# EDGAR Filing Document

**Accession Number:** 0001517936
**File Stem:** 0000940400-25-013859
**Filing Date:** 2025-12
**Character Count:** 64520
**Document Hash:** c3f6da827cb25a8039beda947691cbee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-013859.hdr.sgml**: 20251219

**ACCESSION NUMBER**: 0000940400-25-013859

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251219

**DATE AS OF CHANGE**: 20251219

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND IV
- **CENTRAL INDEX KEY:** 0001517936

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22559
- **FILM NUMBER:** 251587102

**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

## Series and Classes Contracts Data

### First Trust Long Duration Opportunities ETF (Series ID: S000064087)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000207230 | First Trust Long Duration Opportunities ETF | LGOV            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** First Trust Exchange-Traded Fund IV

- **b. Investment Company Act file number:** 811-22559

- **c. CIK number of Registrant:** 0001517936

- **d. LEI of Registrant:** 5493006CBTW7P2B31B80

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

**Item A.2. Information about the Series.**

- **a. Name of Series:** First Trust Long Duration Opportunities ETF

- **b. EDGAR series identifier (if any):** S000064087

- **c. LEI of Series:** 54930081NDDOB374EM36

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $776904066.48

**Total Liabilities:** $119926086.85

**Net Assets:** $656977979.63

**Cash Not Reported:** $4312880.26

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 2.66149000 | **1-Year:** 4605.67779000 | **5-Year:** 73310.06219000 | **10-Year:** 348658.02480000 | **30-Year:** 67124.95785000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 3154.89923000 | **10-Year:** 3697.61864000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000207230 | 1.66%                | 1.73%                | 1.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $415194.65               | $5629228.32                                |
| Month 2  | $404222.64               | $10084687.49                               |
| Month 3  | $1010677.45              | $3784392.88                                |

**Designated Index Information**

- **Index Name:** BLOOMBERG BARCLAYS U.S. TREASURY: LONG:USD:Total Return (50%) BLOOMBERG BARCLAYS U.S. TREASURY: 5-10 YR:USD:Total Return (50%)

- **Index Identifier:** LUTLTRUU Index & LT51TRUU Index

### Schedule of Portfolio Investments

| Name                                                  | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US ULTRA BOND CBT                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       606 | NC      | $2323191.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | U.S. TREASURY BOND                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -50 | NC      | $-25781.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38380RCF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    940853 | PA      | $351055.44    | 0.05%             | 2062-10-16      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                          | CUSIP: 912833X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $5354972.16   | 0.82%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136B3GG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3184613 | PA      | $2969219.45   | 0.45%             | 2058-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                              | CUSIP: 3140XDYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13547863 | PA      | $12764223.42  | 1.94%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137H9U56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22544203 | PA      | $16738626.50  | 2.55%             | 2052-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BRT64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11068541 | PA      | $10097970.91  | 1.54%             | 2045-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H9PD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 120788001 | PA      | $3573404.31   | 0.54%             | 2032-12-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                    | Seasoned Loans Structured Transaction Trust Series 2024-2    | CUSIP: 35564CN45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $8901686.00   | 1.35%             | 2034-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                    | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -10000000 | PA      | $-8860937.40  | -1.35%            | 2055-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137FPGS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4752762 | PA      | $3573171.62   | 0.54%             | 2049-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | U.S. TREASURY BOND                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -50 | NC      | $-32812.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136B3MR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2347462 | PA      | $2220505.56   | 0.34%             | 2048-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38383M3M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3200000 | PA      | $2937291.52   | 0.45%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13100000 | PA      | $8844035.19   | 1.35%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BRX77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4934267 | PA      | $4420777.68   | 0.67%             | 2045-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                              | CUSIP: 31418DPK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7518941 | PA      | $6314210.41   | 0.96%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FL2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2050000 | PA      | $1974770.13   | 0.30%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HHJ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37000000 | PA      | $2569065.40   | 0.39%             | 2034-09-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137BYCJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4828216 | PA      | $4375628.90   | 0.67%             | 2047-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real E                        | FARM 2024-1 Mortgage Trust                                   | CUSIP: 30335JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3338908.50   | 0.51%             | 2053-10-01      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                          | CUSIP: 9128335A4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $2974104.86   | 0.45%             | 2035-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 10 YEAR U.S. TREASURY NOTE                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       100 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137FC6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4442000 | PA      | $3634331.13   | 0.55%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                          | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5175000 | PA      | $2532348.42   | 0.39%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38384D2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17189112 | PA      | $12408519.49  | 1.89%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BWCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11760273 | PA      | $9658444.43   | 1.47%             | 2050-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                    | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -20000000 | PA      | $-19886021.00 | -3.03%            | 2055-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                          | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $992195.52    | 0.15%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137H6BS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6448645 | PA      | $4108710.75   | 0.63%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38383F4Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3510000 | PA      | $2554121.00   | 0.39%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FG6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3727000 | PA      | $3596468.16   | 0.55%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25500000 | PA      | $1228676.70   | 0.19%             | 2031-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US 10YR NOTE (CBT)                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1256 | NC      | $310842.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F72T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7550000 | PA      | $401380.65    | 0.06%             | 2030-10-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38384H3U0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5239219 | PA      | $4850236.67   | 0.74%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137BKYF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6277174 | PA      | $5542188.83   | 0.84%             | 2045-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38383UAF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10147137 | PA      | $9013515.09   | 1.37%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485000 | PA      | $441148.09    | 0.07%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38379YU97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4777122 | PA      | $3641686.09   | 0.55%             | 2046-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                          | CUSIP: 9128335B2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $3863249.10   | 0.59%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18176742 | PA      | $1966876.12   | 0.30%             | 2035-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                          | CUSIP: 9128337F1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3059459.65   | 0.47%             | 2037-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                              | CUSIP: 3140JCG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4887477 | PA      | $3910733.77   | 0.60%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 10 YEAR U.S. TREASURY NOTE                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -100 | NC      | $-60937.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7585672 | PA      | $761903.41    | 0.12%             | 2035-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                             | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16182790 | PA      | $14636191.63  | 2.23%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38384MJ32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19558431 | PA      | $11296949.52  | 1.72%             | 2050-07-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                             | CUSIP: 3133A7RS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1146297 | PA      | $976118.27    | 0.15%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HHUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 116051000 | PA      | $3444149.97   | 0.52%             | 2034-11-25      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                             | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $5714765.59   | 0.87%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38385GUG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2790033 | PA      | $2669182.94   | 0.41%             | 2055-05-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HHUT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5120091.00   | 0.78%             | 2032-01-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38384H6T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7868865 | PA      | $8016567.94   | 1.22%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                        | Freddie Mac Multiclass Certificates Series 2020-RR14         | CUSIP: 3137F85E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4722428 | PA      | $626354.99    | 0.10%             | 2034-03-27      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US 2YR NOTE (CBT)                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       444 | NC      | $-127301.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 2 YEAR U.S. TREASURY NOTE                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -100 | NC      | $-39062.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 2 YEAR U.S. TREASURY NOTE                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       168 | NC      | $10500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                      | THREE-MONTH SOFR                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -100 | NC      | $-19375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                      | THREE-MONTH SOFR                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -71 | NC      | $-21743.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 10 YEAR U.S. ULTRA TREASURY BOND                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        50 | NC      | $7031.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                      | THREE-MONTH SOFR                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -71 | NC      | $-37718.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 5 YEAR U.S. TREASURY NOTE                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -150 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 5 YEAR U.S. TREASURY NOTE                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -100 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 5 YEAR U.S. TREASURY NOTE                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       100 | NC      | $781.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US 5YR NOTE (CBT)                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1511 | NC      | $-1495.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38380RSB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222373 | PA      | $62381.78     | 0.01%             | 2062-09-16      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BK3V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2299666.60   | 0.35%             | 2042-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $3876562.50   | 0.59%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9960382 | PA      | $730387.84    | 0.11%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FYTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4177891.00   | 0.64%             | 2036-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | 10 YEAR U.S. ULTRA TREASURY BOND                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        50 | NC      | $2343.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 31394FED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1128444 | PA      | $1211052.88   | 0.18%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BRX93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10874370 | PA      | $9926229.34   | 1.51%             | 2045-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                 | Tennessee Valley Authority                                   | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  13160000 | PA      | $13311047.72  | 2.03%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FWHF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2142000 | PA      | $1709623.59   | 0.26%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                          | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $1664739.93   | 0.25%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38380V6E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11301149 | PA      | $10050409.90  | 1.53%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                              | CUSIP: 3136BRLB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13385574 | PA      | $11368864.33  | 1.73%             | 2053-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                    | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -5000000 | PA      | $-4606571.15  | -0.70%            | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BQXE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10829115 | PA      | $7747729.25   | 1.18%             | 2049-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136AAWE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24729474 | PA      | $19670817.59  | 2.99%             | 2042-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US 10YR ULTRA                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1311 | NC      | $-1607915.10  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38383UA34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4775400 | PA      | $4272013.15   | 0.65%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                 | Tennessee Valley Authority                                   | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   6329000 | PA      | $5526792.98   | 0.84%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5132148.42   | 0.78%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FNAJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1936000 | PA      | $82394.80     | 0.01%             | 2029-06-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                              | CUSIP: 3138ERNL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15368812 | PA      | $13880785.40  | 2.11%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38377FDG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1869000 | PA      | $1882874.33   | 0.29%             | 2040-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                    | Seasoned Loans Structured Transaction Trust Series 2025-1    | CUSIP: 35564CUE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $10424180.40  | 1.59%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136AQYA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4654481 | PA      | $4387509.79   | 0.67%             | 2045-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5062890.60   | 0.77%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                    | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -5000000 | PA      | $-4607743.05  | -0.70%            | 2056-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | U.S. TREASURY BOND                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        50 | NC      | $21093.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136AULL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7208539 | PA      | $5838535.26   | 0.89%             | 2046-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137H6X83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13338822 | PA      | $11776008.27  | 1.79%             | 2052-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6108437.52   | 0.93%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BQ2K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15500000 | PA      | $12161647.20  | 1.85%             | 2044-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4955591.50   | 0.75%             | 2033-05-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                              | CUSIP: 3140XDEG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3867423 | PA      | $3518424.02   | 0.54%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137H1RD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7824483 | PA      | $4899555.63   | 0.75%             | 2051-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136ACLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1556886 | PA      | $1425819.16   | 0.22%             | 2043-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                           | United States Treasury Strip Principal                       | CUSIP: 912803DX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $933172.04    | 0.14%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38384BJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13700000 | PA      | $12439236.95  | 1.89%             | 2053-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | US LONG BOND(CBT)                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -881 | NC      | $-2446866.07  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38384KNP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10336210 | PA      | $8300570.25   | 1.26%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137H84M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6235225 | PA      | $5196579.60   | 0.79%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $4028414.04   | 0.61%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                           | United States Treasury Strip Principal                       | CUSIP: 912803DZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $2265307.65   | 0.34%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real E                        | FARM 2024-2 Mortgage Trust                                   | CUSIP: 307910AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $2922754.58   | 0.44%             | 2054-08-01      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MSILF Treasury Portfolio                              | MSILF Treasury Portfolio                                     | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |  26821674 | NS      | $26821673.61  | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                          | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $6334388.73   | 0.96%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137H4YR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13085051 | PA      | $7510683.37   | 1.14%             | 2052-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                              | CUSIP: 3140XHWV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6959270 | PA      | $6327963.28   | 0.96%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FQJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1800000 | PA      | $1595511.54   | 0.24%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | U.S. TREASURY BOND                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -50 | NC      | $-14062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TENN VALLEY AUTHORITY                                 | Tennessee Valley Authority                                   | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  10000000 | PA      | $10350819.90  | 1.58%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38380RXV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    956586 | PA      | $300381.33    | 0.05%             | 2062-10-16      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BWGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13944158 | PA      | $11991133.76  | 1.83%             | 2048-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BML30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8560494 | PA      | $6062920.98   | 0.92%             | 2052-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                           | United States Treasury Strip Principal                       | CUSIP: 912803DY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $2299728.15   | 0.35%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137F8TF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2570000 | PA      | $2070193.60   | 0.32%             | 2035-12-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| First Trust Intermediate Government Opportunities ETF | First Trust Intermediate Government Opportunities ETF        | CUSIP: 33738D838<br>LEI: 5493000G9GN9OLNUML64 | Long             | EC               | RF                | US        |     60000 | NS      | $1234200.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $7312890.60   | 1.11%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                           | United States Treasury Strip Principal                       | CUSIP: 912803ED1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $2744920.96   | 0.42%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136AGBX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6203000 | PA      | $4992446.71   | 0.76%             | 2043-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | U.S. TREASURY BOND                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -100 | NC      | $-34375.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137H25R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3744891 | PA      | $2305391.39   | 0.35%             | 2051-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38385GPR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3212470 | PA      | $3210741.25   | 0.49%             | 2055-05-20      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137BJGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3932064 | PA      | $3395316.03   | 0.52%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38379CA89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7379936 | PA      | $7282329.95   | 1.11%             | 2044-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H6M51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 186944000 | PA      | $3217751.17   | 0.49%             | 2032-01-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38379FDE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2315100 | PA      | $1829426.88   | 0.28%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                       | United States Treasury Note/Bond                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1891796.88   | 0.29%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38381NPY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4787789 | PA      | $4535183.70   | 0.69%             | 2055-06-20      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                             | Fannie Mae or Freddie Mac                                    | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -10000000 | PA      | $-9742699.00  | -1.48%            | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38379XMH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5085823.80   | 0.77%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.           | U.S. TREASURY BOND                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -100 | NC      | $-42187.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FLYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17041484 | PA      | $779784.23    | 0.12%             | 2034-03-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38380RHY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516542 | PA      | $164977.12    | 0.03%             | 2062-10-16      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                        | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H13R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46008556 | PA      | $1984979.33   | 0.30%             | 2031-05-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                             | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11768275 | PA      | $10653489.92  | 1.62%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137H7G72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7420000 | PA      | $6940012.81   | 1.06%             | 2052-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                           | CUSIP: 3137H64E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17857998 | PA      | $12616262.75  | 1.92%             | 2051-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BRVQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11967754 | PA      | $9525179.52   | 1.45%             | 2054-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                            | CUSIP: 3136BQLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1726303 | PA      | $1449199.37   | 0.22%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Government National Mortgage Association                     | CUSIP: 38383T5C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13475374 | PA      | $11772548.93  | 1.79%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                | United States Treasury Strip Coupon                          | CUSIP: 912833Y20<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $3812901.48   | 0.58%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-19

**Name of Applicant:** First Trust Exchange-Traded Fund IV

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer