Home Logon FTA Investment Managers Blog Subscribe About Us Contact Us

Search by Ticker, Keyword or CUSIP       
 
 
First Trust Core Investment Grade ETF (FTCB)
Holdings of the Fund as of 8/28/2025

Total Number of Holdings (excluding cash): 616

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 $20,096,875.02 1.51%
U.S. Treasury Bill, 0%, due 10/28/2025 912797RE9 20,000,000 $19,862,780.60 1.49%
Fannie Mae Series 2024-98, Class FG, Variable rate, due 11/25/2054 3136BUDS6 18,055,106 $18,050,817.64 1.36%
Freddie Mac FT ZT2264, 4%, due 03/01/2044 3132AEQR0 17,493,148 $16,849,919.47 1.27%
Freddie Mac FR SD5829, 4.50%, due 10/01/2052 3132DTPN4 15,929,135 $15,400,960.37 1.16%
TENN VALLEY AUTHORITY N/C, 5.25%, due 02/01/2055 880591FC1 14,121,000 $13,748,580.79 1.03%
Fannie Mae FN FS8862, 3.50%, due 05/01/2048 3140XQZ42 13,962,348 $12,963,632.25 0.98%
U.S. Treasury Note, 4.25%, due 01/15/2028 91282CMF5 11,000,000 $11,155,976.59 0.84%
Freddie Mac Series 5224, Class HL, 4%, due 04/25/2052 3137H7G72 12,105,000 $11,014,682.08 0.83%
Fannie Mae FN FS8780, 3%, due 07/01/2050 3140XQXJ1 11,912,334 $10,651,101.32 0.80%
GNMA Series 2024-181, Class FQ, Variable rate, due 11/20/2054 38384X5M1 10,628,649 $10,642,941.91 0.80%
Freddie Mac Series 5259, Class FA, Variable rate, due 09/25/2052 3137H8WD9 10,341,010 $10,229,639.30 0.77%
Fannie Mae FN BF0568, 5.50%, due 07/01/2061 3140FXT28 9,826,772 $10,094,832.08 0.76%
Fannie Mae FN FA1265, 4.50%, due 12/01/2050 3140W1MP5 10,357,726 $10,163,257.27 0.76%
U.S. Treasury Note, 3.875%, due 03/15/2028 91282CMS7 10,000,000 $10,068,750.00 0.76%
U.S. Treasury Note, 4%, due 06/30/2032 91282CNJ6 10,000,000 $10,057,812.52 0.76%
U.S. Treasury Note, 4%, due 12/15/2027 91282CMB4 10,000,000 $10,085,742.20 0.76%
U.S. Treasury Bond, 4.75%, due 05/15/2055 912810UK2 10,000,000 $9,801,562.54 0.74%
NEW YORK NY CITY TRANSITIONAL FIN AUTH 5.50%, due 05/01/2050 64972JWL8 9,140,000 $9,640,259.62 0.73%
Freddie Mac Series 5476, Class FA, Variable rate, due 11/25/2054 3137HHF89 9,564,252 $9,566,366.42 0.72%
Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 01F0326A7 10,228,000 $9,244,998.39 0.70%
Fannie Mae or Freddie Mac TBA, 4%, due 04/01/2052 01F040693 9,404,000 $8,783,133.72 0.66%
Fannie Mae FN FM9645, 4.50%, due 11/01/2049 3140XDWF9 8,792,406 $8,631,398.02 0.65%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A4, 2.4953%, due 05/15/2053 03881BAC7 9,000,000 $8,387,471.70 0.63%
GNMA Series 2025-98, Class SX, Variable rate, due 06/20/2055 38381NPY8 8,775,064 $8,268,107.87 0.62%
Fannie Mae FN BM6429, 3%, due 09/01/2048 3140JBEB8 9,345,570 $8,158,457.22 0.61%
U.S. Treasury Note, 4.25%, due 02/15/2028 91282CMN8 8,000,000 $8,119,062.48 0.61%
MSCI INC 3.875%, due 02/15/2031 55354GAL4 8,065,000 $7,701,306.41 0.58%
U.S. Treasury Bond, 0%, due 02/15/2040 912834FB9 15,500,000 $7,730,037.24 0.58%
RYAN SPECIALTY 5.875%, due 08/01/2032 78351GAA3 7,553,000 $7,621,286.68 0.57%
Fannie Mae Series 2022-29, Class KZ, 1.50%, due 06/25/2042 3136BMY69 9,869,303 $7,305,668.69 0.55%
GNMA Series 2025-131, Class ST, Variable rate, due 08/20/2055 38381QSW2 8,220,000 $7,333,781.25 0.55%
Freddie Mac Series 5506, Class DZ, 3.50%, due 08/25/2042 3137HJFC6 8,719,419 $7,203,501.43 0.54%
GNMA Series 2022-9, Class AC, 5.50%, due 01/20/2052 38383FN90 6,895,619 $7,124,138.05 0.54%
U.S. Treasury Bond, 5%, due 05/15/2045 912810UL0 7,000,000 $7,151,484.34 0.54%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 01F0406A0 7,598,000 $7,093,103.86 0.53%
Fannie Mae or Freddie Mac TBA, 5%, due 04/01/2055 01F050692 7,183,000 $7,087,075.27 0.53%
Freddie Mac - SCRT Series 2019-2, Class MV, 3.50%, due 08/25/2058 35563PKJ7 7,522,474 $7,034,484.17 0.53%
GNMA Series 2022-9, Class GJ, 5.50%, due 01/20/2052 38383FS53 6,790,003 $7,015,248.24 0.53%
NEW HOPE CULTURAL EDU FACS FIN CORP TX 5.50%, due 08/15/2049 645424BP6 6,700,000 $7,009,294.78 0.53%
U.S. Treasury Note, 3.75%, due 06/30/2027 91282CNL1 7,000,000 $7,009,570.34 0.53%
U.S. Treasury Note, 4%, due 04/30/2032 91282CNA5 7,000,000 $7,046,074.21 0.53%
HOMES Trust Series 2024-AFC1, Class A1, Variable rate, due 08/25/2059 403945AC2 6,876,648 $6,886,012.78 0.52%
JM SMUCKER CO 6.20%, due 11/15/2033 832696AX6 6,305,000 $6,803,372.61 0.51%
CHARTER COMM OPT LLC/CAP 5.85%, due 12/01/2035 161175CS1 6,500,000 $6,550,248.19 0.49%
Fannie Mae or Freddie Mac TBA, 3.50%, due 02/01/2052 01F032690 7,237,000 $6,544,004.34 0.49%
Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 3136BWAF3 6,604,947 $6,505,750.26 0.49%
U.S. Treasury Bond, 0%, due 11/15/2041 912834KV9 14,600,000 $6,555,741.20 0.49%
Freddie Mac Series 5502, Class FC, Variable rate, due 02/25/2055 3137HJSV0 6,325,447 $6,369,867.17 0.48%
GS Mortgage-Backed Securities Trust Series 2022-LTV1, Class A14, Variable rate, due 06/25/2052 36266VAR5 9,000,000 $6,365,213.10 0.48%
New Residential Mortgage Loan Trust Series 2018-3A, Class A1, Variable rate, due 05/25/2058 64830KAA5 6,481,907 $6,350,404.67 0.48%
U.S. Treasury Bond, 4.50%, due 11/15/2054 912810UE6 6,700,000 $6,302,187.50 0.47%
CCL INDUSTRIES INC 3.05%, due 06/01/2030 124900AD3 6,500,000 $6,093,600.89 0.46%
Freddie Mac - SLST Series 2025-1, Class A2, 3%, due 05/25/2035 35564CUE5 7,100,000 $6,010,620.73 0.45%
Fannie Mae FN FS0704, 4%, due 03/01/2047 3140XFYA3 6,032,232 $5,751,467.77 0.43%
Freddie Mac - STACR Series 2024-DNA2, Class A1, Variable rate, due 05/25/2044 35564NCW1 5,632,244 $5,658,628.67 0.43%
SODEXO INC 5.80%, due 08/15/2035 833794AD2 5,375,000 $5,594,587.09 0.42%
U.S. Treasury Note, 3.50%, due 04/30/2028 91282CHA2 5,500,000 $5,485,068.38 0.41%
Fannie Mae FN FS9392, 3.50%, due 05/01/2049 3140XRNJ0 5,676,542 $5,260,433.89 0.40%
GNMA Series 2021-105, Class DT, 5.50%, due 06/20/2051 38382TZP2 5,146,399 $5,283,995.13 0.40%
Progress Residential Trust Series 2025-SFR1, Class A, 3.40%, due 02/17/2042 74334NAA9 5,493,212 $5,259,041.74 0.40%
GNMA Series 2025-100, Class JS, Variable rate, due 06/20/2055 38385G2J7 5,349,273 $5,216,753.55 0.39%
JP Morgan Mortgage Trust Series 2025-3, Class A1C, Variable rate, due 09/25/2055 46593RAD8 5,150,000 $5,174,542.84 0.39%
MFRA Trust Series 2024-NQM3, Class A1, Variable rate, due 12/25/2069 55287GAA0 5,091,136 $5,136,628.76 0.39%
Fannie Mae Series 2012-118, Class VZ, 3%, due 11/25/2042 3136A92R8 5,523,852 $5,060,983.98 0.38%
FLUTTER TREASURY DAC 5.875%, due 06/04/2031 344045AB5 4,900,000 $4,994,937.50 0.38%
Freddie Mac FR RB5126, 2.50%, due 09/01/2041 3133KYVT3 5,728,588 $5,097,832.39 0.38%
Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 3137HDTC4 5,390,954 $5,050,390.29 0.38%
JP Morgan Mortgage Trust Series 2025-5MPR, Class A1, Variable rate, due 11/25/2055 46593VAC1 5,000,000 $5,053,377.00 0.38%
OPEN TEXT CORP 6.90%, due 12/01/2027 683715AF3 4,895,000 $5,080,921.89 0.38%
Starvest Emerging Markets CBO I Series 2025-SFR5, Class A, Variable rate, due 02/17/2042 85520CAA3 5,000,000 $5,005,600.00 0.38%
U.S. Treasury Note, 3.875%, due 04/30/2030 91282CMZ1 5,000,000 $5,041,992.20 0.38%
Fannie Mae FN AL9394, 3%, due 11/01/2046 3138ERNL0 5,489,056 $4,862,957.33 0.37%
Fannie Mae FN FA0606, 3.50%, due 09/01/2047 3140W0U86 5,183,514 $4,881,454.33 0.37%
Freddie Mac FR SL0847, 3.50%, due 04/01/2049 31427M5H0 5,296,723 $4,874,359.97 0.37%
UNITED RENTALS (NORTH AMERICA) 6%, due 12/15/2029 911365BQ6 4,765,000 $4,895,041.61 0.37%
Fannie Mae Series 2022-70, Class FA, Variable rate, due 10/25/2052 3136BPAQ4 4,863,105 $4,795,434.55 0.36%
SOLVENTUM CORP 5.60%, due 03/23/2034 83444MAR2 4,555,000 $4,741,198.65 0.36%
Fannie Mae or Freddie Mac TBA, 4.50%, due 08/01/2054 01F042699 4,803,000 $4,622,789.12 0.35%
Fannie Mae FN BM7699, 3.50%, due 02/01/2047 3140JCRV8 4,767,712 $4,480,397.98 0.34%
MOLEX ELECTRONICS TECH 5.25%, due 04/30/2032 60856BAF1 4,500,000 $4,582,504.98 0.34%
Pagaya AI Debt Selection Trust Series 2025-1, Class A2, 5.156%, due 07/15/2032 69544NAB3 4,467,202 $4,487,684.51 0.34%
Fannie Mae FN FS1046, 4.50%, due 11/01/2049 3140XGEU9 4,518,834 $4,449,061.54 0.33%
GNMA Series 2022-139, Class AL, 4%, due 07/20/2051 38383M3M8 4,857,663 $4,401,873.34 0.33%
GNMA Series 2025-83, Class SB, Variable rate, due 05/20/2055 38385GPR4 4,359,275 $4,341,816.10 0.33%
AMERICAN WATER CAPITAL CORP 5.70%, due 09/01/2055 03040WBG9 4,333,000 $4,310,367.05 0.32%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 4,350,000 $4,251,545.17 0.32%
CONAGRA BRANDS INC 5.75%, due 08/01/2035 205887CL4 4,143,000 $4,188,257.26 0.32%
CROWDSTRIKE HOLDINGS INC 3%, due 02/15/2029 22788CAA3 4,550,000 $4,294,250.89 0.32%
Fannie Mae Series 2022-69, Class FA, Variable rate, due 10/25/2052 3136BPEZ0 4,369,116 $4,299,613.90 0.32%
PACKAGING CORP OF AMERICA 5.20%, due 08/15/2035 695156AY5 4,242,000 $4,279,826.55 0.32%
CITADEL SECURITIES GLOBAL HDGS 5.50%, due 06/18/2030 17289RAA4 4,000,000 $4,094,358.43 0.31%
Fannie Mae FN BM6210, 3.50%, due 12/01/2047 3140JA3U0 4,521,596 $4,118,000.21 0.31%
Fannie Mae FN FS6440, 4%, due 10/01/2048 3140XNEN0 4,284,774 $4,084,065.96 0.31%
Freddie Mac FR ZT0794, 4.50%, due 10/01/2048 3132AC3B4 4,130,384 $4,056,388.94 0.31%
Freddie Mac Series 5500, Class CZ, 4.50%, due 02/25/2055 3137HJAB3 4,635,168 $4,076,894.38 0.31%
NEW YORK NY 5.25%, due 02/01/2050 64966SME3 4,000,000 $4,114,420.80 0.31%
U.S. Treasury Note, 4.125%, due 03/31/2032 91282CMT5 4,000,000 $4,056,484.36 0.31%
U.S. Treasury Note, 4.375%, due 08/31/2028 91282CHX2 4,000,000 $4,087,343.76 0.31%
APPLOVIN CORP 5.375%, due 12/01/2031 03831WAC2 3,855,000 $3,974,702.38 0.30%
GNMA Series 2025-95, Class DC, Variable rate, due 05/20/2055 38385GUG2 4,276,393 $3,983,172.37 0.30%
ICON INVESTMENTS SIX DAC 5.849%, due 05/08/2029 45115AAB0 3,800,000 $3,978,315.00 0.30%
U.S. Treasury Note, 3.75%, due 04/15/2028 91282CMW8 4,000,000 $4,014,375.00 0.30%
Freddie Mac Series 5224, Class DZ, 4%, due 04/25/2052 3137H7G31 4,203,949 $3,800,932.05 0.29%
U.S. Treasury Bond, 4.625%, due 11/15/2044 912810UF3 3,900,000 $3,802,347.67 0.29%
Gracie Point International Funding Series 2025-1A, Class A, Variable rate, due 08/15/2028 38411WAA0 3,700,000 $3,700,000.00 0.28%
RUN NQM TRUST Series 2022-NQM1, Class A1, Variable rate, due 03/25/2067 74981CAA9 3,772,906 $3,738,834.84 0.28%
ARTHUR J GALLAGHER & CO 5.55%, due 02/15/2055 04316JAP4 3,805,000 $3,613,546.18 0.27%
Fannie Mae FN AL8400, 3%, due 08/01/2043 3138ETKN5 3,902,137 $3,572,418.97 0.27%
Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044 3136ALDV0 3,918,072 $3,563,316.35 0.27%
Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 35563PKG3 3,659,442 $3,533,914.73 0.27%
Fannie Mae Series 2024-20, Class ZQ, 4%, due 10/25/2045 3136BRX77 3,970,899 $3,498,273.76 0.26%
Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 3136BTTR4 3,444,436 $3,455,727.79 0.26%
Freddie Mac Series 5202, Class NV, 3%, due 01/25/2037 3137H63G8 3,731,580 $3,476,911.09 0.26%
MARS INC 5.70%, due 05/01/2055 571676BC8 3,500,000 $3,456,770.04 0.26%
QUANTA SERVICES INC 5.25%, due 08/09/2034 74762EAL6 3,370,000 $3,425,443.79 0.26%
U.S. Treasury Bond, 0%, due 11/15/2042 912803DZ3 8,000,000 $3,461,742.32 0.26%
U.S. Treasury Bond, 1.375%, due 08/15/2050 912810SP4 7,000,000 $3,413,457.04 0.26%
BMO Mortgage Trust Series 2025-C12, Class ASB, 5.76198%, due 06/15/2058 05615DAD9 3,091,000 $3,289,014.10 0.25%
BROWN & BROWN INC 5.65%, due 06/11/2034 115236AG6 3,245,000 $3,337,600.22 0.25%
CIM Trust Series 2019-INV3, Class B1A, Variable rate, due 08/25/2049 12557LAZ8 3,441,851 $3,281,354.86 0.25%
Fannie Mae FN BM7687, 3%, due 11/01/2046 3140JCRH9 3,764,473 $3,360,830.29 0.25%
Fannie Mae Series 2024-81, Class FE, Variable rate, due 07/25/2054 3136BTLF8 3,310,784 $3,309,381.70 0.25%
Freddie Mac FR SD7309, 4%, due 02/01/2045 3132DVDN2 3,453,092 $3,342,198.77 0.25%
HYATT HOTELS CORP 5.75%, due 03/30/2032 448579AV4 3,250,000 $3,372,028.50 0.25%
Santander US Capital Markets L Series 2025-NQM2, Class A1, Variable rate, due 02/25/2065 802638AA4 3,341,064 $3,376,147.56 0.25%
SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 78432WAA1 3,288,100 $3,268,200.75 0.25%
AMERICAN EXPRESS CO Variable rate, due 04/25/2036 025816EH8 3,000,000 $3,142,909.08 0.24%
ASHTEAD CAPITAL INC 4%, due 05/01/2028 045054AJ2 3,255,000 $3,221,912.40 0.24%
BANK OF AMERICA CORP Variable rate, due 04/27/2033 06051GKQ1 3,170,000 $3,144,202.23 0.24%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 01F030694 3,742,000 $3,246,655.59 0.24%
KEURIG DR PEPPER INC 5.15%, due 05/15/2035 49271VBB5 3,250,000 $3,218,916.06 0.24%
New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048 64828FCQ3 3,268,219 $3,211,596.56 0.24%
VERISK ANALYTICS INC 5.125%, due 02/15/2036 92345YAN6 3,250,000 $3,244,204.76 0.24%
AMCOR FLEXIBLES NORTH AMERICA 5.50%, due 03/17/2035 02344AAH1 3,000,000 $3,073,198.80 0.23%
Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 05548WAA5 3,145,000 $2,992,991.14 0.23%
CEMEX SAB DE CV N/C, 5.45%, due 11/19/2029 151290BV4 3,000,000 $3,023,531.40 0.23%
CHENIERE ENERGY PARTNERS 4.50%, due 10/01/2029 16411QAG6 3,000,000 $2,994,267.99 0.23%
Fannie Mae Series 2025-6, Class FB, Variable rate, due 02/25/2055 3136BUVH0 3,021,945 $3,029,416.34 0.23%
FHLMC Multifamily Structured Pass Through Certs. Series K120, Class X1, Variable rate, due 10/25/2030 3137F72R5 72,007,277 $3,026,530.67 0.23%
FLORIDA POWER & LIGHT CO 5.30%, due 04/01/2053 341081GM3 3,155,000 $3,053,788.80 0.23%
HCA INC 4.125%, due 06/15/2029 404119BX6 3,035,000 $3,008,493.71 0.23%
IQVIA INC 5.70%, due 05/15/2028 46266TAC2 3,000,000 $3,097,335.01 0.23%
KRAFT HEINZ FOODS CO N/C, 5%, due 06/04/2042 50076QAE6 3,335,000 $3,002,329.31 0.23%
NORTHERN STATES PWR-MINN 5.65%, due 05/15/2055 665772DA4 3,000,000 $3,009,237.33 0.23%
NYO Commercial Mortgage Trust Series 2021-1290, Class A, Variable rate, due 11/15/2038 62955HAA5 3,100,000 $3,095,727.89 0.23%
SOLVENTUM CORP 5.90%, due 04/30/2054 83444MAS0 3,040,000 $3,069,580.69 0.23%
T-MOBILE USA INC 5.125%, due 05/15/2032 87264ADS1 3,000,000 $3,080,369.19 0.23%
U.S. Treasury Bond, 0%, due 08/15/2042 912803DY6 7,000,000 $3,075,058.21 0.23%
U.S. Treasury Bond, 3.125%, due 05/15/2048 912810SC3 4,000,000 $3,016,718.76 0.23%
UNITEDHEALTH GROUP INC 5.95%, due 06/15/2055 91324PFR8 3,000,000 $3,030,951.78 0.23%
ABC SUPPLY CO INC 4%, due 01/15/2028 024747AF4 3,000,000 $2,937,855.60 0.22%
Freddie Mac Series 5460, Class FN, Variable rate, due 10/25/2054 3137HFSC0 2,880,641 $2,873,339.57 0.22%
GARTNER INC 3.625%, due 06/15/2029 366651AG2 3,065,000 $2,928,350.36 0.22%
HOMES Trust Series 2024-AFC2, Class A1, Variable rate, due 10/25/2059 437920AC5 2,897,789 $2,915,579.78 0.22%
JPMORGAN CHASE & CO Variable rate, due 07/25/2033 46647PDH6 2,940,000 $2,988,057.86 0.22%
PRP Advisors, LLC Series 2025-NQM2, Class A1, Variable rate, due 04/25/2070 693983AA6 2,853,541 $2,878,004.58 0.22%
Toorak Mortgage Corp. Series 2021-INV1, Class A1, Variable rate, due 07/25/2056 89688WAA9 3,286,451 $2,986,462.80 0.22%
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 05608MAA4 3,081,000 $2,852,133.16 0.21%
FHLMC Multifamily Structured Pass Through Certs. Series K-164, Class XAM, Variable rate, due 06/25/2034 3137HDUZ1 116,788,000 $2,837,254.68 0.21%
Freddie Mac Series 5487, Class ZM, 3.50%, due 12/25/2054 3137HHML2 3,448,209 $2,819,310.54 0.21%
HOUSTON GALLERIA MALL TRUST Series 2025-HGLR, Class A, Variable rate, due 02/05/2045 44216XAA3 2,750,000 $2,839,088.45 0.21%
SANTANDER HOLDINGS USA Variable rate, due 03/20/2029 80282KBN5 2,750,000 $2,816,150.92 0.21%
SKY1 2025-LINE A Series 2025-LINE, Class A, Variable rate, due 04/15/2030 830941AA8 2,723,155 $2,748,535.47 0.21%
Wells Fargo Commercial Mortgage Trust Series 2018-C47, Class AS, Variable rate, due 09/15/2061 95002DBR9 2,737,274 $2,727,951.94 0.21%
Wells Fargo Commercial Mortgage Trust Series 2022-C62, Class A4, Variable rate, due 04/15/2055 95003MBS6 2,950,000 $2,828,017.21 0.21%
ASHTEAD CAPITAL INC 5.80%, due 04/15/2034 045054AS2 2,500,000 $2,598,594.15 0.20%
Barclays Commercial Mortgage Securities LLC Series 2025-C35, Class XA, Variable rate, due 07/15/2058 07337DAH3 51,890,292 $2,695,415.29 0.20%
CONSTELLATION BRANDS INC 4.75%, due 05/09/2032 21036PBL1 2,645,000 $2,651,793.70 0.20%
Fannie Mae FN FP0122, 4.50%, due 07/01/2051 3140XTD40 2,661,361 $2,596,132.80 0.20%
Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A, Variable rate, due 10/01/2053 30335JAC5 2,780,669 $2,691,213.33 0.20%
Freddie Mac Series 4745, Class CZ, 3.50%, due 01/15/2048 3137FDBN1 2,941,363 $2,681,467.95 0.20%
MORGAN STANLEY Variable rate, due 10/18/2033 61747YEY7 2,450,000 $2,682,345.30 0.20%
PACKAGING CORP OF AMERICA 5.70%, due 12/01/2033 695156AX7 2,575,000 $2,715,693.80 0.20%
Towd Point Mortgage Trust Series 2022-3, Class A1, Variable rate, due 08/01/2062 89180NAA2 2,732,910 $2,615,873.63 0.20%
UBS GROUP AG Variable rate, due 04/01/2031 225401AP3 2,710,000 $2,679,723.34 0.20%
Bank Series 2025-BNK49, Class XA, Variable rate, due 03/15/2058 05494FBY3 53,508,065 $2,553,854.33 0.19%
Barclays Commercial Mortgage Securities LLC Series 2020-C8, Class A5, 2.04%, due 10/15/2053 05552ABC1 2,800,000 $2,489,588.08 0.19%
BROWN & BROWN INC 4.20%, due 03/17/2032 115236AE1 2,615,000 $2,510,017.41 0.19%
Capital Street Master Trust Series 2025-1, Class A, Variable rate, due 08/16/2029 14051LAC6 2,500,000 $2,500,000.00 0.19%
DELL INT LLC / EMC CORP 5.30%, due 04/01/2032 24703TAN6 2,500,000 $2,579,952.00 0.19%
Freddie Mac - SCRT Series 2019-2, Class HV, 3%, due 08/25/2058 35563PKD0 2,768,630 $2,467,037.18 0.19%
ICON INVESTMENTS SIX DAC 6%, due 05/08/2034 45115AAC8 2,415,000 $2,512,481.66 0.19%
JH NORTH AMERICA HOLDING 6.125%, due 07/31/2032 46593WAB1 2,500,000 $2,541,798.73 0.19%
ORACLE CORP 6%, due 08/03/2055 68389XDB8 2,500,000 $2,463,580.95 0.19%
Pagaya AI Debt Selection Trust Series 2025-5, Class A2, 5.108%, due 03/15/2033 69548WAB9 2,500,000 $2,513,860.50 0.19%
PRKCM Trust Series 2022-AFC2, Class A1, Variable rate, due 08/25/2057 69377TAA4 2,480,165 $2,477,336.06 0.19%
Progress Residential Trust Series 2025-SFR3, Class A, 3.39%, due 07/17/2030 74334BAA5 2,600,000 $2,465,085.22 0.19%
PRP Advisors, LLC Series 2025-NQM3, Class A1, Variable rate, due 05/25/2070 69382NAA0 2,446,437 $2,473,481.17 0.19%
TR FINANCE LLC 5.50%, due 08/15/2035 87268LAE7 2,500,000 $2,565,269.48 0.19%
TR FINANCE LLC 5.85%, due 04/15/2040 87268LAB3 2,470,000 $2,560,278.99 0.19%
U.S. Treasury Bond, 3%, due 02/15/2049 912810SF6 3,500,000 $2,560,878.92 0.19%
UBS GROUP AG Variable rate, due 05/09/2036 902613BQ0 2,500,000 $2,580,471.53 0.19%
VISTRA OPERATIONS CO LLC 5.70%, due 12/30/2034 92840VAU6 2,500,000 $2,561,997.50 0.19%
Wells Fargo Commercial Mortgage Trust Series 2025-B33RP, Class A, Variable rate, due 08/15/2042 95004RAA4 2,550,000 $2,553,782.67 0.19%
BARCLAYS PLC Variable rate, due 05/16/2029 06738EBD6 2,330,000 $2,365,834.38 0.18%
BENCHMARK Mortgage Trust Series 2021-B25, Class A4, 2.268%, due 04/15/2054 08163DAD9 2,700,000 $2,447,399.34 0.18%
Credit Suisse Mortgage Trust Series 2018-J1, Class A2, Variable rate, due 02/25/2048 12653TAB7 2,637,998 $2,375,310.45 0.18%
DUKE ENERGY CAROLINAS 5.30%, due 02/15/2040 26442CAH7 2,340,000 $2,357,014.94 0.18%
Fannie Mae - CAS Series 2024-R05, Class 2A1, Variable rate, due 07/25/2044 20754XAA1 2,348,552 $2,350,851.47 0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K132, Class X1, Variable rate, due 08/25/2031 3137H3EX6 92,099,966 $2,330,543.60 0.18%
THE CIGNA GROUP 5.40%, due 03/15/2033 125523CS7 2,340,000 $2,432,373.35 0.18%
UNIVERSAL HEALTH SVCS 2.65%, due 10/15/2030 913903AW0 2,710,000 $2,432,456.61 0.18%
Verus Securitization Trust Series 2022-2, Class A1, Variable rate, due 02/25/2067 92538XAA3 2,485,415 $2,396,876.11 0.18%
ALCON FINANCE CORP 5.75%, due 12/06/2052 01400EAF0 2,265,000 $2,280,913.84 0.17%
BECTON DICKINSON & CO 4.685%, due 12/15/2044 075887BG3 2,525,000 $2,229,879.74 0.17%
BWAY Mortgage Trust Series 2025-1535, Class A, Variable rate, due 05/05/2030 12430BAA8 2,190,000 $2,279,306.45 0.17%
CHI Commercial Mortgage Trust Series 2025-SFT, Class A, Variable rate, due 04/15/2042 16706GAA5 2,230,000 $2,286,594.06 0.17%
CONAGRA BRANDS INC 5.40%, due 11/01/2048 205887CE0 2,500,000 $2,217,821.72 0.17%
Fannie Mae - CAS Series 2025-R01, Class 1A1, Variable rate, due 01/25/2045 20755JAA1 2,280,050 $2,281,317.18 0.17%
Freddie Mac - SCRT Series 2018-1, Class MA, 3%, due 05/25/2057 35563PDZ9 2,402,259 $2,270,219.24 0.17%
Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045 3137BKYF1 2,616,930 $2,278,602.33 0.17%
GNMA Series 2018-89, Class VZ, 3.50%, due 06/20/2048 38380XKN6 2,569,254 $2,293,349.65 0.17%
HOMES Trust Series 2025-AFC2, Class A1, Variable rate, due 06/25/2060 43761YAA2 2,178,841 $2,197,384.96 0.17%
LV Trust Series 2024-SHOW, Class A, Variable rate, due 10/10/2041 50245XAA5 2,225,000 $2,259,746.05 0.17%
Oak Hill Credit Series 2023-15RA, Class A, Variable rate, due 07/20/2038 67121NAC6 2,200,000 $2,206,930.00 0.17%
Onslow Bay Financial LLC Series 2025-NQM6, Class A1, Variable rate, due 03/25/2065 67448UAA0 2,282,596 $2,306,304.85 0.17%
PRKCM Trust Series 2025-HOME1, Class A1A, Variable rate, due 02/25/2060 69382FAA7 2,197,980 $2,220,260.37 0.17%
Stratus CLO Series 2025-1A, Class A2, Variable rate, due 07/15/2033 863163AC5 2,250,000 $2,249,949.51 0.17%
THE 2023-MIC Trust Series 2023-MIC, Class A, Variable rate, due 12/05/2038 87256GAA0 2,060,000 $2,242,973.53 0.17%
Toorak Mortgage Corp. Series 2022-INV1, Class A1, Variable rate, due 02/25/2057 872635AA5 2,439,443 $2,292,793.49 0.17%
U.S. Treasury Bond, 3%, due 08/15/2048 912810SD1 3,000,000 $2,205,703.14 0.17%
Verus Securitization Trust Series 2022-1, Class A1, Variable rate, due 01/25/2067 92538WAA5 2,374,934 $2,229,198.94 0.17%
WHARF Commercial Mortgage Trust Series 2025-DC, Class A, Variable rate, due 07/15/2040 92987LAA5 2,175,000 $2,237,569.97 0.17%
BNP PARIBAS Variable rate, due 12/05/2034 05581KAG6 2,000,000 $2,117,255.34 0.16%
Fannie Mae - CAS Series 2025-R02, Class 1A1, Variable rate, due 02/25/2045 20754TAB8 2,169,866 $2,173,206.05 0.16%
MSWF Commercial Mortgage Trust Series 2023-1, Class XA, Variable rate, due 05/15/2056 55376CAP8 40,343,517 $2,074,112.63 0.16%
Wells Fargo Mortgage Backed Securities Trust Series 2018-1, Class B1, Variable rate, due 07/25/2047 94989UBH3 2,276,111 $2,129,262.85 0.16%
AMCOR FLEXIBLES NORTH AMERICA 5.10%, due 03/17/2030 02344AAG3 2,000,000 $2,048,457.38 0.15%
AMRIZE FINANCE US LLC 4.95%, due 04/07/2030 43475RAC0 2,000,000 $2,044,258.63 0.15%
AMRIZE FINANCE US LLC 5.40%, due 04/07/2035 43475RAD8 2,000,000 $2,035,857.56 0.15%
Battalion CLO LTD Series 2022-24A, Class AR, Variable rate, due 07/14/2036 07135JAJ0 2,000,000 $2,008,823.68 0.15%
BNP PARIBAS Variable rate, due 05/09/2031 09659W3D4 2,000,000 $2,035,849.78 0.15%
BX Trust Series 2025-GW, Class A, Variable rate, due 07/15/2042 12433GAA4 2,000,000 $2,008,585.20 0.15%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 2,250,000 $1,988,145.00 0.15%
CIFC Funding Ltd Series 2015-4A, Class A1A2, Variable rate, due 04/20/2034 12550TAY1 2,000,000 $2,001,792.06 0.15%
CONSTELLATION BRANDS INC 4.80%, due 05/01/2030 21036PBS6 2,000,000 $2,031,225.28 0.15%
Elmwood CLO X Ltd Series 2021-3A, Class AR2, Variable rate, due 07/20/2038 29002VAW8 2,000,000 $2,006,405.18 0.15%
Fannie Mae FN AS5843, 4%, due 09/01/2045 3138WFP59 2,100,740 $1,999,998.09 0.15%
Fannie Mae FN FM9416, 3.50%, due 07/01/2045 3140XDPA8 2,122,765 $1,979,701.54 0.15%
Flagstar Mortgage Trust Series 2018-2, Class B1, Variable rate, due 04/25/2048 33851HAZ6 2,118,948 $1,967,115.32 0.15%
Garnet CLO Ltd Series 2025-2A, Class A, Variable rate, due 10/20/2038 36626CAA9 2,000,000 $2,001,716.00 0.15%
Harriman Park CLO Series 2020-1A, Class ARR, Variable rate, due 07/20/2038 413717BC2 2,000,000 $2,004,859.40 0.15%
LPL HOLDINGS INC 5.15%, due 06/15/2030 50212YAP9 2,000,000 $2,044,446.12 0.15%
New Residential Mortgage Loan Trust Series 2016-3A, Class B1, Variable rate, due 09/25/2056 64829HAM9 2,030,873 $1,985,332.61 0.15%
Onslow Bay Financial LLC Series 2025-NQM13, Class A1, Variable rate, due 05/25/2065 67121UAA4 1,986,271 $2,002,515.58 0.15%
PRP Advisors, LLC Series 2025-RPL4, Class A1, Variable rate, due 05/25/2055 74448NAA2 2,136,834 $2,024,700.62 0.15%
Rockland Park CLO Ltd Series 2021-1A, Class A1R, Variable rate, due 07/20/2038 773663AJ8 2,000,000 $2,008,794.62 0.15%
Sixth Street CLO LTD. Series 2021-20A, Class A1R, Variable rate, due 07/17/2038 83012QAN4 2,000,000 $2,011,843.18 0.15%
Towd Point Mortgage Trust Series 2019-HY2, Class A1, Variable rate, due 05/25/2058 89177HAA0 1,912,918 $1,956,025.50 0.15%
U.S. Treasury Note, 3.875%, due 05/31/2027 91282CNE7 2,000,000 $2,006,171.88 0.15%
U.S. Treasury Note, 4.125%, due 05/31/2032 91282CNF4 2,000,000 $2,026,875.00 0.15%
U.S. Treasury Note, 4.375%, due 01/31/2032 91282CMK4 2,000,000 $2,057,343.76 0.15%
VERISK ANALYTICS INC 5.25%, due 03/15/2035 92345YAL0 2,000,000 $2,022,317.92 0.15%
Verus Securitization Trust Series 2022-INV1, Class A, Variable rate, due 08/25/2067 92539JAA3 2,004,880 $2,000,190.60 0.15%
VISTRA OPERATIONS CO LLC 5.05%, due 12/30/2026 92840VAT9 1,980,000 $1,996,190.47 0.15%
COLT Funding LLC Series 2025-4, Class A1, Variable rate, due 04/25/2070 12674HAA0 1,862,335 $1,886,157.98 0.14%
COSTAR GROUP INC 2.80%, due 07/15/2030 22160NAA7 2,000,000 $1,836,059.23 0.14%
Cross Mortgage Trust Series 2025-H3, Class A1, Variable rate, due 05/25/2070 22757EAB4 1,880,411 $1,905,181.54 0.14%
Ellington Financial Mortgage Trust Series 2024-INV2, Class A1, Variable rate, due 10/25/2069 26844LAA6 1,853,951 $1,849,567.85 0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K541, Class X1, Variable rate, due 02/25/2030 3137HLXX5 73,538,903 $1,915,239.84 0.14%
Freddie Mac - STACR Series 2025-HQA1, Class A1, Variable rate, due 02/25/2045 35564NGY3 1,843,750 $1,845,437.58 0.14%
Freddie Mac FG Q43173, 3%, due 09/01/2046 3132WGQ34 2,038,529 $1,815,835.51 0.14%
GARTNER INC 3.75%, due 10/01/2030 366651AE7 1,985,000 $1,869,182.44 0.14%
LLOYDS BANKING GROUP PLC Variable rate, due 06/05/2030 53944YBA0 1,770,000 $1,854,078.33 0.14%
MFRA Trust Series 2025-NQM1, Class A1, Variable rate, due 03/25/2070 55287JAA4 1,863,169 $1,872,637.42 0.14%
MORGAN STANLEY Variable rate, due 01/23/2030 6174468G7 1,855,000 $1,865,374.42 0.14%
U.S. Treasury Bond, 4.625%, due 02/15/2055 912810UG1 2,000,000 $1,920,937.50 0.14%
BSTN Commercial Mortgage Trust Series 2025-1C, Class A, Variable rate, due 06/15/2044 05615EAA3 1,700,000 $1,750,548.14 0.13%
CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053 21873LAA1 1,760,976 $1,725,791.50 0.13%
FACTSET RESEARCH SYSTEMS 3.45%, due 03/01/2032 303075AB1 1,850,000 $1,707,717.66 0.13%
Fannie Mae FN MA4025, 2.50%, due 05/01/2050 31418DPK2 2,115,348 $1,737,186.12 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030 3137FWG95 34,060,943 $1,785,280.48 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031 3137H1YX8 34,258,159 $1,670,938.28 0.13%
Hilton USA Trust Series 2025-NVIL, Class A, Variable rate, due 07/15/2042 432826AA3 1,700,000 $1,707,245.74 0.13%
MFRA Trust Series 2023-INV2, Class A1, Variable rate, due 10/25/2058 59319BAA5 1,693,891 $1,712,599.50 0.13%
Towd Point Mortgage Trust Series 2022-1, Class A1, Variable rate, due 07/25/2062 89170VAA6 1,819,259 $1,740,645.82 0.13%
Fannie Mae FN BM7345, 4.50%, due 03/01/2050 3140JCET7 1,620,961 $1,536,160.91 0.12%
Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 01F0306A1 1,876,000 $1,627,372.79 0.12%
Freddie Mac - SCRT Series 2017-2, Class MA, 3%, due 08/25/2056 35563PBC2 1,723,003 $1,614,069.42 0.12%
FREMF Mortgage Trust Series 2018-K156, Class X2A, 0.10%, due 07/25/2036 302957AL9 321,764,256 $1,623,075.44 0.12%
GARTNER INC 4.50%, due 07/01/2028 366651AC1 1,635,000 $1,616,684.91 0.12%
JP Morgan Mortgage Trust Series 2019-INV1, Class B1, Variable rate, due 10/25/2049 46591DAX7 1,635,346 $1,601,201.27 0.12%
MSCI INC 5.25%, due 09/01/2035 55354GAR1 1,667,000 $1,660,198.31 0.12%
NY Commercial Mortgage Trust Series 2025-299P, Class A, Variable rate, due 02/10/2035 62957FAA7 1,520,000 $1,588,971.82 0.12%
Pagaya AI Debt Selection Trust Series 2025-R1, Class A1, 4.87%, due 05/18/2026 69547CAA6 1,655,686 $1,655,773.32 0.12%
THE CIGNA GROUP 4.80%, due 07/15/2046 125523CF5 1,750,000 $1,531,598.71 0.12%
Barclays Commercial Mortgage Securities LLC Series 2023-C20, Class A5, 5.576%, due 07/15/2056 07336DAW1 1,392,000 $1,461,832.74 0.11%
BRAVO Residential Funding Trust Series 2025-NQM3, Class A1, Variable rate, due 05/01/2055 105927AC1 1,388,555 $1,400,745.46 0.11%
BX Trust Series 2021-ARIA, Class A, Variable rate, due 10/15/2036 05608RAA3 1,480,000 $1,480,409.37 0.11%
CBAM CLO Management Series 2018-7A, Class B1, Variable rate, due 07/20/2031 12482JAC4 1,495,000 $1,498,774.28 0.11%
Freddie Mac - STACR Series 2025-DNA1, Class A1, Variable rate, due 01/25/2045 35564NFY4 1,400,000 $1,400,735.00 0.11%
GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063 38381J2J5 30,380,398 $1,513,044.08 0.11%
ORACLE CORP 5.375%, due 09/27/2054 68389XCU7 1,630,000 $1,468,017.89 0.11%
PFS Financing Corp. Series 2025-D, Class A, 4.521%, due 05/15/2030 69335PFY6 1,500,000 $1,512,582.00 0.11%
PRP Advisors, LLC Series 2025-RCF4, Class A1, Variable rate, due 08/25/2055 69382WAA0 1,500,000 $1,484,085.30 0.11%
Silver Point CLO, Ltd Series 2025-9A, Class A1, Variable rate, due 03/31/2038 82809VAA0 1,500,000 $1,508,863.41 0.11%
THE CAMPBELLS COMPANY 5.40%, due 03/21/2034 134429BP3 1,470,000 $1,497,898.09 0.11%
THE CIGNA GROUP 4.80%, due 08/15/2038 125523AJ9 1,500,000 $1,415,046.24 0.11%
TRANS-ALLEGHENY INTERSTATE LINE CO 5%, due 01/15/2031 893045AF1 1,400,000 $1,435,759.81 0.11%
U.S. Treasury Bond, 3%, due 02/15/2048 912810SA7 2,000,000 $1,477,500.00 0.11%
U.S. Treasury Note, 3.625%, due 09/30/2031 91282CLM1 1,500,000 $1,483,623.05 0.11%
WELLS FARGO & COMPANY Variable rate, due 07/25/2033 95000U3B7 1,500,000 $1,512,080.06 0.11%
AON GLOBAL LTD 4.75%, due 05/15/2045 00185AAH7 1,530,000 $1,349,836.30 0.10%
ARTHUR J GALLAGHER & CO 5.15%, due 02/15/2035 04316JAN9 1,330,000 $1,339,985.64 0.10%
Bank Series 2020-BN29, Class A4, 1.997%, due 11/15/2053 06541TBF5 1,477,000 $1,284,670.82 0.10%
ELEVANCE HEALTH INC 4.65%, due 01/15/2043 94973VBB2 1,475,000 $1,292,891.57 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034 3137FMTU6 26,574,169 $1,367,094.82 0.10%
Flagship Credit Auto Trust Series 2024-3, Class A, 4.88%, due 11/15/2028 33843YAA5 1,283,763 $1,287,498.76 0.10%
Freddie Mac - SCRT Series 2018-3, Class HV, 3%, due 08/25/2057 35563PGD5 1,527,124 $1,361,722.11 0.10%
GOLDMAN SACHS GROUP INC Variable rate, due 10/23/2030 38141GB60 1,305,000 $1,322,933.40 0.10%
NASDAQ INC 5.95%, due 08/15/2053 63111XAK7 1,315,000 $1,350,990.14 0.10%
Research-Driven Pagaya Motor Asset Trust I Series 2023-3A, Class A, 7.13%, due 01/26/2032 76089RAA2 1,355,029 $1,357,271.81 0.10%
Verus Securitization Trust Series 2025-3, Class A1, Variable rate, due 05/25/2070 924928AA2 1,333,638 $1,347,642.88 0.10%
VICI PROPERTIES LP 4.95%, due 02/15/2030 925650AC7 1,295,000 $1,309,924.51 0.10%
BANK OF AMERICA CORP Variable rate, due 02/07/2030 06051GHQ5 1,150,000 $1,140,532.32 0.09%
Credit Suisse Mortgage Trust Series 2019-UVIL, Class A, 3.1595%, due 12/15/2041 12656DAA1 1,300,000 $1,216,668.05 0.09%
Fannie Mae Series 2013-41, Class ZA, 3%, due 05/25/2043 3136ADQ69 1,240,018 $1,133,863.28 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030 3137FTZS9 18,922,884 $1,154,498.38 0.09%
FLUTTER TREASURY DAC 6.375%, due 04/29/2029 344045AA7 1,105,000 $1,147,040.83 0.09%
Freddie Mac - SCRT Series 2018-1, Class MT, 3%, due 05/25/2057 35563PDY2 1,404,050 $1,199,351.43 0.09%
Freddie Mac FR RE6076, 2%, due 12/01/2050 3133N3XD1 1,613,134 $1,255,255.12 0.09%
Freddie Mac Series 4639, Class HZ, Variable rate, due 04/15/2053 3137BTEH0 1,469,428 $1,209,622.23 0.09%
GLS Auto Select Receivables Trust Series 2023-1A, Class A3, 5.96%, due 10/16/2028 36267FAE8 1,241,969 $1,253,032.47 0.09%
GOLDMAN SACHS GROUP INC Variable rate, due 08/23/2028 38141GZU1 1,190,000 $1,195,429.68 0.09%
JW Commercial Mortgage Trust Series 2024-BERY, Class A, Variable rate, due 11/15/2039 46676AAA1 1,240,000 $1,243,759.43 0.09%
Onslow Bay Financial LLC Series 2019-EXP3, Class 2A1B, Variable rate, due 10/25/2059 67113ABA7 1,149,410 $1,151,180.61 0.09%
ORACLE CORP 6.125%, due 07/08/2039 68389XAH8 1,105,000 $1,161,252.95 0.09%
ROPER TECHNOLOGIES INC 4.90%, due 10/15/2034 776696AJ5 1,250,000 $1,241,155.00 0.09%
ABBVIE INC 5.60%, due 03/15/2055 00287YEB1 1,000,000 $1,000,446.78 0.08%
BACARDI-MARTINI BV 5.55%, due 02/01/2030 05634WAA0 1,000,000 $1,034,959.59 0.08%
BRAVO Residential Funding Trust Series 2022-NQM1, Class A1, Variable rate, due 09/25/2061 10569FAA6 1,115,596 $1,100,977.60 0.08%
BROWN & BROWN INC 6.25%, due 06/23/2055 115236AN1 1,000,000 $1,031,294.32 0.08%
CREDIT AGRICOLE SA Variable rate, due 01/10/2030 22535WAK3 1,000,000 $1,029,182.83 0.08%
Fannie Mae FN MA1582, 3.50%, due 09/01/2043 31418AXL7 1,126,668 $1,058,165.93 0.08%
FIFTH THIRD BANCORP Variable rate, due 07/28/2030 316773DG2 1,010,000 $1,023,080.28 0.08%
Freddie Mac - SCRT Series 2017-1, Class HA, Variable rate, due 01/25/2056 35563PAP4 1,163,340 $1,095,613.29 0.08%
Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058 35563PJF7 1,141,027 $1,106,860.09 0.08%
GS Mortgage Securities Trust Series 2024-FAIR, Class A, Variable rate, due 07/15/2029 36270JAA3 975,000 $1,009,016.78 0.08%
JP Morgan Mortgage Trust Series 2019-6, Class B1, Variable rate, due 12/25/2049 46651BAY6 1,124,287 $1,059,996.98 0.08%
KRAFT HEINZ FOODS CO 5.20%, due 03/15/2032 50077LBM7 1,000,000 $1,022,706.85 0.08%
MARS INC 5.20%, due 03/01/2035 571676BA2 1,000,000 $1,013,755.96 0.08%
ORACLE CORP 5.50%, due 08/03/2035 68389XDA0 1,000,000 $1,023,588.18 0.08%
Pagaya AI Debt Selection Trust Series 2024-11, Class A, 5.092%, due 07/15/2032 69544AAA3 1,096,692 $1,100,274.62 0.08%
Pagaya AI Debt Selection Trust Series 2025-2, Class A, Variable rate, due 10/15/2032 69545GAF8 1,039,035 $1,040,325.40 0.08%
Pagaya AI Debt Selection Trust Series 2025-4, Class A2, 5.373%, due 01/17/2033 69547DAB2 1,000,000 $1,008,003.40 0.08%
PFS Financing Corp. Series 2025-C, Class A, 0%, due 04/16/2029 69335PFW0 1,000,000 $1,004,676.90 0.08%
SMURFIT KAPPA TREASURY 5.438%, due 04/03/2034 83272GAE1 1,050,000 $1,078,818.28 0.08%
Starwood Mortgage Residential Trust Series 2022-3, Class A1, Variable rate, due 03/25/2067 85571RAA8 1,119,835 $1,113,180.37 0.08%
UBS Commercial Mortgage Trust Series 2019-C17, Class XA, Variable rate, due 10/15/2052 90278MBB2 22,366,419 $1,046,099.78 0.08%
ALCON FINANCE CORP 5.375%, due 12/06/2032 01400EAE3 910,000 $944,816.52 0.07%
ATLASSIAN CORPORATION 5.50%, due 05/15/2034 049468AB7 850,000 $871,393.78 0.07%
Bank Series 2019-BN19, Class XA, Variable rate, due 08/15/2061 06540WBH5 28,974,296 $885,100.99 0.07%
CHARLES RIVER LABORATORIES 3.75%, due 03/15/2029 159864AG2 975,000 $925,872.57 0.07%
Chase Auto Owner Trust Series 2022-AA, Class A4, 3.99%, due 03/27/2028 16144JAD3 876,000 $874,131.15 0.07%
CONAGRA BRANDS INC 5.30%, due 11/01/2038 205887CD2 970,000 $920,990.55 0.07%
DUKE ENERGY PROGRESS LLC 5.55%, due 03/15/2055 26442UAV6 1,000,000 $982,692.43 0.07%
Fannie Mae Series 2024-39, Class AV, 3%, due 11/25/2033 3136BSDB8 994,097 $946,489.01 0.07%
Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034 35564CSK4 947,427 $965,141.23 0.07%
Freddie Mac Series 5478, Class NF, Variable rate, due 12/25/2054 3137HHSZ5 954,338 $959,111.74 0.07%
GLS Auto Receivables Trust Series 2024-3A, Class A3, 5.02%, due 04/17/2028 37989AAE4 900,000 $902,896.74 0.07%
GOLDMAN SACHS GROUP INC Variable rate, due 02/24/2033 38141GZM9 1,000,000 $911,498.42 0.07%
HCA INC 4.625%, due 03/15/2052 404119CL1 1,085,000 $871,187.75 0.07%
Home Partners of America Trust Series 2020-2, Class A, 1.532%, due 01/17/2041 437301AA2 961,095 $885,136.24 0.07%
MOLSON COORS BEVERAGE CO 4.20%, due 07/15/2046 60871RAH3 1,145,000 $916,424.70 0.07%
NORTHROP GRUMMAN CORP 5.05%, due 11/15/2040 666807BD3 1,000,000 $974,622.53 0.07%
Pagaya AI Debt Selection Trust Series 2024-10, Class A, 5.183%, due 06/15/2032 69544MAA7 981,191 $985,633.67 0.07%
PRKCM Trust Series 2025-HOME1, Class A1B, Variable rate, due 02/25/2060 69382FAB5 933,325 $944,625.89 0.07%
PRP Advisors, LLC Series 2025-RPL3, Class A1, Variable rate, due 04/25/2055 69392NAA8 951,066 $916,517.99 0.07%
QUANTA SERVICES INC 2.90%, due 10/01/2030 74762EAF9 1,000,000 $932,657.04 0.07%
SMURFIT KAPPA TREASURY 5.20%, due 01/15/2030 83272GAD3 845,000 $875,513.27 0.07%
U.S. Treasury Bond, 3.25%, due 05/15/2042 912810TH1 1,136,000 $938,642.19 0.07%
VMWARE LLC 4.70%, due 05/15/2030 928563AF2 965,000 $978,745.95 0.07%
WASTE MANAGEMENT INC 5.35%, due 10/15/2054 94106LCF4 1,000,000 $969,713.23 0.07%
Wells Fargo Commercial Mortgage Trust Series 2019-C49, Class XA, Variable rate, due 03/15/2052 95001WBC1 27,382,802 $881,134.75 0.07%
Wells Fargo Commercial Mortgage Trust Series 2021-C60, Class A4, 2.342%, due 08/15/2054 95003DBJ6 1,000,000 $886,754.20 0.07%
ASHTEAD CAPITAL INC 4.375%, due 08/15/2027 045054AF0 750,000 $748,509.27 0.06%
BERRY GLOBAL INC 5.50%, due 04/15/2028 08576PAL5 820,000 $845,746.78 0.06%
BMO Mortgage Trust Series 2024-C9, Class A5, 5.7592%, due 07/15/2057 05593MAD5 750,000 $797,615.10 0.06%
BROWN & BROWN INC 4.95%, due 03/17/2052 115236AF8 1,000,000 $861,227.59 0.06%
BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030 12430BAE0 765,000 $804,208.24 0.06%
CONSTELLATION BRANDS INC 5.25%, due 11/15/2048 21036PBD9 820,000 $750,013.01 0.06%
Freddie Mac Multiclass Certificates Series 2019-RR01, Class X, Variable rate, due 06/25/2028 3137FQ3M3 23,500,000 $825,566.75 0.06%
Freddie Mac Multiclass Certificates Series 2020-RR14, Class X, Variable rate, due 03/27/2034 3137F85E9 5,778,199 $780,008.33 0.06%
Gracie Point International Funding Series 2024-1A, Class A, Variable rate, due 03/01/2028 38410KAA7 832,000 $833,436.95 0.06%
HCA INC 5.375%, due 09/01/2026 404121AH8 765,000 $768,090.15 0.06%
Hilton USA Trust Series 2016-HHV, Class A, 3.719%, due 11/05/2038 43300LAA8 845,000 $833,972.41 0.06%
JP Morgan Mortgage Trust Series 2019-INV3, Class A1, Variable rate, due 05/25/2050 46591LBF7 920,505 $833,489.10 0.06%
MARSH & MCLENNAN COS INC 5.35%, due 11/15/2044 571748CE0 785,000 $761,128.45 0.06%
PRP Advisors, LLC Series 2024-RPL2, Class A1, Variable rate, due 05/25/2054 69381DAA3 770,928 $750,282.32 0.06%
Sound Point CLO LTD Series 2020-3A, Class A1R, Variable rate, due 01/25/2032 83615CAL0 847,961 $849,657.31 0.06%
SYNOPSYS INC 5.70%, due 04/01/2055 871607AG2 750,000 $744,405.85 0.06%
Towd Point Mortgage Trust Series 2022-2, Class A1, Variable rate, due 07/01/2062 89180HAA5 810,759 $774,036.71 0.06%
U.S. Treasury Bond, 2.75%, due 08/15/2047 912810RY6 1,130,000 $800,975.78 0.06%
WELLS FARGO & COMPANY Variable rate, due 01/23/2030 95000U3J0 750,000 $773,791.13 0.06%
American Heritage Auto Receivables Trust Series 2024-1A, Class A3, 4.90%, due 09/17/2029 026944AC2 640,000 $645,623.55 0.05%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAJ9 655,000 $602,744.55 0.05%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A5, 2.7563%, due 05/15/2053 03881BAE3 772,250 $722,334.77 0.05%
CHI Commercial Mortgage Trust Series 2025-SFT, Class XA, Variable rate, due 04/15/2042 16706GAC1 62,200,000 $616,091.00 0.05%
Citigroup Commercial Mortgage Trust Series 2019-GC43, Class AAB, 2.959%, due 11/10/2052 17328HBE0 670,146 $651,689.28 0.05%
COLT Funding LLC Series 2021-6, Class A1, Variable rate, due 12/25/2066 12658YAA3 667,935 $610,911.25 0.05%
CONSTELLATION SOFTWARE 5.461%, due 02/16/2034 21037XAD2 670,000 $685,054.07 0.05%
CROWN CASTLE INC 2.90%, due 04/01/2041 22822VAX9 865,000 $623,882.15 0.05%
Fannie Mae or Freddie Mac TBA, 4.50%, due 09/01/2054 01F0426A6 657,000 $631,733.11 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K101, Class X1, Variable rate, due 10/25/2029 3137FQ4B6 23,810,637 $691,639.47 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K-167, Class XAM, Variable rate, due 11/25/2034 3137HHUL3 22,349,000 $719,556.23 0.05%
FIDELITY NATL INFO SERV 3.10%, due 03/01/2041 31620MBU9 905,000 $671,562.13 0.05%
Freddie Mac - STACR Series 2024-HQA2, Class A1, Variable rate, due 08/25/2044 35564NDY6 720,000 $723,589.66 0.05%
Freddie Mac FR RB5112, 2.50%, due 05/01/2041 3133KYVD8 803,852 $717,843.19 0.05%
Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 3132AA2H6 649,665 $603,522.41 0.05%
JP Morgan Mortgage Trust Series 2017-6, Class A7, Variable rate, due 12/25/2048 46649HAG7 704,238 $642,136.33 0.05%
MARRIOTT INTERNATIONAL 5.10%, due 04/15/2032 571903BT9 600,000 $613,280.32 0.05%
OSCAR US Funding Trust Series 2023-1A, Class A3, 5.81%, due 12/10/2027 68785CAC5 718,797 $724,315.26 0.05%
OZLM Ltd Series 2019-24A, Class A1AR, Variable rate, due 07/20/2032 67113DAW4 660,209 $661,388.91 0.05%
PRP Advisors, LLC Series 2023-NQM3, Class A1, Variable rate, due 11/25/2068 69380TAA9 722,701 $729,455.39 0.05%
WELLS FARGO & COMPANY Variable rate, due 07/25/2028 95000U3A9 700,000 $707,601.37 0.05%
Cantor Commercial Real Estate Lending Series 2019-CF1, Class A2, 3.6234%, due 05/15/2052 12529MAB4 559,011 $542,315.78 0.04%
Chase Mortgage Finance Corporation Series 2019-ATR2, Class B1, Variable rate, due 07/25/2049 16159GAY5 593,990 $554,801.19 0.04%
Citigroup Commercial Mortgage Trust Series 2018-C5, Class A3, 3.963%, due 06/10/2051 17291DAC7 573,971 $569,055.98 0.04%
Citigroup Mortgage Loan Trust Inc Series 2014-A, Class B3, Variable rate, due 01/25/2035 17322GAE9 477,658 $473,847.09 0.04%
Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053 21873CAA1 537,596 $531,963.32 0.04%
CoreVest American Finance Ltd Series 2019-3, Class A, 2.705%, due 10/15/2052 21872NAA8 470,069 $467,947.59 0.04%
DTE ELECTRIC CO 5.85%, due 05/15/2055 23338VAZ9 500,000 $516,346.66 0.04%
ELEVANCE HEALTH INC 5.125%, due 02/15/2053 28622HAC5 525,000 $468,814.29 0.04%
FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032 34411YAA5 631,110 $590,201.68 0.04%
Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 35563PHF9 566,494 $550,369.53 0.04%
Freddie Mac - SCRT Series 2019-4, Class HA, 3%, due 02/25/2059 35563PMF3 571,659 $529,181.08 0.04%
Freddie Mac - SLST Series 2020-2, Class AC, 2%, due 09/25/2030 35564CGW1 578,276 $523,880.85 0.04%
Freddie Mac FR SD7550, 3%, due 02/01/2052 3132DVL78 590,666 $523,068.35 0.04%
GCAT Series 2019-RPL1, Class A1, Variable rate, due 10/25/2068 36167CAA4 492,110 $478,643.87 0.04%
HPEFS Equipment Trust Series 2023-2A, Class A3, 5.99%, due 01/21/2031 44328UAC0 534,017 $534,768.44 0.04%
JP Morgan Mortgage Trust Series 2019-INV3, Class A3, Variable rate, due 05/25/2050 46591LAC5 542,352 $491,082.79 0.04%
MSCI INC 4%, due 11/15/2029 55354GAH3 550,000 $537,825.32 0.04%
PRP Advisors, LLC Series 2024-RPL4, Class A1, Variable rate, due 12/25/2054 74448MAA4 558,799 $547,206.69 0.04%
Signal Peak CLO, LLC Series 2016-3A, Class AR3, Variable rate, due 01/23/2037 82672NAA2 490,000 $490,631.00 0.04%
Silver Point CLO, Ltd Series 2024-7A, Class A1, Variable rate, due 01/15/2038 82808UAA3 500,000 $501,983.55 0.04%
T-MOBILE USA INC 5.65%, due 01/15/2053 87264ACW3 595,000 $574,878.75 0.04%
U.S. Treasury Bond, 0%, due 02/15/2041 912834JP4 1,000,000 $469,850.35 0.04%
U.S. Treasury Note, 2.75%, due 08/15/2032 91282CFF3 510,000 $473,841.80 0.04%
VERISK ANALYTICS INC 5.50%, due 06/15/2045 92345YAE6 510,000 $497,466.95 0.04%
ABBVIE INC 4.40%, due 11/06/2042 00287YAM1 395,000 $350,551.31 0.03%
AMERICAN EXPRESS CO Variable rate, due 10/30/2031 025816DN6 365,000 $399,992.08 0.03%
ARTHUR J GALLAGHER & CO 6.50%, due 02/15/2034 04316JAF6 395,000 $435,926.11 0.03%
ARTHUR J GALLAGHER & CO 6.75%, due 02/15/2054 04316JAG4 380,000 $418,627.35 0.03%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 405,000 $355,288.84 0.03%
Bank Series 2020-BN29, Class XA, Variable rate, due 11/15/2053 06541TBL2 6,906,670 $373,829.72 0.03%
BENCHMARK Mortgage Trust Series 2020-B21, Class XA, Variable rate, due 12/17/2053 08163LAL3 6,135,490 $341,420.36 0.03%
BRAVO Residential Funding Trust Series 2019-1, Class A3, 3.50%, due 03/25/2058 10568GAG2 500,000 $426,275.60 0.03%
Chase Mortgage Finance Corporation Series 2019-ATR2, Class B2, Variable rate, due 07/25/2049 16159GAZ2 379,113 $353,147.30 0.03%
CONSTELLATION BRANDS INC 4.50%, due 05/09/2047 21036PAT5 425,000 $354,522.48 0.03%
Credit Suisse Mortgage Trust Series 2021-RPL6, Class A1, Variable rate, due 10/25/2060 12657GAA3 395,422 $359,930.98 0.03%
Fannie Mae FN 310208, 3%, due 03/01/2048 31374CR57 481,811 $418,080.44 0.03%
Fannie Mae FN 310211, 3.50%, due 07/01/2048 31374CR81 466,044 $421,544.94 0.03%
Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2055 01F052698 450,000 $452,645.51 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K103, Class A1, 2.312%, due 06/25/2029 3137FQKM4 384,717 $372,823.10 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K104, Class X1, Variable rate, due 01/25/2030 3137FREK3 9,974,139 $401,291.55 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K116, Class X1, Variable rate, due 07/25/2030 3137FWHV5 7,842,103 $432,583.71 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series KG03, Class X1, Variable rate, due 06/25/2030 3137FVEE8 8,482,588 $444,512.23 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030 3137F84T7 9,729,355 $342,463.58 0.03%
First Trust Commercial Mortgage Opportunities ETF CAAA 33738D762 20,000 $410,800.00 0.03%
Freddie Mac - SCRT Series 2018-3, Class MA, Variable rate, due 08/25/2057 35563PGG8 374,215 $363,500.42 0.03%
Freddie Mac - SCRT Series 2019-4, Class MA, 3%, due 02/25/2059 35563PML0 388,668 $361,795.07 0.03%
Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029 35564CCZ8 446,484 $426,815.66 0.03%
Freddie Mac Multiclass Certificates Series 2020-RR07, Class BX, Variable rate, due 10/27/2028 3137FRVE8 5,795,000 $353,801.85 0.03%
Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050 3137FQVN0 389,648 $379,461.49 0.03%
GS Mortgage Securities Trust Series 2017-GS5, Class AAB, 3.467%, due 03/10/2050 36252HAE1 354,422 $351,964.87 0.03%
JP Morgan Mortgage Trust Series 2020-LTV2, Class B1, Variable rate, due 11/25/2050 46653LCA2 486,266 $443,634.21 0.03%
LLOYDS BANKING GROUP PLC Variable rate, due 01/05/2035 53944YAX1 345,000 $359,129.68 0.03%
NORTHROP GRUMMAN CORP 5.15%, due 05/01/2040 666807BT8 370,000 $365,513.27 0.03%
ORACLE CORP 6.25%, due 11/09/2032 68389XCJ2 400,000 $433,246.96 0.03%
SYNOPSYS INC 4.85%, due 04/01/2030 871607AC1 400,000 $408,410.46 0.03%
T-MOBILE USA INC 3.50%, due 04/15/2031 87264ABW4 405,000 $383,602.03 0.03%
Towd Point Mortgage Trust Series 2022-4, Class A1, 3.75%, due 09/25/2062 89180YAA8 458,586 $441,506.62 0.03%
UNITEDHEALTH GROUP INC 5.875%, due 02/15/2053 91324PES7 365,000 $364,544.43 0.03%
WASTE MANAGEMENT INC 4.15%, due 07/15/2049 94106LBK4 535,000 $438,818.17 0.03%
AT&T INC 3.65%, due 09/15/2059 00206RLV2 355,000 $237,433.65 0.02%
BACARDI LTD / MARTINI BV 5.25%, due 01/15/2029 05635JAA8 240,000 $245,289.29 0.02%
Bank Series 2020-BN26, Class A3, 2.155%, due 03/15/2063 06540JBB7 325,000 $295,867.33 0.02%
BERRY GLOBAL INC 5.65%, due 01/15/2034 08576PAQ4 300,000 $312,519.97 0.02%
Capital Street Master Trust Series 2024-1, Class A, Variable rate, due 10/18/2028 14051LAA0 250,000 $250,040.53 0.02%
COMM Mortgage Trust Series 2024-277P, Class X, Variable rate, due 08/10/2044 12654FAC4 7,850,000 $204,059.97 0.02%
CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 21873BAA3 247,958 $238,606.93 0.02%
Credit Suisse Mortgage Trust Series 2018-RPL9, Class A, Variable rate, due 09/25/2057 12654PAE8 293,192 $283,545.24 0.02%
Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 12596XAA0 205,381 $199,841.83 0.02%
Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 31573TAD0 289,000 $277,173.63 0.02%
Fannie Mae FN BF0207, 4.50%, due 04/01/2047 3140FXGR7 251,164 $250,379.07 0.02%
Fannie Mae FN BM7521, 3.50%, due 10/01/2048 3140JCLB8 341,222 $312,500.90 0.02%
Fannie Mae FN FM9712, 3.50%, due 11/01/2050 3140XDYJ9 352,792 $326,012.28 0.02%
Fannie Mae or Freddie Mac TBA, 2.50%, due 12/01/2051 01F022691 249,000 $207,156.57 0.02%
Fannie Mae Series 2013-136, Class DZ, 3%, due 01/25/2044 3136AHVZ0 261,602 $238,574.55 0.02%
Fannie Mae Series 2018-45, Class FT, Variable rate, due 06/25/2048 3136B2GN6 273,346 $264,690.28 0.02%
Fannie Mae Series 2020-47, Class FA, Variable rate, due 07/25/2050 3136BATB0 326,185 $317,617.84 0.02%
Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053 3136BRLB1 346,757 $282,917.05 0.02%
Farmer Mac Agricultural Real Estate Trust Series 2024-2, Class A, Variable rate, due 08/01/2054 307910AC3 322,712 $321,612.57 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K104, Class XAM, Variable rate, due 01/25/2030 3137FREM9 5,200,000 $280,956.00 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K118, Class X1, Variable rate, due 09/25/2030 3137F62P1 8,373,795 $328,637.94 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031 3137H73N1 269,447 $250,917.69 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class A3, 3.794%, due 01/25/2034 3137FL2M5 217,105 $206,848.37 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K-165, Class XAM, Variable rate, due 09/25/2034 3137HHJ44 4,437,000 $308,473.11 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 3137FFXM4 16,680,447 $231,858.21 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KJ51, Class A2, Variable rate, due 01/25/2032 3137HH6L0 325,000 $330,565.66 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KJ52, Class A2, 4.758%, due 01/25/2032 3137HHUT6 300,000 $305,975.34 0.02%
Freddie Mac - SLST Series 2018-2, Class A2, 3.50%, due 11/25/2028 35564CAP2 232,804 $226,996.52 0.02%
HCA INC 5.125%, due 06/15/2039 404119BY4 305,000 $289,375.43 0.02%
JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 46591DBF5 229,314 $220,181.20 0.02%
Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 59166DAA5 339,604 $331,968.68 0.02%
Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061 67115DAA0 282,748 $242,181.63 0.02%
Pagaya AI Debt Selection Trust Series 2024-8, Class A, 5.331%, due 01/15/2032 69544QAA8 226,727 $227,571.44 0.02%
Pagaya AI Debt Selection Trust Series 2024-9, Class A, 5.065%, due 03/15/2032 69546QAA6 308,748 $309,175.84 0.02%
PRP Advisors, LLC Series 2024-RPL3, Class A1, Variable rate, due 11/25/2054 69381LAA5 242,509 $237,235.42 0.02%
SABINE PASS LIQUEFACTION 5.875%, due 06/30/2026 785592AV8 205,000 $205,806.69 0.02%
Steele Creek CLO Ltd Series 2018-1A, Class B, Variable rate, due 04/15/2031 85815CAC3 250,000 $250,552.11 0.02%
Trinitas CLO Ltd Series 2024-28A, Class A1, Variable rate, due 04/25/2037 89640FAA3 320,000 $320,763.96 0.02%
U.S. Treasury Bond, 2.25%, due 05/15/2041 912810SY5 300,000 $218,449.22 0.02%
U.S. Treasury Bond, 3.375%, due 11/15/2048 912810SE9 395,000 $310,507.03 0.02%
U.S. Treasury Bond, 4%, due 11/15/2042 912810TM0 300,000 $273,052.73 0.02%
U.S. Treasury Bond, 4%, due 11/15/2052 912810TL2 300,000 $259,552.73 0.02%
U.S. Treasury Bond, 4.375%, due 08/15/2043 912810TU2 300,000 $285,046.88 0.02%
U.S. Treasury Bond, 4.50%, due 08/15/2039 912810QC5 300,000 $298,968.75 0.02%
Venture CDO Ltd Series 2014-19A, Class ARR, Variable rate, due 01/15/2032 92330EAP2 247,819 $248,323.45 0.02%
VICI PROPERTIES LP 4.75%, due 04/01/2028 925650AJ2 278,000 $281,057.54 0.02%
Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065 92838WAD6 270,000 $267,258.56 0.02%
Wells Fargo Commercial Mortgage Trust Series 2017-C41, Class XA, Variable rate, due 11/15/2050 95001ABE5 12,697,809 $245,402.93 0.02%
Wells Fargo Commercial Mortgage Trust Series 2020-C58, Class A3, 1.81%, due 07/15/2053 95002UAD3 316,971 $285,987.09 0.02%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class AS, Variable rate, due 05/15/2053 03881BAJ2 125,000 $116,047.11 0.01%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class XA, Variable rate, due 05/15/2053 03881BAW3 3,163,490 $109,671.87 0.01%
Arroyo Mortgage Trust Series 2020-1, Class A1A, 1.662%, due 03/25/2055 04285CAA9 147,068 $141,012.09 0.01%
Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063 06540JBM3 4,804,745 $193,689.37 0.01%
BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057 09660QAU8 5,824,000 $188,166.45 0.01%
BRAVO Residential Funding Trust Series 2019-2, Class A3, Variable rate, due 10/25/2044 10568LAL0 170,959 $164,214.40 0.01%
CFCRE Commercial Mortgage Trust Series 2017-C8, Class ASB, 3.3674%, due 06/15/2050 12532CAY1 179,012 $177,751.79 0.01%
Chase Auto Owner Trust Series 2024-1A, Class A4, 5.05%, due 10/25/2029 16144BAD0 95,000 $97,099.36 0.01%
Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 21872UAC8 140,697 $133,283.78 0.01%
COMM Mortgage Trust Series 2016-DC2, Class A4, 3.497%, due 02/10/2049 12594CBE9 125,616 $125,404.65 0.01%
CROWN CASTLE INC 4.45%, due 02/15/2026 22822VAB7 175,000 $174,760.11 0.01%
ELEVANCE HEALTH INC 5.70%, due 02/15/2055 036752BE2 100,000 $96,423.98 0.01%
Fannie Mae Series 2019-33, Class F, Variable rate, due 07/25/2049 3136B47H5 137,367 $134,173.48 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K094, Class XAM, Variable rate, due 06/25/2029 3137FMU42 4,950,000 $196,769.43 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K097, Class X1, Variable rate, due 07/25/2029 3137FNX70 5,296,573 $187,318.06 0.01%
Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029 35564CEE3 153,501 $146,578.87 0.01%
GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class A3, Variable rate, due 09/27/2060 36259WAC5 185,870 $176,754.38 0.01%
IQVIA INC 5.70%, due 05/15/2028 46266TAB4 65,000 $67,108.93 0.01%
Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 61768HAX4 5,621,438 $161,853.58 0.01%
OSCAR US Funding Trust Series 2024-2A, Class A3, 4.47%, due 03/12/2029 68784BAC8 100,000 $100,247.90 0.01%
Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048 95001TAA3 123,945 $118,883.17 0.01%
2025-11-21 US 10YR NOTE (CBT)Dec25 C 112 TYZ5C 112 -29 ($41,687.50) 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 C 114 TYZ5C 114 -59 ($36,875.00) 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 C 115 TYZ5C 115 -82 ($33,312.50) 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 C 116 TYZ5C 116 -8 ($2,125.00) 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 P 107 TYZ5P 107 -30 ($1,875.00) 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 P 107.50 TYZ5P 107.5 -4 ($312.50) 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 P 108 TYZ5P 108 -37 ($3,468.75) 0.00%
2025-11-21 US 10YR NOTE (CBT)Dec25 P 109 TYZ5P 109 -57 ($8,906.25) 0.00%
2025-11-21 US 10yr Ultra Fut Dec25 C 115 UXYZ5C 115 -32 ($40,500.02) 0.00%
2025-11-21 US 10yr Ultra Fut Dec25 C 118 UXYZ5C 118 -6 ($2,531.25) 0.00%
2025-11-21 US 10yr Ultra Fut Dec25 P 112 UXYZ5P 112 -5 ($2,578.13) 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 C 104.25 TUZ5C 104.25 -12 ($7,875.00) 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 C 105 TUZ5C 105 -96 ($22,500.08) 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 P 103 TUZ5P 103 -194 ($6,062.50) 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.25 TUZ5P 103.25 -18 ($1,125.00) 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.50 TUZ5P 103.5 -68 ($7,437.56) 0.00%
2025-11-21 US 2YR NOTE (CBT) Dec25 P 103.88 TUZ5P 103.88 -38 ($11,875.00) 0.00%
2025-11-21 US 5YR NOTE (CBT) Dec25 C 109 FVZ5C 109 -20 ($19,687.50) 0.00%
2025-11-21 US 5YR NOTE (CBT) Dec25 C 111 FVZ5C 111 -8 ($2,250.00) 0.00%
2025-11-21 US 5YR NOTE (CBT) Dec25 P 106 FVZ5P 106 -35 ($1,093.75) 0.00%
2025-11-21 US 5YR NOTE (CBT) Dec25 P 106.50 FVZ5P 106.5 -74 ($3,468.76) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 116 USZ5C 116 -32 ($56,000.00) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 121 USZ5C 121 -18 ($9,281.26) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 122 USZ5C 122 -162 ($65,812.50) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 124 USZ5C 124 -83 ($22,046.88) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 125 USZ5C 125 -8 ($1,750.00) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 126 USZ5C 126 -2 ($343.75) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 128 USZ5C 128 -7 ($875.00) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 103 USZ5P 103 -10 ($1,406.25) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 105 USZ5P 105 -8 ($1,750.00) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 106 USZ5P 106 -4 ($1,062.50) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 108 USZ5P 108 -41 ($17,937.50) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 110 USZ5P 110 -46 ($33,062.50) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 116 USZ5P 116 -9 ($26,296.88) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 98 USZ5P 98 -12 ($750.00) 0.00%
2025-11-21 US LONG BOND(CBT) Dec25 P 99 USZ5P 99 -31 ($1,937.50) 0.00%
2025-11-21 US ULTRA BOND CBT Dec25 C 124 WNZ5C 124 -2 ($1,718.75) 0.00%
2025-11-21 US ULTRA BOND CBT Dec25 P 110 WNZ5P 110 -6 ($4,312.50) 0.00%
2025-11-21 US ULTRA BOND CBT Dec25 P 112 WNZ5P 112 -3 ($3,140.63) 0.00%
2026-02-20 US 10YR NOTE (CBT)Mar26 P 109 TYH6P 109 -18 ($8,156.25) 0.00%
2026-02-20 US 5YR NOTE (CBT) Mar26 C 111.50 FVH6C 111.5 -37 ($16,476.58) 0.00%
2026-02-20 US 5YR NOTE (CBT) Mar26 C 112 FVH6C 112 -14 ($5,031.25) 0.00%
2026-02-20 US 5YR NOTE (CBT) Mar26 P 107.50 FVH6P 107.5 -10 ($3,437.50) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 C 123 USH6C 123 -48 ($39,000.00) 0.00%
2026-02-20 US LONG BOND(CBT) Mar26 C 124 USH6C 124 -38 ($26,125.00) 0.00%
2027-12-10 3 MONTH SOFR FUT Dec27 P 95.50 SFRZ7P 95.5 -118 ($40,562.50) 0.00%
522 Funding CLO LTD Series 2018-2A, Class A, Variable rate, due 04/20/2031 04623TAA3 38,780 $38,807.52 0.00%
ARTHUR J GALLAGHER & CO 5.75%, due 07/15/2054 04316JAJ8 40,000 $38,832.58 0.00%
BERRY GLOBAL INC 5.50%, due 04/15/2028 08576PAK7 45,000 $46,412.93 0.00%
CoreVest American Finance Ltd Series 2020-2, Class A, 3.376%, due 05/15/2052 21872VAA0 9,899 $9,849.05 0.00%
Fannie Mae Series 2024-56, Class EV, 5%, due 08/25/2035 3136BSSN6 0 $0.04 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K143, Class XAM, Variable rate, due 04/25/2055 3137H74E0 1,776,500 $42,329.38 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class X1, Variable rate, due 01/25/2034 3137FL2N3 672,695 $19,111.88 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class X1, Variable rate, due 07/25/2035 3137FWHG8 400,059 $36,728.85 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K736, Class X1, Variable rate, due 07/25/2026 3137FNWZ9 2,897,050 $22,359.13 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K743, Class X1, Variable rate, due 05/25/2028 3137H14D5 2,177,015 $46,648.43 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031 3137HH6B2 919,000 $47,915.37 0.00%
FIDELITY NATL INFO SERV 5.10%, due 07/15/2032 31620MBY1 30,000 $30,723.86 0.00%
GS Mortgage Securities Trust Series 2019-GC39, Class XA, Variable rate, due 05/10/2052 36260JAF4 1,793,335 $61,584.01 0.00%
US 10YR NOTE (CBT)Dec25 TYZ5 64 $7,206,000.00 0.00%
US 10YR NOTE (CBT)Sep25 TYU5 -4 ($450,125.00) 0.00%
US 10yr Ultra Fut Dec25 UXYZ5 -576 ($65,997,000.00) 0.00%
US 2YR NOTE (CBT) Dec25 TUZ5 1,096 $228,524,561.95 0.00%
US 5YR NOTE (CBT) Dec25 FVZ5 757 $82,873,758.19 0.00%
US LONG BOND(CBT) Dec25 USZ5 413 $47,417,562.50 0.00%
US ULTRA BOND CBT Dec25 WNZ5 246 $28,889,625.00 0.00%
2025-10-24 US LONG BOND(CBT) Dec25 C 118 USX5C 118 -160 ($112,500.03) -0.01%
2025-11-21 US LONG BOND(CBT) Dec25 C 118 USZ5C 118 -99 ($106,734.40) -0.01%
2025-11-21 US LONG BOND(CBT) Dec25 C 120 USZ5C 120 -165 ($108,281.25) -0.01%
2025-11-21 US LONG BOND(CBT) Dec25 P 107 USZ5P 107 -220 ($75,625.00) -0.01%
2026-02-20 US 10YR NOTE (CBT)Mar26 C 115 TYH6C 115 -219 ($167,671.91) -0.01%
2026-02-20 US LONG BOND(CBT) Mar26 P 108 USH6P 108 -66 ($76,312.50) -0.01%
2026-02-20 US LONG BOND(CBT) Mar26 P 110 USH6P 110 -44 ($71,500.00) -0.01%
2026-02-20 US LONG BOND(CBT) Mar26 P 112 USH6P 112 -52 ($118,625.00) -0.01%
2026-02-20 US LONG BOND(CBT) Mar26 P 116 USH6P 116 -39 ($163,921.91) -0.01%
2027-12-10 3 MONTH SOFR FUT Dec27 C 97.50 SFRZ7C 97.5 -118 ($87,762.50) -0.01%
Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2055 01F0526A5 -1,040,000 ($1,045,057.81) -0.08%
Fannie Mae or Freddie Mac TBA, 5%, due 05/01/2055 01F0506A9 -1,879,000 ($1,852,292.29) -0.14%
US Dollar $USD -25,795,307 ($25,795,306.98) -1.94%
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.
Follow First Trust:  
First Trust Portfolios L.P.  Member SIPC and FINRA. (Form CRS)   •  First Trust Advisors L.P. (Form CRS)
Home |  Important Legal Information |  Privacy Policy |  California Privacy Policy |  Business Continuity Plan |  FINRA BrokerCheck
Copyright © 2025 All rights reserved.