Close

Fund Holdings1,2 as of Feb 28, 2025

Holding Coupon Rate Maturity Date % of Net Assets
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 5.00% 03/01/2054 9.91%
Ginnie Mae 5.50% 03/01/2052 7.26%
Ginnie Mae 6.00% 03/01/2052 6.94%
Freddie Mac STACR REMIC Trust 2021-HQA1 9.35% 08/25/2033 3.35%
NOMURA CORPORATE FDG AMERS LLC 01/59 0 7.35% 01/01/2059 3.04%
Government National Mortgage Association 6.00% 04/20/2054 2.71%
Government National Mortgage Association 6.00% 07/20/2053 2.69%
Champs Trust 2025-1 8.51% 04/25/2060 2.67%
Government National Mortgage Association 5.50% 09/20/2054 2.65%
CHAMPS TRUST 2024-3 6.85% 01/25/2060 2.58%
Champs Trust 2024-2 9.38% 11/25/2059 2.37%
Champs Trust 2024-1 10.11% 07/25/2059 2.21%
PRPM 2023-NQM2 Trust 6.96% 08/25/2068 2.07%
Government National Mortgage Association 6.00% 11/20/2053 2.02%
Government National Mortgage Association 6.00% 11/20/2053 2.02%
Freddie Mac STACR REMIC Trust 2021-HQA2 9.80% 12/25/2033 1.98%
Ginnie Mae II Pool - CP8519 5.00% 10/20/2052 1.75%
Freddie Mac Pool - QX3389 6.00% 01/01/2055 1.70%
Fannie Mae REMICS 6.05% 01/25/2055 1.59%
Freddie Mac REMICS 6.05% 01/25/2055 1.58%
FARM 21-1 Mortgage Trust 3.24% 07/25/2051 1.58%
NRM FNT1 Excess LLC 7.40% 11/25/2031 1.49%
Freddie Mac REMICS 7.94% 02/25/2055 1.39%
Government National Mortgage Association 6.50% 11/20/2053 1.37%
Government National Mortgage Association 6.00% 03/20/2054 1.36%
Government National Mortgage Association 6.00% 07/20/2053 1.36%
Ginnie Mae II Pool - DA2560 7.00% 08/20/2054 1.35%
Government National Mortgage Association 6.00% 11/20/2053 1.34%
Ginnie Mae II Pool - DE2910 6.00% 09/20/2054 1.31%
Ginnie Mae II Pool - CP7536 5.50% 10/20/2052 1.28%
Ginnie Mae II Pool - DA2519 7.00% 03/20/2054 1.27%
Cascade MH Asset Trust 2022-MH1 4.25% 08/25/2054 1.07%
FARM 2024-1 Mortgage Trust 5.11% 10/01/2053 1.07%
Freddie Mac STACR REMIC Trust 2023-HQA2 7.70% 06/25/2043 1.02%
Government National Mortgage Association 6.00% 07/20/2053 1.02%
Government National Mortgage Association 6.50% 01/20/2055 1.00%
Ginnie Mae II Pool - CU2167 6.50% 07/20/2053 0.96%
FARM 2023-1 Mortgage Trust 3.04% 03/25/2052 0.90%
Freddie Mac REMICS 6.00% 08/25/2053 0.88%
Government National Mortgage Association 6.00% 07/20/2053 0.87%
Ginnie Mae II Pool - CJ8967 5.00% 08/20/2052 0.81%
Government National Mortgage Association 6.50% 12/20/2054 0.80%
CHNGE Mortgage Trust 2022-4 6.00% 10/25/2057 0.78%
CHNGE Mortgage Trust 2023-4 8.38% 09/25/2058 0.77%
Ginnie Mae II Pool - CM7890 5.00% 06/20/2052 0.74%
Ginnie Mae II Pool - CV6855 7.00% 07/20/2053 0.73%
Government National Mortgage Association 8.56% 09/20/2053 0.71%
Government National Mortgage Association 6.00% 07/20/2054 0.71%
Connecticut Avenue Securities Trust 2023-R03 8.25% 04/25/2043 0.69%
Freddie Mac STACR REMIC Trust 2022-HQA2 8.35% 07/25/2042 0.69%
Freddie Mac REMICS 7.94% 02/25/2055 0.68%
Fannie Mae REMICS 6.00% 04/25/2053 0.68%
Government National Mortgage Association 6.00% 12/20/2053 0.67%
Government National Mortgage Association 6.00% 01/20/2054 0.67%
Ginnie Mae II Pool - CW7323 7.00% 01/20/2054 0.67%
Ginnie Mae II Pool - DE2911 6.50% 09/20/2054 0.67%
Ginnie Mae II Pool - DB6851 6.50% 06/20/2054 0.67%
Government National Mortgage Association 6.00% 07/20/2053 0.67%
Fannie Mae Pool - BY7812 6.50% 07/01/2053 0.67%
Ginnie Mae II Pool - CO9065 7.00% 12/20/2052 0.66%
Ginnie Mae II Pool - CP8518 5.00% 10/20/2052 0.66%
Fannie Mae Pool - BY7669 6.50% 08/01/2053 0.66%
Ginnie Mae II Pool - CT6574 6.50% 08/20/2053 0.66%
Ginnie Mae II Pool - DB6850 6.00% 06/20/2054 0.66%
CHNGE Mortgage Trust 2022-NQM1 5.82% 06/25/2067 0.66%
Ginnie Mae II Pool - CV0204 6.50% 07/20/2053 0.66%
US DOLLARS 0.66%
Ginnie Mae II Pool - CV6190 6.00% 06/20/2053 0.65%
PNMAC GMSR ISSUER TRUST 2022-GT1 8.60% 05/25/2027 0.65%
Ginnie Mae II Pool - CV0203 6.00% 07/20/2053 0.65%
Deephaven Residential Mortgage Trust 2020-2 6.27% 05/25/2065 0.65%
Ginnie Mae II Pool - CV9678 6.00% 07/20/2053 0.65%
Ginnie Mae II Pool - CS4357 6.00% 07/20/2053 0.65%
Ginnie Mae II Pool - CT7477 6.00% 07/20/2053 0.65%
Ginnie Mae II Pool - CV8719 6.00% 07/20/2053 0.65%
Ginnie Mae II Pool - CT7039 6.00% 07/20/2053 0.65%
Fannie Mae Pool - DC4143 5.50% 09/01/2054 0.65%
Ginnie Mae II Pool - CP8521 6.00% 10/20/2052 0.64%
Ginnie Mae II Pool - CO8542 5.50% 10/20/2052 0.64%
Government National Mortgage Association 7.50% 06/20/2054 0.64%
Ginnie Mae I Pool - CN3313 5.50% 09/15/2052 0.63%
Ginnie Mae II Pool - CP8520 5.50% 10/20/2052 0.63%
Ginnie Mae II Pool - CU2165 6.00% 07/20/2053 0.63%
Ginnie Mae II Pool - CN0468 5.00% 07/20/2052 0.62%
Ginnie Mae II Pool - CW7322 6.50% 01/20/2054 0.61%
Ginnie Mae II Pool - CV1256 6.00% 07/20/2053 0.60%
Ginnie Mae II Pool - CV0454 6.50% 08/20/2053 0.60%
Ginnie Mae II Pool - CO2843 5.00% 07/20/2052 0.59%
Government National Mortgage Association 6.61% 05/20/2053 0.58%
Ginnie Mae II Pool - CQ6246 6.00% 12/20/2052 0.58%
Ginnie Mae II Pool - CO9079 6.00% 03/20/2053 0.54%
Ginnie Mae II Pool - CM9961 4.00% 05/20/2052 0.54%
Ginnie Mae II Pool - DD0856 7.50% 06/20/2064 0.53%
Ginnie Mae II Pool - CN3126 5.00% 08/20/2052 0.53%
Fannie Mae Pool - BY4739 6.00% 07/01/2053 0.52%
Ginnie Mae II Pool - CJ8958 5.00% 07/20/2052 0.51%
Government National Mortgage Association 8.41% 10/20/2053 0.51%
GCAT 2023-NQM2 Trust 6.24% 11/25/2067 0.48%
Ginnie Mae II Pool - CT7478 6.50% 07/20/2053 0.48%
Fannie Mae Pool - BY5943 7.00% 06/01/2053 0.45%
Ginnie Mae II Pool - CO9070 7.00% 01/20/2053 0.43%
Ginnie Mae II Pool - CR1882 6.50% 02/20/2063 0.41%
GCAT 2022-NQM4 Trust 5.74% 08/25/2067 0.40%
Ginnie Mae II Pool - CS1400 6.00% 02/20/2053 0.37%
Freddie Mac STACR Trust 2019-HQA3 11.97% 09/25/2049 0.37%
Government National Mortgage Association 10.62% 10/20/2053 0.36%
Bellemeade Re 2022-2 Ltd 8.35% 09/27/2032 0.35%
FARM 2022-1 Mortgage Trust 2.95% 01/25/2052 0.35%
Government National Mortgage Association 6.00% 07/20/2053 0.34%
Ginnie Mae II Pool - DE2912 7.00% 09/20/2054 0.34%
Government National Mortgage Association 6.35% 07/20/2053 0.34%
Ginnie Mae II Pool - CW7313 7.00% 12/20/2053 0.33%
Ginnie Mae II Pool - CT7491 6.50% 08/20/2053 0.33%
Ginnie Mae II Pool - CT7492 6.50% 08/20/2053 0.33%
Ginnie Mae II Pool - CV5688 6.50% 11/20/2053 0.33%
Ginnie Mae II Pool - CR2490 6.50% 01/20/2053 0.33%
Ginnie Mae II Pool - CS9109 6.50% 02/20/2053 0.33%
Ginnie Mae II Pool - CW7312 6.50% 12/20/2053 0.33%
Ginnie Mae II Pool - CT7489 6.00% 08/20/2053 0.33%
Ginnie Mae II Pool - CV1258 6.00% 07/20/2053 0.33%
Angel Oak Mortgage Trust I LLC 2019-1 5.40% 11/25/2048 0.32%
Fannie Mae Pool - BX5847 6.00% 01/01/2053 0.32%
Ginnie Mae II Pool - CR0069 6.00% 01/20/2053 0.32%
Ginnie Mae II Pool - CP8516 5.50% 10/20/2052 0.32%
Ginnie Mae II Pool - CM7891 5.50% 06/20/2052 0.32%
Government National Mortgage Association 7.04% 11/20/2052 0.31%
Ginnie Mae II Pool - CA4202 5.00% 07/20/2052 0.31%
Ginnie Mae II Pool - CO4957 5.00% 08/20/2052 0.31%
Ginnie Mae II Pool - CP1454 5.00% 07/20/2052 0.31%
Ginnie Mae II Pool - CS3066 6.50% 01/20/2053 0.31%
Freddie Mac Pool - QF8956 6.50% 03/01/2053 0.30%
Ginnie Mae II Pool - CF0669 4.50% 06/20/2052 0.30%
CHNGE Mortgage Trust 2023-1 7.07% 03/25/2058 0.29%
Ginnie Mae II Pool - CS3065 7.00% 01/20/2053 0.29%
Ginnie Mae II Pool - CP5190 5.50% 11/20/2052 0.29%
Ginnie Mae II Pool - CF0670 5.00% 06/20/2052 0.29%
Ginnie Mae II Pool - CR2491 7.00% 01/20/2053 0.29%
Ginnie Mae II Pool - CR0808 6.50% 11/20/2062 0.28%
Ginnie Mae II Pool - CT7488 6.00% 08/20/2053 0.28%
Ginnie Mae II Pool - CM9967 4.00% 05/20/2052 0.28%
Ginnie Mae II Pool - CQ6449 5.50% 01/20/2053 0.28%
Ginnie Mae II Pool - CO9631 5.00% 07/20/2052 0.27%
Connecticut Avenue Securities Trust 2019-R06 8.22% 09/25/2039 0.26%
Government National Mortgage Association 6.80% 10/20/2052 0.26%
Ginnie Mae II Pool - CQ6219 5.50% 12/20/2052 0.26%
MSILF GOVERNMENT PORTFOLIO MSILF GOVERNMENT PORTFOLIO 4.26% 12/31/2030 0.25%
Ginnie Mae II Pool - CP3961 5.00% 10/20/2052 0.25%
Ginnie Mae II Pool - CO9069 6.50% 01/20/2053 0.25%
Ginnie Mae II Pool - CK9963 5.00% 07/20/2052 0.23%
Government National Mortgage Association 6.50% 04/20/2064 0.23%
Ginnie Mae II Pool - CR1559 6.50% 02/20/2063 0.22%
Government National Mortgage Association 5.89% 11/20/2052 0.21%
Ginnie Mae II Pool - CR1536 6.50% 02/20/2063 0.21%
Ginnie Mae II Pool - CR0036 5.50% 10/20/2052 0.20%
Ginnie Mae II Pool - CM9964 4.00% 05/20/2052 0.19%
Ginnie Mae II Pool - CQ4668 7.00% 12/20/2062 0.18%
Ginnie Mae II Pool - CR1535 6.50% 02/20/2063 0.17%
Ginnie Mae II Pool - CJ8199 4.50% 02/20/2052 0.17%
New Residential Mortgage Loan Trust 2021-NQM2R 2.20% 10/25/2058 0.15%
Government National Mortgage Association 1.70% 06/20/2053 0.14%
Ginnie Mae II Pool - CU2157 7.00% 05/20/2053 0.13%
Ginnie Mae II Pool - CS9111 7.00% 02/20/2053 0.13%
Ginnie Mae II Pool - CS6946 7.00% 12/20/2062 0.13%
Ginnie Mae II Pool - CS3583 6.50% 12/20/2062 0.13%
Ginnie Mae II Pool - CT2334 6.50% 01/20/2063 0.13%
Government National Mortgage Association 3.00% 09/20/2051 0.13%
Ginnie Mae II Pool - CJ8298 5.00% 06/20/2052 0.12%
Ginnie Mae II Pool - CN9634 5.00% 07/20/2052 0.12%
Ginnie Mae II Pool - CN9635 5.00% 07/20/2052 0.12%
Fannie Mae Pool - BX2993 5.50% 11/01/2052 0.11%
BRAVO Residential Funding Trust 2021-NQM3 1.96% 04/25/2060 0.10%
Ginnie Mae II Pool - CN2499 5.00% 07/20/2052 0.10%
GCAT 2022-NQM4 Trust 5.73% 08/25/2067 0.10%
CHNGE Mortgage Trust 2022-NQM1 5.82% 06/25/2067 0.10%
Radnor RE 2022-1 Ltd 8.10% 09/25/2032 0.09%
Ginnie Mae II Pool - CP6243 5.50% 08/20/2062 0.08%
Ginnie Mae II Pool - CT2335 7.00% 12/20/2062 0.08%
Ginnie Mae II Pool - CR8976 5.50% 09/20/2062 0.07%
BRAVO Residential Funding Trust 2021-NQM1 1.33% 02/25/2049 0.07%
Government National Mortgage Association 0.80% 02/20/2053 0.06%
Angel Oak Mortgage Trust 2021-5 1.21% 07/25/2066 0.06%
Ginnie Mae II Pool - CS1952 6.50% 01/20/2063 0.06%
Ginnie Mae II Pool - CR8978 6.50% 11/20/2062 0.06%
Ginnie Mae II Pool - CQ3139 5.50% 08/20/2062 0.06%
Government National Mortgage Association 1.95% 02/20/2053 0.05%
Government National Mortgage Association 1.95% 02/20/2053 0.05%
Government National Mortgage Association 1.95% 02/20/2053 0.05%
Government National Mortgage Association 1.95% 03/20/2053 0.05%
Government National Mortgage Association 1.05% 01/20/2053 0.05%
Government National Mortgage Association 1.90% 03/20/2053 0.03%
Government National Mortgage Association 1.95% 03/20/2053 0.02%
Government National Mortgage Association 0.00% 07/20/2052 0.01%
SG Residential Mortgage Trust 2019-3 2.70% 09/25/2059 0.00%
RRP GNMA2 30 YR REPO US3617XR6C18 4.55% 01/06/2026 -0.80%
RRP GNMA2 30YR CASH/RRP REPO US3618BKMQ98 4.55% 01/06/2026 -0.93%
RRP GNR 23 96 REPO US38384B2C49 4.60% 01/06/2026 -0.95%
GOVERNMENT NATIONAL REPO US38385CDE57 4.60% 02/13/2026 -0.96%
CALMACCESS REV REPO US3617FXLR82 4.55% 01/10/2026 -1.25%
RRP GNMA2 30YR REPO US3618J8GT96 4.55% 01/06/2026 -1.27%
RRP GNR 23 165 REPO US38384D7E14 4.60% 02/05/2026 -1.31%
RRP GNMA2 30YR REPO US3618GRZZ58 4.55% 01/06/2026 -1.33%
RRP GNR 24 148 REPO US38384WJ710 4.60% 01/06/2026 -1.86%
RRP GNMA2 30YR REPO US3617FYPC50 4.55% 01/06/2026 -1.90%
RRP GNMA 23 164 REPO US38384D3W57 4.60% 02/27/2026 -1.90%
RRP GNR 23 173 REPO US38384GBJ85 4.60% 02/27/2026 -1.90%
RRP GNR CASH/RRP REPO US38384B4A64 4.60% 02/27/2026 -2.53%
RRP GNR 24 59 REPO US38384MG683 4.60% 02/27/2026 -2.56%
Ginnie Mae 6.50% 03/01/2052 -3.67%

1. The following list reflects unaudited securities holdings (excluding derivatives positions). Holdings information may differ if presented as of trade date. Due to rounding, holdings of less than 0.005% may show as 0.00%. Portfolio information subject to change due to active management.
2. Percent of total net assets.