Total Number of Stock Holdings |
0 |
Total Number of Bond Holdings |
571 |
% of Net Assets in Top 10 Holdings |
24.76 |
|
|
Turnover % |
(as of 2024-03-31) |
154.00 |
30 Day SEC Yield % |
4.15 |
|
|
Maturity Date
|
Shares
|
Value $000
|
% of Net Assets
|
|
|
|
|
|
|
|
Us 5yr Note (Cbt) Dec24 Xcbt 20241231 |
2024-12-31 |
541,600 |
595,125 |
8.00 |
|
2 Year Treasury Note Future Dec 24 |
2024-12-31 |
478,000 |
497,699 |
6.69 |
|
United States Treasury Notes 3.625% |
2029-08-31 |
243,000 |
243,759 |
3.28 |
|
United States Treasury Notes 4.875% |
2030-10-31 |
89,000 |
95,009 |
1.28 |
|
United States Treasury Notes 4.625% |
2027-06-15 |
81,000 |
83,197 |
1.12 |
|
|
United States Treasury Bonds 4.75% |
2043-11-15 |
71,000 |
76,611 |
1.03 |
|
Government National Mortgage Association 2% |
2050-10-20 |
75,779 |
64,363 |
0.86 |
|
Federal Home Loan Mortgage Corp. 4% |
2052-06-01 |
65,688 |
63,633 |
0.86 |
|
10 Year Treasury Note Future Dec 24 |
2024-12-19 |
54,000 |
61,712 |
0.83 |
|
Government National Mortgage Association 4% |
2052-09-20 |
62,297 |
60,282 |
0.81 |
|
|
Government National Mortgage Association 4.5% |
2052-09-20 |
59,986 |
59,331 |
0.80 |
|
United States Treasury Bonds 4.625% |
2044-05-15 |
53,000 |
56,188 |
0.76 |
|
Fnma Pass-Thru I 5.5% |
2054-03-01 |
53,134 |
53,833 |
0.72 |
|
Us Long Bond(Cbt) Dec24 Xcbt 20241219 |
2024-12-19 |
42,500 |
52,780 |
0.71 |
|
Fnma Pass-Thru I 5% |
2052-08-01 |
51,404 |
51,498 |
0.69 |
|
|
Federal National Mortgage Association 4% |
2054-10-15 |
52,449 |
50,374 |
0.68 |
|
United States Treasury Notes 4.5% |
2029-05-31 |
48,000 |
49,928 |
0.67 |
|
Federal Home Loan Mortgage Corp. 6% |
2052-11-01 |
47,507 |
48,847 |
0.66 |
|
Fnma Pass-Thru I 5% |
2052-10-01 |
48,072 |
48,155 |
0.65 |
|
Government National Mortgage Association 4.5% |
2052-10-20 |
48,636 |
48,104 |
0.65 |
|
|
Federal National Mortgage Association 6.5% |
2053-01-01 |
45,453 |
47,075 |
0.63 |
|
United States Treasury Bonds 4.75% |
2053-11-15 |
42,400 |
46,847 |
0.63 |
|
Federal National Mortgage Association 5.5% |
2053-01-01 |
46,018 |
46,716 |
0.63 |
|
Government National Mortgage Association 2.5% |
2054-10-21 |
52,974 |
46,694 |
0.63 |
|
United States Treasury Bonds 4.5% |
2044-02-15 |
44,000 |
45,925 |
0.62 |
|
|
|
|
|