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First Trust TCW Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 12/12/2019

Total Number of Holdings (excluding cash): 687

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 1.50%, due 11/30/2024 912828YV6 116,465,000 $115,175,240.97 9.51%
US 5YR NOTE (CBT) Mar20 FVH0 770 $91,130,703.51 7.52%
U.S. Treasury Bond, 2.375%, due 11/15/2049 912810SK5 76,235,000 $77,116,467.18 6.37%
U.S. Treasury Note, 1.50%, due 09/30/2021 912828YJ3 58,695,000 $58,480,625.91 4.83%
U.S. Treasury Note, 1.50%, due 10/31/2021 912828YP9 53,173,000 $52,989,179.34 4.38%
U.S. Treasury Note, 1.50%, due 11/30/2021 912828YT1 45,395,000 $45,246,934.22 3.74%
US 2YR NOTE (CBT) Mar20 TUH0 188 $40,461,125.00 3.34%
U.S. Treasury Note, 1.50%, due 10/31/2024 912828YM6 37,420,000 $36,996,832.54 3.05%
Fannie Mae or Freddie Mac TBA, 3%, due 08/01/2049 01F030611 30,275,000 $30,589,576.32 2.53%
U.S. Treasury Note, 1.75%, due 11/15/2029 912828YS3 30,695,000 $30,284,334.35 2.50%
Fannie Mae 2.50%, due 01/01/2035 31418DKJ0 19,645,000 $19,775,522.56 1.63%
Freddie Mac FR SD8016, 3%, due 10/01/2049 3132DV3Z6 19,447,265 $19,693,162.80 1.63%
GNMA TBA, 3%, due 08/01/2049 21H030617 12,125,000 $12,407,529.84 1.02%
Fannie Mae 2.50%, due 12/01/2034 31418DJJ2 11,484,040 $11,560,340.35 0.95%
Fannie Mae FN MA3834, 3%, due 11/01/2049 31418DHL9 10,333,241 $10,451,147.80 0.86%
U.S. Treasury Inflation Indexed Bond, 1%, due 02/15/2049 912810SG4 8,546,000 $9,795,877.82 0.81%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 8,975,744 $9,484,416.12 0.78%
U.S. Treasury Inflation Indexed Note, 0.25%, due 07/15/2029 9128287D6 7,711,000 $7,800,378.50 0.64%
Fannie Mae FN CA1182, 3.50%, due 02/01/2048 3140Q8J48 7,331,835 $7,687,294.92 0.63%
Fannie Mae FN AL8825, 3.50%, due 06/01/2046 3138ETYX8 6,682,965 $7,028,019.89 0.58%
Freddie Mac FG G67717, 4%, due 11/01/2048 3132XCSE6 6,358,707 $6,793,961.77 0.56%
U.S. Treasury Bill, 0%, due 02/20/2020 912796TG4 6,440,000 $6,420,968.64 0.53%
U.S. Treasury Inflation Indexed Note, 0.125%, due 10/15/2024 912828YL8 6,195,000 $6,208,348.29 0.51%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 5,971,694 $5,945,029.70 0.49%
Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 00969PAA1 5,700,000 $5,699,832.99 0.47%
FANNIE MAE Series 2019-67, Class FE, Variable rate, due 11/25/2049 3136B64Y6 5,530,893 $5,516,205.08 0.46%
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 59024JAA4 5,763,778 $5,510,743.64 0.46%
Deephaven Residential Mortgage Trust Series 2019-4A, Class A1, Variable rate, due 10/25/2059 24381MAA8 5,415,541 $5,430,977.19 0.45%
FHLMC Multifamily Structured Pass Through Certs. Series K038, Class A2, 3.389%, due 03/25/2024 3137BBBD1 5,150,000 $5,413,316.41 0.45%
Stanwich Mortgage Loan Trust Variable rate, due 03/15/2049 85501PAA7 5,500,000 $5,499,894.95 0.45%
SLM Student Loan Trust Series 2008-2, Class A3, Variable rate, due 04/25/2023 784442AC9 5,273,217 $5,183,279.31 0.43%
Fannie Mae FN MA3846, 3%, due 11/01/2049 31418DHY1 4,934,661 $4,950,729.46 0.41%
Freddie Mac FG G08715, 3%, due 07/01/2046 3128MJYM6 4,774,067 $4,877,795.79 0.40%
Freddie Mac FG G67714, 4%, due 07/01/2048 3132XCSB2 4,551,320 $4,863,499.86 0.40%
GNMA G2 MA5976, 3.50%, due 06/20/2049 36179UT93 4,752,970 $4,823,423.96 0.40%
Fannie Mae FN AN5942, 3.10%, due 07/01/2032 3138LJS84 4,500,000 $4,695,166.08 0.39%
SLC Student Loan Trust Series 2006-1, Class A6, Variable rate, due 03/15/2055 784427AF3 5,054,000 $4,733,220.10 0.39%
Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 3132ACJW1 4,422,727 $4,629,277.28 0.38%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 4,220,000 $4,535,587.85 0.37%
GNMA Series 2019-119, Class JE, 3%, due 06/01/2049 38381YZE7 4,425,122 $4,475,910.44 0.37%
Goal Capital Funding Trust Series 2007-1, Class A5, Variable rate, due 03/25/2042 38021DAF3 5,100,000 $4,461,249.99 0.37%
Fannie Mae or Freddie Mac TBA, 2.50%, due 10/01/2049 01F022618 4,275,000 $4,209,038.12 0.35%
FORD MOTOR CREDIT CO LLC N/C, 3.20%, due 01/15/2021 345397XQ1 4,190,000 $4,204,103.96 0.35%
Freddie Mac FR ZT1703, 4%, due 01/01/2049 3132AD3L0 3,932,104 $4,186,113.13 0.35%
Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 52525BAC6 4,352,366 $4,233,004.20 0.35%
SLM Student Loan Trust Series 2011-2, Class A2, Variable rate, due 10/25/2034 78446JAB2 4,150,000 $4,180,846.95 0.35%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 4,343,127 $4,209,174.77 0.35%
FannieMae-ACES Series 2018-M14, Class A2. Variable rate, due 08/25/2028 3136B27L0 3,750,000 $4,079,884.13 0.34%
Credit Suisse Mortgage Trust Series 2019-RPL8, Class A1, Variable rate, due 10/25/2058 12596YAC4 3,925,505 $3,942,177.78 0.33%
Fannie Mae FN AN9924, 3.65%, due 07/01/2030 3138LPA22 3,524,000 $3,827,064.85 0.32%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 3,716,661 $3,840,437.62 0.32%
Navient Student Loan Trust Series 2017-5A, Class A, Variable rate, due 07/26/2066 63940CAA2 3,879,738 $3,824,660.39 0.32%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 3,445,000 $3,877,084.76 0.32%
Freddie Mac FG G08791, 3%, due 12/01/2047 3128MJ2Z2 3,674,627 $3,736,703.00 0.31%
GNMA G2 MA4837, 3.50%, due 11/20/2047 36179TLS2 3,604,671 $3,725,658.67 0.31%
Fannie Mae 4.015%, due 12/01/2030 3140HR4N0 3,225,000 $3,623,226.68 0.30%
Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 3140H37E0 3,468,828 $3,593,240.31 0.30%
Legacy Mortgage Asset Trust Series 2019-GS1, Class A1, Variable rate, due 01/25/2059 52473VAA8 3,638,420 $3,679,358.75 0.30%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 2,955,000 $3,493,890.46 0.29%
FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 3136B1Z72 3,511,351 $3,537,337.36 0.29%
Freddie Mac FG G67703, 3.50%, due 04/01/2047 3132XCRY3 3,362,922 $3,553,493.37 0.29%
GENERAL ELECTRIC CO 6.75%, due 03/15/2032 36962GXZ2 2,775,000 $3,567,789.97 0.29%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 3,563,595 $3,534,001.03 0.29%
AVOLON HOLDINGS FNDG LTD 5.125%, due 10/01/2023 05401AAB7 3,200,000 $3,451,312.00 0.28%
CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 12555VAA3 3,381,062 $3,409,796.92 0.28%
FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 3136A4GN3 3,287,273 $3,423,936.03 0.28%
Freddie Mac FG G67709, 3.50%, due 03/01/2048 3132XCR64 3,195,013 $3,367,935.94 0.28%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 3,330,427 $3,415,592.13 0.28%
CIM Trust Series 2017-3, Class A1, Variable rate, due 01/25/2057 12552AAA2 3,197,502 $3,273,492.70 0.27%
Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 02150MAA3 3,839,358 $3,224,052.01 0.27%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 3,110,377 $3,253,205.54 0.27%
GNMA Series 2019-12, Class QA, 3.50%, due 09/20/2048 38381BQQ0 3,287,162 $3,316,859.19 0.27%
ABBVIE INC 4.25%, due 11/21/2049 00287YBS7 2,965,000 $3,141,342.46 0.26%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 2,845,000 $3,096,068.17 0.26%
CIGNA CORP 4.90%, due 12/15/2048 125523AK6 2,620,000 $3,145,735.62 0.26%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 04/05/2021 345397YY3 3,135,000 $3,116,440.42 0.26%
FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 3136A7N65 2,915,775 $3,050,459.50 0.25%
GE CAPITAL INTL FUNDING 2.342%, due 11/15/2020 36164QMS4 3,035,000 $3,036,978.75 0.25%
SLM Student Loan Trust Series 2008-8, Class A4, Variable rate, due 04/25/2023 78445GAD5 2,957,763 $2,972,802.46 0.25%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 3,327,939 $3,075,348.93 0.25%
CIM Trust Series 2017-6, Class A1, Variable rate, due 06/25/2057 12553GAA8 2,865,797 $2,876,156.10 0.24%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 2,726,848 $2,903,646.47 0.24%
GNMA G2 MA6080, 3%, due 08/20/2049 36179UXH0 2,939,808 $2,947,764.37 0.24%
U.S. Treasury Note, 1.625%, due 08/15/2029 912828YB0 3,018,000 $2,944,377.31 0.24%
Freddie Mac FG G67708, 3.50%, due 03/01/2048 3132XCR56 2,685,833 $2,823,622.67 0.23%
GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 36185MEE8 2,773,118 $2,784,261.89 0.23%
GNMA G2 MA4651, 3%, due 08/20/2047 36179TEY7 2,656,905 $2,729,817.12 0.23%
JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 46628LAA6 3,046,645 $2,749,889.83 0.23%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 2,727,214 $2,712,249.36 0.22%
Freddie Mac FG G18622, 2.50%, due 12/01/2031 3128MMVQ3 2,690,958 $2,722,077.46 0.22%
GNMA G2 MA5136, 3.50%, due 04/20/2048 36179TV51 2,606,828 $2,684,584.39 0.22%
GNMA G2 MA5399, 4.50%, due 08/20/2048 36179T7L3 2,497,083 $2,621,131.93 0.22%
New Century Home Equity Loan Trust Series 2005-4, Class M3, Variable rate, due 09/25/2035 64352VMW8 2,600,000 $2,608,538.92 0.22%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 2,190,000 $2,506,365.51 0.21%
BROADCOM CRP / CAYMN FI 3%, due 01/15/2022 11134LAD1 2,530,000 $2,554,571.67 0.21%
Freddie Mac FG G08732, 3%, due 11/01/2046 3128MJY61 2,544,967 $2,600,329.56 0.21%
Freddie Mac FG G16524, 3.50%, due 05/01/2033 3128MFPH5 2,438,004 $2,546,586.17 0.21%
Fannie Mae FN BM3260, 3.50%, due 01/01/2048 3140J7TS4 2,328,304 $2,432,435.80 0.20%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 2,333,170 $2,422,841.93 0.20%
Legacy Mortgage Asset Trust Series 2019-GS4, Class A1, Variable rate, due 05/25/2059 52473CAA0 2,375,657 $2,391,825.38 0.20%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 539439AP4 2,450,000 $2,477,853.93 0.20%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 2,430,000 $2,419,222.96 0.20%
American Money Management Corp. Series 2016-19A, Class AR, Variable rate, due 10/16/2028 00176PAJ1 2,300,000 $2,298,745.35 0.19%
ANTHEM INC 2.875%, due 09/15/2029 036752AL7 2,300,000 $2,280,883.50 0.19%
CYRUSONE LP/CYRUSONE FIN 2.90%, due 11/15/2024 23283PAQ7 2,320,000 $2,323,201.60 0.19%
Fannie Mae FN BM!903, 3.50%, due 08/01/2047 3140J6DH7 2,146,672 $2,266,975.84 0.19%
KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 50077LAM8 2,160,000 $2,325,620.16 0.19%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 2,219,025 $2,252,582.02 0.19%
CVS HEALTH CORP 5.125%, due 07/20/2045 126650CN8 1,850,000 $2,193,447.88 0.18%
Fannie Mae FN MA3057, 3.50%, due 07/01/2047 31418CMF8 2,048,695 $2,120,087.31 0.18%
KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 50077LAY2 2,080,000 $2,177,578.75 0.18%
Palmer Square Loan Funding Ltd Series 2019-4A, Class A1, Variable rate, due 10/24/2027 69689HAA3 2,200,000 $2,200,301.40 0.18%
ABBVIE INC 4.45%, due 05/14/2046 00287YAW9 1,870,000 $2,004,372.61 0.17%
Fannie Mae FN AN4954, 3.60%, due 04/01/2027 3138LNQG9 1,963,865 $2,105,411.80 0.17%
FORD MOTOR CREDIT CO LLC N/C, 5.085%, due 01/07/2021 345397ZK2 2,000,000 $2,044,614.64 0.17%
Freddie Mac FG G67718, 4%, due 01/01/2049 3132XCSF3 1,970,721 $2,099,309.76 0.17%
GMAC Mortgage Corporation Loan Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 2,233,681 $2,097,373.56 0.17%
GNMA G2 MA4963, 4%, due 01/20/2048 36179TQQ1 1,995,907 $2,078,919.01 0.17%
IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 45660LRX9 2,149,675 $2,090,891.11 0.17%
JPMORGAN CHASE & CO Variable rate, due 12/05/2024 46647PAY2 1,890,000 $2,013,590.63 0.17%
Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M3, Variable rate, due 03/25/2036 76112BZ45 2,000,000 $2,007,623.80 0.17%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 1,900,000 $2,041,971.86 0.17%
VODAFONE GROUP PLC 4.875%, due 06/19/2049 92857WBS8 1,777,000 $2,038,785.61 0.17%
WILLIS NORTH AMERICA INC 2.95%, due 09/15/2029 970648AJ0 2,055,000 $2,022,057.59 0.17%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 233851DV3 1,965,000 $1,980,571.13 0.16%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 1,888,673 $1,957,840.23 0.16%
Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 31329NF94 1,799,657 $1,883,873.07 0.16%
Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 3132ACSZ4 1,857,492 $1,951,619.77 0.16%
INTL FLAVOR & FRAGRANCES 5%, due 09/26/2048 459506AL5 1,744,000 $1,983,309.59 0.16%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,853,739 $1,851,242.89 0.15%
Fannie Mae FN AN9186, 3.47%, due 04/01/2027 3138LNF48 1,665,000 $1,768,246.47 0.15%
Fannie Mae FN BM4472, 3.50%, due 07/01/2048 3140J86J7 1,766,844 $1,861,362.40 0.15%
Fannie Mae FN FM1134, 3%, due 04/01/2048 3140X4HL3 1,749,885 $1,785,407.54 0.15%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 1,726,885 $1,809,084.15 0.15%
Freddie Mac FG G60582, 3.50%, due 05/01/2046 31335AUF3 1,750,078 $1,838,628.42 0.15%
Freddie Mac FG WA3208, 3.98%, due 04/01/2034 3132WWYE6 1,675,865 $1,860,894.74 0.15%
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 63940FAC1 1,750,000 $1,796,218.90 0.15%
SANTANDER UK GROUP HLDGS N/C, 2.875%, due 08/05/2021 80281LAE5 1,800,000 $1,817,053.49 0.15%
Fannie Mae FN AM6501, 3.32%, due 08/01/2026 3138L7GK6 1,600,000 $1,702,898.22 0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A2, Variable rate, due 05/25/2033 3137FHQ63 1,520,000 $1,714,155.53 0.14%
Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 3132ACSU5 1,649,023 $1,741,435.57 0.14%
GENERAL ELECTRIC CO N/C, 5.875%, due 01/14/2038 36962G3P7 1,395,000 $1,705,802.66 0.14%
GSAA Home Equity Trust Series 2005-6, Class M1, Variable rate, due 06/25/2035 36242D3X9 1,700,000 $1,700,947.92 0.14%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 1,827,684 $1,751,293.02 0.14%
HCA INC 5.25%, due 06/15/2049 404119BZ1 1,540,000 $1,722,930.52 0.14%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 1,970,000 $1,728,675.00 0.14%
Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 68383NCY7 1,718,793 $1,644,526.24 0.14%
SPRINT SPECTRUM / SPEC I 3.36%, due 09/20/2021 85208NAA8 1,622,500 $1,637,719.05 0.14%
SUNOCO LOGISTICS PARTNERS 5.40%, due 10/01/2047 86765BAV1 1,606,000 $1,708,411.15 0.14%
AERCAP IRELAND CAP/GLOBA 3.95%, due 02/01/2022 00772BAR2 1,500,000 $1,547,278.29 0.13%
ALLERGAN FUNDING SCS 3.80%, due 03/15/2025 00507UAS0 1,550,000 $1,620,473.83 0.13%
Citigroup Mortgage Loan Trust Series 2006-HE2, Class M1, Variable rate, due 08/25/2036 17309LAF2 1,600,000 $1,584,970.88 0.13%
EQT CORP 3.90%, due 10/01/2027 26884LAF6 1,770,000 $1,559,564.95 0.13%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 1,441,678 $1,520,170.61 0.13%
Fannie Mae FN MA2670, 3%, due 07/01/2046 31418B6G6 1,549,453 $1,582,099.76 0.13%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 BCC2I1ZK2 1,481,884 $1,520,481.95 0.13%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 1,497,485 $1,582,381.52 0.13%
Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 3132AA5D2 1,473,095 $1,541,999.22 0.13%
GENERAL MOTORS FINL CO 4.20%, due 11/06/2021 37045XCP9 1,500,000 $1,548,994.11 0.13%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 1,505,651 $1,555,483.35 0.13%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 1,488,163 $1,539,045.24 0.13%
PETROLEOS MEXICANOS 6.50%, due 01/23/2029 71654QCP5 1,555,000 $1,614,630.36 0.13%
U.S. Treasury Inflation Indexed Note, 0.125%, due 07/15/2024 912828WU0 1,400,000 $1,516,408.68 0.13%
UNITEDHEALTH GROUP INC 3.75%, due 07/15/2025 91324PCP5 1,440,000 $1,549,467.88 0.13%
AT&T INC 4.35%, due 06/15/2045 00206RBK7 1,400,000 $1,490,999.94 0.12%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 1,470,000 $1,467,555.54 0.12%
Fannie Mae FN MA3806, 3%, due 11/01/2046 31418CDL5 1,367,645 $1,396,517.82 0.12%
FORD MOTOR CREDIT CO LLC N/C, 3.813%, due 10/12/2021 345397ZH9 1,480,000 $1,505,134.98 0.12%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 1,333,203 $1,417,606.02 0.12%
Freddie Mac G08788, 3.50%, due 11/01/2047 3128MJ2W9 1,387,564 $1,437,734.63 0.12%
Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 43739EAJ6 1,411,257 $1,428,487.42 0.12%
KROGER CO 5.40%, due 01/15/2049 501044DM0 1,227,000 $1,491,199.21 0.12%
LEVEL 3 FINANCING INC 3.40%, due 03/01/2027 527298BP7 1,480,000 $1,485,890.40 0.12%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 1,445,000 $1,446,647.30 0.12%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 1,360,000 $1,404,111.60 0.12%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 1,335,000 $1,417,696.58 0.12%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 1,335,000 $1,451,749.09 0.12%
VODAFONE GROUP PLC 4.25%, due 09/17/2050 92857WBU3 1,375,000 $1,436,882.07 0.12%
WELLS FARGO & COMPANY 3.069%, due 01/24/2023 949746SK8 1,480,000 $1,506,082.99 0.12%
Banc of America Merrill Lynch Large Loan Inc. Series 2016-ISQ, Class A, 2.848%, due 08/14/2034 05523GAA9 1,275,000 $1,290,699.08 0.11%
Fannie Mae FN CA2327, 4%, due 09/01/2048 3140Q9SR5 1,188,115 $1,276,798.76 0.11%
FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 3136B1Q80 1,305,600 $1,347,552.14 0.11%
FANNIEMAE-ACES Series 2018-M1, Class A2, Variable rate, due 12/25/2027 3136AY7L1 1,245,000 $1,305,173.34 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series K155, Class A2, 3.75%, due 11/25/2032 3137FG6S9 1,250,000 $1,379,624.00 0.11%
FORD MOTOR CREDIT CO LLC N/C, 5.596%, due 01/07/2022 345397ZM8 1,246,000 $1,310,302.37 0.11%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 1,288,239 $1,314,866.16 0.11%
Freddie Mac FG G08795, 3%, due 01/01/2048 3128MJ3D0 1,253,298 $1,276,174.02 0.11%
Freddie Mac FG G08816, 3.50%, due 06/01/2048 3128MJ4A5 1,286,843 $1,328,480.94 0.11%
GENERAL ELECTRIC CO N/C, 6.875%, due 01/10/2039 36962G4B7 1,000,000 $1,344,924.39 0.11%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 1,210,000 $1,348,185.02 0.11%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 1,230,286 $1,286,578.40 0.11%
GNMA G2 MA4962, 3.50%, due 01/20/2048 36179TQP3 1,339,756 $1,382,498.36 0.11%
INTERSTATE POWER & LIGHT 3.25%, due 12/01/2024 461070AL8 1,250,000 $1,299,554.16 0.11%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 46628SAJ2 2,737,289 $1,364,105.76 0.11%
KIMCO REALTY CORP 3.40%, due 11/01/2022 49446RAN9 1,300,000 $1,338,883.10 0.11%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 544646XZ0 1,000,000 $1,285,180.00 0.11%
Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 86359DCR6 1,350,000 $1,354,423.68 0.11%
TC PIPELINES LP 3.90%, due 05/25/2027 87233QAC2 1,250,000 $1,297,724.83 0.11%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 1,089,794 $1,150,748.48 0.10%
AT&T INC 5.25%, due 03/01/2037 00206RDR0 1,000,000 $1,187,623.40 0.10%
BECTON DICKINSON N/C, 6.70%, due 08/01/2028 075887AQ2 1,000,000 $1,236,618.26 0.10%
CALI MORTGAGE TRUST Series 2019-101C, Class A, 3.957%, due 03/10/2039 129890AA7 1,125,000 $1,237,034.82 0.10%
Deutsche Bank Commercial Mortgage Trust Series 2016-SFC, Class A, 2.833%, due 08/10/2036 23312RAA3 1,200,000 $1,211,867.52 0.10%
Fannie Mae 3.50%, due 11/01/2034 31418BJX5 1,108,015 $1,157,972.70 0.10%
Fannie Mae FN BL3555, 2.99%, due 01/01/2027 3140HU5R3 1,184,876 $1,224,141.30 0.10%
Fannie Mae FN BM4299, 3%, due 03/01/2030 3140J8X57 1,149,650 $1,177,310.67 0.10%
Fannie Mae FN BM4304, 3%, due 02/01/2030 3140J8YA5 1,138,720 $1,168,972.48 0.10%
Freddie Mac FG G08737, 3%, due 12/01/2046 3128MJZB9 1,174,514 $1,200,063.72 0.10%
Freddie Mac FR ZT0542. 4%, due 07/01/2048 3132ACS76 1,127,156 $1,203,734.67 0.10%
GNMA G2 MA5078, 4%, due 03/20/2048 36179TUB9 1,132,640 $1,179,759.18 0.10%
HEALTHCARE REALTY TRUST 3.75%, due 04/15/2023 421946AH7 1,175,000 $1,207,856.98 0.10%
HUDSON YARDS Series 2019-30HY, Class A, 3.228%, due 06/10/2037 44421GAA1 1,190,000 $1,240,607.61 0.10%
Hudson Yards Series 2019-55HY, Class A, 3.0408%, due 12/10/2041 44421MAA8 1,200,000 $1,231,950.00 0.10%
Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 45254NPA9 1,201,886 $1,199,942.94 0.10%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST Series 2019-OSB, Class A, 3.3973%, due 06/05/2039 46651EAA2 1,110,000 $1,168,474.91 0.10%
KRAFT HEINZ FOODS CO N/C, 5%, due 06/04/2042 50076QAE6 1,095,000 $1,162,293.77 0.10%
LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 53944YAK9 1,195,000 $1,206,573.12 0.10%
NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 63861VAD9 1,165,000 $1,194,199.00 0.10%
NXP BV/NXP FUNDING LLC 4.125%, due 06/01/2021 62947QAU2 1,205,000 $1,233,567.57 0.10%
PETROLEOS MEXICANOS 7.69%, due 01/23/2050 71654QCW0 1,100,000 $1,196,618.51 0.10%
PNM RESOURCES INC 3.25%, due 03/09/2021 69349HAC1 1,150,000 $1,163,484.41 0.10%
SPECTRA ENERGY PARTNERS 4.60%, due 06/15/2021 84756NAB5 1,200,000 $1,233,976.97 0.10%
TENET HEALTHCARE CORP 4.875%, due 01/01/2026 88033GCY4 1,200,000 $1,255,944.00 0.10%
AERCAP IRELAND CAP/GLOBA 4.875%, due 01/16/2024 00774MAK1 1,000,000 $1,082,827.92 0.09%
CIGNA CORP 3.875%, due 10/15/2047 125523BJ8 1,030,000 $1,055,252.79 0.09%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 1,104,582 $1,134,402.86 0.09%
Fannie Mae FN CA0907, 3.50%, due 12/01/2047 3140Q8AH8 1,094,283 $1,146,203.88 0.09%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 982,856 $1,034,784.21 0.09%
Fannie Mae or Freddie Mac TBA, 5%, due 12/01/2048 01F050619 1,075,000 $1,149,998.04 0.09%
FANNIE MAE Series 2019-20, Class BA, 3.50%, due 02/25/2048 3136B4MS4 1,043,808 $1,070,674.88 0.09%
FHLMC Multifamily Structured Pass Though Certs. Series K158, Class A2, Variable rate, due 12/25/2030 3137FJY60 1,000,000 $1,118,313.00 0.09%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series Q006, Class APT2, Variable rate, due 09/25/2026 3137FCL69 1,034,749 $1,089,534.25 0.09%
FORD MOTOR CREDIT CO LLC N/C, 5.875%, due 08/02/2021 345397VU4 1,000,000 $1,046,338.22 0.09%
Freddie Mac FG G07826, 3%, due 10/01/2046 3128MJYY0 1,088,633 $1,112,314.55 0.09%
Freddie Mac FG G08843, 4.50%, due 10/01/2048 3128MJ5D8 1,007,369 $1,062,632.90 0.09%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 1,106,708 $1,107,348.01 0.09%
GLP CAPITAL LP / FIN II 5.25%, due 06/01/2025 361841AJ8 1,000,000 $1,099,700.00 0.09%
GNNA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 1,042,642 $1,105,267.34 0.09%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 1,000,000 $1,095,903.42 0.09%
INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 74445PAC6 910,000 $1,117,255.82 0.09%
KANSAS CITY POWER & LT 3.65%, due 08/15/2025 485134BP4 1,000,000 $1,061,712.57 0.09%
KILROY REALTY LP 3.45%, due 12/15/2024 49427RAM4 1,000,000 $1,032,270.20 0.09%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 1,041,677 $1,036,598.70 0.09%
TC PIPELINES LP 4.375%, due 03/13/2025 87233QAB4 1,000,000 $1,057,175.08 0.09%
WACHOVIA STUDENT LOAN TRUST Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 1,143,664 $1,098,538.48 0.09%
BECTON DICKINSON AND CO 2.894%, due 06/06/2022 075887BT5 1,000,000 $1,013,899.50 0.08%
BERKSHIRE HATHAWAY FIN 4.20%, due 08/15/2048 084664CQ2 800,000 $931,520.20 0.08%
CAMPBELL SOUP CO Variable rate, due 03/15/2021 134429BC2 1,000,000 $1,002,208.00 0.08%
CITIGROUP INC Variable rate, due 01/24/2023 172967LV1 1,000,000 $1,017,817.64 0.08%
CLECO POWER LLC 6%, due 12/01/2040 185508AG3 750,000 $940,091.06 0.08%
CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 21079NAA9 970,814 $1,023,938.97 0.08%
DC Office Trust 2.965%, due 09/15/2045 23312BAA8 900,000 $919,473.66 0.08%
Fannie Mae FN AS6620, 3.50%, due 02/01/2046 3138WGLA0 974,520 $1,020,064.40 0.08%
Fannie Mae FN BM2000, 3.50%, due 05/01/2047 3140J6GJ0 965,565 $1,000,508.54 0.08%
Fannie Mae FN CA1711, 4.50%, due 05/01/2048 3140Q83V5 948,658 $1,000,354.45 0.08%
Fannie Mae FN MA1373, 3.50%, due 03/01/2043 31418AQ35 934,983 $981,128.68 0.08%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 874,384 $917,786.61 0.08%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 926,745 $959,183.56 0.08%
Fannie Mae FN MA3537, 4.50%, due 12/01/2048 31418C4X9 932,776 $981,594.23 0.08%
FORD MOTOR CREDIT CO LLC N/C, 3.157%, due 08/04/2020 345397XK4 1,000,000 $1,003,035.85 0.08%
Freddie Mac FG G16396, 3.50%, due 02/01/2033 3128MFKH0 907,650 $943,659.00 0.08%
Freddie Mac FG G16598, 2.50%, due 12/01/2031 3128MFRT7 975,483 $987,698.63 0.08%
Freddie Mac FG Q50135, 3.50%, due 08/01/2047 3132XSEH9 913,364 $946,486.94 0.08%
GNMA G2 MA5466, 4%, due 09/20/2048 36179UCB6 935,831 $974,066.96 0.08%
GNMA Series 2019-71, Class PT, 3%, due 06/20/2049 38381WDY1 930,066 $940,468.83 0.08%
GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 38148YAC2 1,000,000 $1,011,674.35 0.08%
IHS MARKIT LTD 5%, due 11/01/2022 44962LAA5 889,000 $948,030.83 0.08%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 880,000 $1,022,006.48 0.08%
KONINKLIJKE KPN NV 8.375%, due 10/01/2030 780641AH9 725,000 $1,005,057.94 0.08%
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 50077LAB2 985,000 $965,075.30 0.08%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 955,309 $937,574.56 0.08%
Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 61744CYB6 1,000,000 $995,602.40 0.08%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 985,000 $968,675.79 0.08%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 1,000,000 $977,787.37 0.08%
SLM Student Loan Trust Series 2008-1, Class A4, Variable rate, due 01/25/2022 784439AD3 985,396 $970,468.22 0.08%
SPRINT COMMUNICATIONS 7%, due 03/01/2020 852061AQ3 953,000 $958,627.48 0.08%
STATE OF QATAR 4.50%, due 04/23/2028 BFYY529 840,000 $965,109.60 0.08%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 1,000,000 $1,003,133.90 0.08%
WELLS FARGO & COMPANY 3%, due 04/22/2026 949746RW3 1,000,000 $1,023,648.28 0.08%
AERCAP IRELAND CAP LTD/A 5%, due 10/01/2021 00772BAM3 800,000 $837,885.85 0.07%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 800,000 $851,573.66 0.07%
AMGEN INC 4.40%, due 05/01/2045 031162BZ2 727,000 $813,263.75 0.07%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 815,000 $889,952.48 0.07%
BOSTON PROPERTIES LP 3.20%, due 01/15/2025 10112RAZ7 785,000 $809,733.03 0.07%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 725,000 $794,386.27 0.07%
CPT MORTGAGE TRUST Series 2019-CPT, Class A, 2.865%, due 11/13/2039 12654YAA7 840,000 $850,291.68 0.07%
CSC HOLDINGS LLC 6.625%, due 10/15/2025 64072TAC9 850,000 $907,366.50 0.07%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 750,000 $824,680.37 0.07%
Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 26250UAQ8 900,000 $899,202.60 0.07%
Fannie Mae FN AM1619, 2.34%, due 12/01/2022 3138L1YR4 876,246 $881,303.49 0.07%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 700,000 $806,211.00 0.07%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K158, Class A3, Variable rate, due 10/25/2033 3137FJY78 695,000 $787,759.15 0.07%
FONDO MIVIVIENDA SA 3.50%, due 01/31/2023 EJ5310192 840,000 $858,828.60 0.07%
FORD MOTOR CREDIT CO LLC N/C, 2.343%, due 11/02/2020 345397YS6 885,000 $882,371.20 0.07%
Freddie Mac FG G16085, 2.50%, due 02/01/2032 3128ME6W6 844,228 $855,046.04 0.07%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 785,854 $830,416.70 0.07%
Freddie Mac FG G61556, 3.50%, due 08/01/2048 31335BWR3 841,197 $883,315.42 0.07%
Freddie Mac FR ZM0063, 4%, due 08/01/2045 3131XTB82 827,550 $880,170.07 0.07%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 871,287 $894,062.76 0.07%
GNMA G2 MA5597, 5%, due 11/20/2048 36179UGE6 853,029 $902,841.80 0.07%
GNMA G2 MA6030, 3.50%, due 07/20/2049 36179UVX7 792,320 $803,327.72 0.07%
HUMANA INC 3.95%, due 08/15/2049 444859BL5 785,000 $820,074.40 0.07%
LIBERTY PROPERTY LP 4.375%, due 02/01/2029 53117CAT9 750,000 $852,475.34 0.07%
LLOYDS BANK PLC N/C, 5.80%, due 01/13/2020 53947MAB2 800,000 $802,241.23 0.07%
Magnetite CLO Ltd Series 2019-21A, Class A, Variable rate, due 04/20/2030 55954PAC8 800,000 $800,896.00 0.07%
METROPOLITAN EDISON CO 4%, due 04/15/2025 591894CB4 830,000 $880,438.88 0.07%
Morgan Stanley Mortgage Loan Trust Series 2004-6AR, Class 1M1, Variable rate, due 07/25/2034 61748HBG5 801,310 $809,027.67 0.07%
NEXTERA ENERGY CAPITAL Variable rate, due 08/28/2021 65339KBA7 900,000 $900,174.52 0.07%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 682051AH0 840,000 $853,001.52 0.07%
PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 744542AC5 825,000 $856,511.55 0.07%
RITE AID CORP 6.125%, due 04/01/2023 767754CH5 966,000 $803,905.20 0.07%
RUSSIAN FEDERATION N/C, 4.375%, due 03/21/2029 BD4B195 800,000 $892,984.80 0.07%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 822,164 $802,978.40 0.07%
SLM Student Loan Trust Series 2012-3, Class A, Variable rate, due 12/27/2038 78447AAA2 813,156 $801,920.94 0.07%
Treman Park CLO Ltd Series 2015-1A, Class ARR, Variable rate, due 10/20/2028 89473LAH7 850,000 $849,779.00 0.07%
WORLDWIDE PLAZA TRUST Series 2017-WWP, Class A, 3.5263%, due 11/10/2036 98162JAA4 780,000 $825,821.80 0.07%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 711,600 $729,991.66 0.06%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 670,000 $686,099.74 0.06%
AMCOR FINANCE USA INC 4.50%, due 05/15/2028 02343UAE5 650,000 $696,498.48 0.06%
ANHEUSER-BUSCH INBEV WOR 4.75%, due 01/23/2029 035240AQ3 635,000 $736,498.21 0.06%
AT&T INC 4.30%, due 12/15/2042 00206RBH4 640,000 $678,468.53 0.06%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 650,000 $724,746.47 0.06%
Babson CLO Ltd Series 2016-2A, Class AR, Variable rate, due 07/20/2028 06761CAA7 767,000 $767,325.44 0.06%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 715,000 $704,614.84 0.06%
BROADCOM CRP / CAYMN FI 2.375%, due 01/15/2020 11134LAB5 750,000 $750,142.27 0.06%
CCO HLDGS LLC/CAP CORP 5.375%, due 06/01/2029 1248EPCB7 633,000 $680,269.28 0.06%
CHURCHILL DOWNS INC 4.75%, due 01/15/2028 171484AE8 740,000 $763,918.65 0.06%
CODELCO INC 3.625%, due 08/01/2027 P3143NAY0 700,000 $724,977.14 0.06%
DOMINICAN REPUBLIC 6%, due 07/19/2028 P3579ECB1 700,000 $770,250.25 0.06%
Dryden Senior Loan Fund Series 2018-71A, Class A, Variable rate, due 01/15/2029 26252HAA0 700,000 $700,007.70 0.06%
DUKE ENERGY PROGRESS LLC 3.25%, due 08/15/2025 26442UAA2 700,000 $734,509.79 0.06%
DUQUESNE LIGHT HOLDINGS 6.40%, due 09/15/2020 266233AC9 750,000 $771,745.95 0.06%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $779,058.50 0.06%
Fannie Mae FN AN7274, 3.10%, due 11/01/2029 3138LLCL7 700,000 $741,326.21 0.06%
Fannie Mae FN MA1146, 4%, due 08/01/2042 31418AHY7 669,688 $711,952.12 0.06%
FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 3136B3A34 695,985 $714,444.28 0.06%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 600,000 $719,079.74 0.06%
FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 105756BZ2 700,000 $754,607.00 0.06%
FORD MOTOR CREDIT CO LLC N/C, 4.25%, due 09/20/2022 345397WF6 655,000 $672,605.51 0.06%
Freddie Mac 3.50%, due 02/01/2044 3132H7DU5 724,713 $760,935.64 0.06%
Freddie Mac FG G08849, 5%, due 11/01/2048 3128MJ5K2 640,946 $687,445.99 0.06%
GENERAL MOTORS FINL CO 3.15%, due 01/15/2020 37045XAR7 750,000 $750,000.00 0.06%
GOLDMAN SACHS GROUP INC Variable rate, due 07/24/2023 38141GWM2 750,000 $761,026.12 0.06%
KINDER MORGAN INC 5.30%, due 12/01/2034 49456BAG6 650,000 $739,473.19 0.06%
KINGDOM OF BAHRAIN N/C, 7%, due 10/12/2028 BDFD907 600,000 $706,215.00 0.06%
NATL RETAIL PROPERTIES 3.80%, due 10/15/2022 637417AE6 750,000 $777,239.96 0.06%
PLAINS ALL AMER PIPELINE 4.50%, due 12/15/2026 72650RBL5 650,000 $686,882.20 0.06%
PNC BANK NA 2.50%, due 01/22/2021 69353RFH6 690,000 $693,442.65 0.06%
REPUBLIC OF COLOMBIA 4.50%, due 01/28/2026 195325CX1 684,000 $744,790.50 0.06%
REPUBLIC OF SOUTH AFRICA N/C, 4.665%, due 01/17/2024 836205AQ7 700,000 $728,347.20 0.06%
TCI-Flatiron CLO Ltd Series 2016-1A, Class AR, Variable rate, due 07/17/2028 87230AAE6 700,000 $700,037.10 0.06%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 700,000 $774,302.27 0.06%
Towd Point Mortgage Trust Series 2015-2, Class 1A13, Variable rate, due 11/25/2060 89171YAN1 700,104 $700,588.45 0.06%
TRANS-ALLEGHENY INTERSTA 3.85%, due 06/01/2025 893045AE4 700,000 $745,104.14 0.06%
TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 898813AK6 750,000 $785,901.68 0.06%
U.S. Treasury Bill, 0%, due 12/26/2019 912796SY6 765,000 $764,583.28 0.06%
ARAB REPUBLIC OF EGYPT N/C, 5.577%, due 02/21/2023 03846JW30 600,000 $626,584.20 0.05%
AT&T INC 4.55%, due 03/09/2049 00206RDK5 500,000 $550,730.90 0.05%
AT&T INC 5.15%, due 11/15/2046 00206RHA3 500,000 $587,580.98 0.05%
BANCO NACIONAL COM EXT Variable rate, due 08/11/2026 05970AAB8 600,000 $608,464.50 0.05%
BAUSCH HEALTH COS INC 7%, due 03/15/2024 91911KAK8 550,000 $578,704.50 0.05%
BCAP LLC Trust Series 2015-RR5, Class 1A3, Variable rate, due 08/26/2036 05490MAC1 573,465 $567,833.84 0.05%
Bluemountain CLO Ltd Series 2013-2A, Class A1R, Variable rate, due 10/22/2030 09626YAN0 550,000 $548,873.05 0.05%
BX Trust 3.202%, due 12/09/2041 05606FAA1 580,000 $597,369.32 0.05%
CC HOLDINGS GS V LLC/CRO 3.849%, due 04/15/2023 14987BAE3 625,000 $652,944.64 0.05%
CONSOLIDATED EDISON CO OF NY 4.50%, due 05/15/2058 209111FQ1 500,000 $580,301.30 0.05%
Credit Suisse Mortgage Trust Series 2010-8R, Class 10A5, Variable rate, due 04/26/2047 12644KAJ1 567,983 $568,988.37 0.05%
Credit Suisse Mortgage Trust Series 2010-8R, Class 4A5, Variable rate, due 12/26/2035 12644KHH8 544,948 $552,729.64 0.05%
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 26139PAB9 600,000 $658,877.40 0.05%
Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 26251BAL0 572,000 $572,012.01 0.05%
ELANCO ANIMAL HEALTH INC 4.272%, due 08/28/2023 28414HAE3 535,000 $562,638.98 0.05%
Fannie Mae FN CA2208, 4.50%, due 08/01/2048 3140Q9N25 631,685 $665,811.15 0.05%
Fannie Mae FN MA3147, 3%, due 10/01/2047 31418CP99 637,525 $648,721.08 0.05%
Fannie Mae FN MA3336, 3.50%, due 04/01/2038 31418CV68 635,564 $661,727.26 0.05%
FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 3136B3WS5 607,259 $626,573.59 0.05%
FORD MOTOR CREDIT CO LLC N/C, 3.219%, due 01/09/2022 345397XA6 660,000 $662,410.88 0.05%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 610,698 $623,982.68 0.05%
Freddie Mac FG G08766, 3.50%, due 06/01/2047 3128MJZ86 558,947 $579,349.22 0.05%
Freddie Mac FG G08800, 3.50%, due 02/01/2048 3128MJ3J7 638,107 $662,356.71 0.05%
Freddie Mac FG G16350, 2.50%, due 10/01/2032 3128MFH35 602,233 $610,340.20 0.05%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 524,337 $550,543.64 0.05%
GNMA G2 MA3521, 3.50%, due 03/20/2046 36179R4E6 612,431 $637,723.06 0.05%
GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 38380XR74 612,043 $632,644.33 0.05%
GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 38380Y2X2 570,520 $593,468.56 0.05%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 607,663 $586,420.52 0.05%
HCP INC 3.25%, due 07/15/2026 40414LAQ2 600,000 $622,134.22 0.05%
PERU LNG SRL 5.375%, due 03/22/2030 P7721BAE1 600,000 $598,708.50 0.05%
PRICOA GLOBAL FUNDING 1 N/C, 3.45%, due 09/01/2023 741531FA0 620,000 $648,457.89 0.05%
SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 BYZFF68 600,000 $634,464.00 0.05%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 776,061 $645,100.95 0.05%
SL GREEN REALTY CORP 4.50%, due 12/01/2022 75625AAD6 550,000 $577,391.83 0.05%
SLM Student Loan Trust Series 2005-9, Class A7A, Variable rate, due 01/25/2041 78442GRA6 645,791 $631,549.44 0.05%
SLM Student Loan Trust Series 2006-8, Class A6, Variable rate, due 01/25/2041 78443HAF0 600,000 $565,656.48 0.05%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $665,920.57 0.05%
US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 90345WAA2 514,819 $573,270.34 0.05%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 549,592 $559,862.04 0.05%
WEA FINANCE LLC 3.15%, due 04/05/2022 92928QAC2 550,000 $560,376.20 0.05%
WILLIAMS COMPANIES INC 4.55%, due 06/24/2024 969457BW9 600,000 $641,851.99 0.05%
ABBVIE INC 4.40%, due 11/06/2042 00287YAM1 400,000 $431,280.76 0.04%
ABBVIE INC 4.875%, due 11/14/2048 00287YBD0 450,000 $518,088.65 0.04%
AIR LEASE CORP 3.50%, due 01/15/2022 00912XBE3 485,000 $496,689.27 0.04%
ANTERO RESOURCES CORP 5%, due 03/01/2025 03674XAJ5 665,000 $521,193.75 0.04%
BACARDI LTD 5.30%, due 05/15/2048 067316AH2 385,000 $439,513.60 0.04%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC Series 2018-PARK, Class A, Variable rate, due 08/10/2038 05491YAA8 465,000 $515,077.38 0.04%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 545,000 $536,230.03 0.04%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 425,000 $433,780.38 0.04%
BAYER US FINANCE LLC 3.375%, due 10/08/2024 07274EAG8 460,000 $472,382.42 0.04%
Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 12643RAY4 500,796 $506,998.07 0.04%
Credit Suisse Mortgage Trust Series 2014-2R, Class 19A1, Variable rate, due 05/27/2036 12648EGA4 482,345 $479,554.24 0.04%
CVS HEALTH CORP 4.30%, due 03/25/2028 126650CX6 400,000 $436,822.60 0.04%
DIGITAL REALTY TRUST LP 3.625%, due 10/01/2022 25389JAK2 500,000 $516,388.56 0.04%
ENCOMPASS HEALTH CORP 4.75%, due 02/01/2030 29261AAB6 418,000 $435,713.80 0.04%
Fannie Mae FN MA3410, 3.50%, due 07/01/2033 31418CYG3 495,621 $514,038.97 0.04%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 511,998 $541,022.55 0.04%
GENERAL ELECTRIC CO N/C, 4.625%, due 01/07/2021 36962G4Y7 460,000 $471,416.19 0.04%
GENERAL ELECTRIC CO N/C, 4.65%, due 10/17/2021 36962G5J9 470,000 $489,231.41 0.04%
GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 P47718AE4 400,000 $426,500.00 0.04%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 475,000 $483,964.44 0.04%
GNMA G2 MA1157, 3.50%, due 07/20/2043 36179NJA7 428,312 $451,787.20 0.04%
GNMA G2 MA4069, 3.50%, due 11/20/2046 36179SQW0 449,024 $466,165.67 0.04%
GNMA TBA, 5%, due 10/01/2048 21H050615 430,000 $453,320.78 0.04%
Government National Mortgage A 3.50%, due 02/20/2047 36179SWX1 434,907 $451,604.37 0.04%
HCA INC 5%, due 03/15/2024 404119BN8 500,000 $544,931.96 0.04%
HCA INC 5.125%, due 06/15/2039 404119BY4 400,000 $439,510.63 0.04%
HCP INC 3.875%, due 08/15/2024 40414LAL3 475,000 $504,014.33 0.04%
HCP INC 4.25%, due 11/15/2023 40414LAJ8 399,000 $424,705.94 0.04%
HESS CORP 5.60%, due 02/15/2041 42809HAD9 400,000 $458,453.80 0.04%
HUMANA INC 3.15%, due 12/01/2022 444859BA9 500,000 $512,369.74 0.04%
JPMORGAN CHASE & CO 3.90%, due 07/15/2025 46625HMN7 500,000 $537,138.93 0.04%
MINEJESA CAPITAL BV 5.625%, due 08/10/2037 602736AB6 400,000 $430,210.18 0.04%
MORGAN STANLEY Variable rate, due 01/23/2030 6174468G7 425,000 $478,653.87 0.04%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $532,620.00 0.04%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $472,412.00 0.04%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 562,422 $542,037.36 0.04%
RAYMOND JAMES FINANCIAL 4.95%, due 07/15/2046 754730AF6 450,000 $532,795.08 0.04%
REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 917288BK7 440,000 $489,830.00 0.04%
RUBY PIPELINE LLC 6.50%, due 04/01/2022 781172AB7 421,068 $434,844.93 0.04%
SANTANDER UK GROUP HLDGS Variable rate, due 01/05/2024 80281LAH8 500,000 $510,584.62 0.04%
SES SA 3.60%, due 04/04/2023 78413HAA7 500,000 $505,579.37 0.04%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $532,931.82 0.04%
SOUTHERN CO GAS CAPITAL 2.45%, due 10/01/2023 8426EPAA6 500,000 $502,295.10 0.04%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 400,000 $510,192.82 0.04%
SS&C TECHNOLOGIES INC 5.50%, due 09/30/2027 78466CAC0 440,000 $471,369.80 0.04%
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 89383JAA6 517,000 $535,003.23 0.04%
VIACOM INC 3.875%, due 04/01/2024 92553PAX0 500,000 $526,244.34 0.04%
VIRGINIA ELEC & POWER CO 4.60%, due 12/01/2048 927804GA6 355,000 $435,115.07 0.04%
WALGREENS BOOTS ALLIANCE 3.30%, due 11/18/2021 931427AF5 500,000 $508,837.22 0.04%
WILLIAMS COMPANIES INC 4.50%, due 11/15/2023 96950FAL8 400,000 $425,327.52 0.04%
ZIMMER BIOMET HOLDINGS 2.70%, due 04/01/2020 98956PAK8 525,000 $525,718.05 0.04%
AERCAP IRELAND CAP LTD/A 4.50%, due 05/15/2021 00772BAF8 375,000 $386,664.49 0.03%
ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 03969AAN0 400,000 $410,249.60 0.03%
ASTRAZENECA PLC 3.50%, due 08/17/2023 046353AR9 300,000 $313,177.67 0.03%
AT&T INC 4.80%, due 06/15/2044 00206RCG5 322,000 $361,532.60 0.03%
Babson CLO Ltd Series 2013-IA, Class AR, Variable rate, due 01/20/2028 06760EAA4 400,000 $399,448.80 0.03%
BANK OF NY MELLON CORP Variable rate, due 05/16/2023 06406RAC1 300,000 $303,345.38 0.03%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 329,681 $320,187.39 0.03%
BECTON DICKINSON 3.25%, due 11/12/2020 075887AW9 300,000 $303,164.86 0.03%
BOSTON SCIENTIFIC CORP 3.45%, due 03/01/2024 101137AV9 300,000 $313,020.59 0.03%
CALIFORNIA ST TAXABLE-BABS-VAR PURP, GO, 7.95%, due 03/01/2036 13063BFV9 300,000 $303,708.00 0.03%
COMM MORTGAGE TRUST Series 2012-CR5, Class A4, 2.771%, due 12/10/2045 12623SAE0 315,000 $320,152.39 0.03%
ENBRIDGE ENERGY PARTNERS 5.50%, due 09/15/2040 29250RAT3 300,000 $355,069.05 0.03%
ENERGY TRANSFER OPERATNG 4.05%, due 03/15/2025 29273RBD0 400,000 $417,208.07 0.03%
EQT MIDSTREAM PARTNERS LP 5.50%, due 07/15/2028 26885BAC4 405,000 $389,241.79 0.03%
Fannie Mae FN AS9334, 3%, due 03/01/2032 3138WKLQ6 311,861 $320,046.13 0.03%
Fannie Mae FN AS9749, 4%, due 06/01/2047 3138WKZP3 402,571 $421,263.11 0.03%
Fannie Mae FN BD7071, 4%, due 03/01/2047 3140FE2P8 335,601 $352,810.55 0.03%
Fannie Mae FN MA2145, 4%, due 01/01/2045 31418BL38 293,050 $310,471.69 0.03%
FANNIE MAE Series 2019-52, Class PA, 3%, due 09/25/2049 3136B53X1 341,615 $345,113.70 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series KJ18, Class A1, 2.455%, due 03/25/2022 3137FCWW0 312,109 $313,673.92 0.03%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 03/28/2022 345397YJ6 390,000 $386,869.12 0.03%
Freddie Mac FG G08738, 3.50%, due 12/01/2046 3128MJZC7 356,790 $370,274.43 0.03%
Freddie Mac FG G08747, 3%, due 02/01/2047 3128MJZM5 394,421 $402,995.71 0.03%
Freddie Mac FG G08748, 3.50%, due 02/01/2047 3128MJZN3 375,112 $389,722.52 0.03%
Freddie Mac FG G18670, 3%, due 12/01/2032 3128MMW82 310,355 $318,672.67 0.03%
Freddie Mac FG G18713, 3.50%, due 11/01/2033 3128MMYK3 385,276 $399,739.07 0.03%
Freddie Mac FG Q44452, 3%, due 11/01/2046 3132WH5N1 339,210 $346,588.28 0.03%
Freddie Mac FR ZT1403, 3.50%, due 11/01/2033 3132ADRY6 390,645 $405,161.69 0.03%
GILEAD SCIENCES INC 4.15%, due 03/01/2047 375558BK8 380,000 $422,066.87 0.03%
GNMA G2 MA4196, 3.50%, due 01/20/2047 36179SUV7 320,246 $331,681.20 0.03%
HUMANA INC 2.90%, due 12/15/2022 444859BJ0 360,000 $366,539.70 0.03%
Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 45254NMY0 366,820 $358,341.59 0.03%
INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 45824TAY1 390,000 $347,103.90 0.03%
JP Morgan Mortgage Acquisition Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 46630MAX0 405,000 $395,761.67 0.03%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 376,681 $360,240.30 0.03%
LG&E AND KU ENERGY LLC 3.75%, due 11/15/2020 50188FAD7 400,000 $404,374.55 0.03%
MADISON AVENUE TRUST Series 2015-11MD, Class A, Variable rate, due 09/10/2035 556227AA4 305,000 $320,387.31 0.03%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 395,763 $320,712.90 0.03%
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 63861VAA5 360,000 $371,423.42 0.03%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 300,000 $316,822.44 0.03%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 400,000 $399,371.32 0.03%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 314,288 $307,780.88 0.03%
OCCIDENTAL PETROLEUM CORP 3.50%, due 08/15/2029 674599CS2 315,000 $317,328.21 0.03%
PIEDMONT OPERATING PARTNERSHIP 3.40%, due 06/01/2023 720198AC4 350,000 $357,288.32 0.03%
PIPELINE FUNDING CO LLC 7.50%, due 01/15/2030 724060AA6 279,270 $343,139.97 0.03%
PLAINS ALL AMER PIPELINE 3.55%, due 12/15/2029 72650RBM3 425,000 $413,677.13 0.03%
PNC BANK NA 3.80%, due 07/25/2023 69349LAM0 400,000 $419,928.95 0.03%
REPUBLIC OF PARAGUAY N/C, 4.625%, due 01/25/2023 P75744AA3 400,000 $423,170.00 0.03%
REPUBLIC OF TURKEY N/C, 3.25%, due 03/23/2023 900123CA6 400,000 $381,922.00 0.03%
SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 785592AM8 325,000 $362,899.35 0.03%
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 78444FAF3 300,000 $305,637.36 0.03%
SLC Student Loan Trust Series 2005-2, Class A4, Variable rate, due 12/15/2039 784420AJ0 400,000 $379,076.32 0.03%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $312,151.36 0.03%
SLM Student Loan Trust Series 2011-1, Class A2, Variable rate, due 10/25/2034 83149VAB5 345,000 $346,084.75 0.03%
SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 78447GAC5 308,880 $306,613.49 0.03%
SOUTHWESTERN ELEC POWER 3.55%, due 02/15/2022 845437BM3 300,000 $306,535.41 0.03%
Structured Asset Investment Loan Trust Series 2005-2, Class M2, Variable rate, due 03/25/2035 86358ERB4 331,547 $332,947.82 0.03%
TRANSOCEAN PHOENIX 2 LTD 7.75%, due 10/15/2024 893828AA1 353,500 $370,437.95 0.03%
VENTAS REALTY LP 3.85%, due 04/01/2027 92277GAL1 400,000 $421,953.82 0.03%
VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 92769XAM7 400,000 $419,529.00 0.03%
VODAFONE GROUP PLC 3.75%, due 01/16/2024 92857WBH2 330,000 $347,149.66 0.03%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 372,444 $380,532.65 0.03%
WELLS FARGO & COMPANY Variable rate, due 05/22/2028 95000U2A0 350,000 $370,970.86 0.03%
WRKCO INC 4.90%, due 03/15/2029 92940PAD6 355,000 $404,049.53 0.03%
ALABAMA POWER CAP TR V Preferred, Variable rate, due 10/01/2042 01039XAA8 300,000 $300,171.44 0.02%
ALEXANDRIA REAL ESTATE EQUITIES 4.30%, due 01/15/2026 015271AH2 250,000 $272,976.28 0.02%
AMEREN ILLINOIS CO 3.70%, due 12/01/2047 02361DAR1 200,000 $216,934.77 0.02%
AMERICAN CAMPUS CMNTYS 3.625%, due 11/15/2027 024836AD0 250,000 $261,195.29 0.02%
AMERICAN TOWER CORP 3%, due 06/15/2023 03027XAQ3 215,000 $219,406.95 0.02%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAJ9 200,000 $236,576.53 0.02%
ANHEUSER-BUSCH INBEV WOR 4.439%, due 10/06/2048 03523TBT4 200,000 $225,568.87 0.02%
ANTERO RESOURCES CORP 5.125%, due 12/01/2022 03674XAC0 273,000 $249,795.00 0.02%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 255,000 $254,697.95 0.02%
AT&T INC 4.30%, due 02/15/2030 00206RGQ9 200,000 $219,913.26 0.02%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 245,000 $265,064.25 0.02%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC Series 2015-200P, Class A, 3.218%, due 04/14/2033 05526QAA4 285,000 $296,339.69 0.02%
BANK OF AMERICA CORP Variable rate, due 07/23/2029 06051GHM4 210,000 $233,153.10 0.02%
BANK OF AMERICA CORP Variable rate, due 12/20/2023 06051GHC6 180,000 $183,588.11 0.02%
BAT CAPITAL CORP 4.39%, due 08/15/2037 05526DBD6 280,000 $279,380.88 0.02%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 214,481 $208,966.83 0.02%
Brazos Higher Education Authority, Inc. Series 2011-1, Class A3, Variable rate, due 11/25/2033 10620NCH9 270,000 $266,748.63 0.02%
Brazos Higher Education Authority, Inc. Series 2011-2, Class A3, Variable rate, due 10/27/2036 10620NCL0 300,000 $300,754.92 0.02%
C&W SR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 200,000 $212,031.50 0.02%
CBS CORP 2.50%, due 02/15/2023 124857AS2 300,000 $301,028.15 0.02%
CBS CORP 3.70%, due 06/01/2028 124857AX1 200,000 $208,677.12 0.02%
CLEAN HARBORS INC 5.125%, due 07/15/2029 184496AP2 260,000 $276,731.65 0.02%
COMM MORTGAGE TRUST Series 2012-CR5, Class A3, 2.54%, due 12/10/2045 12623SAD2 225,000 $227,160.25 0.02%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 200,000 $212,714.50 0.02%
Deephaven Residential Mortgage Trust Series 2017-1A, Class A1, Variable rate, due 12/26/2046 24380TAA4 186,647 $186,565.24 0.02%
ECOPETROL SA 5.875%, due 05/28/2045 279158AJ8 200,000 $232,939.00 0.02%
ENERGY TRANSFER OPERATING 5.50%, due 06/01/2027 29278NAN3 198,000 $220,217.47 0.02%
ENERGY TRANSFER OPERATNG 5.15%, due 03/15/2045 29273RBF5 260,000 $268,076.62 0.02%
Fannie Mae FN AN4665, 3.49%, due 02/01/2032 3138LHFF6 200,743 $217,879.97 0.02%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 238,013 $246,667.39 0.02%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 280,731 $221,196.87 0.02%
FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 345397YL1 230,000 $231,352.08 0.02%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 345397ZG1 285,000 $282,235.90 0.02%
Freddie Mac FG G08833, 5%, due 07/01/2048 3128MJ4T4 251,275 $269,532.24 0.02%
Freddie Mac FG G08844, 5%, due 10/01/2048 3128MJ5E6 219,450 $235,220.59 0.02%
Freddie Mac FN C91981, 3%, due 02/01/2038 3128P8FW6 238,821 $243,395.25 0.02%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 246,355 $271,028.25 0.02%
GILEAD SCIENCES INC 3.65%, due 03/01/2026 375558BF9 175,000 $188,141.71 0.02%
GNMA G2 MA4195, 3%, due 01/20/2047 36179SUU9 259,553 $267,148.96 0.02%
GNMA G2 MA4901, 4%, due 12/20/2047 36179TNS0 208,066 $217,625.64 0.02%
GNMA G2 MA5467, 4.50%, due 09/20/2048 36179UCC4 275,596 $289,973.03 0.02%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 190,753 $186,277.78 0.02%
IHS MARKIT LTD 4.75%, due 08/01/2028 44962LAF4 250,000 $278,270.63 0.02%
IRVINE CORE OFFICE TRUST Series 2013-IRV, Class A2, Variable rate, due 05/15/2048 46361TAC6 235,000 $242,365.32 0.02%
JP Morgan Mortgage Acquisition Corp. Series 2006-ACC1, Class M1, Variable rate, due 05/25/2036 46628RAF2 220,939 $220,016.48 0.02%
LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 527298BK8 215,000 $218,318.52 0.02%
LIFESTORAGE LP 3.875%, due 12/15/2027 53227JAA2 200,000 $210,457.86 0.02%
MATTHEWS INTERNATIONAL CORP 5.25%, due 12/01/2025 577128AA9 240,000 $234,099.60 0.02%
Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 59549WAA1 210,167 $222,492.14 0.02%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 250,000 $254,752.18 0.02%
Morgan Stanley ReRemic Trust Series 2015-R2, Class 1A1, Variable rate, due 12/26/2046 61690HAA7 213,963 $217,045.33 0.02%
Navient Student Loan Trust Series 2014-3, Class A, Variable rate, due 03/25/2083 63938JAA1 248,648 $243,661.37 0.02%
Navient Student Loan Trust Series 2015-1, Class A2, Variable rate, due 04/25/2040 63939FAB6 209,908 $206,256.54 0.02%
Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 63940JAC3 300,000 $298,739.61 0.02%
NY & PRESBYTERIAN HOSPITAL 3.563%, due 08/01/2036 649322AC8 200,000 $206,731.26 0.02%
Palmer Square Loan Funding Ltd Series 2019-1A, Class A1, Variable rate, due 04/20/2027 69700VAA7 256,234 $256,364.19 0.02%
PARK AEROSPACE HOLDINGS 4.50%, due 03/15/2023 70014LAC4 260,000 $273,497.90 0.02%
PETROLEOS MEXICANOS 6.625%, due 06/15/2035 706451BG5 215,000 $217,673.53 0.02%
PLAINS ALL AMER PIPELINE 3.85%, due 10/15/2023 72650RBD3 200,000 $206,191.84 0.02%
QWEST CORP N/C, 7.25%, due 09/15/2025 912920AK1 185,000 $209,995.22 0.02%
RECKITT BENCKISER TSY N/C, 2.75%, due 06/26/2024 75625QAD1 200,000 $203,148.73 0.02%
Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M2, Variable rate, due 03/25/2036 76112BZ37 281,053 $282,150.37 0.02%
Residential Asset Securities Corporation Series 2006-EMX3, Class A3, Variable rate, due 04/25/2036 76113ACA7 260,000 $254,841.50 0.02%
REYNOLDS GRP ISS/REYNOLD Variable rate, due 07/15/2021 761735AR0 300,000 $301,050.00 0.02%
ROCKIES EXPRESS PIPELINE 5.625%, due 04/15/2020 77340RAK3 244,000 $246,553.34 0.02%
Securitized Asset Backed Receivables LLC Trust Series 2006-OP1, Class M2, Variable rate, due 10/25/2035 81375WJG2 216,826 $216,976.49 0.02%
SLM Student Loan Trust Series 2005-5, Class A5, Variable rate, due 10/25/2040 78442GPR1 250,000 $243,648.13 0.02%
SLM Student Loan Trust Series 2006-2, Class A6, Variable rate, due 01/25/2041 78442GRX6 218,632 $209,200.62 0.02%
SPECTRUM BRANDS INC 5.75%, due 07/15/2025 84762LAU9 245,000 $256,635.05 0.02%
SPIRE INC 3.543%, due 02/27/2024 84857LAA9 200,000 $204,340.11 0.02%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 240,000 $251,098.95 0.02%
TELEFLEX INC 4.625%, due 11/15/2027 879369AF3 180,000 $190,768.05 0.02%
TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 89382PAA3 210,930 $214,619.16 0.02%
TRIVIUM PACKAGING FIN 5.50%, due 08/15/2026 89686QAA4 200,000 $211,375.20 0.02%
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST Series 2013-C6, Class A3, 2.9707%, due 04/10/2046 90349GBE4 249,678 $254,787.24 0.02%
UNION PACIFIC CORP 3.95%, due 09/10/2028 907818EY0 270,000 $297,040.21 0.02%
UNITED MEXICAN STATES 3.75%, due 01/11/2028 91087BAE0 200,000 $207,750.00 0.02%
VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 92769XAP0 200,000 $211,005.00 0.02%
VNO MORTGAGE TRUST Series 2012-6AVE, Class A, 2.9956%, due 11/15/2030 91830CAA6 250,000 $254,633.85 0.02%
Voya CLO Ltd Series 2014-3A, Class A1R, Variable rate, due 07/25/2026 92912QAG1 214,328 $214,018.64 0.02%
WAMU MORTGAGE PASS-THROUGH CER Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 92922F5T1 270,398 $264,764.48 0.02%
WELLCARE HEALTH PLANS 5.375%, due 08/15/2026 94946TAD8 200,000 $213,464.50 0.02%
WELLS FARGO & COMPANY N/C, 3%, due 10/23/2026 949746SH5 250,000 $255,999.65 0.02%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 100,000 $103,022.68 0.01%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 125,135 $131,921.12 0.01%
AMERICAN CAMPUS CMNTYS 3.35%, due 10/01/2020 024836AC2 112,000 $112,952.30 0.01%
ANTHEM INC 3.30%, due 01/15/2023 94973VBA4 150,000 $154,848.89 0.01%
ANTHEM INC 3.65%, due 12/01/2027 036752AB9 120,000 $126,756.46 0.01%
Asset Backed Funding Certificates Series 2006-OPT1, Class A2, Variable rate, due 09/25/2036 00075QAR3 124,547 $122,963.95 0.01%
BANK OF AMERICA CORP Variable rate, due 10/01/2025 06051GGT0 75,000 $77,217.99 0.01%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 76,000 $80,037.58 0.01%
CHS/COMMUNITY HEALTH SYS 8%, due 03/15/2026 12543DBC3 100,000 $100,217.60 0.01%
CIGNA CORP 3.05%, due 10/15/2027 125523AY6 75,000 $75,805.25 0.01%
CODELCO INC N/C, 4.50%, due 09/16/2025 P3143NAW4 64,000 $69,132.81 0.01%
COMCAST CORP 3.969%, due 11/01/2047 20030NCC3 100,000 $110,651.59 0.01%
Credit Suisse Mortgage Trust Series 2011-5R, Class 2A1, Variable rate, due 08/27/2046 12645LAH2 96,198 $96,936.43 0.01%
Credit Suisse Mortgage Trust Series 2015-8R, Class 3A1, Variable rate, due 11/25/2037 12650NAN7 120,232 $120,042.29 0.01%
CROWNROCK LP/CROWNROCK F 5.625%, due 10/15/2025 228701AF5 120,000 $122,698.80 0.01%
CVS HEALTH CORP 3.875%, due 07/20/2025 126650CL2 150,000 $159,757.53 0.01%
DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 247367AX3 138,383 $145,880.12 0.01%
DUKE ENERGY CAROLINAS 3.70%, due 12/01/2047 26442CAT1 155,000 $167,415.11 0.01%
EFS Volunteer No 3 LLC Series 2012-1, Class A3, Variable rate, due 04/25/2033 26845CAC1 173,548 $173,125.44 0.01%
ENERGY TRANSFER OPERATNG 5.20%, due 02/01/2022 29273RAQ2 145,000 $151,631.24 0.01%
Fannie Mae FN AM5673, 3.65%, due 04/01/2023 3138L6JT6 114,055 $119,337.61 0.01%
Fannie Mae FN AM7122, 3.61%, due 11/01/2034 3138L74G8 116,481 $127,585.50 0.01%
Fannie Mae FN AM7817, 3.31%, due 01/01/2027 3138L8VK7 91,872 $97,585.71 0.01%
Fannie Mae FN AN2786, 2.76%, due 09/01/2036 3138LFCY2 119,520 $118,143.07 0.01%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series KF16, Class A, Variable rate, due 03/25/2026 3137BPC80 83,667 $83,703.94 0.01%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 08/03/2022 345397YP2 150,000 $147,337.24 0.01%
Freddie Mac FG G07961, 3.50%, due 03/01/2045 3128MAFA2 148,342 $156,076.79 0.01%
Freddie Mac FG G08692, 3%, due 02/01/2046 3128MJXW5 161,646 $165,153.21 0.01%
Freddie Mac FG G08721, 3%, due 09/01/2046 3128MJYT1 94,293 $96,472.42 0.01%
Freddie Mac FG G18691, 3%, due 06/01/2033 3128MMXV0 110,183 $113,136.03 0.01%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 140,000 $153,866.65 0.01%
GNMA G2 MA4453, 4.50%, due 05/20/2047 36179S5N3 147,001 $154,545.24 0.01%
GNMA G2 MA4586, 3.50%, due 07/20/2047 36179TCX1 162,779 $168,079.97 0.01%
GNMA G2 MA4722, 5%, due 09/20/2047 36179TG74 161,403 $173,151.49 0.01%
GNMA G2 MA4777, 3%, due 10/20/2047 36179TJW6 136,571 $140,179.54 0.01%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 75,000 $77,425.72 0.01%
HCA INC 4.75%, due 05/01/2023 404121AF2 128,000 $136,759.28 0.01%
IHS MARKIT LTD 4%, due 03/01/2026 44962LAC1 135,000 $141,926.51 0.01%
Interest: Pay 48280000 US0003M, Receive 48280000 USD - 07/12/2022 48,280,000 $78,331.83 0.01%
JOHNSON & JOHNSON 3.625%, due 03/03/2037 478160CF9 75,000 $83,438.86 0.01%
MATADOR RESOURCES CO 5.875%, due 09/15/2026 576485AE6 110,000 $110,965.25 0.01%
MGM GROWTH/MGM FINANCE 4.50%, due 01/15/2028 55303XAF2 80,000 $83,427.80 0.01%
Morgan Stanley Mortgage Loan Trust Series 2005-2AR, Class A, Variable rate, due 04/25/2035 61745M4E0 84,324 $84,019.87 0.01%
MortgageIT Trust Series 2005-5, Class A1, Variable rate, due 12/25/2035 61915RAU0 133,064 $132,799.34 0.01%
NATIONAL RETAIL PROP INC 3.30%, due 04/15/2023 637417AF3 176,000 $180,810.42 0.01%
Navient Student Loan Trust Series 2014-5, Class A, Variable rate, due 03/25/2083 63938WAA2 79,481 $77,354.75 0.01%
Navient Student Loan Trust Series 2014-8, Class A3, Variable rate, due 05/27/2049 63939DAC9 148,047 $144,972.94 0.01%
NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 666807BM3 100,000 $103,074.56 0.01%
PARSLEY ENERGY LLC/FINAN 5.25%, due 08/15/2025 701885AF2 60,000 $62,136.90 0.01%
PETROBRAS GLOBAL FINANCE 5.093%, due 01/15/2030 71647NBF5 75,000 $79,968.75 0.01%
PLAINS ALL AMER PIPELINE 2.85%, due 01/31/2023 72650RBB7 150,000 $150,175.56 0.01%
REPUBLIC SERVICES INC 2.90%, due 07/01/2026 760759AR1 150,000 $153,398.50 0.01%
REYNOLDS GRP ISS/REYNOLD 5.75%, due 10/15/2020 761735AP4 145,366 $145,562.40 0.01%
SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST Series 2015-5AVE, Class A1, Variable rate, due 01/05/2043 78413MAA6 150,000 $153,986.01 0.01%
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B, Variable rate, due 01/05/2043 78413MAE8 125,000 $130,930.41 0.01%
SLC Student Loan Trust Series 2006-2, Class A6, Variable rate, due 09/15/2039 784428AF1 130,000 $123,110.42 0.01%
SLM STUDENT LOAN TRUST Series 2003-10A, Class A3, Variable rate, due 12/15/2027 78442GJG2 180,402 $180,908.85 0.01%
SLM Student Loan Trust Series 2007-6, Class A4, Variable rate, due 10/25/2024 78444CAD5 84,280 $84,233.67 0.01%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 80,000 $72,340.49 0.01%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 130,000 $121,851.09 0.01%
SLM Student Loan Trust Series 2013-2, Class A, Variable rate, due 09/25/2043 78446CAA9 155,059 $151,163.79 0.01%
Soundview Home Equity Loan Trust Series 2006-2, Class M1, Variable rate, due 03/25/2036 83611MNH7 92,559 $92,852.57 0.01%
TC PIPELINES LP 4.65%, due 06/15/2021 87233QAA6 145,000 $149,074.16 0.01%
TENET HEALTHCARE CORP 4.625%, due 07/15/2024 88033GCS7 101,000 $104,661.25 0.01%
TIME WARNER CABLE LLC 5.875%, due 11/15/2040 88732JAY4 150,000 $171,613.41 0.01%
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 91740PAC2 125,000 $129,765.50 0.01%
WALGREENS BOOTS ALLIANCE 3.80%, due 11/18/2024 931427AH1 150,000 $155,205.42 0.01%
WAMU Mortgage Pass-Through Certificates Series 2005-AR1, Class A2A1, Variable rate, due 01/25/2045 939336X65 151,723 $151,002.28 0.01%
WELLTOWER INC 4.50%, due 01/15/2024 42217KBC9 75,000 $80,754.56 0.01%
Bear Stearns Alt-A Trust Series 2004-6, Class 1A, Variable rate, due 07/25/2034 07386HJU6 40,423 $40,565.84 0.00%
CANADIAN NATL RESOURCES 3.85%, due 06/01/2027 136385AX9 20,000 $21,216.64 0.00%
CHS/COMMUNITY HEALTH SYS 8.625%, due 01/15/2024 12543DBB5 51,000 $53,039.49 0.00%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 34,000 $38,228.75 0.00%
ENDEAVOR ENERGY RESOURCES 5.75%, due 01/30/2028 29260FAE0 33,000 $35,097.89 0.00%
Fannie Mae FN AN0550, 3.63%, due 02/01/2031 3138LCTG0 42,149 $46,079.07 0.00%
Fannie Mae FN AN7227, 3.20%, due 10/01/2029 3138LLA54 0 $0.05 0.00%
Fannie Mae FN MA2896, 3.50%, due 02/01/2047 31418CGE8 45,366 $47,013.86 0.00%
Freddie Mac FG G08838, 5%, due 09/01/2048 3128MJ4Y3 46,703 $50,050.74 0.00%
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 38869PAL8 50,000 $52,640.60 0.00%
GSAA Home Equity Trust Series 2005-11, Class 3A1, Variable rate, due 10/25/2035 362341QF9 31,988 $32,063.98 0.00%
GULFPORT ENERGY CORP 6.375%, due 05/15/2025 402635AL0 7,000 $4,307.91 0.00%
HUMANA INC 3.125%, due 08/15/2029 444859BK7 55,000 $55,776.95 0.00%
LAMB WESTON HLD 4.625%, due 11/01/2024 513272AA2 20,000 $21,274.80 0.00%
MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 55303XAC9 40,000 $43,700.00 0.00%
NGPL PIPECO LLC 4.375%, due 08/15/2022 62912XAE4 55,000 $56,855.49 0.00%
OI EUROPEAN GROUP BV 4%, due 03/15/2023 67777LAC7 51,000 $51,403.67 0.00%
PARSLEY ENERGY LLC/FINAN 5.625%, due 10/15/2027 701885AH8 30,000 $31,650.75 0.00%
PLAINS ALL AMER PIPELINE 4.65%, due 10/15/2025 72650RBJ0 50,000 $53,092.06 0.00%
POST HOLDINGS INC 5.50%, due 12/15/2029 737446AP9 22,000 $23,346.95 0.00%
RBSCF TRUST Series 2013-GSP, Class A, Variable rate, due 01/13/2032 74932QAA8 50,000 $52,240.28 0.00%
Residential Asset Securities Corp. Seroes 2006-KS4, Class A4, Variable rate, due 06/25/2036 75406EAD3 43,296 $43,382.45 0.00%
SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 78388JAV8 22,000 $22,896.01 0.00%
Structured Adjustable Rate Mortgage Loan Trust Variable rate, due 09/25/2034 863579AP3 52,913 $53,959.70 0.00%
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 893829AA9 18,750 $19,085.90 0.00%
Interest: Pay 19580000 USD, Receive 19580000 US0003M - 05/08/2025 19,580,000 ($92,106.82) -0.01%
US Dollar $USD -72,591,810 ($72,591,809.57) -5.99%
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 advisors 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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