Holdings of the Fund as of 2/2/2023
Total Number of Holdings (excluding cash): 49
| US Dollar |
$USD |
|
11,428,234 |
$11,428,234.49 |
31.12% |
| US ULTRA BOND CBT Mar23 |
WNH3 |
|
41 |
$5,934,750.00 |
16.16% |
| US LONG BOND(CBT) Mar23 |
USH3 |
|
21 |
$2,767,406.25 |
7.53% |
| U.S. Treasury Bond, 4%, due 11/15/2042 |
|
912810TM0 |
2,000,000 |
$2,093,437.50 |
5.70% |
| U.S. Treasury Bond, 3.375%, due 08/15/2042 |
|
912810TK4 |
2,000,000 |
$1,914,687.50 |
5.21% |
| U.S. Treasury Bond, 3.25%, due 05/15/2042 |
|
912810TH1 |
2,000,000 |
$1,878,750.00 |
5.12% |
| FHLMC Multifamily Structured Pass Through Certs. Series K154, Class A3, 3.459%, due 11/25/2032 |
|
3137FDET5 |
1,620,000 |
$1,552,414.90 |
4.23% |
| GNMA Series 2010-61, Class KE, 5%, due 05/16/2040 |
|
38377FDG3 |
1,292,000 |
$1,359,459.97 |
3.70% |
| Fannie Mae Series 2013-19, Class ZD, 3.50%, due 03/25/2043 |
|
3136ACLY5 |
1,414,220 |
$1,296,492.98 |
3.53% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1521, Class A2, 2.184%, due 08/25/2036 |
|
3137H2NY6 |
1,600,000 |
$1,273,880.00 |
3.47% |
| Freddie Mac Series 5179, Class GZ, 2%, due 01/25/2052 |
|
3137H4YR5 |
1,911,056 |
$1,160,134.91 |
3.16% |
| FANNIE MAE Series 2005-74, Class NZ, 6%, due 09/25/2035 |
|
31394FED3 |
957,194 |
$1,090,780.78 |
2.97% |
| U.S. Treasury Bond, 4%, due 11/15/2052 |
|
912810TL2 |
1,000,000 |
$1,081,953.12 |
2.95% |
| GNMA Series 2015-164, Class MZ, 3%, due 09/20/2045 |
|
38379FDE6 |
1,239,529 |
$1,031,007.73 |
2.81% |
| FFHLMC Multifamily Structured Pass Through Certs. Series K111, Class XAM, Variable rate, due 05/25/2030 |
|
3137FUZG2 |
9,553,897 |
$1,028,110.14 |
2.80% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1511, Class X1, Variable rate, due 03/25/2034 |
|
3137FLYL2 |
17,408,646 |
$1,007,001.40 |
2.74% |
| FHLMC Multifamily Structured Pass Through Certs. Series K159, Class A3, Variable rate, due 11/25/2033 |
|
3137FKKP0 |
1,000,000 |
$980,635.20 |
2.67% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 06/01/2052 |
|
01F032625 |
1,000,000 |
$948,125.00 |
2.58% |
| FHLMC Multifamily Structured Pass Through Certs. Series K1522, Class A2, 2.361%, due 10/25/2036 |
|
3137H4RG7 |
1,000,000 |
$803,373.40 |
2.19% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class A2, 1.94%, due 02/25/2035 |
|
3137FTZL4 |
1,000,000 |
$791,158.30 |
2.15% |
| FHLMC Multifamily Structured Pass Through Certs. Series K155, Class A2, 3.75%, due 11/25/2032 |
|
3137FG6S9 |
650,000 |
$640,915.80 |
1.74% |
| FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A3, Variable rate, due 08/25/2033 |
|
3137FHQ71 |
570,000 |
$558,344.70 |
1.52% |
| FHLMC Multifamily Structured Pass Through Certs. Series K120, Class XAM, 1.21102%, due 10/25/2030 |
|
3137F72T1 |
6,850,000 |
$524,016.78 |
1.43% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class A3, 3.059%, due 04/25/2034 |
|
3137FMTT9 |
485,000 |
$438,239.16 |
1.19% |
| GNMA Series 2020-159, Class Z, 2.50%, due 10/15/2062 |
|
38380RCF5 |
878,406 |
$412,300.94 |
1.12% |
| GNMA Series 2021-28, Class Z, Variable rate, due 10/16/2062 |
|
38380RXV7 |
905,436 |
$357,181.06 |
0.97% |
| FHLMC Multifamily Structured Pass Through Certs. Series K159, Class A2, Variable rate, due 11/25/2030 |
|
3137FKKN5 |
298,000 |
$293,929.44 |
0.80% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class X1, Variable rate, due 11/01/2034 |
|
3137FTZM2 |
1,990,340 |
$236,073.19 |
0.64% |
| GNMA Series 2020-197, Class Z, Variable rate, due 10/15/2062 |
|
38380RHY9 |
485,578 |
$201,712.62 |
0.55% |
| FHLMC Multifamily Structured Pass Through Certs. Series K095, Class XAM, Variable rate, due 06/25/2029 |
|
3137FNAJ9 |
1,936,000 |
$129,615.01 |
0.35% |
| GNMA Series 2021-4, Class Z, 2%, due 09/15/2062 |
|
38380RSB7 |
210,482 |
$76,291.77 |
0.21% |
| FHLMC Multifamily Structured Pass Through Certs. Series K036, Class X1, Variable rate, due 10/25/2023 |
|
3137B7N21 |
7,227,838 |
$25,161.55 |
0.07% |
| 2023-09-15 3 MONTH SOFR FUT Sep23 C 94.50 |
|
|
10 |
$20,937.50 |
0.06% |
| GNMA Series 2015-168, Class GI, 5.50%, due 02/16/2033 |
|
38379F2J7 |
391,934 |
$21,572.69 |
0.06% |
| 2023-05-26 US 5YR NOTE (CBT) Jun23 C 109.25 |
|
|
10 |
$18,203.13 |
0.05% |
| 2023-05-26 US 10YR NOTE (CBT)Jun23 P 115.50 |
|
|
10 |
$13,281.25 |
0.04% |
| 2023-05-26 US 10YR NOTE (CBT)Jun23 P 114.50 |
|
|
10 |
$9,531.25 |
0.03% |
| 2023-02-24 US 2YR NOTE (CBT) Mar23 C 103 |
|
|
15 |
$7,031.25 |
0.02% |
| 2023-03-24 US 5YR NOTE (CBT) Jun23 P 110 |
|
|
15 |
$8,085.95 |
0.02% |
| 2023-03-24 US LONG BOND(CBT) Jun23 P 131 |
|
|
5 |
$6,406.25 |
0.02% |
| 2023-05-26 US LONG BOND(CBT) Jun23 P 129 |
|
|
5 |
$8,515.63 |
0.02% |
| 2023-02-24 US 2YR NOTE (CBT) Mar23 P 103 |
|
|
10 |
$3,593.76 |
0.01% |
| 2023-02-24 US LONG BOND(CBT) Mar23 P 129 |
|
|
5 |
$2,343.75 |
0.01% |
| 2023-03-24 US 10YR NOTE (CBT)Jun23 P 114 |
|
|
10 |
$3,750.00 |
0.01% |
| 2023-03-24 US 5YR NOTE (CBT) Jun23 P 109.25 |
|
|
15 |
$4,453.13 |
0.01% |
| 2023-09-15 3 MONTH SOFR FUT Sep23 C 95.50 |
|
|
10 |
$3,812.50 |
0.01% |
| 2023-02-24 US 10YR NOTE (CBT)Mar23 P 113.50 |
|
|
10 |
$1,250.00 |
0.00% |
| 2023-02-24 US 5YR NOTE (CBT) Mar23 P 109.25 |
|
|
5 |
$1,132.82 |
0.00% |
| 2023-02-24 US LONG BOND(CBT) Mar23 P 122 |
|
|
10 |
$156.25 |
0.00% |
| 2023-02-24 US LONG BOND(CBT) Mar23 P 125 |
|
|
8 |
$500.00 |
0.00% |
| 2023-02-24 US LONG BOND(CBT) Mar23 P 127 |
|
|
5 |
$859.38 |
0.00% |
| 2023-09-15 3 MONTH SOFR FUT Sep23 C 95 |
|
|
-20 |
($19,875.00) |
-0.05% |
| US 10yr Ultra Fut Mar23 |
UXYH3 |
|
-18 |
($2,205,562.50) |
-6.00% |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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