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First Trust TCW Securitized Plus ETF (DEED)
Holdings of the Fund as of 11/29/2023

Total Number of Holdings (excluding cash): 234

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 2YR NOTE (CBT) Mar24 TUH4 67 $13,718,773.40 20.75%
US 10yr Ultra Fut Mar24 UXYH4 58 $6,625,593.75 10.02%
US 5YR NOTE (CBT) Mar24 FVH4 57 $6,110,578.13 9.24%
U.S. Treasury Bill, 0%, due 05/16/2024 912797FH5 5,000,000 $4,879,580.55 7.38%
GNMA TBA, 2.50%, due 12/01/2051 21H0226C0 5,050,000 $4,233,714.87 6.40%
Fannie Mae or Freddie Mac TBA, 5%, due 05/01/2053 01F0506C5 3,325,000 $3,214,145.01 4.86%
Fannie Mae or Freddie Mac TBA, 2%, due 01/01/2052 01F0206C8 3,650,000 $2,849,191.97 4.31%
GNMA TBA, 4.50%, due 04/01/2053 21H0426C8 2,575,000 $2,445,545.92 3.70%
Fannie Mae or Freddie Mac TBA, 2.50%, due 02/01/2052 01F0226C4 2,900,000 $2,361,007.83 3.57%
Fannie Mae or Freddie Mac TBA, 5.50%, due 05/01/2053 01F0526C1 2,225,000 $2,199,968.72 3.33%
GNMA TBA, 5%, due 05/01/2053 21H0506C1 1,750,000 $1,706,660.17 2.58%
Fannie Mae or Freddie Mac TBA, 4%, due 06/01/2052 01F0406C6 1,300,000 $1,185,519.00 1.79%
Freddie Mac FD QD7088, 2%, due 02/01/2052 3133B42V6 1,478,872 $1,157,645.00 1.75%
Fannie Mae FN BV8477, 3%, due 05/01/2052 3140MNM37 1,333,084 $1,135,162.92 1.72%
Fannie Mae FN FS0139, 2.50%, due 01/01/2052 3140XFEM9 1,362,508 $1,117,987.36 1.69%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 01F0306C7 1,200,000 $1,017,069.55 1.54%
Fannie Mae FN CB2411, 2.50%, due 12/01/2051 3140QMVD3 1,135,007 $932,199.50 1.41%
Frost CMBS Series 2021-1A, Class GBB, Variable rate, due 11/22/2026 XS2402427962 790,241 $935,388.27 1.41%
Fannie Mae FN CB3151, 2%, due 03/01/2052 3140QNQD7 1,185,486 $927,978.52 1.40%
Fannie Mae FN CB3486, 3.50%, due 05/01/2052 3140QN2U5 1,051,083 $927,147.60 1.40%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 975,000 $928,749.90 1.40%
Freddie Mac FR RA7639, 3.50%, due 07/01/2052 3133KPQL5 1,028,359 $906,117.37 1.37%
US ULTRA BOND CBT Mar24 WNH4 7 $869,968.75 1.32%
Freddie Mac FR QC8921, 2.50%, due 10/01/2051 3133AT4E8 1,024,398 $841,568.54 1.27%
Freddie Mac FR SD0956, 2.50%, due 04/01/2052 3132DNBZ5 1,011,568 $825,322.67 1.25%
Fannie Mae or Freddie Mac TBA, 4.50%, due 05/01/2053 01F0426C2 875,000 $822,807.62 1.24%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 1,135,076 $767,708.75 1.16%
Fannie Mae FN FS3781, 2%, due 11/01/2051 3140XKFX3 943,363 $743,226.91 1.12%
Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2052 01F0326C3 800,000 $704,586.73 1.07%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 700,000 $690,710.67 1.04%
Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 3137H6ZG3 925,000 $690,172.10 1.04%
Freddie Mac FR RA7773, 4%, due 08/01/2052 3133KPT65 706,263 $644,903.47 0.98%
Fannie Mae FN CB2610, 2%, due 01/01/2052 3140QM3U6 821,456 $643,107.07 0.97%
Freddie Mac - STACR Series 2021-HQA1, Class M2, Variable rate, due 08/25/2033 35564KBS7 627,175 $626,491.35 0.95%
Residential Accredit Loans, Inc. Series 2006-Q02, Class A1, Variable rate, due 02/25/2046 761118VY1 3,222,305 $629,939.13 0.95%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 650,000 $622,795.94 0.94%
European Loan Conduit Series 36A, Class E, Variable rate, due 02/17/2030 BCC2LM3H4 568,576 $595,533.32 0.90%
Fannie Mae FN BV9960, 4%, due 06/01/2052 3140MQB65 653,327 $598,111.78 0.90%
GNMA TBA, 5.50%, due 06/01/2053 21H0526C7 600,000 $597,260.56 0.90%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 600,000 $591,550.41 0.89%
Washington Mutual Mortgage Pass Through CTFS Series 2006-AR10, Class A2A, Variable rate, due 12/25/2036 93935YAB6 725,292 $583,151.07 0.88%
BX Trust Series 2021-VIEW, Class B, Variable rate, due 06/15/2036 05606GAG6 605,000 $568,186.36 0.86%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 1,357,423 $560,208.71 0.85%
Freddie Mac - STACR Series 2022-DNA1, Class M1B, Variable rate, due 01/25/2042 35564KPV5 550,000 $546,280.46 0.83%
AMSR Trust Series 2020-SFR1, Class F, 3.566%, due 04/17/2037 00180AAF6 572,000 $539,265.64 0.82%
Fannie Mae FN BU9074, 2%, due 01/01/2052 3140MBCL4 686,957 $541,696.65 0.82%
Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 12659AAH9 701,542 $522,406.60 0.79%
Fannie Mae FN BW9886, 4.50%, due 10/01/2052 3140N26Y2 547,354 $515,413.96 0.78%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class D, Variable rate, due 10/15/2037 05493BAL2 545,000 $507,817.59 0.77%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 600,000 $497,810.22 0.75%
Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 67087TAK7 616,491 $493,704.18 0.75%
IndyMac INDX Mortgage Loan Trust Series 2007-AR21, Class 6A1, Variable rate, due 09/25/2037 45670BAL3 719,511 $485,497.19 0.73%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 523,679 $484,091.39 0.73%
GNMA TBA, 5.50%, due 07/01/2053 21H052611 475,000 $472,757.05 0.72%
U.S. Treasury Bill, 0%, due 04/25/2024 912797HG5 485,000 $474,762.90 0.72%
Fannie Mae FN CA5689, 3%, due 05/01/2050 3140QDKB9 538,893 $465,676.70 0.70%
Fannie Mae FN BQ1226, 2%, due 09/01/2050 3140KLLG5 581,321 $457,993.97 0.69%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 320277AF3 565,000 $456,835.67 0.69%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 610,270 $457,516.07 0.69%
Freddie Mac FR SD1382, 4%, due 08/01/2052 3132DNRB1 484,572 $442,321.68 0.67%
Fannie Mae FN CB2430, 3%, due 12/01/2051 3140QMVY7 501,373 $425,655.09 0.64%
Fannie Mae FN CB2802, 2%, due 02/01/2052 3140QNDG4 543,833 $425,711.63 0.64%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 439,091 $417,316.57 0.63%
IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 45667QAC5 452,317 $407,638.64 0.62%
Freddie Mac FR SD2190, 4.50%, due 10/01/2052 3132DPNF1 426,019 $400,797.69 0.61%
GNMA Series 2023-116, Class FL, Variable rate, due 08/20/2053 38384EEE1 397,164 $396,854.04 0.60%
Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 74958DAA6 538,144 $398,254.78 0.60%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 575,947 $395,381.08 0.60%
GNMA Series 2023-113, Class FD, Variable rate, due 08/20/2053 38384CUA5 394,333 $390,469.98 0.59%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 530,824 $386,319.09 0.58%
IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 45661XAD4 556,011 $385,042.47 0.58%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 59023XAC0 1,101,229 $378,384.25 0.57%
Last Mile Logistics Pan Euro Finance DAC Series 1A, Class E, Variable rate, due 08/17/2026 BCC316NM6 363,287 $371,697.91 0.56%
Fannie Mae FN MA4511, 2%, due 01/01/2052 31418EAM2 463,964 $363,078.97 0.55%
Fannie Mae FN FS3160, 3%, due 06/01/2052 3140XJQN6 412,208 $351,048.84 0.53%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 800,000 $348,603.36 0.53%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 17311YAD5 933,593 $340,566.27 0.52%
Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 381743AA1 350,000 $346,106.67 0.52%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 479,000 $344,593.32 0.52%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 487,606 $334,383.32 0.51%
Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 61765TAG8 28,833,805 $340,406.13 0.51%
Pretium Mortgage Credit Partners LLC Series 2022-RN1, Class A1, Variable rate, due 07/25/2051 69363JAA2 347,306 $334,029.35 0.51%
AMSR Trust Series 2020-SFR3, Class G, 4.994%, due 09/17/2037 001807AH9 355,000 $333,562.93 0.50%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 386,000 $328,601.11 0.50%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 485,162 $332,584.91 0.50%
Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 525229AG5 483,515 $320,683.37 0.49%
Madison Park Funding Ltd Series 2020-45A, Class BR, Variable rate, due 07/15/2034 55820BAL1 325,000 $322,032.42 0.49%
MASTR Asset Backed Securities Trust Series 2007-HE1, Class A4, Variable rate, due 05/25/2037 576457AD7 435,500 $324,452.42 0.49%
Preston Ridge Partners Mortgage Trust Series 2021-11, Class A1, Variable rate, due 11/25/2026 69362QAA7 336,432 $324,268.90 0.49%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 596,565 $321,453.76 0.49%
Progress Residential Trust Series 2021-SFR1, Class H, 5.004%, due 04/17/2038 74331FAQ4 360,000 $317,403.94 0.48%
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 26252NAQ2 315,000 $311,850.03 0.47%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 373,490 $308,949.55 0.47%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A3, Variable rate, due 03/25/2037 17311YAC7 811,820 $296,297.22 0.45%
Fannie Mae FN BW6293, 4.50%, due 08/01/2052 3140MX7F5 312,917 $294,640.91 0.45%
Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 59022VAE1 400,000 $296,146.52 0.45%
Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 63939LAC1 320,000 $295,831.04 0.45%
Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 64031QCL3 353,604 $299,871.44 0.45%
Preston Ridge Partners Mortgage Trust Series 2021-3, Class A1, Variable rate, due 04/25/2026 69357PAA6 307,469 $295,690.86 0.45%
CIM Trust Series 2023-R3, Class A1B, Variable rate, due 01/25/2063 12570GAC3 450,000 $288,778.35 0.44%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 398,388 $290,091.91 0.44%
OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 69121TAD7 614,376 $277,582.39 0.42%
Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Clss A2B, Variable rate, due 01/25/2037 81378GAC2 327,796 $279,937.22 0.42%
Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 02150XAA9 305,523 $265,025.87 0.40%
Credit Suisse Mortgage Trust Series 2020-RPL2, Class A12, Variable rate, due 02/25/2060 22946BAP1 258,231 $261,744.72 0.40%
Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 33938MAA7 300,000 $261,364.59 0.40%
Boyce Park CLO, LLC Series 2022-1A, Class SUB, Variable rate, due 04/21/2035 103226AC0 350,000 $255,304.53 0.39%
Freddie Mac FR RA5552, 3%, due 07/01/2051 3133KMEZ4 298,871 $255,634.28 0.39%
BCRED BSL CLO LTD Series 2023-1A, Class A, Variable rate, due 01/20/2036 055978AA8 250,000 $250,187.50 0.38%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 289,586 $251,790.44 0.38%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 78413MAE8 340,000 $245,452.39 0.37%
CIFC Funding Ltd Series 2022-2A, Class INCB, Variable rate, due 04/19/2035 12567VAC5 300,000 $240,781.46 0.36%
SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 78449RAQ8 385,000 $236,292.40 0.36%
Stratus CLO Series 2021-3A, Class SUB, Variable rate, due 12/29/2029 86315XAG1 385,000 $233,145.55 0.35%
Fannie Mae FN BQ1163, 2%, due 08/01/2050 3140KLJH6 288,677 $227,588.97 0.34%
LHOME Mortgage Trust Series 2021-RTL3, Class A, Variable rate, due 09/25/2026 50203RAA8 234,724 $227,835.78 0.34%
Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 95000PAP9 5,823,000 $226,792.46 0.34%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A2, Variable rate, due 06/25/2037 83612TAC6 312,882 $198,853.27 0.30%
Fannie Mae FN BW9888, 4%, due 10/01/2052 3140N27A3 211,733 $193,272.13 0.29%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 46647TAU2 9,926,382 $194,218.59 0.29%
Argent Securities Inc. Series 2006-M1, Class A2C, Variable rate, due 07/25/2036 04012MAQ2 732,668 $181,949.42 0.28%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 195,483 $183,577.28 0.28%
GNMA Series 2013-25, Class SA, Variable rate, due 02/20/2043 38378MKU8 1,735,186 $185,309.85 0.28%
GS Mortgage Securities Trust Series 2015-GC28, Class XA, Variable rate, due 02/10/2048 36251FAY2 27,748,795 $185,212.11 0.28%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 248,068 $176,466.96 0.27%
Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 21873BAC9 2,443,893 $180,836.07 0.27%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 194,260 $171,534.76 0.26%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 199,001 $170,431.37 0.26%
Voya CLO Ltd Series 2017-2A, Class A2AR, Variable rate, due 06/07/2030 92915UAJ3 175,000 $174,156.68 0.26%
Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 12669GKF7 189,192 $156,981.79 0.24%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 165,299 $156,840.41 0.24%
Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 12656DAE3 182,000 $151,760.90 0.23%
Fannie Mae Series 2019-68, Class US, Variable rate, due 11/25/2049 3136B6R21 1,440,747 $155,320.72 0.23%
Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 94989JBC9 27,067,553 $152,861.30 0.23%
Park Avenue Institutional Advisers CLO Series 2018-1A, Class A2R, Variable rate, due 10/20/2031 70016RAQ8 150,000 $147,007.56 0.22%
Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 83612KAA9 178,740 $147,186.35 0.22%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 156,378 $141,035.93 0.21%
GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 39538WBZ0 152,297 $136,523.01 0.21%
JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 46590LAV4 5,376,203 $141,291.45 0.21%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 322,161 $135,954.31 0.21%
Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 748940AB9 179,388 $135,682.11 0.21%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 25151KAC3 174,065 $122,399.74 0.19%
Countrywide Alternative Loan Trust Series 2007-OA7, Class A1A, Variable rate, due 05/25/2047 126680AA5 142,097 $118,497.25 0.18%
GNMA Series 2012-34, Class SA, Variable rate, due 03/20/2042 38378D2U8 1,169,132 $121,031.02 0.18%
Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 74923CAD4 148,879 $118,746.71 0.18%
Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 07387AAB1 127,042 $112,659.73 0.17%
COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 12593FAG9 7,000,000 $109,512.90 0.17%
DBUBS Mortgage Trust Series 2017-BRBK, Class A, 3.452%, due 10/10/2034 23305JAA0 120,000 $109,502.11 0.17%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 121,934 $110,258.14 0.17%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 08163ABR3 117,000 $102,595.64 0.16%
Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 29429CAJ4 4,283,514 $104,996.65 0.16%
Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 86359LRY7 131,686 $108,639.72 0.16%
Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 059522AC6 108,880 $96,702.07 0.15%
Fannie Mae FN CB4365, 3.50%, due 08/01/2052 3140QPZ75 115,233 $101,649.88 0.15%
Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 31395NXU6 98,744 $96,918.48 0.15%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 106,406 $96,072.82 0.15%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 111,928 $100,514.91 0.15%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 121,399 $97,979.69 0.15%
IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 45660GBB5 130,913 $99,375.58 0.15%
Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 95000LBC6 3,551,752 $96,159.78 0.15%
Fannie Mae Series 2018-50, Class BA, 3%, due 07/25/2048 3136B2LX8 103,962 $90,603.87 0.14%
Freddie Mac FR SD0499, 3%, due 08/01/2050 3132DMRU1 106,398 $91,941.29 0.14%
Wells Fargo Commercial Mortgage Trust Series 2015-C27, Class XA, Variable rate, due 02/15/2048 94989DAZ2 13,744,697 $92,389.10 0.14%
HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 40430MAE7 200,802 $85,628.47 0.13%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 86361HAB0 99,740 $83,538.98 0.13%
American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 02660UAA8 98,144 $81,066.94 0.12%
Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 1248RHAA5 127,391 $80,062.73 0.12%
Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 31397UDV8 78,132 $76,676.66 0.12%
Freddie Mac FG G60659, 3.50%, due 08/01/2046 31335AWU8 88,907 $80,589.91 0.12%
GNMA Series 2014-57, Class PS, Variable rate, due 04/20/2044 38379BVY1 734,499 $81,061.81 0.12%
U.S. Treasury Note, 4.875%, due 11/30/2025 91282CJL6 80,000 $80,345.31 0.12%
BCAP LLC Trust Series 2006-AA2, Class A1, Variable rate, due 01/25/2037 05530MAA7 82,970 $75,758.96 0.11%
BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 05604FAE5 17,221,934 $72,421.68 0.11%
Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 02150EAL7 128,991 $70,737.66 0.11%
FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 3136B64Y6 72,991 $69,837.03 0.11%
FreddieMac Strip Series 360, Class 250, 2.50%, due 11/15/2047 3132J0US4 87,937 $75,291.70 0.11%
Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class XA, Variable rate, due 02/15/2048 94989CBA8 7,850,103 $75,357.07 0.11%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 02151CAE6 111,475 $64,796.73 0.10%
Morgan Stanley BAML Trust Series 2015-C20, Class XA, Variable rate, due 02/15/2048 61764RBG2 9,048,177 $64,653.75 0.10%
Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 74922KAD7 89,673 $68,210.85 0.10%
SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 78445AAE6 65,000 $63,541.97 0.10%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 65,000 $62,910.28 0.10%
Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 88315LAJ7 71,183 $63,081.71 0.10%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 69,150 $62,098.48 0.09%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 70,643 $61,745.20 0.09%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 230,538 $58,296.74 0.09%
Fannie Mae FN BV4119, 2.50%, due 03/01/2052 3140MHSH3 67,591 $55,159.02 0.08%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 61,977 $53,557.55 0.08%
Oakwood Mortgage Investors Inc Series 2001-C, Class A2, Variable rate, due 06/15/2031 67087TCK5 582,662 $55,114.78 0.08%
Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 805564RN3 58,982 $54,668.28 0.08%
Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 12544QAA8 101,904 $47,871.81 0.07%
Fannie Mae FN CA0995, 3.50%, due 01/01/2048 3140Q8C94 49,290 $44,425.55 0.07%
Freddie Mac FG G08681, 3.50%, due 12/01/2045 3128MJXK1 47,770 $43,378.46 0.07%
Freddie Mac FR SD7502, 3.50%, due 07/01/2049 3132DVKP9 54,051 $48,803.99 0.07%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 52,309 $47,625.91 0.07%
IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 45660L5S4 64,684 $46,076.34 0.07%
GNMA G2 MA3873, 3%, due 08/20/2046 36179SJS7 42,160 $37,243.39 0.06%
Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 81376EAC9 43,863 $42,750.83 0.06%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 48,121 $41,476.58 0.06%
COMM Mortgage Trust Series 2014-CR16, Class XA, Variable rate, due 04/10/2047 12591VAF8 30,090,753 $31,805.93 0.05%
CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 12636LBA7 2,609,368 $35,224.90 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 3137FG7J8 1,000,000 $32,309.20 0.05%
Freddie Mac Series 4993, Class OP, 0%, due 10/25/2058 3137FU6Z2 38,048 $34,310.48 0.05%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 39,121 $35,584.22 0.05%
Structured Asset Securities Corporation Series 2006-OPT1, Class A1, Variable rate, due 04/25/2036 86359UAA7 30,492 $29,832.50 0.05%
Fannie Mae FN BE3619, 4%, due 05/01/2047 3140FPAV1 25,222 $23,552.21 0.04%
Freddie Mac Series 3778, Class L, 3.50%, due 12/15/2025 3137A47J0 28,451 $27,831.96 0.04%
GNMA G2 MA4779, 4%, due 10/20/2047 36179TJY2 27,391 $25,756.71 0.04%
Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 86363NAY5 26,758 $23,486.34 0.04%
Boyce Park CLO, LLC Series 2022-1A, Class M2, Variable rate, due 04/21/2035 103226AG1 375,000 $16,597.49 0.03%
COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 12591YBE4 20,053,162 $17,181.55 0.03%
COMM Mortgage Trust Series 2020-CX, Class E, Variable rate, due 11/10/2046 12656KAL1 35,000 $20,911.82 0.03%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 25,431 $18,783.77 0.03%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 24,745 $22,259.00 0.03%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 38406JAC2 1,000,000 $17,516.75 0.03%
Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 94989TBC7 1,803,609 $19,012.74 0.03%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2015-C25, Class XA, Variable rate, due 11/15/2047 92939KAH1 4,778,333 $19,249.99 0.03%
Freddie Mac Series 3071, Class TF, Variable rate, due 04/15/2035 31396EFY7 14,842 $14,784.18 0.02%
Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 617451EF2 13,937 $13,673.17 0.02%
COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 12591YAA3 11,151,000 $7,489.01 0.01%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 3136B3SX9 4,064 $3,881.32 0.01%
FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 35708TAQ0 21,686,166 $7,275.71 0.01%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class XA, Variable rate, due 07/15/2047 46642CBL3 12,371,033 $9,348.79 0.01%
JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 46590JAY3 791,676 $8,752.92 0.01%
COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 938,014 $56.75 0.00%
COMM Mortgage Trust Series 2014-CR14, Class XA, Variable rate, due 02/10/2047 12630DAZ7 10,393,563 $134.08 0.00%
COMM Mortgage Trust Series 2014-UBS2, Class XA, Variable rate, due 03/10/2047 12591UAG8 628,286 $34.74 0.00%
Freddie Mac FR QD8010, 2%, due 03/01/2052 3133B53T7 0 $0.03 0.00%
GNMA G2 MA7534, 2.50%, due 08/20/2051 36179WLP1 0 $0.01 0.00%
GNMA G2 MA7589, 2.50%, due 09/20/2051 36179WNE4 0 $0.01 0.00%
GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 36191YAA6 1,326,676 $13.27 0.00%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-LC11, Class XA, Variable rate, due 04/15/2046 46639YAS6 97,119 $4.72 0.00%
Morgan Stanley BAML Trust Series 2013-C13, Class XA, Variable rate, due 11/15/2046 61763BAV6 78,394 $2.10 0.00%
Morgan Stanley BAML Trust Series 2014-C14, Class XA, Variable rate, due 02/15/2047 61690GAG6 2,570,344 $125.95 0.00%
SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2039 78457JAC6 105,000,000 $110.25 0.00%
UBS-Barclays Commercial Mortgage Trust Series 2012-C2, Class XA, Variable rate, due 05/10/2063 90269CAH3 441,436 $18.41 0.00%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 92890KBD6 892,542 $3,250.10 0.00%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-LC14, Class XA, Variable rate, due 03/15/2047 96221TAH0 14,444,189 $931.65 0.00%
US Dollar $USD -17,885,854 ($17,885,854.18) -27.05%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 01-12-2024 -884,000.00 EUR $925,117.22 $46,986.64
USD->GBP 01-12-2024 -721,000.00 GBP $879,129.72 $36,495.47
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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