SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES — 38.3% |
Automotive — 22.8% |
|
|
|
|
| |
|
|
|
|
Ally Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 11/15/2026 |
|
$ |
441 |
|
|
$ |
442 |
|
American Credit Acceptance Receivables Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.450%, 09/14/2026 (A) |
|
|
41 |
|
|
|
41 |
|
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
5.890%, 10/13/2026 (A) |
|
|
49 |
|
|
|
49 |
|
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A |
|
|
|
|
|
|
|
|
6.000%, 03/12/2027 (A) |
|
|
100 |
|
|
|
100 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C |
|
|
|
|
|
|
|
|
1.480%, 02/18/2026 |
|
|
321 |
|
|
|
318 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D |
|
|
|
|
|
|
|
|
1.490%, 09/18/2026 |
|
|
500 |
|
|
|
479 |
|
AmeriCredit Automobile Receivables Trust, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
1.010%, 01/19/2027 |
|
|
492 |
|
|
|
464 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.840%, 10/19/2026 |
|
|
228 |
|
|
|
228 |
|
ARI Fleet Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.050%, 07/15/2032 (A) |
|
|
110 |
|
|
|
110 |
|
ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 11/15/2032 (A) |
|
|
135 |
|
|
|
134 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2019-3A, Cl A |
|
|
|
|
|
|
|
|
2.360%, 03/20/2026 (A) |
|
|
385 |
|
|
|
376 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
4.620%, 02/20/2027 (A) |
|
|
615 |
|
|
|
602 |
|
Bank of America Auto Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 05/15/2026 (A) |
|
|
210 |
|
|
|
210 |
|
Bank of America Auto Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.850%, 08/17/2026 (A) |
|
|
220 |
|
|
|
220 |
|
Bayview Opportunity Master Fund VII Trust, Ser 2024-CAR1F, Cl A |
|
|
|
|
|
|
|
|
6.971%, 07/29/2032 (A) |
|
|
441 |
|
|
|
441 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.340%, 07/15/2026 |
|
|
124 |
|
|
|
124 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
6.510%, 11/15/2027 |
|
|
1,180 |
|
|
|
1,188 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.820%, 09/15/2026 |
|
$ |
180 |
|
|
$ |
180 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
5.530%, 01/18/2028 |
|
|
1,060 |
|
|
|
1,058 |
|
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.200%, 05/15/2026 |
|
|
141 |
|
|
|
141 |
|
Carmax Auto Owner Trust, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.340%, 12/15/2025 |
|
|
126 |
|
|
|
124 |
|
Carmax Auto Owner Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.520%, 02/17/2026 |
|
|
152 |
|
|
|
149 |
|
CarMax Auto Owner Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
1.470%, 12/15/2026 |
|
|
1,110 |
|
|
|
1,079 |
|
CarMax Auto Owner Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.230%, 01/15/2026 |
|
|
195 |
|
|
|
195 |
|
CarMax Auto Owner Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.750%, 10/15/2027 |
|
|
300 |
|
|
|
297 |
|
Carmax Auto Owner Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
5.500%, 06/15/2026 |
|
|
560 |
|
|
|
560 |
|
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.720%, 11/16/2026 |
|
|
669 |
|
|
|
669 |
|
CarMax Auto Owner Trust, Ser 2023-4, Cl A2A |
|
|
|
|
|
|
|
|
6.080%, 12/15/2026 |
|
|
400 |
|
|
|
401 |
|
CarMax Auto Owner Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.300%, 03/15/2027 |
|
|
555 |
|
|
|
553 |
|
CarMax Auto Owner Trust, Ser 2024-2, Cl A2A |
|
|
|
|
|
|
|
|
5.650%, 05/17/2027 |
|
|
205 |
|
|
|
205 |
|
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |
|
|
|
|
|
|
|
|
0.700%, 01/10/2028 |
|
|
304 |
|
|
|
291 |
|
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |
|
|
|
|
|
|
|
|
0.750%, 03/10/2028 |
|
|
47 |
|
|
|
44 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |
|
|
|
|
|
|
|
|
0.660%, 06/12/2028 |
|
|
117 |
|
|
|
109 |
|
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A |
|
|
|
|
|
|
|
|
6.410%, 09/10/2027 (A) |
|
|
169 |
|
|
|
170 |
|
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 11/10/2026 (A) |
|
|
67 |
|
|
|
67 |
|
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 01/11/2027 (A) |
|
|
308 |
|
|
|
309 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2 |
|
|
|
|
|
|
|
|
5.770%, 04/12/2027 (A) |
|
$ |
123 |
|
|
$ |
123 |
|
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/12/2027 (A) |
|
|
249 |
|
|
|
249 |
|
Carvana Auto Receivables Trust, Ser 2024-P1, Cl A2 |
|
|
|
|
|
|
|
|
5.500%, 08/10/2027 (A) |
|
|
125 |
|
|
|
125 |
|
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.675%, SOFR30A + 0.344%, 04/15/2033 (A)(B) |
|
|
53 |
|
|
|
52 |
|
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 |
|
|
|
|
|
|
|
|
5.650%, 05/15/2035 (A) |
|
|
305 |
|
|
|
304 |
|
Citizens Auto Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
6.130%, 07/15/2026 (A) |
|
|
438 |
|
|
|
439 |
|
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
6.090%, 10/15/2026 (A) |
|
|
378 |
|
|
|
379 |
|
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.430%, 10/15/2026 (A) |
|
|
310 |
|
|
|
309 |
|
CPS Auto Receivables Trust, Ser 2023-A, Cl A |
|
|
|
|
|
|
|
|
5.540%, 03/16/2026 (A) |
|
|
94 |
|
|
|
94 |
|
CPS Auto Receivables Trust, Ser 2023-B, Cl A |
|
|
|
|
|
|
|
|
5.910%, 08/16/2027 (A) |
|
|
152 |
|
|
|
152 |
|
CPS Auto Receivables Trust, Ser 2023-C, Cl A |
|
|
|
|
|
|
|
|
6.130%, 09/15/2026 (A) |
|
|
67 |
|
|
|
67 |
|
CPS Auto Receivables Trust, Ser 2023-D, Cl A |
|
|
|
|
|
|
|
|
6.400%, 06/15/2027 (A) |
|
|
204 |
|
|
|
204 |
|
CPS Auto Receivables Trust, Ser 2024-A, Cl A |
|
|
|
|
|
|
|
|
5.710%, 09/15/2027 (A) |
|
|
108 |
|
|
|
108 |
|
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
1.000%, 05/15/2030 (A) |
|
|
37 |
|
|
|
37 |
|
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.560%, 12/11/2034 (A) |
|
|
17 |
|
|
|
17 |
|
DT Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.480%, 04/15/2027 (A) |
|
|
168 |
|
|
|
168 |
|
DT Auto Owner Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
5.880%, 04/15/2027 (A) |
|
|
169 |
|
|
|
169 |
|
DT Auto Owner Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.290%, 08/16/2027 (A) |
|
|
182 |
|
|
|
182 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.480%, 05/20/2027 (A) |
|
$ |
42 |
|
|
$ |
42 |
|
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
4.650%, 05/21/2029 (A) |
|
|
350 |
|
|
|
347 |
|
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2 |
|
|
|
|
|
|
|
|
4.380%, 07/20/2029 (A) |
|
|
51 |
|
|
|
50 |
|
Enterprise Fleet Financing LLC, Ser 2022-4, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 10/22/2029 (A) |
|
|
206 |
|
|
|
206 |
|
Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.510%, 01/22/2029 (A) |
|
|
175 |
|
|
|
175 |
|
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.560%, 04/22/2030 (A) |
|
|
377 |
|
|
|
376 |
|
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.400%, 03/20/2030 (A) |
|
|
905 |
|
|
|
914 |
|
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.230%, 03/20/2030 (A) |
|
|
245 |
|
|
|
243 |
|
Enterprise Fleet Financing LLC, Ser 2024-2, Cl A2 |
|
|
|
|
|
|
|
|
5.740%, 12/20/2026 (A) |
|
|
180 |
|
|
|
180 |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.440%, 12/21/2026 (A) |
|
|
3 |
|
|
|
3 |
|
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.600%, 08/17/2026 |
|
|
170 |
|
|
|
170 |
|
Exeter Automobile Receivables Trust, Ser 2023-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 12/15/2025 |
|
|
61 |
|
|
|
61 |
|
Exeter Automobile Receivables Trust, Ser 2024-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.700%, 05/15/2026 |
|
|
240 |
|
|
|
240 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026 (A) |
|
|
48 |
|
|
|
47 |
|
FHF Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
4.430%, 01/18/2028 (A) |
|
|
150 |
|
|
|
148 |
|
Fifth Third Auto Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.800%, 11/16/2026 |
|
|
410 |
|
|
|
411 |
|
First Investors Auto Owner Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
2.030%, 01/15/2027 (A) |
|
|
475 |
|
|
|
469 |
|
First Investors Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.440%, 10/16/2028 (A) |
|
|
413 |
|
|
|
415 |
|
Flagship Credit Auto Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.930%, 06/15/2027 (A) |
|
|
91 |
|
|
|
90 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Flagship Credit Auto Trust, Ser 2021-3, Cl A |
|
|
|
|
|
|
|
|
0.360%, 07/15/2027 (A) |
|
$ |
12 |
|
|
$ |
12 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027 (A) |
|
|
174 |
|
|
|
174 |
|
Flagship Credit Auto Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 07/15/2027 (A) |
|
|
234 |
|
|
|
234 |
|
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.240%, 07/15/2026 |
|
|
310 |
|
|
|
309 |
|
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A |
|
|
|
|
|
|
|
|
3.190%, 07/15/2031 (A) |
|
|
480 |
|
|
|
472 |
|
Ford Credit Auto Owner Trust, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
2.040%, 08/15/2031 (A) |
|
|
1,400 |
|
|
|
1,361 |
|
Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.430%, 10/15/2026 (A) |
|
|
110 |
|
|
|
110 |
|
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 05/15/2028 (A) |
|
|
283 |
|
|
|
283 |
|
GECU Auto Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.950%, 03/15/2027 (A) |
|
|
833 |
|
|
|
834 |
|
GLS Auto Receivables Issuer Trust, Ser 2022-3A, Cl A2 |
|
|
|
|
|
|
|
|
4.590%, 05/15/2026 (A) |
|
|
21 |
|
|
|
21 |
|
GLS Auto Receivables Issuer Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.980%, 08/17/2026 (A) |
|
|
128 |
|
|
|
128 |
|
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.400%, 09/15/2027 (A) |
|
|
930 |
|
|
|
925 |
|
GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.370%, 06/15/2028 (A) |
|
|
271 |
|
|
|
272 |
|
GM Financial Automobile Leasing Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.270%, 06/20/2025 |
|
|
51 |
|
|
|
51 |
|
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
5.440%, 10/20/2025 |
|
|
292 |
|
|
|
291 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.580%, 01/20/2026 |
|
|
236 |
|
|
|
236 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.660%, 02/16/2028 |
|
|
525 |
|
|
|
519 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.740%, 09/16/2026 |
|
|
206 |
|
|
|
206 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
GTE Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.650%, 08/17/2026 (A) |
|
$ |
629 |
|
|
$ |
629 |
|
Harley-Davidson Motorcycle Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.320%, 06/15/2026 |
|
|
312 |
|
|
|
312 |
|
Honda Auto Receivables Owner Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.410%, 04/15/2026 |
|
|
327 |
|
|
|
326 |
|
Huntington Auto Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.500%, 03/15/2027 (A) |
|
|
805 |
|
|
|
804 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.200%, 04/15/2025 (A) |
|
|
68 |
|
|
|
68 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.050%, 01/15/2026 (A) |
|
|
260 |
|
|
|
259 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A2A |
|
|
|
|
|
|
|
|
5.850%, 03/16/2026 (A) |
|
|
714 |
|
|
|
715 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.770%, 05/15/2026 |
|
|
344 |
|
|
|
344 |
|
LAD Auto Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.300%, 08/17/2026 (A) |
|
|
45 |
|
|
|
44 |
|
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
5.210%, 06/15/2027 (A) |
|
|
101 |
|
|
|
100 |
|
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 06/15/2026 (A) |
|
|
185 |
|
|
|
186 |
|
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.440%, 11/16/2026 (A) |
|
|
745 |
|
|
|
743 |
|
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.460%, 06/15/2026 (A) |
|
|
125 |
|
|
|
122 |
|
Lendbuzz Securitization Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
7.500%, 12/15/2028 (A) |
|
|
297 |
|
|
|
300 |
|
Mercedes-Benz Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.090%, 01/15/2026 |
|
|
– |
|
|
|
– |
|
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.800%, 03/15/2027 (A) |
|
|
175 |
|
|
|
170 |
|
Nissan Auto Lease Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.100%, 03/17/2025 |
|
|
– |
|
|
|
– |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.740%, 08/15/2025 |
|
|
131 |
|
|
|
131 |
|
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.110%, 10/15/2026 |
|
|
495 |
|
|
|
492 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Nissan Auto Receivables Owner Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.340%, 02/17/2026 |
|
$ |
156 |
|
|
$ |
156 |
|
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 04/15/2027 (A) |
|
|
521 |
|
|
|
522 |
|
OneMain Direct Auto Receivables Trust, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
3.630%, 09/14/2027 (A) |
|
|
294 |
|
|
|
290 |
|
Prestige Auto Receivables Trust, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
5.550%, 04/15/2027 (A) |
|
|
1,360 |
|
|
|
1,354 |
|
Prestige Auto Receivables Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.240%, 01/15/2027 (A) |
|
|
805 |
|
|
|
806 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |
|
|
|
|
|
|
|
|
5.721%, 08/16/2032 (A) |
|
|
265 |
|
|
|
265 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032 (A) |
|
|
142 |
|
|
|
142 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B |
|
|
|
|
|
|
|
|
6.493%, 06/15/2033 (A) |
|
|
460 |
|
|
|
461 |
|
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C |
|
|
|
|
|
|
|
|
3.760%, 07/16/2029 |
|
|
585 |
|
|
|
566 |
|
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl B |
|
|
|
|
|
|
|
|
4.420%, 11/15/2027 |
|
|
825 |
|
|
|
815 |
|
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3 |
|
|
|
|
|
|
|
|
4.110%, 08/17/2026 |
|
|
89 |
|
|
|
88 |
|
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.080%, 08/17/2026 |
|
|
59 |
|
|
|
59 |
|
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.710%, 02/16/2027 |
|
|
150 |
|
|
|
150 |
|
Santander Drive Auto Receivables Trust, Ser 2024-2, Cl A2 |
|
|
|
|
|
|
|
|
5.800%, 09/15/2027 |
|
|
405 |
|
|
|
405 |
|
Santander Retail Auto Lease Trust, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
1.610%, 01/20/2026 (A) |
|
|
550 |
|
|
|
540 |
|
SBNA Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
6.270%, 04/20/2026 (A) |
|
|
818 |
|
|
|
821 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.390%, 11/20/2026 (A) |
|
|
545 |
|
|
|
543 |
|
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.890%, 03/22/2027 (A) |
|
|
128 |
|
|
|
128 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 06/21/2027 (A) |
|
$ |
190 |
|
|
$ |
189 |
|
Tesla Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.860%, 08/20/2025 (A) |
|
|
148 |
|
|
|
148 |
|
Tesla Auto Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.020%, 09/22/2025 (A) |
|
|
278 |
|
|
|
278 |
|
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.540%, 12/21/2026 (A) |
|
|
500 |
|
|
|
500 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A2A |
|
|
|
|
|
|
|
|
5.600%, 08/17/2026 |
|
|
520 |
|
|
|
520 |
|
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.480%, 08/17/2026 (A) |
|
|
52 |
|
|
|
52 |
|
USAA Auto Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 07/15/2026 (A) |
|
|
195 |
|
|
|
195 |
|
Volkswagen Auto Lease Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 01/20/2026 |
|
|
865 |
|
|
|
866 |
|
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
1.230%, 04/15/2026 (A) |
|
|
275 |
|
|
|
270 |
|
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.510%, 06/15/2026 (A) |
|
|
146 |
|
|
|
146 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 07/15/2026 (A) |
|
|
337 |
|
|
|
337 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.800%, 02/16/2027 (A) |
|
|
715 |
|
|
|
716 |
|
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A |
|
|
|
|
|
|
|
|
5.960%, 10/15/2026 (A) |
|
|
680 |
|
|
|
680 |
|
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 01/15/2027 (A) |
|
|
515 |
|
|
|
517 |
|
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A3 |
|
|
|
|
|
|
|
|
6.240%, 07/15/2027 (A) |
|
|
480 |
|
|
|
484 |
|
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 02/16/2027 (A) |
|
|
1,066 |
|
|
|
1,067 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.800%, 04/18/2038 (A) |
|
|
545 |
|
|
|
545 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.460%, 08/18/2038 (A) |
|
|
420 |
|
|
|
423 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
World Omni Auto Receivables Trust, Ser 2021-C, Cl A3 |
|
|
|
|
|
|
|
|
0.440%, 08/17/2026 |
|
$ |
110 |
|
|
$ |
108 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
253 |
|
|
|
253 |
|
| |
|
|
|
|
|
|
48,480 |
|
| |
|
|
|
|
|
|
|
|
Credit Card — 0.6% |
|
|
|
|
| |
|
|
|
|
Discover Card Execution Note Trust, Ser 2022-A2, Cl A |
|
|
|
|
|
|
|
|
3.320%, 05/15/2027 |
|
|
340 |
|
|
|
332 |
|
Evergreen Credit Card Trust, Ser 2022-CRT1, Cl B |
|
|
|
|
|
|
|
|
5.610%, 07/15/2026 (A) |
|
|
500 |
|
|
|
499 |
|
Master Credit Card Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.530%, 11/21/2025 (A) |
|
|
370 |
|
|
|
369 |
|
| |
|
|
|
|
|
|
1,200 |
|
| |
|
|
|
|
|
|
|
|
Miscellaneous Business Services — 14.9% |
|
|
|
|
| |
|
|
|
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025 (A) |
|
|
16 |
|
|
|
16 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026 (A) |
|
|
32 |
|
|
|
31 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027 (A) |
|
|
20 |
|
|
|
20 |
|
Affirm Asset Securitization Trust, Ser 2023-A, Cl 1A |
|
|
|
|
|
|
|
|
6.610%, 01/18/2028 (A) |
|
|
265 |
|
|
|
266 |
|
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A |
|
|
|
|
|
|
|
|
7.110%, 11/15/2028 (A) |
|
|
371 |
|
|
|
373 |
|
Affirm Asset Securitization Trust, Ser 2024-A, Cl A |
|
|
|
|
|
|
|
|
5.610%, 02/15/2029 (A) |
|
|
115 |
|
|
|
114 |
|
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.750%, 11/20/2026 (A) |
|
|
13 |
|
|
|
13 |
|
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2028 (A) |
|
|
114 |
|
|
|
114 |
|
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.380%, 01/21/2031 (A) |
|
|
655 |
|
|
|
651 |
|
Apidos CLO XII, Ser 2018-12A, Cl AR |
|
|
|
|
|
|
|
|
6.670%, TSFR3M + 1.342%, 04/15/2031 (A)(B) |
|
|
512 |
|
|
|
512 |
|
Apidos CLO XV, Ser 2018-15A, Cl A1RR |
|
|
|
|
|
|
|
|
6.596%, TSFR3M + 1.272%, 04/20/2031 (A)(B) |
|
|
405 |
|
|
|
406 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Apidos CLO XXIV, Ser 2021-24A, Cl A1AL |
|
|
|
|
|
|
|
|
6.536%, TSFR3M + 1.212%, 10/20/2030 (A)(B) |
|
$ |
333 |
|
|
$ |
334 |
|
Aqua Finance Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 07/17/2046 (A) |
|
|
121 |
|
|
|
108 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.230%, 05/15/2026 (A) |
|
|
8 |
|
|
|
8 |
|
Auxilior Term Funding LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.180%, 12/15/2028 (A) |
|
|
190 |
|
|
|
190 |
|
Barings CLO, Ser 2018-3A, Cl A1 |
|
|
|
|
|
|
|
|
6.536%, TSFR3M + 1.212%, 07/20/2029 (A)(B) |
|
|
30 |
|
|
|
30 |
|
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R |
|
|
|
|
|
|
|
|
6.540%, TSFR3M + 1.212%, 10/15/2030 (A)(B) |
|
|
333 |
|
|
|
333 |
|
BHG Securitization Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
1.710%, 02/20/2035 (A) |
|
|
171 |
|
|
|
169 |
|
BHG Securitization Trust, Ser 2022-B, Cl A |
|
|
|
|
|
|
|
|
3.750%, 06/18/2035 (A) |
|
|
11 |
|
|
|
11 |
|
BHG Securitization Trust, Ser 2022-C, Cl A |
|
|
|
|
|
|
|
|
5.320%, 10/17/2035 (A) |
|
|
45 |
|
|
|
45 |
|
BSPRT, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.830%, SOFR30A + 1.500%, 02/15/2037 (A)(B) |
|
|
422 |
|
|
|
420 |
|
Carbone CLO, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.726%, TSFR3M + 1.402%, 01/20/2031 (A)(B) |
|
|
179 |
|
|
|
179 |
|
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.549%, TSFR3M + 1.232%, 04/17/2031 (A)(B) |
|
|
457 |
|
|
|
457 |
|
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
|
|
|
|
|
|
|
|
6.566%, TSFR3M + 1.242%, 07/20/2031 (A)(B) |
|
|
335 |
|
|
|
336 |
|
CCG Receivables Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.300%, 06/14/2027 (A) |
|
|
7 |
|
|
|
7 |
|
CCG Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.820%, 09/16/2030 (A) |
|
|
305 |
|
|
|
305 |
|
CFMT LLC, Ser 2021-AL1, Cl B |
|
|
|
|
|
|
|
|
1.390%, 09/22/2031 (A) |
|
|
162 |
|
|
|
159 |
|
CFMT LLC, Ser 2022-EBO2, Cl A |
|
|
|
|
|
|
|
|
3.169%, 07/25/2054 (A)(B) |
|
|
5 |
|
|
|
4 |
|
CIFC Funding, Ser 2017-1A, Cl ARR |
|
|
|
|
|
|
|
|
6.696%, TSFR3M + 1.372%, 01/22/2031 (A)(B) |
|
|
236 |
|
|
|
236 |
|
CIFC Funding, Ser 2018-2A, Cl A1 |
|
|
|
|
|
|
|
|
6.626%, TSFR3M + 1.302%, 04/20/2031 (A)(B) |
|
|
262 |
|
|
|
262 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CIFC Funding, Ser 2018-3A, Cl AR |
|
|
|
|
|
|
|
|
6.458%, TSFR3M + 1.132%, 04/19/2029 (A)(B) |
|
$ |
161 |
|
|
$ |
161 |
|
CNH Equipment Trust, Ser 2022-B, Cl A2 |
|
|
|
|
|
|
|
|
3.940%, 12/15/2025 |
|
|
17 |
|
|
|
17 |
|
CNH Equipment Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.340%, 09/15/2026 |
|
|
395 |
|
|
|
394 |
|
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.030%, 09/15/2025 |
|
|
323 |
|
|
|
324 |
|
DB Master Finance LLC, Ser 2019-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.021%, 05/20/2049 (A) |
|
|
597 |
|
|
|
573 |
|
Dell Equipment Finance Trust, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
4.030%, 07/22/2027 (A) |
|
|
1 |
|
|
|
1 |
|
Dell Equipment Finance Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.840%, 01/22/2029 (A) |
|
|
483 |
|
|
|
483 |
|
Dell Equipment Finance Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.100%, 04/23/2029 (A) |
|
|
215 |
|
|
|
215 |
|
Dewolf Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
6.510%, TSFR3M + 1.182%, 10/15/2030 (A)(B) |
|
|
505 |
|
|
|
505 |
|
Dext ABS LLC, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.120%, 02/15/2028 (A) |
|
|
53 |
|
|
|
52 |
|
Dext ABS LLC, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
6.560%, 05/15/2034 (A) |
|
|
466 |
|
|
|
467 |
|
DLLAA LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.930%, 07/20/2026 (A) |
|
|
173 |
|
|
|
173 |
|
DLLAD LLC, Ser 2021-1A, Cl A3 |
|
|
|
|
|
|
|
|
0.640%, 09/21/2026 (A) |
|
|
200 |
|
|
|
194 |
|
DLLAD LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.190%, 04/20/2026 (A) |
|
|
214 |
|
|
|
213 |
|
DLLMT LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.780%, 11/20/2025 (A) |
|
|
295 |
|
|
|
295 |
|
DLLST LLC, Ser 2022-1A, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 01/21/2025 (A) |
|
|
95 |
|
|
|
95 |
|
DLLST LLC, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.330%, 01/20/2026 (A) |
|
|
130 |
|
|
|
130 |
|
Dryden 58 Clo, Ser 2018-58A, Cl A1 |
|
|
|
|
|
|
|
|
6.579%, TSFR3M + 1.262%, 07/17/2031 (A)(B) |
|
|
429 |
|
|
|
430 |
|
FCI Funding LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.130%, 04/15/2033 (A) |
|
|
13 |
|
|
|
13 |
|
FirstKey Homes Trust, Ser 2020-SFR2, Cl A |
|
|
|
|
|
|
|
|
1.266%, 10/19/2037 (A) |
|
|
449 |
|
|
|
420 |
|
Goldentree Loan Management US CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.496%, TSFR3M + 1.172%, 11/20/2030 (A)(B) |
|
|
166 |
|
|
|
166 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.510%, 05/20/2030 (A) |
|
$ |
415 |
|
|
$ |
416 |
|
GreatAmerica Leasing Receivables Funding LLC, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 02/16/2026 (A) |
|
|
601 |
|
|
|
600 |
|
GreatAmerica Leasing Receivables Funding LLC, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.320%, 08/17/2026 (A) |
|
|
850 |
|
|
|
846 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (A) |
|
|
57 |
|
|
|
54 |
|
HPEFS Equipment Trust, Ser 2022-3A, Cl A3 |
|
|
|
|
|
|
|
|
5.430%, 08/20/2029 (A) |
|
|
355 |
|
|
|
354 |
|
HPEFS Equipment Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.040%, 01/21/2031 (A) |
|
|
230 |
|
|
|
231 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (A) |
|
|
740 |
|
|
|
735 |
|
John Deere Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.280%, 03/16/2026 |
|
|
175 |
|
|
|
175 |
|
John Deere Owner Trust, Ser 2023-C, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 08/17/2026 |
|
|
825 |
|
|
|
825 |
|
KKR CLO, Ser 2017-11, Cl AR |
|
|
|
|
|
|
|
|
6.770%, TSFR3M + 1.442%, 01/15/2031 (A)(B) |
|
|
230 |
|
|
|
230 |
|
KKR CLO, Ser 2018-21, Cl A |
|
|
|
|
|
|
|
|
6.590%, TSFR3M + 1.262%, 04/15/2031 (A)(B) |
|
|
390 |
|
|
|
390 |
|
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.610%, 07/15/2026 (A) |
|
|
591 |
|
|
|
590 |
|
LCM XXIII, Ser 2020-23A, Cl A1R |
|
|
|
|
|
|
|
|
6.656%, TSFR3M + 1.332%, 10/20/2029 (A)(B) |
|
|
141 |
|
|
|
141 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
6.566%, TSFR3M + 1.242%, 03/20/2030 (A)(B) |
|
|
213 |
|
|
|
214 |
|
M&T Equipment Notes, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 07/15/2030 (A) |
|
|
562 |
|
|
|
562 |
|
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
6.586%, TSFR3M + 1.262%, 07/21/2030 (A)(B) |
|
|
411 |
|
|
|
411 |
|
Madison Park Funding XXX, Ser 2018-30A, Cl A |
|
|
|
|
|
|
|
|
6.340%, TSFR3M + 1.012%, 04/15/2029 (A)(B) |
|
|
644 |
|
|
|
643 |
|
Marlette Funding Trust, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
5.180%, 11/15/2032 (A) |
|
|
17 |
|
|
|
17 |
|
Marlette Funding Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.070%, 04/15/2033 (A) |
|
|
127 |
|
|
|
127 |
|
Marlette Funding Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.040%, 06/15/2033 (A) |
|
|
148 |
|
|
|
148 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Marlette Funding Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.490%, 09/15/2033 (A) |
|
$ |
167 |
|
|
$ |
168 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.669%, TSFR1M + 1.350%, 02/19/2037 (A)(B) |
|
|
387 |
|
|
|
385 |
|
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A4 |
|
|
|
|
|
|
|
|
0.660%, 11/15/2027 (A) |
|
|
250 |
|
|
|
239 |
|
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3 |
|
|
|
|
|
|
|
|
0.560%, 06/13/2028 (A) |
|
|
61 |
|
|
|
59 |
|
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.790%, 11/13/2026 (A) |
|
|
316 |
|
|
|
317 |
|
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.200%, 09/13/2027 (A) |
|
|
995 |
|
|
|
989 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (A) |
|
|
330 |
|
|
|
299 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (A) |
|
|
410 |
|
|
|
355 |
|
Neuberger Berman Loan Advisers CLO, Ser 2021-25A, Cl AR |
|
|
|
|
|
|
|
|
6.519%, TSFR3M + 1.192%, 10/18/2029 (A)(B) |
|
|
754 |
|
|
|
754 |
|
Neuberger Berman Loan Advisers CLO, Ser 2021-26A, Cl AR |
|
|
|
|
|
|
|
|
6.509%, TSFR3M + 1.182%, 10/18/2030 (A)(B) |
|
|
521 |
|
|
|
522 |
|
NYCTL Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.100%, 11/10/2034 (A) |
|
|
78 |
|
|
|
78 |
|
OCP CLO, Ser 2018-5A, Cl A1R |
|
|
|
|
|
|
|
|
6.666%, TSFR3M + 1.342%, 04/26/2031 (A)(B) |
|
|
110 |
|
|
|
110 |
|
Octane Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.440%, 03/20/2029 (A) |
|
|
1,150 |
|
|
|
1,156 |
|
OneMain Financial Issuance Trust, Ser 2018-2A, Cl A |
|
|
|
|
|
|
|
|
3.570%, 03/14/2033 (A) |
|
|
67 |
|
|
|
67 |
|
OZLM VIII, Ser 2021-8A, Cl A1R3 |
|
|
|
|
|
|
|
|
6.559%, TSFR3M + 1.242%, 10/17/2029 (A)(B) |
|
|
125 |
|
|
|
125 |
|
Palmer Square Loan Funding, Ser 2021-4A, Cl A1 |
|
|
|
|
|
|
|
|
6.390%, TSFR3M + 1.062%, 10/15/2029 (A)(B) |
|
|
393 |
|
|
|
393 |
|
PFS Financing, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
0.770%, 08/15/2026 (A) |
|
|
700 |
|
|
|
690 |
|
PFS Financing, Ser 2021-B, Cl B |
|
|
|
|
|
|
|
|
1.090%, 08/15/2026 (A) |
|
|
400 |
|
|
|
394 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
PFS Financing, Ser 2022-C, Cl A |
|
|
|
|
|
|
|
|
3.890%, 05/15/2027 (A) |
|
$ |
475 |
|
|
$ |
466 |
|
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.060%, 07/16/2029 (A) |
|
|
73 |
|
|
|
73 |
|
SCF Equipment Leasing, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.560%, 01/22/2030 (A) |
|
|
420 |
|
|
|
422 |
|
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A |
|
|
|
|
|
|
|
|
5.810%, 05/15/2031 (A) |
|
|
245 |
|
|
|
245 |
|
Symphony CLO XVIII, Ser 2021-18A, Cl X |
|
|
|
|
|
|
|
|
6.338%, TSFR3M + 1.012%, 07/23/2033 (A)(B) |
|
|
37 |
|
|
|
37 |
|
Symphony Static CLO I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.415%, TSFR3M + 1.092%, 10/25/2029 (A)(B) |
|
|
318 |
|
|
|
318 |
|
Vantage Data Centers Issuer LLC, Ser 2019-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.188%, 07/15/2044 (A) |
|
|
286 |
|
|
|
284 |
|
Verizon Master Trust, Ser 2022-4, Cl A |
|
|
|
|
|
|
|
|
3.400%, 11/20/2028 |
|
|
685 |
|
|
|
670 |
|
Verizon Master Trust, Ser 2022-7, Cl A1A |
|
|
|
|
|
|
|
|
5.230%, 11/22/2027 |
|
|
1,325 |
|
|
|
1,322 |
|
VFI ABS LLC, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.270%, 03/26/2029 (A) |
|
|
200 |
|
|
|
200 |
|
Vibrant CLO VI, Ser 2021-6A, Cl AR |
|
|
|
|
|
|
|
|
6.544%, TSFR3M + 1.212%, 06/20/2029 (A)(B) |
|
|
3 |
|
|
|
3 |
|
Voya CLO, Ser 2018-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.555%, TSFR3M + 1.232%, 04/25/2031 (A)(B) |
|
|
305 |
|
|
|
305 |
|
Voya CLO, Ser 2020-2A, Cl A1RR |
|
|
|
|
|
|
|
|
6.599%, TSFR3M + 1.282%, 04/17/2030 (A)(B) |
|
|
194 |
|
|
|
194 |
|
Westlake Flooring Master Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.430%, 02/15/2028 (A) |
|
|
45 |
|
|
|
45 |
|
Westlake Flooring Master Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
6.070%, 02/15/2028 (A) |
|
|
830 |
|
|
|
825 |
|
| |
|
|
|
|
|
|
31,648 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $81,369) ($ Thousands) |
|
|
|
|
|
|
81,328 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 35.0% |
Communication Services — 1.6% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
5.539%, 02/20/2026 |
|
|
300 |
|
|
|
299 |
|
Charter Communications Operating LLC |
|
|
|
|
|
|
|
|
6.150%, 11/10/2026 |
|
|
425 |
|
|
|
426 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
T-Mobile USA |
|
|
|
|
|
|
|
|
3.500%, 04/15/2025 |
|
$ |
1,360 |
|
|
$ |
1,332 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
3.500%, 11/01/2024 |
|
|
1,380 |
|
|
|
1,365 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,422 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 2.7% |
|
|
|
|
AutoZone |
|
|
|
|
|
|
|
|
5.050%, 07/15/2026 |
|
|
450 |
|
|
|
447 |
|
Daimler Truck Finance North America LLC |
|
|
|
|
|
|
|
|
6.103%, SOFRRATE + 0.750%, 12/13/2024 (A)(B) |
|
|
600 |
|
|
|
601 |
|
Ford Motor Credit LLC MTN |
|
|
|
|
|
|
|
|
4.389%, 01/08/2026 |
|
|
1,220 |
|
|
|
1,185 |
|
General Motors |
|
|
|
|
|
|
|
|
6.125%, 10/01/2025 |
|
|
1,065 |
|
|
|
1,069 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.974%, SOFRRATE + 0.620%, 10/15/2024 (B) |
|
|
750 |
|
|
|
751 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.250%, 11/03/2025 (A) |
|
|
250 |
|
|
|
251 |
|
1.000%, 09/17/2024 (A) |
|
|
1,030 |
|
|
|
1,011 |
|
O'Reilly Automotive |
|
|
|
|
|
|
|
|
5.750%, 11/20/2026 |
|
|
210 |
|
|
|
211 |
|
Tapestry |
|
|
|
|
|
|
|
|
7.050%, 11/27/2025 |
|
|
150 |
|
|
|
152 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,678 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.5% |
|
|
|
|
Element Fleet Management |
|
|
|
|
|
|
|
|
5.643%, 03/13/2027 (A) |
|
|
290 |
|
|
|
288 |
|
JDE Peet's |
|
|
|
|
|
|
|
|
0.800%, 09/24/2024 (A) |
|
|
500 |
|
|
|
489 |
|
Kenvue |
|
|
|
|
|
|
|
|
5.500%, 03/22/2025 |
|
|
275 |
|
|
|
275 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,052 |
|
| |
|
|
|
|
|
|
|
|
Energy — 1.4% |
|
|
|
|
Columbia Pipelines Holding LLC |
|
|
|
|
|
|
|
|
6.055%, 08/15/2026 (A) |
|
|
55 |
|
|
|
55 |
|
Devon Energy |
|
|
|
|
|
|
|
|
5.250%, 09/15/2024 |
|
|
770 |
|
|
|
768 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
5.875%, 09/01/2025 |
|
|
375 |
|
|
|
375 |
|
ONEOK |
|
|
|
|
|
|
|
|
5.550%, 11/01/2026 |
|
|
450 |
|
|
|
449 |
|
Ovintiv |
|
|
|
|
|
|
|
|
5.650%, 05/15/2025 |
|
|
400 |
|
|
|
399 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
3.100%, 02/01/2025 |
|
|
400 |
|
|
|
391 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Williams |
|
|
|
|
|
|
|
|
5.400%, 03/02/2026 |
|
$ |
485 |
|
|
$ |
483 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,920 |
|
| |
|
|
|
|
|
|
|
|
Financials — 17.4% |
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B) |
|
|
300 |
|
|
|
303 |
|
American Express |
|
|
|
|
|
|
|
|
4.990%, SOFRRATE + 0.999%, 05/01/2026 (B) |
|
|
275 |
|
|
|
273 |
|
3.950%, 08/01/2025 |
|
|
325 |
|
|
|
318 |
|
3.375%, 05/03/2024 |
|
|
350 |
|
|
|
350 |
|
Ares Capital |
|
|
|
|
|
|
|
|
7.000%, 01/15/2027 |
|
|
250 |
|
|
|
254 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
6.051%, SOFRINDX + 0.700%, 05/24/2024 (A)(B) |
|
|
825 |
|
|
|
825 |
|
5.684%, 02/23/2026 (A) |
|
|
170 |
|
|
|
170 |
|
Banco Santander |
|
|
|
|
|
|
|
|
3.892%, 05/24/2024 |
|
|
400 |
|
|
|
400 |
|
Bank of America |
|
|
|
|
|
|
|
|
5.650%, 08/18/2025 |
|
|
325 |
|
|
|
326 |
|
5.080%, SOFRRATE + 1.290%, 01/20/2027 (B) |
|
|
275 |
|
|
|
272 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
1.319%, SOFRRATE + 1.150%, 06/19/2026 (B) |
|
|
1,615 |
|
|
|
1,535 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
5.974%, SOFRINDX + 0.620%, 09/15/2026 (B) |
|
|
675 |
|
|
|
674 |
|
5.673%, SOFRINDX + 0.320%, 07/09/2024 (B) |
|
|
325 |
|
|
|
325 |
|
Banque Federative du Credit Mutuel |
|
|
|
|
|
|
|
|
4.935%, 01/26/2026 (A) |
|
|
350 |
|
|
|
346 |
|
4.524%, 07/13/2025 (A) |
|
|
250 |
|
|
|
246 |
|
Barclays PLC |
|
|
|
|
|
|
|
|
2.852%, SOFRRATE + 2.714%, 05/07/2026 (B) |
|
|
235 |
|
|
|
228 |
|
BPCE |
|
|
|
|
|
|
|
|
5.203%, 01/18/2027 (A) |
|
|
300 |
|
|
|
297 |
|
5.029%, 01/15/2025 (A) |
|
|
345 |
|
|
|
344 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
4.985%, SOFRRATE + 2.160%, 07/24/2026 (B) |
|
|
250 |
|
|
|
247 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
5.875%, 08/24/2026 |
|
|
375 |
|
|
|
378 |
|
Citigroup |
|
|
|
|
|
|
|
|
6.049%, SOFRRATE + 0.694%, 01/25/2026 (B) |
|
|
350 |
|
|
|
351 |
|
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B) |
|
|
1,395 |
|
|
|
1,392 |
|
0.000%, 05/01/2025 (B)(C) |
|
|
250 |
|
|
|
250 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Citizens Bank |
|
|
|
|
|
|
|
|
5.284%, SOFRRATE + 1.020%, 01/26/2026 (B) |
|
$ |
250 |
|
|
$ |
247 |
|
4.119%, SOFRRATE + 1.395%, 05/23/2025 (B) |
|
|
250 |
|
|
|
249 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
5.883%, SOFRRATE + 0.520%, 06/15/2026 (A)(B) |
|
|
425 |
|
|
|
425 |
|
Cooperatieve Rabobank UA MTN |
|
|
|
|
|
|
|
|
5.500%, 07/18/2025 |
|
|
250 |
|
|
|
250 |
|
Corebridge Financial |
|
|
|
|
|
|
|
|
3.500%, 04/04/2025 |
|
|
230 |
|
|
|
225 |
|
Corebridge Global Funding |
|
|
|
|
|
|
|
|
5.750%, 07/02/2026 (A) |
|
|
180 |
|
|
|
179 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
5.589%, 07/05/2026 (A) |
|
|
420 |
|
|
|
420 |
|
Credit Suisse NY |
|
|
|
|
|
|
|
|
4.750%, 08/09/2024 |
|
|
250 |
|
|
|
249 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B) |
|
|
350 |
|
|
|
350 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(B) |
|
|
305 |
|
|
|
306 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.568%, SOFRRATE + 1.219%, 11/16/2027 (B) |
|
|
550 |
|
|
|
545 |
|
Equitable Financial Life Global Funding |
|
|
|
|
|
|
|
|
5.500%, 12/02/2025 (A) |
|
|
300 |
|
|
|
298 |
|
Fifth Third Bank |
|
|
|
|
|
|
|
|
5.852%, SOFRINDX + 1.230%, 10/27/2025 (B) |
|
|
470 |
|
|
|
469 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
5.853%, SOFRRATE + 0.500%, 09/10/2024 (B) |
|
|
250 |
|
|
|
250 |
|
5.798%, SOFRRATE + 1.075%, 08/10/2026 (B) |
|
|
1,535 |
|
|
|
1,534 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
7.336%, SOFRRATE + 3.030%, 11/03/2026 (B) |
|
|
300 |
|
|
|
307 |
|
Huntington National Bank |
|
|
|
|
|
|
|
|
4.008%, SOFRRATE + 1.205%, 05/16/2025 (B) |
|
|
250 |
|
|
|
250 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
5.934%, SOFRRATE + 0.580%, 06/23/2025 (B) |
|
|
325 |
|
|
|
325 |
|
5.888%, SOFRRATE + 0.535%, 06/01/2025 (B) |
|
|
400 |
|
|
|
400 |
|
4.080%, SOFRRATE + 1.320%, 04/26/2026 (B) |
|
|
1,605 |
|
|
|
1,578 |
|
KeyBank |
|
|
|
|
|
|
|
|
5.674%, SOFRINDX + 0.320%, 06/14/2024 (B) |
|
|
400 |
|
|
|
400 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
5.462%, H15T1Y + 1.375%, 01/05/2028 (B) |
|
$ |
200 |
|
|
$ |
198 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
6.080%, SOFRRATE + 0.710%, 10/14/2025 (A)(B) |
|
|
425 |
|
|
|
425 |
|
Manufacturers & Traders Trust |
|
|
|
|
|
|
|
|
5.400%, 11/21/2025 |
|
|
300 |
|
|
|
296 |
|
4.650%, 01/27/2026 |
|
|
460 |
|
|
|
448 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
4.788%, H15T1Y + 1.700%, 07/18/2025 (B) |
|
|
325 |
|
|
|
324 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.050%, SOFRRATE + 1.295%, 01/28/2027 (B) |
|
|
275 |
|
|
|
272 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
4.679%, SOFRRATE + 1.669%, 07/17/2026 (B) |
|
|
1,610 |
|
|
|
1,589 |
|
Morgan Stanley Bank |
|
|
|
|
|
|
|
|
5.479%, 07/16/2025 |
|
|
375 |
|
|
|
375 |
|
4.754%, 04/21/2026 |
|
|
250 |
|
|
|
247 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
0.750%, 08/06/2024 |
|
|
325 |
|
|
|
321 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
6.557%, SOFRRATE + 1.910%, 10/18/2027 (A)(B) |
|
|
250 |
|
|
|
254 |
|
NatWest Markets PLC |
|
|
|
|
|
|
|
|
5.879%, SOFRRATE + 0.530%, 08/12/2024 (A)(B) |
|
|
490 |
|
|
|
490 |
|
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
5.500%, 08/28/2026 (A) |
|
|
250 |
|
|
|
250 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.615%, SOFRINDX + 1.730%, 10/20/2027 (B) |
|
|
175 |
|
|
|
179 |
|
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B) |
|
|
200 |
|
|
|
200 |
|
5.671%, SOFRINDX + 1.090%, 10/28/2025 (B) |
|
|
425 |
|
|
|
425 |
|
5.300%, SOFRRATE + 1.342%, 01/21/2028 (B) |
|
|
90 |
|
|
|
89 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
5.000%, 01/16/2027 (A) |
|
|
235 |
|
|
|
233 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
4.784%, 12/12/2025 (A) |
|
|
1,030 |
|
|
|
1,018 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
5.200%, 07/20/2026 |
|
|
250 |
|
|
|
249 |
|
Societe Generale |
|
|
|
|
|
|
|
|
6.404%, SOFRRATE + 1.050%, 01/21/2026 (A)(B) |
|
|
425 |
|
|
|
426 |
|
4.351%, 06/13/2025 (A) |
|
|
500 |
|
|
|
493 |
|
Standard Chartered PLC |
|
|
|
|
|
|
|
|
7.776%, H15T1Y + 3.100%, 11/16/2025 (A)(B) |
|
|
300 |
|
|
|
302 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.170%, H15T1Y + 2.050%, 01/09/2027 (A)(B) |
|
$ |
350 |
|
|
$ |
351 |
|
Sumitomo Mitsui Trust Bank MTN |
|
|
|
|
|
|
|
|
5.803%, SOFRRATE + 0.440%, 09/16/2024 (A)(B) |
|
|
500 |
|
|
|
500 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
3.815%, 07/25/2025 (A) |
|
|
1,215 |
|
|
|
1,190 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
5.943%, SOFRRATE + 0.590%, 09/10/2026 (B) |
|
|
425 |
|
|
|
425 |
|
5.703%, SOFRRATE + 0.350%, 09/10/2024 (B) |
|
|
500 |
|
|
|
500 |
|
3.766%, 06/06/2025 |
|
|
1,020 |
|
|
|
1,000 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
5.753%, SOFRRATE + 0.400%, 06/09/2025 (B) |
|
|
400 |
|
|
|
399 |
|
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B) |
|
|
710 |
|
|
|
697 |
|
UBS |
|
|
|
|
|
|
|
|
0.700%, 08/09/2024 (A) |
|
|
400 |
|
|
|
394 |
|
US Bank |
|
|
|
|
|
|
|
|
2.050%, 01/21/2025 |
|
|
995 |
|
|
|
970 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
2.406%, TSFR3M + 1.087%, 10/30/2025 (B) |
|
|
1,410 |
|
|
|
1,386 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.550%, 08/01/2025 |
|
|
325 |
|
|
|
325 |
|
4.811%, 01/15/2026 |
|
|
350 |
|
|
|
346 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
36,946 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 4.1% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
2.600%, 11/21/2024 |
|
|
1,335 |
|
|
|
1,314 |
|
Amgen |
|
|
|
|
|
|
|
|
5.250%, 03/02/2025 |
|
|
275 |
|
|
|
274 |
|
Baxter International |
|
|
|
|
|
|
|
|
5.791%, SOFRINDX + 0.440%, 11/29/2024 (B) |
|
|
425 |
|
|
|
425 |
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
6.125%, 11/21/2026 (A) |
|
|
200 |
|
|
|
200 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
4.950%, 02/20/2026 |
|
|
300 |
|
|
|
298 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
2.760%, 10/01/2024 |
|
|
1,065 |
|
|
|
1,052 |
|
CVS Health |
|
|
|
|
|
|
|
|
5.000%, 02/20/2026 |
|
|
275 |
|
|
|
272 |
|
GE HealthCare Technologies |
|
|
|
|
|
|
|
|
5.550%, 11/15/2024 |
|
|
1,660 |
|
|
|
1,657 |
|
HCA |
|
|
|
|
|
|
|
|
5.250%, 04/15/2025 |
|
|
1,075 |
|
|
|
1,069 |
|
Humana |
|
|
|
|
|
|
|
|
5.700%, 03/13/2026 |
|
|
275 |
|
|
|
275 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Illumina |
|
|
|
|
|
|
|
|
5.800%, 12/12/2025 |
|
$ |
300 |
|
|
$ |
300 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
4.650%, 05/19/2025 |
|
|
1,280 |
|
|
|
1,270 |
|
Solventum |
|
|
|
|
|
|
|
|
5.450%, 02/25/2027 (A) |
|
|
225 |
|
|
|
223 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,629 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 1.5% |
|
|
|
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
6.100%, 01/15/2027 |
|
|
250 |
|
|
|
252 |
|
1.650%, 10/29/2024 |
|
|
1,655 |
|
|
|
1,620 |
|
Carrier Global |
|
|
|
|
|
|
|
|
5.800%, 11/30/2025 |
|
|
260 |
|
|
|
261 |
|
DAE Funding LLC MTN |
|
|
|
|
|
|
|
|
1.550%, 08/01/2024 (A) |
|
|
450 |
|
|
|
444 |
|
Penske Truck Leasing LP |
|
|
|
|
|
|
|
|
5.750%, 05/24/2026 (A) |
|
|
250 |
|
|
|
250 |
|
Sodexo |
|
|
|
|
|
|
|
|
1.634%, 04/16/2026 (A) |
|
|
500 |
|
|
|
462 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,289 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 2.1% |
|
|
|
|
Cisco Systems |
|
|
|
|
|
|
|
|
4.900%, 02/26/2026 |
|
|
1,025 |
|
|
|
1,020 |
|
Hewlett Packard Enterprise |
|
|
|
|
|
|
|
|
5.900%, 10/01/2024 |
|
|
1,225 |
|
|
|
1,225 |
|
Sprint LLC |
|
|
|
|
|
|
|
|
7.125%, 06/15/2024 |
|
|
375 |
|
|
|
375 |
|
TD SYNNEX |
|
|
|
|
|
|
|
|
1.250%, 08/09/2024 |
|
|
650 |
|
|
|
641 |
|
VMware |
|
|
|
|
|
|
|
|
1.000%, 08/15/2024 |
|
|
1,155 |
|
|
|
1,139 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,400 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.6% |
|
|
|
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
1.230%, 10/01/2025 (A) |
|
|
375 |
|
|
|
351 |
|
Newmont |
|
|
|
|
|
|
|
|
5.300%, 03/15/2026 (A) |
|
|
560 |
|
|
|
556 |
|
Nutrien |
|
|
|
|
|
|
|
|
5.900%, 11/07/2024 |
|
|
175 |
|
|
|
175 |
|
Sherwin-Williams |
|
|
|
|
|
|
|
|
4.050%, 08/08/2024 |
|
|
250 |
|
|
|
249 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,331 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 3.1% |
|
|
|
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
350 |
|
|
|
349 |
|
CenterPoint Energy |
|
|
|
|
|
|
|
|
5.999%, SOFRINDX + 0.650%, 05/13/2024 (B) |
|
|
163 |
|
|
|
163 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumers 2023 Securitization Funding LLC |
|
|
|
|
|
|
|
|
5.550%, 03/01/2028 |
|
$ |
225 |
|
|
$ |
224 |
|
Edison International |
|
|
|
|
|
|
|
|
3.550%, 11/15/2024 |
|
|
275 |
|
|
|
272 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
5.655%, SOFRRATE + 0.300%, 06/28/2024 (B) |
|
|
350 |
|
|
|
350 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.051%, 03/01/2025 |
|
|
200 |
|
|
|
200 |
|
5.749%, 09/01/2025 |
|
|
225 |
|
|
|
225 |
|
4.255%, 09/01/2024 |
|
|
1,300 |
|
|
|
1,293 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
2.750%, 06/01/2024 |
|
|
1,065 |
|
|
|
1,062 |
|
Sempra |
|
|
|
|
|
|
|
|
5.400%, 08/01/2026 |
|
|
370 |
|
|
|
368 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
5.350%, 03/01/2026 |
|
|
1,315 |
|
|
|
1,310 |
|
Spire |
|
|
|
|
|
|
|
|
5.300%, 03/01/2026 |
|
|
400 |
|
|
|
397 |
|
Tampa Electric |
|
|
|
|
|
|
|
|
3.875%, 07/12/2024 |
|
|
325 |
|
|
|
324 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,537 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $74,416) ($ Thousands) |
|
|
|
|
|
|
74,204 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 12.2% |
Agency Mortgage-Backed Obligations — 1.0% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
5.654%, H15T1Y + 2.128%, 02/01/2030(B) |
|
|
2 |
|
|
|
2 |
|
3.000%, 03/01/2030 |
|
|
60 |
|
|
|
57 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KVAD, Cl A |
|
|
|
|
|
|
|
|
3.116%, 07/25/2025 |
|
|
300 |
|
|
|
291 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KW07, Cl A1 |
|
|
|
|
|
|
|
|
3.600%, 07/25/2028 |
|
|
– |
|
|
|
– |
|
FHLMC REMIC, Ser 2011-3786, Cl ED |
|
|
|
|
|
|
|
|
4.000%, 09/15/2039 |
|
|
354 |
|
|
|
348 |
|
FHLMC REMIC, Ser 2013-4272, Cl YG |
|
|
|
|
|
|
|
|
2.000%, 11/15/2026 |
|
|
2 |
|
|
|
2 |
|
FHLMC REMIC, Ser 2014-4379, Cl CB |
|
|
|
|
|
|
|
|
2.250%, 04/15/2033 |
|
|
102 |
|
|
|
99 |
|
FNMA |
|
|
|
|
|
|
|
|
6.465%, H15T1Y + 2.215%, 01/01/2029(B) |
|
|
2 |
|
|
|
2 |
|
6.116%, RFUCCT6M + 1.958%, 09/01/2024(B) |
|
|
– |
|
|
|
– |
|
6.000%, 01/01/2027 |
|
|
2 |
|
|
|
2 |
|
5.000%, 07/01/2024 |
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
3.500%, 08/01/2030 to 08/01/2032 |
|
$ |
266 |
|
|
$ |
253 |
|
3.000%, 10/01/2030 to 12/01/2030 |
|
|
392 |
|
|
|
370 |
|
2.885%, 01/01/2025 |
|
|
90 |
|
|
|
88 |
|
FNMA REMIC, Ser 2001-33, Cl FA |
|
|
|
|
|
|
|
|
5.895%, SOFR30A + 0.564%, 07/25/2031(B) |
|
|
2 |
|
|
|
2 |
|
FNMA REMIC, Ser 2002-64, Cl FG |
|
|
|
|
|
|
|
|
5.695%, SOFR30A + 0.364%, 10/18/2032(B) |
|
|
– |
|
|
|
– |
|
FNMA REMIC, Ser 2012-137, Cl UE |
|
|
|
|
|
|
|
|
1.750%, 09/25/2041 |
|
|
85 |
|
|
|
78 |
|
FNMA REMIC, Ser 2012-63, Cl MA |
|
|
|
|
|
|
|
|
4.000%, 06/25/2040 |
|
|
122 |
|
|
|
120 |
|
FNMA REMIC, Ser 2013-97, Cl KA |
|
|
|
|
|
|
|
|
3.000%, 11/25/2031 |
|
|
2 |
|
|
|
2 |
|
FNMA, Ser 2014-M8, Cl A2 |
|
|
|
|
|
|
|
|
3.056%, 06/25/2024(B) |
|
|
207 |
|
|
|
207 |
|
FNMA, Ser 2017-M13, Cl FA |
|
|
|
|
|
|
|
|
5.833%, SOFR30A + 0.514%, 10/25/2024(B) |
|
|
22 |
|
|
|
21 |
|
FNMA, Ser M13, Cl A2 |
|
|
|
|
|
|
|
|
2.789%, 06/25/2025(B) |
|
|
200 |
|
|
|
194 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,138 |
|
Non-Agency Mortgage-Backed Obligations — 11.2% |
|
|
|
|
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |
|
|
|
|
|
|
|
|
4.999%, TSFR1M + 0.794%, 01/25/2035(B) |
|
|
18 |
|
|
|
18 |
|
Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.466%, 12/25/2059(A)(B) |
|
|
23 |
|
|
|
22 |
|
Angel Oak Mortgage Trust LLC, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(A)(B) |
|
|
118 |
|
|
|
108 |
|
Angel Oak Mortgage Trust LLC, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.691%, 04/25/2065(A)(B) |
|
|
136 |
|
|
|
124 |
|
Angel Oak Mortgage Trust LLC, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.469%, 06/25/2065(A)(B) |
|
|
72 |
|
|
|
67 |
|
Angel Oak Mortgage Trust LLC, Ser 2020-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.990%, 04/25/2053(A)(B) |
|
|
54 |
|
|
|
50 |
|
Angel Oak Mortgage Trust LLC, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.909%, 01/25/2066(A)(B) |
|
|
212 |
|
|
|
176 |
|
Angel Oak Mortgage Trust LLC, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.068%, 05/25/2066(A)(B) |
|
|
197 |
|
|
|
163 |
|
Angel Oak Mortgage Trust LLC, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
0.951%, 07/25/2066(A)(B) |
|
|
354 |
|
|
|
293 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.962%, 10/25/2048(A)(B) |
|
$ |
80 |
|
|
$ |
73 |
|
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2 |
|
|
|
|
|
|
|
|
5.091%, 07/25/2035(B) |
|
|
19 |
|
|
|
18 |
|
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1 |
|
|
|
|
|
|
|
|
5.209%, 11/25/2035(B) |
|
|
3 |
|
|
|
3 |
|
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1 |
|
|
|
|
|
|
|
|
0.601%, 10/15/2053 |
|
|
100 |
|
|
|
99 |
|
Bear Stearns ARM Trust, Ser 2005-3, Cl 2A1 |
|
|
|
|
|
|
|
|
5.048%, 06/25/2035(B) |
|
|
10 |
|
|
|
9 |
|
Bear Stearns ARM Trust, Ser 2005-6, Cl 3A1 |
|
|
|
|
|
|
|
|
5.852%, 08/25/2035(B) |
|
|
24 |
|
|
|
22 |
|
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |
|
|
|
|
|
|
|
|
2.211%, 03/15/2053 |
|
|
320 |
|
|
|
296 |
|
BMO MORTGAGE TRUST, Ser C3, Cl A1 |
|
|
|
|
|
|
|
|
5.429%, 09/15/2054(B) |
|
|
342 |
|
|
|
338 |
|
BPR Trust, Ser 2021-TY, Cl A |
|
|
|
|
|
|
|
|
6.486%, TSFR1M + 1.164%, 09/15/2038(A)(B) |
|
|
960 |
|
|
|
953 |
|
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.449%, 05/25/2060(A)(B) |
|
|
50 |
|
|
|
47 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 02/25/2049(A)(B) |
|
|
97 |
|
|
|
84 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
0.970%, 03/25/2060(A)(B) |
|
|
71 |
|
|
|
65 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.699%, 04/25/2060(A)(B) |
|
|
169 |
|
|
|
154 |
|
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
1.724%, 02/25/2055(A)(B) |
|
|
49 |
|
|
|
47 |
|
BWAY Mortgage Trust, Ser 2015-1515, Cl A1 |
|
|
|
|
|
|
|
|
2.809%, 03/10/2033(A) |
|
|
59 |
|
|
|
58 |
|
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl B |
|
|
|
|
|
|
|
|
6.306%, TSFR1M + 0.984%, 06/15/2038(A)(B) |
|
|
552 |
|
|
|
546 |
|
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
|
|
|
|
|
|
|
|
6.088%, TSFR1M + 0.767%, 05/15/2038(A)(B) |
|
|
249 |
|
|
|
247 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
6.136%, TSFR1M + 0.814%, 09/15/2036(A)(B) |
|
|
275 |
|
|
|
272 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Trust, Ser 2021-LGCY, Cl A |
|
|
|
|
|
|
|
|
5.942%, TSFR1M + 0.620%, 10/15/2036(A)(B) |
|
$ |
600 |
|
|
$ |
591 |
|
BX Trust, Ser 2022-LBA6, Cl A |
|
|
|
|
|
|
|
|
6.321%, TSFR1M + 1.000%, 01/15/2039(A)(B) |
|
|
375 |
|
|
|
372 |
|
BX, Ser 2021-MFM1, Cl B |
|
|
|
|
|
|
|
|
6.386%, TSFR1M + 1.064%, 01/15/2034(A)(B) |
|
|
421 |
|
|
|
418 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |
|
|
|
|
|
|
|
|
3.367%, 06/15/2050 |
|
|
347 |
|
|
|
337 |
|
Chase Mortgage Finance, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
6.530%, SOFR30A + 1.200%, 02/25/2050(A)(B) |
|
|
239 |
|
|
|
233 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB |
|
|
|
|
|
|
|
|
3.431%, 06/10/2048 |
|
|
– |
|
|
|
– |
|
Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB |
|
|
|
|
|
|
|
|
3.470%, 09/15/2048 |
|
|
128 |
|
|
|
127 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB |
|
|
|
|
|
|
|
|
3.127%, 04/15/2049 |
|
|
238 |
|
|
|
234 |
|
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A |
|
|
|
|
|
|
|
|
4.638%, 09/25/2034(B) |
|
|
6 |
|
|
|
5 |
|
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
5.490%, 03/25/2036(B) |
|
|
33 |
|
|
|
24 |
|
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 |
|
|
|
|
|
|
|
|
2.900%, 02/25/2058(A)(B) |
|
|
83 |
|
|
|
79 |
|
CML Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1 |
|
|
|
|
|
|
|
|
5.971%, TSFR1M + 0.654%, 02/25/2035(B) |
|
|
4 |
|
|
|
3 |
|
COLT Funding LLC, Ser 2021-3R, Cl A1 |
|
|
|
|
|
|
|
|
1.051%, 12/25/2064(A)(B) |
|
|
114 |
|
|
|
98 |
|
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |
|
|
|
|
|
|
|
|
1.325%, 10/26/2065(A)(B) |
|
|
83 |
|
|
|
73 |
|
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.506%, 04/27/2065(A)(B) |
|
|
29 |
|
|
|
27 |
|
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.910%, 06/25/2066(A)(B) |
|
|
169 |
|
|
|
136 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(A)(B) |
|
|
241 |
|
|
|
191 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |
|
|
|
|
|
|
|
|
0.798%, 07/27/2054(A) |
|
$ |
70 |
|
|
$ |
60 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(A)(B) |
|
|
429 |
|
|
|
345 |
|
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |
|
|
|
|
|
|
|
|
1.110%, 10/25/2066(A)(B) |
|
|
403 |
|
|
|
329 |
|
CSAIL Commercial Mortgage Trust, Ser C14, Cl ASB |
|
|
|
|
|
|
|
|
4.359%, 11/15/2051(B) |
|
|
592 |
|
|
|
577 |
|
CSMC Trust, Ser 2019-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
3.573%, 07/25/2049(A)(D) |
|
|
271 |
|
|
|
247 |
|
CSMC Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
0.830%, 03/25/2056(A)(B) |
|
|
188 |
|
|
|
148 |
|
CSMC Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.015%, 04/25/2066(A)(B) |
|
|
294 |
|
|
|
241 |
|
CSMC Trust, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2066(A)(B) |
|
|
319 |
|
|
|
256 |
|
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.715%, 05/25/2065(A)(B) |
|
|
47 |
|
|
|
44 |
|
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.899%, 04/25/2066(A)(B) |
|
|
69 |
|
|
|
58 |
|
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
2.739%, 11/25/2059(A)(B) |
|
|
18 |
|
|
|
17 |
|
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.178%, 10/25/2065(A)(B) |
|
|
34 |
|
|
|
31 |
|
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.797%, 02/25/2066(A)(B) |
|
|
39 |
|
|
|
32 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(A)(B) |
|
|
127 |
|
|
|
100 |
|
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |
|
|
|
|
|
|
|
|
6.137%, TSFR1M + 0.815%, 11/15/2038(A)(B) |
|
|
529 |
|
|
|
524 |
|
Extended Stay America Trust, Ser 2021-ESH, Cl B |
|
|
|
|
|
|
|
|
6.816%, TSFR1M + 1.494%, 07/15/2038(A)(B) |
|
|
229 |
|
|
|
228 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |
|
|
|
|
|
|
|
|
11.345%, SOFR30A + 6.014%, 10/25/2028(B) |
|
|
163 |
|
|
|
171 |
|
FREMF Mortgage Trust, Ser 2015-K49, Cl B |
|
|
|
|
|
|
|
|
3.848%, 10/25/2048(A)(B) |
|
|
300 |
|
|
|
291 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GCAT Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.555%, 04/25/2065(A)(D) |
|
$ |
54 |
|
|
$ |
49 |
|
GCAT Trust, Ser 2021-CM1, Cl A |
|
|
|
|
|
|
|
|
2.469%, 04/25/2065(A)(B) |
|
|
201 |
|
|
|
184 |
|
GCAT Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.874%, 01/25/2066(A)(B) |
|
|
97 |
|
|
|
80 |
|
GCAT Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.091%, 05/25/2066(A)(B) |
|
|
195 |
|
|
|
159 |
|
GCAT Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
1.262%, 07/25/2066(A)(B) |
|
|
605 |
|
|
|
471 |
|
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1 |
|
|
|
|
|
|
|
|
3.643%, 11/19/2035(B) |
|
|
63 |
|
|
|
51 |
|
GS Mortgage Securities Trust, Ser 2015-GS1, Cl AAB |
|
|
|
|
|
|
|
|
3.553%, 11/10/2048 |
|
|
38 |
|
|
|
38 |
|
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB |
|
|
|
|
|
|
|
|
2.777%, 10/10/2049 |
|
|
111 |
|
|
|
108 |
|
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1 |
|
|
|
|
|
|
|
|
5.337%, 07/25/2035(B) |
|
|
68 |
|
|
|
36 |
|
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
4.365%, 05/25/2037(B) |
|
|
56 |
|
|
|
31 |
|
Impac CMB Trust, Ser 2004-9, Cl 1A1 |
|
|
|
|
|
|
|
|
6.191%, TSFR1M + 0.874%, 01/25/2035(B) |
|
|
10 |
|
|
|
9 |
|
Impac CMB Trust, Ser 2005-2, Cl 1A1 |
|
|
|
|
|
|
|
|
5.951%, TSFR1M + 0.634%, 04/25/2035(B) |
|
|
12 |
|
|
|
12 |
|
Impac CMB Trust, Ser 2005-3, Cl A1 |
|
|
|
|
|
|
|
|
5.911%, TSFR1M + 0.594%, 08/25/2035(B) |
|
|
15 |
|
|
|
13 |
|
Impac CMB Trust, Ser 2005-5, Cl A1 |
|
|
|
|
|
|
|
|
6.071%, TSFR1M + 0.434%, 08/25/2035(B) |
|
|
10 |
|
|
|
9 |
|
Impac CMB Trust, Ser 2005-8, Cl 1A |
|
|
|
|
|
|
|
|
5.951%, TSFR1M + 0.634%, 02/25/2036(B) |
|
|
31 |
|
|
|
28 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.071%, 06/25/2056(A)(B) |
|
|
254 |
|
|
|
214 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.073%, 09/25/2056(A)(B) |
|
|
193 |
|
|
|
154 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.595%, 11/25/2056(A)(B) |
|
|
200 |
|
|
|
166 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C26, Cl ASB |
|
|
|
|
|
|
|
|
3.288%, 01/15/2048 |
|
|
36 |
|
|
|
36 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB |
|
|
|
|
|
|
|
|
3.540%, 08/15/2048 |
|
$ |
51 |
|
|
$ |
50 |
|
JPMorgan Chase Bank, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
6.630%, SOFR30A + 1.300%, 03/25/2051(A)(B) |
|
|
374 |
|
|
|
371 |
|
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1 |
|
|
|
|
|
|
|
|
5.039%, 08/25/2035(B) |
|
|
11 |
|
|
|
9 |
|
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1 |
|
|
|
|
|
|
|
|
4.617%, 05/25/2037(B) |
|
|
27 |
|
|
|
22 |
|
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1 |
|
|
|
|
|
|
|
|
2.738%, 10/25/2029(A)(B) |
|
|
636 |
|
|
|
604 |
|
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |
|
|
|
|
|
|
|
|
6.181%, TSFR1M + 0.864%, 04/25/2046(A)(B) |
|
|
71 |
|
|
|
69 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(A) |
|
|
273 |
|
|
|
273 |
|
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-3, Cl 2A1 |
|
|
|
|
|
|
|
|
4.074%, 06/25/2037(B) |
|
|
33 |
|
|
|
20 |
|
Metlife Securitization Trust, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
3.000%, 04/25/2055(A)(B) |
|
|
48 |
|
|
|
44 |
|
MFA Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.479%, 03/25/2065(A)(B) |
|
|
41 |
|
|
|
38 |
|
MFA Trust, Ser 2020-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.014%, 01/26/2065(A)(B) |
|
|
55 |
|
|
|
49 |
|
MFA Trust, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
0.852%, 01/25/2056(A)(B) |
|
|
84 |
|
|
|
78 |
|
MFA Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 04/25/2065(A)(B) |
|
|
113 |
|
|
|
102 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(A)(B) |
|
|
155 |
|
|
|
132 |
|
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
6.536%, TSFR1M + 1.215%, 04/15/2038(A)(B) |
|
|
562 |
|
|
|
559 |
|
MHP, Ser 2021-STOR, Cl A |
|
|
|
|
|
|
|
|
6.136%, TSFR1M + 0.814%, 07/15/2038(A)(B) |
|
|
155 |
|
|
|
154 |
|
MHP, Ser 2022-MHIL, Cl A |
|
|
|
|
|
|
|
|
6.136%, TSFR1M + 0.815%, 01/15/2027(A)(B) |
|
|
187 |
|
|
|
185 |
|
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 01/25/2061(A)(B) |
|
|
347 |
|
|
|
341 |
|
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 05/25/2062(A)(B) |
|
|
29 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |
|
|
|
|
|
|
|
|
3.500%, 04/25/2066(A)(B) |
|
$ |
563 |
|
|
$ |
539 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(A)(B) |
|
|
106 |
|
|
|
98 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C19, Cl ASB |
|
|
|
|
|
|
|
|
3.326%, 12/15/2047 |
|
|
8 |
|
|
|
8 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C21, Cl ASB |
|
|
|
|
|
|
|
|
3.150%, 03/15/2048 |
|
|
45 |
|
|
|
45 |
|
Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2 |
|
|
|
|
|
|
|
|
3.228%, 06/15/2052 |
|
|
588 |
|
|
|
586 |
|
Morgan Stanley Capital I Trust, Ser H3, Cl ASB |
|
|
|
|
|
|
|
|
4.120%, 07/15/2051 |
|
|
82 |
|
|
|
79 |
|
Morgan Stanley Capital I Trust, Ser HR2, Cl ASB |
|
|
|
|
|
|
|
|
3.509%, 12/15/2050 |
|
|
148 |
|
|
|
142 |
|
Morgan Stanley Capital I Trust, Ser UB12, Cl ASB |
|
|
|
|
|
|
|
|
3.436%, 12/15/2049 |
|
|
624 |
|
|
|
599 |
|
MortgageIT Trust, Ser 2005-5, Cl A1 |
|
|
|
|
|
|
|
|
5.951%, TSFR1M + 0.634%, 12/25/2035(B) |
|
|
25 |
|
|
|
24 |
|
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 04/25/2057(A)(B) |
|
|
80 |
|
|
|
74 |
|
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 08/27/2057(A)(B) |
|
|
180 |
|
|
|
167 |
|
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
3.857%, 09/25/2057(A)(B) |
|
|
88 |
|
|
|
80 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(A)(B) |
|
|
27 |
|
|
|
25 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.650%, 05/24/2060(A)(B) |
|
|
45 |
|
|
|
43 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 10/25/2058(A)(B) |
|
|
61 |
|
|
|
55 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(A)(B) |
|
|
306 |
|
|
|
253 |
|
OBX Trust, Ser 2018-1, Cl A2 |
|
|
|
|
|
|
|
|
6.081%, TSFR1M + 0.764%, 06/25/2057(A)(B) |
|
|
13 |
|
|
|
12 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(A)(B) |
|
|
263 |
|
|
|
204 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.957%, 10/25/2061(A)(B) |
|
$ |
446 |
|
|
$ |
362 |
|
Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C |
|
|
|
|
|
|
|
|
5.789%, TSFR3M + 0.220%, 11/15/2038(A)(B) |
|
|
40 |
|
|
|
39 |
|
PRPM LLC, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.319%, 07/25/2051(A)(D) |
|
|
97 |
|
|
|
86 |
|
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.376%, 01/26/2060(A)(B) |
|
|
23 |
|
|
|
22 |
|
RFMSI Trust, Ser 2007-SA3, Cl 2A1 |
|
|
|
|
|
|
|
|
4.914%, 07/27/2037(B) |
|
|
41 |
|
|
|
30 |
|
Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |
|
|
|
|
|
|
|
|
5.970%, TSFR1M + 0.654%, 01/20/2035(B) |
|
|
4 |
|
|
|
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) |
|
|
397 |
|
|
|
313 |
|
SREIT Trust, Ser 2021-MFP, Cl B |
|
|
|
|
|
|
|
|
6.515%, TSFR1M + 1.194%, 11/15/2038(A)(B) |
|
|
455 |
|
|
|
451 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(A)(B) |
|
|
107 |
|
|
|
93 |
|
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) |
|
|
27 |
|
|
|
25 |
|
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.943%, 05/25/2065(A)(B) |
|
|
46 |
|
|
|
41 |
|
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.127%, 06/25/2056(A)(B) |
|
|
235 |
|
|
|
187 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057(A)(B) |
|
|
110 |
|
|
|
105 |
|
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
6.031%, TSFR1M + 0.714%, 02/25/2057(A)(B) |
|
|
57 |
|
|
|
58 |
|
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2057(A)(B) |
|
|
44 |
|
|
|
42 |
|
Towd Point Mortgage Trust, Ser 2018-1, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 01/25/2058(A)(B) |
|
|
24 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2018-2, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 03/25/2058(A)(B) |
|
$ |
134 |
|
|
$ |
129 |
|
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 07/25/2068(A)(B) |
|
|
472 |
|
|
|
440 |
|
TRK Trust, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 07/25/2056(A)(B) |
|
|
166 |
|
|
|
141 |
|
TTAN, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
6.536%, TSFR1M + 1.214%, 03/15/2038(A)(B) |
|
|
231 |
|
|
|
229 |
|
UBS Commercial Mortgage Trust, Ser C4, Cl ASB |
|
|
|
|
|
|
|
|
3.366%, 10/15/2050 |
|
|
576 |
|
|
|
557 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(A)(D) |
|
|
25 |
|
|
|
24 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
3.692%, 11/25/2059(A)(B) |
|
|
37 |
|
|
|
36 |
|
Verus Securitization Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.417%, 01/25/2060(A)(D) |
|
|
19 |
|
|
|
18 |
|
Verus Securitization Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.502%, 05/25/2065(A)(D) |
|
|
56 |
|
|
|
53 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(A)(B) |
|
|
92 |
|
|
|
79 |
|
Verus Securitization Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
1.052%, 01/25/2066(A)(B) |
|
|
183 |
|
|
|
159 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(A)(B) |
|
|
116 |
|
|
|
99 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(A)(B) |
|
|
155 |
|
|
|
139 |
|
Verus Securitization Trust, Ser 2021-R2, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2064(A)(B) |
|
|
170 |
|
|
|
148 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(A)(B) |
|
|
91 |
|
|
|
80 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
4.585%, 03/25/2036(B) |
|
|
44 |
|
|
|
39 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2 |
|
|
|
|
|
|
|
|
3.020%, 07/15/2058 |
|
|
118 |
|
|
|
115 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB |
|
|
|
|
|
|
|
|
3.324%, 01/15/2059 |
|
|
75 |
|
|
|
74 |
|
Wells Fargo Commercial Mortgage Trust, Ser C39, Cl ASB |
|
|
|
|
|
|
|
|
3.212%, 09/15/2050 |
|
|
166 |
|
|
|
160 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Wells Fargo Commercial Mortgage Trust, Ser C41, Cl ASB |
|
|
|
|
|
|
|
|
3.390%, 11/15/2050 |
|
$ |
241 |
|
|
$ |
232 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,857 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $27,934) ($ Thousands) |
|
|
|
|
|
|
25,995 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 6.9% |
U.S. Treasury Bill |
|
|
|
|
|
|
|
|
5.312%, 05/02/2024 (E) |
|
|
1,000 |
|
|
|
1,000 |
|
5.241%, 09/26/2024 (E) |
|
|
375 |
|
|
|
367 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.446%, USBMMY3M + 0.125%, 07/31/2025 (B) |
|
|
1,000 |
|
|
|
1,000 |
|
4.000%, 12/15/2025 |
|
|
6,115 |
|
|
|
6,007 |
|
3.875%, 03/31/2025 |
|
|
915 |
|
|
|
904 |
|
2.875%, 06/15/2025 (F) |
|
|
2,000 |
|
|
|
1,949 |
|
0.250%, 09/30/2025 |
|
|
3,555 |
|
|
|
3,318 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $14,674) ($ Thousands) |
|
|
14,545 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 4.0% |
FHLMC |
|
|
|
|
|
|
|
|
5.800%, 04/22/2027 |
|
|
1,140 |
|
|
|
1,140 |
|
4.320%, 03/21/2025 |
|
|
1,275 |
|
|
|
1,263 |
|
4.050%, 07/21/2025 |
|
|
1,680 |
|
|
|
1,657 |
|
4.050%, 08/28/2025 |
|
|
860 |
|
|
|
847 |
|
4.000%, 12/30/2024 |
|
|
950 |
|
|
|
941 |
|
4.000%, 02/28/2025 |
|
|
1,000 |
|
|
|
989 |
|
2.250%, 03/25/2025 |
|
|
1,775 |
|
|
|
1,728 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $8,680) ($ Thousands) |
|
|
8,565 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS — 0.6% |
Florida — 0.2% |
|
|
|
|
County of Miami-Dade Florida Aviation Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.504%, 10/01/2024 |
|
$ |
410 |
|
|
$ |
405 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.4% |
|
|
|
|
City of San Antonio Texas, GO |
|
|
|
|
|
|
|
|
5.635%, 02/01/2026 |
|
|
880 |
|
|
|
883 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $1,285) ($ Thousands) |
|
|
|
|
|
|
1,288 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
REPURCHASE AGREEMENT(G) — 1.8% |
BNP Paribas |
|
|
|
|
|
|
|
|
5.310%, dated 04/30/2024 to be repurchased on 05/01/2024, repurchase price $3,800,561 (collateralized by U.S. Government obligations, ranging in par value $100 - $1,415,488, 0.000% - 6.500%, 05/16/2024 – 03/20/2054; with a total market value $3,876,076) |
|
|
3,800 |
|
|
|
3,800 |
|
Total Repurchase Agreement |
|
|
|
|
|
|
|
|
(Cost $3,800) ($ Thousands) |
|
|
|
|
|
|
3,800 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 98.8% |
|
|
|
|
|
|
|
|
(Cost $212,158) ($ Thousands) |
|
$ |
209,725 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| A list of the open futures contracts held by the Fund at April 30, 2024, 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 | | |
Jun-2024 | |
$ | 1,023 | | |
$ | 1,013 | | |
$ | (10 | ) |
| | |
| | | |
| |
| | | |
| | | |
| | |
| | |
| | | |
| |
| | | |
| | | |
| | |
| Short Contracts | |
| | | |
| |
| | | |
| | | |
| | |
| U.S. 5-Year Treasury Note | |
| (6 | ) | |
Jun-2024 | |
$ | (640 | ) | |
$ | (628 | ) | |
$ | 12 | |
| U.S. 10-Year Treasury Note | |
| (15 | ) | |
Jun-2024 | |
| (1,657 | ) | |
| (1,612 | ) | |
| 45 | |
| | |
| | | |
| |
| (2,297 | ) | |
| (2,240 | ) | |
| 57 | |
| | |
| | | |
| |
$ | (1,274 | ) | |
$ | (1,227 | ) | |
$ | 47 | |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Ultra Short Duration Bond Fund (Concluded)
|
Percentages are based on Net Assets of $212,332 ($ Thousands). |
(A) |
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 April 30, 2024, the value of these securities amounted to $94,312 ($ Thousands), representing 44.4% of the Net Assets of the Fund. |
(B) |
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. |
(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) |
Interest rate represents the security's effective yield at the time of purchase. |
(F) |
Security, or a portion thereof, has been pledged as collateral on open futures contracts. |
(G) |
Tri-Party Repurchase Agreement. |
See “Glossary” for abbreviations.
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Short-Duration Government Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 77.7% |
Agency Mortgage-Backed Obligations — 77.7% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
6.500%, 11/01/2053 |
|
$ |
1,737 |
|
|
$ |
1,762 |
|
6.120%, H15T1Y + 2.238%, 04/01/2029(A) |
|
|
1 |
|
|
|
1 |
|
6.000%, 12/01/2052 to 03/01/2053 |
|
|
2,461 |
|
|
|
2,456 |
|
5.500%, 02/01/2053 |
|
|
2,777 |
|
|
|
2,703 |
|
5.375%, H15T1Y + 2.250%, 06/01/2024(A) |
|
|
– |
|
|
|
– |
|
4.500%, 07/01/2024 to 12/01/2039 |
|
|
792 |
|
|
|
758 |
|
4.000%, 01/01/2033 to 07/01/2049 |
|
|
4,620 |
|
|
|
4,379 |
|
3.500%, 01/01/2029 to 05/01/2035 |
|
|
11,950 |
|
|
|
11,429 |
|
3.000%, 12/01/2031 to 12/01/2046 |
|
|
8,557 |
|
|
|
7,610 |
|
2.500%, 06/01/2030 to 02/01/2032 |
|
|
3,365 |
|
|
|
3,122 |
|
2.000%, 05/01/2036 to 06/01/2036 |
|
|
2,552 |
|
|
|
2,214 |
|
1.500%, 09/01/2041 |
|
|
535 |
|
|
|
419 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K514, Cl A2 |
|
|
|
|
|
|
|
|
4.572%, 12/25/2028 |
|
|
4,600 |
|
|
|
4,489 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K516, Cl A2 |
|
|
|
|
|
|
|
|
5.477%, 01/25/2029 |
|
|
14,000 |
|
|
|
14,151 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K517, Cl A2 |
|
|
|
|
|
|
|
|
5.355%, 01/25/2029(A) |
|
|
6,620 |
|
|
|
6,661 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K052, Cl A1 |
|
|
|
|
|
|
|
|
2.598%, 01/25/2025 |
|
|
1,401 |
|
|
|
1,384 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K060, Cl A1 |
|
|
|
|
|
|
|
|
2.958%, 07/25/2026 |
|
|
1,095 |
|
|
|
1,062 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO |
|
|
|
|
|
|
|
|
0.881%, 06/25/2027(A) |
|
|
17,478 |
|
|
|
325 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K107, Cl X1, IO |
|
|
|
|
|
|
|
|
1.707%, 01/25/2030(A) |
|
|
12,221 |
|
|
|
890 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO |
|
|
|
|
|
|
|
|
0.673%, 01/25/2031(A) |
|
|
13,536 |
|
|
|
410 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO |
|
|
|
|
|
|
|
|
0.610%, 03/25/2031(A) |
|
|
10,142 |
|
|
|
277 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K154, Cl X1, IO |
|
|
|
|
|
|
|
|
0.527%, 01/25/2033(A) |
|
|
14,651 |
|
|
|
409 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K510, Cl A2 |
|
|
|
|
|
|
|
|
5.069%, 10/25/2028(A) |
|
|
2,365 |
|
|
|
2,351 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K511, Cl A2 |
|
|
|
|
|
|
|
|
4.860%, 10/25/2028 |
|
|
3,190 |
|
|
|
3,146 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |
|
|
|
|
|
|
|
|
0.742%, 10/25/2026(A) |
|
$ |
22,944 |
|
|
$ |
263 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO |
|
|
|
|
|
|
|
|
0.864%, 03/25/2028(A) |
|
|
7,546 |
|
|
|
143 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A |
|
|
|
|
|
|
|
|
5.927%, SOFR30A + 0.604%, 02/25/2026(A) |
|
|
2,329 |
|
|
|
2,333 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A |
|
|
|
|
|
|
|
|
5.917%, SOFR30A + 0.594%, 04/25/2026(A) |
|
|
3,606 |
|
|
|
3,609 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A |
|
|
|
|
|
|
|
|
5.937%, SOFR30A + 0.614%, 10/25/2026(A) |
|
|
2,743 |
|
|
|
2,740 |
|
FHLMC REMIC, Ser 2003-2571, Cl FY |
|
|
|
|
|
|
|
|
6.195%, SOFR30A + 0.864%, 12/15/2032(A) |
|
|
1,470 |
|
|
|
1,475 |
|
FHLMC REMIC, Ser 2006-3148, Cl CF |
|
|
|
|
|
|
|
|
5.845%, SOFR30A + 0.514%, 02/15/2034(A) |
|
|
66 |
|
|
|
65 |
|
FHLMC REMIC, Ser 2006-3153, Cl FX |
|
|
|
|
|
|
|
|
5.795%, SOFR30A + 0.464%, 05/15/2036(A) |
|
|
49 |
|
|
|
48 |
|
FHLMC REMIC, Ser 2006-3174, Cl FA |
|
|
|
|
|
|
|
|
5.745%, SOFR30A + 0.414%, 04/15/2036(A) |
|
|
985 |
|
|
|
972 |
|
FHLMC REMIC, Ser 2006-3219, Cl EF |
|
|
|
|
|
|
|
|
5.845%, SOFR30A + 0.514%, 04/15/2032(A) |
|
|
1,437 |
|
|
|
1,424 |
|
FHLMC REMIC, Ser 2007-3339, Cl HF |
|
|
|
|
|
|
|
|
5.965%, SOFR30A + 0.634%, 07/15/2037(A) |
|
|
1,458 |
|
|
|
1,444 |
|
FHLMC REMIC, Ser 2010-3628, Cl PJ |
|
|
|
|
|
|
|
|
4.500%, 01/15/2040 |
|
|
574 |
|
|
|
553 |
|
FHLMC REMIC, Ser 2010-3781, Cl YB |
|
|
|
|
|
|
|
|
3.500%, 12/15/2030 |
|
|
1,354 |
|
|
|
1,296 |
|
FHLMC REMIC, Ser 2011-3786, Cl ED |
|
|
|
|
|
|
|
|
4.000%, 09/15/2039 |
|
|
3,318 |
|
|
|
3,261 |
|
FHLMC REMIC, Ser 2011-3788, Cl FA |
|
|
|
|
|
|
|
|
5.975%, SOFR30A + 0.644%, 01/15/2041(A) |
|
|
2,069 |
|
|
|
2,049 |
|
FHLMC REMIC, Ser 2011-3930, Cl KE |
|
|
|
|
|
|
|
|
4.000%, 09/15/2041 |
|
|
9,046 |
|
|
|
8,532 |
|
FHLMC REMIC, Ser 2011-3930, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 09/15/2026 |
|
|
75 |
|
|
|
2 |
|
FHLMC REMIC, Ser 2012-4018, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 03/15/2027 |
|
|
63 |
|
|
|
1 |
|
FHLMC REMIC, Ser 2012-4083, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 07/15/2027 |
|
|
59 |
|
|
|
2 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Short-Duration Government Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC, Ser 2012-4114, Cl MB |
|
|
|
|
|
|
|
|
3.000%, 10/15/2032 |
|
$ |
3,000 |
|
|
$ |
2,798 |
|
FHLMC REMIC, Ser 2012-4117, Cl P |
|
|
|
|
|
|
|
|
1.250%, 07/15/2042 |
|
|
1,074 |
|
|
|
917 |
|
FHLMC REMIC, Ser 2012-4142, Cl PT |
|
|
|
|
|
|
|
|
1.250%, 12/15/2027 |
|
|
678 |
|
|
|
640 |
|
FHLMC REMIC, Ser 2012-4146, Cl AB |
|
|
|
|
|
|
|
|
1.125%, 12/15/2027 |
|
|
723 |
|
|
|
683 |
|
FHLMC REMIC, Ser 2013-4170, Cl QI, IO |
|
|
|
|
|
|
|
|
3.000%, 05/15/2032 |
|
|
143 |
|
|
|
2 |
|
FHLMC REMIC, Ser 2013-4176, Cl KI, IO |
|
|
|
|
|
|
|
|
4.000%, 03/15/2028 |
|
|
130 |
|
|
|
3 |
|
FHLMC REMIC, Ser 2013-4178, Cl BI, IO |
|
|
|
|
|
|
|
|
3.000%, 03/15/2033 |
|
|
311 |
|
|
|
25 |
|
FHLMC REMIC, Ser 2013-4178, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 03/15/2028 |
|
|
132 |
|
|
|
4 |
|
FHLMC REMIC, Ser 2013-4182, Cl IE, IO |
|
|
|
|
|
|
|
|
2.500%, 03/15/2028 |
|
|
133 |
|
|
|
4 |
|
FHLMC REMIC, Ser 2013-4195, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 04/15/2028 |
|
|
347 |
|
|
|
13 |
|
FHLMC REMIC, Ser 2013-4199, Cl QI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/15/2028 |
|
|
200 |
|
|
|
7 |
|
FHLMC REMIC, Ser 2013-4220, Cl IE, IO |
|
|
|
|
|
|
|
|
4.000%, 06/15/2028 |
|
|
81 |
|
|
|
2 |
|
FHLMC REMIC, Ser 2013-4223, Cl AL |
|
|
|
|
|
|
|
|
3.000%, 08/15/2042 |
|
|
866 |
|
|
|
786 |
|
FHLMC REMIC, Ser 2013-4247, Cl LA |
|
|
|
|
|
|
|
|
3.000%, 03/15/2043 |
|
|
2,094 |
|
|
|
1,864 |
|
FHLMC REMIC, Ser 2014-4340, Cl MI, IO |
|
|
|
|
|
|
|
|
4.500%, 02/15/2027 |
|
|
436 |
|
|
|
12 |
|
FHLMC REMIC, Ser 2014-4344, Cl KZ |
|
|
|
|
|
|
|
|
3.500%, 05/15/2034 |
|
|
4,987 |
|
|
|
4,605 |
|
FHLMC REMIC, Ser 2014-4419, Cl CW |
|
|
|
|
|
|
|
|
2.500%, 10/15/2037 |
|
|
1,599 |
|
|
|
1,523 |
|
FHLMC REMIC, Ser 2015-4456, Cl BA |
|
|
|
|
|
|
|
|
3.000%, 05/15/2044 |
|
|
692 |
|
|
|
635 |
|
FHLMC REMIC, Ser 2015-4471, Cl GA |
|
|
|
|
|
|
|
|
3.000%, 02/15/2044 |
|
|
966 |
|
|
|
886 |
|
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO |
|
|
|
|
|
|
|
|
4.000%, 07/15/2030 |
|
|
301 |
|
|
|
19 |
|
FHLMC REMIC, Ser 2015-4535, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 03/15/2044 |
|
|
1,900 |
|
|
|
1,761 |
|
FHLMC REMIC, Ser 2016-4620, Cl IO, IO |
|
|
|
|
|
|
|
|
5.000%, 09/15/2033 |
|
|
454 |
|
|
|
68 |
|
FHLMC REMIC, Ser 2017-4650, Cl LP |
|
|
|
|
|
|
|
|
3.000%, 09/15/2045 |
|
|
418 |
|
|
|
383 |
|
FHLMC REMIC, Ser 2017-4654, Cl AK |
|
|
|
|
|
|
|
|
3.000%, 07/15/2044 |
|
|
2,499 |
|
|
|
2,351 |
|
FHLMC REMIC, Ser 2017-4657, Cl PU |
|
|
|
|
|
|
|
|
3.000%, 09/15/2044 |
|
|
1,771 |
|
|
|
1,660 |
|
FHLMC REMIC, Ser 2017-4673, Cl PH |
|
|
|
|
|
|
|
|
3.500%, 01/15/2045 |
|
|
2,254 |
|
|
|
2,150 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC, Ser 2017-4700, Cl HV |
|
|
|
|
|
|
|
|
3.000%, 09/15/2040 |
|
$ |
4,466 |
|
|
$ |
4,144 |
|
FHLMC REMIC, Ser 2017-4709, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 08/15/2047 |
|
|
559 |
|
|
|
509 |
|
FHLMC REMIC, Ser 2017-4740, Cl P |
|
|
|
|
|
|
|
|
3.000%, 12/15/2047 |
|
|
5,152 |
|
|
|
4,408 |
|
FHLMC REMIC, Ser 2018-4820, Cl JI, IO |
|
|
|
|
|
|
|
|
5.000%, 02/15/2048 |
|
|
578 |
|
|
|
123 |
|
FHLMC REMIC, Ser 2020-4978, Cl MI, IO |
|
|
|
|
|
|
|
|
4.000%, 05/25/2040 |
|
|
1,828 |
|
|
|
272 |
|
FHLMC REMIC, Ser 2020-4996, Cl BI, IO |
|
|
|
|
|
|
|
|
2.500%, 06/25/2050 |
|
|
3,885 |
|
|
|
554 |
|
FHLMC REMIC, Ser 2020-5010, Cl IE, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
2,617 |
|
|
|
528 |
|
FHLMC REMIC, Ser 2020-5018, Cl LW |
|
|
|
|
|
|
|
|
1.000%, 10/25/2040 |
|
|
1,292 |
|
|
|
996 |
|
FHLMC REMIC, Ser 2020-5048, Cl A |
|
|
|
|
|
|
|
|
1.000%, 06/15/2044 |
|
|
2,674 |
|
|
|
2,402 |
|
FHLMC REMIC, Ser 2021-5079, Cl CB |
|
|
|
|
|
|
|
|
1.000%, 02/25/2051 |
|
|
6,413 |
|
|
|
5,264 |
|
FHLMC REMIC, Ser 2021-5083, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 03/25/2051 |
|
|
3,251 |
|
|
|
457 |
|
FHLMC REMIC, Ser 2021-5091, Cl IG, IO |
|
|
|
|
|
|
|
|
3.500%, 04/25/2051 |
|
|
2,861 |
|
|
|
543 |
|
FHLMC REMIC, Ser 2021-5169, Cl IO, IO |
|
|
|
|
|
|
|
|
3.000%, 09/25/2051 |
|
|
3,442 |
|
|
|
542 |
|
FHLMC REMIC, Ser 2021-5170, Cl DP |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
2,204 |
|
|
|
1,824 |
|
FHLMC REMIC, Ser 2021-5183, Cl IC, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2052 |
|
|
3,645 |
|
|
|
654 |
|
FHLMC REMIC, Ser 2022-5213, Cl JH |
|
|
|
|
|
|
|
|
3.000%, 09/25/2051 |
|
|
2,883 |
|
|
|
2,616 |
|
FHLMC REMIC, Ser 2022-5228, Cl DG |
|
|
|
|
|
|
|
|
3.500%, 01/25/2046 |
|
|
5,777 |
|
|
|
5,313 |
|
FHLMC REMIC, Ser 2022-5264, Cl AB |
|
|
|
|
|
|
|
|
4.500%, 08/25/2039 |
|
|
1,349 |
|
|
|
1,318 |
|
FHLMC REMIC, Ser 2023-5320, Cl CI, IO |
|
|
|
|
|
|
|
|
4.000%, 10/15/2047 |
|
|
3,885 |
|
|
|
698 |
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2017-3, Cl MA |
|
|
|
|
|
|
|
|
3.000%, 07/25/2056 |
|
|
3,422 |
|
|
|
3,129 |
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl MA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2057 |
|
|
3,554 |
|
|
|
3,215 |
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl MA |
|
|
|
|
|
|
|
|
3.500%, 08/25/2057(A) |
|
|
1,894 |
|
|
|
1,775 |
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA |
|
|
|
|
|
|
|
|
3.500%, 07/25/2058 |
|
|
3,654 |
|
|
|
3,395 |
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA |
|
|
|
|
|
|
|
|
3.500%, 08/25/2058 |
|
|
6,214 |
|
|
|
5,737 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Short-Duration Government Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MV |
|
|
|
|
|
|
|
|
3.500%, 10/25/2058 |
|
$ |
893 |
|
|
$ |
785 |
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA |
|
|
|
|
|
|
|
|
3.000%, 02/25/2059 |
|
|
4,700 |
|
|
|
4,214 |
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA |
|
|
|
|
|
|
|
|
2.000%, 11/25/2059 |
|
|
614 |
|
|
|
532 |
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2021-2, Cl TT |
|
|
|
|
|
|
|
|
2.000%, 11/25/2060 |
|
|
7,904 |
|
|
|
6,871 |
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2021-3, Cl TT |
|
|
|
|
|
|
|
|
2.000%, 03/25/2061 |
|
|
1,349 |
|
|
|
1,158 |
|
FHLMC Structured Pass-Through Certificates, Ser 2002-42, Cl A5 |
|
|
|
|
|
|
|
|
7.500%, 02/25/2042 |
|
|
172 |
|
|
|
171 |
|
FHLMC, Ser 2013-303, Cl C2, IO |
|
|
|
|
|
|
|
|
3.500%, 01/15/2028 |
|
|
433 |
|
|
|
15 |
|
FHLMC, Ser 2013-303, Cl C16, IO |
|
|
|
|
|
|
|
|
3.500%, 01/15/2043 |
|
|
1,622 |
|
|
|
238 |
|
FHLMC, Ser 2022-386, Cl C14, IO |
|
|
|
|
|
|
|
|
2.500%, 03/15/2052 |
|
|
3,924 |
|
|
|
538 |
|
FHLMC, Ser 2022-389, Cl C35, IO |
|
|
|
|
|
|
|
|
2.000%, 06/15/2052 |
|
|
4,630 |
|
|
|
576 |
|
FNMA |
|
|
|
|
|
|
|
|
7.000%, 06/01/2037 to 09/01/2053 |
|
|
2 |
|
|
|
2 |
|
6.500%, 05/01/2026 to 11/01/2053 |
|
|
3,074 |
|
|
|
3,119 |
|
6.259%, H15T1Y + 2.165%, 08/01/2029(A) |
|
|
21 |
|
|
|
21 |
|
6.116%, RFUCCT6M + 1.958%, 09/01/2024(A) |
|
|
2 |
|
|
|
2 |
|
6.000%, 09/01/2024 to 05/01/2053 |
|
|
1,366 |
|
|
|
1,369 |
|
5.500%, 06/01/2038 to 06/01/2053 |
|
|
5,966 |
|
|
|
5,805 |
|
5.170%, 02/01/2029 |
|
|
3,325 |
|
|
|
3,312 |
|
5.065%, 12/01/2028 |
|
|
2,440 |
|
|
|
2,425 |
|
5.000%, 11/01/2053 |
|
|
51,560 |
|
|
|
48,868 |
|
4.820%, 04/01/2029 |
|
|
2,595 |
|
|
|
2,558 |
|
4.500%, 04/01/2026 to 08/01/2044 |
|
|
5,740 |
|
|
|
5,538 |
|
4.460%, 05/01/2028 |
|
|
1,714 |
|
|
|
1,666 |
|
4.390%, 04/01/2029 |
|
|
2,862 |
|
|
|
2,767 |
|
4.190%, 04/01/2028 |
|
|
1,825 |
|
|
|
1,757 |
|
4.125%, 06/01/2028 |
|
|
1,087 |
|
|
|
1,045 |
|
4.030%, 06/01/2028 |
|
|
1,430 |
|
|
|
1,366 |
|
4.000%, 05/01/2026 to 08/01/2051 |
|
|
4,084 |
|
|
|
3,857 |
|
3.980%, 07/01/2028 |
|
|
2,336 |
|
|
|
2,226 |
|
3.705%, H15T1Y + 1.520%, 12/01/2029(A) |
|
|
1 |
|
|
|
1 |
|
3.500%, 10/01/2027 to 02/01/2045 |
|
|
38,640 |
|
|
|
37,146 |
|
3.000%, 09/01/2027 to 11/01/2036 |
|
|
11,037 |
|
|
|
10,215 |
|
2.960%, 01/01/2027 |
|
|
1,124 |
|
|
|
1,062 |
|
2.500%, 01/01/2028 to 09/01/2036 |
|
|
20,545 |
|
|
|
19,242 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
2.000%, 05/01/2036 to 12/01/2036 |
|
$ |
6,365 |
|
|
$ |
5,521 |
|
FNMA Interest, Ser 2009-397, Cl 6 |
|
|
|
|
|
|
|
|
2.000%, 09/25/2039 |
|
|
703 |
|
|
|
594 |
|
FNMA Interest, Ser 2012-410, Cl C6, IO |
|
|
|
|
|
|
|
|
4.000%, 05/25/2027 |
|
|
136 |
|
|
|
3 |
|
FNMA Interest, Ser 2013-418, Cl C16, IO |
|
|
|
|
|
|
|
|
4.500%, 08/25/2043 |
|
|
1,743 |
|
|
|
328 |
|
FNMA Interest, Ser 2022-426, Cl C38, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2052 |
|
|
4,425 |
|
|
|
584 |
|
FNMA Interest, Ser 2023-429, Cl C3, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2052 |
|
|
4,294 |
|
|
|
680 |
|
FNMA Interest, Ser 2023-437, Cl C8, IO |
|
|
|
|
|
|
|
|
2.500%, 06/25/2052 |
|
|
3,726 |
|
|
|
569 |
|
FNMA or FHLMC TBA |
|
|
|
|
|
|
|
|
7.000%, 05/15/2054 |
|
|
7,795 |
|
|
|
7,956 |
|
FNMA REMIC, Ser 2002-53, Cl FK |
|
|
|
|
|
|
|
|
5.845%, SOFR30A + 0.514%, 04/25/2032(A) |
|
|
31 |
|
|
|
31 |
|
FNMA REMIC, Ser 2005-101, Cl B |
|
|
|
|
|
|
|
|
5.000%, 11/25/2035 |
|
|
719 |
|
|
|
708 |
|
FNMA REMIC, Ser 2006-76, Cl QF |
|
|
|
|
|
|
|
|
5.845%, SOFR30A + 0.514%, 08/25/2036(A) |
|
|
167 |
|
|
|
165 |
|
FNMA REMIC, Ser 2006-79, Cl DF |
|
|
|
|
|
|
|
|
5.795%, SOFR30A + 0.464%, 08/25/2036(A) |
|
|
131 |
|
|
|
129 |
|
FNMA REMIC, Ser 2007-47, Cl DA |
|
|
|
|
|
|
|
|
5.600%, 05/25/2037 |
|
|
168 |
|
|
|
168 |
|
FNMA REMIC, Ser 2007-64, Cl FB |
|
|
|
|
|
|
|
|
5.815%, SOFR30A + 0.484%, 07/25/2037(A) |
|
|
1,074 |
|
|
|
1,066 |
|
FNMA REMIC, Ser 2008-16, Cl FA |
|
|
|
|
|
|
|
|
6.145%, SOFR30A + 0.814%, 03/25/2038(A) |
|
|
423 |
|
|
|
421 |
|
FNMA REMIC, Ser 2009-110, Cl FD |
|
|
|
|
|
|
|
|
6.195%, SOFR30A + 0.864%, 01/25/2040(A) |
|
|
2,115 |
|
|
|
2,114 |
|
FNMA REMIC, Ser 2009-112, Cl FM |
|
|
|
|
|
|
|
|
6.195%, SOFR30A + 0.864%, 01/25/2040(A) |
|
|
1,358 |
|
|
|
1,358 |
|
FNMA REMIC, Ser 2009-77, Cl ZA |
|
|
|
|
|
|
|
|
4.500%, 10/25/2039 |
|
|
861 |
|
|
|
832 |
|
FNMA REMIC, Ser 2009-82, Cl FD |
|
|
|
|
|
|
|
|
6.295%, SOFR30A + 0.964%, 10/25/2039(A) |
|
|
1,712 |
|
|
|
1,719 |
|
FNMA REMIC, Ser 2009-82, Cl FC |
|
|
|
|
|
|
|
|
6.365%, SOFR30A + 1.034%, 10/25/2039(A) |
|
|
1,701 |
|
|
|
1,712 |
|
FNMA REMIC, Ser 2010-4, Cl PL |
|
|
|
|
|
|
|
|
4.500%, 02/25/2040 |
|
|
430 |
|
|
|
418 |
|
FNMA REMIC, Ser 2010-56, Cl AF |
|
|
|
|
|
|
|
|
5.668%, SOFR30A + 0.664%, 06/25/2040(A) |
|
|
1,403 |
|
|
|
1,370 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Short-Duration Government Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC, Ser 2011-17, Cl ZM |
|
|
|
|
|
|
|
|
3.500%, 03/25/2031 |
|
$ |
3,808 |
|
|
$ |
3,635 |
|
FNMA REMIC, Ser 2012-103, Cl HB |
|
|
|
|
|
|
|
|
1.500%, 09/25/2027 |
|
|
817 |
|
|
|
774 |
|
FNMA REMIC, Ser 2012-111, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 10/25/2027 |
|
|
272 |
|
|
|
10 |
|
FNMA REMIC, Ser 2012-124, Cl BC |
|
|
|
|
|
|
|
|
3.000%, 03/25/2042 |
|
|
1,996 |
|
|
|
1,878 |
|
FNMA REMIC, Ser 2012-140, Cl PA |
|
|
|
|
|
|
|
|
2.000%, 12/25/2042 |
|
|
2,449 |
|
|
|
1,992 |
|
FNMA REMIC, Ser 2012-27, Cl PI, IO |
|
|
|
|
|
|
|
|
4.500%, 02/25/2042 |
|
|
1,072 |
|
|
|
80 |
|
FNMA REMIC, Ser 2012-43, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/25/2027 |
|
|
1,062 |
|
|
|
31 |
|
FNMA REMIC, Ser 2012-47, Cl QI, IO |
|
|
|
|
|
|
|
|
5.538%, 05/25/2042(A) |
|
|
25 |
|
|
|
2 |
|
FNMA REMIC, Ser 2012-53, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 05/25/2027 |
|
|
154 |
|
|
|
5 |
|
FNMA REMIC, Ser 2012-70, Cl IW, IO |
|
|
|
|
|
|
|
|
3.000%, 02/25/2027 |
|
|
79 |
|
|
|
1 |
|
FNMA REMIC, Ser 2012-93, Cl IL, IO |
|
|
|
|
|
|
|
|
3.000%, 09/25/2027 |
|
|
153 |
|
|
|
5 |
|
FNMA REMIC, Ser 2012-97, Cl JI, IO |
|
|
|
|
|
|
|
|
3.000%, 07/25/2027 |
|
|
277 |
|
|
|
6 |
|
FNMA REMIC, Ser 2012-98, Cl BI, IO |
|
|
|
|
|
|
|
|
6.000%, 01/25/2042 |
|
|
751 |
|
|
|
59 |
|
FNMA REMIC, Ser 2013-10, Cl YA |
|
|
|
|
|
|
|
|
1.250%, 02/25/2028 |
|
|
1,094 |
|
|
|
1,030 |
|
FNMA REMIC, Ser 2013-12, Cl P |
|
|
|
|
|
|
|
|
1.750%, 11/25/2041 |
|
|
286 |
|
|
|
271 |
|
FNMA REMIC, Ser 2013-121, Cl FA |
|
|
|
|
|
|
|
|
5.845%, SOFR30A + 0.514%, 12/25/2043(A) |
|
|
9,766 |
|
|
|
9,632 |
|
FNMA REMIC, Ser 2013-130, Cl FQ |
|
|
|
|
|
|
|
|
5.645%, SOFR30A + 0.314%, 06/25/2041(A) |
|
|
1,623 |
|
|
|
1,603 |
|
FNMA REMIC, Ser 2013-4, Cl JB |
|
|
|
|
|
|
|
|
1.250%, 02/25/2028 |
|
|
726 |
|
|
|
683 |
|
FNMA REMIC, Ser 2013-4, Cl CB |
|
|
|
|
|
|
|
|
1.250%, 02/25/2028 |
|
|
1,281 |
|
|
|
1,205 |
|
FNMA REMIC, Ser 2013-9, Cl PT |
|
|
|
|
|
|
|
|
1.250%, 02/25/2028 |
|
|
617 |
|
|
|
580 |
|
FNMA REMIC, Ser 2013-98, Cl ZA |
|
|
|
|
|
|
|
|
4.500%, 09/25/2043 |
|
|
5,799 |
|
|
|
5,437 |
|
FNMA REMIC, Ser 2014-50, Cl SC, IO |
|
|
|
|
|
|
|
|
0.038%, 08/25/2044(A) |
|
|
735 |
|
|
|
33 |
|
FNMA REMIC, Ser 2015-21, Cl WI, IO |
|
|
|
|
|
|
|
|
0.260%, 04/25/2055(A) |
|
|
580 |
|
|
|
21 |
|
FNMA REMIC, Ser 2015-41, Cl AG |
|
|
|
|
|
|
|
|
3.000%, 09/25/2034 |
|
|
501 |
|
|
|
479 |
|
FNMA REMIC, Ser 2015-42, Cl AI, IO |
|
|
|
|
|
|
|
|
0.211%, 06/25/2055(A) |
|
|
609 |
|
|
|
24 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC, Ser 2015-5, Cl CP |
|
|
|
|
|
|
|
|
3.000%, 06/25/2043 |
|
$ |
754 |
|
|
$ |
706 |
|
FNMA REMIC, Ser 2015-68, Cl HI, IO |
|
|
|
|
|
|
|
|
3.500%, 09/25/2035 |
|
|
350 |
|
|
|
32 |
|
FNMA REMIC, Ser 2015-68, Cl JI, IO |
|
|
|
|
|
|
|
|
3.500%, 08/25/2030 |
|
|
115 |
|
|
|
5 |
|
FNMA REMIC, Ser 2015-75, Cl DB |
|
|
|
|
|
|
|
|
3.000%, 08/25/2035 |
|
|
1,302 |
|
|
|
1,213 |
|
FNMA REMIC, Ser 2016-3, Cl IN, IO |
|
|
|
|
|
|
|
|
6.000%, 02/25/2046 |
|
|
2,071 |
|
|
|
335 |
|
FNMA REMIC, Ser 2016-3, Cl JI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/25/2031 |
|
|
112 |
|
|
|
2 |
|
FNMA REMIC, Ser 2016-42, Cl DA |
|
|
|
|
|
|
|
|
3.000%, 07/25/2045 |
|
|
382 |
|
|
|
347 |
|
FNMA REMIC, Ser 2016-71, Cl IN, IO |
|
|
|
|
|
|
|
|
3.500%, 10/25/2046 |
|
|
416 |
|
|
|
75 |
|
FNMA REMIC, Ser 2016-95, Cl BC |
|
|
|
|
|
|
|
|
2.500%, 07/25/2040 |
|
|
1,670 |
|
|
|
1,519 |
|
FNMA REMIC, Ser 2017-15, Cl BC |
|
|
|
|
|
|
|
|
3.250%, 11/25/2043 |
|
|
1,328 |
|
|
|
1,253 |
|
FNMA REMIC, Ser 2017-68, Cl IB, IO |
|
|
|
|
|
|
|
|
4.500%, 09/25/2047 |
|
|
1,713 |
|
|
|
315 |
|
FNMA REMIC, Ser 2017-69, Cl GA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2045 |
|
|
1,556 |
|
|
|
1,452 |
|
FNMA REMIC, Ser 2018-12, Cl PK |
|
|
|
|
|
|
|
|
3.000%, 03/25/2046 |
|
|
8,234 |
|
|
|
7,755 |
|
FNMA REMIC, Ser 2018-13, Cl MP |
|
|
|
|
|
|
|
|
3.500%, 12/25/2057 |
|
|
2,144 |
|
|
|
1,946 |
|
FNMA REMIC, Ser 2018-55, Cl PA |
|
|
|
|
|
|
|
|
3.500%, 01/25/2047 |
|
|
10,971 |
|
|
|
10,555 |
|
FNMA REMIC, Ser 2018-89, Cl CA |
|
|
|
|
|
|
|
|
4.000%, 06/25/2053 |
|
|
2,172 |
|
|
|
2,118 |
|
FNMA REMIC, Ser 2019-38, Cl PC |
|
|
|
|
|
|
|
|
3.000%, 02/25/2048 |
|
|
725 |
|
|
|
651 |
|
FNMA REMIC, Ser 2020-26, Cl IA, IO |
|
|
|
|
|
|
|
|
3.500%, 11/25/2039 |
|
|
2,700 |
|
|
|
231 |
|
FNMA REMIC, Ser 2020-26, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2033 |
|
|
1,770 |
|
|
|
109 |
|
FNMA REMIC, Ser 2020-35, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 06/25/2050 |
|
|
3,713 |
|
|
|
576 |
|
FNMA REMIC, Ser 2020-37, Cl IM, IO |
|
|
|
|
|
|
|
|
4.000%, 06/25/2050 |
|
|
3,075 |
|
|
|
611 |
|
FNMA REMIC, Ser 2020-4, Cl AP |
|
|
|
|
|
|
|
|
2.500%, 02/25/2050 |
|
|
1,496 |
|
|
|
1,233 |
|
FNMA REMIC, Ser 2020-65, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
2,662 |
|
|
|
514 |
|
FNMA REMIC, Ser 2020-74, Cl HI, IO |
|
|
|
|
|
|
|
|
5.500%, 10/25/2050 |
|
|
2,683 |
|
|
|
513 |
|
FNMA REMIC, Ser 2020-77, Cl HI, IO |
|
|
|
|
|
|
|
|
4.000%, 11/25/2050 |
|
|
3,287 |
|
|
|
672 |
|
FNMA REMIC, Ser 2020-85, Cl PI, IO |
|
|
|
|
|
|
|
|
3.000%, 12/25/2050 |
|
|
3,785 |
|
|
|
590 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Short-Duration Government Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC, Ser 2021-26, Cl YI, IO |
|
|
|
|
|
|
|
|
3.500%, 05/25/2050 |
|
$ |
3,732 |
|
|
$ |
667 |
|
FNMA REMIC, Ser 2021-3, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
4,434 |
|
|
|
664 |
|
FNMA REMIC, Ser 2021-3, Cl TI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
3,901 |
|
|
|
634 |
|
FNMA REMIC, Ser 2021-95, Cl GI, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2052 |
|
|
3,901 |
|
|
|
597 |
|
FNMA REMIC, Ser 2022-22, Cl QH |
|
|
|
|
|
|
|
|
4.500%, 05/25/2052 |
|
|
5,661 |
|
|
|
5,360 |
|
FNMA REMIC, Ser 2022-77, Cl CA |
|
|
|
|
|
|
|
|
5.000%, 04/25/2039 |
|
|
3,022 |
|
|
|
2,974 |
|
FNMA REMIC, Ser 2023-45, Cl S, IO |
|
|
|
|
|
|
|
|
0.706%, 01/25/2048(A) |
|
|
4,272 |
|
|
|
371 |
|
FNMA REMIC, Ser 2023-57, Cl SC, IO |
|
|
|
|
|
|
|
|
0.556%, 10/25/2049(A) |
|
|
4,096 |
|
|
|
314 |
|
FNMA, Ser 2014-M8, Cl A2 |
|
|
|
|
|
|
|
|
3.056%, 06/25/2024(A) |
|
|
14,815 |
|
|
|
14,759 |
|
FNMA, Ser 2017-M13, Cl FA |
|
|
|
|
|
|
|
|
5.833%, SOFR30A + 0.514%, 10/25/2024(A) |
|
|
171 |
|
|
|
170 |
|
FNMA, Ser 2018- M12, Cl FA |
|
|
|
|
|
|
|
|
5.833%, SOFR30A + 0.514%, 08/25/2025(A) |
|
|
105 |
|
|
|
104 |
|
FNMA, Ser 2019-M21, Cl X1, IO |
|
|
|
|
|
|
|
|
1.579%, 05/25/2029(A) |
|
|
9,907 |
|
|
|
427 |
|
GNMA |
|
|
|
|
|
|
|
|
6.500%, 12/15/2037 to 02/20/2039 |
|
|
88 |
|
|
|
91 |
|
6.000%, 02/15/2029 to 06/15/2041 |
|
|
394 |
|
|
|
405 |
|
5.500%, 10/15/2034 to 02/15/2041 |
|
|
857 |
|
|
|
862 |
|
5.000%, 09/15/2039 to 04/15/2041 |
|
|
327 |
|
|
|
322 |
|
4.500%, 09/20/2049 |
|
|
1,226 |
|
|
|
1,152 |
|
4.000%, 07/15/2041 to 08/15/2041 |
|
|
49 |
|
|
|
46 |
|
3.500%, 06/20/2046 |
|
|
1,633 |
|
|
|
1,462 |
|
GNMA, Ser 2003-86, Cl ZD |
|
|
|
|
|
|
|
|
5.500%, 10/20/2033 |
|
|
1,659 |
|
|
|
1,654 |
|
GNMA, Ser 2010-26, Cl JI, IO |
|
|
|
|
|
|
|
|
5.000%, 02/16/2040 |
|
|
1,166 |
|
|
|
236 |
|
GNMA, Ser 2010-57, Cl TI, IO |
|
|
|
|
|
|
|
|
5.000%, 05/20/2040 |
|
|
560 |
|
|
|
113 |
|
GNMA, Ser 2010-68, Cl WA |
|
|
|
|
|
|
|
|
3.000%, 12/16/2039 |
|
|
703 |
|
|
|
674 |
|
GNMA, Ser 2012-126, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 10/20/2042 |
|
|
1,650 |
|
|
|
244 |
|
GNMA, Ser 2012-143, Cl XK |
|
|
|
|
|
|
|
|
2.000%, 12/16/2027 |
|
|
2,407 |
|
|
|
2,298 |
|
GNMA, Ser 2012-26, Cl GJ |
|
|
|
|
|
|
|
|
2.500%, 02/20/2027 |
|
|
2,366 |
|
|
|
2,280 |
|
GNMA, Ser 2012-30, Cl AB |
|
|
|
|
|
|
|
|
2.250%, 03/20/2027 |
|
|
1,126 |
|
|
|
1,085 |
|
GNMA, Ser 2012-34, Cl KA |
|
|
|
|
|
|
|
|
2.250%, 03/20/2027 |
|
|
1,119 |
|
|
|
1,076 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2012-36, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 10/20/2040 |
|
$ |
211 |
|
|
$ |
204 |
|
GNMA, Ser 2012-38, Cl GE |
|
|
|
|
|
|
|
|
2.250%, 03/20/2027 |
|
|
1,473 |
|
|
|
1,414 |
|
GNMA, Ser 2012-51, Cl GI, IO |
|
|
|
|
|
|
|
|
3.500%, 07/20/2040 |
|
|
123 |
|
|
|
2 |
|
GNMA, Ser 2012-84, Cl TE |
|
|
|
|
|
|
|
|
1.500%, 03/20/2042 |
|
|
1,206 |
|
|
|
1,088 |
|
GNMA, Ser 2013-129, Cl AF |
|
|
|
|
|
|
|
|
5.830%, TSFR1M + 0.514%, 10/20/2039(A) |
|
|
2,780 |
|
|
|
2,758 |
|
GNMA, Ser 2013-136, Cl AB |
|
|
|
|
|
|
|
|
2.000%, 08/20/2027 |
|
|
898 |
|
|
|
864 |
|
GNMA, Ser 2013-164, Cl CE |
|
|
|
|
|
|
|
|
2.000%, 11/16/2028 |
|
|
5,081 |
|
|
|
4,832 |
|
GNMA, Ser 2013-166, Cl DA |
|
|
|
|
|
|
|
|
3.500%, 06/20/2040 |
|
|
259 |
|
|
|
249 |
|
GNMA, Ser 2013-26, Cl IK, IO |
|
|
|
|
|
|
|
|
3.000%, 02/16/2043 |
|
|
307 |
|
|
|
42 |
|
GNMA, Ser 2013-51, Cl IB, IO |
|
|
|
|
|
|
|
|
3.500%, 03/20/2027 |
|
|
173 |
|
|
|
5 |
|
GNMA, Ser 2014-129, Cl BA |
|
|
|
|
|
|
|
|
2.000%, 09/20/2029 |
|
|
2,690 |
|
|
|
2,529 |
|
GNMA, Ser 2014-139, Cl KA |
|
|
|
|
|
|
|
|
2.000%, 09/20/2029 |
|
|
2,809 |
|
|
|
2,648 |
|
GNMA, Ser 2014-144, Cl DG |
|
|
|
|
|
|
|
|
2.000%, 09/16/2029 |
|
|
5,058 |
|
|
|
4,804 |
|
GNMA, Ser 2014-146, Cl GH |
|
|
|
|
|
|
|
|
2.000%, 09/20/2029 |
|
|
3,959 |
|
|
|
3,702 |
|
GNMA, Ser 2014-149, Cl EA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2029 |
|
|
1,667 |
|
|
|
1,591 |
|
GNMA, Ser 2014-158, Cl A |
|
|
|
|
|
|
|
|
2.000%, 10/20/2029 |
|
|
2,385 |
|
|
|
2,235 |
|
GNMA, Ser 2014-4, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 01/20/2044 |
|
|
131 |
|
|
|
23 |
|
GNMA, Ser 2014-55, Cl LB |
|
|
|
|
|
|
|
|
2.500%, 10/20/2040 |
|
|
140 |
|
|
|
131 |
|
GNMA, Ser 2014-56, Cl BP |
|
|
|
|
|
|
|
|
2.500%, 12/16/2039 |
|
|
806 |
|
|
|
728 |
|
GNMA, Ser 2015-119, Cl ND |
|
|
|
|
|
|
|
|
2.500%, 12/20/2044 |
|
|
1,469 |
|
|
|
1,337 |
|
GNMA, Ser 2015-126, Cl HI, IO |
|
|
|
|
|
|
|
|
4.000%, 12/16/2026 |
|
|
29 |
|
|
|
– |
|
GNMA, Ser 2015-126, Cl GI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/16/2027 |
|
|
50 |
|
|
|
1 |
|
GNMA, Ser 2015-132, Cl EI, IO |
|
|
|
|
|
|
|
|
6.000%, 09/20/2045 |
|
|
852 |
|
|
|
174 |
|
GNMA, Ser 2015-165, Cl I, IO |
|
|
|
|
|
|
|
|
3.500%, 07/20/2043 |
|
|
611 |
|
|
|
92 |
|
GNMA, Ser 2015-185, Cl GI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/20/2041 |
|
|
125 |
|
|
|
2 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Short-Duration Government Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2015-40, Cl PA |
|
|
|
|
|
|
|
|
2.000%, 04/20/2044 |
|
$ |
657 |
|
|
$ |
626 |
|
GNMA, Ser 2016-126, Cl KI, IO |
|
|
|
|
|
|
|
|
3.000%, 09/20/2028 |
|
|
174 |
|
|
|
5 |
|
GNMA, Ser 2016-167, Cl AI, IO |
|
|
|
|
|
|
|
|
5.500%, 03/20/2039 |
|
|
822 |
|
|
|
124 |
|
GNMA, Ser 2016-23, Cl CI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2042 |
|
|
526 |
|
|
|
19 |
|
GNMA, Ser 2016-42, Cl EI, IO |
|
|
|
|
|
|
|
|
6.000%, 02/20/2046 |
|
|
799 |
|
|
|
130 |
|
GNMA, Ser 2016-49, Cl PI, IO |
|
|
|
|
|
|
|
|
4.500%, 11/16/2045 |
|
|
1,145 |
|
|
|
204 |
|
GNMA, Ser 2016-99, Cl LI, IO |
|
|
|
|
|
|
|
|
4.000%, 05/20/2029 |
|
|
491 |
|
|
|
9 |
|
GNMA, Ser 2017-107, Cl JI, IO |
|
|
|
|
|
|
|
|
4.000%, 03/20/2047 |
|
|
915 |
|
|
|
149 |
|
GNMA, Ser 2017-134, Cl BI, IO |
|
|
|
|
|
|
|
|
5.000%, 09/16/2047 |
|
|
196 |
|
|
|
35 |
|
GNMA, Ser 2017-2, Cl AI, IO |
|
|
|
|
|
|
|
|
5.000%, 01/16/2047 |
|
|
246 |
|
|
|
54 |
|
GNMA, Ser 2017-26, Cl IA, IO |
|
|
|
|
|
|
|
|
5.500%, 02/16/2047 |
|
|
803 |
|
|
|
124 |
|
GNMA, Ser 2017-26, Cl IB, IO |
|
|
|
|
|
|
|
|
5.500%, 02/20/2047 |
|
|
520 |
|
|
|
88 |
|
GNMA, Ser 2017-26, Cl KI, IO |
|
|
|
|
|
|
|
|
6.000%, 09/20/2040 |
|
|
979 |
|
|
|
170 |
|
GNMA, Ser 2017-95, Cl PG |
|
|
|
|
|
|
|
|
2.500%, 12/20/2045 |
|
|
455 |
|
|
|
415 |
|
GNMA, Ser 2018-127, Cl PB |
|
|
|
|
|
|
|
|
3.000%, 09/20/2047 |
|
|
1,407 |
|
|
|
1,271 |
|
GNMA, Ser 2018-6, Cl CM |
|
|
|
|
|
|
|
|
2.500%, 10/20/2046 |
|
|
4,658 |
|
|
|
4,068 |
|
GNMA, Ser 2018-72, Cl ID, IO |
|
|
|
|
|
|
|
|
4.500%, 08/20/2045 |
|
|
2,378 |
|
|
|
436 |
|
GNMA, Ser 2019-132, Cl NA |
|
|
|
|
|
|
|
|
3.500%, 09/20/2049 |
|
|
2,653 |
|
|
|
2,404 |
|
GNMA, Ser 2019-43, Cl IA, IO |
|
|
|
|
|
|
|
|
4.500%, 05/20/2048 |
|
|
1,440 |
|
|
|
229 |
|
GNMA, Ser 2019-5, Cl JI, IO |
|
|
|
|
|
|
|
|
5.000%, 07/16/2044 |
|
|
2,203 |
|
|
|
338 |
|
GNMA, Ser 2020-17, Cl EI, IO |
|
|
|
|
|
|
|
|
5.000%, 02/20/2050 |
|
|
1,791 |
|
|
|
368 |
|
GNMA, Ser 2020-47, Cl AC |
|
|
|
|
|
|
|
|
1.500%, 04/16/2050 |
|
|
3,769 |
|
|
|
2,981 |
|
GNMA, Ser 2021-215, Cl KA |
|
|
|
|
|
|
|
|
2.500%, 10/20/2049 |
|
|
3,131 |
|
|
|
2,648 |
|
GNMA, Ser 2022-124, Cl HA |
|
|
|
|
|
|
|
|
4.000%, 12/20/2048 |
|
|
1,221 |
|
|
|
1,158 |
|
GNMA, Ser 2022-125, Cl BA |
|
|
|
|
|
|
|
|
4.000%, 09/20/2044 |
|
|
– |
|
|
|
– |
|
GNMA, Ser 2022-177, Cl LA |
|
|
|
|
|
|
|
|
3.500%, 01/20/2052 |
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2022-34, Cl QJ |
|
|
|
|
|
|
|
|
3.000%, 02/20/2052 |
|
$ |
2,724 |
|
|
$ |
2,417 |
|
GNMA, Ser 2022-75, Cl DA |
|
|
|
|
|
|
|
|
4.000%, 09/20/2047 |
|
|
4,523 |
|
|
|
4,285 |
|
GNMA, Ser 2022-76, Cl GA |
|
|
|
|
|
|
|
|
4.000%, 03/20/2052 |
|
|
5,257 |
|
|
|
4,940 |
|
GNMA, Ser 2022-87, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 09/20/2036 |
|
|
11,525 |
|
|
|
10,361 |
|
UMBS TBA |
|
|
|
|
|
|
|
|
2.500% - 6.500%, 05/15/2054 - 6/15/2054 |
|
|
(40,581 |
) |
|
|
(41,145 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
511,961 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $531,686) ($ Thousands) |
|
|
|
|
|
|
511,961 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 15.3% |
U.S. Treasury Inflation Indexed Notes |
|
|
|
|
|
|
|
|
1.375%, 07/15/2033 |
|
|
3,449 |
|
|
|
3,202 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.375%, 12/15/2026 |
|
|
53,650 |
|
|
|
52,927 |
|
4.000%, 02/15/2026 (B) |
|
|
45,200 |
|
|
|
44,361 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $102,095) ($ Thousands) |
|
|
100,490 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
REPURCHASE AGREEMENTS(C) — 1.8% |
BNP Paribas |
|
|
|
|
|
|
|
|
5.310%, dated 04/30/2024 to be repurchased on 05/01/2024, repurchase price $5,900,870 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $2,769,900, 2.625% - 7.625%, 02/15/2025 – 07/15/2065; with a total market value $6,018,041) |
|
|
5,900 |
|
|
|
5,900 |
|
Deutsche Bank |
|
|
|
|
|
|
|
|
5.310%, dated 04/30/2024 to be repurchased on 05/01/2024, repurchase price $5,900,870 (collateralized by a U.S. Government obligation, par value $6,644,703, 6.000%, 10/01/2053; with total market value $6,018,000) |
|
|
5,900 |
|
|
|
5,900 |
|
| |
|
|
|
|
|
|
|
|
Total Repurchase Agreements |
|
|
|
|
|
|
|
|
(Cost $11,800) ($ Thousands) |
|
|
|
|
|
|
11,800 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 94.8% |
|
|
|
|
|
|
|
|
(Cost $645,581) ($ Thousands) |
|
$ |
624,251 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
Short-Duration Government Fund (Concluded)
A list of the open futures contracts held by the Fund at April 30, 2024, 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 |
|
|
1,198 |
|
|
|
Jun-2024 |
|
|
$ |
245,098 |
|
|
$ |
242,782 |
|
|
$ |
(2,316 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(494) |
|
|
|
Jun-2024 |
|
|
$ |
(52,706 |
) |
|
$ |
(51,742 |
) |
|
$ |
964 |
|
U.S. 10-Year Treasury Note |
|
|
(1,048) |
|
|
|
Jun-2024 |
|
|
|
(115,326 |
) |
|
|
(112,595 |
) |
|
|
2,731 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(348) |
|
|
|
Jun-2024 |
|
|
|
(39,584 |
) |
|
|
(38,356 |
) |
|
|
1,228 |
|
| |
|
|
|
|
|
|
|
|
|
|
(207,616 |
) |
|
|
(202,693 |
) |
|
|
4,923 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
37,482 |
|
|
$ |
40,089 |
|
|
$ |
2,607 |
|
|
Percentages are based on Net Assets of $658,714 ($ 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, or a portion thereof, has been pledged as collateral on open futures contracts. |
(C) |
Tri-Party Repurchase Agreement. |
See “Glossary” for abbreviations.
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
GNMA Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 99.0% |
Agency Mortgage-Backed Obligations — 98.1% |
|
|
|
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO |
|
|
|
|
|
|
|
|
0.881%, 06/25/2027(A) |
|
$ |
1,591 |
|
|
$ |
30 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO |
|
|
|
|
|
|
|
|
1.812%, 04/25/2030(A) |
|
|
595 |
|
|
|
45 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K116, Cl X1, IO |
|
|
|
|
|
|
|
|
1.526%, 07/25/2030(A) |
|
|
694 |
|
|
|
46 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K118, Cl X1, IO |
|
|
|
|
|
|
|
|
1.049%, 09/25/2030(A) |
|
|
1 |
|
|
|
– |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K123, Cl X1, IO |
|
|
|
|
|
|
|
|
0.862%, 12/25/2030(A) |
|
|
1,019 |
|
|
|
40 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO |
|
|
|
|
|
|
|
|
0.673%, 01/25/2031(A) |
|
|
1 |
|
|
|
– |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO |
|
|
|
|
|
|
|
|
0.610%, 03/25/2031(A) |
|
|
– |
|
|
|
– |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K1520, Cl X1, IO |
|
|
|
|
|
|
|
|
0.578%, 02/25/2036(A) |
|
|
601 |
|
|
|
22 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |
|
|
|
|
|
|
|
|
0.742%, 10/25/2026(A) |
|
|
2,091 |
|
|
|
24 |
|
FHLMC REMIC, Ser 2011-3930, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 09/15/2026 |
|
|
50 |
|
|
|
1 |
|
FHLMC REMIC, Ser 2012-4018, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 03/15/2027 |
|
|
42 |
|
|
|
1 |
|
FHLMC REMIC, Ser 2013-4166, Cl PI, IO |
|
|
|
|
|
|
|
|
3.500%, 03/15/2041 |
|
|
77 |
|
|
|
2 |
|
FHLMC REMIC, Ser 2013-4176, Cl KI, IO |
|
|
|
|
|
|
|
|
4.000%, 03/15/2028 |
|
|
86 |
|
|
|
2 |
|
FHLMC REMIC, Ser 2013-4178, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 03/15/2028 |
|
|
91 |
|
|
|
3 |
|
FHLMC REMIC, Ser 2013-4182, Cl IE, IO |
|
|
|
|
|
|
|
|
2.500%, 03/15/2028 |
|
|
92 |
|
|
|
3 |
|
FHLMC REMIC, Ser 2013-4199, Cl QI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/15/2028 |
|
|
130 |
|
|
|
4 |
|
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO |
|
|
|
|
|
|
|
|
4.000%, 07/15/2030 |
|
|
189 |
|
|
|
12 |
|
FHLMC REMIC, Ser 2016-4624, Cl BI, IO |
|
|
|
|
|
|
|
|
5.500%, 04/15/2036 |
|
|
98 |
|
|
|
18 |
|
FHLMC REMIC, Ser 2017-4731, Cl LB |
|
|
|
|
|
|
|
|
3.000%, 11/15/2047 |
|
|
167 |
|
|
|
121 |
|
FHLMC, Ser 2014-324, Cl C18, IO |
|
|
|
|
|
|
|
|
4.000%, 12/15/2033 |
|
|
206 |
|
|
|
20 |
|
FNMA |
|
|
|
|
|
|
|
|
8.000%, 03/01/2027 to 09/01/2028 |
|
|
5 |
|
|
|
5 |
|
7.000%, 08/01/2032 to 09/01/2032 |
|
|
4 |
|
|
|
3 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
6.500%, 09/01/2032 |
|
$ |
14 |
|
|
$ |
14 |
|
FNMA Interest, Ser 2012-410, Cl C6, IO |
|
|
|
|
|
|
|
|
4.000%, 05/25/2027 |
|
|
17 |
|
|
|
– |
|
FNMA REMIC, Ser 2010-126, Cl NI, IO |
|
|
|
|
|
|
|
|
5.500%, 11/25/2040 |
|
|
122 |
|
|
|
15 |
|
FNMA REMIC, Ser 2012-53, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 05/25/2027 |
|
|
19 |
|
|
|
1 |
|
FNMA REMIC, Ser 2012-93, Cl IL, IO |
|
|
|
|
|
|
|
|
3.000%, 09/25/2027 |
|
|
104 |
|
|
|
3 |
|
FNMA REMIC, Ser 2012-98, Cl BI, IO |
|
|
|
|
|
|
|
|
6.000%, 01/25/2042 |
|
|
73 |
|
|
|
6 |
|
FNMA REMIC, Ser 2014-68, Cl ID, IO |
|
|
|
|
|
|
|
|
3.500%, 03/25/2034 |
|
|
228 |
|
|
|
10 |
|
FNMA REMIC, Ser 2015-21, Cl WI, IO |
|
|
|
|
|
|
|
|
0.260%, 04/25/2055(A) |
|
|
72 |
|
|
|
3 |
|
FNMA REMIC, Ser 2016-3, Cl JI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/25/2031 |
|
|
14 |
|
|
|
– |
|
FNMA REMIC, Ser 2016-71, Cl IN, IO |
|
|
|
|
|
|
|
|
3.500%, 10/25/2046 |
|
|
52 |
|
|
|
9 |
|
FNMA REMIC, Ser 2017-110, Cl PB |
|
|
|
|
|
|
|
|
3.000%, 02/25/2057 |
|
|
79 |
|
|
|
57 |
|
FNMA REMIC, Ser 2018-13, Cl MP |
|
|
|
|
|
|
|
|
3.500%, 12/25/2057 |
|
|
218 |
|
|
|
198 |
|
FNMA REMIC, Ser 2018-25, Cl AL |
|
|
|
|
|
|
|
|
3.500%, 04/25/2048 |
|
|
49 |
|
|
|
41 |
|
FNMA, Ser 2019-M21, Cl X1, IO |
|
|
|
|
|
|
|
|
1.579%, 05/25/2029(A) |
|
|
916 |
|
|
|
39 |
|
FNMA, Ser 2020-M2, Cl X, IO |
|
|
|
|
|
|
|
|
0.389%, 01/25/2030(A) |
|
|
790 |
|
|
|
8 |
|
GNMA |
|
|
|
|
|
|
|
|
8.000%, 07/15/2026 to 03/15/2032 |
|
|
34 |
|
|
|
34 |
|
7.750%, 10/15/2026 |
|
|
2 |
|
|
|
2 |
|
7.500%, 02/15/2027 to 10/15/2035 |
|
|
29 |
|
|
|
30 |
|
7.250%, 01/15/2028 |
|
|
– |
|
|
|
– |
|
6.500%, 02/15/2027 to 10/15/2038 |
|
|
119 |
|
|
|
124 |
|
6.000%, 12/15/2027 to 11/15/2034 |
|
|
87 |
|
|
|
88 |
|
5.500%, 01/15/2033 to 02/15/2041 |
|
|
500 |
|
|
|
502 |
|
5.000%, 06/15/2033 to 07/15/2052 |
|
|
967 |
|
|
|
948 |
|
4.500%, 08/15/2033 to 08/20/2049 |
|
|
1,556 |
|
|
|
1,481 |
|
4.000%, 03/20/2040 to 09/20/2048 |
|
|
1,661 |
|
|
|
1,537 |
|
3.875%, 05/15/2042 to 08/15/2042 |
|
|
637 |
|
|
|
587 |
|
3.500%, 03/20/2041 to 02/20/2049 |
|
|
2,172 |
|
|
|
1,932 |
|
3.000%, 04/20/2045 to 12/20/2050 |
|
|
1,713 |
|
|
|
1,475 |
|
2.500%, 09/20/2045 to 11/20/2051 |
|
|
3,103 |
|
|
|
2,553 |
|
2.000%, 08/20/2050 to 02/20/2051 |
|
|
2,831 |
|
|
|
2,232 |
|
GNMA TBA |
|
|
|
|
|
|
|
|
5.000% - 6.500%, 5/15/2045 - 5/15/2054 |
|
|
130 |
|
|
|
128 |
|
2.000% - 5.500%, 05/15/2046 - 5/13/2173 |
|
|
157 |
|
|
|
156 |
|
GNMA, Ser 2010-57, Cl TI, IO |
|
|
|
|
|
|
|
|
5.000%, 05/20/2040 |
|
|
251 |
|
|
|
51 |
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
GNMA Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2012-113, Cl BZ |
|
|
|
|
|
|
|
|
3.000%, 09/16/2042 |
|
$ |
218 |
|
|
$ |
169 |
|
GNMA, Ser 2012-126, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 10/20/2042 |
|
|
202 |
|
|
|
30 |
|
GNMA, Ser 2012-51, Cl GI, IO |
|
|
|
|
|
|
|
|
3.500%, 07/20/2040 |
|
|
82 |
|
|
|
1 |
|
GNMA, Ser 2012-69, Cl AI, IO |
|
|
|
|
|
|
|
|
4.500%, 05/16/2027 |
|
|
8 |
|
|
|
– |
|
GNMA, Ser 2013-149, Cl LZ |
|
|
|
|
|
|
|
|
2.500%, 10/20/2043 |
|
|
51 |
|
|
|
41 |
|
GNMA, Ser 2013-169, Cl ZK |
|
|
|
|
|
|
|
|
2.500%, 11/20/2043 |
|
|
57 |
|
|
|
45 |
|
GNMA, Ser 2013-26, Cl IK, IO |
|
|
|
|
|
|
|
|
3.000%, 02/16/2043 |
|
|
201 |
|
|
|
28 |
|
GNMA, Ser 2013-99, Cl AX |
|
|
|
|
|
|
|
|
3.000%, 07/20/2043(B) |
|
|
55 |
|
|
|
49 |
|
GNMA, Ser 2014-122, Cl IP, IO |
|
|
|
|
|
|
|
|
3.500%, 08/16/2029 |
|
|
150 |
|
|
|
6 |
|
GNMA, Ser 2014-144, Cl BI, IO |
|
|
|
|
|
|
|
|
3.000%, 09/16/2029 |
|
|
50 |
|
|
|
2 |
|
GNMA, Ser 2014-21, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 04/16/2026 |
|
|
94 |
|
|
|
– |
|
GNMA, Ser 2015-161, Cl GZ |
|
|
|
|
|
|
|
|
3.000%, 11/20/2045 |
|
|
290 |
|
|
|
244 |
|
GNMA, Ser 2015-18, Cl IC, IO |
|
|
|
|
|
|
|
|
3.500%, 02/16/2030 |
|
|
113 |
|
|
|
4 |
|
GNMA, Ser 2015-185, Cl GI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/20/2041 |
|
|
82 |
|
|
|
1 |
|
GNMA, Ser 2015-24, Cl CI, IO |
|
|
|
|
|
|
|
|
3.500%, 02/20/2045 |
|
|
127 |
|
|
|
21 |
|
GNMA, Ser 2015-62, Cl CI, IO |
|
|
|
|
|
|
|
|
4.500%, 05/20/2045 |
|
|
134 |
|
|
|
26 |
|
GNMA, Ser 2015-84, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 05/16/2042 |
|
|
213 |
|
|
|
33 |
|
GNMA, Ser 2016-126, Cl KI, IO |
|
|
|
|
|
|
|
|
3.000%, 09/20/2028 |
|
|
116 |
|
|
|
4 |
|
GNMA, Ser 2016-136, Cl PJ |
|
|
|
|
|
|
|
|
3.500%, 01/20/2046 |
|
|
361 |
|
|
|
291 |
|
GNMA, Ser 2016-161, Cl GI, IO |
|
|
|
|
|
|
|
|
5.000%, 11/16/2046 |
|
|
105 |
|
|
|
15 |
|
GNMA, Ser 2016-167, Cl AI, IO |
|
|
|
|
|
|
|
|
5.500%, 03/20/2039 |
|
|
213 |
|
|
|
32 |
|
GNMA, Ser 2016-23, Cl CI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2042 |
|
|
344 |
|
|
|
13 |
|
GNMA, Ser 2016-42, Cl EI, IO |
|
|
|
|
|
|
|
|
6.000%, 02/20/2046 |
|
|
213 |
|
|
|
35 |
|
GNMA, Ser 2016-49, Cl PZ |
|
|
|
|
|
|
|
|
3.000%, 11/16/2045 |
|
|
247 |
|
|
|
166 |
|
GNMA, Ser 2016-99, Cl LI, IO |
|
|
|
|
|
|
|
|
4.000%, 05/20/2029 |
|
|
202 |
|
|
|
4 |
|
GNMA, Ser 2017-107, Cl JI, IO |
|
|
|
|
|
|
|
|
4.000%, 03/20/2047 |
|
|
310 |
|
|
|
50 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2017-130, Cl IO, IO |
|
|
|
|
|
|
|
|
4.500%, 02/20/2040 |
|
$ |
138 |
|
|
$ |
23 |
|
GNMA, Ser 2017-134, Cl BI, IO |
|
|
|
|
|
|
|
|
5.000%, 09/16/2047 |
|
|
88 |
|
|
|
16 |
|
GNMA, Ser 2017-134, Cl CG |
|
|
|
|
|
|
|
|
2.500%, 09/20/2047 |
|
|
80 |
|
|
|
64 |
|
GNMA, Ser 2017-163, Cl YA |
|
|
|
|
|
|
|
|
2.500%, 11/20/2047 |
|
|
225 |
|
|
|
175 |
|
GNMA, Ser 2017-182, Cl LZ |
|
|
|
|
|
|
|
|
3.000%, 12/20/2047 |
|
|
151 |
|
|
|
85 |
|
GNMA, Ser 2017-2, Cl AI, IO |
|
|
|
|
|
|
|
|
5.000%, 01/16/2047 |
|
|
159 |
|
|
|
35 |
|
GNMA, Ser 2018-1, Cl HB |
|
|
|
|
|
|
|
|
2.500%, 01/20/2048 |
|
|
228 |
|
|
|
178 |
|
GNMA, Ser 2018-37, Cl BY |
|
|
|
|
|
|
|
|
3.500%, 03/20/2048 |
|
|
200 |
|
|
|
169 |
|
GNMA, Ser 2019-43, Cl IA, IO |
|
|
|
|
|
|
|
|
4.500%, 05/20/2048 |
|
|
123 |
|
|
|
20 |
|
GNMA, Ser 2020-115, Cl YA |
|
|
|
|
|
|
|
|
1.000%, 08/20/2050 |
|
|
53 |
|
|
|
39 |
|
GNMA, Ser 2020-74, Cl IC, IO |
|
|
|
|
|
|
|
|
3.000%, 05/20/2035 |
|
|
399 |
|
|
|
22 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,802 |
|
Non-Agency Mortgage-Backed Obligations — 0.9% |
|
|
|
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT |
|
|
|
|
|
|
|
|
3.500%, 10/25/2058 |
|
|
179 |
|
|
|
154 |
|
| |
|
|
|
|
|
|
|
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $19,220) ($ Thousands) |
|
|
|
|
|
|
16,956 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
REPURCHASE AGREEMENT(C) — 1.8% |
BNP Paribas |
|
|
|
|
|
|
|
|
5.310%, dated 04/30/2024 to be repurchased on 05/01/2024, repurchase price $300,044 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $896,291, 1.220% - 7.000%, 06/01/2029 – 04/15/2058; with total market value $306,000) |
|
|
300 |
|
|
|
300 |
|
Total Repurchase Agreement |
|
|
|
|
|
|
|
|
(Cost $300) ($ Thousands) |
|
|
|
|
|
|
300 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.8% |
|
|
|
|
|
|
|
|
(Cost $19,520) ($ Thousands) |
|
$ |
17,256 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2024
GNMA Fund (Concluded)
A list of the open futures contracts held by the Fund at April 30, 2024, 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 |
|
|
3 |
|
|
|
Jun-2024 |
|
|
$ |
614 |
|
|
$ |
608 |
|
|
$ |
(6 |
) |
U.S. 5-Year Treasury Note |
|
|
7 |
|
|
|
Jun-2024 |
|
|
|
747 |
|
|
|
733 |
|
|
|
(14 |
) |
U.S. 10-Year Treasury Note |
|
|
1 |
|
|
|
Jun-2024 |
|
|
|
108 |
|
|
|
108 |
|
|
|
– |
|
U.S. Ultra Long Treasury Bond |
|
|
2 |
|
|
|
Jun-2024 |
|
|
|
256 |
|
|
|
240 |
|
|
|
(16 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
1 |
|
|
|
Jun-2024 |
|
|
|
114 |
|
|
|
110 |
|
|
|
(4 |
) |
| |
|
|
|
|
|
|
|
|
|
|
1,839 |
|
|
|
1,799 |
|
|
|
(40 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Long Treasury Bond |
|
|
(8) |
|
|
|
Jun-2024 |
|
|
$ |
(953 |
) |
|
$ |
(911 |
) |
|
$ |
42 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
886 |
|
|
$ |
888 |
|
|
$ |
2 |
|
|
Percentages are based on Net Assets of $17,117 ($ 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) |
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. |
(C) |
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 |
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 |
| |