123 |
|
-13 |
($5,078.13) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 109 |
USM6P 109 |
|
-1 |
($156.25) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 110 |
USM6P 110 |
|
-4 |
($812.50) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 111 |
USM6P 111 |
|
-13 |
($3,656.25) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 112 |
USM6P 112 |
|
-13 |
($4,875.00) |
0.00% |
| 2026-05-22 US ULTRA BOND CBT Jun26 C 125 |
WNM6C 125 |
|
-1 |
($796.88) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108.50 |
FVU6P 108.5 |
|
-18 |
($9,562.50) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 121 |
USU6C 121 |
|
-3 |
($3,890.64) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 110 |
USU6P 110 |
|
-7 |
($4,703.15) |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 C 96.75 |
SFRZ6C 96.75 |
|
1 |
$556.25 |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 C 97.50 |
SFRZ6C 97.5 |
|
-2 |
($375.00) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96.38 |
SFRZ7P 96.38 |
|
-16 |
($9,200.00) |
0.00% |
| US 10YR NOTE (CBT)Jun26 |
TYM6 |
|
155 |
$17,485,937.50 |
0.00% |
| US 10yr Ultra Fut Jun26 |
UXYM6 |
|
2 |
$231,218.75 |
0.00% |
| US 2YR NOTE (CBT) Jun26 |
TUM6 |
|
66 |
$13,766,156.32 |
0.00% |
| US 5YR NOTE (CBT) Jun26 |
FVM6 |
|
250 |
$27,349,609.50 |
0.00% |
| US LONG BOND(CBT) Jun26 |
USM6 |
|
-93 |
($10,886,812.50) |
0.00% |
| US ULTRA BOND CBT Jun26 |
WNM6 |
|
-12 |
($1,440,000.00) |
0.00% |
| 2026-03-27 US LONG BOND(CBT) Jun26 C 118 |
USJ6C 118 |
|
-33 |
($18,562.50) |
-0.01% |
| 2026-04-24 US LONG BOND(CBT) Jun26 P 116 |
USK6P 116 |
|
-28 |
($26,687.53) |
-0.01% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 116 |
USU6P 116 |
|
-8 |
($19,875.04) |
-0.01% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F032658 |
-100,000 |
($93,212.89) |
-0.04% |
| GNMA TBA, 3%, due 02/01/2052 |
|
21H030658 |
-550,000 |
($498,948.43) |
-0.23% |
| Fannie Mae or Freddie Mac TBA, 5%, due 11/01/2055 |
|
01F050650 |
-816,000 |
($814,289.12) |
-0.38% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2055 |
|
01F042657 |
-886,000 |
($868,146.25) |
-0.41% |
| US Dollar |
$USD |
|
-1,778,526 |
($1,778,525.65) |
-0.84% |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2055 |
|
01F040651 |
-3,201,000 |
($3,072,046.88) |
-1.44% |
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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