Holdings of the Fund as of 8/22/2025
Total Number of Holdings (excluding cash): 147
| Fannie Mae FN BM7521, 3.50%, due 10/01/2048 |
|
3140JCLB8 |
2,658,875 |
$2,427,174.12 |
3.65% |
| Freddie Mac FT ZT2264, 4%, due 03/01/2044 |
|
3132AEQR0 |
1,801,366 |
$1,729,238.44 |
2.60% |
| Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 |
|
3136ALDV0 |
1,872,353 |
$1,699,037.99 |
2.56% |
| GNMA Series 2022-191, Class BY, 4%, due 08/20/2041 |
|
38383LHV5 |
1,745,000 |
$1,659,442.65 |
2.50% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 08/01/2054 |
|
01F042699 |
1,673,000 |
$1,604,782.31 |
2.42% |
| Fannie Mae Series 2012-118, Class VZ, 3%, due 11/25/2042 |
|
3136A92R8 |
1,624,663 |
$1,483,073.02 |
2.23% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 02/01/2052 |
|
01F032690 |
1,547,000 |
$1,394,329.07 |
2.10% |
| Freddie Mac FR RA5546, 3%, due 07/01/2051 |
|
3133KMET8 |
1,603,307 |
$1,388,114.77 |
2.09% |
| Fannie Mae FN FA1348, 4.50%, due 09/01/2052 |
|
3140W1QA4 |
1,393,502 |
$1,382,454.21 |
2.08% |
| Freddie Mac - SLST Series 2025-1, Class YF, Variable rate, due 05/25/2035 |
|
35564CWZ6 |
1,365,520 |
$1,384,383.71 |
2.08% |
| Fannie Mae FN AL9394, 3%, due 11/01/2046 |
|
3138ERNL0 |
1,532,051 |
$1,351,227.38 |
2.03% |
| GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045 |
|
38379QDE2 |
1,414,220 |
$1,318,268.49 |
1.98% |
| Fannie Mae FN BM4963, 3%, due 05/01/2048 |
|
3140J9QR5 |
1,435,787 |
$1,274,530.51 |
1.92% |
| TENN VALLEY AUTHORITY N/C, 5.25%, due 02/01/2055 |
|
880591FC1 |
1,290,000 |
$1,256,852.19 |
1.89% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ51, Class A2, Variable rate, due 01/25/2032 |
|
3137HH6L0 |
1,200,000 |
$1,216,827.12 |
1.83% |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 |
|
3140FXGR7 |
1,205,585 |
$1,199,267.98 |
1.81% |
| FHLMC Multifamily Structured Pass Through Certs. Series K152, Class A1, 2.83%, due 05/25/2030 |
|
3137BPVM8 |
1,240,729 |
$1,200,228.05 |
1.81% |
| Fannie Mae FN AS7738, 3%, due 08/01/2046 |
|
3138WHS45 |
1,341,556 |
$1,191,737.32 |
1.79% |
| Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044 |
|
3137B8YJ0 |
1,267,076 |
$1,164,740.49 |
1.75% |
| Fannie Mae Series 2024-6, Class AL, 2%, due 04/01/2040 |
|
3136BQ2K4 |
1,500,000 |
$1,133,359.95 |
1.71% |
| Fannie Mae or Freddie Mac TBA, 5%, due 04/01/2055 |
|
01F050692 |
1,140,000 |
$1,121,552.27 |
1.69% |
| Fannie Mae Series 2012-134, Class ZC, 2.50%, due 12/25/2042 |
|
3136AAWE1 |
1,443,699 |
$1,123,970.59 |
1.69% |
| Freddie Mac Series 4213, Class GZ, 3.50%, due 06/15/2043 |
|
3137B32M9 |
1,150,504 |
$1,090,838.90 |
1.64% |
| Freddie Mac Series 4741, Class GY, 3%, due 12/15/2047 |
|
3137FCBP8 |
1,250,000 |
$1,076,364.00 |
1.62% |
| GNMA Series 2023-81, Class YD, 4%, due 06/20/2053 |
|
38384BJS1 |
1,200,000 |
$1,069,141.08 |
1.61% |
| Freddie Mac - SLST Series 2025-1, Class A2, 3%, due 05/25/2035 |
|
35564CUE5 |
1,250,000 |
$1,063,101.50 |
1.60% |
| Fannie Mae Series 2016-94, Class MB, 2.50%, due 12/25/2046 |
|
3136AULL3 |
1,350,000 |
$1,043,902.62 |
1.57% |
| U.S. Treasury Inflation Indexed Note, 1.625%, due 04/15/2030 |
|
91282CNB3 |
1,000,000 |
$1,030,542.06 |
1.55% |
| Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 |
|
3136BWAF3 |
1,031,256 |
$1,013,273.82 |
1.53% |
| Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 |
|
3137HDTC4 |
1,090,664 |
$1,016,217.74 |
1.53% |
| Freddie Mac Series 5502, Class FC, Variable rate, due 02/25/2055 |
|
3137HJSV0 |
1,000,950 |
$1,010,964.61 |
1.52% |
| Fannie Mae Series 2014-12, Class ZB, 3%, due 03/25/2039 |
|
3136AJJJ6 |
1,027,345 |
$972,379.11 |
1.46% |
| Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 |
|
35564CSK4 |
947,427 |
$963,897.44 |
1.45% |
| Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 |
|
35563PHF9 |
985,983 |
$954,826.27 |
1.44% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-150, Class A1, Variable rate, due 12/25/2031 |
|
3137H9C80 |
934,625 |
$931,217.13 |
1.40% |
| Fannie Mae Series 2024-26, Class PO, 0%, due 05/25/2054 |
|
3136BRVQ7 |
1,177,946 |
$922,165.70 |
1.39% |
| Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 |
|
3132AA2H6 |
964,058 |
$892,716.33 |
1.34% |
| Freddie Mac Series 4798, Class GZ, 4%, due 06/15/2048 |
|
3137F5MU0 |
942,299 |
$891,113.60 |
1.34% |
| Freddiemac Strip Series 413, Class PO, 0%, due 05/25/2054 |
|
3133Q3ND9 |
1,044,969 |
$893,060.58 |
1.34% |
| Freddie Mac Series 4929, Class FB, Variable rate, due 09/25/2049 |
|
3137FPKK0 |
892,962 |
$870,077.75 |
1.31% |
| Freddie Mac Series 5256, Class FC, Variable rate, due 09/25/2052 |
|
3137H92G3 |
878,504 |
$872,078.09 |
1.31% |
| Fannie Mae FN AS7749, 3.50%, due 08/01/2046 |
|
3138WHTF9 |
940,618 |
$866,131.92 |
1.30% |
| Fannie Mae FN BF0568, 5.50%, due 07/01/2061 |
|
3140FXT28 |
832,641 |
$853,729.36 |
1.29% |
| Fannie Mae or Freddie Mac TBA, 4%, due 04/01/2052 |
|
01F040693 |
906,000 |
$843,205.24 |
1.27% |
| FHLMC Multifamily Structured Pass Through Certs. Series K125, Class A1, 1.101%, due 08/25/2030 |
|
3137F9Z61 |
891,794 |
$822,254.65 |
1.24% |
| Fannie Mae FN FS3541, 3.50%, due 08/01/2052 |
|
3140XJ5B5 |
866,144 |
$782,330.77 |
1.18% |
| FREDDIE MAC Series 4316, Class XZ, 4.50%, due 03/15/2044 |
|
3137B9AH8 |
791,729 |
$785,838.24 |
1.18% |
| U.S. Treasury Note, 4%, due 06/30/2032 |
|
91282CNJ6 |
780,000 |
$781,340.63 |
1.18% |
| U.S. Treasury Note, 4.25%, due 05/15/2035 |
|
91282CNC1 |
780,000 |
$780,426.56 |
1.17% |
| Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 |
|
01F030694 |
875,000 |
$756,988.84 |
1.14% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F0406A0 |
810,000 |
$753,510.95 |
1.13% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 12/01/2051 |
|
01F022691 |
883,000 |
$731,928.48 |
1.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ24, Class A2, 2.821%, due 09/25/2027 |
|
3137FMD74 |
632,078 |
$620,032.12 |
0.93% |
| U.S. Treasury Bond, 4.75%, due 05/15/2055 |
|
912810UK2 |
600,000 |
$587,343.75 |
0.88% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2055 |
|
01F052698 |
557,000 |
$559,071.56 |
0.84% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 |
|
912810RT7 |
860,000 |
$559,302.34 |
0.84% |
| U.S. Treasury Bond, 5%, due 05/15/2045 |
|
912810UL0 |
540,000 |
$550,167.18 |
0.83% |
| Fannie Mae FN 310208, 3%, due 03/01/2048 |
|
31374CR57 |
628,449 |
$543,600.52 |
0.82% |
| GNMA Series 2022-139, Class AL, 4%, due 07/20/2051 |
|
38383M3M8 |
600,000 |
$541,467.90 |
0.82% |
| FREMF Mortgage Trust Series 2019-KL4F, Class BA, Variable rate, due 10/25/2025 |
|
30297TAU9 |
500,000 |
$497,299.25 |
0.75% |
| FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031 |
|
3137H1YX8 |
9,980,003 |
$487,439.29 |
0.73% |
| FHLMC Multifamily Structured Pass Through Certs. Series K129, Class XAM, Variable rate, due 05/25/2031 |
|
3137H13T1 |
8,000,000 |
$477,360.80 |
0.72% |
| U.S. Treasury Bond, 3%, due 08/15/2048 |
|
912810SD1 |
650,000 |
$476,582.02 |
0.72% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F0326A7 |
518,000 |
$466,596.13 |
0.70% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 |
|
3137F84T7 |
13,181,841 |
$465,022.41 |
0.70% |
| Freddie Mac - SLST Series 2021-1, Class A1D, 2%, due 05/26/2031 |
|
35564CJU2 |
497,619 |
$459,050.75 |
0.69% |
| Fannie Mae Series 2015-89, Class CZ, 4%, due 08/25/2045 |
|
3136AQYA2 |
442,807 |
$412,009.76 |
0.62% |
| Fannie Mae FN 310211, 3.50%, due 07/01/2048 |
|
31374CR81 |
450,510 |
$406,146.64 |
0.61% |
| Fannie Mae FN BM7079, 4%, due 10/01/2048 |
|
3140JB2M7 |
426,100 |
$402,474.27 |
0.61% |
| Fannie Mae FN FS0704, 4%, due 03/01/2047 |
|
3140XFYA3 |
418,877 |
$397,495.33 |
0.60% |
| Fannie Mae FN BM7129, 3%, due 01/01/2047 |
|
3140JB4P8 |
428,909 |
$388,668.03 |
0.59% |
| Freddie Mac FR ZL8982, 3.50%, due 01/01/2045 |
|
3131XQ6T8 |
403,164 |
$376,157.60 |
0.57% |
| Freddie Mac FR ZS9446, 3.50%, due 08/01/2045 |
|
3132AAP73 |
408,742 |
$380,685.60 |
0.57% |
| Fannie Mae FN BM6732, 4%, due 11/01/2048 |
|
3140JBPS9 |
378,990 |
$369,128.95 |
0.56% |
| Freddie Mac FR SD4005, 4%, due 12/01/2049 |
|
3132E0NW8 |
393,765 |
$375,096.53 |
0.56% |
| FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 |
|
3137HH6B2 |
7,058,000 |
$368,479.12 |
0.55% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-165, Class XAM, Variable rate, due 09/25/2034 |
|
3137HHJ44 |
5,180,000 |
$359,888.27 |
0.54% |
| Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 |
|
35563PKG3 |
364,244 |
$350,432.37 |
0.53% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 |
|
3137FMTU6 |
6,234,633 |
$320,832.99 |
0.48% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 |
|
3137FFXM4 |
22,240,263 |
$309,882.48 |
0.47% |
| Freddie Mac Series 4945, Class LB, 3%, due 03/25/2040 |
|
3137FRNY3 |
350,000 |
$310,531.97 |
0.47% |
| Freddie Mac Multiclass Certificates Series 2020-RR06, Class BX, Variable rate, due 05/27/2033 |
|
3137FRV99 |
3,500,000 |
$299,854.98 |
0.45% |
| Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 |
|
3136BTTR4 |
287,036 |
$287,543.25 |
0.43% |
| Fannie Mae FN FS4157, 4%, due 05/01/2049 |
|
3140XKTP5 |
290,451 |
$274,950.96 |
0.41% |
| GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 |
|
38381J2J5 |
4,879,079 |
$242,575.61 |
0.37% |
| U.S. Treasury Bond, 3%, due 02/15/2049 |
|
912810SF6 |
330,000 |
$241,003.13 |
0.36% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2055 |
|
01F0526A5 |
235,000 |
$235,635.35 |
0.35% |
| U.S. Treasury Note, 4%, due 07/31/2032 |
|
91282CNR8 |
230,000 |
$230,269.53 |
0.35% |
| U.S. Treasury Bond, 3%, due 02/15/2047 |
|
912810RV2 |
295,000 |
$219,867.19 |
0.33% |
| U.S. Treasury Bond, 4.75%, due 02/15/2045 |
|
912810UJ5 |
200,000 |
$197,406.25 |
0.30% |
| U.S. Treasury Bond, 4.625%, due 02/15/2055 |
|
912810UG1 |
200,000 |
$191,843.75 |
0.29% |
| U.S. Treasury Bond, 4.625%, due 11/15/2044 |
|
912810UF3 |
200,000 |
$194,398.44 |
0.29% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 12/01/2051 |
|
01F0226A8 |
221,000 |
$183,163.45 |
0.28% |
| FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 |
|
3137FTZS9 |
3,058,331 |
$187,136.84 |
0.28% |
| FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027 |
|
3137F72F1 |
7,700,000 |
$162,451.52 |
0.24% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSW4, Class A, Variable rate, due 10/25/2028 |
|
3137FJZ51 |
118,130 |
$118,031.06 |
0.18% |
| Freddie Mac FG U90690, 3.50%, due 06/01/2042 |
|
3132H3XT5 |
125,065 |
$116,775.04 |
0.18% |
| U.S. Treasury Bond, 4.75%, due 08/15/2055 |
|
912810UM8 |
120,000 |
$117,534.37 |
0.18% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F0306A1 |
102,000 |
$88,227.33 |
0.13% |
| FHLMC Multifamily Structured Pass Through Certs. Series K143, Class XAM, Variable rate, due 04/25/2055 |
|
3137H74E0 |
2,721,250 |
$64,877.59 |
0.10% |
| Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2055 |
|
01F0606A8 |
47,000 |
$47,911.25 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X3, Variable rate, due 03/25/2029 |
|
3137BPCS6 |
2,000,000 |
$28,997.40 |
0.04% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 C 112 |
TYZ5C 112 |
|
-1 |
($1,250.00) |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 C 114 |
TYZ5C 114 |
|
-4 |
($2,187.52) |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 C 115 |
TYZ5C 115 |
|
-4 |
($1,437.51) |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 C 116 |
TYZ5C 116 |
|
-1 |
($234.38) |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 107 |
TYZ5P 107 |
|
-2 |
($156.26) |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 107.50 |
TYZ5P 107.5 |
|
-1 |
($93.75) |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 108 |
TYZ5P 108 |
|
-2 |
($250.00) |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 109 |
TYZ5P 109 |
|
-6 |
($1,312.50) |
0.00% |
| 2025-11-21 US 10yr Ultra Fut Dec25 C 115 |
UXYZ5C 115 |
|
-2 |
($2,281.26) |
0.00% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 C 104.25 |
TUZ5C 104.25 |
|
-1 |
($625.00) |
0.00% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 C 105 |
TUZ5C 105 |
|
-2 |
($468.76) |
0.00% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 P 103 |
TUZ5P 103 |
|
-18 |
($562.50) |
0.00% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.25 |
TUZ5P 103.25 |
|
-1 |
($62.50) |
0.00% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 C 109 |
FVZ5C 109 |
|
-2 |
($1,718.75) |
0.00% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 C 111 |
FVZ5C 111 |
|
-1 |
($257.81) |
0.00% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 P 106 |
FVZ5P 106 |
|
-3 |
($117.19) |
0.00% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 P 106.50 |
FVZ5P 106.5 |
|
-4 |
($250.00) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 121 |
USZ5C 121 |
|
-1 |
($531.25) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 122 |
USZ5C 122 |
|
-7 |
($2,953.14) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 124 |
USZ5C 124 |
|
-1 |
($265.63) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 125 |
USZ5C 125 |
|
-1 |
($218.75) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 128 |
USZ5C 128 |
|
-1 |
($140.63) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 103 |
USZ5P 103 |
|
-1 |
($171.88) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 108 |
USZ5P 108 |
|
-1 |
($515.63) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 110 |
USZ5P 110 |
|
-3 |
($2,531.25) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 99 |
USZ5P 99 |
|
-2 |
($187.50) |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 P 109 |
TYH6P 109 |
|
-1 |
($578.13) |
0.00% |
| 2026-02-20 US 5YR NOTE (CBT) Mar26 C 111.50 |
FVH6C 111.5 |
|
-2 |
($828.12) |
0.00% |
| 2026-02-20 US 5YR NOTE (CBT) Mar26 C 112 |
FVH6C 112 |
|
-1 |
($335.94) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 C 123 |
USH6C 123 |
|
-1 |
($843.75) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 C 124 |
USH6C 124 |
|
-2 |
($1,437.50) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 108 |
USH6P 108 |
|
-2 |
($2,656.26) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 110 |
USH6P 110 |
|
-1 |
($1,828.13) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 95.50 |
SFRZ7P 95.5 |
|
-6 |
($2,325.00) |
0.00% |
| US 10YR NOTE (CBT)Sep25 |
TYU5 |
|
-22 |
($2,467,093.75) |
0.00% |
| US 10yr Ultra Fut Dec25 |
UXYZ5 |
|
-67 |
($7,645,328.13) |
0.00% |
| US 10yr Ultra Fut Sep25 |
UXYU5 |
|
-32 |
($3,651,500.00) |
0.00% |
| US 2YR NOTE (CBT) Dec25 |
TUZ5 |
|
28 |
$5,836,250.00 |
0.00% |
| US 2YR NOTE (CBT) Sep25 |
TUU5 |
|
14 |
$2,910,359.37 |
0.00% |
| US 5YR NOTE (CBT) Sep25 |
FVU5 |
|
6 |
$654,281.25 |
0.00% |
| US LONG BOND(CBT) Sep25 |
USU5 |
|
56 |
$6,431,250.00 |
0.00% |
| US ULTRA BOND CBT Sep25 |
WNU5 |
|
-2 |
($234,937.50) |
0.00% |
| 2025-10-24 US LONG BOND(CBT) Dec25 C 118 |
USX5C 118 |
|
-12 |
($8,250.00) |
-0.01% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 116 |
USZ5C 116 |
|
-2 |
($3,343.76) |
-0.01% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 118 |
USZ5C 118 |
|
-6 |
($6,281.27) |
-0.01% |
| 2025-11-21 US LONG BOND(CBT) Dec25 C 120 |
USZ5C 120 |
|
-11 |
($7,218.75) |
-0.01% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 107 |
USZ5P 107 |
|
-10 |
($4,062.50) |
-0.01% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 C 115 |
TYH6C 115 |
|
-8 |
($5,625.03) |
-0.01% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 112 |
USH6P 112 |
|
-2 |
($5,031.26) |
-0.01% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 116 |
USH6P 116 |
|
-1 |
($4,515.63) |
-0.01% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 |
SFRZ7C 97.5 |
|
-6 |
($4,275.00) |
-0.01% |
| Fannie Mae or Freddie Mac TBA, 5%, due 05/01/2055 |
|
01F0506A9 |
-141,000 |
($138,597.14) |
-0.21% |
| Fannie Mae or Freddie Mac TBA, 6%, due 04/01/2055 |
|
01F060691 |
-254,000 |
($259,182.59) |
-0.39% |
| US Dollar |
$USD |
|
-7,674,675 |
($7,674,674.58) |
-11.55% |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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