|
|
 |
|
Holdings of the Fund as of 2/6/2026
Total Number of Holdings (excluding cash): 172
| Fannie Mae FN MA4057, 2.50%, due 06/01/2050 |
|
31418DQK1 |
3,480,324 |
$2,906,086.12 |
3.34% |
| Fannie Mae FN MA4319, 2%, due 04/01/2051 |
|
31418DYR7 |
3,605,635 |
$2,859,900.01 |
3.28% |
| Fannie Mae FN MA4392, 2.50%, due 07/01/2051 |
|
31418D3A8 |
3,439,178 |
$2,856,691.49 |
3.28% |
| Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 |
|
3136BWAF3 |
2,457,165 |
$2,454,540.09 |
2.82% |
| Fannie Mae FN BM7521, 3.50%, due 10/01/2048 |
|
3140JCLB8 |
2,538,712 |
$2,390,004.35 |
2.74% |
| Freddie Mac FR SL1523, 3.50%, due 07/01/2050 |
|
31427NVR7 |
2,185,637 |
$2,039,273.66 |
2.34% |
| Fannie Mae Series 2012-118, Class VZ, 3%, due 11/25/2042 |
|
3136A92R8 |
2,172,154 |
$2,017,444.88 |
2.32% |
| Fannie Mae FN BM4963, 3%, due 05/01/2048 |
|
3140J9QR5 |
2,144,086 |
$1,942,948.89 |
2.23% |
| Freddie Mac - SLST Series 2025-2, Class A2, 3%, due 10/25/2035 |
|
35564C2S5 |
2,200,000 |
$1,897,113.68 |
2.18% |
| Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 |
|
3136ALDV0 |
1,855,369 |
$1,716,946.42 |
1.97% |
| Freddie Mac FT ZT2264, 4%, due 03/01/2044 |
|
3132AEQR0 |
1,714,071 |
$1,689,869.13 |
1.94% |
| GNMA Series 2022-191, Class BY, 4%, due 08/20/2041 |
|
38383LHV5 |
1,745,000 |
$1,689,840.03 |
1.94% |
| GNMA G2 MA7192, 2%, due 02/20/2051 |
|
36179V7D6 |
1,909,466 |
$1,591,227.83 |
1.83% |
| U.S. Treasury Bond, 0%, due 11/15/2033 |
|
9128337U8 |
1,972,000 |
$1,434,968.59 |
1.65% |
| GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045 |
|
38379QDE2 |
1,434,965 |
$1,359,140.77 |
1.56% |
| Freddie Mac - SLST Series 2025-1, Class YF, Variable rate, due 05/25/2035 |
|
35564CWZ6 |
1,331,018 |
$1,346,264.73 |
1.55% |
| U.S. Treasury Bond, 0%, due 05/15/2034 |
|
9128337V6 |
1,900,000 |
$1,346,752.49 |
1.55% |
| Fannie Mae FN AL9394, 3%, due 11/01/2046 |
|
3138ERNL0 |
1,485,020 |
$1,339,300.26 |
1.54% |
| Fannie Mae FN FA1348, 4.50%, due 09/01/2052 |
|
3140W1QA4 |
1,324,708 |
$1,329,961.60 |
1.53% |
| GNMA Series 2025-4, Class FY, Variable rate, due 01/20/2055 |
|
38385CCE6 |
1,298,740 |
$1,313,433.85 |
1.51% |
| Fannie Mae FN AS7738, 3%, due 08/01/2046 |
|
3138WHS45 |
1,313,205 |
$1,192,777.24 |
1.37% |
| Fannie Mae Series 2012-134, Class ZC, 2.50%, due 12/25/2042 |
|
3136AAWE1 |
1,458,800 |
$1,172,517.71 |
1.35% |
| Fannie Mae Series 2024-6, Class AL, 2%, due 04/01/2040 |
|
3136BQ2K4 |
1,500,000 |
$1,178,216.40 |
1.35% |
| FHLMC Multifamily Structured Pass Through Certs. Series K152, Class A1, 2.83%, due 05/25/2030 |
|
3137BPVM8 |
1,184,260 |
$1,153,404.67 |
1.32% |
| Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044 |
|
3137B8YJ0 |
1,212,671 |
$1,133,848.53 |
1.30% |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 |
|
3140FXGR7 |
1,128,179 |
$1,123,977.69 |
1.29% |
| U.S. Treasury Bond, 0%, due 05/15/2035 |
|
912833X88 |
1,650,000 |
$1,112,185.63 |
1.28% |
| Freddie Mac Series 4741, Class GY, 3%, due 12/15/2047 |
|
3137FCBP8 |
1,250,000 |
$1,103,751.00 |
1.27% |
| Fannie Mae Series 2016-94, Class MB, 2.50%, due 12/25/2046 |
|
3136AULL3 |
1,350,000 |
$1,101,406.55 |
1.26% |
| Freddie Mac - SLST Series 2025-1, Class A2, 3%, due 05/25/2035 |
|
35564CUE5 |
1,250,000 |
$1,094,356.25 |
1.26% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2055 |
|
01F052631 |
1,077,000 |
$1,091,876.55 |
1.25% |
| GNMA Series 2023-81, Class YD, 4%, due 06/20/2053 |
|
38384BJS1 |
1,200,000 |
$1,089,100.08 |
1.25% |
| U.S. Treasury Bond, 0%, due 08/15/2034 |
|
9128334Y3 |
1,500,000 |
$1,050,025.74 |
1.21% |
| Freddie Mac Series 4213, Class GZ, 3.50%, due 06/15/2043 |
|
3137B32M9 |
1,084,987 |
$1,040,636.26 |
1.19% |
| Freddie Mac Series 5325, Class SA, Variable rate, due 11/25/2052 |
|
3137HABM7 |
1,090,767 |
$1,021,525.33 |
1.17% |
| Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 |
|
35563PHF9 |
1,019,655 |
$999,090.46 |
1.15% |
| U.S. Treasury Bill, 0%, due 02/24/2026 |
|
912797SS7 |
1,000,000 |
$998,495.32 |
1.15% |
| Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058 |
|
35563PJF7 |
1,016,710 |
$995,290.49 |
1.14% |
| Fannie Mae Series 2023-54, Class PO, 0%, due 11/25/2053 |
|
3136BQQZ5 |
1,127,259 |
$987,242.90 |
1.13% |
| Fannie Mae or Freddie Mac TBA, 5%, due 09/01/2055 |
|
01F050635 |
955,000 |
$954,347.08 |
1.10% |
| Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 |
|
35564CSK4 |
906,063 |
$920,189.81 |
1.06% |
| Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 |
|
3137HDTC4 |
982,347 |
$915,012.46 |
1.05% |
| Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 |
|
3132AA2H6 |
920,489 |
$870,101.17 |
1.00% |
| Freddie Mac Series 4798, Class GZ, 4%, due 06/15/2048 |
|
3137F5MU0 |
899,798 |
$865,546.13 |
0.99% |
| Fannie Mae FN AS7749, 3.50%, due 08/01/2046 |
|
3138WHTF9 |
911,268 |
$857,031.05 |
0.98% |
| Fannie Mae Series 2024-26, Class PO, 0%, due 05/25/2054 |
|
3136BRVQ7 |
1,073,805 |
$847,098.37 |
0.97% |
| Freddie Mac Series 5256, Class FC, Variable rate, due 09/25/2052 |
|
3137H92G3 |
816,348 |
$812,750.35 |
0.93% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 |
|
01F022634 |
899,000 |
$763,569.85 |
0.88% |
| U.S. Treasury Bond, 0%, due 02/15/2035 |
|
9128334Z0 |
1,100,000 |
$750,494.50 |
0.86% |
| U.S. Treasury Bond, 0%, due 11/15/2034 |
|
9128337W4 |
1,087,000 |
$751,578.13 |
0.86% |
| Freddiemac Strip Series 413, Class PO, 0%, due 05/25/2054 |
|
3133Q3ND9 |
805,366 |
$703,091.82 |
0.81% |
| U.S. Treasury Bond, 0%, due 08/15/2035 |
|
9128335A4 |
1,000,000 |
$665,143.85 |
0.76% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2055 |
|
01F052649 |
626,000 |
$634,182.30 |
0.73% |
| GNMA TBA, 5.50%, due 08/01/2055 |
|
21H052645 |
588,000 |
$593,742.40 |
0.68% |
| SG Capital Partners Series 2022-1, Class A1, Variable rate, due 03/27/2062 |
|
78433QAA3 |
617,105 |
$592,818.63 |
0.68% |
| JP Morgan Mortgage Trust Series 2022-LTV1, Class A2, Variable rate, due 07/25/2052 |
|
465976AB4 |
613,272 |
$559,784.30 |
0.64% |
| PRP Advisors, LLC Series 2025-NQM6, Class A1, Variable rate, due 12/25/2070 |
|
69383RAF9 |
555,496 |
$558,592.45 |
0.64% |
| U.S. Treasury Bond, 0%, due 05/15/2038 |
|
912834AE8 |
980,000 |
$560,397.81 |
0.64% |
| GNMA Series 2022-139, Class AL, 4%, due 07/20/2051 |
|
38383M3M8 |
600,000 |
$551,313.48 |
0.63% |
| BMO Mortgage Trust Series 2023-C7, Class A5, 6.16%, due 12/15/2056 |
|
05593FAD0 |
500,000 |
$536,760.50 |
0.62% |
| Fannie Mae FN 310208, 3%, due 03/01/2048 |
|
31374CR57 |
588,904 |
$525,473.37 |
0.60% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F030645 |
559,000 |
$495,539.60 |
0.57% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-COR5, Class ASB, 3.219%, due 06/13/2052 |
|
46591EAU1 |
507,904 |
$499,876.21 |
0.57% |
| U.S. Treasury Bill, 0%, due 02/19/2026 |
|
912797PM3 |
500,000 |
$499,501.46 |
0.57% |
| U.S. Treasury Bill, 0%, due 03/05/2026 |
|
912797RV1 |
500,000 |
$498,793.50 |
0.57% |
| U.S. Treasury Bill, 0%, due 03/10/2026 |
|
912797SY4 |
500,000 |
$498,541.44 |
0.57% |
| US Dollar |
$USD |
|
466,065 |
$466,065.22 |
0.53% |
| FHLMC Multifamily Structured Pass Through Certs. Series K129, Class XAM, Variable rate, due 05/25/2031 |
|
3137H13T1 |
8,000,000 |
$445,394.40 |
0.51% |
| Fannie Mae Series 2015-89, Class CZ, 4%, due 08/25/2045 |
|
3136AQYA2 |
450,236 |
$427,119.11 |
0.49% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 |
|
3137F84T7 |
13,097,584 |
$426,111.55 |
0.49% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
440,000 |
$419,768.67 |
0.48% |
| JP Morgan Mortgage Trust Series 2026-1, Class A11, Variable rate, due 07/25/2056 |
|
46594NCH5 |
420,000 |
$421,046.18 |
0.48% |
| Onslow Bay Financial LLC Series 2026-J1, Class AF, Variable rate, due 02/25/2056 |
|
67123TAU1 |
420,000 |
$421,017.16 |
0.48% |
| Preston Ridge Partners Mortgage Trust Series 2026-RCF1, Class A1, Variable rate, due 01/25/2056 |
|
69383VAA1 |
420,000 |
$421,906.17 |
0.48% |
| Fidelis Mortgage Trust Series 2025-RTL2, Class A1, Variable rate, due 07/25/2040 |
|
31575JAB4 |
405,000 |
$409,331.48 |
0.47% |
| Fannie Mae FN 310211, 3.50%, due 07/01/2048 |
|
31374CR81 |
429,642 |
$401,718.91 |
0.46% |
| Fannie Mae FN BM7079, 4%, due 10/01/2048 |
|
3140JB2M7 |
409,315 |
$397,144.06 |
0.46% |
| Fannie Mae FN FS0704, 4%, due 03/01/2047 |
|
3140XFYA3 |
398,346 |
$388,408.41 |
0.45% |
| PMT Loan Trust Series 2025-INV11, Class A36, Variable rate, due 11/25/2056 |
|
729916BK1 |
392,457 |
$395,210.66 |
0.45% |
| Fannie Mae FN BM7129, 3%, due 01/01/2047 |
|
3140JB4P8 |
412,488 |
$381,971.84 |
0.44% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F032641 |
415,000 |
$383,320.88 |
0.44% |
| Freddie Mac FR SD4005, 4%, due 12/01/2049 |
|
3132E0NW8 |
378,309 |
$370,709.45 |
0.43% |
| Freddie Mac FR ZS9446, 3.50%, due 08/01/2045 |
|
3132AAP73 |
389,674 |
$371,539.60 |
0.43% |
| Freddie Mac FR ZL8982, 3.50%, due 01/01/2045 |
|
3131XQ6T8 |
382,703 |
$363,889.52 |
0.42% |
| Onslow Bay Financial LLC Series 2022-NQM2, Class A1B, Variable rate, due 01/25/2062 |
|
67448DAM2 |
380,000 |
$357,846.42 |
0.41% |
| Fannie Mae FN BM6732, 4%, due 11/01/2048 |
|
3140JBPS9 |
359,549 |
$350,463.18 |
0.40% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-165, Class XAM, Variable rate, due 09/25/2034 |
|
3137HHJ44 |
5,180,000 |
$350,695.84 |
0.40% |
| FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 |
|
3137HH6B2 |
7,058,000 |
$335,247.24 |
0.38% |
| Freddie Mac Series 4945, Class LB, 3%, due 03/25/2040 |
|
3137FRNY3 |
350,000 |
$320,955.18 |
0.37% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 |
|
3137FMTU6 |
6,211,218 |
$309,086.98 |
0.35% |
| Fannie Mae FN MA4271, 1.50%, due 02/01/2051 |
|
31418DW99 |
390,192 |
$294,225.75 |
0.34% |
| GNMA Series 2025-206, Class IO, Variable rate, due 04/16/2064 |
|
38383JCS2 |
4,898,399 |
$297,297.07 |
0.34% |
| GNMA Series 2025-21, Class IO, Variable rate, due 04/16/2065 |
|
38381L5V0 |
4,210,350 |
$296,525.71 |
0.34% |
| BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 |
|
12430BAE0 |
275,000 |
$289,532.60 |
0.33% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 |
|
3137FFXM4 |
22,211,380 |
$285,445.11 |
0.33% |
| GNMA Series 2021-31, Class IO, Variable rate, due 01/16/2061 |
|
38380RVN7 |
4,156,264 |
$290,744.36 |
0.33% |
| Fannie Mae FN FS4157, 4%, due 05/01/2049 |
|
3140XKTP5 |
282,320 |
$274,961.45 |
0.32% |
| GNMA Series 2024-47, Class AI, 0.75%, due 06/16/2064 |
|
38381LAV4 |
4,860,943 |
$251,732.70 |
0.29% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class A3, 4.838%, due 06/26/2034 |
|
76089KAC3 |
255,000 |
$255,966.14 |
0.29% |
| Research-Driven Pagaya Motor Asset Trust I Series 2025-1A, Class A, 5.044%, due 06/27/2033 |
|
76089YAA7 |
240,563 |
$241,816.34 |
0.28% |
| Fannie Mae or Freddie Mac TBA, 4%, due 07/01/2055 |
|
01F040636 |
199,000 |
$190,137.23 |
0.22% |
| FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 |
|
3137FTZS9 |
3,031,325 |
$170,713.60 |
0.20% |
| GNMA TBA, 4%, due 07/01/2055 |
|
21H040640 |
155,000 |
$146,516.23 |
0.17% |
| FHLMC Multifamily Structured Pass Through Certs. Series K546, Class X1, Variable rate, due 05/25/2030 |
|
3137HN4T2 |
4,118,466 |
$140,384.08 |
0.16% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 |
|
01F022642 |
153,000 |
$129,927.36 |
0.15% |
| FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027 |
|
3137F72F1 |
7,700,000 |
$126,741.23 |
0.15% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSW4, Class A, Variable rate, due 10/25/2028 |
|
3137FJZ51 |
116,875 |
$116,789.59 |
0.13% |
| Freddie Mac FG U90690, 3.50%, due 06/01/2042 |
|
3132H3XT5 |
120,679 |
$114,923.40 |
0.13% |
| GNMA TBA, 5.50%, due 07/01/2055 |
|
21H052637 |
105,000 |
$106,127.97 |
0.12% |
| U.S. Treasury Bond, 0%, due 11/15/2044 |
|
912834PB8 |
250,000 |
$97,693.55 |
0.11% |
| U.S. Treasury Bond, 0%, due 11/15/2035 |
|
912833X96 |
114,000 |
$74,888.64 |
0.09% |
| U.S. Treasury Bond, 0%, due 08/15/2044 |
|
912834NV6 |
180,000 |
$71,298.47 |
0.08% |
| U.S. Treasury Bond, 0%, due 11/15/2043 |
|
912834MZ8 |
160,000 |
$66,144.54 |
0.08% |
| BX Trust Series 2026-CSMO, Class A, Variable rate, due 02/15/2042 |
|
12433LAA3 |
50,000 |
$50,093.71 |
0.06% |
| U.S. Treasury Bond, 0%, due 05/15/2040 |
|
912834HV3 |
79,000 |
$40,242.04 |
0.05% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F030637 |
31,000 |
$27,495.25 |
0.03% |
| U.S. Treasury Bond, 0%, due 08/15/2038 |
|
912834AT5 |
54,000 |
$30,430.53 |
0.03% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 C 115 |
TYH6C 115 |
|
-13 |
($203.18) |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 C 116 |
TYH6C 116 |
|
-3 |
($46.88) |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 P 110 |
TYH6P 110 |
|
-4 |
$0.00 |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 P 111 |
TYH6P 111 |
|
-2 |
($62.50) |
0.00% |
| 2026-02-20 US 10yr Ultra Fut Mar26 P 113 |
UXYH6P 113 |
|
-2 |
($93.75) |
0.00% |
| 2026-02-20 US 2YR NOTE (CBT) Mar26 C 104.75 |
TUH6C 104.75 |
|
-3 |
($93.75) |
0.00% |
| 2026-02-20 US 2YR NOTE (CBT) Mar26 P 103.88 |
TUH6P 103.88 |
|
-1 |
$0.00 |
0.00% |
| 2026-02-20 US 5YR NOTE (CBT) Mar26 C 112 |
FVH6C 112 |
|
-1 |
($7.81) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 C 124 |
USH6C 124 |
|
-10 |
($156.28) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 C 126 |
USH6C 126 |
|
-1 |
($15.63) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 108 |
USH6P 108 |
|
-4 |
$0.00 |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 111 |
USH6P 111 |
|
-1 |
($15.63) |
0.00% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 114 |
USH6P 114 |
|
-1 |
($203.13) |
0.00% |
| 2026-02-20 US ULTRA BOND CBT Mar26 C 125 |
WNH6C 125 |
|
-1 |
($31.25) |
0.00% |
| 2026-02-20 US ULTRA BOND CBT Mar26 P 112 |
WNH6P 112 |
|
-1 |
($31.25) |
0.00% |
| 2026-02-20 US ULTRA BOND CBT Mar26 P 114 |
WNH6P 114 |
|
-2 |
($187.50) |
0.00% |
| 2026-02-20 US ULTRA BOND CBT Mar26 P 115 |
WNH6P 115 |
|
-1 |
($171.88) |
0.00% |
| 2026-02-20 US ULTRA BOND CBT Mar26 P 116 |
WNH6P 116 |
|
-7 |
($2,187.50) |
0.00% |
| 2026-03-27 US LONG BOND(CBT) Jun26 P 112 |
USJ6P 112 |
|
-1 |
($484.38) |
0.00% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 C 114 |
TYM6C 114 |
|
-2 |
($875.00) |
0.00% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 C 115 |
TYM6C 115 |
|
-9 |
($2,531.25) |
0.00% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 C 116 |
TYM6C 116 |
|
-1 |
($187.50) |
0.00% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 P 109 |
TYM6P 109 |
|
-1 |
($218.75) |
0.00% |
| 2026-05-22 US 10YR NOTE (CBT)Jun26 P 110 |
TYM6P 110 |
|
-7 |
($2,625.00) |
0.00% |
| 2026-05-22 US 2YR NOTE (CBT) Jun26 C 104.75 |
TUM6C 104.75 |
|
-6 |
($1,875.00) |
0.00% |
| 2026-05-22 US 2YR NOTE (CBT) Jun26 P 104 |
TUM6P 104 |
|
-2 |
($406.26) |
0.00% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 C 112 |
FVM6C 112 |
|
-2 |
($234.38) |
0.00% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 P 109 |
FVM6P 109 |
|
-5 |
($3,359.39) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 120 |
USM6C 120 |
|
-2 |
($1,531.26) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 121 |
USM6C 121 |
|
-2 |
($1,250.00) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 122 |
USM6C 122 |
|
-7 |
($3,390.64) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 123 |
USM6C 123 |
|
-6 |
($2,343.76) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 126 |
USM6C 126 |
|
-1 |
($234.38) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 C 128 |
USM6C 128 |
|
-1 |
($156.25) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 109 |
USM6P 109 |
|
-1 |
($578.13) |
0.00% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 110 |
USM6P 110 |
|
-1 |
($734.38) |
0.00% |
| 2026-08-21 US 10YR NOTE (CBT)Sep26 C 115 |
TYU6C 115 |
|
-1 |
($531.25) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 C 110 |
FVU6C 110 |
|
-5 |
($2,968.75) |
0.00% |
| 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108.50 |
FVU6P 108.5 |
|
-3 |
($2,132.81) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 C 121 |
USU6C 121 |
|
-2 |
($2,156.26) |
0.00% |
| 2026-08-21 US LONG BOND(CBT) Sep26 P 110 |
USU6P 110 |
|
-2 |
($2,843.76) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 |
SFRZ7C 97.5 |
|
-6 |
($2,250.00) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 95.50 |
SFRZ7P 95.5 |
|
-6 |
($1,275.00) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96 |
SFRZ7P 96 |
|
-7 |
($2,712.50) |
0.00% |
| 2027-12-10 3 MONTH SOFR FUT Dec27 P 96.38 |
SFRZ7P 96.38 |
|
-7 |
($4,331.25) |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X3, Variable rate, due 03/25/2029 |
|
3137BPCS6 |
533,029 |
$5.33 |
0.00% |
| US 10YR NOTE (CBT)Mar26 |
TYH6 |
|
14 |
$1,569,531.25 |
0.00% |
| US 10yr Ultra Fut Mar26 |
UXYH6 |
|
-188 |
($21,528,937.50) |
0.00% |
| US 2YR NOTE (CBT) Mar26 |
TUH6 |
|
33 |
$6,883,335.95 |
0.00% |
| US 5YR NOTE (CBT) Mar26 |
FVH6 |
|
19 |
$2,072,781.25 |
0.00% |
| US LONG BOND(CBT) Mar26 |
USH6 |
|
46 |
$5,313,000.00 |
0.00% |
| US ULTRA BOND CBT Mar26 |
WNH6 |
|
59 |
$6,949,093.75 |
0.00% |
| 2026-02-20 US 10YR NOTE (CBT)Mar26 P 114 |
TYH6P 114 |
|
-3 |
($5,765.63) |
-0.01% |
| 2026-02-20 US LONG BOND(CBT) Mar26 P 116 |
USH6P 116 |
|
-7 |
($7,000.00) |
-0.01% |
| 2026-05-22 US 10yr Ultra Fut Jun26 C 117 |
UXYM6C 117 |
|
-9 |
($4,781.25) |
-0.01% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 C 110 |
FVM6C 110 |
|
-12 |
($4,593.74) |
-0.01% |
| 2026-05-22 US 5YR NOTE (CBT) Jun26 P 108 |
FVM6P 108 |
|
-21 |
($5,742.22) |
-0.01% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 112 |
USM6P 112 |
|
-18 |
($21,375.00) |
-0.02% |
| 2026-05-22 US LONG BOND(CBT) Jun26 P 114 |
USM6P 114 |
|
-9 |
($16,875.00) |
-0.02% |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2055 |
|
01F040644 |
-355,000 |
($338,912.18) |
-0.39% |
| Fannie Mae or Freddie Mac TBA, 5%, due 10/01/2055 |
|
01F050643 |
-1,164,000 |
($1,162,112.95) |
-1.33% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 09/01/2055 |
|
01F042640 |
-1,545,000 |
($1,512,150.04) |
-1.74% |
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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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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