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First Trust Core Investment Grade ETF (FTCB)
Holdings of the Fund as of 11/5/2025

Total Number of Holdings (excluding cash): 647

Security Name Identifier CUSIP Shares / Quantity Market Value / Notional Value Weighting Descending sort
U.S. Treasury Note, 4.25%, due 05/15/2035 91282CNC1 20,000,000 $20,170,312.40 1.26%
Fannie Mae Series 2024-98, Class FG, Variable rate, due 11/25/2054 3136BUDS6 17,741,055 $17,752,377.64 1.11%
Freddie Mac FT ZT2264, 4%, due 03/01/2044 3132AEQR0 17,144,661 $16,707,415.08 1.04%
U.S. Treasury Bond, 0%, due 11/15/2034 9128337W4 23,360,000 $15,942,906.84 1.00%
Freddie Mac FR SD5829, 4.50%, due 10/01/2052 3132DTPN4 15,828,346 $15,501,835.49 0.97%
U.S. Treasury Bond, 0%, due 08/15/2035 9128335A4 22,750,000 $14,941,216.97 0.93%
U.S. Treasury Bond, 0%, due 08/15/2034 9128334Y3 21,305,000 $14,731,728.29 0.92%
GNMA Series 2024-79, Class VB, Variable rate, due 05/20/2054 38384PKG4 14,995,707 $14,580,531.59 0.91%
U.S. Treasury Bond, 0%, due 02/15/2035 9128334Z0 21,100,000 $14,221,703.85 0.89%
U.S. Treasury Bond, 0%, due 05/15/2035 912833X88 21,500,000 $14,302,897.57 0.89%
TENN VALLEY AUTHORITY N/C, 5.25%, due 02/01/2055 880591FC1 14,121,000 $14,143,892.26 0.88%
Fannie Mae FN FS8862, 3.50%, due 05/01/2048 3140XQZ42 13,738,626 $12,946,310.11 0.81%
Freddie Mac - SLST Series 2025-2, Class A2, 3%, due 10/25/2035 35564C2S5 15,000,000 $12,929,643.00 0.81%
Freddie Mac - SCRT Series 2018-4, Class MB, 3.50%, due 03/25/2058 35563PHG7 15,000,000 $12,502,079.97 0.78%
Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 3136BWAF3 12,435,197 $12,373,422.87 0.77%
U.S. Treasury Inflation Indexed Note, 2.375%, due 10/15/2028 91282CJH5 11,000,000 $12,048,735.94 0.75%
Freddie Mac Series 5224, Class HL, 4%, due 04/25/2052 3137H7G72 12,605,000 $11,729,987.38 0.73%
US Dollar $USD 11,754,832 $11,754,832.30 0.73%
U.S. Treasury Note, 4.25%, due 01/15/2028 91282CMF5 11,000,000 $11,141,152.33 0.70%
Fannie Mae FN FS8780, 3%, due 07/01/2050 3140XQXJ1 11,738,042 $10,658,116.48 0.67%
GNMA Series 2024-181, Class FQ, Variable rate, due 11/20/2054 38384X5M1 10,574,207 $10,602,298.47 0.66%
U.S. Treasury Bond, 0%, due 02/15/2040 912834FB9 20,000,000 $10,255,182.01 0.64%
Fannie Mae FN FA1265, 4.50%, due 12/01/2050 3140W1MP5 10,163,988 $10,059,046.30 0.63%
Fannie Mae Series 2022-66, Class CF, Variable rate, due 10/25/2052 3136BN6P6 10,228,278 $10,100,125.22 0.63%
U.S. Treasury Bond, 0%, due 05/15/2036 912833Y20 16,100,000 $10,162,866.12 0.63%
U.S. Treasury Bond, 4.75%, due 05/15/2055 912810UK2 10,000,000 $10,015,625.00 0.63%
U.S. Treasury Note, 3.875%, due 03/15/2028 91282CMS7 10,000,000 $10,057,617.20 0.63%
U.S. Treasury Note, 4%, due 06/30/2032 91282CNJ6 10,000,000 $10,044,921.92 0.63%
U.S. Treasury Note, 4%, due 12/15/2027 91282CMB4 10,000,000 $10,076,757.80 0.63%
Freddie Mac Series 5259, Class FA, Variable rate, due 09/25/2052 3137H8WD9 10,046,350 $9,942,771.95 0.62%
NEW YORK NY CITY TRANSITIONAL FIN AUTH 5.50%, due 05/01/2050 64972JWL8 9,140,000 $9,985,524.95 0.62%
Freddie Mac Series 5476, Class FA, Variable rate, due 11/25/2054 3137HHF89 9,402,389 $9,413,083.77 0.59%
Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 35563PHF9 9,367,005 $9,089,769.60 0.57%
Freddie Mac - SCRT Series 2019-3, Class MA, 3.50%, due 10/25/2058 35563PLH0 9,452,510 $9,173,788.08 0.57%
U.S. Treasury Bond, 0%, due 05/15/2034 9128337V6 12,600,000 $8,827,032.18 0.55%
Fannie Mae FN FM9645, 4.50%, due 11/01/2049 3140XDWF9 8,636,143 $8,536,622.10 0.53%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A4, 2.4953%, due 05/15/2053 03881BAC7 9,000,000 $8,383,318.20 0.52%
Fannie Mae FN BM6429, 3%, due 09/01/2048 3140JBEB8 9,191,623 $8,156,570.06 0.51%
Fannie Mae FN FA1024, 2.50%, due 05/01/2051 3140W1D67 9,605,957 $8,133,298.24 0.51%
GNMA Series 2025-98, Class SX, Variable rate, due 06/20/2055 38381NPY8 8,718,245 $8,192,999.26 0.51%
U.S. Treasury Note, 4.25%, due 02/15/2028 91282CMN8 8,000,000 $8,106,875.04 0.51%
MSCI INC 3.875%, due 02/15/2031 55354GAL4 8,065,000 $7,701,224.73 0.48%
RYAN SPECIALTY 5.875%, due 08/01/2032 78351GAA3 7,553,000 $7,670,396.29 0.48%
Fannie Mae Variable rate, due 09/25/2052 3136BN3L8 7,579,413 $7,456,344.12 0.47%
DALLAS-FORT WORTH TX INTL ARPT REV 5.25%, due 11/01/2046 23503CGH4 7,000,000 $7,405,597.50 0.46%
Fannie Mae Series 2022-29, Class KZ, 1.50%, due 06/25/2042 3136BMY69 9,893,992 $7,405,678.56 0.46%
Freddie Mac Series 5506, Class DZ, 3.50%, due 08/25/2042 3137HJFC6 8,770,356 $7,338,643.63 0.46%
GNMA Series 2025-131, Class ST, Variable rate, due 08/20/2055 38381QSW2 8,199,284 $7,304,215.30 0.46%
NEW HOPE CULTURAL EDU FACS FIN CORP TX 5.50%, due 08/15/2049 645424BP6 6,700,000 $7,349,880.57 0.46%
U.S. Treasury Inflation Indexed Note, 1.625%, due 10/15/2029 91282CLV1 7,000,000 $7,314,440.55 0.46%
U.S. Treasury Bond, 5%, due 05/15/2045 912810UL0 7,000,000 $7,255,937.50 0.45%
Fannie Mae or Freddie Mac TBA, 4%, due 04/01/2052 01F0406C6 7,502,000 $7,089,524.74 0.44%
Freddie Mac - SCRT Series 2019-2, Class MV, 3.50%, due 08/25/2058 35563PKJ7 7,449,582 $7,039,152.60 0.44%
GNMA Series 2022-9, Class AC, 5.50%, due 01/20/2052 38383FN90 6,782,207 $7,002,435.52 0.44%
U.S. Treasury Note, 3.75%, due 06/30/2027 91282CNL1 7,000,000 $7,010,800.80 0.44%
U.S. Treasury Note, 4%, due 04/30/2032 91282CNA5 7,000,000 $7,037,324.21 0.44%
Freddie Mac Series 5351, Class EO, 0%, due 10/25/2053 3137HAZG4 7,896,594 $6,859,510.50 0.43%
GNMA Series 2022-9, Class GJ, 5.50%, due 01/20/2052 38383FS53 6,669,183 $6,885,815.74 0.43%
U.S. Treasury Bond, 0%, due 11/15/2035 912833X96 10,500,000 $6,808,828.74 0.43%
U.S. Treasury Bond, 0%, due 11/15/2041 912834KV9 14,600,000 $6,770,947.10 0.42%
GS Mortgage-Backed Securities Trust Series 2022-LTV1, Class A14, Variable rate, due 06/25/2052 36266VAR5 9,000,000 $6,516,308.70 0.41%
CHARTER COMM OPT LLC/CAP 5.85%, due 12/01/2035 161175CS1 6,500,000 $6,465,843.22 0.40%
HOMES Trust Series 2024-AFC1, Class A1, Variable rate, due 08/25/2059 403945AC2 6,419,764 $6,427,718.56 0.40%
U.S. Treasury Bond, 4.50%, due 11/15/2054 912810UE6 6,700,000 $6,440,898.40 0.40%
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH 5%, due 06/15/2050 64613CHQ4 6,000,000 $6,286,927.20 0.39%
New Residential Mortgage Loan Trust Series 2018-3A, Class A1, Variable rate, due 05/25/2058 64830KAA5 6,310,634 $6,173,982.60 0.39%
U.S. Treasury Bond, 0%, due 05/15/2038 912834AE8 11,104,000 $6,294,176.15 0.39%
Freddie Mac - SLST Series 2025-1, Class A2, 3%, due 05/25/2035 35564CUE5 7,100,000 $6,137,847.05 0.38%
Freddie Mac Series 5502, Class FC, Variable rate, due 02/25/2055 3137HJSV0 5,974,209 $6,051,091.98 0.38%
MIDAMERICAN ENERGY CO 5.50%, due 11/15/2056 595620BA2 5,963,000 $5,892,526.46 0.37%
Fannie Mae FN FS0704, 4%, due 03/01/2047 3140XFYA3 5,955,736 $5,745,256.73 0.36%
Fannie Mae Series 2012-118, Class VZ, 3%, due 11/25/2042 3136A92R8 6,056,123 $5,579,943.18 0.35%
Freddie Mac - STACR Series 2024-DNA2, Class A1, Variable rate, due 05/25/2044 35564NCW1 5,513,227 $5,542,023.61 0.35%
SODEXO INC 5.80%, due 08/15/2035 833794AD2 5,375,000 $5,593,700.54 0.35%
CREDIT AGRICOLE SA Variable rate, due 09/25/2033 22535WAS6 5,500,000 $5,447,978.69 0.34%
Fannie Mae FN MA4320, 2.50%, due 04/01/2051 31418DYS5 6,542,869 $5,407,703.06 0.34%
U.S. Treasury Note, 3.50%, due 04/30/2028 91282CHA2 5,500,000 $5,483,027.33 0.34%
GNMA Series 2021-105, Class DT, 5.50%, due 06/20/2051 38382TZP2 5,075,522 $5,209,235.11 0.33%
Progress Residential Trust Series 2025-SFR1, Class A, 3.40%, due 02/17/2042 74334NAA9 5,484,964 $5,249,495.28 0.33%
CVS HEALTH CORP 6.20%, due 09/15/2055 126650EL0 5,000,000 $5,107,459.95 0.32%
Fannie Mae FN FS9392, 3.50%, due 05/01/2049 3140XRNJ0 5,556,428 $5,203,673.20 0.32%
Fannie Mae or Freddie Mac TBA, 5%, due 05/01/2055 01F0506C5 5,187,000 $5,144,732.37 0.32%
GNMA Series 2025-100, Class JS, Variable rate, due 06/20/2055 38385G2J7 5,295,943 $5,190,510.35 0.32%
JP Morgan Mortgage Trust Series 2025-3, Class A1C, Variable rate, due 09/25/2055 46593RAD8 5,150,000 $5,154,760.66 0.32%
OPEN TEXT CORP 6.90%, due 12/01/2027 683715AF3 4,895,000 $5,094,035.61 0.32%
180 MEDICAL INC 5.30%, due 10/08/2035 682357AB4 5,000,000 $4,942,256.50 0.31%
CONSTELLATION BRANDS INC 4.95%, due 11/01/2035 21036PBT4 5,000,000 $4,890,379.30 0.31%
Fannie Mae FN AL9394, 3%, due 11/01/2046 3138ERNL0 5,433,285 $4,885,097.42 0.31%
FLUTTER TREASURY DAC 5.875%, due 06/04/2031 344045AB5 4,900,000 $4,937,607.51 0.31%
Freddie Mac FR RB5126, 2.50%, due 09/01/2041 3133KYVT3 5,634,650 $5,037,196.15 0.31%
Freddie Mac FR SL0847, 3.50%, due 04/01/2049 31427M5H0 5,246,531 $4,894,874.16 0.31%
JP Morgan Mortgage Trust Series 2025-5MPR, Class A1, Variable rate, due 11/25/2055 46593VAC1 5,000,000 $5,040,949.00 0.31%
MFRA Trust Series 2024-NQM3, Class A1, Variable rate, due 12/25/2069 55287GAA0 4,975,769 $5,009,796.06 0.31%
Starvest Emerging Markets CBO I Series 2025-SFR5, Class A, Variable rate, due 02/17/2042 85520CAA3 4,993,410 $5,003,602.32 0.31%
UNITED RENTALS (NORTH AMERICA) 6%, due 12/15/2029 911365BQ6 4,765,000 $4,888,800.46 0.31%
Venture CDO Ltd Series 2021-42A, Class A1A, Variable rate, due 04/15/2034 923260AC7 5,000,000 $5,006,145.90 0.31%
Fannie Mae FN FA0606, 3.50%, due 09/01/2047 3140W0U86 5,045,486 $4,798,420.97 0.30%
Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 3137HDTC4 5,172,923 $4,849,752.84 0.30%
HCA INC 4.90%, due 11/15/2035 404119DF3 4,864,000 $4,782,443.65 0.30%
RYAN SPECIALTY GROUP 4.375%, due 02/01/2030 78351MAA0 5,000,000 $4,866,649.50 0.30%
Fannie Mae Series 2022-70, Class FA, Variable rate, due 10/25/2052 3136BPAQ4 4,765,731 $4,713,733.74 0.29%
MOLEX ELECTRONICS TECH 5.25%, due 04/30/2032 60856BAF1 4,500,000 $4,588,242.80 0.29%
SOLVENTUM CORP 5.60%, due 03/23/2034 83444MAR2 4,555,000 $4,718,360.88 0.29%
FACTSET RESEARCH SYSTEMS 3.45%, due 03/01/2032 303075AB1 4,850,000 $4,474,042.94 0.28%
Fannie Mae FN BM7699, 3.50%, due 02/01/2047 3140JCRV8 4,694,838 $4,427,200.91 0.28%
Fannie Mae FN FS1046, 4.50%, due 11/01/2049 3140XGEU9 4,458,215 $4,417,901.10 0.28%
GNMA Series 2022-139, Class AL, 4%, due 07/20/2051 38383M3M8 4,857,663 $4,434,793.23 0.28%
HUNTINGTON BANCSHARES Variable rate, due 05/17/2033 446150BA1 4,500,000 $4,521,326.36 0.28%
AMERICAN WATER CAPITAL CORP 5.70%, due 09/01/2055 03040WBG9 4,333,000 $4,347,084.29 0.27%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 4,350,000 $4,285,216.78 0.27%
CROWDSTRIKE HOLDINGS INC 3%, due 02/15/2029 22788CAA3 4,550,000 $4,339,920.13 0.27%
Freddie Mac Series 5266, Class FA, Variable rate, due 09/25/2052 3137H9AD1 4,442,030 $4,388,841.41 0.27%
GNMA Series 2025-83, Class SB, Variable rate, due 05/20/2055 38385GPR4 4,309,411 $4,267,236.75 0.27%
CITADEL SECURITIES GLOBAL HDGS 5.50%, due 06/18/2030 17289RAA4 4,000,000 $4,083,476.20 0.26%
CONAGRA BRANDS INC 5.75%, due 08/01/2035 205887CL4 4,143,000 $4,202,775.62 0.26%
Fannie Mae FN BM6210, 3.50%, due 12/01/2047 3140JA3U0 4,464,939 $4,126,764.83 0.26%
Fannie Mae Series 2022-69, Class FA, Variable rate, due 10/25/2052 3136BPEZ0 4,238,631 $4,187,849.37 0.26%
Freddie Mac - SCRT Series 2019-4, Class MV, 3%, due 02/25/2059 35563PMN6 4,775,346 $4,224,145.90 0.26%
Freddie Mac Series 5500, Class CZ, 4.50%, due 02/25/2055 3137HJAB3 4,669,997 $4,131,362.18 0.26%
NEW YORK NY 5.25%, due 02/01/2050 64966SME3 4,000,000 $4,241,233.60 0.26%
APPLOVIN CORP 5.375%, due 12/01/2031 03831WAC2 3,855,000 $3,966,314.55 0.25%
Fannie Mae FN FS6440, 4%, due 10/01/2048 3140XNEN0 4,219,119 $4,068,810.26 0.25%
Freddie Mac FR ZT0794, 4.50%, due 10/01/2048 3132AC3B4 4,043,419 $4,002,065.22 0.25%
GILDAN ACTIVEWEAR INC 4.70%, due 10/07/2030 375916AF0 4,000,000 $3,971,076.96 0.25%
GNMA Series 2025-95, Class DC, Variable rate, due 05/20/2055 38385GUG2 4,267,109 $4,054,019.17 0.25%
ICON INVESTMENTS SIX DAC 5.849%, due 05/08/2029 45115AAB0 3,800,000 $3,960,894.51 0.25%
U.S. Treasury Note, 3.75%, due 04/15/2028 91282CMW8 4,000,000 $4,010,312.48 0.25%
U.S. Treasury Note, 4.125%, due 03/31/2032 91282CMT5 4,000,000 $4,050,078.12 0.25%
U.S. Treasury Note, 4.375%, due 08/31/2028 91282CHX2 4,000,000 $4,076,953.12 0.25%
Freddie Mac Series 5224, Class DZ, 4%, due 04/25/2052 3137H7G31 4,232,022 $3,855,830.08 0.24%
THE CIGNA GROUP 4.80%, due 08/15/2038 125523AJ9 4,000,000 $3,785,932.29 0.24%
U.S. Treasury Bond, 4.625%, due 11/15/2044 912810UF3 3,900,000 $3,858,410.17 0.24%
ARTHUR J GALLAGHER & CO 5.55%, due 02/15/2055 04316JAP4 3,805,000 $3,654,605.49 0.23%
Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 3136ALDV0 3,937,687 $3,612,078.24 0.23%
Gracie Point International Funding Series 2025-1A, Class A, Variable rate, due 08/15/2028 38411WAA0 3,700,000 $3,702,046.10 0.23%
PRKCM Trust Series 2022-AFC2, Class A1, Variable rate, due 08/25/2057 69377TAA4 3,707,611 $3,704,981.20 0.23%
RUN NQM TRUST Series 2022-NQM1, Class A1, Variable rate, due 03/25/2067 74981CAA9 3,736,984 $3,700,949.94 0.23%
Fannie Mae FN AL8400, 3%, due 08/01/2043 3138ETKN5 3,809,372 $3,515,991.90 0.22%
Fannie Mae Series 2024-20, Class ZQ, 4%, due 10/25/2045 3136BRX77 3,997,416 $3,556,850.88 0.22%
Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 35563PKG3 3,578,924 $3,459,616.88 0.22%
MARS INC 5.70%, due 05/01/2055 571676BC8 3,500,000 $3,540,975.34 0.22%
MSCI INC 5.15%, due 03/15/2036 55354GAS9 3,500,000 $3,458,645.93 0.22%
NRG ENERGY INC 4.734%, due 10/15/2030 629377DA7 3,500,000 $3,476,769.80 0.22%
NRG ENERGY INC 5.407%, due 10/15/2035 629377DB5 3,500,000 $3,469,918.20 0.22%
THE CIGNA GROUP 6%, due 01/15/2056 125523DA5 3,500,000 $3,574,070.75 0.22%
U.S. Treasury Bond, 0%, due 11/15/2042 912803DZ3 8,000,000 $3,580,245.20 0.22%
U.S. Treasury Bond, 1.375%, due 08/15/2050 912810SP4 7,000,000 $3,520,234.34 0.22%
VIRGINIA ELEC & POWER CO 5.60%, due 09/15/2055 927804GW8 3,500,000 $3,452,012.24 0.22%
BROWN & BROWN INC 5.65%, due 06/11/2034 115236AG6 3,245,000 $3,342,219.35 0.21%
CIM Trust Series 2019-INV3, Class B1A, Variable rate, due 08/25/2049 12557LAZ8 3,413,172 $3,331,401.36 0.21%
ELEVANCE HEALTH INC 5.70%, due 09/15/2055 036752BL6 3,500,000 $3,440,344.85 0.21%
Fannie Mae FN BM7687, 3%, due 11/01/2046 3140JCRH9 3,697,410 $3,354,933.43 0.21%
Fannie Mae or Freddie Mac TBA, 5.50%, due 05/01/2055 01F0526C1 3,347,000 $3,374,531.88 0.21%
Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 3136BTTR4 3,391,431 $3,399,700.29 0.21%
Freddie Mac - SCRT Series 2018-3, Class HV, 3%, due 08/25/2057 35563PGD5 3,786,859 $3,421,093.17 0.21%
Freddie Mac FR SD7309, 4%, due 02/01/2045 3132DVDN2 3,388,840 $3,288,037.43 0.21%
Freddie Mac Series 5202, Class NV, 3%, due 01/25/2037 3137H63G8 3,685,397 $3,373,363.73 0.21%
HYATT HOTELS CORP 5.75%, due 03/30/2032 448579AV4 3,250,000 $3,385,697.84 0.21%
Pagaya AI Debt Selection Trust Series 2025-1, Class A2, 5.156%, due 07/15/2032 69544NAB3 3,364,214 $3,390,072.26 0.21%
ROCKETMTGE CO-ISSUER INC 3.875%, due 03/01/2031 74841CAB7 3,500,000 $3,288,429.90 0.21%
Santander US Capital Markets L Series 2025-NQM2, Class A1, Variable rate, due 02/25/2065 802638AA4 3,273,640 $3,302,472.58 0.21%
ASHTEAD CAPITAL INC 4%, due 05/01/2028 045054AJ2 3,255,000 $3,228,418.97 0.20%
BANK OF AMERICA CORP Variable rate, due 04/27/2033 06051GKQ1 3,170,000 $3,155,734.87 0.20%
BMO Mortgage Trust Series 2025-C12, Class ASB, 5.76198%, due 06/15/2058 05615DAD9 3,091,000 $3,276,715.32 0.20%
CCL INDUSTRIES INC 3.05%, due 06/01/2030 124900AD3 3,500,000 $3,281,062.29 0.20%
Fannie Mae Series 2024-81, Class FE, Variable rate, due 07/25/2054 3136BTLF8 3,258,040 $3,265,359.17 0.20%
KEURIG DR PEPPER INC 5.15%, due 05/15/2035 49271VBB5 3,250,000 $3,231,598.92 0.20%
NEW YORK ST DORM AUTH ST PERSONAL INC TAX 5.50%, due 03/15/2053 64990KJD6 3,000,000 $3,271,892.40 0.20%
SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 78432WAA1 3,288,100 $3,269,037.25 0.20%
U.S. Treasury Bond, 0%, due 08/15/2042 912803DY6 7,000,000 $3,180,609.81 0.20%
VERISK ANALYTICS INC 5.125%, due 02/15/2036 92345YAN6 3,250,000 $3,262,474.08 0.20%
AMCOR FLEXIBLES NORTH AMERICA 5.50%, due 03/17/2035 02344AAH1 3,000,000 $3,079,431.66 0.19%
Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 05548WAA5 3,145,000 $2,970,648.43 0.19%
CEMEX SAB DE CV N/C, 5.45%, due 11/19/2029 151290BV4 3,000,000 $3,038,622.00 0.19%
CHENIERE ENERGY PARTNERS 4.50%, due 10/01/2029 16411QAG6 3,000,000 $2,990,990.40 0.19%
FLORIDA POWER & LIGHT CO 5.30%, due 04/01/2053 341081GM3 3,155,000 $3,068,165.27 0.19%
GILDAN ACTIVEWEAR INC 5.40%, due 10/07/2035 375916AG8 3,000,000 $2,976,114.51 0.19%
IQVIA INC 5.70%, due 05/15/2028 46266TAC2 3,000,000 $3,098,565.01 0.19%
JPMORGAN CHASE & CO Variable rate, due 07/25/2033 46647PDH6 2,940,000 $2,990,718.19 0.19%
KRAFT HEINZ FOODS CO N/C, 5%, due 06/04/2042 50076QAE6 3,335,000 $3,049,281.77 0.19%
New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048 64828FCQ3 3,160,339 $3,107,983.51 0.19%
NORTHERN STATES PWR-MINN 5.65%, due 05/15/2055 665772DA4 3,000,000 $3,042,992.58 0.19%
NYO Commercial Mortgage Trust Series 2021-1290, Class A, Variable rate, due 11/15/2038 62955HAA5 3,100,000 $3,088,956.25 0.19%
SOLVENTUM CORP 5.90%, due 04/30/2054 83444MAS0 2,962,000 $2,992,703.95 0.19%
T-MOBILE USA INC 5.125%, due 05/15/2032 87264ADS1 3,000,000 $3,078,016.98 0.19%
U.S. Treasury Bond, 3.125%, due 05/15/2048 912810SC3 4,000,000 $3,082,968.76 0.19%
UNITEDHEALTH GROUP INC 5.95%, due 06/15/2055 91324PFR8 3,000,000 $3,105,396.54 0.19%
ABC SUPPLY CO INC 4%, due 01/15/2028 024747AF4 3,000,000 $2,948,857.80 0.18%
BMO Mortgage Trust Series 2025-C13, Class XA, Variable rate, due 10/15/2058 05592YAE8 36,000,000 $2,838,754.80 0.18%
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 05608MAA4 3,081,000 $2,848,777.33 0.18%
Fannie Mae Series 2025-6, Class FB, Variable rate, due 02/25/2055 3136BUVH0 2,866,131 $2,903,018.32 0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K120, Class X1, Variable rate, due 10/25/2030 3137F72R5 71,883,237 $2,932,570.09 0.18%
Freddie Mac Series 5460, Class FN, Variable rate, due 10/25/2054 3137HFSC0 2,866,962 $2,870,759.22 0.18%
Freddie Mac Series 5487, Class ZM, 3.50%, due 12/25/2054 3137HHML2 3,468,353 $2,873,508.55 0.18%
GARTNER INC 3.625%, due 06/15/2029 366651AG2 3,065,000 $2,932,171.55 0.18%
HOUSTON GALLERIA MALL TRUST Series 2025-HGLR, Class A, Variable rate, due 02/05/2045 44216XAA3 2,750,000 $2,852,649.80 0.18%
Toorak Mortgage Corp. Series 2021-INV1, Class A1, Variable rate, due 07/25/2056 89688WAA9 3,147,029 $2,866,364.87 0.18%
Wells Fargo Commercial Mortgage Trust Series 2022-C62, Class A4, Variable rate, due 04/15/2055 95003MBS6 2,950,000 $2,819,093.16 0.18%
Barclays Commercial Mortgage Securities LLC Series 2025-C35, Class XA, Variable rate, due 07/15/2058 07337DAH3 51,868,972 $2,654,368.70 0.17%
CONSTELLATION BRANDS INC 4.75%, due 05/09/2032 21036PBL1 2,645,000 $2,654,857.01 0.17%
Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A, Variable rate, due 10/01/2053 30335JAC5 2,739,106 $2,670,383.85 0.17%
FHLMC Multifamily Structured Pass Through Certs. Series K-164, Class XAM, Variable rate, due 06/25/2034 3137HDUZ1 116,788,000 $2,715,980.85 0.17%
HOMES Trust Series 2024-AFC2, Class A1, Variable rate, due 10/25/2059 437920AC5 2,778,464 $2,796,230.15 0.17%
MORGAN STANLEY Variable rate, due 10/18/2033 61747YEY7 2,450,000 $2,682,166.27 0.17%
MSCI INC 5.25%, due 09/01/2035 55354GAR1 2,667,000 $2,675,643.72 0.17%
PRP Advisors, LLC Series 2025-NQM2, Class A1, Variable rate, due 04/25/2070 693983AA6 2,733,558 $2,752,542.52 0.17%
ROCKETMTGE CO-ISSUER INC 4%, due 10/15/2033 77313LAB9 3,000,000 $2,751,251.40 0.17%
SANTANDER HOLDINGS USA Variable rate, due 03/20/2029 80282KBN5 2,750,000 $2,795,394.30 0.17%
SKY1 2025-LINE A Series 2025-LINE, Class A, Variable rate, due 04/15/2030 830941AA8 2,713,533 $2,733,174.31 0.17%
U.S. Treasury Bond, 0%, due 02/15/2034 9128334X5 3,750,000 $2,660,639.78 0.17%
U.S. Treasury Bond, 0%, due 02/15/2036 9128335B2 4,280,000 $2,738,468.28 0.17%
UBS GROUP AG Variable rate, due 04/01/2031 225401AP3 2,710,000 $2,673,880.05 0.17%
Wells Fargo Commercial Mortgage Trust Series 2018-C47, Class AS, Variable rate, due 09/15/2061 95002DBR9 2,737,274 $2,718,496.84 0.17%
ASHTEAD CAPITAL INC 5.80%, due 04/15/2034 045054AS2 2,500,000 $2,611,108.40 0.16%
Bank Series 2025-BNK49, Class XA, Variable rate, due 03/15/2058 05494FBY3 53,475,668 $2,511,901.85 0.16%
BROWN & BROWN INC 4.20%, due 03/17/2032 115236AE1 2,615,000 $2,516,943.63 0.16%
Capital Street Master Trust Series 2025-1, Class A, Variable rate, due 08/16/2029 14051LAC6 2,500,000 $2,493,777.25 0.16%
DELL INT LLC / EMC CORP 4.75%, due 10/06/2032 24703DBT7 2,500,000 $2,487,611.22 0.16%
DELL INT LLC / EMC CORP 5.30%, due 04/01/2032 24703TAN6 2,500,000 $2,573,345.03 0.16%
Fannie Mae FN FP0122, 4.50%, due 07/01/2051 3140XTD40 2,639,114 $2,598,791.01 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K546, Class X1, Variable rate, due 05/25/2030 3137HN4T2 71,872,054 $2,585,532.47 0.16%
ICON INVESTMENTS SIX DAC 6%, due 05/08/2034 45115AAC8 2,415,000 $2,530,431.60 0.16%
JH NORTH AMERICA HOLDING 6.125%, due 07/31/2032 46593WAB1 2,500,000 $2,546,377.50 0.16%
Pagaya AI Debt Selection Trust Series 2025-5, Class A2, 5.108%, due 03/15/2033 69548WAB9 2,500,000 $2,514,713.00 0.16%
THE 2023-MIC Trust Series 2023-MIC, Class A, Variable rate, due 12/05/2038 87256GAA0 2,330,000 $2,519,610.74 0.16%
Towd Point Mortgage Trust Series 2022-3, Class A1, Variable rate, due 08/01/2062 89180NAA2 2,677,446 $2,557,758.49 0.16%
TR FINANCE LLC 5.50%, due 08/15/2035 87268LAE7 2,500,000 $2,588,145.03 0.16%
TR FINANCE LLC 5.85%, due 04/15/2040 87268LAB3 2,470,000 $2,563,680.90 0.16%
U.S. Treasury Bond, 3%, due 02/15/2049 912810SF6 3,500,000 $2,618,300.79 0.16%
UBS GROUP AG Variable rate, due 05/09/2036 902613BQ0 2,500,000 $2,593,809.70 0.16%
VISTRA OPERATIONS CO LLC 5.70%, due 12/30/2034 92840VAU6 2,500,000 $2,558,390.00 0.16%
Wells Fargo Commercial Mortgage Trust Series 2025-B33RP, Class A, Variable rate, due 08/15/2042 95004RAA4 2,550,000 $2,555,221.13 0.16%
Barclays Commercial Mortgage Securities LLC Series 2020-C8, Class A5, 2.04%, due 10/15/2053 05552ABC1 2,800,000 $2,476,952.24 0.15%
BARCLAYS PLC Variable rate, due 05/16/2029 06738EBD6 2,330,000 $2,362,315.35 0.15%
BENCHMARK Mortgage Trust Series 2021-B25, Class A4, 2.268%, due 04/15/2054 08163DAD9 2,700,000 $2,459,220.21 0.15%
Credit Suisse Mortgage Trust Series 2018-J1, Class A2, Variable rate, due 02/25/2048 12653TAB7 2,599,092 $2,354,896.89 0.15%
DUKE ENERGY CAROLINAS 5.30%, due 02/15/2040 26442CAH7 2,340,000 $2,372,968.12 0.15%
Fannie Mae - CAS Series 2024-R05, Class 2A1, Variable rate, due 07/25/2044 20754XAA1 2,325,253 $2,330,310.97 0.15%
Fannie Mae or Freddie Mac TBA, 4%, due 03/01/2052 01F0406B8 2,500,000 $2,363,326.18 0.15%
Freddie Mac - SCRT Series 2019-2, Class HV, 3%, due 08/25/2058 35563PKD0 2,747,447 $2,480,952.49 0.15%
GNMA Series 2018-89, Class VZ, 3.50%, due 06/20/2048 38380XKN6 2,584,263 $2,327,620.37 0.15%
ORACLE CORP 5.20%, due 09/26/2035 68389XDM4 2,500,000 $2,467,954.06 0.15%
ORACLE CORP 6%, due 08/03/2055 68389XDB8 2,500,000 $2,397,072.65 0.15%
Progress Residential Trust Series 2025-SFR3, Class A, 3.39%, due 07/17/2030 74334BAA5 2,600,000 $2,472,128.36 0.15%
PRP Advisors, LLC Series 2025-NQM3, Class A1, Variable rate, due 05/25/2070 69382NAA0 2,381,417 $2,396,641.69 0.15%
UNIVERSAL HEALTH SVCS 2.65%, due 10/15/2030 913903AW0 2,710,000 $2,454,199.73 0.15%
Verus Securitization Trust Series 2022-2, Class A1, Variable rate, due 02/25/2067 92538XAA3 2,459,416 $2,367,078.32 0.15%
ALCON FINANCE CORP 5.75%, due 12/06/2052 01400EAF0 2,265,000 $2,308,600.55 0.14%
BECTON DICKINSON & CO 4.685%, due 12/15/2044 075887BG3 2,525,000 $2,243,146.04 0.14%
BWAY Mortgage Trust Series 2025-1535, Class A, Variable rate, due 05/05/2030 12430BAA8 2,190,000 $2,269,053.74 0.14%
CHI Commercial Mortgage Trust Series 2025-SFT, Class A, Variable rate, due 04/15/2042 16706GAA5 2,230,000 $2,286,332.48 0.14%
CONAGRA BRANDS INC 5.40%, due 11/01/2048 205887CE0 2,500,000 $2,264,503.90 0.14%
Fannie Mae - CAS Series 2025-R01, Class 1A1, Variable rate, due 01/25/2045 20755JAA1 2,217,207 $2,219,727.57 0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K132, Class X1, Variable rate, due 08/25/2031 3137H3EX6 92,063,736 $2,292,828.94 0.14%
Freddie Mac - SCRT Series 2018-1, Class MA, 3%, due 05/25/2057 35563PDZ9 2,349,704 $2,209,733.89 0.14%
Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045 3137BKYF1 2,632,217 $2,312,395.64 0.14%
Oak Hill Credit Series 2023-15RA, Class A, Variable rate, due 07/20/2038 67121NAC6 2,200,000 $2,205,260.11 0.14%
Onslow Bay Financial LLC Series 2025-NQM6, Class A1, Variable rate, due 03/25/2065 67448UAA0 2,203,552 $2,222,884.89 0.14%
Research-Driven Pagaya Motor Asset Trust I Series 2025-1A, Class A, 5.044%, due 06/27/2033 76089YAA7 2,163,273 $2,168,933.99 0.14%
Research-Driven Pagaya Motor Asset Trust I Series 2025-3A, Class A2, 5.149%, due 02/27/2034 76090QAB9 2,200,000 $2,212,781.12 0.14%
Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class A3, 4.838%, due 06/26/2034 76089KAC3 2,250,000 $2,250,647.55 0.14%
Stratus CLO Series 2025-1A, Class A2, Variable rate, due 07/15/2033 863163AC5 2,250,000 $2,243,131.92 0.14%
Toorak Mortgage Corp. Series 2022-INV1, Class A1, Variable rate, due 02/25/2057 872635AA5 2,391,980 $2,247,710.77 0.14%
U.S. Treasury Bond, 3%, due 08/15/2048 912810SD1 3,000,000 $2,253,984.36 0.14%
Verus Securitization Trust Series 2022-1, Class A1, Variable rate, due 01/25/2067 92538WAA5 2,321,496 $2,183,592.02 0.14%
WHARF Commercial Mortgage Trust Series 2025-DC, Class A, Variable rate, due 07/15/2040 92987LAA5 2,175,000 $2,231,770.55 0.14%
AMCOR FLEXIBLES NORTH AMERICA 5.10%, due 03/17/2030 02344AAG3 2,000,000 $2,043,826.78 0.13%
AMRIZE FINANCE US LLC 5.40%, due 04/07/2035 43475RAD8 2,000,000 $2,056,566.40 0.13%
Battalion CLO LTD Series 2022-24A, Class AR, Variable rate, due 07/14/2036 07135JAJ0 2,000,000 $2,002,687.48 0.13%
BLACKSTONE REG FINANCE 4.95%, due 02/15/2036 092914AC4 2,143,000 $2,118,732.99 0.13%
BNP PARIBAS Variable rate, due 05/09/2031 09659W3D4 2,000,000 $2,031,788.80 0.13%
BNP PARIBAS Variable rate, due 12/05/2034 05581KAG6 2,000,000 $2,124,377.60 0.13%
BX Trust Series 2025-GW, Class A, Variable rate, due 07/15/2042 12433GAA4 2,000,000 $2,005,769.40 0.13%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 2,250,000 $2,002,016.95 0.13%
CIFC Funding Ltd Series 2015-4A, Class A1A2, Variable rate, due 04/20/2034 12550TAY1 2,000,000 $2,002,493.34 0.13%
CONSTELLATION BRANDS INC 4.80%, due 05/01/2030 21036PBS6 2,000,000 $2,025,188.92 0.13%
Elmwood CLO X Ltd Series 2021-3A, Class AR2, Variable rate, due 07/20/2038 29002VAW8 2,000,000 $2,005,089.50 0.13%
Fannie Mae - CAS Series 2025-R02, Class 1A1, Variable rate, due 02/25/2045 20754TAB8 2,151,822 $2,156,210.46 0.13%
Fannie Mae FN AS5843, 4%, due 09/01/2045 3138WFP59 2,083,481 $2,006,536.72 0.13%
Garnet CLO Ltd Series 2025-2A, Class A, Variable rate, due 10/20/2038 36626CAA9 2,000,000 $2,006,145.60 0.13%
Harriman Park CLO Series 2020-1A, Class ARR, Variable rate, due 07/20/2038 413717BC2 2,000,000 $2,002,624.38 0.13%
HOMES Trust Series 2025-AFC2, Class A1, Variable rate, due 06/25/2060 43761YAA2 2,082,106 $2,095,941.14 0.13%
LPL HOLDINGS INC 5.15%, due 06/15/2030 50212YAP9 2,000,000 $2,034,043.92 0.13%
MSWF Commercial Mortgage Trust Series 2023-1, Class XA, Variable rate, due 05/15/2056 55376CAP8 40,333,149 $2,018,633.76 0.13%
PRKCM Trust Series 2025-HOME1, Class A1A, Variable rate, due 02/25/2060 69382FAA7 2,114,645 $2,133,123.04 0.13%
Rockland Park CLO Ltd Series 2021-1A, Class A1R, Variable rate, due 07/20/2038 773663AJ8 2,000,000 $2,005,154.26 0.13%
Sixth Street CLO LTD. Series 2021-20A, Class A1R, Variable rate, due 07/17/2038 83012QAN4 2,000,000 $2,007,119.04 0.13%
U.S. Treasury Note, 4.125%, due 05/31/2032 91282CNF4 2,000,000 $2,023,750.00 0.13%
U.S. Treasury Note, 4.375%, due 01/31/2032 91282CMK4 2,000,000 $2,053,476.56 0.13%
VERISK ANALYTICS INC 5.25%, due 03/15/2035 92345YAL0 2,000,000 $2,025,403.56 0.13%
Wells Fargo Mortgage Backed Securities Trust Series 2018-1, Class B1, Variable rate, due 07/25/2047 94989UBH3 2,259,540 $2,113,468.97 0.13%
AT&T INC 5.55%, due 11/01/2045 00206RND0 2,000,000 $1,946,992.90 0.12%
AT&T INC 5.70%, due 11/01/2054 00206RNE8 2,000,000 $1,944,027.94 0.12%
BANCO SANTANDER SA N/C, 5.127%, due 11/06/2035 05971KAS8 2,000,000 $1,993,966.76 0.12%
Fannie Mae FN FM9416, 3.50%, due 07/01/2045 3140XDPA8 2,088,914 $1,971,407.07 0.12%
Fannie Mae Series 2025-32, Class FD, Variable rate, due 05/25/2055 3136BVXE3 1,864,812 $1,879,958.46 0.12%
Flagstar Mortgage Trust Series 2018-2, Class B1, Variable rate, due 04/25/2048 33851HAZ6 2,112,902 $1,969,660.58 0.12%
Freddie Mac Series 4639, Class HZ, Variable rate, due 04/15/2053 3137BTEH0 2,229,057 $1,855,930.58 0.12%
GARTNER INC 3.75%, due 10/01/2030 366651AE7 1,985,000 $1,875,354.33 0.12%
New Residential Mortgage Loan Trust Series 2016-3A, Class B1, Variable rate, due 09/25/2056 64829HAM9 1,940,708 $1,897,848.24 0.12%
Onslow Bay Financial LLC Series 2025-NQM13, Class A1, Variable rate, due 05/25/2065 67121UAA4 1,856,254 $1,869,682.03 0.12%
PRP Advisors, LLC Series 2025-RPL4, Class A1, Variable rate, due 05/25/2055 74448NAA2 2,099,668 $1,991,537.60 0.12%
U.S. Treasury Bond, 4.625%, due 02/15/2055 912810UG1 2,000,000 $1,962,500.00 0.12%
VISTRA OPERATIONS CO LLC 5.05%, due 12/30/2026 92840VAT9 1,980,000 $1,995,853.49 0.12%
BSTN Commercial Mortgage Trust Series 2025-1C, Class A, Variable rate, due 06/15/2044 05615EAA3 1,700,000 $1,747,975.02 0.11%
COLT Funding LLC Series 2025-4, Class A1, Variable rate, due 04/25/2070 12674HAA0 1,760,705 $1,779,791.30 0.11%
CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 21873LAA1 1,758,445 $1,732,237.84 0.11%
COSTAR GROUP INC 2.80%, due 07/15/2030 22160NAA7 2,000,000 $1,824,755.91 0.11%
Cross Mortgage Trust Series 2025-H3, Class A1, Variable rate, due 05/25/2070 22757EAB4 1,808,482 $1,830,829.11 0.11%
Ellington Financial Mortgage Trust Series 2024-INV2, Class A1, Variable rate, due 10/25/2069 26844LAA6 1,782,692 $1,777,209.98 0.11%
Fannie Mae FN MA4025, 2.50%, due 05/01/2050 31418DPK2 2,088,595 $1,744,489.46 0.11%
Fannie Mae or Freddie Mac TBA, 5%, due 04/01/2055 01F0506B7 1,728,000 $1,715,336.44 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030 3137FWG95 33,992,246 $1,734,733.09 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series K541, Class X1, Variable rate, due 02/25/2030 3137HLXX5 73,535,778 $1,840,034.29 0.11%
Freddie Mac FG Q43173, 3%, due 09/01/2046 3132WGQ34 2,004,733 $1,817,519.90 0.11%
Gracie Point International Funding Series 2024-1A, Class A, Variable rate, due 03/01/2028 38410KAA7 1,802,000 $1,804,998.71 0.11%
Hilton USA Trust Series 2025-NVIL, Class A, Variable rate, due 07/15/2042 432826AA3 1,700,000 $1,709,243.24 0.11%
MFRA Trust Series 2025-NQM1, Class A1, Variable rate, due 03/25/2070 55287JAA4 1,772,179 $1,780,251.58 0.11%
Starwood Mortgage Residential Trust Series 2022-3, Class A1, Variable rate, due 03/25/2067 85571RAA8 1,759,809 $1,752,994.54 0.11%
Towd Point Mortgage Trust Series 2019-HY2, Class A1, Variable rate, due 05/25/2058 89177HAA0 1,792,966 $1,833,698.41 0.11%
Towd Point Mortgage Trust Series 2022-1, Class A1, Variable rate, due 07/25/2062 89170VAA6 1,782,487 $1,712,054.43 0.11%
arbor multifamily mortgage securities trust Series 2021-MF2, Class A4, 2.2515%, due 06/15/2054 03881VAG4 1,860,000 $1,660,406.93 0.10%
Fannie Mae FN BM7345, 4.50%, due 03/01/2050 3140JCET7 1,614,394 $1,544,422.83 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031 3137H1YX8 34,237,060 $1,626,205.56 0.10%
Freddie Mac - SCRT Series 2017-2, Class MA, 3%, due 08/25/2056 35563PBC2 1,688,656 $1,593,647.42 0.10%
Freddie Mac - STACR Series 2025-HQA1, Class A1, Variable rate, due 02/25/2045 35564NGY3 1,656,250 $1,658,122.56 0.10%
FREMF Mortgage Trust Series 2018-K156, Class X2A, 0.10%, due 07/25/2036 302957AL9 321,212,076 $1,594,079.17 0.10%
GARTNER INC 4.50%, due 07/01/2028 366651AC1 1,635,000 $1,623,659.01 0.10%
Generate CLO Ltd. Series 2024-16A, Class A1, Variable rate, due 07/20/2037 37149YAC3 1,600,000 $1,604,332.54 0.10%
GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 38381J2J5 30,324,073 $1,554,772.83 0.10%
JP Morgan Mortgage Trust Series 2019-INV1, Class B1, Variable rate, due 10/25/2049 46591DAX7 1,626,445 $1,595,355.14 0.10%
MFRA Trust Series 2023-INV2, Class A1, Variable rate, due 10/25/2058 59319BAA5 1,661,032 $1,676,518.45 0.10%
NY Commercial Mortgage Trust Series 2025-299P, Class A, Variable rate, due 02/10/2035 62957FAA7 1,520,000 $1,594,054.70 0.10%
PRP Advisors, LLC Series 2025-RCF5, Class A1, Variable rate, due 10/25/2055 69384AAA6 1,575,000 $1,574,250.62 0.10%
ROCKET COS INC 6.375%, due 08/01/2033 77311WAB7 1,500,000 $1,560,330.72 0.10%
THE CIGNA GROUP 4.80%, due 07/15/2046 125523CF5 1,750,000 $1,546,506.39 0.10%
AON GLOBAL LTD 4.75%, due 05/15/2045 00185AAH7 1,530,000 $1,373,985.88 0.09%
Barclays Commercial Mortgage Securities LLC Series 2023-C20, Class A5, 5.576%, due 07/15/2056 07336DAW1 1,392,000 $1,459,183.77 0.09%
BX Trust Series 2021-ARIA, Class A, Variable rate, due 10/15/2036 05608RAA3 1,480,000 $1,478,086.80 0.09%
Cantor Commercial Real Estate Lending Series 2019-CF1, Class A2, 3.6234%, due 05/15/2052 12529MAB4 1,449,101 $1,419,904.30 0.09%
CBAM CLO Management Series 2018-7A, Class B1, Variable rate, due 07/20/2031 12482JAC4 1,495,000 $1,499,529.46 0.09%
Credit Suisse Mortgage Trust Series 2021-RPL6, Class A1, Variable rate, due 10/25/2060 12657GAA3 1,624,449 $1,479,792.56 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 3137FMTU6 26,548,499 $1,363,148.60 0.09%
Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058 35563PJF7 1,503,806 $1,457,578.40 0.09%
INT Commercial Mortgage Trust Series 2025-PLAZA, Class A, Variable rate, due 11/05/2037 44989YAA6 1,500,000 $1,497,501.45 0.09%
LV Trust Series 2024-SHOW, Class A, Variable rate, due 10/10/2041 50245XAA5 1,400,000 $1,418,332.44 0.09%
PFS Financing Corp. Series 2025-D, Class A, 4.521%, due 05/15/2030 69335PFY6 1,500,000 $1,511,505.90 0.09%
PRP Advisors, LLC Series 2025-RCF4, Class A1, Variable rate, due 08/25/2055 69382WAA0 1,443,729 $1,429,686.23 0.09%
Silver Point CLO, Ltd Series 2025-9A, Class A1, Variable rate, due 03/31/2038 82809VAA0 1,500,000 $1,506,117.02 0.09%
THE CAMPBELLS COMPANY 5.40%, due 03/21/2034 134429BP3 1,470,000 $1,500,333.11 0.09%
U.S. Treasury Bond, 3%, due 02/15/2048 912810SA7 2,000,000 $1,510,078.12 0.09%
U.S. Treasury Note, 3.625%, due 09/30/2031 91282CLM1 1,500,000 $1,482,011.72 0.09%
WELLS FARGO & COMPANY Variable rate, due 07/25/2033 95000U3B7 1,500,000 $1,519,237.13 0.09%
ARTHUR J GALLAGHER & CO 5.15%, due 02/15/2035 04316JAN9 1,330,000 $1,333,417.11 0.08%
Bank Series 2020-BN29, Class A4, 1.997%, due 11/15/2053 06541TBF5 1,486,830 $1,301,073.94 0.08%
BRAVO Residential Funding Trust Series 2025-NQM3, Class A1, Variable rate, due 05/01/2055 105927AC1 1,333,534 $1,342,627.56 0.08%
Credit Suisse Mortgage Trust Series 2019-UVIL, Class A, 3.1595%, due 12/15/2041 12656DAA1 1,300,000 $1,221,935.52 0.08%
ELEVANCE HEALTH INC 4.65%, due 01/15/2043 94973VBB2 1,475,000 $1,317,110.21 0.08%
Freddie Mac - STACR Series 2025-DNA1, Class A1, Variable rate, due 01/25/2045 35564NFY4 1,250,000 $1,251,433.63 0.08%
Freddie Mac FR RE6076, 2%, due 12/01/2050 3133N3XD1 1,595,916 $1,260,366.59 0.08%
JW Commercial Mortgage Trust Series 2024-BERY, Class A, Variable rate, due 11/15/2039 46676AAA1 1,240,000 $1,242,928.14 0.08%
NRTH PARK Mortgage Trust Series 2025-PARK, Class A, Variable rate, due 10/15/2040 669985AA1 1,313,500 $1,316,668.69 0.08%
STATE STREET CORP Variable rate, due 10/23/2036 857477DE0 1,250,000 $1,241,855.99 0.08%
Verus Securitization Trust Series 2025-3, Class A1, Variable rate, due 05/25/2070 924928AA2 1,283,134 $1,296,095.33 0.08%
VICI PROPERTIES LP 4.95%, due 02/15/2030 925650AC7 1,295,000 $1,304,816.80 0.08%
BRAVO Residential Funding Trust Series 2022-NQM1, Class A1, Variable rate, due 09/25/2061 10569FAA6 1,067,964 $1,055,892.45 0.07%
BROWN & BROWN INC 6.25%, due 06/23/2055 115236AN1 1,000,000 $1,041,213.28 0.07%
Fannie Mae Series 2015-65, Class CZ, 3.50%, due 09/25/2045 3136AP3N0 1,283,968 $1,121,098.54 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 3137FTZS9 18,868,746 $1,109,053.96 0.07%
FLUTTER TREASURY DAC 6.375%, due 04/29/2029 344045AA7 1,105,000 $1,140,178.78 0.07%
Freddie Mac - SCRT Series 2017-1, Class HA, Variable rate, due 01/25/2056 35563PAP4 1,147,387 $1,093,173.03 0.07%
Freddie Mac - SCRT Series 2018-1, Class MT, 3%, due 05/25/2057 35563PDY2 1,389,741 $1,187,906.04 0.07%
GLS Auto Select Receivables Trust Series 2023-1A, Class A3, 5.96%, due 10/16/2028 36267FAE8 1,058,112 $1,066,445.70 0.07%
JP Morgan Mortgage Trust Series 2019-6, Class B1, Variable rate, due 12/25/2049 46651BAY6 1,113,176 $1,050,762.13 0.07%
ORACLE CORP 6.125%, due 07/08/2039 68389XAH8 1,105,000 $1,135,376.66 0.07%
Research-Driven Pagaya Motor Asset Trust I Series 2023-3A, Class A, 7.13%, due 01/26/2032 76089RAA2 1,182,012 $1,183,502.07 0.07%
U.S. Treasury Bond, 0%, due 11/15/2033 9128337U8 1,520,000 $1,092,011.27 0.07%
ALCON FINANCE CORP 5.375%, due 12/06/2032 01400EAE3 910,000 $948,334.46 0.06%
BACARDI-MARTINI BV 5.55%, due 02/01/2030 05634WAA0 1,000,000 $1,031,637.51 0.06%
CHARLES RIVER LABORATORIES 3.75%, due 03/15/2029 159864AG2 975,000 $930,422.22 0.06%
CONAGRA BRANDS INC 5.30%, due 11/01/2038 205887CD2 970,000 $926,237.98 0.06%
CoreVest American Finance Ltd Series 2020-2, Class B, Variable rate, due 05/15/2052 21872VAD4 1,010,000 $1,004,513.48 0.06%
CREDIT AGRICOLE SA Variable rate, due 01/10/2030 22535WAK3 1,000,000 $1,027,376.68 0.06%
DUKE ENERGY PROGRESS LLC 5.55%, due 03/15/2055 26442UAV6 1,000,000 $996,953.32 0.06%
Fannie Mae FN MA1582, 3.50%, due 09/01/2043 31418AXL7 1,101,694 $1,037,514.25 0.06%
Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2055 01F0526B3 875,000 $882,881.20 0.06%
Fannie Mae Series 2024-39, Class AV, 3%, due 11/25/2033 3136BSDB8 976,270 $928,194.28 0.06%
FIFTH THIRD BANCORP Variable rate, due 07/28/2030 316773DG2 1,010,000 $1,018,533.61 0.06%
Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 35564CSK4 931,492 $939,131.08 0.06%
Freddie Mac Series 5478, Class NF, Variable rate, due 12/25/2054 3137HHSZ5 939,485 $943,936.40 0.06%
GLS Auto Receivables Trust Series 2024-3A, Class A3, 5.02%, due 04/17/2028 37989AAE4 900,000 $901,972.62 0.06%
GOLDMAN SACHS GROUP INC Variable rate, due 02/24/2033 38141GZM9 1,000,000 $915,011.43 0.06%
GS Mortgage Securities Trust Series 2024-FAIR, Class A, Variable rate, due 07/15/2029 36270JAA3 975,000 $1,001,706.32 0.06%
HCA INC 4.625%, due 03/15/2052 404119CL1 1,085,000 $895,161.06 0.06%
KRAFT HEINZ FOODS CO 5.20%, due 03/15/2032 50077LBM7 1,000,000 $1,022,404.03 0.06%
MARS INC 5.20%, due 03/01/2035 571676BA2 1,000,000 $1,022,099.92 0.06%
MOLSON COORS BEVERAGE CO 4.20%, due 07/15/2046 60871RAH3 1,145,000 $928,091.59 0.06%
Morgan Stanley Residential Mortgage Loan Trust Series 2025-SPL1, Class A1, Variable rate, due 02/25/2065 617946AA6 950,000 $928,961.30 0.06%
Neuberger Berman CLO Ltd Series 2017-16SA, Class A1R, Variable rate, due 04/15/2039 64131TAY0 1,000,000 $999,500.49 0.06%
ORACLE CORP 5.50%, due 08/03/2035 68389XDA0 1,000,000 $1,013,220.40 0.06%
ORACLE CORP 5.95%, due 09/26/2055 68389XDR3 1,000,000 $954,664.31 0.06%
Pagaya AI Debt Selection Trust Series 2024-11, Class A, 5.092%, due 07/15/2032 69544AAA3 987,696 $991,591.39 0.06%
Pagaya AI Debt Selection Trust Series 2025-4, Class A2, 5.373%, due 01/17/2033 69547DAB2 1,000,000 $1,007,629.40 0.06%
PFS Financing Corp. Series 2025-C, Class A, 0%, due 04/16/2029 69335PFW0 1,000,000 $1,004,165.00 0.06%
PRKCM Trust Series 2025-HOME1, Class A1B, Variable rate, due 02/25/2060 69382FAB5 897,939 $907,465.26 0.06%
PRP Advisors, LLC Series 2025-RPL3, Class A1, Variable rate, due 04/25/2055 69392NAA8 932,425 $900,307.38 0.06%
U.S. Treasury Bond, 3.25%, due 05/15/2042 912810TH1 1,136,000 $954,062.50 0.06%
UBS Commercial Mortgage Trust Series 2019-C17, Class XA, Variable rate, due 10/15/2052 90278MBB2 22,291,806 $1,025,182.32 0.06%
WASTE MANAGEMENT INC 5.35%, due 10/15/2054 94106LCF4 1,000,000 $977,584.97 0.06%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A5, 2.7563%, due 05/15/2053 03881BAE3 772,250 $721,646.07 0.05%
ASHTEAD CAPITAL INC 4.375%, due 08/15/2027 045054AF0 750,000 $748,713.71 0.05%
ATLASSIAN CORPORATION 5.50%, due 05/15/2034 049468AB7 850,000 $873,140.35 0.05%
Bank Series 2019-BN19, Class XA, Variable rate, due 08/15/2061 06540WBH5 28,628,586 $832,410.49 0.05%
BMO Mortgage Trust Series 2024-C9, Class A5, 5.7592%, due 07/15/2057 05593MAD5 750,000 $797,269.50 0.05%
BROWN & BROWN INC 4.95%, due 03/17/2052 115236AF8 1,000,000 $871,251.61 0.05%
BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 12430BAE0 765,000 $801,136.92 0.05%
Chase Auto Owner Trust Series 2022-AA, Class A4, 3.99%, due 03/27/2028 16144JAD3 876,000 $875,879.90 0.05%
CONSTELLATION BRANDS INC 5.25%, due 11/15/2048 21036PBD9 820,000 $759,889.84 0.05%
Freddie Mac Multiclass Certificates Series 2019-RR01, Class X, Variable rate, due 06/25/2028 3137FQ3M3 23,500,000 $763,717.10 0.05%
Freddie Mac Multiclass Certificates Series 2020-RR14, Class X, Variable rate, due 03/27/2034 3137F85E9 5,778,199 $763,873.28 0.05%
Hilton USA Trust Series 2016-HHV, Class A, 3.719%, due 11/05/2038 43300LAA8 845,000 $837,076.69 0.05%
Home Partners of America Trust Series 2020-2, Class A, 1.532%, due 01/17/2041 437301AA2 955,980 $876,887.16 0.05%
JP Morgan Mortgage Trust Series 2019-INV3, Class A1, Variable rate, due 05/25/2050 46591LBF7 893,651 $806,575.10 0.05%
Onslow Bay Financial LLC Series 2019-EXP3, Class 2A1B, Variable rate, due 10/25/2059 67113ABA7 855,897 $855,402.03 0.05%
ORACLE CORP 4.90%, due 02/06/2033 68389XCP8 750,000 $745,006.63 0.05%
Pagaya AI Debt Selection Trust Series 2024-10, Class A, 5.183%, due 06/15/2032 69544MAA7 874,000 $877,975.94 0.05%
Pagaya AI Debt Selection Trust Series 2025-2, Class A, Variable rate, due 10/15/2032 69545GAF8 728,303 $730,348.47 0.05%
PRP Advisors, LLC Series 2024-RPL2, Class A1, Variable rate, due 05/25/2054 69381DAA3 748,996 $729,959.55 0.05%
TORONTO-DOMINION BANK 4.928%, due 10/15/2035 89115KAJ9 800,000 $800,119.00 0.05%
Towd Point Mortgage Trust Series 2022-2, Class A1, Variable rate, due 07/01/2062 89180HAA5 792,174 $754,814.84 0.05%
U.S. Treasury Bond, 2.75%, due 08/15/2047 912810RY6 1,130,000 $818,632.03 0.05%
VISTRA OPERATIONS CO LLC 4.60%, due 10/15/2030 92840VAV4 750,000 $743,677.50 0.05%
Wells Fargo Commercial Mortgage Trust Series 2019-C49, Class XA, Variable rate, due 03/15/2052 95001WBC1 26,502,472 $795,834.77 0.05%
American Heritage Auto Receivables Trust Series 2024-1A, Class A3, 4.90%, due 09/17/2029 026944AC2 640,000 $645,550.98 0.04%
CHI Commercial Mortgage Trust Series 2025-SFT, Class XA, Variable rate, due 04/15/2042 16706GAC1 62,200,000 $586,440.26 0.04%
Citigroup Commercial Mortgage Trust Series 2018-C5, Class A3, 3.963%, due 06/10/2051 17291DAC7 573,971 $569,083.82 0.04%
Citigroup Commercial Mortgage Trust Series 2019-GC43, Class AAB, 2.959%, due 11/10/2052 17328HBE0 643,819 $626,676.05 0.04%
COLT Funding LLC Series 2021-6, Class A1, Variable rate, due 12/25/2066 12658YAA3 654,680 $604,038.12 0.04%
CONSTELLATION SOFTWARE 5.461%, due 02/16/2034 21037XAD2 670,000 $678,646.38 0.04%
CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 21873BAA3 739,193 $714,646.84 0.04%
Credit Suisse Mortgage Trust Series 2018-RPL9, Class A, Variable rate, due 09/25/2057 12654PAE8 679,985 $657,462.35 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K101, Class X1, Variable rate, due 10/25/2029 3137FQ4B6 23,747,730 $678,166.30 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K-167, Class XAM, Variable rate, due 11/25/2034 3137HHUL3 22,349,000 $662,989.79 0.04%
FIDELITY NATL INFO SERV 3.10%, due 03/01/2041 31620MBU9 905,000 $669,612.90 0.04%
Freddie Mac - SCRT Series 2018-3, Class HA, 3%, due 08/25/2057 35563PGB9 661,387 $623,991.73 0.04%
Freddie Mac - STACR Series 2024-HQA2, Class A1, Variable rate, due 08/25/2044 35564NDY6 693,333 $697,403.24 0.04%
Freddie Mac FR RB5112, 2.50%, due 05/01/2041 3133KYVD8 785,752 $709,287.03 0.04%
Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 3132AA2H6 635,114 $597,669.02 0.04%
JP Morgan Mortgage Trust Series 2017-6, Class A7, Variable rate, due 12/25/2048 46649HAG7 691,733 $627,905.13 0.04%
OSCAR US Funding Trust Series 2023-1A, Class A3, 5.81%, due 12/10/2027 68785CAC5 597,254 $601,650.45 0.04%
PRP Advisors, LLC Series 2023-NQM3, Class A1, Variable rate, due 11/25/2068 69380TAA9 683,380 $689,222.38 0.04%
Sound Point CLO LTD Series 2020-3A, Class A1R, Variable rate, due 01/25/2032 83615CAL0 707,951 $708,353.86 0.04%
U.S. Treasury Bond, 0%, due 05/15/2037 912833Y46 1,110,000 $665,326.45 0.04%
U.S. Treasury Bond, 0%, due 08/15/2036 9128337E4 1,000,000 $623,374.94 0.04%
ARTHUR J GALLAGHER & CO 6.50%, due 02/15/2034 04316JAF6 395,000 $435,593.51 0.03%
ARTHUR J GALLAGHER & CO 6.75%, due 02/15/2054 04316JAG4 380,000 $421,736.67 0.03%
BENCHMARK Mortgage Trust Series 2020-B21, Class XA, Variable rate, due 12/17/2053 08163LAL3 8,725,456 $471,256.64 0.03%
BRAVO Residential Funding Trust Series 2019-1, Class A3, 3.50%, due 03/25/2058 10568GAG2 500,000 $428,258.70 0.03%
Chase Mortgage Finance Corporation Series 2019-ATR2, Class B1, Variable rate, due 07/25/2049 16159GAY5 589,037 $550,480.14 0.03%
Citigroup Mortgage Loan Trust Inc Series 2014-A, Class B3, Variable rate, due 01/25/2035 17322GAE9 442,112 $439,299.87 0.03%
CoreVest American Finance Ltd Series 2019-3, Class A, 2.705%, due 10/15/2052 21872NAA8 435,905 $434,801.27 0.03%
DTE ELECTRIC CO 5.85%, due 05/15/2055 23338VAZ9 500,000 $522,020.53 0.03%
ELEVANCE HEALTH INC 5.125%, due 02/15/2053 28622HAC5 525,000 $474,893.61 0.03%
Fannie Mae FN 310208, 3%, due 03/01/2048 31374CR57 461,464 $409,499.26 0.03%
Fannie Mae FN 310211, 3.50%, due 07/01/2048 31374CR81 450,597 $418,193.03 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K116, Class X1, Variable rate, due 07/25/2030 3137FWHV5 7,817,929 $418,523.47 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series KG03, Class X1, Variable rate, due 06/25/2030 3137FVEE8 8,458,710 $428,297.47 0.03%
First Trust AAA CMBS ETF CAAA 33738D762 20,000 $410,800.00 0.03%
FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 34411YAA5 576,256 $540,996.63 0.03%
Freddie Mac - SCRT Series 2019-4, Class HA, 3%, due 02/25/2059 35563PMF3 562,436 $523,311.68 0.03%
Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029 35564CCZ8 434,977 $417,454.37 0.03%
Freddie Mac - SLST Series 2020-2, Class AC, 2%, due 09/25/2030 35564CGW1 571,212 $521,270.32 0.03%
Freddie Mac FR SD7550, 3%, due 02/01/2052 3132DVL78 580,470 $522,715.50 0.03%
GCAT Series 2019-RPL1, Class A1, Variable rate, due 10/25/2068 36167CAA4 446,379 $435,588.01 0.03%
JP Morgan Mortgage Trust Series 2019-INV3, Class A3, Variable rate, due 05/25/2050 46591LAC5 526,530 $475,225.35 0.03%
JP Morgan Mortgage Trust Series 2020-LTV2, Class B1, Variable rate, due 11/25/2050 46653LCA2 480,914 $440,230.17 0.03%
MSCI INC 4%, due 11/15/2029 55354GAH3 550,000 $535,872.71 0.03%
ORACLE CORP 6.25%, due 11/09/2032 68389XCJ2 400,000 $429,050.88 0.03%
OZLM Ltd Series 2019-24A, Class A1AR, Variable rate, due 07/20/2032 67113DAW4 400,362 $400,655.06 0.03%
PRP Advisors, LLC Series 2024-RPL4, Class A1, Variable rate, due 12/25/2054 74448MAA4 545,882 $534,703.91 0.03%
Signal Peak CLO, LLC Series 2016-3A, Class AR3, Variable rate, due 01/23/2037 82672NAA2 490,000 $491,261.08 0.03%
Silver Point CLO, Ltd Series 2024-7A, Class A1, Variable rate, due 01/15/2038 82808UAA3 500,000 $501,944.06 0.03%
THE BOEING CO 3.55%, due 03/01/2038 097023BY0 500,000 $419,266.51 0.03%
THE BOEING CO 6.625%, due 02/15/2038 097023AS4 500,000 $555,230.65 0.03%
U.S. Treasury Bond, 0%, due 02/15/2041 912834JP4 1,000,000 $483,765.89 0.03%
U.S. Treasury Note, 2.75%, due 08/15/2032 91282CFF3 510,000 $474,260.16 0.03%
VERISK ANALYTICS INC 5.50%, due 06/15/2045 92345YAE6 510,000 $502,413.65 0.03%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 405,000 $356,265.53 0.02%
BACARDI LTD / MARTINI BV 5.25%, due 01/15/2029 05635JAA8 240,000 $244,814.26 0.02%
Bank Series 2020-BN26, Class A3, 2.155%, due 03/15/2063 06540JBB7 325,000 $296,530.03 0.02%
Bank Series 2020-BN29, Class XA, Variable rate, due 11/15/2053 06541TBL2 6,893,806 $359,762.21 0.02%
BERRY GLOBAL INC 5.65%, due 01/15/2034 08576PAQ4 300,000 $311,093.85 0.02%
Capital Street Master Trust Series 2024-1, Class A, Variable rate, due 10/18/2028 14051LAA0 250,000 $250,334.95 0.02%
Chase Mortgage Finance Corporation Series 2019-ATR2, Class B2, Variable rate, due 07/25/2049 16159GAZ2 375,963 $350,418.99 0.02%
CONSTELLATION BRANDS INC 4.50%, due 05/09/2047 21036PAT5 425,000 $355,342.12 0.02%
Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 12596XAA0 252,135 $243,329.03 0.02%
Deutsche Bank Commercial Mortgage Trust Series 2020-C9, Class A5, 1.926%, due 08/15/2053 233063AT3 400,000 $356,028.32 0.02%
Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 31573TAD0 289,000 $278,244.46 0.02%
Fannie Mae FN BM7521, 3.50%, due 10/01/2048 3140JCLB8 338,302 $316,144.00 0.02%
Fannie Mae FN FM9712, 3.50%, due 11/01/2050 3140XDYJ9 349,778 $328,122.95 0.02%
Fannie Mae Series 2018-45, Class FT, Variable rate, due 06/25/2048 3136B2GN6 266,954 $259,304.88 0.02%
Fannie Mae Series 2020-47, Class FA, Variable rate, due 07/25/2050 3136BATB0 321,073 $313,168.48 0.02%
Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053 3136BRLB1 349,423 $292,409.81 0.02%
Farmer Mac Agricultural Real Estate Trust Series 2024-2, Class A, Variable rate, due 08/01/2054 307910AC3 319,753 $314,742.66 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K103, Class A1, 2.312%, due 06/25/2029 3137FQKM4 369,168 $358,284.23 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K104, Class X1, Variable rate, due 01/25/2030 3137FREK3 9,942,479 $388,655.49 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K104, Class XAM, Variable rate, due 01/25/2030 3137FREM9 5,200,000 $273,094.64 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K118, Class X1, Variable rate, due 09/25/2030 3137F62P1 8,363,336 $320,493.05 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031 3137H73N1 268,894 $250,793.76 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K-165, Class XAM, Variable rate, due 09/25/2034 3137HHJ44 4,437,000 $307,072.79 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 3137F84T7 9,715,538 $331,297.90 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KJ51, Class A2, Variable rate, due 01/25/2032 3137HH6L0 325,000 $331,166.52 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KJ52, Class A2, 4.758%, due 01/25/2032 3137HHUT6 300,000 $306,412.68 0.02%
Freddie Mac - SCRT Series 2018-3, Class MA, Variable rate, due 08/25/2057 35563PGG8 365,205 $354,671.42 0.02%
Freddie Mac - SCRT Series 2019-4, Class MA, 3%, due 02/25/2059 35563PML0 380,578 $352,371.88 0.02%
Freddie Mac Multiclass Certificates Series 2020-RR07, Class BX, Variable rate, due 10/27/2028 3137FRVE8 5,795,000 $373,024.44 0.02%
Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050 3137FQVN0 383,328 $374,901.26 0.02%
GS Mortgage Securities Trust Series 2017-GS5, Class AAB, 3.467%, due 03/10/2050 36252HAE1 309,906 $308,292.46 0.02%
JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 46591DBF5 311,070 $302,479.47 0.02%
LLOYDS BANKING GROUP PLC Variable rate, due 01/05/2035 53944YAX1 345,000 $360,307.40 0.02%
Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 59166DAA5 330,911 $323,247.49 0.02%
Pagaya AI Debt Selection Trust Series 2024-9, Class A, 5.065%, due 03/15/2032 69546QAA6 269,543 $270,165.97 0.02%
Steele Creek CLO Ltd Series 2018-1A, Class B, Variable rate, due 04/15/2031 85815CAC3 250,000 $250,570.27 0.02%
Trinitas CLO Ltd Series 2024-28A, Class A1, Variable rate, due 04/25/2037 89640FAA3 320,000 $320,847.45 0.02%
U.S. Treasury Bond, 3.375%, due 11/15/2048 912810SE9 395,000 $316,987.50 0.02%
U.S. Treasury Bond, 4%, due 11/15/2042 912810TM0 300,000 $277,136.72 0.02%
U.S. Treasury Bond, 4%, due 11/15/2052 912810TL2 300,000 $265,107.42 0.02%
U.S. Treasury Bond, 4.375%, due 08/15/2043 912810TU2 300,000 $289,230.47 0.02%
U.S. Treasury Bond, 4.50%, due 08/15/2039 912810QC5 300,000 $301,781.25 0.02%
UNITEDHEALTH GROUP INC 5.875%, due 02/15/2053 91324PES7 365,000 $371,704.46 0.02%
VICI PROPERTIES LP 4.75%, due 04/01/2028 925650AJ2 278,000 $280,562.72 0.02%
Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065 92838WAD6 270,000 $267,680.00 0.02%
Wells Fargo Commercial Mortgage Trust Series 2020-C58, Class A3, 1.81%, due 07/15/2053 95002UAD3 436,376 $393,918.12 0.02%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class AS, Variable rate, due 05/15/2053 03881BAJ2 125,000 $116,709.44 0.01%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class XA, Variable rate, due 05/15/2053 03881BAW3 3,155,424 $104,902.72 0.01%
Arroyo Mortgage Trust Series 2020-1, Class A1A, 1.662%, due 03/25/2055 04285CAA9 127,355 $123,462.22 0.01%
Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063 06540JBM3 4,796,615 $183,879.20 0.01%
BMO Mortgage Trust Series 2023-C6, Class ASB, 6.2118%, due 09/15/2056 055985AF2 115,000 $123,246.02 0.01%
BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057 09660QAU8 5,824,000 $184,238.75 0.01%
BRAVO Residential Funding Trust Series 2019-2, Class A3, Variable rate, due 10/25/2044 10568LAL0 163,483 $157,081.23 0.01%
CFCRE Commercial Mortgage Trust Series 2017-C8, Class ASB, 3.3674%, due 06/15/2050 12532CAY1 152,499 $151,661.32 0.01%
Chase Auto Owner Trust Series 2024-1A, Class A4, 5.05%, due 10/25/2029 16144BAD0 95,000 $96,750.22 0.01%
Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 21872UAC8 198,466 $190,366.99 0.01%
Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053 21873CAA1 216,075 $213,263.66 0.01%
COMM Mortgage Trust Series 2024-277P, Class X, Variable rate, due 08/10/2044 12654FAC4 7,850,000 $193,920.12 0.01%
ELEVANCE HEALTH INC 5.70%, due 02/15/2055 036752BE2 100,000 $97,851.80 0.01%
Fannie Mae FN BF0207, 4.50%, due 04/01/2047 3140FXGR7 240,532 $239,290.61 0.01%
Fannie Mae Series 2019-33, Class F, Variable rate, due 07/25/2049 3136B47H5 134,965 $132,281.19 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K094, Class XAM, Variable rate, due 06/25/2029 3137FMU42 4,950,000 $187,440.66 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K097, Class X1, Variable rate, due 07/25/2029 3137FNX70 5,281,357 $178,758.60 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class A3, 3.794%, due 01/25/2034 3137FL2M5 217,105 $208,295.40 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 3137FFXM4 16,678,893 $224,159.32 0.01%
Freddie Mac - SLST Series 2018-2, Class A2, 3.50%, due 11/25/2028 35564CAP2 232,804 $224,918.60 0.01%
Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029 35564CEE3 150,597 $144,537.24 0.01%
GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class A3, Variable rate, due 09/27/2060 36259WAC5 182,167 $173,581.83 0.01%
HPEFS Equipment Trust Series 2023-2A, Class A3, 5.99%, due 01/21/2031 44328UAC0 112,066 $112,142.73 0.01%
Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 61768HAX4 5,613,372 $152,281.79 0.01%
Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061 67115DAA0 274,422 $237,082.16 0.01%
OSCAR US Funding Trust Series 2024-2A, Class A3, 4.47%, due 03/12/2029 68784BAC8 100,000 $100,316.72 0.01%
Pagaya AI Debt Selection Trust Series 2024-8, Class A, 5.331%, due 01/15/2032 69544QAA8 196,090 $196,810.51 0.01%
PRP Advisors, LLC Series 2024-RPL3, Class A1, Variable rate, due 11/25/2054 69381LAA5 236,774 $231,714.86 0.01%
SABINE PASS LIQUEFACTION 5.875%, due 06/30/2026 785592AV8 205,000 $205,480.84 0.01%
U.S. Treasury Bond, 2.25%, due 05/15/2041 912810SY5 300,000 $222,005.86 0.01%
Venture CDO Ltd Series 2014-19A, Class ARR, Variable rate, due 01/15/2032 92330EAP2 175,349 $175,485.45 0.01%
Wells Fargo Commercial Mortgage Trust Series 2017-C41, Class XA, Variable rate, due 11/15/2050 95001ABE5 12,651,271 $219,055.49 0.01%
Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048 95001TAA3 116,083 $110,675.09 0.01%
2025-11-21 US 10YR NOTE (CBT)Dec25 C 112 TYZ5C 112 -29 ($17,218.75) 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 C 115 TYZ5C 115 -27 ($421.89) 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 C 116 TYZ5C 116 -8 $0.00 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 P 107 TYZ5P 107 -30 $0.00 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 P 107.50 TYZ5P 107.5 -4 $0.00 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 P 108 TYZ5P 108 -37 $0.00 0.00%
2025-11-21 US 10yr Ultra Fut Dec25 C 115 UXYZ5C 115 -32 ($16,500.02) 0.00%
2025-11-21 US 10yr Ultra Fut Dec25 C 118 UXYZ5C 118 -6 ($93.75) 0.00%
2025-11-21 US 10yr Ultra Fut Dec25 C 120 UXYZ5C 120 -7 $0.00 0.00%
2025-11-21 US 10yr Ultra Fut Dec25 P 112 UXYZ5P 112 -5 ($156.25) 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 C 104.25 TUZ5C 104.25 -12 ($1,125.00) 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 P 103 TUZ5P 103 -194 $0.00 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.25 TUZ5P 103.25 -18 $0.00 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.50 TUZ5P 103.5 -68 $0.00 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.88 TUZ5P 103.88 -47 ($2,937.50) 0.00%
2025-11-21 US 5YR NOTE (CBT) Dec25 C 109 FVZ5C 109 -20 ($5,156.26) 0.00%
2025-11-21 US 5YR NOTE (CBT) Dec25 P 106 FVZ5P 106 -35 $0.00 0.00%
2025-11-21 US 5YR NOTE (CBT) Dec25 P 106.50 FVZ5P 106.5 -74 $0.00 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 116 USZ5C 116 -32 ($33,500.00) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 118 USZ5C 118 -104 ($27,625.03) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 120 USZ5C 120 -154 ($9,625.00) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 121 USZ5C 121 -18 ($843.76) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 122 USZ5C 122 -81 ($2,531.25) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 124 USZ5C 124 44 $687.50 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 125 USZ5C 125 -8 $0.00 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 126 USZ5C 126 -2 $0.00 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 128 USZ5C 128 -7 $0.00 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 103 USZ5P 103 -10 $0.00 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 105 USZ5P 105 -8 $0.00 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 106 USZ5P 106 -4 ($62.50) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 112 USZ5P 112 39 $1,828.14 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 98 USZ5P 98 -12 $0.00 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 99 USZ5P 99 -31 $0.00 0.00%
2025-11-21 US ULTRA BOND CBT Dec25 C 119 WNZ5C 119 -16 ($27,250.01) 0.00%
2025-11-21 US ULTRA BOND CBT Dec25 C 124 WNZ5C 124 -49 ($6,125.00) 0.00%
2025-11-21 US ULTRA BOND CBT Dec25 C 125 WNZ5C 125 -19 ($1,781.25) 0.00%
2025-11-21 US ULTRA BOND CBT Dec25 P 110 WNZ5P 110 -18 ($843.76) 0.00%
2025-11-21 US ULTRA BOND CBT Dec25 P 112 WNZ5P 112 -3 ($140.63) 0.00%
2025-11-21 US ULTRA BOND CBT Dec25 P 113 WNZ5P 113 -1 ($46.88) 0.00%
2026-02-20 US 10YR NOTE (CBT)Mar26 C 116 TYH6C 116 -65 ($15,234.38) 0.00%
2026-02-20 US 10YR NOTE (CBT)Mar26 C 118 TYH6C 118 -131 ($14,328.14) 0.00%
2026-02-20 US 10YR NOTE (CBT)Mar26 P 109 TYH6P 109 -28 ($6,125.00) 0.00%
2026-02-20 US 10YR NOTE (CBT)Mar26 P 110 TYH6P 110 -40 ($15,625.00) 0.00%
2026-02-20 US 10YR NOTE (CBT)Mar26 P 111 TYH6P 111 -40 ($26,250.00) 0.00%
2026-02-20 US 2YR NOTE (CBT) Mar26 P 103.75 TUH6P 103.75 -33 ($7,734.41) 0.00%
2026-02-20 US 5YR NOTE (CBT) Mar26 C 111.50 FVH6C 111.5 -37 ($5,492.20) 0.00%
2026-02-20 US 5YR NOTE (CBT) Mar26 C 112 FVH6C 112 -14 ($1,531.25) 0.00%
2026-02-20 US 5YR NOTE (CBT) Mar26 P 107.50 FVH6P 107.5 -10 ($2,187.50) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 C 122 USH6C 122 -9 ($5,484.38) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 C 123 USH6C 123 -69 ($33,421.91) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 C 124 USH6C 124 -131 ($51,171.91) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 C 126 USH6C 126 -77 ($19,250.00) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 P 108 USH6P 108 -66 ($22,687.50) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 P 110 USH6P 110 -136 ($74,375.04) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 P 111 USH6P 111 -10 ($7,031.25) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 P 112 USH6P 112 -72 ($65,250.00) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 P 114 USH6P 114 -9 ($13,218.75) 0.00%
2026-02-20 US ULTRA BOND CBT Mar26 P 116 WNH6P 116 -20 ($31,875.00) 0.00%
2026-05-22 US 10YR NOTE (CBT)Jun26 C 115 TYM6C 115 -12 ($7,875.00) 0.00%
2026-05-22 US 5YR NOTE (CBT) Jun26 P 108 FVM6P 108 -44 ($26,812.50) 0.00%
2026-05-22 US LONG BOND(CBT) Jun26 C 128 USM6C 128 -17 ($7,968.75) 0.00%
2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 SFRZ7C 97.5 -118 ($57,525.00) 0.00%
2027-12-10 3 MONTH SOFR FUT Dec27 P 95.50 SFRZ7P 95.5 -118 ($36,875.00) 0.00%
AT&T INC 3.65%, due 09/15/2059 00206RLV2 5,000 $3,373.22 0.00%
BERRY GLOBAL INC 5.50%, due 04/15/2028 08576PAK7 45,000 $46,220.54 0.00%
CoreVest American Finance Ltd Series 2020-2, Class A, 3.376%, due 05/15/2052 21872VAA0 8,957 $8,926.84 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class X1, Variable rate, due 01/25/2034 3137FL2N3 672,123 $19,034.93 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class X1, Variable rate, due 07/25/2035 3137FWHG8 399,847 $36,762.19 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K736, Class X1, Variable rate, due 07/25/2026 3137FNWZ9 2,887,964 $15,701.57 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K743, Class X1, Variable rate, due 05/25/2028 3137H14D5 2,173,231 $44,378.68 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 3137HH6B2 919,000 $44,755.07 0.00%
FIDELITY NATL INFO SERV 5.10%, due 07/15/2032 31620MBY1 30,000 $30,515.75 0.00%
GS Mortgage Securities Trust Series 2019-GC39, Class XA, Variable rate, due 05/10/2052 36260JAF4 1,756,383 $56,211.64 0.00%
IQVIA INC 5.70%, due 05/15/2028 46266TAB4 65,000 $67,135.58 0.00%
US 10YR NOTE (CBT)Dec25 TYZ5 521 $58,522,953.13 0.00%
US 10yr Ultra Fut Dec25 UXYZ5 -1,039 ($119,452,531.25) 0.00%
US 2YR NOTE (CBT) Dec25 TUZ5 1,399 $291,188,735.77 0.00%
US 5YR NOTE (CBT) Dec25 FVZ5 789 $85,994,836.33 0.00%
US LONG BOND(CBT) Dec25 USZ5 257 $29,924,437.50 0.00%
US ULTRA BOND CBT Dec25 WNZ5 160 $19,210,000.00 0.00%
2026-02-20 US 10YR NOTE (CBT)Mar26 C 115 TYH6C 115 -237 ($85,171.91) -0.01%
2026-02-20 US LONG BOND(CBT) Mar26 P 116 USH6P 116 -103 ($236,578.17) -0.01%
2026-05-22 US LONG BOND(CBT) Jun26 P 114 USM6P 114 -55 ($136,640.65) -0.01%
Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 01F0326C3 -1,024,000 ($939,684.69) -0.06%
Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 01F032617 -3,073,000 ($2,820,691.99) -0.18%
Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 01F0226C4 -6,251,000 ($5,286,737.62) -0.33%
Fannie Mae or Freddie Mac TBA, 4.50%, due 08/01/2054 01F0426C2 -7,235,000 ($7,026,303.97) -0.44%
Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 01F0306C7 -14,999,000 ($13,239,132.99) -0.83%
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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