First Trust TCW Securitized Plus ETF (DEED)
Holdings of the Fund as of 2/3/2023

Total Number of Holdings (excluding cash): 274

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 5YR NOTE (CBT) Mar23 FVH3 108 $11,781,281.30 11.41%
US 2YR NOTE (CBT) Mar23 TUH3 57 $11,703,257.78 11.33%
US 10yr Ultra Fut Mar23 UXYH3 78 $9,448,968.75 9.15%
Fannie Mae or Freddie Mac TBA, 5%, due 09/01/2052 01F050627 6,100,000 $6,111,437.51 5.92%
Fannie Mae or Freddie Mac TBA, 2.50%, due 03/01/2052 01F022634 6,775,000 $5,953,196.70 5.76%
GNMA TBA, 2.50%, due 02/01/2052 21H022630 5,900,000 $5,278,364.91 5.11%
Fannie Mae or Freddie Mac TBA, 2%, due 02/01/2052 01F020638 4,225,000 $3,566,720.66 3.45%
U.S. Treasury Bill, 0%, due 07/20/2023 912796ZZ5 3,195,000 $3,128,188.91 3.03%
Fannie Mae or Freddie Mac TBA, 2%, due 02/01/2052 01F020620 3,550,000 $2,994,670.80 2.90%
Fannie Mae or Freddie Mac TBA, 4.50%, due 09/01/2052 01F042632 2,950,000 $2,914,277.33 2.82%
GNMA TBA, 2.50%, due 02/01/2052 21H022622 2,975,000 $2,659,224.19 2.57%
Fannie Mae FN BQ7056, 2%, due 01/01/2052 3140KSZW0 2,750,626 $2,324,947.48 2.25%
Fannie Mae FN CB3151, 2%, due 03/01/2052 3140QNQD7 2,497,858 $2,110,127.42 2.04%
GNMA TBA, 4.50%, due 08/01/2052 21H042620 1,925,000 $1,915,074.23 1.85%
Fannie Mae FN MA4437, 2%, due 10/01/2051 31418D4X7 2,116,590 $1,786,714.99 1.73%
Freddie Mac FR RA5855, 2.50%, due 09/01/2051 3133KMQG3 1,853,242 $1,630,677.27 1.58%
US ULTRA BOND CBT Mar23 WNH3 10 $1,428,125.00 1.38%
U.S. Treasury Bill, 0%, due 07/06/2023 912796ZS1 1,430,000 $1,402,835.96 1.36%
Fannie Mae FN BV8477, 3%, due 05/01/2052 3140MNM37 1,429,026 $1,301,527.41 1.26%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 1,432,648 $1,304,378.34 1.26%
Freddie Mac FD QD7088, 2%, due 02/01/2052 3133B42V6 1,546,185 $1,306,419.60 1.26%
Fannie Mae FN BQ6913, 2%, due 12/01/2051 3140KSVF1 1,509,438 $1,276,313.31 1.24%
Fannie Mae FN FS0139, 2.50%, due 01/01/2052 3140XFEM9 1,447,284 $1,277,763.81 1.24%
Fannie Mae FN BV8463, 2.50%, due 04/01/2052 3140MNMM5 1,384,418 $1,216,644.19 1.18%
MASTR Asset Backed Securities Trust Series 2007-HE1, Class A4, Variable rate, due 05/25/2037 576457AD7 1,535,500 $1,212,041.24 1.17%
LHOME Mortgage Trust Series 2021-RTL3, Class A, Variable rate, due 09/25/2026 50203RAA8 1,275,000 $1,189,948.32 1.15%
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 525221KP1 1,317,454 $1,176,673.00 1.14%
Preston Ridge Partners Mortgage Trust Series 2021-11, Class A1, Variable rate, due 11/25/2026 69362QAA7 1,232,991 $1,162,580.84 1.13%
Preston Ridge Partners Mortgage Trust Series 2021-3, Class A1, Variable rate, due 04/25/2026 69357PAA6 1,221,110 $1,150,377.46 1.11%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 1,186,043 $1,121,837.64 1.09%
Progress Residential Trust Series 2019-SFR3, Class F, 3.867%, due 09/17/2036 74332WAL7 1,169,000 $1,105,398.81 1.07%
Fannie Mae or Freddie Mac TBA, 3%, due 05/01/2052 01F030637 1,200,000 $1,092,703.13 1.06%
Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 381743AA1 1,100,000 $1,076,618.57 1.04%
Freddie Mac - STACR Series 2022-DNA1, Class M1B, Variable rate, due 01/25/2042 35564KPV5 1,100,000 $1,066,903.31 1.03%
Fannie Mae FN MA4387, 2%, due 07/01/2041 31418D2V3 1,160,682 $1,022,901.25 0.99%
MSCG Trust Series 2018-SELF, Class F, Variable rate, due 10/15/2037 55358PAQ9 1,051,866 $1,017,562.04 0.99%
Pretium Mortgage Credit Partners LLC Series 2022-RN1, Class A1, Variable rate, due 07/25/2051 69363JAA2 1,085,429 $1,023,852.79 0.99%
Fannie Mae or Freddie Mac TBA, 3.50%, due 06/01/2052 01F032633 1,075,000 $1,010,976.48 0.98%
Fannie Mae FN MA4438, 2.50%, due 10/01/2051 31418D4Y5 1,137,605 $999,962.06 0.97%
Freddie Mac FR RA7639, 3.50%, due 07/01/2052 3133KPQL5 1,067,919 $1,004,890.31 0.97%
Preston Ridge Partners Mortgage Trust Series 2021-1, Class A1, Variable rate, due 01/25/2026 693577AA6 1,036,373 $993,057.50 0.96%
AGL CLO 7 LTD Series 2020-7A, Class BR, Variable rate, due 07/15/2034 008511AN7 1,000,000 $981,375.59 0.95%
CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, due 07/15/2060 12530MAA3 1,064,958 $960,121.48 0.93%
GSAA Home Equity Trust Series 2007-6, Class 3A1A, Variable rate, due 05/25/2047 36245RAD1 1,335,795 $946,855.36 0.92%
Fannie Mae FN BV8464, 3%, due 04/01/2052 3140MNMN3 1,018,161 $929,650.40 0.90%
Fannie Mae FN FS1598, 2%, due 04/01/2052 3140XGX46 1,105,637 $933,351.69 0.90%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 975,000 $931,497.94 0.90%
Progress Residential Trust Series 2021-SFR1, Class H, 5.004%, due 04/17/2038 74331FAQ4 1,060,000 $924,878.41 0.90%
Freddie Mac FR SD0956, 2.50%, due 04/01/2052 3132DNBZ5 1,047,891 $921,008.68 0.89%
Frost CMBS Series 2021-1X, Class GBB, Variable rate, due 11/22/2026 BCC332006 800,000 $910,842.62 0.88%
Fannie Mae FN MA4512, 2.50%, due 01/01/2052 31418EAN0 1,025,491 $901,124.61 0.87%
Fannie Mae FN FS3781, 2%, due 11/01/2051 3140XKFX3 1,000,000 $847,714.00 0.82%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class G, Variable rate, due 12/15/2037 12482HAS3 890,000 $837,019.81 0.81%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 1,175,039 $836,347.72 0.81%
Boyce Park CLO, LLC Series 2022-1A, Class SUB, Variable rate, due 04/21/2035 103226AC0 1,100,000 $828,968.66 0.80%
Luminent Mortgage Trust Series 2007-1, Class 1A1, Variable rate, due 11/25/2036 55028CAA3 918,585 $813,742.11 0.79%
Madison Park Funding Ltd Series 2020-45A, Class BR, Variable rate, due 07/15/2034 55820BAL1 825,000 $809,981.47 0.78%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 1,087,988 $806,861.34 0.78%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 1,800,000 $797,777.64 0.77%
Credit Suisse Mortgage Trust Series 2021-BPNY, Class A, Variable rate, due 08/15/2023 12659XAA4 801,000 $770,388.90 0.75%
IndyMac IMSC Mortgage Loan Trust Series 2007-F2, Class 1A4, 6%, due 07/25/2037 45670JAD4 994,113 $750,284.17 0.73%
Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 59022VAE1 1,000,000 $742,355.80 0.72%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 787,708 $738,114.52 0.71%
Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 3137H6ZG3 925,000 $730,846.57 0.71%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 840,970 $735,231.33 0.71%
Fannie Mae - CAS Series 2021-R03, Class 1M2, Variable rate, due 12/25/2041 20754AAB9 750,000 $722,010.60 0.70%
Freddie Mac FR RA7773, 4%, due 08/01/2052 3133KPT65 732,724 $708,719.51 0.69%
Last Mile Logistics Pan Euro Finance DAC Series 1A, Class E, Variable rate, due 08/17/2026 BCC316NM6 716,788 $696,694.08 0.67%
Washington Mutual Mortgage Pass Through CTFS Series 2006-AR10, Class A2A, Variable rate, due 12/25/2036 93935YAB6 789,583 $689,647.15 0.67%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 700,000 $681,522.18 0.66%
Freddie Mac - STACR Series 2021-HQA1, Class M2, Variable rate, due 08/25/2033 35564KBS7 700,000 $681,542.26 0.66%
Fannie Mae FN BV7761, 2.50%, due 03/01/2052 3140MMTT5 752,568 $662,188.08 0.64%
Residential Accredit Loans, Inc. Series 2006-Q02, Class A1, Variable rate, due 02/25/2046 761118VY1 3,222,305 $663,507.50 0.64%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 46628TAD3 1,395,888 $650,316.47 0.63%
Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 19521UAA1 715,000 $640,226.80 0.62%
Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 67087TAK7 756,950 $641,674.56 0.62%
Fannie Mae or Freddie Mac TBA, 4%, due 09/01/2052 01F040636 650,000 $627,897.85 0.61%
Fannie Mae FN CB2096, 3%, due 11/01/2051 3140QMKJ2 686,282 $624,733.99 0.60%
Fannie Mae or Freddie Mac TBA, 4.50%, due 09/01/2052 01F042624 625,000 $617,480.47 0.60%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 650,000 $621,652.85 0.60%
AMSR Trust Series 2020-SFR5, Class A, 1.379%, due 11/17/2037 03217JAA9 676,000 $613,782.11 0.59%
Fannie Mae FN BU9074, 2%, due 01/01/2052 3140MBCL4 722,820 $612,932.49 0.59%
Structured Adjustable Rate Mortgage Loan Trust Series 2005-17, Class 3A1, Variable rate, due 08/25/2035 863579VM7 688,734 $599,179.76 0.58%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 600,000 $586,843.50 0.57%
Freddie Mac FR QE8999, 4%, due 08/01/2052 3133BJ7L0 604,183 $584,263.71 0.57%
MASTR Asset Backed Securities Trust Series 2006-HE2, Class A3, Variable rate, due 06/25/2036 57644UAE5 1,488,157 $593,777.94 0.57%
BX Trust Series 2021-VIEW, Class B, Variable rate, due 06/15/2023 05606GAG6 605,000 $574,567.71 0.56%
CIFC Funding Ltd Series 2022-2A, Class INCB, Variable rate, due 04/19/2035 12567VAC5 700,000 $579,584.46 0.56%
European Loan Conduit Series 36A, Class E, Variable rate, due 02/17/2030 BCC2LM3H4 581,855 $581,335.73 0.56%
AMSR Trust Series 2020-SFR3, Class G, 4.994%, due 09/17/2037 001807AH9 605,000 $568,028.15 0.55%
IndyMac INDX Mortgage Loan Trust Series 2007-AR21, Class 6A1, Variable rate, due 09/25/2037 45670BAL3 773,664 $569,607.74 0.55%
Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 33938MAA7 610,000 $553,771.48 0.54%
Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 61765TAG8 29,705,720 $556,896.10 0.54%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 605,066 $559,616.00 0.54%
Fannie Mae FN CA5689, 3%, due 05/01/2050 3140QDKB9 579,073 $535,359.97 0.52%
Stratus CLO Series 2021-3A, Class SUB, Variable rate, due 12/29/2029 86315XAG1 925,000 $535,287.55 0.52%
AMSR Trust Series 2020-SFR1, Class F, 3.566%, due 04/17/2037 00180AAF6 572,000 $530,369.38 0.51%
Bear Stearns Alt-A Trust Series 2005-1, Class M2, Variable rate, due 01/25/2035 07386HQJ3 558,909 $513,434.07 0.50%
Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 12659AAH9 737,767 $518,885.55 0.50%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class D, Variable rate, due 10/15/2037 05493BAL2 545,000 $503,516.73 0.49%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 534,320 $510,903.39 0.49%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 646,613 $507,038.73 0.49%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 690,000 $505,536.37 0.49%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 600,000 $493,455.72 0.48%
U.S. Treasury Note, 3.50%, due 01/31/2028 91282CGH8 495,000 $491,210.16 0.48%
WAMU Asset-Backed Certificates Series 2007-HE1, Class 2A4, Variable rate, due 01/25/2037 933631AE3 1,046,898 $491,212.68 0.48%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 320277AF3 565,000 $473,450.45 0.46%
Fannie Mae - CAS Series 2021-R03, Class 1B2, Variable rate, due 12/25/2041 20754AAJ2 500,000 $459,848.75 0.45%
Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 74958DAA6 559,509 $454,201.38 0.44%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 479,164 $445,224.69 0.43%
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 576429AA2 486,018 $437,370.44 0.42%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 619,037 $435,680.78 0.42%
U.S. Treasury Note, 3.875%, due 01/15/2026 91282CGE5 430,000 $428,891.41 0.42%
IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 45661XAD4 565,172 $426,187.41 0.41%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 59023XAC0 1,146,058 $418,956.74 0.41%
GS Mortgage Securities Trust Series 2015-GC28, Class XA, Variable rate, due 02/10/2048 36251FAY2 28,429,972 $409,840.79 0.40%
IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 45667QAC5 475,880 $416,056.32 0.40%
Fannie Mae FN FS3160, 3%, due 06/01/2052 3140XJQN6 434,924 $396,074.57 0.38%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 624,258 $390,460.03 0.38%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 17311YAD5 965,809 $378,231.83 0.37%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 525,601 $368,053.34 0.36%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 386,000 $356,105.15 0.34%
Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 525229AG5 483,454 $348,291.22 0.34%
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A3, Variable rate, due 03/25/2037 17311YAC7 839,834 $329,077.74 0.32%
Park Place Securities Inc Series 2004-WWF1, Class M5, Variable rate, due 12/25/2034 70069FDN4 338,020 $328,554.63 0.32%
Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 64031QCL3 353,604 $315,754.21 0.31%
OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 69121TAD7 646,470 $321,635.33 0.31%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 424,619 $324,760.22 0.31%
Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Clss A2B, Variable rate, due 01/25/2037 81378GAC2 356,528 $316,817.89 0.31%
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 26252NAQ2 315,000 $306,377.42 0.30%
Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 02150XAA9 337,099 $292,728.34 0.28%
Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 63939LAC1 320,000 $285,942.02 0.28%
Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 95000PAP9 5,823,000 $290,668.44 0.28%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 326,763 $282,046.22 0.27%
Credit Suisse Mortgage Trust Series 2020-RPL2, Class A12, Variable rate, due 02/25/2060 22946BAP1 282,778 $283,558.26 0.27%
GreenPoint Mortgage Funding Trust Series 2005-AR1, Class A2, Variable rate, due 06/25/2045 39538RAB5 300,089 $276,736.81 0.27%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 312,419 $276,308.85 0.27%
Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 94989JBC9 27,859,689 $282,477.75 0.27%
COMM Mortgage Trust Series 2014-CR16, Class XA, Variable rate, due 04/10/2047 12591VAF8 31,680,390 $264,547.10 0.26%
U.S. Treasury Note, 4.125%, due 11/15/2032 91282CFV8 260,000 $272,614.06 0.26%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 46647TAU2 10,090,527 $258,810.91 0.25%
CSAIL Commercial Mortgage Trust Series 2015-C2, Class XA, Variable rate, due 06/15/2057 12634NAV0 20,156,269 $243,066.46 0.24%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 78413MAE8 340,000 $245,324.93 0.24%
SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 78449RAQ8 385,000 $248,291.81 0.24%
TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 87267CAA6 282,666 $246,674.52 0.24%
Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 21873BAC9 2,559,862 $232,739.55 0.23%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A2, Variable rate, due 06/25/2037 83612TAC6 329,290 $226,235.75 0.22%
Argent Securities Inc. Series 2006-M1, Class A2C, Variable rate, due 07/25/2036 04012MAQ2 749,984 $208,127.18 0.20%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 226,514 $202,617.02 0.20%
Option One Mortgage Loan Trust Series 2007-4, Class 2A3, Variable rate, due 04/25/2037 68403FAD8 344,646 $206,085.52 0.20%
BFLD Trust Series 2021-FPM, Class B, Variable rate, due 06/15/2038 05554BAG9 200,000 $191,617.26 0.19%
JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 46590LAV4 5,543,535 $200,327.26 0.19%
MHC Commercial Mortgage Trust Series 2021-MHC, Class E, Variable rate, due 04/15/2026 55316VAJ3 205,000 $199,349.81 0.19%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-LC14, Class XA, Variable rate, due 03/15/2047 96221TAH0 26,351,869 $196,047.36 0.19%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 258,379 $187,120.02 0.18%
COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 12591YBE4 20,697,457 $188,371.69 0.18%
Impac CMB Trust Series 2007-A, Class A, Variable rate, due 05/25/2037 452550AA4 198,868 $186,356.36 0.18%
U.S. Treasury Bill, 0%, due 08/03/2023 912796Y37 193,000 $188,581.69 0.18%
Wells Fargo Commercial Mortgage Trust Series 2015-C27, Class XA, Variable rate, due 02/15/2048 94989DAZ2 14,111,909 $187,121.09 0.18%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 212,010 $180,359.46 0.17%
Voya CLO Ltd Series 2017-2A, Class A2AR, Variable rate, due 06/07/2030 92915UAJ3 175,000 $172,801.55 0.17%
Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 29429CAJ4 4,423,239 $163,965.49 0.16%
Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 12669GKF7 201,311 $169,517.62 0.16%
Fannie Mae FN MA4333, 2%, due 05/01/2041 31418DY71 190,627 $167,998.31 0.16%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 169,829 $161,761.90 0.16%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 174,440 $166,083.33 0.16%
Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 748940AB9 200,668 $161,712.72 0.16%
Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 83612KAA9 190,732 $165,885.71 0.16%
Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 07387AAB1 164,804 $153,610.74 0.15%
BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 05604FAE5 18,114,786 $157,044.33 0.15%
COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 12593FAG9 7,000,000 $156,564.10 0.15%
Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 12656DAE3 182,000 $150,181.67 0.15%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 25151KAC3 191,232 $154,721.07 0.15%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 336,621 $157,442.79 0.15%
Morgan Stanley BAML Trust Series 2015-C20, Class XA, Variable rate, due 02/15/2048 61764RBG2 9,311,212 $155,271.91 0.15%
Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class XA, Variable rate, due 02/15/2048 94989CBA8 8,415,510 $158,238.51 0.15%
GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 39538WBZ0 156,111 $139,731.00 0.14%
Lanebrook Mortgage Transaction Series 2021-1, Class X1, Variable rate, due 07/20/2058 BCC325LK3 117,132 $139,978.33 0.14%
Park Avenue Institutional Advisers CLO Series 2018-1A, Class A2R, Variable rate, due 10/20/2031 70016RAQ8 150,000 $146,960.12 0.14%
Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 95000LBC6 3,659,627 $140,321.09 0.14%
Countrywide Alternative Loan Trust Series 2007-OA7, Class A1A, Variable rate, due 05/25/2047 126680AA5 153,614 $131,127.38 0.13%
Fannie Mae FN MA4204, 2%, due 12/01/2040 31418DU67 148,296 $130,692.44 0.13%
GS Mortgage Securities Trust Series 2011-GC5, Class AS, Variable rate, due 08/10/2044 36191YAE8 132,236 $130,308.47 0.13%
Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 74923CAD4 165,674 $134,876.21 0.13%
Fannie Mae FN MA4176, 2%, due 11/01/2040 31418DUA8 140,615 $123,923.43 0.12%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 132,973 $128,019.96 0.12%
Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 86359LRY7 144,850 $124,920.99 0.12%
Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 059522AC6 122,585 $108,486.44 0.11%
DBUBS Mortgage Trust Series 2017-BRBK, Class A, 3.452%, due 10/10/2034 23305JAA0 120,000 $113,388.84 0.11%
Fannie Mae FN CB4365, 3.50%, due 08/01/2052 3140QPZ75 120,626 $113,519.10 0.11%
Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 31395NXU6 114,558 $113,788.00 0.11%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 116,389 $112,140.76 0.11%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 121,519 $116,633.15 0.11%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 137,209 $116,531.45 0.11%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 08163ABR3 117,000 $100,923.97 0.10%
Fannie Mae Series 2018-50, Class BA, 3%, due 07/25/2048 3136B2LX8 112,796 $104,050.64 0.10%
Freddie Mac FR SD0499, 3%, due 08/01/2050 3132DMRU1 115,166 $106,472.84 0.10%
IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 45660GBB5 135,661 $104,499.90 0.10%
Residential Accredit Loans, Inc. Series 2006-QA6, Class A1, Variable rate, due 07/25/2036 74922MAA9 122,706 $107,843.08 0.10%
American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 02660UAA8 105,625 $89,451.17 0.09%
Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 1248RHAA5 135,210 $91,638.09 0.09%
Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 31397UDV8 90,663 $90,131.09 0.09%
Freddie Mac FG G60659, 3.50%, due 08/01/2046 31335AWU8 97,841 $93,941.78 0.09%
FreddieMac Strip Series 360, Class 250, 2.50%, due 11/15/2047 3132J0US4 98,466 $90,338.16 0.09%
HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 40430MAE7 207,544 $97,166.16 0.09%
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 54251YAD0 296,677 $92,874.03 0.09%
BCAP LLC Trust Series 2006-AA2, Class A1, Variable rate, due 01/25/2037 05530MAA7 89,263 $80,588.95 0.08%
CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 12564UAA4 87,780 $82,996.31 0.08%
COMM Mortgage Trust Series 2014-CR14, Class XA, Variable rate, due 02/10/2047 12630DAZ7 23,916,245 $82,121.21 0.08%
Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 02150EAL7 133,046 $79,109.37 0.08%
Fannie Mae FN MA4152, 2%, due 09/01/2040 31418DTJ1 91,724 $80,835.81 0.08%
FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 3136B64Y6 79,667 $77,904.67 0.08%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1A, Variable rate, due 04/25/2037 45668RAA6 100,868 $86,025.15 0.08%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class XA, Variable rate, due 07/15/2047 46642CBL3 15,900,124 $86,280.43 0.08%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 86361HAB0 103,604 $87,771.19 0.08%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 02151CAE6 115,202 $73,101.96 0.07%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 75,679 $72,815.66 0.07%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 76,233 $71,112.56 0.07%
JP Morgan Mortgage Acquisition Corp Series 2006-WMC4, Class A1A, Variable rate, due 12/25/2036 46630BAA4 125,324 $74,841.24 0.07%
Oakwood Mortgage Investors Inc Series 2001-C, Class A2, Variable rate, due 06/15/2031 67087TCK5 582,662 $67,245.44 0.07%
Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 74922KAD7 97,049 $75,483.43 0.07%
Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 88315LAJ7 78,767 $69,977.56 0.07%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 67,020 $61,663.03 0.06%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 230,538 $64,645.86 0.06%
Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 805564RN3 65,508 $61,489.10 0.06%
SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 78445AAE6 65,000 $63,552.79 0.06%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 65,000 $62,699.08 0.06%
Boyce Park CLO, LLC Series 2022-1A, Class M2, Variable rate, due 04/21/2035 103226AG1 1,178,571 $53,530.16 0.05%
Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 12544QAA8 101,291 $50,493.79 0.05%
CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 12636LBA7 2,660,037 $53,522.61 0.05%
Fannie Mae FN CA0995, 3.50%, due 01/01/2048 3140Q8C94 52,571 $50,601.93 0.05%
Fannie Mae FN MA4093, 2%, due 08/01/2040 31418DRP9 62,765 $55,314.59 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 3137FG7J8 1,000,000 $47,278.30 0.05%
Freddie Mac FG G08681, 3.50%, due 12/01/2045 3128MJXK1 51,844 $49,832.13 0.05%
Freddie Mac FR SD7502, 3.50%, due 07/01/2049 3132DVKP9 59,438 $56,558.19 0.05%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 57,490 $55,210.40 0.05%
IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 45660L5S4 68,124 $48,332.62 0.05%
IndyMac INDX Mortgage Loan Trust Series 2006-AR9, Class 3A2, Variable rate, due 06/25/2036 45661EGH1 60,232 $47,610.21 0.05%
Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 81376EAC9 55,092 $54,023.32 0.05%
Structured Asset Securities Corporation Series 2006-OPT1, Class A1, Variable rate, due 04/25/2036 86359UAA7 52,517 $51,904.45 0.05%
U.S. Treasury Bond, 4%, due 11/15/2052 912810TL2 50,000 $53,367.19 0.05%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2015-C25, Class XA, Variable rate, due 11/15/2047 92939KAH1 4,850,250 $53,243.62 0.05%
COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 12591YAA3 11,151,000 $39,373.07 0.04%
Freddie Mac Series 3778, Class L, 3.50%, due 12/15/2025 3137A47J0 46,114 $45,187.25 0.04%
Freddie Mac Series 4993, Class OP, 0%, due 10/25/2058 3137FU6Z2 45,365 $38,956.68 0.04%
Fremont Home Loan Trust Series 2005-A, Class M3, Variable rate, due 01/25/2035 35729PHN3 45,853 $44,354.68 0.04%
GNMA G2 MA3873, 3%, due 08/20/2046 36179SJS7 46,035 $43,136.51 0.04%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 43,013 $41,396.98 0.04%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 51,389 $45,697.73 0.04%
Fannie Mae FN BE3619, 4%, due 05/01/2047 3140FPAV1 27,733 $27,292.23 0.03%
GNMA G2 MA4779, 4%, due 10/20/2047 36179TJY2 30,017 $29,686.04 0.03%
Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 94989TBC7 1,858,948 $29,379.00 0.03%
COMM Mortgage Trust Series 2020-CX, Class E, Variable rate, due 11/10/2046 12656KAL1 35,000 $22,934.44 0.02%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 26,666 $20,675.61 0.02%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 26,902 $25,706.89 0.02%
Freddie Mac Series 3071, Class TF, Variable rate, due 04/15/2035 31396EFY7 25,442 $25,382.38 0.02%
FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 35708TAQ0 21,686,166 $24,433.80 0.02%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 38406JAC2 1,000,000 $21,028.05 0.02%
GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 39538RBW8 27,164 $20,874.88 0.02%
Morgan Stanley BAML Trust Series 2014-C14, Class XA, Variable rate, due 02/15/2047 61690GAG6 3,613,867 $16,966.02 0.02%
Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 617451EF2 19,689 $19,487.65 0.02%
Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 86363NAY5 29,438 $25,606.60 0.02%
Colony American Finance Ltd Series 2017-1, Class D, 4.358%, due 10/15/2049 21871VAL7 13,754 $13,717.27 0.01%
COMM Mortgage Trust Series 2014-UBS2, Class XA, Variable rate, due 03/10/2047 12591UAG8 1,423,428 $9,693.97 0.01%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-C16, Class XA, Variable rate, due 12/15/2046 46641BAF0 4,366,128 $13,266.48 0.01%
JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 46590JAY3 827,012 $13,959.21 0.01%
Morgan Stanley BAML Trust Series 2013-C13, Class XA, Variable rate, due 11/15/2046 61763BAV6 1,725,298 $6,106.17 0.01%
Nomura Home Equity Loan Inc Series 2006-HE1, Class M1, Variable rate, due 02/25/2036 65536HCS5 12,698 $12,662.35 0.01%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 92890KBD6 940,495 $8,338.24 0.01%
Citigroup Commercial Mortgage Trust Series 2013-GC15, Class XA, Variable rate, due 09/10/2046 17321JAJ3 705,664 $1,705.45 0.00%
COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 1,078,547 $10.79 0.00%
COMM Mortgage Trust Series 2013-LC13, Class XA, Variable rate, due 08/10/2046 12626GAG8 1,006,791 $2,691.25 0.00%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 3136B3SX9 4,823 $4,688.73 0.00%
GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 36191YAA6 1,707,996 $17.08 0.00%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-LC11, Class XA, Variable rate, due 04/15/2046 46639YAS6 1,098,912 $26.92 0.00%
SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2039 78457JAC6 105,000,000 $110.25 0.00%
U.S. Treasury Bond, 3.50%, due 02/15/2053 912810TN8 5,000 $4,994.79 0.00%
UBS-Barclays Commercial Mortgage Trust Series 2012-C2, Class XA, Variable rate, due 05/10/2063 90269CAH3 828,384 $8.28 0.00%
US Dollar $USD -36,552,740 ($36,552,739.71) -35.39%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 04-13-2023 -1,141,000.00 EUR $1,233,549.36 $3,391.19
USD->GBP 04-13-2023 -865,000.00 GBP $1,052,800.88 ($8,849.72)
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.