SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 37.1% |
Communication Services — 0.9% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
5.539%, 02/20/2026 |
|
$ |
300 |
|
|
$ |
298 |
|
Take-Two Interactive Software |
|
|
|
|
|
|
|
|
3.300%, 03/28/2024 |
|
|
21 |
|
|
|
21 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
6.140%, SOFRINDX + 0.790%, 03/20/2026 (A) |
|
|
279 |
|
|
|
280 |
|
3.500%, 11/01/2024 |
|
|
1,680 |
|
|
|
1,642 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,241 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 2.5% |
|
|
|
|
AutoZone |
|
|
|
|
|
|
|
|
5.050%, 07/15/2026 |
|
|
450 |
|
|
|
442 |
|
Daimler Truck Finance North America LLC |
|
|
|
|
|
|
|
|
6.352%, SOFRRATE + 1.000%, 04/05/2024 (A)(B) |
|
|
450 |
|
|
|
451 |
|
6.098%, SOFRRATE + 0.750%, 12/13/2024 (A)(B) |
|
|
600 |
|
|
|
599 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
6.108%, SOFRRATE + 0.760%, 03/08/2024 (A) |
|
|
500 |
|
|
|
500 |
|
5.973%, SOFRRATE + 0.620%, 10/15/2024 (A) |
|
|
2,170 |
|
|
|
2,164 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.250%, 11/03/2025 (B) |
|
|
250 |
|
|
|
250 |
|
1.000%, 09/17/2024 (B) |
|
|
1,250 |
|
|
|
1,195 |
|
Nordstrom |
|
|
|
|
|
|
|
|
2.300%, 04/08/2024 |
|
|
210 |
|
|
|
205 |
|
Starbucks |
|
|
|
|
|
|
|
|
5.763%, SOFRINDX + 0.420%, 02/14/2024 (A) |
|
|
345 |
|
|
|
345 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,151 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.7% |
|
|
|
|
General Mills |
|
|
|
|
|
|
|
|
5.241%, 11/18/2025 |
|
|
320 |
|
|
|
317 |
|
JDE Peet's |
|
|
|
|
|
|
|
|
0.800%, 09/24/2024 (B) |
|
|
500 |
|
|
|
476 |
|
Kenvue |
|
|
|
|
|
|
|
|
5.500%, 03/22/2025 |
|
|
275 |
|
|
|
274 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
0.750%, 03/15/2024 |
|
|
325 |
|
|
|
319 |
|
Mondelez International |
|
|
|
|
|
|
|
|
2.125%, 03/17/2024 |
|
|
290 |
|
|
|
286 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,672 |
|
| |
|
|
|
|
|
|
|
|
Energy — 3.9% |
|
|
|
|
Columbia Pipelines Holding LLC |
|
|
|
|
|
|
|
|
6.055%, 08/15/2026 (B) |
|
|
55 |
|
|
|
55 |
|
Devon Energy |
|
|
|
|
|
|
|
|
5.250%, 09/15/2024 |
|
|
930 |
|
|
|
922 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Enbridge |
|
|
|
|
|
|
|
|
5.974%, SOFRINDX + 0.630%, 02/16/2024 (A) |
|
$ |
775 |
|
|
$ |
775 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
5.875%, 01/15/2024 |
|
|
870 |
|
|
|
870 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
4.300%, 05/01/2024 |
|
|
1,350 |
|
|
|
1,338 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
5.875%, 09/01/2025 |
|
|
375 |
|
|
|
374 |
|
ONEOK |
|
|
|
|
|
|
|
|
5.550%, 11/01/2026 |
|
|
450 |
|
|
|
445 |
|
Ovintiv |
|
|
|
|
|
|
|
|
5.650%, 05/15/2025 |
|
|
400 |
|
|
|
398 |
|
Saudi Arabian Oil |
|
|
|
|
|
|
|
|
1.250%, 11/24/2023 (B) |
|
|
200 |
|
|
|
199 |
|
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
2.875%, 04/16/2024 (B) |
|
|
1,230 |
|
|
|
1,211 |
|
Southern Union |
|
|
|
|
|
|
|
|
7.600%, 02/01/2024 |
|
|
700 |
|
|
|
701 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
3.100%, 02/01/2025 |
|
|
400 |
|
|
|
384 |
|
Williams |
|
|
|
|
|
|
|
|
5.400%, 03/02/2026 |
|
|
485 |
|
|
|
480 |
|
4.300%, 03/04/2024 |
|
|
1,365 |
|
|
|
1,356 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,508 |
|
| |
|
|
|
|
|
|
|
|
Financials — 18.8% |
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B) |
|
|
300 |
|
|
|
297 |
|
American Express |
|
|
|
|
|
|
|
|
4.990%, SOFRRATE + 0.999%, 05/01/2026 (A) |
|
|
275 |
|
|
|
270 |
|
3.950%, 08/01/2025 |
|
|
325 |
|
|
|
314 |
|
3.375%, 05/03/2024 |
|
|
350 |
|
|
|
345 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
6.045%, SOFRINDX + 0.700%, 05/24/2024 (A)(B) |
|
|
825 |
|
|
|
822 |
|
Banco Santander |
|
|
|
|
|
|
|
|
3.892%, 05/24/2024 |
|
|
400 |
|
|
|
395 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.044%, SOFRRATE + 0.690%, 04/22/2025 (A) |
|
|
650 |
|
|
|
648 |
|
5.650%, 08/18/2025 |
|
|
325 |
|
|
|
324 |
|
5.080%, SOFRRATE + 1.290%, 01/20/2027 (A) |
|
|
275 |
|
|
|
268 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
6.015%, SOFRRATE + 0.660%, 02/04/2025 (A) |
|
|
510 |
|
|
|
509 |
|
1.843%, SOFRRATE + 0.670%, 02/04/2025 (A) |
|
|
1,830 |
|
|
|
1,805 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
5.969%, SOFRINDX + 0.620%, 09/15/2026 (A) |
|
$ |
675 |
|
|
$ |
667 |
|
5.672%, SOFRINDX + 0.320%, 07/09/2024 (A) |
|
|
325 |
|
|
|
325 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
5.148%, SOFRRATE + 1.067%, 05/22/2026 (A) |
|
|
250 |
|
|
|
247 |
|
Banque Federative du Credit Mutuel |
|
|
|
|
|
|
|
|
4.935%, 01/26/2026 (B) |
|
|
350 |
|
|
|
341 |
|
4.524%, 07/13/2025 (B) |
|
|
250 |
|
|
|
243 |
|
Barclays PLC |
|
|
|
|
|
|
|
|
2.852%, SOFRRATE + 2.714%, 05/07/2026 (A) |
|
|
235 |
|
|
|
222 |
|
BPCE |
|
|
|
|
|
|
|
|
5.029%, 01/15/2025 (B) |
|
|
345 |
|
|
|
339 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
6.113%, SOFRRATE + 0.760%, 04/12/2024 (A)(B) |
|
|
445 |
|
|
|
443 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
5.749%, SOFRINDX + 0.400%, 12/14/2023 (A) |
|
|
575 |
|
|
|
575 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
6.038%, SOFRRATE + 0.690%, 12/06/2024 (A) |
|
|
425 |
|
|
|
420 |
|
4.985%, SOFRRATE + 2.160%, 07/24/2026 (A) |
|
|
250 |
|
|
|
241 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
5.875%, 08/24/2026 |
|
|
375 |
|
|
|
372 |
|
Citigroup |
|
|
|
|
|
|
|
|
6.049%, SOFRRATE + 0.694%, 01/25/2026 (A) |
|
|
350 |
|
|
|
347 |
|
6.025%, SOFRRATE + 0.669%, 05/01/2025 (A) |
|
|
250 |
|
|
|
249 |
|
3.352%, TSFR3M + 1.158%, 04/24/2025 (A) |
|
|
1,695 |
|
|
|
1,669 |
|
Citizens Bank |
|
|
|
|
|
|
|
|
5.284%, SOFRRATE + 1.020%, 01/26/2026 (A) |
|
|
250 |
|
|
|
236 |
|
4.119%, SOFRRATE + 1.395%, 05/23/2025 (A) |
|
|
250 |
|
|
|
241 |
|
CNA Financial |
|
|
|
|
|
|
|
|
7.250%, 11/15/2023 |
|
|
200 |
|
|
|
200 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
5.869%, SOFRRATE + 0.520%, 06/15/2026 (A)(B) |
|
|
425 |
|
|
|
424 |
|
Cooperatieve Rabobank UA MTN |
|
|
|
|
|
|
|
|
5.500%, 07/18/2025 |
|
|
250 |
|
|
|
248 |
|
Corebridge Financial |
|
|
|
|
|
|
|
|
3.500%, 04/04/2025 |
|
|
230 |
|
|
|
221 |
|
Corebridge Global Funding |
|
|
|
|
|
|
|
|
5.750%, 07/02/2026 (B) |
|
|
180 |
|
|
|
178 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Credit Agricole |
|
|
|
|
|
|
|
|
5.589%, 07/05/2026 (B) |
|
$ |
420 |
|
|
$ |
415 |
|
Credit Suisse NY |
|
|
|
|
|
|
|
|
5.746%, SOFRINDX + 0.390%, 02/02/2024 (A) |
|
|
2,280 |
|
|
|
2,275 |
|
4.750%, 08/09/2024 |
|
|
250 |
|
|
|
247 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B) |
|
|
350 |
|
|
|
349 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(B) |
|
|
305 |
|
|
|
304 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.563%, SOFRRATE + 1.219%, 11/16/2027 (A) |
|
|
550 |
|
|
|
528 |
|
5.843%, SOFRRATE + 0.500%, 11/08/2023 (A) |
|
|
600 |
|
|
|
600 |
|
DNB Bank |
|
|
|
|
|
|
|
|
2.968%, SOFRINDX + 0.810%, 03/28/2025 (A)(B) |
|
|
275 |
|
|
|
271 |
|
Equitable Financial Life Global Funding |
|
|
|
|
|
|
|
|
5.500%, 12/02/2025 (B) |
|
|
300 |
|
|
|
295 |
|
Fifth Third Bank |
|
|
|
|
|
|
|
|
5.852%, SOFRINDX + 1.230%, 10/27/2025 (A) |
|
|
470 |
|
|
|
458 |
|
GA Global Funding Trust |
|
|
|
|
|
|
|
|
5.849%, SOFRRATE + 0.500%, 09/13/2024 (A)(B) |
|
|
1,745 |
|
|
|
1,725 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.055%, SOFRRATE + 0.700%, 01/24/2025 (A) |
|
|
425 |
|
|
|
424 |
|
5.848%, SOFRRATE + 0.500%, 09/10/2024 (A) |
|
|
250 |
|
|
|
249 |
|
5.798%, SOFRRATE + 1.075%, 08/10/2026 (A) |
|
|
375 |
|
|
|
371 |
|
1.757%, SOFRRATE + 0.730%, 01/24/2025 (A) |
|
|
2,200 |
|
|
|
2,173 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
7.336%, SOFRRATE + 3.030%, 11/03/2026 (A) |
|
|
300 |
|
|
|
305 |
|
5.925%, SOFRRATE + 0.580%, 11/22/2024 (A) |
|
|
425 |
|
|
|
425 |
|
Huntington National Bank |
|
|
|
|
|
|
|
|
4.008%, SOFRRATE + 1.205%, 05/16/2025 (A) |
|
|
250 |
|
|
|
243 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
1.125%, 11/22/2023 |
|
|
425 |
|
|
|
424 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
5.931%, SOFRRATE + 0.580%, 06/23/2025 (A) |
|
|
325 |
|
|
|
324 |
|
5.882%, SOFRRATE + 0.535%, 06/01/2025 (A) |
|
|
400 |
|
|
|
398 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.845%, SOFRRATE + 0.980%, 06/14/2025 (A) |
|
$ |
2,090 |
|
|
$ |
2,058 |
|
KeyBank |
|
|
|
|
|
|
|
|
5.669%, SOFRINDX + 0.320%, 06/14/2024 (A) |
|
|
400 |
|
|
|
391 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
6.063%, SOFRRATE + 0.710%, 10/14/2025 (A)(B) |
|
|
425 |
|
|
|
422 |
|
Manufacturers & Traders Trust |
|
|
|
|
|
|
|
|
5.400%, 11/21/2025 |
|
|
300 |
|
|
|
290 |
|
4.650%, 01/27/2026 |
|
|
460 |
|
|
|
435 |
|
MassMutual Global Funding II |
|
|
|
|
|
|
|
|
5.713%, SOFRRATE + 0.360%, 04/12/2024 (A)(B) |
|
|
400 |
|
|
|
400 |
|
2.750%, 06/22/2024 (B) |
|
|
705 |
|
|
|
691 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
4.788%, H15T1Y + 1.700%, 07/18/2025 (A) |
|
|
325 |
|
|
|
321 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.050%, SOFRRATE + 1.295%, 01/28/2027 (A) |
|
|
275 |
|
|
|
269 |
|
3.620%, SOFRRATE + 1.160%, 04/17/2025 (A) |
|
|
2,130 |
|
|
|
2,102 |
|
Morgan Stanley Bank |
|
|
|
|
|
|
|
|
5.479%, 07/16/2025 |
|
|
375 |
|
|
|
373 |
|
4.754%, 04/21/2026 |
|
|
250 |
|
|
|
244 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
0.750%, 08/06/2024 |
|
|
325 |
|
|
|
312 |
|
National Securities Clearing |
|
|
|
|
|
|
|
|
5.150%, 05/30/2025 (B) |
|
|
250 |
|
|
|
248 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
6.557%, SOFRRATE + 1.910%, 10/18/2027 (A)(B) |
|
|
250 |
|
|
|
250 |
|
0.550%, 01/22/2024 (B) |
|
|
400 |
|
|
|
395 |
|
NatWest Markets PLC |
|
|
|
|
|
|
|
|
5.872%, SOFRRATE + 0.530%, 08/12/2024 (A)(B) |
|
|
490 |
|
|
|
489 |
|
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
5.500%, 08/28/2026 (B) |
|
|
250 |
|
|
|
248 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.615%, SOFRRATE + 1.730%, 10/20/2027 (A) |
|
|
175 |
|
|
|
176 |
|
5.812%, SOFRRATE + 1.322%, 06/12/2026 (A) |
|
|
200 |
|
|
|
197 |
|
5.671%, SOFRINDX + 1.090%, 10/28/2025 (A) |
|
|
425 |
|
|
|
421 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
5.803%, SOFRRATE + 0.450%, 04/12/2024 (A)(B) |
|
|
170 |
|
|
|
170 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
5.200%, 07/20/2026 |
|
|
250 |
|
|
|
246 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Societe Generale |
|
|
|
|
|
|
|
|
6.403%, SOFRRATE + 1.050%, 01/21/2026 (A)(B) |
|
$ |
425 |
|
|
$ |
423 |
|
4.351%, 06/13/2025 (B) |
|
|
500 |
|
|
|
486 |
|
Standard Chartered PLC |
|
|
|
|
|
|
|
|
7.776%, H15T1Y + 3.100%, 11/16/2025 (A)(B) |
|
|
300 |
|
|
|
304 |
|
6.170%, H15T1Y + 2.050%, 01/09/2027 (A)(B) |
|
|
350 |
|
|
|
348 |
|
Sumitomo Mitsui Trust Bank MTN |
|
|
|
|
|
|
|
|
5.789%, SOFRRATE + 0.440%, 09/16/2024 (A)(B) |
|
|
500 |
|
|
|
499 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
5.938%, SOFRRATE + 0.590%, 09/10/2026 (A) |
|
|
425 |
|
|
|
419 |
|
5.698%, SOFRRATE + 0.350%, 09/10/2024 (A) |
|
|
500 |
|
|
|
499 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
5.748%, SOFRRATE + 0.400%, 06/09/2025 (A) |
|
|
400 |
|
|
|
391 |
|
UBS |
|
|
|
|
|
|
|
|
0.700%, 08/09/2024 (B) |
|
|
400 |
|
|
|
384 |
|
UBS MTN |
|
|
|
|
|
|
|
|
5.716%, SOFRRATE + 0.360%, 02/09/2024 (A)(B) |
|
|
400 |
|
|
|
400 |
|
US Bank |
|
|
|
|
|
|
|
|
2.050%, 01/21/2025 |
|
|
1,495 |
|
|
|
1,423 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
2.406%, TSFR3M + 1.087%, 10/30/2025 (A) |
|
|
2,085 |
|
|
|
2,001 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.550%, 08/01/2025 |
|
|
325 |
|
|
|
324 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
46,297 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 3.5% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
2.600%, 11/21/2024 |
|
|
1,735 |
|
|
|
1,676 |
|
Amgen |
|
|
|
|
|
|
|
|
5.250%, 03/02/2025 |
|
|
275 |
|
|
|
273 |
|
Baxter International |
|
|
|
|
|
|
|
|
5.787%, SOFRINDX + 0.440%, 11/29/2024 (A) |
|
|
425 |
|
|
|
422 |
|
Cigna Group |
|
|
|
|
|
|
|
|
0.613%, 03/15/2024 |
|
|
190 |
|
|
|
186 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
2.760%, 10/01/2024 |
|
|
995 |
|
|
|
966 |
|
CVS Health |
|
|
|
|
|
|
|
|
5.000%, 02/20/2026 |
|
|
275 |
|
|
|
270 |
|
GE HealthCare Technologies |
|
|
|
|
|
|
|
|
5.550%, 11/15/2024 |
|
|
1,935 |
|
|
|
1,926 |
|
Haleon US Capital LLC |
|
|
|
|
|
|
|
|
3.024%, 03/24/2024 |
|
|
420 |
|
|
|
415 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Humana |
|
|
|
|
|
|
|
|
5.700%, 03/13/2026 |
|
$ |
275 |
|
|
$ |
273 |
|
Illumina |
|
|
|
|
|
|
|
|
5.800%, 12/12/2025 |
|
|
300 |
|
|
|
297 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
4.650%, 05/19/2025 |
|
|
1,730 |
|
|
|
1,708 |
|
Stryker |
|
|
|
|
|
|
|
|
0.600%, 12/01/2023 |
|
|
230 |
|
|
|
229 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,641 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 1.2% |
|
|
|
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
6.100%, 01/15/2027 |
|
|
250 |
|
|
|
246 |
|
1.650%, 10/29/2024 |
|
|
1,655 |
|
|
|
1,578 |
|
Boeing |
|
|
|
|
|
|
|
|
1.950%, 02/01/2024 |
|
|
425 |
|
|
|
420 |
|
DAE Funding LLC MTN |
|
|
|
|
|
|
|
|
1.550%, 08/01/2024 (B) |
|
|
450 |
|
|
|
433 |
|
Penske Truck Leasing LP |
|
|
|
|
|
|
|
|
5.750%, 05/24/2026 (B) |
|
|
250 |
|
|
|
246 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,923 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 2.3% |
|
|
|
|
Hewlett Packard Enterprise |
|
|
|
|
|
|
|
|
5.900%, 10/01/2024 |
|
|
1,500 |
|
|
|
1,497 |
|
Microchip Technology |
|
|
|
|
|
|
|
|
0.972%, 02/15/2024 |
|
|
375 |
|
|
|
369 |
|
Sprint LLC |
|
|
|
|
|
|
|
|
7.125%, 06/15/2024 |
|
|
1,675 |
|
|
|
1,683 |
|
TD SYNNEX |
|
|
|
|
|
|
|
|
1.250%, 08/09/2024 |
|
|
650 |
|
|
|
624 |
|
VMware |
|
|
|
|
|
|
|
|
1.000%, 08/15/2024 |
|
|
1,445 |
|
|
|
1,388 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,561 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.3% |
|
|
|
|
Nutrien |
|
|
|
|
|
|
|
|
5.900%, 11/07/2024 |
|
|
175 |
|
|
|
174 |
|
Sherwin-Williams |
|
|
|
|
|
|
|
|
4.050%, 08/08/2024 |
|
|
250 |
|
|
|
246 |
|
Vulcan Materials |
|
|
|
|
|
|
|
|
5.800%, 03/01/2026 |
|
|
275 |
|
|
|
273 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
693 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 3.0% |
|
|
|
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
350 |
|
|
|
347 |
|
CenterPoint Energy |
|
|
|
|
|
|
|
|
5.993%, SOFRINDX + 0.650%, 05/13/2024 (A) |
|
|
325 |
|
|
|
325 |
|
Edison International |
|
|
|
|
|
|
|
|
3.550%, 11/15/2024 |
|
|
275 |
|
|
|
267 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Mississippi Power |
|
|
|
|
|
|
|
|
5.652%, SOFRRATE + 0.300%, 06/28/2024 (A) |
|
$ |
350 |
|
|
$ |
349 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.051%, 03/01/2025 |
|
|
200 |
|
|
|
200 |
|
5.749%, 09/01/2025 |
|
|
225 |
|
|
|
224 |
|
4.255%, 09/01/2024 |
|
|
1,600 |
|
|
|
1,574 |
|
2.940%, 03/21/2024 |
|
|
450 |
|
|
|
445 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
2.750%, 06/01/2024 |
|
|
1,340 |
|
|
|
1,315 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
3.250%, 02/16/2024 |
|
|
350 |
|
|
|
347 |
|
1.700%, 11/15/2023 |
|
|
275 |
|
|
|
274 |
|
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
0.841%, 11/08/2023 |
|
|
415 |
|
|
|
415 |
|
Sempra |
|
|
|
|
|
|
|
|
5.400%, 08/01/2026 |
|
|
370 |
|
|
|
365 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
6.181%, SOFRINDX + 0.830%, 04/01/2024 (A) |
|
|
620 |
|
|
|
620 |
|
Tampa Electric |
|
|
|
|
|
|
|
|
3.875%, 07/12/2024 |
|
|
325 |
|
|
|
320 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,387 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $91,832) ($ Thousands) |
|
|
|
|
|
|
91,074 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 34.1% |
Automotive — 19.9% |
|
|
|
|
| |
|
|
|
|
Ally Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 11/15/2026 |
|
|
585 |
|
|
|
584 |
|
American Credit Acceptance Receivables Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.450%, 09/14/2026 (B) |
|
|
194 |
|
|
|
194 |
|
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
5.890%, 10/13/2026 (B) |
|
|
123 |
|
|
|
122 |
|
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A |
|
|
|
|
|
|
|
|
6.000%, 03/12/2027 (B) |
|
|
201 |
|
|
|
201 |
|
AmeriCredit Automobile Receivables Trust, Ser 2019-3, Cl C |
|
|
|
|
|
|
|
|
2.320%, 07/18/2025 |
|
|
82 |
|
|
|
81 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C |
|
|
|
|
|
|
|
|
1.480%, 02/18/2026 |
|
|
675 |
|
|
|
660 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.840%, 10/19/2026 |
|
|
386 |
|
|
|
385 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
ARI Fleet Lease Trust, Ser 2021-A, Cl A2 |
|
|
|
|
|
|
|
|
0.370%, 03/15/2030 (B) |
|
$ |
13 |
|
|
$ |
13 |
|
ARI Fleet Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.050%, 07/15/2032 (B) |
|
|
110 |
|
|
|
110 |
|
Bank of America Auto Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 05/15/2026 (B) |
|
|
295 |
|
|
|
294 |
|
BMW Vehicle Owner Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.720%, 04/27/2026 |
|
|
115 |
|
|
|
115 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.340%, 07/15/2026 |
|
|
170 |
|
|
|
170 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
6.510%, 11/15/2027 |
|
|
1,180 |
|
|
|
1,181 |
|
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.200%, 05/15/2026 |
|
|
251 |
|
|
|
250 |
|
Carmax Auto Owner Trust, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.340%, 12/15/2025 |
|
|
305 |
|
|
|
298 |
|
Carmax Auto Owner Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.520%, 02/17/2026 |
|
|
301 |
|
|
|
293 |
|
CarMax Auto Owner Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
1.470%, 12/15/2026 |
|
|
1,576 |
|
|
|
1,513 |
|
CarMax Auto Owner Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.230%, 01/15/2026 |
|
|
436 |
|
|
|
434 |
|
Carmax Auto Owner Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
5.500%, 06/15/2026 |
|
|
920 |
|
|
|
916 |
|
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.720%, 11/16/2026 |
|
|
780 |
|
|
|
777 |
|
CarMax Auto Owner Trust, Ser 2023-4, Cl A2A |
|
|
|
|
|
|
|
|
6.080%, 12/15/2026 |
|
|
400 |
|
|
|
400 |
|
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |
|
|
|
|
|
|
|
|
0.700%, 01/10/2028 |
|
|
404 |
|
|
|
383 |
|
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |
|
|
|
|
|
|
|
|
0.750%, 03/10/2028 |
|
|
59 |
|
|
|
54 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |
|
|
|
|
|
|
|
|
0.660%, 06/12/2028 |
|
|
145 |
|
|
|
134 |
|
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A |
|
|
|
|
|
|
|
|
6.410%, 09/10/2027 (B) |
|
|
251 |
|
|
|
251 |
|
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 11/10/2026 (B) |
|
|
95 |
|
|
|
95 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 01/11/2027 (B) |
|
$ |
410 |
|
|
$ |
410 |
|
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.665%, SOFR30A + 0.344%, 04/15/2033 (A)(B) |
|
|
90 |
|
|
|
90 |
|
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 |
|
|
|
|
|
|
|
|
5.650%, 05/15/2035 (B) |
|
|
354 |
|
|
|
351 |
|
Citizens Auto Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
6.130%, 07/15/2026 (B) |
|
|
1,250 |
|
|
|
1,249 |
|
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
6.090%, 10/15/2026 (B) |
|
|
425 |
|
|
|
424 |
|
CPS Auto Receivables Trust, Ser 2023-A, Cl A |
|
|
|
|
|
|
|
|
5.540%, 03/16/2026 (B) |
|
|
242 |
|
|
|
241 |
|
CPS Auto Receivables Trust, Ser 2023-B, Cl A |
|
|
|
|
|
|
|
|
5.910%, 08/16/2027 (B) |
|
|
233 |
|
|
|
232 |
|
CPS Auto Receivables Trust, Ser 2023-C, Cl A |
|
|
|
|
|
|
|
|
6.130%, 09/15/2026 (B) |
|
|
104 |
|
|
|
104 |
|
CPS Auto Receivables Trust, Ser 2023-D, Cl A |
|
|
|
|
|
|
|
|
6.400%, 06/15/2027 (B) |
|
|
295 |
|
|
|
295 |
|
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
1.000%, 05/15/2030 (B) |
|
|
147 |
|
|
|
144 |
|
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.560%, 12/11/2034 (B) |
|
|
160 |
|
|
|
157 |
|
DT Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.480%, 04/15/2027 (B) |
|
|
319 |
|
|
|
318 |
|
DT Auto Owner Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
5.880%, 04/15/2027 (B) |
|
|
298 |
|
|
|
297 |
|
DT Auto Owner Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.290%, 08/16/2027 (B) |
|
|
273 |
|
|
|
273 |
|
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.480%, 05/20/2027 (B) |
|
|
93 |
|
|
|
90 |
|
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
4.650%, 05/21/2029 (B) |
|
|
897 |
|
|
|
883 |
|
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2 |
|
|
|
|
|
|
|
|
4.380%, 07/20/2029 (B) |
|
|
67 |
|
|
|
65 |
|
Enterprise Fleet Financing LLC, Ser 2022-4, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 10/22/2029 (B) |
|
|
263 |
|
|
|
262 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.510%, 01/22/2029 (B) |
|
$ |
215 |
|
|
$ |
213 |
|
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A1 |
|
|
|
|
|
|
|
|
5.793%, 06/20/2024 (B) |
|
|
102 |
|
|
|
102 |
|
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.560%, 04/22/2030 (B) |
|
|
410 |
|
|
|
406 |
|
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.400%, 03/20/2030 (B) |
|
|
905 |
|
|
|
– |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.440%, 12/21/2026 (B) |
|
|
27 |
|
|
|
26 |
|
Exeter Automobile Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.610%, 06/16/2025 |
|
|
63 |
|
|
|
63 |
|
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.600%, 08/17/2026 |
|
|
170 |
|
|
|
169 |
|
Exeter Automobile Receivables Trust, Ser 2023-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 12/15/2025 |
|
|
110 |
|
|
|
110 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026 (B) |
|
|
77 |
|
|
|
74 |
|
FHF Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
4.430%, 01/18/2028 (B) |
|
|
206 |
|
|
|
202 |
|
Fifth Third Auto Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.800%, 11/16/2026 |
|
|
495 |
|
|
|
494 |
|
First Investors Auto Owner Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
2.030%, 01/15/2027 (B) |
|
|
865 |
|
|
|
846 |
|
First Investors Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.440%, 10/16/2028 (B) |
|
|
525 |
|
|
|
525 |
|
Flagship Credit Auto Trust, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
0.370%, 12/15/2026 (B) |
|
|
2 |
|
|
|
2 |
|
Flagship Credit Auto Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.930%, 06/15/2027 (B) |
|
|
285 |
|
|
|
280 |
|
Flagship Credit Auto Trust, Ser 2021-3, Cl A |
|
|
|
|
|
|
|
|
0.360%, 07/15/2027 (B) |
|
|
52 |
|
|
|
51 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027 (B) |
|
|
266 |
|
|
|
265 |
|
Flagship Credit Auto Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 07/15/2027 (B) |
|
|
285 |
|
|
|
284 |
|
Ford Credit Auto Lease Trust, Ser 2021-B, Cl B |
|
|
|
|
|
|
|
|
0.660%, 01/15/2025 |
|
|
500 |
|
|
|
496 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A |
|
|
|
|
|
|
|
|
3.190%, 07/15/2031 (B) |
|
$ |
480 |
|
|
$ |
464 |
|
Ford Credit Auto Owner Trust, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
2.040%, 08/15/2031 (B) |
|
|
1,400 |
|
|
|
1,329 |
|
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.810%, 05/15/2026 (B) |
|
|
26 |
|
|
|
26 |
|
Foursight Capital Automobile Receivables Trust, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
4.490%, 03/16/2026 (B) |
|
|
179 |
|
|
|
178 |
|
Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.430%, 10/15/2026 (B) |
|
|
229 |
|
|
|
228 |
|
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 05/15/2028 (B) |
|
|
340 |
|
|
|
338 |
|
GECU Auto Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.950%, 03/15/2027 (B) |
|
|
985 |
|
|
|
981 |
|
GLS Auto Receivables Issuer Trust, Ser 2022-3A, Cl A2 |
|
|
|
|
|
|
|
|
4.590%, 05/15/2026 (B) |
|
|
81 |
|
|
|
81 |
|
GLS Auto Receivables Issuer Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.980%, 08/17/2026 (B) |
|
|
345 |
|
|
|
344 |
|
GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.370%, 06/15/2028 (B) |
|
|
295 |
|
|
|
295 |
|
GM Financial Automobile Leasing Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.270%, 06/20/2025 |
|
|
149 |
|
|
|
149 |
|
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
5.440%, 10/20/2025 |
|
|
507 |
|
|
|
505 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.580%, 01/20/2026 |
|
|
295 |
|
|
|
294 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.740%, 09/16/2026 |
|
|
270 |
|
|
|
270 |
|
GTE Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.650%, 08/17/2026 (B) |
|
|
1,069 |
|
|
|
1,064 |
|
Harley-Davidson Motorcycle Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.320%, 06/15/2026 |
|
|
602 |
|
|
|
600 |
|
Honda Auto Receivables Owner Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.410%, 04/15/2026 |
|
|
425 |
|
|
|
423 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.200%, 04/15/2025 (B) |
|
$ |
171 |
|
|
$ |
170 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.050%, 01/15/2026 (B) |
|
|
260 |
|
|
|
257 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.470%, 09/15/2025 (B) |
|
|
161 |
|
|
|
161 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A2A |
|
|
|
|
|
|
|
|
5.850%, 03/16/2026 (B) |
|
|
795 |
|
|
|
794 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.770%, 05/15/2026 |
|
|
430 |
|
|
|
429 |
|
LAD Auto Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.300%, 08/17/2026 (B) |
|
|
129 |
|
|
|
127 |
|
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
5.210%, 06/15/2027 (B) |
|
|
145 |
|
|
|
144 |
|
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 06/15/2026 (B) |
|
|
290 |
|
|
|
290 |
|
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.460%, 06/15/2026 (B) |
|
|
204 |
|
|
|
196 |
|
Lendbuzz Securitization Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
7.500%, 12/15/2028 (B) |
|
|
300 |
|
|
|
300 |
|
Mercedes-Benz Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.090%, 01/15/2026 |
|
|
529 |
|
|
|
527 |
|
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.800%, 03/15/2027 (B) |
|
|
175 |
|
|
|
167 |
|
Nissan Auto Lease Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.100%, 03/17/2025 |
|
|
452 |
|
|
|
450 |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.740%, 08/15/2025 |
|
|
170 |
|
|
|
170 |
|
Nissan Auto Receivables Owner Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.340%, 02/17/2026 |
|
|
235 |
|
|
|
234 |
|
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 04/15/2027 (B) |
|
|
600 |
|
|
|
600 |
|
OneMain Direct Auto Receivables Trust, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
3.630%, 09/14/2027 (B) |
|
|
315 |
|
|
|
305 |
|
Prestige Auto Receivables Trust, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
5.550%, 04/15/2027 (B) |
|
|
1,360 |
|
|
|
1,340 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Prestige Auto Receivables Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.240%, 01/15/2027 (B) |
|
$ |
805 |
|
|
$ |
805 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |
|
|
|
|
|
|
|
|
5.721%, 08/16/2032 (B) |
|
|
491 |
|
|
|
488 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032 (B) |
|
|
208 |
|
|
|
207 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B |
|
|
|
|
|
|
|
|
6.493%, 06/15/2033 (B) |
|
|
637 |
|
|
|
636 |
|
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl C |
|
|
|
|
|
|
|
|
0.750%, 02/17/2026 |
|
|
5 |
|
|
|
5 |
|
Santander Drive Auto Receivables Trust, Ser 2021-4, Cl C |
|
|
|
|
|
|
|
|
1.260%, 02/16/2027 |
|
|
900 |
|
|
|
875 |
|
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl B |
|
|
|
|
|
|
|
|
4.420%, 11/15/2027 |
|
|
825 |
|
|
|
803 |
|
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3 |
|
|
|
|
|
|
|
|
4.110%, 08/17/2026 |
|
|
267 |
|
|
|
265 |
|
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.080%, 08/17/2026 |
|
|
140 |
|
|
|
140 |
|
Santander Retail Auto Lease Trust, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
1.610%, 01/20/2026 (B) |
|
|
550 |
|
|
|
526 |
|
SBNA Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
6.270%, 04/20/2026 (B) |
|
|
1,070 |
|
|
|
– |
|
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.890%, 03/22/2027 (B) |
|
|
195 |
|
|
|
194 |
|
Tesla Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.860%, 08/20/2025 (B) |
|
|
185 |
|
|
|
185 |
|
Tesla Auto Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.020%, 09/22/2025 (B) |
|
|
310 |
|
|
|
310 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A2A |
|
|
|
|
|
|
|
|
5.600%, 08/17/2026 |
|
|
615 |
|
|
|
613 |
|
Toyota Lease Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 08/20/2025 (B) |
|
|
215 |
|
|
|
214 |
|
Tricolor Auto Securitization Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
3.300%, 02/18/2025 (B) |
|
|
14 |
|
|
|
14 |
|
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.480%, 08/17/2026 (B) |
|
|
111 |
|
|
|
111 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
United Auto Credit Securitization Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
4.390%, 04/10/2025 (B) |
|
$ |
50 |
|
|
$ |
50 |
|
United Auto Credit Securitization Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.570%, 07/10/2025 (B) |
|
|
88 |
|
|
|
88 |
|
USAA Auto Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 07/15/2026 (B) |
|
|
215 |
|
|
|
215 |
|
Volkswagen Auto Lease Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 01/20/2026 |
|
|
950 |
|
|
|
949 |
|
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
1.230%, 04/15/2026 (B) |
|
|
275 |
|
|
|
263 |
|
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.620%, 07/15/2026 (B) |
|
|
76 |
|
|
|
75 |
|
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.510%, 06/15/2026 (B) |
|
|
298 |
|
|
|
297 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 07/15/2026 (B) |
|
|
659 |
|
|
|
658 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.800%, 02/16/2027 (B) |
|
|
715 |
|
|
|
712 |
|
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A |
|
|
|
|
|
|
|
|
5.960%, 10/15/2026 (B) |
|
|
790 |
|
|
|
788 |
|
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 02/16/2027 (B) |
|
|
1,162 |
|
|
|
1,158 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.800%, 04/18/2038 (B) |
|
|
545 |
|
|
|
541 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.460%, 08/18/2038 (B) |
|
|
420 |
|
|
|
419 |
|
World Omni Auto Receivables Trust, Ser 2021-C, Cl A3 |
|
|
|
|
|
|
|
|
0.440%, 08/17/2026 |
|
|
176 |
|
|
|
170 |
|
World Omni Auto Receivables Trust, Ser 2023-C, Cl A2A |
|
|
|
|
|
|
|
|
5.570%, 12/15/2026 |
|
|
1,025 |
|
|
|
1,022 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
420 |
|
|
|
419 |
|
| |
|
|
|
|
|
|
48,846 |
|
| |
|
|
|
|
|
|
|
|
Credit Card — 1.1% |
|
|
|
|
| |
|
|
|
|
Capital One Multi-Asset Execution Trust, Ser 2021-A3, Cl A3 |
|
|
|
|
|
|
|
|
1.040%, 11/15/2026 |
|
|
425 |
|
|
|
404 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CARDS II Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.602%, 04/15/2027 (B) |
|
$ |
900 |
|
|
$ |
878 |
|
Discover Card Execution Note Trust, Ser 2022-A2, Cl A |
|
|
|
|
|
|
|
|
3.320%, 05/15/2027 |
|
|
340 |
|
|
|
328 |
|
Evergreen Credit Card Trust, Ser 2022-CRT1, Cl B |
|
|
|
|
|
|
|
|
5.610%, 07/15/2026 (B) |
|
|
500 |
|
|
|
495 |
|
Master Credit Card Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.530%, 11/21/2025 (B) |
|
|
370 |
|
|
|
359 |
|
Synchrony Card Funding LLC, Ser 2022-A1, Cl A |
|
|
|
|
|
|
|
|
3.370%, 04/15/2028 |
|
|
335 |
|
|
|
323 |
|
| |
|
|
|
|
|
|
2,787 |
|
| |
|
|
|
|
|
|
|
|
Miscellaneous Business Services — 13.1% |
|
|
|
|
| |
|
|
|
|
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |
|
|
|
|
|
|
|
|
5.151%, TSFR1M + 0.794%, 01/25/2035 (A) |
|
|
22 |
|
|
|
21 |
|
Affirm Asset Securitization Trust, Ser 2020-Z2, Cl A |
|
|
|
|
|
|
|
|
1.900%, 01/15/2025 (B) |
|
|
10 |
|
|
|
10 |
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025 (B) |
|
|
92 |
|
|
|
91 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026 (B) |
|
|
62 |
|
|
|
60 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027 (B) |
|
|
65 |
|
|
|
64 |
|
Affirm Asset Securitization Trust, Ser 2023-A, Cl 1A |
|
|
|
|
|
|
|
|
6.610%, 01/18/2028 (B) |
|
|
265 |
|
|
|
264 |
|
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.750%, 11/20/2026 (B) |
|
|
78 |
|
|
|
76 |
|
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2028 (B) |
|
|
146 |
|
|
|
145 |
|
Apidos CLO XII, Ser 2018-12A, Cl AR |
|
|
|
|
|
|
|
|
6.736%, TSFR3M + 1.342%, 04/15/2031 (A)(B) |
|
|
585 |
|
|
|
584 |
|
Apidos CLO XV, Ser 2018-15A, Cl A1RR |
|
|
|
|
|
|
|
|
6.687%, TSFR3M + 1.272%, 04/20/2031 (A)(B) |
|
|
501 |
|
|
|
499 |
|
Aqua Finance Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 07/17/2046 (B) |
|
|
140 |
|
|
|
123 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.230%, 05/15/2026 (B) |
|
|
54 |
|
|
|
53 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Avant Loans Funding Trust, Ser 2021-REV1, Cl A |
|
|
|
|
|
|
|
|
1.210%, 07/15/2030 (B) |
|
$ |
139 |
|
|
$ |
137 |
|
Barings CLO, Ser 2018-3A, Cl A1 |
|
|
|
|
|
|
|
|
6.627%, TSFR3M + 1.212%, 07/20/2029 (A)(B) |
|
|
110 |
|
|
|
110 |
|
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R |
|
|
|
|
|
|
|
|
6.606%, TSFR3M + 1.212%, 10/15/2030 (A)(B) |
|
|
470 |
|
|
|
469 |
|
BHG Securitization Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
1.710%, 02/20/2035 (B) |
|
|
283 |
|
|
|
273 |
|
BHG Securitization Trust, Ser 2022-B, Cl A |
|
|
|
|
|
|
|
|
3.750%, 06/18/2035 (B) |
|
|
177 |
|
|
|
176 |
|
BHG Securitization Trust, Ser 2022-C, Cl A |
|
|
|
|
|
|
|
|
5.320%, 10/17/2035 (B) |
|
|
77 |
|
|
|
76 |
|
BSPRT, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.820%, SOFR30A + 1.500%, 02/15/2037 (A)(B) |
|
|
425 |
|
|
|
418 |
|
Carbone CLO, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.817%, TSFR3M + 1.402%, 01/20/2031 (A)(B) |
|
|
217 |
|
|
|
217 |
|
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.634%, TSFR3M + 1.232%, 04/17/2031 (A)(B) |
|
|
619 |
|
|
|
616 |
|
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
|
|
|
|
|
|
|
|
6.657%, TSFR3M + 1.242%, 07/20/2031 (A)(B) |
|
|
395 |
|
|
|
393 |
|
CCG Receivables Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.300%, 06/14/2027 (B) |
|
|
42 |
|
|
|
41 |
|
CCG Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.820%, 09/16/2030 (B) |
|
|
375 |
|
|
|
374 |
|
CFMT LLC, Ser 2021-AL1, Cl B |
|
|
|
|
|
|
|
|
1.390%, 09/22/2031 (B) |
|
|
236 |
|
|
|
228 |
|
CFMT LLC, Ser 2022-EBO2, Cl A |
|
|
|
|
|
|
|
|
3.169%, 07/25/2054 (A)(B) |
|
|
30 |
|
|
|
29 |
|
CIFC Funding, Ser 2017-1A, Cl ARR |
|
|
|
|
|
|
|
|
6.784%, TSFR3M + 1.372%, 01/22/2031 (A)(B) |
|
|
302 |
|
|
|
301 |
|
CIFC Funding, Ser 2018-2A, Cl A1 |
|
|
|
|
|
|
|
|
6.717%, TSFR3M + 1.302%, 04/20/2031 (A)(B) |
|
|
296 |
|
|
|
295 |
|
CIFC Funding, Ser 2018-3A, Cl AR |
|
|
|
|
|
|
|
|
6.528%, TSFR3M + 1.132%, 04/19/2029 (A)(B) |
|
|
270 |
|
|
|
269 |
|
CNH Equipment Trust, Ser 2022-B, Cl A2 |
|
|
|
|
|
|
|
|
3.940%, 12/15/2025 |
|
|
55 |
|
|
|
55 |
|
CNH Equipment Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.340%, 09/15/2026 |
|
|
695 |
|
|
|
691 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.030%, 09/15/2025 |
|
$ |
380 |
|
|
$ |
380 |
|
DB Master Finance LLC, Ser 2019-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.021%, 05/20/2049 (B) |
|
|
600 |
|
|
|
563 |
|
Dell Equipment Finance Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.530%, 12/22/2026 (B) |
|
|
353 |
|
|
|
348 |
|
Dell Equipment Finance Trust, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
4.030%, 07/22/2027 (B) |
|
|
173 |
|
|
|
172 |
|
Dell Equipment Finance Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.840%, 01/22/2029 (B) |
|
|
580 |
|
|
|
579 |
|
Dell Equipment Finance Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.100%, 04/23/2029 (B) |
|
|
215 |
|
|
|
215 |
|
Dewolf Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
6.576%, TSFR3M + 1.182%, 10/15/2030 (A)(B) |
|
|
587 |
|
|
|
584 |
|
Dext ABS, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.120%, 02/15/2028 (B) |
|
|
89 |
|
|
|
86 |
|
DLLAA LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.930%, 07/20/2026 (B) |
|
|
200 |
|
|
|
200 |
|
DLLAD LLC, Ser 2021-1A, Cl A3 |
|
|
|
|
|
|
|
|
0.640%, 09/21/2026 (B) |
|
|
293 |
|
|
|
280 |
|
DLLAD LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.190%, 04/20/2026 (B) |
|
|
316 |
|
|
|
314 |
|
DLLMT LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.780%, 11/20/2025 (B) |
|
|
365 |
|
|
|
363 |
|
DLLST LLC, Ser 2022-1A, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 01/21/2025 (B) |
|
|
320 |
|
|
|
317 |
|
FCI Funding LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.130%, 04/15/2033 (B) |
|
|
28 |
|
|
|
27 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2019-2, Cl B |
|
|
|
|
|
|
|
|
3.250%, 04/15/2026 |
|
|
400 |
|
|
|
395 |
|
Goldentree Loan Management US CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.587%, TSFR3M + 1.172%, 11/20/2030 (A)(B) |
|
|
342 |
|
|
|
341 |
|
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.510%, 05/20/2030 (B) |
|
|
415 |
|
|
|
415 |
|
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 02/16/2026 (B) |
|
|
680 |
|
|
|
675 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (B) |
|
|
68 |
|
|
|
64 |
|
HPEFS Equipment Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.610%, 09/20/2028 (B) |
|
|
149 |
|
|
|
148 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
HPEFS Equipment Trust, Ser 2022-3A, Cl A3 |
|
|
|
|
|
|
|
|
5.430%, 08/20/2029 (B) |
|
$ |
355 |
|
|
$ |
352 |
|
HPEFS Equipment Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.040%, 01/21/2031 (B) |
|
|
230 |
|
|
|
230 |
|
John Deere Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.280%, 03/16/2026 |
|
|
320 |
|
|
|
319 |
|
John Deere Owner Trust, Ser 2023-C, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 08/17/2026 |
|
|
825 |
|
|
|
824 |
|
KKR CLO, Ser 2017-11, Cl AR |
|
|
|
|
|
|
|
|
6.836%, TSFR3M + 1.442%, 01/15/2031 (A)(B) |
|
|
283 |
|
|
|
282 |
|
KKR CLO, Ser 2018-21, Cl A |
|
|
|
|
|
|
|
|
6.656%, TSFR3M + 1.262%, 04/15/2031 (A)(B) |
|
|
442 |
|
|
|
440 |
|
Kubota Credit Owner Trust, Ser 2020-2A, Cl A3 |
|
|
|
|
|
|
|
|
0.590%, 10/15/2024 (B) |
|
|
9 |
|
|
|
9 |
|
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.610%, 07/15/2026 (B) |
|
|
650 |
|
|
|
647 |
|
LCM XXIII, Ser 2020-23A, Cl A1R |
|
|
|
|
|
|
|
|
6.747%, TSFR3M + 1.332%, 10/20/2029 (A)(B) |
|
|
277 |
|
|
|
276 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
6.657%, TSFR3M + 1.242%, 03/20/2030 (A)(B) |
|
|
345 |
|
|
|
343 |
|
M&T Equipment Notes, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 07/15/2030 (B) |
|
|
640 |
|
|
|
638 |
|
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
6.674%, TSFR3M + 1.262%, 07/21/2030 (A)(B) |
|
|
479 |
|
|
|
477 |
|
Madison Park Funding XXX, Ser 2018-30A, Cl A |
|
|
|
|
|
|
|
|
6.406%, TSFR3M + 1.012%, 04/15/2029 (A)(B) |
|
|
816 |
|
|
|
810 |
|
Magnetite VIII, Ser 2018-8A, Cl AR2 |
|
|
|
|
|
|
|
|
6.636%, TSFR3M + 1.242%, 04/15/2031 (A)(B) |
|
|
637 |
|
|
|
635 |
|
Marlette Funding Trust, Ser 2022-2A, Cl A |
|
|
|
|
|
|
|
|
4.250%, 08/15/2032 (B) |
|
|
23 |
|
|
|
22 |
|
Marlette Funding Trust, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
5.180%, 11/15/2032 (B) |
|
|
73 |
|
|
|
73 |
|
Marlette Funding Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.070%, 04/15/2033 (B) |
|
|
300 |
|
|
|
299 |
|
Marlette Funding Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.040%, 06/15/2033 (B) |
|
|
308 |
|
|
|
306 |
|
Marlette Funding Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.490%, 09/15/2033 (B) |
|
|
325 |
|
|
|
325 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.684%, TSFR1M + 1.350%, 02/19/2037 (A)(B) |
|
|
400 |
|
|
|
392 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A4 |
|
|
|
|
|
|
|
|
0.660%, 11/15/2027 (B) |
|
$ |
250 |
|
|
$ |
233 |
|
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3 |
|
|
|
|
|
|
|
|
0.560%, 06/13/2028 (B) |
|
|
82 |
|
|
|
78 |
|
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.790%, 11/13/2026 (B) |
|
|
340 |
|
|
|
339 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (B) |
|
|
379 |
|
|
|
339 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (B) |
|
|
457 |
|
|
|
392 |
|
Neuberger Berman Loan Advisers CLO, Ser 2021-25A, Cl AR |
|
|
|
|
|
|
|
|
6.587%, TSFR3M + 1.192%, 10/18/2029 (A)(B) |
|
|
877 |
|
|
|
872 |
|
Neuberger Berman Loan Advisers CLO, Ser 2021-26A, Cl AR |
|
|
|
|
|
|
|
|
6.577%, TSFR3M + 1.182%, 10/18/2030 (A)(B) |
|
|
577 |
|
|
|
574 |
|
NYCTL Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.100%, 11/10/2034 (B) |
|
|
159 |
|
|
|
155 |
|
OCP CLO, Ser 2018-5A, Cl A1R |
|
|
|
|
|
|
|
|
6.721%, TSFR3M + 1.342%, 04/26/2031 (A)(B) |
|
|
131 |
|
|
|
131 |
|
Octane Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.440%, 03/20/2029 (B) |
|
|
1,230 |
|
|
|
1,228 |
|
OHA Credit Funding 10, Ser 2021-10A, Cl X |
|
|
|
|
|
|
|
|
6.407%, TSFR3M + 1.012%, 01/18/2036 (A)(B) |
|
|
79 |
|
|
|
79 |
|
OneMain Financial Issuance Trust, Ser 2018-2A, Cl A |
|
|
|
|
|
|
|
|
3.570%, 03/14/2033 (B) |
|
|
180 |
|
|
|
178 |
|
OZLM VII, Ser 2018-7RA, Cl A1R |
|
|
|
|
|
|
|
|
6.674%, TSFR3M + 1.272%, 07/17/2029 (A)(B) |
|
|
185 |
|
|
|
185 |
|
OZLM VIII, Ser 2021-8A, Cl A1R3 |
|
|
|
|
|
|
|
|
6.644%, TSFR3M + 1.242%, 10/17/2029 (A)(B) |
|
|
209 |
|
|
|
208 |
|
Palmer Square Loan Funding, Ser 2021-4A, Cl A1 |
|
|
|
|
|
|
|
|
6.456%, TSFR3M + 1.062%, 10/15/2029 (A)(B) |
|
|
561 |
|
|
|
558 |
|
PFS Financing, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
0.770%, 08/15/2026 (B) |
|
|
700 |
|
|
|
671 |
|
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.060%, 07/16/2029 (B) |
|
|
125 |
|
|
|
125 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SCF Equipment Leasing LLC, Ser 2022-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.060%, 02/22/2028 (B) |
|
$ |
19 |
|
|
$ |
19 |
|
SoFi Consumer Loan Program Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
0.490%, 09/25/2030 (B) |
|
|
16 |
|
|
|
16 |
|
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A |
|
|
|
|
|
|
|
|
5.810%, 05/15/2031 (B) |
|
|
633 |
|
|
|
631 |
|
Symphony CLO XVIII, Ser 2021-18A, Cl X |
|
|
|
|
|
|
|
|
6.424%, TSFR3M + 1.012%, 07/23/2033 (A)(B) |
|
|
113 |
|
|
|
112 |
|
Symphony Static CLO I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.470%, TSFR3M + 1.092%, 10/25/2029 (A)(B) |
|
|
402 |
|
|
|
400 |
|
Upstart Securitization Trust, Ser 2021-4, Cl A |
|
|
|
|
|
|
|
|
0.840%, 09/20/2031 (B) |
|
|
40 |
|
|
|
40 |
|
Vantage Data Centers Issuer LLC, Ser 2019-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.188%, 07/15/2044 (B) |
|
|
311 |
|
|
|
303 |
|
Verizon Master Trust, Ser 2022-7, Cl A1A |
|
|
|
|
|
|
|
|
5.230%, 11/22/2027 |
|
|
1,325 |
|
|
|
1,313 |
|
Verizon Owner Trust, Ser 2020-B, Cl B |
|
|
|
|
|
|
|
|
0.680%, 02/20/2025 |
|
|
143 |
|
|
|
142 |
|
VFI ABS LLC, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.270%, 03/26/2029 (B) |
|
|
305 |
|
|
|
305 |
|
Vibrant CLO VI, Ser 2021-6A, Cl AR |
|
|
|
|
|
|
|
|
6.610%, TSFR3M + 1.212%, 06/20/2029 (A)(B) |
|
|
113 |
|
|
|
113 |
|
Volvo Financial Equipment LLC, Ser 2020-1A, Cl A3 |
|
|
|
|
|
|
|
|
0.510%, 10/15/2024 (B) |
|
|
8 |
|
|
|
8 |
|
Voya CLO, Ser 2018-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.610%, TSFR3M + 1.232%, 04/25/2031 (A)(B) |
|
|
418 |
|
|
|
415 |
|
Voya CLO, Ser 2020-1A, Cl AR |
|
|
|
|
|
|
|
|
6.716%, TSFR3M + 1.322%, 04/15/2031 (A)(B) |
|
|
494 |
|
|
|
492 |
|
Voya CLO, Ser 2020-2A, Cl A1RR |
|
|
|
|
|
|
|
|
6.684%, TSFR3M + 1.282%, 04/17/2030 (A)(B) |
|
|
317 |
|
|
|
315 |
|
| |
|
|
|
|
|
|
32,292 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $86,446) ($ Thousands) |
|
|
|
|
|
|
83,925 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 13.5% |
Agency Mortgage-Backed Obligations — 2.3% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
5.298%, H15T1Y + 2.106%, 02/01/2030(A) |
|
$ |
3 |
|
|
$ |
3 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K043, Cl A2 |
|
|
|
|
|
|
|
|
3.062%, 12/25/2024 |
|
|
1,731 |
|
|
|
1,681 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KBX1, Cl A2 |
|
|
|
|
|
|
|
|
2.920%, 01/25/2026 |
|
|
520 |
|
|
|
499 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KW07, Cl A1 |
|
|
|
|
|
|
|
|
3.600%, 07/25/2028 |
|
|
777 |
|
|
|
746 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A |
|
|
|
|
|
|
|
|
2.770%, 05/25/2025 |
|
|
505 |
|
|
|
483 |
|
FHLMC REMIC, Ser 2011-3786, Cl ED |
|
|
|
|
|
|
|
|
4.000%, 09/15/2039 |
|
|
466 |
|
|
|
455 |
|
FHLMC REMIC, Ser 2013-4272, Cl YG |
|
|
|
|
|
|
|
|
2.000%, 11/15/2026 |
|
|
30 |
|
|
|
30 |
|
FHLMC REMIC, Ser 2014-4379, Cl CB |
|
|
|
|
|
|
|
|
2.250%, 04/15/2033 |
|
|
137 |
|
|
|
132 |
|
FNMA |
|
|
|
|
|
|
|
|
6.000%, 01/01/2027 |
|
|
3 |
|
|
|
3 |
|
5.128%, RFUCCT6M + 1.863%, 09/01/2024(A) |
|
|
1 |
|
|
|
1 |
|
5.038%, RFUCCT6M + 1.818%, 09/01/2024(A) |
|
|
– |
|
|
|
– |
|
5.000%, 07/01/2024 to 03/01/2025 |
|
|
– |
|
|
|
– |
|
4.465%, H15T1Y + 2.215%, 01/01/2029(A) |
|
|
2 |
|
|
|
2 |
|
4.245%, H15T1Y + 2.120%, 11/01/2025(A) |
|
|
– |
|
|
|
– |
|
3.500%, 08/01/2032 |
|
|
253 |
|
|
|
239 |
|
3.000%, 10/01/2030 to 12/01/2030 |
|
|
439 |
|
|
|
413 |
|
2.885%, 01/01/2025 |
|
|
91 |
|
|
|
88 |
|
FNMA REMIC, Ser 2001-33, Cl FA |
|
|
|
|
|
|
|
|
5.885%, SOFR30A + 0.564%, 07/25/2031(A) |
|
|
2 |
|
|
|
2 |
|
FNMA REMIC, Ser 2002-64, Cl FG |
|
|
|
|
|
|
|
|
5.686%, SOFR30A + 0.364%, 10/18/2032(A) |
|
|
– |
|
|
|
– |
|
FNMA REMIC, Ser 2012-137, Cl UE |
|
|
|
|
|
|
|
|
1.750%, 09/25/2041 |
|
|
91 |
|
|
|
83 |
|
FNMA REMIC, Ser 2012-63, Cl MA |
|
|
|
|
|
|
|
|
4.000%, 06/25/2040 |
|
|
178 |
|
|
|
173 |
|
FNMA REMIC, Ser 2013-97, Cl KA |
|
|
|
|
|
|
|
|
3.000%, 11/25/2031 |
|
|
8 |
|
|
|
8 |
|
FNMA, Ser 2014-M8, Cl A2 |
|
|
|
|
|
|
|
|
3.056%, 06/25/2024(A) |
|
|
339 |
|
|
|
333 |
|
FNMA, Ser 2017-M13, Cl FA |
|
|
|
|
|
|
|
|
5.828%, SOFR30A + 0.514%, 10/25/2024(A) |
|
|
22 |
|
|
|
22 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA, Ser M13, Cl A2 |
|
|
|
|
|
|
|
|
2.699%, 06/25/2025(A) |
|
$ |
201 |
|
|
$ |
193 |
|
GNMA, Ser 2015-56, Cl LB |
|
|
|
|
|
|
|
|
1.500%, 04/16/2040 |
|
|
24 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,612 |
|
Non-Agency Mortgage-Backed Obligations — 11.2% |
|
|
|
|
Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.466%, 12/25/2059(A)(B) |
|
|
26 |
|
|
|
24 |
|
Angel Oak Mortgage Trust LLC, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(A)(B) |
|
|
127 |
|
|
|
115 |
|
Angel Oak Mortgage Trust LLC, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.691%, 04/25/2065(A)(B) |
|
|
149 |
|
|
|
135 |
|
Angel Oak Mortgage Trust LLC, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.469%, 06/25/2065(A)(B) |
|
|
82 |
|
|
|
74 |
|
Angel Oak Mortgage Trust LLC, Ser 2020-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.990%, 04/25/2053(A)(B) |
|
|
68 |
|
|
|
61 |
|
Angel Oak Mortgage Trust LLC, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.909%, 01/25/2066(A)(B) |
|
|
226 |
|
|
|
185 |
|
Angel Oak Mortgage Trust LLC, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.068%, 05/25/2066(A)(B) |
|
|
208 |
|
|
|
169 |
|
Angel Oak Mortgage Trust LLC, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
0.951%, 07/25/2066(A)(B) |
|
|
379 |
|
|
|
307 |
|
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.962%, 10/25/2048(A)(B) |
|
|
88 |
|
|
|
79 |
|
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2 |
|
|
|
|
|
|
|
|
5.233%, 07/25/2035(A) |
|
|
22 |
|
|
|
20 |
|
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1 |
|
|
|
|
|
|
|
|
4.628%, 11/25/2035(A) |
|
|
4 |
|
|
|
3 |
|
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1 |
|
|
|
|
|
|
|
|
0.601%, 10/15/2053 |
|
|
179 |
|
|
|
173 |
|
Bear Stearns ARM Trust, Ser 2005-3, Cl 2A1 |
|
|
|
|
|
|
|
|
4.883%, 06/25/2035(A) |
|
|
10 |
|
|
|
9 |
|
Bear Stearns ARM Trust, Ser 2005-6, Cl 3A1 |
|
|
|
|
|
|
|
|
5.605%, 08/25/2035(A) |
|
|
27 |
|
|
|
24 |
|
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |
|
|
|
|
|
|
|
|
2.211%, 03/15/2053 |
|
|
320 |
|
|
|
299 |
|
BMO MORTGAGE TRUST, Ser C3, Cl A1 |
|
|
|
|
|
|
|
|
5.252%, 09/15/2054(A) |
|
|
391 |
|
|
|
382 |
|
BPR Trust, Ser 2021-TY, Cl A |
|
|
|
|
|
|
|
|
6.500%, TSFR1M + 1.164%, 09/15/2038(A)(B) |
|
|
960 |
|
|
|
924 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.449%, 05/25/2060(A)(B) |
|
$ |
60 |
|
|
$ |
56 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 02/25/2049(A)(B) |
|
|
105 |
|
|
|
91 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
0.970%, 03/25/2060(A)(B) |
|
|
83 |
|
|
|
75 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.699%, 04/25/2060(A)(B) |
|
|
192 |
|
|
|
167 |
|
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
1.724%, 02/25/2055(A)(B) |
|
|
59 |
|
|
|
56 |
|
BWAY Mortgage Trust, Ser 2015-1515, Cl A1 |
|
|
|
|
|
|
|
|
2.809%, 03/10/2033(B) |
|
|
90 |
|
|
|
87 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |
|
|
|
|
|
|
|
|
6.369%, TSFR1M + 1.034%, 10/15/2036(A)(B) |
|
|
435 |
|
|
|
432 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl B |
|
|
|
|
|
|
|
|
6.529%, TSFR1M + 1.194%, 10/15/2036(A)(B) |
|
|
374 |
|
|
|
371 |
|
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl B |
|
|
|
|
|
|
|
|
6.320%, TSFR1M + 0.984%, 06/15/2038(A)(B) |
|
|
580 |
|
|
|
565 |
|
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
|
|
|
|
|
|
|
|
6.101%, TSFR1M + 0.767%, 05/15/2038(A)(B) |
|
|
261 |
|
|
|
255 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
6.149%, TSFR1M + 0.814%, 09/15/2036(A)(B) |
|
|
275 |
|
|
|
266 |
|
BX Trust, Ser 2021-LGCY, Cl A |
|
|
|
|
|
|
|
|
5.955%, TSFR1M + 0.620%, 10/15/2036(A)(B) |
|
|
600 |
|
|
|
579 |
|
BX Trust, Ser 2022-LBA6, Cl A |
|
|
|
|
|
|
|
|
6.335%, TSFR1M + 1.000%, 01/15/2039(A)(B) |
|
|
375 |
|
|
|
366 |
|
BX, Ser 2021-MFM1, Cl B |
|
|
|
|
|
|
|
|
6.399%, TSFR1M + 1.064%, 01/15/2034(A)(B) |
|
|
421 |
|
|
|
411 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |
|
|
|
|
|
|
|
|
3.367%, 06/15/2050 |
|
|
413 |
|
|
|
392 |
|
Chase Mortgage Finance, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
6.521%, SOFR30A + 1.200%, 02/25/2050(A)(B) |
|
|
248 |
|
|
|
231 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB |
|
|
|
|
|
|
|
|
3.431%, 06/10/2048 |
|
$ |
541 |
|
|
$ |
528 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB |
|
|
|
|
|
|
|
|
3.470%, 09/15/2048 |
|
|
196 |
|
|
|
191 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB |
|
|
|
|
|
|
|
|
3.127%, 04/15/2049 |
|
|
323 |
|
|
|
312 |
|
Citigroup Commercial Mortgage Trust, Ser 2019-SMRT, Cl A |
|
|
|
|
|
|
|
|
4.149%, 01/10/2036(B) |
|
|
275 |
|
|
|
274 |
|
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A |
|
|
|
|
|
|
|
|
4.658%, 09/25/2034(A) |
|
|
6 |
|
|
|
5 |
|
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
4.420%, 03/25/2036(A) |
|
|
34 |
|
|
|
26 |
|
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2058(A)(B) |
|
|
89 |
|
|
|
85 |
|
CML Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1 |
|
|
|
|
|
|
|
|
5.979%, TSFR1M + 0.654%, 02/25/2035(A) |
|
|
5 |
|
|
|
5 |
|
COLT Funding LLC, Ser 2021-3R, Cl A1 |
|
|
|
|
|
|
|
|
1.051%, 12/25/2064(A)(B) |
|
|
120 |
|
|
|
102 |
|
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |
|
|
|
|
|
|
|
|
1.325%, 10/26/2065(A)(B) |
|
|
86 |
|
|
|
75 |
|
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.506%, 04/27/2065(A)(B) |
|
|
36 |
|
|
|
33 |
|
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.910%, 06/25/2066(A)(B) |
|
|
186 |
|
|
|
142 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(A)(B) |
|
|
254 |
|
|
|
194 |
|
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |
|
|
|
|
|
|
|
|
0.798%, 07/27/2054(B) |
|
|
73 |
|
|
|
62 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(A)(B) |
|
|
452 |
|
|
|
342 |
|
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |
|
|
|
|
|
|
|
|
1.110%, 10/25/2066(A)(B) |
|
|
413 |
|
|
|
329 |
|
CSMC Trust, Ser 2019-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
3.573%, 07/25/2049(B)(C) |
|
|
295 |
|
|
|
266 |
|
CSMC Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
0.830%, 03/25/2056(A)(B) |
|
|
194 |
|
|
|
143 |
|
CSMC Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.015%, 04/25/2066(A)(B) |
|
|
312 |
|
|
|
250 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CSMC Trust, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2066(A)(B) |
|
$ |
337 |
|
|
$ |
267 |
|
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.715%, 05/25/2065(A)(B) |
|
|
54 |
|
|
|
49 |
|
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.899%, 04/25/2066(A)(B) |
|
|
75 |
|
|
|
60 |
|
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
2.739%, 11/25/2059(A)(B) |
|
|
19 |
|
|
|
18 |
|
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.178%, 10/25/2065(A)(B) |
|
|
37 |
|
|
|
32 |
|
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.797%, 02/25/2066(A)(B) |
|
|
40 |
|
|
|
32 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(A)(B) |
|
|
132 |
|
|
|
99 |
|
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |
|
|
|
|
|
|
|
|
6.151%, TSFR1M + 0.815%, 11/15/2038(A)(B) |
|
|
530 |
|
|
|
517 |
|
Extended Stay America Trust, Ser 2021-ESH, Cl B |
|
|
|
|
|
|
|
|
6.829%, TSFR1M + 1.494%, 07/15/2038(A)(B) |
|
|
237 |
|
|
|
232 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
10.435%, SOFR30A + 5.114%, 11/25/2024(A) |
|
|
– |
|
|
|
– |
|
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |
|
|
|
|
|
|
|
|
11.335%, SOFR30A + 6.014%, 10/25/2028(A) |
|
|
194 |
|
|
|
206 |
|
FREMF Mortgage Trust, Ser 2015-K49, Cl B |
|
|
|
|
|
|
|
|
3.721%, 10/25/2048(A)(B) |
|
|
300 |
|
|
|
287 |
|
GCAT Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.555%, 04/25/2065(B)(C) |
|
|
57 |
|
|
|
51 |
|
GCAT Trust, Ser 2021-CM1, Cl A |
|
|
|
|
|
|
|
|
1.469%, 04/25/2065(A)(B) |
|
|
221 |
|
|
|
199 |
|
GCAT Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.874%, 01/25/2066(A)(B) |
|
|
106 |
|
|
|
83 |
|
GCAT Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.091%, 05/25/2066(A)(B) |
|
|
204 |
|
|
|
160 |
|
GCAT Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
1.262%, 07/25/2066(A)(B) |
|
|
635 |
|
|
|
477 |
|
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1 |
|
|
|
|
|
|
|
|
3.512%, 11/19/2035(A) |
|
|
63 |
|
|
|
52 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage Securities Trust, Ser 2015-GS1, Cl AAB |
|
|
|
|
|
|
|
|
3.553%, 11/10/2048 |
|
$ |
59 |
|
|
$ |
57 |
|
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB |
|
|
|
|
|
|
|
|
2.777%, 10/10/2049 |
|
|
141 |
|
|
|
135 |
|
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1 |
|
|
|
|
|
|
|
|
5.098%, 07/25/2035(A) |
|
|
68 |
|
|
|
36 |
|
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
3.682%, 05/25/2037(A) |
|
|
56 |
|
|
|
30 |
|
Impac CMB Trust, Ser 2004-9, Cl 1A1 |
|
|
|
|
|
|
|
|
6.199%, TSFR1M + 0.874%, 01/25/2035(A) |
|
|
11 |
|
|
|
10 |
|
Impac CMB Trust, Ser 2005-2, Cl 1A1 |
|
|
|
|
|
|
|
|
5.959%, TSFR1M + 0.634%, 04/25/2035(A) |
|
|
14 |
|
|
|
13 |
|
Impac CMB Trust, Ser 2005-3, Cl A1 |
|
|
|
|
|
|
|
|
5.919%, TSFR1M + 0.594%, 08/25/2035(A) |
|
|
16 |
|
|
|
14 |
|
Impac CMB Trust, Ser 2005-5, Cl A1 |
|
|
|
|
|
|
|
|
6.079%, TSFR1M + 0.434%, 08/25/2035(A) |
|
|
11 |
|
|
|
9 |
|
Impac CMB Trust, Ser 2005-8, Cl 1A |
|
|
|
|
|
|
|
|
5.959%, TSFR1M + 0.634%, 02/25/2036(A) |
|
|
32 |
|
|
|
29 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.071%, 06/25/2056(A)(B) |
|
|
273 |
|
|
|
217 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.073%, 09/25/2056(A)(B) |
|
|
206 |
|
|
|
155 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.595%, 11/25/2056(A)(B) |
|
|
212 |
|
|
|
167 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C26, Cl ASB |
|
|
|
|
|
|
|
|
3.288%, 01/15/2048 |
|
|
107 |
|
|
|
106 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB |
|
|
|
|
|
|
|
|
3.540%, 08/15/2048 |
|
|
70 |
|
|
|
68 |
|
JPMorgan Chase Bank, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
6.621%, SOFR30A + 1.300%, 03/25/2051(A)(B) |
|
|
386 |
|
|
|
364 |
|
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1 |
|
|
|
|
|
|
|
|
5.051%, 08/25/2035(A) |
|
|
13 |
|
|
|
11 |
|
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1 |
|
|
|
|
|
|
|
|
4.125%, 05/25/2037(A) |
|
|
30 |
|
|
|
25 |
|
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1 |
|
|
|
|
|
|
|
|
2.755%, 10/25/2029(A)(B) |
|
|
774 |
|
|
|
728 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |
|
|
|
|
|
|
|
|
6.189%, TSFR1M + 0.864%, 04/25/2046(A)(B) |
|
$ |
78 |
|
|
$ |
75 |
|
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A |
|
|
|
|
|
|
|
|
6.330%, TSFR1M + 0.996%, 05/15/2036(A)(B) |
|
|
190 |
|
|
|
189 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(B) |
|
|
298 |
|
|
|
290 |
|
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-3, Cl 2A1 |
|
|
|
|
|
|
|
|
4.018%, 06/25/2037(A) |
|
|
40 |
|
|
|
25 |
|
Metlife Securitization Trust, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
3.000%, 04/25/2055(A)(B) |
|
|
54 |
|
|
|
49 |
|
MFA Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.479%, 03/25/2065(A)(B) |
|
|
49 |
|
|
|
45 |
|
MFA Trust, Ser 2020-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.014%, 01/26/2065(A)(B) |
|
|
61 |
|
|
|
53 |
|
MFA Trust, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
0.852%, 01/25/2056(A)(B) |
|
|
110 |
|
|
|
99 |
|
MFA Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 04/25/2065(A)(B) |
|
|
123 |
|
|
|
107 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(A)(B) |
|
|
166 |
|
|
|
132 |
|
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
6.549%, TSFR1M + 1.215%, 04/15/2038(A)(B) |
|
|
1,541 |
|
|
|
1,512 |
|
MHP, Ser 2021-STOR, Cl A |
|
|
|
|
|
|
|
|
6.150%, TSFR1M + 0.814%, 07/15/2038(A)(B) |
|
|
155 |
|
|
|
152 |
|
MHP, Ser 2022-MHIL, Cl A |
|
|
|
|
|
|
|
|
6.149%, TSFR1M + 0.815%, 01/15/2027(A)(B) |
|
|
187 |
|
|
|
182 |
|
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 01/25/2061(A)(B) |
|
|
396 |
|
|
|
384 |
|
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 05/25/2062(A)(B) |
|
|
35 |
|
|
|
34 |
|
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |
|
|
|
|
|
|
|
|
3.500%, 04/25/2066(A)(B) |
|
|
640 |
|
|
|
607 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(A)(B) |
|
|
119 |
|
|
|
109 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C19, Cl ASB |
|
|
|
|
|
|
|
|
3.326%, 12/15/2047 |
|
|
35 |
|
|
|
35 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C21, Cl ASB |
|
|
|
|
|
|
|
|
3.150%, 03/15/2048 |
|
$ |
82 |
|
|
$ |
80 |
|
Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2 |
|
|
|
|
|
|
|
|
3.228%, 06/15/2052 |
|
|
800 |
|
|
|
783 |
|
Morgan Stanley Capital I Trust, Ser H3, Cl ASB |
|
|
|
|
|
|
|
|
4.120%, 07/15/2051 |
|
|
92 |
|
|
|
87 |
|
Morgan Stanley Capital I Trust, Ser UB12, Cl ASB |
|
|
|
|
|
|
|
|
3.436%, 12/15/2049 |
|
|
390 |
|
|
|
374 |
|
MortgageIT Trust, Ser 2005-5, Cl A1 |
|
|
|
|
|
|
|
|
5.959%, TSFR1M + 0.634%, 12/25/2035(A) |
|
|
28 |
|
|
|
27 |
|
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 04/25/2057(A)(B) |
|
|
86 |
|
|
|
79 |
|
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 08/27/2057(A)(B) |
|
|
197 |
|
|
|
181 |
|
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
3.879%, 09/25/2057(A)(B) |
|
|
95 |
|
|
|
86 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(A)(B) |
|
|
28 |
|
|
|
25 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.650%, 05/24/2060(A)(B) |
|
|
54 |
|
|
|
50 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 10/25/2058(A)(B) |
|
|
72 |
|
|
|
63 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(A)(B) |
|
|
334 |
|
|
|
265 |
|
OBX Trust, Ser 2018-1, Cl A2 |
|
|
|
|
|
|
|
|
6.089%, TSFR1M + 0.764%, 06/25/2057(A)(B) |
|
|
14 |
|
|
|
13 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(A)(B) |
|
|
270 |
|
|
|
197 |
|
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.957%, 10/25/2061(A)(B) |
|
|
467 |
|
|
|
360 |
|
Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C |
|
|
|
|
|
|
|
|
5.846%, US0003M + 0.220%, 11/15/2038(A)(B) |
|
|
44 |
|
|
|
42 |
|
PRPM LLC, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.319%, 07/25/2051(B)(C) |
|
|
105 |
|
|
|
91 |
|
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.376%, 01/26/2060(A)(B) |
|
|
26 |
|
|
|
25 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
RFMSI Trust, Ser 2007-SA3, Cl 2A1 |
|
|
|
|
|
|
|
|
4.912%, 07/27/2037(A) |
|
$ |
44 |
|
|
$ |
32 |
|
Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |
|
|
|
|
|
|
|
|
5.994%, US0001M + 0.540%, 01/20/2035(A) |
|
|
5 |
|
|
|
4 |
|
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 |
|
|
|
|
|
|
|
|
4.500%, 08/25/2048(A)(B) |
|
|
6 |
|
|
|
6 |
|
SG Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.160%, 07/25/2061(A)(B) |
|
|
416 |
|
|
|
309 |
|
SREIT Trust, Ser 2021-MFP, Cl B |
|
|
|
|
|
|
|
|
6.529%, TSFR1M + 1.194%, 11/15/2038(A)(B) |
|
|
475 |
|
|
|
462 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(A)(B) |
|
|
117 |
|
|
|
101 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(A)(B) |
|
|
12 |
|
|
|
11 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(A)(B) |
|
|
32 |
|
|
|
29 |
|
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.943%, 05/25/2065(A)(B) |
|
|
51 |
|
|
|
45 |
|
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.127%, 06/25/2056(A)(B) |
|
|
246 |
|
|
|
190 |
|
Towd Point Mortgage Trust, Ser 2017-1, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2056(A)(B) |
|
|
37 |
|
|
|
37 |
|
Towd Point Mortgage Trust, Ser 2017-2, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 04/25/2057(A)(B) |
|
|
17 |
|
|
|
17 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057(A)(B) |
|
|
125 |
|
|
|
118 |
|
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
5.508%, TSFR1M + 0.714%, 02/25/2057(A)(B) |
|
|
81 |
|
|
|
81 |
|
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2057(A)(B) |
|
|
50 |
|
|
|
48 |
|
Towd Point Mortgage Trust, Ser 2018-1, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 01/25/2058(A)(B) |
|
|
29 |
|
|
|
28 |
|
Towd Point Mortgage Trust, Ser 2018-2, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 03/25/2058(A)(B) |
|
|
156 |
|
|
|
149 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2019-HY3, Cl A1A |
|
|
|
|
|
|
|
|
6.439%, TSFR1M + 1.114%, 10/25/2059(A)(B) |
|
$ |
300 |
|
|
$ |
299 |
|
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 07/25/2068(A)(B) |
|
|
543 |
|
|
|
502 |
|
Towd Point Mortgage Trust, Ser 2022-EBO1, Cl A |
|
|
|
|
|
|
|
|
2.161%, 01/25/2052(A)(B) |
|
|
45 |
|
|
|
45 |
|
TRK Trust, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 07/25/2056(A)(B) |
|
|
179 |
|
|
|
149 |
|
TTAN, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
6.550%, TSFR1M + 1.214%, 03/15/2038(A)(B) |
|
|
236 |
|
|
|
230 |
|
UBS Commercial Mortgage Trust, Ser C4, Cl ASB |
|
|
|
|
|
|
|
|
3.366%, 10/15/2050 |
|
|
318 |
|
|
|
303 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(B)(C) |
|
|
30 |
|
|
|
29 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
2.692%, 11/25/2059(A)(B) |
|
|
43 |
|
|
|
41 |
|
Verus Securitization Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.417%, 01/25/2060(B)(C) |
|
|
22 |
|
|
|
20 |
|
Verus Securitization Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.502%, 05/25/2065(B)(C) |
|
|
67 |
|
|
|
62 |
|
Verus Securitization Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
1.052%, 01/25/2066(A)(B) |
|
|
208 |
|
|
|
172 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(A)(B) |
|
|
104 |
|
|
|
86 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(A)(B) |
|
|
133 |
|
|
|
109 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(A)(B) |
|
|
175 |
|
|
|
155 |
|
Verus Securitization Trust, Ser 2021-R2, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2064(A)(B) |
|
|
189 |
|
|
|
160 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(A)(B) |
|
|
100 |
|
|
|
87 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
3.838%, 03/25/2036(A) |
|
|
46 |
|
|
|
40 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2 |
|
|
|
|
|
|
|
|
3.020%, 07/15/2058 |
|
|
118 |
|
|
|
114 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB |
|
|
|
|
|
|
|
|
3.324%, 01/15/2059 |
|
|
105 |
|
|
|
102 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Wells Fargo Commercial Mortgage Trust, Ser C39, Cl ASB |
|
|
|
|
|
|
|
|
3.212%, 09/15/2050 |
|
$ |
195 |
|
|
$ |
186 |
|
Wells Fargo Commercial Mortgage Trust, Ser C41, Cl ASB |
|
|
|
|
|
|
|
|
3.390%, 11/15/2050 |
|
|
280 |
|
|
|
264 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
27,471 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $35,808) ($ Thousands) |
|
|
|
|
|
|
33,083 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 7.3% |
FHLB |
|
|
|
|
|
|
|
|
5.620%, 07/30/2024 |
|
|
1,325 |
|
|
|
1,322 |
|
5.550%, 07/19/2024 |
|
|
650 |
|
|
|
649 |
|
5.460%, 07/19/2024 |
|
|
650 |
|
|
|
648 |
|
5.300%, 05/22/2024 |
|
|
700 |
|
|
|
698 |
|
5.300%, 05/28/2024 |
|
|
700 |
|
|
|
698 |
|
FHLMC |
|
|
|
|
|
|
|
|
5.300%, 01/27/2026 |
|
|
1,475 |
|
|
|
1,460 |
|
5.125%, 01/27/2025 |
|
|
725 |
|
|
|
719 |
|
4.320%, 03/21/2025 |
|
|
1,275 |
|
|
|
1,254 |
|
4.050%, 07/21/2025 |
|
|
1,680 |
|
|
|
1,642 |
|
4.050%, 08/28/2025 |
|
|
860 |
|
|
|
839 |
|
4.000%, 12/30/2024 |
|
|
950 |
|
|
|
934 |
|
4.000%, 02/28/2025 |
|
|
1,700 |
|
|
|
1,669 |
|
2.250%, 03/25/2025 |
|
|
1,775 |
|
|
|
1,699 |
|
FHLMC MTN |
|
|
|
|
|
|
|
|
5.080%, 10/25/2024 |
|
|
1,350 |
|
|
|
1,344 |
|
FNMA |
|
|
|
|
|
|
|
|
5.505%, 07/26/2024 |
|
|
800 |
|
|
|
798 |
|
3.875%, 08/28/2024 |
|
|
1,700 |
|
|
|
1,676 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $18,302) ($ Thousands) |
|
|
18,049 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 6.7% |
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
3.875%, 03/31/2025 |
|
|
2,500 |
|
|
|
2,453 |
|
2.875%, 06/15/2025 (D) |
|
|
2,000 |
|
|
|
1,929 |
|
2.500%, 05/31/2024 |
|
|
2,000 |
|
|
|
1,965 |
|
2.000%, 04/30/2024 |
|
|
350 |
|
|
|
344 |
|
1.750%, 12/31/2024 |
|
|
1,575 |
|
|
|
1,511 |
|
0.375%, 04/15/2024 |
|
|
6,925 |
|
|
|
6,768 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Ultra Short Duration Bond Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
0.250%, 06/15/2024 |
|
$ |
1,700 |
|
|
$ |
1,646 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $16,769) ($ Thousands) |
|
|
16,616 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 1.0% |
Florida — 0.2% |
|
|
|
|
County of Miami-Dade Florida Aviation Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.504%, 10/01/2024 |
|
|
410 |
|
|
|
398 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
South Carolina — 0.4% |
|
|
|
|
South Carolina State, Public Service Authority, Ser E, RB |
|
|
|
|
|
|
|
|
3.722%, 12/01/2023 (E) |
|
|
1,100 |
|
|
|
1,098 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Texas — 0.4% |
|
|
|
|
City of San Antonio Texas, GO |
|
|
|
|
|
|
|
|
5.635%, 02/01/2026 |
|
$ |
880 |
|
|
$ |
881 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $2,383) ($ Thousands) |
|
|
|
|
|
|
2,377 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
REPURCHASE AGREEMENT(F) — 0.2% |
BNP Paribas |
|
|
|
|
|
|
|
|
5.300%, dated 10/31/2023 to be repurchased on 11/01/2023, repurchase price $400,059 (collateralized by U.S. Government obligations, par value $200 - $307,000, 0.000% - 3.890%, 11/24/2023 - 12/01/2035; with a total market value $408,114) |
|
|
400 |
|
|
|
400 |
|
Total Repurchase Agreement |
|
|
|
|
|
|
|
|
(Cost $400) ($ Thousands) |
|
|
|
|
|
|
400 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $251,940) ($ Thousands) |
|
$ |
245,524 |
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the fund at October 31, 2023, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation/
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Note |
|
|
5 |
|
|
|
Dec-2023 |
|
|
$ |
1,016 |
|
|
$ |
1,012 |
|
|
$ |
(4 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(6 |
) |
|
|
Dec-2023 |
|
|
$ |
(637 |
) |
|
$ |
(627 |
) |
|
$ |
10 |
|
U.S. 10-Year Treasury Note |
|
|
(15 |
) |
|
|
Dec-2023 |
|
|
|
(1,651 |
) |
|
|
(1,592 |
) |
|
|
59 |
|
| |
|
|
|
|
|
|
|
|
|
|
(2,288 |
) |
|
|
(2,219 |
) |
|
|
69 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
(1,272 |
) |
|
$ |
(1,207 |
) |
|
$ |
65 |
|
|
Percentages are based on Net Assets of $245,670 ($ Thousands). |
(A) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On October 31, 2023, the value of these securities amounted to $99,021 ($ Thousands), representing 40.3% of the Net Assets of the Fund. |
(C) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(D) |
Security, or a portion thereof, has been pledged as collateral on open futures contracts. |
(E) |
Security is escrowed to maturity. |
(F) |
Tri-Party Repurchase Agreement. |
See “Glossary” for abbreviations.
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Short-Duration Government Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 80.0% |
Agency Mortgage-Backed Obligations — 76.5% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
6.000%, 12/01/2052 to 03/01/2053 |
|
$ |
2,590 |
|
|
$ |
2,535 |
|
5.500%, 02/01/2053 |
|
|
2,936 |
|
|
|
2,797 |
|
5.373%, H15T1Y + 2.235%, 04/01/2029(A) |
|
|
1 |
|
|
|
1 |
|
5.293%, H15T1Y + 2.266%, 06/01/2024(A) |
|
|
– |
|
|
|
– |
|
4.750%, H15T1Y + 2.375%, 06/01/2024(A) |
|
|
– |
|
|
|
– |
|
4.500%, 04/01/2024 to 12/01/2039 |
|
|
937 |
|
|
|
880 |
|
4.425%, H15T1Y + 2.175%, 05/01/2024(A) |
|
|
– |
|
|
|
– |
|
4.210%, H15T1Y + 0.000%, 12/01/2023(A) |
|
|
1 |
|
|
|
1 |
|
4.000%, 01/01/2033 to 07/01/2049 |
|
|
5,019 |
|
|
|
4,676 |
|
3.500%, 01/01/2029 to 05/01/2035 |
|
|
13,557 |
|
|
|
12,908 |
|
3.000%, 12/01/2031 to 12/01/2046 |
|
|
9,165 |
|
|
|
7,979 |
|
2.500%, 06/01/2030 to 02/01/2032 |
|
|
3,756 |
|
|
|
3,472 |
|
2.000%, 05/01/2036 to 06/01/2036 |
|
|
2,724 |
|
|
|
2,322 |
|
1.500%, 09/01/2041 |
|
|
556 |
|
|
|
416 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K052, Cl A1 |
|
|
|
|
|
|
|
|
2.598%, 01/25/2025 |
|
|
2,430 |
|
|
|
2,380 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K060, Cl A1 |
|
|
|
|
|
|
|
|
2.958%, 07/25/2026 |
|
|
1,455 |
|
|
|
1,397 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO |
|
|
|
|
|
|
|
|
0.746%, 06/25/2027(A) |
|
|
17,624 |
|
|
|
384 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K107, Cl X1, IO |
|
|
|
|
|
|
|
|
1.592%, 01/25/2030(A) |
|
|
12,347 |
|
|
|
948 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO |
|
|
|
|
|
|
|
|
0.582%, 01/25/2031(A) |
|
|
13,554 |
|
|
|
429 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO |
|
|
|
|
|
|
|
|
0.515%, 03/25/2031(A) |
|
|
10,155 |
|
|
|
293 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K154, Cl X1, IO |
|
|
|
|
|
|
|
|
0.353%, 01/25/2033(A) |
|
|
14,653 |
|
|
|
417 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K725, Cl A2 |
|
|
|
|
|
|
|
|
3.002%, 01/25/2024 |
|
|
1,718 |
|
|
|
1,705 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |
|
|
|
|
|
|
|
|
0.632%, 10/25/2026(A) |
|
|
23,141 |
|
|
|
330 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO |
|
|
|
|
|
|
|
|
0.777%, 03/25/2028(A) |
|
|
7,569 |
|
|
|
169 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF35, Cl A |
|
|
|
|
|
|
|
|
5.781%, SOFR30A + 0.464%, 08/25/2024(A) |
|
$ |
273 |
|
|
$ |
273 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A |
|
|
|
|
|
|
|
|
5.921%, SOFR30A + 0.604%, 02/25/2026(A) |
|
|
2,591 |
|
|
|
2,590 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A |
|
|
|
|
|
|
|
|
5.911%, SOFR30A + 0.594%, 04/25/2026(A) |
|
|
3,612 |
|
|
|
3,606 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A |
|
|
|
|
|
|
|
|
5.931%, SOFR30A + 0.614%, 10/25/2026(A) |
|
|
2,750 |
|
|
|
2,738 |
|
FHLMC REMIC, Ser 2003-2571, Cl FY |
|
|
|
|
|
|
|
|
6.185%, SOFR30A + 0.864%, 12/15/2032(A) |
|
|
1,666 |
|
|
|
1,672 |
|
FHLMC REMIC, Ser 2006-3148, Cl CF |
|
|
|
|
|
|
|
|
5.835%, SOFR30A + 0.514%, 02/15/2034(A) |
|
|
72 |
|
|
|
70 |
|
FHLMC REMIC, Ser 2006-3153, Cl FX |
|
|
|
|
|
|
|
|
5.785%, SOFR30A + 0.464%, 05/15/2036(A) |
|
|
53 |
|
|
|
52 |
|
FHLMC REMIC, Ser 2006-3174, Cl FA |
|
|
|
|
|
|
|
|
5.735%, SOFR30A + 0.414%, 04/15/2036(A) |
|
|
1,036 |
|
|
|
1,021 |
|
FHLMC REMIC, Ser 2006-3219, Cl EF |
|
|
|
|
|
|
|
|
5.835%, SOFR30A + 0.514%, 04/15/2032(A) |
|
|
1,528 |
|
|
|
1,497 |
|
FHLMC REMIC, Ser 2007-3339, Cl HF |
|
|
|
|
|
|
|
|
5.955%, SOFR30A + 0.634%, 07/15/2037(A) |
|
|
1,599 |
|
|
|
1,562 |
|
FHLMC REMIC, Ser 2010-3628, Cl PJ |
|
|
|
|
|
|
|
|
4.500%, 01/15/2040 |
|
|
597 |
|
|
|
553 |
|
FHLMC REMIC, Ser 2010-3781, Cl YB |
|
|
|
|
|
|
|
|
3.500%, 12/15/2030 |
|
|
1,532 |
|
|
|
1,453 |
|
FHLMC REMIC, Ser 2011-3786, Cl ED |
|
|
|
|
|
|
|
|
4.000%, 09/15/2039 |
|
|
4,362 |
|
|
|
4,261 |
|
FHLMC REMIC, Ser 2011-3788, Cl FA |
|
|
|
|
|
|
|
|
5.965%, SOFR30A + 0.644%, 01/15/2041(A) |
|
|
2,239 |
|
|
|
2,188 |
|
FHLMC REMIC, Ser 2011-3930, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 09/15/2026 |
|
|
100 |
|
|
|
3 |
|
FHLMC REMIC, Ser 2012-4018, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 03/15/2027 |
|
|
98 |
|
|
|
2 |
|
FHLMC REMIC, Ser 2012-4060, Cl TI, IO |
|
|
|
|
|
|
|
|
2.500%, 12/15/2026 |
|
|
73 |
|
|
|
– |
|
FHLMC REMIC, Ser 2012-4083, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 07/15/2027 |
|
|
80 |
|
|
|
3 |
|
FHLMC REMIC, Ser 2012-4114, Cl MB |
|
|
|
|
|
|
|
|
3.000%, 10/15/2032 |
|
|
3,000 |
|
|
|
2,691 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Short-Duration Government Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC, Ser 2012-4117, Cl P |
|
|
|
|
|
|
|
|
1.250%, 07/15/2042 |
|
$ |
1,177 |
|
|
$ |
992 |
|
FHLMC REMIC, Ser 2012-4142, Cl PT |
|
|
|
|
|
|
|
|
1.250%, 12/15/2027 |
|
|
853 |
|
|
|
796 |
|
FHLMC REMIC, Ser 2012-4146, Cl AB |
|
|
|
|
|
|
|
|
1.125%, 12/15/2027 |
|
|
917 |
|
|
|
857 |
|
FHLMC REMIC, Ser 2013-4170, Cl QI, IO |
|
|
|
|
|
|
|
|
3.000%, 05/15/2032 |
|
|
207 |
|
|
|
4 |
|
FHLMC REMIC, Ser 2013-4176, Cl KI, IO |
|
|
|
|
|
|
|
|
4.000%, 03/15/2028 |
|
|
187 |
|
|
|
5 |
|
FHLMC REMIC, Ser 2013-4178, Cl BI, IO |
|
|
|
|
|
|
|
|
3.000%, 03/15/2033 |
|
|
339 |
|
|
|
29 |
|
FHLMC REMIC, Ser 2013-4178, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 03/15/2028 |
|
|
163 |
|
|
|
6 |
|
FHLMC REMIC, Ser 2013-4182, Cl IE, IO |
|
|
|
|
|
|
|
|
2.500%, 03/15/2028 |
|
|
156 |
|
|
|
6 |
|
FHLMC REMIC, Ser 2013-4195, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 04/15/2028 |
|
|
424 |
|
|
|
19 |
|
FHLMC REMIC, Ser 2013-4199, Cl QI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/15/2028 |
|
|
242 |
|
|
|
9 |
|
FHLMC REMIC, Ser 2013-4220, Cl IE, IO |
|
|
|
|
|
|
|
|
4.000%, 06/15/2028 |
|
|
116 |
|
|
|
4 |
|
FHLMC REMIC, Ser 2013-4223, Cl AL |
|
|
|
|
|
|
|
|
3.000%, 08/15/2042 |
|
|
920 |
|
|
|
818 |
|
FHLMC REMIC, Ser 2013-4247, Cl LA |
|
|
|
|
|
|
|
|
3.000%, 03/15/2043 |
|
|
2,094 |
|
|
|
1,804 |
|
FHLMC REMIC, Ser 2014-4340, Cl MI, IO |
|
|
|
|
|
|
|
|
4.500%, 02/15/2027 |
|
|
628 |
|
|
|
21 |
|
FHLMC REMIC, Ser 2014-4344, Cl KZ |
|
|
|
|
|
|
|
|
3.500%, 05/15/2034 |
|
|
4,901 |
|
|
|
4,331 |
|
FHLMC REMIC, Ser 2014-4419, Cl CW |
|
|
|
|
|
|
|
|
2.500%, 10/15/2037 |
|
|
1,972 |
|
|
|
1,850 |
|
FHLMC REMIC, Ser 2015-4471, Cl GA |
|
|
|
|
|
|
|
|
3.000%, 02/15/2044 |
|
|
1,032 |
|
|
|
919 |
|
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO |
|
|
|
|
|
|
|
|
4.000%, 07/15/2030 |
|
|
347 |
|
|
|
25 |
|
FHLMC REMIC, Ser 2016-4620, Cl IO, IO |
|
|
|
|
|
|
|
|
5.000%, 09/15/2033 |
|
|
483 |
|
|
|
72 |
|
FHLMC REMIC, Ser 2017-4650, Cl LP |
|
|
|
|
|
|
|
|
3.000%, 09/15/2045 |
|
|
449 |
|
|
|
402 |
|
FHLMC REMIC, Ser 2017-4700, Cl HV |
|
|
|
|
|
|
|
|
3.000%, 09/15/2040 |
|
|
4,466 |
|
|
|
4,075 |
|
FHLMC REMIC, Ser 2017-4709, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 08/15/2047 |
|
|
595 |
|
|
|
528 |
|
FHLMC REMIC, Ser 2017-4740, Cl P |
|
|
|
|
|
|
|
|
3.000%, 12/15/2047 |
|
|
5,337 |
|
|
|
4,464 |
|
FHLMC REMIC, Ser 2018-4820, Cl JI, IO |
|
|
|
|
|
|
|
|
5.000%, 02/15/2048 |
|
|
616 |
|
|
|
129 |
|
FHLMC REMIC, Ser 2020-4978, Cl MI, IO |
|
|
|
|
|
|
|
|
4.000%, 05/25/2040 |
|
|
1,956 |
|
|
|
286 |
|
FHLMC REMIC, Ser 2020-4996, Cl BI, IO |
|
|
|
|
|
|
|
|
2.500%, 06/25/2050 |
|
|
3,979 |
|
|
|
571 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC, Ser 2020-5010, Cl IE, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
$ |
2,733 |
|
|
$ |
554 |
|
FHLMC REMIC, Ser 2020-5018, Cl LW |
|
|
|
|
|
|
|
|
1.000%, 10/25/2040 |
|
|
1,341 |
|
|
|
1,002 |
|
FHLMC REMIC, Ser 2020-5048, Cl A |
|
|
|
|
|
|
|
|
1.000%, 06/15/2044 |
|
|
3,153 |
|
|
|
2,803 |
|
FHLMC REMIC, Ser 2021-5079, Cl CB |
|
|
|
|
|
|
|
|
1.000%, 02/25/2051 |
|
|
6,929 |
|
|
|
5,505 |
|
FHLMC REMIC, Ser 2021-5083, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 03/25/2051 |
|
|
3,329 |
|
|
|
469 |
|
FHLMC REMIC, Ser 2021-5169, Cl IO, IO |
|
|
|
|
|
|
|
|
3.000%, 09/25/2051 |
|
|
3,575 |
|
|
|
575 |
|
FHLMC REMIC, Ser 2021-5170, Cl DP |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
2,342 |
|
|
|
1,878 |
|
FHLMC REMIC, Ser 2022-5228, Cl DG |
|
|
|
|
|
|
|
|
3.500%, 01/25/2046 |
|
|
6,163 |
|
|
|
5,606 |
|
FHLMC Structured Pass-Through Certificates, Ser 2002-42, Cl A5 |
|
|
|
|
|
|
|
|
7.500%, 02/25/2042 |
|
|
179 |
|
|
|
177 |
|
FHLMC, Ser 2013-303, Cl C16, IO |
|
|
|
|
|
|
|
|
3.500%, 01/15/2043 |
|
|
1,709 |
|
|
|
261 |
|
FHLMC, Ser 2013-303, Cl C2, IO |
|
|
|
|
|
|
|
|
3.500%, 01/15/2028 |
|
|
551 |
|
|
|
22 |
|
FHLMC, Ser 2022-386, Cl C14, IO |
|
|
|
|
|
|
|
|
2.500%, 03/15/2052 |
|
|
4,073 |
|
|
|
570 |
|
FHLMC, Ser 2022-389, Cl C35, IO |
|
|
|
|
|
|
|
|
2.000%, 06/15/2052 |
|
|
4,768 |
|
|
|
578 |
|
FNMA |
|
|
|
|
|
|
|
|
7.000%, 06/01/2037 |
|
|
2 |
|
|
|
2 |
|
6.500%, 05/01/2026 to 01/01/2036 |
|
|
42 |
|
|
|
42 |
|
6.209%, H15T1Y + 2.165%, 08/01/2029(A) |
|
|
26 |
|
|
|
25 |
|
6.000%, 09/01/2024 to 05/01/2053 |
|
|
1,446 |
|
|
|
1,416 |
|
5.500%, 01/01/2024 to 06/01/2053 |
|
|
6,039 |
|
|
|
5,733 |
|
5.186%, RFUCCT6M + 1.508%, 08/01/2027(A) |
|
|
3 |
|
|
|
3 |
|
5.128%, RFUCCT6M + 1.863%, 09/01/2024(A) |
|
|
12 |
|
|
|
11 |
|
4.500%, 04/01/2026 to 08/01/2044 |
|
|
5,963 |
|
|
|
5,605 |
|
4.460%, 05/01/2028 |
|
|
1,714 |
|
|
|
1,640 |
|
4.190%, 04/01/2028 |
|
|
1,825 |
|
|
|
1,726 |
|
4.125%, 06/01/2028 |
|
|
1,087 |
|
|
|
1,023 |
|
4.030%, 06/01/2028 |
|
|
1,430 |
|
|
|
1,341 |
|
4.000%, 05/01/2026 to 08/01/2051 |
|
|
4,539 |
|
|
|
4,194 |
|
3.980%, 07/01/2028 |
|
|
2,336 |
|
|
|
2,178 |
|
3.850%, 01/01/2024 |
|
|
507 |
|
|
|
504 |
|
3.717%, H15T1Y + 1.520%, 12/01/2029(A) |
|
|
4 |
|
|
|
4 |
|
3.500%, 10/01/2027 to 02/01/2045 |
|
|
46,514 |
|
|
|
44,711 |
|
3.000%, 09/01/2027 to 11/01/2036 |
|
|
12,148 |
|
|
|
11,073 |
|
2.960%, 01/01/2027 |
|
|
1,138 |
|
|
|
1,058 |
|
2.500%, 01/01/2028 to 09/01/2036 |
|
|
24,267 |
|
|
|
22,601 |
|
2.000%, 05/01/2036 to 12/01/2036 |
|
|
6,821 |
|
|
|
5,813 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Short-Duration Government Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA Interest, Ser 2009-397, Cl 6 |
|
|
|
|
|
|
|
|
2.000%, 09/25/2039 |
|
$ |
745 |
|
|
$ |
619 |
|
FNMA Interest, Ser 2012-410, Cl C6, IO |
|
|
|
|
|
|
|
|
4.000%, 05/25/2027 |
|
|
225 |
|
|
|
7 |
|
FNMA Interest, Ser 2013-418, Cl C16, IO |
|
|
|
|
|
|
|
|
4.500%, 08/25/2043 |
|
|
1,884 |
|
|
|
365 |
|
FNMA Interest, Ser 2022-426, Cl C38, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2052 |
|
|
4,585 |
|
|
|
582 |
|
FNMA Interest, Ser 2023-429, Cl C3, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2052 |
|
|
2,932 |
|
|
|
449 |
|
FNMA Interest, Ser 2023-437, Cl C8, IO |
|
|
|
|
|
|
|
|
2.500%, 06/25/2052 |
|
|
3,852 |
|
|
|
579 |
|
FNMA or FHLMC TBA |
|
|
|
|
|
|
|
|
2.000% - 6.000%, 11/15/2038 - 11/15/2053 |
|
|
19,172 |
|
|
|
19,615 |
|
FNMA REMIC, Ser 1994-77, Cl FB |
|
|
|
|
|
|
|
|
6.935%, SOFR30A + 1.614%, 04/25/2024(A) |
|
|
– |
|
|
|
– |
|
FNMA REMIC, Ser 2002-53, Cl FK |
|
|
|
|
|
|
|
|
5.835%, SOFR30A + 0.514%, 04/25/2032(A) |
|
|
35 |
|
|
|
34 |
|
FNMA REMIC, Ser 2006-76, Cl QF |
|
|
|
|
|
|
|
|
5.835%, SOFR30A + 0.514%, 08/25/2036(A) |
|
|
183 |
|
|
|
179 |
|
FNMA REMIC, Ser 2006-79, Cl DF |
|
|
|
|
|
|
|
|
5.785%, SOFR30A + 0.464%, 08/25/2036(A) |
|
|
142 |
|
|
|
139 |
|
FNMA REMIC, Ser 2007-47, Cl DA |
|
|
|
|
|
|
|
|
5.600%, 05/25/2037 |
|
|
180 |
|
|
|
177 |
|
FNMA REMIC, Ser 2007-64, Cl FB |
|
|
|
|
|
|
|
|
5.805%, SOFR30A + 0.484%, 07/25/2037(A) |
|
|
1,106 |
|
|
|
1,092 |
|
FNMA REMIC, Ser 2008-16, Cl FA |
|
|
|
|
|
|
|
|
6.135%, SOFR30A + 0.814%, 03/25/2038(A) |
|
|
486 |
|
|
|
478 |
|
FNMA REMIC, Ser 2009-110, Cl FD |
|
|
|
|
|
|
|
|
6.185%, SOFR30A + 0.864%, 01/25/2040(A) |
|
|
2,267 |
|
|
|
2,239 |
|
FNMA REMIC, Ser 2009-112, Cl FM |
|
|
|
|
|
|
|
|
6.185%, SOFR30A + 0.864%, 01/25/2040(A) |
|
|
1,455 |
|
|
|
1,438 |
|
FNMA REMIC, Ser 2009-82, Cl FC |
|
|
|
|
|
|
|
|
6.355%, SOFR30A + 1.034%, 10/25/2039(A) |
|
|
1,799 |
|
|
|
1,788 |
|
FNMA REMIC, Ser 2009-82, Cl FD |
|
|
|
|
|
|
|
|
6.285%, SOFR30A + 0.964%, 10/25/2039(A) |
|
|
1,828 |
|
|
|
1,813 |
|
FNMA REMIC, Ser 2010-4, Cl PL |
|
|
|
|
|
|
|
|
4.500%, 02/25/2040 |
|
|
470 |
|
|
|
441 |
|
FNMA REMIC, Ser 2010-56, Cl AF |
|
|
|
|
|
|
|
|
5.668%, SOFR30A + 0.664%, 06/25/2040(A) |
|
|
1,482 |
|
|
|
1,426 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC, Ser 2012-103, Cl HB |
|
|
|
|
|
|
|
|
1.500%, 09/25/2027 |
|
$ |
1,009 |
|
|
$ |
947 |
|
FNMA REMIC, Ser 2012-111, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 10/25/2027 |
|
|
345 |
|
|
|
16 |
|
FNMA REMIC, Ser 2012-120, Cl ZB |
|
|
|
|
|
|
|
|
3.500%, 11/25/2042 |
|
|
2,725 |
|
|
|
2,368 |
|
FNMA REMIC, Ser 2012-140, Cl PA |
|
|
|
|
|
|
|
|
2.000%, 12/25/2042 |
|
|
2,530 |
|
|
|
2,035 |
|
FNMA REMIC, Ser 2012-27, Cl PI, IO |
|
|
|
|
|
|
|
|
4.500%, 02/25/2042 |
|
|
1,252 |
|
|
|
102 |
|
FNMA REMIC, Ser 2012-43, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/25/2027 |
|
|
1,415 |
|
|
|
52 |
|
FNMA REMIC, Ser 2012-47, Cl QI, IO |
|
|
|
|
|
|
|
|
5.539%, 05/25/2042(A) |
|
|
33 |
|
|
|
2 |
|
FNMA REMIC, Ser 2012-53, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 05/25/2027 |
|
|
195 |
|
|
|
7 |
|
FNMA REMIC, Ser 2012-70, Cl IW, IO |
|
|
|
|
|
|
|
|
3.000%, 02/25/2027 |
|
|
202 |
|
|
|
3 |
|
FNMA REMIC, Ser 2012-93, Cl IL, IO |
|
|
|
|
|
|
|
|
3.000%, 09/25/2027 |
|
|
208 |
|
|
|
8 |
|
FNMA REMIC, Ser 2012-97, Cl JI, IO |
|
|
|
|
|
|
|
|
3.000%, 07/25/2027 |
|
|
395 |
|
|
|
11 |
|
FNMA REMIC, Ser 2012-98, Cl BI, IO |
|
|
|
|
|
|
|
|
6.000%, 01/25/2042 |
|
|
870 |
|
|
|
85 |
|
FNMA REMIC, Ser 2013-10, Cl YA |
|
|
|
|
|
|
|
|
1.250%, 02/25/2028 |
|
|
1,393 |
|
|
|
1,297 |
|
FNMA REMIC, Ser 2013-12, Cl P |
|
|
|
|
|
|
|
|
1.750%, 11/25/2041 |
|
|
327 |
|
|
|
306 |
|
FNMA REMIC, Ser 2013-121, Cl FA |
|
|
|
|
|
|
|
|
5.835%, SOFR30A + 0.514%, 12/25/2043(A) |
|
|
10,499 |
|
|
|
10,138 |
|
FNMA REMIC, Ser 2013-130, Cl FQ |
|
|
|
|
|
|
|
|
5.635%, SOFR30A + 0.314%, 06/25/2041(A) |
|
|
1,816 |
|
|
|
1,775 |
|
FNMA REMIC, Ser 2013-4, Cl JB |
|
|
|
|
|
|
|
|
1.250%, 02/25/2028 |
|
|
886 |
|
|
|
825 |
|
FNMA REMIC, Ser 2013-4, Cl CB |
|
|
|
|
|
|
|
|
1.250%, 02/25/2028 |
|
|
1,579 |
|
|
|
1,470 |
|
FNMA REMIC, Ser 2013-9, Cl PT |
|
|
|
|
|
|
|
|
1.250%, 02/25/2028 |
|
|
757 |
|
|
|
704 |
|
FNMA REMIC, Ser 2013-98, Cl ZA |
|
|
|
|
|
|
|
|
4.500%, 09/25/2043 |
|
|
6,194 |
|
|
|
5,714 |
|
FNMA REMIC, Ser 2014-50, Cl SC, IO |
|
|
|
|
|
|
|
|
0.000%, 08/25/2044(A)(B) |
|
|
982 |
|
|
|
53 |
|
FNMA REMIC, Ser 2015-21, Cl WI, IO |
|
|
|
|
|
|
|
|
0.000%, 04/25/2055(A)(B) |
|
|
829 |
|
|
|
35 |
|
FNMA REMIC, Ser 2015-41, Cl AG |
|
|
|
|
|
|
|
|
3.000%, 09/25/2034 |
|
|
571 |
|
|
|
542 |
|
FNMA REMIC, Ser 2015-42, Cl AI, IO |
|
|
|
|
|
|
|
|
0.000%, 06/25/2055(A)(B) |
|
|
926 |
|
|
|
46 |
|
FNMA REMIC, Ser 2015-5, Cl CP |
|
|
|
|
|
|
|
|
3.000%, 06/25/2043 |
|
|
861 |
|
|
|
789 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Short-Duration Government Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC, Ser 2015-68, Cl JI, IO |
|
|
|
|
|
|
|
|
3.500%, 08/25/2030 |
|
$ |
135 |
|
|
$ |
7 |
|
FNMA REMIC, Ser 2015-68, Cl HI, IO |
|
|
|
|
|
|
|
|
3.500%, 09/25/2035 |
|
|
388 |
|
|
|
37 |
|
FNMA REMIC, Ser 2015-75, Cl DB |
|
|
|
|
|
|
|
|
3.000%, 08/25/2035 |
|
|
1,411 |
|
|
|
1,287 |
|
FNMA REMIC, Ser 2016-25, Cl A |
|
|
|
|
|
|
|
|
3.000%, 11/25/2042 |
|
|
36 |
|
|
|
36 |
|
FNMA REMIC, Ser 2016-3, Cl IN, IO |
|
|
|
|
|
|
|
|
6.000%, 02/25/2046 |
|
|
2,267 |
|
|
|
399 |
|
FNMA REMIC, Ser 2016-3, Cl JI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/25/2031 |
|
|
161 |
|
|
|
5 |
|
FNMA REMIC, Ser 2016-42, Cl DA |
|
|
|
|
|
|
|
|
3.000%, 07/25/2045 |
|
|
407 |
|
|
|
363 |
|
FNMA REMIC, Ser 2016-71, Cl IN, IO |
|
|
|
|
|
|
|
|
3.500%, 10/25/2046 |
|
|
437 |
|
|
|
76 |
|
FNMA REMIC, Ser 2016-95, Cl BC |
|
|
|
|
|
|
|
|
2.500%, 07/25/2040 |
|
|
1,847 |
|
|
|
1,631 |
|
FNMA REMIC, Ser 2017-15, Cl BC |
|
|
|
|
|
|
|
|
3.250%, 11/25/2043 |
|
|
1,481 |
|
|
|
1,366 |
|
FNMA REMIC, Ser 2017-47, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 10/25/2041 |
|
|
253 |
|
|
|
251 |
|
FNMA REMIC, Ser 2017-68, Cl IB, IO |
|
|
|
|
|
|
|
|
4.500%, 09/25/2047 |
|
|
1,818 |
|
|
|
336 |
|
FNMA REMIC, Ser 2017-69, Cl GA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2045 |
|
|
1,699 |
|
|
|
1,567 |
|
FNMA REMIC, Ser 2018-12, Cl PK |
|
|
|
|
|
|
|
|
3.000%, 03/25/2046 |
|
|
9,133 |
|
|
|
8,433 |
|
FNMA REMIC, Ser 2018-13, Cl MP |
|
|
|
|
|
|
|
|
3.500%, 12/25/2057 |
|
|
2,285 |
|
|
|
2,024 |
|
FNMA REMIC, Ser 2018-89, Cl CA |
|
|
|
|
|
|
|
|
4.000%, 06/25/2053 |
|
|
2,652 |
|
|
|
2,561 |
|
FNMA REMIC, Ser 2020-26, Cl IA, IO |
|
|
|
|
|
|
|
|
3.500%, 11/25/2039 |
|
|
2,990 |
|
|
|
270 |
|
FNMA REMIC, Ser 2020-26, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2033 |
|
|
2,066 |
|
|
|
134 |
|
FNMA REMIC, Ser 2020-35, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 06/25/2050 |
|
|
3,880 |
|
|
|
613 |
|
FNMA REMIC, Ser 2020-4, Cl AP |
|
|
|
|
|
|
|
|
2.500%, 02/25/2050 |
|
|
1,552 |
|
|
|
1,254 |
|
FNMA REMIC, Ser 2020-65, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
2,802 |
|
|
|
544 |
|
FNMA REMIC, Ser 2020-74, Cl HI, IO |
|
|
|
|
|
|
|
|
5.500%, 10/25/2050 |
|
|
2,880 |
|
|
|
549 |
|
FNMA REMIC, Ser 2020-85, Cl PI, IO |
|
|
|
|
|
|
|
|
3.000%, 12/25/2050 |
|
|
3,935 |
|
|
|
626 |
|
FNMA REMIC, Ser 2021-3, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
4,548 |
|
|
|
605 |
|
FNMA REMIC, Ser 2021-3, Cl TI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
3,987 |
|
|
|
639 |
|
FNMA REMIC, Ser 2021-95, Cl GI, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2052 |
|
|
4,028 |
|
|
|
613 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC, Ser 2022-22, Cl QH |
|
|
|
|
|
|
|
|
4.500%, 05/25/2052 |
|
$ |
5,907 |
|
|
$ |
5,438 |
|
FNMA, Ser 2014-M8, Cl A2 |
|
|
|
|
|
|
|
|
3.056%, 06/25/2024(A) |
|
|
24,195 |
|
|
|
23,781 |
|
FNMA, Ser 2017-M13, Cl FA |
|
|
|
|
|
|
|
|
5.828%, SOFR30A + 0.514%, 10/25/2024(A) |
|
|
172 |
|
|
|
171 |
|
FNMA, Ser 2018- M12, Cl FA |
|
|
|
|
|
|
|
|
5.828%, SOFR30A + 0.514%, 08/25/2025(A) |
|
|
179 |
|
|
|
178 |
|
FNMA, Ser 2019-M21, Cl X1, IO |
|
|
|
|
|
|
|
|
1.410%, 05/25/2029(A) |
|
|
11,559 |
|
|
|
560 |
|
GNMA |
|
|
|
|
|
|
|
|
6.500%, 12/15/2037 to 02/20/2039 |
|
|
91 |
|
|
|
93 |
|
6.000%, 02/15/2029 to 06/15/2041 |
|
|
416 |
|
|
|
418 |
|
5.500%, 10/15/2034 to 02/15/2041 |
|
|
894 |
|
|
|
883 |
|
5.000%, 09/15/2039 to 04/15/2041 |
|
|
494 |
|
|
|
477 |
|
4.500%, 09/20/2049 |
|
|
1,295 |
|
|
|
1,187 |
|
4.000%, 07/15/2041 to 08/15/2041 |
|
|
52 |
|
|
|
47 |
|
3.500%, 06/20/2046 |
|
|
1,709 |
|
|
|
1,485 |
|
GNMA, Ser 2003-86, Cl ZD |
|
|
|
|
|
|
|
|
5.500%, 10/20/2033 |
|
|
1,809 |
|
|
|
1,788 |
|
GNMA, Ser 2010-26, Cl JI, IO |
|
|
|
|
|
|
|
|
5.000%, 02/16/2040 |
|
|
1,230 |
|
|
|
262 |
|
GNMA, Ser 2010-57, Cl TI, IO |
|
|
|
|
|
|
|
|
5.000%, 05/20/2040 |
|
|
589 |
|
|
|
128 |
|
GNMA, Ser 2010-68, Cl WA |
|
|
|
|
|
|
|
|
3.000%, 12/16/2039 |
|
|
840 |
|
|
|
789 |
|
GNMA, Ser 2012-126, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 10/20/2042 |
|
|
1,741 |
|
|
|
268 |
|
GNMA, Ser 2012-143, Cl XK |
|
|
|
|
|
|
|
|
2.000%, 12/16/2027 |
|
|
3,039 |
|
|
|
2,872 |
|
GNMA, Ser 2012-26, Cl GJ |
|
|
|
|
|
|
|
|
2.500%, 02/20/2027 |
|
|
3,049 |
|
|
|
2,882 |
|
GNMA, Ser 2012-30, Cl AB |
|
|
|
|
|
|
|
|
2.250%, 03/20/2027 |
|
|
1,503 |
|
|
|
1,421 |
|
GNMA, Ser 2012-34, Cl KA |
|
|
|
|
|
|
|
|
2.250%, 03/20/2027 |
|
|
1,431 |
|
|
|
1,352 |
|
GNMA, Ser 2012-36, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 10/20/2040 |
|
|
248 |
|
|
|
238 |
|
GNMA, Ser 2012-38, Cl GE |
|
|
|
|
|
|
|
|
2.250%, 03/20/2027 |
|
|
1,814 |
|
|
|
1,714 |
|
GNMA, Ser 2012-51, Cl GI, IO |
|
|
|
|
|
|
|
|
3.500%, 07/20/2040 |
|
|
152 |
|
|
|
4 |
|
GNMA, Ser 2012-84, Cl TE |
|
|
|
|
|
|
|
|
1.500%, 03/20/2042 |
|
|
1,315 |
|
|
|
1,173 |
|
GNMA, Ser 2013-129, Cl AF |
|
|
|
|
|
|
|
|
5.854%, TSFR1M + 0.514%, 10/20/2039(A) |
|
|
2,930 |
|
|
|
2,858 |
|
GNMA, Ser 2013-136, Cl AB |
|
|
|
|
|
|
|
|
2.000%, 08/20/2027 |
|
|
1,165 |
|
|
|
1,099 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Short-Duration Government Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2013-164, Cl CE |
|
|
|
|
|
|
|
|
2.000%, 11/16/2028 |
|
$ |
6,365 |
|
|
$ |
6,012 |
|
GNMA, Ser 2013-166, Cl DA |
|
|
|
|
|
|
|
|
3.500%, 06/20/2040 |
|
|
288 |
|
|
|
271 |
|
GNMA, Ser 2013-26, Cl IK, IO |
|
|
|
|
|
|
|
|
3.000%, 02/16/2043 |
|
|
324 |
|
|
|
40 |
|
GNMA, Ser 2013-47, Cl IA, IO |
|
|
|
|
|
|
|
|
4.000%, 03/20/2043 |
|
|
333 |
|
|
|
60 |
|
GNMA, Ser 2013-51, Cl IB, IO |
|
|
|
|
|
|
|
|
3.500%, 03/20/2027 |
|
|
222 |
|
|
|
8 |
|
GNMA, Ser 2014-129, Cl BA |
|
|
|
|
|
|
|
|
2.000%, 09/20/2029 |
|
|
3,268 |
|
|
|
3,079 |
|
GNMA, Ser 2014-139, Cl KA |
|
|
|
|
|
|
|
|
2.000%, 09/20/2029 |
|
|
3,442 |
|
|
|
3,244 |
|
GNMA, Ser 2014-144, Cl DG |
|
|
|
|
|
|
|
|
2.000%, 09/16/2029 |
|
|
6,030 |
|
|
|
5,694 |
|
GNMA, Ser 2014-146, Cl GH |
|
|
|
|
|
|
|
|
2.000%, 09/20/2029 |
|
|
4,802 |
|
|
|
4,515 |
|
GNMA, Ser 2014-149, Cl EA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2029 |
|
|
2,181 |
|
|
|
2,059 |
|
GNMA, Ser 2014-158, Cl A |
|
|
|
|
|
|
|
|
2.000%, 10/20/2029 |
|
|
2,829 |
|
|
|
2,663 |
|
GNMA, Ser 2014-4, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 01/20/2044 |
|
|
140 |
|
|
|
27 |
|
GNMA, Ser 2014-55, Cl LB |
|
|
|
|
|
|
|
|
2.500%, 10/20/2040 |
|
|
157 |
|
|
|
145 |
|
GNMA, Ser 2014-56, Cl BP |
|
|
|
|
|
|
|
|
2.500%, 12/16/2039 |
|
|
876 |
|
|
|
778 |
|
GNMA, Ser 2015-119, Cl ND |
|
|
|
|
|
|
|
|
2.500%, 12/20/2044 |
|
|
1,597 |
|
|
|
1,435 |
|
GNMA, Ser 2015-126, Cl HI, IO |
|
|
|
|
|
|
|
|
4.000%, 12/16/2026 |
|
|
43 |
|
|
|
1 |
|
GNMA, Ser 2015-126, Cl GI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/16/2027 |
|
|
79 |
|
|
|
2 |
|
GNMA, Ser 2015-132, Cl EI, IO |
|
|
|
|
|
|
|
|
6.000%, 09/20/2045 |
|
|
919 |
|
|
|
205 |
|
GNMA, Ser 2015-165, Cl I, IO |
|
|
|
|
|
|
|
|
3.500%, 07/20/2043 |
|
|
661 |
|
|
|
102 |
|
GNMA, Ser 2015-17, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 05/20/2043 |
|
|
115 |
|
|
|
18 |
|
GNMA, Ser 2015-185, Cl GI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/20/2041 |
|
|
181 |
|
|
|
4 |
|
GNMA, Ser 2015-40, Cl PA |
|
|
|
|
|
|
|
|
2.000%, 04/20/2044 |
|
|
778 |
|
|
|
733 |
|
GNMA, Ser 2015-53, Cl IA, IO |
|
|
|
|
|
|
|
|
4.500%, 04/20/2045 |
|
|
544 |
|
|
|
110 |
|
GNMA, Ser 2016-126, Cl KI, IO |
|
|
|
|
|
|
|
|
3.000%, 09/20/2028 |
|
|
220 |
|
|
|
8 |
|
GNMA, Ser 2016-167, Cl AI, IO |
|
|
|
|
|
|
|
|
5.500%, 03/20/2039 |
|
|
883 |
|
|
|
165 |
|
GNMA, Ser 2016-23, Cl CI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2042 |
|
|
614 |
|
|
|
27 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2016-42, Cl EI, IO |
|
|
|
|
|
|
|
|
6.000%, 02/20/2046 |
|
$ |
862 |
|
|
$ |
172 |
|
GNMA, Ser 2016-49, Cl PI, IO |
|
|
|
|
|
|
|
|
4.500%, 11/16/2045 |
|
|
1,213 |
|
|
|
227 |
|
GNMA, Ser 2016-99, Cl LI, IO |
|
|
|
|
|
|
|
|
4.000%, 05/20/2029 |
|
|
704 |
|
|
|
20 |
|
GNMA, Ser 2017-107, Cl JI, IO |
|
|
|
|
|
|
|
|
4.000%, 03/20/2047 |
|
|
957 |
|
|
|
147 |
|
GNMA, Ser 2017-134, Cl BI, IO |
|
|
|
|
|
|
|
|
5.000%, 09/16/2047 |
|
|
206 |
|
|
|
43 |
|
GNMA, Ser 2017-2, Cl AI, IO |
|
|
|
|
|
|
|
|
5.000%, 01/16/2047 |
|
|
256 |
|
|
|
53 |
|
GNMA, Ser 2017-26, Cl IA, IO |
|
|
|
|
|
|
|
|
5.500%, 02/16/2047 |
|
|
882 |
|
|
|
148 |
|
GNMA, Ser 2017-26, Cl KI, IO |
|
|
|
|
|
|
|
|
6.000%, 09/20/2040 |
|
|
1,073 |
|
|
|
207 |
|
GNMA, Ser 2017-26, Cl IB, IO |
|
|
|
|
|
|
|
|
5.500%, 02/20/2047 |
|
|
562 |
|
|
|
104 |
|
GNMA, Ser 2017-95, Cl PG |
|
|
|
|
|
|
|
|
2.500%, 12/20/2045 |
|
|
491 |
|
|
|
442 |
|
GNMA, Ser 2018-127, Cl PB |
|
|
|
|
|
|
|
|
3.000%, 09/20/2047 |
|
|
1,494 |
|
|
|
1,330 |
|
GNMA, Ser 2018-6, Cl CM |
|
|
|
|
|
|
|
|
2.500%, 10/20/2046 |
|
|
5,032 |
|
|
|
4,298 |
|
GNMA, Ser 2018-72, Cl ID, IO |
|
|
|
|
|
|
|
|
4.500%, 08/20/2045 |
|
|
2,500 |
|
|
|
457 |
|
GNMA, Ser 2019-132, Cl NA |
|
|
|
|
|
|
|
|
3.500%, 09/20/2049 |
|
|
2,905 |
|
|
|
2,508 |
|
GNMA, Ser 2019-43, Cl IA, IO |
|
|
|
|
|
|
|
|
4.500%, 05/20/2048 |
|
|
1,506 |
|
|
|
230 |
|
GNMA, Ser 2019-5, Cl JI, IO |
|
|
|
|
|
|
|
|
5.000%, 07/16/2044 |
|
|
2,378 |
|
|
|
434 |
|
GNMA, Ser 2020-17, Cl EI, IO |
|
|
|
|
|
|
|
|
5.000%, 02/20/2050 |
|
|
1,895 |
|
|
|
351 |
|
GNMA, Ser 2020-47, Cl AC |
|
|
|
|
|
|
|
|
1.500%, 04/16/2050 |
|
|
3,934 |
|
|
|
3,049 |
|
GNMA, Ser 2021-215, Cl KA |
|
|
|
|
|
|
|
|
2.500%, 10/20/2049 |
|
|
3,290 |
|
|
|
2,687 |
|
GNMA, Ser 2022-124, Cl HA |
|
|
|
|
|
|
|
|
4.000%, 12/20/2048 |
|
|
1,330 |
|
|
|
1,246 |
|
GNMA, Ser 2022-125, Cl BA |
|
|
|
|
|
|
|
|
4.000%, 09/20/2044 |
|
|
2,977 |
|
|
|
2,811 |
|
GNMA, Ser 2022-177, Cl LA |
|
|
|
|
|
|
|
|
3.500%, 01/20/2052 |
|
|
3,278 |
|
|
|
3,126 |
|
GNMA, Ser 2022-34, Cl QJ |
|
|
|
|
|
|
|
|
3.000%, 02/20/2052 |
|
|
2,880 |
|
|
|
2,502 |
|
GNMA, Ser 2022-75, Cl DA |
|
|
|
|
|
|
|
|
4.000%, 09/20/2047 |
|
|
4,947 |
|
|
|
4,631 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Short-Duration Government Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2022-76, Cl GA |
|
|
|
|
|
|
|
|
4.000%, 03/20/2052 |
|
$ |
5,626 |
|
|
$ |
5,224 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
436,833 |
|
Non-Agency Mortgage-Backed Obligations — 3.5% |
|
|
|
|
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl MA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2057 |
|
|
3,755 |
|
|
|
3,354 |
|
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl MA |
|
|
|
|
|
|
|
|
3.500%, 08/25/2057(A) |
|
|
2,056 |
|
|
|
1,892 |
|
Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MV |
|
|
|
|
|
|
|
|
3.500%, 10/25/2058 |
|
|
915 |
|
|
|
793 |
|
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA |
|
|
|
|
|
|
|
|
3.000%, 02/25/2059 |
|
|
4,947 |
|
|
|
4,408 |
|
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA |
|
|
|
|
|
|
|
|
2.000%, 11/25/2059 |
|
|
655 |
|
|
|
565 |
|
Seasoned Credit Risk Transfer Trust, Ser 2021-2, Cl TT |
|
|
|
|
|
|
|
|
2.000%, 11/25/2060 |
|
|
8,594 |
|
|
|
7,407 |
|
Seasoned Credit Risk Transfer Trust, Ser 2021-3, Cl TT |
|
|
|
|
|
|
|
|
2.000%, 03/25/2061 |
|
|
1,447 |
|
|
|
1,241 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,660 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $481,656) ($ Thousands) |
|
|
|
|
|
|
456,493 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 22.4% |
U.S. Treasury Inflation Indexed Bonds |
|
|
|
|
|
|
|
|
1.375%, 07/15/2033 |
|
|
3,412 |
|
|
|
3,086 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.000%, 02/15/2026 |
|
$ |
40,300 |
|
|
$ |
39,425 |
|
2.500%, 05/31/2024 |
|
|
22,050 |
|
|
|
21,669 |
|
1.000%, 12/15/2024 (C) |
|
|
20,300 |
|
|
|
19,338 |
|
0.250%, 06/15/2024 |
|
|
45,925 |
|
|
|
44,461 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $131,508) ($ Thousands) |
|
|
127,979 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
REPURCHASE AGREEMENTS(D) — 1.5% |
BNP Paribas |
|
|
|
|
|
|
|
|
5.300%, dated 10/31/2023 to be repurchased on 11/01/2023, repurchase price $4,300,633 (collateralized by U.S. Government obligations, ranging in par value $100 - $47,433,451, 1.500% - 5.095%, 11/30/2024 – 11/01/2051; with a total market value $4,386,025) |
|
|
4,300 |
|
|
|
4,300 |
|
Deutsche Bank |
|
|
|
|
|
|
|
|
5.300%, dated 10/31/2023 to be repurchased on 11/01/2023, repurchase price $4,300,633 (collateralized by a U.S. Government obligation, par value $4,906,200, 0.875%, 09/30/2026; with a total market value $4,386,040) |
|
|
4,300 |
|
|
|
4,300 |
|
| |
|
|
|
|
|
|
|
|
Total Repurchase Agreements |
|
|
|
|
|
|
|
|
(Cost $8,600) ($ Thousands) |
|
|
|
|
|
|
8,600 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 103.9% |
|
|
|
|
|
|
|
|
(Cost $621,764) ($ Thousands) |
|
$ |
593,072 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at October 31, 2023, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation/
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Note |
|
|
1,133 |
|
|
|
Dec-2023 |
|
|
$ |
230,186 |
|
|
$ |
229,344 |
|
|
$ |
(842 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(519 |
) |
|
|
Dec-2023 |
|
|
$ |
(55,013 |
) |
|
$ |
(54,223 |
) |
|
$ |
790 |
|
U.S. 10-Year Treasury Note |
|
|
(721 |
) |
|
|
Dec-2023 |
|
|
|
(79,352 |
) |
|
|
(76,550 |
) |
|
|
2,802 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(201 |
) |
|
|
Dec-2023 |
|
|
|
(22,907 |
) |
|
|
(21,874 |
) |
|
|
1,033 |
|
| |
|
|
|
|
|
|
|
|
|
|
(157,272 |
) |
|
|
(152,647 |
) |
|
|
4,625 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
72,914 |
|
|
$ |
76,697 |
|
|
$ |
3,783 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
Short-Duration Government Fund (Concluded)
|
Percentages are based on Net Assets of $570,908 ($ Thousands). |
(A) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) |
No interest rate available. |
(C) |
Security, or a portion thereof, has been pledged as collateral on open futures contracts. |
(D) |
Tri-Party Repurchase Agreement. |
See “Glossary” for abbreviations.
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
GNMA Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 98.7% |
Agency Mortgage-Backed Obligations — 98.4% |
|
|
|
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO |
|
|
|
|
|
|
|
|
0.746%, 06/25/2027(A) |
|
$ |
1,605 |
|
|
$ |
35 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO |
|
|
|
|
|
|
|
|
1.696%, 04/25/2030(A) |
|
|
1,143 |
|
|
|
93 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K116, Cl X1, IO |
|
|
|
|
|
|
|
|
1.424%, 07/25/2030(A) |
|
|
1,316 |
|
|
|
93 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K118, Cl X1, IO |
|
|
|
|
|
|
|
|
0.958%, 09/25/2030(A) |
|
|
1,512 |
|
|
|
76 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K123, Cl X1, IO |
|
|
|
|
|
|
|
|
0.772%, 12/25/2030(A) |
|
|
2,314 |
|
|
|
95 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO |
|
|
|
|
|
|
|
|
0.582%, 01/25/2031(A) |
|
|
2,984 |
|
|
|
94 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO |
|
|
|
|
|
|
|
|
0.515%, 03/25/2031(A) |
|
|
1,339 |
|
|
|
39 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K1520, Cl X1, IO |
|
|
|
|
|
|
|
|
0.471%, 02/25/2036(A) |
|
|
602 |
|
|
|
22 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |
|
|
|
|
|
|
|
|
0.632%, 10/25/2026(A) |
|
|
2,109 |
|
|
|
30 |
|
FHLMC REMIC, Ser 2011-3930, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 09/15/2026 |
|
|
66 |
|
|
|
2 |
|
FHLMC REMIC, Ser 2012-4018, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 03/15/2027 |
|
|
66 |
|
|
|
2 |
|
FHLMC REMIC, Ser 2012-4060, Cl TI, IO |
|
|
|
|
|
|
|
|
2.500%, 12/15/2026 |
|
|
47 |
|
|
|
– |
|
FHLMC REMIC, Ser 2013-4166, Cl PI, IO |
|
|
|
|
|
|
|
|
3.500%, 03/15/2041 |
|
|
96 |
|
|
|
3 |
|
FHLMC REMIC, Ser 2013-4176, Cl KI, IO |
|
|
|
|
|
|
|
|
4.000%, 03/15/2028 |
|
|
124 |
|
|
|
3 |
|
FHLMC REMIC, Ser 2013-4178, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 03/15/2028 |
|
|
112 |
|
|
|
4 |
|
FHLMC REMIC, Ser 2013-4182, Cl IE, IO |
|
|
|
|
|
|
|
|
2.500%, 03/15/2028 |
|
|
108 |
|
|
|
4 |
|
FHLMC REMIC, Ser 2013-4199, Cl QI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/15/2028 |
|
|
158 |
|
|
|
6 |
|
FHLMC REMIC, Ser 2013-4247, Cl LA |
|
|
|
|
|
|
|
|
3.000%, 03/15/2043 |
|
|
274 |
|
|
|
236 |
|
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO |
|
|
|
|
|
|
|
|
4.000%, 07/15/2030 |
|
|
218 |
|
|
|
16 |
|
FHLMC REMIC, Ser 2016-4624, Cl BI, IO |
|
|
|
|
|
|
|
|
5.500%, 04/15/2036 |
|
|
103 |
|
|
|
19 |
|
FHLMC REMIC, Ser 2016-4636, Cl BI, IO |
|
|
|
|
|
|
|
|
5.500%, 05/15/2040 |
|
|
172 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC, Ser 2017-4731, Cl LB |
|
|
|
|
|
|
|
|
3.000%, 11/15/2047 |
|
$ |
167 |
|
|
$ |
114 |
|
FHLMC REMIC, Ser 2020-4978, Cl MI, IO |
|
|
|
|
|
|
|
|
4.000%, 05/25/2040 |
|
|
182 |
|
|
|
27 |
|
FHLMC, Ser 2014-324, Cl C18, IO |
|
|
|
|
|
|
|
|
4.000%, 12/15/2033 |
|
|
223 |
|
|
|
24 |
|
FNMA |
|
|
|
|
|
|
|
|
8.000%, 03/01/2027 to 09/01/2028 |
|
|
6 |
|
|
|
7 |
|
7.000%, 08/01/2032 to 09/01/2032 |
|
|
7 |
|
|
|
7 |
|
6.500%, 09/01/2032 |
|
|
17 |
|
|
|
17 |
|
FNMA Interest, Ser 2007-379, Cl 1, PO |
|
|
|
|
|
|
|
|
0.000%, 05/25/2037(B) |
|
|
416 |
|
|
|
318 |
|
FNMA Interest, Ser 2012-410, Cl C6, IO |
|
|
|
|
|
|
|
|
4.000%, 05/25/2027 |
|
|
28 |
|
|
|
1 |
|
FNMA Interest, Ser 2012-410, Cl C8, IO |
|
|
|
|
|
|
|
|
4.000%, 04/25/2032 |
|
|
269 |
|
|
|
27 |
|
FNMA REMIC, Ser 2010-126, Cl NI, IO |
|
|
|
|
|
|
|
|
5.500%, 11/25/2040 |
|
|
135 |
|
|
|
19 |
|
FNMA REMIC, Ser 2012-53, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 05/25/2027 |
|
|
24 |
|
|
|
1 |
|
FNMA REMIC, Ser 2012-93, Cl IL, IO |
|
|
|
|
|
|
|
|
3.000%, 09/25/2027 |
|
|
130 |
|
|
|
5 |
|
FNMA REMIC, Ser 2012-98, Cl BI, IO |
|
|
|
|
|
|
|
|
6.000%, 01/25/2042 |
|
|
85 |
|
|
|
8 |
|
FNMA REMIC, Ser 2014-68, Cl ID, IO |
|
|
|
|
|
|
|
|
3.500%, 03/25/2034 |
|
|
264 |
|
|
|
13 |
|
FNMA REMIC, Ser 2015-21, Cl WI, IO |
|
|
|
|
|
|
|
|
0.000%, 04/25/2055(A)(C) |
|
|
103 |
|
|
|
4 |
|
FNMA REMIC, Ser 2016-3, Cl JI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/25/2031 |
|
|
21 |
|
|
|
1 |
|
FNMA REMIC, Ser 2016-71, Cl IN, IO |
|
|
|
|
|
|
|
|
3.500%, 10/25/2046 |
|
|
55 |
|
|
|
10 |
|
FNMA REMIC, Ser 2017-110, Cl PB |
|
|
|
|
|
|
|
|
3.000%, 02/25/2057 |
|
|
79 |
|
|
|
54 |
|
FNMA REMIC, Ser 2017-68, Cl IB, IO |
|
|
|
|
|
|
|
|
4.500%, 09/25/2047 |
|
|
145 |
|
|
|
27 |
|
FNMA REMIC, Ser 2018-13, Cl MP |
|
|
|
|
|
|
|
|
3.500%, 12/25/2057 |
|
|
233 |
|
|
|
206 |
|
FNMA REMIC, Ser 2018-25, Cl AL |
|
|
|
|
|
|
|
|
3.500%, 04/25/2048 |
|
|
49 |
|
|
|
39 |
|
FNMA REMIC, Ser 2019-31, Cl CB |
|
|
|
|
|
|
|
|
3.000%, 07/25/2049 |
|
|
300 |
|
|
|
231 |
|
FNMA REMIC, Ser 2019-9, Cl CL |
|
|
|
|
|
|
|
|
3.500%, 04/25/2048 |
|
|
652 |
|
|
|
575 |
|
FNMA REMIC, Ser 2020-53, Cl ZM |
|
|
|
|
|
|
|
|
2.000%, 08/25/2050 |
|
|
560 |
|
|
|
323 |
|
FNMA REMIC, Ser 2020-74, Cl HI, IO |
|
|
|
|
|
|
|
|
5.500%, 10/25/2050 |
|
|
250 |
|
|
|
48 |
|
FNMA, Ser 2019-M21, Cl X1, IO |
|
|
|
|
|
|
|
|
1.410%, 05/25/2029(A) |
|
|
1,068 |
|
|
|
52 |
|
FNMA, Ser 2020-M2, Cl X, IO |
|
|
|
|
|
|
|
|
0.310%, 01/25/2030(A) |
|
|
799 |
|
|
|
8 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
GNMA Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA |
|
|
|
|
|
|
|
|
8.000%, 07/15/2026 to 03/15/2032 |
|
$ |
39 |
|
|
$ |
39 |
|
7.750%, 10/15/2026 |
|
|
3 |
|
|
|
2 |
|
7.500%, 02/15/2027 to 10/15/2035 |
|
|
33 |
|
|
|
33 |
|
7.250%, 01/15/2028 |
|
|
1 |
|
|
|
1 |
|
6.500%, 02/15/2027 to 10/15/2038 |
|
|
135 |
|
|
|
138 |
|
6.000%, 12/15/2027 to 11/15/2034 |
|
|
95 |
|
|
|
95 |
|
5.500%, 01/15/2033 to 02/15/2041 |
|
|
535 |
|
|
|
524 |
|
5.000%, 06/15/2033 to 07/15/2052 |
|
|
1,547 |
|
|
|
1,490 |
|
4.500%, 08/15/2033 to 10/20/2052 |
|
|
2,211 |
|
|
|
2,036 |
|
4.000%, 03/20/2040 to 09/20/2048 |
|
|
3,367 |
|
|
|
3,050 |
|
3.875%, 05/15/2042 to 08/15/2042 |
|
|
658 |
|
|
|
597 |
|
3.500%, 03/20/2041 to 02/20/2049 |
|
|
6,920 |
|
|
|
5,986 |
|
3.000%, 10/15/2042 to 10/20/2051 |
|
|
7,942 |
|
|
|
6,635 |
|
2.500%, 07/20/2045 to 12/20/2051 |
|
|
9,065 |
|
|
|
7,242 |
|
2.000%, 11/20/2045 to 08/20/2051 |
|
|
6,580 |
|
|
|
5,097 |
|
GNMA TBA |
|
|
|
|
|
|
|
|
5.500% - 6.000%, 11/15/2053 |
|
|
515 |
|
|
|
504 |
|
2.000% - 5.000%, 01/15/2053 - 11/15/2053 |
|
|
1,592 |
|
|
|
1,602 |
|
GNMA, Ser 2010-26, Cl JI, IO |
|
|
|
|
|
|
|
|
5.000%, 02/16/2040 |
|
|
242 |
|
|
|
52 |
|
GNMA, Ser 2010-57, Cl TI, IO |
|
|
|
|
|
|
|
|
5.000%, 05/20/2040 |
|
|
264 |
|
|
|
57 |
|
GNMA, Ser 2012-113, Cl BZ |
|
|
|
|
|
|
|
|
3.000%, 09/16/2042 |
|
|
215 |
|
|
|
158 |
|
GNMA, Ser 2012-126, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 10/20/2042 |
|
|
213 |
|
|
|
33 |
|
GNMA, Ser 2012-51, Cl GI, IO |
|
|
|
|
|
|
|
|
3.500%, 07/20/2040 |
|
|
101 |
|
|
|
3 |
|
GNMA, Ser 2012-69, Cl AI, IO |
|
|
|
|
|
|
|
|
4.500%, 05/16/2027 |
|
|
18 |
|
|
|
– |
|
GNMA, Ser 2012-91, Cl NC |
|
|
|
|
|
|
|
|
3.000%, 05/20/2042 |
|
|
252 |
|
|
|
208 |
|
GNMA, Ser 2013-149, Cl LZ |
|
|
|
|
|
|
|
|
2.500%, 10/20/2043 |
|
|
50 |
|
|
|
39 |
|
GNMA, Ser 2013-169, Cl ZK |
|
|
|
|
|
|
|
|
2.500%, 11/20/2043 |
|
|
56 |
|
|
|
43 |
|
GNMA, Ser 2013-26, Cl IK, IO |
|
|
|
|
|
|
|
|
3.000%, 02/16/2043 |
|
|
212 |
|
|
|
26 |
|
GNMA, Ser 2013-47, Cl IA, IO |
|
|
|
|
|
|
|
|
4.000%, 03/20/2043 |
|
|
220 |
|
|
|
40 |
|
GNMA, Ser 2013-79, Cl BZ |
|
|
|
|
|
|
|
|
3.000%, 05/20/2043 |
|
|
376 |
|
|
|
302 |
|
GNMA, Ser 2013-99, Cl AX |
|
|
|
|
|
|
|
|
3.000%, 07/20/2043(D) |
|
|
58 |
|
|
|
50 |
|
GNMA, Ser 2014-119, Cl ZK |
|
|
|
|
|
|
|
|
3.500%, 08/16/2044 |
|
|
361 |
|
|
|
300 |
|
GNMA, Ser 2014-122, Cl IP, IO |
|
|
|
|
|
|
|
|
3.500%, 08/16/2029 |
|
|
190 |
|
|
|
9 |
|
GNMA, Ser 2014-133, Cl EP |
|
|
|
|
|
|
|
|
3.500%, 09/20/2044 |
|
|
251 |
|
|
|
214 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2014-144, Cl BI, IO |
|
|
|
|
|
|
|
|
3.000%, 09/16/2029 |
|
$ |
59 |
|
|
$ |
3 |
|
GNMA, Ser 2014-21, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 04/16/2026 |
|
|
143 |
|
|
|
2 |
|
GNMA, Ser 2014-72, Cl ML |
|
|
|
|
|
|
|
|
3.500%, 03/20/2044 |
|
|
310 |
|
|
|
266 |
|
GNMA, Ser 2015-161, Cl GZ |
|
|
|
|
|
|
|
|
3.000%, 11/20/2045 |
|
|
285 |
|
|
|
228 |
|
GNMA, Ser 2015-165, Cl I, IO |
|
|
|
|
|
|
|
|
3.500%, 07/20/2043 |
|
|
315 |
|
|
|
48 |
|
GNMA, Ser 2015-168, Cl MI, IO |
|
|
|
|
|
|
|
|
5.500%, 10/20/2037 |
|
|
286 |
|
|
|
45 |
|
GNMA, Ser 2015-17, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 05/20/2043 |
|
|
301 |
|
|
|
48 |
|
GNMA, Ser 2015-18, Cl IC, IO |
|
|
|
|
|
|
|
|
3.500%, 02/16/2030 |
|
|
149 |
|
|
|
7 |
|
GNMA, Ser 2015-185, Cl GI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/20/2041 |
|
|
119 |
|
|
|
3 |
|
GNMA, Ser 2015-24, Cl CI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/20/2045 |
|
|
132 |
|
|
|
19 |
|
GNMA, Ser 2015-53, Cl IA, IO |
|
|
|
|
|
|
|
|
4.500%, 04/20/2045 |
|
|
280 |
|
|
|
57 |
|
GNMA, Ser 2015-62, Cl CI, IO |
|
|
|
|
|
|
|
|
4.500%, 05/20/2045 |
|
|
142 |
|
|
|
28 |
|
GNMA, Ser 2015-84, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 05/16/2042 |
|
|
222 |
|
|
|
35 |
|
GNMA, Ser 2016-126, Cl KI, IO |
|
|
|
|
|
|
|
|
3.000%, 09/20/2028 |
|
|
146 |
|
|
|
5 |
|
GNMA, Ser 2016-136, Cl A |
|
|
|
|
|
|
|
|
3.000%, 07/20/2044 |
|
|
544 |
|
|
|
454 |
|
GNMA, Ser 2016-136, Cl PJ |
|
|
|
|
|
|
|
|
3.500%, 01/20/2046 |
|
|
363 |
|
|
|
277 |
|
GNMA, Ser 2016-161, Cl GI, IO |
|
|
|
|
|
|
|
|
5.000%, 11/16/2046 |
|
|
114 |
|
|
|
17 |
|
GNMA, Ser 2016-167, Cl AI, IO |
|
|
|
|
|
|
|
|
5.500%, 03/20/2039 |
|
|
229 |
|
|
|
43 |
|
GNMA, Ser 2016-18, Cl TA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2044 |
|
|
219 |
|
|
|
179 |
|
GNMA, Ser 2016-23, Cl CI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2042 |
|
|
401 |
|
|
|
17 |
|
GNMA, Ser 2016-42, Cl EI, IO |
|
|
|
|
|
|
|
|
6.000%, 02/20/2046 |
|
|
230 |
|
|
|
46 |
|
GNMA, Ser 2016-49, Cl PZ |
|
|
|
|
|
|
|
|
3.000%, 11/16/2045 |
|
|
243 |
|
|
|
152 |
|
GNMA, Ser 2016-99, Cl LI, IO |
|
|
|
|
|
|
|
|
4.000%, 05/20/2029 |
|
|
289 |
|
|
|
8 |
|
GNMA, Ser 2017-107, Cl JI, IO |
|
|
|
|
|
|
|
|
4.000%, 03/20/2047 |
|
|
324 |
|
|
|
50 |
|
GNMA, Ser 2017-130, Cl IO, IO |
|
|
|
|
|
|
|
|
4.500%, 02/20/2040 |
|
|
145 |
|
|
|
26 |
|
GNMA, Ser 2017-134, Cl BI, IO |
|
|
|
|
|
|
|
|
5.000%, 09/16/2047 |
|
|
93 |
|
|
|
19 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
GNMA Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2017-134, Cl CG |
|
|
|
|
|
|
|
|
2.500%, 09/20/2047 |
|
$ |
80 |
|
|
$ |
62 |
|
GNMA, Ser 2017-163, Cl YA |
|
|
|
|
|
|
|
|
2.500%, 11/20/2047 |
|
|
225 |
|
|
|
166 |
|
GNMA, Ser 2017-163, Cl BC |
|
|
|
|
|
|
|
|
2.500%, 11/20/2047 |
|
|
231 |
|
|
|
166 |
|
GNMA, Ser 2017-182, Cl LZ |
|
|
|
|
|
|
|
|
3.000%, 12/20/2047 |
|
|
149 |
|
|
|
76 |
|
GNMA, Ser 2017-19, Cl AY |
|
|
|
|
|
|
|
|
3.000%, 02/20/2047 |
|
|
436 |
|
|
|
334 |
|
GNMA, Ser 2017-2, Cl AI, IO |
|
|
|
|
|
|
|
|
5.000%, 01/16/2047 |
|
|
165 |
|
|
|
34 |
|
GNMA, Ser 2017-26, Cl IA, IO |
|
|
|
|
|
|
|
|
5.500%, 02/16/2047 |
|
|
257 |
|
|
|
43 |
|
GNMA, Ser 2018-1, Cl HB |
|
|
|
|
|
|
|
|
2.500%, 01/20/2048 |
|
|
228 |
|
|
|
172 |
|
GNMA, Ser 2018-37, Cl BY |
|
|
|
|
|
|
|
|
3.500%, 03/20/2048 |
|
|
200 |
|
|
|
162 |
|
GNMA, Ser 2018-77, Cl JY |
|
|
|
|
|
|
|
|
3.500%, 06/20/2048 |
|
|
246 |
|
|
|
205 |
|
GNMA, Ser 2019-43, Cl IA, IO |
|
|
|
|
|
|
|
|
4.500%, 05/20/2048 |
|
|
129 |
|
|
|
20 |
|
GNMA, Ser 2020-115, Cl YA |
|
|
|
|
|
|
|
|
1.000%, 08/20/2050 |
|
|
55 |
|
|
|
39 |
|
GNMA, Ser 2020-138, Cl LE |
|
|
|
|
|
|
|
|
1.500%, 09/20/2050 |
|
|
159 |
|
|
|
119 |
|
GNMA, Ser 2020-17, Cl EI, IO |
|
|
|
|
|
|
|
|
5.000%, 02/20/2050 |
|
|
154 |
|
|
|
29 |
|
GNMA, Ser 2020-74, Cl IC, IO |
|
|
|
|
|
|
|
|
3.000%, 05/20/2035 |
|
|
459 |
|
|
|
27 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,413 |
|
Non-Agency Mortgage-Backed Obligations — 0.3% |
|
|
|
|
Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT |
|
|
|
|
|
|
|
|
3.500%, 10/25/2058 |
|
|
187 |
|
|
|
153 |
|
| |
|
|
|
|
|
|
|
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $51,531) ($ Thousands) |
|
|
|
|
|
|
43,566 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
REPURCHASE AGREEMENT(E) — 5.9% |
BNP Paribas |
|
|
|
|
|
|
|
|
5.300%, dated 10/31/2023 to be repurchased on 11/01/2023, repurchase price $2,600,383 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $1,729,617, 3.290% - 5.080%, 07/01/2033 – 10/20/2063; with total market value $2,652,001) |
|
$ |
2,600 |
|
|
$ |
2,600 |
|
Total Repurchase Agreement |
|
|
|
|
|
|
|
|
(Cost $2,600) ($ Thousands) |
|
|
|
|
|
|
2,600 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 104.6% |
|
|
|
|
|
|
|
|
(Cost $54,131) ($ Thousands) |
|
$ |
46,166 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
GNMA Fund (Concluded)
A list of the open futures contracts held by the Fund at October 31, 2023, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation/
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Note |
|
|
10 |
|
|
|
Dec-2023 |
|
|
$ |
2,032 |
|
|
$ |
2,025 |
|
|
$ |
(7 |
) |
U.S. 5-Year Treasury Note |
|
|
4 |
|
|
|
Dec-2023 |
|
|
|
424 |
|
|
|
417 |
|
|
|
(7 |
) |
U.S. 10-Year Treasury Note |
|
|
9 |
|
|
|
Dec-2023 |
|
|
|
964 |
|
|
|
955 |
|
|
|
(9 |
) |
U.S. Ultra Long Treasury Bond |
|
|
1 |
|
|
|
Dec-2023 |
|
|
|
128 |
|
|
|
113 |
|
|
|
(15 |
) |
| |
|
|
|
|
|
|
|
|
|
|
3,548 |
|
|
|
3,510 |
|
|
|
(38 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Long Treasury Bond |
|
|
(3 |
) |
|
|
Dec-2023 |
|
|
$ |
(360 |
) |
|
$ |
(328 |
) |
|
$ |
32 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(1 |
) |
|
|
Dec-2023 |
|
|
|
(115 |
) |
|
|
(109 |
) |
|
|
6 |
|
| |
|
|
|
|
|
|
|
|
|
|
(475 |
) |
|
|
(437 |
) |
|
|
38 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
3,073 |
|
|
$ |
3,073 |
|
|
$ |
– |
|
|
Percentages are based on Net Assets of $44,122 ($ Thousands). |
(A) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) |
Zero coupon security. |
(C) |
No interest rate available. |
(D) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(E) |
Tri-Party Repurchase Agreement. |
See “Glossary” for abbreviations.
Glossary (abbreviations which may be used in the preceding Schedules of Investments):
Portfolio Abbreviations |
ARM — Adjustable Rate Mortgage |
Cl — Class |
CLO — Collateralized Loan Obligation |
DAC — Designated Activity Company |
FHLMC — Federal Home Loan Mortgage Corporation |
FNMA — Federal National Mortgage Association |
GNMA — Government National Mortgage Association |
GO — General Obligation |
IO — Interest Only — face amount represents notional amount |
MTN — Medium Term Note |
PO — Principal Only |
RB — Revenue Bond |
REMIC — Real Estate Mortgage Investment Conduit |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
SOFR30A — Secured Overnight Financing Rate 30-day Average |
SOFRINDX — Secured Overnight Financing Rate Index |
TBA — To Be Announced |
| |