Basket Holdings: 77AS OF 09/30/2021

SymbolCompanyWeight
Fidelity Revere Str Tr20.96
Fnma Pass-Thru I 3.5%7.06
Federal National Mortgage Association 2%5.41
Us 2yr Note (Cbt) Dec21 Xcbt 202112314.91
Federal National Mortgage Association 2.5%4.41
Government National Mortgage Association 3.5%4.11
Federal National Mortgage Association 2%3.72
Federal National Mortgage Association 3%3.11
Government National Mortgage Association 3.5%2.89
Government National Mortgage Association 2%2.64
Government National Mortgage Association 3.5%2.48
Government National Mortgage Association 3%2.36
Federal Home Loan Mortgage Corporation 3%1.99
Government National Mortgage Association 2.5%1.92
Federal National Mortgage Association 1.5%1.81
Federal Home Loan Banks 3.5%1.81
Government National Mortgage Association 3%1.51
Federal Home Loan Banks 2%1.47
Federal Home Loan Banks 2.5%1.47
Federal Home Loan Banks 2.5%1.46
United States Treasury Notes 1.125%1.45
Fnma Pass-Thru I 3%1.40
Federal National Mortgage Association 3.5%1.23
Morgan Stanley 3.806%1.22
Fnma Pass-Thru I 3.5%1.20
GS MORTGAGE SECURITIES TRUST 3.567%1.20
Us Long Bond(Cbt) Dec21 Xcbt 202112211.18
Government National Mortgage Association 3.5%1.17
Government National Mortgage Association 2%1.13
Federal National Mortgage Association 1.5%1.13
Federal Home Loan Banks 2%1.13
Federal Home Loan Mortgage Corporation 0.28%1.12
Federal Home Loan Mortgage Corporation 0.27%1.12
Us 10yr Note (Cbt)dec21 Xcbt 202112210.98
United States Treasury Notes 1.25%0.95
Federal National Mortgage Association 3.5%0.90
Federal Home Loan Mortgage Corporation 3.5%0.86
Federal National Mortgage Association 2.5%0.77
Federal Home Loan Mortgage Corporation 2.5%0.76
Fnma Pass-Thru I 2.5%0.76
Impac CMB Trust 3.4239%0.76
WELLS FARGO COMMERCIAL MORTGAGE TRUST 1.284%0.75
Federal Home Loan Mortgage Corporation 0.29%0.75
Government National Mortgage Association 2.5%0.74
CIM RETAIL PORTFOLIO TRUST 1.484%0.74
LIFE 2021-BMR MORTGAGE TRUST 0.784%0.74
Fnma Pass-Thru I 2.5%0.72
AJAX MORTGAGE LOAN TRUST 1.74%0.72
CFMT 2021-HB6 LLC 0.8983%0.71
Federal Home Loan Banks 3%0.70
Federal Home Loan Mortgage Corporation 4%0.69
Federal National Mortgage Association 3.5%0.59
Hic851000 Cds Usd P F .50000 20721216 Cds Usd R V S0.52
Hic851000 Cds Usd R V 03mevent 20721216 Cds Usd R V L0.52
United States Treasury Notes 1%0.50
Sac504000 Irs Usd R F 1.50000 20281215 Irs R F L0.44
Sac504000 Irs Usd P V 03mlibor 20281215 Irs R F S0.43
Government National Mortgage Association 3%0.39
Fnma Pass-Thru I 2.5%0.38
Federal Home Loan Mortgage Corporation 2.5%0.38
Federal Home Loan Mortgage Corporation 2.5%0.38
Government National Mortgage Association 2.5%0.38
Fnma Pass-Thru I 2%0.38
Federal Home Loan Mortgage Corporation 2%0.37
Federal Home Loan Mortgage Corporation 2%0.37
Federal Home Loan Banks 2.5%0.37
Federal Home Loan Mortgage Corporation 0.3%0.37
Federal Home Loan Mortgage Corporation 0.29%0.37
Federal Home Loan Mortgage Corporation 0.29%0.37
Federal National Mortgage Association 1.5%0.36
Federal Home Loan Mortgage Corporation 0.28%0.33
Fnma Pass-Thru I 2%0.28
Government National Mortgage Association 2.5%0.25
Hie242000 Cds Usd P F .50000 20721216 Cds P F S0.22
Hie242000 Cds Usd R V 03mevent 20721216 Cds P F L0.22
Fnma Pass-Thru I 4.5%0.19
Us Dollar0.02

†Part or all of this cash position may represent cash-in-lieu of marketable securities and not actual cash.Click here for more information.

Top basket holdings are as of the date indicated and may not be representative of the fund's current or future investments.