First Trust TCW Securitized Plus ETF (DEED)
Holdings of the Fund as of 1/21/2022

Total Number of Holdings (excluding cash): 380

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
Fannie Mae or Freddie Mac TBA, 2.50%, due 10/01/2051 01F022626 31,000,000 $30,951,562.19 10.21%
Fannie Mae or Freddie Mac TBA, 2%, due 09/01/2051 01F020638 29,550,000 $28,724,591.68 9.47%
U.S. Treasury Bill, 0%, due 04/07/2022 912796N47 25,630,000 $25,623,568.40 8.45%
Fannie Mae or Freddie Mac TBA, 2%, due 10/01/2051 01F020620 22,975,000 $22,388,957.82 7.38%
Fannie Mae or Freddie Mac TBA, 2.50%, due 10/01/2051 01F022634 20,275,000 $20,190,989.72 6.66%
U.S. Treasury Note, 1.375%, due 11/15/2031 91282CDJ7 19,910,000 $19,245,814.75 6.35%
U.S. Treasury Bill, 0%, due 06/23/2022 912796R43 17,740,000 $17,720,301.15 5.84%
GNMA TBA, 2.50%, due 05/01/2051 21H022622 14,875,000 $14,944,726.42 4.93%
U.S. Treasury Note, 1.25%, due 12/31/2026 91282CDQ1 13,835,000 $13,643,147.40 4.50%
US 2YR NOTE (CBT) Mar22 TUH2 57 $12,381,023.47 4.08%
Fannie Mae or Freddie Mac TBA, 2%, due 09/01/2036 01F020422 11,975,000 $12,033,705.64 3.97%
U.S. Treasury Note, 0.50%, due 11/30/2023 91282CDM0 11,095,000 $11,000,519.18 3.63%
U.S. Treasury Note, 0.75%, due 12/31/2023 91282CDR9 9,695,000 $9,650,501.50 3.18%
U.S. Treasury Bill, 0%, due 07/07/2022 912796R68 9,565,000 $9,551,916.90 3.15%
Fannie Mae or Freddie Mac TBA, 3%, due 08/01/2049 01F030637 8,350,000 $8,516,673.77 2.81%
GNMA TBA, 2%, due 08/01/2051 21H020626 7,150,000 $7,039,677.78 2.32%
U.S. Treasury Note, 1%, due 01/31/2024 91282CDV0 6,815,000 $6,802,898.34 2.24%
Fannie Mae or Freddie Mac TBA, 1.50%, due 10/01/2036 01F012429 6,125,000 $6,035,397.99 1.99%
U.S. Treasury Note, 1.25%, due 11/30/2026 91282CDK4 5,980,000 $5,898,242.15 1.95%
U.S. Treasury Bill, 0%, due 03/03/2022 912796L98 5,320,000 $5,319,719.21 1.75%
U.S. Treasury Note, 1.50%, due 01/31/2027 91282CDT5 5,055,000 $5,024,073.81 1.66%
FEDERAL HOME LOAN BANK 1.20%, due 12/23/2024 3130AQ4B6 4,230,000 $4,219,094.51 1.39%
Fannie Mae or Freddie Mac TBA, 3%, due 08/01/2049 01F030629 3,650,000 $3,730,841.79 1.23%
U.S. Treasury Bond, 1.875%, due 11/15/2051 912810TB4 3,240,000 $3,104,831.28 1.02%
U.S. Treasury Note, 1.125%, due 10/31/2026 91282CDG3 3,025,000 $2,966,863.28 0.98%
JAPAN TREASURY DISC BILL N/C, 0%, due 03/07/2022 BN6NGL6 320,000,000 $2,814,729.18 0.93%
FEDERAL HOME LOAN BANK 1.04%, due 06/14/2024 3130APYA7 2,770,000 $2,765,214.96 0.91%
U.S. Treasury Bill, 0%, due 01/25/2022 912796Q85 2,285,000 $2,284,997.78 0.75%
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 89532UAA1 2,000,000 $2,000,299.98 0.66%
Freddie Mac FR RA5855, 2.50%, due 09/01/2051 3133KMQG3 1,965,737 $1,967,941.87 0.65%
CIM Trust Series 2021-NR1, Class A1, Variable rate, due 07/25/2055 12565YAA5 1,744,417 $1,735,682.37 0.57%
Long Beach Mortgage Loan Trust Series 2006-9, Class 2A4, Variable rate, due 10/25/2036 54251WAE2 3,933,257 $1,675,149.89 0.55%
Preston Ridge Partners Mortgage Trust Series 2021-3, Class A1, Variable rate, due 04/25/2026 69357PAA6 1,577,993 $1,566,278.05 0.52%
Lanebrook Mortgage Transaction Series 2021-1, Class X1, Variable rate, due 07/20/2058 XS2382920853 1,100,000 $1,491,138.15 0.49%
Luminent Mortgage Trust Series 2005-1, Class A1, Variable rate, due 11/25/2035 550279AA1 1,461,018 $1,445,670.84 0.48%
Progress Residential Trust Series 2019-SFR1, Class F, 5.061%, due 08/17/2035 74333BAL2 1,350,000 $1,349,330.27 0.45%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 86361HAA2 1,400,388 $1,368,140.32 0.45%
American Home Mortgage Investment Trust Series 2006-3, Class 11A1, Variable rate, due 12/25/2046 026929AA7 1,359,149 $1,320,585.00 0.44%
U.S. Treasury Bill, 0%, due 07/21/2022 912796S42 1,325,000 $1,322,738.68 0.44%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 1A1, Variable rate, due 06/25/2037 83612TAA0 1,475,677 $1,289,165.49 0.43%
Fannie Mae FN MA4387, 2%, due 07/01/2041 31418D2V3 1,283,905 $1,277,071.31 0.42%
GSAA Home Equity Trust Series 2007-6, Class 3A1A, Variable rate, due 05/25/2047 36245RAD1 1,552,993 $1,277,437.96 0.42%
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 525221KP1 1,317,342 $1,269,721.08 0.42%
LHOME Mortgage Trust Series 2021-RTL3, Class A, Variable rate, due 09/25/2026 50203RAA8 1,275,000 $1,260,257.56 0.42%
Antares CLO Series 2020-1A, Class A1R, Variable rate, due 10/23/2033 03666LAL6 1,200,000 $1,200,013.78 0.40%
Progress Residential Trust Series 2019-SFR3, Class F, 3.867%, due 09/17/2036 74332WAL7 1,169,000 $1,171,655.26 0.39%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class A, Variable rate, due 04/15/2026 26210YAA4 1,165,000 $1,166,895.93 0.38%
IndyMac IMSC Mortgage Loan Trust Series 2007-F2, Class 1A4, 6%, due 07/25/2037 45670JAD4 1,188,729 $1,147,536.44 0.38%
USQ Rail I LLC Series 2021-3, Class A, 2.21%, due 06/28/2051 90354PAA5 1,171,852 $1,156,409.19 0.38%
American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 026930AA5 1,183,001 $1,134,137.85 0.37%
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 45661EAB0 1,171,744 $1,127,346.27 0.37%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 1,215,129 $1,116,451.48 0.37%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 1,348,551 $1,123,486.88 0.37%
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 93364CAA6 1,138,613 $1,111,273.56 0.37%
Frost CMBS Variable rate, due 11/22/2026 XS2402427293 800,000 $1,085,486.47 0.36%
Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 381743AA1 1,100,000 $1,099,967.87 0.36%
U.S. Treasury Bill, 0%, due 05/26/2022 912796Q36 1,090,000 $1,089,195.66 0.36%
One Market Plaza Trust Series 2017-1MKT, Class C, 4.0163%, due 02/10/2032 68245HAE4 1,055,000 $1,054,867.49 0.35%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 1,532,840 $1,023,707.88 0.34%
Luminent Mortgage Trust Series 2007-1, Class 1A1, Variable rate, due 11/25/2036 55028CAA3 1,055,867 $1,037,531.29 0.34%
AGL CLO 7 LTD Series 2020-7A, Class BR, Variable rate, due 07/15/2034 008511AN7 1,000,000 $1,003,680.03 0.33%
BX Trust Series 2020-FOX, Class F, Variable rate, due 11/15/2032 12433AAL3 990,294 $994,937.83 0.33%
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 36166VAE5 1,010,199 $994,038.46 0.33%
GPMT Ltd. Series 2021-FL3, Class A, Variable rate, due 07/16/2035 36264BAA8 993,763 $994,398.65 0.33%
MSCG Trust Series 2018-SELF, Class F, Variable rate, due 10/15/2037 55358PAQ9 1,000,000 $998,353.20 0.33%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 975,000 $992,500.96 0.33%
WAMU Mortgage Pass-Through Certificates Series 2006-AR17, Class 1A1A, Variable rate, due 12/25/2046 92925DAB6 1,009,796 $980,431.20 0.32%
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 81376WAC9 1,193,949 $945,920.83 0.31%
Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 59022VAE1 1,000,000 $932,490.40 0.31%
Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 61765TAG8 31,334,927 $933,251.26 0.31%
Washington Mutual Mortgage Pass Through CTFS Series 2006-AR10, Class A2A, Variable rate, due 12/25/2036 93935YAB6 947,104 $928,656.25 0.31%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX3, Class A1, Variable rate, due 06/25/2037 45670AAA9 906,354 $911,995.91 0.30%
Lehman XS Trust Serues 2005-7N, Class 1A1A, Variable rate, due 12/25/2035 525221EM5 917,792 $910,500.70 0.30%
Residential Accredit Loans, Inc. Series 2006-Q02, Class A1, Variable rate, due 02/25/2046 761118VY1 3,307,689 $916,244.07 0.30%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 927,059 $899,234.00 0.30%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class G, Variable rate, due 12/15/2037 12482HAS3 890,000 $890,105.91 0.29%
Credit Suisse Mortgage Trust CSMC 2021-RP11 PT BCC33KVJ1 830,000 $878,009.94 0.29%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 1,491,261 $866,856.65 0.29%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 1,800,000 $887,383.08 0.29%
Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 67087TAK7 942,609 $869,194.93 0.29%
Stratus CLO Series 2021-3A, Class SUB, Variable rate, due 12/29/2029 86315XAG1 925,000 $866,600.13 0.29%
Structured Adjustable Rate Mortgage Loan Trust Series 2005-17, Class 3A1, Variable rate, due 08/25/2035 863579VM7 895,696 $864,791.12 0.29%
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 88315LAG3 881,364 $869,213.77 0.29%
Aimco Series 2020-12A, Class A, Variable rate, due 01/17/2032 00140LAB0 850,000 $850,493.83 0.28%
BXMT Ltd Series 2020-FL3, Class AS, Variable rate, due 03/15/2037 05608XAC6 860,000 $862,945.50 0.28%
MASTR Asset Backed Securities Trust Series 2006-HE2, Class A3, Variable rate, due 06/25/2036 57644UAE5 1,632,744 $856,727.04 0.28%
Credit Suisse Mortgage Trust Series 2018-SITE, Class A, 4.284%, due 04/15/2036 12690CAA1 815,000 $833,535.38 0.27%
Credit Suisse Mortgage Trust Series 2020-TMIC, Class A, Variable rate, due 12/15/2035 126390AA1 800,000 $804,703.84 0.27%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2020-ACE, Class A, 3.2865%, due 01/10/2037 46591PAA0 800,000 $809,907.04 0.27%
Last Mile Logistics Pan Euro Finance DAC Series 1A, Class E, Variable rate, due 08/17/2026 BCC316NM6 716,788 $814,724.70 0.27%
Madison Park Funding Ltd Series 2020-45A, Class BR, Variable rate, due 07/15/2034 55820BAL1 825,000 $825,952.54 0.27%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 876,176 $828,672.65 0.27%
Rockford Tower CLO Ltd Series 2021-1A, Class A1, Variable rate, due 07/20/2034 77341KAA9 775,000 $775,173.79 0.26%
BX Trust Series 2021-SOAR, Class J, Variable rate, due 06/15/2038 05608WAU8 750,000 $746,468.70 0.25%
GS Mortgage Securities Trust Series 2015-GC28, Class XA, Variable rate, due 02/10/2048 36251FAY2 29,663,008 $746,107.72 0.25%
GS Mortgage Securities Trust Series 2019-BOCA, Class A, Variable rate, due 06/15/2038 36256QAA5 763,434 $764,628.55 0.25%
U.S. Treasury Bill, 0%, due 06/09/2022 912796R35 760,000 $759,295.86 0.25%
Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 19521UAA1 715,000 $717,847.63 0.24%
GS Mortgage Securities Trust Series 2012-ALOH, Class A, 3.551%, due 04/10/2034 36192HAA2 735,000 $735,160.23 0.24%
Invitation Homes Trust Series 2018-SFR2, Class A, Variable rate, due 06/17/2037 46185HAA0 720,875 $721,834.77 0.24%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 690,000 $733,469.52 0.24%
Soundview Home Equity Loan Trust Series 2006-2, Class M2, Variable rate, due 03/25/2036 83611MNJ3 742,932 $741,662.27 0.24%
WAMU Asset-Backed Certificates Series 2007-HE1, Class 2A4, Variable rate, due 01/25/2037 933631AE3 1,141,296 $715,484.05 0.24%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 700,000 $700,015.46 0.23%
CIM Trust Series 2021-R4, Class A1A, Variable rate, due 05/01/2061 12598HAB1 710,224 $702,350.29 0.23%
Fannie Mae FN CA5689, 3%, due 05/01/2050 3140QDKB9 670,569 $693,167.06 0.23%
Hilton USA Trust Series 2016-SFP, Class C, 4.12224%, due 11/05/2035 43289VAL7 700,000 $701,310.96 0.23%
Homebanc Mortgage Trust Series 2005-4, Class M1, Variable rate, due 10/25/2035 43739EBU0 700,000 $705,817.42 0.23%
IndyMac INDX Mortgage Loan Trust Series 2007-AR21, Class 6A1, Variable rate, due 09/25/2037 45670BAL3 819,254 $700,414.82 0.23%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 736,154 $694,783.24 0.23%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 676,718 $689,137.28 0.23%
SLM Student Loan Trust Series 2008-5, Class A4, Variable rate, due 07/25/2023 78444YAD7 684,774 $687,600.35 0.23%
BDS Ltd Series 2020-FL6, Class C, Variable rate, due 09/15/2035 05492XAE1 662,000 $663,287.42 0.22%
Citigroup Commercial Mortgage Trust Series 2020-WSS, Class A, Variable rate, due 02/15/2039 17328TAA3 668,997 $670,977.59 0.22%
European Loan Conduit Series 36A, Class E, Variable rate, due 02/17/2030 XS2069481914 594,384 $669,647.30 0.22%
FHLMC Multifamily Structured Pass Through Certs. Series K024, Class X3, Variable rate, due 11/25/2040 3137AXHR7 67,804,725 $681,742.61 0.22%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class A4, 3.5382%, due 07/15/2047 46642CAD2 659,864 $669,134.50 0.22%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 650,000 $670,533.11 0.22%
AMSR Trust Series 2020-SFR3, Class G, 4.994%, due 09/17/2037 001807AH9 605,000 $622,031.23 0.21%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 755,815 $632,313.70 0.21%
Carvana Auto Receivables Trust Series 2021-N3, Class N, 2.53%, due 06/12/2028 14687GAG0 637,019 $637,201.11 0.21%
COMM Mortgage Trust Series 2014-CR14, Class A2, 3.147%, due 02/10/2047 12630DAV6 634,474 $636,488.51 0.21%
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 576429AA2 654,142 $642,453.59 0.21%
Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 74958DAA6 651,488 $635,189.83 0.21%
Small Business Lending Trust Series 2019-A, Class D, 6.30%, due 07/15/2026 831645AD8 630,000 $631,931.33 0.21%
Soundview Home Equity Loan Trust Series 2007-OPT3, Class 2A4, Variable rate, due 08/25/2037 83612KAE1 700,000 $650,491.52 0.21%
U.S. Treasury Bill, 0%, due 03/17/2022 912796N21 640,000 $639,953.78 0.21%
COMM Mortgage Trust Series 2014-CR16, Class XA, Variable rate, due 04/10/2047 12591VAF8 32,861,940 $607,995.18 0.20%
Credit Suisse Mortgage Trust Series 2021-BPNY, Class A, Variable rate, due 08/15/2023 12659XAA4 611,000 $612,526.03 0.20%
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 26252NAQ2 615,000 $615,090.34 0.20%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 600,000 $600,184.29 0.20%
Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 33938MAA7 610,000 $609,191.99 0.20%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 59023XAC0 1,233,066 $591,286.73 0.20%
Natixis Commercial Mortgage Securities Series 2019-1776, Class A, 2.5073%, due 10/15/2036 63875BAA3 615,000 $615,000.00 0.20%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 598,892 $599,184.65 0.20%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-LC14, Class XA, Variable rate, due 03/15/2047 96221TAH0 30,124,196 $610,379.46 0.20%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 600,000 $576,954.48 0.19%
COMM Mortgage Trust Series 2014-CR17, Class XA, Variable rate, due 05/10/2047 12631DBC6 31,162,853 $564,259.55 0.19%
Eaton Vance CDO Ltd Series 2019-1A, Class AR, Variable rate, due 04/15/2031 27830XAL0 575,000 $576,218.10 0.19%
IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 45661XAD4 663,452 $577,451.90 0.19%
Residential Asset Securities Corporation Series 2005-KS11, Class M3, Variable rate, due 12/25/2035 76110W7F7 576,000 $574,042.64 0.19%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 677,842 $579,249.36 0.19%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class D, Variable rate, due 10/15/2037 05493BAL2 545,000 $551,368.00 0.18%
Bear Stearns Alt-A Trust Series 2005-1, Class M2, Variable rate, due 01/25/2035 07386HQJ3 517,821 $559,144.00 0.18%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 557,599 $555,946.81 0.18%
DBGS Mortgage Trust Series 2018-BIOD, Class E, Variable rate, due 05/15/2035 23306GAJ6 548,258 $548,646.88 0.18%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 320277AF3 565,000 $536,749.38 0.18%
IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 45667QAC5 547,770 $548,048.72 0.18%
MF1 Ltd Series 2020-FL3, Class A, Variable rate, due 07/15/2035 59319WAA9 554,290 $556,325.20 0.18%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 05493BAA6 500,000 $502,163.86 0.17%
CIM Trust Series 2021-NR2, Class A1, Variable rate, due 07/25/2059 12565CAA3 527,919 $525,442.50 0.17%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 17311YAD5 1,030,921 $528,863.01 0.17%
SFO Commerical Mortgage Trust Series 2021-555, Class C, Variable rate, due 05/15/2038 78432WAE3 520,000 $521,735.86 0.17%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 543,657 $487,619.92 0.16%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 499,531 $492,538.06 0.16%
Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 94989JBC9 28,595,382 $474,957.86 0.16%
American Money Management Corporation Series 2013-13A, Class A1R2, Variable rate, due 07/24/2029 00176DAQ2 450,000 $449,571.69 0.15%
BFLD Trust Series 2020-EYP, Class F, Variable rate, due 10/15/2035 05493AAQ3 450,000 $451,795.95 0.15%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A3, Variable rate, due 03/25/2037 17311YAC7 896,453 $460,176.89 0.15%
GS Mortgage Securities Trust Series 2021-ARDN, Class B, Variable rate, due 11/15/2026 36266CAE6 450,000 $450,562.50 0.15%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 46647TAU2 12,176,784 $466,413.45 0.15%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 454,087 $458,861.62 0.15%
NYT Mortgage Trust Series 2019-NYT, Class A, Variable rate, due 12/15/2035 62954PAA8 450,000 $448,692.21 0.15%
OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 69121TAD7 720,153 $440,488.67 0.15%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 523,725 $441,996.68 0.15%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 703,047 $462,490.24 0.15%
COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 12591YBE4 21,146,247 $428,691.51 0.14%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF1B, Variable rate, due 01/25/2037 1248MGAX2 1,009,714 $435,054.40 0.14%
CSAIL Commercial Mortgage Trust Series 2015-C2, Class XA, Variable rate, due 06/15/2057 12634NAV0 21,641,827 $427,389.31 0.14%
DSLA Mortgage Loan Trust Series 2005-AR6, Class 2A1A, Variable rate, due 10/19/2045 23332UFV1 444,737 $437,628.05 0.14%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 32028PAE5 438,330 $430,495.39 0.14%
J.P. Morgan Alternative Loan Trust Series 2006-A1, Class 1A1, Variable rate, due 03/25/2036 46627MCS4 444,147 $436,277.70 0.14%
Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 525229AG5 480,597 $427,080.57 0.14%
Natixis Commercial Mortgage Securities Series 2019-FAME, Class A, 3.0469%, due 08/15/2036 63873VAA1 435,000 $434,861.80 0.14%
One Market Plaza Trust Series 2017-1MKT, Class D, 4.1455%, due 02/10/2032 68245HAG9 417,000 $415,241.64 0.14%
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 749241AA3 433,229 $417,882.54 0.14%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-12, Class 1A1, Variable rate, due 01/25/2037 86362RAA9 452,591 $438,310.09 0.14%
Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 02150XAA9 404,673 $396,075.61 0.13%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 386,000 $386,791.15 0.13%
Goldentree Loan Opportunities IX Ltd Series 2014-9A, Class AR2, Variable rate, due 10/29/2029 38123HAN4 400,000 $400,138.91 0.13%
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 52523MAD2 384,139 $381,299.00 0.13%
Palmer Square CLO Ltd Series 2018-1A, Class A1, Variable rate, due 04/18/2031 69703PAA7 400,000 $400,157.43 0.13%
Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Clss A2B, Variable rate, due 01/25/2037 81378GAC2 396,592 $379,992.73 0.13%
Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 95000PAP9 5,823,000 $389,470.77 0.13%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 385,843 $367,622.36 0.12%
Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 21873BAC9 2,976,301 $377,273.65 0.12%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2021-1440, Class B, Variable rate, due 03/15/2036 46653DAC8 374,000 $373,513.09 0.12%
MASTR Asset Backed Securities Trust Series 2005-WMC1, Class M5, Variable rate, due 03/25/2035 57643LHA7 370,000 $370,332.11 0.12%
Nelnet Student Loan Trust Series 2015-3A, Class A3, Variable rate, due 06/25/2054 64033TAD5 370,000 $367,198.66 0.12%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 373,373 $361,981.96 0.12%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 78413MAE8 340,000 $362,256.74 0.12%
WAMU Mortgage Pass-Through Certificates Series 2005-AR8, Class 2AC2, Variable rate, due 07/25/2045 92922FS41 369,669 $369,590.17 0.12%
AIG CLO LTD Series 2018-1A, Class BR, Variable rate, due 04/20/2032 00141UAG8 320,000 $320,399.60 0.11%
Argent Securities Inc. Series 2006-M1, Class A2C, Variable rate, due 07/25/2036 04012MAQ2 788,167 $328,518.96 0.11%
BFLD Trust Series 2020-OBRK, Class A, Variable rate, due 11/15/2028 05553JAA6 320,000 $321,079.04 0.11%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class A, Variable rate, due 12/15/2037 12482HAA2 332,500 $333,026.11 0.11%
COMM Mortgage Trust Series 2012-CR4, Class AM, 3.251%, due 10/15/2045 12624QAT0 317,000 $319,244.68 0.11%
COMM Mortgage Trust Series 2014-UBS6, Class XA, Variable rate, due 12/10/2047 12592PBG7 15,965,650 $330,418.70 0.11%
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 126670RE0 350,000 $346,924.55 0.11%
Credit Suisse Mortgage Trust Series 2020-RPL2, Class A12, Variable rate, due 02/25/2060 22946BAP1 338,462 $339,438.53 0.11%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 25150VAM8 341,880 $331,239.24 0.11%
GreenPoint Mortgage Funding Trust Series 2005-AR1, Class A2, Variable rate, due 06/25/2045 39538RAB5 353,291 $339,740.09 0.11%
Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 63939LAC1 320,000 $323,371.01 0.11%
Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 64031QCL3 371,753 $346,818.23 0.11%
Park Place Securities Inc Series 2004-WHQ2, Class M4, Variable rate, due 02/25/2035 70069FEL7 330,389 $332,787.51 0.11%
Park Place Securities Inc Series 2004-WWF1, Class M5, Variable rate, due 12/25/2034 70069FDN4 338,020 $340,731.01 0.11%
SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 78449RAQ8 385,000 $336,010.02 0.11%
Wells Fargo Commercial Mortgage Trust Series 2015-C27, Class XA, Variable rate, due 02/15/2048 94989DAZ2 15,166,387 $341,330.15 0.11%
Ameriquest Mortgage Securities Inc. Series 2005-R11, Class M3, Variable rate, due 01/25/2036 03072SV36 290,000 $289,842.62 0.10%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 297,530 $295,669.62 0.10%
GSAMP Trust Series 2006-HE3, Class A2D, Variable rate, due 05/25/2046 36244KAE5 300,000 $295,873.02 0.10%
JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 46590LAV4 6,139,972 $299,376.43 0.10%
Merit Series 2020-HILL, Class F, Variable rate, due 08/15/2037 590027AQ1 301,771 $302,646.08 0.10%
Morgan Stanley BAML Trust Series 2015-C20, Class XA, Variable rate, due 02/15/2048 61764RBG2 10,737,661 $307,609.29 0.10%
Opteum Mortgage Acceptance Corporation Series 2005-4, Class M2, Variable rate, due 11/25/2035 68383NCH4 300,000 $298,738.56 0.10%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A2, Variable rate, due 06/25/2037 83612TAC6 368,214 $314,142.08 0.10%
BPR Trust Series 2021-WILL, Class A, Variable rate, due 06/15/2023 05591VAA3 287,756 $288,033.30 0.09%
BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 05604FAE5 19,146,954 $279,595.31 0.09%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 291,405 $266,175.95 0.09%
Option One Mortgage Loan Trust Series 2007-4, Class 2A3, Variable rate, due 04/25/2037 68403FAD8 377,002 $265,368.01 0.09%
TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 87267CAA6 287,228 $280,654.57 0.09%
Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class XA, Variable rate, due 02/15/2048 94989CBA8 8,687,774 $267,811.93 0.09%
Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 29429CAJ4 4,483,702 $227,813.32 0.08%
Colony American Finance Ltd Series 2017-1, Class D, 4.358%, due 10/15/2049 21871VAL7 237,000 $238,575.10 0.08%
COMM Mortgage Trust Series 2014-CR14, Class XA, Variable rate, due 02/10/2047 12630DAZ7 24,616,135 $238,367.88 0.08%
COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 12593FAG9 7,000,000 $242,997.30 0.08%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 243,351 $227,649.09 0.08%
GSAA Home Equity Trust Series 2007-5, Class 1F3B, Variable rate, due 05/25/2037 3622ECAH9 1,900,000 $237,754.79 0.08%
Impac CMB Trust Series 2007-A, Class A, Variable rate, due 05/25/2037 452550AA4 252,894 $253,548.83 0.08%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class XA, Variable rate, due 07/15/2047 46642CBL3 19,027,466 $249,086.66 0.08%
Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 748940AB9 238,597 $229,824.75 0.08%
Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 86359LRY7 254,905 $253,505.28 0.08%
US 5YR NOTE (CBT) Mar22 FVH2 2 $239,125.00 0.08%
Argent Securities Inc. series 2005-W5, Class A2D, Variable rate, due 01/25/2036 040104QP9 220,671 $216,052.08 0.07%
Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 07387AAB1 205,481 $206,534.57 0.07%
BFLD Trust Series 2021-FPM, Class B, Variable rate, due 06/15/2038 05554BAG9 200,000 $200,440.36 0.07%
Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 12669GKF7 231,256 $218,030.96 0.07%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 25151KAC3 211,150 $198,914.26 0.07%
Fannie Mae FN MA4333, 2%, due 05/01/2041 31418DY71 209,874 $208,757.56 0.07%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 204,091 $215,200.65 0.07%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 218,271 $223,070.72 0.07%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 373,880 $222,474.84 0.07%
MHC Commercial Mortgage Trust Series 2021-MHC, Class E, Variable rate, due 04/15/2026 55316VAJ3 205,000 $205,452.85 0.07%
Nelnet Student Loan Trust Series 2014-4A, Class A2, Variable rate, due 11/25/2048 64033MAB4 215,000 $220,372.59 0.07%
Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 74923CAD4 207,834 $198,738.53 0.07%
Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 83612KAA9 219,992 $209,448.48 0.07%
Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 95000LBC6 3,914,580 $219,243.09 0.07%
BLACKROCK RAINIER CLO LTD Series 2021-1, Class A, Variable rate, due 04/17/2032 09262BAA7 190,983 $191,050.77 0.06%
Countrywide Alternative Loan Trust Series 2007-OA7, Class A1A, Variable rate, due 05/25/2047 126680AA5 191,599 $184,585.39 0.06%
Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 12656DAE3 182,000 $183,925.56 0.06%
Credit-Based Asset Servicing and Securitization Series 2006-CB7, Class A5, Variable rate, due 10/25/2036 12479DAE8 217,868 $185,348.42 0.06%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 158,418 $168,255.67 0.06%
GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 39538WBZ0 177,429 $168,067.27 0.06%
GS Mortgage Securities Trust Series 2011-GC5, Class AS, Variable rate, due 08/10/2044 36191YAE8 166,309 $167,177.00 0.06%
GS Mortgage Securities Trust Series 2020-TWN3, Class A, Variable rate, due 11/15/2037 36263JAA2 175,000 $175,366.33 0.06%
GSAMP Trust Series 2005-HE6, Class M2, Variable rate, due 11/25/2035 362341G52 174,455 $174,174.31 0.06%
JP Morgan Mortgage Acquisition Corp Series 2006-FRE1, Class M1, Variable rate, due 05/25/2035 46626LFN5 172,661 $172,553.73 0.06%
Morgan Stanley Capital Inc Series 2006-HE1, Class A4, Variable rate, due 01/25/2036 617451DR7 191,579 $189,741.73 0.06%
Residential Asset Securitization Trust Series 2006-A8, Class 3A4, 6%, due 08/25/2036 761119AS5 255,513 $173,377.72 0.06%
Shops at Crystals Trust 2016-CSTL Series 2016-CSTL, Class A, 3.1255%, due 07/05/2036 82510WAA8 170,000 $172,993.00 0.06%
Voya CLO Ltd Series 2017-2A, Class A2AR, Variable rate, due 06/07/2030 92915UAJ3 175,000 $175,306.15 0.06%
Wells Fargo Commercial Mortgage Trust Series 2015-NXS3, Class XA, Variable rate, due 09/15/2057 94989VAG4 6,913,003 $194,196.62 0.06%
Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 059522AC6 142,839 $140,299.14 0.05%
Citigroup Mortgage Loan Trust Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 160,000 $158,581.04 0.05%
Countrywide Asset-Backed Certificates Series 2005-1. Class MV6, Variable rate, due 07/25/2035 126673XC1 136,867 $137,324.20 0.05%
CSAIL Commercial Mortgage Trust Series 2015-C4, Class XA, Variable rate, due 11/15/2048 12635RAZ1 6,098,471 $161,734.49 0.05%
Fannie Mae FN MA4176, 2%, due 11/01/2040 31418DUA8 157,249 $155,444.77 0.05%
Fannie Mae FN MA4204, 2%, due 12/01/2040 31418DU67 166,155 $163,942.29 0.05%
Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 31395NXU6 141,172 $142,548.14 0.05%
Fannie Mae Series 2018-50, Class BA, 3%, due 07/25/2048 3136B2LX8 146,290 $149,122.93 0.05%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 138,268 $146,849.88 0.05%
Freddie Mac FR SD0499, 3%, due 08/01/2050 3132DMRU1 132,925 $137,571.35 0.05%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 149,199 $157,554.85 0.05%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 250,496 $139,470.14 0.05%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 148,843 $143,255.38 0.05%
IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 45660GBB5 165,101 $145,332.12 0.05%
Park Avenue Institutional Advisers CLO Series 2018-1A, Class A2R, Variable rate, due 10/20/2031 70016RAQ8 150,000 $150,125.27 0.05%
Residential Accredit Loans, Inc. Series 2006-QA6, Class A1, Variable rate, due 07/25/2036 74922MAA9 145,747 $148,504.30 0.05%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 86361HAB0 170,717 $162,832.54 0.05%
The Bancorp Commercial Mortgage Trust Series 2019-CRES5, Class D, Variable rate, due 03/15/2036 05972MAJ3 158,110 $157,921.61 0.05%
UBS-Barclays Commercial Mortgage Trust Series 2012-C4, Class A3, 2.5328%, due 12/10/2045 90270RBC7 161,765 $162,724.39 0.05%
WAMU Mortgage Pass-Through Certificates Series 2005-AR17, Class A1A2, Variable rate, due 12/25/2045 92922F7Q5 169,580 $162,937.83 0.05%
American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 02660UAA8 134,265 $129,678.20 0.04%
American Money Management Corp. Series 2016-19A, Class AR, Variable rate, due 10/16/2028 00176PAJ1 107,959 $108,013.58 0.04%
Banc of America Merrill Lynch Large Loan Inc Series 2018-PARK, Class A, Variable rate, due 08/10/2038 05491YAA8 105,000 $115,124.50 0.04%
Barclays Commercial Mortgage Securities LLC Series 2015-SRCH, Class A2, 4.197%, due 08/10/2035 05547HAC5 120,000 $131,078.93 0.04%
Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 07401NAP4 117,318 $110,866.42 0.04%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 08163ABR3 117,000 $115,571.27 0.04%
BX Trust 2019-ATL Series 2019-CALM, Class A, Variable rate, due 11/15/2032 05608FAA9 127,000 $127,091.36 0.04%
CALI Mortgage Trust Series 2019-101C, Class A, 3.957%, due 03/10/2039 129890AA7 100,000 $109,351.99 0.04%
CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 12564UAA4 131,119 $131,251.70 0.04%
COMM Mortgage Trust Series 2013-CR12, Class XA, Variable rate, due 10/10/2046 12591KAF2 7,428,625 $115,691.18 0.04%
Countrywide Alternative Loan Trust Series 2006-HY12, Class A5, Variable rate, due 08/25/2036 02146PAF2 107,449 $108,508.34 0.04%
Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 02150EAL7 147,999 $109,582.86 0.04%
Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 1248RHAA5 150,093 $119,781.12 0.04%
DBUBS Mortgage Trust Series 2017-BRBK, Class A, 3.452%, due 10/10/2034 23305JAA0 120,000 $124,056.07 0.04%
Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 31397UDV8 111,867 $113,713.70 0.04%
Freddie Mac FG G60659, 3.50%, due 08/01/2046 31335AWU8 119,718 $127,475.53 0.04%
FreddieMac Strip Series 360, Class 250, 2.50%, due 11/15/2047 3132J0US4 129,749 $132,109.13 0.04%
HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 40430MAE7 219,380 $129,922.04 0.04%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1A, Variable rate, due 04/25/2037 45668RAA6 116,011 $110,486.99 0.04%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 54251YAD0 311,270 $135,433.95 0.04%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 125,000 $125,141.71 0.04%
Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 74922KAD7 114,902 $111,165.77 0.04%
Accredited Mortgage Loan Trust Series 2005-1, Class M2, Variable rate, due 04/25/2035 004375CU3 97,190 $97,362.23 0.03%
Ace Securities Corp. Series 2006-OP2, Class A1, Variable rate, due 08/25/2036 00441YAA0 97,947 $96,181.91 0.03%
BCAP LLC Trust Series 2006-AA2, Class A1, Variable rate, due 01/25/2037 05530MAA7 106,113 $104,616.47 0.03%
COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 12591YAA3 11,151,000 $80,350.76 0.03%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 02151CAE6 132,565 $105,736.87 0.03%
CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 12636LBA7 2,973,149 $86,318.24 0.03%
DC Office Trust 2.965%, due 09/15/2045 23312BAA8 75,000 $76,957.79 0.03%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 78,722 $81,295.71 0.03%
Fannie Mae FN MA4152, 2%, due 09/01/2040 31418DTJ1 102,036 $101,369.22 0.03%
FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 3136B64Y6 97,063 $97,884.91 0.03%
Freddie Mac FR SD7502, 3.50%, due 07/01/2049 3132DVKP9 72,305 $76,042.69 0.03%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 90,793 $95,931.09 0.03%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 88,864 $92,490.73 0.03%
Freddie Mac Series 3778, Class L, 3.50%, due 12/15/2025 3137A47J0 74,536 $77,379.65 0.03%
Fremont Home Loan Trust Series 2005-A, Class M3, Variable rate, due 01/25/2035 35729PHN3 76,821 $76,511.56 0.03%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 72,866 $76,218.69 0.03%
Hudson Yards Series 2019-55HY, Class A, 3.0408%, due 12/10/2041 44421MAA8 75,000 $77,642.58 0.03%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC4, Class A1A, Variable rate, due 12/25/2036 46630BAA4 134,710 $102,140.16 0.03%
Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 86359DUR6 104,849 $104,693.16 0.03%
Long Beach Mortgage Loan Trust Series 2005-WL2, Class M2, Variable rate, due 08/25/2035 542514NC4 76,219 $76,835.41 0.03%
Oakwood Mortgage Investors Inc Series 2001-C, Class A2, Variable rate, due 06/15/2031 67087TCK5 582,662 $93,815.86 0.03%
Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 805564RN3 83,383 $82,575.21 0.03%
Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 81376EAC9 85,858 $85,301.65 0.03%
Structured Asset Securities Corporation Series 2006-OPT1, Class A1, Variable rate, due 04/25/2036 86359UAA7 82,511 $81,940.55 0.03%
Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 88315LAJ7 88,625 $87,331.06 0.03%
Wells Fargo Commercial Mortgage Trust Series 2015-C30, Class XA, Variable rate, due 09/15/2058 94989NBH9 3,491,478 $94,863.12 0.03%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2015-C25, Class XA, Variable rate, due 11/15/2047 92939KAH1 4,932,396 $98,132.48 0.03%
Bluemountain CLO Ltd Series 2020-30A, Class B, Variable rate, due 01/15/2033 09630QAC5 60,000 $60,046.74 0.02%
Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 12544QAA8 107,177 $74,127.40 0.02%
Fannie Mae FN CA0995, 3.50%, due 01/01/2048 3140Q8C94 61,256 $64,910.13 0.02%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 70,459 $69,999.34 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 3137FG7J8 1,000,000 $68,667.00 0.02%
Freddie Mac FG G08681, 3.50%, due 12/01/2045 3128MJXK1 63,373 $67,269.50 0.02%
Freddie Mac Series 4993, Class OP, 0%, due 10/25/2058 3137FU6Z2 67,667 $65,694.43 0.02%
FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 35708TAQ0 21,686,166 $46,054.91 0.02%
GNMA G2 MA3873, 3%, due 08/20/2046 36179SJS7 57,332 $59,189.17 0.02%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 55,683 $58,440.67 0.02%
GS Mortgage Securities Trust Series 2013-GC10, Class XA, Variable rate, due 02/10/2046 36192CAG0 5,734,126 $62,801.87 0.02%
IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 45660L5S4 79,388 $69,567.20 0.02%
IndyMac INDX Mortgage Loan Trust Series 2006-AR9, Class 3A2, Variable rate, due 06/25/2036 45661EGH1 62,993 $58,201.72 0.02%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-C16, Class XA, Variable rate, due 12/15/2046 46641BAF0 4,788,228 $59,190.64 0.02%
Morgan Stanley BAML Trust Series 2014-C14, Class XA, Variable rate, due 02/15/2047 61690GAG6 4,877,161 $73,113.04 0.02%
SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 78445AAE6 65,000 $64,965.39 0.02%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 65,000 $64,394.80 0.02%
Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 86363NAY5 51,869 $50,167.89 0.02%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 61,332 $62,127.84 0.02%
Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 94989TBC7 1,971,612 $47,436.59 0.02%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C20, Class XA, Variable rate, due 05/15/2047 92890FAW6 3,540,021 $59,491.46 0.02%
BX Trust Series 2018-IND, Class G, Variable rate, due 11/15/2035 056059AS7 35,000 $34,960.87 0.01%
COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 4,637,120 $33,221.72 0.01%
COMM Mortgage Trust Series 2014-UBS2, Class XA, Variable rate, due 03/10/2047 12591UAG8 1,617,476 $30,332.04 0.01%
COMM Mortgage Trust Series 2020-CX, Class E, Variable rate, due 11/10/2046 12656KAL1 35,000 $32,162.45 0.01%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 30,000 $31,735.30 0.01%
Fannie Mae FN BE3619, 4%, due 05/01/2047 3140FPAV1 35,688 $38,118.32 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 3137FNB25 300,000 $28,119.42 0.01%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 32,942 $34,704.03 0.01%
Freddie Mac Series 3071, Class TF, Variable rate, due 04/15/2035 31396EFY7 43,578 $43,675.44 0.01%
GNMA G2 MA4779, 4%, due 10/20/2047 36179TJY2 40,635 $43,100.63 0.01%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 38406JAC2 1,000,000 $24,965.00 0.01%
GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 39538RBW8 39,236 $38,184.29 0.01%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-LC11, Class XA, Variable rate, due 04/15/2046 46639YAS6 1,861,546 $21,547.40 0.01%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class A2, 3.2397%, due 03/15/2050 46647TAP3 34,325 $34,333.07 0.01%
JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 46590JAY3 978,523 $25,213.21 0.01%
Morgan Stanley BAML Trust Series 2013-C13, Class XA, Variable rate, due 11/15/2046 61763BAV6 1,845,949 $25,242.61 0.01%
Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 617451EF2 26,873 $26,881.61 0.01%
Nomura Home Equity Loan Inc Series 2006-HE1, Class M1, Variable rate, due 02/25/2036 65536HCS5 44,600 $44,619.68 0.01%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 92890KBD6 1,023,203 $17,147.55 0.01%
Citigroup Commercial Mortgage Trust Series 2012-GC8, Class XA, Variable rate, due 09/10/2045 17318UAK0 1,096,628 $4,238.14 0.00%
Citigroup Commercial Mortgage Trust Series 2013-GC15, Class XA, Variable rate, due 09/10/2046 17321JAJ3 743,809 $8,379.23 0.00%
COMM Mortgage Trust Series 2013-LC13, Class XA, Variable rate, due 08/10/2046 12626GAG8 1,113,464 $14,456.33 0.00%
Countrywide Asset-Backed Certificates Series 2005-16, Class MV1, Variable rate, due 05/25/2036 126670PH5 2,272 $2,274.14 0.00%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 BCC2I1ZK2 8,600 $8,840.27 0.00%
GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 36191YAA6 2,058,712 $135.05 0.00%
JP Morgan Mortgage Acquisition Corp Series 2005-OPT1, Class M2, Variable rate, due 06/25/2035 46626LAF7 11,948 $11,960.03 0.00%
UBS Commercial Mortgage Trust Series 2012-C1, Class XA, Variable rate, due 05/10/2045 90269GAG6 200,558 $91.88 0.00%
UBS-Barclays Commercial Mortgage Trust Series 2012-C2, Class XA, Variable rate, due 05/10/2063 90269CAH3 5,087,912 $11,129.81 0.00%
UBS-Barclays Commercial Mortgage Trust Series 2012-C3, Class XA, Variable rate, due 08/10/2049 90349DAJ1 602,246 $3,816.19 0.00%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2012-C9, Class XA, Variable rate, due 11/15/2045 92930RAF9 622,100 $3,808.50 0.00%
US 10yr Ultra Fut Mar22 UXYH2 -2 ($286,468.75) -0.09%
US ULTRA BOND CBT Mar22 WNH2 -7 ($1,331,750.00) -0.44%
US Dollar $USD -152,160,503 ($152,160,502.65) -50.18%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 04-08-2022 -728,000.00 EUR $824,969.60 $2,111.32
USD->GBP 04-08-2022 -1,927,000.00 GBP $2,585,321.01 $25,380.95
USD->JPY 03-07-2022 -320,000,000.00 JPY $2,819,015.68 ($3,353.57)
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.