|
|
 |
|
Holdings of the Fund as of 6/28/2024
Total Number of Holdings (excluding cash): 46
| BENCHMARK Mortgage Trust Series 2020-B18, Class A5, 1.925%, due 07/15/2053 |
|
08163AAE3 |
720,000 |
$587,595.17 |
3.91% |
| Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037 |
|
05548WAA5 |
600,000 |
$568,082.76 |
3.78% |
| US 10YR NOTE (CBT)Sep24 |
TYU4 |
|
5 |
$549,921.88 |
3.66% |
| Barclays Commercial Mortgage Securities LLC Series 2023-C22, Class A4, 6.521%, due 11/15/2056 |
|
05554FAC9 |
500,000 |
$542,354.70 |
3.61% |
| BPR Trust Series 2023-STON, Class A, 7.497%, due 12/05/2039 |
|
05593GAA4 |
500,000 |
$518,803.10 |
3.46% |
| Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 |
|
563136AA8 |
550,000 |
$489,514.69 |
3.26% |
| KNDR Trust 2021-KIND Series 2021-KIND, Class A, Variable rate, due 08/15/2038 |
|
482606AA8 |
495,860 |
$488,146.06 |
3.25% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class A, Variable rate, due 11/15/2038 |
|
62955HAA5 |
500,000 |
$481,088.80 |
3.21% |
| Wells Fargo Commercial Mortgage Trust Series 2018-C47, Class A4, 4.442%, due 09/15/2061 |
|
95002DBG3 |
500,000 |
$482,148.50 |
3.21% |
| Barclays Commercial Mortgage Securities LLC Series 2022-C16, Class A5, Variable rate, due 06/15/2055 |
|
05552YAE6 |
500,000 |
$478,606.65 |
3.19% |
| Bank Series 2018-BN13, Class A4, 3.953%, due 08/15/2061 |
|
06539LBA7 |
500,000 |
$473,448.05 |
3.15% |
| U.S. Treasury Note, 4.625%, due 04/30/2029 |
|
91282CKP5 |
455,000 |
$460,296.48 |
3.07% |
| Aventura Mall Trust Series 2019-AVM, Class A, Variable rate, due 07/05/2040 |
|
05359AAA1 |
480,000 |
$454,177.78 |
3.03% |
| Morgan Stanley Capital I Trust Series 2019-L2, Class XA, Variable rate, due 03/15/2052 |
|
61768HAX4 |
12,055,216 |
$443,037.61 |
2.95% |
| One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 |
|
68236JAA9 |
500,000 |
$424,161.25 |
2.83% |
| Life Financial Services Trust Series 2022-BMR2, Class A1, Variable rate, due 05/15/2039 |
|
53218DAA6 |
425,000 |
$417,965.27 |
2.78% |
| US 2YR NOTE (CBT) Sep24 |
TUU4 |
|
2 |
$408,437.50 |
2.72% |
| Citigroup Commercial Mortgage Trust Series 2019-C7, Class A4, 3.102%, due 12/15/2072 |
|
17328CAD4 |
450,000 |
$403,929.09 |
2.69% |
| Citigroup Commercial Mortgage Trust Series 2018-C5, Class A3, 3.963%, due 06/10/2051 |
|
17291DAC7 |
408,649 |
$388,287.81 |
2.59% |
| Bank Series 2021-BN31, Class XB, Variable rate, due 02/15/2054 |
|
06541ABN9 |
7,500,000 |
$360,432.23 |
2.40% |
| Bank Series 2021-BN33, Class A5, 2.556%, due 05/15/2064 |
|
06541CBL9 |
425,000 |
$358,510.32 |
2.39% |
| BMO Mortgage Trust Series 2023-C5, Class ASB, 5.9949%, due 06/15/2056 |
|
055988AE9 |
325,000 |
$337,077.65 |
2.25% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-OSB, Class A, 3.3973%, due 06/05/2039 |
|
46651EAA2 |
365,000 |
$323,270.35 |
2.15% |
| WFLD MORTGAGE TRUST Series 2014-MONT, Class A, Variable rate, due 08/10/2031 |
|
92939GAA5 |
350,000 |
$315,087.50 |
2.10% |
| Bank Series 2019-BN19, Class A3, 3.183%, due 08/15/2061 |
|
06540WBD4 |
350,000 |
$307,588.19 |
2.05% |
| GS Mortgage Securities Trust Series 2017-GS6, Class A2, 3.164%, due 05/10/2050 |
|
36253PAB8 |
314,354 |
$294,647.41 |
1.96% |
| Barclays Commercial Mortgage Securities LLC Series 2024-5C25, Class AS, 6.358%, due 03/15/2057 |
|
05554VAE0 |
275,000 |
$281,957.67 |
1.88% |
| BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034 |
|
05608BAA8 |
282,588 |
$279,622.05 |
1.86% |
| Morgan Stanley Capital I Trust Series 2018-L1, Class A3, 4.139%, due 10/15/2051 |
|
61691QAD0 |
290,000 |
$277,422.00 |
1.85% |
| Morgan Stanley BAML Trust Series 2016-C32, Class A4, 3.72%, due 12/15/2049 |
|
61691GAS9 |
280,000 |
$267,989.96 |
1.79% |
| MSWF Commercial Mortgage Trust Series 2023-2, Class A5, 6.014%, due 12/15/2056 |
|
55361AAU8 |
250,000 |
$263,213.45 |
1.75% |
| BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028 |
|
081927AC9 |
4,899,127 |
$260,999.53 |
1.74% |
| BENCHMARK Mortgage Trust Series 2020-B18, Class ASB, 1.862%, due 07/15/2053 |
|
08163AAC7 |
290,000 |
$258,710.80 |
1.72% |
| BMO Mortgage Trust Series 2024-C8, Class ASB, 5.79406%, due 09/15/2056 |
|
05593HAE4 |
250,000 |
$256,791.15 |
1.71% |
| Morgan Stanley Capital I Trust Series 2017-HR2, Class A3, 3.33%, due 12/15/2050 |
|
61691NAD7 |
272,462 |
$254,864.60 |
1.70% |
| Barclays Commercial Mortgage Securities LLC Series 2022-C18, Class A4, Variable rate, due 12/15/2055 |
|
054975AD9 |
250,000 |
$252,860.80 |
1.68% |
| CSAIL Commercial Mortgage Trust Series 2015-C3, Class B, Variable rate, due 08/15/2048 |
|
12635FAY0 |
226,000 |
$210,029.12 |
1.40% |
| ILPT Commercial Mortgage Trust Series 2019-SURF, Class A, 4.145%, due 02/11/2041 |
|
44965LAA2 |
225,000 |
$210,789.72 |
1.40% |
| U.S. Treasury Note, 4.125%, due 03/31/2029 |
|
91282CKG5 |
202,000 |
$199,976.05 |
1.33% |
| WB Commercial Mortgage Trust Series 2024-HQ, Class A, Variable rate, due 03/15/2040 |
|
92943PAA9 |
200,000 |
$200,064.76 |
1.33% |
| NJ Trust Series 2023-GSP, Class A, Variable rate, due 01/06/2029 |
|
65486XAA1 |
175,000 |
$180,646.03 |
1.20% |
| BENCHMARK Mortgage Trust Series 2021-B23, Class AAB, 1.766%, due 02/15/2054 |
|
08162RAE7 |
200,000 |
$175,788.48 |
1.17% |
| ReadyCap Commercial Mortgage Trust Series 2021-FL6, Class A, Variable rate, due 07/25/2036 |
|
75575TAA1 |
165,212 |
$164,287.25 |
1.09% |
| US Dollar |
$USD |
|
130,357 |
$130,356.88 |
0.87% |
| Bank Series 2019-BN23, Class XA, Variable rate, due 12/15/2052 |
|
06541RBC6 |
4,135,864 |
$125,661.62 |
0.84% |
| Freddie Mac Multiclass Certificates Series 2020-RR07, Class AX, Variable rate, due 09/27/2028 |
|
3137FRVC2 |
1,500,000 |
$125,531.85 |
0.84% |
| Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063 |
|
06540JBM3 |
2,473,347 |
$124,332.69 |
0.83% |
| BMO Mortgage Trust Series 2024-C9, Class A5, 5.7592%, due 07/15/2057 |
|
05593MAD5 |
70,000 |
$72,099.74 |
0.48% |
| U.S. Treasury Note, 4.375%, due 05/15/2034 |
|
91282CKQ3 |
38,000 |
$38,014.84 |
0.25% |
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.
|