Holding |
Coupon Rate |
Maturity Date |
Face Amount |
Market Value |
|---|
| Federal National Mortgage Assn. | 5.500% | 04/11/2024 |
–$246,660,000 | –$245,542,322 |
| Federal National Mortgage Assn. | 5.000% | 04/11/2024 |
–$216,231,000 | –$211,095,514 |
| Port Authority of New York & New Jersey Revenue | 5.647% | 11/01/2040 |
$40,000 | $42,817 |
| Federal National Mortgage Assn. | 3.500% | 11/01/2045-06/01/2046 |
$48,540 | $44,412 |
| United States Treasury Note/Bond | 3.000% | 08/15/2052 |
$109,000 | $84,645 |
| Fannie Mae REMICS | 2.000% | 06/25/2044 | $110,681 |
$109,279 |
| Athene Global Funding | 1.985% | 08/19/2028 | $290,000 |
$250,869 |
| Union Pacific Corp. | 2.800% | 02/14/2032 | $357,000 |
$310,048 |
| President and Fellows of Harvard College | 3.745% | 11/15/2052 |
$450,000 | $375,458 |
| United States Treasury Note/Bond | 4.000% | 11/15/2052 |
$436,900 | $410,686 |
| San Diego Gas & Electric Co. | 2.950% | 08/15/2051 | $714,000 |
$481,687 |
| Duke Energy Progress LLC | 4.100% | 03/15/2043 | $615,000 |
$511,114 |
| Northwestern University | 2.640% | 12/01/2050 | $805,000 |
$545,768 |
| Affirm Asset Securitization Trust 2021-Z1 | 1.070% | 08/15/2025 |
$572,228 | $568,297 |
| Massachusetts Institute of Technology | 2.989% | 07/01/2050 |
$852,000 | $620,364 |
| Government National Mortgage Assn. | 7.000% | 11/15/2031-11/15/2033 |
$654,845 | $669,797 |
| American Water Capital Corp. | 4.150% | 06/01/2049 | $850,000 |
$712,962 |
| Fannie Mae REMICS | 1.700% | 06/25/2043 | $740,319 |
$716,706 |
| Fannie Mae REMICS | 3.000% | 02/25/2049 | $761,659 |
$723,322 |
| Berkshire Hathaway Energy Co. | 5.950% | 05/15/2037 |
$830,000 | $866,079 |
| Yale University | 2.402% | 04/15/2050 | $1,366,000 |
$881,714 |
| Pennsylvania Electric Co. | 5.150% | 03/30/2026 | $910,000 |
$901,929 |
| MidAmerican Energy Co. | 4.400% | 10/15/2044 | $1,050,000 |
$911,525 |
| Union Pacific Corp. | 3.250% | 02/05/2050 | $1,409,000 |
$1,026,707 |
| Freddie Mac REMICS | 4.000% | 12/15/2030 | $1,062,153 |
$1,037,773 |
| Comcast Corp. | 6.500% | 11/15/2035 | $945,000 |
$1,047,875 |
| CSL Finance plc | 4.750% | 04/27/2052 | $1,160,000 |
$1,061,936 |
| American Water Capital Corp. | 3.750% | 09/01/2047 | $1,435,000 |
$1,135,024 |
| Angel Oak Mortgage Trust 2019-5 | 2.593% | 10/25/2049 |
$1,179,803 | $1,138,055 |
| Massachusetts Institute of Technology | 2.294% | 07/01/2051 |
$2,100,000 | $1,296,918 |
| TRUSTEES OF PRINCETON UNIVERSITY | 2.516% | 07/01/2050 |
$1,997,000 | $1,338,575 |
| BNP Paribas SA | 3.132% | 01/20/2033 | $1,580,000 |
$1,343,611 |
| Consolidated Edison Co. of New York Inc. | 3.950% | 04/01/2050 |
$1,690,000 | $1,374,543 |
| Metropolitan Transportation Authority | 6.200% | 11/15/2026 |
$1,395,000 | $1,411,033 |
| Lockheed Martin Corp. | 1.850% | 06/15/2030 | $1,700,000 |
$1,434,183 |
| Dominion Energy South Carolina Inc. | 5.300% | 05/15/2033 |
$1,438,000 | $1,452,860 |
| Home Depot Inc. | 2.375% | 03/15/2051 | $2,495,000 |
$1,478,205 |
| Duke Energy Progress LLC | 2.500% | 08/15/2050 | $2,475,000 |
$1,488,704 |
| Diageo Capital plc | 2.125% | 04/29/2032 | $1,845,000 |
$1,506,150 |
| Oglethorpe Power Corp. | 4.550% | 06/01/2044 | $1,825,000 |
$1,511,753 |
| Stanford University | 2.413% | 06/01/2050 | $2,441,000 |
$1,567,156 |
| Duke Energy Progress LLC | 2.900% | 08/15/2051 | $2,450,000 |
$1,584,411 |
| Glencore Funding LLC | 5.700% | 05/08/2033 | $1,565,000 |
$1,591,239 |
| Freddie Mac REMICS | 3.500% | 03/15/2031 | $1,663,967 |
$1,601,205 |
| American Water Capital Corp. | 3.450% | 05/01/2050 | $2,280,000 |
$1,680,348 |
| MAPS Ltd. | 4.458% | 03/15/2044 | $1,915,869 | $1,738,690 |
| Home Depot Inc. | 3.125% | 12/15/2049 | $2,490,000 |
$1,740,167 |
| Glencore Funding LLC | 3.875% | 04/27/2051 | $2,360,000 |
$1,757,867 |
| Fannie Mae Connecticut Avenue Securities | 11.335% | 10/25/2028 |
$1,689,167 | $1,786,294 |
| Fannie Mae REMICS | 3.500% | 04/25/2053 | $1,838,247 |
$1,792,882 |
|
