Holdings of the Fund as of 7/16/2024
Total Number of Holdings (excluding cash): 245
| US 2YR NOTE (CBT) Sep24 |
TUU4 |
|
37 |
$7,593,093.75 |
10.22% |
| U.S. Treasury Note, 4.625%, due 06/30/2026 |
|
91282CKY6 |
5,697,000 |
$5,718,029.94 |
7.69% |
| US 5YR NOTE (CBT) Sep24 |
FVU4 |
|
44 |
$4,734,125.00 |
6.37% |
| US 10yr Ultra Fut Sep24 |
UXYU4 |
|
41 |
$4,718,203.13 |
6.35% |
| U.S. Treasury Note, 4.375%, due 05/15/2034 |
|
91282CKQ3 |
2,509,000 |
$2,551,535.35 |
3.43% |
| U.S. Treasury Note, 4.25%, due 06/30/2029 |
|
91282CKX8 |
2,382,000 |
$2,399,585.88 |
3.23% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 |
|
01F022683 |
2,500,000 |
$2,082,771.47 |
2.80% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F040685 |
2,075,000 |
$1,931,900.55 |
2.60% |
| GNMA TBA, 5%, due 04/01/2054 |
|
21H050680 |
1,900,000 |
$1,871,201.38 |
2.52% |
| GNMA TBA, 4.50%, due 05/01/2053 |
|
21H042687 |
1,900,000 |
$1,830,011.71 |
2.46% |
| Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 |
|
01F030686 |
2,100,000 |
$1,819,464.09 |
2.45% |
| U.S. Treasury Bill, 0%, due 11/14/2024 |
|
912797LD7 |
1,835,000 |
$1,803,687.76 |
2.43% |
| GNMA TBA, 2.50%, due 12/01/2051 |
|
21H022689 |
1,950,000 |
$1,669,274.65 |
2.25% |
| Fannie Mae or Freddie Mac TBA, 5%, due 03/01/2054 |
|
01F050684 |
1,425,000 |
$1,396,498.16 |
1.88% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 |
|
01F032682 |
1,400,000 |
$1,261,804.47 |
1.70% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2054 |
|
01F052680 |
1,225,000 |
$1,221,902.65 |
1.64% |
| Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2051 |
|
01F020687 |
1,500,000 |
$1,198,717.44 |
1.61% |
| Freddie Mac FD QD7088, 2%, due 02/01/2052 |
|
3133B42V6 |
1,414,246 |
$1,139,544.54 |
1.53% |
| GNMA TBA, 5.50%, due 04/01/2054 |
|
21H052686 |
1,100,000 |
$1,099,140.63 |
1.48% |
| Fannie Mae FN BV8477, 3%, due 05/01/2052 |
|
3140MNM37 |
1,248,094 |
$1,089,487.20 |
1.47% |
| Fannie Mae FN FS0139, 2.50%, due 01/01/2052 |
|
3140XFEM9 |
1,299,426 |
$1,094,460.18 |
1.47% |
| GNMA TBA, 2%, due 12/01/2051 |
|
21H020683 |
1,275,000 |
$1,051,581.71 |
1.42% |
| Frost CMBS Series 2021-1A, Class GBB, Variable rate, due 11/22/2026 |
XS2402427962 |
|
784,383 |
$1,006,969.83 |
1.36% |
| Fannie Mae FN CB3151, 2%, due 03/01/2052 |
|
3140QNQD7 |
1,150,963 |
$921,622.42 |
1.24% |
| Fannie Mae FN CB2411, 2.50%, due 12/01/2051 |
|
3140QMVD3 |
1,082,081 |
$910,393.52 |
1.23% |
| Fannie Mae FN CB3486, 3.50%, due 05/01/2052 |
|
3140QN2U5 |
1,008,101 |
$909,668.74 |
1.22% |
| Fannie Mae FN MA4978, 5%, due 04/01/2053 |
|
31418EQ86 |
913,244 |
$895,659.44 |
1.21% |
| Fannie Mae FN MA5038, 5%, due 06/01/2053 |
|
31418ES43 |
881,670 |
$864,450.97 |
1.16% |
| Freddie Mac FR SD0956, 2.50%, due 04/01/2052 |
|
3132DNBZ5 |
959,863 |
$805,386.91 |
1.08% |
| Fannie Mae FN MA5138, 5.50%, due 09/01/2053 |
|
31418EV80 |
796,848 |
$794,985.49 |
1.07% |
| Freddie Mac FR QC8921, 2.50%, due 10/01/2051 |
|
3133AT4E8 |
910,174 |
$766,396.25 |
1.03% |
| U.S. Treasury Bond, 4.625%, due 05/15/2054 |
|
912810UA4 |
736,000 |
$766,532.50 |
1.03% |
| Freddie Mac FR SD8211, 2%, due 05/01/2052 |
|
3132DWDQ3 |
920,493 |
$736,252.73 |
0.99% |
| Fannie Mae FN FS3781, 2%, due 11/01/2051 |
|
3140XKFX3 |
901,194 |
$725,687.88 |
0.98% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2053 |
|
01F042681 |
750,000 |
$717,928.82 |
0.97% |
| Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 |
|
3137H6ZG3 |
925,000 |
$714,034.23 |
0.96% |
| GNMA G2 MA7589, 2.50%, due 09/20/2051 |
|
36179WNE4 |
810,789 |
$693,560.27 |
0.93% |
| Fannie Mae FN MA4768, 2.50%, due 09/01/2052 |
|
31418EJN1 |
806,381 |
$672,703.36 |
0.91% |
| GNMA G2 MA7767, 2.50%, due 12/20/2051 |
|
36179WTY4 |
789,406 |
$675,224.97 |
0.91% |
| Freddie Mac FR SD8188, 2%, due 01/01/2052 |
|
3132DWCZ4 |
831,644 |
$665,009.41 |
0.89% |
| GNMA G2 MA7534, 2.50%, due 08/20/2051 |
|
36179WLP1 |
758,664 |
$648,975.37 |
0.87% |
| GNMA G2 MA7705, 2.50%, due 11/20/2051 |
|
36179WR26 |
759,016 |
$649,099.80 |
0.87% |
| Fannie Mae FN CB2610, 2%, due 01/01/2052 |
|
3140QM3U6 |
796,853 |
$638,627.00 |
0.86% |
| Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 |
|
78520EAA4 |
650,000 |
$638,288.95 |
0.86% |
| Freddie Mac FR RA7773, 4%, due 08/01/2052 |
|
3133KPT65 |
674,983 |
$629,394.12 |
0.85% |
| Freddie Mac FR SD1581, 2.50%, due 09/01/2052 |
|
3132DNXJ7 |
761,900 |
$635,318.10 |
0.85% |
| Fannie Mae FN MA4547, 2%, due 02/01/2052 |
|
31418EBR0 |
747,651 |
$598,384.42 |
0.81% |
| Fannie Mae FN BV9960, 4%, due 06/01/2052 |
|
3140MQB65 |
610,127 |
$571,121.49 |
0.77% |
| Freddie Mac FR SD8264, 3.50%, due 11/01/2052 |
|
3132DWFD0 |
634,386 |
$572,271.23 |
0.77% |
| AMSR Trust Series 2020-SFR1, Class F, 3.566%, due 04/17/2037 |
|
00180AAF6 |
572,000 |
$559,730.71 |
0.75% |
| Freddie Mac - STACR Series 2022-DNA1, Class M1B, Variable rate, due 01/25/2042 |
|
35564KPV5 |
550,000 |
$558,287.24 |
0.75% |
| U.S. Treasury Bill, 0%, due 08/01/2024 |
|
912797JU2 |
560,000 |
$558,780.54 |
0.75% |
| Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class D, Variable rate, due 10/15/2037 |
|
05493BAL2 |
545,000 |
$539,051.49 |
0.73% |
| Fannie Mae FN MA5070, 4.50%, due 07/01/2053 |
|
31418ET42 |
566,592 |
$542,683.49 |
0.73% |
| Fannie Mae FN BU9074, 2%, due 01/01/2052 |
|
3140MBCL4 |
661,882 |
$533,784.96 |
0.72% |
| U.S. Treasury Note, 4.375%, due 07/15/2027 |
|
91282CKZ3 |
535,000 |
$537,570.51 |
0.72% |
| Fannie Mae FN BW9886, 4.50%, due 10/01/2052 |
|
3140N26Y2 |
521,213 |
$499,080.31 |
0.67% |
| Freddie Mac FR SD8372, 5.50%, due 11/01/2053 |
|
3132DWJR5 |
494,879 |
$493,722.39 |
0.66% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 |
|
320277AF3 |
565,000 |
$468,768.58 |
0.63% |
| Fannie Mae FN BQ1226, 2%, due 09/01/2050 |
|
3140KLLG5 |
557,816 |
$448,808.39 |
0.60% |
| Fannie Mae FN CA5689, 3%, due 05/01/2050 |
|
3140QDKB9 |
507,906 |
$448,173.49 |
0.60% |
| Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 |
|
67087TAK7 |
543,254 |
$427,886.98 |
0.58% |
| Fannie Mae FN CB2430, 3%, due 12/01/2051 |
|
3140QMVY7 |
485,226 |
$420,608.79 |
0.57% |
| Freddie Mac FR SD1382, 4%, due 08/01/2052 |
|
3132DNRB1 |
452,978 |
$422,350.74 |
0.57% |
| Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 |
|
92978JAH6 |
449,046 |
$421,648.85 |
0.57% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 |
|
78413MAC2 |
479,000 |
$418,740.36 |
0.56% |
| Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% |
|
12662GAC2 |
411,454 |
$408,067.76 |
0.55% |
| Fannie Mae FN CB2802, 2%, due 02/01/2052 |
|
3140QNDG4 |
512,618 |
$410,717.32 |
0.55% |
| Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 |
|
12648VAL8 |
530,512 |
$403,847.94 |
0.54% |
| Fannie Mae FN MA4784, 4.50%, due 10/01/2052 |
|
31418EJ68 |
421,573 |
$403,670.07 |
0.54% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 |
|
45667QAC5 |
439,699 |
$393,528.04 |
0.53% |
| Freddie Mac FR SD2190, 4.50%, due 10/01/2052 |
|
3132DPNF1 |
406,317 |
$389,421.65 |
0.52% |
| Last Mile Logistics Pan Euro Finance DAC Series 1A, Class E, Variable rate, due 08/17/2026 |
|
BCC316NM6 |
363,287 |
$387,178.58 |
0.52% |
| Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 |
|
74958DAA6 |
500,966 |
$379,998.09 |
0.51% |
| Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 |
|
86360UAF3 |
556,604 |
$382,296.69 |
0.51% |
| BENCHMARK Mortgage Trust Series 2024-V8, Class C, Variable rate, due 07/15/2057 |
|
08190AAF7 |
357,000 |
$367,466.10 |
0.49% |
| CIM Trust Series 2023-R3, Class A1B, Variable rate, due 01/25/2063 |
|
12570GAC3 |
450,000 |
$365,313.73 |
0.49% |
| GNMA Series 2023-113, Class FD, Variable rate, due 08/20/2053 |
|
38384CUA5 |
362,868 |
$364,264.04 |
0.49% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 |
|
45661XAD4 |
547,063 |
$362,559.15 |
0.49% |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 |
|
59023XAC0 |
1,071,003 |
$366,078.77 |
0.49% |
| Fannie Mae FN MA4511, 2%, due 01/01/2052 |
|
31418EAM2 |
446,318 |
$356,963.38 |
0.48% |
| MASTR Asset Backed Securities Trust Series 2007-HE1, Class A4, Variable rate, due 05/25/2037 |
|
576457AD7 |
435,500 |
$353,353.20 |
0.48% |
| AMSR Trust Series 2020-SFR3, Class G, 4.994%, due 09/17/2037 |
|
001807AH9 |
355,000 |
$346,727.54 |
0.47% |
| GNMA G2 MA8347, 4.50%, due 10/20/2052 |
|
36179XHY5 |
360,493 |
$348,213.20 |
0.47% |
| GNMA Series 2023-116, Class FL, Variable rate, due 08/20/2053 |
|
38384EEE1 |
348,972 |
$352,209.46 |
0.47% |
| GoldenTree Loan Management US CLO, LTD Series 2024-20A, Class B, Variable rate, due 07/20/2037 |
|
38139MAE5 |
350,000 |
$349,945.49 |
0.47% |
| Progress Residential Trust Series 2021-SFR1, Class H, 5.004%, due 04/17/2038 |
|
74331FAQ4 |
360,000 |
$338,858.17 |
0.46% |
| Fannie Mae FN FS3160, 3%, due 06/01/2052 |
|
3140XJQN6 |
387,258 |
$338,049.67 |
0.45% |
| Freddie Mac FR QE4038, 3%, due 06/01/2052 |
|
3133BDPX7 |
387,638 |
$336,235.63 |
0.45% |
| Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 |
|
43300LAQ3 |
360,000 |
$336,906.00 |
0.45% |
| Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 |
|
525229AG5 |
483,529 |
$324,506.00 |
0.44% |
| Madison Park Funding Ltd Series 2020-45A, Class BR, Variable rate, due 07/15/2034 |
|
55820BAL1 |
325,000 |
$325,696.25 |
0.44% |
| MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 |
|
55275NAA9 |
472,279 |
$326,182.75 |
0.44% |
| Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 |
|
040104PD7 |
380,000 |
$321,090.73 |
0.43% |
| Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 |
|
64031QCL3 |
353,604 |
$319,980.95 |
0.43% |
| Pretium Mortgage Credit Partners LLC Series 2022-RN1, Class A1, Variable rate, due 07/25/2051 |
|
69363JAA2 |
325,613 |
$320,901.47 |
0.43% |
| Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 |
|
07386HB83 |
463,215 |
$312,547.12 |
0.42% |
| Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 |
|
26252NAQ2 |
315,000 |
$315,580.29 |
0.42% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 |
|
57645TAB3 |
800,000 |
$314,086.08 |
0.42% |
| Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 |
|
59022VAE1 |
400,000 |
$310,567.76 |
0.42% |
| Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 |
|
63939LAC1 |
320,000 |
$311,617.38 |
0.42% |
| ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 |
|
00192WAE7 |
300,000 |
$300,343.47 |
0.40% |
| Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 |
|
63941VAB7 |
295,000 |
$293,983.99 |
0.40% |
| Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 |
|
761118EN4 |
398,388 |
$298,772.19 |
0.40% |
| Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 |
|
86362XAP3 |
353,798 |
$297,752.76 |
0.40% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 |
|
93935FAC5 |
583,376 |
$295,309.53 |
0.40% |
| BX Trust Series 2021-VIEW, Class B, Variable rate, due 06/15/2036 |
|
05606GAG6 |
300,000 |
$289,721.73 |
0.39% |
| Preston Ridge Partners Mortgage Trust Series 2021-11, Class A1, Variable rate, due 11/25/2026 |
|
69362QAA7 |
291,558 |
$291,919.35 |
0.39% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 |
|
78413MAE8 |
340,000 |
$290,786.53 |
0.39% |
| Fannie Mae FN BW6293, 4.50%, due 08/01/2052 |
|
3140MX7F5 |
288,907 |
$276,894.76 |
0.37% |
| Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 |
|
33938MAA7 |
300,000 |
$278,552.46 |
0.37% |
| Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Clss A2B, Variable rate, due 01/25/2037 |
|
81378GAC2 |
318,139 |
$268,844.81 |
0.36% |
| SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 |
|
78449RAQ8 |
385,000 |
$264,898.90 |
0.36% |
| SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 |
|
78457JAQ5 |
286,000 |
$269,728.20 |
0.36% |
| Barclays Commercial Mortgage Securities LLC Series 2024-C26, Class AS, Variable rate, due 05/15/2057 |
|
05555AAE5 |
250,000 |
$263,262.68 |
0.35% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 |
|
59024VAF6 |
267,841 |
$260,858.24 |
0.35% |
| Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 |
|
84751XAD4 |
386,901 |
$260,325.42 |
0.35% |
| BCRED BSL CLO LTD Series 2023-1A, Class A, Variable rate, due 01/20/2036 |
|
055978AA8 |
250,000 |
$251,722.21 |
0.34% |
| Boyce Park CLO, LLC Series 2022-1A, Class SUB, Variable rate, due 04/21/2035 |
|
103226AC0 |
350,000 |
$255,169.25 |
0.34% |
| Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 |
|
02150XAA9 |
283,353 |
$251,135.96 |
0.34% |
| Freddie Mac FR RA5552, 3%, due 07/01/2051 |
|
3133KMEZ4 |
284,671 |
$249,107.86 |
0.34% |
| Freddie Mac FR SD8212, 2.50%, due 05/01/2052 |
|
3132DWDR1 |
303,548 |
$252,926.83 |
0.34% |
| OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 |
|
69121TAD7 |
584,775 |
$255,632.60 |
0.34% |
| Preston Ridge Partners Mortgage Trust Series 2021-3, Class A1, Variable rate, due 04/25/2026 |
|
69357PAA6 |
252,518 |
$251,205.39 |
0.34% |
| TIAA CLO Ltd Series 2018-1A, Class A2R, Variable rate, due 01/20/2032 |
|
88631YAQ0 |
250,000 |
$250,275.50 |
0.34% |
| BX Trust Series 2024-KING, Class B, Variable rate, due 05/15/2034 |
|
05612RAC3 |
250,000 |
$247,779.93 |
0.33% |
| Credit Suisse Mortgage Trust Series 2020-RPL2, Class A12, Variable rate, due 02/25/2060 |
|
22946BAP1 |
240,957 |
$244,359.63 |
0.33% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 |
|
12659AAH9 |
349,154 |
$242,892.96 |
0.33% |
| GNMA Series 2015-39, Class ZA, 3.50%, due 03/20/2045 |
|
38379LEA0 |
276,330 |
$248,114.05 |
0.33% |
| Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 |
|
74922TAA4 |
277,661 |
$245,431.15 |
0.33% |
| CIFC Funding Ltd Series 2022-2A, Class INCB, Variable rate, due 04/19/2035 |
|
12567VAC5 |
300,000 |
$235,794.70 |
0.32% |
| Fannie Mae FN BQ1163, 2%, due 08/01/2050 |
|
3140KLJH6 |
277,317 |
$223,482.99 |
0.30% |
| COMM Mortgage Trust Series 2016-787S, Class A, 3.545%, due 02/10/2036 |
|
12635WAA5 |
200,000 |
$190,170.98 |
0.26% |
| GNMA Series 2013-25, Class SA, Variable rate, due 02/20/2043 |
|
38378MKU8 |
1,639,860 |
$193,621.55 |
0.26% |
| Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 |
|
61765TAG8 |
28,206,717 |
$189,972.24 |
0.26% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 |
|
95000PAP9 |
5,823,000 |
$186,022.14 |
0.25% |
| Freddie Mac FR SD8199, 2%, due 03/01/2052 |
|
3132DWDC4 |
220,271 |
$176,264.10 |
0.24% |
| Golub Capital Partners CLO Ltd Series 2019-42RA, Class A2, Variable rate, due 01/20/2036 |
|
381742AC9 |
175,000 |
$178,303.28 |
0.24% |
| Voya CLO Ltd Series 2017-2A, Class A2AR, Variable rate, due 06/07/2030 |
|
92915UAJ3 |
175,000 |
$175,205.71 |
0.24% |
| BX Trust Series 2021-ACNT, Class C, Variable rate, due 11/15/2038 |
|
05609QAE6 |
169,772 |
$167,430.05 |
0.23% |
| BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
175,977 |
$173,067.35 |
0.23% |
| Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 |
|
17316AAF7 |
242,582 |
$170,032.35 |
0.23% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 |
|
12667GMF7 |
189,675 |
$163,917.68 |
0.22% |
| Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 |
|
12656DAE3 |
182,000 |
$160,392.36 |
0.22% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
173,811 |
$157,454.44 |
0.21% |
| Fannie Mae FN FS3275, 3%, due 04/01/2052 |
|
3140XJT94 |
181,508 |
$157,476.20 |
0.21% |
| Fannie Mae Series 2019-68, Class US, Variable rate, due 11/25/2049 |
|
3136B6R21 |
1,373,921 |
$153,895.08 |
0.21% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 |
|
46647TAU2 |
9,808,572 |
$153,444.33 |
0.21% |
| Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 |
|
12669GKF7 |
179,285 |
$149,809.07 |
0.20% |
| Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 |
|
52524YAC7 |
158,426 |
$151,606.98 |
0.20% |
| Park Avenue Institutional Advisers CLO Series 2018-1A, Class A2R, Variable rate, due 10/20/2031 |
|
70016RAQ8 |
150,000 |
$150,107.42 |
0.20% |
| GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 |
|
39538WBZ0 |
149,656 |
$137,836.67 |
0.19% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 |
|
59023LAA0 |
312,847 |
$138,308.40 |
0.19% |
| Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 |
|
83612KAA9 |
172,831 |
$144,515.12 |
0.19% |
| Fannie Mae FN MA4562, 2%, due 03/01/2052 |
|
31418EB82 |
167,960 |
$134,520.26 |
0.18% |
| Freddie Mac FG G67710, 3.50%, due 03/01/2048 |
|
3132XCR72 |
146,862 |
$135,191.39 |
0.18% |
| Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 |
|
25151KAC3 |
162,249 |
$122,891.63 |
0.17% |
| Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 |
|
748940AB9 |
168,584 |
$128,231.44 |
0.17% |
| Stratus CLO Series 2021-3A, Class SUB, Variable rate, due 12/29/2029 |
|
86315XAG1 |
385,000 |
$124,008.50 |
0.17% |
| Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 |
|
21873BAC9 |
2,322,224 |
$118,547.44 |
0.16% |
| DBUBS Mortgage Trust Series 2017-BRBK, Class A, 3.452%, due 10/10/2034 |
|
23305JAA0 |
120,000 |
$115,603.24 |
0.16% |
| BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 |
|
08163ABR3 |
117,000 |
$108,751.51 |
0.15% |
| GNMA Series 2012-34, Class SA, Variable rate, due 03/20/2042 |
|
38378D2U8 |
1,082,510 |
$113,644.25 |
0.15% |
| Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 |
|
74923CAD4 |
138,425 |
$112,344.36 |
0.15% |
| Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 |
|
07387AAB1 |
116,988 |
$103,933.45 |
0.14% |
| Freddie Mac FG G67706, 3.50%, due 12/01/2047 |
|
3132XCR31 |
114,180 |
$105,071.94 |
0.14% |
| Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 |
|
86359LRY7 |
123,156 |
$102,012.33 |
0.14% |
| DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
107,000 |
$97,916.48 |
0.13% |
| Fannie Mae FN CB4365, 3.50%, due 08/01/2052 |
|
3140QPZ75 |
110,392 |
$100,223.79 |
0.13% |
| Freddie Mac FR SD7511, 3.50%, due 01/01/2050 |
|
3132DVKY0 |
105,236 |
$96,033.67 |
0.13% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 |
|
45660LU98 |
117,738 |
$93,833.58 |
0.13% |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 |
|
46590LAV4 |
5,311,685 |
$99,691.29 |
0.13% |
| Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 |
|
059522AC6 |
95,717 |
$86,683.55 |
0.12% |
| Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 |
|
31395NXU6 |
88,082 |
$87,647.12 |
0.12% |
| Fannie Mae Series 2018-50, Class BA, 3%, due 07/25/2048 |
|
3136B2LX8 |
97,946 |
$86,620.52 |
0.12% |
| Freddie Mac FG G61748, 3.50%, due 11/01/2048 |
|
31335B5H5 |
99,279 |
$91,328.42 |
0.12% |
| Freddie Mac FR SD0499, 3%, due 08/01/2050 |
|
3132DMRU1 |
100,843 |
$88,982.20 |
0.12% |
| GNMA Series 2014-57, Class PS, Variable rate, due 04/20/2044 |
|
38379BVY1 |
697,134 |
$85,859.79 |
0.12% |
| HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 |
|
40430MAE7 |
198,011 |
$86,949.55 |
0.12% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 |
|
45660GBB5 |
130,040 |
$92,054.75 |
0.12% |
| American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 |
|
02660UAA8 |
96,268 |
$78,136.89 |
0.11% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 |
|
1248RHAA5 |
123,141 |
$79,106.00 |
0.11% |
| Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 |
|
86361HAB0 |
94,346 |
$79,966.72 |
0.11% |
| Freddie Mac FG G60659, 3.50%, due 08/01/2046 |
|
31335AWU8 |
83,193 |
$76,734.15 |
0.10% |
| FreddieMac Strip Series 360, Class 250, 2.50%, due 11/15/2047 |
|
3132J0US4 |
80,817 |
$72,119.32 |
0.10% |
| Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 |
|
29429CAJ4 |
4,243,969 |
$69,321.84 |
0.09% |
| COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 |
|
12593FAG9 |
7,000,000 |
$65,925.30 |
0.09% |
| Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 |
|
02150EAL7 |
127,242 |
$67,885.63 |
0.09% |
| Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 |
|
31397UDV8 |
69,652 |
$69,488.93 |
0.09% |
| FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 |
|
3136B64Y6 |
68,639 |
$67,722.83 |
0.09% |
| Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 |
|
74922KAD7 |
83,853 |
$65,777.83 |
0.09% |
| SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 |
|
78445AAE6 |
65,000 |
$67,255.85 |
0.09% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
65,000 |
$65,130.60 |
0.09% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 |
|
95000LBC6 |
3,500,008 |
$65,134.44 |
0.09% |
| Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 |
|
02151CAE6 |
109,545 |
$62,763.25 |
0.08% |
| Freddie Mac FR SD7513, 3.50%, due 04/01/2050 |
|
3132DVK20 |
64,846 |
$59,268.45 |
0.08% |
| Freddie Mac FR ZM1779, 3%, due 09/01/2046 |
|
3131XU6Q5 |
66,531 |
$59,172.12 |
0.08% |
| Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 |
|
88315LAJ7 |
65,875 |
$60,474.94 |
0.08% |
| Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 |
|
94989JBC9 |
26,638,749 |
$58,538.65 |
0.08% |
| Fannie Mae FN BV4119, 2.50%, due 03/01/2052 |
|
3140MHSH3 |
64,598 |
$53,977.94 |
0.07% |
| Fannie Mae FN FM2870, 3%, due 03/01/2050 |
|
3140X6FL0 |
58,295 |
$51,438.93 |
0.07% |
| GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 |
|
362631AC7 |
230,538 |
$54,513.02 |
0.07% |
| Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 |
|
12544QAA8 |
101,778 |
$48,288.18 |
0.06% |
| Fannie Mae FN CA0995, 3.50%, due 01/01/2048 |
|
3140Q8C94 |
46,622 |
$42,225.24 |
0.06% |
| Freddie Mac FG G08681, 3.50%, due 12/01/2045 |
|
3128MJXK1 |
45,046 |
$41,571.14 |
0.06% |
| Freddie Mac FR SD7502, 3.50%, due 07/01/2049 |
|
3132DVKP9 |
50,368 |
$46,009.45 |
0.06% |
| GNMA G2 MA4382, 3.50%, due 04/20/2047 |
|
36179S2P1 |
49,272 |
$45,577.21 |
0.06% |
| LHOME Mortgage Trust Series 2021-RTL3, Class A, Variable rate, due 09/25/2026 |
|
50203RAA8 |
44,932 |
$44,639.47 |
0.06% |
| Oakwood Mortgage Investors Inc Series 2001-C, Class A2, Variable rate, due 06/15/2031 |
|
67087TCK5 |
582,662 |
$47,810.53 |
0.06% |
| Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 |
|
805564RN3 |
51,135 |
$48,022.31 |
0.06% |
| GNMA G2 MA3873, 3%, due 08/20/2046 |
|
36179SJS7 |
39,649 |
$35,667.41 |
0.05% |
| GNMA G2 MA4778, 3.50%, due 10/20/2047 |
|
36179TJX4 |
36,634 |
$33,837.08 |
0.05% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 |
|
45660L5S4 |
59,897 |
$40,781.28 |
0.05% |
| Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 |
|
81376EAC9 |
38,561 |
$37,719.68 |
0.05% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
46,875 |
$40,755.58 |
0.05% |
| Wells Fargo Commercial Mortgage Trust Series 2015-C27, Class XA, Variable rate, due 02/15/2048 |
|
94989DAZ2 |
12,323,632 |
$33,848.09 |
0.05% |
| Freddie Mac Series 4993, Class OP, 0%, due 10/25/2058 |
|
3137FU6Z2 |
33,268 |
$30,964.92 |
0.04% |
| GS Mortgage Securities Trust Series 2015-GC28, Class XA, Variable rate, due 02/10/2048 |
|
36251FAY2 |
16,531,689 |
$28,927.15 |
0.04% |
| COMM Mortgage Trust Series 2020-CX, Class E, Variable rate, due 11/10/2046 |
|
12656KAL1 |
35,000 |
$24,679.08 |
0.03% |
| CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 |
|
12636LBA7 |
2,511,285 |
$21,623.92 |
0.03% |
| CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 |
|
12658QAA0 |
24,360 |
$19,331.45 |
0.03% |
| Fannie Mae FN BE3619, 4%, due 05/01/2047 |
|
3140FPAV1 |
23,728 |
$22,560.65 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 |
|
3137FG7J8 |
1,000,000 |
$20,096.10 |
0.03% |
| Freddie Mac FG G08792, 3.50%, due 12/01/2047 |
|
3128MJ3A6 |
23,387 |
$21,387.11 |
0.03% |
| GNMA G2 MA4779, 4%, due 10/20/2047 |
|
36179TJY2 |
25,681 |
$24,377.69 |
0.03% |
| Morgan Stanley BAML Trust Series 2015-C20, Class XA, Variable rate, due 02/15/2048 |
|
61764RBG2 |
8,326,720 |
$22,726.12 |
0.03% |
| Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 |
|
86363NAY5 |
26,316 |
$23,167.73 |
0.03% |
| Boyce Park CLO, LLC Series 2022-1A, Class M2, Variable rate, due 04/21/2035 |
|
103226AG1 |
375,000 |
$16,427.52 |
0.02% |
| BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 |
|
05604FAE5 |
16,485,314 |
$12,932.73 |
0.02% |
| Freddie Mac Series 3778, Class L, 3.50%, due 12/15/2025 |
|
3137A47J0 |
16,433 |
$16,197.12 |
0.02% |
| Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 |
|
38406JAC2 |
1,000,000 |
$16,307.06 |
0.02% |
| Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class XA, Variable rate, due 02/15/2048 |
|
94989CBA8 |
6,753,953 |
$17,815.58 |
0.02% |
| Freddie Mac Series 3071, Class TF, Variable rate, due 04/15/2035 |
|
31396EFY7 |
5,905 |
$5,901.32 |
0.01% |
| JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 |
|
46590JAY3 |
769,386 |
$4,846.52 |
0.01% |
| Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 |
|
617451EF2 |
10,299 |
$10,152.94 |
0.01% |
| Structured Asset Securities Corporation Series 2006-OPT1, Class A1, Variable rate, due 04/25/2036 |
|
86359UAA7 |
4,274 |
$4,266.16 |
0.01% |
| Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 |
|
94989TBC7 |
1,750,436 |
$10,682.91 |
0.01% |
| COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
|
12624QAS2 |
938,014 |
$9.38 |
0.00% |
| COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 |
|
12591YBE4 |
5,632,262 |
$2,101.40 |
0.00% |
| COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 |
|
12591YAA3 |
11,151,000 |
$1,477.51 |
0.00% |
| FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 |
|
3136B3SX9 |
3,334 |
$3,273.33 |
0.00% |
| FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 |
|
35708TAQ0 |
7,777,935 |
$77.78 |
0.00% |
| GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 |
|
36191YAA6 |
1,209,417 |
$43.30 |
0.00% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-LC11, Class XA, Variable rate, due 04/15/2046 |
|
46639YAS6 |
83,168 |
$0.83 |
0.00% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class XA, Variable rate, due 07/15/2047 |
|
46642CBL3 |
3,098,040 |
$30.98 |
0.00% |
| Pound Sterling |
$GBP |
|
0 |
$0.01 |
0.00% |
| SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2039 |
|
78457JAC6 |
105,000,000 |
$110.25 |
0.00% |
| WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 |
|
92890KBD6 |
623,790 |
$80.97 |
0.00% |
| WF-RBS COMMERCIAL MORTGAGE TRUST Series 2015-C25, Class XA, Variable rate, due 11/15/2047 |
|
92939KAH1 |
3,721,815 |
$37.22 |
0.00% |
| US ULTRA BOND CBT Sep24 |
WNU4 |
|
-1 |
($127,875.00) |
-0.17% |
| US Dollar |
$USD |
|
-17,349,730 |
($17,349,730.01) |
-23.35% |
Currency Forward Positions
| USD->EUR 10-11-2024 |
-348,000.00 EUR |
$378,150.72 |
$2,828.38 |
| USD->GBP 10-11-2024 |
-789,000.00 GBP |
$1,011,210.02 |
$13,055.78 |
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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