|
|
 |
|
Holdings of the Fund as of 10/2/2026
Total Number of Holdings (excluding cash): 214
| Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2056 |
|
01F0526A5 |
5,404,000 |
$5,152,194.44 |
5.35% |
| GNMA G2 MA7366, 2%, due 05/20/2051 |
|
36179WFF0 |
5,001,706 |
$3,836,769.16 |
3.98% |
| Fannie Mae FN MA4319, 2%, due 04/01/2051 |
|
31418DYR7 |
3,764,242 |
$2,753,419.19 |
2.86% |
| Fannie Mae FN MA4392, 2.50%, due 07/01/2051 |
|
31418D3A8 |
3,280,842 |
$2,536,364.84 |
2.63% |
| Fannie Mae FN MA4057, 2.50%, due 06/01/2050 |
|
31418DQK1 |
3,270,919 |
$2,528,693.21 |
2.62% |
| Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 |
|
3136BWAF3 |
2,223,824 |
$2,143,715.21 |
2.23% |
| Fannie Mae FN BM7521, 3.50%, due 10/01/2048 |
|
3140JCLB8 |
2,364,542 |
$2,042,616.11 |
2.12% |
| U.S. Treasury Bond, 0%, due 05/15/2034 |
|
9128337V6 |
3,000,000 |
$2,014,000.56 |
2.09% |
| Freddie Mac Series 5642, Class FN, Variable rate, due 03/25/2056 |
|
3137HQEA5 |
1,953,912 |
$1,880,176.55 |
1.95% |
| Freddie Mac FR SL1523, 3.50%, due 07/01/2050 |
|
31427NVR7 |
2,083,009 |
$1,792,957.29 |
1.86% |
| Fannie Mae Series 2012-118, Class VZ, 3%, due 11/25/2042 |
|
3136A92R8 |
2,012,630 |
$1,763,485.05 |
1.83% |
| Freddie Mac - SLST Series 2025-2, Class A2, 3%, due 10/25/2035 |
|
35564C2S5 |
2,200,000 |
$1,766,134.04 |
1.83% |
| Freddie Mac Series 4741, Class GY, 3%, due 12/15/2047 |
|
3137FCBP8 |
2,060,000 |
$1,701,582.87 |
1.77% |
| Fannie Mae FN BM4963, 3%, due 05/01/2048 |
|
3140J9QR5 |
2,023,192 |
$1,698,795.36 |
1.76% |
| Fannie Mae or Freddie Mac TBA, 6%, due 06/01/2056 |
|
01F0606B6 |
1,731,000 |
$1,693,299.86 |
1.76% |
| Freddie Mac Series 5082, Class LA, 1.50%, due 03/25/2051 |
|
3137FF4T1 |
2,099,299 |
$1,641,680.21 |
1.70% |
| Freddie Mac Series 5075, Class Q, 1.50%, due 02/25/2051 |
|
3137FF7E1 |
2,029,771 |
$1,616,063.99 |
1.68% |
| Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 |
|
3136ALDV0 |
1,698,426 |
$1,479,800.01 |
1.54% |
| Freddie Mac Series 4639, Class HZ, Variable rate, due 04/15/2053 |
|
3137BTEH0 |
1,882,490 |
$1,448,757.31 |
1.50% |
| Freddie Mac FT ZT2264, 4%, due 03/01/2044 |
|
3132AEQR0 |
1,563,924 |
$1,411,323.59 |
1.46% |
| U.S. Treasury Bond, 0%, due 11/15/2033 |
|
9128337U8 |
1,972,000 |
$1,362,197.99 |
1.41% |
| Freddie Mac Series 5066, Class MA, 1.50%, due 01/25/2051 |
|
3137F8N66 |
1,686,607 |
$1,342,876.40 |
1.39% |
| Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2056 |
|
01F0606A8 |
1,310,000 |
$1,283,976.39 |
1.33% |
| GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045 |
|
38379QDE2 |
1,429,852 |
$1,271,666.45 |
1.32% |
| Freddie Mac - SLST Series 2025-1, Class YF, Variable rate, due 05/25/2035 |
|
35564CWZ6 |
1,251,095 |
$1,264,093.06 |
1.31% |
| GNMA Series 2022-139, Class AL, 4%, due 07/20/2051 |
|
38383M3M8 |
1,450,000 |
$1,247,626.98 |
1.30% |
| GNMA Series 2026-2, Class AF, Variable rate, due 01/20/2056 |
|
38385LKF4 |
1,260,449 |
$1,212,731.31 |
1.26% |
| Fannie Mae FN AL9394, 3%, due 11/01/2046 |
|
3138ERNL0 |
1,395,854 |
$1,167,293.71 |
1.21% |
| Fannie Mae FN FA1348, 4.50%, due 09/01/2052 |
|
3140W1QA4 |
1,213,196 |
$1,132,339.29 |
1.18% |
| Fannie Mae Series 2012-134, Class ZC, 2.50%, due 12/25/2042 |
|
3136AAWE1 |
1,483,292 |
$1,099,491.52 |
1.14% |
| Fannie Mae Series 2024-6, Class AL, 2%, due 04/01/2040 |
|
3136BQ2K4 |
1,500,000 |
$1,097,262.15 |
1.14% |
| Fannie Mae FN AS7738, 3%, due 08/01/2046 |
|
3138WHS45 |
1,249,835 |
$1,052,810.15 |
1.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series K152, Class A1, 2.83%, due 05/25/2030 |
|
3137BPVM8 |
1,102,704 |
$1,051,039.86 |
1.09% |
| U.S. Treasury Bond, 0%, due 05/15/2035 |
|
912833X88 |
1,650,000 |
$1,046,515.09 |
1.09% |
| Freddie Mac - SLST Series 2025-1, Class A2, 3%, due 05/25/2035 |
|
35564CUE5 |
1,250,000 |
$1,019,837.25 |
1.06% |
| Fannie Mae Series 2016-94, Class MB, 2.50%, due 12/25/2046 |
|
3136AULL3 |
1,350,000 |
$1,010,562.48 |
1.05% |
| GNMA Series 2025-4, Class FY, Variable rate, due 01/20/2055 |
|
38385CCE6 |
1,035,545 |
$1,015,477.23 |
1.05% |
| U.S. Treasury Bill, 0%, due 10/06/2026 |
|
912797VK0 |
1,000,000 |
$999,894.69 |
1.04% |
| U.S. Treasury Bill, 0%, due 10/08/2026 |
|
912797UJ4 |
1,000,000 |
$999,683.75 |
1.04% |
| U.S. Treasury Bill, 0%, due 10/15/2026 |
|
912797UK1 |
1,000,000 |
$998,946.25 |
1.04% |
| U.S. Treasury Bill, 0%, due 10/20/2026 |
|
912797VM6 |
1,000,000 |
$998,412.50 |
1.04% |
| GNMA Series 2023-81, Class YD, 4%, due 06/20/2053 |
|
38384BJS1 |
1,200,000 |
$996,637.32 |
1.03% |
| U.S. Treasury Bond, 0%, due 08/15/2034 |
|
9128334Y3 |
1,500,000 |
$992,833.50 |
1.03% |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 |
|
3140FXGR7 |
1,031,984 |
$979,390.86 |
1.02% |
| Fannie Mae Series 2017-49, Class ZJ, 4%, due 07/25/2057 |
|
3136AXGR0 |
1,200,881 |
$978,314.55 |
1.02% |
| U.S. Treasury Note, 4.125%, due 06/15/2029 |
|
91282CQV6 |
1,000,000 |
$979,531.25 |
1.02% |
| Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044 |
|
3137B8YJ0 |
1,105,621 |
$972,554.76 |
1.01% |
| Chase Mortgage Finance Corporation Series 2026-CINV1, Class A11, Variable rate, due 01/25/2057 |
|
161923CC9 |
927,774 |
$907,316.99 |
0.94% |
| Freddie Mac Series 4213, Class GZ, 3.50%, due 06/15/2043 |
|
3137B32M9 |
1,002,788 |
$907,517.36 |
0.94% |
| Fannie Mae FN MA4199, 1.50%, due 11/01/2050 |
|
31418DUZ3 |
1,243,762 |
$864,548.31 |
0.90% |
| Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 |
|
35564CSK4 |
844,692 |
$856,739.66 |
0.89% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 11/01/2051 |
|
01F0226A8 |
1,052,000 |
$820,350.03 |
0.85% |
| Freddie Mac Series 5325, Class SA, Variable rate, due 11/25/2052 |
|
3137HABM7 |
1,024,370 |
$806,508.54 |
0.84% |
| Freddie Mac Series 4798, Class GZ, 4%, due 06/15/2048 |
|
3137F5MU0 |
851,690 |
$764,878.09 |
0.79% |
| Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 |
|
3132AA2H6 |
858,125 |
$750,742.88 |
0.78% |
| Fannie Mae FN AS7749, 3.50%, due 08/01/2046 |
|
3138WHTF9 |
850,499 |
$740,430.40 |
0.77% |
| GNMA TBA, 6.50%, due 01/01/2056 |
|
21H0626B8 |
733,000 |
$735,189.03 |
0.76% |
| Fannie Mae Series 2023-54, Class PO, 0%, due 11/25/2053 |
|
3136BQQZ5 |
900,840 |
$699,285.92 |
0.73% |
| Freddie Mac Series 5256, Class FC, Variable rate, due 09/25/2052 |
|
3137H92G3 |
718,812 |
$704,427.20 |
0.73% |
| U.S. Treasury Bond, 0%, due 02/15/2035 |
|
9128334Z0 |
1,100,000 |
$707,757.67 |
0.73% |
| Fannie Mae Series 2024-26, Class PO, 0%, due 05/25/2054 |
|
3136BRVQ7 |
945,568 |
$696,682.63 |
0.72% |
| Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 |
|
3137HDTC4 |
833,761 |
$656,173.47 |
0.68% |
| U.S. Treasury Bond, 0%, due 08/15/2035 |
|
9128335A4 |
1,000,000 |
$624,856.96 |
0.65% |
| U.S. Treasury Inflation Indexed Note, 0.125%, due 04/15/2027 |
|
91282CEJ6 |
500,000 |
$585,376.25 |
0.61% |
| U.S. Treasury Inflation Indexed Note, 2.375%, due 10/15/2028 |
|
91282CJH5 |
500,000 |
$545,443.80 |
0.57% |
| U.S. Treasury Bond, 0%, due 05/15/2038 |
|
912834AE8 |
980,000 |
$521,570.85 |
0.54% |
| U.S. Treasury Bond, 0%, due 11/15/2037 |
|
912834AD0 |
940,000 |
$515,991.25 |
0.54% |
| SG Capital Partners Series 2022-1, Class A1, Variable rate, due 03/27/2062 |
|
78433QAA3 |
568,022 |
$510,276.25 |
0.53% |
| JP Morgan Mortgage Trust Series 2022-LTV1, Class A2, Variable rate, due 07/25/2052 |
|
465976AB4 |
584,487 |
$501,484.69 |
0.52% |
| PRP Advisors, LLC Series 2025-NQM6, Class A1, Variable rate, due 12/25/2070 |
|
69383RAF9 |
514,706 |
$500,153.72 |
0.52% |
| U.S. Treasury Note, 4.375%, due 05/15/2036 |
|
91282CQQ7 |
500,000 |
$466,210.94 |
0.48% |
| Fannie Mae FN 310208, 3%, due 03/01/2048 |
|
31374CR57 |
547,825 |
$456,024.89 |
0.47% |
| Freddiemac Strip Series 413, Class PO, 0%, due 05/25/2054 |
|
3133Q3ND9 |
581,777 |
$451,619.00 |
0.47% |
| GNMA Series 2026-111, Class AS, Variable rate, due 06/20/2056 |
|
38385SZ55 |
535,598 |
$435,092.24 |
0.45% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
440,000 |
$410,049.33 |
0.43% |
| Fannie Mae Series 2015-89, Class CZ, 4%, due 08/25/2045 |
|
3136AQYA2 |
462,384 |
$409,015.67 |
0.42% |
| Fidelis Mortgage Trust Series 2025-RTL2, Class A1, Variable rate, due 07/25/2040 |
|
31575JAB4 |
405,000 |
$402,419.58 |
0.42% |
| FHLMC Multifamily Structured Pass Through Certs. Series K129, Class XAM, Variable rate, due 05/25/2031 |
|
3137H13T1 |
8,000,000 |
$384,947.20 |
0.40% |
| Onslow Bay Financial LLC Series 2026-J1, Class AF, Variable rate, due 02/25/2056 |
|
67123TAU1 |
388,235 |
$373,088.72 |
0.39% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 |
|
3137F84T7 |
12,967,321 |
$355,923.14 |
0.37% |
| Fannie Mae FN 310211, 3.50%, due 07/01/2048 |
|
31374CR81 |
401,674 |
$345,883.84 |
0.36% |
| Fannie Mae FN BM7079, 4%, due 10/01/2048 |
|
3140JB2M7 |
392,557 |
$347,145.77 |
0.36% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF1, Class A1, Variable rate, due 01/25/2056 |
|
69383VAA1 |
356,291 |
$344,465.05 |
0.36% |
| Fannie Mae FN FS0704, 4%, due 03/01/2047 |
|
3140XFYA3 |
372,690 |
$335,305.93 |
0.35% |
| Fannie Mae FN BM7129, 3%, due 01/01/2047 |
|
3140JB4P8 |
387,702 |
$331,810.02 |
0.34% |
| Fannie Mae or Freddie Mac TBA, 5%, due 03/01/2056 |
|
01F0506A9 |
356,000 |
$329,740.15 |
0.34% |
| Fannie Mae or Freddie Mac TBA, 6.50%, due 03/01/2055 |
|
01F0626B2 |
325,000 |
$325,689.45 |
0.34% |
| Onslow Bay Financial LLC Series 2022-NQM2, Class A1B, Variable rate, due 01/25/2062 |
|
67448DAM2 |
380,000 |
$331,049.69 |
0.34% |
| PMT Loan Trust Series 2025-INV11, Class A36, Variable rate, due 11/25/2056 |
|
729916BK1 |
329,433 |
$327,761.29 |
0.34% |
| Fannie Mae Series 2016-61, Class ML, 3%, due 09/25/2046 |
|
3136ATQS6 |
400,000 |
$320,124.52 |
0.33% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-165, Class XAM, Variable rate, due 09/25/2034 |
|
3137HHJ44 |
5,180,000 |
$317,392.07 |
0.33% |
| Freddie Mac FR ZL8982, 3.50%, due 01/01/2045 |
|
3131XQ6T8 |
357,274 |
$315,331.84 |
0.33% |
| Freddie Mac FR ZS9446, 3.50%, due 08/01/2045 |
|
3132AAP73 |
360,488 |
$317,045.10 |
0.33% |
| Research-Driven Pagaya Motor Asset Trust I Series 2026-R1A, Class A, 5.659%, due 07/25/2034 |
|
76089TAA8 |
317,244 |
$315,102.45 |
0.33% |
| Freddie Mac FR SD4005, 4%, due 12/01/2049 |
|
3132E0NW8 |
346,764 |
$311,455.77 |
0.32% |
| GNMA TBA, 3.50%, due 08/01/2055 |
|
21H0326A3 |
370,000 |
$307,463.09 |
0.32% |
| Fannie Mae FN BM6732, 4%, due 11/01/2048 |
|
3140JBPS9 |
328,274 |
$299,131.85 |
0.31% |
| FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 |
|
3137HH6B2 |
7,058,000 |
$297,740.67 |
0.31% |
| Freddie Mac Series 4945, Class LB, 3%, due 03/25/2040 |
|
3137FRNY3 |
350,000 |
$302,945.41 |
0.31% |
| REMIC FUNDING TRUST 98-1 Series 2026-RR1, Class A1, Variable rate, due 07/27/2030 |
|
76201CAA8 |
300,000 |
$298,966.20 |
0.31% |
| BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 |
|
12430BAE0 |
275,000 |
$275,690.72 |
0.29% |
| GNMA Series 2025-206, Class IO, Variable rate, due 04/16/2064 |
|
38383JCS2 |
4,749,437 |
$278,278.98 |
0.29% |
| GNMA Series 2025-21, Class IO, Variable rate, due 04/16/2065 |
|
38381L5V0 |
4,047,855 |
$275,905.45 |
0.29% |
| U.S. Treasury Bond, 5%, due 05/15/2046 |
|
912810UV8 |
300,000 |
$275,953.13 |
0.29% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 |
|
3137FMTU6 |
6,172,112 |
$267,646.86 |
0.28% |
| GNMA Series 2021-31, Class IO, Variable rate, due 01/16/2061 |
|
38380RVN7 |
4,087,922 |
$271,055.38 |
0.28% |
| Fannie Mae FN MA4271, 1.50%, due 02/01/2051 |
|
31418DW99 |
376,564 |
$261,752.78 |
0.27% |
| KRE Commercial Mortgage Trust Series 2026-ICNA, Class A, Variable rate, due 05/15/2043 |
|
48275LAA8 |
260,000 |
$260,791.91 |
0.27% |
| U.S. Treasury Inflation Indexed Note, 1.625%, due 10/15/2029 |
|
91282CLV1 |
250,000 |
$258,798.06 |
0.27% |
| GNMA TBA, 5%, due 04/01/2056 |
|
21H0506A5 |
272,000 |
$253,457.44 |
0.26% |
| JP Morgan Mortgage Trust Series 2026-1, Class A11, Variable rate, due 07/25/2056 |
|
46594NCH5 |
260,054 |
$252,424.14 |
0.26% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF1, Class A2, Variable rate, due 01/25/2054 |
|
693581AB6 |
260,000 |
$253,419.11 |
0.26% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF2, Class A2, Variable rate, due 03/25/2054 |
|
693987AB5 |
260,000 |
$250,847.71 |
0.26% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class A3, 4.838%, due 06/26/2034 |
|
76089KAC3 |
255,000 |
$253,377.41 |
0.26% |
| Fannie Mae FN FS4157, 4%, due 05/01/2049 |
|
3140XKTP5 |
268,542 |
$236,678.24 |
0.25% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 |
|
3137FFXM4 |
22,041,557 |
$237,612.39 |
0.25% |
| FIGRE Trust Series 2026-FL1, Class A1LC, Variable rate, due 03/25/2056 |
|
31684XAM7 |
255,000 |
$244,864.21 |
0.25% |
| GGP Trust Series 2026-2PAK, Class A, Variable rate, due 04/10/2043 |
|
37441HAA9 |
249,294 |
$241,303.98 |
0.25% |
| REMIC FUNDING TRUST 98-1 Series 2026-2, Class A, 6.259%, due 11/27/2056 |
|
75805CAA0 |
240,350 |
$237,959.31 |
0.25% |
| GNMA Series 2024-47, Class AI, 0.75%, due 06/16/2064 |
|
38381LAV4 |
4,636,799 |
$232,964.36 |
0.24% |
| MFRA Trust Series 2026-NQM1, Class A1, Variable rate, due 02/25/2071 |
|
55287YAF0 |
237,214 |
$230,397.14 |
0.24% |
| Sequoia Mortgage Trust Series 2026-HYB1, Class A1B, Variable rate, due 04/25/2056 |
|
81750GAE6 |
236,781 |
$229,303.80 |
0.24% |
| Preston Ridge Partners Mortgage Trust Series 2026-NQM1, Class A1, Variable rate, due 02/25/2071 |
|
74391DAC7 |
222,995 |
$217,130.71 |
0.23% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-1A, Class A, 5.044%, due 06/27/2033 |
|
76089YAA7 |
190,269 |
$189,582.08 |
0.20% |
| GNMA TBA, 6%, due 03/01/2056 |
|
21H0606A4 |
180,000 |
$177,017.21 |
0.18% |
| FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 |
|
3137FTZS9 |
2,996,833 |
$140,693.23 |
0.15% |
| Santander Mortgage Asset Receivable Trust Series 2026-NQM3, Class A1LC, Variable rate, due 02/25/2066 |
|
802929AB5 |
155,000 |
$149,003.78 |
0.15% |
| GNMA TBA, 4%, due 07/01/2055 |
|
21H0406A6 |
155,000 |
$133,542.29 |
0.14% |
| Freddie Mac FG U90690, 3.50%, due 06/01/2042 |
|
3132H3XT5 |
142,164 |
$126,511.21 |
0.13% |
| FHLMC Multifamily Structured Pass Through Certs. Series K546, Class X1, Variable rate, due 05/25/2030 |
|
3137HN4T2 |
4,114,603 |
$115,787.39 |
0.12% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F0306A1 |
127,000 |
$103,505.10 |
0.11% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 02/01/2052 |
|
01F0326A7 |
109,000 |
$92,382.29 |
0.10% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 01/01/2040 |
|
01F0524B5 |
100,000 |
$98,659.66 |
0.10% |
| Preston Ridge Partners Mortgage Trust Series 2024-RCF1, Class A3, Variable rate, due 01/25/2054 |
|
693581AC4 |
100,000 |
$97,174.51 |
0.10% |
| Pagaya AI Debt Selection Trust Series 2026-R1, Class A, 4.714%, due 12/15/2033 |
|
694971AA0 |
88,582 |
$87,974.85 |
0.09% |
| U.S. Treasury Bond, 0%, due 11/15/2044 |
|
912834PB8 |
250,000 |
$87,410.01 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027 |
|
3137F72F1 |
7,700,000 |
$71,683.15 |
0.07% |
| U.S. Treasury Bond, 0%, due 08/15/2044 |
|
912834NV6 |
180,000 |
$63,874.17 |
0.07% |
| U.S. Treasury Bond, 0%, due 11/15/2035 |
|
912833X96 |
114,000 |
$70,256.36 |
0.07% |
| U.S. Treasury Bond, 0%, due 11/15/2043 |
|
912834MZ8 |
160,000 |
$59,510.10 |
0.06% |
| GNMA TBA, 4.50%, due 04/01/2056 |
|
21H0426A2 |
58,000 |
$51,766.50 |
0.05% |
| U.S. Treasury Bond, 0%, due 08/15/2039 |
|
912834EP9 |
54,000 |
$26,593.51 |
0.03% |
| U.S. Treasury Bond, 0%, due 11/15/2041 |
|
912834KV9 |
79,000 |
$33,559.34 |
0.03% |
| U.S. Treasury Bond, 4.75%, due 11/15/2043 |
|
912810TW8 |
31,000 |
$27,993.85 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSW4, Class A, Variable rate, due 10/25/2028 |
|
3137FJZ51 |
19,099 |
$19,077.29 |
0.02% |
| 2026-10-23 US 10YR NOTE (CBT)Dec26 C 109.50 |
TYX6C 109.5 |
|
-2 |
($31.25) |
0.00% |
| 2026-10-23 US 10YR NOTE (CBT)Dec26 P 104 |
TYX6P 104 |
|
4 |
$2,062.50 |
0.00% |
| 2026-10-23 US 10yr Ultra Fut Dec26 C 110.50 |
UXYX6C 110.5 |
|
-1 |
($46.88) |
0.00% |
| 2026-10-23 US 5YR NOTE (CBT) Dec26 P 103.25 |
FVX6P 103.25 |
|
3 |
$1,148.43 |
0.00% |
| 2026-10-23 US LONG BOND(CBT) Dec26 C 113 |
USX6C 113 |
|
-6 |
($93.76) |
0.00% |
| 2026-10-23 US LONG BOND(CBT) Dec26 P 100 |
USX6P 100 |
|
3 |
$1,359.39 |
0.00% |
| 2026-10-23 US ULTRA BOND CBT Dec26 C 113 |
WNX6C 113 |
|
-1 |
($46.88) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 109 |
TYZ6C 109 |
|
-4 |
($312.50) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 109.50 |
TYZ6C 109.5 |
|
-7 |
($437.50) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 110 |
TYZ6C 110 |
|
-19 |
($1,187.50) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 111 |
TYZ6C 111 |
|
-2 |
($93.76) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 C 112 |
TYZ6C 112 |
|
-4 |
($125.00) |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 104 |
TYZ6P 104 |
|
1 |
$890.63 |
0.00% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 104.50 |
TYZ6P 104.5 |
|
4 |
$4,437.50 |
0.00% |
| 2026-11-20 US 10yr Ultra Fut Dec26 C 107 |
UXYZ6C 107 |
|
-1 |
($546.88) |
0.00% |
| 2026-11-20 US 10yr Ultra Fut Dec26 C 108 |
UXYZ6C 108 |
|
-2 |
($656.26) |
0.00% |
| 2026-11-20 US 10yr Ultra Fut Dec26 C 109 |
UXYZ6C 109 |
|
-12 |
($2,437.52) |
0.00% |
| 2026-11-20 US 10yr Ultra Fut Dec26 C 112 |
UXYZ6C 112 |
|
-6 |
($562.50) |
0.00% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 P 101.75 |
TUZ6P 101.75 |
|
-3 |
($1,828.14) |
0.00% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 C 108 |
FVZ6C 108 |
|
-5 |
($156.25) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 110 |
USZ6C 110 |
|
-3 |
($656.25) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 111 |
USZ6C 111 |
|
-1 |
($171.88) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 112 |
USZ6C 112 |
|
-10 |
($1,250.00) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 113 |
USZ6C 113 |
|
-3 |
($328.13) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 114 |
USZ6C 114 |
|
-2 |
($156.26) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 115 |
USZ6C 115 |
|
-14 |
($875.00) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 116 |
USZ6C 116 |
|
-14 |
($656.26) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 C 117 |
USZ6C 117 |
|
-6 |
($281.25) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 100 |
USZ6P 100 |
|
-2 |
($2,250.00) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 101 |
USZ6P 101 |
|
-2 |
($2,843.75) |
0.00% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 103 |
USZ6P 103 |
|
-1 |
($2,234.38) |
0.00% |
| 2026-11-20 US ULTRA BOND CBT Dec26 C 107 |
WNZ6C 107 |
|
-1 |
($1,093.75) |
0.00% |
| 2026-11-20 US ULTRA BOND CBT Dec26 C 112 |
WNZ6C 112 |
|
-1 |
($281.25) |
0.00% |
| 2027-02-19 US 5YR NOTE (CBT) Mar27 C 106 |
FVH7C 106 |
|
-3 |
($703.14) |
0.00% |
| 2027-02-19 US 5YR NOTE (CBT) Mar27 P 101 |
FVH7P 101 |
|
-3 |
($1,148.44) |
0.00% |
| 2027-02-19 US 5YR NOTE (CBT) Mar27 P 103 |
FVH7P 103 |
|
-2 |
($1,984.38) |
0.00% |
| 2027-02-19 US LONG BOND(CBT) Mar27 C 108 |
USH7C 108 |
|
-3 |
($3,140.64) |
0.00% |
| 2027-02-19 US LONG BOND(CBT) Mar27 C 113 |
USH7C 113 |
|
-2 |
($750.00) |
0.00% |
| 2027-02-19 US LONG BOND(CBT) Mar27 C 114 |
USH7C 114 |
|
-1 |
($312.50) |
0.00% |
| 2027-02-19 US LONG BOND(CBT) Mar27 P 105 |
USH7P 105 |
|
-1 |
($4,593.75) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 |
SFRZ7C 97.5 |
|
-12 |
($1,950.00) |
0.00% |
| GNMA G2 MA7192, 2%, due 02/20/2051 |
|
36179V7D6 |
44 |
$34.13 |
0.00% |
| US 10YR NOTE (CBT)Dec26 |
TYZ6 |
|
-51 |
($5,322,328.13) |
0.00% |
| US 10yr Ultra Fut Dec26 |
UXYZ6 |
|
-224 |
($23,548,000.00) |
0.00% |
| US 2YR NOTE (CBT) Dec26 |
TUZ6 |
|
42 |
$8,547,984.40 |
0.00% |
| US 5YR NOTE (CBT) Dec26 |
FVZ6 |
|
19 |
$1,965,312.50 |
0.00% |
| US LONG BOND(CBT) Dec26 |
USZ6 |
|
51 |
$5,240,250.00 |
0.00% |
| US ULTRA BOND CBT Dec26 |
WNZ6 |
|
80 |
$8,292,500.00 |
0.00% |
| 2026-10-23 US LONG BOND(CBT) Dec26 P 108 |
USX6P 108 |
|
-2 |
($10,687.50) |
-0.01% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 106.50 |
TYZ6P 106.5 |
|
-3 |
($7,312.50) |
-0.01% |
| 2026-11-20 US 10yr Ultra Fut Dec26 P 106 |
UXYZ6P 106 |
|
-6 |
($10,593.77) |
-0.01% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 P 102.63 |
TUZ6P 102.63 |
|
-6 |
($11,156.25) |
-0.01% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 104 |
USZ6P 104 |
|
-4 |
($11,000.00) |
-0.01% |
| 2027-02-19 US 5YR NOTE (CBT) Mar27 C 104.50 |
FVH7C 104.5 |
|
-20 |
($11,406.27) |
-0.01% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 95.50 |
SFRZ7P 95.5 |
|
-6 |
($10,012.50) |
-0.01% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 P 102.50 |
TUZ6P 102.5 |
|
-13 |
($21,328.16) |
-0.02% |
| 2026-11-20 US 2YR NOTE (CBT) Dec26 P 102.75 |
TUZ6P 102.75 |
|
-11 |
($22,859.39) |
-0.02% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 P 105 |
FVZ6P 105 |
|
-9 |
($15,820.32) |
-0.02% |
| 2026-11-20 US 5YR NOTE (CBT) Dec26 P 105.50 |
FVZ6P 105.5 |
|
-8 |
($17,500.00) |
-0.02% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96.38 |
SFRZ7P 96.38 |
|
-7 |
($22,925.00) |
-0.02% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 106 |
USZ6P 106 |
|
-8 |
($32,375.01) |
-0.03% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96 |
SFRZ7P 96 |
|
-13 |
($32,825.00) |
-0.03% |
| 2026-11-20 US 10YR NOTE (CBT)Dec26 P 107 |
TYZ6P 107 |
|
-13 |
($37,171.89) |
-0.04% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 105 |
USZ6P 105 |
|
-12 |
($40,125.00) |
-0.04% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 107 |
USZ6P 107 |
|
-9 |
($43,312.50) |
-0.04% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 108 |
USZ6P 108 |
|
-6 |
($33,937.50) |
-0.04% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 110 |
USZ6P 110 |
|
-5 |
($37,187.50) |
-0.04% |
| 2026-10-23 US LONG BOND(CBT) Dec26 P 110 |
USX6P 110 |
|
-11 |
($80,093.75) |
-0.08% |
| Fannie Mae or Freddie Mac TBA, 3%, due 01/01/2052 |
|
01F0306C7 |
-94,000 |
($76,521.95) |
-0.08% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2056 |
|
01F0526B3 |
-97,000 |
($92,332.40) |
-0.10% |
| 2026-11-20 US LONG BOND(CBT) Dec26 P 109 |
USZ6P 109 |
|
-17 |
($110,765.63) |
-0.11% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 02/01/2052 |
|
01F0326B5 |
-285,000 |
($241,282.79) |
-0.25% |
| Fannie Mae or Freddie Mac TBA, 4%, due 06/01/2056 |
|
01F0406B8 |
-1,519,000 |
($1,321,364.35) |
-1.37% |
| Fannie Mae or Freddie Mac TBA, 3%, due 01/01/2052 |
|
01F0306B9 |
-1,631,000 |
($1,327,992.01) |
-1.38% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2056 |
|
01F0426B4 |
-1,574,000 |
($1,411,862.48) |
-1.47% |
| US Dollar |
$USD |
|
-5,331,604 |
($5,331,603.89) |
-5.53% |
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.
|
|
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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