0000940400-26-014565.txt : 20260423
0000940400-26-014565.hdr.sgml : 20260423
20260423160347
ACCESSION NUMBER: 0000940400-26-014565
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260423
DATE AS OF CHANGE: 20260423
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIRST TRUST EXCHANGE-TRADED FUND VIII
CENTRAL INDEX KEY: 0001667919
ORGANIZATION NAME:
EIN: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23147
FILM NUMBER: 26888552
BUSINESS ADDRESS:
STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400
CITY: WHEATON
STATE: IL
ZIP: 60187
BUSINESS PHONE: 630-765-8000
MAIL ADDRESS:
STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400
CITY: WHEATON
STATE: IL
ZIP: 60187
0001667919
S000068300
First Trust Securitized Plus ETF
C000218639
First Trust Securitized Plus ETF
DEED
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001667919
XXXXXXXX
S000068300
C000218639
First Trust Exchange-Traded Fund VIII
811-23147
0001667919
549300NT36PJKGP5Y765
120 East Liberty Drive
Suite 400
Wheaton
60187
630-765-8000
First Trust Securitized Plus ETF
S000068300
549300HEXD4P8KFVEV63
2026-08-31
2026-02-28
N
100805360.64
13182116.21
87623244.43
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4107661.42000000
0.00000000
541223.42000000
USD
N
The Fund's Designated Reference Portfolio is the Fund's Securities Portfolio.
N/A
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Ultra U.S. Treasury Bond Futures, Jun-2026,ETH
000000000
18.00000000
NC
USD
17998.24000000
0.020540485709
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Treasury Bonds
T 4.75 11/15/53
2026-06-18
2170689.26000000
USD
17998.24000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2025-21 IO
38381L5V0
11032835.76000000
PA
USD
787216.00000000
0.898410011088
Long
ABS-O
USGA
US
N
2
2065-04-16
Variable
0.95055000
N
N
N
N
N
N
PRET 2026-NPL2
N/A
PRET 2026-NPL2 A1
69393DAA9
415327.75000000
PA
USD
415873.32000000
0.474615294954
Long
ABS-O
CORP
US
N
2
2056-02-25
Fixed
5.15100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA-30YR
01F030645
-500000.00000000
PA
USD
-452035.46000000
-0.51588532579
Short
ABS-MBS
USGSE
US
N
2
2056-04-15
Fixed
3.00000000
N
N
N
N
N
N
PRET 2025-NPL9 LLC
254900IWII23Q41Y2V47
PRET 2025-NPL9 A2
740937AB3
250000.00000000
PA
USD
251153.83000000
0.286629229074
Long
ABS-O
CORP
US
N
2
2055-08-25
Variable
7.50670000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C32
N/A
JPMBB 2015-C32 XA
46590JAY3
277558.57000000
PA
USD
23.31000000
0.000026602530
Long
ABS-O
CORP
US
N
2
2048-11-18
Variable
1.09667700
N
N
N
N
N
N
Flagship Credit Auto Trust 2024-1
N/A
FCAT 2024-1 D
33843VAL7
1000000.00000000
PA
USD
990933.50000000
1.130902543550
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
6.30000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 03/26/26
912797SC2
1000000.00000000
PA
USD
997582.33000000
1.138490518685
Long
DBT
UST
US
N
2
2026-03-26
None
0.00000000
N
N
N
N
N
N
COLT 2021-HX1 MTG LN TR
N/A
COLT 2021-HX1 B3A
19688KAG9
1350000.00000000
PA
USD
1068682.68000000
1.219633770641
Long
ABS-O
CORP
US
N
2
2066-10-25
Variable
4.10634000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN FS0139
3140XFEM9
1141570.11000000
PA
USD
1006864.99000000
1.149084351475
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2022-66 CF
3136BN6P6
922039.90000000
PA
USD
919009.62000000
1.048819438241
Long
ABS-O
USGSE
US
N
2
2052-10-25
Floating
4.46721000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FG G67706
3132XCR31
96700.43000000
PA
USD
93316.99000000
0.106497985331
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN FS3160
3140XJQN6
320750.14820000
PA
USD
291432.35000000
0.332597077289
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
S6XOOCT0IEG5ABCC6L87
FHR 5435 BS
3137HDTC4
960354.35000000
PA
USD
916705.48000000
1.046189839195
Long
ABS-O
USGSE
US
N
2
2054-07-25
Floating
4.59058000
N
N
N
N
N
N
NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK
N/A
NRTH 2025-PARK A
669985AA1
400000.00000000
PA
USD
401302.80000000
0.457986693611
Long
ABS-O
CORP
US
N
2
2040-10-15
Floating
5.05292000
N
N
N
N
N
N
EFMT 2024-INV1
N/A
EFMT 2024-INV1 B2
268434AF4
380000.00000000
PA
USD
379542.67000000
0.433152952129
Long
ABS-O
CORP
US
N
2
2069-03-25
Variable
7.42054300
N
N
N
N
N
N
Madison Park Funding XXXV Ltd.
N/A
MDPK 2019-35A D2R2
55819MBN5
1000000.00000000
PA
USD
998215.75000000
1.139213409060
Long
ABS-CBDO
CORP
KY
N
2
2039-02-14
Floating
7.57918000
N
N
N
N
N
N
REDWOOD FUNDING TRUST 2025-3
N/A
RFT 2025-3 A
75806GAA0
582644.03000000
PA
USD
586542.62000000
0.669391579615
Long
ABS-O
CORP
US
N
2
2056-12-28
Variable
6.23100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN CB2802
3140QNDG4
454538.15600000
PA
USD
381608.00000000
0.435510009338
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
COMM 2014-UBS3 XB
12591YAA3
10453677.53000000
PA
USD
221.62000000
0.000252923754
Long
ABS-O
CORP
US
N
2
2047-06-12
Variable
0.24146500
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 04/09/26
912797SL2
500000.00000000
PA
USD
498090.77000000
0.568445933770
Long
DBT
UST
US
N
2
2026-04-09
None
0.00000000
N
N
N
N
N
N
EXTER AUTOMOBILE RECEIVABLES TRUST
N/A
EART 2025-3A D
30166XAF1
1000000.00000000
PA
USD
1028250.80000000
1.173490900375
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
5.57000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2020-Pj2
N/A
GSMBS 2020-NQM1 B1
36259WAE1
755000.00000000
PA
USD
751338.78000000
0.857465145107
Long
ABS-O
CORP
US
N
2
2060-09-25
Variable
5.14300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BE3619
3140FPAV1
20209.61000000
PA
USD
19946.64000000
0.022764096593
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
PRET 2025-NPL6 LLC
2549004EWBYQ3J21FL07
PRET 2025-NPL6 A2
740936AB5
1000000.00000000
PA
USD
1006352.30000000
1.148499244174
Long
ABS-O
CORP
US
N
2
2055-06-25
Fixed
8.71500000
N
N
N
N
N
N
SFO COMMERCIAL MORTGAGE TRUST
N/A
SFO 2021-555 A
78432WAA1
500000.00000000
PA
USD
499195.85000000
0.569707105970
Long
ABS-O
CORP
US
N
2
2038-05-17
Floating
4.92448000
N
N
N
N
N
N
Mill City Mortgage Loan Trust 2015-2
N/A
MCMLT 2019-GS2 B2
59981TAS4
1350000.00000000
PA
USD
1099116.98000000
1.254366905893
Long
ABS-O
CORP
US
N
2
2059-08-25
Variable
3.25000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
254900C5LP6DN9OP9V83
FR SD0499
3132DMRU1
87530.56000000
PA
USD
80927.95000000
0.092358997348
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
SMRT MINI
N/A
SMRT 2022-MINI XCP
78457JAC6
105000000.00000000
PA
USD
12810.00000000
0.014619408449
Long
ABS-O
CORP
US
N
2
2039-01-15
Variable
0.01000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2024-84 FD
3136BTTR4
1145467.16000000
PA
USD
1153898.71000000
1.316886537934
Long
ABS-O
USGSE
US
N
2
2054-11-25
Floating
4.81721000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 03/12/26
912797SB4
1500000.00000000
PA
USD
1498489.17000000
1.710150291452
Long
DBT
UST
US
N
2
2026-03-12
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2021-31 IO
38380RVN7
11544375.87000000
PA
USD
813529.86000000
0.928440695493
Long
ABS-O
USGA
US
N
2
2061-01-16
Variable
0.94022000
N
N
N
N
N
N
U.S. Treasury Security Stripped Interest Security
254900HROIFWPRGM1V77
S 0 11/15/40
912834JH2
800000.00000000
PA
USD
410298.74000000
0.468253307291
Long
DBT
UST
US
N
2
2040-11-15
None
0.00000000
N
N
N
N
N
N
PRPM 2025-RCF3 LLC
N/A
PRPM 2025-6 M1
69395KAC7
1000000.00000000
PA
USD
1001496.70000000
1.142957792210
Long
ABS-O
CORP
US
N
2
2028-08-25
Variable
10.56000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FHR 4292 PB
3137B75V7
404775.00000000
PA
USD
376263.98000000
0.429411148203
Long
ABS-O
USGSE
US
N
2
2044-01-15
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR SD1382
3132DNRB1
377994.15680000
PA
USD
369382.19000000
0.421557307541
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR ZM1779
3131XU6Q5
57656.41000000
PA
USD
53538.55000000
0.061100853259
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2017-38 Z
38376MVF1
583934.33610000
PA
USD
541747.82000000
0.618269528278
Long
ABS-O
USGA
US
N
2
2047-03-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BU9074
3140MBCL4
601417.81000000
PA
USD
505318.89000000
0.576695023434
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FG G60659
31335AWU8
70804.42000000
PA
USD
68269.78000000
0.077912864838
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
First Trust Exchange-Traded Fund IV
5493006CBTW7P2B31B80
First Trust AAA CMBS ETF
33738D762
20000.00000000
NS
USD
412800.00000000
0.471107869476
Long
EC
RF
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BV8477
3140MNM37
1033262.91000000
PA
USD
942187.52000000
1.075271209288
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
HOMES 2025-AFC1 TRUST
2549006ZK3R8WZLA9S73
HOMES 2025-AFC4 A1
43762DAC3
958827.42000000
PA
USD
966308.86000000
1.102799680936
Long
ABS-O
CORP
US
N
2
2060-11-25
Variable
5.14900000
N
N
N
N
N
N
Farm Mortgage Trust 2024-2
N/A
FARM 2021-1 B
30768WAC2
729113.77000000
PA
USD
584974.61000000
0.667602088698
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
3.22737400
N
N
N
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR TRUST
N/A
RPM 2025-3A E
76091FAA4
1000000.00000000
PA
USD
1002720.70000000
1.144354681823
Long
ABS-O
CORP
US
N
2
2034-02-27
Fixed
11.08900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2025-49 FA
3136BWAF3
1356660.26000000
PA
USD
1354780.06000000
1.546142315104
Long
ABS-O
USGSE
US
N
2
2055-06-25
Floating
4.46721000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2025-206 IO
38383JCS2
13844940.51000000
PA
USD
845376.22000000
0.964785343774
Long
ABS-O
USGA
US
N
2
2064-04-16
Variable
0.80314000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN CA0995
3140Q8C94
41052.88000000
PA
USD
39096.09000000
0.044618400350
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Comm 2015-Lc21 Mortagage Trust
N/A
COMM 2015-LC21 XE
12593FAG9
7000000.00000000
PA
USD
752.50000000
0.000858790387
Long
ABS-O
CORP
US
N
2
2048-07-10
Variable
0.99477200
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 03/17/26
912797SZ1
1000000.00000000
PA
USD
998491.60000000
1.139528222785
Long
DBT
UST
US
N
2
2026-03-17
None
0.00000000
N
N
N
N
N
N
Vertical Bridge Llc 2016-1
549300DKEDU9WZPGTC09
VBTOW 2025-1A C
92535VAU6
725000.00000000
PA
USD
745685.05000000
0.851012827533
Long
ABS-O
CORP
US
N
2
2055-08-16
Fixed
7.44600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2024-47 AI
38381LAV4
14348145.96000000
PA
USD
745079.13000000
0.850321321524
Long
ABS-O
USGA
US
N
2
2064-06-16
Fixed
0.75000000
N
N
N
N
N
N
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2
N/A
SCRT 2017-3 M2
35563PCF4
1102733.46000000
PA
USD
1097651.95000000
1.252694940869
Long
ABS-O
USGSE
US
N
2
2056-07-25
Variable
4.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR SL1390
31427NRL5
1352024.30000000
PA
USD
1335534.34000000
1.524178143240
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2022-57 FB
3136BN3L8
979824.96000000
PA
USD
973449.92000000
1.110949413403
Long
ABS-O
USGSE
US
N
2
2052-09-25
Floating
4.36721000
N
N
N
N
N
N
Texas Commercial Mortgage Trust 2025-Twr
N/A
TEXAS 2025-TWR C
88231WAE5
260000.00000000
PA
USD
260812.08000000
0.297651703833
Long
ABS-O
CORP
US
N
2
2042-04-15
Floating
5.80159000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN AL9394
3138ERNL0
1472599.25000000
PA
USD
1354079.32000000
1.545342595801
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
S6XOOCT0IEG5ABCC6L87
FHMS KJ52 A2
3137HHUT6
400000.00000000
PA
USD
411963.84000000
0.470153602140
Long
ABS-O
USGSE
US
N
2
2032-01-25
Fixed
4.75800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-39 ZA
38379LEA0
292903.82000000
PA
USD
277486.53000000
0.316681414623
Long
ABS-O
USGA
US
N
2
2045-03-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA-30YR
01F030652
-788000.00000000
PA
USD
-712038.50000000
-0.81261371298
Short
ABS-MBS
USGSE
US
N
2
2056-05-15
Fixed
3.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
COMM 2012-CR4 XA
12624QAS2
938014.36990000
PA
USD
19855.14000000
0.022659672246
Long
ABS-O
CORP
US
N
2
2045-10-17
Variable
1.14370500
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR RA5552
3133KMEZ4
249302.31830000
PA
USD
227091.43000000
0.259168022683
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
PRPM 2025-3 LLC
N/A
PRPM 2025-3 A2
74449DAB1
1000000.00000000
PA
USD
999621.40000000
1.140817606678
Long
ABS-O
CORP
US
N
2
2030-05-25
Variable
9.06600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN CB2430
3140QMVY7
434671.08600000
PA
USD
393945.00000000
0.449589606687
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BM4963
3140J9QR5
1358711.29000000
PA
USD
1255198.64000000
1.432495051016
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.00000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH
000000000
24.00000000
NC
USD
16345.02000000
0.018653748906
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Treasury Notes
T 4 11/15/35
2026-06-18
2785279.98000000
USD
16345.02000000
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
SLST 2025-1 A2
35564CUE5
1250000.00000000
PA
USD
1116126.25000000
1.273778729902
Long
ABS-O
USGSE
US
N
2
2035-05-25
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2015-32 PB
3136ANQB6
1475000.00000000
PA
USD
1300854.86000000
1.484600197655
Long
ABS-O
USGSE
US
N
2
2045-05-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2025-153 IO
38383JCQ6
8282337.38000000
PA
USD
626512.44000000
0.715007124052
Long
ABS-O
USGA
US
N
2
2067-09-16
Variable
0.85369000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FG G67710
3132XCR72
126746.34000000
PA
USD
121659.03000000
0.138843329519
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
SCRT 2017-1 M2
35563PAT6
985561.36000000
PA
USD
964853.14000000
1.101138340946
Long
ABS-O
USGSE
US
N
2
2056-01-25
Variable
4.00000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 03/24/26
912797TA5
1000000.00000000
PA
USD
997792.36000000
1.138730215356
Long
DBT
UST
US
N
2
2026-03-24
None
0.00000000
N
N
N
N
N
N
GRACIE POINT INTERNATIONAL FUNDING 2025-1 LLC
N/A
GPIF 2025-1A D
38411WAD4
1460000.00000000
PA
USD
1460952.50000000
1.667311578684
Long
ABS-O
CORP
US
N
2
2028-08-15
Floating
8.18125000
N
N
N
N
N
N
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2
N/A
SCRT 2017-4 M
35563PDJ5
850619.16000000
PA
USD
847242.63000000
0.966915383596
Long
ABS-O
USGSE
US
N
2
2057-06-25
Variable
4.75000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
SLST 2025-1 YF
35564CWZ6
1321109.51000000
PA
USD
1337311.86000000
1.526206737378
Long
ABS-O
USGSE
US
N
2
2035-05-25
Floating
4.76721000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
S6XOOCT0IEG5ABCC6L87
FHMS K732 X3
3137FG7J8
234417.37000000
PA
USD
96.91000000
0.000110598506
Long
ABS-O
USGSE
US
N
2
2046-05-25
Variable
4.09681800
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
U.S. Treasury Bond Futures, Jun-2026,ETH
000000000
15.00000000
NC
USD
13417.56000000
0.015312786107
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Treasury Bonds
T 4.75 11/15/43
2026-06-18
1763613.69000000
USD
13417.56000000
N
N
N
SALUDA GRADE ALTERNATIVE MORTGAGE T
N/A
GRADE 2025-NPL1 A1
79582BAA3
922883.31000000
PA
USD
930113.18000000
1.061491372580
Long
ABS-O
CORP
US
N
2
2030-01-25
Variable
7.11800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BV4119
3140MHSH3
452001.78510000
PA
USD
394652.52000000
0.450397063664
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
PRPM 2025-RCF3 LLC
N/A
PRPM 2025-RCF4 M2
69382WAF9
565000.00000000
PA
USD
534335.59000000
0.609810323135
Long
ABS-O
CORP
US
N
2
2055-08-25
Variable
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BQ1163
3140KLJH6
243987.82800000
PA
USD
204291.50000000
0.233147609779
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR SL1523
31427NVR7
1418067.47000000
PA
USD
1348749.89000000
1.539260385499
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 03/05/26
912797RV1
500000.00000000
PA
USD
499848.13000000
0.570451520314
Long
DBT
UST
US
N
2
2026-03-05
None
0.00000000
N
N
N
N
N
N
First Trust Exchange-Traded Fund IV
5493006CBTW7P2B31B80
First Trust Structured Credit Income Opportunities ETF
33738D770
12000.00000000
NS
USD
251520.00000000
0.287047120471
Long
EC
RF
US
N
1
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR SD0956
3132DNBZ5
778609.44000000
PA
USD
688177.09000000
0.785381886366
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR QD7088
3133B42V6
1265202.76000000
PA
USD
1064879.85000000
1.215293792106
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN FA1641
3140W1ZF3
1240774.65000000
PA
USD
1253435.78000000
1.430483187599
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
4.50000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
10-Year T-Note Futures, Jun-2026,ETH
000000000
40.00000000
NC
USD
29156.40000000
0.033274732280
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Treasury Notes
T 4 01/31/33
2026-06-18
4523343.60000000
USD
29156.40000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 MA7192
36179V7D6
2523642.80000000
PA
USD
2140190.57000000
2.442491811302
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FG G61748
31335B5H5
83532.85000000
PA
USD
80511.27000000
0.091883461430
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA-30YR
01F052649
512000.00000000
PA
USD
519868.78000000
0.593300080796
Long
ABS-MBS
USGSE
US
N
2
2056-04-15
Fixed
5.50000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C22
N/A
WFRBS 2014-C22 XA
92890KBD6
100689.70000000
PA
USD
17.38000000
0.000019834919
Long
ABS-O
CORP
US
N
2
2057-09-17
Variable
0.27416200
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2015-Jp1
N/A
JPMCC 2017-JP5 XA
46647TAU2
8710965.55000000
PA
USD
52204.82000000
0.059578734318
Long
ABS-O
CORP
US
N
2
2050-03-17
Variable
0.77620500
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FR SD7511
3132DVKY0
90096.57000000
PA
USD
86279.57000000
0.098466531981
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
BX TRUST 2025-DELC
N/A
BX 2025-DELC E
05594MAJ1
400000.00000000
PA
USD
401710.08000000
0.458451501782
Long
ABS-O
CORP
US
N
2
2042-12-15
Floating
6.70965000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN CA5689
3140QDKB9
440192.73000000
PA
USD
406252.05000000
0.463635023608
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA-30YR
01F060634
3500000.00000000
PA
USD
3590455.82000000
4.097606569302
Long
ABS-MBS
USGSE
US
N
2
2056-03-01
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley Institutional Liquidity Funds
5493000A332Y142SOW84
Morgan Stanley Institutional Liquidity Funds TREAS PTF INST
61747C582
4483413.99000000
PA
USD
4483413.99000000
5.116694798469
Long
STIV
RF
US
N
1
2099-12-01
Floating
0.00000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
2-Year T-Note Futures, Jun-2026,ETH
000000000
61.00000000
NC
USD
18945.53000000
0.021621580122
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Treasury Notes
T 3.875 03/15/28
2026-06-30
12746734.19000000
USD
18945.53000000
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-5
N/A
RPM 2025-5A D
76089KAF6
375000.00000000
PA
USD
377362.01000000
0.430664274593
Long
ABS-O
CORP
US
N
2
2034-06-26
Fixed
6.01200000
N
N
N
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-6
N/A
RPM 2025-6A C
76100JAE7
775000.00000000
PA
USD
777355.61000000
0.887156844119
Long
ABS-O
CORP
US
N
2
2034-08-25
Fixed
5.53400000
N
N
N
N
N
N
Magnetite XXIII LTD / LLC
549300WG00K34O9YA435
MAGNE 2019-23A ER2
55954RAL4
1000000.00000000
PA
USD
967834.48000000
1.104540794278
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Variable
8.24706000
N
N
N
N
N
N
PRPM 2026-RCF1 LLC
N/A
PRPM 2026-RCF1 M2
69383VAD5
555000.00000000
PA
USD
538940.02000000
0.615065127416
Long
ABS-O
CORP
US
N
2
2056-01-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-56 FE
31395NXU6
64095.45000000
PA
USD
63950.41000000
0.072983385191
Long
ABS-O
USGSE
US
N
2
2036-07-25
Floating
4.21169000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR RE6055
3133N3WQ3
650246.11000000
PA
USD
554685.38000000
0.633034514538
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
GSMS 2024-FAIR
N/A
GSMS 2024-FAIR E
36270JAJ4
1025000.00000000
PA
USD
1039539.83000000
1.186374502293
Long
ABS-O
CORP
US
N
2
2029-07-15
Variable
9.45212700
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BQ1226
3140KLLG5
495249.90800000
PA
USD
415083.04000000
0.473713388154
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2022-65 FB
3136BPCQ2
1100544.77000000
PA
USD
1095560.51000000
1.250308085630
Long
ABS-O
USGSE
US
N
2
2052-09-25
Floating
4.46721000
N
N
N
N
N
N
COREVEST AMERICAN FINANCE 2021-2 TRUST
N/A
CAFL 2021-2 XA
21873BAC9
1317610.83000000
PA
USD
24039.39000000
0.027434946236
Long
ABS-O
CORP
US
N
2
2054-07-17
Variable
2.92586300
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
5-Year T-Note Futures, Jun-2026,ETH
000000000
63.00000000
NC
USD
33544.76000000
0.038282946743
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Treasury Notes
T 3.625 08/31/30
2026-06-30
6905314.62000000
USD
33544.76000000
N
N
N
GRACE TRUST
N/A
GRACE 2020-GRCE X
38406JAC2
1000000.00000000
PA
USD
12380.69000000
0.014129458547
Long
ABS-O
CORP
US
N
2
2040-12-12
Fixed
0.30091200
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FR SD7502
3132DVKP9
347549.77000000
PA
USD
331708.50000000
0.378562220741
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FHR 4765 PZ
3137FEQ29
794292.72000000
PA
USD
655977.68000000
0.748634319885
Long
ABS-O
USGSE
US
N
2
2048-01-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN FA1348
3140W1QA4
1288905.72000000
PA
USD
1304422.20000000
1.488671423302
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BV5358
3140MJ5U5
208508.31840000
PA
USD
181987.68000000
0.207693382257
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FHR 4753 HL
3137FDW99
415000.00000000
PA
USD
374116.23000000
0.426960029195
Long
ABS-O
USGSE
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-103 ZA
38379MDA9
434267.13000000
PA
USD
384620.97000000
0.438948560398
Long
ABS-O
USGA
US
N
2
2045-07-20
Fixed
3.50000000
N
N
N
N
N
N
JGWPT XXXIX LLC 2017-2
N/A
HENDR 2017-2A B
46620VAB0
364465.03000000
PA
USD
337073.66000000
0.384685207895
Long
ABS-O
CORP
US
N
2
2074-09-17
Fixed
5.09000000
N
N
N
N
N
N
PRET 2026-NPL1 LLC
2549002NGM9N1GT2FK83
PRET 2026-NPL1 A2
69383TAB4
475000.00000000
PA
USD
477566.52000000
0.545022639947
Long
ABS-O
CORP
US
N
2
2056-01-25
Variable
6.53520000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FHR 4639 HZ
3137BTEH0
360266.51000000
PA
USD
313948.56000000
0.358293694832
Long
ABS-O
USGSE
US
N
2
2053-04-15
Variable
3.25000000
N
N
N
N
N
N
SG RESIDENTIAL MTG TR 2022-1
N/A
SGR 2022-1 A1
78433QAA3
567440.46000000
PA
USD
551073.09000000
0.628911989717
Long
ABS-O
CORP
US
N
2
2062-03-25
Variable
3.16600000
N
N
N
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-5
N/A
RPM 2025-5A C
76089KAE9
375000.00000000
PA
USD
378408.71000000
0.431858820637
Long
ABS-O
CORP
US
N
2
2034-06-26
Fixed
5.47300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
CAS 2021-R02 2B2
20754KAJ0
475000.00000000
PA
USD
490705.02000000
0.560016948918
Long
ABS-O
USGSE
US
N
2
2041-11-25
Floating
9.86721000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
S6XOOCT0IEG5ABCC6L87
FHMS K546 X1
3137HN4T2
3817528.76900000
PA
USD
128828.62000000
0.147025621840
Long
ABS-O
USGSE
US
N
2
2030-05-25
Variable
0.88510200
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-C33
549300JPCJUA5JJLRW54
WFCM 2016-C33 XA
95000LBC6
19407.53000000
PA
USD
3.75000000
0.000004279686
Long
ABS-O
CORP
US
N
2
2059-03-17
Variable
1.45075100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2023-18 AZ
38383VT40
374669.25000000
PA
USD
351330.43000000
0.400955742149
Long
ABS-O
USGA
US
N
2
2053-02-20
Fixed
4.75000000
N
N
N
N
N
N
BX TRUST 2025-DELC
N/A
BX 2025-DELC A
05594MAA0
1000000.00000000
PA
USD
1004093.80000000
1.145921731763
Long
ABS-O
CORP
US
N
2
2042-12-15
Floating
5.20965000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR QC8921
3133AT4E8
780509.72800000
PA
USD
688824.87000000
0.786121165086
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
SALUDA GRADE ALTERNATIVE MTG TR 202
N/A
GRADE 2024-RTL4 A2
79584CAB7
745000.00000000
PA
USD
745357.08000000
0.850638531874
Long
ABS-O
CORP
US
N
2
2030-02-25
Variable
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2017-117 ZN
38380GHX5
1486984.97000000
PA
USD
1272614.23000000
1.452370587597
Long
ABS-O
USGA
US
N
2
2047-08-20
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
S6XOOCT0IEG5ABCC6L87
FHR 5210 LB
3137H6ZG3
925000.00000000
PA
USD
754860.03000000
0.861483770557
Long
ABS-O
USGSE
US
N
2
2050-08-25
Fixed
3.00000000
N
N
N
N
N
N
Jpmdb Commercial Mortgage Secu
N/A
JPMDB 2016-C2 XA
46590LAV4
2911973.72000000
PA
USD
968.52000000
0.001105323143
Long
ABS-O
CORP
US
N
2
2049-06-17
Variable
1.38874200
N
N
N
N
N
N
GINNIE MAE (H) 23-85
549300M8ZYFG0OCMTT87
GNR 2023-81 AL
38384BAG6
285000.00000000
PA
USD
282556.15000000
0.322467116845
Long
ABS-O
USGA
US
N
2
2040-08-20
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR RA5286
3133KL2T3
203575.24940000
PA
USD
176860.57000000
0.201842069590
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
CSMC 2020-West
N/A
CSMC 2021-RPL4 A1
12662GAC2
925451.83600000
PA
USD
923216.31000000
1.053620321874
Long
ABS-O
CORP
US
N
2
2060-12-27
Variable
4.15313800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2024-73 FB
3136BTBD4
336389.14000000
PA
USD
339033.16000000
0.386921486650
Long
ABS-O
USGSE
US
N
2
2054-10-25
Floating
4.86721000
N
N
N
N
N
N
NEUBERGER BERMAN LN 39 2020 LT
549300VZYYV7KE4XNU69
NEUB 2020-39A ER
64134FAL5
250000.00000000
PA
USD
242811.99000000
0.277109106812
Long
ABS-CBDO
CORP
KY
N
2
2038-04-20
Variable
10.86763000
N
N
N
N
N
N
GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2025-4
N/A
GSAR 2025-4A D
36273DAE5
375000.00000000
PA
USD
384523.35000000
0.438837151604
Long
ABS-O
CORP
US
N
2
2033-01-18
Fixed
5.61000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2013-39 DP
38378JUG5
460000.00000000
PA
USD
378251.47000000
0.431679370537
Long
ABS-O
USGA
US
N
2
2043-03-20
Fixed
2.50000000
N
N
N
N
N
N
PRPM 2025-RCF6 LLC
N/A
PRPM 2025-RCF6 M1
69393BAD7
400000.00000000
PA
USD
403166.88000000
0.460114074322
Long
ABS-O
CORP
US
N
2
2055-12-25
Variable
5.50000000
N
N
N
N
N
N
REDWOOD FUNDING TRUST 2025-3
N/A
RFT 2025-3 B
75806GAB8
344000.00000000
PA
USD
348980.71000000
0.398274124942
Long
ABS-O
CORP
US
N
2
2056-12-28
Variable
7.74900000
N
N
N
N
N
N
SFO COMMERCIAL MORTGAGE TRUST
N/A
SFO 2021-555 D
78432WAG8
500000.00000000
PA
USD
496429.90000000
0.566550466408
Long
ABS-O
CORP
US
N
2
2038-05-17
Floating
6.17448000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
CGCMT 2016-P3 XA
29429CAJ4
1370240.42000000
PA
USD
253.22000000
0.000288987244
Long
ABS-O
CORP
US
N
2
2049-04-16
Variable
1.58110700
N
N
N
N
N
N
MSWF COML MTG TR 2023-1
N/A
MSWF 2023-1 XA
55376CAP8
9457152.50000000
PA
USD
459297.96000000
0.524173651623
Long
ABS-O
CORP
US
N
2
2056-05-17
Variable
0.86448900
N
N
N
N
N
N
GRACIE POINT INTERNATIONAL FUNDING 2025-1 LLC
N/A
GPIF 2025-1A A
38411WAA0
744000.00000000
PA
USD
745572.07000000
0.850883889143
Long
ABS-O
CORP
US
N
2
2028-08-15
Floating
5.18125000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
FN BV9960
3140MQB65
521981.15250000
PA
USD
512038.57000000
0.584363856110
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Priority 1 Issuer Logistics DAC
635400FLODFXG5M9HI42
PRPM 2025-RPL4 M1A
74448NAD6
1250000.00000000
PA
USD
1138475.75000000
1.299285089710
Long
ABS-O
CORP
IE
N
2
2055-05-25
Variable
3.00000000
N
N
N
N
N
N
FARM 2025-1 MORTGAGE TRUST
N/A
FARM 2025-1 B
30768CAE2
1127663.32000000
PA
USD
1003673.35000000
1.145441893334
Long
ABS-O
CORP
US
N
2
2055-08-01
Variable
5.62794000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN CB2411
3140QMVD3
966708.55000000
PA
USD
844360.11000000
0.963625708557
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
ISLAND FINANCE TR 2025-1
N/A
ISLN 2025-1A B
463920AB4
1000000.00000000
PA
USD
1012894.10000000
1.155965071356
Long
ABS-O
CORP
US
N
2
2035-03-19
Fixed
7.95000000
N
N
N
N
N
N
FIDELIS MORTGAGE TRUST 2025-RTL2
N/A
FIDL 2025-RTL2 A1
31575JAB4
380000.00000000
PA
USD
383218.22000000
0.437347672404
Long
ABS-O
CORP
US
N
2
2040-07-25
Variable
5.57000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C37
549300TRQQDPEF728F16
WFCM 2016-C37 XEF
95000PAP9
5823000.00000000
PA
USD
59964.67000000
0.068434660677
Long
ABS-O
CORP
US
N
2
2049-12-17
Fixed
1.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2021-125 EL
38382WHB6
483595.00000000
PA
USD
317121.58000000
0.361914902903
Long
ABS-O
USGA
US
N
2
2051-07-20
Fixed
1.50000000
N
N
N
N
N
N
2026-04-23
First Trust Exchange-Traded Fund VIII
Derek Maltbie
Derek Maltbie
Treasurer, Chief Financial Officer and Chief Accounting Officer