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First Trust TCW Securitized Plus ETF (DEED)
Holdings of the Fund as of 11/20/2024

Total Number of Holdings (excluding cash): 279

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 2YR NOTE (CBT) Dec24 TUZ4 89 $18,267,250.00 25.07%
US 5YR NOTE (CBT) Dec24 FVZ4 64 $6,827,000.00 9.37%
US 10yr Ultra Fut Dec24 UXYZ4 28 $3,152,625.00 4.33%
GNMA TBA, 5.50%, due 06/01/2054 21H0526C7 1,650,000 $1,640,108.17 2.25%
GNMA TBA, 5%, due 07/01/2054 21H0506C1 1,275,000 $1,242,634.40 1.71%
GNMA TBA, 4.50%, due 07/01/2054 21H0426C8 1,300,000 $1,235,882.74 1.70%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 01F0406C6 1,325,000 $1,219,430.00 1.67%
Freddie Mac FD QD7088, 2%, due 02/01/2052 3133B42V6 1,400,723 $1,117,367.70 1.53%
Fannie Mae FN FS0139, 2.50%, due 01/01/2052 3140XFEM9 1,260,069 $1,048,696.91 1.44%
GNMA TBA, 2%, due 11/01/2051 21H0206C4 1,275,000 $1,031,458.12 1.42%
Fannie Mae FN BV8477, 3%, due 05/01/2052 3140MNM37 1,183,612 $1,022,112.05 1.40%
GNMA TBA, 2.50%, due 12/01/2051 21H0226C0 1,175,000 $989,085.65 1.36%
Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 01F0326C3 1,100,000 $979,845.43 1.34%
Frost CMBS Series 2021-1A, Class GBB, Variable rate, due 11/22/2026 XS2402427962 780,478 $978,895.83 1.34%
Fannie Mae FN CB3151, 2%, due 03/01/2052 3140QNQD7 1,141,439 $901,987.67 1.24%
Fannie Mae FN CB3486, 3.50%, due 05/01/2052 3140QN2U5 986,594 $880,673.84 1.21%
GNMA TBA, 4%, due 05/01/2052 21H0406C2 950,000 $879,533.37 1.21%
Fannie Mae FN CB2411, 2.50%, due 12/01/2051 3140QMVD3 1,046,491 $875,427.94 1.20%
Fannie Mae FN MA4978, 5%, due 04/01/2053 31418EQ86 887,950 $862,994.22 1.18%
Fannie Mae FN MA5038, 5%, due 06/01/2053 31418ES43 860,013 $834,730.88 1.15%
Freddie Mac FR SD0956, 2.50%, due 04/01/2052 3132DNBZ5 918,822 $765,824.92 1.05%
Fannie Mae FN MA5138, 5.50%, due 09/01/2053 31418EV80 761,275 $754,268.74 1.04%
Freddie Mac FR QC8921, 2.50%, due 10/01/2051 3133AT4E8 881,460 $737,510.15 1.01%
Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050 3137H6ZG3 925,000 $704,800.88 0.97%
Fannie Mae FN FS3781, 2%, due 11/01/2051 3140XKFX3 879,285 $698,125.69 0.96%
Freddiemac Strip Series 386, Class C2, 2%, due 02/15/2051 31325YB98 5,223,902 $685,637.18 0.94%
Fannie Mae Series 2023-39, Class AI, 2%, due 07/25/2052 3136BQFV6 5,277,128 $677,009.02 0.93%
GNMA G2 MA7589, 2.50%, due 09/20/2051 36179WNE4 784,838 $661,018.68 0.91%
Fannie Mae FN MA4768, 2.50%, due 09/01/2052 31418EJN1 792,529 $652,939.62 0.90%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 650,000 $645,555.95 0.89%
Freddie Mac FR SD8188, 2%, due 01/01/2052 3132DWCZ4 813,305 $643,060.08 0.88%
GNMA G2 MA7767, 2.50%, due 12/20/2051 36179WTY4 764,807 $644,141.93 0.88%
GNMA G2 MA7534, 2.50%, due 08/20/2051 36179WLP1 734,947 $619,241.98 0.85%
GNMA G2 MA7705, 2.50%, due 11/20/2051 36179WR26 736,367 $620,192.69 0.85%
Fannie Mae FN CB2610, 2%, due 01/01/2052 3140QM3U6 768,753 $610,200.75 0.84%
Freddie Mac FR RA7773, 4%, due 08/01/2052 3133KPT65 662,362 $611,098.02 0.84%
Freddie Mac FR SD1581, 2.50%, due 09/01/2052 3132DNXJ7 741,749 $612,572.33 0.84%
US ULTRA BOND CBT Dec24 WNZ4 5 $614,062.50 0.84%
Fannie Mae or Freddie Mac TBA, 5%, due 05/01/2054 01F0506C5 600,000 $581,442.33 0.80%
AMSR Trust Series 2020-SFR1, Class F, 3.566%, due 04/17/2037 00180AAF6 572,000 $565,881.77 0.78%
Freddie Mac - STACR Series 2022-DNA1, Class M1B, Variable rate, due 01/25/2042 35564KPV5 550,000 $557,904.05 0.77%
Freddie Mac FR SD8264, 3.50%, due 11/01/2052 3132DWFD0 619,768 $552,621.92 0.76%
Fannie Mae or Freddie Mac TBA, 5.50%, due 05/01/2054 01F0526C1 550,000 $544,254.84 0.75%
Fannie Mae FN BV9960, 4%, due 06/01/2052 3140MQB65 586,668 $542,327.40 0.74%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 512,951 $521,782.10 0.72%
Fannie Mae FN BU9074, 2%, due 01/01/2052 3140MBCL4 655,618 $522,044.01 0.72%
Fannie Mae FN MA5070, 4.50%, due 07/01/2053 31418ET42 555,273 $526,031.76 0.72%
U.S. Treasury Note, 4.125%, due 11/15/2027 91282CLX7 495,000 $493,008.39 0.68%
Fannie Mae FN BW9886, 4.50%, due 10/01/2052 3140N26Y2 509,608 $482,783.43 0.66%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 320277AF3 565,000 $476,057.76 0.65%
Freddie Mac FR SD8372, 5.50%, due 11/01/2053 3132DWJR5 475,948 $471,529.10 0.65%
Fannie Mae FN FS8078, 2%, due 02/01/2052 3140XP6Q7 586,712 $463,360.66 0.64%
Fannie Mae FN BV8464, 3%, due 04/01/2052 3140MNMN3 536,216 $460,098.32 0.63%
Fannie Mae FN BV8515, 3%, due 05/01/2052 3140MNN93 538,711 $462,454.89 0.63%
CIM Trust Series 2023-R3, Class A1B, Variable rate, due 01/25/2063 12570GAC3 452,568 $449,024.62 0.62%
Fannie Mae Series 2013-21, Class EZ, 3%, due 03/25/2043 3136ACQW4 497,698 $442,053.18 0.61%
U.S. Treasury Note, 4.125%, due 10/31/2029 91282CLR0 450,000 $446,923.83 0.61%
Fannie Mae FN BQ1226, 2%, due 09/01/2050 3140KLLG5 543,654 $431,307.02 0.59%
Fannie Mae FN CA5689, 3%, due 05/01/2050 3140QDKB9 494,833 $432,222.08 0.59%
Fannie Mae or Freddie Mac TBA, 4.50%, due 05/01/2054 01F0426C2 450,000 $425,798.11 0.58%
Fannie Mae FN BV4119, 2.50%, due 03/01/2052 3140MHSH3 491,151 $404,954.57 0.56%
Fannie Mae FN CB2430, 3%, due 12/01/2051 3140QMVY7 475,310 $407,949.61 0.56%
Freddie Mac FR SD1382, 4%, due 08/01/2052 3132DNRB1 437,347 $403,430.90 0.55%
Freddiemac Strip Series 377, Class C1, 2%, due 01/25/2051 3133Q5E51 3,202,268 $403,710.78 0.55%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 395,017 $394,037.42 0.54%
Fannie Mae FN CB2802, 2%, due 02/01/2052 3140QNDG4 495,634 $395,574.88 0.54%
IndyMac INDX Mortgage Loan Trust Series 2006-AR31, Class A3, Variable rate, due 11/25/2036 45667QAC5 430,003 $395,066.46 0.54%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 78413MAC2 479,000 $395,495.36 0.54%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 552,910 $390,364.12 0.54%
Fannie Mae FN MA4784, 4.50%, due 10/01/2052 31418EJ68 408,271 $386,779.36 0.53%
Oakwood Mortgage Investors Inc Series 1999-C, Class A2, 7.475%, due 08/15/2027 67087TAK7 502,273 $388,918.41 0.53%
Last Mile Logistics Pan Euro Finance DAC Series 1A, Class E, Variable rate, due 08/17/2026 BCC316NM6 363,287 $379,521.03 0.52%
BENCHMARK Mortgage Trust Series 2024-V8, Class C, Variable rate, due 07/15/2057 08190AAF7 357,000 $368,818.59 0.51%
Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 01F0226C4 450,000 $370,290.94 0.51%
Freddie Mac FR SD2190, 4.50%, due 10/01/2052 3132DPNF1 391,989 $371,663.84 0.51%
Residential Funding Mtg Sec I Series 2006-S10, Class 1A1, 6%, due 10/25/2036 74958DAA6 483,262 $371,513.83 0.51%
Credit Suisse Mortgage Trust Series 2021-B33, Class B, Variable rate, due 10/10/2043 12658WAG4 429,000 $363,114.61 0.50%
Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 01F0306C7 425,000 $363,945.10 0.50%
IndyMac INDX Mortgage Loan Trust Series 2006-AR13, Class A3, Variable rate, due 07/25/2036 45661XAD4 542,235 $361,363.36 0.50%
MASTR Asset Backed Securities Trust Series 2007-HE1, Class A4, Variable rate, due 05/25/2037 576457AD7 435,500 $363,675.77 0.50%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 384,641 $361,370.10 0.50%
Freddiemac Strip Series 400, Class C2, 2%, due 08/25/2052 3142G42A8 2,723,766 $358,460.98 0.49%
AMSR Trust Series 2020-SFR3, Class G, 4.994%, due 09/17/2037 001807AH9 355,000 $350,695.20 0.48%
Freddie Mac Series 4292, Class PB, 3.50%, due 01/15/2044 3137B75V7 404,775 $348,658.78 0.48%
Freddie Mac Series 4753, Class HL, 3%, due 02/15/2048 3137FDW99 415,000 $347,832.75 0.48%
GoldenTree Loan Management US CLO, LTD Series 2024-20A, Class B, Variable rate, due 07/20/2037 38139MAE5 350,000 $352,657.18 0.48%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class !2B, Variable rate, due 11/25/2037 59023XAC0 1,063,297 $348,131.60 0.48%
Fannie Mae FN MA4511, 2%, due 01/01/2052 31418EAM2 436,832 $344,319.61 0.47%
GNMA Series 2015-103, Class ZA, 3.50%, due 07/20/2045 38379MDA9 415,704 $339,987.82 0.47%
GNMA Series 2023-113, Class FD, Variable rate, due 08/20/2053 38384CUA5 340,026 $341,830.23 0.47%
GNMA Series 2031-39, Class DP, 2.50%, due 03/20/2043 38378JUG5 460,000 $340,244.84 0.47%
Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 43300LAQ3 360,000 $340,894.58 0.47%
Progress Residential Trust Series 2021-SFR1, Class H, 5.004%, due 04/17/2038 74331FAQ4 360,000 $345,199.61 0.47%
Fannie Mae Series 2013-9, Class GZ, 3.50%, due 02/25/2043 3136ABRF2 378,049 $333,778.56 0.46%
Freddie Mac Series 4765, Class PZ, 3%, due 01/15/2048 3137FEQ29 428,453 $333,320.25 0.46%
GNMA G2 MA8347, 4.50%, due 10/20/2052 36179XHY5 348,650 $332,164.70 0.46%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class A, 2.347%, due 12/10/2040 38406JAA6 400,000 $334,614.88 0.46%
Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV3, Class A1, Variable rate, due 06/25/2054 61776GAA6 328,585 $332,827.33 0.46%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 380,000 $328,548.68 0.45%
Freddie Mac FR QE4038, 3%, due 06/01/2052 3133BDPX7 378,559 $324,670.22 0.45%
Madison Park Funding Ltd Series 2020-45A, Class BR, Variable rate, due 07/15/2034 55820BAL1 325,000 $325,684.57 0.45%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 463,161 $328,299.11 0.45%
Fannie Mae Series 2024-73, Class FB, Variable rate, due 10/25/2054 3136BTBD4 317,034 $318,581.89 0.44%
GNMA Series 2023-18, Class AZ, 4.75%, due 02/20/2053 38383VT40 353,112 $319,377.78 0.44%
Nelnet Student Loan Trust Series 2005-4, Class B, Variable rate, due 09/22/2035 64031QCL3 353,604 $320,724.65 0.44%
Fannie Mae FN FS3160, 3%, due 06/01/2052 3140XJQN6 364,952 $315,765.01 0.43%
Lehman XS Trust Series 2006-10N, Class 1A4A, Variable rate, due 07/25/2046 525229AG5 483,556 $313,296.73 0.43%
Merrill Lynch Mortgage Investors Trust Series 2006-OPT1, Class A2D, Variable rate, due 08/25/2037 59022VAE1 400,000 $316,884.24 0.43%
Navient Student Loan Trust Series 2015-3, Class B, Variable rate, due 10/25/2058 63939LAC1 320,000 $311,360.13 0.43%
Pretium Mortgage Credit Partners LLC Series 2022-RN1, Class A1, Variable rate, due 07/25/2051 69363JAA2 314,052 $312,531.40 0.43%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 576,473 $313,182.38 0.43%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 450,846 $307,256.99 0.42%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 790,849 $309,344.82 0.42%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 300,000 $300,819.60 0.41%
Barclays Commercial Mortgage Securities LLC Series 2024-C28, Class C, Variable rate, due 09/15/2057 07336WBF5 290,000 $295,673.85 0.41%
BX Trust Series 2021-VIEW, Class B, Variable rate, due 06/15/2036 05606GAG6 300,000 $295,816.77 0.41%
GNMA Series 2017-117, Class ZN, 3%, due 08/20/2047 38380GHX5 382,615 $300,809.86 0.41%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 295,000 $296,091.09 0.41%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 345,106 $297,968.51 0.41%
GNMA Series 2021-125, Class EL, 1.50%, due 07/20/2051 38382WHB6 483,595 $291,822.36 0.40%
Fannie Mae Series 2015-32, Class PB, 3%, due 05/25/2045 3136ANQB6 350,000 $287,775.29 0.39%
Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 33938MAA7 300,000 $281,955.90 0.39%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 390,786 $287,410.50 0.39%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 78413MAE8 340,000 $286,565.43 0.39%
GNMA Series 2017-78, Class AZ, 3%, due 05/20/2047 38376UA58 375,591 $278,967.41 0.38%
GNMA Series 2018-97, Class DZ, 3.50%, due 07/20/2048 38380XH91 324,416 $279,470.99 0.38%
Preston Ridge Partners Mortgage Trust Series 2021-11, Class A1, Variable rate, due 11/25/2026 69362QAA7 282,573 $279,848.25 0.38%
Freddie Mac Series 4639, Class HZ, Variable rate, due 04/15/2053 3137BTEH0 345,943 $271,423.92 0.37%
Securitized Asset Backed Receivables LLC Trust Series 2007-NC2, Clss A2B, Variable rate, due 01/25/2037 81378GAC2 314,889 $267,992.47 0.37%
SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 78457JAQ5 286,000 $270,702.32 0.37%
Barclays Commercial Mortgage Securities LLC Series 2024-C26, Class AS, Variable rate, due 05/15/2057 05555AAE5 250,000 $261,504.15 0.36%
Fannie Mae FN BW6293, 4.50%, due 08/01/2052 3140MX7F5 272,980 $258,825.84 0.36%
GNMA Series 2017-38, Class Z, 4%, due 03/20/2047 38376MVF1 305,594 $261,998.02 0.36%
SLG Office Trust Series 2021-OVA, Class G, 2.85061%, due 07/15/2041 78449RAQ8 385,000 $262,568.73 0.36%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 381,620 $260,535.44 0.36%
BCRED BSL CLO LTD Series 2023-1A, Class A, Variable rate, due 01/20/2036 055978AA8 250,000 $252,740.43 0.35%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 258,035 $255,043.38 0.35%
OWNIT Mortgage Loan Asset-Backed Certificates Series 2006-6, Class A2C, Variable rate, due 09/25/2037 69121TAD7 576,783 $254,916.96 0.35%
Boyce Park CLO, LLC Series 2022-1A, Class SUB, Variable rate, due 04/21/2035 103226AC0 350,000 $248,827.50 0.34%
BX Trust Series 2024-KING, Class B, Variable rate, due 05/15/2034 05612RAC3 250,000 $250,349.45 0.34%
Countrywide Alternative Loan Trust Series 2018-C8, Class A4, Variable rate, due 09/25/2047 02150XAA9 274,116 $248,997.02 0.34%
Dryden Senior Loan Fund Series 2016-45A, Class CRR, Variable rate, due 10/15/2030 26244MBC5 250,000 $250,732.38 0.34%
Freddie Mac FR SD8212, 2.50%, due 05/01/2052 3132DWDR1 297,226 $245,223.61 0.34%
GNMA Series 2015-39, Class ZA, 3.50%, due 03/20/2045 38379LEA0 280,383 $250,740.62 0.34%
TIAA CLO Ltd Series 2018-1A, Class A2R, Variable rate, due 01/20/2032 88631YAQ0 250,000 $250,547.19 0.34%
Freddie Mac FR RA5552, 3%, due 07/01/2051 3133KMEZ4 275,732 $238,627.00 0.33%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-OSB, Class A, 3.3973%, due 06/05/2039 46651EAA2 260,000 $237,011.87 0.33%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 265,585 $242,255.05 0.33%
U.S. Treasury Note, 4.25%, due 11/15/2034 91282CLW9 245,000 $241,841.80 0.33%
BXP Trust Series 2021-601L, Class A, 2.618%, due 01/15/2044 05607TAA0 280,000 $229,936.14 0.32%
Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 12659AAH9 339,950 $233,793.33 0.32%
COMM Mortgage Trust Series 2024-277P, Class A, 6.338%, due 08/10/2044 12654FAA8 219,000 $225,364.93 0.31%
GNMA Series 2023-81, Class AL, 4.50%, due 08/20/2040 38384BAG6 235,000 $225,986.79 0.31%
Barclays Commercial Mortgage Securities LLC Series 2024-5C25, Class AS, 6.358%, due 03/15/2057 05554VAE0 210,000 $216,857.11 0.30%
Barclays Commercial Mortgage Securities LLC Series 2024-5C29, Class AS, Variable rate, due 09/15/2057 05555PAF9 220,000 $221,472.02 0.30%
BWAY Mortgage Trust Series 2013-1515, Class XA, Variable rate, due 03/10/2033 05604FAE5 16,116,107 $215,079.12 0.30%
CIFC Funding Ltd Series 2022-2A, Class INCB, Variable rate, due 04/19/2035 12567VAC5 300,000 $216,265.70 0.30%
Fannie Mae FN BQ1163, 2%, due 08/01/2050 3140KLJH6 270,493 $214,973.56 0.30%
Preston Ridge Partners Mortgage Trust Series 2021-3, Class A1, Variable rate, due 04/25/2026 69357PAA6 220,762 $219,336.08 0.30%
COMM Mortgage Trust Series 2016-787S, Class A, 3.545%, due 02/10/2036 12635WAA5 200,000 $193,478.46 0.27%
Bank Series 2024-BNK47, Class C, Variable rate, due 06/15/2057 06540GBA5 187,000 $191,741.24 0.26%
Fannie Mae FN BV5358, 2.50%, due 04/01/2052 3140MJ5U5 226,470 $187,914.53 0.26%
Freddie Mac Series 4930, Class GL, 3%, due 11/25/2049 3137FPTL9 275,000 $192,473.71 0.26%
GNMA Series 2013-25, Class SA, Variable rate, due 02/20/2043 38378MKU8 1,578,181 $187,859.73 0.26%
Barclays Commercial Mortgage Securities LLC Series 2024-5C27, Class AS, Variable rate, due 07/15/2057 05555FAE4 175,000 $181,521.08 0.25%
COMM Mortgage Trust Series 2020-CX, Class A, 2.173%, due 11/10/2046 12656KAA5 220,000 $179,682.38 0.25%
Freddie Mac FR RA5286, 2.50%, due 05/01/2051 3133KL2T3 221,697 $182,725.35 0.25%
BX Trust Series 2020-VIV2, Class C, Variable rate, due 03/09/2044 05605NAA5 200,000 $177,448.34 0.24%
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 05609KAQ2 175,000 $172,583.55 0.24%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 239,362 $171,432.13 0.24%
Golub Capital Partners CLO Ltd Series 2019-42RA, Class A2, Variable rate, due 01/20/2036 381742AC9 175,000 $177,887.38 0.24%
VLS Commercial Mortgage Trust Series 2020-LAB, Class B, 2.453%, due 10/10/2042 92858TAC0 220,000 $173,868.90 0.24%
Voya CLO Ltd Series 2017-2A, Class A2AR, Variable rate, due 06/07/2030 92915UAJ3 175,000 $175,599.58 0.24%
Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 12667GMF7 186,878 $165,788.83 0.23%
Freddie Mac FR SD8199, 2%, due 03/01/2052 3132DWDC4 215,414 $170,139.98 0.23%
Credit Suisse Mortgage Trust Series 2019-UVIL, Class B, Variable rate, due 12/15/2041 12656DAE3 182,000 $161,199.55 0.22%
Fannie Mae or Freddie Mac TBA, 2%, due 11/01/2051 01F0206C8 200,000 $157,484.85 0.22%
Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 95000PAP9 5,823,000 $160,189.57 0.22%
BX Trust Series 2021-ACNT, Class C, Variable rate, due 11/15/2038 05609QAE6 155,852 $155,398.31 0.21%
Countrywide Home Loans Series 2004-25, Class 2A1, Variable rate, due 02/25/2035 12669GKF7 168,869 $151,740.78 0.21%
Fannie Mae FN FS3275, 3%, due 04/01/2052 3140XJT94 175,233 $150,459.32 0.21%
Fannie Mae FN MA4731, 3.50%, due 09/01/2052 31418EHH6 173,167 $154,445.30 0.21%
Park Avenue Institutional Advisers CLO Series 2018-1A, Class A2R, Variable rate, due 10/20/2031 70016RAQ8 150,000 $150,247.62 0.21%
Ziply Fiber Issuer, LLC Series 2024-1A, Class B, 7.81%, due 04/20/2054 98979QAC7 150,000 $154,878.48 0.21%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 161,123 $146,133.46 0.20%
Fannie Mae Series 2019-68, Class US, Variable rate, due 11/25/2049 3136B6R21 1,306,925 $148,329.57 0.20%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 156,158 $146,378.16 0.20%
Soundview Home Equity Loan Trust Series 2007-OPT3, Class 1A1, Variable rate, due 08/25/2037 83612KAA9 168,526 $143,702.92 0.20%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 307,361 $135,871.52 0.19%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 142,337 $129,171.62 0.18%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/2050 46647TAU2 8,907,638 $130,591.32 0.18%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-3, Class 2A1, Variable rate, due 10/25/2047 25151KAC3 158,280 $122,798.42 0.17%
Residential Accredit Loans, Inc. Series 2006-QS7, Class A2, 6%, due 06/25/2036 748940AB9 162,870 $125,952.18 0.17%
SLG Office Trust Series 2021-OVA, Class D, 2.85061%, due 07/15/2041 78449RAJ4 150,000 $121,661.15 0.17%
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNF, 4.139%, due 07/15/2053 08163ABR3 117,000 $111,048.01 0.15%
Morgan Stanley BAML Trust Series 2015-C25, Class XA, Variable rate, due 10/15/2048 61765TAG8 27,957,589 $106,233.25 0.15%
Residential Accredit Loans, Inc. Series 2007-QS2, Class A4, 6.25%, due 01/25/2037 74923CAD4 134,659 $109,997.35 0.15%
Bear Stearns Adjustable Rate Mortgage Trust Series 2005-1, Class 2A1, Variable rate, due 03/25/2035 07387AAB1 114,984 $104,331.36 0.14%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 110,345 $100,203.77 0.14%
Structured Asset Mortgage Investments Inc. Series 2005-AR8, Class A2, Variable rate, due 02/25/2036 86359LRY7 118,643 $100,087.00 0.14%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 107,000 $97,380.66 0.13%
Fannie Mae FN CB4365, 3.50%, due 08/01/2052 3140QPZ75 107,200 $96,089.00 0.13%
Freddie Mac FR SD7511, 3.50%, due 01/01/2050 3132DVKY0 101,555 $91,978.96 0.13%
Freddie Mac Series 4451, Class NZ, 3.50%, due 03/15/2045 3137BHC47 105,144 $91,264.10 0.13%
IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 45660LU98 116,518 $94,317.78 0.13%
Banc of America Funding Corporation Series 2007-C, Class 7A1, Variable rate, due 05/20/2047 059522AC6 94,673 $84,997.19 0.12%
Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 21873BAC9 1,994,968 $87,553.17 0.12%
Freddie Mac FG G61748, 3.50%, due 11/01/2048 31335B5H5 95,090 $86,293.87 0.12%
Freddie Mac FR SD0499, 3%, due 08/01/2050 3132DMRU1 97,661 $85,267.28 0.12%
GNMA Series 2012-34, Class SA, Variable rate, due 03/20/2042 38378D2U8 1,036,441 $90,226.20 0.12%
GreenPoint Mortgage Funding Trust Series 2005-AR4, Class G41B, Variable rate, due 10/25/2045 39538WBZ0 91,531 $85,087.40 0.12%
HSI Asset Securitization Corporation Trust Series 2006-WMC1, Class A4, Variable rate, due 07/25/2036 40430MAE7 196,034 $86,534.66 0.12%
IndyMac INDX Mortgage Loan Trust Series 2006-AR19, Class 5A2, Variable rate, due 08/25/2036 45660GBB5 126,541 $90,809.98 0.12%
American Home Mortgage Assets Series 2006-3, Class 1A1, Variable rate, due 10/25/2046 02660UAA8 93,327 $77,262.23 0.11%
Credit-Based Asset Servicing and Securitization Series 2007-CB6, Class A1, Variable rate, due 07/25/2037 1248RHAA5 121,557 $79,360.74 0.11%
Fannie Mae FN FS6380, 2.50%, due 02/01/2052 3140XNCS1 94,295 $77,749.64 0.11%
Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 31395NXU6 82,994 $82,411.06 0.11%
Fannie Mae Series 2018-50, Class BA, 3%, due 07/25/2048 3136B2LX8 94,419 $82,083.80 0.11%
Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1BG, Variable rate, due 08/25/2036 86361HAB0 92,316 $80,309.00 0.11%
Freddie Mac FG G60659, 3.50%, due 08/01/2046 31335AWU8 79,995 $72,642.58 0.10%
GNMA Series 2014-57, Class PS, Variable rate, due 04/20/2044 38379BVY1 676,120 $73,649.23 0.10%
JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 46590LAV4 5,274,167 $74,486.00 0.10%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A5, 5.75%, due 07/25/2037 02151CAE6 108,436 $62,158.28 0.09%
Countrywide Alternative Loan Trust Series 2007-5CB, Class 1A11, 6%, due 04/25/2037 02150EAL7 126,100 $68,355.52 0.09%
Fannie Mae Series 2011-47, Class GF, Variable rate, due 06/25/2041 31397UDV8 65,763 $65,526.53 0.09%
FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 3136B64Y6 65,825 $64,508.36 0.09%
FreddieMac Strip Series 360, Class 250, 2.50%, due 11/15/2047 3132J0US4 76,425 $66,681.74 0.09%
Residential Accredit Loans, Inc. Series 2007-QS1, Class 1A4, 6%, due 01/25/2037 74922KAD7 82,023 $65,357.74 0.09%
SLM Student Loan Trust Series 2008-4, Class B, Variable rate, due 04/25/2073 78445AAE6 65,000 $67,824.91 0.09%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 65,000 $67,250.12 0.09%
Freddie Mac FR SD7513, 3.50%, due 04/01/2050 3132DVK20 62,805 $56,882.82 0.08%
Freddie Mac FR ZM1779, 3%, due 09/01/2046 3131XU6Q5 64,332 $56,255.29 0.08%
Textainer Marine Containers Limited Series 2020-3A, Class A, 2.50%, due 09/20/2045 88315LAJ7 62,842 $58,242.68 0.08%
Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 29429CAJ4 4,215,396 $48,398.22 0.07%
Countrywide Home Loans Series 2007-20, Class A1, 6.50%, due 01/25/2038 12544QAA8 101,785 $49,491.91 0.07%
Fannie Mae FN FM2870, 3%, due 03/01/2050 3140X6FL0 56,520 $49,368.42 0.07%
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 362631AC7 230,538 $51,579.42 0.07%
COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 12593FAG9 7,000,000 $40,576.90 0.06%
Fannie Mae FN CA0995, 3.50%, due 01/01/2048 3140Q8C94 45,280 $40,447.57 0.06%
Freddie Mac FR SD7502, 3.50%, due 07/01/2049 3132DVKP9 48,130 $43,619.05 0.06%
GNMA G2 MA4382, 3.50%, due 04/20/2047 36179S2P1 47,626 $43,363.47 0.06%
IndyMac INDX Mortgage Loan Trust Series 2006-AR3, Class 2A1A, Variable rate, due 03/25/2036 45660L5S4 59,122 $40,716.24 0.06%
Oakwood Mortgage Investors Inc Series 2001-C, Class A2, Variable rate, due 06/15/2031 67087TCK5 582,662 $43,211.93 0.06%
Saxon Asset Securities Trust Series 2005-1, Class M2, Variable rate, due 05/25/2035 805564RN3 47,983 $45,642.71 0.06%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 46,875 $42,661.59 0.06%
Wells Fargo Commercial Mortgage Trust Series 2016-C33, Class XA, Variable rate, due 03/15/2059 95000LBC6 3,463,251 $46,894.50 0.06%
Freddie Mac FG G08681, 3.50%, due 12/01/2045 3128MJXK1 43,597 $39,562.96 0.05%
GNMA G2 MA3873, 3%, due 08/20/2046 36179SJS7 38,335 $33,911.49 0.05%
Freddie Mac Series 4993, Class OP, 0%, due 10/25/2058 3137FU6Z2 30,174 $28,242.88 0.04%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 35,417 $32,193.18 0.04%
Securitized Asset Backed Receivables LLC Trust Series 2006-NC2, Class A3, Variable rate, due 03/25/2036 81376EAC9 30,739 $30,319.63 0.04%
COMM Mortgage Trust Series 2020-CX, Class E, Variable rate, due 11/10/2046 12656KAL1 35,000 $24,394.19 0.03%
Fannie Mae FN BE3619, 4%, due 05/01/2047 3140FPAV1 22,833 $21,318.94 0.03%
Freddie Mac FG G08792, 3.50%, due 12/01/2047 3128MJ3A6 22,647 $20,553.05 0.03%
GNMA G2 MA4779, 4%, due 10/20/2047 36179TJY2 24,877 $23,311.60 0.03%
Structured Asset Mortgage Investments Inc Series 2007-AR3, Class 2A1, Variable rate, due 09/25/2047 86363NAY5 25,636 $23,250.03 0.03%
Boyce Park CLO, LLC Series 2022-1A, Class M2, Variable rate, due 04/21/2035 103226AG1 375,000 $16,419.44 0.02%
CSAIL Commercial Mortgage Trust Series 2016-C5, Class XA, Variable rate, due 11/15/2048 12636LBA7 2,423,600 $13,053.75 0.02%
CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 12658QAA0 23,853 $18,192.44 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K732, Class X3, Variable rate, due 05/25/2046 3137FG7J8 1,000,000 $13,847.90 0.02%
Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 38406JAC2 1,000,000 $15,555.31 0.02%
COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 938,014 $10,612.04 0.01%
Freddie Mac Series 3778, Class L, 3.50%, due 12/15/2025 3137A47J0 10,879 $10,783.92 0.01%
Morgan Stanley Capital Inc Series 2006-NC2, Class A2D, Variable rate, due 02/25/2036 617451EF2 8,297 $8,212.52 0.01%
Wells Fargo Commercial Mortgage Trust Series 2015-C27, Class XA, Variable rate, due 02/15/2048 94989DAZ2 9,999,718 $5,400.85 0.01%
Wells Fargo Commercial Mortgage Trust Series 2015-C28, Class XA, Variable rate, due 05/15/2048 94989JBC9 26,104,915 $9,449.98 0.01%
Wells Fargo Commercial Mortgage Trust Series 2015-LC22, Class XA, Variable rate, due 09/15/2058 94989TBC7 1,731,679 $6,051.35 0.01%
COMM Mortgage Trust Series 2014-UBS3, Class XA, Variable rate, due 06/10/2047 12591YBE4 1,567,454 $313.49 0.00%
COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 12591YAA3 11,151,000 $796.18 0.00%
Euro $EUR -1,148 ($1,210.13) 0.00%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 3136B3SX9 2,868 $2,830.87 0.00%
Freddie Mac Series 3071, Class TF, Variable rate, due 04/15/2035 31396EFY7 1,286 $1,285.67 0.00%
FREMF Mortgage Trust Series 2017-K726, Class X2B, 0.10%, due 07/25/2049 35708TAQ0 3,727,421 $37.27 0.00%
GS Mortgage Securities Trust Series 2011-GC5, Class XA, Variable rate, due 08/10/2044 36191YAA6 1,123,081 $611.29 0.00%
GS Mortgage Securities Trust Series 2015-GC28, Class XA, Variable rate, due 02/10/2048 36251FAY2 4,776,462 $979.65 0.00%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2013-LC11, Class XA, Variable rate, due 04/15/2046 46639YAS6 78,852 $513.59 0.00%
JPM Chase Commercial Mortgage Sec Trust Series 2014-C20, Class XA, Variable rate, due 07/15/2047 46642CBL3 3,098,040 $30.98 0.00%
JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 46590JAY3 756,742 $2,697.56 0.00%
Morgan Stanley BAML Trust Series 2015-C20, Class XA, Variable rate, due 02/15/2048 61764RBG2 5,954,189 $1,600.49 0.00%
Pound Sterling $GBP 0 $0.01 0.00%
SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2039 78457JAC6 105,000,000 $110.25 0.00%
Stratus CLO Series 2021-3A, Class SUB, Variable rate, due 12/29/2029 86315XAG1 385,000 $577.50 0.00%
Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class XA, Variable rate, due 02/15/2048 94989CBA8 4,096,338 $1,160.08 0.00%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 92890KBD6 155,691 $13.70 0.00%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2015-C25, Class XA, Variable rate, due 11/15/2047 92939KAH1 966,569 $9.67 0.00%
US Dollar $USD -7,392,303 ($7,392,303.09) -10.14%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->EUR 01-17-2025 -348,000.00 EUR $383,528.61 ($15,809.04)
USD->GBP 01-17-2025 -789,000.00 GBP $1,032,501.18 ($34,857.40)
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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