Holdings of the Fund as of 7/10/2025
Total Number of Holdings (excluding cash): 144
| Fannie Mae Series 2012-134, Class ZC, 2.50%, due 12/25/2042 |
|
3136AAWE1 |
24,575,556 |
$18,909,627.44 |
2.91% |
| Freddie Mac Series 5299, Class ZA, 3%, due 03/25/2052 |
|
3137H9U56 |
22,375,963 |
$15,952,479.83 |
2.45% |
| Freddie Mac FR SD7550, 3%, due 02/01/2052 |
|
3132DVL78 |
16,613,636 |
$14,556,484.45 |
2.24% |
| US Dollar |
$USD |
|
14,249,402 |
$14,249,402.26 |
2.19% |
| Fannie Mae FN AL9394, 3%, due 11/01/2046 |
|
3138ERNL0 |
15,684,550 |
$13,695,056.58 |
2.11% |
| Fannie Mae FN FS3478, 3%, due 12/01/2051 |
|
3140XJ2L6 |
15,803,458 |
$13,605,309.62 |
2.09% |
| TENN VALLEY AUTHORITY N/C, 5.25%, due 02/01/2055 |
|
880591FC1 |
13,160,000 |
$12,704,616.89 |
1.95% |
| Fannie Mae FN FM9712, 3.50%, due 11/01/2050 |
|
3140XDYJ9 |
13,761,336 |
$12,591,799.55 |
1.94% |
| GNMA Series 2023-164, Class AZ, 3%, due 01/20/2052 |
|
38384D2N6 |
17,018,290 |
$12,116,837.22 |
1.86% |
| GNMA Series 2023-81, Class YD, 4%, due 06/20/2053 |
|
38384BJS1 |
13,700,000 |
$12,108,334.00 |
1.86% |
| Freddie Mac Series 5202, Class ZN, 3%, due 05/25/2051 |
|
3137H64E2 |
17,724,729 |
$11,988,691.46 |
1.84% |
| Fannie Mae Series 2024-6, Class AL, 2%, due 04/01/2040 |
|
3136BQ2K4 |
15,500,000 |
$11,576,636.90 |
1.78% |
| GNMA Series 2022-124, Class MY, 3.50%, due 07/20/2052 |
|
38383T5C3 |
13,475,374 |
$11,447,223.76 |
1.76% |
| Fannie Mae Series 2025-40, Class EZ, 4.50%, due 11/25/2048 |
|
3136BWGD2 |
13,788,456 |
$11,372,498.93 |
1.75% |
| Freddie Mac Series 5213, Class DB, 3%, due 04/25/2052 |
|
3137H6X83 |
13,338,822 |
$11,387,855.21 |
1.75% |
| U.S. Treasury Bond, 3.375%, due 11/15/2048 |
|
912810SE9 |
14,500,000 |
$11,352,197.32 |
1.75% |
| Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053 |
|
3136BRLB1 |
13,182,122 |
$10,699,713.79 |
1.65% |
| GNMA Series 2024-59, Class Z, 1.25%, due 07/20/2050 |
|
38384MJ32 |
19,477,149 |
$10,713,452.53 |
1.65% |
| Freddie Mac FR SD7509, 3%, due 11/01/2049 |
|
3132DVKW4 |
12,098,990 |
$10,647,942.76 |
1.64% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ52, Class A2, 4.758%, due 01/25/2032 |
|
3137HHUT6 |
10,000,000 |
$10,085,682.00 |
1.55% |
| Freddie Mac - SLST Series 2025-1, Class A2, 3%, due 05/25/2035 |
|
35564CUE5 |
12,000,000 |
$10,060,791.60 |
1.55% |
| TENN VALLEY AUTHORITY N/C, 5.375%, due 04/01/2056 |
|
880591DZ2 |
10,000,000 |
$9,844,315.20 |
1.51% |
| Fannie Mae Series 2024-20, Class QZ, 4%, due 10/25/2045 |
|
3136BRT64 |
10,958,590 |
$9,703,965.06 |
1.49% |
| Fannie Mae Series 2024-26, Class PO, 0%, due 05/25/2054 |
|
3136BRVQ7 |
12,510,527 |
$9,682,357.12 |
1.49% |
| GNMA Series 2018-53, Class BZ, 3.50%, due 04/20/2048 |
|
38380V6E6 |
11,170,258 |
$9,661,014.08 |
1.49% |
| Fannie Mae Series 2024-20, Class ZA, 4%, due 10/25/2045 |
|
3136BRX93 |
10,766,347 |
$9,539,044.02 |
1.47% |
| TENN VALLEY AUTHORITY N/C, 4.25%, due 09/15/2052 |
|
880591EY4 |
11,329,000 |
$9,345,644.43 |
1.44% |
| GNMA Series 2014-26, Class MZ, 3%, due 02/20/2044 |
|
38379ARU6 |
10,521,692 |
$9,273,149.74 |
1.43% |
| Fannie Mae Series 2025-44, Class CZ, 3.50%, due 07/25/2050 |
|
3136BWCX2 |
11,590,260 |
$9,182,082.14 |
1.41% |
| GNMA Series 2022-128, Class PN, 4%, due 07/20/2052 |
|
38383UAF7 |
10,147,137 |
$8,923,734.24 |
1.37% |
| Freddie Mac - SLST Series 2024-2, Class A2, 3.25%, due 10/25/2034 |
|
35564CN45 |
10,000,000 |
$8,673,014.00 |
1.33% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 |
|
912810RT7 |
13,100,000 |
$8,498,625.00 |
1.31% |
| GNMA Series 2024-43, Class EZ, 3.50%, due 04/20/2052 |
|
38384KNP2 |
10,216,495 |
$7,781,418.29 |
1.20% |
| GNMA Series 2024-1, Class ZH, 5%, due 05/20/2046 |
|
38384H6T0 |
7,739,072 |
$7,750,298.01 |
1.19% |
| U.S. Treasury Bond, 3.125%, due 05/15/2048 |
|
912810SC3 |
10,000,000 |
$7,509,765.60 |
1.16% |
| Fannie Mae Series 2023-59, Class CZ, 2.50%, due 10/25/2049 |
|
3136BQXE4 |
10,761,714 |
$7,165,950.91 |
1.10% |
| Freddie Mac Series 5179, Class GZ, 2%, due 01/25/2052 |
|
3137H4YR5 |
13,019,844 |
$7,132,657.00 |
1.10% |
| GNMA Series 2014-94, Class Z, 4.50%, due 01/20/2044 |
|
38379CA89 |
7,270,267 |
$6,997,147.37 |
1.08% |
| U.S. Treasury Bond, 2.75%, due 11/15/2047 |
|
912810RZ3 |
10,000,000 |
$7,041,796.90 |
1.08% |
| Freddie Mac Series 5224, Class HL, 4%, due 04/25/2052 |
|
3137H7G72 |
7,420,000 |
$6,665,872.75 |
1.03% |
| U.S. Treasury Bond, 2.25%, due 08/15/2049 |
|
912810SJ8 |
10,650,000 |
$6,604,248.08 |
1.02% |
| Fannie Mae FN FS2459, 3%, due 02/01/2052 |
|
3140XHWV5 |
7,207,858 |
$6,352,575.47 |
0.98% |
| Fannie Mae FN MA4025, 2.50%, due 05/01/2050 |
|
31418DPK2 |
7,700,193 |
$6,258,291.19 |
0.96% |
| Fannie Mae Series 2016-44, Class ZD, 3%, due 07/25/2046 |
|
3136AS3P9 |
7,505,801 |
$6,013,409.85 |
0.93% |
| U.S. Treasury Bond, 0%, due 11/15/2041 |
|
912803DU4 |
13,000,000 |
$5,917,546.70 |
0.91% |
| U.S. Treasury Bond, 3%, due 02/15/2048 |
|
912810SA7 |
8,000,000 |
$5,884,375.05 |
0.91% |
| Fannie Mae Series 2022-22, Class HZ, 2.50%, due 05/25/2052 |
|
3136BML30 |
8,507,213 |
$5,707,692.49 |
0.88% |
| Fannie Mae Series 2016-94, Class MB, 2.50%, due 12/25/2046 |
|
3136AULL3 |
7,208,539 |
$5,522,276.47 |
0.85% |
| U.S. Treasury Bond, 3%, due 02/15/2047 |
|
912810RV2 |
7,400,000 |
$5,503,171.91 |
0.85% |
| Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045 |
|
3137BKYF1 |
6,222,568 |
$5,329,587.75 |
0.82% |
| Freddie Mac Series 5243, Class ZB, 3.50%, due 06/15/2043 |
|
3137H84M0 |
6,180,983 |
$4,971,380.77 |
0.76% |
| GNMA Series 2016-83, Class BP, 3%, due 06/20/2046 |
|
38379XMH0 |
6,000,000 |
$4,946,040.60 |
0.76% |
| U.S. Treasury Bond, 2.75%, due 08/15/2047 |
|
912810RY6 |
7,000,000 |
$4,942,792.96 |
0.76% |
| Fannie Mae Series 2013-95, Class PY, 3%, due 09/25/2043 |
|
3136AGBX9 |
6,203,000 |
$4,848,525.33 |
0.75% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG08, Class A2, Variable rate, due 05/25/2033 |
|
3137HAD86 |
5,000,000 |
$4,855,672.00 |
0.75% |
| GNMA Series 2024-1, Class ZE, 4%, due 01/20/2044 |
|
38384H3U0 |
5,169,941 |
$4,659,211.13 |
0.72% |
| Freddie Mac Series 5135, Class BZ, 2.50%, due 08/25/2051 |
|
3137H1RD0 |
7,775,783 |
$4,640,749.58 |
0.71% |
| Fannie Mae Series 2015-89, Class CZ, 4%, due 08/25/2045 |
|
3136AQYA2 |
4,608,245 |
$4,243,836.36 |
0.65% |
| Fannie Mae Series 2024-20, Class ZQ, 4%, due 10/25/2045 |
|
3136BRX77 |
4,885,251 |
$4,235,828.27 |
0.65% |
| Freddie Mac Series 4680, Class YZ, 3.50%, due 05/15/2047 |
|
3137BYCJ7 |
4,786,215 |
$4,241,198.32 |
0.65% |
| GNMA Series 2022-137, Class JY, 4%, due 08/20/2052 |
|
38383UA34 |
4,775,400 |
$4,215,858.74 |
0.65% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1520, Class A2, 2.438%, due 02/25/2036 |
|
3137FYTX4 |
5,000,000 |
$4,012,379.50 |
0.62% |
| U.S. Treasury Bond, 3%, due 02/15/2049 |
|
912810SF6 |
5,500,000 |
$4,009,628.92 |
0.62% |
| Freddie Mac Series 5204, Class HZ, 2.50%, due 03/25/2052 |
|
3137H6BS3 |
6,408,508 |
$3,913,404.09 |
0.60% |
| U.S. Treasury Bond, 3%, due 08/15/2048 |
|
912810SD1 |
5,300,000 |
$3,879,765.63 |
0.60% |
| Fannie Mae FN BM7421, 2%, due 03/01/2051 |
|
3140JCG73 |
4,956,696 |
$3,806,953.38 |
0.59% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-167, Class XAM, Variable rate, due 11/25/2034 |
|
3137HHUL3 |
116,051,000 |
$3,760,922.78 |
0.58% |
| GNMA Series 2025-98, Class SX, Variable rate, due 06/20/2055 |
|
38381NPY8 |
4,839,675 |
$3,761,274.42 |
0.58% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-153, Class X1, Variable rate, due 12/25/2032 |
|
3137H9PD5 |
120,808,975 |
$3,673,390.19 |
0.57% |
| Fannie Mae FN FM9134, 3%, due 06/01/2051 |
|
3140XDEG7 |
3,998,451 |
$3,526,144.19 |
0.54% |
| FHLMC Multifamily Structured Pass Through Certs. Series K155, Class A3, 3.75%, due 04/25/2033 |
|
3137FG6T7 |
3,727,000 |
$3,525,970.84 |
0.54% |
| Freddie Mac Series 4738, Class TY, 3%, due 12/15/2047 |
|
3137FC6G4 |
4,442,000 |
$3,510,680.51 |
0.54% |
| Freddie Mac Series 4924, Class XB, 3%, due 10/25/2049 |
|
3137FPGS8 |
4,752,762 |
$3,466,467.84 |
0.53% |
| GNMA Series 2016-111, Class PB, 2.50%, due 08/20/2046 |
|
38379YU97 |
4,777,122 |
$3,452,355.85 |
0.53% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A2, Variable rate, due 10/01/2053 |
|
30335JAB7 |
3,750,000 |
$3,330,657.75 |
0.51% |
| FHLMC Multifamily Structured Pass Through Certs. Series K140, Class XAM, Variable rate, due 01/25/2032 |
|
3137H6M51 |
186,944,000 |
$3,344,306.65 |
0.51% |
| Freddie Mac Series 4471, Class JB, 3.50%, due 09/15/2043 |
|
3137BJGZ0 |
3,932,064 |
$3,297,311.30 |
0.51% |
| GNMA Series 2025-83, Class SB, Variable rate, due 05/20/2055 |
|
38385GPR4 |
3,274,933 |
$3,179,645.95 |
0.49% |
| Farmer Mac Agricultural Real Estate Trust Series 2024-2, Class A2, Variable rate, due 08/01/2054 |
|
307910AB5 |
3,250,000 |
$3,040,131.25 |
0.47% |
| Freddie Mac Series 4745, Class CZ, 3.50%, due 01/15/2048 |
|
3137FDBN1 |
3,323,850 |
$2,987,125.17 |
0.46% |
| FANNIE MAE Series 2018-76, Class ZL, 4%, due 10/25/2058 |
|
3136B3GG9 |
3,152,978 |
$2,862,832.43 |
0.44% |
| GNMA Series 2022-139, Class AL, 4%, due 07/20/2051 |
|
38383M3M8 |
3,200,000 |
$2,865,476.16 |
0.44% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-165, Class XAM, Variable rate, due 09/25/2034 |
|
3137HHJ44 |
37,000,000 |
$2,589,870.50 |
0.40% |
| U.S. Treasury Bond, 0%, due 08/15/2043 |
|
912803ED1 |
6,300,000 |
$2,590,947.07 |
0.40% |
| GNMA Series 2025-95, Class DC, Variable rate, due 05/20/2055 |
|
38385GUG2 |
2,802,012 |
$2,554,930.14 |
0.39% |
| GNMA Series 2022-30, Class AL, 3%, due 02/20/2052 |
|
38383F4Q3 |
3,510,000 |
$2,474,854.32 |
0.38% |
| U.S. Treasury Bond, 0%, due 02/15/2041 |
|
912803DQ3 |
5,000,000 |
$2,382,218.35 |
0.37% |
| Fannie Mae Series 2021-91. Class DB, 2.50%, due 01/25/2042 |
|
3136BK3V2 |
2,800,000 |
$2,188,999.96 |
0.34% |
| Freddie Mac Series 5140, Class ZD, 2%, due 08/25/2051 |
|
3137H25R1 |
3,726,229 |
$2,195,752.75 |
0.34% |
| Fannie Mae Series 2018-84, Class ZM, 4%, due 11/25/2048 |
|
3136B3MR8 |
2,324,143 |
$2,151,527.95 |
0.33% |
| U.S. Treasury Bond, 0%, due 08/15/2042 |
|
912803DY6 |
5,000,000 |
$2,172,172.60 |
0.33% |
| U.S. Treasury Bond, 0%, due 11/15/2042 |
|
912803DZ3 |
5,000,000 |
$2,142,023.50 |
0.33% |
| FHLMC Multifamily Structured Pass Through Certs. Series K129, Class X1, Variable rate, due 05/25/2031 |
|
3137H13R5 |
46,083,903 |
$2,089,126.16 |
0.32% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1519, Class A2, 2.013%, due 12/25/2035 |
|
3137F8TF0 |
2,570,000 |
$1,989,620.50 |
0.31% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1516, Class X1, Variable rate, due 05/25/2035 |
|
3137FUZK3 |
18,279,887 |
$1,947,109.61 |
0.30% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class A3, 3.794%, due 01/25/2034 |
|
3137FL2M5 |
2,050,000 |
$1,913,094.03 |
0.29% |
| GNMA Series 2015-164, Class MZ, 3%, due 09/20/2045 |
|
38379FDE6 |
2,292,093 |
$1,752,130.56 |
0.27% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class A2, 1.716%, due 07/25/2035 |
|
3137FWHF0 |
2,142,000 |
$1,647,023.21 |
0.25% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1514, Class A2, 2.859%, due 10/25/2034 |
|
3137FQJZ7 |
1,800,000 |
$1,549,483.20 |
0.24% |
| U.S. Treasury Bond, 0%, due 08/15/2041 |
|
912803DT7 |
3,400,000 |
$1,572,892.02 |
0.24% |
| Fannie Mae Series 2023-44, Class PO, 0%, due 10/25/2053 |
|
3136BQLA5 |
1,851,418 |
$1,402,726.46 |
0.22% |
| Fannie Mae Series 2013-19, Class ZD, 3.50%, due 03/25/2043 |
|
3136ACLY5 |
1,543,343 |
$1,357,401.29 |
0.21% |
| FHLMC Multifamily Structured Pass Through Certs. Series K145, Class A2, 2.58%, due 06/25/2055 |
|
3137H7QH9 |
1,450,000 |
$1,289,916.23 |
0.20% |
| GNMA Series 2010-61, Class KE, 5%, due 05/16/2040 |
|
38377FDG3 |
1,292,000 |
$1,280,298.10 |
0.20% |
| FHLMC Multifamily Structured Pass Through Certs. Series K131, Class XAM, Variable rate, due 07/25/2031 |
|
3137H2NA8 |
25,500,000 |
$1,264,695.45 |
0.19% |
| First Trust Intermediate Government Opportunities ETF |
MGOV |
33738D838 |
60,000 |
$1,203,000.00 |
0.19% |
| FANNIE MAE Series 2005-74, Class NZ, 6%, due 09/25/2035 |
|
31394FED3 |
1,111,685 |
$1,178,950.00 |
0.18% |
| Freddie Mac FR QB1397, 2.50%, due 07/01/2050 |
|
3133A7RS0 |
1,157,876 |
$956,073.49 |
0.15% |
| U.S. Treasury Bond, 0%, due 11/15/2040 |
|
912803DP5 |
2,000,000 |
$965,947.94 |
0.15% |
| U.S. Treasury Bond, 0%, due 05/15/2042 |
|
912803DX8 |
2,000,000 |
$882,378.90 |
0.14% |
| FHLMC Multifamily Structured Pass Through Certs. Series K111, Class XAM, Variable rate, due 05/25/2030 |
|
3137FUZG2 |
9,960,382 |
$758,819.75 |
0.12% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1511, Class X1, Variable rate, due 03/25/2034 |
|
3137FLYL2 |
17,110,007 |
$790,109.32 |
0.12% |
| FHLMC Multifamily Structured Pass Through Certs. Series K143, Class XAM, Variable rate, due 04/25/2055 |
|
3137H74E0 |
30,502,250 |
$737,239.38 |
0.11% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class X1, Variable rate, due 11/01/2034 |
|
3137FTZM2 |
7,599,619 |
$747,491.68 |
0.11% |
| Freddie Mac Multiclass Certificates Series 2020-RR14, Class X, Variable rate, due 03/27/2034 |
|
3137F85E9 |
4,722,428 |
$642,044.31 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class A3, 3.059%, due 04/25/2034 |
|
3137FMTT9 |
485,000 |
$427,897.70 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series K120, Class XAM, 1.21102%, due 10/25/2030 |
|
3137F72T1 |
7,550,000 |
$420,106.16 |
0.06% |
| GNMA Series 2020-159, Class Z, 2.50%, due 10/15/2062 |
|
38380RCF5 |
933,053 |
$330,716.14 |
0.05% |
| GNMA Series 2021-28, Class Z, Variable rate, due 10/16/2062 |
|
38380RXV7 |
950,235 |
$282,611.99 |
0.04% |
| GNMA Series 2020-197, Class Z, Variable rate, due 10/15/2062 |
|
38380RHY9 |
512,686 |
$154,881.41 |
0.02% |
| 2025-10-24 US LONG BOND(CBT) Dec25 C 120 |
USX5C 120 |
|
50 |
$38,281.25 |
0.01% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 C 110 |
FVZ5C 110 |
|
100 |
$45,312.50 |
0.01% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 C 112 |
FVZ5C 112 |
|
292 |
$47,906.40 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K095, Class XAM, Variable rate, due 06/25/2029 |
|
3137FNAJ9 |
1,936,000 |
$86,092.37 |
0.01% |
| GNMA Series 2021-4, Class Z, 2%, due 09/15/2062 |
|
38380RSB7 |
220,897 |
$58,406.23 |
0.01% |
| 2025-07-25 US 10YR NOTE (CBT)Sep25 P 111 |
TYQ5P 111 |
|
100 |
$29,687.50 |
0.00% |
| 2025-08-22 US 5YR NOTE (CBT) Sep25 C 109 |
FVU5C 109 |
|
50 |
$14,843.75 |
0.00% |
| 2025-08-22 US 5YR NOTE (CBT) Sep25 C 110 |
FVU5C 110 |
|
100 |
$11,718.80 |
0.00% |
| 2025-08-22 US LONG BOND(CBT) Sep25 C 116 |
USU5C 116 |
|
25 |
$23,828.13 |
0.00% |
| 2025-09-26 US LONG BOND(CBT) Dec25 C 126 |
USV5C 126 |
|
50 |
$7,031.25 |
0.00% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 P 103 |
TUZ5P 103 |
|
-100 |
($15,625.00) |
0.00% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 P 105.50 |
FVZ5P 105.5 |
|
-100 |
($12,500.00) |
0.00% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 P 106 |
FVZ5P 106 |
|
-150 |
($28,125.00) |
0.00% |
| 2025-11-21 US 5YR NOTE (CBT) Dec25 P 106.50 |
FVZ5P 106.5 |
|
-100 |
($27,343.80) |
0.00% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 104 |
USZ5P 104 |
|
-50 |
($25,000.00) |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 P 95 |
SFRZ6P 95 |
|
-100 |
($12,500.00) |
0.00% |
| 2026-12-11 3 MONTH SOFR FUT Dec26 P 95.75 |
SFRZ6P 95.75 |
|
-100 |
($29,375.00) |
0.00% |
| US 10YR NOTE (CBT)Sep25 |
TYU5 |
|
1,197 |
$133,128,843.75 |
0.00% |
| US 10yr Ultra Fut Sep25 |
UXYU5 |
|
-782 |
($88,537,062.50) |
0.00% |
| US 2YR NOTE (CBT) Sep25 |
TUU5 |
|
532 |
$110,344,280.98 |
0.00% |
| US 5YR NOTE (CBT) Sep25 |
FVU5 |
|
1,519 |
$164,609,758.57 |
0.00% |
| US LONG BOND(CBT) Sep25 |
USU5 |
|
-1,536 |
($175,488,000.00) |
0.00% |
| US ULTRA BOND CBT Sep25 |
WNU5 |
|
512 |
$60,224,000.00 |
0.00% |
| 2025-11-21 US 10YR NOTE (CBT)Dec25 P 106.50 |
TYZ5P 106.5 |
|
-200 |
($43,750.00) |
-0.01% |
| 2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.50 |
TUZ5P 103.5 |
|
-100 |
($42,187.60) |
-0.01% |
| 2025-11-21 US LONG BOND(CBT) Dec25 P 108 |
USZ5P 108 |
|
-50 |
($56,250.00) |
-0.01% |
| 2026-03-13 3 MONTH SOFR FUT Mar26 P 96 |
SFRH6P 96 |
|
-250 |
($53,125.00) |
-0.01% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 |
SFRZ7C 97.5 |
|
-71 |
($49,700.00) |
-0.01% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 95 |
SFRZ7P 95 |
|
-100 |
($41,250.00) |
-0.01% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 95.50 |
SFRZ7P 95.5 |
|
-71 |
($42,156.25) |
-0.01% |
| Fannie Mae or Freddie Mac TBA, 6%, due 04/01/2055 |
|
01F060683 |
-10,000,000 |
($10,137,601.10) |
-1.56% |
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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