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First Trust Smith Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 5/14/2025

Total Number of Holdings (excluding cash): 648

Security Name Identifier CUSIP Shares / Quantity Market Value / Notional Value Weighting Descending sort
U.S. Treasury Note, 4.625%, due 02/15/2035 91282CMM0 244,835,000 $246,747,773.44 7.04%
U.S. Treasury Bond, 4.75%, due 02/15/2045 912810UJ5 231,975,000 $224,870,765.66 6.41%
Freddie Mac FN SD8491, 5%, due 12/01/2054 3132DWNG4 129,388,816 $124,470,756.01 3.55%
U.S. Treasury Note, 4%, due 04/30/2032 91282CNA5 123,885,000 $121,339,549.77 3.46%
U.S. Treasury Note, 4.125%, due 11/30/2029 91282CMA6 89,320,000 $89,274,642.41 2.55%
U.S. Treasury Note, 4.25%, due 11/15/2034 91282CLW9 85,000,000 $83,240,234.80 2.37%
U.S. Treasury Note, 3.875%, due 04/30/2030 91282CMZ1 75,409,000 $74,445,767.66 2.12%
Freddie Mac FR SL0419, 3%, due 10/01/2053 31427MPD7 61,665,030 $52,132,772.22 1.49%
U.S. Treasury Inflation Indexed Note, 2.125%, due 01/15/2035 91282CML2 50,600,000 $51,180,672.27 1.46%
U.S. Treasury Bond, 4.625%, due 02/15/2055 912810UG1 49,626,000 $46,943,094.37 1.34%
Fannie Mae FN MA5583, 4%, due 01/01/2055 31418FFZ5 47,470,235 $43,178,710.61 1.23%
Freddie Mac FD SD5323, 4%, due 01/01/2054 3132DS4G4 45,430,862 $41,359,531.79 1.18%
US Dollar $USD 37,593,944 $37,593,944.04 1.07%
Fannie Mae FN MA4577, 2%, due 04/01/2052 31418ECP3 43,295,507 $33,390,564.30 0.95%
Fannie Mae FN MA5107, 5.50%, due 08/01/2053 31418EU99 33,178,265 $32,714,478.59 0.93%
RTX CORP 6.10%, due 03/15/2034 75513ECW9 30,420,000 $32,106,931.06 0.92%
Fannie Mae FN MA4978, 5%, due 04/01/2053 31418EQ86 31,916,831 $30,773,320.54 0.88%
Freddie Mac FR SD8220, 3%, due 06/01/2052 3132DWDZ3 36,058,144 $30,541,755.95 0.87%
KROGER CO 5%, due 09/15/2034 501044DV0 27,645,000 $26,644,369.59 0.76%
Freddie Mac FR SD3246, 4%, due 08/01/2052 3132DQTB2 25,244,940 $22,984,080.26 0.66%
Fannie Mae FN MA4733, 4.50%, due 09/01/2052 31418EHK9 24,447,611 $22,946,248.59 0.65%
GNMA G2 MA8347, 4.50%, due 10/20/2052 36179XHY5 24,331,689 $22,967,555.35 0.65%
Rockford Tower CLO Ltd Series 2019-2A, Class BR2, Variable rate, due 08/20/2032 77341GAU4 22,000,000 $21,958,383.70 0.63%
Fannie Mae FN MA4917, 4.50%, due 02/01/2053 31418EPB0 23,126,407 $21,708,634.82 0.62%
Freddie Mac FR SD8211, 2%, due 05/01/2052 3132DWDQ3 28,017,660 $21,615,770.00 0.62%
L3HARRIS TECH INC 5.35%, due 06/01/2034 502431AU3 21,625,000 $21,465,829.84 0.61%
Fannie Mae FN CB0290, 2%, due 04/01/2051 3140QKKC1 26,568,525 $20,589,504.36 0.59%
Fannie Mae FN BQ6913, 2%, due 12/01/2051 3140KSVF1 25,211,285 $19,478,489.45 0.56%
Freddie Mac FR SD8245, 4.50%, due 09/01/2052 3132DWES8 20,507,988 $19,248,562.96 0.55%
Progress Residential Trust Series 2021-SFR8, Class F, 3.181%, due 10/17/2038 74333TAN9 19,690,000 $19,117,446.30 0.55%
Fannie Mae FN BW8980, 4%, due 10/01/2052 3140N16S7 20,356,438 $18,546,137.85 0.53%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 38141GYG3 18,965,000 $18,159,963.62 0.52%
THE BOEING CO 7.008%, due 05/01/2064 097023DU6 17,080,000 $18,029,562.60 0.51%
Fannie Mae FN BW9886, 4.50%, due 10/01/2052 3140N26Y2 18,474,531 $17,327,367.02 0.49%
GNMA G2 MA9963, 4.50%, due 10/20/2054 36180AB85 18,299,584 $17,166,576.31 0.49%
BANK OF AMERICA CORP Variable rate, due 03/11/2027 06051GJQ3 17,385,000 $16,936,469.96 0.48%
CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 12569RAB4 17,210,665 $16,855,574.92 0.48%
ALBERTSONS COS/SAFEWAY 6.50%, due 02/15/2028 01309QAA6 16,014,000 $16,373,274.10 0.47%
Freddie Mac FR QE0521, 2.50%, due 04/01/2052 3133B9SJ4 18,942,655 $15,365,767.43 0.44%
CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 12563GAC2 21,112,000 $14,966,790.82 0.43%
Carrington Mortgage Loan Trust Series 2006-NC4, Class A4, Variable rate, due 10/25/2036 14453MAD6 18,000,000 $14,584,307.40 0.42%
PARAMOUNT GLOBAL 4.95%, due 05/19/2050 92556HAC1 20,000,000 $14,773,000.00 0.42%
U.S. Treasury Bond, 4.75%, due 05/15/2055 912810UK2 15,395,000 $14,879,027.03 0.42%
AMGEN INC 5.25%, due 03/02/2033 031162DR8 14,345,000 $14,306,568.17 0.41%
Freddie Mac Series 5473, Class BF, Variable rate, due 11/25/2054 3137HHFL0 14,338,760 $14,299,733.74 0.41%
SOLVENTUM CORP 5.60%, due 03/23/2034 83444MAR2 14,380,000 $14,319,670.73 0.41%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class E1, 4%, due 09/04/2039 64830RAJ1 15,000,000 $14,190,514.50 0.40%
OHA Credit Partners Ltd Series 2015-11A, Class A2R2, Variable rate, due 04/20/2037 67109FAW5 14,000,000 $14,061,825.96 0.40%
WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 55903VBD4 18,840,000 $13,655,531.18 0.39%
Madison Park Funding Ltd Series 2021-39A, Class BR, Variable rate, due 10/22/2034 55821LAL8 13,500,000 $13,496,668.88 0.38%
Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 92918EAL1 13,000,000 $13,027,005.81 0.37%
CVS HEALTH CORP Variable rate, due 03/10/2055 126650EH9 12,380,000 $12,512,998.34 0.36%
FOUNDRY JV HOLDCO LLC 6.10%, due 01/25/2036 350930AH6 12,440,000 $12,532,014.57 0.36%
FOUNDRY JV HOLDCO LLC 6.30%, due 01/25/2039 350930AK9 12,305,000 $12,573,495.10 0.36%
PRKCM Trust Series 2021-AFC2, Class A1, Variable rate, due 11/25/2056 69361JAA4 14,546,793 $12,477,112.85 0.36%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 12,687,000 $12,746,264.80 0.36%
CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 12570GAB5 12,149,954 $12,171,515.48 0.35%
Fannie Mae FN CB6854, 4.50%, due 08/01/2053 3140QSTL5 13,042,026 $12,230,683.44 0.35%
Freddie Mac FR SD8266, 4.50%, due 11/01/2052 3132DWFF5 13,011,247 $12,213,148.99 0.35%
New Residential Mortgage Loan Trust Series 2022-SFR2, Class B, 3.75%, due 09/04/2039 64830RAC6 12,615,000 $12,187,284.64 0.35%
Freddie Mac FR SD8257, 4.50%, due 10/01/2052 3132DWE66 12,859,692 $12,069,963.62 0.34%
Barings Loan Partners CLO Ltd. Series LP-2A, Class CR, Variable rate, due 01/20/2034 06763BAN9 11,745,000 $11,637,366.82 0.33%
BX Trust Series 2020-VIV2, Class C, Variable rate, due 03/09/2044 05605NAA5 12,546,000 $11,191,235.25 0.32%
GNMA Series 2018-78, Class N2, 3.50%, due 06/20/2048 38380XFR3 12,588,350 $11,211,318.15 0.32%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 14,299,737 $11,356,744.22 0.32%
AMGEN INC 5.75%, due 03/02/2063 031162DU1 11,485,000 $10,703,216.05 0.31%
LEIDOS INC 5.40%, due 03/15/2032 52532XAK1 10,765,000 $10,744,923.28 0.31%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 863579U97 21,628,604 $10,867,233.50 0.31%
Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 61753EAD2 23,464,192 $10,543,113.56 0.30%
Fannie Mae FN MA4902, 3.50%, due 01/01/2053 31418ENU0 11,580,450 $10,201,225.19 0.29%
Freddie Mac FR RA3078, 3%, due 07/01/2050 3133KJM33 11,847,100 $10,197,314.26 0.29%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 11,752,312 $10,183,949.96 0.29%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 10,455,000 $10,159,159.16 0.29%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 10,622,700 $9,786,162.32 0.28%
Fannie Mae FN CB4818, 4%, due 10/01/2052 3140QQK87 10,265,458 $9,349,116.59 0.27%
Fannie Mae FN MA4364, 2%, due 06/01/2041 31418DZ62 11,401,100 $9,559,446.53 0.27%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 14,449,913 $9,407,079.93 0.27%
BANK OF AMERICA CORP Variable rate 06055HAH6 8,935,000 $9,046,219.40 0.26%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 9,924,093 $9,095,094.85 0.26%
FAIR ISAAC CORP 6%, due 05/15/2033 303250AG9 8,935,000 $8,956,691.23 0.26%
Fannie Mae FN BN7755, 3%, due 09/01/2049 3140JQTM5 10,448,314 $9,016,576.70 0.26%
Freddie Mac FR SD0231, 3%, due 01/01/2050 3132DMHG3 10,751,912 $9,279,746.82 0.26%
NEXSTAR MEDIA INC 4.75%, due 11/01/2028 65336YAN3 9,440,000 $9,066,886.83 0.26%
PERMIAN RESOURCES OPERATING LLC 7%, due 01/15/2032 71424VAA8 8,885,000 $9,108,637.76 0.26%
Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 81377XAA0 20,697,654 $9,193,794.26 0.26%
WARNERMEDIA HOLDINGS INC 4.279%, due 03/15/2032 55903VBC6 10,745,000 $9,030,155.26 0.26%
American Money Management Corporation Series 2021-24A, Class BR, Variable rate, due 01/20/2035 00177LAL4 8,800,000 $8,861,524.06 0.25%
BIOGEN INC 5.75%, due 05/15/2035 09062XAL7 8,990,000 $8,927,249.80 0.25%
BIOGEN INC 6.45%, due 05/15/2055 09062XAM5 8,995,000 $8,888,979.62 0.25%
Fannie Mae FN CA4534, 3%, due 11/01/2049 3140QCBC9 10,124,045 $8,736,762.88 0.25%
GENERAL DYNAMICS CORP 4.95%, due 08/15/2035 369550BR8 9,115,000 $8,886,742.08 0.25%
STARBUCKS CORP 5.40%, due 05/15/2035 855244BM0 9,010,000 $8,899,429.73 0.25%
THE BOEING CO 6.528%, due 05/01/2034 097023DS1 8,435,000 $8,914,792.25 0.25%
Bain Capital Credit CLO, Limited Series 2021-7A, Class CR, Variable rate, due 01/22/2035 05682NAS2 8,500,000 $8,413,404.98 0.24%
BX Trust Series 2020-VIVA, Class D, Variable rate, due 03/11/2044 12433XAG4 9,320,000 $8,385,797.68 0.24%
BXSC Commercial Mortgage Trust Series 2022-WSS, Class D, Variable rate, due 03/15/2035 05610BAL0 8,450,000 $8,450,774.02 0.24%
BX Trust 2019-OC11 Series 2019-OC11, Class D, Variable rate, due 12/09/2041 05606FAL7 8,670,000 $7,998,935.06 0.23%
Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 12659AAH9 12,491,115 $8,105,603.48 0.23%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 9,013,535 $8,074,380.23 0.23%
WELLS FARGO & COMPANY Variable rate, due 07/25/2029 95000U3E1 8,000,000 $8,174,606.24 0.23%
BXP Trust Series 2017-CC, Class B, Variable rate, due 08/13/2037 05607CAG4 8,500,000 $7,878,974.70 0.22%
Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 12659AAC0 10,177,626 $7,858,219.16 0.22%
GOLDMAN SACHS GROUP INC Variable rate, due 10/23/2035 38141GB78 8,020,000 $7,667,705.94 0.22%
PRP Advisors, LLC Series 2022-4, Class A1, Variable rate, due 08/25/2027 693588AA3 7,651,316 $7,638,880.56 0.22%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 9,265,000 $7,650,662.69 0.22%
AMERICAN EXPRESS CO Variable rate 025816CH0 7,465,000 $7,276,260.17 0.21%
BOOST NEWCO BORROWER LLC 7.50%, due 01/15/2031 36268NAA8 6,800,000 $7,190,440.23 0.21%
GOLDMAN SACHS GROUP INC Variable rate 38141GA79 6,915,000 $7,248,630.56 0.21%
JANE STREET GRP/JSG FIN 6.75%, due 05/01/2033 47077WAE8 7,258,000 $7,392,133.43 0.21%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 46628TAE1 17,295,183 $7,330,499.35 0.21%
ROYAL CARIBBEAN CRUISES 6.25%, due 03/15/2032 780153BU5 7,075,000 $7,198,105.00 0.21%
SIRIUS XM RADIO LLC 5%, due 08/01/2027 82967NBA5 7,260,000 $7,197,787.25 0.21%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 13,265,650 $7,151,177.72 0.20%
AIB GROUP PLC Variable rate, due 05/15/2031 00135TAF1 7,170,000 $7,173,559.12 0.20%
BRISTOL-MYERS SQUIBB CO 5.20%, due 02/22/2034 110122EH7 7,175,000 $7,134,957.33 0.20%
ENERGY TRANSFER LP 6.20%, due 04/01/2055 29273VBF6 7,385,000 $6,970,718.19 0.20%
HCA INC 5.45%, due 09/15/2034 404121AK1 7,285,000 $7,148,394.89 0.20%
HCA INC 5.50%, due 06/01/2033 404119CQ0 7,180,000 $7,149,713.97 0.20%
HCA INC 5.75%, due 03/01/2035 404119DB2 7,160,000 $7,145,123.95 0.20%
HOWMET AEROSPACE INC 3%, due 01/15/2029 443201AB4 7,500,000 $7,095,369.75 0.20%
JBS USA HOLD/FOOD/LUX CO 6.75%, due 03/15/2034 47214BAC2 6,660,000 $7,116,656.22 0.20%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 16,346,459 $6,922,975.30 0.20%
Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 74333WAN2 7,358,584 $6,956,695.79 0.20%
ROYALTY PHARMA PLC 5.40%, due 09/02/2034 78081BAR4 7,300,000 $7,164,074.00 0.20%
SREIT Trust Series 2021-PALM, Class E, Variable rate, due 10/15/2034 85237AAJ2 7,100,000 $7,052,741.69 0.20%
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 00774MAW5 7,200,000 $6,750,176.04 0.19%
Angel Oak Mortgage Trust Series 2024-1, Class A1, Variable rate, due 08/25/2068 03465XAA7 6,717,739 $6,660,123.49 0.19%
CENT Trust 2023-CITY Series 2023-CITY, Class A, Variable rate, due 09/15/2028 12516WAA9 6,470,000 $6,510,925.34 0.19%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 8,080,821 $6,833,391.57 0.19%
Fannie Mae FN MA4656, 4.50%, due 07/01/2052 31418EE63 7,230,133 $6,785,871.58 0.19%
GNMA G2 MA3937, 3.50%, due 09/20/2046 36179SLS4 7,496,776 $6,740,725.42 0.19%
Onslow Bay Financial LLC Series 2021-NQM3, Class A1, Variable rate, due 07/25/2061 67114JAA8 8,195,187 $6,583,548.10 0.19%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 6,809,000 $6,497,878.00 0.19%
CITIGROUP INC Variable rate, due 03/27/2036 17327CBA0 6,465,000 $6,307,260.09 0.18%
Freddie Mac FR QA7837, 3.50%, due 03/01/2050 3133A2V64 7,030,254 $6,295,920.92 0.18%
GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 362463AD3 11,427,286 $6,204,061.05 0.18%
SREIT Trust Series 2021-PALM, Class G, Variable rate, due 10/15/2034 85237AAN3 6,430,000 $6,400,069.64 0.18%
WELLS FARGO & COMPANY Variable rate, due 01/24/2031 95000U3P6 6,415,000 $6,466,998.13 0.18%
Carvana Auto Receivables Trust Series 2022-P3, Class R, 0%, due 09/10/2029 14686MAK9 70,350 $6,125,222.33 0.17%
CIM Trust Series 2020-R3, Class A1B, Variable rate, due 01/26/2060 12559NAC3 6,655,000 $5,850,806.41 0.17%
Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 12638PAB5 25,630,100 $6,056,161.94 0.17%
Fannie Mae - CAS Series 2019-R04, Class 2B1, Variable rate, due 06/25/2039 20753TAC7 5,830,304 $6,068,266.49 0.17%
Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 3132A5HL2 6,677,822 $5,977,574.62 0.17%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 6,644,269 $6,112,955.84 0.17%
T-MOBILE USA INC 5.125%, due 05/15/2032 87264ADS1 5,905,000 $5,891,137.01 0.17%
Woodward Capital Management Series 2024-CES3, Class A1A, Variable rate, due 05/25/2044 74942AAA1 5,973,933 $6,047,851.20 0.17%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 7,000,000 $5,713,532.93 0.16%
ENERGY TRANSFER LP Variable rate 29273VAM2 5,435,000 $5,436,637.57 0.16%
First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 32029GAA2 10,844,426 $5,572,652.19 0.16%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 64971XQW1 6,940,000 $5,595,653.99 0.16%
SOUTHERN CO GAS CAPITAL 4.95%, due 09/15/2034 8426EPAH1 5,885,000 $5,611,786.11 0.16%
UBS GROUP AG Variable rate 225401BJ6 5,560,000 $5,449,356.00 0.16%
CARNIVAL CORP 4%, due 08/01/2028 143658BQ4 5,645,000 $5,401,841.63 0.15%
COMMONWEALTH EDISON CO 6.45%, due 01/15/2038 202795HT0 4,953,000 $5,283,151.28 0.15%
GNMA G2 MA3662, 3%, due 05/20/2046 36179SB71 6,028,919 $5,309,691.23 0.15%
JPMORGAN CHASE & CO Variable rate, due 04/22/2032 46647PCC8 5,955,000 $5,202,247.69 0.15%
MARS INC 4.80%, due 03/01/2030 571676AY1 5,370,000 $5,362,427.39 0.15%
MORGAN STANLEY Variable rate, due 04/28/2032 6174468X0 6,500,000 $5,415,508.02 0.15%
PFIZER INVESTMENT ENTER 4.75%, due 05/19/2033 716973AE2 5,515,000 $5,359,921.56 0.15%
SYNOPSYS INC 5.15%, due 04/01/2035 871607AE7 5,430,000 $5,347,641.07 0.15%
UBS GROUP AG Variable rate, due 05/09/2036 902613BQ0 5,410,000 $5,365,101.27 0.15%
UBS GROUP AG Variable rate, due 09/22/2029 225401BE7 5,170,000 $5,378,062.98 0.15%
WELLS FARGO & COMPANY Variable rate, due 10/30/2030 95000U2G7 5,790,000 $5,305,821.61 0.15%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 11,695,821 $4,878,151.68 0.14%
BANK OF NY MELLON CORP Variable rate 064058AH3 5,000,000 $5,012,250.00 0.14%
CALPINE CORP 4.50%, due 02/15/2028 131347CM6 5,000,000 $4,925,000.00 0.14%
Fannie Mae FN FM5397, 3%, due 12/01/2050 3140X87K7 5,791,104 $4,982,907.12 0.14%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 8,325,302 $4,831,397.62 0.14%
MORGAN STANLEY Variable rate, due 01/18/2036 61748UAF9 5,010,000 $5,003,423.23 0.14%
UNITEDHEALTH GROUP INC 5.15%, due 07/15/2034 91324PFJ6 5,000,000 $4,891,898.95 0.14%
AMSR Trust Series 2021-SFR3, Class G, 3.804%, due 10/17/2038 00180UAH8 5,000,000 $4,730,297.50 0.13%
BANK OF AMERICA CORP Variable rate, due 10/24/2031 06051GJL4 5,265,000 $4,494,963.21 0.13%
BXHPP Trust Series 2021-FILM, Class E, Variable rate, due 08/15/2036 05609JAQ5 5,200,000 $4,572,278.88 0.13%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 4,760,136 $4,399,852.80 0.13%
Credit Suisse Mortgage Trust Series 2021-NQM7, Class A1, Variable rate, due 10/25/2066 12662QAA4 5,298,921 $4,628,499.26 0.13%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 5,486,000 $4,604,875.98 0.13%
Fannie Mae FN MA4128, 2%, due 09/01/2040 31418DSS2 5,273,297 $4,596,140.13 0.13%
Freddie Mac FR SD7518, 3%, due 06/01/2050 3132DVK79 5,408,936 $4,668,300.73 0.13%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 21,406,942 $4,644,824.83 0.13%
IQVIA INC 5.70%, due 05/15/2028 46266TAC2 4,500,000 $4,547,767.50 0.13%
MET LIFE GLOB FUNDING I N/C, 3.45%, due 12/18/2026 59217GBY4 4,645,000 $4,564,270.74 0.13%
Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 61748BAC8 9,044,715 $4,508,155.49 0.13%
NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 64985TBJ9 5,140,000 $4,390,298.10 0.13%
PARAMOUNT GLOBAL 4.20%, due 05/19/2032 92556HAD9 5,000,000 $4,438,800.00 0.13%
Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 762009AD0 5,785,917 $4,472,699.79 0.13%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 86361HAA2 5,923,209 $4,723,611.49 0.13%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 4,296,158 $4,033,446.54 0.12%
Fannie Mae FN BE3774, 4%, due 07/01/2047 3140FPFQ7 4,587,877 $4,248,802.34 0.12%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class D, Variable rate, due 12/10/2040 38406JAJ7 5,080,000 $4,253,111.64 0.12%
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 459506AQ4 5,003,000 $4,302,653.59 0.12%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 5,549,895 $4,211,304.44 0.12%
Progress Residential Trust Series 2021-SFR3, Class G, 4.254%, due 05/17/2026 74333VAQ7 4,130,000 $4,034,850.17 0.12%
Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 74923WAA6 5,295,753 $4,228,989.00 0.12%
ALLY FINANCIAL INC Series C, Variable rate 02005NBN9 4,145,000 $3,709,775.00 0.11%
AMERICAN EXPRESS CO Variable rate, due 04/25/2036 025816EH8 3,685,000 $3,717,744.14 0.11%
Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 00075WAP4 7,313,143 $4,011,797.08 0.11%
CITIGROUP INC Variable rate, due 11/05/2030 17308CC53 4,110,000 $3,767,654.71 0.11%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 4,449,326 $4,002,398.24 0.11%
Magnetite CLO Ltd Series 2015-12A, Class AR4, Variable rate, due 10/15/2031 55953HBD4 3,807,398 $3,813,437.61 0.11%
Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 83613AAA0 5,501,028 $3,913,555.32 0.11%
AMERICAN EXPRESS CO Variable rate, due 07/26/2035 025816DW6 3,640,000 $3,579,240.43 0.10%
APPALACHIAN POWER CO 5.65%, due 04/01/2034 037735DB0 3,415,000 $3,409,415.86 0.10%
CENTENE CORP 2.50%, due 03/01/2031 15135BAX9 4,000,000 $3,373,404.80 0.10%
CHART INDUSTRIES INC 7.50%, due 01/01/2030 16115QAF7 3,244,000 $3,396,954.60 0.10%
CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 12559NAB5 3,664,097 $3,543,746.20 0.10%
CODELCO INC 5.125%, due 02/02/2033 P3143NBP8 3,790,000 $3,655,348.89 0.10%
COOPERATIEVE RABOBANK UA N/C, 3.75%, due 07/21/2026 21684AAF3 3,635,000 $3,592,504.41 0.10%
Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 12668AJ89 4,574,839 $3,343,102.83 0.10%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 3,906,112 $3,491,470.91 0.10%
Fannie Mae FN MA4158, 2%, due 10/01/2050 31418DTQ5 4,540,390 $3,535,611.04 0.10%
FISERV INC 5.60%, due 03/02/2033 337738BE7 3,545,000 $3,587,398.73 0.10%
Freddie Mac FR ZS4688, 3%, due 11/01/2046 3132A5F59 4,208,061 $3,641,266.98 0.10%
GOLDMAN SACHS GROUP INC Variable rate 38141GB52 3,755,000 $3,618,017.34 0.10%
INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 461070AS3 3,855,000 $3,394,983.35 0.10%
IRON MOUNTAIN INC 5.25%, due 03/15/2028 46284VAE1 3,630,000 $3,605,427.08 0.10%
LEIDOS INC 5.50%, due 03/15/2035 52532XAL9 3,645,000 $3,598,198.20 0.10%
Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 563136AA8 3,855,000 $3,606,500.92 0.10%
MARS INC 5.20%, due 03/01/2035 571676BA2 3,620,000 $3,560,332.55 0.10%
MORGAN STANLEY Variable rate, due 04/17/2036 61747YGA7 3,555,000 $3,574,511.30 0.10%
MORGAN STANLEY Variable rate, due 11/01/2034 61747YFJ9 3,340,000 $3,587,289.06 0.10%
NGPL PIPECO LLC 4.875%, due 08/15/2027 62912XAF1 3,640,000 $3,595,035.77 0.10%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAH1 4,075,000 $3,574,024.39 0.10%
STELLANTIS FIN US INC 5.75%, due 03/18/2030 85855CAK6 3,630,000 $3,612,963.22 0.10%
T-MOBILE USA INC 4.70%, due 01/15/2035 87264ADM4 3,625,000 $3,428,924.15 0.10%
UBER TECHNOLOGIES INC 4.80%, due 09/15/2034 90353TAP5 3,810,000 $3,643,271.96 0.10%
WARNERMEDIA HOLDINGS INC 5.391%, due 03/15/2062 55903VBF9 5,530,000 $3,593,710.21 0.10%
WELLS FARGO & COMPANY Variable rate, due 02/11/2031 95000U2J1 3,795,000 $3,400,396.24 0.10%
BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 05523UAP5 3,208,000 $3,193,382.72 0.09%
FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 105756CH1 3,330,000 $3,245,917.50 0.09%
FIRSTENERGY TRANSMISSION 5%, due 01/15/2035 33767BAH2 3,455,000 $3,330,626.56 0.09%
FLORIDA POWER & LIGHT CO 5.70%, due 03/15/2055 341081GY7 3,360,000 $3,284,958.13 0.09%
NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 65364UAP1 5,000,000 $3,015,122.15 0.09%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 3,910,000 $3,065,756.99 0.09%
AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 02376UAA3 2,978,358 $2,848,213.74 0.08%
CHARLES SCHWAB CORP Series I, Variable rate 808513BK0 2,942,000 $2,891,218.81 0.08%
COX ENTERPRISES INC 7.375%, due 07/15/2027 224050AE4 2,670,000 $2,802,888.89 0.08%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 3,359,650 $2,896,322.88 0.08%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 3,495,000 $2,800,705.32 0.08%
GNMA Series 2019-1, Class KD, 3.50%, due 01/20/2049 38381BZK3 3,042,000 $2,698,724.60 0.08%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 456687AD4 3,072,802 $2,656,315.62 0.08%
JBS USA/FOOD/FINANCE 4.375%, due 02/02/2052 46590XAQ9 3,840,000 $2,893,832.45 0.08%
KEDRION SPA 6.50%, due 09/01/2029 49272YAB9 2,780,000 $2,662,947.66 0.08%
Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 617526AF5 5,283,721 $2,950,793.78 0.08%
Onslow Bay Financial LLC Series 2021-NQM2, Class A1, Variable rate, due 05/25/2061 670857AA9 3,539,945 $2,855,313.13 0.08%
TMS ISSUER SARL 5.78%, due 08/23/2032 L53617AA1 2,760,000 $2,846,388.00 0.08%
US BANCORP Variable rate, due 02/01/2034 91159HJL5 2,925,000 $2,802,833.25 0.08%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 7,439,234 $2,683,951.27 0.08%
AIR LEASE CORP 4.625%, due 10/01/2028 00912XBF0 2,500,000 $2,482,985.48 0.07%
Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 07401NAP4 2,661,806 $2,515,846.85 0.07%
CITIGROUP INC Variable rate, due 01/25/2033 17327CAQ6 2,917,000 $2,536,670.98 0.07%
CSC HOLDINGS LLC 11.75%, due 01/31/2029 126307BN6 2,605,000 $2,544,652.05 0.07%
CVS HEALTH CORP 5.125%, due 07/20/2045 126650CN8 3,023,000 $2,549,046.10 0.07%
FIRST CITIZENS BANCSHARE Variable rate, due 03/12/2040 31959XAF0 2,447,000 $2,345,681.97 0.07%
Freddie Mac FG G67718, 4%, due 01/01/2049 3132XCSF3 2,656,558 $2,450,339.48 0.07%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 2,908,532 $2,596,680.07 0.07%
HCA INC 2.375%, due 07/15/2031 404119CC1 2,943,000 $2,492,280.70 0.07%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 2,625,000 $2,573,808.43 0.07%
LXP INDUSTRIAL TRUST 2.375%, due 10/01/2031 529537AA0 2,852,000 $2,353,447.70 0.07%
PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 693475BU8 2,365,000 $2,567,381.80 0.07%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 2,504,000 $2,282,137.59 0.07%
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 P5015VAM8 2,800,000 $2,336,250.00 0.07%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 3,448,000 $2,527,683.29 0.07%
AMERICAN HOMES 4 RENT 3.375%, due 07/15/2051 02666TAD9 3,349,000 $2,099,827.12 0.06%
APPALACHIAN POWER CO 3.70%, due 05/01/2050 037735CY1 3,000,000 $2,014,480.53 0.06%
BLACK HILLS CORP 6.15%, due 05/15/2034 092113AW9 2,000,000 $2,032,388.92 0.06%
CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 12556FAA7 2,420,899 $2,227,310.79 0.06%
COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 P3699PGM3 2,200,000 $2,262,700.00 0.06%
DUKE ENERGY CAROLINAS 5.35%, due 01/15/2053 26442CBK9 2,375,000 $2,174,862.69 0.06%
Fannie Mae FN CA1182, 3.50%, due 02/01/2048 3140Q8J48 2,218,260 $1,978,875.50 0.06%
Fannie Mae FN CA3633, 3.50%, due 06/01/2049 3140QBBB3 2,323,914 $2,087,373.94 0.06%
FARMERS EXCHANGE CAP II Variable rate, due 11/01/2053 30958PAA1 2,200,000 $2,090,258.94 0.06%
FIDELITY NATL INFO SERV 3.10%, due 03/01/2041 31620MBU9 2,932,000 $2,051,656.39 0.06%
Freddie Mac FR ZS4667, 3%, due 06/01/2046 3132A5FG5 2,533,937 $2,196,308.95 0.06%
GNMA G2 MA4322, 4%, due 03/20/2047 36179SYT8 2,298,749 $2,120,136.85 0.06%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 2,459,082 $2,209,547.70 0.06%
IMPERIAL BRANDS FIN PLC 3.50%, due 07/26/2026 45262BAB9 2,295,000 $2,256,485.31 0.06%
IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 456612AC4 2,612,021 $2,228,145.72 0.06%
JPMORGAN CHASE & CO Variable rate, due 10/22/2035 46647PER3 2,045,000 $1,968,392.81 0.06%
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 46647PCR5 2,260,000 $1,939,569.47 0.06%
Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 52523DAC4 2,423,170 $2,135,960.19 0.06%
MASTR Asset Backed Securities Trust Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 55291KAB3 6,695,331 $2,227,102.77 0.06%
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 59024JAA4 2,447,050 $2,210,705.97 0.06%
MODIVCARE INC MODV TL B 1L USD 2,974,061 $2,054,585.43 0.06%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 5,032,434 $2,171,792.68 0.06%
NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 64966MYR4 2,285,000 $2,151,884.13 0.06%
ONCOR ELECTRIC DELIVERY 4.95%, due 09/15/2052 68233JCM4 2,320,000 $1,984,223.06 0.06%
ONCOR ELECTRIC DELIVERY 5.35%, due 04/01/2035 68233JCZ5 2,185,000 $2,165,135.05 0.06%
PIEDMONT NATURAL GAS CO 5.40%, due 06/15/2033 720186AQ8 2,125,000 $2,119,645.38 0.06%
REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 P5015VAP1 2,000,000 $1,977,500.00 0.06%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 2,017,158 $1,956,439.37 0.06%
SOUTHWESTERN PUBLIC SERVICE 5.15%, due 06/01/2052 845743BW2 2,480,000 $2,002,704.95 0.06%
WELLS FARGO & COMPANY Variable rate, due 04/24/2034 95000U3D3 2,165,000 $2,151,996.90 0.06%
ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 98919VAA3 2,390,000 $2,273,629.20 0.06%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAP5 4,021,000 $1,835,204.51 0.05%
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 04685A3L3 1,645,000 $1,584,661.32 0.05%
BANK OF AMERICA CORP Variable rate, due 02/12/2036 06051GMQ9 1,820,000 $1,794,084.57 0.05%
BANK OF AMERICA CORP Variable rate, due 04/25/2034 06051GLH0 1,800,000 $1,785,964.77 0.05%
BANK OF AMERICA CORP Variable rate, due 04/29/2031 06051GJB6 2,000,000 $1,790,510.00 0.05%
CITIGROUP INC Variable rate, due 06/11/2035 172967PL9 1,715,000 $1,697,592.25 0.05%
COSTAR GROUP INC 2.80%, due 07/15/2030 22160NAA7 1,880,000 $1,651,101.11 0.05%
CRSO Trust Series 2023-BRND, Class B, Variable rate, due 07/10/2040 228925AG8 1,700,000 $1,754,067.48 0.05%
DANSKE BANK A/S Variable rate, due 09/11/2026 23636AAZ4 1,865,000 $1,844,074.70 0.05%
DELTA AIR LINES 2020-AA 2%, due 06/10/2028 247361ZV3 1,827,318 $1,704,274.56 0.05%
Fannie Mae FN AL8825, 3.50%, due 06/01/2046 3138ETYX8 2,071,297 $1,860,770.59 0.05%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 1,770,000 $1,587,969.84 0.05%
FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 309588AC5 1,650,000 $1,724,592.70 0.05%
Freddie Mac FG G67717, 4%, due 11/01/2048 3132XCSE6 1,713,661 $1,586,729.17 0.05%
Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 3132ACS27 1,814,175 $1,629,693.13 0.05%
GOLDMAN SACHS BANK USA Variable rate, due 03/18/2027 38151LAF7 1,790,000 $1,796,604.80 0.05%
GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2031 38141GC93 1,785,000 $1,795,977.48 0.05%
GOLDMAN SACHS GROUP INC Variable rate, due 04/25/2035 38141GA95 1,760,000 $1,790,313.45 0.05%
HILCORP ENERGY I/HILCORP 7.25%, due 02/15/2035 431318BG8 1,926,000 $1,791,700.02 0.05%
HSBC HOLDINGS PLC Variable rate, due 06/04/2026 404280CG2 1,830,000 $1,826,815.76 0.05%
INTEL CORP 5.60%, due 02/21/2054 458140CM0 2,165,000 $1,911,263.82 0.05%
Jackson Financial Inc., 8.000%, Variable Rate JXN.A 46817M206 68,100 $1,774,686.00 0.05%
JBS USA SARL/FOOD/GRP 6.375%, due 02/25/2055 472140AC6 1,800,000 $1,781,172.00 0.05%
JDE PEET'S NV 2.25%, due 09/24/2031 47216QAC7 2,230,000 $1,849,349.01 0.05%
JPMORGAN CHASE & CO Variable rate, due 01/23/2035 46647PEC6 1,800,000 $1,790,857.17 0.05%
JPMORGAN CHASE & CO Variable rate, due 02/04/2027 46647PBW5 1,895,000 $1,846,369.81 0.05%
JPMORGAN CHASE & CO Variable rate, due 04/22/2028 46647PEE2 1,765,000 $1,794,328.30 0.05%
JPMORGAN CHASE & CO Variable rate, due 04/22/2036 46647PEX0 1,780,000 $1,788,169.11 0.05%
JPMORGAN CHASE & CO Variable rate, due 11/19/2026 46647PBT2 1,650,000 $1,617,748.19 0.05%
Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 52525BAC6 1,849,151 $1,610,113.10 0.05%
MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 576000XM0 1,845,000 $1,629,080.20 0.05%
NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 646140DU4 2,000,000 $1,721,392.20 0.05%
NUSTAR LOGISTICS LP 6.375%, due 10/01/2030 67059TAH8 1,587,000 $1,625,992.59 0.05%
STELLANTIS FIN US INC 6.45%, due 03/18/2035 85855CAL4 1,850,000 $1,813,130.37 0.05%
TENNET HOLDING BV 2.75%, due 05/17/2042 BN4CF52 1,590,000 $1,610,137.61 0.05%
THE BOEING CO 5.805%, due 05/01/2050 097023CW3 2,030,000 $1,881,166.74 0.05%
TRANSDIGM INC 6%, due 12/15/2033 893647BW6 1,934,000 $1,917,273.84 0.05%
U.S. Treasury Bill, 0%, due 07/24/2025 912797PF8 1,735,000 $1,720,763.35 0.05%
WELLS FARGO & COMPANY Variable rate, due 04/23/2036 95000U3V3 1,790,000 $1,789,022.19 0.05%
AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 00774MAG0 1,296,000 $1,293,892.67 0.04%
CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 161175BM5 1,471,000 $1,306,730.27 0.04%
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 18538RAJ2 1,350,000 $1,294,685.28 0.04%
Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 02150MAA3 2,515,313 $1,247,241.12 0.04%
Fannie Mae FN BM5585, 3%, due 11/01/2048 3140JAF37 1,419,751 $1,228,393.47 0.04%
FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 3136A7N65 1,461,089 $1,369,918.01 0.04%
FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 38381CAE2 1,302,000 $1,350,540.51 0.04%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 1,588,340 $1,428,739.02 0.04%
Freddie Mac FR SD8107, 2.50%, due 11/01/2050 3132DWAG8 1,826,890 $1,491,583.63 0.04%
HAH GROUP HOLDING CO LLC 9.75%, due 10/01/2031 40518JAA7 1,500,000 $1,510,025.13 0.04%
JPMORGAN CHASE & CO Variable rate, due 01/24/2036 46647PEW2 1,300,000 $1,300,740.88 0.04%
JPMORGAN CHASE & CO Variable rate, due 02/04/2032 46647PBX3 1,855,000 $1,572,790.04 0.04%
JPMORGAN CHASE & CO Variable rate, due 06/01/2029 46647PCJ3 1,445,000 $1,337,520.48 0.04%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 1,383,000 $1,355,060.63 0.04%
MODIVCARE INC 5%, due 10/01/2029 60783XAC8 4,689,300 $1,359,897.00 0.04%
MORGAN STANLEY Variable rate, due 04/19/2035 61747YFR1 1,255,000 $1,278,644.45 0.04%
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 63861VAF4 1,550,000 $1,502,326.63 0.04%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 1,440,000 $1,387,633.19 0.04%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 1,324,946 $1,307,133.93 0.04%
TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 878091BD8 1,790,000 $1,552,553.83 0.04%
THE EAST OHIO GAS CO 2%, due 06/15/2030 27409LAC7 1,765,000 $1,531,386.12 0.04%
T-MOBILE USA INC 5.05%, due 07/15/2033 87264ACY9 1,315,000 $1,289,542.80 0.04%
VENTURE GLOBAL LNG INC 7%, due 01/15/2030 92332YAE1 1,461,000 $1,433,220.40 0.04%
VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 92564RAE5 1,570,000 $1,470,008.21 0.04%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 92926SAC0 3,471,642 $1,251,197.65 0.04%
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 00737WAA7 1,109,000 $1,101,146.95 0.03%
AIR LEASE CORP 3.375%, due 07/01/2025 00914AAH5 940,000 $937,719.56 0.03%
AMCOR FINANCE USA INC 3.625%, due 04/28/2026 02343UAG0 1,000,000 $989,208.44 0.03%
AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 081437AT2 1,000,000 $887,853.93 0.03%
BANK OF AMERICA CORP Variable rate, due 01/24/2036 06051GMM8 920,000 $919,125.23 0.03%
BXP Trust Series 2017-CC, Class D, Variable rate, due 08/13/2037 05607CAL3 1,440,000 $1,224,212.40 0.03%
CVS HEALTH CORP 1.75%, due 08/21/2030 126650DN7 1,225,000 $1,030,898.51 0.03%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,132,446 $1,137,360.15 0.03%
EXTRA SPACE STORAGE LP 2.20%, due 10/15/2030 30225VAP2 1,135,000 $973,186.90 0.03%
Fannie Mae FN AS3134, 3.50%, due 08/01/2044 3138WCPU1 1,006,773 $912,922.55 0.03%
Fannie Mae FN MA4379, 2.50%, due 07/01/2051 31418D2M3 1,123,317 $913,251.54 0.03%
FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 3136A4GN3 1,299,094 $1,210,288.32 0.03%
Freddie Mac FG G08715, 3%, due 07/01/2046 3128MJYM6 1,190,042 $1,032,736.75 0.03%
Freddie Mac FG G60038, 3.50%, due 01/01/2044 31335ABF4 1,023,687 $936,909.15 0.03%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 1,089,025 $978,131.23 0.03%
Freddie Mac FG G67714, 4%, due 07/01/2048 3132XCSB2 1,247,522 $1,155,119.86 0.03%
Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 3132ACJW1 1,249,252 $1,121,892.48 0.03%
GMAC Mortgage Corporation Loan Trust Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 1,148,016 $940,822.05 0.03%
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 404280DF3 1,215,000 $1,210,939.18 0.03%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 1,110,000 $1,038,955.10 0.03%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 64971XER5 970,000 $904,309.85 0.03%
REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 195325DS1 1,200,000 $978,600.00 0.03%
REPUBLIC OF COLOMBIA 7.75%, due 11/07/2036 195325EP6 980,000 $943,273.25 0.03%
REPUBLIC OF COLOMBIA 8%, due 04/20/2033 195325EF8 1,000,000 $1,020,034.06 0.03%
REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 455780DR4 1,000,000 $983,667.18 0.03%
REPUBLIC OF PERU 3%, due 01/15/2034 715638DU3 1,300,000 $1,077,180.00 0.03%
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 80281LAR6 995,000 $952,796.97 0.03%
SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 80281LAM7 930,000 $921,098.88 0.03%
SIRIUS XM RADIO LLC 3.875%, due 09/01/2031 82967NBM9 1,297,000 $1,122,884.49 0.03%
T-MOBILE USA INC 3.75%, due 04/15/2027 87264ABD6 915,000 $901,663.68 0.03%
VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75%, due 05/01/2035 922966AB2 875,000 $915,780.20 0.03%
VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 92564RAL9 1,000,000 $950,365.71 0.03%
WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 55903VBE2 1,695,000 $1,105,843.66 0.03%
ALTICE FINANCING SA 9.625%, due 07/15/2027 02154CAJ2 645,000 $567,335.55 0.02%
ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 03969AAN0 760,000 $664,213.41 0.02%
AVOLON HOLDINGS FNDG LTD 3.25%, due 02/15/2027 05401AAJ0 670,000 $646,424.11 0.02%
BANK OF AMERICA CORP Variable rate, due 01/23/2035 06051GMA4 720,000 $719,997.51 0.02%
BAUSCH + LOMB CORP 8.375%, due 10/01/2028 071705AA5 765,000 $797,665.50 0.02%
CCO HLDGS LLC/CAP CORP 4.25%, due 01/15/2034 1248EPCP6 797,000 $670,963.68 0.02%
CSC HOLDINGS LLC 5.75%, due 01/15/2030 126307BA4 1,280,000 $710,137.60 0.02%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 650,000 $624,086.20 0.02%
Exeter Automobile Receivables Trust Series 2021-4A, Class R, 0%, due 12/15/2033 30165JAN6 10,000 $860,969.37 0.02%
Fannie Mae FN AS0225, 4%, due 08/01/2043 3138W9HB9 843,400 $793,752.12 0.02%
Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 3140H37E0 625,928 $559,147.56 0.02%
Fannie Mae FN BM!903, 3.50%, due 08/01/2047 3140J6DH7 751,159 $674,799.82 0.02%
Fannie Mae FN BM4472, 3.50%, due 07/01/2048 3140J86J7 619,161 $556,197.93 0.02%
Fannie Mae FN CA0854, 3.50%, due 12/01/2047 3140Q75Q6 787,584 $704,712.31 0.02%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 702,531 $612,580.16 0.02%
FOUNDRY JV HOLDCO LLC 5.50%, due 01/25/2031 350930AF0 865,000 $867,878.45 0.02%
Freddie Mac FG G08732, 3%, due 11/01/2046 3128MJY61 654,822 $567,384.11 0.02%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 788,176 $705,869.76 0.02%
Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 3132ACSU5 591,504 $531,378.84 0.02%
Freddie Mac FR ZT1703, 4%, due 01/01/2049 3132AD3L0 877,953 $808,721.72 0.02%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 772,000 $721,283.53 0.02%
GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 36185MEE8 960,783 $844,313.01 0.02%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 784,502 $704,405.18 0.02%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 673,286 $604,403.57 0.02%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 648,395 $569,439.06 0.02%
GNMA G2 MA4837, 3.50%, due 11/20/2047 36179TLS2 668,685 $600,204.21 0.02%
GNMA Series 2024-30, Class CF, Variable rate, due 02/20/2054 38384JQR8 869,270 $867,922.03 0.02%
GOLDMAN SACHS GROUP INC Variable rate, due 01/28/2036 38141GC44 775,000 $771,456.94 0.02%
GOLDMAN SACHS GROUP INC Variable rate, due 03/09/2027 38141GYA6 860,000 $836,234.04 0.02%
HEALTHPEAK OP LLC DOC TL DD GUAR USD 817,573 $807,353.39 0.02%
IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 45660LRX9 1,103,037 $869,530.90 0.02%
INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 459506AP6 610,000 $566,958.67 0.02%
INTERNATIONAL FLAVORS & FRAGRANCES 3.268%, due 11/15/2040 459506AR2 1,040,000 $733,945.32 0.02%
INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 459506AS0 1,235,000 $786,549.43 0.02%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 46628SAJ2 2,046,176 $537,642.13 0.02%
JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 46628LAA6 1,123,061 $762,159.60 0.02%
MORGAN STANLEY Variable rate, due 07/20/2027 61747YEC5 610,000 $587,454.71 0.02%
NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 64952GAT5 1,165,000 $825,768.54 0.02%
Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 68383NCY7 630,941 $615,525.52 0.02%
PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 744542AC5 825,000 $820,507.03 0.02%
REPUBLIC OF INDONESIA 4.75%, due 09/10/2034 455780DX1 600,000 $579,099.52 0.02%
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 718286CJ4 750,000 $680,805.29 0.02%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 587,156 $590,669.03 0.02%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $705,470.22 0.02%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $545,219.85 0.02%
SPECTRUM BRANDS INC 3.875%, due 03/15/2031 84762LAX3 637,000 $526,086.58 0.02%
TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 893045AE4 700,000 $699,451.11 0.02%
VZ SECURED FINANCING BV 5%, due 01/15/2032 91845AAA3 714,000 $615,216.23 0.02%
WELLS FARGO & COMPANY Variable rate, due 12/03/2035 95000U3N1 855,000 $829,938.88 0.02%
AMERIGAS PART/FIN CORP 9.375%, due 06/01/2028 030981AM6 325,000 $331,776.58 0.01%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 1,050,000 $479,225.25 0.01%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 260,978 $260,833.88 0.01%
Bank of Hawaii Corporation, 8.00% BOH.B 062540307 18,324 $467,445.24 0.01%
BENGAL DEBT MERGER SUB L PEP TL 1L USD LX202253 557,906 $189,688.02 0.01%
CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 1248EPCD3 490,000 $465,026.27 0.01%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 340,000 $339,689.66 0.01%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 535,443 $403,477.10 0.01%
Fannie Mae FN AS6620, 3.50%, due 02/01/2046 3138WGLA0 241,366 $216,970.50 0.01%
Fannie Mae FN BM2000, 3.50%, due 05/01/2047 3140J6GJ0 207,002 $185,457.58 0.01%
Fannie Mae FN BM3260, 3.50%, due 01/01/2048 3140J7TS4 530,696 $474,771.32 0.01%
Fannie Mae FN CA0907, 3.50%, due 12/01/2047 3140Q8AH8 366,752 $328,163.06 0.01%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 310,042 $277,418.63 0.01%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 377,020 $338,009.77 0.01%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 254,979 $242,787.44 0.01%
Fannie Mae FN CA2327, 4%, due 09/01/2048 3140Q9SR5 376,721 $348,688.68 0.01%
Fannie Mae FN MA1373, 3.50%, due 03/01/2043 31418AQ35 323,772 $294,161.85 0.01%
Fannie Mae FN MA2077, 3.50%, due 11/01/2034 31418BJX5 293,346 $282,408.97 0.01%
Fannie Mae FN MA2670, 3%, due 07/01/2046 31418B6G6 376,033 $325,969.54 0.01%
Fannie Mae FN MA3057, 3.50%, due 07/01/2047 31418CMF8 328,200 $293,938.09 0.01%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 345,243 $308,772.85 0.01%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 326,489 $300,725.28 0.01%
Fannie Mae FN MA3332, 3.50%, due 04/01/2048 31418CV27 469,556 $419,337.11 0.01%
Fannie Mae FN MA3806, 3%, due 11/01/2046 31418CDL5 369,039 $319,486.23 0.01%
Fannie Mae FN MA3846, 3%, due 11/01/2049 31418DHY1 495,295 $412,614.52 0.01%
Fannie Mae FN MA4078, 2.50%, due 07/01/2050 31418DQ88 427,616 $349,681.41 0.01%
FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 3136B1Z72 514,422 $449,459.55 0.01%
FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 105756CF5 500,000 $489,225.97 0.01%
FED REPUBLIC OF BRAZIL 6.125%, due 01/22/2032 105756CK4 500,000 $504,638.19 0.01%
FORTREA HOLDINGS INC 7.50%, due 07/01/2030 34965KAA5 435,000 $368,186.60 0.01%
Freddie Mac FG G07826, 3%, due 10/01/2046 3128MJYY0 271,643 $235,483.34 0.01%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 391,747 $338,951.50 0.01%
Freddie Mac FG G08788, 3.50%, due 11/01/2047 3128MJ2W9 239,488 $214,541.61 0.01%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 270,587 $245,062.28 0.01%
Freddie Mac FG G60344, 4%, due 12/01/2045 31335ALZ9 547,568 $511,089.50 0.01%
Freddie Mac FG G60582, 3.50%, due 05/01/2046 31335AUF3 546,250 $491,389.55 0.01%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 512,674 $462,900.66 0.01%
Freddie Mac FG G61556, 3.50%, due 08/01/2048 31335BWR3 229,065 $205,400.42 0.01%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 536,007 $482,694.05 0.01%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 198,415 $180,510.48 0.01%
Freddie Mac FG U99114, 3.50%, due 02/01/2044 3132H7DU5 242,646 $220,748.15 0.01%
Freddie Mac FR RE6029, 3%, due 02/01/2050 3133N3VW1 327,083 $272,479.60 0.01%
Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 31329NF94 496,329 $445,882.39 0.01%
Freddie Mac FR ZM0063, 4%, due 08/01/2045 3131XTB82 246,207 $229,071.80 0.01%
Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 3132AA5D2 489,996 $439,494.05 0.01%
Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 3132ACSZ4 580,591 $519,849.38 0.01%
Freddie Mac FR ZT0542. 4%, due 07/01/2048 3132ACS76 308,955 $285,691.27 0.01%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 305,844 $285,785.33 0.01%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 589,720 $518,223.69 0.01%
GNMA G2 MA2825, 3%, due 05/20/2045 36179RD63 420,786 $371,254.83 0.01%
GNMA G2 MA3663, 3.50%, due 05/20/2046 36179SB89 542,899 $488,115.83 0.01%
GNMA G2 MA3735, 3%, due 06/20/2046 36179SEG8 368,169 $324,390.48 0.01%
GNMA G2 MA4261, 3%, due 02/20/2047 36179SWW3 363,370 $319,594.36 0.01%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 268,975 $240,589.27 0.01%
GNMA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 194,289 $187,158.49 0.01%
GNMA G2 MA4651, 3%, due 08/20/2047 36179TEY7 541,842 $475,860.88 0.01%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 221,584 $204,369.41 0.01%
GNMA G2 MA4962, 3.50%, due 01/20/2048 36179TQP3 231,401 $207,654.97 0.01%
GNMA G2 MA4963, 4%, due 01/20/2048 36179TQQ1 335,148 $308,435.56 0.01%
GNMA G2 MA5136, 3.50%, due 04/20/2048 36179TV51 466,509 $418,028.16 0.01%
GNMA G2 MA5399, 4.50%, due 08/20/2048 36179T7L3 346,513 $329,594.42 0.01%
GNMA Series 2019-119, Class JE, 3%, due 06/01/2049 38381YZE7 284,336 $248,714.35 0.01%
GNMA Series 2019-12, Class QA, 3.50%, due 09/20/2048 38381BQQ0 271,990 $259,214.79 0.01%
HELIOS SOFT/ION CORP SOL 8.75%, due 05/01/2029 42329HAB4 515,000 $523,584.02 0.01%
Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 43739EAJ6 388,368 $366,156.85 0.01%
Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 45254NPA9 325,341 $309,787.78 0.01%
INGENOVIS HEALTH INC INHEAL TL B 1L USD 900,113 $372,646.65 0.01%
INTEL CORP 3.734%, due 12/08/2047 458140BG4 280,000 $189,151.52 0.01%
INTERSTATE POWER & LIGHT 5.70%, due 10/15/2033 461070AU8 450,000 $455,261.96 0.01%
INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 459506AE1 480,000 $355,180.74 0.01%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 245,477 $241,223.72 0.01%
MATIV HOLDINGS INC MATV TL DD 1L USD 418,715 $414,528.31 0.01%
MODIVCARE INC MODV TL 1L USD 573,917 $446,220.78 0.01%
MORGAN STANLEY Variable rate, due 07/19/2035 61747YFT7 410,000 $402,904.27 0.01%
MORGAN STANLEY Variable rate, due 12/10/2026 6174468V4 495,000 $484,040.24 0.01%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $434,839.00 0.01%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $406,342.32 0.01%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 210,762 $196,087.08 0.01%
ORACLE CORP 3.60%, due 04/01/2050 68389XBX2 740,000 $495,740.99 0.01%
PIEDMONT NATURAL GAS CO 3.35%, due 06/01/2050 720186AM7 500,000 $315,888.08 0.01%
POTOMAC ENERGY CENTER GRESTO TL 1L USD 503,843 $505,732.81 0.01%
REPUBLIC OF PANAMA 6.40%, due 02/14/2035 698299BT0 470,000 $442,213.58 0.01%
REPUBLIC OF PANAMA 8%, due 03/01/2038 698299BY9 394,000 $406,269.14 0.01%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 196,644 $194,734.15 0.01%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 483,930 $346,265.47 0.01%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $323,934.11 0.01%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 387,496 $379,079.36 0.01%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 397,517 $407,620.55 0.01%
Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 86359DCR6 301,630 $313,038.99 0.01%
TRANSCANADA PIPELINES 5.85%, due 03/15/2036 89352HAB5 275,000 $274,611.66 0.01%
UPBOUND GROUP INC 6.375%, due 02/15/2029 76009NAL4 205,000 $198,874.01 0.01%
Wachovia Student Loan Trust Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 329,415 $323,355.45 0.01%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A1, Variable rate, due 04/25/2037 92926SAB2 1,000,424 $360,232.99 0.01%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 243,488 $223,517.76 0.01%
Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 00969PAA1 0 $0.16 0.00%
ALTICE FINANCING SA 5.75%, due 08/15/2029 02154CAH6 161,000 $122,567.63 0.00%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 86,042 $82,732.18 0.00%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 0 $0.07 0.00%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 0 $0.22 0.00%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 35,718 $35,265.42 0.00%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 0 $0.09 0.00%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 0 $0.19 0.00%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 140,425 $122,054.60 0.00%
BENGAL DEBT MERGER SUB L Variable rate, due 01/24/2030 LX202256 560,255 $111,490.72 0.00%
CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 12555VAA3 0 $0.21 0.00%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 10,000 $9,691.89 0.00%
Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 126384AD8 0 ($0.01) 0.00%
Fannie Mae FN AS9749, 4%, due 06/01/2047 3138WKZP3 0 $0.17 0.00%
Fannie Mae FN BD7071, 4%, due 03/01/2047 3140FE2P8 0 $0.20 0.00%
Fannie Mae FN BQ7006, 2%, due 01/01/2052 3140KSYC5 1 $0.48 0.00%
Fannie Mae FN BQ7056, 2%, due 01/01/2052 3140KSZW0 0 ($0.10) 0.00%
Fannie Mae FN BT6179, 2.50%, due 07/01/2051 3140LU2M2 0 $0.31 0.00%
Fannie Mae FN BV2784, 2.50%, due 02/01/2052 3140MGCW9 0 $0.18 0.00%
Fannie Mae FN BV3101, 2%, due 03/01/2052 3140MGNT4 0 $0.09 0.00%
Fannie Mae FN BV4133, 2.50%, due 03/01/2052 3140MHSX8 0 $0.20 0.00%
Fannie Mae FN CA1711, 4.50%, due 05/01/2048 3140Q83V5 0 $0.17 0.00%
Fannie Mae FN CA2208, 4.50%, due 08/01/2048 3140Q9N25 0 $0.18 0.00%
Fannie Mae FN FS1598, 2%, due 04/01/2052 3140XGX46 0 ($0.14) 0.00%
Fannie Mae FN MA1146, 4%, due 08/01/2042 31418AHY7 170,657 $159,330.71 0.00%
Fannie Mae FN MA120, 2.50%, due 09/01/2050 31418DSJ2 0 $0.07 0.00%
Fannie Mae FN MA2896, 3.50%, due 02/01/2047 31418CGE8 0 $0.24 0.00%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 0 $0.22 0.00%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 0 $0.19 0.00%
Fannie Mae FN MA3336, 3.50%, due 04/01/2038 31418CV68 0 $0.19 0.00%
Fannie Mae FN MA3537, 4.50%, due 12/01/2048 31418C4X9 0 $0.20 0.00%
Fannie Mae FN MA4438, 2.50%, due 10/01/2051 31418D4Y5 0 $0.07 0.00%
Fannie Mae FN MA4548, 2.50%, due 02/01/2052 31418EBS8 0 $0.07 0.00%
FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 3136B1Q80 148,698 $144,650.01 0.00%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 3136B3SX9 86,322 $85,461.66 0.00%
FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 3136B3WS5 61,859 $56,465.32 0.00%
FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 3136B3A34 78,622 $70,163.72 0.00%
FANNIE MAE Series 2019-20, Class BA, 3.50%, due 02/25/2048 3136B4MS4 10,786 $10,663.92 0.00%
FANNIE MAE Series 2019-52, Class PA, 3%, due 09/25/2049 3136B53X1 38,075 $33,125.14 0.00%
Freddie Mac FG G07961, 3.50%, due 03/01/2045 3128MAFA2 0 $0.23 0.00%
Freddie Mac FG G08692, 3%, due 02/01/2046 3128MJXW5 0 $0.20 0.00%
Freddie Mac FG G08721, 3%, due 09/01/2046 3128MJYT1 0 $0.21 0.00%
Freddie Mac FG G08738, 3.50%, due 12/01/2046 3128MJZC7 0 $0.25 0.00%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 0 $0.21 0.00%
Freddie Mac FG G08747, 3%, due 02/01/2047 3128MJZM5 119,991 $103,869.46 0.00%
Freddie Mac FG G08748, 3.50%, due 02/01/2047 3128MJZN3 0 $0.20 0.00%
Freddie Mac FG G08766, 3.50%, due 06/01/2047 3128MJZ86 0 $0.18 0.00%
Freddie Mac FG G08800, 3.50%, due 02/01/2048 3128MJ3J7 0 $0.20 0.00%
Freddie Mac FG G08816, 3.50%, due 06/01/2048 3128MJ4A5 0 $0.19 0.00%
Freddie Mac FG G08833, 5%, due 07/01/2048 3128MJ4T4 0 $0.23 0.00%
Freddie Mac FG G08838, 5%, due 09/01/2048 3128MJ4Y3 0 $0.18 0.00%
Freddie Mac FG G08843, 4.50%, due 10/01/2048 3128MJ5D8 0 $0.22 0.00%
Freddie Mac FG G08844, 5%, due 10/01/2048 3128MJ5E6 0 $0.21 0.00%
Freddie Mac FG G08849, 5%, due 11/01/2048 3128MJ5K2 0 $0.20 0.00%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 0 $0.21 0.00%
Freddie Mac FG Q44452, 3%, due 11/01/2046 3132WH5N1 0 $0.23 0.00%
Freddie Mac FG Q50135, 3.50%, due 08/01/2047 3132XSEH9 0 $0.20 0.00%
Freddie Mac FN C91981, 3%, due 02/01/2038 3128P8FW6 0 $0.21 0.00%
Freddie Mac FR SD8043, 2.50%, due 02/01/2050 3132DV5C5 0 $0.08 0.00%
Freddie Mac FR SD8189, 2.50%, due 01/01/2052 3132DWC27 0 $0.11 0.00%
Freddie Mac FR SD8194, 2.50%, due 02/01/2052 3132DWC76 0 $0.09 0.00%
Freddie Mac FR SD8199, 2%, due 03/01/2052 3132DWDC4 0 $0.08 0.00%
Freddie Mac FR SD8205, 2.50%, due 04/01/2052 3132DWDJ9 0 $0.13 0.00%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 168,957 $165,930.60 0.00%
GNMA G2 MA1157, 3.50%, due 07/20/2043 36179NJA7 0 $0.27 0.00%
GNMA G2 MA3521, 3.50%, due 03/20/2046 36179R4E6 0 $0.07 0.00%
GNMA G2 MA4069, 3.50%, due 11/20/2046 36179SQW0 0 $0.04 0.00%
GNMA G2 MA4195, 3%, due 01/20/2047 36179SUU9 0 $0.20 0.00%
GNMA G2 MA4196, 3.50%, due 01/20/2047 36179SUV7 0 $0.05 0.00%
GNMA G2 MA4262, 3.50%, due 02/20/2047 36179SWX1 0 $0.07 0.00%
GNMA G2 MA4453, 4.50%, due 05/20/2047 36179S5N3 0 $0.19 0.00%
GNMA G2 MA4586, 3.50%, due 07/20/2047 36179TCX1 0 $0.21 0.00%
GNMA G2 MA4722, 5%, due 09/20/2047 36179TG74 0 $0.20 0.00%
GNMA G2 MA4777, 3%, due 10/20/2047 36179TJW6 0 $0.18 0.00%
GNMA G2 MA4901, 4%, due 12/20/2047 36179TNS0 0 $0.21 0.00%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 0 $0.21 0.00%
GNMA G2 MA5078, 4%, due 03/20/2048 36179TUB9 0 $0.22 0.00%
GNMA G2 MA5466, 4%, due 09/20/2048 36179UCB6 0 $0.08 0.00%
GNMA G2 MA5467, 4.50%, due 09/20/2048 36179UCC4 0 $0.20 0.00%
GNMA G2 MA5597, 5%, due 11/20/2048 36179UGE6 0 $0.13 0.00%
GNMA G2 MA5976, 3.50%, due 06/20/2049 36179UT93 0 $0.15 0.00%
GNMA G2 MA6030, 3.50%, due 07/20/2049 36179UVX7 0 $0.18 0.00%
GNMA G2 MA6080, 3%, due 08/20/2049 36179UXH0 0 $0.18 0.00%
GNMA Series 2018-115, Class DE, 3.50%, due 08/20/2048 38380XR74 143,233 $129,997.32 0.00%
GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 38380Y2X2 154,534 $139,409.99 0.00%
GNMA Series 2019-71, Class PT, 3%, due 06/20/2049 38381WDY1 24,381 $21,664.69 0.00%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 0 $0.24 0.00%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 142,657 $91,665.26 0.00%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 0 $0.03 0.00%
HOSTESS BRANDS LLC TWNK TL 1L USD LX183058 0 $0.00 0.00%
Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 45254NMY0 106,754 $103,413.84 0.00%
INGENOVIS HEALTH INC INHEAL TL B 1L USD 427,682 $164,657.50 0.00%
KELSO INDUSTRIES LLC KELIND TL DD 1L USD 27,877 $27,703.01 0.00%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 189,465 $163,103.07 0.00%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 0 $0.08 0.00%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 0 $0.01 0.00%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 103,435 $102,428.13 0.00%
Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 59549WAA1 41,296 $41,140.05 0.00%
Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 61744CYB6 42,349 $42,175.41 0.00%
Morgan Stanley Mortgage Loan Trust Series 2005-2AR, Class A, Variable rate, due 04/25/2035 61745M4E0 15,674 $15,501.35 0.00%
MortgageIT Trust Series 2005-5, Class A1, Variable rate, due 12/25/2035 61915RAU0 29,428 $28,685.16 0.00%
NORTHERN STATES PWR-MINN 5.05%, due 05/15/2035 665772CZ0 145,000 $142,421.70 0.00%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 0 $0.05 0.00%
Residential Asset Securities Corporation Series 2006-EMX3, Class A3, Variable rate, due 04/25/2036 76113ACA7 37,239 $37,134.78 0.00%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 80,000 $79,505.79 0.00%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 130,000 $135,592.03 0.00%
SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 78447GAC5 133,823 $131,165.98 0.00%
SLM Student Loan Trust Series 2013-2, Class A, Variable rate, due 09/25/2043 78446CAA9 72,349 $69,699.11 0.00%
Structured Adjustable Rate Mortgage Loan Trust Series 2004-12, Class 3A1, Variable rate, due 09/25/2034 863579AP3 6,593 $6,382.92 0.00%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 0 $0.18 0.00%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 0 $0.08 0.00%
US 2YR NOTE (CBT) Jun25 TUM5 -5 ($1,032,109.38) 0.00%
USA COM PART/USA COM FIN 7.125%, due 03/15/2029 91740PAG3 140,000 $141,200.76 0.00%
VENTURE GLOBAL PLAQUEMINES LNG LLC 7.50%, due 05/01/2033 922966AA4 127,000 $132,183.25 0.00%
WAMU Mortgage Pass-Through Certificates Series 2005-AR1, Class A2A1, Variable rate, due 01/25/2045 939336X65 54,052 $52,655.57 0.00%
WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 92922F5T1 114,541 $107,779.03 0.00%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 0 $0.23 0.00%
Euro $EUR -1,043,809 ($1,166,248.18) -0.03%
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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