Holdings of the Fund as of 11/20/2024
Total Number of Holdings (excluding cash): 112
| US 2YR NOTE (CBT) Dec24 |
TUZ4 |
|
39 |
$8,004,750.00 |
13.34% |
| Fannie Mae FN BM7521, 3.50%, due 10/01/2048 |
|
3140JCLB8 |
2,878,509 |
$2,596,840.05 |
4.33% |
| US LONG BOND(CBT) Dec24 |
USZ4 |
|
21 |
$2,447,812.50 |
4.08% |
| Fannie Mae or Freddie Mac TBA, 5%, due 05/01/2054 |
|
01F0506C5 |
2,423,000 |
$2,348,057.92 |
3.91% |
| GNMA Series 2022-191, Class BY, 4%, due 08/20/2041 |
|
38383LHV5 |
1,745,000 |
$1,629,016.83 |
2.71% |
| Fannie Mae Series 2012-118, Class VZ, 3%, due 11/25/2042 |
|
3136A92R8 |
1,791,701 |
$1,597,605.06 |
2.66% |
| Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 |
|
3136ALDV0 |
1,830,747 |
$1,597,629.03 |
2.66% |
| FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031 |
|
3137H73N1 |
1,791,158 |
$1,595,825.23 |
2.66% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-152, Class A1, 3.78%, due 01/25/2032 |
|
3137H9M71 |
1,672,610 |
$1,597,885.29 |
2.66% |
| US ULTRA BOND CBT Dec24 |
WNZ4 |
|
13 |
$1,596,562.50 |
2.66% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F0306C7 |
1,779,000 |
$1,523,431.35 |
2.54% |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 |
|
3140FXGR7 |
1,306,381 |
$1,273,294.33 |
2.12% |
| Freddie Mac FR SD7509, 3%, due 11/01/2049 |
|
3132DVKW4 |
1,453,642 |
$1,263,827.34 |
2.11% |
| GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045 |
|
38379QDE2 |
1,377,632 |
$1,246,481.32 |
2.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series K152, Class A1, 2.83%, due 05/25/2030 |
|
3137BPVM8 |
1,323,084 |
$1,244,138.02 |
2.07% |
| Fannie Mae FN AS7738, 3%, due 08/01/2046 |
|
3138WHS45 |
1,422,277 |
$1,225,298.55 |
2.04% |
| Freddiemac Strip Series 413, Class PO, 0%, due 05/25/2054 |
|
3133Q3ND9 |
1,448,496 |
$1,192,838.83 |
1.99% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ51, Class A2, Variable rate, due 01/25/2032 |
|
3137HH6L0 |
1,200,000 |
$1,188,271.56 |
1.98% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class A2, 3.718%, due 01/25/2031 |
|
3137FL2L7 |
1,200,000 |
$1,135,010.76 |
1.89% |
| FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A3, Variable rate, due 08/25/2033 |
|
3137FHQ71 |
1,200,000 |
$1,126,785.00 |
1.88% |
| Fannie Mae Series 2024-6, Class AL, 2%, due 04/01/2040 |
|
3136BQ2K4 |
1,500,000 |
$1,102,470.60 |
1.84% |
| Freddie Mac Series 4213, Class GZ, 3.50%, due 06/15/2043 |
|
3137B32M9 |
1,192,269 |
$1,097,532.88 |
1.83% |
| Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044 |
|
3137B8YJ0 |
1,238,920 |
$1,099,329.47 |
1.83% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class A2, 2.988%, due 05/25/2031 |
|
3137FMTS1 |
1,200,000 |
$1,086,195.48 |
1.81% |
| Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 |
|
35563PHF9 |
1,126,145 |
$1,073,749.92 |
1.79% |
| Fannie Mae Series 2012-134, Class ZC, 2.50%, due 12/25/2042 |
|
3136AAWE1 |
1,416,909 |
$1,067,775.62 |
1.78% |
| GNMA Series 2023-81, Class YD, 4%, due 06/20/2053 |
|
38384BJS1 |
1,200,000 |
$1,054,800.00 |
1.76% |
| Freddie Mac Series 4741, Class GY, 3%, due 12/15/2047 |
|
3137FCBP8 |
1,250,000 |
$1,047,813.63 |
1.75% |
| Fannie Mae Series 2014-12, Class ZB, 3%, due 03/25/2039 |
|
3136AJJJ6 |
1,109,630 |
$1,026,469.91 |
1.71% |
| Fannie Mae Series 2016-94, Class MB, 2.50%, due 12/25/2046 |
|
3136AULL3 |
1,350,000 |
$1,028,587.95 |
1.71% |
| Fannie Mae Series 2024-26, Class PO, 0%, due 05/25/2054 |
|
3136BRVQ7 |
1,322,215 |
$1,005,906.36 |
1.68% |
| Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 |
|
35564CSK4 |
1,001,000 |
$1,002,248.25 |
1.67% |
| U.S. Treasury Note, 4.125%, due 10/31/2026 |
|
91282CLS8 |
1,000,000 |
$996,464.84 |
1.66% |
| Freddie Mac Series 5256, Class FC, Variable rate, due 09/25/2052 |
|
3137H92G3 |
992,042 |
$985,519.35 |
1.64% |
| Freddie Mac Series 4798, Class GZ, 4%, due 06/15/2048 |
|
3137F5MU0 |
1,045,005 |
$970,656.28 |
1.62% |
| US 5YR NOTE (CBT) Dec24 |
FVZ4 |
|
9 |
$960,046.88 |
1.60% |
| Freddie Mac Series 4929, Class FB, Variable rate, due 09/25/2049 |
|
3137FPKK0 |
972,402 |
$951,400.24 |
1.59% |
| Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 |
|
3132AA2H6 |
1,034,172 |
$937,892.47 |
1.56% |
| Fannie Mae FN AS7749, 3.50%, due 08/01/2046 |
|
3138WHTF9 |
1,021,397 |
$921,671.73 |
1.54% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 |
|
01F0226C4 |
1,104,000 |
$908,447.12 |
1.51% |
| U.S. Treasury Bond, 4.125%, due 08/15/2053 |
|
912810TT5 |
975,000 |
$896,885.74 |
1.49% |
| Fannie Mae FN BF0568, 5.50%, due 07/01/2061 |
|
3140FXT28 |
874,838 |
$875,811.75 |
1.46% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ24, Class A2, 2.821%, due 09/25/2027 |
|
3137FMD74 |
906,203 |
$873,893.54 |
1.46% |
| FREDDIE MAC Series 4316, Class XZ, 4.50%, due 03/15/2044 |
|
3137B9AH8 |
872,305 |
$850,202.46 |
1.42% |
| Fannie Mae FN FS3541, 3.50%, due 08/01/2052 |
|
3140XJ5B5 |
932,633 |
$832,604.15 |
1.39% |
| FHLMC Multifamily Structured Pass Through Certs. Series K125, Class A1, 1.101%, due 08/25/2030 |
|
3137F9Z61 |
922,197 |
$817,457.52 |
1.36% |
| Fannie Mae Series 2013-21, Class EZ, 3%, due 03/25/2043 |
|
3136ACQW4 |
853,196 |
$757,805.45 |
1.26% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F0406C6 |
655,000 |
$602,812.56 |
1.00% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 |
|
912810RT7 |
860,000 |
$569,582.03 |
0.95% |
| Fannie Mae FN 310208, 3%, due 03/01/2048 |
|
31374CR57 |
659,675 |
$564,780.01 |
0.94% |
| Freddie Mac Series 4745, Class CZ, 3.50%, due 01/15/2048 |
|
3137FDBN1 |
611,257 |
$541,537.90 |
0.90% |
| FHLMC Multifamily Structured Pass Through Certs. Series K129, Class XAM, Variable rate, due 05/25/2031 |
|
3137H13T1 |
8,000,000 |
$528,378.40 |
0.88% |
| FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031 |
|
3137H1YX8 |
9,716,924 |
$529,239.09 |
0.88% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 |
|
3137F84T7 |
13,243,119 |
$519,303.76 |
0.87% |
| Freddie Mac - SLST Series 2021-1, Class A1D, 2%, due 05/26/2031 |
|
35564CJU2 |
557,397 |
$506,905.89 |
0.84% |
| FREMF Mortgage Trust Series 2019-KL4F, Class BA, Variable rate, due 10/25/2025 |
|
30297TAU9 |
500,000 |
$491,850.25 |
0.82% |
| Fannie Mae FN 310211, 3.50%, due 07/01/2048 |
|
31374CR81 |
475,556 |
$423,471.34 |
0.71% |
| Fannie Mae FN BM7079, 4%, due 10/01/2048 |
|
3140JB2M7 |
454,826 |
$423,836.29 |
0.71% |
| Fannie Mae FN BM7129, 3%, due 01/01/2047 |
|
3140JB4P8 |
463,613 |
$414,104.14 |
0.69% |
| Freddie Mac FR ZS9446, 3.50%, due 08/01/2045 |
|
3132AAP73 |
445,583 |
$408,113.87 |
0.68% |
| FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 |
|
3137HH6B2 |
7,058,000 |
$401,272.71 |
0.67% |
| Fannie Mae FN BM6732, 4%, due 11/01/2048 |
|
3140JBPS9 |
419,892 |
$395,661.09 |
0.66% |
| Freddie Mac FR SD4005, 4%, due 12/01/2049 |
|
3132E0NW8 |
422,815 |
$397,502.55 |
0.66% |
| Freddie Mac FR ZL8982, 3.50%, due 01/01/2045 |
|
3131XQ6T8 |
436,530 |
$398,876.23 |
0.66% |
| Fannie Mae Series 2015-89, Class CZ, 4%, due 08/25/2045 |
|
3136AQYA2 |
429,741 |
$387,965.77 |
0.65% |
| Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 |
|
35563PKG3 |
405,027 |
$383,950.25 |
0.64% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-165, Class XAM, Variable rate, due 09/25/2034 |
|
3137HHJ44 |
5,180,000 |
$376,616.56 |
0.63% |
| Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029 |
|
35564CEE3 |
384,936 |
$357,456.72 |
0.60% |
| Freddie Mac - SCRT Series 2018-2, Class MA, 3.50%, due 11/25/2057 |
|
35563PFG9 |
368,796 |
$353,700.79 |
0.59% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 |
|
3137FMTU6 |
6,260,761 |
$347,919.86 |
0.58% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 |
|
3137FFXM4 |
22,249,764 |
$350,540.58 |
0.58% |
| Freddie Mac Multiclass Certificates Series 2020-RR06, Class BX, Variable rate, due 05/27/2033 |
|
3137FRV99 |
3,500,000 |
$330,977.68 |
0.55% |
| Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 |
|
3136BTTR4 |
300,000 |
$299,553.45 |
0.50% |
| Freddie Mac Series 4945, Class LB, 3%, due 03/25/2040 |
|
3137FRNY3 |
350,000 |
$302,652.35 |
0.50% |
| U.S. Treasury Bond, 3.375%, due 08/15/2042 |
|
912810TK4 |
310,000 |
$261,598.82 |
0.44% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
5,015,099 |
$251,478.61 |
0.42% |
| FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 |
|
3137FTZS9 |
3,238,877 |
$228,829.61 |
0.38% |
| Freddie Mac - SCRT Series 2018-3, Class MA, Variable rate, due 08/25/2057 |
|
35563PGG8 |
241,540 |
$228,714.94 |
0.38% |
| U.S. Treasury Bond, 3%, due 02/15/2047 |
|
912810RV2 |
295,000 |
$223,923.44 |
0.37% |
| U.S. Treasury Note, 3.875%, due 08/15/2034 |
|
91282CLF6 |
230,000 |
$220,207.03 |
0.37% |
| FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027 |
|
3137F72F1 |
7,700,000 |
$209,151.25 |
0.35% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSW4, Class A, Variable rate, due 10/25/2028 |
|
3137FJZ51 |
119,924 |
$119,884.70 |
0.20% |
| Freddie Mac FG U90690, 3.50%, due 06/01/2042 |
|
3132H3XT5 |
134,027 |
$122,581.76 |
0.20% |
| iShares 20+ Year Treasury Bond ETF |
TLT |
464287432 |
1,300 |
$117,533.00 |
0.20% |
| FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X3, Variable rate, due 03/25/2029 |
|
3137BPCS6 |
2,000,000 |
$87,625.20 |
0.15% |
| FHLMC Multifamily Structured Pass Through Certs. Series K143, Class XAM, Variable rate, due 04/25/2055 |
|
3137H74E0 |
2,721,250 |
$67,724.57 |
0.11% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 C 116 |
|
|
-1 |
$0.00 |
0.00% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 P 108 |
|
|
-30 |
$0.00 |
0.00% |
| 2024-11-22 US 5YR NOTE (CBT) Dec24 C 108.50 |
|
|
-5 |
$0.00 |
0.00% |
| 2024-11-22 US 5YR NOTE (CBT) Dec24 P 105 |
|
|
-3 |
$0.00 |
0.00% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 124 |
|
|
-5 |
$0.00 |
0.00% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 125 |
|
|
-5 |
$0.00 |
0.00% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 128 |
|
|
-15 |
$0.00 |
0.00% |
| 2024-11-22 US ULTRA BOND CBT Dec24 C 128 |
|
|
-2 |
$0.00 |
0.00% |
| 2025-02-21 US 10YR NOTE (CBT)Mar25 C 114 |
|
|
-6 |
($1,687.50) |
0.00% |
| 2025-02-21 US 5YR NOTE (CBT) Mar25 C 111 |
|
|
-2 |
($156.25) |
0.00% |
| 2025-02-21 US LONG BOND(CBT) Mar25 C 130 |
|
|
-5 |
($937.50) |
0.00% |
| 2025-02-21 US ULTRA BOND CBT Mar25 C 128 |
|
|
-1 |
($1,812.50) |
0.00% |
| 2025-03-14 SOFR 1yr MidCurve Mar26 C 96.50 |
|
|
-3 |
($1,068.75) |
0.00% |
| 2025-03-14 SOFR 1yr MidCurve Mar26 P 94.50 |
|
|
-3 |
($56.25) |
0.00% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 P 112.50 |
|
|
-2 |
($5,625.00) |
-0.01% |
| 2025-02-21 US 10YR NOTE (CBT)Mar25 P 113 |
|
|
-1 |
($3,562.50) |
-0.01% |
| 2025-02-21 US 5YR NOTE (CBT) Mar25 P 107.50 |
|
|
-4 |
($5,187.50) |
-0.01% |
| 2025-02-21 US LONG BOND(CBT) Mar25 C 124 |
|
|
-9 |
($5,625.00) |
-0.01% |
| 2025-02-21 US LONG BOND(CBT) Mar25 C 126 |
|
|
-8 |
($3,250.00) |
-0.01% |
| 2025-02-21 US LONG BOND(CBT) Mar25 P 118 |
|
|
-2 |
($6,937.50) |
-0.01% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 P 113 |
|
|
-3 |
($9,937.50) |
-0.02% |
| 2024-11-22 US 10yr Ultra Fut Dec24 P 118 |
|
|
-2 |
($10,812.50) |
-0.02% |
| 2025-02-21 US 10YR NOTE (CBT)Mar25 P 110 |
|
|
-7 |
($10,500.00) |
-0.02% |
| 2024-11-22 US ULTRA BOND CBT Dec24 P 128 |
|
|
-4 |
($20,750.00) |
-0.03% |
| 2025-02-21 US LONG BOND(CBT) Mar25 P 120 |
|
|
-5 |
($23,671.88) |
-0.04% |
| 2025-02-21 US 10YR NOTE (CBT)Mar25 P 112 |
|
|
-13 |
($36,156.25) |
-0.06% |
| 2025-02-21 US LONG BOND(CBT) Mar25 C 122 |
|
|
-54 |
($51,468.79) |
-0.09% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2037 |
|
01F0324C5 |
-100,000 |
($94,863.16) |
-0.16% |
| 2025-02-21 US LONG BOND(CBT) Mar25 P 119 |
|
|
-47 |
($191,671.88) |
-0.32% |
| Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2054 |
|
01F0606C4 |
-400,000 |
($402,203.25) |
-0.67% |
| US 10YR NOTE (CBT)Dec24 |
TYZ4 |
|
-23 |
($2,522,812.50) |
-4.20% |
| US Dollar |
$USD |
|
-3,487,602 |
($3,487,601.62) |
-5.81% |
| US 10yr Ultra Fut Dec24 |
UXYZ4 |
|
-51 |
($5,742,281.25) |
-9.57% |
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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