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First Trust TCW Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 6/15/2018 *

Total Number of Holdings: 509

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
US 5YR NOTE (CBT) Sep18 FVU8 341 $38,615,586.11 14.46%
U.S. Treasury Bond, 3.125%, due 05/15/2048 912810SC3 20,660,000 $20,977,566.72 7.85%
US 2YR NOTE (CBT) Sep18 TUU8 65 $13,756,640.69 5.15%
U.S. Treasury Note, 2.50%, due 05/31/2020 9128284Q0 8,910,000 $8,901,298.85 3.33%
U.S. Treasury Note, 2.75%, due 02/15/2028 9128283W8 8,340,000 $8,217,343.37 3.08%
U.S. Treasury Note, 2.75%, due 04/30/2023 9128284L1 7,265,000 $7,248,540.27 2.71%
Fannie Mae TBA, 4.50%, due 09/01/2047 01F042673 5,150,000 $5,351,574.35 2.00%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 4,117,421 $4,099,892.79 1.53%
Freddie Mac FG G08791, 3%, due 12/01/2047 3128MJ2Z2 4,221,368 $4,071,174.95 1.52%
U.S. Treasury Note, 2.875%, due 05/31/2023 9128284S6 3,375,000 $3,367,419.44 1.26%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 3,241,419 $3,235,272.96 1.21%
WELLS FARGO BANK NA N/C, 2.40%, due 01/15/2020 94988J5L7 3,000,000 $2,972,713.98 1.11%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 2,788,880 $2,773,095.32 1.04%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 2,703,306 $2,756,917.86 1.03%
Freddie Mac FG G67708, 3.50%, due 03/01/2048 3132XCR56 2,765,408 $2,751,810.94 1.03%
Freddie Mac FG G67709, 3.50%, due 03/01/2048 3132XCR64 2,770,636 $2,758,836.33 1.03%
JAPAN TREASURY DISC BILL 0%, due 07/02/2018 300,000,000 $2,710,867.44 1.01%
MORGAN STANLEY Variable rate, due 02/14/2020 61746BEH5 2,450,000 $2,459,485.81 0.92%
Fannie Mae TBA, 4%, due 07/01/2047 01F040677 2,055,000 $2,089,276.82 0.78%
GOLDMAN SACHS GROUP INC N/C, 2.55%, due 10/23/2019 38148FAB5 2,000,000 $1,987,465.04 0.74%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 1,909,399 $1,913,853.16 0.72%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 1,860,294 $1,857,652.36 0.70%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 1,816,424 $1,804,533.58 0.68%
SLC Student Loan Trust Series 2006-1, Class A6, Variable rate, due 03/15/2055 784427AF3 1,770,000 $1,711,875.50 0.64%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 1,634,310 $1,633,073.28 0.61%
GNNA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 1,550,319 $1,613,004.56 0.60%
Fannie Mae TBA, 3%, due 06/01/2032 01F030470 1,555,000 $1,539,632.28 0.58%
GNMA TBA, 5%, due 01/01/2039 21H050672 1,480,000 $1,553,607.95 0.58%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 1,500,000 $1,495,320.00 0.56%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 1,470,000 $1,448,206.07 0.54%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 1,487,899 $1,435,408.01 0.54%
GNMA TBA, 3.50%, due 06/01/2047 21H032670 1,430,000 $1,430,698.20 0.54%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 1,445,000 $1,427,678.93 0.53%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGY9 1,385,000 $1,362,757.54 0.51%
U.S. Treasury Note, 2.875%, due 05/15/2028 9128284N7 1,370,000 $1,364,461.13 0.51%
GNMA TBA, 3%, due 06/01/2047 21H030674 1,365,000 $1,329,382.07 0.50%
Fannie Mae TBA, 3%, due 08/01/2047 01F030678 1,355,000 $1,306,092.93 0.49%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series Q006, Class APT2, Variable rate, due 09/25/2026 3137FCL69 1,292,193 $1,282,218.63 0.48%
Lehman XS Trust Series 2006-1, Class 1M1, Variable rate, due 02/25/2036 525221HS9 1,300,000 $1,270,706.84 0.48%
CITIGROUP INC N/C, 2.05%, due 12/07/2018 172967KE0 1,250,000 $1,246,757.71 0.47%
FANNIEMAE-ACES Series 2018-M1, Class A2, Variable rate, due 12/25/2027 3136AY7L1 1,245,000 $1,208,151.74 0.45%
GMAC Mortgage Corporation Loan Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 1,257,201 $1,193,526.10 0.45%
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST Series 2014-C26, Class A2, 3.0185%, due 01/15/2048 46643TAZ5 1,200,000 $1,200,297.00 0.45%
WACHOVIA STUDENT LOAN TRUST Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 1,230,000 $1,204,970.98 0.45%
Fannie Mae FN MA3332, 3.50%, due 04/01/2048 31418CV27 1,184,673 $1,177,544.01 0.44%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 1,116,420 $1,110,154.94 0.42%
JP MORGAN CHASE BANK NA Variable rate, due 02/13/2020 48125LRM6 1,110,000 $1,110,382.53 0.42%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 1,160,256 $1,130,363.78 0.42%
GNMA TBA, 4.50%, due 08/01/2047 21H042679 1,065,000 $1,105,769.55 0.41%
JP MORGAN CHASE BANK NA Variable rate, due 02/01/2021 48125LRK0 1,105,000 $1,095,159.07 0.41%
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST Series 2014-C24, Class A2, 2.9403%, due 11/15/2047 46643GAB6 1,088,089 $1,088,201.76 0.41%
JPMORGAN CHASE & CO 3.20%, due 06/15/2026 46625HRS1 1,150,000 $1,090,964.87 0.41%
BANK OF AMERICA CORP 3.419%, due 12/20/2028 06051GHD4 1,100,000 $1,034,283.89 0.39%
Credit Suisse Mortgage Trust Series 2010-8R, Class 10A5, Variable rate, due 04/26/2047 12644KAJ1 1,050,000 $1,038,086.39 0.39%
Freddie Mac FG G16085, 2.50%, due 02/01/2032 3128ME6W6 1,080,931 $1,047,098.01 0.39%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 1,055,444 $1,029,242.14 0.39%
Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 12643RAY4 1,008,131 $1,001,949.28 0.38%
Fannie Mae FN AM3169, 2.61%, due 04/01/2023 3138L3QX6 1,038,512 $1,016,239.10 0.38%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 1,003,581 $1,003,047.15 0.38%
SLM Student Loan Trust Series 2012-3, Class A, Variable rate, due 12/27/2038 78447AAA2 1,015,596 $1,022,552.59 0.38%
CITIGROUP INC Variable rate, due 01/24/2023 172967LV1 1,000,000 $981,937.25 0.37%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 981,085 $978,543.48 0.37%
JPMORGAN CHASE & CO 2.25%, due 01/23/2020 46625HKA7 1,000,000 $987,583.16 0.37%
SLM Student Loan Trust Series 2008-1, Class A4, Variable rate, due 01/25/2022 784439AD3 1,001,680 $998,070.85 0.37%
INTL LEASE FINANCE CORP 7.125%, due 09/01/2018 459745GC3 950,000 $957,416.11 0.36%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 952,216 $946,501.75 0.35%
WELLS FARGO & COMPANY 3%, due 04/22/2026 949746RW3 1,000,000 $931,591.95 0.35%
JP Morgan Mortgage Acquisition Corp. Series 2006-CH2, Class AV4, Variable rate, due 10/25/2036 46629QAV8 899,873 $900,251.38 0.34%
U.S. Treasury Bill, 0%, due 10/25/2018 912796QE2 924,000 $917,526.99 0.34%
Fannie Mae FN AM1619, 2.34%, due 12/01/2022 3138L1YR4 906,188 $877,245.91 0.33%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series K729, Class A1, 2.951%, due 02/25/2024 3137FCM35 891,209 $888,941.65 0.33%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series KJ18, Class A1, 2.455%, due 03/25/2022 3137FCWW0 887,446 $872,669.26 0.33%
Freddie Mac FG G67703, 3.50%, due 04/01/2047 3132XCRY3 876,505 $872,773.66 0.33%
Credit Suisse Mortgage Trust Series 2010-8R, Class 4A5, Variable rate, due 12/26/2035 12644KHH8 850,000 $847,700.75 0.32%
Credit Suisse Mortgage Trust Series 2014-2R, Class 19A1, Variable rate, due 05/27/2036 12648EGA4 857,866 $852,242.04 0.32%
Fannie Mae FN AL3400, 2.537%, due 03/01/2023 3138EKX67 869,060 $841,464.59 0.32%
GEORGIA-PACIFIC LLC 2.539%, due 11/15/2019 37331NAF8 850,000 $844,360.59 0.32%
METROPOLITAN EDISON CO 4%, due 04/15/2025 591894CB4 830,000 $827,403.19 0.31%
SLM Student Loan Trust Series 2008-2, Class A3, Variable rate, due 04/25/2023 784442AC9 838,049 $835,756.06 0.31%
Towd Point Mortgage Trust Series 2015-2, Class 1A13, Variable rate, due 11/25/2060 89171YAN1 832,095 $815,979.22 0.31%
BANK OF AMERICA CORP Variable rate, due 07/21/2028 06051GGR4 850,000 $812,506.20 0.30%
DUQUESNE LIGHT HOLDINGS 6.40%, due 09/15/2020 266233AC9 750,000 $793,384.26 0.30%
Fannie Mae TBA, 3.50%, due 08/01/2047 01F032674 820,000 $812,953.10 0.30%
JPMORGAN CHASE & CO Variable rate, due 05/01/2028 46647PAF3 825,000 $789,543.98 0.30%
Fannie Mae FN AN7227, 3.20%, due 10/01/2029 3138LLA54 800,000 $777,979.66 0.29%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 746,466 $765,020.92 0.29%
TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 898813AK6 750,000 $782,859.68 0.29%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2011-C5, Class A3, 3.526%, due 11/15/2044 92936JBA1 757,281 $762,249.14 0.29%
BROADCOM CRP / CAYMN FI 2.375%, due 01/15/2020 11134LAB5 750,000 $739,667.82 0.28%
GENERAL MOTORS FINL CO 3.15%, due 01/15/2020 37045XAR7 750,000 $749,234.63 0.28%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 781,731 $742,734.59 0.28%
SIEMENS FINANCIERINGSMAATSCHAPPIJ 1.30%, due 09/13/2019 82620KAH6 750,000 $736,321.25 0.28%
THE DOW CHEMICAL CO 8.55%, due 05/15/2019 260543BX0 700,000 $734,548.43 0.28%
WALGREENS BOOTS ALLIANCE 2.70%, due 11/18/2019 931427AA6 760,000 $757,317.20 0.28%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 750,000 $720,356.40 0.27%
BOSTON SCIENTIFIC CORP 6%, due 01/15/2020 101137AK3 700,000 $729,939.98 0.27%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 710,000 $727,136.84 0.27%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $729,967.49 0.27%
Fannie Mae FN MA3147, 3%, due 10/01/2047 31418CP99 736,892 $711,836.12 0.27%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 700,000 $715,400.33 0.27%
FRESENIUS MED CARE II 5.625%, due 07/31/2019 35802XAD5 700,000 $717,252.27 0.27%
MONDELEZ INTL HLDINGS NE 1.625%, due 10/28/2019 60920LAA2 725,000 $713,144.00 0.27%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 868,924 $720,409.74 0.27%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 729,956 $729,076.85 0.27%
AMGEN INC 4.40%, due 05/01/2045 031162BZ2 727,000 $705,067.68 0.26%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 715,000 $691,940.54 0.26%
DUKE ENERGY PROGRESS LLC 3.25%, due 08/15/2025 26442UAA2 700,000 $682,122.60 0.26%
Fannie Mae TBA, 3.50%, due 09/01/2025 01F032476 700,000 $706,644.55 0.26%
SLM Student Loan Trust Series 2005-9, Class A7A, Variable rate, due 01/25/2041 78442GRA6 700,000 $704,477.90 0.26%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $688,522.38 0.26%
Credit Suisse Mortgage Trust Series 2015-8R, Class 3A1, Variable rate, due 11/25/2037 12650NAN7 661,950 $662,195.84 0.25%
Fannie Mae FN AN7274, 3.10%, due 11/01/2029 3138LLCL7 700,000 $672,270.05 0.25%
GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2029 38141GWV2 695,000 $661,779.39 0.25%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 710,548 $672,435.47 0.25%
PNC BANK NA 2.50%, due 01/22/2021 69353RFH6 690,000 $678,600.52 0.25%
U.S. Treasury Inflation Indexed Bond, 1%, due 02/15/2048 912810SB5 655,000 $677,440.67 0.25%
CITIGROUP INC N/C, 2.55%, due 04/08/2019 172967HM6 650,000 $648,691.26 0.24%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 635,884 $634,236.64 0.24%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 634,811 $633,149.69 0.24%
KINDER MORGAN INC 5.30%, due 12/01/2034 49456BAG6 650,000 $648,682.20 0.24%
KRAFT HEINZ FOODS CO 4.625%, due 01/30/2029 50077LAT3 650,000 $648,314.93 0.24%
WEA FINANCE LLC/WESTFIEL 3.25%, due 10/05/2020 92890HAE2 650,000 $648,407.21 0.24%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 670,000 $623,797.60 0.23%
BAE SYSTEMS HOLDINGS INC 6.375%, due 06/01/2019 05523UAJ9 600,000 $619,001.13 0.23%
CC HOLDINGS GS V LLC/CRO 3.849%, due 04/15/2023 14987BAE3 625,000 $618,182.72 0.23%
Deephaven Residential Mortgage Trust Series 2017-1A, Class A1, Variable rate, due 12/26/2046 24380TAA4 613,038 $611,723.23 0.23%
GNMA TBA, 4%, due 06/01/2047 21H040673 595,000 $608,596.70 0.23%
ANTHEM INC 2.25%, due 08/15/2019 94973VBH9 600,000 $596,328.07 0.22%
BAYER US FINANCE LLC 2.375%, due 10/08/2019 07274EAD5 600,000 $593,925.14 0.22%
GE CAPITAL INTL FUNDING 2.342%, due 11/15/2020 36164QMS4 600,000 $586,067.38 0.22%
GNMA Series 2011-86, Class B, 3%, due 02/16/2041 38376GW30 575,490 $575,055.44 0.22%
KRAFT HEINZ FOODS CO 2%, due 07/02/2018 50077LAG1 600,000 $599,928.20 0.22%
PACKAGING CORP OF AMERICA 2.45%, due 12/15/2020 695156AS8 600,000 $587,533.10 0.22%
SLM Student Loan Trust Series 2006-8, Class A6, Variable rate, due 01/25/2041 78443HAF0 600,000 $584,630.22 0.22%
TYSON FOODS INC 2.65%, due 08/15/2019 902494AW3 600,000 $597,774.13 0.22%
ABBOTT LABORATORIES 3.75%, due 11/30/2026 002824BF6 575,000 $564,867.78 0.21%
Bluemountain CLO Ltd Series 2013-2A, Class A1R, Variable rate, due 10/22/2030 09626YAN0 550,000 $550,935.55 0.21%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 600,000 $565,181.23 0.21%
Fannie Mae FN FN0000, 3.587%, due 09/01/2020 3138NJAA6 559,206 $566,347.69 0.21%
GNMA G2 MA1157, 3.50%, due 07/20/2043 36179NJA7 551,030 $556,357.33 0.21%
Octagon Investment Partners XXI Ltd. Series 2014-1A, Class A1AR, Variable rate, due 11/14/2026 67590QAL1 550,000 $550,415.80 0.21%
SL GREEN REALTY CORP 4.50%, due 12/01/2022 75625AAD6 550,000 $559,140.65 0.21%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $556,442.51 0.21%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 570,000 $568,746.00 0.21%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 555,275 $554,598.53 0.21%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 524,895 $526,128.42 0.20%
GOLDMAN SACHS GROUP INC Variable rate, due 06/05/2028 38141GWL4 550,000 $522,596.25 0.20%
RUBY PIPELINE LLC 6%, due 04/01/2022 781172AB7 512,227 $534,924.93 0.20%
AMERICAN TOWER CORP 3.40%, due 02/15/2019 03027XAC4 500,000 $501,883.40 0.19%
BEMIS COMPANY INC 6.80%, due 08/01/2019 081437AF2 500,000 $519,789.46 0.19%
CITIGROUP INC N/C, 2.50%, due 09/26/2018 172967HC8 500,000 $500,058.00 0.19%
CONSTELLATION BRANDS INC 3.875%, due 11/15/2019 21036PAM0 500,000 $505,831.25 0.19%
CVS HEALTH CORP 2.25%, due 08/12/2019 126650CE8 500,000 $496,257.64 0.19%
HUMANA INC 2.625%, due 10/01/2019 444859BC5 500,000 $497,143.99 0.19%
Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 45254NMY0 496,644 $494,720.60 0.19%
JPMORGAN CHASE & CO 3.90%, due 07/15/2025 46625HMN7 500,000 $499,386.57 0.19%
MORGAN STANLEY N/C, Variable rate, due 02/01/2019 61746BDY9 500,000 $503,695.14 0.19%
NEWELL BRANDS INC 2.60%, due 03/29/2019 651229AT3 500,000 $498,155.64 0.19%
Structured Asset Investment Loan Trust Series 2005-2, Class M2, Variable rate, due 03/25/2035 86358ERB4 492,789 $494,779.12 0.19%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2013-C17, Class A2, 2.921%, due 12/15/2046 92938GAB4 510,000 $509,859.29 0.19%
ZIMMER BIOMET HOLDINGS 2.70%, due 04/01/2020 98956PAK8 525,000 $520,003.51 0.19%
ANHEUSER-BUSCH INBEV FIN 3.65%, due 02/01/2026 035242AP1 500,000 $489,937.42 0.18%
AT&T INC 5.15%, due 11/15/2046 00206RFM9 500,000 $483,747.36 0.18%
FANNIEMAE-ACES Series 2018-M1, Class A1, 2.986%, due 07/25/2027 3136AY7K3 492,791 $488,529.44 0.18%
Freddie Mac FG G08748, 3.50%, due 02/01/2047 3128MJZN3 472,883 $469,753.69 0.18%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $484,195.00 0.18%
RAYMOND JAMES FINANCIAL 4.95%, due 07/15/2046 754730AF6 450,000 $469,474.46 0.18%
SAN JOSE CA REDEV AGY SUCCESSOR AGY N/C, TAXABLE, 3.226%, due 08/01/2027 798170AK2 500,000 $485,300.00 0.18%
SANTANDER UK GROUP HLDGS Variable rate, due 01/05/2024 80281LAH8 500,000 $482,828.75 0.18%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 475,322 $476,321.61 0.18%
WELLTOWER INC 4%, due 06/01/2025 42217KBF2 500,000 $489,405.07 0.18%
DIAMOND 1 FIN/DIAMOND 2 3.48%, due 06/01/2019 25272KAA1 450,000 $451,721.38 0.17%
Freddie Mac FG G08738, 3.50%, due 12/01/2046 3128MJZC7 460,803 $457,838.12 0.17%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 462,804 $446,328.67 0.17%
Freddie Mac FG G08747, 3%, due 02/01/2047 3128MJZM5 461,802 $445,546.19 0.17%
HCP INC 3.875%, due 08/15/2024 40414LAL3 475,000 $465,092.72 0.17%
KAISER FOUNDATION HOSPITALS 3.50%, due 04/01/2022 48305QAA1 450,000 $452,951.61 0.17%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 465,876 $455,538.97 0.17%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $448,076.00 0.17%
REPUBLIC OF INDONESIA N/C, 4.75%, due 01/08/2026 Y20721BN8 450,000 $458,171.10 0.17%
Fannie Mae FN AL6465, 3.252%, due 11/01/2023 3138EPFF6 431,415 $432,431.39 0.16%
FONDO MIVIVIENDA SA 3.50%, due 01/31/2023 P42009AA1 450,000 $435,825.00 0.16%
GNMA G2 MA4196, 3.50%, due 01/20/2047 36179SUV7 422,191 $423,121.48 0.16%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 539439AP4 450,000 $429,917.33 0.16%
Morgan Stanley ReRemic Trust Series 2015-R2, Class 1A1, Variable rate, due 12/26/2046 61690HAA7 440,265 $434,868.60 0.16%
OREGON ST TAXABLE, 5.762%, due 06/01/2023 68607LXP7 399,667 $431,660.85 0.16%
REPUBLIC OF KAZAKHSTAN N/C, 5.125%, due 07/21/2025 486661AG6 400,000 $421,156.00 0.16%
Voya CLO Ltd Series 2014-3A, Class A1R, Variable rate, due 07/25/2026 92912QAG1 435,000 $434,871.68 0.16%
WESTROCK MWV LLC 7.375%, due 09/01/2019 583334AE7 400,000 $419,332.13 0.16%
Babson CLO Ltd Series 2013-IA, Class AR, Variable rate, due 01/20/2028 06760EAA4 400,000 $399,663.60 0.15%
BAXALTA INC 4%, due 06/23/2025 07177MAB9 400,000 $391,228.49 0.15%
Fannie Mae FN MA3237, 3%, due 01/01/2048 31418CS39 425,490 $410,943.45 0.15%
Freddie Mac FG G18670, 3%, due 12/01/2032 3128MMW82 399,961 $396,216.28 0.15%
GNMA G2 MA4069, 3.50%, due 11/20/2046 36179SQW0 392,748 $393,661.64 0.15%
JP Morgan Mortgage Acquisition Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 46630MAX0 405,000 $393,828.93 0.15%
L3 TECHNOLOGIES INC 4.40%, due 06/15/2028 502413BG1 405,000 $402,179.75 0.15%
LG&E AND KU ENERGY LLC 3.75%, due 11/15/2020 50188FAD7 400,000 $403,823.06 0.15%
Morgan Stanley Mortgage Loan Trust Series 2004-6AR, Class 1M1, Variable rate, due 07/25/2034 61748HBG5 392,479 $393,890.67 0.15%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 400,000 $400,014.34 0.15%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 401,736 $401,395.02 0.15%
PNC BANK NA 3.80%, due 07/25/2023 69349LAM0 400,000 $401,409.26 0.15%
SHIRE ACQ INV IRELAND DA 1.90%, due 09/23/2019 82481LAA7 400,000 $393,829.46 0.15%
SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 78447GAC5 389,532 $389,845.71 0.15%
AERCAP IRELAND CAP LTD/A 4.50%, due 05/15/2021 00772BAF8 375,000 $382,200.33 0.14%
CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 21079NAA9 350,677 $372,891.03 0.14%
Fannie Mae FN MA2145, 4%, due 01/01/2045 31418BL38 379,111 $386,997.49 0.14%
GILEAD SCIENCES INC 4.15%, due 03/01/2047 375558BK8 380,000 $364,453.87 0.14%
MORGAN STANLEY 5.625%, due 09/23/2019 61747YCJ2 350,000 $361,226.08 0.14%
SLC Student Loan Trust Series 2005-2, Class A4, Variable rate, due 12/15/2039 784420AJ0 400,000 $384,584.32 0.14%
UBS AG LONDON N/C, Variable rate, due 05/28/2019 902674XH8 375,000 $375,533.25 0.14%
VENTAS REALTY LP 3.85%, due 04/01/2027 92277GAL1 400,000 $383,770.97 0.14%
AT&T INC 4.35%, due 06/15/2045 00206RBK7 400,000 $349,730.75 0.13%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 385,262 $360,472.85 0.13%
BLACK HILLS CORP 2.50%, due 01/11/2019 092113AK5 350,000 $349,817.65 0.13%
CELGENE CORP 2.75%, due 02/15/2023 151020AX2 370,000 $353,175.35 0.13%
Fannie Mae FN AM4011, 3.67%, due 07/01/2023 3138L4N58 350,000 $357,405.80 0.13%
HUMANA INC 2.90%, due 12/15/2022 444859BJ0 360,000 $349,203.42 0.13%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 450,711 $349,984.70 0.13%
NEW YORK ST DORM AUTH ST PERSNL INC TAX REV TAXABLE-BABS, 5.50%, due 03/15/2030 649902T29 300,000 $339,660.00 0.13%
PIEDMONT OPERATING PARTNERSHIP 3.40%, due 06/01/2023 720198AC4 350,000 $336,902.07 0.13%
Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M2, Variable rate, due 03/25/2036 76112BZ37 340,000 $339,968.86 0.13%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 356,662 $359,897.98 0.13%
SLM Student Loan Trust Series 2011-1, Class A2, Variable rate, due 10/25/2034 83149VAB5 345,000 $353,285.18 0.13%
U.S. Treasury Bill, 0%, due 09/13/2018 912796NV7 345,000 $343,415.87 0.13%
VERIZON COMMUNICATIONS 4.862%, due 08/21/2046 92343VCK8 350,000 $339,356.16 0.13%
WAMU MORTGAGE PASS-THROUGH CER Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 92922F5T1 355,016 $352,101.12 0.13%
WELLS FARGO & COMPANY Variable rate, due 05/22/2028 95000U2A0 350,000 $335,120.29 0.13%
CALIFORNIA ST TAXABLE-BABS-VAR PURP, GO, 7.95%, due 03/01/2036 13063BFV9 300,000 $324,351.00 0.12%
COMM MORTGAGE TRUST Series 2012-CR5, Class A4, 2.771%, due 12/10/2045 12623SAE0 315,000 $307,711.37 0.12%
ENBRIDGE ENERGY PARTNERS 5.50%, due 09/15/2040 29250RAT3 300,000 $314,919.75 0.12%
GNMA G2 MA4195, 3%, due 01/20/2047 36179SUU9 330,295 $322,556.54 0.12%
GOLDMAN SACHS GROUP INC N/C, 7.50%, due 02/15/2019 38141EA25 300,000 $309,148.64 0.12%
GSAA Home Equity Trust Series 2005-11, Class 3A1, Variable rate, due 10/25/2035 362341QF9 322,365 $321,455.11 0.12%
Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 63940JAC3 300,000 $307,390.71 0.12%
SLM STUDENT LOAN TRUST Series 2003-10A, Class A3, Variable rate, due 12/15/2027 78442GJG2 309,229 $311,310.79 0.12%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $329,160.74 0.12%
ACTAVIS FUNDING SCS 3.80%, due 03/15/2025 00507UAS0 300,000 $292,457.28 0.11%
ALABAMA POWER CAP TR V Preferred, Variable rate, due 10/01/2042 01039XAA8 300,000 $299,625.00 0.11%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 300,000 $298,715.38 0.11%
BANK OF NY MELLON CORP Variable rate, due 05/16/2023 06406RAC1 300,000 $290,801.81 0.11%
BECTON DICKINSON 3.25%, due 11/12/2020 075887AW9 300,000 $298,509.68 0.11%
Brazos Higher Education Authority, Inc. Series 2011-2, Class A3, Variable rate, due 10/27/2036 10620NCL0 300,000 $305,438.52 0.11%
COMCAST CORP 4.65%, due 07/15/2042 20030NBE0 300,000 $290,779.83 0.11%
Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 26251BAL0 282,000 $283,027.89 0.11%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 286,835 $284,752.76 0.11%
FRESENIUS MED CARE II 6.50%, due 09/15/2018 35802XAA1 300,000 $302,515.47 0.11%
GS MORTGAGE SECURITIES TRUST Series 2012-SHOP, Class A, 2.933%, due 06/05/2031 36192LAA3 285,000 $285,455.60 0.11%
HCP INC 3.75%, due 02/01/2019 40414LAF6 300,000 $300,933.11 0.11%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST Series 2012-HSBC, Class A, 3.0934%, due 07/05/2032 46637YAA7 293,711 $292,054.44 0.11%
Navient Student Loan Trust Series 2014-3, Class A, Variable rate, due 03/25/2083 63938JAA1 291,189 $290,319.80 0.11%
REPUBLIC OF CHILE N/C, 2.25%, due 10/30/2022 168863BN7 300,000 $286,950.00 0.11%
SANTANDER UK PLC N/C, 2.50%, due 03/14/2019 80283LAK9 300,000 $299,421.34 0.11%
SOUTHWESTERN ELEC POWER 3.55%, due 02/15/2022 845437BM3 300,000 $301,126.02 0.11%
VEREIT OPERATING PARTNERSHIP 3%, due 02/06/2019 03879QAD6 300,000 $299,907.30 0.11%
WELLS FARGO & COMPANY N/C, 2.625%, due 07/22/2022 95000U2B8 300,000 $288,697.52 0.11%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 255,000 $255,730.68 0.10%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC Series 2015-200P, Class A, 3.218%, due 04/14/2033 05526QAA4 285,000 $278,112.58 0.10%
Brazos Higher Education Authority, Inc. Series 2011-1, Class A3, Variable rate, due 11/25/2033 10620NCH9 270,000 $276,515.78 0.10%
CGRBS COMMERCIAL MORTGAGE TRUST Series 2013-VN05, Class A, 3.369%, due 03/13/2035 125354AA8 280,000 $279,431.18 0.10%
CITIGROUP INC N/C, 8.50%, due 05/22/2019 172967EV9 250,000 $262,769.41 0.10%
Freddie Mac FN C91981, 3%, due 02/01/2038 3128P8FW6 279,324 $273,462.66 0.10%
GNMA G2 MA4722, 5%, due 09/20/2047 36179TG74 259,899 $273,334.57 0.10%
JP Morgan Mortgage Acquisition Corp. Series 2006-ACC1, Class M1, Variable rate, due 05/25/2036 46628RAF2 260,000 $255,395.84 0.10%
LIBERTY STREET TRUST Series 2016-225L, Class A, 3.597%, due 02/10/2036 902055AA0 275,000 $272,513.53 0.10%
Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 59549WAA1 247,373 $257,353.43 0.10%
Securitized Asset Backed Receivables LLC Trust Series 2006-OP1, Class M2, Variable rate, due 10/25/2035 81375WJG2 260,000 $261,614.94 0.10%
SPRINT SPECTRUM / SPEC I 3.36%, due 09/20/2021 85208NAA8 271,250 $270,232.81 0.10%
UNION PACIFIC CORP 3.95%, due 09/10/2028 907818EY0 270,000 $271,352.10 0.10%
VODAFONE GROUP PLC 4.375%, due 05/30/2028 92857WBK5 265,000 $262,822.90 0.10%
ALEXANDRIA REAL ESTATE EQUITIES 4.30%, due 01/15/2026 015271AH2 250,000 $249,698.54 0.09%
AMERICAN CAMPUS CMNTYS 3.625%, due 11/15/2027 024836AD0 250,000 $233,948.13 0.09%
AT&T INC 4.80%, due 06/15/2044 00206RCG5 250,000 $232,863.34 0.09%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 250,482 $233,542.42 0.09%
CCO HLDGS LLC/CAP CORP 5%, due 02/01/2028 1248EPBX0 255,000 $238,743.75 0.09%
CELGENE CORP 3.875%, due 08/15/2025 151020AS3 250,000 $244,389.79 0.09%
CENTENE CORP 4.75%, due 01/15/2025 15135BAJ0 248,000 $248,620.00 0.09%
FED REPUBLIC OF BRAZIL 4.25%, due 01/07/2025 105756BV1 250,000 $235,312.50 0.09%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series KF16, Class A, Variable rate, due 03/25/2026 3137BPC80 241,551 $242,894.98 0.09%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 323,248 $244,141.66 0.09%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 232,031 $239,132.48 0.09%
GNMA G2 MA4453, 4.50%, due 05/20/2047 36179S5N3 218,797 $228,738.62 0.09%
GRACE MORTGAGE TRUST Series 2014-GRCE, Class A, 3.3687%, due 06/10/2028 38406HAA0 250,000 $250,873.10 0.09%
IRVINE CORE OFFICE TRUST Series 2013-IRV, Class A2, Variable rate, due 05/15/2048 46361TAC6 235,000 $232,330.45 0.09%
Navient Student Loan Trust Series 2015-1, Class A2, Variable rate, due 04/25/2040 63939FAB6 250,000 $250,885.40 0.09%
OBP DEPOSITOR LLC TRUST Series 2010-OBP, Class A, 4.6462%, due 07/15/2045 67087MAA4 245,000 $251,229.74 0.09%
PETROLEOS MEXICANOS 4.50%, due 01/23/2026 71654QBW1 250,000 $229,377.50 0.09%
Residential Asset Securities Corporation Series 2006-EMX3, Class A3, Variable rate, due 04/25/2036 76113ACA7 260,000 $249,699.48 0.09%
SLM Student Loan Trust Series 2005-5, Class A5, Variable rate, due 10/25/2040 78442GPR1 250,000 $250,565.05 0.09%
SLM Student Loan Trust Series 2006-2, Class A6, Variable rate, due 01/25/2041 78442GRX6 250,000 $244,319.98 0.09%
SUNOCO LOGISTICS PARTNERS 5.40%, due 10/01/2047 86765BAV1 250,000 $231,154.77 0.09%
SUNTORY HOLDINGS LTD 2.55%, due 09/29/2019 86803UAB7 250,000 $248,041.88 0.09%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 240,000 $241,407.84 0.09%
TEVA PHARMACEUTICALS FINANCE NETHERLANDS 1.70%, due 07/19/2019 88167AAB7 250,000 $244,683.68 0.09%
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST Series 2013-C6, Class A3, 2.9707%, due 04/10/2046 90349GBE4 249,678 $245,181.84 0.09%
UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 91412GTG0 225,000 $240,459.75 0.09%
UNIVERSAL HEALTH SVCS 3.75%, due 08/01/2019 913903AP5 250,000 $251,562.50 0.09%
VNO MORTGAGE TRUST Series 2012-6AVE, Class A, 2.9956%, due 11/15/2030 91830CAA6 250,000 $246,306.58 0.09%
WELLS FARGO & COMPANY N/C, 3%, due 10/23/2026 949746SH5 250,000 $231,824.79 0.09%
WESTROCK RKT CO 4.45%, due 03/01/2019 772739AJ7 250,000 $252,540.81 0.09%
AMERICAN TOWER CORP 3%, due 06/15/2023 03027XAQ3 215,000 $205,506.04 0.08%
ANHEUSER-BUSCH INBEV FIN 4.90%, due 02/01/2046 035242AN6 200,000 $206,920.24 0.08%
CENTRAL GARDEN & PET CO 5.125%, due 02/01/2028 153527AM8 228,000 $213,248.40 0.08%
CLEAN HARBORS INC 5.125%, due 06/01/2021 184496AL1 210,000 $211,969.80 0.08%
COMM MORTGAGE TRUST Series 2012-CR5, Class A3, 2.54%, due 12/10/2045 12623SAD2 225,000 $218,283.19 0.08%
CROATIA N/C, 6%, due 01/26/2024 226775AG9 200,000 $214,851.00 0.08%
DOMINICAN REPUBLIC N/C, 6.60%, due 01/28/2024 P3579EAT4 200,000 $210,888.00 0.08%
EFS Volunteer No 3 LLC Series 2012-1, Class A3, Variable rate, due 04/25/2033 26845CAC1 200,000 $201,505.08 0.08%
ENTERGY LOUISIANA LLC 6.50%, due 09/01/2018 29364WAJ7 200,000 $201,461.46 0.08%
Fannie Mae FN AN4665, 3.49%, due 02/01/2032 3138LHFF6 205,769 $204,233.14 0.08%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 205,414 $209,327.59 0.08%
GENERAL MOTORS FINL CO 2.40%, due 05/09/2019 37045XBJ4 210,000 $209,103.97 0.08%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 233,836 $226,424.75 0.08%
HUNGARY N/C, 5.75%, due 11/22/2023 445545AJ5 200,000 $216,290.60 0.08%
MACQUARIE BANK LTD N/C, 2.35%, due 01/15/2019 55608PAT1 225,000 $224,407.85 0.08%
PENNSYLVANIA ELECTRIC CO 6.625%, due 04/01/2019 708696BM0 200,000 $205,060.79 0.08%
REPUBLIC OF PANAMA 4%, due 09/22/2024 698299BD5 200,000 $201,500.00 0.08%
REPUBLIC OF PARAGUAY N/C, 4.625%, due 01/25/2023 P75744AA3 200,000 $200,500.00 0.08%
RUSSIAN FEDERATION 4.875%, due 09/16/2023 X74359AE4 200,000 $206,826.00 0.08%
Soundview Home Equity Loan Trust Series 2006-2, Class M1, Variable rate, due 03/25/2036 83611MNH7 204,022 $204,471.17 0.08%
SPECTRA ENERGY PARTNERS 4.60%, due 06/15/2021 84756NAB5 200,000 $205,316.52 0.08%
ALTICE US FINANCE I CORP 5.50%, due 05/15/2026 02155FAC9 200,000 $196,750.00 0.07%
AMEREN ILLINOIS CO 3.70%, due 12/01/2047 02361DAR1 200,000 $187,370.33 0.07%
AMERICAN EXPRESS CREDIT CORP 1.80%, due 07/31/2018 0258M0DV8 175,000 $174,886.46 0.07%
Asset Backed Funding Certificates Series 2006-OPT1, Class A2, Variable rate, due 09/25/2036 00075QAR3 203,089 $199,116.10 0.07%
AT&T INC 4.30%, due 02/15/2030 00206RES7 200,000 $191,585.85 0.07%
BAXALTA INC 2%, due 06/22/2018 07177MAG8 200,000 $199,991.73 0.07%
CBS CORP 3.70%, due 06/01/2028 124857AV5 200,000 $185,924.86 0.07%
CELGENE CORP 5%, due 08/15/2045 151020AU8 200,000 $199,074.63 0.07%
CONSTELLATION BRANDS INC 2%, due 11/07/2019 21036PAU2 200,000 $197,310.53 0.07%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 200,000 $188,500.00 0.07%
DISCOVER BANK 2.60%, due 11/13/2018 254672UH9 200,000 $199,845.23 0.07%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series KF10, Class A, Variable rate, due 07/25/2022 3137BLMP0 181,292 $181,920.17 0.07%
FIRST DATA CORPORATION FDC TL 1L USD LX169513 175,000 $174,812.75 0.07%
HCA INC 4.75%, due 05/01/2023 404121AF2 180,000 $181,800.00 0.07%
IMS HEALTH INC 5%, due 10/15/2026 449934AD0 200,000 $195,000.00 0.07%
LIFESTORAGE LP 3.875%, due 12/15/2027 53227JAA2 200,000 $189,856.52 0.07%
MONSANTO CO 2.125%, due 07/15/2019 61166WAS0 200,000 $197,665.55 0.07%
MOODY'S CORPORATION N/C, Variable rate, due 09/04/2018 615369AH8 200,000 $200,070.31 0.07%
MortgageIT Trust Series 2005-5, Class A1, Variable rate, due 12/25/2035 61915RAU0 199,031 $198,371.04 0.07%
NEW YORK NY TAXABLE, 3.05%, due 10/01/2029 64966MQN2 200,000 $188,476.00 0.07%
NY & PRESBYTERIAN HOSPITAL 3.563%, due 08/01/2036 649322AC8 200,000 $190,033.30 0.07%
PLAINS ALL AMER PIPELINE 3.85%, due 10/15/2023 72650RBD3 200,000 $195,323.37 0.07%
RECKITT BENCKISER TSY N/C, 2.75%, due 06/26/2024 75625QAD1 200,000 $189,120.04 0.07%
REPUBLIC OF COLOMBIA 2.625%, due 03/15/2023 P3772NHK1 200,000 $188,375.00 0.07%
REPUBLIC OF SOUTH AFRICA N/C, 4.665%, due 01/17/2024 836205AQ7 200,000 $196,134.00 0.07%
REPUBLIC OF TURKEY N/C, 3.25%, due 03/23/2023 900123CA6 200,000 $175,617.60 0.07%
SIRIUS XM RADIO INC 3.875%, due 08/01/2022 82967NAY4 195,000 $190,125.00 0.07%
SLM Student Loan Trust Series 2007-6, Class A4, Variable rate, due 10/25/2024 78444CAD5 175,351 $175,666.43 0.07%
SLM Student Loan Trust Series 2013-2, Class A, Variable rate, due 09/25/2043 78446CAA9 191,054 $191,841.98 0.07%
SPIRE INC 3.543%, due 02/27/2024 84857LAA9 200,000 $195,672.95 0.07%
SUNOCO LP/FINANCE CORP 4.875%, due 01/15/2023 86765LAH0 200,000 $194,000.00 0.07%
VALEANT PHARMACEUTICALS 5.50%, due 11/01/2025 91911KAN2 190,000 $189,762.50 0.07%
VENTAS REALTY LP/CAP CRP 2.70%, due 04/01/2020 92276MBB0 200,000 $197,791.45 0.07%
VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 92769XAM7 200,000 $191,000.00 0.07%
WAMU Mortgage Pass-Through Certificates Series 2005-AR1, Class A2A1, Variable rate, due 01/25/2045 939336X65 198,773 $198,003.85 0.07%
WASTE MANAGEMENT INC 3.15%, due 11/15/2027 94106LBE8 190,000 $178,663.82 0.07%
1011778 BC / NEW RED FIN 4.25%, due 05/15/2024 68245XAC3 165,000 $158,400.00 0.06%
ALEXANDRIA REAL ESTATE EQUITIES 2.75%, due 01/15/2020 015271AF6 150,000 $148,720.93 0.06%
ANTHEM INC 3.30%, due 01/15/2023 94973VBA4 150,000 $147,644.31 0.06%
AXALTA COATING SYSTEMS 4.875%, due 08/15/2024 05453GAA3 150,000 $149,812.50 0.06%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 175,000 $157,634.14 0.06%
Credit Suisse Mortgage Trust Series 2011-5R, Class 2A1, Variable rate, due 08/27/2046 12645LAH2 166,953 $168,732.13 0.06%
CVS HEALTH CORP 3.875%, due 07/20/2025 126650CL2 150,000 $147,332.51 0.06%
DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 247367AX3 157,870 $169,330.71 0.06%
ENERGY TRANSFER PARTNERS 5.20%, due 02/01/2022 29273RAQ2 145,000 $150,695.08 0.06%
Fannie Mae FN AN1151, 3.20%, due 03/01/2031 3138LDH55 158,802 $153,649.75 0.06%
FORD MOTOR CREDIT CO LLC N/C, 2.943%, due 01/08/2019 345397XT5 150,000 $149,977.87 0.06%
GILEAD SCIENCES INC 3.65%, due 03/01/2026 375558BF9 175,000 $173,303.52 0.06%
GNMA G2 MA4777, 3%, due 10/20/2047 36179TJW6 169,070 $164,916.11 0.06%
HEALTHCARE REALTY TRUST 3.75%, due 04/15/2023 421946AH7 175,000 $171,705.95 0.06%
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 45824TAP0 170,000 $152,150.00 0.06%
ITRON INC 5%, due 01/15/2026 465740AA6 175,000 $168,437.50 0.06%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST Series 2011-C4, Class A3, 4.1063%, due 07/15/2046 46636DAE6 149,303 $149,302.98 0.06%
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 50077LAB2 175,000 $154,970.79 0.06%
Morgan Stanley Mortgage Loan Trust Series 2005-2AR, Class A, Variable rate, due 04/25/2035 61745M4E0 149,281 $148,422.55 0.06%
Navient Student Loan Trust Series 2014-8, Class A3, Variable rate, due 05/27/2049 63939DAC9 150,000 $150,707.49 0.06%
NEWELL BRANDS INC 2.875%, due 12/01/2019 651229AP1 150,000 $149,039.22 0.06%
OI EUROPEAN GROUP BV 4%, due 03/15/2023 67777LAC7 175,000 $165,375.00 0.06%
ROCKIES EXPRESS PIPELINE 6%, due 01/15/2019 77340RAP2 145,000 $147,102.50 0.06%
SBA COMMUNICATIONS CORP 4%, due 10/01/2022 78410GAA2 157,000 $152,486.25 0.06%
TELEFLEX INC 4.625%, due 11/15/2027 879369AF3 180,000 $172,125.00 0.06%
TIME WARNER CABLE LLC 5.875%, due 11/15/2040 88732JAY4 150,000 $150,432.04 0.06%
VENTAS REALTY Variable rate, due 08/03/2020 150,000 $148,500.00 0.06%
WALGREENS BOOTS ALLIANCE 3.80%, due 11/18/2024 931427AH1 150,000 $148,360.85 0.06%
WELLS FARGO COMMERCIAL MORTGAGE TRUST Series 2013-120B, Class A, Variable rate, due 03/18/2028 94988LAA0 170,000 $168,352.04 0.06%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 135,794 $133,034.72 0.05%
BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC Series 2013-TYSN, Class A2, 3.7562%, due 09/05/2032 05529SAC3 125,000 $126,398.95 0.05%
Bear Stearns Alt-A Trust Series 2004-6, Class 1A, Variable rate, due 07/25/2034 07386HJU6 126,171 $126,109.07 0.05%
CATALENT PHARMA SOLUTION 4.875%, due 01/15/2026 14879EAD0 140,000 $134,400.00 0.05%
DUKE ENERGY CAROLINAS 3.70%, due 12/01/2047 26442CAT1 155,000 $145,711.32 0.05%
EDUCATION REALTY OPERATING PART 4.60%, due 12/01/2024 28140TAA6 125,000 $124,698.29 0.05%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series KF08, Class A, Variable rate, due 01/25/2022 3137BJPH0 143,661 $144,013.46 0.05%
FLORIDA TPK AUTH TPK REV TAXABLE-BABS, 6.80%, due 07/01/2039 343136L70 125,000 $130,193.75 0.05%
HCA INC 6.50%, due 02/15/2020 404121AC9 126,000 $131,788.44 0.05%
HOLOGIC INC 4.625%, due 02/01/2028 436440AM3 135,000 $128,883.15 0.05%
IHS MARKIT LTD 4%, due 03/01/2026 44962LAC1 135,000 $129,802.50 0.05%
MET WTR DIST OF STHRN CA TAXABLE-BABS, 6.538%, due 07/01/2039 59266TCJ8 130,000 $135,002.40 0.05%
MULTI-COLOR CORP 4.875%, due 11/01/2025 62539BAA3 150,000 $141,562.50 0.05%
NEXTERA ENERGY OPERATING 4.50%, due 09/15/2027 65342QAB8 150,000 $140,437.50 0.05%
PLAINS ALL AMER PIPELINE 2.85%, due 01/31/2023 72650RBB7 150,000 $141,246.06 0.05%
POST HOLDINGS INC 5.75%, due 03/01/2027 737446AM6 130,000 $126,587.50 0.05%
REPUBLIC SERVICES INC 2.90%, due 07/01/2026 760759AR1 150,000 $138,429.48 0.05%
Residential Asset Securities Corp. Seroes 2006-KS4, Class A4, Variable rate, due 06/25/2036 75406EAD3 144,579 $144,543.61 0.05%
SERVICE CORP INTL 4.625%, due 12/15/2027 817565CD4 145,000 $139,562.50 0.05%
SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST Series 2015-5AVE, Class A1, Variable rate, due 01/05/2043 78413MAA6 150,000 $143,498.24 0.05%
SLC Student Loan Trust Series 2006-2, Class A6, Variable rate, due 09/15/2039 784428AF1 130,000 $126,718.33 0.05%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 130,000 $127,797.23 0.05%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 100,000 $94,456.71 0.04%
ANTHEM INC 3.65%, due 12/01/2027 036752AB9 120,000 $113,751.48 0.04%
ASTRAZENECA PLC 3.125%, due 06/12/2027 046353AN8 100,000 $94,417.00 0.04%
Citigroup Mortgage Loan Trust Series 2006-HE1, Class M2, Variable rate, due 01/25/2036 17307G4X3 112,907 $113,235.24 0.04%
CROWNROCK LP/CROWNROCK F 5.625%, due 10/15/2025 228701AF5 120,000 $117,600.00 0.04%
Fannie Mae FN AM4724, 3.95%, due 11/01/2025 3138L5HA1 93,665 $97,004.91 0.04%
Fannie Mae FN AM5673, 3.65%, due 04/01/2023 3138L6JT6 117,272 $119,080.81 0.04%
Fannie Mae FN AM7122, 3.61%, due 11/01/2034 3138L74G8 119,997 $119,545.30 0.04%
Fannie Mae FN AM7817, 3.31%, due 01/01/2027 3138L8VK7 94,549 $94,136.61 0.04%
Fannie Mae FN AN2786, 2.76%, due 09/01/2036 3138LFCY2 120,000 $107,525.26 0.04%
Fannie Mae FN AN5529, 3.02%, due 06/01/2028 3138LJEB2 98,505 $95,196.73 0.04%
FIRST QUALITY FINANCE CO 5%, due 07/01/2025 336130AB5 122,000 $113,460.00 0.04%
HCA INC 5%, due 03/15/2024 404119BN8 100,000 $101,250.00 0.04%
Impac Secured Assets Corp. Series 2004-3, Class 1A4, Variable rate, due 11/25/2034 45254TPX6 95,028 $95,109.91 0.04%
MATTHEWS INTERNATIONAL CORP 5.25%, due 12/01/2025 577128AA9 120,000 $115,500.00 0.04%
MOLINA HEALTHCARE INC 4.875%, due 06/15/2025 60855RAH3 115,000 $110,434.50 0.04%
NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 666807BM3 100,000 $94,993.77 0.04%
REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 760942BB7 100,000 $101,562.50 0.04%
SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 785592AM8 100,000 $106,336.61 0.04%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 120,286 $119,497.13 0.04%
SPRINT COMMUNICATIONS 9%, due 11/15/2018 852061AK6 112,000 $114,682.40 0.04%
Structured Adjustable Rate Mortgage Loan Trust Variable rate, due 09/25/2034 863579AP3 101,068 $101,221.62 0.04%
TENET HEALTHCARE CORP 4.625%, due 07/15/2024 88033GCR9 101,000 $97,465.00 0.04%
ZAYO GROUP LLC/ZAYO CAP 5.75%, due 01/15/2027 989194AP0 120,000 $119,100.00 0.04%
ABBVIE INC 3.20%, due 05/14/2026 00287YAY5 100,000 $93,334.95 0.03%
AMAZON.COM INC 3.15%, due 08/22/2027 023135BC9 75,000 $72,121.96 0.03%
BANK OF AMERICA CORP Variable rate, due 10/01/2025 06051GGT0 75,000 $71,396.92 0.03%
CENTENNIAL RESOURCE PRODUCTION 5.375%, due 01/15/2026 15138AAA8 95,000 $93,100.00 0.03%
CHS/COMMUNITY HEALTH SYS 6.25%, due 03/31/2023 12543DAY6 95,000 $89,537.50 0.03%
CIGNA CORP 3.05%, due 10/15/2027 125509BV0 75,000 $67,595.12 0.03%
COMCAST CORP 3.969%, due 11/01/2047 20030NCC3 100,000 $86,913.98 0.03%
DAVITA INC 5.75%, due 08/15/2022 23918KAP3 70,000 $71,443.75 0.03%
ENDEAVOR ENERGY RESOURCES 5.75%, due 01/30/2028 29260FAE0 75,000 $73,781.25 0.03%
ENERGY TRANSFER EQUITY 4.25%, due 03/15/2023 29273VAG5 75,000 $73,680.00 0.03%
Fannie Mae FN AM5948, 3.54%, due 05/01/2029 3138L6TE8 87,530 $87,685.27 0.03%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 70,000 $66,816.14 0.03%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 75,000 $71,495.78 0.03%
JOHNSON & JOHNSON 3.625%, due 03/03/2037 478160CF9 75,000 $73,077.31 0.03%
MGM GROWTH/MGM FINANCE 4.50%, due 01/15/2028 55303XAF2 80,000 $73,400.00 0.03%
Navient Student Loan Trust Series 2014-5, Class A, Variable rate, due 03/25/2083 63938WAA2 93,688 $93,441.46 0.03%
ORACLE CORP 3.25%, due 11/15/2027 68389XBN4 80,000 $77,062.30 0.03%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 80,000 $75,945.80 0.03%
WELLCARE HEALTH PLANS 5.25%, due 04/01/2025 94946TAC0 70,000 $70,437.50 0.03%
WELLTOWER INC 4.50%, due 01/15/2024 42217KBC9 75,000 $76,099.14 0.03%
AT&T INC 4.50%, due 03/09/2048 00206RDJ8 72,000 $63,582.16 0.02%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN Series 2012-PARK, Class A, 2.959%, due 12/10/2030 05524UAA7 50,000 $49,134.03 0.02%
BAT CAPITAL CORP 2.764%, due 08/15/2022 05526DAU9 50,000 $48,037.59 0.02%
CABLE ONE INC 5.75%, due 06/15/2022 12685JAA3 65,000 $66,462.50 0.02%
CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 15911NAA3 55,000 $52,868.75 0.02%
CROWN AMER/CAP CORP V 4.25%, due 09/30/2026 22819KAB6 50,000 $45,687.50 0.02%
CSC HOLDINGS LLC 5.25%, due 06/01/2024 126307AH0 50,000 $48,000.00 0.02%
Fannie Mae FN AN0550, 3.63%, due 02/01/2031 3138LCTG0 43,321 $43,586.97 0.02%
Fannie Mae FN MA2896, 3.50%, due 02/01/2047 31418CGE8 56,948 $56,674.60 0.02%
FIRST QUALITY FINANCE CO 4.625%, due 05/15/2021 336130AA7 50,000 $49,187.50 0.02%
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 38869PAL8 50,000 $50,562.50 0.02%
HCA INC 3.75%, due 03/15/2019 404119BM0 50,000 $50,385.00 0.02%
HCA INC 5.25%, due 04/15/2025 404119BQ1 53,000 $53,861.25 0.02%
LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 527298BK8 65,000 $64,187.50 0.02%
MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 55303XAC9 40,000 $41,000.00 0.02%
MORGAN STANLEY CAPITAL I TRUST Series 2014-MP, Class A, 3.469%, due 08/11/2029 61764JAA4 50,000 $49,909.02 0.02%
NGPL PIPECO LLC 4.375%, due 08/15/2022 62912XAE4 55,000 $55,206.25 0.02%
PARSLEY ENERGY LLC/FINAN 5.25%, due 08/15/2025 701885AF2 60,000 $59,850.00 0.02%
PLAINS ALL AMER PIPELINE 4.65%, due 10/15/2025 72650RBJ0 50,000 $49,791.79 0.02%
RBSCF TRUST Series 2013-GSP, Class A, Variable rate, due 01/13/2032 74932QAA8 50,000 $50,444.05 0.02%
REYNOLDS GRP ISS/REYNOLD 5.75%, due 10/15/2020 761735AP4 48,455 $48,818.81 0.02%
ROCKIES EXPRESS PIPELINE 5.625%, due 04/15/2020 77340RAK3 45,000 $46,406.25 0.02%
SERVICE CORP INTL 4.50%, due 11/15/2020 817565BW3 50,000 $50,250.00 0.02%
SPRINT CAPITAL CORP COMPANY GUARNT, MWC only, 6.875%, due 11/15/2028 852060AD4 48,000 $47,280.00 0.02%
TENET HEALTHCARE CORP 4.375%, due 10/01/2021 88033GCA6 60,000 $59,850.00 0.02%
VALEANT PHARMACEUTICALS 6.125%, due 04/15/2025 91831AAC5 50,000 $47,375.00 0.02%
VRX ESCROW CORP 5.875%, due 05/15/2023 91831AAB7 60,000 $58,351.20 0.02%
Wells Fargo Home Equity Trust Series 2005-2, Class M4, Variable rate, due 04/25/2035 94981PAG5 47,246 $47,434.09 0.02%
ANTERO RESOURCES CORP 5%, due 03/01/2025 03674XAJ5 15,000 $15,112.50 0.01%
B&G Foods, Inc. 4.625%, due 06/01/2021 05508WAA3 29,000 $28,882.55 0.01%
BALL CORP 5.25%, due 07/01/2025 058498AT3 17,000 $17,552.50 0.01%
CANADIAN NATL RESOURCES 3.85%, due 06/01/2027 136385AX9 20,000 $19,426.27 0.01%
CCO HLDGS LLC/CAP CORP 5.125%, due 05/01/2027 1248EPBT9 25,000 $23,625.00 0.01%
CENTRAL GARDEN & PET CO 6.125%, due 11/15/2023 153527AL0 30,000 $31,200.00 0.01%
CHENIERE CORP CHRISTI HD 5.125%, due 06/30/2027 16412XAG0 29,000 $29,217.50 0.01%
CUMBERLAND FARMS 6.75%, due 05/01/2025 23062PAE1 35,000 $35,962.50 0.01%
FIRST DATA CORPORATION 5%, due 01/15/2024 32008DAA4 22,000 $22,082.50 0.01%
IHS MARKIT LTD 5%, due 11/01/2022 44962LAA5 17,000 $17,425.00 0.01%
KFC HLD/PIZZA HUT/TACO BELL 5.25%, due 06/01/2026 48250NAB1 25,000 $24,750.00 0.01%
LAMB WESTON HLD 4.625%, due 11/01/2024 513272AA2 20,000 $19,875.00 0.01%
LEVEL 3 FINANCING INC 5.25%, due 03/15/2026 527298BM4 25,000 $24,000.00 0.01%
NEWFIELD EXPLORATION CO 5.75%, due 01/30/2022 651290AP3 15,000 $15,750.00 0.01%
PARSLEY ENERGY LLC/FINAN 5.625%, due 10/15/2027 701885AH8 30,000 $30,028.50 0.01%
POST HOLDINGS INC 5.625%, due 01/15/2028 737446AN4 25,000 $23,781.25 0.01%
ROCKIES EXPRESS PIPELINE 6.85%, due 07/15/2018 77340RAC1 35,000 $35,087.50 0.01%
SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 78388JAV8 22,000 $21,312.50 0.01%
SERVICE CORP INTL 5.375%, due 01/15/2022 817565BZ6 20,000 $20,292.50 0.01%
SP FINCO LLC 6.75%, due 07/01/2025 84611WAB0 15,000 $14,250.00 0.01%
TENET HEALTHCARE CORP 4.50%, due 04/01/2021 88033GBY5 29,000 $29,063.51 0.01%
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 893829AA9 21,250 $21,754.69 0.01%
VALVOLINE INC 4.375%, due 08/15/2025 92047WAB7 30,000 $28,537.50 0.01%
VALVOLINE INC 5.50%, due 07/15/2024 92047WAC5 24,000 $24,272.64 0.01%
DAVITA HEALTHCARE PARTNERS 5.125%, due 07/15/2024 23918KAQ1 5,000 $4,921.88 0.00%
DIAMONDBACK ENERGY INC 4.75%, due 11/01/2024 25278XAE9 13,000 $12,740.00 0.00%
GARTNER INC 5.125%, due 04/01/2025 366651AB3 10,000 $9,987.50 0.00%
GNMA G2 MA4899, 3%, due 12/20/2047 36179TNQ4 0 $0.00 0.00%
GULFPORT ENERGY CORP 6.375%, due 05/15/2025 402635AL0 7,000 $6,807.50 0.00%
MSCI INC 4.75%, due 08/01/2026 55354GAD2 11,000 $10,766.25 0.00%
NEWFIELD EXPLORATION CO 5.625%, due 07/01/2024 651290AQ1 10,000 $10,628.00 0.00%
TENET HEALTHCARE CORP 4.75%, due 06/01/2020 88033GBU3 10,000 $10,125.00 0.00%
Currency Forward Positions
Trading Currency Ascending sort Local Value Contract Value Market Value Gain/Loss
USD->JPY 07-02-2018 -300,000,000.00 JPY $2,812,596.68 ($2,713,223.16) $99,373.52
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 and the Internal Revenue Code. First Trust has no knowledge of and has not been provided any information regarding any investor. Financial advisors must determine whether particular investments are appropriate for their clients. First Trust believes the financial advisor is a fiduciary, is capable of evaluating investment risks independently and is responsible for exercising independent judgment with respect to its retirement plan clients.
First Trust Portfolios L.P.  Member SIPC and FINRA.
First Trust Advisors L.P.
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