Holdings of the Fund as of 5/2/2025
Total Number of Holdings (excluding cash): 130
| Fannie Mae FN BM7521, 3.50%, due 10/01/2048 |
|
3140JCLB8 |
2,773,197 |
$2,507,233.88 |
3.85% |
| Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 |
|
01F030660 |
2,123,000 |
$1,822,313.38 |
2.80% |
| Freddie Mac FT ZT2264, 4%, due 03/01/2044 |
|
3132AEQR0 |
1,869,641 |
$1,778,952.87 |
2.73% |
| Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 |
|
3136ALDV0 |
1,853,746 |
$1,647,863.07 |
2.53% |
| GNMA Series 2022-191, Class BY, 4%, due 08/20/2041 |
|
38383LHV5 |
1,745,000 |
$1,641,074.43 |
2.52% |
| FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031 |
|
3137H73N1 |
1,782,608 |
$1,626,363.03 |
2.50% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-152, Class A1, 3.78%, due 01/25/2032 |
|
3137H9M71 |
1,664,187 |
$1,625,776.09 |
2.50% |
| Fannie Mae Series 2012-118, Class VZ, 3%, due 11/25/2042 |
|
3136A92R8 |
1,695,598 |
$1,531,090.38 |
2.35% |
| GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045 |
|
38379QDE2 |
1,397,840 |
$1,284,420.39 |
1.97% |
| TENN VALLEY AUTHORITY N/C, 5.25%, due 02/01/2055 |
|
880591FC1 |
1,290,000 |
$1,254,742.17 |
1.93% |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 |
|
3140FXGR7 |
1,260,244 |
$1,246,351.38 |
1.92% |
| Freddie Mac FR SD7509, 3%, due 11/01/2049 |
|
3132DVKW4 |
1,405,067 |
$1,230,807.95 |
1.89% |
| FHLMC Multifamily Structured Pass Through Certs. Series K152, Class A1, 2.83%, due 05/25/2030 |
|
3137BPVM8 |
1,268,492 |
$1,215,909.67 |
1.87% |
| Fannie Mae FN AS7738, 3%, due 08/01/2046 |
|
3138WHS45 |
1,376,225 |
$1,206,328.76 |
1.85% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ51, Class A2, Variable rate, due 01/25/2032 |
|
3137HH6L0 |
1,200,000 |
$1,204,061.52 |
1.85% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class A2, 3.718%, due 01/25/2031 |
|
3137FL2L7 |
1,200,000 |
$1,158,924.36 |
1.78% |
| FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A3, Variable rate, due 08/25/2033 |
|
3137FHQ71 |
1,200,000 |
$1,143,378.60 |
1.76% |
| Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044 |
|
3137B8YJ0 |
1,254,484 |
$1,137,025.34 |
1.75% |
| Fannie Mae Series 2024-6, Class AL, 2%, due 04/01/2040 |
|
3136BQ2K4 |
1,500,000 |
$1,119,507.00 |
1.72% |
| Freddie Mac Series 4213, Class GZ, 3.50%, due 06/15/2043 |
|
3137B32M9 |
1,189,933 |
$1,115,884.81 |
1.71% |
| Fannie Mae Series 2012-134, Class ZC, 2.50%, due 12/25/2042 |
|
3136AAWE1 |
1,431,731 |
$1,095,560.36 |
1.68% |
| Freddie Mac Series 4741, Class GY, 3%, due 12/15/2047 |
|
3137FCBP8 |
1,250,000 |
$1,061,048.75 |
1.63% |
| GNMA Series 2023-81, Class YD, 4%, due 06/20/2053 |
|
38384BJS1 |
1,200,000 |
$1,058,526.96 |
1.63% |
| Fannie Mae Series 2016-94, Class MB, 2.50%, due 12/25/2046 |
|
3136AULL3 |
1,350,000 |
$1,031,631.53 |
1.59% |
| Freddiemac Strip Series 413, Class PO, 0%, due 05/25/2054 |
|
3133Q3ND9 |
1,219,775 |
$1,036,658.27 |
1.59% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F040669 |
1,118,000 |
$1,031,010.78 |
1.58% |
| U.S. Treasury Note, 4.25%, due 02/15/2028 |
|
91282CMN8 |
1,000,000 |
$1,011,445.31 |
1.55% |
| Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 |
|
35563PHF9 |
1,044,758 |
$999,707.18 |
1.54% |
| U.S. Treasury Inflation Indexed Note, 1.625%, due 04/15/2030 |
|
91282CNB3 |
1,000,000 |
$1,004,416.08 |
1.54% |
| U.S. Treasury Note, 4.125%, due 10/31/2026 |
|
91282CLS8 |
1,000,000 |
$1,002,753.91 |
1.54% |
| Fannie Mae Series 2014-12, Class ZB, 3%, due 03/25/2039 |
|
3136AJJJ6 |
1,061,062 |
$993,654.08 |
1.53% |
| Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 |
|
35564CSK4 |
971,407 |
$967,508.79 |
1.49% |
| Fannie Mae Series 2024-26, Class PO, 0%, due 05/25/2054 |
|
3136BRVQ7 |
1,224,309 |
$946,367.55 |
1.45% |
| Freddie Mac Series 4798, Class GZ, 4%, due 06/15/2048 |
|
3137F5MU0 |
982,385 |
$919,696.91 |
1.41% |
| Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 |
|
3132AA2H6 |
997,714 |
$910,626.22 |
1.40% |
| Freddie Mac Series 5256, Class FC, Variable rate, due 09/25/2052 |
|
3137H92G3 |
932,154 |
$913,819.91 |
1.40% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 12/01/2051 |
|
01F022659 |
1,104,000 |
$906,999.61 |
1.39% |
| Freddie Mac Series 4929, Class FB, Variable rate, due 09/25/2049 |
|
3137FPKK0 |
929,451 |
$896,531.57 |
1.38% |
| Fannie Mae FN AS7749, 3.50%, due 08/01/2046 |
|
3138WHTF9 |
977,842 |
$887,768.94 |
1.36% |
| Fannie Mae FN BF0568, 5.50%, due 07/01/2061 |
|
3140FXT28 |
869,052 |
$881,488.13 |
1.35% |
| Fannie Mae or Freddie Mac TBA, 5%, due 09/01/2054 |
|
01F050650 |
856,000 |
$832,300.59 |
1.28% |
| FHLMC Multifamily Structured Pass Through Certs. Series K125, Class A1, 1.101%, due 08/25/2030 |
|
3137F9Z61 |
903,067 |
$820,581.17 |
1.26% |
| Fannie Mae FN FS3541, 3.50%, due 08/01/2052 |
|
3140XJ5B5 |
907,062 |
$811,374.13 |
1.25% |
| FREDDIE MAC Series 4316, Class XZ, 4.50%, due 03/15/2044 |
|
3137B9AH8 |
826,651 |
$813,771.97 |
1.25% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 |
|
01F032658 |
900,000 |
$803,658.23 |
1.23% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ24, Class A2, 2.821%, due 09/25/2027 |
|
3137FMD74 |
793,964 |
$775,495.73 |
1.19% |
| Fannie Mae Series 2013-21, Class EZ, 3%, due 03/25/2043 |
|
3136ACQW4 |
837,948 |
$753,044.92 |
1.16% |
| Fannie Mae or Freddie Mac TBA, 5%, due 09/01/2054 |
|
01F050668 |
762,000 |
$740,486.37 |
1.14% |
| Freddie Mac Series 4745, Class CZ, 3.50%, due 01/15/2048 |
|
3137FDBN1 |
620,223 |
$558,569.26 |
0.86% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 |
|
912810RT7 |
860,000 |
$560,528.51 |
0.86% |
| Fannie Mae FN 310208, 3%, due 03/01/2048 |
|
31374CR57 |
643,447 |
$551,833.05 |
0.85% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 |
|
01F032666 |
620,000 |
$553,558.57 |
0.85% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2055 |
|
01F052672 |
527,000 |
$522,372.38 |
0.80% |
| FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031 |
|
3137H1YX8 |
9,987,485 |
$509,747.27 |
0.78% |
| FHLMC Multifamily Structured Pass Through Certs. Series K129, Class XAM, Variable rate, due 05/25/2031 |
|
3137H13T1 |
8,000,000 |
$497,828.80 |
0.77% |
| U.S. Treasury Note, 4.125%, due 03/31/2032 |
|
91282CMT5 |
500,000 |
$500,781.25 |
0.77% |
| FREMF Mortgage Trust Series 2019-KL4F, Class BA, Variable rate, due 10/25/2025 |
|
30297TAU9 |
500,000 |
$495,156.15 |
0.76% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 |
|
3137F84T7 |
13,202,417 |
$488,082.81 |
0.75% |
| U.S. Treasury Bond, 3%, due 08/15/2048 |
|
912810SD1 |
650,000 |
$478,740.24 |
0.74% |
| Freddie Mac - SLST Series 2021-1, Class A1D, 2%, due 05/26/2031 |
|
35564CJU2 |
516,934 |
$476,025.96 |
0.73% |
| U.S. Treasury Note, 4.50%, due 12/31/2031 |
|
91282CMC2 |
440,000 |
$450,510.16 |
0.69% |
| Fannie Mae FN 310211, 3.50%, due 07/01/2048 |
|
31374CR81 |
458,846 |
$409,476.41 |
0.63% |
| Fannie Mae FN BM7079, 4%, due 10/01/2048 |
|
3140JB2M7 |
440,925 |
$411,556.58 |
0.63% |
| Fannie Mae FN FS0704, 4%, due 03/01/2047 |
|
3140XFYA3 |
434,402 |
$408,336.45 |
0.63% |
| Fannie Mae Series 2015-89, Class CZ, 4%, due 08/25/2045 |
|
3136AQYA2 |
436,952 |
$400,501.89 |
0.62% |
| U.S. Treasury Note, 4%, due 02/28/2030 |
|
91282CGQ8 |
400,000 |
$401,781.25 |
0.62% |
| U.S. Treasury Note, 4.125%, due 02/29/2032 |
|
91282CMR9 |
400,000 |
$400,625.00 |
0.62% |
| Fannie Mae FN BM7129, 3%, due 01/01/2047 |
|
3140JB4P8 |
440,417 |
$393,184.11 |
0.60% |
| Freddie Mac FR ZS9446, 3.50%, due 08/01/2045 |
|
3132AAP73 |
425,243 |
$390,849.88 |
0.60% |
| FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 |
|
3137HH6B2 |
7,058,000 |
$384,516.31 |
0.59% |
| Freddie Mac FR SD4005, 4%, due 12/01/2049 |
|
3132E0NW8 |
408,716 |
$384,095.92 |
0.59% |
| Freddie Mac FR ZL8982, 3.50%, due 01/01/2045 |
|
3131XQ6T8 |
418,602 |
$386,157.18 |
0.59% |
| Fannie Mae FN BM6732, 4%, due 11/01/2048 |
|
3140JBPS9 |
395,832 |
$378,594.54 |
0.58% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-165, Class XAM, Variable rate, due 09/25/2034 |
|
3137HHJ44 |
5,180,000 |
$364,530.59 |
0.56% |
| Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 |
|
35563PKG3 |
381,818 |
$362,082.09 |
0.56% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F040651 |
382,000 |
$352,351.98 |
0.54% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 |
|
3137FMTU6 |
6,244,117 |
$331,543.90 |
0.51% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2054 |
|
01F052656 |
328,000 |
$325,581.06 |
0.50% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 |
|
3137FFXM4 |
22,243,455 |
$327,906.35 |
0.50% |
| Freddie Mac Multiclass Certificates Series 2020-RR06, Class BX, Variable rate, due 05/27/2033 |
|
3137FRV99 |
3,500,000 |
$313,513.20 |
0.48% |
| Freddie Mac Series 4945, Class LB, 3%, due 03/25/2040 |
|
3137FRNY3 |
350,000 |
$307,139.35 |
0.47% |
| U.S. Treasury Note, 4.625%, due 02/15/2035 |
|
91282CMM0 |
300,000 |
$307,523.44 |
0.47% |
| Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 |
|
3136BTTR4 |
294,412 |
$291,425.55 |
0.45% |
| Fannie Mae FN FS4157, 4%, due 05/01/2049 |
|
3140XKTP5 |
301,012 |
$280,750.84 |
0.43% |
| GNMA Series 2022-139, Class AL, 4%, due 07/20/2051 |
|
38383M3M8 |
300,000 |
$268,260.27 |
0.41% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
4,923,498 |
$254,383.83 |
0.39% |
| U.S. Treasury Bond, 3%, due 02/15/2049 |
|
912810SF6 |
330,000 |
$242,053.71 |
0.37% |
| U.S. Treasury Bond, 3%, due 02/15/2047 |
|
912810RV2 |
295,000 |
$220,477.93 |
0.34% |
| U.S. Treasury Note, 4.25%, due 12/31/2026 |
|
91282CME8 |
210,000 |
$211,181.25 |
0.32% |
| U.S. Treasury Bond, 4.75%, due 02/15/2045 |
|
912810UJ5 |
200,000 |
$198,625.00 |
0.31% |
| FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 |
|
3137FTZS9 |
3,071,876 |
$198,065.99 |
0.30% |
| U.S. Treasury Bond, 4.625%, due 02/15/2055 |
|
912810UG1 |
200,000 |
$194,859.38 |
0.30% |
| U.S. Treasury Bond, 4.625%, due 11/15/2044 |
|
912810UF3 |
200,000 |
$195,453.12 |
0.30% |
| FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027 |
|
3137F72F1 |
7,700,000 |
$186,574.08 |
0.29% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSW4, Class A, Variable rate, due 10/25/2028 |
|
3137FJZ51 |
118,765 |
$118,439.53 |
0.18% |
| Freddie Mac FG U90690, 3.50%, due 06/01/2042 |
|
3132H3XT5 |
127,843 |
$118,092.97 |
0.18% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2054 |
|
01F052664 |
66,000 |
$65,466.86 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series K143, Class XAM, Variable rate, due 04/25/2055 |
|
3137H74E0 |
2,721,250 |
$64,820.18 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X3, Variable rate, due 03/25/2029 |
|
3137BPCS6 |
2,000,000 |
$53,604.60 |
0.08% |
| 2025-05-23 US 10YR NOTE (CBT)Jun25 C 111.50 |
|
|
-1 |
($562.50) |
0.00% |
| 2025-05-23 US 10YR NOTE (CBT)Jun25 P 110 |
|
|
-9 |
($2,390.63) |
0.00% |
| 2025-05-23 US 5YR NOTE (CBT) Jun25 C 108.50 |
|
|
-1 |
($414.06) |
0.00% |
| 2025-05-23 US ULTRA BOND CBT Jun25 P 119 |
|
|
-1 |
($1,921.88) |
0.00% |
| 2025-08-22 US 10YR NOTE (CBT)Sep25 C 114.50 |
|
|
-5 |
($2,890.64) |
0.00% |
| 2025-08-22 US 10YR NOTE (CBT)Sep25 P 107 |
|
|
-2 |
($750.00) |
0.00% |
| 2025-08-22 US 10YR NOTE (CBT)Sep25 P 108 |
|
|
-1 |
($546.88) |
0.00% |
| 2025-08-22 US 10YR NOTE (CBT)Sep25 P 110 |
|
|
-2 |
($2,187.50) |
0.00% |
| 2025-08-22 US 2YR NOTE (CBT) Sep25 C 104.25 |
|
|
-2 |
($1,437.50) |
0.00% |
| 2025-08-22 US 2YR NOTE (CBT) Sep25 P 103.50 |
|
|
-2 |
($1,187.50) |
0.00% |
| 2025-08-22 US 5YR NOTE (CBT) Sep25 C 109 |
|
|
-2 |
($1,765.63) |
0.00% |
| 2025-08-22 US 5YR NOTE (CBT) Sep25 P 106 |
|
|
-8 |
($2,187.52) |
0.00% |
| 2025-08-22 US 5YR NOTE (CBT) Sep25 P 106.75 |
|
|
-6 |
($2,625.00) |
0.00% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 123 |
|
|
-1 |
($781.25) |
0.00% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 128 |
|
|
-1 |
($343.75) |
0.00% |
| US 10YR NOTE (CBT)Jun25 |
TYM5 |
|
-32 |
($3,557,000.00) |
0.00% |
| US 10yr Ultra Fut Jun25 |
UXYM5 |
|
-75 |
($8,507,812.50) |
0.00% |
| US 2YR NOTE (CBT) Jun25 |
TUM5 |
|
41 |
$8,497,890.67 |
0.00% |
| US 5YR NOTE (CBT) Jun25 |
FVM5 |
|
-22 |
($2,383,906.25) |
0.00% |
| US LONG BOND(CBT) Jun25 |
USM5 |
|
70 |
$8,043,437.50 |
0.00% |
| US ULTRA BOND CBT Jun25 |
WNM5 |
|
2 |
$237,812.50 |
0.00% |
| 2025-05-23 US LONG BOND(CBT) Jun25 C 120 |
|
|
-20 |
($3,750.00) |
-0.01% |
| 2025-05-23 US LONG BOND(CBT) Jun25 P 113 |
|
|
-5 |
($3,437.50) |
-0.01% |
| 2025-05-23 US LONG BOND(CBT) Jun25 P 114 |
|
|
-4 |
($4,125.00) |
-0.01% |
| 2025-05-23 US LONG BOND(CBT) Jun25 P 116 |
|
|
-4 |
($8,125.00) |
-0.01% |
| 2025-08-22 US 5YR NOTE (CBT) Sep25 C 110.50 |
|
|
-11 |
($4,898.44) |
-0.01% |
| 2025-08-22 US 5YR NOTE (CBT) Sep25 P 106.50 |
|
|
-9 |
($3,375.00) |
-0.01% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 116 |
|
|
-2 |
($5,218.76) |
-0.01% |
| 2025-08-22 US LONG BOND(CBT) Sep25 P 108 |
|
|
-4 |
($4,562.51) |
-0.01% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 107 |
|
|
-5 |
($8,984.40) |
-0.01% |
| 2025-08-22 US 10YR NOTE (CBT)Sep25 C 114 |
|
|
-19 |
($13,062.50) |
-0.02% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 124 |
|
|
-17 |
($11,156.25) |
-0.02% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 122 |
|
|
-18 |
($16,875.00) |
-0.03% |
| 2025-08-22 US LONG BOND(CBT) Sep25 P 110 |
|
|
-15 |
($24,140.65) |
-0.04% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 120 |
|
|
-25 |
($32,812.50) |
-0.05% |
| 2025-08-22 US LONG BOND(CBT) Sep25 P 116 |
|
|
-19 |
($76,593.75) |
-0.12% |
| Fannie Mae or Freddie Mac TBA, 6%, due 06/01/2054 |
|
01F060667 |
-1,445,000 |
($1,458,973.04) |
-2.24% |
| US Dollar |
$USD |
|
-5,176,434 |
($5,176,434.41) |
-7.95% |
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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