Home   Logon   Mobile Site   Research and Commentary   About Us   Call 1.800.621.1675 or Email Us       Follow Us: 

Search by Ticker, Keyword or CUSIP       
 
 
First Trust TCW Securitized Plus ETF (DEED)
Holdings of the Fund as of 11/29/2021

Total Number of Holdings (excluding cash): 365

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
Fannie Mae or Freddie Mac TBA, 2%, due 10/01/2051 01F020612 49,550,000 $49,389,816.26 17.53%
Fannie Mae or Freddie Mac TBA, 2.50%, due 10/01/2051 01F022618 48,050,000 $49,107,176.88 17.43%
U.S. Treasury Bill, 0%, due 04/07/2022 912796N47 21,130,000 $21,125,680.19 7.50%
U.S. Treasury Bill, 0%, due 12/21/2021 912796P78 15,335,000 $15,334,522.93 5.44%
U.S. Treasury Bill, 0%, due 01/06/2022 912796K65 14,435,000 $14,434,554.97 5.12%
U.S. Treasury Note, 0.25%, due 09/30/2023 91282CDA6 14,245,000 $14,194,363.45 5.04%
GNMA TBA, 2.50%, due 05/01/2051 21H022614 13,400,000 $13,736,046.94 4.88%
U.S. Treasury Note, 0.50%, due 11/30/2023 91282CDM0 13,280,000 $13,276,887.43 4.71%
U.S. Treasury Note, 1.375%, due 11/15/2031 91282CDJ7 13,030,000 $12,845,747.73 4.56%
US 2YR NOTE (CBT) Mar22 TUH2 57 $12,472,312.50 4.43%
U.S. Treasury Note, 1.25%, due 11/30/2026 91282CDK4 11,255,000 $11,290,171.91 4.01%
Fannie Mae or Freddie Mac TBA, 2%, due 07/01/2036 01F020414 10,775,000 $11,011,124.09 3.91%
GNMA TBA, 2%, due 07/01/2051 21H020618 8,125,000 $8,198,315.53 2.91%
U.S. Treasury Bill, 0%, due 01/20/2022 912796K81 8,120,000 $8,119,530.27 2.88%
U.S. Treasury Note, 1.125%, due 10/31/2026 91282CDG3 6,455,000 $6,437,853.90 2.28%
U.S. Treasury Note, 0.875%, due 09/30/2026 91282CCZ2 5,948,000 $5,864,820.91 2.08%
Fannie Mae or Freddie Mac TBA, 1.50%, due 11/01/2036 01F012411 5,525,000 $5,533,416.95 1.96%
U.S. Treasury Bill, 0%, due 03/03/2022 912796L98 5,320,000 $5,319,365.96 1.89%
FEDERAL HOME LOAN BANK 1.20%, due 12/23/2024 3130AQ4B6 4,230,000 $4,235,743.49 1.50%
Fannie Mae or Freddie Mac TBA, 3%, due 08/01/2049 01F030611 3,650,000 $3,784,009.09 1.34%
JAPAN TREASURY DISC BILL N/C, 0%, due 03/07/2022 BN6NGL6 320,000,000 $2,819,841.80 1.00%
FEDERAL HOME LOAN BANK 1.04%, due 06/14/2024 3130APYA7 2,770,000 $2,770,603.61 0.98%
U.S. Treasury Bill, 0%, due 01/25/2022 912796Q85 2,285,000 $2,284,893.36 0.81%
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 89532UAA1 2,000,000 $2,000,014.26 0.71%
U.S. Treasury Bond, 1.875%, due 11/15/2051 912810TB4 1,470,000 $1,468,621.90 0.52%
American Home Mortgage Investment Trust Series 2006-3, Class 11A1, Variable rate, due 12/25/2046 026929AA7 1,419,248 $1,375,634.94 0.49%
Progress Residential Trust Series 2019-SFR1, Class F, 5.061%, due 08/17/2035 74333BAL2 1,350,000 $1,359,662.49 0.48%
Fannie Mae FN MA4387, 2%, due 07/01/2041 31418D2V3 1,308,245 $1,332,402.46 0.47%
GSAA Home Equity Trust Series 2007-6, Class 3A1A, Variable rate, due 05/25/2047 36245RAD1 1,607,987 $1,320,822.14 0.47%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 1A1, Variable rate, due 06/25/2037 83612TAA0 1,516,610 $1,311,649.31 0.47%
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 525221KP1 1,317,316 $1,262,723.19 0.45%
LHOME Mortgage Trust Series 2021-RTL3, Class A, Variable rate, due 09/25/2026 50203RAA8 1,275,000 $1,268,570.30 0.45%
Antares CLO Series 2020-1A, Class A1R, Variable rate, due 10/23/2033 03666LAL6 1,200,000 $1,200,600.00 0.43%
MF1 Ltd Series 2020-FL3, Class A, Variable rate, due 07/15/2035 59319WAA9 1,166,255 $1,170,806.76 0.42%
Progress Residential Trust Series 2019-SFR3, Class F, 3.867%, due 09/17/2036 74332WAL7 1,169,000 $1,181,884.72 0.42%
USQ Rail I LLC Series 2021-3, Class A, 2.21%, due 06/28/2051 90354PAA5 1,176,394 $1,178,257.25 0.42%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class A, Variable rate, due 04/15/2026 26210YAA4 1,165,000 $1,166,134.71 0.41%
IndyMac IMSC Mortgage Loan Trust Series 2007-F2, Class 1A4, 6%, due 07/25/2037 45670JAD4 1,188,729 $1,161,029.82 0.41%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 1,251,957 $1,149,191.27 0.41%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 1,375,608 $1,146,968.25 0.41%
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 45661EAB0 1,186,283 $1,137,864.19 0.40%
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 93364CAA6 1,148,688 $1,118,621.22 0.40%
Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 381743AA1 1,100,000 $1,099,927.97 0.39%
Natixis Commercial Mortgage Securities Series 2019-MILE, Class A, Variable rate, due 07/15/2036 63875FAA4 1,099,586 $1,101,111.13 0.39%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 1,584,284 $1,064,406.37 0.38%
Frost CMBS Variable rate, due 11/22/2026 XS2402427293 800,000 $1,064,960.00 0.38%
Luminent Mortgage Trust Series 2007-1, Class 1A1, Variable rate, due 11/25/2036 55028CAA3 1,102,057 $1,080,300.35 0.38%
One Market Plaza Trust Series 2017-1MKT, Class C, 4.0163%, due 02/10/2032 68245HAE4 1,055,000 $1,059,960.19 0.38%
AGL CLO 7 LTD Series 2020-7A, Class BR, Variable rate, due 07/15/2034 008511AN7 1,000,000 $1,003,974.97 0.36%
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 36166VAE5 1,020,899 $1,020,102.00 0.36%
WAMU Mortgage Pass-Through Certificates Series 2006-AR17, Class 1A1A, Variable rate, due 12/25/2046 92925DAB6 1,046,485 $1,013,915.70 0.36%
BX Trust Series 2020-FOX, Class F, Variable rate, due 11/15/2032 12433AAL3 990,294 $993,039.24 0.35%
Credit Suisse Mortgage Trust CSMC 2021-RP11 PT BCC33KVJ1 950,000 $995,695.00 0.35%
GPMT Ltd. Series 2021-FL3, Class A, Variable rate, due 07/16/2035 36264BAA8 993,763 $994,786.21 0.35%
Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 61765TAG8 31,503,563 $986,549.82 0.35%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 975,000 $992,285.78 0.35%
Washington Mutual Mortgage Pass Through CTFS Series 2006-AR10, Class A2A, Variable rate, due 12/25/2036 93935YAB6 1,002,823 $981,601.52 0.35%
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 81376WAC9 1,217,404 $964,195.25 0.34%
Residential Accredit Loans, Inc. Series 2006-Q02, Class A1, Variable rate, due 02/25/2046 761118VY1 3,384,839 $950,067.16 0.34%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX3, Class A1, Variable rate, due 06/25/2037 45670AAA9 938,849 $942,422.99 0.33%
Lehman XS Trust Serues 2005-7N, Class 1A1A, Variable rate, due 12/25/2035 525221EM5 949,635 $940,000.86 0.33%
Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 59022VAE1 1,000,000 $933,646.00 0.33%
Structured Adjustable Rate Mortgage Loan Trust Series 2005-17, Class 3A1, Variable rate, due 08/25/2035 863579VM7 957,519 $922,778.73 0.33%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 957,415 $924,679.31 0.33%
The Bancorp Commercial Mortgage Trust Series 2019-CRES5, Class D, Variable rate, due 03/15/2036 05972MAJ3 924,000 $919,517.68 0.33%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class G, Variable rate, due 12/15/2037 12482HAS3 890,000 $890,801.36 0.32%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 1,522,216 $889,389.31 0.32%
Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 67087TAK7 968,953 $903,643.26 0.32%
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 88315LAG3 897,322 $898,400.00 0.32%
BXMT Ltd Series 2020-FL3, Class AS, Variable rate, due 03/15/2037 05608XAC6 860,000 $860,516.53 0.31%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 1,800,000 $882,340.38 0.31%
MASTR Asset Backed Securities Trust Series 2006-HE2, Class A3, Variable rate, due 06/25/2036 57644UAE5 1,659,453 $877,917.62 0.31%
Aimco Series 2020-12A, Class A, Variable rate, due 01/17/2032 00140LAB0 850,000 $850,915.98 0.30%
Credit Suisse Mortgage Trust Series 2020-TMIC, Class A, Variable rate, due 12/15/2035 126390AA1 800,000 $805,865.36 0.29%
Last Mile Logistics Pan Euro Finance DAC Series 1A, Class E, Variable rate, due 08/17/2026 BCC316NM6 720,000 $816,674.10 0.29%
Madison Park Funding Ltd Series 2020-45A, Class BR, Variable rate, due 07/15/2034 55820BAL1 825,000 $825,983.88 0.29%
GS Mortgage Securities Trust Series 21015-GC28, Class XA, Variable rate, due 02/10/2048 36251FAY2 29,773,130 $791,375.75 0.28%
Preston Ridge Partners Mortgage Trust Series 2021-3, Class A1, Variable rate, due 04/25/2026 69357PAA6 803,698 $801,411.44 0.28%
Rockford Tower CLO Ltd Series 2021-1A, Class A1, Variable rate, due 07/20/2034 77341KAA9 775,000 $775,170.17 0.28%
BX Trust Series 2021-SOAR, Class J, Variable rate, due 06/15/2038 05608WAU8 750,000 $750,987.75 0.27%
Carvana Auto Receivables Trust Series 2021-N3, Class N, 2.53%, due 06/12/2028 14687GAG0 750,000 $750,180.45 0.27%
GS Mortgage Securities Trust Series 2019-BOCA, Class A, Variable rate, due 06/15/2038 36256QAA5 763,434 $764,597.78 0.27%
CIM Trust Series 2021-R4, Class A1A, Variable rate, due 05/01/2061 12598HAB1 726,911 $724,767.30 0.26%
Fannie Mae FN CA5689, 3%, due 05/01/2050 3140QDKB9 694,140 $731,354.69 0.26%
GS Mortgage Securities Trust Series 2012-ALOH, Class A, 3.551%, due 04/10/2034 36192HAA2 735,000 $738,266.85 0.26%
IndyMac INDX Mortgage Loan Trust Series 2007-AR21, Class 6A1, Variable rate, due 09/25/2037 45670BAL3 841,547 $718,833.69 0.26%
Invitation Homes Trust Series 2018-SFR2, Class A, Variable rate, due 06/17/2037 46185HAA0 721,845 $722,892.95 0.26%
WAMU Asset-Backed Certificates Series 2007-HE1, Class 2A4, Variable rate, due 01/25/2037 933631AE3 1,161,729 $729,264.37 0.26%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 700,000 $700,350.00 0.25%
Hilton USA Trust Series 2016-SFP, Class C, 4.12224%, due 11/05/2035 43289VAL7 700,000 $701,013.95 0.25%
Homebanc Mortgage Trust Series 2005-4, Class M1, Variable rate, due 10/25/2035 43739EBU0 700,000 $704,341.54 0.25%
Luminent Mortgage Trust Series 2005-1, Class A1, Variable rate, due 11/25/2035 550279AA1 708,308 $699,281.34 0.25%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 756,066 $712,981.87 0.25%
SLM Student Loan Trust Series 2008-5, Class A4, Variable rate, due 07/25/2023 78444YAD7 684,774 $691,921.35 0.25%
BDS Ltd Series 2020-FL6, Class C, Variable rate, due 09/15/2035 05492XAE1 662,000 $672,935.35 0.24%
COMM Mortgage Trust Series 2014-CR14, Class A2, 3.147%, due 02/10/2047 12630DAV6 664,047 $667,870.82 0.24%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class A4, 3.5382%, due 07/15/2047 46642CAD2 659,864 $673,655.76 0.24%
Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 74958DAA6 692,592 $686,791.95 0.24%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 650,000 $680,035.07 0.24%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-LC14, Class XA, Variable rate, due 03/15/2047 96221TAH0 30,296,533 $665,648.15 0.24%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 759,094 $635,726.75 0.23%
COMM Mortgage Trust Series 2014-CR16, Class XA, Variable rate, due 04/10/2047 12591VAF8 33,006,360 $655,219.16 0.23%
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 576429AA2 672,982 $659,525.38 0.23%
Soundview Home Equity Loan Trust Series 2007-OPT3, Class 2A4, Variable rate, due 08/25/2037 83612KAE1 700,000 $649,550.72 0.23%
U.S. Treasury Bill, 0%, due 03/17/2022 912796N21 640,000 $639,902.04 0.23%
COMM Mortgage Trust Series 2014-CR17, Class XA, Variable rate, due 05/10/2047 12631DBC6 31,330,726 $608,574.30 0.22%
Credit Suisse Mortgage Trust Series 2021-BPNY, Class A, Variable rate, due 08/15/2023 12659XAA4 611,000 $612,525.97 0.22%
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 26252NAQ2 615,000 $615,063.37 0.22%
Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 33938MAA7 610,000 $607,110.06 0.22%
Small Business Lending Trust Series 2019-A, Class D, 6.30%, due 07/15/2026 831645AD8 630,000 $633,543.31 0.22%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 642,529 $606,579.33 0.22%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 600,000 $580,841.46 0.21%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 600,000 $600,019.40 0.21%
IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 45661XAD4 671,995 $586,884.82 0.21%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 59023XAC0 1,244,892 $597,124.97 0.21%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 598,892 $599,194.59 0.21%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 685,265 $583,414.18 0.21%
Banc of America Merrill Lynch Large Loan Inc SEries 2020-JGDN, Class A, Variable rate, due 11/15/2030 05493DAA2 563,000 $571,694.80 0.20%
Bear Stearns Alt-A Trust Series 2005-1, Class M2, Variable rate, due 01/25/2035 07386HQJ3 516,536 $555,383.55 0.20%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 571,427 $573,679.73 0.20%
DBGS Mortgage Trust Series 2018-BIOD, Class E, Variable rate, due 05/15/2035 23306GAJ6 556,883 $555,905.86 0.20%
Eaton Vance CDO Ltd Series 2019-1A, Class AR, Variable rate, due 04/15/2031 27830XAL0 575,000 $576,646.53 0.20%
Residential Asset Securities Corporation Series 2005-KS11, Class M3, Variable rate, due 12/25/2035 76110W7F7 576,000 $574,301.26 0.20%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class D, Variable rate, due 10/15/2037 05493BAL2 545,000 $548,129.28 0.19%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 17311YAD5 1,034,267 $535,304.60 0.19%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 320277AF3 565,000 $536,570.10 0.19%
IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 45667QAC5 550,260 $546,145.53 0.19%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-12, Class 1A1, Variable rate, due 01/25/2037 86362RAA9 514,437 $521,571.41 0.19%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 05493BAA6 500,000 $501,124.20 0.18%
SFO Commerical Mortgage Trust Series 2021-555, Class C, Variable rate, due 05/15/2038 78432WAE3 520,000 $521,197.30 0.18%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 509,594 $507,987.26 0.18%
Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 94989JBC9 29,247,046 $512,171.34 0.18%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 540,815 $479,932.98 0.17%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A3, Variable rate, due 03/25/2037 17311YAC7 899,363 $465,648.47 0.17%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 46647TAU2 12,254,791 $488,417.14 0.17%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 477,539 $480,428.23 0.17%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 717,262 $474,787.09 0.17%
American Money Management Corporation Series 2013-13A, Class A1R2, Variable rate, due 07/24/2029 00176DAQ2 450,000 $449,531.65 0.16%
BFLD Trust Series 2020-EYP, Class F, Variable rate, due 10/15/2035 05493AAQ3 450,000 $452,682.36 0.16%
COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 12591YBE4 21,217,826 $461,782.65 0.16%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF1B, Variable rate, due 01/25/2037 1248MGAX2 1,019,635 $449,196.46 0.16%
CSAIL Commercial Mortgage Trust Series 2015-C2, Class XA, Variable rate, due 06/15/2057 12634NAV0 21,721,348 $452,040.79 0.16%
DSLA Mortgage Loan Trust Series 2005-AR6, Class 2A1A, Variable rate, due 10/19/2045 23332UFV1 445,875 $437,604.34 0.16%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 32028PAE5 456,812 $448,271.36 0.16%
GS Mortgage Securities Trust Series 2021-ARDN, Class B, Variable rate, due 11/15/2026 36266CAE6 450,000 $450,562.50 0.16%
J.P. Morgan Alternative Loan Trust Series 2006-A1, Class 1A1, Variable rate, due 03/25/2036 46627MCS4 472,155 $463,164.91 0.16%
Natixis Commercial Mortgage Securities Series 2019-FAME, Class A, 3.0469%, due 08/15/2036 63873VAA1 435,000 $439,130.50 0.16%
NYT Mortgage Trust Series 2019-NYT, Class A, Variable rate, due 12/15/2035 62954PAA8 450,000 $450,404.06 0.16%
OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 69121TAD7 738,863 $452,931.81 0.16%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 539,329 $461,626.30 0.16%
Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 02150XAA9 423,365 $413,390.54 0.15%
Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 525229AG5 480,595 $424,563.43 0.15%
Natixis Commercial Mortgage Securities Series 2019-1776, Class A, 2.5073%, due 10/15/2036 63875BAA3 415,000 $416,127.64 0.15%
One Market Plaza Trust Series 2017-1MKT, Class D, 4.1455%, due 02/10/2032 68245HAG9 417,000 $419,149.97 0.15%
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 749241AA3 441,936 $424,557.06 0.15%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 408,198 $387,522.20 0.14%
American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 026930AA5 400,764 $383,066.46 0.14%
Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 21873BAC9 3,056,398 $397,454.91 0.14%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 386,000 $386,490.03 0.14%
Goldentree Loan Opportunities IX Ltd Series 2014-9A, Class AR2, Variable rate, due 10/29/2029 38123HAN4 400,000 $400,120.00 0.14%
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 52523MAD2 403,538 $400,691.52 0.14%
Palmer Square CLO Ltd Series 2018-1A, Class A1, Variable rate, due 04/18/2031 69703PAA7 400,000 $400,217.53 0.14%
Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Clss A2B, Variable rate, due 01/25/2037 81378GAC2 404,173 $387,199.77 0.14%
WAMU Mortgage Pass-Through Certificates Series 2005-AR8, Class 2AC2, Variable rate, due 07/25/2045 92922FS41 386,945 $385,601.48 0.14%
Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 95000PAP9 5,823,000 $403,616.59 0.14%
COMM Mortgage Trust Series 2014-UBS6, Class XA, Variable rate, due 12/10/2047 12592PBG7 16,731,476 $360,722.26 0.13%
GreenPoint Mortgage Funding Trust Series 2005-AR1, Class A2, Variable rate, due 06/25/2045 39538RAB5 380,939 $363,895.33 0.13%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2021-1440, Class B, Variable rate, due 03/15/2036 46653DAC8 374,000 $373,999.36 0.13%
MASTR Asset Backed Securities Trust Series 2005-WMC1, Class M5, Variable rate, due 03/25/2035 57643LHA7 370,000 $370,583.16 0.13%
Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 64031QCL3 389,964 $364,519.65 0.13%
Nelnet Student Loan Trust Series 2015-3A, Class A3, Variable rate, due 06/25/2054 64033TAD5 370,000 $366,943.13 0.13%
Park Place Securities Inc Series 2004-WHQ2, Class M4, Variable rate, due 02/25/2035 70069FEL7 351,695 $354,468.60 0.13%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 388,235 $375,355.02 0.13%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 78413MAE8 340,000 $370,668.14 0.13%
Wells Fargo Commercial Mortgage Trust Series 2015-C27, Class XA, Variable rate, due 02/15/2048 94989DAZ2 15,311,655 $361,067.21 0.13%
Argent Securities Inc. Series 2006-M1, Class A2C, Variable rate, due 07/25/2036 04012MAQ2 793,774 $331,136.10 0.12%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class A, Variable rate, due 12/15/2037 12482HAA2 332,500 $332,596.56 0.12%
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 126670RE0 350,000 $346,886.02 0.12%
Credit Suisse Mortgage Trust Series 2020-RPL2, Class A12, Variable rate, due 02/25/2060 22946BAP1 341,999 $344,440.61 0.12%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 25150VAM8 359,258 $347,137.12 0.12%
Morgan Stanley BAML Trust Series 2015-C20, Class XA, Variable rate, due 02/15/2048 61764RBG2 10,789,806 $327,951.83 0.12%
Natixis Commercial Mortgage Securities Series 2019-MILE, Class D, Variable rate, due 07/15/2036 63875FAJ5 330,000 $330,469.16 0.12%
Park Place Securities Inc Series 2004-WWF1, Class M5, Variable rate, due 12/25/2034 70069FDN4 338,020 $341,009.77 0.12%
SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 78449RAQ8 385,000 $344,193.47 0.12%
AIG CLO LTD Series 2018-1A, Class BR, Variable rate, due 04/20/2032 00141UAG8 320,000 $320,398.26 0.11%
BFLD Trust Series 2020-OBRK, Class A, Variable rate, due 11/15/2028 05553JAA6 320,000 $320,692.13 0.11%
BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 05604FAE5 19,314,229 $297,386.97 0.11%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 305,943 $305,651.15 0.11%
COMM Mortgage Trust Series 2012-CR4, Class AM, 3.251%, due 10/15/2045 12624QAT0 317,000 $319,776.19 0.11%
GSAMP Trust Series 2006-HE3, Class A2D, Variable rate, due 05/25/2046 36244KAE5 300,000 $295,883.25 0.11%
JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 46590LAV4 6,157,732 $312,387.31 0.11%
Merit Series 2020-HILL, Class F, Variable rate, due 08/15/2037 590027AQ1 301,771 $303,936.21 0.11%
Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 63939LAC1 320,000 $323,375.39 0.11%
Opteum Mortgage Acceptance Corporation Series 2005-4, Class M2, Variable rate, due 11/25/2035 68383NCH4 300,000 $297,322.02 0.11%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A2, Variable rate, due 06/25/2037 83612TAC6 378,427 $320,830.10 0.11%
Ameriquest Mortgage Securities Inc. Series 2005-R11, Class M3, Variable rate, due 01/25/2036 03072SV36 290,000 $289,863.79 0.10%
BPR Trust Series 2021-WILL, Class A, Variable rate, due 06/15/2023 05591VAA3 288,513 $289,045.32 0.10%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 307,147 $285,055.62 0.10%
Impac CMB Trust Series 2007-A, Class A, Variable rate, due 05/25/2037 452550AA4 268,032 $268,407.55 0.10%
Option One Mortgage Loan Trust Series 2007-4, Class 2A3, Variable rate, due 04/25/2037 68403FAD8 389,276 $274,888.73 0.10%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 270,000 $293,938.63 0.10%
TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 87267CAA6 288,020 $285,301.84 0.10%
Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class XA, Variable rate, due 02/15/2048 94989CBA8 8,731,748 $283,107.73 0.10%
COMM Mortgage Trust Series 2014-CR14, Class XA, Variable rate, due 02/10/2047 12630DAZ7 24,861,320 $259,099.70 0.09%
COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 12593FAG9 7,000,000 $253,967.00 0.09%
GSAA Home Equity Trust Series 2007-5, Class 1F3B, Variable rate, due 05/25/2037 3622ECAH9 1,900,000 $249,686.98 0.09%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class XA, Variable rate, due 07/15/2047 46642CBL3 19,073,113 $267,155.18 0.09%
Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 86359LRY7 258,959 $257,170.44 0.09%
US 5YR NOTE (CBT) Mar22 FVH2 2 $242,531.25 0.09%
Argent Securities Inc. series 2005-W5, Class A2D, Variable rate, due 01/25/2036 040104QP9 223,598 $219,028.71 0.08%
Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 29429CAJ4 4,493,062 $237,992.09 0.08%
Colony American Finance Ltd Series 2017-1, Class D, 4.358%, due 10/15/2049 21871VAL7 237,000 $239,387.66 0.08%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 248,605 $232,309.18 0.08%
Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 12669GKF7 237,348 $223,647.14 0.08%
Fannie Mae FN MA4333, 2%, due 05/01/2041 31418DY71 214,302 $218,259.12 0.08%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 217,048 $231,772.75 0.08%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 229,290 $233,276.86 0.08%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 385,008 $230,596.00 0.08%
Nelnet Student Loan Trust Series 2014-4A, Class A2, Variable rate, due 11/25/2048 64033MAB4 215,000 $220,162.67 0.08%
Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 748940AB9 244,315 $239,213.58 0.08%
Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 83612KAA9 224,997 $214,196.05 0.08%
Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 95000LBC6 3,928,529 $229,140.09 0.08%
Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 07387AAB1 209,517 $210,087.00 0.07%
BFLD Trust Series 2021-FPM, Class B, Variable rate, due 06/15/2038 05554BAG9 200,000 $200,460.94 0.07%
BLACKROCK RAINIER CLO LTD Series 2021-1, Class A, Variable rate, due 04/17/2032 09262BAA7 190,983 $191,048.86 0.07%
Countrywide Alternative Loan Trust Series 2007-OA7, Class A1A, Variable rate, due 05/25/2047 126680AA5 196,566 $188,929.52 0.07%
Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 12656DAE3 182,000 $188,164.59 0.07%
Credit-Based Asset Servicing and Securitization Series 2006-CB7, Class A5, Variable rate, due 10/25/2036 12479DAE8 224,878 $191,627.61 0.07%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 25151KAC3 215,696 $203,345.98 0.07%
JP Morgan Mortgage Acquisition Corp Series 2006-FRE1, Class M1, Variable rate, due 05/25/2035 46626LFN5 193,799 $193,589.11 0.07%
MHC Commercial Mortgage Trust Series 2021-MHC, Class E, Variable rate, due 04/15/2026 55316VAJ3 205,000 $205,148.91 0.07%
Morgan Stanley Capital Inc Series 2006-HE1, Class A4, Variable rate, due 01/25/2036 617451DR7 206,083 $204,135.04 0.07%
Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 74923CAD4 213,373 $206,626.23 0.07%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 86361HAA2 180,523 $183,603.06 0.07%
Wells Fargo Commercial Mortgage Trust Series 2015-NXS3, Class XA, Variable rate, due 09/15/2057 94989VAG4 6,939,840 $203,622.55 0.07%
Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 059522AC6 156,928 $157,737.63 0.06%
Citigroup Mortgage Loan Trust Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 160,000 $157,831.87 0.06%
CSAIL Commercial Mortgage Trust Series 2015-C4, Class XA, Variable rate, due 11/15/2048 12635RAZ1 6,121,214 $169,765.14 0.06%
Fannie Mae FN MA4176, 2%, due 11/01/2040 31418DUA8 163,164 $165,623.17 0.06%
Fannie Mae FN MA4204, 2%, due 12/01/2040 31418DU67 171,961 $173,967.67 0.06%
Fannie Mae Series 2018-50, Class BA, 3%, due 07/25/2048 3136B2LX8 160,026 $165,439.39 0.06%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 146,218 $157,051.81 0.06%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 167,237 $179,510.11 0.06%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 160,918 $171,676.02 0.06%
GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 39538WBZ0 179,765 $169,673.65 0.06%
GS Mortgage Securities Trust Series 2011-GC5, Class AS, Variable rate, due 08/10/2044 36191YAE8 168,202 $169,064.95 0.06%
GS Mortgage Securities Trust Series 2020-TWN3, Class A, Variable rate, due 11/15/2037 36263JAA2 175,000 $176,117.67 0.06%
GSAMP Trust Series 2005-HE6, Class M2, Variable rate, due 11/25/2035 362341G52 182,412 $182,167.91 0.06%
Residential Accredit Loans, Inc. Series 2006-QA6, Class A1, Variable rate, due 07/25/2036 74922MAA9 152,120 $157,028.46 0.06%
Residential Asset Securitization Trust Series 2006-A8, Class 3A4, 6%, due 08/25/2036 761119AS5 260,899 $181,180.75 0.06%
Shops at Crystals Trust 2016-CSTL Series 2016-CSTL, Class A, 3.1255%, due 07/05/2036 82510WAA8 170,000 $175,296.98 0.06%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 86361HAB0 175,276 $166,585.24 0.06%
U.S. Treasury Bond, 2%, due 08/15/2051 912810SZ2 151,000 $154,987.34 0.06%
UBS-Barclays Commercial Mortgage Trust Series 2012-C4, Class A3, 2.5328%, due 12/10/2045 90270RBC7 161,765 $162,724.39 0.06%
Voya CLO Ltd Series 2017-2A, Class A2AR, Variable rate, due 06/07/2030 92915UAJ3 175,000 $175,308.16 0.06%
WAMU Mortgage Pass-Through Certificates Series 2005-AR17, Class A1A2, Variable rate, due 12/25/2045 92922F7Q5 180,507 $172,937.29 0.06%
Accredited Mortgage Loan Trust Series 2005-1, Class M2, Variable rate, due 04/25/2035 004375CU3 140,588 $140,867.77 0.05%
American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 02660UAA8 135,694 $130,791.96 0.05%
American Money Management Corp. Series 2016-19A, Class AR, Variable rate, due 10/16/2028 00176PAJ1 135,048 $135,122.72 0.05%
Barclays Commercial Mortgage Securities LLC Series 2015-SRCH, Class A2, 4.197%, due 08/10/2035 05547HAC5 120,000 $133,478.35 0.05%
BX Trust 2019-ATL Series 2019-CALM, Class A, Variable rate, due 11/15/2032 05608FAA9 127,000 $127,123.76 0.05%
CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 12564UAA4 133,396 $133,596.94 0.05%
Citigroup Commercial Mortgage Trust Series 2020-WSS, Class A, Variable rate, due 02/15/2039 17328TAA3 151,379 $152,861.96 0.05%
COMM Mortgage Trust Series 2013-CR12, Class XA, Variable rate, due 10/10/2046 12591KAF2 7,565,541 $130,407.99 0.05%
Countrywide Asset-Backed Certificates Series 2005-1. Class MV6, Variable rate, due 07/25/2035 126673XC1 152,498 $153,029.81 0.05%
Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 31395NXU6 147,309 $148,787.49 0.05%
Freddie Mac FG G60659, 3.50%, due 08/01/2046 31335AWU8 125,522 $134,672.66 0.05%
Freddie Mac FR SD0499, 3%, due 08/01/2050 3132DMRU1 137,971 $145,819.27 0.05%
FreddieMac Strip Series 360, Class 250, 2.50%, due 11/15/2047 3132J0US4 136,155 $140,547.63 0.05%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 256,170 $144,274.97 0.05%
HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 40430MAE7 226,009 $134,655.29 0.05%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 156,328 $150,800.66 0.05%
IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 45660GBB5 171,880 $151,549.58 0.05%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 54251YAD0 312,206 $136,663.92 0.05%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 125,000 $127,030.51 0.05%
Park Avenue Institutional Advisers CLO Series 2018-1A, Class A2R, Variable rate, due 10/20/2031 70016RAQ8 150,000 $150,120.80 0.05%
Ace Securities Corp. Series 2006-OP2, Class A1, Variable rate, due 08/25/2036 00441YAA0 102,134 $100,271.33 0.04%
Banc of America Merrill Lynch Large Loan Inc Series 2018-PARK, Class A, Variable rate, due 08/10/2038 05491YAA8 105,000 $117,519.15 0.04%
BCAP LLC Trust Series 2006-AA2, Class A1, Variable rate, due 01/25/2037 05530MAA7 109,905 $107,721.08 0.04%
Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 07401NAP4 120,949 $113,681.17 0.04%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 08163ABR3 117,000 $117,222.96 0.04%
CALI Mortgage Trust Series 2019-101C, Class A, 3.957%, due 03/10/2039 129890AA7 100,000 $111,355.31 0.04%
Countrywide Alternative Loan Trust Series 2006-HY12, Class A5, Variable rate, due 08/25/2036 02146PAF2 108,945 $109,808.47 0.04%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 02151CAE6 133,171 $107,604.41 0.04%
Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 02150EAL7 151,458 $113,833.81 0.04%
Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 1248RHAA5 155,428 $124,025.89 0.04%
DBUBS Mortgage Trust Series 2017-BRBK, Class A, 3.452%, due 10/10/2034 23305JAA0 120,000 $125,475.82 0.04%
Fannie Mae FN MA4152, 2%, due 09/01/2040 31418DTJ1 105,390 $107,201.59 0.04%
Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 31397UDV8 116,437 $118,413.90 0.04%
FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 3136B64Y6 102,985 $103,879.34 0.04%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 96,010 $103,556.13 0.04%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 95,286 $100,305.04 0.04%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1A, Variable rate, due 04/25/2037 45668RAA6 118,316 $112,331.71 0.04%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC4, Class A1A, Variable rate, due 12/25/2036 46630BAA4 138,323 $104,569.75 0.04%
Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 86359DUR6 118,590 $118,171.30 0.04%
Long Beach Mortgage Loan Trust Series 2005-WL2, Class M2, Variable rate, due 08/25/2035 542514NC4 111,580 $112,296.12 0.04%
Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 74922KAD7 117,783 $115,632.18 0.04%
Soundview Home Equity Loan Trust Series 2006-2, Class M2, Variable rate, due 03/25/2036 83611MNJ3 102,300 $102,209.93 0.04%
Wells Fargo Commercial Mortgage Trust Series 2015-C30, Class XA, Variable rate, due 09/15/2058 94989NBH9 3,505,885 $99,675.12 0.04%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2015-C25, Class XA, Variable rate, due 11/15/2047 92939KAH1 4,945,639 $104,392.06 0.04%
COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 12591YAA3 11,151,000 $85,570.54 0.03%
Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 12544QAA8 110,738 $78,349.25 0.03%
CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 12636LBA7 2,983,328 $91,897.25 0.03%
DC Office Trust 2.965%, due 09/15/2045 23312BAA8 75,000 $78,781.05 0.03%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 83,306 $87,616.65 0.03%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 73,701 $74,965.74 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 3137FG7J8 1,000,000 $71,706.70 0.03%
Freddie Mac FG G08681, 3.50%, due 12/01/2045 3128MJXK1 68,166 $72,768.06 0.03%
Freddie Mac FR SD7502, 3.50%, due 07/01/2049 3132DVKP9 77,943 $83,042.38 0.03%
Freddie Mac Series 3778, Class L, 3.50%, due 12/15/2025 3137A47J0 80,499 $84,196.85 0.03%
Freddie Mac Series 4993, Class OP, 0%, due 10/25/2058 3137FU6Z2 74,054 $72,814.21 0.03%
Fremont Home Loan Trust Series 2005-A, Class M3, Variable rate, due 01/25/2035 35729PHN3 84,066 $83,757.48 0.03%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 79,287 $83,579.58 0.03%
GS Mortgage Securities Trust Series 2013-GC10, Class XA, Variable rate, due 02/10/2046 36192CAG0 5,770,897 $74,994.54 0.03%
Hudson Yards Series 2019-55HY, Class A, 3.0408%, due 12/10/2041 44421MAA8 75,000 $79,117.85 0.03%
IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 45660L5S4 81,664 $71,649.85 0.03%
Morgan Stanley BAML Trust Series 2014-C14, Class XA, Variable rate, due 02/15/2047 61690GAG6 4,954,305 $79,921.86 0.03%
Natixis Commercial Mortgage Securities Series 2020-2PAC, Class A, 2.966%, due 01/15/2025 63875DAA9 75,000 $77,310.11 0.03%
Oakwood Mortgage Investors Inc Series 2001-C, Class A2, Variable rate, due 06/15/2031 67087TCK5 582,662 $97,605.43 0.03%
Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 805564RN3 83,383 $82,599.07 0.03%
Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 81376EAC9 88,388 $87,832.94 0.03%
Structured Asset Securities Corporation Series 2006-OPT1, Class A1, Variable rate, due 04/25/2036 86359UAA7 90,143 $89,483.03 0.03%
Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 88315LAJ7 90,142 $89,914.72 0.03%
Bluemountain CLO Ltd Series 2020-30A, Class B, Variable rate, due 01/15/2033 09630QAC5 60,000 $60,060.62 0.02%
COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 4,639,796 $45,139.65 0.02%
Fannie Mae FN CA0995, 3.50%, due 01/01/2048 3140Q8C94 65,123 $69,624.89 0.02%
Freddie Mac Series 3071, Class TF, Variable rate, due 04/15/2035 31396EFY7 47,796 $47,908.68 0.02%
FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 35708TAQ0 21,686,166 $48,874.11 0.02%
GNMA G2 MA3873, 3%, due 08/20/2046 36179SJS7 61,932 $64,719.18 0.02%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 60,682 $64,244.46 0.02%
GNMA G2 MA4779, 4%, due 10/20/2047 36179TJY2 44,728 $47,678.05 0.02%
IndyMac INDX Mortgage Loan Trust Series 2006-AR9, Class 3A2, Variable rate, due 06/25/2036 45661EGH1 64,052 $59,003.94 0.02%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-C16, Class XA, Variable rate, due 12/15/2046 46641BAF0 4,813,841 $65,304.57 0.02%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class A2, 3.2397%, due 03/15/2050 46647TAP3 66,639 $66,737.62 0.02%
Nomura Home Equity Loan Inc Series 2006-HE1, Class M1, Variable rate, due 02/25/2036 65536HCS5 53,026 $53,044.93 0.02%
SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 78445AAE6 65,000 $64,965.18 0.02%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 65,000 $64,758.87 0.02%
Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 86363NAY5 53,718 $51,797.13 0.02%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 62,023 $62,770.89 0.02%
Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 94989TBC7 1,980,321 $49,791.40 0.02%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C20, Class XA, Variable rate, due 05/15/2047 92890FAW6 3,559,851 $64,204.41 0.02%
BX Trust Series 2018-IND, Class G, Variable rate, due 11/15/2035 056059AS7 35,000 $34,898.23 0.01%
COMM Mortgage Trust Series 2013-LC13, Class XA, Variable rate, due 08/10/2046 12626GAG8 1,120,876 $15,868.91 0.01%
COMM Mortgage Trust Series 2014-UBS2, Class XA, Variable rate, due 03/10/2047 12591UAG8 1,625,153 $32,957.93 0.01%
COMM Mortgage Trust Series 2020-CX, Class E, Variable rate, due 11/10/2046 12656KAL1 35,000 $32,741.01 0.01%
Countrywide Asset-Backed Certificates Series 2005-16, Class MV1, Variable rate, due 05/25/2036 126670PH5 15,765 $15,779.14 0.01%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 0% BCC33KVG7 40,000 $41,924.00 0.01%
Fannie Mae FN BE3619, 4%, due 05/01/2047 3140FPAV1 39,104 $42,090.05 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K024, Class X3, Variable rate, due 11/25/2040 3137AXHR7 3,200,000 $39,715.52 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 3137FNB25 300,000 $28,901.40 0.01%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 35,738 $37,823.71 0.01%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 38406JAC2 1,000,000 $25,515.00 0.01%
GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 39538RBW8 40,614 $39,395.49 0.01%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-LC11, Class XA, Variable rate, due 04/15/2046 46639YAS6 1,872,269 $22,933.98 0.01%
JP Morgan Mortgage Acquisition Corp Series 2005-OPT1, Class M2, Variable rate, due 06/25/2035 46626LAF7 25,043 $25,067.54 0.01%
JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 46590JAY3 997,140 $26,988.48 0.01%
Morgan Stanley BAML Trust Series 2013-C13, Class XA, Variable rate, due 11/15/2046 61763BAV6 1,853,994 $27,746.87 0.01%
Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 617451EF2 28,048 $28,060.48 0.01%
UBS-Barclays Commercial Mortgage Trust Series 2012-C2, Class XA, Variable rate, due 05/10/2063 90269CAH3 5,216,035 $19,105.29 0.01%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 92890KBD6 1,027,223 $18,254.57 0.01%
Citigroup Commercial Mortgage Trust Series 2012-GC8, Class XA, Variable rate, due 09/10/2045 17318UAK0 1,103,315 $6,985.20 0.00%
Citigroup Commercial Mortgage Trust Variable rate, due 09/10/2046 17321JAJ3 751,914 $9,371.78 0.00%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 BCC2I1ZK2 10,530 $10,920.98 0.00%
GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 36191YAA6 2,082,144 $20.82 0.00%
UBS Commercial Mortgage Trust Series 2012-C1, Class XA, Variable rate, due 05/10/2045 90269GAG6 1,575,004 $329.33 0.00%
UBS-Barclays Commercial Mortgage Trust Series 2012-C3, Class XA, Variable rate, due 08/10/2049 90349DAJ1 606,153 $5,049.01 0.00%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2012-C9, Class XA, Variable rate, due 11/15/2045 92930RAF9 626,703 $5,464.16 0.00%
US 10yr Ultra Fut Mar22 UXYH2 -2 ($291,375.00) -0.10%
US ULTRA BOND CBT Mar22 WNH2 -7 ($1,379,875.00) -0.49%
US Dollar $USD -138,016,041 ($138,016,040.52) -48.98%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 01-07-2022 -751,000.00 EUR $880,374.39 ($31,293.38)
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.
First Trust Portfolios L.P.  Member SIPC and FINRA. (Form CRS)   •  First Trust Advisors L.P. (Form CRS)
Home |  Important Legal Information |  Privacy Policy |  California Privacy Policy |  Business Continuity Plan |  FINRA BrokerCheck
Copyright © 2021 All rights reserved.