Holdings of the Fund as of 6/28/2024
Total Number of Holdings (excluding cash): 53
| US 5YR NOTE (CBT) Sep24 |
FVU4 |
|
8 |
$852,625.00 |
5.64% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
600,000 |
$568,082.76 |
3.76% |
| Freddie Mac - STACR Series 2024-HQA1, Class M2, Variable rate, due 03/25/2044 |
|
35564NCA9 |
500,000 |
$503,616.50 |
3.33% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class B, Variable rate, due 10/01/2053 |
|
30335JAE1 |
615,117 |
$501,044.51 |
3.31% |
| BX Trust Series 2019-IMC, Class F, Variable rate, due 04/15/2034 |
|
05608BAQ3 |
500,000 |
$486,795.15 |
3.22% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C25, Class XA, Variable rate, due 03/15/2057 |
|
05554VAC4 |
9,999,769 |
$479,502.91 |
3.17% |
| BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028 |
|
081927AC9 |
8,898,415 |
$474,060.38 |
3.14% |
| LHOME Mortgage Trust Series 2024-RTL2, Class A2, Variable rate, due 03/25/2029 |
|
50205JAB2 |
445,000 |
$448,144.46 |
2.96% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 |
|
61768HAX4 |
12,055,216 |
$443,037.61 |
2.93% |
| Pagaya AI Debt Selection Trust Serues 2024-3, Class D, 9%, due 10/15/2031 |
|
69547XAD4 |
450,000 |
$443,034.72 |
2.93% |
| BX Trust Series 2021-ARIA, Class E, Variable rate, due 10/15/2036 |
|
05608RAL9 |
375,000 |
$368,118.04 |
2.44% |
| Bank Series 2021-BN31, Class XB, Variable rate, due 02/15/2054 |
|
06541ABN9 |
7,500,000 |
$360,432.23 |
2.38% |
| Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 |
|
53218CAN0 |
368,614 |
$355,683.35 |
2.35% |
| US 10yr Ultra Fut Sep24 |
UXYU4 |
|
3 |
$340,593.75 |
2.25% |
| WFLD MORTGAGE TRUST Series 2014-MONT, Class A, Variable rate, due 08/10/2031 |
|
92939GAA5 |
375,000 |
$337,593.75 |
2.23% |
| Credit Suisse Mortgage Trust Series 2020-WEST, Class A, 3.0403%, due 02/15/2035 |
|
12655QAA3 |
400,000 |
$307,542.60 |
2.03% |
| Hilton USA Trust Series 2016-HHV, Class E, Variable rate, due 11/05/2038 |
|
43300LAN0 |
325,000 |
$304,059.67 |
2.01% |
| Great Wolf Trust Series 2024-WOLF, Class E, Variable rate, due 03/15/2039 |
|
39152MAJ4 |
300,000 |
$301,574.16 |
1.99% |
| MCR Mortgage Trust Series 2024-TWA, Class E, 8.725%, due 06/12/2039 |
|
582923AE8 |
300,000 |
$299,676.93 |
1.98% |
| LUXE Commercial Mortgage Trust Series 2021-TRIP, Class F, Variable rate, due 10/15/2038 |
|
55066WAL8 |
300,000 |
$296,283.27 |
1.96% |
| Freddie Mac Series 4911, Class FB, Variable rate, due 09/25/2049 |
|
3137FNFG0 |
300,852 |
$295,036.80 |
1.95% |
| AMSR Trust Series 2020-SFR3, Class I, 7.379%, due 09/17/2037 |
|
001807AK2 |
280,000 |
$276,791.96 |
1.83% |
| BRAVO Residential Funding Trust Series 2024-NQM3, Class B1, 8.10%, due 03/25/2064 |
|
10569LAE5 |
275,000 |
$275,901.04 |
1.83% |
| Verus Securitization Trust Series 2021-R2, Class B2, Variable rate, due 02/25/2064 |
|
92538DAG4 |
375,000 |
$276,597.60 |
1.83% |
| LHOME Mortgage Trust Series 2024-RTL3, Class M, 10.728%, due 05/25/2029 |
|
50205GAC6 |
275,000 |
$275,675.43 |
1.82% |
| Preston Ridge Partners Mortgage Trust Series 2024-NQM1, Class M1, Variable rate, due 10/25/2068 |
|
693977AD2 |
275,000 |
$275,737.61 |
1.82% |
| PRP Advisors, LLC Series 2024-3, Class A2, Variable rate, due 05/25/2029 |
|
693986AB7 |
275,000 |
$274,531.92 |
1.82% |
| SBNA Auto Receivables Trust Series 2024-A, Class D, 6.04%, due 04/15/2030 |
|
78437PAG8 |
275,000 |
$275,286.11 |
1.82% |
| Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class D, Variable rate, due 10/15/2037 |
|
05493BAL2 |
275,000 |
$272,016.58 |
1.80% |
| FHLMC Multifamily Structured Pass Through Certs. Series K755, Class X3, Variable rate, due 02/25/2059 |
|
3137HCKN1 |
940,000 |
$270,428.79 |
1.79% |
| CSAIL Commercial Mortgage Trust Series 2015-C3, Class B, Variable rate, due 08/15/2048 |
|
12635FAY0 |
285,000 |
$264,859.73 |
1.75% |
| Pagaya AI Debt Selection Trust Series 2023-6, Class C, 8.491%, due 06/16/2031 |
|
69547UAC2 |
259,933 |
$264,400.18 |
1.75% |
| Del Amo Fashion Center Trust Series 2017-AMO, Class D, Variable rate, due 06/05/2035 |
|
24500EAL8 |
300,000 |
$262,636.65 |
1.74% |
| MFRA Trust Series 2022-INV3, Class A1, Variable rate, due 10/25/2057 |
|
55285KAA3 |
264,842 |
$262,917.71 |
1.74% |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 |
|
31573TAD0 |
289,000 |
$261,664.27 |
1.73% |
| Pagaya AI Debt Selection Trust Series 2024-2, Class C, 7.573%, due 08/15/2031 |
|
694961AC7 |
259,884 |
$261,570.77 |
1.73% |
| GLS Auto Receivables Trust Series 2023-4A, Class D, 7.18%, due 08/15/2029 |
|
362929AF8 |
250,000 |
$258,031.88 |
1.71% |
| Preston Ridge Partners Mortgage Trust Series 2020-6, Class A2, Variable rate, due 11/25/2025 |
|
693587AB3 |
262,477 |
$258,745.82 |
1.71% |
| Fannie Mae - CAS Series 2024-R03, Class 2M2, Variable rate, due 03/25/2044 |
|
207941AB1 |
255,000 |
$256,754.15 |
1.70% |
| LHOME Mortgage Trust Series 2024-RTL2, Class M, Variable rate, due 03/25/2029 |
|
50205JAC0 |
255,000 |
$256,737.60 |
1.70% |
| LUXE Commercial Mortgage Trust Series 2021-TRIP, Class G, Variable rate, due 10/15/2038 |
|
55066WAN4 |
262,000 |
$256,411.70 |
1.70% |
| CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 |
|
21873LAA1 |
272,608 |
$253,338.32 |
1.68% |
| Fannie Mae - CAS Series 2022-R01, Class 1B2, Variable rate, due 12/25/2041 |
|
20754LAJ8 |
240,000 |
$253,446.60 |
1.68% |
| Exeter Automobile Receivables Trust Series 2024-1A, Class E, 7.89%, due 08/15/2031 |
|
30167PAG5 |
250,000 |
$251,984.75 |
1.67% |
| Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061 |
|
67115DAA0 |
305,855 |
$251,292.20 |
1.66% |
| Verus Securitization Trust Series 2021-5, Class B2, Variable rate, due 09/25/2066 |
|
92538KAF0 |
367,000 |
$251,066.65 |
1.66% |
| U.S. Treasury Note, 4.625%, due 04/30/2031 |
|
91282CKN0 |
235,000 |
$238,837.11 |
1.58% |
| NJ Trust Series 2023-GSP, Class A, Variable rate, due 01/06/2029 |
|
65486XAA1 |
175,000 |
$180,646.03 |
1.19% |
| US Dollar |
$USD |
|
153,715 |
$153,715.34 |
1.02% |
| Freddie Mac Multiclass Certificates Series 2020-RR07, Class AX, Variable rate, due 09/27/2028 |
|
3137FRVC2 |
1,500,000 |
$125,531.85 |
0.83% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
1,984,589 |
$98,215.33 |
0.65% |
| U.S. Treasury Note, 4.125%, due 03/31/2029 |
|
91282CKG5 |
92,000 |
$91,078.20 |
0.60% |
| Bank Series 2019-BN22, Class XA, Variable rate, due 11/15/2062 |
|
06540XBH3 |
1,064,137 |
$28,303.49 |
0.19% |
| Bank Series 2019-BN24, Class XA, Variable rate, due 11/15/2062 |
|
06540VBC8 |
978,934 |
$29,074.33 |
0.19% |
| CoreVest American Finance Ltd Series 2021-RTL1, Class A1, Variable rate, due 03/28/2029 |
|
12468RAA8 |
0 |
$0.01 |
0.00% |
| Life Financial Services Trust Series 2021-BMR, Class F, Variable rate, due 03/15/2038 |
|
53218CAL4 |
0 |
$0.00 |
0.00% |
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.
|
|