Total Portfolio Holdings

Delaware Ivy Securian Core Bond Fund

Updated as of 12/31/2021
Name CUSIP Type Shares or Principal Amount Market Value Percent of Net Assets
U.S. Treasury Long Bond USH2 Futures Contracts 518 $83,106,625.00 8.19 %
U.S. 5-Year Treasury Note FVH2 Futures Contracts 476 $57,584,844.00 5.67 %
U.S. Treasury Notes 0.63 %, 10/15/2024 91282CDB4 United States Government Obligations 23,225,000 $23,040,833.00 2.27 %
State Street Institutional U.S. Government Money Market Fund - Premier Class, 0.025%, 2-1-22 0.03 %, 857492706 N/A 21,312,184 $21,312,184.00 2.10 %
U.S. Treasury Bonds 1.88 %, 2/15/2041 912810SW9 United States Government Obligations 15,959,000 $15,801,280.00 1.56 %
U.S. Treasury Notes 0.63 %, 12/31/2027 91282CBB6 United States Government Obligations 13,875,000 $13,279,351.00 1.31 %
Invitation Homes Trust, Series 2018-SFR4, Class C 1.51 %, 1/17/2038 46187XAE5 Mortgage-Backed Securities 13,099,396 $13,103,421.00 1.29 %
Federal National Mortgage Association Fixed Rate Pass-Thr 2.00 %, 7/25/2051 01F020612 United States Government Agency Obligations 11,000,000 $10,966,108.00 1.08 %
Macquarie Group Ltd. 2.69 %, 6/23/2032 55607PAG0 Corporate Debt Securities 10,825,000 $10,807,763.00 1.07 %
U.S. Treasury Notes 0.25 %, 5/31/2025 912828ZT0 United States Government Obligations 11,000,000 $10,701,797.00 1.05 %
Eagle Re Ltd., Series 2020-1, Class M1B (1-Month U.S. LIB 1.54 %, 1/25/2030 26982LAB6 Mortgage-Backed Securities 10,721,000 $10,527,999.00 1.04 %
Wells Fargo & Co. 2.39 %, 6/2/2028 95000U2S1 Corporate Debt Securities 10,000,000 $10,170,641.00 1.00 %
Citigroup Commercial Mortgage Trust, Commercial Mortgage 0.94 %, 12/15/2036 17326MAA0 Mortgage-Backed Securities 10,000,000 $9,960,501.00 0.98 %
AT&T, Inc. 3.55 %, 9/15/2055 00206RLJ9 Corporate Debt Securities 9,512,000 $9,562,587.00 0.94 %
U.S. Treasury Bonds 2.00 %, 8/15/2051 912810SZ2 United States Government Obligations 9,200,000 $9,381,125.00 0.92 %
Home Partners of America Trust, Series 2021-1, Class A 1.70 %, 9/17/2041 437300AA4 Mortgage-Backed Securities 8,815,575 $8,598,170.00 0.85 %
Citigroup Mortgage Loan Trust, Series 2021-INV2, Class A7 2.50 %, 5/25/2051 17329RCN6 Mortgage-Backed Securities 8,323,126 $8,396,178.00 0.83 %
Compass Bank 3.88 %, 4/10/2025 20453KAA3 Corporate Debt Securities 7,250,000 $7,790,147.00 0.77 %
AGL Capital Corp. 3.88 %, 11/15/2025 001192AL7 Corporate Debt Securities 7,050,000 $7,585,042.00 0.75 %
UBS Commercial Mortgage Trust, Series 2017-C6, Class A5 3.58 %, 12/15/2050 90276UAX9 Mortgage-Backed Securities 7,000,000 $7,545,704.00 0.74 %
New York and Presbyterian Hospital (The) 2.26 %, 8/1/2040 649322AH7 Corporate Debt Securities 7,950,000 $7,459,912.00 0.73 %
United Airlines Pass-Through Certificates, Series 2020-1A 5.88 %, 10/15/2027 90931GAA7 Asset-Backed Securities 6,774,750 $7,420,877.00 0.73 %
ONE Park Mortgage Trust, Series 2021-PARK, Class A (1-Mon 0.81 %, 3/15/2036 682413AA7 Mortgage-Backed Securities 7,500,000 $7,445,793.00 0.73 %
CVS Caremark Corp. Pass-Through Trust 6.04 %, 12/10/2028 126650BP4 Asset-Backed Securities 6,464,168 $7,371,669.00 0.73 %
U.S. Treasury Notes 1.25 %, 6/30/2028 91282CCH2 United States Government Obligations 7,500,000 $7,425,000.00 0.73 %
Towd Point Mortgage Trust, Series 2015-2 3.95 %, 11/25/2057 89171YBG5 Mortgage-Backed Securities 7,050,000 $7,166,867.00 0.71 %
Bank of America Corp. 1.92 %, 10/24/2031 06051GJL4 Corporate Debt Securities 7,500,000 $7,189,203.00 0.71 %
Brookfield Infrastructure Partners L.P., 5.000% G16252275 Preferred Stocks 280,000 $7,092,400.00 0.70 %
Equinor ASA (GTD by Equinor Energy AS) 3.00 %, 4/6/2027 29446MAE2 Corporate Debt Securities 6,600,000 $6,971,526.00 0.69 %
NYU Langone Hospitals 3.38 %, 7/1/2055 62954RAA4 Corporate Debt Securities 6,675,000 $6,869,600.00 0.68 %
Multifamily Connecticut Avenue Securities Trust, Series 2 3.35 %, 10/15/2049 62547NAB5 Mortgage-Backed Securities 7,000,000 $6,912,137.00 0.68 %
AmeriCredit Automobile Receivables Trust, Series 2018-2, 3.59 %, 6/18/2024 03066LAF5 Asset-Backed Securities 6,660,000 $6,744,698.00 0.66 %
U.S. Treasury Bonds 5.38 %, 2/15/2031 912810FP8 United States Government Obligations 4,940,000 $6,612,074.00 0.65 %
HollyFrontier Corp. 2.63 %, 10/1/2023 436106AB4 Corporate Debt Securities 6,500,000 $6,627,063.00 0.65 %
JPMorgan Mortgae Trust 2017-A13 3.50 %, 11/25/2048 46648UAN4 Asset-Backed Securities 6,443,489 $6,482,828.00 0.64 %
U.S. Treasury Notes 1.38 %, 11/15/2031 91282CDJ7 United States Government Obligations 6,255,000 $6,177,790.00 0.61 %
Main Street Capital Corp. 3.00 %, 7/14/2026 56035LAE4 Corporate Debt Securities 6,200,000 $6,224,681.00 0.61 %
Teachers Insurance & Annuity Association of America 4.27 %, 5/15/2047 878091BF3 Corporate Debt Securities 5,000,000 $6,058,576.00 0.60 %
Bank of New York Mellon Corp. (The) 3.75 %, 3/20/2071 064058AL4 Corporate Debt Securities 6,000,000 $6,036,420.00 0.60 %
U.S. Treasury Notes 0.38 %, 4/15/2024 91282CBV2 United States Government Obligations 6,000,000 $5,940,469.00 0.59 %
Marathon Petroleum Corp. 5.85 %, 12/15/2045 56585AAM4 Corporate Debt Securities 4,727,000 $6,002,746.00 0.59 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO 4.00 %, 7/25/2056 35563PCE7 United States Government Agency Obligations 5,830,000 $5,883,960.00 0.58 %
Flagstar Mortgage Trust, Series 2021-5INV, Class A5 2.50 %, 7/25/2051 33851PAE5 Mortgage-Backed Securities 5,810,734 $5,870,854.00 0.58 %
JPMorgan Mortgage Trust, Series 2017-4, Class A-13 (Mortg 2.50 %, 8/25/2051 46652VAK1 Mortgage-Backed Securities 6,000,000 $5,882,140.00 0.58 %
Equitable Financial Life Insurance Co. 1.40 %, 7/7/2025 29449WAA5 Corporate Debt Securities 5,850,000 $5,801,712.00 0.57 %
Flagstar Mortgage Trust, Series 2021-6INV, Class A6 2.50 %, 8/25/2051 33851GAF2 Mortgage-Backed Securities 5,756,694 $5,816,300.00 0.57 %
Synovus Financial Corp. 3.13 %, 11/1/2022 87161CAL9 Corporate Debt Securities 5,680,000 $5,772,693.00 0.57 %
Triton Container International Ltd. 2.05 %, 4/15/2026 89680YAA3 Corporate Debt Securities 5,760,000 $5,720,395.00 0.56 %
Goldman Sachs Group, Inc. (The) 2.38 %, 7/21/2032 38141GYJ7 Corporate Debt Securities 5,775,000 $5,690,815.00 0.56 %
Midwest Connector Capital Co. LLC 3.63 %, 4/1/2022 59833CAB8 Corporate Debt Securities 5,550,000 $5,560,232.00 0.55 %
Blackstone Holdings Finance Co. LLC 3.25 %, 3/15/2027 09261HAJ6 Corporate Debt Securities 5,500,000 $5,560,180.00 0.55 %
Dell International LLC and EMC Corp. 4.90 %, 10/1/2026 24703TAE6 Corporate Debt Securities 5,000,000 $5,635,187.00 0.55 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Mont 1.05 %, 10/25/2029 3137G0NY1 United States Government Agency Obligations 5,700,000 $5,518,404.00 0.54 %
Security Benefit Global Funding 1.25 %, 5/17/2024 81412DAA1 Corporate Debt Securities 5,450,000 $5,426,010.00 0.53 %
SoFi Professional Loan Program LLC, Series 2021-B, Class 1.14 %, 2/15/2047 83405NAA4 Asset-Backed Securities 5,522,879 $5,425,993.00 0.53 %
Duke Energy Carolinas LLC 4.25 %, 12/15/2041 26442CAM6 Corporate Debt Securities 4,550,000 $5,372,524.00 0.53 %
Athene Global Funding 2.80 %, 5/26/2023 04685A2M2 Corporate Debt Securities 5,000,000 $5,128,587.00 0.51 %
Home Partners of America Trust, Series 2021-3, Class B 2.65 %, 1/17/2041 43730XAB0 Mortgage-Backed Securities 5,150,000 $5,133,193.00 0.51 %
Enterprise Products Operating LLC (GTD by Enterprise Prod 2.95 %, 6/1/2067 29379VAN3 Corporate Debt Securities 5,750,000 $5,192,221.00 0.51 %
AMSR Trust, Series 2021-SFR4, Class B 2.42 %, 12/17/2038 66982FAB5 Mortgage-Backed Securities 5,250,000 $5,200,142.00 0.51 %
Navient Student Loan Trust, Series 2021-BA, Class A 0.94 %, 7/15/2069 63942LAA0 Mortgage-Backed Securities 5,255,662 $5,201,030.00 0.51 %
JPMorgan Mortgage Trust, Series 2021-13, Class A4 2.50 %, 4/25/2052 46592XAF1 Mortgage-Backed Securities 5,132,836 $5,163,515.00 0.51 %
PMT Loan Trust, Series 2021-INV1, Class A9 2.50 %, 7/25/2051 69359YAJ6 Mortgage-Backed Securities 5,166,876 $5,213,414.00 0.51 %
Santander Drive Auto Receivables Trust, Series 2018-2, Cl 5.02 %, 9/15/2025 80285FAH7 Asset-Backed Securities 5,000,000 $5,073,095.00 0.50 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO 2.25 %, 12/25/2030 35563TAB7 United States Government Agency Obligations 5,000,000 $5,060,784.00 0.50 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO 3.40 %, 10/25/2027 3137G0EW5 United States Government Agency Obligations 4,886,456 $4,962,107.00 0.49 %
Citigroup Mortgage Loan Trust, Series 2021-INV1, Class A7 2.50 %, 5/25/2051 17329PCL4 Mortgage-Backed Securities 4,955,011 $4,998,501.00 0.49 %
State Street Corp. 2.20 %, 3/3/2031 857477BP7 Corporate Debt Securities 4,947,000 $4,908,986.00 0.48 %
NGPL PipeCo LLC 3.25 %, 7/15/2031 62928CAA0 Corporate Debt Securities 4,750,000 $4,831,018.00 0.48 %
BAMLL Commercial Mortgage Securities Trust 2014-520M, Class A 4.18 %, 8/15/2046 05525MAA4 Mortgage-Backed Securities 4,130,000 $4,842,773.00 0.48 %
FirstEnergy Transmission LLC 5.45 %, 7/15/2044 33767BAA7 Corporate Debt Securities 3,871,000 $4,896,080.00 0.48 %
Port Auth of NY & NJ Consolidated Bonds, Ser 174 4.46 %, 10/1/2062 73358WJA3 Municipal Bonds - Taxable 3,710,000 $4,927,510.00 0.48 %
Tricon Residential Trust, Series 2021-SFR1, Class B 2.24 %, 7/17/2038 89614YAB2 Mortgage-Backed Securities 4,875,000 $4,802,719.00 0.47 %
Apollo Management Holdings L.P. 2.65 %, 6/5/2030 03765HAF8 Corporate Debt Securities 4,700,000 $4,745,284.00 0.47 %
JPMorgan Chase & Co. 1.76 %, 11/19/2031 46647PBU9 Corporate Debt Securities 5,000,000 $4,744,512.00 0.47 %
FirstKey Homes, Series 2021-SFR1, Class B 1.79 %, 8/17/2038 33767WAC7 Mortgage-Backed Securities 4,800,000 $4,718,223.00 0.47 %
Leidos, Inc. (GTD by Leidos Holdings, Inc.) 2.95 %, 5/15/2023 52532XAB1 Corporate Debt Securities 4,665,000 $4,788,366.00 0.47 %
U.S. Treasury Bonds 1.75 %, 8/15/2041 912810TA6 United States Government Obligations 4,877,000 $4,729,928.00 0.47 %
Agate Bay Mortgage Loan Trust 2016-1, Class B1 (Mortgage 3.68 %, 12/25/2045 00842TAS7 Mortgage-Backed Securities 4,541,244 $4,625,266.00 0.46 %
Hyundai Capital America 2.85 %, 11/1/2022 44891ABC0 Corporate Debt Securities 4,500,000 $4,578,403.00 0.45 %
American Transmission Systems, Inc. 2.65 %, 1/15/2032 030288AC8 Corporate Debt Securities 4,525,000 $4,572,088.00 0.45 %
PMT Credit Risk Transfer Trust, Series 2021-1R, Class A ( 2.99 %, 2/27/2024 69356UAA6 Mortgage-Backed Securities 4,531,793 $4,591,934.00 0.45 %
Piedmont Natural Gas Co., Inc. 3.35 %, 6/1/2050 720186AM7 Corporate Debt Securities 4,400,000 $4,530,937.00 0.45 %
Muni Elec Auth of GA, Plant Vogtle Units 3 & 4 Proj M Bon 6.66 %, 4/1/2057 626207YM0 Municipal Bonds - Taxable 2,933,000 $4,543,576.00 0.45 %
Tennessee Gas Pipeline Co. 8.38 %, 6/15/2032 880451AW9 Corporate Debt Securities 3,200,000 $4,585,355.00 0.45 %
Radnor Re Ltd., Series 2020-1, Class M1B (1-Month U.S. LI 1.55 %, 1/25/2030 750493AB4 Mortgage-Backed Securities 4,650,000 $4,573,809.00 0.45 %
Bank of the West Auto Trust, Series 2017-1, Class D 3.21 %, 4/15/2025 064229AG2 Asset-Backed Securities 4,500,000 $4,514,212.00 0.44 %
Air Canada Enhanced Equipment Trust, Series 2015-2, Class 3.55 %, 1/15/2030 00908PAB3 Asset-Backed Securities 4,590,027 $4,476,084.00 0.44 %
SVB Financial Group 4.10 %, 5/15/2169 78486QAG6 Corporate Debt Securities 4,500,000 $4,473,000.00 0.44 %
Invitation Homes Trust, Series 2018-SFR1 (1-Month U.S. LI 1.36 %, 3/17/2037 46185JAE8 Mortgage-Backed Securities 4,499,355 $4,492,729.00 0.44 %
Owl Rock Capital Corp. III 3.13 %, 4/13/2027 69122JAA4 Corporate Debt Securities 4,500,000 $4,402,841.00 0.43 %
Sealed Air Corp. 1.57 %, 10/15/2026 81211KAZ3 Corporate Debt Securities 4,500,000 $4,365,697.00 0.43 %
MidAmerican Energy Co. 4.25 %, 7/15/2049 595620AU9 Corporate Debt Securities 3,500,000 $4,329,632.00 0.43 %
Boardwalk Pipelines L.P. 4.95 %, 12/15/2024 096630AD0 Corporate Debt Securities 4,051,000 $4,392,937.00 0.43 %
Johnson & Johnson 2.25 %, 9/1/2050 478160CS1 Corporate Debt Securities 4,600,000 $4,256,279.00 0.42 %
UBS Commercial Mortgage Trust, Series 2017-C1, Class AS 3.72 %, 6/15/2050 90276EAH0 Mortgage-Backed Securities 4,000,000 $4,274,347.00 0.42 %
General Motors Financial Co., Inc. (GTD by AmeriCredit Fi 0.81 %, 3/8/2024 37045XDF0 Corporate Debt Securities 4,250,000 $4,270,133.00 0.42 %
Phillips Edison Grocery Center Operating Partnership I L. 2.63 %, 11/15/2031 71845JAA6 Corporate Debt Securities 4,425,000 $4,310,209.00 0.42 %
FirstKey Homes, Series 2021-SFR2, Class D 2.06 %, 9/17/2038 33767TAG5 Mortgage-Backed Securities 4,400,000 $4,277,102.00 0.42 %
Charles Schwab Corp. (The) 4.63 %, 12/29/2049 808513AP0 Corporate Debt Securities 4,200,000 $4,207,560.00 0.41 %
Discover Bank 3.45 %, 7/27/2026 25466AAJ0 Corporate Debt Securities 3,975,000 $4,209,153.00 0.41 %
East Ohio Gas Co. (The) 3.00 %, 6/15/2050 27409LAE3 Corporate Debt Securities 4,110,000 $4,062,893.00 0.40 %
Winwater Mortgage Loan Trust 2015-B1 3.77 %, 8/20/2045 97654DBZ8 Mortgage-Backed Securities 4,033,430 $4,023,816.00 0.40 %
One Market Plaza Trust, Series 2017-1MKT 3.61 %, 2/10/2032 68245HAA2 Asset-Backed Securities 4,000,000 $4,010,136.00 0.40 %
Invitation Homes Trust, Series 2018-SFR2 1.39 %, 6/17/2037 46185HAE2 Asset-Backed Securities 3,999,372 $3,995,558.00 0.39 %
Indianapolis Power & Light Co. 4.70 %, 9/1/2045 455434BS8 Corporate Debt Securities 3,150,000 $3,997,960.00 0.39 %
CommonBond Student Loan Trust, Series 2017-BGS, Class C 2.54 %, 1/25/2047 20268CAA6 Mortgage-Backed Securities 3,779,561 $3,833,171.00 0.38 %
AES Corp. (The) 3.95 %, 7/15/2030 00130HCC7 Corporate Debt Securities 3,670,000 $3,917,083.00 0.38 %
Ameren Corp. 3.50 %, 1/15/2031 023608AJ1 Corporate Debt Securities 3,550,000 $3,833,875.00 0.38 %
Entergy Texas, Inc. 3.45 %, 12/1/2027 29365TAF1 Corporate Debt Securities 3,600,000 $3,810,995.00 0.38 %
JetBlue Airways Corp. 7.75 %, 11/15/2028 477164AB3 Corporate Debt Securities 3,336,339 $3,876,978.00 0.38 %
Pacific Gas and Electric Co. 1.75 %, 6/16/2022 694308JE8 Corporate Debt Securities 3,870,000 $3,870,029.00 0.38 %
Agate Bay Mortgage Loan Trust 2015-6, Class B1 3.62 %, 9/25/2045 00842DAS2 Mortgage-Backed Securities 3,666,965 $3,704,173.00 0.37 %
CarMax Auto Owner Trust, Series 2018-1, Class C 2.95 %, 11/15/2023 14314AAF6 Asset-Backed Securities 3,700,000 $3,717,176.00 0.37 %
Port Auth of NY & NJ Consolidated Bonds, 168th Ser 4.93 %, 10/1/2051 73358WEK6 Municipal Bonds - Taxable 2,690,000 $3,734,839.00 0.37 %
Hyundai Capital America 3.25 %, 9/20/2022 44891AAR8 Corporate Debt Securities 3,662,000 $3,732,050.00 0.37 %
Navient Private Education Refi Loan Trust, Series 2021-F, 1.11 %, 2/18/2070 63942GAA1 Asset-Backed Securities 3,852,994 $3,787,499.00 0.37 %
Eversource Energy 3.80 %, 12/1/2023 30040WAG3 Corporate Debt Securities 3,550,000 $3,727,977.00 0.37 %
Citigroup, Inc. 1.28 %, 11/3/2025 172967ND9 Corporate Debt Securities 3,650,000 $3,642,468.00 0.36 %
Triton Container International Ltd. 3.15 %, 6/15/2031 89680YAC9 Corporate Debt Securities 3,610,000 $3,644,502.00 0.36 %
AES Corp. (The) 1.38 %, 1/15/2026 00130HCE3 Corporate Debt Securities 3,730,000 $3,624,771.00 0.36 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO 5.65 %, 7/25/2028 3137G0HW2 United States Government Agency Obligations 3,457,317 $3,600,266.00 0.36 %
HSBC Holdings plc 3.26 %, 3/13/2023 404280BJ7 Corporate Debt Securities 3,600,000 $3,617,161.00 0.36 %
Federal National Mortgage Association Agency REMIC/CMO 4.55 %, 1/25/2029 30711XDK7 United States Government Agency Obligations 3,442,337 $3,565,628.00 0.35 %
TSMC Arizona Corp. 2.50 %, 10/25/2031 872898AC5 Corporate Debt Securities 3,475,000 $3,523,041.00 0.35 %
Upjohn, Inc. 2.30 %, 6/22/2027 92556VAC0 Corporate Debt Securities 3,400,000 $3,422,068.00 0.34 %
PacifiCorp 3.30 %, 3/15/2051 695114CX4 Corporate Debt Securities 3,335,000 $3,465,638.00 0.34 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO 2.00 %, 3/25/2061 35563P5Y1 United States Government Agency Obligations 3,446,793 $3,473,068.00 0.34 %
Blackstone Holdings Finance Co. LLC 2.13 %, 2/15/2027 09261XAC6 Corporate Debt Securities 3,425,000 $3,335,763.00 0.33 %
Pine Street Trust I 4.57 %, 2/15/2029 722844AA5 Corporate Debt Securities 3,000,000 $3,389,941.00 0.33 %
CVS Caremark Corp. Pass-Through Trust 6.94 %, 1/10/2030 126650BQ2 Asset-Backed Securities 2,848,312 $3,376,412.00 0.33 %
Florida Power & Light Co. 2.85 %, 4/1/2025 341081FZ5 Corporate Debt Securities 3,155,000 $3,296,894.00 0.33 %
East Ohio Gas Co. (The) 1.30 %, 6/15/2025 27409LAA1 Corporate Debt Securities 3,375,000 $3,331,302.00 0.33 %
Progress Residential Trust, Series 2021-SFR7, Class D 2.34 %, 8/17/2040 74333PAG2 Mortgage-Backed Securities 3,450,000 $3,339,409.00 0.33 %
DT Midstream, Inc. 4.13 %, 6/15/2029 23345MAA5 Corporate Debt Securities 3,200,000 $3,281,328.00 0.32 %
Santander Consumer Auto Receivables Trust, Series 2020-BA 0.77 %, 12/15/2025 802830AN9 Asset-Backed Securities 3,250,000 $3,238,961.00 0.32 %
AT&T, Inc. 3.65 %, 6/1/2051 00206RKA9 Corporate Debt Securities 3,100,000 $3,217,525.00 0.32 %
American Airlines Class B Pass Through Certificates, Seri 3.75 %, 10/15/2025 023771S41 Asset-Backed Securities 3,368,088 $3,226,814.00 0.32 %
Shellpoint Co-Originator Trust, Series 2015-1, Class B3 3.81 %, 8/25/2045 82280QCA7 Asset-Backed Securities 3,258,640 $3,274,839.00 0.32 %
TSMC Arizona Corp. 1.75 %, 10/25/2026 872898AA9 Corporate Debt Securities 3,250,000 $3,253,195.00 0.32 %
U.S. Treasury Bonds 2.38 %, 5/15/2051 912810SX7 United States Government Obligations 2,856,000 $3,155,434.00 0.31 %
American Tower Corp. 3.07 %, 3/15/2023 03027WAJ1 Corporate Debt Securities 3,100,000 $3,102,541.00 0.31 %
Navient Student Loan Trust, Series 2020-HA, Class A 1.31 %, 1/15/2069 63935BAA1 Mortgage-Backed Securities 3,199,655 $3,186,778.00 0.31 %
AT&T, Inc. 2.30 %, 6/1/2027 00206RJX1 Corporate Debt Securities 3,100,000 $3,156,165.00 0.31 %
United Airlines Pass-Through Certificates, Series 2016-1, 3.65 %, 1/7/2026 90933HAA3 Asset-Backed Securities 3,151,042 $3,115,973.00 0.31 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Mont 3.90 %, 3/25/2029 3137G0LJ6 United States Government Agency Obligations 2,983,867 $3,074,546.00 0.30 %
Federal National Mortgage Association Agency REMIC/CMO (1 5.60 %, 9/25/2029 30711XGQ1 United States Government Agency Obligations 2,650,000 $2,902,919.00 0.29 %
Gray Oak Pipeline LLC 3.45 %, 10/15/2027 38937LAB7 Corporate Debt Securities 2,835,000 $2,964,177.00 0.29 %
Crown Castle Towers LLC 4.24 %, 7/15/2028 22822RBH2 Corporate Debt Securities 2,675,000 $2,918,075.00 0.29 %
Entergy Mississippi, Inc. 3.25 %, 12/1/2027 29364NAU2 Corporate Debt Securities 2,750,000 $2,915,032.00 0.29 %
Unum Group 5.75 %, 8/15/2042 91529YAJ5 Corporate Debt Securities 2,324,000 $2,850,851.00 0.28 %
U.S. Bancorp 3.00 %, 7/30/2029 91159HHW3 Corporate Debt Securities 2,700,000 $2,854,287.00 0.28 %
NYU Hospitals Center 4.43 %, 7/1/2042 62952EAA5 Corporate Debt Securities 2,315,000 $2,793,429.00 0.28 %
Air Canada Enhanced Equipment Trust, Series 2020-2, Class 5.25 %, 4/1/2029 00909DAA1 Asset-Backed Securities 2,622,890 $2,854,330.00 0.28 %
Truist Financial Corp. 5.05 %, 12/15/2168 89832QAB5 Corporate Debt Securities 2,765,000 $2,809,931.00 0.28 %
El Paso Natural Gas Co. LLC 8.38 %, 6/15/2032 283695BK9 Corporate Debt Securities 2,000,000 $2,872,067.00 0.28 %
CSX Corp. 4.25 %, 11/1/2066 126408HG1 Corporate Debt Securities 2,175,000 $2,667,433.00 0.27 %
Exelon Corp. 4.05 %, 4/15/2030 30161NAX9 Corporate Debt Securities 2,500,000 $2,780,594.00 0.27 %
ASMR Trust, Series 2021-SFR2, Class D 2.28 %, 8/17/2038 00179VAD8 Mortgage-Backed Securities 2,750,000 $2,691,876.00 0.27 %
IPALCO Enterprises, Inc. 3.70 %, 9/1/2024 462613AM2 Corporate Debt Securities 2,650,000 $2,773,703.00 0.27 %
EQT Midstream Partners L.P. 6.50 %, 7/15/2048 26885BAE0 Corporate Debt Securities 2,225,000 $2,706,512.00 0.27 %
British Airways Pass-Through Trust, Ser 2019-1A 3.35 %, 6/15/2029 11043XAB9 Asset-Backed Securities 2,749,917 $2,733,285.00 0.27 %
Rattler Midstream L.P. 5.63 %, 7/15/2025 75419TAA1 Corporate Debt Securities 2,500,000 $2,602,500.00 0.26 %
United Airlines Pass-Through Certificates, Series 2019-2, 3.50 %, 5/1/2028 90932KAA7 Asset-Backed Securities 2,686,410 $2,660,226.00 0.26 %
U.S. Treasury Notes 1.25 %, 9/30/2028 91282CCY5 United States Government Obligations 2,700,000 $2,669,203.00 0.26 %
Global Payments, Inc. 2.15 %, 1/15/2027 37940XAG7 Corporate Debt Securities 2,625,000 $2,636,939.00 0.26 %
Federal National Mortgage Association Agency REMIC/CMO (1 3.10 %, 10/25/2029 30711XJX3 United States Government Agency Obligations 2,487,980 $2,545,690.00 0.25 %
UBS Commercial Mortgage Trust, Series 2017-C6, Class A5 ( 4.06 %, 12/15/2050 90276WAV9 Mortgage-Backed Securities 2,300,000 $2,499,325.00 0.25 %
Upjohn, Inc. 3.85 %, 6/22/2040 92556VAE6 Corporate Debt Securities 2,430,000 $2,577,927.00 0.25 %
Navient Student Loan Trust, Series 2021-A, Class A 0.84 %, 5/15/2069 63942BAA2 Asset-Backed Securities 2,525,988 $2,494,074.00 0.25 %
U.S. Treasury Bonds 2.25 %, 5/15/2041 912810SY5 United States Government Obligations 2,400,000 $2,522,250.00 0.25 %
Block Financial LLC (GTD by H&R Block, Inc.) 3.88 %, 8/15/2030 093662AH7 Corporate Debt Securities 2,331,000 $2,496,780.00 0.24 %
Bunge Ltd. Finance Corp. 1.63 %, 8/17/2025 120568BB5 Corporate Debt Securities 2,475,000 $2,468,240.00 0.24 %
United Airlines Pass-Through Certificates, Series 2014-2B 4.63 %, 9/3/2022 90932QAB2 Asset-Backed Securities 2,363,463 $2,404,961.00 0.24 %
Tricon American Homes Trust, Series 2020-SFR2, Class B 1.83 %, 11/17/2039 89613JAC4 Mortgage-Backed Securities 2,475,000 $2,394,325.00 0.24 %
Credit Suisse Commercial Mortgage Trust, Commercial Mortg 3.50 %, 6/25/2047 12594XAM6 Mortgage-Backed Securities 2,366,173 $2,395,217.00 0.23 %
J.P. Morgan Mortgage Trust 2006-A2 (Mortgage spread to 7- 3.28 %, 10/25/2046 46647EBC4 Mortgage-Backed Securities 2,321,465 $2,342,576.00 0.23 %
Sequoia Mortgage Trust 2015-3, Class B1 3.72 %, 7/25/2045 81746LCB6 Mortgage-Backed Securities 2,287,774 $2,313,350.00 0.23 %
Block Financial LLC (GTD by H&R Block, Inc.) 2.50 %, 7/15/2028 093662AJ3 Corporate Debt Securities 2,300,000 $2,304,328.00 0.23 %
Hawaiian Airlines Pass Through Certificates, Series 2013-1 4.95 %, 1/15/2022 419839AA3 Asset-Backed Securities 2,381,313 $2,381,634.00 0.23 %
Cleco Corporate Holdings LLC 3.74 %, 5/1/2026 18551PAC3 Corporate Debt Securities 2,200,000 $2,348,279.00 0.23 %
Drive Auto Receivables Trust, Series 2018-5, Class C 3.99 %, 1/15/2025 26208MAF3 Asset-Backed Securities 2,208,674 $2,217,599.00 0.22 %
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class B 0.91 %, 12/15/2037 48254CAJ4 Asset-Backed Securities 2,250,000 $2,233,071.00 0.22 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO 5.25 %, 11/25/2028 3137G0KE8 United States Government Agency Obligations 1,984,651 $2,054,306.00 0.20 %
SoFi Professional Loan Program LLC, Series 2017-F 2.84 %, 1/25/2041 83401BAB2 Mortgage-Backed Securities 1,994,243 $2,028,674.00 0.20 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Mont 4.90 %, 5/25/2028 3137G0HJ1 United States Government Agency Obligations 2,013,944 $2,068,311.00 0.20 %
JPMorgan Chase & Co. 4.60 %, 8/1/2168 48128BAG6 Corporate Debt Securities 2,000,000 $2,055,000.00 0.20 %
Leidos, Inc. (GTD by Leidos Holdings, Inc.) 7.13 %, 7/1/2032 808626AE5 Corporate Debt Securities 1,500,000 $2,023,830.00 0.20 %
Duke Energy Carolinas, LLC 4.00 %, 9/30/2042 26442CAN4 Corporate Debt Securities 1,662,000 $1,911,935.00 0.19 %
Bunge Ltd. Finance Corp. 2.75 %, 5/14/2031 120568BC3 Corporate Debt Securities 1,750,000 $1,777,936.00 0.18 %
Sofi Mortgage Trust, Series 2016-1A, Class B2 (Mortgage s 3.11 %, 11/25/2046 78471KBJ9 Mortgage-Backed Securities 1,789,223 $1,802,625.00 0.18 %
Credit Suisse Mortgage Trust, Series 2013-7, Class B4 (Mo 3.53 %, 8/25/2043 12647PAU2 Mortgage-Backed Securities 1,799,038 $1,806,967.00 0.18 %
U.S. Bancorp 5.30 %, 12/29/2049 902973AZ9 Corporate Debt Securities 1,675,000 $1,813,807.00 0.18 %
Spirit IP Cayman Ltd. and Spirit Loyalty Cayman Ltd. (GTD 8.00 %, 9/20/2025 84859BAA9 Corporate Debt Securities 1,650,000 $1,823,531.00 0.18 %
Kubota Credit Owner Trust, Series 2020-2A, Class A2 0.41 %, 6/15/2023 50116YAB7 Mortgage-Backed Securities 1,864,766 $1,864,920.00 0.18 %
Federal National Mortgage Association Agency REMIC/CMO (1 3.75 %, 9/25/2029 30711XGP3 United States Government Agency Obligations 1,699,637 $1,753,742.00 0.17 %
Citigroup Mortgage Loan Trust, Series 2018-RP1 (3-year U. 3.00 %, 9/25/2064 17326QAA1 Mortgage-Backed Securities 1,689,024 $1,718,107.00 0.17 %
Boardwalk Pipelines L.P. 5.95 %, 6/1/2026 096630AE8 Corporate Debt Securities 1,496,000 $1,715,685.00 0.17 %
CommonBond Student Loan Trust, Series 2017-BGS, Class C 1.20 %, 3/25/2052 20268WAA2 Mortgage-Backed Securities 1,715,570 $1,700,976.00 0.17 %
Comcast Corp. (GTD by Comcast Cable Communications and NB 3.30 %, 4/1/2027 20030NDK4 Corporate Debt Securities 1,620,000 $1,742,312.00 0.17 %
Agate Bay Mortgage Loan Trust, Series 2015-5, Class B3 3.60 %, 7/25/2045 00842BAV9 Mortgage-Backed Securities 1,655,607 $1,663,558.00 0.16 %
Sunoco Logistics Partners Operations L.P. 6.85 %, 2/15/2040 86765BAH2 Corporate Debt Securities 1,265,000 $1,618,056.00 0.16 %
DT Midstream, Inc. 4.38 %, 6/15/2031 23345MAB3 Corporate Debt Securities 1,600,000 $1,666,464.00 0.16 %
JetBlue Airways Corp. 4.00 %, 11/15/2032 477164AA5 Corporate Debt Securities 1,495,301 $1,612,802.00 0.16 %
Pub Util Dist No. 1, Douglas Cnty, WA, Wells Hydroelec Bonds, Ser 2010A 5.45 %, 9/1/2040 259561PJ1 Municipal Bonds - Taxable 1,205,000 $1,642,392.00 0.16 %
JPMorgan Chase Commercial Mortgage Securities Trust, Comm 3.72 %, 3/15/2050 46647TAS7 Mortgage-Backed Securities 1,500,000 $1,623,233.00 0.16 %
Federal National Mortgage Association Agency REMIC/CMO 4.49 %, 1/25/2024 30711XAD6 United States Government Agency Obligations 1,581,312 $1,637,875.00 0.16 %
United Airlines Pass-Through Certificates, Series 2014-1B 4.75 %, 4/11/2022 90932PAB4 Asset-Backed Securities 1,589,192 $1,605,106.00 0.16 %
Delta Air Lines, Inc. Class A Pass Through Certificates, 4.25 %, 7/30/2023 24737AAA5 Asset-Backed Securities 1,541,118 $1,591,865.00 0.16 %
Wells Fargo & Co. 3.00 %, 10/23/2026 949746SH5 Corporate Debt Securities 1,500,000 $1,576,946.00 0.15 %
U.S. Airways Group, Inc., Class A 6.25 %, 4/22/2023 90345KAA8 Corporate Debt Securities 1,441,524 $1,476,379.00 0.15 %
Morgan Stanley 3.13 %, 7/27/2026 61761J3R8 Corporate Debt Securities 1,400,000 $1,484,487.00 0.15 %
SoFi Professional Loan Program LLC, Series 2018-A 2.95 %, 2/25/2042 83406EAC9 Mortgage-Backed Securities 1,512,232 $1,532,789.00 0.15 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortga 4.00 %, 8/25/2056 35563PBH1 United States Government Agency Obligations 1,466,000 $1,477,305.00 0.15 %
Santander Consumer Auto Receivables Trust, Series 2020-BA 0.46 %, 8/15/2024 802830AG4 Asset-Backed Securities 1,507,649 $1,507,573.00 0.15 %
New York and Presbyterian Hospital (The) 2.61 %, 8/1/2060 649322AJ3 Corporate Debt Securities 1,600,000 $1,529,072.00 0.15 %
Citigroup Mortgage Loan Trust, Series 2018-RP1 (3-year U. 3.48 %, 10/25/2043 17321LAH2 Mortgage-Backed Securities 1,496,294 $1,498,381.00 0.15 %
SoFi Professional Loan Program LLC, Series 2020-C, Class 1.95 %, 2/15/2046 83390UAF4 Mortgage-Backed Securities 1,464,170 $1,473,819.00 0.15 %
Agate Bay Mortgage Loan Trust, Series 2013-1, Class B4 3.59 %, 7/25/2043 008414AG9 Mortgage-Backed Securities 1,482,562 $1,485,001.00 0.15 %
British Airways Pass-Through Trust, Series 2020-1A 4.25 %, 11/15/2032 11044MAA4 Asset-Backed Securities 1,334,989 $1,420,260.00 0.14 %
AES Corp. (The) 3.30 %, 7/15/2025 00130HCB9 Corporate Debt Securities 1,365,000 $1,418,099.00 0.14 %
Credit Suisse Commercial Mortgage Trust, Commercial Mortg 3.30 %, 9/15/2037 12649AAA7 Mortgage-Backed Securities 1,339,667 $1,381,158.00 0.14 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.00 %, 5/1/2043 31417GHS8 United States Government Agency Obligations 1,232,754 $1,301,001.00 0.13 %
Sequoia Mortgage Trust 2012-5, Class B2 3.89 %, 11/25/2042 81744XAD0 Mortgage-Backed Securities 1,349,937 $1,362,353.00 0.13 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO 4.55 %, 4/25/2030 3137G0SE0 United States Government Agency Obligations 1,250,000 $1,313,032.00 0.13 %
Uniform Mortgage Back Security 4.00 %, 11/1/2041 3131XHSL1 United States Government Agency Obligations 1,109,638 $1,214,698.00 0.12 %
CSX Corp. 4.75 %, 11/15/2048 126408HN6 Corporate Debt Securities 950,000 $1,227,599.00 0.12 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 11/1/2041 31417AJK6 United States Government Agency Obligations 1,098,986 $1,187,235.00 0.12 %
Federal National Mortgage Association Fixed Rate Pass-Thr 4.00 %, 4/1/2044 3138XSFY8 United States Government Agency Obligations 993,929 $1,085,768.00 0.11 %
U.S. Treasury Notes 1.38 %, 1/31/2025 912828Z52 United States Government Obligations 1,100,000 $1,112,719.00 0.11 %
Invitation Homes Trust, Series 2018-SFR3, Class A (1-Mont 1.11 %, 7/17/2037 46187VAA7 Mortgage-Backed Securities 1,126,984 $1,126,386.00 0.11 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 3.00 %, 3/15/2045 36183QXM2 United States Government Agency Obligations 1,067,020 $1,109,372.00 0.11 %
U.S. Treasury Notes 1.25 %, 11/30/2026 91282CDK4 United States Government Obligations 1,000,000 $999,531.00 0.10 %
Uniform Mortgage Back Security 3.00 %, 2/1/2043 3131XLP50 United States Government Agency Obligations 904,309 $963,171.00 0.10 %
GS Mortgage Securities Corp. Trust Commercial Mortgage Pass-Through Certificates, Series 2012-BWTR 3.44 %, 11/5/2034 36192RAJ1 Mortgage-Backed Securities 1,000,000 $991,994.00 0.10 %
Videotron Ltd. 3.63 %, 6/15/2029 92660FAN4 Corporate Debt Securities 1,000,000 $1,006,435.00 0.10 %
MidAmerican Energy Co. 4.40 %, 10/15/2044 595620AN5 Corporate Debt Securities 810,000 $994,167.00 0.10 %
SoFi Professional Loan Program LLC, Series 2017-D, Class 2.65 %, 9/25/2040 78471CAB5 Mortgage-Backed Securities 995,769 $1,007,241.00 0.10 %
SoFi Professional Loan Program LLC, Series 2015-D, Class 2.72 %, 10/27/2036 78470NAB2 Mortgage-Backed Securities 952,306 $955,286.00 0.09 %
Ashtead Capital, Inc. 4.00 %, 5/1/2028 045054AJ2 Corporate Debt Securities 900,000 $940,938.00 0.09 %
American Airlines Pass-Through Trusts, Pass-Through Certi 4.95 %, 2/15/2025 02378WAA7 Asset-Backed Securities 864,762 $861,475.00 0.09 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.00 %, 9/1/2042 3138M8J46 United States Government Agency Obligations 874,899 $924,407.00 0.09 %
Morgan Stanley Capital I Trust 2012-STAR, Class B 3.45 %, 8/5/2034 61761BAL0 Mortgage-Backed Securities 930,000 $928,897.00 0.09 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 8/1/2042 3138EKG74 United States Government Agency Obligations 753,144 $813,456.00 0.08 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 4/1/2041 31416X6N5 United States Government Agency Obligations 728,990 $787,224.00 0.08 %
Federal National Mortgage Association Fixed Rate Pass-Thr 3.00 %, 1/1/2046 3140EX2E2 United States Government Agency Obligations 740,300 $769,195.00 0.08 %
Boardwalk Pipelines L.P. 3.38 %, 2/1/2023 096630AC2 Corporate Debt Securities 856,000 $871,605.00 0.08 %
Federal Home Loan Mortgage Corp. Fixed Rate Pass-Through 3.50 %, 5/25/2045 3137G1AA5 United States Government Agency Obligations 731,648 $743,224.00 0.07 %
Uniform Mortgage Back Security 3.00 %, 1/1/2043 3131XLGZ4 United States Government Agency Obligations 682,388 $723,189.00 0.07 %
Federal National Mortgage Association Fixed Rate Pass-Thr 3.50 %, 7/1/2045 3140E1DS9 United States Government Agency Obligations 694,607 $743,712.00 0.07 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 2/1/2043 3138W0VH9 United States Government Agency Obligations 666,311 $726,499.00 0.07 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 2/20/2045 36179Q3J8 United States Government Agency Obligations 644,677 $682,727.00 0.07 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 6/20/2036 36176MPE7 United States Government Agency Obligations 542,262 $577,678.00 0.06 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 12/1/2032 31418ANG9 United States Government Agency Obligations 602,852 $642,801.00 0.06 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 1/1/2044 3138EMDB4 United States Government Agency Obligations 512,656 $569,636.00 0.06 %
British Airways Pass-Through Trust, Series 2020-1B 8.38 %, 11/15/2028 11042WAA4 Asset-Backed Securities 539,814 $619,807.00 0.06 %
Multifamily Connecticut Avenue Securities Trust, Series 2 1.80 %, 10/15/2049 62547NAA7 Mortgage-Backed Securities 579,295 $577,042.00 0.06 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 4/1/2041 31416X6Q8 United States Government Agency Obligations 514,644 $565,158.00 0.06 %
Federal National Mortgage Association Fixed Rate Pass-Thr 3.50 %, 6/1/2045 3138YXPV1 United States Government Agency Obligations 570,051 $607,352.00 0.06 %
Bellemeade Re Ltd., Series 2018-1A, Class M1B 1.70 %, 4/25/2028 078768AD0 Mortgage-Backed Securities 600,282 $600,282.00 0.06 %
Uniform Mortgage Back Security 4.00 %, 2/1/2041 3131WRLV5 United States Government Agency Obligations 546,206 $599,842.00 0.06 %
JPMorgan Chase Commercial Mortgage Securities Trust, Comm 3.65 %, 12/15/2049 46645UAT4 Mortgage-Backed Securities 575,000 $619,248.00 0.06 %
Federal National Mortgage Association Agency REMIC/CMO (1 4.39 %, 2/25/2025 30711XAT1 United States Government Agency Obligations 577,696 $588,995.00 0.06 %
Federal National Mortgage Association Fixed Rate Pass-Thr 3.50 %, 9/1/2045 3140E7CN8 United States Government Agency Obligations 550,859 $590,450.00 0.06 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO 4.65 %, 10/25/2024 3137G0CU1 United States Government Agency Obligations 513,180 $525,802.00 0.05 %
Uniform Mortgage Back Security 3.00 %, 8/1/2042 3131XJ4L3 United States Government Agency Obligations 521,204 $550,641.00 0.05 %
Uniform Mortgage Back Security 3.50 %, 8/1/2042 3131XJ4V1 United States Government Agency Obligations 512,433 $553,461.00 0.05 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 4/1/2041 3138AA3C3 United States Government Agency Obligations 462,723 $517,169.00 0.05 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 10/1/2041 31417ACY3 United States Government Agency Obligations 426,453 $468,340.00 0.05 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 10/20/2043 36179NQ43 United States Government Agency Obligations 514,325 $550,506.00 0.05 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 8/20/2031 36176MPF4 United States Government Agency Obligations 327,147 $357,189.00 0.04 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 9/1/2041 3138EG4C5 United States Government Agency Obligations 322,174 $353,781.00 0.04 %
Uniform Mortgage Back Security 3.50 %, 5/1/2032 31329KQR8 United States Government Agency Obligations 375,526 $400,323.00 0.04 %
Uniform Mortgage Back Security 5.00 %, 1/1/2040 3131WNWJ9 United States Government Agency Obligations 338,262 $383,667.00 0.04 %
Government National Mortgage Association Fixed Rate Pass- 3.25 %, 11/20/2035 3617AAXZ2 United States Government Agency Obligations 396,107 $415,223.00 0.04 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 1/1/2043 3138EML66 United States Government Agency Obligations 378,024 $408,181.00 0.04 %
Federal National Mortgage Association Fixed Rate Pass-Thr 3.50 %, 8/1/2045 3140E4Q34 United States Government Agency Obligations 249,761 $263,061.00 0.03 %
Federal National Mortgage Association Fixed-Rate Pass-Thr 3.50 %, 5/1/2045 3138YSZ25 United States Government Agency Obligations 246,892 $259,998.00 0.03 %
Government National Mortgage Association Fixed Rate Pass- 3.50 %, 4/20/2046 36193PDW2 United States Government Agency Obligations 259,744 $273,901.00 0.03 %
Uniform Mortgage Back Security 4.00 %, 11/1/2040 3131WQW94 United States Government Agency Obligations 294,327 $327,035.00 0.03 %
Morgan Stanley BAML Trust, Series 2016-C32 3.72 %, 12/15/2049 61691GAS9 Mortgage-Backed Securities 320,000 $346,491.00 0.03 %
Federal National Mortgage Association Fixed Rate Pass-Thr 4.00 %, 2/1/2047 3140FTW31 United States Government Agency Obligations 296,752 $318,457.00 0.03 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 10/1/2040 31419GXR0 United States Government Agency Obligations 228,301 $252,442.00 0.03 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 3/1/2040 31418NZ45 United States Government Agency Obligations 298,195 $338,087.00 0.03 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 12/20/2040 3620ARSK8 United States Government Agency Obligations 246,437 $269,784.00 0.03 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 12/1/2040 3138A2GV5 United States Government Agency Obligations 232,374 $249,320.00 0.03 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 2.50 %, 11/1/2027 31417DW33 United States Government Agency Obligations 284,062 $295,714.00 0.03 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 1/1/2042 31417AVT3 United States Government Agency Obligations 308,155 $332,835.00 0.03 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 1/15/2040 3620A93J8 United States Government Agency Obligations 287,181 $331,465.00 0.03 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 7/1/2041 31416YUC0 United States Government Agency Obligations 201,291 $222,482.00 0.02 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 8/1/2041 31416YYN2 United States Government Agency Obligations 223,761 $245,658.00 0.02 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 4/1/2041 3138ABMF3 United States Government Agency Obligations 146,843 $161,040.00 0.02 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 1/15/2041 36241LS23 United States Government Agency Obligations 211,405 $232,318.00 0.02 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 6/15/2040 3620AX6F0 United States Government Agency Obligations 164,419 $185,987.00 0.02 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 2/1/2035 31406GYX1 United States Government Agency Obligations 208,586 $236,902.00 0.02 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 4/1/2033 31400TGP6 United States Government Agency Obligations 138,757 $157,135.00 0.02 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 12/1/2039 31418MUN0 United States Government Agency Obligations 144,727 $164,422.00 0.02 %
Uniform Mortgage Back Security 2.50 %, 4/1/2028 3132A7ND9 United States Government Agency Obligations 164,138 $170,738.00 0.02 %
Bellemeade Re Ltd., Series 2020-4A, Class M2A (1-Month U. 2.70 %, 6/25/2030 07876UAA7 Mortgage-Backed Securities 196,224 $196,229.00 0.02 %
Uniform Mortgage Back Security 4.50 %, 4/1/2041 3131XGLD8 United States Government Agency Obligations 176,112 $194,859.00 0.02 %
Uniform Mortgage Back Security 4.00 %, 3/1/2041 3132A3QD5 United States Government Agency Obligations 183,963 $202,185.00 0.02 %
Uniform Mortgage Back Security 4.50 %, 4/1/2041 3131XGLC0 United States Government Agency Obligations 195,379 $216,169.00 0.02 %
Uniform Mortgage Back Security 4.50 %, 1/1/2041 3131WRGC3 United States Government Agency Obligations 189,023 $209,020.00 0.02 %
Uniform Mortgage Back Security 2.50 %, 3/1/2028 3131X8YD2 United States Government Agency Obligations 170,449 $177,411.00 0.02 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 7/1/2035 31402RJV2 United States Government Agency Obligations 131,234 $148,157.00 0.02 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 12/20/2044 36179QWF4 United States Government Agency Obligations 167,437 $181,337.00 0.02 %
Federal National Mortgage Association Fixed Rate Pass-Thr 3.50 %, 8/1/2045 3140E4Q42 United States Government Agency Obligations 206,207 $217,034.00 0.02 %
Uniform Mortgage Back Security 4.00 %, 6/1/2041 3132A3TF7 United States Government Agency Obligations 213,025 $234,113.00 0.02 %
Federal Home Loan Mortgage Corp. Fixed Rate Participation 3.00 %, 10/25/2046 3137G1BC0 United States Government Agency Obligations 217,144 $216,166.00 0.02 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 12/15/2034 36201XAC2 United States Government Agency Obligations 27,116 $31,147.00 0.01 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 7/15/2033 36290QJN6 United States Government Agency Obligations 41,631 $47,338.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 5/1/2037 31410GCG6 United States Government Agency Obligations 43,302 $50,179.00 0.01 %
CommonBond Student Loan Trust, Series 2017-BGS, Class C 4.44 %, 9/25/2042 20268KAD2 Asset-Backed Securities 67,988 $70,116.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 2/1/2032 31389K5S6 United States Government Agency Obligations 15,601 $17,908.00 0.01 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 12/15/2039 3620A9YS4 United States Government Agency Obligations 55,114 $63,194.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 10/1/2032 31391EEQ0 United States Government Agency Obligations 89,947 $102,939.00 0.01 %
Salomon Brothers Mortgage Securities VII, Inc., Mortgage Pass-Through Certificates, Series 1997-HUD1 3.24 %, 12/25/2030 79548KUU0 Mortgage-Backed Securities 708,692 $140,328.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 11/1/2032 31391G3M6 United States Government Agency Obligations 94,569 $108,683.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 12/1/2039 31418MUU4 United States Government Agency Obligations 70,026 $80,115.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 7.00 %, 3/1/2032 31389UHE2 United States Government Agency Obligations 39,858 $46,592.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 11/1/2034 31406BZG8 United States Government Agency Obligations 62,110 $69,215.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 4/1/2035 31406NMZ4 United States Government Agency Obligations 58,042 $65,917.00 0.01 %
Uniform Mortgage Back Security 5.50 %, 6/1/2034 31329JB48 United States Government Agency Obligations 43,826 $49,719.00 0.01 %
Uniform Mortgage Back Security 5.00 %, 11/1/2035 3131WGHH5 United States Government Agency Obligations 41,333 $46,754.00 0.01 %
Uniform Mortgage Back Security 5.00 %, 11/1/2039 3131WNQA5 United States Government Agency Obligations 43,216 $48,919.00 0.01 %
Uniform Mortgage Back Security 5.00 %, 4/1/2040 3131WN6F6 United States Government Agency Obligations 58,346 $66,165.00 0.01 %
Uniform Mortgage Back Security 5.50 %, 10/1/2034 3131WE2S2 United States Government Agency Obligations 86,739 $98,364.00 0.01 %
Uniform Mortgage Back Security 5.50 %, 5/1/2034 3131WD7E0 United States Government Agency Obligations 111,783 $127,776.00 0.01 %
Uniform Mortgage Back Security 5.50 %, 5/1/2034 3131WD5T9 United States Government Agency Obligations 57,404 $64,463.00 0.01 %
Uniform Mortgage Back Security 5.50 %, 2/1/2039 3131WMQN9 United States Government Agency Obligations 128,869 $147,523.00 0.01 %
Uniform Mortgage Back Security 3.50 %, 8/1/2026 3131X62Y5 United States Government Agency Obligations 108,181 $113,899.00 0.01 %
Uniform Mortgage Back Security 4.00 %, 8/1/2041 3131XHBQ8 United States Government Agency Obligations 105,263 $115,226.00 0.01 %
Uniform Mortgage Back Security 6.50 %, 5/1/2034 31329JB89 United States Government Agency Obligations 64,476 $75,020.00 0.01 %
Uniform Mortgage Back Security 4.50 %, 3/1/2041 3131WRR98 United States Government Agency Obligations 120,066 $132,772.00 0.01 %
Uniform Mortgage Back Security 4.00 %, 10/1/2040 3131WQUC9 United States Government Agency Obligations 107,979 $115,195.00 0.01 %
Uniform Mortgage Back Security 5.00 %, 8/1/2040 3131WQLY1 United States Government Agency Obligations 68,004 $77,111.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 4/1/2041 3138ADV44 United States Government Agency Obligations 88,662 $100,451.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 11/1/2025 31419LKJ1 United States Government Agency Obligations 75,942 $79,990.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 9/1/2036 31410FUZ6 United States Government Agency Obligations 72,950 $82,792.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 6/1/2039 31416RM91 United States Government Agency Obligations 51,960 $57,444.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 4/1/2041 3138EGGZ1 United States Government Agency Obligations 101,384 $112,130.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 7/1/2041 3138AMVA0 United States Government Agency Obligations 94,768 $103,994.00 0.01 %
Uniform Mortgage Back Security 5.50 %, 3/1/2038 3132A2GG1 United States Government Agency Obligations 81,256 $93,069.00 0.01 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 12/15/2035 36241KGU6 United States Government Agency Obligations 97,203 $110,274.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 10/1/2035 31407N6X6 United States Government Agency Obligations 92,530 $103,953.00 0.01 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 1/15/2035 36211EAC2 United States Government Agency Obligations 60,276 $69,630.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 9/1/2034 31405JUE2 United States Government Agency Obligations 70,034 $77,415.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 3/1/2035 31402RAS8 United States Government Agency Obligations 59,099 $67,153.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 12/1/2034 31416B2Z0 United States Government Agency Obligations 130,318 $146,931.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.50 %, 6/1/2026 31416YPT9 United States Government Agency Obligations 134,014 $141,183.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 11/1/2034 31405VVM6 United States Government Agency Obligations 64,193 $70,519.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 10/1/2038 31416BKY3 United States Government Agency Obligations 57,009 $66,048.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 7/1/2035 31412QFR5 United States Government Agency Obligations 75,851 $82,789.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 1/1/2035 31406FAR2 United States Government Agency Obligations 93,359 $106,258.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 10/1/2032 31391KH59 United States Government Agency Obligations 50,772 $57,603.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 3/1/2033 31400DRG9 United States Government Agency Obligations 34,252 $37,731.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 5/1/2035 31407XA68 United States Government Agency Obligations 67,831 $74,669.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 4/1/2038 31414QAB3 United States Government Agency Obligations 80,486 $91,275.00 0.01 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 7/15/2038 36296FU68 United States Government Agency Obligations 44,219 $49,975.00 0.01 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 7/15/2040 3620AKYQ3 United States Government Agency Obligations 48,619 $55,046.00 0.01 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 4.00 %, 10/15/2041 36209RYC1 United States Government Agency Obligations 123,561 $135,394.00 0.01 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 10/15/2038 36296TRA3 United States Government Agency Obligations 74,106 $85,375.00 0.01 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 3/1/2033 31400QSW4 United States Government Agency Obligations 88,591 $101,817.00 0.01 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 7/15/2034 36200NYN5 United States Government Agency Obligations 34,137 $38,756.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 8/1/2037 31413LTE9 United States Government Agency Obligations 26,295 $30,458.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3.00 %, 9/1/2022 31418AJ33 United States Government Agency Obligations 20,494 $21,420.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 4.50 %, 4/1/2025 31418RHJ3 United States Government Agency Obligations 25,222 $26,281.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 9/1/2034 31405JEC4 United States Government Agency Obligations 28,171 $32,474.00 0.00 %
Prudential Home Mortgage Securities 6.73 %, 4/28/2024 74434UCQ5 Mortgage-Backed Securities 53 $53.00 0.00 %
Bear Stearns Mortgage Securities, Inc. 8.00 %, 11/25/2029 073914TS2 Mortgage-Backed Securities 19,793 $15,065.00 0.00 %
Structured Asset Mortgage Investments, Inc. 6.75 %, 5/2/2030 073914C27 Mortgage-Backed Securities 3,300 $135.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 1/1/2037 31412LA42 United States Government Agency Obligations 17,194 $19,913.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 8/1/2033 31402HUF6 United States Government Agency Obligations 8,135 $9,029.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 11/1/2034 31405UU98 United States Government Agency Obligations 33,194 $37,347.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 9/1/2032 31390TUC1 United States Government Agency Obligations 7,303 $8,056.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 7.50 %, 5/1/2031 31387DNE5 United States Government Agency Obligations 10,354 $11,543.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 7.00 %, 2/1/2032 31389GSV3 United States Government Agency Obligations 4,116 $4,519.00 0.00 %
Government National Mortgage Association Agency REMIC/CMO 38373MPG9 United States Government Agency Obligations 63,461 $4.00 0.00 %
U.S. Department of Veterans Affairs, Guaranteed REMIC Pass-Through Certificates, Vendee Mortgage Trust 1995-1, Class 1 5.98 %, 2/15/2025 911760FG6 United States Government Agency Obligations 18,418 $19,543.00 0.00 %
JPMorgan Mortgage Trust 2004-A3 2.30 %, 7/25/2034 466247DT7 Mortgage-Backed Securities 6,395 $6,560.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 5/1/2032 31390AA91 United States Government Agency Obligations 4,118 $4,543.00 0.00 %
Federal Home Loan Mortgage Corp. Agency REMIC/CMO 5.30 %, 1/15/2033 31393JLU0 United States Government Agency Obligations 29,156 $32,532.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 7/1/2035 31407EA52 United States Government Agency Obligations 1,596 $1,760.00 0.00 %
Mellon Residential Funding 6.75 %, 6/25/2028 585525BJ6 Mortgage-Backed Securities 618 $627.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 1/1/2034 31402CQJ4 United States Government Agency Obligations 15,247 $17,494.00 0.00 %
U.S. Department of Veterans Affairs, Guaranteed REMIC Pass-Through Certificates, Vendee Mortgage Trust 1995-1, Class 2 7.79 %, 2/15/2025 911760FH4 United States Government Agency Obligations 2,216 $2,349.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 3/1/2033 31400ENB2 United States Government Agency Obligations 13,630 $15,240.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 7.00 %, 9/1/2031 31388KCX8 United States Government Agency Obligations 2,295 $2,523.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 11/1/2034 31371LZR3 United States Government Agency Obligations 2,329 $2,660.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 8/1/2034 31404NNS1 United States Government Agency Obligations 19,235 $21,232.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 4/1/2034 31404RYN1 United States Government Agency Obligations 6,808 $7,705.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 7/1/2035 31416BRY6 United States Government Agency Obligations 16,871 $19,038.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 7/1/2032 31390G2T3 United States Government Agency Obligations 3,776 $4,296.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 1/1/2034 31402CVN9 United States Government Agency Obligations 23,614 $26,689.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 4/1/2034 31404PQN4 United States Government Agency Obligations 853 $965.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 11/1/2035 31407X7F2 United States Government Agency Obligations 22,156 $24,965.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 8/1/2029 31374TYV5 United States Government Agency Obligations 10,940 $12,041.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 7/1/2035 31407B3J6 United States Government Agency Obligations 22,662 $25,618.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 11/1/2035 31410KAA2 United States Government Agency Obligations 17,494 $19,944.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 7.00 %, 11/1/2031 31388KT77 United States Government Agency Obligations 32,160 $35,579.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 11/1/2036 31403DWK1 United States Government Agency Obligations 18,473 $21,419.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 3/1/2034 31403RR34 United States Government Agency Obligations 4,246 $4,676.00 0.00 %
Uniform Mortgage Back Security 5.50 %, 10/1/2035 3132A1BY9 United States Government Agency Obligations 25,837 $29,437.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 1/1/2034 31402CP30 United States Government Agency Obligations 25,270 $28,588.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 11/1/2036 31411AHA6 United States Government Agency Obligations 26,257 $29,905.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 6/1/2037 31412XFA7 United States Government Agency Obligations 24,472 $27,972.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 7/1/2035 31407HDM5 United States Government Agency Obligations 3,308 $3,607.00 0.00 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 6.25 %, 7/15/2024 36291KW78 United States Government Agency Obligations 15,238 $15,549.00 0.00 %
CHL Mortgage Pass-Through Trust 2004-J4 5.25 %, 5/25/2034 12669FVB6 Mortgage-Backed Securities 43,369 $42,598.00 0.00 %
Drive Auto Receivables Trust, Series 2017-3, Class D 3.53 %, 12/15/2023 26207KAG6 Asset-Backed Securities 43,984 $44,045.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 11/1/2032 31391NDU2 United States Government Agency Obligations 30,421 $34,964.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 5/1/2034 31404TET6 United States Government Agency Obligations 3,094 $3,410.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 2/1/2035 31402Q5T4 United States Government Agency Obligations 21,438 $24,429.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 3/1/2034 31403RRX8 United States Government Agency Obligations 821 $922.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 1/1/2035 31406FWK3 United States Government Agency Obligations 19,489 $21,356.00 0.00 %
Uniform Mortgage Back Security 5.00 %, 8/1/2035 3132A4UT3 United States Government Agency Obligations 16,080 $18,196.00 0.00 %
Structured Asset Mortgage Investments, Inc. 6.75 %, 5/2/2030 073914C35 Mortgage-Backed Securities 1,498 $54.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 8/1/2023 31414SW74 United States Government Agency Obligations 12,949 $13,271.00 0.00 %
Prudential Home Mortgage Securities 7.48 %, 9/28/2024 74434UJC9 Mortgage-Backed Securities 87 $85.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 9/1/2032 31403SKB1 United States Government Agency Obligations 6,944 $7,719.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 6/1/2033 31401HZG0 United States Government Agency Obligations 21,182 $23,319.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 8/1/2032 31390RE82 United States Government Agency Obligations 2,914 $3,230.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 2/1/2032 31389GST8 United States Government Agency Obligations 9,341 $10,702.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 3/1/2034 31404EW44 United States Government Agency Obligations 10,602 $11,903.00 0.00 %
Uniform Mortgage Back Security 6.00 %, 11/1/2033 3131WDBJ4 United States Government Agency Obligations 16,850 $19,265.00 0.00 %
Dreyus Institutional Preferred Government Money Market Fu 0.01 %, 26200X100 Short-Term Securities 10,404 $10,404.00 0.00 %
Uniform Mortgage Back Security 5.00 %, 12/1/2035 3131WGLS6 United States Government Agency Obligations 10,538 $11,879.00 0.00 %
Uniform Mortgage Back Security 5.50 %, 9/1/2034 3131WEXE9 United States Government Agency Obligations 1,146 $1,279.00 0.00 %
Uniform Mortgage Back Security 5.00 %, 9/1/2034 3131WEYK4 United States Government Agency Obligations 211 $230.00 0.00 %
Uniform Mortgage Back Security 5.50 %, 7/1/2035 3131WG6B0 United States Government Agency Obligations 9,828 $11,114.00 0.00 %
Uniform Mortgage Back Security 5.00 %, 4/1/2023 3131X4F34 United States Government Agency Obligations 15,849 $16,334.00 0.00 %
Uniform Mortgage Back Security 5.00 %, 5/1/2029 31329KK86 United States Government Agency Obligations 15,694 $17,241.00 0.00 %
Uniform Mortgage Back Security 5.50 %, 7/1/2035 3132A4UQ9 United States Government Agency Obligations 11,381 $12,982.00 0.00 %
Uniform Mortgage Back Security 6.50 %, 7/1/2036 3131WJVC4 United States Government Agency Obligations 6,318 $6,970.00 0.00 %
Uniform Mortgage Back Security 7.00 %, 12/1/2037 3131WKVP2 United States Government Agency Obligations 19,603 $22,311.00 0.00 %
Uniform Mortgage Back Security 6.50 %, 9/1/2032 3131WXD41 United States Government Agency Obligations 11,721 $13,497.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 2/1/2024 31371LJU4 United States Government Agency Obligations 6,392 $6,989.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 6/1/2035 31407DSV8 United States Government Agency Obligations 1,970 $2,218.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 5/1/2032 31389VR58 United States Government Agency Obligations 6,523 $7,202.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 10/1/2033 31402SXC6 United States Government Agency Obligations 30,001 $33,028.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 9/1/2032 31390YGB8 United States Government Agency Obligations 2,249 $2,553.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 7/1/2035 31407FGQ7 United States Government Agency Obligations 3,146 $3,433.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 7/1/2035 31406RBX2 United States Government Agency Obligations 16,655 $18,442.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 12/1/2031 31388WZE9 United States Government Agency Obligations 3,367 $3,838.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 7.00 %, 10/1/2037 31413BR45 United States Government Agency Obligations 14,584 $15,526.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 7/1/2023 31371K7L9 United States Government Agency Obligations 11,492 $12,487.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 2/1/2036 31409UFA8 United States Government Agency Obligations 13,293 $14,381.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 2/1/2036 31403C6L0 United States Government Agency Obligations 12,945 $14,636.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 12/1/2033 31403MUP2 United States Government Agency Obligations 34,952 $40,013.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 5/1/2033 31401CEK5 United States Government Agency Obligations 8,373 $9,470.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.00 %, 9/1/2032 31390QG90 United States Government Agency Obligations 7,167 $8,236.00 0.00 %
Hometown Commercial Trust 2007-1, Commercial Mortgage-Backed Notes, Series 2007-1 6.06 %, 6/11/2039 43786YAA3 Mortgage-Backed Securities 5,577 $2,295.00 0.00 %
Government National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 12/15/2034 36290V2G8 United States Government Agency Obligations 16,119 $17,990.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 4/1/2032 31385JEL8 United States Government Agency Obligations 6,492 $7,475.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 2/1/2035 31406PHS1 United States Government Agency Obligations 8,166 $9,039.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 10/1/2032 31391GJD9 United States Government Agency Obligations 14,177 $16,116.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 8/1/2032 31390TKA6 United States Government Agency Obligations 3,978 $4,507.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 2/1/2032 31389GSP6 United States Government Agency Obligations 15,471 $17,745.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 7.00 %, 2/1/2032 31389K5Q0 United States Government Agency Obligations 21,358 $24,742.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 6.50 %, 9/1/2034 31405JKZ6 United States Government Agency Obligations 25,627 $28,373.00 0.00 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.50 %, 8/1/2035 31410GUW1 United States Government Agency Obligations 2,979 $3,367.00 0.00 %
U.S. Treasury Ultra Long Bond WNH2 Futures Contracts -61 ($12,024,625.00) -1.19 %
U.S. 10-Year Ultra Treasury Note UXYH2 Futures Contracts -260 ($38,073,750.00) -3.75 %