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First Trust TCW Securitized Plus ETF (DEED)
Holdings of the Fund as of 5/18/2022

Total Number of Holdings (excluding cash): 332

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2051 01F020661 38,050,000 $33,459,727.92 16.75%
Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 01F022667 34,100,000 $31,111,386.99 15.57%
Fannie Mae or Freddie Mac TBA, 3%, due 04/01/2052 01F030660 24,825,000 $23,483,968.64 11.75%
U.S. Treasury Bill, 0%, due 08/25/2022 912796T58 13,215,000 $13,177,940.64 6.59%
GNMA TBA, 2.50%, due 01/01/2052 21H022663 13,150,000 $12,215,296.55 6.11%
US 5YR NOTE (CBT) Jun22 FVM2 107 $12,081,804.74 6.05%
U.S. Treasury Bill, 0%, due 07/28/2022 912796S59 9,530,000 $9,514,539.39 4.76%
US 2YR NOTE (CBT) Jun22 TUM2 39 $8,235,703.16 4.12%
U.S. Treasury Bill, 0%, due 08/18/2022 912796T41 7,980,000 $7,959,525.79 3.98%
US 10yr Ultra Fut Jun22 UXYM2 54 $6,972,750.00 3.49%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2049 01F032666 5,800,000 $5,647,418.82 2.83%
U.S. Treasury Note, 2.75%, due 05/15/2025 91282CEQ0 5,045,000 $5,032,781.62 2.52%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2049 01F040669 4,400,000 $4,371,984.37 2.19%
FEDERAL HOME LOAN BANK 1.20%, due 12/23/2024 3130AQ4B6 4,230,000 $4,077,185.75 2.04%
FEDERAL HOME LOAN BANK 1.04%, due 06/14/2024 3130APYA7 2,770,000 $2,688,391.89 1.35%
U.S. Treasury Bill, 0%, due 10/06/2022 912796M89 2,595,000 $2,582,787.41 1.29%
U.S. Treasury Note, 2.75%, due 04/30/2027 91282CEN7 2,565,000 $2,548,367.57 1.28%
Fannie Mae FN BQ7056, 2%, due 01/01/2052 3140KSZW0 2,848,866 $2,510,821.51 1.26%
U.S. Treasury Note, 2.875%, due 05/15/2032 91282CEP2 2,400,000 $2,398,125.00 1.20%
U.S. Treasury Bill, 0%, due 09/01/2022 912796T66 2,375,000 $2,367,357.11 1.18%
Fannie Mae FN CB3151, 2%, due 03/01/2052 3140QNQD7 2,610,030 $2,300,290.58 1.15%
JAPAN TREASURY DISC BILL N/C, 0%, due 08/01/2022 JP1740761N41 280,000,000 $2,183,127.27 1.09%
Freddie Mac FR QD1841, 2%, due 11/01/2051 3133AYBJ8 1,998,734 $1,761,486.81 0.88%
Freddie Mac FR RA5855, 2.50%, due 09/01/2051 3133KMQG3 1,929,229 $1,764,088.59 0.88%
AMSR Trust Series 2020-SFR5, Class A, 1.379%, due 11/17/2037 03217JAA9 1,776,000 $1,629,188.03 0.82%
CIM Trust Series 2021-NR1, Class A1, Variable rate, due 07/25/2055 12565YAA5 1,545,663 $1,494,174.11 0.75%
Long Beach Mortgage Loan Trust Series 2006-9, Class 2A4, Variable rate, due 10/25/2036 54251WAE2 3,853,248 $1,469,055.17 0.74%
Freddie Mac FD QD7088, 2%, due 02/01/2052 3133B42V6 1,612,430 $1,421,074.09 0.71%
Fannie Mae FN BQ6913, 2%, due 12/01/2051 3140KSVF1 1,566,882 $1,380,893.28 0.69%
Fannie Mae FN FS0139, 2.50%, due 01/01/2052 3140XFEM9 1,515,705 $1,386,603.75 0.69%
Preston Ridge Partners Mortgage Trust Series 2021-3, Class A1, Variable rate, due 04/25/2026 69357PAA6 1,451,777 $1,383,754.16 0.69%
Preston Ridge Partners Mortgage Trust Series 2021-11, Class A1, Variable rate, due 11/25/2026 69362QAA7 1,420,224 $1,351,354.73 0.68%
Fannie Mae FN BV8463, 2.50%, due 04/01/2052 3140MNMM5 1,447,535 $1,323,661.65 0.66%
Luminent Mortgage Trust Series 2005-1, Class A1, Variable rate, due 11/25/2035 550279AA1 1,319,860 $1,285,874.69 0.64%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 1,350,463 $1,287,981.26 0.64%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 86361HAA2 1,313,709 $1,264,376.14 0.63%
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 525221KP1 1,317,342 $1,235,252.96 0.62%
LHOME Mortgage Trust Series 2021-RTL3, Class A, Variable rate, due 09/25/2026 50203RAA8 1,275,000 $1,209,431.47 0.61%
Antares CLO Series 2020-1A, Class A1R, Variable rate, due 10/23/2033 03666LAL6 1,200,000 $1,186,309.80 0.59%
Preston Ridge Partners Mortgage Trust Series 2021-1, Class A1, Variable rate, due 01/25/2026 693577AA6 1,238,909 $1,187,393.56 0.59%
Pretium Mortgage Credit Partners LLC Series 2022-RN1, Class A1, Variable rate, due 07/25/2051 69363JAA2 1,215,151 $1,184,538.35 0.59%
GSAA Home Equity Trust Series 2007-6, Class 3A1A, Variable rate, due 05/25/2047 36245RAD1 1,459,077 $1,148,730.95 0.57%
Progress Residential Trust Series 2019-SFR3, Class F, 3.867%, due 09/17/2036 74332WAL7 1,169,000 $1,133,887.92 0.57%
Fannie Mae FN MA4387, 2%, due 07/01/2041 31418D2V3 1,233,491 $1,108,723.54 0.55%
Fannie Mae FN MA4438, 2.50%, due 10/01/2051 31418D4Y5 1,202,536 $1,103,179.05 0.55%
GS Mortgage Securities Trust Series 2020-TWN3, Class A, Variable rate, due 11/15/2037 36263JAA2 1,075,000 $1,069,785.71 0.54%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 1A1, Variable rate, due 06/25/2037 83612TAA0 1,410,795 $1,085,214.95 0.54%
Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 381743AA1 1,100,000 $1,064,294.85 0.53%
MF1 Ltd Series 2020-FL3, Class C, Variable rate, due 07/15/2035 59319WAD3 1,050,000 $1,052,626.25 0.53%
USQ Rail I LLC Series 2021-3, Class A, 2.21%, due 06/28/2051 90354PAA5 1,157,724 $1,057,336.85 0.53%
CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, due 07/15/2060 12530MAA3 1,086,194 $999,234.62 0.50%
Freddie Mac FR SD0956, 2.50%, due 04/01/2052 3132DNBZ5 1,093,930 $1,000,530.75 0.50%
HPS Loan Management Series 15A-19, Class A1R, Variable rate, due 01/22/2035 40439DAN8 1,000,000 $989,296.65 0.50%
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 45661EAB0 1,090,415 $998,244.36 0.50%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 1,165,426 $1,003,828.25 0.50%
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 93364CAA6 1,073,354 $1,004,564.36 0.50%
AGL CLO 7 LTD Series 2020-7A, Class BR, Variable rate, due 07/15/2034 008511AN7 1,000,000 $975,974.40 0.49%
Frost CMBS Series 2021-1X, Class GBB, Variable rate, due 11/22/2026 XS2402427293 800,000 $977,136.69 0.49%
IndyMac IMSC Mortgage Loan Trust Series 2007-F2, Class 1A4, 6%, due 07/25/2037 45670JAD4 1,091,601 $970,925.09 0.49%
MSCG Trust Series 2018-SELF, Class F, Variable rate, due 10/15/2037 55358PAQ9 1,000,000 $972,380.70 0.49%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 1,269,614 $978,260.69 0.49%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 975,000 $956,193.03 0.48%
BFLD Trust Series 2020-OBRK, Class A, Variable rate, due 11/15/2028 05553JAA6 943,000 $933,888.17 0.47%
Boyce Park CLO, LLC Series 2022-1A, Class SUB, Variable rate, due 04/21/2035 103226AC0 1,100,000 $936,591.66 0.47%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 1,475,441 $920,751.50 0.46%
Lanebrook Mortgage Transaction Series 2021-1, Class X1, Variable rate, due 07/20/2058 XS2382920853 750,237 $919,549.85 0.46%
Luminent Mortgage Trust Series 2007-1, Class 1A1, Variable rate, due 11/25/2036 55028CAA3 947,390 $898,333.40 0.45%
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 36166VAE5 985,113 $887,598.57 0.44%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 1,800,000 $875,251.26 0.44%
U.S. Treasury Bill, 0%, due 10/20/2022 912796V63 875,000 $870,159.76 0.44%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class G, Variable rate, due 12/15/2037 12482HAS3 890,000 $863,701.57 0.43%
Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 59022VAE1 1,000,000 $864,970.40 0.43%
Washington Mutual Mortgage Pass Through CTFS Series 2006-AR10, Class A2A, Variable rate, due 12/25/2036 93935YAB6 878,909 $836,565.12 0.42%
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 81376WAC9 1,148,311 $823,321.57 0.41%
Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 3137H6ZG3 925,000 $828,346.01 0.41%
Lehman XS Trust Serues 2005-7N, Class 1A1A, Variable rate, due 12/25/2035 525221EM5 855,148 $819,770.92 0.41%
Stratus CLO Series 2021-3A, Class SUB, Variable rate, due 12/29/2029 86315XAG1 925,000 $824,003.67 0.41%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 879,502 $820,818.84 0.41%
Credit Suisse Mortgage Trust CSMC 2021-RP11 PT BCC33KVJ1 806,141 $797,199.85 0.40%
Credit Suisse Mortgage Trust Series 2018-SITE, Class A, 4.284%, due 04/15/2036 12690CAA1 815,000 $799,925.43 0.40%
Credit Suisse Mortgage Trust Series 2020-TMIC, Class A, Variable rate, due 12/15/2035 126390AA1 800,000 $795,374.88 0.40%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX3, Class A1, Variable rate, due 06/25/2037 45670AAA9 846,543 $793,884.96 0.40%
Madison Park Funding Ltd Series 2020-45A, Class BR, Variable rate, due 07/15/2034 55820BAL1 825,000 $806,097.06 0.40%
Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 61765TAG8 30,518,972 $794,305.09 0.40%
Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 67087TAK7 878,482 $791,104.42 0.40%
Residential Accredit Loans, Inc. Series 2006-Q02, Class A1, Variable rate, due 02/25/2046 761118VY1 3,267,965 $805,543.82 0.40%
Credit Suisse Mortgage Trust Series 2021-BPNY, Class A, Variable rate, due 08/15/2023 12659XAA4 801,000 $770,272.04 0.39%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2020-ACE, Class A, 3.2865%, due 01/10/2037 46591PAA0 800,000 $771,410.32 0.39%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 1,459,889 $783,182.72 0.39%
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 88315LAG3 849,785 $777,858.79 0.39%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 793,443 $750,971.91 0.38%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 745,098 $749,413.88 0.38%
Structured Adjustable Rate Mortgage Loan Trust Series 2005-17, Class 3A1, Variable rate, due 08/25/2035 863579VM7 806,035 $760,657.98 0.38%
Bluemountain CLO Ltd Series 2020-30A, Class BR, Variable rate, due 04/15/2035 09630QAN1 750,000 $739,006.91 0.37%
FEDERAL HOME LOAN BANK 1.61%, due 09/04/2024 3130AQUU5 760,000 $743,619.32 0.37%
FEDERAL HOME LOAN BANK 1.61%, due 09/04/2024 3130AQV26 760,000 $744,478.63 0.37%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 785,702 $730,290.38 0.37%
Last Mile Logistics Pan Euro Finance DAC Series 1A, Class E, Variable rate, due 08/17/2026 BCC316NM6 716,788 $727,915.25 0.36%
MASTR Asset Backed Securities Trust Series 2006-HE2, Class A3, Variable rate, due 06/25/2036 57644UAE5 1,580,107 $728,988.84 0.36%
U.S. Treasury Bond, 2.875%, due 05/15/2052 912810TG3 745,000 $716,713.28 0.36%
BX Trust Series 2021-SOAR, Class J, Variable rate, due 06/15/2038 05608WAU8 750,000 $690,680.85 0.35%
Fannie Mae FN BV7761, 2.50%, due 03/01/2052 3140MMTT5 771,241 $705,244.94 0.35%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 700,000 $677,021.93 0.34%
Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 19521UAA1 715,000 $674,517.27 0.34%
CIFC Funding Ltd Series 2022-2A, Class INCB, Variable rate, due 04/19/2035 12567VAC5 700,000 $649,471.57 0.33%
Fannie Mae FN BU9074, 2%, due 01/01/2052 3140MBCL4 742,834 $654,655.36 0.33%
IndyMac INDX Mortgage Loan Trust Series 2007-AR21, Class 6A1, Variable rate, due 09/25/2037 45670BAL3 800,947 $650,872.91 0.33%
U.S. Treasury Bond, 2%, due 11/15/2041 912810TC2 800,000 $652,000.00 0.33%
BDS Ltd Series 2020-FL6, Class C, Variable rate, due 09/15/2035 05492XAE1 662,000 $646,895.28 0.32%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 650,000 $640,838.97 0.32%
SLM Student Loan Trust Series 2008-5, Class A4, Variable rate, due 07/25/2023 78444YAD7 639,406 $639,555.33 0.32%
GS Mortgage Securities Trust Series 2015-GC28, Class XA, Variable rate, due 02/10/2048 36251FAY2 28,881,902 $612,810.43 0.31%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 696,790 $611,791.51 0.31%
Small Business Lending Trust Series 2019-A, Class D, 6.30%, due 07/15/2026 831645AD8 630,000 $627,770.81 0.31%
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 26252NAQ2 615,000 $603,687.79 0.30%
European Loan Conduit Series 36A, Class E, Variable rate, due 02/17/2030 XS2069481914 594,291 $606,940.19 0.30%
Fannie Mae FN CA5689, 3%, due 05/01/2050 3140QDKB9 627,587 $597,981.52 0.30%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class A4, 3.5382%, due 07/15/2047 46642CAD2 599,452 $597,302.03 0.30%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 690,000 $595,655.89 0.30%
WAMU Asset-Backed Certificates Series 2007-HE1, Class 2A4, Variable rate, due 01/25/2037 933631AE3 1,109,741 $608,283.36 0.30%
AMSR Trust Series 2020-SFR3, Class G, 4.994%, due 09/17/2037 001807AH9 605,000 $577,859.10 0.29%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 724,336 $588,043.96 0.29%
BX Trust Series 2021-VIEW, Class B, Variable rate, due 06/15/2023 05606GAG6 605,000 $582,604.29 0.29%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 600,000 $582,762.58 0.29%
Fannie Mae FN BT6597, 2%, due 02/01/2052 3140LVKK4 646,248 $569,564.12 0.29%
Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 33938MAA7 610,000 $575,369.02 0.29%
Eaton Vance CDO Ltd Series 2019-1A, Class AR, Variable rate, due 04/15/2031 27830XAL0 575,000 $567,191.86 0.28%
Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 74958DAA6 607,113 $559,801.83 0.28%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 563,960 $554,060.31 0.28%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class D, Variable rate, due 10/15/2037 05493BAL2 545,000 $536,402.63 0.27%
Bear Stearns Alt-A Trust Series 2005-1, Class M2, Variable rate, due 01/25/2035 07386HQJ3 517,836 $546,760.96 0.27%
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 576429AA2 577,605 $547,839.56 0.27%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 656,498 $537,065.55 0.27%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 600,000 $516,786.72 0.26%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 320277AF3 565,000 $513,044.18 0.26%
IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 45661XAD4 625,241 $522,503.53 0.26%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 59023XAC0 1,205,500 $521,949.04 0.26%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 541,583 $501,457.02 0.25%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 528,426 $503,997.06 0.25%
IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 45667QAC5 523,626 $502,501.31 0.25%
COMM Mortgage Trust Series 2014-CR16, Class XA, Variable rate, due 04/10/2047 12591VAF8 32,254,131 $486,269.73 0.24%
SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2023 78457JAC6 105,000,000 $480,401.25 0.24%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-LC14, Class XA, Variable rate, due 03/15/2047 96221TAH0 29,853,096 $478,948.15 0.24%
CIM Trust Series 2021-NR2, Class A1, Variable rate, due 07/25/2059 12565CAA3 472,913 $456,306.00 0.23%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 17311YAD5 1,002,190 $447,649.48 0.22%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 479,406 $438,451.24 0.22%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 666,752 $448,256.78 0.22%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 32028PAE5 422,731 $400,772.69 0.20%
Freddie Mac FR RA6528, 2.50%, due 02/01/2052 3133KNHD8 434,252 $397,091.81 0.20%
Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 525229AG5 480,601 $403,198.61 0.20%
Palmer Square CLO Ltd Series 2018-1A, Class A1, Variable rate, due 04/18/2031 69703PAA7 400,000 $394,200.00 0.20%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 488,564 $393,184.43 0.20%
U.S. Treasury Bond, 2.375%, due 02/15/2042 912810TF5 465,000 $404,550.00 0.20%
Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 94989JBC9 28,399,089 $400,086.36 0.20%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF1B, Variable rate, due 01/25/2037 1248MGAX2 989,865 $384,371.44 0.19%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A3, Variable rate, due 03/25/2037 17311YAC7 871,470 $389,535.47 0.19%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 386,000 $371,457.45 0.19%
MF1 Ltd Series 2020-FL3, Class A, Variable rate, due 07/15/2035 59319WAA9 388,988 $388,410.14 0.19%
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 749241AA3 406,947 $378,114.83 0.19%
Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 02150XAA9 379,672 $358,106.31 0.18%
CSAIL Commercial Mortgage Trust Series 2015-C2, Class XA, Variable rate, due 06/15/2057 12634NAV0 20,769,369 $354,686.83 0.18%
Nelnet Student Loan Trust Series 2015-3A, Class A3, Variable rate, due 06/25/2054 64033TAD5 370,000 $356,687.25 0.18%
OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 69121TAD7 695,777 $368,126.98 0.18%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 359,837 $330,667.11 0.17%
COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 12591YBE4 20,999,139 $347,552.54 0.17%
Park Place Securities Inc Series 2004-WWF1, Class M5, Variable rate, due 12/25/2034 70069FDN4 338,020 $334,041.36 0.17%
Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Clss A2B, Variable rate, due 01/25/2037 81378GAC2 379,669 $349,395.44 0.17%
WAMU Mortgage Pass-Through Certificates Series 2005-AR8, Class 2AC2, Variable rate, due 07/25/2045 92922FS41 348,470 $336,259.21 0.17%
Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 95000PAP9 5,823,000 $346,292.65 0.17%
AIG CLO LTD Series 2018-1A, Class BR, Variable rate, due 04/20/2032 00141UAG8 320,000 $314,980.73 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K024, Class X3, Variable rate, due 11/25/2040 3137AXHR7 67,804,725 $319,536.55 0.16%
GreenPoint Mortgage Funding Trust Series 2005-AR1, Class A2, Variable rate, due 06/25/2045 39538RAB5 329,276 $312,629.04 0.16%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 46647TAU2 10,655,930 $319,345.44 0.16%
Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 64031QCL3 353,604 $315,324.65 0.16%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 342,607 $317,374.01 0.16%
Credit Suisse Mortgage Trust Series 2020-RPL2, Class A12, Variable rate, due 02/25/2060 22946BAP1 313,425 $308,563.57 0.15%
Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 63939LAC1 320,000 $291,233.34 0.15%
Argent Securities Inc. Series 2006-M1, Class A2C, Variable rate, due 07/25/2036 04012MAQ2 770,745 $276,457.91 0.14%
Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 21873BAC9 2,783,416 $277,449.33 0.14%
COMM Mortgage Trust Series 2014-UBS6, Class XA, Variable rate, due 12/10/2047 12592PBG7 15,820,426 $277,343.14 0.14%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 78413MAE8 340,000 $288,317.72 0.14%
SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 78449RAQ8 385,000 $283,487.74 0.14%
Wells Fargo Commercial Mortgage Trust Series 2015-C27, Class XA, Variable rate, due 02/15/2048 94989DAZ2 14,882,944 $283,862.39 0.14%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 270,900 $261,102.20 0.13%
JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 46590LAV4 6,111,996 $254,027.37 0.13%
Morgan Stanley BAML Trust Series 2015-C20, Class XA, Variable rate, due 02/15/2048 61764RBG2 10,501,470 $253,262.89 0.13%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A2, Variable rate, due 06/25/2037 83612TAC6 352,024 $262,360.80 0.13%
TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 87267CAA6 285,645 $256,873.88 0.13%
BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 05604FAE5 18,799,838 $236,060.16 0.12%
Option One Mortgage Loan Trust Series 2007-4, Class 2A3, Variable rate, due 04/25/2037 68403FAD8 366,395 $230,306.97 0.12%
Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 86359LRY7 241,067 $234,013.08 0.12%
Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class XA, Variable rate, due 02/15/2048 94989CBA8 8,619,067 $230,931.52 0.12%
Carvana Auto Receivables Trust Series 2021-N3, Class N, 2.53%, due 06/12/2028 14687GAG0 227,084 $226,865.87 0.11%
Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 29429CAJ4 4,462,963 $215,861.91 0.11%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 266,785 $220,747.00 0.11%
Impac CMB Trust Series 2007-A, Class A, Variable rate, due 05/25/2037 452550AA4 224,207 $218,900.99 0.11%
Nelnet Student Loan Trust Series 2014-4A, Class A2, Variable rate, due 11/25/2048 64033MAB4 215,000 $210,870.62 0.11%
BFLD Trust Series 2021-FPM, Class B, Variable rate, due 06/15/2038 05554BAG9 200,000 $196,351.42 0.10%
COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 12593FAG9 7,000,000 $203,806.40 0.10%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 228,294 $204,095.12 0.10%
Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 12669GKF7 216,045 $195,404.68 0.10%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 199,845 $198,930.71 0.10%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 357,657 $196,800.82 0.10%
MHC Commercial Mortgage Trust Series 2021-MHC, Class E, Variable rate, due 04/15/2026 55316VAJ3 205,000 $195,180.46 0.10%
Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 748940AB9 219,668 $197,018.04 0.10%
Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 95000LBC6 3,856,387 $190,844.90 0.10%
Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 07387AAB1 187,961 $181,492.53 0.09%
COMM Mortgage Trust Series 2014-CR14, Class XA, Variable rate, due 02/10/2047 12630DAZ7 24,452,221 $184,966.38 0.09%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 25151KAC3 203,438 $178,282.95 0.09%
Fannie Mae FN MA4333, 2%, due 05/01/2041 31418DY71 201,978 $181,565.90 0.09%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 187,260 $185,004.19 0.09%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class XA, Variable rate, due 07/15/2047 46642CBL3 18,234,120 $184,642.35 0.09%
Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 83612KAA9 205,186 $185,502.33 0.09%
Voya CLO Ltd Series 2017-2A, Class A2AR, Variable rate, due 06/07/2030 92915UAJ3 175,000 $172,574.67 0.09%
Countrywide Alternative Loan Trust Series 2007-OA7, Class A1A, Variable rate, due 05/25/2047 126680AA5 174,409 $156,147.47 0.08%
Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 12656DAE3 182,000 $164,606.04 0.08%
Credit-Based Asset Servicing and Securitization Series 2006-CB7, Class A5, Variable rate, due 10/25/2036 12479DAE8 201,577 $158,154.97 0.08%
GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 39538WBZ0 170,406 $157,089.46 0.08%
GS Mortgage Securities Trust Series 2011-GC5, Class AS, Variable rate, due 08/10/2044 36191YAE8 153,286 $153,037.69 0.08%
Morgan Stanley Capital Inc Series 2006-HE1, Class A4, Variable rate, due 01/25/2036 617451DR7 165,933 $162,049.70 0.08%
Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 74923CAD4 187,203 $167,556.66 0.08%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 86361HAB0 160,147 $150,391.14 0.08%
WAMU Mortgage Pass-Through Certificates Series 2005-AR17, Class A1A2, Variable rate, due 12/25/2045 92922F7Q5 159,816 $149,908.68 0.08%
Wells Fargo Commercial Mortgage Trust Series 2015-NXS3, Class XA, Variable rate, due 09/15/2057 94989VAG4 6,645,027 $163,574.64 0.08%
Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 059522AC6 137,935 $131,629.74 0.07%
Citigroup Mortgage Loan Trust Inc Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 145,403 $142,817.66 0.07%
CSAIL Commercial Mortgage Trust Series 2015-C4, Class XA, Variable rate, due 11/15/2048 12635RAZ1 6,062,638 $140,286.41 0.07%
Fannie Mae FN MA4176, 2%, due 11/01/2040 31418DUA8 150,142 $134,992.98 0.07%
Fannie Mae FN MA4204, 2%, due 12/01/2040 31418DU67 158,075 $142,113.64 0.07%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 146,337 $145,449.57 0.07%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 135,399 $133,207.40 0.07%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 143,140 $131,770.90 0.07%
Park Avenue Institutional Advisers CLO Series 2018-1A, Class A2R, Variable rate, due 10/20/2031 70016RAQ8 150,000 $146,588.78 0.07%
Residential Accredit Loans, Inc. Series 2006-QA6, Class A1, Variable rate, due 07/25/2036 74922MAA9 131,580 $132,049.77 0.07%
American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 02660UAA8 125,515 $116,205.77 0.06%
DBUBS Mortgage Trust Series 2017-BRBK, Class A, 3.452%, due 10/10/2034 23305JAA0 120,000 $118,080.83 0.06%
Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 31395NXU6 129,548 $129,680.23 0.06%
Fannie Mae Series 2018-50, Class BA, 3%, due 07/25/2048 3136B2LX8 127,692 $122,699.90 0.06%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 128,478 $127,062.42 0.06%
Freddie Mac FR SD0499, 3%, due 08/01/2050 3132DMRU1 125,205 $119,289.16 0.06%
IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 45660GBB5 152,936 $128,058.94 0.06%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 54251YAD0 306,824 $114,636.22 0.06%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 125,000 $111,339.00 0.06%
American Money Management Corporation Series 2016-19A, Class AR, Variable rate, due 10/16/2028 00176PAJ1 99,637 $99,223.38 0.05%
Banc of America Merrill Lynch Large Loan Inc Series 2018-PARK, Class A, Variable rate, due 08/10/2038 05491YAA8 105,000 $103,873.84 0.05%
BCAP LLC Trust Series 2006-AA2, Class A1, Variable rate, due 01/25/2037 05530MAA7 100,551 $93,047.62 0.05%
Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 07401NAP4 105,924 $96,902.27 0.05%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 08163ABR3 117,000 $103,742.92 0.05%
CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 12564UAA4 111,352 $107,426.73 0.05%
Countrywide Alternative Loan Trust Series 2006-HY12, Class A5, Variable rate, due 08/25/2036 02146PAF2 99,883 $96,765.79 0.05%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 02151CAE6 124,647 $90,861.13 0.05%
Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 02150EAL7 139,081 $93,501.47 0.05%
Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 1248RHAA5 142,508 $104,607.94 0.05%
Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 31397UDV8 102,665 $103,334.43 0.05%
Freddie Mac FG G60659, 3.50%, due 08/01/2046 31335AWU8 108,948 $108,152.06 0.05%
FreddieMac Strip Series 360, Class 250, 2.50%, due 11/15/2047 3132J0US4 113,784 $108,688.75 0.05%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 237,641 $92,440.94 0.05%
HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 40430MAE7 213,213 $109,898.78 0.05%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1A, Variable rate, due 04/25/2037 45668RAA6 107,338 $91,962.75 0.05%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC4, Class A1A, Variable rate, due 12/25/2036 46630BAA4 130,860 $93,393.00 0.05%
Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 74922KAD7 106,931 $95,670.39 0.05%
Ace Securities Corp. Series 2006-OP2, Class A1, Variable rate, due 08/25/2036 00441YAA0 83,307 $80,401.52 0.04%
Colony American Finance Ltd Series 2017-1, Class D, 4.358%, due 10/15/2049 21871VAL7 75,376 $75,262.46 0.04%
COMM Mortgage Trust Series 2013-CR12, Class XA, Variable rate, due 10/10/2046 12591KAF2 7,351,171 $86,837.18 0.04%
CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 12636LBA7 2,892,980 $73,006.08 0.04%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 73,275 $70,132.44 0.04%
Fannie Mae FN MA4152, 2%, due 09/01/2040 31418DTJ1 97,587 $87,744.40 0.04%
FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 3136B64Y6 88,182 $88,036.18 0.04%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 83,671 $82,472.17 0.04%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 82,198 $79,265.23 0.04%
Oakwood Mortgage Investors Inc Series 2001-C, Class A2, Variable rate, due 06/15/2031 67087TCK5 582,662 $81,776.96 0.04%
Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 805564RN3 79,096 $76,829.28 0.04%
Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 81376EAC9 72,712 $71,421.52 0.04%
Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 88315LAJ7 85,592 $78,270.75 0.04%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2015-C25, Class XA, Variable rate, due 11/15/2047 92939KAH1 4,904,651 $82,747.84 0.04%
Accredited Mortgage Loan Trust Series 2005-1, Class M2, Variable rate, due 04/25/2035 004375CU3 63,310 $63,275.90 0.03%
BLACKROCK RAINIER CLO LTD Series 2021-1, Class A, Variable rate, due 04/17/2032 09262BAA7 61,873 $61,638.53 0.03%
COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 12591YAA3 11,151,000 $66,511.25 0.03%
Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 12544QAA8 106,132 $61,242.23 0.03%
Fannie Mae FN CA0995, 3.50%, due 01/01/2048 3140Q8C94 57,528 $56,848.65 0.03%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 66,981 $60,232.83 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 3137FG7J8 1,000,000 $61,422.20 0.03%
Freddie Mac FG G08681, 3.50%, due 12/01/2045 3128MJXK1 57,088 $56,672.01 0.03%
Freddie Mac FR SD7502, 3.50%, due 07/01/2049 3132DVKP9 65,442 $64,288.03 0.03%
Freddie Mac Series 3778, Class L, 3.50%, due 12/15/2025 3137A47J0 63,227 $63,868.26 0.03%
Fremont Home Loan Trust Series 2005-A, Class M3, Variable rate, due 01/25/2035 35729PHN3 67,947 $66,711.79 0.03%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 64,605 $64,146.97 0.03%
IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 45660L5S4 73,677 $61,546.30 0.03%
IndyMac INDX Mortgage Loan Trust Series 2006-AR9, Class 3A2, Variable rate, due 06/25/2036 45661EGH1 62,641 $54,925.15 0.03%
Morgan Stanley BAML Trust Series 2014-C14, Class XA, Variable rate, due 02/15/2047 61690GAG6 4,497,881 $51,279.00 0.03%
SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 78445AAE6 65,000 $62,020.39 0.03%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 65,000 $64,374.90 0.03%
Structured Asset Securities Corporation Series 2006-OPT1, Class A1, Variable rate, due 04/25/2036 86359UAA7 69,591 $68,818.31 0.03%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 57,045 $56,026.50 0.03%
Fannie Mae FN BE3619, 4%, due 05/01/2047 3140FPAV1 31,061 $31,282.28 0.02%
Freddie Mac Series 3071, Class TF, Variable rate, due 04/15/2035 31396EFY7 35,832 $35,844.63 0.02%
Freddie Mac Series 4993, Class OP, 0%, due 10/25/2058 3137FU6Z2 55,144 $48,674.56 0.02%
FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 35708TAQ0 21,686,166 $39,514.36 0.02%
GNMA G2 MA3873, 3%, due 08/20/2046 36179SJS7 51,409 $49,660.45 0.02%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 48,746 $48,400.17 0.02%
GNMA G2 MA4779, 4%, due 10/20/2047 36179TJY2 34,536 $34,992.98 0.02%
GS Mortgage Securities Trust Series 2013-GC10, Class XA, Variable rate, due 02/10/2046 36192CAG0 5,596,386 $35,305.92 0.02%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-C16, Class XA, Variable rate, due 12/15/2046 46641BAF0 4,671,832 $43,373.28 0.02%
Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 86363NAY5 49,273 $46,524.84 0.02%
Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 94989TBC7 1,947,098 $40,791.32 0.02%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C20, Class XA, Variable rate, due 05/15/2047 92890FAW6 3,488,018 $48,418.92 0.02%
Boyce Park CLO, LLC Series 2022-1A, Class M2, Variable rate, due 04/21/2035 103226AG1 1,178,571 $22,157.13 0.01%
COMM Mortgage Trust Series 2013-LC13, Class XA, Variable rate, due 08/10/2046 12626GAG8 1,072,108 $10,009.84 0.01%
COMM Mortgage Trust Series 2014-UBS2, Class XA, Variable rate, due 03/10/2047 12591UAG8 1,495,203 $21,482.48 0.01%
COMM Mortgage Trust Series 2020-CX, Class E, Variable rate, due 11/10/2046 12656KAL1 35,000 $26,675.94 0.01%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 29,736 $29,385.82 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 3137FNB25 300,000 $26,278.59 0.01%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 29,702 $29,360.60 0.01%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 38406JAC2 1,000,000 $23,125.00 0.01%
GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 39538RBW8 28,121 $23,087.46 0.01%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-LC11, Class XA, Variable rate, due 04/15/2046 46639YAS6 1,844,876 $13,598.21 0.01%
JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 46590JAY3 938,741 $21,664.27 0.01%
Long Beach Mortgage Loan Trust Series 2005-WL2, Class M2, Variable rate, due 08/25/2035 542514NC4 26,122 $26,472.10 0.01%
Morgan Stanley BAML Trust Series 2013-C13, Class XA, Variable rate, due 11/15/2046 61763BAV6 1,829,078 $19,488.46 0.01%
Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 617451EF2 25,819 $25,547.10 0.01%
Nomura Home Equity Loan Inc Series 2006-HE1, Class M1, Variable rate, due 02/25/2036 65536HCS5 26,041 $26,037.26 0.01%
WAMU Mortgage Pass-Through Certificates Series 2006-AR17, Class 1A1A, Variable rate, due 12/25/2046 92925DAB6 13,027 $12,169.72 0.01%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 92890KBD6 1,017,136 $15,114.54 0.01%
Argent Securities Inc. series 2005-W5, Class A2D, Variable rate, due 01/25/2036 040104QP9 0 $0.08 0.00%
CIM Trust Series 2021-R4, Class A1A, Variable rate, due 05/01/2061 12598HAB1 0 $0.04 0.00%
Citigroup Commercial Mortgage Trust Series 2012-GC8, Class XA, Variable rate, due 09/10/2045 17318UAK0 0 $0.00 0.00%
Citigroup Commercial Mortgage Trust Series 2013-GC15, Class XA, Variable rate, due 09/10/2046 17321JAJ3 735,347 $6,274.13 0.00%
COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 4,156,386 $8,587.09 0.00%
Countrywide Asset-Backed Certificates Series 2005-1. Class MV6, Variable rate, due 07/25/2035 126673XC1 0 $0.04 0.00%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 BCC2I1ZK2 6,437 $6,459.18 0.00%
GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 36191YAA6 1,920,826 $64.54 0.00%
Residential Asset Securitization Trust Series 2006-A8, Class 3A4, 6%, due 08/25/2036 761119AS5 0 $0.04 0.00%
UBS-Barclays Commercial Mortgage Trust Series 2012-C2, Class XA, Variable rate, due 05/10/2063 90269CAH3 1,823,528 $746.55 0.00%
UBS-Barclays Commercial Mortgage Trust Series 2012-C3, Class XA, Variable rate, due 08/10/2049 90349DAJ1 383,060 $473.81 0.00%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2012-C9, Class XA, Variable rate, due 11/15/2045 92930RAF9 460,357 $684.46 0.00%
US ULTRA BOND CBT Jun22 WNM2 -14 ($2,185,750.00) -1.09%
US Dollar $USD -103,298,218 ($103,298,218.31) -51.70%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 07-08-2022 -1,283,000.00 EUR $1,416,547.47 ($70,039.07)
USD->GBP 07-08-2022 -1,535,000.00 GBP $2,019,190.33 ($123,003.92)
USD->JPY 08-01-2022 -280,000,000.00 JPY $2,158,278.92 $30,017.76
Holdings are subject to change.

The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.


 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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