Home   Logon   Mobile Site   Research and Commentary   About Us   Call 1.800.621.1675 or Email Us       Follow Us: 

Search by Ticker, Keyword or CUSIP       
 
 
First Trust TCW Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 8/15/2019 *

Total Number of Holdings: 642

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 1.75%, due 07/31/2021 9128287F1 65,260,000 $65,582,476.40 8.00%
U.S. Treasury Note, 1.625%, due 06/30/2024 9128286Z8 50,705,000 $51,460,623.16 6.28%
U.S. Treasury Note, 1.75%, due 07/31/2024 912828Y87 39,930,000 $40,553,906.30 4.95%
US 2YR NOTE (CBT) Sep19 TUU9 160 $34,522,500.16 4.21%
US 5YR NOTE (CBT) Sep19 FVU9 243 $29,023,312.50 3.54%
US 5YR NOTE (CBT) Dec19 FVZ9 238 $28,526,531.25 3.48%
U.S. Treasury Note, 1.625%, due 06/30/2021 9128287A2 28,060,000 $28,114,804.56 3.43%
U.S. Treasury Bond, 2.875%, due 05/15/2049 912810SH2 23,347,000 $28,077,959.50 3.42%
U.S. Treasury Bond, 2.25%, due 08/15/2049 912810SJ8 24,450,000 $25,941,831.92 3.16%
U.S. Treasury Note, 2.125%, due 05/31/2021 9128286V7 18,325,000 $18,515,408.12 2.26%
U.S. Treasury Note, 2.375%, due 05/15/2029 9128286T2 12,125,000 $13,052,373.12 1.59%
US 2YR NOTE (CBT) Dec19 TUZ9 47 $10,163,750.00 1.24%
U.S. Treasury Inflation Indexed Bond, 1%, due 02/15/2049 912810SG4 8,111,000 $9,632,333.26 1.17%
U.S. Treasury Inflation Indexed Note, 0.25%, due 07/15/2029 9128287D6 7,711,000 $7,929,398.54 0.97%
U.S. Treasury Inflation Indexed Note, 0.50%, due 04/15/2024 9128286N5 7,135,000 $7,385,394.56 0.90%
Freddie Mac FG G67717, 4%, due 11/01/2048 3132XCSE6 6,769,115 $7,226,512.85 0.88%
GNMA TBA, 4.50%, due 09/01/2048 21H0426A2 5,065,000 $5,276,305.47 0.64%
Freddie Mac FG G08715, 3%, due 07/01/2046 3128MJYM6 5,065,661 $5,200,936.06 0.63%
Freddie Mac FG G67714, 4%, due 07/01/2048 3132XCSB2 4,830,481 $5,158,853.77 0.63%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 4,500,000 $4,540,441.00 0.55%
GNMA G2 MA4778, 3.50%, due 10/20/2047 36179TJX4 4,165,133 $4,320,460.42 0.53%
GNMA G2 MA4837, 3.50%, due 11/20/2047 36179TLS2 4,020,499 $4,169,176.19 0.51%
SLM Student Loan Trust Series 2011-2, Class A2, Variable rate, due 10/25/2034 78446JAB2 4,150,000 $4,213,949.01 0.51%
Freddie Mac FG G08791, 3%, due 12/01/2047 3128MJ2Z2 3,878,353 $3,981,839.95 0.49%
Navient Student Loan Trust Series 2017-5A, Class A, Variable rate, due 07/26/2066 63940CAA2 4,048,801 $4,053,289.01 0.49%
Legacy Mortgage Asset Trust Series 2019-GS1, Class A1, Variable rate, due 01/25/2059 52473VAA8 3,880,773 $3,975,590.18 0.48%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 3,664,047 $3,819,519.96 0.47%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 3,586,831 $3,693,857.89 0.45%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 3,733,541 $3,666,970.56 0.45%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 3,724,093 $3,686,202.24 0.45%
CIM Trust Series 2017-3, Class A1, Variable rate, due 01/25/2057 12552AAA2 3,467,638 $3,540,776.82 0.43%
CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 12555VAA3 3,500,000 $3,527,247.50 0.43%
FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 3136A4GN3 3,249,199 $3,538,268.05 0.43%
Freddie Mac FG G67709, 3.50%, due 03/01/2048 3132XCR64 3,337,124 $3,501,174.32 0.43%
Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 02150MAA3 3,979,434 $3,456,325.08 0.42%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 2,955,000 $3,410,252.92 0.42%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 3,273,332 $3,409,991.24 0.42%
AVOLON HOLDINGS FNDG LTD 5.125%, due 10/01/2023 05401AAB7 3,200,000 $3,396,224.00 0.41%
GNMA G2 MA5399, 4.50%, due 08/20/2048 36179T7L3 3,160,742 $3,305,766.06 0.40%
CIM Trust Series 2017-6, Class A1, Variable rate, due 06/25/2057 12553GAA8 3,038,363 $3,077,988.86 0.38%
FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 3136A7N65 2,882,004 $3,154,809.77 0.38%
GNMA G2 MA5136, 3.50%, due 04/20/2048 36179TV51 2,970,707 $3,079,944.32 0.38%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K093, Class AM, 2.726%, due 05/25/2052 3137FMCS9 2,855,000 $3,001,252.80 0.37%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 2,866,566 $3,023,339.27 0.37%
GE CAPITAL INTL FUNDING 2.342%, due 11/15/2020 36164QMS4 3,035,000 $3,009,410.00 0.37%
JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 46628LAA6 3,312,111 $2,993,478.05 0.37%
Freddie Mac FG G67708, 3.50%, due 03/01/2048 3132XCR56 2,816,140 $2,939,032.87 0.36%
GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 36185MEE8 2,943,118 $2,975,279.08 0.36%
GNMA G2 MA4651, 3%, due 08/20/2047 36179TEY7 2,859,679 $2,950,676.00 0.36%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 2,875,486 $2,849,652.87 0.35%
Freddie Mac FG G18622, 2.50%, due 12/01/2031 3128MMVQ3 2,851,538 $2,893,384.91 0.35%
Freddie Mac FG G16524, 3.50%, due 05/01/2033 3128MFPH5 2,631,328 $2,751,054.51 0.34%
GENERAL ELECTRIC CO 6.75%, due 03/15/2032 36962GXZ2 2,240,000 $2,767,385.60 0.34%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 2,566,091 $2,668,573.41 0.33%
New Century Home Equity Loan Trust Series 2005-4, Class M3, Variable rate, due 09/25/2035 64352VMW8 2,600,000 $2,599,507.30 0.32%
Fannie Mae FN BM3260, 3.50%, due 01/01/2048 3140J7TS4 2,468,902 $2,571,416.14 0.31%
GNMA G2 MA4963, 4%, due 01/20/2048 36179TQQ1 2,341,288 $2,445,524.72 0.30%
Legacy Mortgage Asset Trust Series 2019-GS4, Class A1, Variable rate, due 05/25/2059 52473CAA0 2,461,991 $2,487,274.61 0.30%
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 59024JAA4 2,562,462 $2,432,372.06 0.30%
Fannie Mae FN BM!903, 3.50%, due 08/01/2047 3140J6DH7 2,274,100 $2,384,767.35 0.29%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 2,314,788 $2,372,732.32 0.29%
Fannie Mae FN MA3057, 3.50%, due 07/01/2047 31418CMF8 2,247,563 $2,322,807.30 0.28%
Freddie Mac FG G67718, 4%, due 01/01/2049 3132XCSF3 2,138,091 $2,260,691.85 0.28%
FORD MOTOR CREDIT CO LLC N/C, 3.20%, due 01/15/2021 345397XQ1 2,190,000 $2,203,643.42 0.27%
IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 45660LRX9 2,295,219 $2,224,945.25 0.27%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 2,430,000 $2,209,842.00 0.27%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 2,061,020 $2,129,454.18 0.26%
GMAC Mortgage Corporation Loan Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 2,248,329 $2,112,230.88 0.26%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 1,937,876 $2,022,458.91 0.25%
Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 3132ACSZ4 1,947,611 $2,031,495.36 0.25%
JPMORGAN CHASE & CO Variable rate, due 12/05/2024 46647PAY2 1,890,000 $2,025,462.67 0.25%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 1,900,000 $2,025,287.77 0.25%
VODAFONE GROUP PLC 4.875%, due 06/19/2049 92857WBS8 1,777,000 $2,017,531.85 0.25%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 233851DV3 1,965,000 $1,970,263.78 0.24%
Fannie Mae FN BL0844, 3.87%, due 02/01/2029 3140HR5E9 1,750,000 $2,000,485.64 0.24%
Fannie Mae FN BM4472, 3.50%, due 07/01/2048 3140J86J7 1,850,811 $1,940,744.85 0.24%
Freddie Mac FG WA3208, 3.98%, due 04/01/2034 3132WWYE6 1,682,352 $1,942,178.81 0.24%
Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 31329NF94 1,925,299 $2,005,316.33 0.24%
INTL FLAVOR & FRAGRANCES 5%, due 09/26/2048 459506AL5 1,744,000 $1,964,200.92 0.24%
Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M3, Variable rate, due 03/25/2036 76112BZ45 2,000,000 $2,001,512.80 0.24%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,913,329 $1,925,719.38 0.23%
Fannie Mae FN FM1134, 3%, due 04/01/2048 3140X4HL3 1,856,766 $1,903,815.25 0.23%
HALFMOON PARENT INC 4.90%, due 12/15/2048 40573LAW6 1,600,000 $1,884,476.16 0.23%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 1,952,601 $1,867,149.73 0.23%
FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A2, Variable rate, due 05/25/2033 3137FHQ63 1,520,000 $1,777,371.87 0.22%
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 63940FAC1 1,750,000 $1,813,430.15 0.22%
Fannie Mae FN AM6501, 3.32%, due 08/01/2026 3138L7GK6 1,600,000 $1,732,552.19 0.21%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 1,635,212 $1,727,996.21 0.21%
Fannie Mae FN MA2670, 3%, due 07/01/2046 31418B6G6 1,640,238 $1,683,060.24 0.21%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 BCC2I1ZK2 1,653,203 $1,758,282.08 0.21%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 1,687,954 $1,751,428.69 0.21%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 1,651,334 $1,713,947.09 0.21%
GSAA Home Equity Trust Series 2005-6, Class M1, Variable rate, due 06/25/2035 36242D3X9 1,700,000 $1,727,225.16 0.21%
HCA INC 5.25%, due 06/15/2049 404119BZ1 1,540,000 $1,714,272.89 0.21%
Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 68383NCY7 1,832,419 $1,739,690.61 0.21%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 1,864,899 $1,711,036.11 0.21%
ACTAVIS FUNDING SCS 3.80%, due 03/15/2025 00507UAS0 1,550,000 $1,623,760.08 0.20%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 1,588,820 $1,667,085.27 0.20%
Nelnet Student Loan Trust Series 2008-3, Class A4, Variable rate, due 11/25/2024 64032LAD3 1,622,447 $1,621,336.14 0.20%
SLC Student Loan Trust Series 2006-1, Class A6, Variable rate, due 03/15/2055 784427AF3 1,770,000 $1,669,222.75 0.20%
Citigroup Mortgage Loan Trust Series 2006-HE2, Class M1, Variable rate, due 08/25/2036 17309LAF2 1,600,000 $1,576,351.84 0.19%
FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 3136B1Q80 1,458,966 $1,523,181.43 0.19%
Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 3132AA5D2 1,530,520 $1,594,096.51 0.19%
Freddie Mac G08788, 3.50%, due 11/01/2047 3128MJ2W9 1,511,545 $1,562,139.17 0.19%
GNMA G2 MA4962, 3.50%, due 01/20/2048 36179TQP3 1,504,338 $1,559,811.33 0.19%
Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 43739EAJ6 1,538,355 $1,549,636.65 0.19%
PETROLEOS MEXICANOS 6.50%, due 01/23/2029 71654QCP5 1,555,000 $1,528,020.75 0.19%
U.S. Treasury Inflation Indexed Note, 0.125%, due 07/15/2024 912828WU0 1,400,000 $1,520,215.68 0.19%
UNITEDHEALTH GROUP INC 3.75%, due 07/15/2025 91324PCP5 1,440,000 $1,556,082.88 0.19%
AT&T INC 4.35%, due 06/15/2045 00206RBK7 1,400,000 $1,474,596.91 0.18%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 1,470,000 $1,459,688.83 0.18%
Fannie Mae FN MA3806, 3%, due 11/01/2046 31418CDL5 1,444,871 $1,482,655.26 0.18%
Freddie Mac FG G08816, 3.50%, due 06/01/2048 3128MJ4A5 1,450,326 $1,493,989.45 0.18%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 1,403,797 $1,478,351.07 0.18%
Freddie Mac FR ZT1703, 4%, due 01/01/2049 3132AD3L0 1,422,017 $1,502,744.52 0.18%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 1,419,215 $1,484,893.14 0.18%
GNMA TBA, 3%, due 03/01/2049 21H030690 1,400,000 $1,436,312.50 0.18%
KROGER CO 5.40%, due 01/15/2049 501044DM0 1,227,000 $1,441,497.07 0.18%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 1,445,000 $1,440,071.97 0.18%
WELLS FARGO & COMPANY 3.069%, due 01/24/2023 949746SK8 1,480,000 $1,509,516.02 0.18%
Fannie Mae FN CA2327, 4%, due 09/01/2048 3140Q9SR5 1,264,919 $1,354,820.49 0.17%
FHLMC Multifamily Structured Pass Through Certs. Series K155, Class A2, 3.75%, due 11/25/2032 3137FG6S9 1,250,000 $1,424,002.25 0.17%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 1,343,364 $1,377,796.87 0.17%
Freddie Mac FG G08795, 3%, due 01/01/2048 3128MJ3D0 1,332,732 $1,368,242.60 0.17%
GNMA G2 MA5078, 4%, due 03/20/2048 36179TUB9 1,356,957 $1,415,329.05 0.17%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 46628SAJ2 2,799,194 $1,413,434.99 0.17%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 544646XZ0 1,000,000 $1,357,290.00 0.17%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 1,335,000 $1,408,425.00 0.17%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 1,335,000 $1,428,450.00 0.17%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 1,250,000 $1,349,794.56 0.16%
Fannie Mae FN BM4299, 3%, due 03/01/2030 3140J8X57 1,263,481 $1,294,261.40 0.16%
Fannie Mae FN BM4304, 3%, due 02/01/2030 3140J8YA5 1,261,261 $1,291,986.77 0.16%
FANNIE MAE Series 2019-20, Class BA, 3.50%, due 02/25/2048 3136B4MS4 1,227,703 $1,280,548.77 0.16%
FANNIEMAE-ACES Series 2018-M1, Class A2, Variable rate, due 12/25/2027 3136AY7L1 1,245,000 $1,334,193.05 0.16%
FORD MOTOR CREDIT CO LLC N/C, 5.596%, due 01/07/2022 345397ZM8 1,246,000 $1,319,462.43 0.16%
Freddie Mac FG G08737, 3%, due 12/01/2046 3128MJZB9 1,240,857 $1,272,473.70 0.16%
Freddie Mac FG G08843, 4.50%, due 10/01/2048 3128MJ5D8 1,233,395 $1,299,248.47 0.16%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 1,210,000 $1,348,254.60 0.16%
Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 45254NPA9 1,315,197 $1,303,070.22 0.16%
INTERSTATE POWER & LIGHT 3.25%, due 12/01/2024 461070AL8 1,250,000 $1,310,009.38 0.16%
KIMCO REALTY CORP 3.40%, due 11/01/2022 49446RAN9 1,300,000 $1,344,476.59 0.16%
Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 86359DCR6 1,350,000 $1,344,466.35 0.16%
TC PIPELINES LP 3.90%, due 05/25/2027 87233QAC2 1,250,000 $1,312,138.60 0.16%
VERIZON COMMUNICATIONS 4.016%, due 12/03/2029 92343VET7 1,190,000 $1,330,366.94 0.16%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 1,193,386 $1,218,177.10 0.15%
Fannie Mae FN CA0907, 3.50%, due 12/01/2047 3140Q8AH8 1,152,909 $1,202,006.82 0.15%
Fannie Mae FN MA3537, 4.50%, due 12/01/2048 31418C4X9 1,157,384 $1,217,877.13 0.15%
GNMA G2 MA5466, 4%, due 09/20/2048 36179UCB6 1,151,064 $1,197,872.86 0.15%
GNMA G2 MA5597, 5%, due 11/20/2048 36179UGE6 1,168,224 $1,226,729.46 0.15%
GNNA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 1,178,223 $1,235,307.06 0.15%
HEALTHCARE REALTY TRUST 3.75%, due 04/15/2023 421946AH7 1,175,000 $1,218,459.16 0.15%
KRAFT HEINZ FOODS CO 3%, due 06/01/2026 50077LAD8 1,280,000 $1,256,716.80 0.15%
SPECTRA ENERGY PARTNERS 4.60%, due 06/15/2021 84756NAB5 1,200,000 $1,241,291.02 0.15%
SUNOCO LOGISTICS PARTNERS 5.40%, due 10/01/2047 86765BAV1 1,126,000 $1,231,557.71 0.15%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 1,127,881 $1,185,346.33 0.14%
BANK OF AMERICA CORP 3.419%, due 12/20/2028 06051GHD4 1,100,000 $1,158,024.53 0.14%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 1,000,000 $1,107,352.57 0.14%
Fannie Mae FN CA1711, 4.50%, due 05/01/2048 3140Q83V5 1,083,314 $1,145,416.35 0.14%
Fannie Mae or Freddie Mac TBA, 5%, due 10/01/2048 01F050692 1,075,000 $1,146,778.32 0.14%
FHLMC Multifamily Structured Pass Though Certs. Series K158, Class A2, Variable rate, due 12/25/2030 3137FJY60 1,000,000 $1,162,997.50 0.14%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series Q006, Class APT2, Variable rate, due 09/25/2026 3137FCL69 1,043,103 $1,124,655.37 0.14%
Freddie Mac FG G07826, 3%, due 10/01/2046 3128MJYY0 1,157,547 $1,188,470.77 0.14%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 1,169,489 $1,166,783.00 0.14%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 1,000,000 $1,124,841.02 0.14%
KONINKLIJKE KPN NV 8.375%, due 10/01/2030 780641AH9 825,000 $1,134,164.39 0.14%
NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 63861VAD9 1,165,000 $1,187,278.96 0.14%
PNM RESOURCES INC 3.25%, due 03/09/2021 69349HAC1 1,150,000 $1,165,150.19 0.14%
U.S. Treasury Bill, 0%, due 10/01/2019 912796VX4 1,110,000 $1,107,299.03 0.14%
WACHOVIA STUDENT LOAN TRUST Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 1,188,557 $1,147,346.98 0.14%
AERCAP IRELAND CAP/GLOBA 4.875%, due 01/16/2024 00774MAK1 1,000,000 $1,080,052.57 0.13%
CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 21079NAA9 999,744 $1,060,778.46 0.13%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 1,025,238 $1,070,635.84 0.13%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 1,003,389 $1,036,627.62 0.13%
FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 3136B3A34 992,521 $1,029,462.46 0.13%
Freddie Mac FG G16396, 3.50%, due 02/01/2033 3128MFKH0 991,890 $1,029,752.38 0.13%
Freddie Mac FG G16598, 2.50%, due 12/01/2031 3128MFRT7 1,039,395 $1,055,661.92 0.13%
GLP CAPITAL LP / FIN II 5.25%, due 06/01/2025 361841AJ8 1,000,000 $1,082,630.00 0.13%
KANSAS CITY POWER & LT 3.65%, due 08/15/2025 485134BP4 1,000,000 $1,074,452.95 0.13%
KILROY REALTY LP 3.45%, due 12/15/2024 49427RAM4 1,000,000 $1,044,872.01 0.13%
KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 50077LAM8 1,000,000 $1,064,818.03 0.13%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 1,000,000 $1,024,874.57 0.13%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 1,105,779 $1,095,316.59 0.13%
WELLS FARGO & COMPANY 3%, due 04/22/2026 949746RW3 1,000,000 $1,032,045.45 0.13%
BECTON DICKINSON AND CO 2.894%, due 06/06/2022 075887BT5 1,000,000 $1,014,382.14 0.12%
BERKSHIRE HATHAWAY FIN 4.20%, due 08/15/2048 084664CQ2 800,000 $959,432.00 0.12%
CAMPBELL SOUP CO Variable rate, due 03/15/2021 134429BC2 1,000,000 $999,261.85 0.12%
CITIGROUP INC Variable rate, due 01/24/2023 172967LV1 1,000,000 $1,021,762.16 0.12%
CLECO POWER LLC 6%, due 12/01/2040 185508AG3 750,000 $994,098.25 0.12%
COMCAST CORP 4.70%, due 10/15/2048 20030NCM1 805,000 $995,444.69 0.12%
Freddie Mac FG G08732, 3%, due 11/01/2046 3128MJY61 968,863 $993,549.22 0.12%
Freddie Mac FG Q50135, 3.50%, due 08/01/2047 3132XSEH9 987,221 $1,020,533.41 0.12%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 935,820 $963,771.61 0.12%
GNMA Series 2019-71, Class PT, 3%, due 06/20/2049 38381WDY1 943,438 $972,225.57 0.12%
GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 38148YAC2 1,000,000 $1,012,862.48 0.12%
IHS MARKIT LTD 5%, due 11/01/2022 44962LAA5 889,000 $949,030.17 0.12%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 994,824 $973,382.64 0.12%
Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 61744CYB6 1,000,000 $993,489.90 0.12%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 68236JAA9 985,000 $999,612.87 0.12%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 860,000 $981,475.00 0.12%
SLM Student Loan Trust Series 2008-1, Class A4, Variable rate, due 01/25/2022 784439AD3 1,017,065 $1,000,586.14 0.12%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 1,000,000 $1,009,376.81 0.12%
BANK OF AMERICA CORP Variable rate, due 07/21/2028 06051GGR4 850,000 $902,373.43 0.11%
Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 26250UAQ8 900,000 $892,844.10 0.11%
Fannie Mae FN AM1619, 2.34%, due 12/01/2022 3138L1YR4 883,055 $897,671.90 0.11%
Fannie Mae FN AN7227, 3.20%, due 10/01/2029 3138LLA54 789,770 $862,927.88 0.11%
FORD MOTOR CREDIT CO LLC N/C, 2.343%, due 11/02/2020 345397YS6 885,000 $881,487.75 0.11%
Freddie Mac FG G16085, 2.50%, due 02/01/2032 3128ME6W6 901,424 $915,474.35 0.11%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 832,756 $873,784.58 0.11%
Freddie Mac FG G61556, 3.50%, due 08/01/2048 31335BWR3 882,757 $922,285.08 0.11%
METROPOLITAN EDISON CO 4%, due 04/15/2025 591894CB4 830,000 $880,142.74 0.11%
NEXTERA ENERGY CAPITAL Variable rate, due 08/28/2021 65339KBA7 900,000 $900,066.00 0.11%
AERCAP IRELAND CAP LTD/A 5%, due 10/01/2021 00772BAM3 800,000 $840,653.74 0.10%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 800,000 $856,722.70 0.10%
AMGEN INC 4.40%, due 05/01/2045 031162BZ2 727,000 $826,523.76 0.10%
BOSTON PROPERTIES LP 3.20%, due 01/15/2025 10112RAZ7 785,000 $815,258.48 0.10%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 725,000 $793,222.21 0.10%
CONAGRA BRANDS INC 3.80%, due 10/22/2021 205887BZ4 804,000 $829,389.48 0.10%
Credit Suisse Mortgage Trust Series 2010-8R, Class 4A5, Variable rate, due 12/26/2035 12644KHH8 779,872 $788,357.28 0.10%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 750,000 $828,944.12 0.10%
DUQUESNE LIGHT HOLDINGS 6.40%, due 09/15/2020 266233AC9 750,000 $780,084.89 0.10%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $780,647.21 0.10%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 700,000 $788,915.13 0.10%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K158, Class A3, Variable rate, due 10/25/2033 3137FJY78 695,000 $821,458.86 0.10%
Freddie Mac FG G08849, 5%, due 11/01/2048 3128MJ5K2 767,374 $821,203.23 0.10%
Freddie Mac FG G67703, 3.50%, due 04/01/2047 3132XCRY3 751,964 $788,984.04 0.10%
GNMA G2 MA6030, 3.50%, due 07/20/2049 36179UVX7 803,745 $820,920.33 0.10%
HUMANA INC 3.95%, due 08/15/2049 444859BL5 785,000 $805,736.07 0.10%
LIBERTY PROPERTY LP 4.375%, due 02/01/2029 53117CAT9 750,000 $840,638.00 0.10%
LLOYDS BANK PLC N/C, 5.80%, due 01/13/2020 53947MAB2 800,000 $811,540.47 0.10%
Magnetite CLO Ltd Series 2019-21A, Class A, Variable rate, due 04/20/2030 55954PAC8 800,000 $800,240.00 0.10%
Morgan Stanley Mortgage Loan Trust Series 2004-6AR, Class 1M1, Variable rate, due 07/25/2034 61748HBG5 801,310 $805,820.98 0.10%
NATL RETAIL PROPERTIES 3.80%, due 10/15/2022 637417AE6 750,000 $780,910.94 0.10%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 852,866 $833,929.87 0.10%
SLM Student Loan Trust Series 2012-3, Class A, Variable rate, due 12/27/2038 78447AAA2 847,377 $845,698.19 0.10%
Towd Point Mortgage Trust Series 2015-2, Class 1A13, Variable rate, due 11/25/2060 89171YAN1 802,686 $806,023.02 0.10%
Treman Park CLO Ltd Series 2015-1A, Class ARR, Variable rate, due 10/20/2028 89473LAH7 850,000 $851,139.85 0.10%
TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 898813AK6 750,000 $788,648.44 0.10%
UDR INC 4.625%, due 01/10/2022 90265EAG5 750,000 $787,508.63 0.10%
WORLDWIDE PLAZA TRUST Series 2017-WWP, Class A, 3.5263%, due 11/10/2036 98162JAA4 780,000 $848,436.11 0.10%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 711,600 $744,154.21 0.09%
AMCOR FINANCE USA INC 4.50%, due 05/15/2028 02343UAE5 650,000 $711,931.17 0.09%
ANHEUSER-BUSCH INBEV WOR 4.75%, due 01/23/2029 035240AQ3 635,000 $737,314.55 0.09%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 650,000 $716,418.35 0.09%
BCAP LLC Trust Series 2015-RR5, Class 1A3, Variable rate, due 08/26/2036 05490MAC1 746,816 $739,156.94 0.09%
BRISTOL-MYERS SQUIBB CO 4.125%, due 06/15/2039 110122CC0 610,000 $703,134.70 0.09%
BROADCOM CRP / CAYMN FI 2.375%, due 01/15/2020 11134LAB5 750,000 $749,551.51 0.09%
CHURCHILL DOWNS INC 4.75%, due 01/15/2028 171484AE8 740,000 $745,557.40 0.09%
Dryden Senior Loan Fund Series 2018-71A, Class A, Variable rate, due 01/15/2029 26252HAA0 700,000 $700,241.50 0.09%
DUKE ENERGY PROGRESS LLC 3.25%, due 08/15/2025 26442UAA2 700,000 $743,752.62 0.09%
Fannie Mae FN AN7274, 3.10%, due 11/01/2029 3138LLCL7 700,000 $761,404.85 0.09%
Fannie Mae FN CA2208, 4.50%, due 08/01/2048 3140Q9N25 731,258 $772,394.83 0.09%
Fannie Mae FN MA1146, 4%, due 08/01/2042 31418AHY7 729,265 $775,979.66 0.09%
Fannie Mae FN MA3336, 3.50%, due 04/01/2038 31418CV68 688,605 $715,556.67 0.09%
FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 3136B3WS5 728,893 $764,488.28 0.09%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 600,000 $734,135.20 0.09%
Freddie Mac FG G08800, 3.50%, due 02/01/2048 3128MJ3J7 697,466 $721,078.31 0.09%
GENERAL MOTORS FINL CO 3.15%, due 01/15/2020 37045XAR7 750,000 $752,121.56 0.09%
GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 38380XR74 684,861 $712,974.33 0.09%
GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2029 38141GWV2 695,000 $743,505.29 0.09%
GOLDMAN SACHS GROUP INC Variable rate, due 07/24/2023 38141GWM2 750,000 $761,153.02 0.09%
KINDER MORGAN INC 5.30%, due 12/01/2034 49456BAG6 650,000 $749,249.72 0.09%
KRAFT HEINZ FOODS CO 4.625%, due 01/30/2029 50077LAT3 650,000 $706,152.17 0.09%
TCI-Flatiron CLO Ltd Series 2016-1A, Class AR, Variable rate, due 07/17/2028 87230AAE6 700,000 $700,401.10 0.09%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 700,000 $754,521.02 0.09%
TRANS-ALLEGHENY INTERSTA 3.85%, due 06/01/2025 893045AE4 700,000 $746,775.94 0.09%
WELLTOWER INC 5.25%, due 01/15/2022 42217KAW6 650,000 $697,368.61 0.09%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 670,000 $680,932.06 0.08%
AT&T INC 4.30%, due 12/15/2042 00206RBH4 640,000 $671,048.57 0.08%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 715,000 $693,754.56 0.08%
CC HOLDINGS GS V LLC/CRO 3.849%, due 04/15/2023 14987BAE3 625,000 $656,349.63 0.08%
CCO HLDGS LLC/CAP CORP 5.375%, due 06/01/2029 1248EPCB7 633,000 $667,023.75 0.08%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 600,000 $634,250.84 0.08%
CONSOLIDATED EDISON CO OF NY 4.50%, due 05/15/2058 209111FQ1 500,000 $615,661.43 0.08%
Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 12643RAY4 647,690 $659,156.43 0.08%
Credit Suisse Mortgage Trust Series 2010-8R, Class 10A5, Variable rate, due 04/26/2047 12644KAJ1 671,683 $672,915.95 0.08%
Credit Suisse Mortgage Trust Series 2014-2R, Class 19A1, Variable rate, due 05/27/2036 12648EGA4 640,995 $640,163.07 0.08%
Fannie Mae FN MA3147, 3%, due 10/01/2047 31418CP99 672,458 $690,017.98 0.08%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series KJ18, Class A1, 2.455%, due 03/25/2022 3137FCWW0 641,774 $648,341.14 0.08%
FORD MOTOR CREDIT CO LLC N/C, 4.25%, due 09/20/2022 345397WF6 655,000 $673,598.31 0.08%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 642,951 $660,127.49 0.08%
Freddie Mac FG G08766, 3.50%, due 06/01/2047 3128MJZ86 620,604 $641,853.37 0.08%
Freddie Mac FG G16350, 2.50%, due 10/01/2032 3128MFH35 644,293 $654,780.84 0.08%
GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 38380Y2X2 610,876 $635,150.20 0.08%
HALFMOON PARENT INC 4.375%, due 10/15/2028 40573LAS5 600,000 $667,593.78 0.08%
HCP INC 3.25%, due 07/15/2026 40414LAQ2 600,000 $618,518.35 0.08%
HUDSON YARDS Series 2019-30HY, Class A, 3.228%, due 06/10/2037 44421GAA1 590,000 $634,268.29 0.08%
PNC BANK NA 2.50%, due 01/22/2021 69353RFH6 690,000 $694,627.55 0.08%
PRICOA GLOBAL FUNDING 1 N/C, 3.45%, due 09/01/2023 741531FA0 620,000 $649,712.37 0.08%
SANTANDER UK GROUP HLDGS N/C, 2.875%, due 08/05/2021 80281LAE5 650,000 $652,335.77 0.08%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 802,109 $664,667.36 0.08%
SLM Student Loan Trust Series 2005-9, Class A7A, Variable rate, due 01/25/2041 78442GRA6 661,632 $663,433.38 0.08%
SLM Student Loan Trust Series 2008-2, Class A3, Variable rate, due 04/25/2023 784442AC9 693,823 $687,132.46 0.08%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $659,592.92 0.08%
SPRINT SPECTRUM / SPEC I 3.36%, due 09/20/2021 85208NAA8 624,375 $627,965.17 0.08%
TENET HEALTHCARE CORP 4.50%, due 04/01/2021 88033GBY5 627,000 $649,258.50 0.08%
WILLIAMS COMPANIES INC 4.55%, due 06/24/2024 969457BW9 600,000 $649,206.72 0.08%
ANTERO RESOURCES CORP 5%, due 03/01/2025 03674XAJ5 665,000 $560,262.50 0.07%
AT&T INC 5.15%, due 11/15/2046 00206RHA3 500,000 $583,968.61 0.07%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 545,000 $544,870.73 0.07%
Bluemountain CLO Ltd Series 2013-2A, Class A1R, Variable rate, due 10/22/2030 09626YAN0 550,000 $549,274.55 0.07%
CALI MORTGAGE TRUST Series 2019-101C, Class A, 3.957%, due 03/10/2039 129890AA7 515,000 $584,755.93 0.07%
Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 26251BAL0 572,000 $571,759.76 0.07%
ELANCO ANIMAL HEALTH INC 4.272%, due 08/28/2023 28414HAE3 535,000 $565,179.14 0.07%
Fannie Mae FN MA3410, 3.50%, due 07/01/2033 31418CYG3 567,377 $588,749.58 0.07%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 543,069 $569,819.27 0.07%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 549,109 $573,054.37 0.07%
GENERAL ELECTRIC CO N/C, 5.875%, due 01/14/2038 36962G3P7 535,000 $610,549.20 0.07%
GOLDMAN SACHS GROUP INC Variable rate, due 06/05/2028 38141GWL4 550,000 $579,667.21 0.07%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 631,726 $609,061.31 0.07%
HCA INC 5%, due 03/15/2024 404119BN8 500,000 $545,772.95 0.07%
INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 74445PAC6 450,000 $549,624.18 0.07%
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 45824TAP0 636,000 $579,510.48 0.07%
JP MORGAN CHASE COMMERCIAL MOR 3.3973%, due 06/05/2039 46651EAA2 540,000 $588,953.81 0.07%
JPMORGAN CHASE & CO 3.90%, due 07/15/2025 46625HMN7 500,000 $540,877.78 0.07%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $568,240.00 0.07%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 592,394 $566,065.78 0.07%
PACKAGING CORP OF AMERICA 2.45%, due 12/15/2020 695156AS8 600,000 $600,528.93 0.07%
RAYMOND JAMES FINANCIAL 4.95%, due 07/15/2046 754730AF6 450,000 $545,001.11 0.07%
SL GREEN REALTY CORP 4.50%, due 12/01/2022 75625AAD6 550,000 $580,535.58 0.07%
SLM Student Loan Trust Series 2006-8, Class A6, Variable rate, due 01/25/2041 78443HAF0 600,000 $568,479.78 0.07%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $543,128.49 0.07%
U.S. Treasury Bill, 0%, due 09/26/2019 912796SK6 545,000 $543,830.92 0.07%
US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 90345WAA2 545,237 $606,657.57 0.07%
VALEANT PHARMACEUTICALS 7%, due 03/15/2024 91911KAK8 550,000 $580,998.00 0.07%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 584,087 $597,517.15 0.07%
WEA FINANCE LLC 3.15%, due 04/05/2022 92928QAC2 550,000 $562,414.30 0.07%
WELLTOWER INC 4%, due 06/01/2025 42217KBF2 500,000 $535,012.09 0.07%
ABBVIE INC 4.875%, due 11/14/2048 00287YBD0 450,000 $498,609.32 0.06%
AIR LEASE CORP 3.50%, due 01/15/2022 00912XBE3 485,000 $497,652.87 0.06%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC Series 2018-PARK, Class A, Variable rate, due 08/10/2038 05491YAA8 465,000 $532,184.04 0.06%
BAYER US FINANCE LLC 3.375%, due 10/08/2024 07274EAG8 460,000 $471,835.66 0.06%
CELGENE CORP 4.625%, due 05/15/2044 151020AM6 400,000 $481,819.81 0.06%
DIGITAL REALTY TRUST LP 3.625%, due 10/01/2022 25389JAK2 500,000 $518,942.94 0.06%
FONDO MIVIVIENDA SA 3.50%, due 01/31/2023 P42009AA1 450,000 $461,254.50 0.06%
Freddie Mac FG G18713, 3.50%, due 11/01/2033 3128MMYK3 458,975 $476,688.19 0.06%
Freddie Mac FR ZT1403, 3.50%, due 11/01/2033 3132ADRY6 452,738 $469,919.37 0.06%
GENERAL ELECTRIC CO N/C, 4.625%, due 01/07/2021 36962G4Y7 460,000 $464,304.29 0.06%
GENERAL ELECTRIC CO N/C, 4.65%, due 10/17/2021 36962G5J9 470,000 $479,606.80 0.06%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 475,000 $473,817.25 0.06%
GLP CAPITAL LP / FIN II 4.875%, due 11/01/2020 361841AD1 500,000 $511,675.00 0.06%
GNMA G2 MA1157, 3.50%, due 07/20/2043 36179NJA7 456,345 $478,352.66 0.06%
GNMA G2 MA4069, 3.50%, due 11/20/2046 36179SQW0 492,217 $512,263.96 0.06%
HCP INC 3.875%, due 08/15/2024 40414LAL3 475,000 $509,215.62 0.06%
HUMANA INC 3.15%, due 12/01/2022 444859BA9 500,000 $512,269.14 0.06%
KAISER FOUNDATION HOSPITALS 3.50%, due 04/01/2022 48305QAA1 450,000 $467,676.54 0.06%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 430,000 $485,551.70 0.06%
L3HARRIS TECH INC 4.40%, due 06/15/2028 502431AE9 405,000 $457,785.20 0.06%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 539439AP4 450,000 $451,535.79 0.06%
MORGAN STANLEY Variable rate, due 01/23/2030 6174468G7 425,000 $480,727.08 0.06%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $485,252.00 0.06%
RAYMOND JAMES FINANCIAL 3.625%, due 09/15/2026 754730AE9 500,000 $526,940.76 0.06%
RUBY PIPELINE LLC 6%, due 04/01/2022 781172AB7 451,455 $472,286.08 0.06%
SANTANDER UK GROUP HLDGS Variable rate, due 01/05/2024 80281LAH8 500,000 $506,450.12 0.06%
SES SA 3.60%, due 04/04/2023 78413HAA7 500,000 $509,420.80 0.06%
SOUTHERN CO GAS CAPITAL 2.45%, due 10/01/2023 8426EPAA6 500,000 $505,136.30 0.06%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 400,000 $522,437.30 0.06%
SS&C TECHNOLOGIES INC 5.50%, due 09/30/2027 78466CAC0 440,000 $454,737.80 0.06%
STATE OF QATAR 4.50%, due 04/23/2028 BFYY529 400,000 $463,590.00 0.06%
Tenet Healthcare Corp 6%, due 10/01/2020 87243QAB2 500,000 $518,650.00 0.06%
VIACOM INC 3.875%, due 04/01/2024 92553PAX0 500,000 $525,978.61 0.06%
WALGREENS BOOTS ALLIANCE 3.30%, due 11/18/2021 931427AF5 500,000 $511,322.27 0.06%
ZIMMER BIOMET HOLDINGS 2.70%, due 04/01/2020 98956PAK8 525,000 $525,523.40 0.06%
ABBVIE INC 4.40%, due 11/06/2042 00287YAM1 400,000 $410,695.96 0.05%
AERCAP IRELAND CAP LTD/A 4.50%, due 05/15/2021 00772BAF8 375,000 $387,623.55 0.05%
ARDAGH PKG FIN/HLDGS USA 6%, due 02/15/2025 03969AAL4 400,000 $414,000.00 0.05%
Babson CLO Ltd Series 2013-IA, Class AR, Variable rate, due 01/20/2028 06760EAA4 400,000 $398,214.40 0.05%
BACARDI LTD 5.30%, due 05/15/2048 067316AH2 385,000 $434,982.63 0.05%
CELGENE CORP 2.75%, due 02/15/2023 151020AX2 370,000 $377,801.54 0.05%
CVS HEALTH CORP 4.30%, due 03/25/2028 126650CX6 400,000 $434,850.76 0.05%
ENERGY TRANSFER PARTNERS 4.05%, due 03/15/2025 29273RBD0 400,000 $420,619.30 0.05%
EQT MIDSTREAM PARTNERS LP 5.50%, due 07/15/2028 26885BAC4 405,000 $409,965.78 0.05%
Freddie Mac FG G08738, 3.50%, due 12/01/2046 3128MJZC7 390,100 $403,991.60 0.05%
Freddie Mac FG G08747, 3%, due 02/01/2047 3128MJZM5 413,750 $424,322.19 0.05%
Freddie Mac FG G08748, 3.50%, due 02/01/2047 3128MJZN3 408,495 $423,591.86 0.05%
GILEAD SCIENCES INC 4.15%, due 03/01/2047 375558BK8 380,000 $423,276.85 0.05%
GNMA TBA, 5%, due 09/01/2048 21H050698 430,000 $450,643.36 0.05%
HCA INC 5.125%, due 06/15/2039 404119BY4 400,000 $440,701.84 0.05%
HCP INC 4.25%, due 11/15/2023 40414LAJ8 399,000 $427,882.87 0.05%
HESS CORP 5.60%, due 02/15/2041 42809HAD9 400,000 $434,246.22 0.05%
Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 45254NMY0 400,326 $398,910.99 0.05%
INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 45824TAY1 390,000 $398,775.00 0.05%
Interest: Pay 48280000 US0003M, Receive 48280000 USD - 07/12/2022 48,280,000 $425,821.03 0.05%
JP Morgan Mortgage Acquisition Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 46630MAX0 405,000 $395,630.49 0.05%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 397,230 $378,001.73 0.05%
LG&E AND KU ENERGY LLC 3.75%, due 11/15/2020 50188FAD7 400,000 $405,765.46 0.05%
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 63861VAA5 360,000 $369,978.61 0.05%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 400,000 $400,008.86 0.05%
PETROLEOS MEXICANOS 5.35%, due 02/12/2028 71654QCK6 430,000 $397,105.00 0.05%
PNC BANK NA 3.80%, due 07/25/2023 69349LAM0 400,000 $423,399.25 0.05%
REPUBLIC OF SOUTH AFRICA N/C, 4.665%, due 01/17/2024 836205AQ7 400,000 $418,244.00 0.05%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 385,000 $436,162.98 0.05%
RITE AID CORP 6.125%, due 04/01/2023 767754CH5 466,000 $378,042.50 0.05%
SHIRE ACQ INV IRELAND DA 1.90%, due 09/23/2019 82481LAA7 400,000 $399,750.51 0.05%
SLC Student Loan Trust Series 2005-2, Class A4, Variable rate, due 12/15/2039 784420AJ0 400,000 $385,062.32 0.05%
Structured Asset Investment Loan Trust Series 2005-2, Class M2, Variable rate, due 03/25/2035 86358ERB4 382,833 $383,636.53 0.05%
VENTAS REALTY LP 3.85%, due 04/01/2027 92277GAL1 400,000 $428,696.95 0.05%
VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 92769XAM7 400,000 $415,500.00 0.05%
VIRGINIA ELEC & POWER CO 4.60%, due 12/01/2048 927804GA6 355,000 $444,816.03 0.05%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 393,340 $400,835.54 0.05%
WELLS FARGO & COMPANY Variable rate, due 05/22/2028 95000U2A0 350,000 $373,739.92 0.05%
WILLIAMS COMPANIES INC 4.50%, due 11/15/2023 96950FAL8 400,000 $430,068.63 0.05%
WRKCO INC 4.90%, due 03/15/2029 92940PAD6 355,000 $402,985.79 0.05%
.STRU NSI-2818 PA 3%, due 01/01/2049 BCCX67F26 350,000 $353,445.31 0.04%
ALABAMA POWER CAP TR V Preferred, Variable rate, due 10/01/2042 01039XAA8 300,000 $299,359.50 0.04%
ASTRAZENECA PLC 3.50%, due 08/17/2023 046353AR9 300,000 $314,584.40 0.04%
AT&T INC 4.80%, due 06/15/2044 00206RCG5 322,000 $356,219.13 0.04%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC Series 2015-200P, Class A, 3.218%, due 04/14/2033 05526QAA4 285,000 $302,096.58 0.04%
BANK OF NY MELLON CORP Variable rate, due 05/16/2023 06406RAC1 300,000 $304,813.18 0.04%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 336,880 $326,066.48 0.04%
BECTON DICKINSON 3.25%, due 11/12/2020 075887AW9 300,000 $303,498.28 0.04%
BOSTON SCIENTIFIC CORP 3.45%, due 03/01/2024 101137AV9 300,000 $314,934.45 0.04%
Brazos Higher Education Authority, Inc. Series 2011-2, Class A3, Variable rate, due 10/27/2036 10620NCL0 300,000 $299,252.88 0.04%
CALIFORNIA ST TAXABLE-BABS-VAR PURP, GO, 7.95%, due 03/01/2036 13063BFV9 300,000 $309,705.00 0.04%
CBS CORP 2.50%, due 02/15/2023 124857AS2 300,000 $301,107.49 0.04%
CGRBS COMMERCIAL MORTGAGE TRUST Series 2013-VN05, Class A, 3.369%, due 03/13/2035 125354AA8 280,000 $293,938.76 0.04%
CODELCO INC 3.625%, due 08/01/2027 P3143NAY0 300,000 $320,541.00 0.04%
COMCAST CORP 4.65%, due 07/15/2042 20030NBE0 300,000 $363,526.46 0.04%
COMM MORTGAGE TRUST Series 2012-CR5, Class A4, 2.771%, due 12/10/2045 12623SAE0 315,000 $323,245.63 0.04%
EG GLOBAL FINANCE PLC 6.75%, due 02/07/2025 28228PAA9 331,000 $318,587.50 0.04%
ENBRIDGE ENERGY PARTNERS 5.50%, due 09/15/2040 29250RAT3 300,000 $360,942.07 0.04%
Fannie Mae FN AS9334, 3%, due 03/01/2032 3138WKLQ6 332,648 $341,309.65 0.04%
Fannie Mae FN MA2145, 4%, due 01/01/2045 31418BL38 314,660 $332,473.57 0.04%
FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 105756BZ2 300,000 $322,428.00 0.04%
FORD MOTOR CREDIT CO LLC N/C, 3.813%, due 10/12/2021 345397ZH9 300,000 $305,420.90 0.04%
Freddie Mac FG G08833, 5%, due 07/01/2048 3128MJ4T4 286,628 $306,451.88 0.04%
Freddie Mac FG G18670, 3%, due 12/01/2032 3128MMW82 335,947 $344,788.45 0.04%
Freddie Mac FG Q44452, 3%, due 11/01/2046 3132WH5N1 358,172 $367,739.79 0.04%
GNMA G2 MA4195, 3%, due 01/20/2047 36179SUU9 279,191 $288,837.94 0.04%
GNMA G2 MA4196, 3.50%, due 01/20/2047 36179SUV7 351,422 $365,625.47 0.04%
GNMA G2 MA5467, 4.50%, due 09/20/2048 36179UCC4 352,216 $367,218.46 0.04%
HUMANA INC 2.90%, due 12/15/2022 444859BJ0 360,000 $366,873.31 0.04%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST Series 2012-HSBC, Class A, 3.0934%, due 07/05/2032 46637YAA7 285,289 $294,402.38 0.04%
MADISON AVENUE TRUST Series 2015-11MD, Class A, Variable rate, due 09/10/2035 556227AA4 305,000 $330,174.33 0.04%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 403,883 $327,984.32 0.04%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 300,000 $315,008.54 0.04%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 331,417 $328,251.46 0.04%
Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 63940JAC3 300,000 $301,915.74 0.04%
OCCIDENTAL PETROLEUM CORP 3.50%, due 08/15/2029 674599CS2 315,000 $317,220.04 0.04%
PIEDMONT OPERATING PARTNERSHIP 3.40%, due 06/01/2023 720198AC4 350,000 $355,183.31 0.04%
PIPELINE FUNDING CO LLC 7.50%, due 01/15/2030 724060AA6 279,270 $353,960.77 0.04%
REPUBLIC OF COLOMBIA 4.50%, due 01/28/2026 195325CX1 284,000 $311,370.50 0.04%
Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M2, Variable rate, due 03/25/2036 76112BZ37 339,649 $340,680.38 0.04%
REYNOLDS GRP ISS/REYNOLD Variable rate, due 07/15/2021 761735AR0 300,000 $301,125.00 0.04%
SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 785592AM8 325,000 $363,378.76 0.04%
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 78444FAF3 300,000 $306,182.34 0.04%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 293,638 $292,720.61 0.04%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $319,090.27 0.04%
SLM Student Loan Trust Series 2011-1, Class A2, Variable rate, due 10/25/2034 83149VAB5 345,000 $346,521.04 0.04%
SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 78447GAC5 323,235 $319,618.88 0.04%
SOUTHWESTERN ELEC POWER 3.55%, due 02/15/2022 845437BM3 300,000 $308,123.60 0.04%
UNION PACIFIC CORP 3.95%, due 09/10/2028 907818EY0 270,000 $301,457.82 0.04%
VODAFONE GROUP PLC 3.75%, due 01/16/2024 92857WBH2 330,000 $347,184.36 0.04%
WAMU MORTGAGE PASS-THROUGH CER Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 92922F5T1 294,072 $296,769.15 0.04%
WELLTOWER INC 4.95%, due 01/15/2021 42217KAU0 300,000 $310,470.64 0.04%
ALEXANDRIA REAL ESTATE EQUITIES 4.30%, due 01/15/2026 015271AH2 250,000 $275,671.56 0.03%
AMEREN ILLINOIS CO 3.70%, due 12/01/2047 02361DAR1 200,000 $223,855.85 0.03%
AMERICAN CAMPUS CMNTYS 3.625%, due 11/15/2027 024836AD0 250,000 $262,866.99 0.03%
AMERICAN TOWER CORP 3%, due 06/15/2023 03027XAQ3 215,000 $220,930.68 0.03%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAJ9 200,000 $237,714.39 0.03%
ANHEUSER-BUSCH INBEV WOR 4.439%, due 10/06/2048 03523TBT4 200,000 $224,089.57 0.03%
ANTERO RESOURCES CORP 5.125%, due 12/01/2022 03674XAC0 273,000 $247,127.79 0.03%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 255,000 $255,349.40 0.03%
AT&T INC 4.30%, due 02/15/2030 00206RGQ9 200,000 $218,498.89 0.03%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 245,000 $269,297.33 0.03%
BANK OF AMERICA CORP Variable rate, due 07/23/2029 06051GHM4 210,000 $234,052.22 0.03%
BAT CAPITAL CORP 4.39%, due 08/15/2037 05526DBD6 280,000 $282,037.52 0.03%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 224,920 $218,473.52 0.03%
Brazos Higher Education Authority, Inc. Series 2011-1, Class A3, Variable rate, due 11/25/2033 10620NCH9 270,000 $270,866.92 0.03%
C&W SR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 200,000 $209,650.00 0.03%
CBS CORP 3.70%, due 06/01/2028 124857AX1 200,000 $209,041.74 0.03%
CELGENE CORP 3.875%, due 08/15/2025 151020AS3 250,000 $271,764.62 0.03%
CELGENE CORP 5%, due 08/15/2045 151020AU8 200,000 $253,118.86 0.03%
CENTENE CORP 5.625%, due 02/15/2021 15135BAF8 275,000 $278,099.25 0.03%
CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 15911NAA3 211,000 $211,791.25 0.03%
CLEAN HARBORS INC 5.125%, due 07/15/2029 184496AP2 260,000 $274,950.00 0.03%
COMM MORTGAGE TRUST Series 2012-CR5, Class A3, 2.54%, due 12/10/2045 12623SAD2 225,000 $229,100.18 0.03%
Credit Suisse Mortgage Trust Series 2015-8R, Class 3A1, Variable rate, due 11/25/2037 12650NAN7 225,727 $224,720.37 0.03%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 200,000 $210,540.00 0.03%
Deephaven Residential Mortgage Trust Series 2017-1A, Class A1, Variable rate, due 12/26/2046 24380TAA4 238,220 $238,291.15 0.03%
DOMINICAN REPUBLIC N/C, 6.60%, due 01/28/2024 P3579EAT4 200,000 $221,502.00 0.03%
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 26139PAB9 200,000 $219,265.01 0.03%
ECOPETROL SA 5.875%, due 05/28/2045 279158AJ8 200,000 $229,252.00 0.03%
ENERGY TRANSFER OPERATING 5.50%, due 06/01/2027 29278NAN3 198,000 $225,542.48 0.03%
ENERGY TRANSFER PARTNERS 5.15%, due 03/15/2045 29273RBF5 260,000 $274,676.06 0.03%
Fannie Mae FN AN4665, 3.49%, due 02/01/2032 3138LHFF6 201,885 $227,898.83 0.03%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 257,738 $266,028.60 0.03%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 288,953 $228,857.23 0.03%
FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 345397YL1 230,000 $231,227.83 0.03%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 345397ZG1 285,000 $281,867.77 0.03%
Freddie Mac FG G08844, 5%, due 10/01/2048 3128MJ5E6 260,766 $278,924.15 0.03%
Freddie Mac FN C91981, 3%, due 02/01/2038 3128P8FW6 249,700 $255,633.57 0.03%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 243,097 $281,009.22 0.03%
GLOBAL BANK CORPORATION N/C, 4.50%, due 10/20/2021 37954JAB2 200,000 $206,102.00 0.03%
GNMA G2 MA4901, 4%, due 12/20/2047 36179TNS0 243,697 $255,060.01 0.03%
GRACE MORTGAGE TRUST Series 2014-GRCE, Class A, 3.3687%, due 06/10/2028 38406HAA0 250,000 $254,565.50 0.03%
IHS MARKIT LTD 4.75%, due 08/01/2028 44962LAF4 250,000 $281,700.00 0.03%
IRVINE CORE OFFICE TRUST Series 2013-IRV, Class A2, Variable rate, due 05/15/2048 46361TAC6 235,000 $245,236.04 0.03%
JP Morgan Mortgage Acquisition Corp. Series 2006-ACC1, Class M1, Variable rate, due 05/25/2036 46628RAF2 244,255 $242,533.37 0.03%
KINGDOM OF BAHRAIN N/C, 7%, due 10/12/2028 BDFD907 200,000 $226,126.40 0.03%
LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 527298BK8 215,000 $219,300.00 0.03%
LIFESTORAGE LP 3.875%, due 12/15/2027 53227JAA2 200,000 $213,855.03 0.03%
MATTHEWS INTERNATIONAL CORP 5.25%, due 12/01/2025 577128AA9 240,000 $229,200.00 0.03%
Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 59549WAA1 221,110 $238,955.75 0.03%
MINEJESA CAPITAL BV 5.625%, due 08/10/2037 602736AB6 200,000 $219,778.43 0.03%
Morgan Stanley ReRemic Trust Series 2015-R2, Class 1A1, Variable rate, due 12/26/2046 61690HAA7 265,470 $265,857.61 0.03%
Navient Student Loan Trust Series 2014-3, Class A, Variable rate, due 03/25/2083 63938JAA1 260,157 $255,680.42 0.03%
Navient Student Loan Trust Series 2015-1, Class A2, Variable rate, due 04/25/2040 63939FAB6 217,033 $215,277.18 0.03%
NY & PRESBYTERIAN HOSPITAL 3.563%, due 08/01/2036 649322AC8 200,000 $220,946.04 0.03%
Palmer Square Loan Funding Ltd Series 2019-1A, Class A1, Variable rate, due 04/20/2027 69700VAA7 284,563 $283,499.88 0.03%
PARK AEROSPACE HOLDINGS 4.50%, due 03/15/2023 70014LAC4 260,000 $269,750.00 0.03%
PERU LNG SRL 5.375%, due 03/22/2030 P7721BAE1 200,000 $221,000.00 0.03%
PETROLEOS MEXICANOS 6.50%, due 03/13/2027 71654QCG5 215,000 $213,925.00 0.03%
PLAINS ALL AMER PIPELINE 3.85%, due 10/15/2023 72650RBD3 200,000 $207,829.62 0.03%
QWEST CORP N/C, 7.25%, due 09/15/2025 912920AK1 185,000 $207,151.00 0.03%
REPUBLIC OF PARAGUAY N/C, 4.625%, due 01/25/2023 P75744AA3 200,000 $210,852.00 0.03%
Residential Asset Securities Corporation Series 2006-EMX3, Class A3, Variable rate, due 04/25/2036 76113ACA7 260,000 $253,353.07 0.03%
ROCKIES EXPRESS PIPELINE 5.625%, due 04/15/2020 77340RAK3 244,000 $248,486.95 0.03%
RUSSIAN FEDERATION N/C, 4.375%, due 03/21/2029 BD4B195 200,000 $213,603.60 0.03%
SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 BYZFF68 200,000 $214,249.40 0.03%
Securitized Asset Backed Receivables LLC Trust Series 2006-OP1, Class M2, Variable rate, due 10/25/2035 81375WJG2 259,205 $258,843.08 0.03%
SLM Student Loan Trust Series 2005-5, Class A5, Variable rate, due 10/25/2040 78442GPR1 250,000 $248,504.28 0.03%
SLM Student Loan Trust Series 2006-2, Class A6, Variable rate, due 01/25/2041 78442GRX6 224,267 $216,313.31 0.03%
SPECTRUM BRANDS INC 5.75%, due 07/15/2025 84762LAU9 245,000 $254,866.15 0.03%
SPIRE INC 3.543%, due 02/27/2024 84857LAA9 200,000 $206,461.58 0.03%
SUNTORY HOLDINGS LTD 2.55%, due 09/29/2019 86803UAB7 250,000 $250,024.22 0.03%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 240,000 $252,869.94 0.03%
TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 89382PAA3 210,964 $214,392.66 0.03%
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 89383JAA6 200,000 $207,500.00 0.03%
TRIVIUM PACKAGING FIN 5.50%, due 08/15/2026 89686QAA4 200,000 $205,000.00 0.03%
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST Series 2013-C6, Class A3, 2.9707%, due 04/10/2046 90349GBE4 249,678 $256,997.99 0.03%
VNO MORTGAGE TRUST Series 2012-6AVE, Class A, 2.9956%, due 11/15/2030 91830CAA6 250,000 $257,866.35 0.03%
Voya CLO Ltd Series 2014-3A, Class A1R, Variable rate, due 07/25/2026 92912QAG1 240,000 $239,468.77 0.03%
WELLCARE HEALTH PLANS 5.375%, due 08/15/2026 94946TAD8 200,000 $212,004.00 0.03%
WELLS FARGO & COMPANY N/C, 3%, due 10/23/2026 949746SH5 250,000 $258,494.72 0.03%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 128,688 $135,778.99 0.02%
ANTHEM INC 3.30%, due 01/15/2023 94973VBA4 150,000 $154,580.10 0.02%
ANTHEM INC 3.65%, due 12/01/2027 036752AB9 120,000 $126,862.45 0.02%
ARAB REPUBLIC OF EGYPT N/C, 5.577%, due 02/21/2023 03846JW30 200,000 $202,996.60 0.02%
Asset Backed Funding Certificates Series 2006-OPT1, Class A2, Variable rate, due 09/25/2036 00075QAR3 135,994 $133,928.53 0.02%
BANCO NACIONAL COM EXT Variable rate, due 08/11/2026 05970AAB8 200,000 $202,502.00 0.02%
BANK OF AMERICA CORP Variable rate, due 12/20/2023 06051GHC6 180,000 $183,996.96 0.02%
BAXALTA INC 4%, due 06/23/2025 07177MAB9 120,000 $129,279.67 0.02%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 175,000 $177,379.17 0.02%
CVS HEALTH CORP 3.875%, due 07/20/2025 126650CL2 150,000 $158,484.08 0.02%
DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 247367AX3 138,383 $147,682.38 0.02%
DUKE ENERGY CAROLINAS 3.70%, due 12/01/2047 26442CAT1 155,000 $171,268.12 0.02%
EFS Volunteer No 3 LLC Series 2012-1, Class A3, Variable rate, due 04/25/2033 26845CAC1 183,706 $184,749.53 0.02%
ENERGY TRANSFER PARTNERS 5.20%, due 02/01/2022 29273RAQ2 145,000 $153,940.62 0.02%
Fannie Mae FN AM7122, 3.61%, due 11/01/2034 3138L74G8 117,280 $133,212.71 0.02%
Fannie Mae FN AN2786, 2.76%, due 09/01/2036 3138LFCY2 120,000 $125,586.58 0.02%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 175,671 $183,384.28 0.02%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 08/03/2022 345397YP2 150,000 $147,780.47 0.02%
Freddie Mac FG G07961, 3.50%, due 03/01/2045 3128MAFA2 158,810 $165,917.49 0.02%
Freddie Mac FG G08692, 3%, due 02/01/2046 3128MJXW5 170,271 $174,811.68 0.02%
Freddie Mac FG G18691, 3%, due 06/01/2033 3128MMXV0 121,980 $125,181.97 0.02%
GILEAD SCIENCES INC 3.65%, due 03/01/2026 375558BF9 175,000 $186,286.57 0.02%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 140,000 $153,314.00 0.02%
GNMA G2 MA4453, 4.50%, due 05/20/2047 36179S5N3 167,337 $175,443.97 0.02%
GNMA G2 MA4586, 3.50%, due 07/20/2047 36179TCX1 180,177 $187,065.38 0.02%
GNMA G2 MA4722, 5%, due 09/20/2047 36179TG74 184,510 $196,885.77 0.02%
GNMA G2 MA4777, 3%, due 10/20/2047 36179TJW6 147,506 $152,010.88 0.02%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 201,283 $195,813.17 0.02%
HCA INC 4.75%, due 05/01/2023 404121AF2 128,000 $137,160.76 0.02%
IHS MARKIT LTD 4%, due 03/01/2026 44962LAC1 135,000 $143,505.00 0.02%
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 50077LAB2 195,000 $189,546.45 0.02%
MortgageIT Trust Series 2005-5, Class A1, Variable rate, due 12/25/2035 61915RAU0 148,169 $146,777.17 0.02%
Navient Student Loan Trust Series 2014-8, Class A3, Variable rate, due 05/27/2049 63939DAC9 150,000 $148,312.10 0.02%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 682051AH0 200,000 $191,767.20 0.02%
PLAINS ALL AMER PIPELINE 2.85%, due 01/31/2023 72650RBB7 150,000 $150,447.27 0.02%
RECKITT BENCKISER TSY N/C, 2.75%, due 06/26/2024 75625QAD1 200,000 $203,545.58 0.02%
REPUBLIC OF TURKEY N/C, 3.25%, due 03/23/2023 900123CA6 200,000 $182,577.40 0.02%
REPUBLIC SERVICES INC 2.90%, due 07/01/2026 760759AR1 150,000 $155,382.39 0.02%
REYNOLDS GRP ISS/REYNOLD 5.75%, due 10/15/2020 761735AP4 145,366 $145,911.28 0.02%
SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST Series 2015-5AVE, Class A1, Variable rate, due 01/05/2043 78413MAA6 150,000 $165,997.82 0.02%
SLC Student Loan Trust Series 2006-2, Class A6, Variable rate, due 09/15/2039 784428AF1 130,000 $125,166.81 0.02%
SLM STUDENT LOAN TRUST Series 2003-10A, Class A3, Variable rate, due 12/15/2027 78442GJG2 199,296 $199,685.96 0.02%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 130,000 $124,062.20 0.02%
SLM Student Loan Trust Series 2013-2, Class A, Variable rate, due 09/25/2043 78446CAA9 161,492 $159,679.49 0.02%
SPRINT COMMUNICATIONS 7%, due 03/01/2020 852061AQ3 171,000 $174,847.50 0.02%
SPRINT CORP 7.625%, due 03/01/2026 85207UAK1 141,000 $155,587.86 0.02%
TC PIPELINES LP 4.65%, due 06/15/2021 87233QAA6 145,000 $149,958.63 0.02%
TELEFLEX INC 4.625%, due 11/15/2027 879369AF3 180,000 $188,011.80 0.02%
TIME WARNER CABLE LLC 5.875%, due 11/15/2040 88732JAY4 150,000 $171,594.73 0.02%
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 91740PAC2 125,000 $128,750.00 0.02%
WALGREENS BOOTS ALLIANCE 3.80%, due 11/18/2024 931427AH1 150,000 $158,491.22 0.02%
WAMU Mortgage Pass-Through Certificates Series 2005-AR1, Class A2A1, Variable rate, due 01/25/2045 939336X65 163,714 $162,292.90 0.02%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 100,000 $105,381.37 0.01%
AMERICAN CAMPUS CMNTYS 3.35%, due 10/01/2020 024836AC2 112,000 $113,428.88 0.01%
ASTRAZENECA PLC 3.125%, due 06/12/2027 046353AN8 100,000 $104,483.76 0.01%
BANK OF AMERICA CORP Variable rate, due 10/01/2025 06051GGT0 75,000 $77,632.03 0.01%
Bear Stearns Alt-A Trust Series 2004-6, Class 1A, Variable rate, due 07/25/2034 07386HJU6 61,957 $62,154.67 0.01%
BERRY GLOBAL ESCROW CORP 4.875%, due 07/15/2026 085770AA3 76,000 $78,660.00 0.01%
CHS/COMMUNITY HEALTH SYS 8%, due 03/15/2026 12543DBC3 100,000 $94,347.00 0.01%
CHS/COMMUNITY HEALTH SYS 8.625%, due 01/15/2024 12543DBB5 51,000 $50,607.30 0.01%
CIGNA CORP 3.05%, due 10/15/2027 125509BV0 75,000 $76,048.02 0.01%
CLEAR CHANNEL INTL BV 8.75%, due 12/15/2020 18452MAA4 59,000 $60,548.75 0.01%
CODELCO INC N/C, 4.50%, due 09/16/2025 P3143NAW4 64,000 $70,675.37 0.01%
COMCAST CORP 3.969%, due 11/01/2047 20030NCC3 100,000 $111,621.19 0.01%
Credit Suisse Mortgage Trust Series 2011-5R, Class 2A1, Variable rate, due 08/27/2046 12645LAH2 109,198 $110,151.45 0.01%
CROWN AMER/CAP CORP V 4.25%, due 09/30/2026 22819KAB6 50,000 $51,247.50 0.01%
CROWNROCK LP/CROWNROCK F 5.625%, due 10/15/2025 228701AF5 120,000 $114,450.00 0.01%
Fannie Mae FN AM5673, 3.65%, due 04/01/2023 3138L6JT6 114,788 $121,637.50 0.01%
Fannie Mae FN AM7817, 3.31%, due 01/01/2027 3138L8VK7 92,481 $99,845.86 0.01%
Fannie Mae FN AN0550, 3.63%, due 02/01/2031 3138LCTG0 42,415 $48,091.62 0.01%
Fannie Mae FN MA2896, 3.50%, due 02/01/2047 31418CGE8 49,170 $50,872.49 0.01%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series KF16, Class A, Variable rate, due 03/25/2026 3137BPC80 122,552 $122,602.87 0.01%
Freddie Mac FG G08721, 3%, due 09/01/2046 3128MJYT1 100,131 $102,805.37 0.01%
Freddie Mac FG G08838, 5%, due 09/01/2048 3128MJ4Y3 57,510 $61,469.94 0.01%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 75,000 $77,626.62 0.01%
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 38869PAL8 50,000 $52,125.00 0.01%
GSAA Home Equity Trust Series 2005-11, Class 3A1, Variable rate, due 10/25/2035 362341QF9 80,023 $80,176.09 0.01%
JOHNSON & JOHNSON 3.625%, due 03/03/2037 478160CF9 75,000 $83,643.21 0.01%
MATADOR RESOURCES CO 5.875%, due 09/15/2026 576485AE6 110,000 $102,729.00 0.01%
MGM GROWTH/MGM FINANCE 4.50%, due 01/15/2028 55303XAF2 80,000 $80,400.00 0.01%
MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 55303XAC9 40,000 $42,900.00 0.01%
MORGAN STANLEY CAPITAL I TRUST Series 2014-MP, Class A, 3.469%, due 08/11/2029 61764JAA4 50,000 $51,414.46 0.01%
Morgan Stanley Mortgage Loan Trust Series 2005-2AR, Class A, Variable rate, due 04/25/2035 61745M4E0 96,665 $95,830.61 0.01%
Navient Student Loan Trust Series 2014-5, Class A, Variable rate, due 03/25/2083 63938WAA2 83,511 $81,818.59 0.01%
NGPL PIPECO LLC 4.375%, due 08/15/2022 62912XAE4 55,000 $56,443.75 0.01%
NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 666807BM3 100,000 $102,926.33 0.01%
OI EUROPEAN GROUP BV 4%, due 03/15/2023 67777LAC7 51,000 $51,510.00 0.01%
PARSLEY ENERGY LLC/FINAN 5.25%, due 08/15/2025 701885AF2 60,000 $60,300.00 0.01%
PETROBRAS GLOBAL FINANCE 5.75%, due 02/01/2029 71647NAZ2 100,000 $107,585.00 0.01%
PLAINS ALL AMER PIPELINE 4.65%, due 10/15/2025 72650RBJ0 50,000 $53,610.94 0.01%
RBSCF TRUST Series 2013-GSP, Class A, Variable rate, due 01/13/2032 74932QAA8 50,000 $52,997.08 0.01%
REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 760942BB7 100,000 $110,688.50 0.01%
Residential Asset Securities Corp. Seroes 2006-KS4, Class A4, Variable rate, due 06/25/2036 75406EAD3 67,960 $68,018.88 0.01%
SERVICE CORP INTL 4.50%, due 11/15/2020 817565BW3 50,000 $50,000.00 0.01%
SLM Student Loan Trust Series 2007-6, Class A4, Variable rate, due 10/25/2024 78444CAD5 98,162 $98,061.90 0.01%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 80,000 $73,492.85 0.01%
Soundview Home Equity Loan Trust Series 2006-2, Class M1, Variable rate, due 03/25/2036 83611MNH7 115,097 $115,366.92 0.01%
Structured Adjustable Rate Mortgage Loan Trust Variable rate, due 09/25/2034 863579AP3 64,066 $65,265.46 0.01%
TENET HEALTHCARE CORP 4.625%, due 07/15/2024 88033GCS7 101,000 $101,631.25 0.01%
TRANSOCEAN PHOENIX 2 LTD 7.75%, due 10/15/2024 893828AA1 112,500 $118,125.00 0.01%
WELLTOWER INC 4.50%, due 01/15/2024 42217KBC9 75,000 $81,336.62 0.01%
B&G Foods, Inc. 4.625%, due 06/01/2021 05508WAA3 29,000 $29,108.75 0.00%
CANADIAN NATL RESOURCES 3.85%, due 06/01/2027 136385AX9 20,000 $21,116.27 0.00%
Citigroup Mortgage Loan Trust Series 2006-HE1, Class M2, Variable rate, due 01/25/2036 17307G4X3 17,713 $17,759.25 0.00%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 34,000 $37,793.55 0.00%
ENDEAVOR ENERGY RESOURCES 5.75%, due 01/30/2028 29260FAE0 33,000 $34,238.16 0.00%
GULFPORT ENERGY CORP 6.375%, due 05/15/2025 402635AL0 7,000 $5,040.00 0.00%
LAMB WESTON HLD 4.625%, due 11/01/2024 513272AA2 20,000 $20,953.40 0.00%
PARSLEY ENERGY LLC/FINAN 5.625%, due 10/15/2027 701885AH8 30,000 $30,225.60 0.00%
POST HOLDINGS INC 5.50%, due 12/15/2029 737446AP9 22,000 $22,456.94 0.00%
SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 78388JAV8 22,000 $22,747.34 0.00%
TENET HEALTHCARE CORP 4.75%, due 06/01/2020 88033GBU3 10,000 $10,160.00 0.00%
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 893829AA9 18,750 $19,078.13 0.00%
Interest: Pay 19580000 USD, Receive 19580000 US0003M - 05/08/2025 19,580,000 ($487,813.60) -0.06%
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.
First Trust Portfolios L.P.  Member SIPC and FINRA.
First Trust Advisors L.P.
Home |  Important Legal Information |  Privacy Policy |  Business Continuity Plan |  FINRA BrokerCheck
Copyright © 2019 All rights reserved.