Holdings of the Fund as of 9/25/2023
Total Number of Holdings (excluding cash): 74
| US ULTRA BOND CBT Dec23 |
WNZ3 |
|
253 |
$30,304,656.25 |
16.28% |
| Freddie Mac Series 5213, Class DB, 3%, due 04/25/2052 |
|
3137H6X83 |
13,338,822 |
$10,514,858.66 |
5.65% |
| U.S. Treasury Bill, 0%, due 02/08/2024 |
|
912797GM3 |
10,000,000 |
$9,801,859.40 |
5.26% |
| GNMA Series 2018-53, Class BZ, 3.50%, due 04/20/2048 |
|
38380V6E6 |
10,507,548 |
$8,561,099.19 |
4.60% |
| GNMA Series 2022-128, Class PN, 4%, due 07/20/2052 |
|
38383UAF7 |
10,147,137 |
$8,400,361.15 |
4.51% |
| GNMA Series 2014-26, Class MZ, 3%, due 02/20/2044 |
|
38379ARU6 |
9,984,207 |
$8,243,514.09 |
4.43% |
| U.S. Treasury Bill, 0%, due 01/11/2024 |
|
912797GC5 |
7,000,000 |
$6,890,302.72 |
3.70% |
| U.S. Treasury Bill, 0%, due 01/18/2024 |
|
912797GD3 |
7,000,000 |
$6,882,544.34 |
3.70% |
| GNMA Series 2022-124, Class MY, 3.50%, due 07/20/2052 |
|
38383T5C3 |
8,475,374 |
$6,761,207.57 |
3.63% |
| Fannie Mae Series 2016-94, Class MB, 2.50%, due 12/25/2046 |
|
3136AULL3 |
7,208,539 |
$5,166,452.17 |
2.78% |
| FHLMC Multifamily Structured Pass Through Certs. Series K159, Class A3, Variable rate, due 11/25/2033 |
|
3137FKKP0 |
5,610,000 |
$5,032,063.41 |
2.70% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1511, Class A3, 3.542%, due 03/25/2034 |
|
3137FLYK4 |
5,695,000 |
$4,901,115.30 |
2.63% |
| U.S. Treasury Bill, 0%, due 02/29/2024 |
|
912797GP6 |
5,000,000 |
$4,885,383.35 |
2.62% |
| FHLMC Multifamily Structured Pass Through Certs. Series KPLB2, Class A, 4.825%, due 06/25/2033 |
|
3137HAD52 |
5,000,000 |
$4,818,807.00 |
2.59% |
| GNMA Series 2016-83, Class BP, 3%, due 06/20/2046 |
|
38379XMH0 |
6,000,000 |
$4,652,539.20 |
2.50% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG08, Class A2, Variable rate, due 05/25/2033 |
|
3137HAD86 |
5,000,000 |
$4,589,534.00 |
2.47% |
| Fannie Mae Series 2013-95, Class PY, 3%, due 09/25/2043 |
|
3136AGBX9 |
6,203,000 |
$4,582,115.78 |
2.46% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-153, Class X1, Variable rate, due 12/25/2032 |
|
3137H9PD5 |
117,862,755 |
$4,075,257.98 |
2.19% |
| FHLMC Multifamily Structured Pass Through Certs. Series K140, Class XAM, Variable rate, due 01/25/2032 |
|
3137H6M51 |
186,944,000 |
$3,982,114.71 |
2.14% |
| FHLMC Multifamily WI Certificates Series K160, Class A2, 4.50%, due 12/25/2033 |
|
3137HAML7 |
4,000,000 |
$3,764,986.80 |
2.02% |
| U.S. Treasury Bond, 3.625%, due 05/15/2053 |
|
912810TR9 |
4,500,000 |
$3,748,007.79 |
2.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K155, Class A3, 3.75%, due 04/25/2033 |
|
3137FG6T7 |
3,687,000 |
$3,278,393.39 |
1.76% |
| Freddie Mac Series 4924, Class XB, 3%, due 10/25/2049 |
|
3137FPGS8 |
4,752,762 |
$3,276,351.66 |
1.76% |
| GNMA Series 2016-111, Class PB, 2.50%, due 08/20/2046 |
|
38379YU97 |
4,777,122 |
$3,270,526.64 |
1.76% |
| Freddie Mac Series 4738, Class TY, 3%, due 12/15/2047 |
|
3137FC6G4 |
4,442,000 |
$3,221,540.96 |
1.73% |
| Freddie Mac Series 4471, Class JB, 3.50%, due 09/15/2043 |
|
3137BJGZ0 |
3,932,064 |
$3,182,781.29 |
1.71% |
| TENN VALLEY AUTHORITY N/C, 5.25%, due 09/15/2039 |
|
880591EH1 |
3,000,000 |
$2,959,108.95 |
1.59% |
| GNMA Series 2022-137, Class JY, 4%, due 08/20/2052 |
|
38383UA34 |
3,500,400 |
$2,872,077.50 |
1.54% |
| US Dollar |
$USD |
|
2,739,777 |
$2,739,776.66 |
1.47% |
| FHLMC Multifamily Structured Pass Through Certs. Series K129, Class X1, Variable rate, due 05/25/2031 |
|
3137H13R5 |
45,577,587 |
$2,603,441.89 |
1.40% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-159, Class A2, Variable rate, due 07/25/2033 |
|
3137HAMB9 |
2,500,000 |
$2,364,203.00 |
1.27% |
| FHLMC Multifamily Structured Pass Through Certs. Series K156, Class A3, Variable rate, due 06/25/2033 |
|
3137FH2A0 |
2,670,000 |
$2,354,622.27 |
1.26% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1521, Class A2, 2.184%, due 08/25/2036 |
|
3137H2NY6 |
3,305,000 |
$2,324,571.43 |
1.25% |
| GNMA Series 2022-30, Class AL, 3%, due 02/20/2052 |
|
38383F4Q3 |
3,510,000 |
$2,320,600.70 |
1.25% |
| Freddie Mac Multifamily Series 2023-ML15, Class A, Variable rate, due 01/25/2040 |
|
3137HA4G8 |
2,494,779 |
$2,220,579.47 |
1.19% |
| Fannie Mae Series 2018-84, Class ZM, 4%, due 11/25/2048 |
|
3136B3MR8 |
2,160,069 |
$1,897,373.46 |
1.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1518, Class A2, 1.86%, due 10/25/2035 |
|
3137FXQW1 |
2,700,000 |
$1,866,258.09 |
1.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class A2, 1.94%, due 02/25/2035 |
|
3137FTZL4 |
2,500,000 |
$1,798,827.75 |
0.97% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class A3, 3.794%, due 01/25/2034 |
|
3137FL2M5 |
2,000,000 |
$1,767,502.40 |
0.95% |
| Freddie Mac Series 5140, Class ZD, 2%, due 08/25/2051 |
|
3137H25R1 |
3,592,185 |
$1,760,687.84 |
0.95% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class A2, 1.716%, due 07/25/2035 |
|
3137FWHF0 |
2,142,000 |
$1,477,095.36 |
0.79% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1514, Class A2, 2.859%, due 10/25/2034 |
|
3137FQJZ7 |
1,800,000 |
$1,426,565.52 |
0.77% |
| FHLMC Multifamily Structured Pass Through Certs. Series K1522, Class A2, 2.361%, due 10/25/2036 |
|
3137H4RG7 |
2,000,000 |
$1,431,349.40 |
0.77% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1519, Class A2, 2.013%, due 12/25/2035 |
|
3137F8TF0 |
2,000,000 |
$1,399,490.80 |
0.75% |
| GNMA Series 2010-61, Class KE, 5%, due 05/16/2040 |
|
38377FDG3 |
1,292,000 |
$1,247,429.10 |
0.67% |
| Fannie Mae Series 2013-19, Class ZD, 3.50%, due 03/25/2043 |
|
3136ACLY5 |
1,447,557 |
$1,195,479.50 |
0.64% |
| FANNIE MAE Series 2005-74, Class NZ, 6%, due 09/25/2035 |
|
31394FED3 |
996,158 |
$1,024,767.50 |
0.55% |
| FHLMC Multifamily Structured Pass Through Certs. Series K111, Class XAM, Variable rate, due 05/25/2030 |
|
3137FUZG2 |
9,960,382 |
$963,471.74 |
0.52% |
| Freddie Mac Series 5179, Class GZ, 2%, due 01/25/2052 |
|
3137H4YR5 |
1,936,686 |
$936,424.10 |
0.50% |
| U.S. Treasury Bond, 4.375%, due 08/15/2043 |
|
912810TU2 |
1,000,000 |
$939,843.75 |
0.50% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1511, Class X1, Variable rate, due 03/25/2034 |
|
3137FLYL2 |
17,369,708 |
$918,935.74 |
0.49% |
| GNMA Series 2015-164, Class MZ, 3%, due 09/20/2045 |
|
38379FDE6 |
1,264,538 |
$901,884.70 |
0.48% |
| FHLMC Multifamily Structured Pass Through Certs. Series K120, Class XAM, 1.21102%, due 10/25/2030 |
|
3137F72T1 |
7,550,000 |
$513,641.60 |
0.28% |
| FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A3, Variable rate, due 08/25/2033 |
|
3137FHQ71 |
570,000 |
$513,471.22 |
0.28% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1520, Class A2, 2.438%, due 02/25/2036 |
|
3137FYTX4 |
700,000 |
$510,604.78 |
0.27% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class A3, 3.059%, due 04/25/2034 |
|
3137FMTT9 |
485,000 |
$397,827.85 |
0.21% |
| GNMA Series 2020-159, Class Z, 2.50%, due 10/15/2062 |
|
38380RCF5 |
893,153 |
$331,101.27 |
0.18% |
| 2023-11-24 US LONG BOND(CBT) Dec23 C 115 |
|
|
115 |
$301,875.00 |
0.16% |
| GNMA Series 2021-28, Class Z, Variable rate, due 10/16/2062 |
|
38380RXV7 |
917,579 |
$281,534.20 |
0.15% |
| 2023-11-24 US LONG BOND(CBT) Dec23 C 113 |
|
|
60 |
$228,750.00 |
0.12% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class X1, Variable rate, due 11/01/2034 |
|
3137FTZM2 |
1,987,050 |
$220,882.24 |
0.12% |
| GNMA Series 2020-197, Class Z, Variable rate, due 10/15/2062 |
|
38380RHY9 |
492,909 |
$157,923.23 |
0.08% |
| 2023-11-24 US LONG BOND(CBT) Dec23 C 117 |
|
|
80 |
$136,250.01 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series K095, Class XAM, Variable rate, due 06/25/2029 |
|
3137FNAJ9 |
1,936,000 |
$115,368.37 |
0.06% |
| 2023-11-24 US LONG BOND(CBT) Dec23 C 114 |
|
|
25 |
$80,078.13 |
0.04% |
| GNMA Series 2021-4, Class Z, 2%, due 09/15/2062 |
|
38380RSB7 |
213,305 |
$58,561.95 |
0.03% |
| 2023-11-24 US 10YR NOTE (CBT)Dec23 C 109 |
|
|
50 |
$46,093.75 |
0.02% |
| 2023-11-24 US 10YR NOTE (CBT)Dec23 C 109.50 |
|
|
20 |
$14,687.50 |
0.01% |
| 2023-11-24 US 10YR NOTE (CBT)Dec23 C 110 |
|
|
20 |
$11,562.50 |
0.01% |
| 2023-11-24 US 10YR NOTE (CBT)Dec23 C 112 |
|
|
50 |
$10,937.50 |
0.01% |
| 2023-11-24 US LONG BOND(CBT) Dec23 C 116 |
|
|
10 |
$21,406.25 |
0.01% |
| 2023-12-15 3 MONTH SOFR FUT Dec23 P 94.94 |
|
|
20 |
$21,250.00 |
0.01% |
| GNMA Series 2015-168, Class GI, 5.50%, due 02/16/2033 |
|
38379F2J7 |
345,410 |
$10,496.97 |
0.01% |
| 2023-12-15 3 MONTH SOFR FUT Dec23 P 93.94 |
|
|
20 |
$250.00 |
0.00% |
| 2023-12-15 3 MONTH SOFR FUT Dec23 P 94.44 |
|
|
-40 |
($4,000.00) |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K036, Class X1, Variable rate, due 10/25/2023 |
|
3137B7N21 |
3,360,006 |
$621.27 |
0.00% |
| US 10yr Ultra Fut Dec23 |
UXYZ3 |
|
-134 |
($14,991,250.00) |
-8.05% |
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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