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First Trust TCW Securitized Plus ETF (DEED)
Holdings of the Fund as of 7/22/2024

Total Number of Holdings (excluding cash): 247

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 2YR NOTE (CBT) Sep24 TUU4 37 $7,580,375.00 10.41%
US 5YR NOTE (CBT) Sep24 FVU4 44 $4,716,593.77 6.47%
US 10yr Ultra Fut Sep24 UXYU4 40 $4,568,125.00 6.27%
U.S. Treasury Note, 4.625%, due 06/30/2026 91282CKY6 4,462,000 $4,470,453.39 6.14%
U.S. Treasury Note, 4.375%, due 05/15/2034 91282CKQ3 2,344,000 $2,366,524.37 3.25%
U.S. Treasury Note, 4.25%, due 06/30/2029 91282CKX8 2,165,000 $2,172,188.45 2.98%
Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 01F022683 2,500,000 $2,069,730.90 2.84%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 01F040685 2,075,000 $1,919,739.75 2.64%
GNMA TBA, 5%, due 04/01/2054 21H050680 1,900,000 $1,863,816.55 2.56%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 01F030686 2,100,000 $1,809,638.06 2.48%
GNMA TBA, 4.50%, due 05/01/2053 21H042687 1,600,000 $1,534,081.07 2.11%
Fannie Mae or Freddie Mac TBA, 5%, due 03/01/2054 01F050684 1,425,000 $1,390,209.81 1.91%
GNMA TBA, 2.50%, due 12/01/2051 21H022689 1,575,000 $1,341,336.71 1.84%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 01F032682 1,400,000 $1,254,438.00 1.72%
Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2054 01F052680 1,225,000 $1,217,419.07 1.67%
Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2051 01F020687 1,500,000 $1,191,621.09 1.64%
Freddie Mac FD QD7088, 2%, due 02/01/2052 3133B42V6 1,414,246 $1,133,457.29 1.56%
GNMA TBA, 5.50%, due 04/01/2054 21H052686 1,100,000 $1,097,827.17 1.51%
Fannie Mae FN BV8477, 3%, due 05/01/2052 3140MNM37 1,248,094 $1,083,565.25 1.49%
Fannie Mae FN FS0139, 2.50%, due 01/01/2052 3140XFEM9 1,299,426 $1,088,184.11 1.49%
GNMA TBA, 2%, due 12/01/2051 21H020683 1,275,000 $1,046,745.11 1.44%
Frost CMBS Series 2021-1A, Class GBB, Variable rate, due 11/22/2026 XS2402427962 784,383 $1,003,596.57 1.38%
Fannie Mae FN CB3151, 2%, due 03/01/2052 3140QNQD7 1,150,963 $916,669.81 1.26%
Fannie Mae FN CB2411, 2.50%, due 12/01/2051 3140QMVD3 1,082,081 $905,166.42 1.24%
Fannie Mae FN CB3486, 3.50%, due 05/01/2052 3140QN2U5 1,008,101 $904,641.56 1.24%
Fannie Mae FN MA4978, 5%, due 04/01/2053 31418EQ86 913,244 $891,714.07 1.22%
U.S. Treasury Note, 4.375%, due 07/31/2026 91282CLB5 890,000 $888,357.35 1.22%
Fannie Mae FN MA5038, 5%, due 06/01/2053 31418ES43 881,670 $860,554.67 1.18%
Freddie Mac FR SD0956, 2.50%, due 04/01/2052 3132DNBZ5 959,863 $800,745.49 1.10%
Fannie Mae FN MA5138, 5.50%, due 09/01/2053 31418EV80 796,848 $793,784.08 1.09%
U.S. Treasury Bill, 0%, due 11/14/2024 912797LD7 810,000 $796,905.68 1.09%
Freddie Mac FR QC8921, 2.50%, due 10/01/2051 3133AT4E8 910,174 $762,000.19 1.05%
Freddie Mac FR SD8211, 2%, due 05/01/2052 3132DWDQ3 920,493 $732,285.90 1.01%
Fannie Mae FN FS3781, 2%, due 11/01/2051 3140XKFX3 901,194 $721,814.37 0.99%
U.S. Treasury Bond, 4.625%, due 05/15/2054 912810UA4 701,000 $718,415.50 0.99%
Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2053 01F042681 750,000 $714,094.31 0.98%
Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 3137H6ZG3 925,000 $706,309.74 0.97%
GNMA G2 MA7589, 2.50%, due 09/20/2051 36179WNE4 810,789 $690,506.16 0.95%
Fannie Mae FN MA4768, 2.50%, due 09/01/2052 31418EJN1 806,381 $668,802.84 0.92%
GNMA G2 MA7767, 2.50%, due 12/20/2051 36179WTY4 789,406 $671,890.74 0.92%
Freddie Mac FR SD8188, 2%, due 01/01/2052 3132DWCZ4 831,644 $661,510.50 0.91%
GNMA G2 MA7534, 2.50%, due 08/20/2051 36179WLP1 758,664 $646,119.98 0.89%
GNMA G2 MA7705, 2.50%, due 11/20/2051 36179WR26 759,016 $646,241.89 0.89%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 650,000 $638,370.01 0.88%
Fannie Mae FN CB2610, 2%, due 01/01/2052 3140QM3U6 796,853 $635,198.65 0.87%
Freddie Mac FR SD1581, 2.50%, due 09/01/2052 3132DNXJ7 761,900 $631,630.49 0.87%
Freddie Mac FR RA7773, 4%, due 08/01/2052 3133KPT65 674,983 $625,588.33 0.86%
Fannie Mae FN MA4547, 2%, due 02/01/2052 31418EBR0 747,651 $595,167.09 0.82%
Fannie Mae FN BV9960, 4%, due 06/01/2052 3140MQB65 610,127 $567,685.19 0.78%
Freddie Mac FR SD8264, 3.50%, due 11/01/2052 3132DWFD0 634,386 $569,105.21 0.78%
AMSR Trust Series 2020-SFR1, Class F, 3.566%, due 04/17/2037 00180AAF6 572,000 $559,831.10 0.77%
Freddie Mac - STACR Series 2022-DNA1, Class M1B, Variable rate, due 01/25/2042 35564KPV5 550,000 $558,239.11 0.77%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class D, Variable rate, due 10/15/2037 05493BAL2 545,000 $539,042.82 0.74%
Fannie Mae FN MA5070, 4.50%, due 07/01/2053 31418ET42 566,592 $540,591.11 0.74%
U.S. Treasury Note, 4.375%, due 07/15/2027 91282CKZ3 535,000 $536,191.22 0.74%
Fannie Mae FN BU9074, 2%, due 01/01/2052 3140MBCL4 661,882 $530,940.40 0.73%
Fannie Mae FN BW9886, 4.50%, due 10/01/2052 3140N26Y2 521,213 $496,498.86 0.68%
Freddie Mac FR SD8372, 5.50%, due 11/01/2053 3132DWJR5 494,879 $491,919.50 0.68%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 320277AF3 565,000 $471,390.07 0.65%
Fannie Mae FN BQ1226, 2%, due 09/01/2050 3140KLLG5 557,816 $446,410.51 0.61%
Fannie Mae FN CA5689, 3%, due 05/01/2050 3140QDKB9 507,906 $445,768.38 0.61%
Freddie Mac FR SD1382, 4%, due 08/01/2052 3132DNRB1 452,978 $419,797.88 0.58%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 449,046 $421,756.49 0.58%
Fannie Mae FN CB2430, 3%, due 12/01/2051 3140QMVY7 485,226 $418,304.07 0.57%
Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 67087TAK7 534,656 $418,635.74 0.57%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 479,000 $415,657.18 0.57%
Fannie Mae FN CB2802, 2%, due 02/01/2052 3140QNDG4 512,618 $408,511.77 0.56%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 530,512 $402,310.42 0.55%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 408,014 $403,366.42 0.55%
Fannie Mae FN MA4784, 4.50%, due 10/01/2052 31418EJ68 421,573 $401,582.01 0.55%
IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 45667QAC5 439,699 $395,747.06 0.54%
Freddie Mac FR SD2190, 4.50%, due 10/01/2052 3132DPNF1 406,317 $387,409.23 0.53%
Last Mile Logistics Pan Euro Finance DAC Series 1A, Class E, Variable rate, due 08/17/2026 BCC316NM6 363,287 $386,719.10 0.53%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 556,604 $384,189.48 0.53%
Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 74958DAA6 500,966 $381,813.74 0.52%
BENCHMARK Mortgage Trust Series 2024-V8, Class C, Variable rate, due 07/15/2057 08190AAF7 357,000 $365,141.74 0.50%
CIM Trust Series 2023-R3, Class A1B, Variable rate, due 01/25/2063 12570GAC3 450,000 $362,268.10 0.50%
IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 45661XAD4 547,063 $364,281.70 0.50%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 59023XAC0 1,071,003 $366,955.28 0.50%
Fannie Mae FN MA4511, 2%, due 01/01/2052 31418EAM2 446,318 $355,042.58 0.49%
GNMA Series 2023-113, Class FD, Variable rate, due 08/20/2053 38384CUA5 359,005 $360,067.30 0.49%
MASTR Asset Backed Securities Trust Series 2007-HE1, Class A4, Variable rate, due 05/25/2037 576457AD7 435,500 $355,231.25 0.49%
AMSR Trust Series 2020-SFR3, Class G, 4.994%, due 09/17/2037 001807AH9 355,000 $346,593.81 0.48%
GNMA G2 MA8347, 4.50%, due 10/20/2052 36179XHY5 360,493 $346,787.89 0.48%
GoldenTree Loan Management US CLO, LTD Series 2024-20A, Class B, Variable rate, due 07/20/2037 38139MAE5 350,000 $349,944.46 0.48%
GNMA Series 2023-116, Class FL, Variable rate, due 08/20/2053 38384EEE1 339,624 $342,445.72 0.47%
Fannie Mae FN FS3160, 3%, due 06/01/2052 3140XJQN6 387,258 $336,212.39 0.46%
Freddie Mac FR QE4038, 3%, due 06/01/2052 3133BDPX7 387,638 $334,392.65 0.46%
Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 43300LAQ3 360,000 $336,358.66 0.46%
Progress Residential Trust Series 2021-SFR1, Class H, 5.004%, due 04/17/2038 74331FAQ4 360,000 $335,348.03 0.46%
Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 525229AG5 483,529 $324,603.67 0.45%
Madison Park Funding Ltd Series 2020-45A, Class BR, Variable rate, due 07/15/2034 55820BAL1 325,000 $325,632.63 0.45%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 472,279 $327,937.41 0.45%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 380,000 $322,712.00 0.44%
Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 64031QCL3 353,604 $320,032.43 0.44%
Pretium Mortgage Credit Partners LLC Series 2022-RN1, Class A1, Variable rate, due 07/25/2051 69363JAA2 325,613 $321,017.49 0.44%
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 26252NAQ2 315,000 $315,583.08 0.43%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 800,000 $315,184.56 0.43%
Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 59022VAE1 400,000 $312,433.56 0.43%
Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 63939LAC1 320,000 $311,623.04 0.43%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 456,440 $309,112.24 0.42%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 300,000 $300,349.94 0.41%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 398,388 $300,103.13 0.41%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 353,798 $299,310.32 0.41%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 583,376 $296,623.24 0.41%
BX Trust Series 2021-VIEW, Class B, Variable rate, due 06/15/2036 05606GAG6 300,000 $289,802.82 0.40%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 295,000 $294,032.61 0.40%
Preston Ridge Partners Mortgage Trust Series 2021-11, Class A1, Variable rate, due 11/25/2026 69362QAA7 291,558 $291,278.57 0.40%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 78413MAE8 340,000 $288,722.56 0.40%
Fannie Mae FN BW6293, 4.50%, due 08/01/2052 3140MX7F5 288,907 $275,463.97 0.38%
Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 33938MAA7 300,000 $278,097.87 0.38%
Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Clss A2B, Variable rate, due 01/25/2037 81378GAC2 318,139 $270,161.11 0.37%
SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 78457JAQ5 286,000 $269,824.04 0.37%
Barclays Commercial Mortgage Securities LLC Series 2024-C26, Class AS, Variable rate, due 05/15/2057 05555AAE5 250,000 $261,504.10 0.36%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 267,841 $261,722.43 0.36%
SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 78449RAQ8 385,000 $263,649.54 0.36%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 386,901 $261,526.44 0.36%
BCRED BSL CLO LTD Series 2023-1A, Class A, Variable rate, due 01/20/2036 055978AA8 250,000 $252,346.05 0.35%
Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 02150XAA9 283,353 $252,458.94 0.35%
Freddie Mac FR SD8212, 2.50%, due 05/01/2052 3132DWDR1 303,548 $251,457.40 0.35%
OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 69121TAD7 584,775 $256,603.03 0.35%
BX Trust Series 2024-KING, Class B, Variable rate, due 05/15/2034 05612RAC3 250,000 $247,778.28 0.34%
Freddie Mac FR RA5552, 3%, due 07/01/2051 3133KMEZ4 284,671 $247,757.61 0.34%
GNMA Series 2015-39, Class ZA, 3.50%, due 03/20/2045 38379LEA0 277,136 $247,661.69 0.34%
Preston Ridge Partners Mortgage Trust Series 2021-3, Class A1, Variable rate, due 04/25/2026 69357PAA6 252,518 $250,764.27 0.34%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 277,661 $246,672.65 0.34%
TIAA CLO Ltd Series 2018-1A, Class A2R, Variable rate, due 01/20/2032 88631YAQ0 250,000 $250,274.50 0.34%
Boyce Park CLO, LLC Series 2022-1A, Class SUB, Variable rate, due 04/21/2035 103226AC0 350,000 $240,096.24 0.33%
Credit Suisse Mortgage Trust Series 2020-RPL2, Class A12, Variable rate, due 02/25/2060 22946BAP1 237,328 $240,717.52 0.33%
Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 12659AAH9 347,524 $240,768.98 0.33%
Fannie Mae FN BQ1163, 2%, due 08/01/2050 3140KLJH6 277,317 $222,291.23 0.31%
CIFC Funding Ltd Series 2022-2A, Class INCB, Variable rate, due 04/19/2035 12567VAC5 300,000 $221,626.53 0.30%
Bank Series 2024-BNK47, Class C, Variable rate, due 06/15/2057 06540GBA5 187,000 $192,892.86 0.26%
COMM Mortgage Trust Series 2016-787S, Class A, 3.545%, due 02/10/2036 12635WAA5 200,000 $190,042.48 0.26%
GNMA Series 2013-25, Class SA, Variable rate, due 02/20/2043 38378MKU8 1,624,799 $186,102.87 0.26%
Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 61765TAG8 28,142,740 $185,165.16 0.25%
Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 95000PAP9 5,823,000 $184,930.33 0.25%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 175,977 $173,069.99 0.24%
Freddie Mac FR SD8199, 2%, due 03/01/2052 3132DWDC4 220,271 $175,074.94 0.24%
Golub Capital Partners CLO Ltd Series 2019-42RA, Class A2, Variable rate, due 01/20/2036 381742AC9 175,000 $178,277.17 0.24%
Voya CLO Ltd Series 2017-2A, Class A2AR, Variable rate, due 06/07/2030 92915UAJ3 175,000 $175,312.91 0.24%
BX Trust Series 2021-ACNT, Class C, Variable rate, due 11/15/2038 05609QAE6 168,972 $166,432.76 0.23%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 242,582 $170,861.25 0.23%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 189,675 $164,764.90 0.23%
Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 12656DAE3 182,000 $159,749.21 0.22%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 170,416 $154,097.07 0.21%
Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 12669GKF7 179,285 $150,554.01 0.21%
Fannie Mae FN FS3275, 3%, due 04/01/2052 3140XJT94 181,508 $156,614.16 0.21%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 46647TAU2 9,790,946 $151,059.62 0.21%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 158,426 $151,628.14 0.21%
Park Avenue Institutional Advisers CLO Series 2018-1A, Class A2R, Variable rate, due 10/20/2031 70016RAQ8 150,000 $150,141.28 0.21%
Fannie Mae Series 2019-68, Class US, Variable rate, due 11/25/2049 3136B6R21 1,373,921 $148,695.20 0.20%
Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 83612KAA9 172,831 $145,200.55 0.20%
GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 39538WBZ0 149,656 $138,491.91 0.19%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 312,847 $138,729.18 0.19%
Fannie Mae FN MA4562, 2%, due 03/01/2052 31418EB82 167,960 $133,587.78 0.18%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 146,862 $134,462.09 0.18%
Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 748940AB9 168,584 $128,841.27 0.18%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 25151KAC3 162,249 $123,480.11 0.17%
Stratus CLO Series 2021-3A, Class SUB, Variable rate, due 12/29/2029 86315XAG1 385,000 $124,047.00 0.17%
Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 21873BAC9 2,300,282 $115,995.18 0.16%
DBUBS Mortgage Trust Series 2017-BRBK, Class A, 3.452%, due 10/10/2034 23305JAA0 120,000 $115,903.39 0.16%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 08163ABR3 117,000 $108,805.80 0.15%
Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 74923CAD4 138,425 $112,907.67 0.15%
Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 07387AAB1 116,495 $103,996.39 0.14%
Fannie Mae FN CB4365, 3.50%, due 08/01/2052 3140QPZ75 110,392 $99,673.83 0.14%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 114,180 $104,505.08 0.14%
GNMA Series 2012-34, Class SA, Variable rate, due 03/20/2042 38378D2U8 1,071,073 $100,263.38 0.14%
Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 86359LRY7 123,156 $102,416.11 0.14%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 107,000 $97,915.84 0.13%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 105,236 $95,509.88 0.13%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 117,616 $94,183.88 0.13%
IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 45660GBB5 130,040 $92,473.53 0.13%
JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 46590LAV4 5,302,028 $97,556.78 0.13%
Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 059522AC6 95,717 $86,785.17 0.12%
Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 31395NXU6 88,082 $87,597.23 0.12%
Fannie Mae Series 2018-50, Class BA, 3%, due 07/25/2048 3136B2LX8 97,946 $86,169.61 0.12%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 99,279 $90,835.34 0.12%
Freddie Mac FR SD0499, 3%, due 08/01/2050 3132DMRU1 100,843 $88,504.63 0.12%
HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 40430MAE7 198,011 $87,246.07 0.12%
American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 02660UAA8 96,268 $78,527.38 0.11%
Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 1248RHAA5 123,141 $79,435.63 0.11%
GNMA Series 2014-57, Class PS, Variable rate, due 04/20/2044 38379BVY1 692,177 $82,624.29 0.11%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 86361HAB0 94,346 $80,385.12 0.11%
Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 31397UDV8 69,652 $69,433.80 0.10%
Freddie Mac FG G60659, 3.50%, due 08/01/2046 31335AWU8 83,193 $76,321.04 0.10%
FreddieMac Strip Series 360, Class 250, 2.50%, due 11/15/2047 3132J0US4 80,817 $71,740.35 0.10%
U.S. Treasury Note, 4%, due 07/31/2029 91282CLC3 70,000 $69,889.07 0.10%
Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 29429CAJ4 4,238,028 $67,901.26 0.09%
COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 12593FAG9 7,000,000 $64,639.40 0.09%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 02151CAE6 109,545 $63,051.29 0.09%
Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 02150EAL7 127,242 $68,188.03 0.09%
FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 3136B64Y6 68,639 $67,650.10 0.09%
Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 74922KAD7 83,853 $66,113.55 0.09%
SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 78445AAE6 65,000 $67,282.08 0.09%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 65,000 $65,149.15 0.09%
Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 95000LBC6 3,492,264 $63,966.75 0.09%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 64,846 $58,945.78 0.08%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 66,531 $58,857.60 0.08%
Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 88315LAJ7 65,875 $60,311.80 0.08%
Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 12544QAA8 101,778 $48,508.41 0.07%
Fannie Mae FN BV4119, 2.50%, due 03/01/2052 3140MHSH3 64,598 $53,665.55 0.07%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 58,295 $51,162.90 0.07%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 230,538 $54,614.57 0.07%
Oakwood Mortgage Investors Inc Series 2001-C, Class A2, Variable rate, due 06/15/2031 67087TCK5 582,662 $47,359.96 0.07%
Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 805564RN3 51,135 $48,103.28 0.07%
Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 94989JBC9 26,575,232 $53,953.04 0.07%
Fannie Mae FN CA0995, 3.50%, due 01/01/2048 3140Q8C94 46,622 $41,993.05 0.06%
Freddie Mac FG G08681, 3.50%, due 12/01/2045 3128MJXK1 45,046 $41,347.43 0.06%
Freddie Mac FR SD7502, 3.50%, due 07/01/2049 3132DVKP9 50,368 $45,758.72 0.06%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 49,272 $45,350.42 0.06%
IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 45660L5S4 59,897 $40,938.17 0.06%
LHOME Mortgage Trust Series 2021-RTL3, Class A, Variable rate, due 09/25/2026 50203RAA8 44,932 $44,666.37 0.06%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 46,875 $40,955.97 0.06%
GNMA G2 MA3873, 3%, due 08/20/2046 36179SJS7 39,649 $35,524.45 0.05%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 36,634 $33,668.77 0.05%
Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 81376EAC9 38,561 $37,762.03 0.05%
Freddie Mac Series 4993, Class OP, 0%, due 10/25/2058 3137FU6Z2 33,268 $30,885.92 0.04%
GS Mortgage Securities Trust Series 2015-GC28, Class XA, Variable rate, due 02/10/2048 36251FAY2 16,531,689 $26,062.21 0.04%
Wells Fargo Commercial Mortgage Trust Series 2015-C27, Class XA, Variable rate, due 02/15/2048 94989DAZ2 11,879,859 $30,766.46 0.04%
COMM Mortgage Trust Series 2020-CX, Class E, Variable rate, due 11/10/2046 12656KAL1 35,000 $24,575.55 0.03%
CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 12636LBA7 2,505,798 $21,163.22 0.03%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 24,360 $19,245.32 0.03%
Fannie Mae FN BE3619, 4%, due 05/01/2047 3140FPAV1 23,728 $22,427.43 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 3137FG7J8 1,000,000 $19,763.90 0.03%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 23,387 $21,270.87 0.03%
GNMA G2 MA4779, 4%, due 10/20/2047 36179TJY2 25,681 $24,277.02 0.03%
Morgan Stanley BAML Trust Series 2015-C20, Class XA, Variable rate, due 02/15/2048 61764RBG2 8,300,262 $21,640.44 0.03%
Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 86363NAY5 26,316 $23,292.20 0.03%
Boyce Park CLO, LLC Series 2022-1A, Class M2, Variable rate, due 04/21/2035 103226AG1 375,000 $15,768.87 0.02%
BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 05604FAE5 16,485,314 $11,208.36 0.02%
Freddie Mac Series 3778, Class L, 3.50%, due 12/15/2025 3137A47J0 16,433 $16,199.70 0.02%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 38406JAC2 1,000,000 $16,250.39 0.02%
Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class XA, Variable rate, due 02/15/2048 94989CBA8 6,731,302 $15,529.79 0.02%
Freddie Mac Series 3071, Class TF, Variable rate, due 04/15/2035 31396EFY7 5,905 $5,901.18 0.01%
JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 46590JAY3 766,032 $4,758.82 0.01%
Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 617451EF2 10,299 $10,160.09 0.01%
Structured Asset Securities Corporation Series 2006-OPT1, Class A1, Variable rate, due 04/25/2036 86359UAA7 4,274 $4,270.19 0.01%
Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 94989TBC7 1,745,642 $10,458.32 0.01%
COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 938,014 $297.82 0.00%
COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 12591YBE4 5,632,262 $1,269.51 0.00%
COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 12591YAA3 11,151,000 $906.58 0.00%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 3136B3SX9 3,334 $3,269.05 0.00%
FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 35708TAQ0 7,763,252 $77.63 0.00%
GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 36191YAA6 1,201,846 $25.84 0.00%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-LC11, Class XA, Variable rate, due 04/15/2046 46639YAS6 82,070 $21.81 0.00%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class XA, Variable rate, due 07/15/2047 46642CBL3 3,098,040 $30.98 0.00%
Pound Sterling $GBP 0 $0.01 0.00%
SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2039 78457JAC6 105,000,000 $110.25 0.00%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 92890KBD6 522,899 $106.57 0.00%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2015-C25, Class XA, Variable rate, due 11/15/2047 92939KAH1 2,932,629 $698.26 0.00%
US ULTRA BOND CBT Sep24 WNU4 -1 ($125,562.50) -0.17%
US Dollar $USD -15,717,559 ($15,717,559.00) -21.58%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 10-11-2024 -348,000.00 EUR $378,150.72 $2,206.00
USD->GBP 10-11-2024 -789,000.00 GBP $1,011,210.02 $9,518.95
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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