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 2/22/2019 *

Total Number of Holdings: 608

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Bond, 3%, due 02/15/2049 912810SF6 33,580,000 $33,446,860.66 7.10%
U.S. Treasury Note, 2.50%, due 01/31/2021 9128285X4 31,505,000 $31,512,384.13 6.69%
US 5YR NOTE (CBT) Mar19 FVH9 217 $24,882,101.67 5.28%
U.S. Treasury Note, 2.50%, due 01/31/2024 9128285Z9 20,515,000 $20,547,455.34 4.36%
US 5YR NOTE (CBT) Jun19 FVM9 162 $18,598,359.46 3.95%
US 2YR NOTE (CBT) Mar19 TUH9 83 $17,605,726.60 3.74%
U.S. Treasury Note, 2.625%, due 12/31/2023 9128285U0 16,135,000 $16,246,873.48 3.45%
U.S. Treasury Note, 3.125%, due 11/15/2028 9128285M8 10,310,000 $10,720,990.42 2.28%
Freddie Mac FG G67717, 4%, due 11/01/2048 3132XCSE6 7,126,652 $7,365,192.27 1.56%
US 2YR NOTE (CBT) Jun19 TUM9 32 $6,795,249.98 1.44%
Freddie Mac FG G67714, 4%, due 07/01/2048 3132XCSB2 5,113,518 $5,287,698.78 1.12%
U.S. Treasury Bill, 0%, due 04/11/2019 912796RG6 4,823,000 $4,808,696.77 1.02%
GNMA G2 MA5399, 4.50%, due 08/20/2048 36179T7L3 3,998,115 $4,147,712.49 0.88%
Freddie Mac FG G08791, 3%, due 12/01/2047 3128MJ2Z2 4,059,615 $3,984,559.36 0.85%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 3,884,214 $3,916,938.61 0.83%
GNMA G2 MA4837, 3.50%, due 11/20/2047 36179TLS2 3,860,617 $3,911,477.73 0.83%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 3,853,339 $3,820,228.62 0.81%
Fannie Mae TBA, 5%, due 09/01/2048 01F050635 3,375,000 $3,543,306.83 0.75%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 3,456,296 $3,477,369.69 0.74%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 3,399,883 $3,415,137.02 0.73%
GNMA G2 MA5136, 3.50%, due 04/20/2048 36179TV51 3,250,666 $3,292,796.17 0.70%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 3,039,918 $3,072,094.78 0.65%
Freddie Mac FG G67708, 3.50%, due 03/01/2048 3132XCR56 2,980,925 $3,001,415.94 0.64%
Freddie Mac FG G67709, 3.50%, due 03/01/2048 3132XCR64 2,991,918 $3,017,111.89 0.64%
GE CAPITAL INTL FUNDING 2.342%, due 11/15/2020 36164QMS4 3,035,000 $2,968,782.47 0.63%
Freddie Mac FG G16524, 3.50%, due 05/01/2033 3128MFPH5 2,828,941 $2,883,351.21 0.61%
GNMA G2 MA4963, 4%, due 01/20/2048 36179TQQ1 2,685,347 $2,765,405.95 0.59%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 2,693,203 $2,705,286.03 0.57%
Fannie Mae FN BM3260, 3.50%, due 01/01/2048 3140J7TS4 2,610,966 $2,625,766.63 0.56%
U.S. Treasury Bill, 0%, due 04/09/2019 912796UW7 2,433,000 $2,426,130.74 0.52%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 2,118,022 $2,172,328.01 0.46%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 2,113,864 $1,974,939.70 0.42%
Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M3, Variable rate, due 03/25/2036 76112BZ45 2,000,000 $1,988,723.80 0.42%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 1,874,170 $1,944,694.38 0.41%
Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 68383NCY7 2,045,693 $1,918,227.86 0.41%
.STRU TCW-1159 CO 3.87%, due 12/01/2028 BCCX3KER6 1,750,000 $1,836,943.50 0.39%
Fannie Mae FN AN9305, 3.39%, due 05/01/2030 3138LNKT7 1,821,810 $1,835,451.31 0.39%
GMAC Mortgage Corporation Loan Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 2,049,096 $1,842,722.56 0.39%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 1,791,233 $1,814,830.73 0.39%
FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 BCC2I1ZK2 1,728,359 $1,783,825.01 0.38%
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 63940FAC1 1,750,000 $1,805,037.15 0.38%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 1,711,803 $1,728,258.79 0.37%
Freddie Mac FG WA3208, 3.98%, due 04/01/2034 3132WWYE6 1,692,332 $1,754,738.55 0.37%
Freddie Mac TBA, 4.50%, due 08/01/2048 02R042637 1,675,000 $1,737,485.36 0.37%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 1,970,953 $1,763,365.69 0.37%
U.S. Treasury Bill, 0%, due 02/26/2019 912796UQ0 1,729,000 $1,728,888.25 0.37%
GSAA Home Equity Trust Series 2005-6, Class M1, Variable rate, due 06/25/2035 36242D3X9 1,700,000 $1,703,508.46 0.36%
SLC Student Loan Trust Series 2006-1, Class A6, Variable rate, due 03/15/2055 784427AF3 1,770,000 $1,699,592.94 0.36%
Fannie Mae FN AM6501, 3.32%, due 08/01/2026 3138L7GK6 1,600,000 $1,633,640.08 0.35%
GNMA G2 MA4962, 3.50%, due 01/20/2048 36179TQP3 1,635,782 $1,657,142.93 0.35%
GNMA G2 MA5078, 4%, due 03/20/2048 36179TUB9 1,579,722 $1,626,819.12 0.35%
Citigroup Mortgage Loan Trust Series 2006-HE2, Class M1, Variable rate, due 08/25/2036 17309LAF2 1,600,000 $1,587,765.44 0.34%
Freddie Mac G08788, 3.50%, due 11/01/2047 3128MJ2W9 1,603,911 $1,612,295.70 0.34%
U.S. Treasury Inflation Indexed Bond, 1%, due 02/15/2048 912810SB5 1,580,000 $1,583,184.69 0.34%
Fannie Mae FN MA3179, 3%, due 11/01/2047 31418CQ98 1,590,289 $1,562,168.79 0.33%
FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 3136B1Q80 1,559,332 $1,575,427.11 0.33%
Freddie Mac FG G08816, 3.50%, due 06/01/2048 3128MJ4A5 1,563,706 $1,571,708.96 0.33%
GNMA G2 MA5597, 5%, due 11/20/2048 36179UGE6 1,474,427 $1,540,007.04 0.33%
U.S. Treasury Inflation Indexed Note, 0.75%, due 07/15/2028 912828Y38 1,560,000 $1,570,809.48 0.33%
Freddie Mac FG G08843, 4.50%, due 10/01/2048 3128MJ5D8 1,452,397 $1,508,466.71 0.32%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 1,504,742 $1,521,045.06 0.32%
Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 45254NPA9 1,517,311 $1,488,533.72 0.32%
WELLS FARGO & COMPANY 3.75%, due 01/24/2024 95000U2C6 1,480,000 $1,505,172.37 0.32%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 1,470,000 $1,458,032.44 0.31%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 1,416,179 $1,391,094.70 0.30%
GNNA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 1,359,620 $1,410,492.75 0.30%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 46628SAJ2 2,889,613 $1,427,463.12 0.30%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 1,445,000 $1,432,182.13 0.30%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGY9 1,385,000 $1,373,343.00 0.29%
Fannie Mae FN CA2327, 4%, due 09/01/2048 3140Q9SR5 1,324,627 $1,367,904.40 0.29%
Fannie Mae FN MA3444, 4.50%, due 08/01/2048 31418CZJ6 1,295,234 $1,343,973.70 0.29%
Freddie Mac FG G08795, 3%, due 01/01/2048 3128MJ3D0 1,393,289 $1,367,500.10 0.29%
GNMA G2 MA5466, 4%, due 09/20/2048 36179UCB6 1,343,548 $1,383,603.66 0.29%
U.S. Treasury Bill, 0%, due 07/25/2019 912796SA8 1,401,000 $1,386,902.44 0.29%
Freddie Mac FG G67718, 4%, due 01/01/2049 3132XCSF3 1,264,803 $1,303,278.07 0.28%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 1,273,011 $1,276,280.38 0.27%
Fannie Mae FN CA1711, 4.50%, due 05/01/2048 3140Q83V5 1,240,872 $1,287,907.51 0.27%
FORD MOTOR CREDIT CO LLC N/C, 5.596%, due 01/07/2022 345397ZM8 1,246,000 $1,277,929.75 0.27%
Freddie Mac FG G08737, 3%, due 12/01/2046 3128MJZB9 1,317,197 $1,294,071.69 0.27%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 1,262,295 $1,254,983.55 0.27%
FANNIEMAE-ACES Series 2018-M1, Class A2, Variable rate, due 12/25/2027 3136AY7L1 1,245,000 $1,226,566.53 0.26%
INTERSTATE POWER & LIGHT 3.25%, due 12/01/2024 461070AL8 1,250,000 $1,240,011.54 0.26%
SPECTRA ENERGY PARTNERS 4.60%, due 06/15/2021 84756NAB5 1,200,000 $1,229,983.16 0.26%
TC PIPELINES LP 3.90%, due 05/25/2027 87233QAC2 1,250,000 $1,209,592.95 0.26%
WACHOVIA STUDENT LOAN TRUST Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 1,230,000 $1,201,489.34 0.26%
HEALTHCARE REALTY TRUST 3.75%, due 04/15/2023 421946AH7 1,175,000 $1,165,479.81 0.25%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 1,189,416 $1,180,688.36 0.25%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 1,166,619 $1,147,661.59 0.24%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series Q006, Class APT2, Variable rate, due 09/25/2026 3137FCL69 1,090,578 $1,125,427.64 0.24%
JPMORGAN CHASE & CO 3.20%, due 06/15/2026 46625HRS1 1,150,000 $1,119,853.96 0.24%
PNM RESOURCES INC 3.25%, due 03/09/2021 69349HAC1 1,150,000 $1,148,942.07 0.24%
BANK OF AMERICA CORP 3.419%, due 12/20/2028 06051GHD4 1,100,000 $1,061,388.39 0.23%
CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 21079NAA9 1,025,807 $1,073,866.57 0.23%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 1,073,866 $1,080,599.59 0.23%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 1,063,647 $1,069,033.66 0.23%
SLM Student Loan Trust Series 2008-1, Class A4, Variable rate, due 01/25/2022 784439AD3 1,090,859 $1,082,125.05 0.23%
U.S. Treasury Note, 2.75%, due 11/30/2020 9128285Q9 1,065,000 $1,069,326.56 0.23%
AERCAP IRELAND CAP/GLOBA 4.875%, due 01/16/2024 00774MAK1 1,000,000 $1,024,309.60 0.22%
BCAP LLC Trust Series 2015-RR5, Class 1A3, Variable rate, due 08/26/2036 05490MAC1 1,041,366 $1,028,017.59 0.22%
FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 3136B3A34 1,030,000 $1,030,998.38 0.22%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 1,062,078 $1,028,576.46 0.22%
BECTON DICKINSON AND CO 2.894%, due 06/06/2022 075887BT5 1,000,000 $985,331.74 0.21%
BOSTON PROPERTIES LP 3.125%, due 09/01/2023 10112RAV6 1,000,000 $988,843.95 0.21%
CAMPBELL SOUP CO Variable rate, due 03/15/2021 134429BC2 1,000,000 $992,000.84 0.21%
CITIGROUP INC Variable rate, due 01/24/2023 172967LV1 1,000,000 $996,671.95 0.21%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 1,002,052 $993,388.02 0.21%
GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 38148YAC2 1,000,000 $985,409.30 0.21%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 1,000,000 $993,738.58 0.21%
KANSAS CITY POWER & LT 3.65%, due 08/15/2025 485134BP4 1,000,000 $1,009,275.04 0.21%
KILROY REALTY LP 3.45%, due 12/15/2024 49427RAM4 1,000,000 $975,765.23 0.21%
KONINKLIJKE KPN NV 8.375%, due 10/01/2030 780641AH9 825,000 $987,309.96 0.21%
Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 61744CYB6 1,000,000 $993,867.30 0.21%
Credit Suisse Mortgage Trust Series 2010-8R, Class 10A5, Variable rate, due 04/26/2047 12644KAJ1 968,127 $963,032.01 0.20%
ENERGY TRANSFER OPERATNG 6.25%, due 04/15/2049 29279FAA7 876,000 $941,158.73 0.20%
Freddie Mac FG G08849, 5%, due 11/01/2048 3128MJ5K2 914,380 $962,011.12 0.20%
Freddie Mac FG G16085, 2.50%, due 02/01/2032 3128ME6W6 973,403 $956,866.01 0.20%
IHS MARKIT LTD 5%, due 11/01/2022 44962LAA5 889,000 $921,501.84 0.20%
Towd Point Mortgage Trust Series 2015-2, Class 1A13, Variable rate, due 11/25/2060 89171YAN1 973,350 $957,620.10 0.20%
WELLS FARGO & COMPANY 3%, due 04/22/2026 949746RW3 1,000,000 $958,410.61 0.20%
Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 26250UAQ8 900,000 $891,273.69 0.19%
Fannie Mae FN AM1619, 2.34%, due 12/01/2022 3138L1YR4 893,300 $880,720.48 0.19%
FOX CORP 4.709%, due 01/25/2029 35137LAC9 845,000 $881,694.21 0.19%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 896,309 $905,382.42 0.19%
JPMORGAN CHASE & CO Variable rate, due 12/05/2024 46647PAY2 890,000 $912,601.61 0.19%
NEXTERA ENERGY CAPITAL Variable rate, due 08/28/2021 65339KBA7 900,000 $891,162.76 0.19%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 914,648 $901,056.73 0.19%
SLM Student Loan Trust Series 2012-3, Class A, Variable rate, due 12/27/2038 78447AAA2 917,115 $915,563.69 0.19%
VERIZON COMMUNICATIONS 4.862%, due 08/21/2046 92343VCK8 850,000 $881,912.86 0.19%
BANK OF AMERICA CORP Variable rate, due 07/21/2028 06051GGR4 850,000 $833,098.04 0.18%
CLECO POWER LLC 6%, due 12/01/2040 185508AG3 750,000 $847,843.28 0.18%
COMCAST CORP 4.70%, due 10/15/2048 20030NCM1 805,000 $842,234.96 0.18%
Credit Suisse Mortgage Trust Series 2010-8R, Class 4A5, Variable rate, due 12/26/2035 12644KHH8 834,772 $835,433.83 0.18%
Credit Suisse Mortgage Trust Series 2014-2R, Class 19A1, Variable rate, due 05/27/2036 12648EGA4 872,458 $867,632.92 0.18%
Fannie Mae FN CA2208, 4.50%, due 08/01/2048 3140Q9N25 826,582 $857,686.33 0.18%
FORD MOTOR CREDIT CO LLC N/C, 2.343%, due 11/02/2020 345397YS6 885,000 $861,631.02 0.18%
HCP INC 4.25%, due 11/15/2023 40414LAJ8 850,000 $870,564.66 0.18%
SLM Student Loan Trust Series 2011-2, Class A2, Variable rate, due 10/25/2034 78446JAB2 850,000 $861,527.53 0.18%
Treman Park CLO Ltd Series 2015-1A, Class ARR, Variable rate, due 10/20/2028 89473LAH7 850,000 $847,083.23 0.18%
U.S. Treasury Inflation Indexed Note, 0.375%, due 07/15/2025 912828XL9 825,000 $863,171.23 0.18%
ACTAVIS FUNDING SCS 3.80%, due 03/15/2025 00507UAS0 800,000 $791,591.71 0.17%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 800,000 $810,088.14 0.17%
AT&T INC 4.35%, due 06/15/2045 00206RBK7 900,000 $790,957.43 0.17%
BERKSHIRE HATHAWAY FIN 4.20%, due 08/15/2048 084664CQ2 800,000 $818,066.82 0.17%
CONAGRA BRANDS INC 3.80%, due 10/22/2021 205887BZ4 804,000 $810,092.05 0.17%
Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 12643RAY4 802,959 $806,866.62 0.17%
DUQUESNE LIGHT HOLDINGS 6.40%, due 09/15/2020 266233AC9 750,000 $782,311.19 0.17%
Fannie Mae FN AN7227, 3.20%, due 10/01/2029 3138LLA54 796,096 $792,896.40 0.17%
Fannie Mae FN MA1146, 4%, due 08/01/2042 31418AHY7 792,948 $815,910.86 0.17%
Freddie Mac FG G67703, 3.50%, due 04/01/2047 3132XCRY3 806,195 $813,535.88 0.17%
LLOYDS BANK PLC N/C, 5.80%, due 01/13/2020 53947MAB2 800,000 $819,991.59 0.17%
Magnetite CLO Ltd Series 2019-21A, Class A, Variable rate, due 04/20/2030 55954PAC8 800,000 $800,000.00 0.17%
METROPOLITAN EDISON CO 4%, due 04/15/2025 591894CB4 830,000 $823,717.60 0.17%
Morgan Stanley Mortgage Loan Trust Series 2004-6AR, Class 1M1, Variable rate, due 07/25/2034 61748HBG5 801,310 $810,894.24 0.17%
Navient Student Loan Trust Series 2017-5A, Class A, Variable rate, due 07/26/2066 63940CAA2 783,220 $786,062.91 0.17%
TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 898813AK6 750,000 $780,644.13 0.17%
WORLDWIDE PLAZA TRUST Series 2017-WWP, Class A, 3.5263%, due 11/10/2036 98162JAA4 780,000 $780,644.36 0.17%
BROADCOM CRP / CAYMN FI 2.375%, due 01/15/2020 11134LAB5 750,000 $744,547.52 0.16%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 750,000 $753,830.03 0.16%
Fannie Mae FN MA3336, 3.50%, due 04/01/2038 31418CV68 736,397 $746,855.03 0.16%
FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 3136B3WS5 753,877 $762,546.66 0.16%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series KJ18, Class A1, 2.455%, due 03/25/2022 3137FCWW0 774,087 $769,639.99 0.16%
Freddie Mac FG G08800, 3.50%, due 02/01/2048 3128MJ3J7 743,496 $747,301.68 0.16%
GENERAL MOTORS FINL CO 3.15%, due 01/15/2020 37045XAR7 750,000 $750,303.48 0.16%
LIBERTY PROPERTY LP 4.375%, due 02/01/2029 53117CAT9 750,000 $767,030.08 0.16%
NATL RETAIL PROPERTIES 3.80%, due 10/15/2022 637417AE6 750,000 $759,408.71 0.16%
SLM Student Loan Trust Series 2008-2, Class A3, Variable rate, due 04/25/2023 784442AC9 746,739 $740,528.17 0.16%
SPRINT SPECTRUM / SPEC I 3.36%, due 09/20/2021 85208NAA8 763,125 $761,217.19 0.16%
UDR INC 4.625%, due 01/10/2022 90265EAG5 750,000 $773,393.66 0.16%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 730,800 $703,920.45 0.15%
AMGEN INC 4.40%, due 05/01/2045 031162BZ2 727,000 $683,559.79 0.15%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 715,000 $691,320.70 0.15%
BOSTON SCIENTIFIC CORP 6%, due 01/15/2020 101137AK3 700,000 $720,021.73 0.15%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 710,000 $708,767.33 0.15%
Dryden Senior Loan Fund Series 2018-71A, Class A, Variable rate, due 01/15/2029 26252HAA0 700,000 $699,830.25 0.15%
DUKE ENERGY PROGRESS LLC 3.25%, due 08/15/2025 26442UAA2 700,000 $703,930.46 0.15%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $716,748.60 0.15%
Fannie Mae FN AN7274, 3.10%, due 11/01/2029 3138LLCL7 700,000 $690,361.68 0.15%
Fannie Mae FN MA3147, 3%, due 10/01/2047 31418CP99 707,595 $695,101.07 0.15%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K158, Class A3, Variable rate, due 10/25/2033 3137FJY78 695,000 $719,226.80 0.15%
FRESENIUS MED CARE II 5.625%, due 07/31/2019 35802XAD5 700,000 $706,173.30 0.15%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 677,655 $697,858.50 0.15%
GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 38380XR74 715,621 $727,404.25 0.15%
PNC BANK NA 2.50%, due 01/22/2021 69353RFH6 690,000 $684,356.72 0.15%
SLM Student Loan Trust Series 2005-9, Class A7A, Variable rate, due 01/25/2041 78442GRA6 699,032 $697,306.41 0.15%
TCI-Flatiron CLO Ltd Series 2016-1A, Class AR, Variable rate, due 07/17/2028 87230AAE6 700,000 $700,000.00 0.15%
TRANS-ALLEGHENY INTERSTA 3.85%, due 06/01/2025 893045AE4 700,000 $703,675.17 0.15%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 670,000 $635,811.41 0.14%
AMCOR FINANCE USA INC 4.50%, due 05/15/2028 02343UAB1 650,000 $662,559.05 0.14%
ANHEUSER-BUSCH INBEV WOR 4.75%, due 01/23/2029 035240AQ3 635,000 $660,524.75 0.14%
Fannie Mae FN MA3410, 3.50%, due 07/01/2033 31418CYG3 635,362 $646,837.44 0.14%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 700,000 $676,235.00 0.14%
FORD MOTOR CREDIT CO LLC N/C, 4.25%, due 09/20/2022 345397WF6 655,000 $642,380.47 0.14%
Freddie Mac FG G08732, 3%, due 11/01/2046 3128MJY61 648,228 $636,646.88 0.14%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 681,581 $669,410.89 0.14%
Freddie Mac FG G08766, 3.50%, due 06/01/2047 3128MJZ86 663,445 $667,597.55 0.14%
GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 38380Y2X2 635,760 $645,399.23 0.14%
GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2029 38141GWV2 695,000 $675,488.32 0.14%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 685,276 $650,814.32 0.14%
KINDER MORGAN INC 5.30%, due 12/01/2034 49456BAG6 650,000 $679,391.35 0.14%
KRAFT HEINZ FOODS CO 4.625%, due 01/30/2029 50077LAT3 650,000 $647,038.36 0.14%
SANTANDER UK GROUP HLDGS N/C, 2.875%, due 08/05/2021 80281LAE5 650,000 $638,827.15 0.14%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 824,257 $681,223.77 0.14%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $673,429.68 0.14%
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 88732JBB3 700,000 $665,581.18 0.14%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 639,412 $642,567.47 0.14%
WELLTOWER INC 5.25%, due 01/15/2022 42217KAW6 650,000 $681,192.82 0.14%
BAE SYSTEMS HOLDINGS INC 6.375%, due 06/01/2019 05523UAJ9 600,000 $605,119.92 0.13%
BAYER US FINANCE LLC 2.375%, due 10/08/2019 07274EAD5 600,000 $596,467.78 0.13%
CC HOLDINGS GS V LLC/CRO 3.849%, due 04/15/2023 14987BAE3 625,000 $630,772.32 0.13%
Fannie Mae FN 995916, 5.009%, due 06/01/2019 31416CK54 595,995 $597,494.60 0.13%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 583,948 $589,859.00 0.13%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 595,504 $601,047.99 0.13%
HALFMOON PARENT INC 4.375%, due 10/15/2028 40573LAS5 600,000 $610,470.07 0.13%
HALFMOON PARENT INC 4.90%, due 12/15/2048 40573LAW6 600,000 $602,362.37 0.13%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 637,727 $602,013.11 0.13%
PACKAGING CORP OF AMERICA 2.45%, due 12/15/2020 695156AS8 600,000 $593,064.43 0.13%
PRICOA GLOBAL FUNDING 1 N/C, 3.45%, due 09/01/2023 741531FA0 620,000 $627,804.05 0.13%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 700,000 $604,463.97 0.13%
US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 90345WAA2 576,422 $615,935.20 0.13%
WILLIAMS COMPANIES INC 4.55%, due 06/24/2024 969457BW9 600,000 $621,415.37 0.13%
Bluemountain CLO Ltd Series 2013-2A, Class A1R, Variable rate, due 10/22/2030 09626YAN0 550,000 $546,962.35 0.12%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 600,000 $582,851.54 0.12%
Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 26251BAL0 572,000 $570,468.76 0.12%
ELANCO ANIMAL HEALTH INC 4.272%, due 08/28/2023 28414HAC7 535,000 $544,517.45 0.12%
GENERAL ELECTRIC CO N/C, 5.55%, due 01/05/2026 36962GT95 535,000 $556,926.12 0.12%
GNMA G2 MA4069, 3.50%, due 11/20/2046 36179SQW0 543,825 $550,998.18 0.12%
SL GREEN REALTY CORP 4.50%, due 12/01/2022 75625AAD6 550,000 $561,002.73 0.12%
SLM Student Loan Trust Series 2006-8, Class A6, Variable rate, due 01/25/2041 78443HAF0 600,000 $584,726.22 0.12%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $542,584.43 0.12%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 570,000 $573,243.30 0.12%
WEA FINANCE LLC 3.15%, due 04/05/2022 92928QAC2 550,000 $546,632.47 0.12%
BAT CAPITAL CORP 2.764%, due 08/15/2022 05526DAV7 550,000 $535,292.61 0.11%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 540,000 $525,245.76 0.11%
BEMIS COMPANY INC 6.80%, due 08/01/2019 081437AF2 500,000 $507,676.74 0.11%
CONSOLIDATED EDISON CO OF NY 4.50%, due 05/15/2058 209111FQ1 500,000 $496,169.41 0.11%
CVS HEALTH CORP 2.25%, due 08/12/2019 126650CE8 500,000 $498,538.14 0.11%
DIGITAL REALTY TRUST LP 3.625%, due 10/01/2022 25389JAK2 500,000 $500,658.16 0.11%
GLP CAPITAL LP / FIN II 4.875%, due 11/01/2020 361841AD1 500,000 $510,095.00 0.11%
GNMA G2 MA1157, 3.50%, due 07/20/2043 36179NJA7 496,282 $504,930.39 0.11%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 491,515 $497,986.24 0.11%
GOLDMAN SACHS GROUP INC Variable rate, due 06/05/2028 38141GWL4 550,000 $532,970.07 0.11%
HCA INC 5%, due 03/15/2024 404119BN8 500,000 $521,780.66 0.11%
HUMANA INC 3.15%, due 12/01/2022 444859BA9 500,000 $494,567.49 0.11%
JPMORGAN CHASE & CO 3.90%, due 07/15/2025 46625HMN7 500,000 $512,347.15 0.11%
NEWELL BRANDS INC 2.60%, due 03/29/2019 651229AT3 500,000 $499,816.45 0.11%
VALEANT PHARMACEUTICALS 5.50%, due 11/01/2025 91911KAN2 489,000 $494,501.25 0.11%
VIACOM INC 3.875%, due 04/01/2024 92553PAX0 500,000 $500,182.31 0.11%
WALGREENS BOOTS ALLIANCE 3.30%, due 11/18/2021 931427AF5 500,000 $502,928.99 0.11%
WELLTOWER INC 4%, due 06/01/2025 42217KBF2 500,000 $505,912.97 0.11%
ZIMMER BIOMET HOLDINGS 2.70%, due 04/01/2020 98956PAK8 525,000 $523,101.06 0.11%
AIR LEASE CORP 3.50%, due 01/15/2022 00912XBE3 485,000 $483,440.24 0.10%
AT&T INC 5.15%, due 11/15/2046 00206RHA3 500,000 $485,047.24 0.10%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC Series 2018-PARK, Class A, Variable rate, due 08/10/2038 05491YAA8 465,000 $486,657.38 0.10%
DIAMOND 1 FIN/DIAMOND 2 3.48%, due 06/01/2019 25272KAA1 450,000 $449,868.69 0.10%
GENERAL ELECTRIC CO N/C, 4.625%, due 01/07/2021 36962G4Y7 460,000 $468,384.25 0.10%
GENERAL ELECTRIC CO N/C, 4.65%, due 10/17/2021 36962G5J9 470,000 $480,956.13 0.10%
GNMA TBA, 5%, due 07/01/2047 21H050631 430,000 $447,932.99 0.10%
HCP INC 3.875%, due 08/15/2024 40414LAL3 475,000 $476,683.50 0.10%
INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 74445PAC6 450,000 $492,718.50 0.10%
KAISER FOUNDATION HOSPITALS 3.50%, due 04/01/2022 48305QAA1 450,000 $456,865.58 0.10%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $490,355.00 0.10%
PETROLEOS MEXICANOS 6.50%, due 01/23/2029 71654QCP5 500,000 $478,900.00 0.10%
RAYMOND JAMES FINANCIAL 4.95%, due 07/15/2046 754730AF6 450,000 $455,299.66 0.10%
RUBY PIPELINE LLC 6%, due 04/01/2022 781172AB7 481,841 $463,614.85 0.10%
SANTANDER UK GROUP HLDGS Variable rate, due 01/05/2024 80281LAH8 500,000 $482,533.56 0.10%
SES SA 3.60%, due 04/04/2023 78413HAA7 500,000 $492,371.00 0.10%
SOUTHERN CO GAS CAPITAL 2.45%, due 10/01/2023 8426EPAA6 500,000 $475,465.49 0.10%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 400,000 $460,785.81 0.10%
TYSON FOODS INC 4.35%, due 03/01/2029 902494BK8 450,000 $450,828.88 0.10%
BAYER US FINANCE LLC 3.375%, due 10/08/2024 07274EAG8 460,000 $443,778.10 0.09%
CATALENT PHARMA SOLUTION 4.875%, due 01/15/2026 14879EAD0 420,000 $420,999.60 0.09%
CHARTER COMM OPT LLC/CAP 4.50%, due 02/01/2024 161175BQ6 400,000 $408,751.17 0.09%
CVS HEALTH CORP 4.30%, due 03/25/2028 126650CX6 400,000 $400,562.52 0.09%
EQT MIDSTREAM PARTNERS LP 5.50%, due 07/15/2028 26885BAC4 405,000 $408,728.15 0.09%
Fannie Mae FN MA3237, 3%, due 01/01/2048 31418CS39 409,217 $401,851.41 0.09%
FONDO MIVIVIENDA SA 3.50%, due 01/31/2023 P42009AA1 450,000 $446,179.50 0.09%
Freddie Mac FG G08738, 3.50%, due 12/01/2046 3128MJZC7 420,489 $423,640.75 0.09%
Freddie Mac FG G08747, 3%, due 02/01/2047 3128MJZM5 437,054 $429,221.01 0.09%
Freddie Mac FG G08748, 3.50%, due 02/01/2047 3128MJZN3 439,557 $442,671.13 0.09%
Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 45254NMY0 446,814 $444,061.22 0.09%
INTL FLAVOR & FRAGRANCES 5%, due 09/26/2048 459506AL5 425,000 $430,710.26 0.09%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 430,000 $446,795.80 0.09%
KROGER CO 4.50%, due 01/15/2029 501044DL2 420,000 $426,027.12 0.09%
L3 TECHNOLOGIES INC 4.40%, due 06/15/2028 502413BG1 405,000 $418,001.93 0.09%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 428,843 $403,396.34 0.09%
LG&E AND KU ENERGY LLC 3.75%, due 11/15/2020 50188FAD7 400,000 $403,173.37 0.09%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 539439AP4 450,000 $433,985.71 0.09%
MORGAN STANLEY Variable rate, due 01/23/2030 6174468G7 425,000 $439,561.19 0.09%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $446,508.00 0.09%
PNC BANK NA 3.80%, due 07/25/2023 69349LAM0 400,000 $406,786.08 0.09%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 400,000 $430,000.00 0.09%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 400,000 $406,380.64 0.09%
Structured Asset Investment Loan Trust Series 2005-2, Class M2, Variable rate, due 03/25/2035 86358ERB4 426,668 $426,879.20 0.09%
VODAFONE GROUP PLC 4.375%, due 05/30/2028 92857WBK5 420,000 $418,177.91 0.09%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 428,267 $427,028.76 0.09%
WESTROCK MWV LLC 7.375%, due 09/01/2019 583334AE7 400,000 $408,709.04 0.09%
WILLIAMS COMPANIES INC 4.50%, due 11/15/2023 96950FAL8 400,000 $413,487.10 0.09%
ABBVIE INC 4.40%, due 11/06/2042 00287YAM1 400,000 $355,344.14 0.08%
AERCAP IRELAND CAP LTD/A 4.50%, due 05/15/2021 00772BAF8 375,000 $380,432.62 0.08%
ARDAGH PKG FIN/HLDGS USA 6%, due 02/15/2025 03969AAL4 400,000 $394,000.00 0.08%
Babson CLO Ltd Series 2013-IA, Class AR, Variable rate, due 01/20/2028 06760EAA4 400,000 $396,035.20 0.08%
BACARDI LTD 5.30%, due 05/15/2048 067316AH2 385,000 $354,747.47 0.08%
CELGENE CORP 2.75%, due 02/15/2023 151020AX2 370,000 $362,379.88 0.08%
Deephaven Residential Mortgage Trust Series 2017-1A, Class A1, Variable rate, due 12/26/2046 24380TAA4 355,574 $353,466.28 0.08%
ENERGY TRANSFER PARTNERS 4.05%, due 03/15/2025 29273RBD0 400,000 $399,997.66 0.08%
Fannie Mae FN AS9334, 3%, due 03/01/2032 3138WKLQ6 361,290 $361,859.38 0.08%
Freddie Mac FG G08833, 5%, due 07/01/2048 3128MJ4T4 343,658 $361,559.88 0.08%
Freddie Mac FG G18670, 3%, due 12/01/2032 3128MMW82 366,638 $367,002.16 0.08%
GNMA G2 MA4196, 3.50%, due 01/20/2047 36179SUV7 385,560 $390,631.17 0.08%
HESS CORP 5.60%, due 02/15/2041 42809HAD9 400,000 $390,250.93 0.08%
HUMANA INC 2.90%, due 12/15/2022 444859BJ0 360,000 $353,409.45 0.08%
JP Morgan Mortgage Acquisition Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 46630MAX0 405,000 $392,837.00 0.08%
JPMORGAN CHASE & CO Variable rate, due 05/01/2028 46647PAF3 365,000 $358,150.30 0.08%
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 63861VAA5 360,000 $354,503.97 0.08%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 400,000 $399,815.14 0.08%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 358,541 $357,043.65 0.08%
PETROLEOS MEXICANOS 5.35%, due 02/12/2028 71654QCK6 430,000 $386,247.50 0.08%
SHIRE ACQ INV IRELAND DA 1.90%, due 09/23/2019 82481LAA7 400,000 $397,133.86 0.08%
SLC Student Loan Trust Series 2005-2, Class A4, Variable rate, due 12/15/2039 784420AJ0 400,000 $389,758.40 0.08%
U.S. Treasury Bill, 0%, due 03/28/2019 912796PX1 368,000 $367,253.73 0.08%
VENTAS REALTY LP 3.85%, due 04/01/2027 92277GAL1 400,000 $393,955.56 0.08%
VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 92769XAM7 400,000 $399,000.00 0.08%
VIRGINIA ELEC & POWER CO 4.60%, due 12/01/2048 927804GA6 355,000 $374,246.28 0.08%
WESTROCK CO 4.90%, due 03/15/2029 92940PAC8 355,000 $369,672.06 0.08%
ABBVIE INC 4.875%, due 11/14/2048 00287YBD0 350,000 $328,240.64 0.07%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 361,854 $341,134.19 0.07%
CALIFORNIA ST TAXABLE-BABS-VAR PURP, GO, 7.95%, due 03/01/2036 13063BFV9 300,000 $314,784.00 0.07%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 325,000 $335,947.06 0.07%
COMCAST CORP 4.65%, due 07/15/2042 20030NBE0 300,000 $309,365.92 0.07%
COMM MORTGAGE TRUST Series 2012-CR5, Class A4, 2.771%, due 12/10/2045 12623SAE0 315,000 $312,865.75 0.07%
Credit Suisse Mortgage Trust Series 2015-8R, Class 3A1, Variable rate, due 11/25/2037 12650NAN7 332,863 $331,641.65 0.07%
ENBRIDGE ENERGY PARTNERS 5.50%, due 09/15/2040 29250RAT3 300,000 $328,936.65 0.07%
Fannie Mae FN MA2145, 4%, due 01/01/2045 31418BL38 340,050 $349,412.78 0.07%
Freddie Mac FG G08844, 5%, due 10/01/2048 3128MJ5E6 315,621 $332,069.06 0.07%
GILEAD SCIENCES INC 4.15%, due 03/01/2047 375558BK8 380,000 $350,827.15 0.07%
MADISON AVENUE TRUST Series 2015-11MD, Class A, Variable rate, due 09/10/2035 556227AA4 305,000 $309,248.59 0.07%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 423,486 $318,154.20 0.07%
Morgan Stanley ReRemic Trust Series 2015-R2, Class 1A1, Variable rate, due 12/26/2046 61690HAA7 324,901 $319,387.45 0.07%
NEW YORK ST DORM AUTH ST PERSNL INC TAX REV TAXABLE-BABS, 5.50%, due 03/15/2030 649902T29 300,000 $344,367.00 0.07%
PIEDMONT OPERATING PARTNERSHIP 3.40%, due 06/01/2023 720198AC4 350,000 $340,540.83 0.07%
PIPELINE FUNDING CO LLC 7.50%, due 01/15/2030 724060AA6 282,030 $333,201.55 0.07%
Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M2, Variable rate, due 03/25/2036 76112BZ37 340,000 $340,134.44 0.07%
RITE AID CORP 6.125%, due 04/01/2023 767754CH5 400,000 $342,000.00 0.07%
SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 785592AM8 325,000 $350,320.49 0.07%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 317,256 $317,520.19 0.07%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $326,182.14 0.07%
SLM Student Loan Trust Series 2011-1, Class A2, Variable rate, due 10/25/2034 83149VAB5 345,000 $349,950.68 0.07%
SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 78447GAC5 349,835 $346,332.17 0.07%
TENET HEALTHCARE CORP 4.50%, due 04/01/2021 88033GBY5 304,000 $307,800.00 0.07%
VODAFONE GROUP PLC 3.75%, due 01/16/2024 92857WBH2 330,000 $328,940.93 0.07%
Voya CLO Ltd Series 2014-3A, Class A1R, Variable rate, due 07/25/2026 92912QAG1 324,723 $323,407.79 0.07%
WAMU MORTGAGE PASS-THROUGH CER Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 92922F5T1 319,562 $317,174.93 0.07%
WELLS FARGO & COMPANY Variable rate, due 05/22/2028 95000U2A0 350,000 $346,946.33 0.07%
ALABAMA POWER CAP TR V Preferred, Variable rate, due 10/01/2042 01039XAA8 300,000 $293,979.00 0.06%
ASTRAZENECA PLC 3.50%, due 08/17/2023 046353AR9 300,000 $302,312.54 0.06%
AT&T INC 4.80%, due 06/15/2044 00206RCG5 322,000 $301,978.92 0.06%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC Series 2015-200P, Class A, 3.218%, due 04/14/2033 05526QAA4 285,000 $284,621.49 0.06%
BANK OF NY MELLON CORP Variable rate, due 05/16/2023 06406RAC1 300,000 $295,585.09 0.06%
BECTON DICKINSON 3.25%, due 11/12/2020 075887AW9 300,000 $300,080.39 0.06%
BOSTON SCIENTIFIC CORP 3.45%, due 03/01/2024 101137AV9 300,000 $301,468.93 0.06%
Brazos Higher Education Authority, Inc. Series 2011-1, Class A3, Variable rate, due 11/25/2033 10620NCH9 270,000 $277,039.12 0.06%
Brazos Higher Education Authority, Inc. Series 2011-2, Class A3, Variable rate, due 10/27/2036 10620NCL0 300,000 $300,800.67 0.06%
CBS CORP 2.50%, due 02/15/2023 124857AS2 300,000 $286,770.11 0.06%
CENTENE CORP 5.625%, due 02/15/2021 15135BAF8 275,000 $279,125.00 0.06%
CGRBS COMMERCIAL MORTGAGE TRUST Series 2013-VN05, Class A, 3.369%, due 03/13/2035 125354AA8 280,000 $284,184.66 0.06%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 273,393 $274,619.35 0.06%
FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 105756BZ2 300,000 $299,178.00 0.06%
FORD MOTOR CREDIT CO LLC N/C, 3.813%, due 10/12/2021 345397ZH9 300,000 $296,725.81 0.06%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 345397ZG1 285,000 $274,145.75 0.06%
Freddie Mac FN C91981, 3%, due 02/01/2038 3128P8FW6 266,397 $263,252.60 0.06%
GENERAL MILLS INC 4.20%, due 04/17/2028 370334CG7 300,000 $302,526.60 0.06%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 300,000 $303,849.00 0.06%
GNMA G2 MA4195, 3%, due 01/20/2047 36179SUU9 303,303 $300,846.22 0.06%
GNMA G2 MA4901, 4%, due 12/20/2047 36179TNS0 276,080 $284,310.61 0.06%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST Series 2012-HSBC, Class A, 3.0934%, due 07/05/2032 46637YAA7 289,042 $290,100.13 0.06%
LIBERTY STREET TRUST Series 2016-225L, Class A, 3.597%, due 02/10/2036 902055AA0 275,000 $278,512.58 0.06%
Navient Student Loan Trust Series 2014-3, Class A, Variable rate, due 03/25/2083 63938JAA1 273,402 $271,239.29 0.06%
Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 63940JAC3 300,000 $303,379.14 0.06%
NORTHROP GRUMMAN CORP 3.20%, due 02/01/2027 666807BK7 305,000 $295,932.87 0.06%
POST HOLDINGS INC 5.75%, due 03/01/2027 737446AM6 273,000 $269,587.50 0.06%
REPUBLIC OF CHILE N/C, 2.25%, due 10/30/2022 168863BN7 300,000 $293,262.00 0.06%
REYNOLDS GRP ISS/REYNOLD Variable rate, due 07/15/2021 761735AR0 300,000 $302,250.00 0.06%
SANTANDER UK PLC N/C, 2.50%, due 03/14/2019 80283LAK9 300,000 $300,030.72 0.06%
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 78444FAF3 300,000 $295,575.38 0.06%
SOUTHWESTERN ELEC POWER 3.55%, due 02/15/2022 845437BM3 300,000 $302,188.40 0.06%
UNION PACIFIC CORP 3.95%, due 09/10/2028 907818EY0 270,000 $276,882.26 0.06%
WELLS FARGO BANK NA Variable rate, due 07/23/2021 94988J5P8 300,000 $300,844.40 0.06%
ALEXANDRIA REAL ESTATE EQUITIES 4.30%, due 01/15/2026 015271AH2 250,000 $253,370.81 0.05%
AMERICAN CAMPUS CMNTYS 3.625%, due 11/15/2027 024836AD0 250,000 $238,985.27 0.05%
ANTERO RESOURCES CORP 5%, due 03/01/2025 03674XAJ5 250,000 $242,187.50 0.05%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 255,000 $253,612.21 0.05%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 245,000 $237,948.46 0.05%
BANK OF AMERICA CORP Variable rate, due 07/23/2029 06051GHM4 210,000 $215,932.37 0.05%
BAT CAPITAL CORP 4.39%, due 08/15/2037 05526DBD6 280,000 $236,240.83 0.05%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 236,331 $223,736.34 0.05%
CELGENE CORP 3.875%, due 08/15/2025 151020AS3 250,000 $251,077.73 0.05%
CENTRAL GARDEN & PET CO 5.125%, due 02/01/2028 153527AM8 242,000 $225,060.00 0.05%
CITIGROUP INC N/C, 8.50%, due 05/22/2019 172967EV9 250,000 $253,412.87 0.05%
COMM MORTGAGE TRUST Series 2012-CR5, Class A3, 2.54%, due 12/10/2045 12623SAD2 225,000 $221,909.54 0.05%
DOMINICAN REPUBLIC N/C, 6.60%, due 01/28/2024 P3579EAT4 200,000 $213,000.00 0.05%
ENERGY TRANSFER PARTNERS 5.15%, due 03/15/2045 29273RBF5 260,000 $242,345.32 0.05%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 301,439 $229,314.36 0.05%
FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 345397YL1 230,000 $221,324.58 0.05%
Freddie Mac FG G18713, 3.50%, due 11/01/2033 3128MMYK3 244,276 $248,786.24 0.05%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 238,291 $248,339.31 0.05%
GNMA G2 MA4722, 5%, due 09/20/2047 36179TG74 214,853 $224,228.34 0.05%
GRACE MORTGAGE TRUST Series 2014-GRCE, Class A, 3.3687%, due 06/10/2028 38406HAA0 250,000 $251,872.30 0.05%
IHS MARKIT LTD 4.75%, due 08/01/2028 44962LAF4 250,000 $251,062.50 0.05%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 215,000 $216,343.75 0.05%
IRVINE CORE OFFICE TRUST Series 2013-IRV, Class A2, Variable rate, due 05/15/2048 46361TAC6 235,000 $236,307.21 0.05%
JP Morgan Mortgage Acquisition Corp. Series 2006-ACC1, Class M1, Variable rate, due 05/25/2036 46628RAF2 260,000 $256,219.37 0.05%
LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 527298BK8 215,000 $217,150.00 0.05%
MATTHEWS INTERNATIONAL CORP 5.25%, due 12/01/2025 577128AA9 240,000 $228,600.00 0.05%
Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 59549WAA1 231,973 $244,804.90 0.05%
Navient Student Loan Trust Series 2015-1, Class A2, Variable rate, due 04/25/2040 63939FAB6 230,574 $229,581.94 0.05%
Residential Asset Securities Corporation Series 2006-EMX3, Class A3, Variable rate, due 04/25/2036 76113ACA7 260,000 $251,132.54 0.05%
REYNOLDS AMERICAN INC 4.45%, due 06/12/2025 761713BG0 250,000 $252,173.78 0.05%
ROCKIES EXPRESS PIPELINE 5.625%, due 04/15/2020 77340RAK3 244,000 $250,710.00 0.05%
Securitized Asset Backed Receivables LLC Trust Series 2006-OP1, Class M2, Variable rate, due 10/25/2035 81375WJG2 260,000 $257,166.75 0.05%
SLM STUDENT LOAN TRUST Series 2003-10A, Class A3, Variable rate, due 12/15/2027 78442GJG2 239,375 $239,720.24 0.05%
SLM Student Loan Trust Series 2005-5, Class A5, Variable rate, due 10/25/2040 78442GPR1 250,000 $248,616.20 0.05%
SLM Student Loan Trust Series 2006-2, Class A6, Variable rate, due 01/25/2041 78442GRX6 236,385 $228,944.75 0.05%
SPECTRUM BRANDS INC 5.75%, due 07/15/2025 84762LAU9 245,000 $241,631.25 0.05%
SUNOCO LOGISTICS PARTNERS 5.40%, due 10/01/2047 86765BAV1 250,000 $240,142.92 0.05%
SUNTORY HOLDINGS LTD 2.55%, due 09/29/2019 86803UAB7 250,000 $249,035.32 0.05%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 240,000 $244,561.08 0.05%
TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 89382PAA3 223,965 $227,884.40 0.05%
U.S. Treasury Inflation Indexed Note, 0.125%, due 07/15/2024 912828WU0 240,000 $248,771.45 0.05%
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST Series 2013-C6, Class A3, 2.9707%, due 04/10/2046 90349GBE4 249,678 $248,958.66 0.05%
UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 91412GTG0 225,000 $243,929.25 0.05%
VNO MORTGAGE TRUST Series 2012-6AVE, Class A, 2.9956%, due 11/15/2030 91830CAA6 250,000 $249,909.38 0.05%
WELLS FARGO & COMPANY N/C, 3%, due 10/23/2026 949746SH5 250,000 $239,043.08 0.05%
WESTROCK RKT CO 4.45%, due 03/01/2019 772739AJ7 250,000 $250,063.81 0.05%
AMEREN ILLINOIS CO 3.70%, due 12/01/2047 02361DAR1 200,000 $189,362.16 0.04%
AMERICAN TOWER CORP 3%, due 06/15/2023 03027XAQ3 215,000 $210,256.85 0.04%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAF7 200,000 $192,517.14 0.04%
ANHEUSER-BUSCH INBEV WOR 4.439%, due 10/06/2048 03523TBT4 200,000 $179,878.30 0.04%
ARAB REPUBLIC OF EGYPT N/C, 5.577%, due 02/21/2023 03846JW30 200,000 $198,992.00 0.04%
Asset Backed Funding Certificates Series 2006-OPT1, Class A2, Variable rate, due 09/25/2036 00075QAR3 168,551 $164,845.89 0.04%
AT&T INC 4.30%, due 02/15/2030 00206RGQ9 200,000 $197,092.24 0.04%
BANCO NACIONAL COM EXT Variable rate, due 08/11/2026 05970AAB8 200,000 $194,360.00 0.04%
BANK OF AMERICA CORP Variable rate, due 12/20/2023 06051GHC6 180,000 $177,733.31 0.04%
BANK OF NY MELLON CORP 3.25%, due 09/11/2024 06406HCX5 180,000 $180,436.22 0.04%
BAYER US FINANCE II LLC 2.125%, due 07/15/2019 07274NAT0 200,000 $199,295.70 0.04%
CBS CORP 3.70%, due 06/01/2028 124857AX1 200,000 $191,008.92 0.04%
CELGENE CORP 5%, due 08/15/2045 151020AU8 200,000 $201,298.75 0.04%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 200,000 $195,000.00 0.04%
CSC HOLDINGS LLC 5.50%, due 05/15/2026 126307AU1 200,000 $201,000.00 0.04%
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 26139PAB9 200,000 $205,450.40 0.04%
EFS Volunteer No 3 LLC Series 2012-1, Class A3, Variable rate, due 04/25/2033 26845CAC1 200,000 $201,176.82 0.04%
ENERGY TRANSFER EQUITY 5.50%, due 06/01/2027 29273VAF7 198,000 $207,365.40 0.04%
Fannie Mae FN AN4665, 3.49%, due 02/01/2032 3138LHFF6 203,618 $205,857.75 0.04%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 191,376 $196,276.99 0.04%
FIRST DATA CORPORATION FDC TL 1L USD LX169513 175,000 $174,480.25 0.04%
Freddie Mac FG G07961, 3.50%, due 03/01/2045 3128MAFA2 171,091 $172,587.65 0.04%
Freddie Mac FG G08692, 3%, due 02/01/2046 3128MJXW5 181,477 $178,290.56 0.04%
GENERAL MOTORS FINL CO 2.40%, due 05/09/2019 37045XBJ4 210,000 $209,864.17 0.04%
GILEAD SCIENCES INC 3.65%, due 03/01/2026 375558BF9 175,000 $174,238.17 0.04%
GLOBAL BANK CORPORATION N/C, 4.50%, due 10/20/2021 37954JAB2 200,000 $200,300.00 0.04%
GNMA G2 MA4453, 4.50%, due 05/20/2047 36179S5N3 192,349 $200,444.79 0.04%
GNMA G2 MA4586, 3.50%, due 07/20/2047 36179TCX1 195,801 $198,382.27 0.04%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 212,783 $209,962.83 0.04%
GSAA Home Equity Trust Series 2005-11, Class 3A1, Variable rate, due 10/25/2035 362341QF9 172,643 $172,293.08 0.04%
HOME DEPOT INC 3.90%, due 12/06/2028 437076BW1 195,000 $203,613.77 0.04%
IMS HEALTH INC 5%, due 10/15/2026 449934AD0 200,000 $204,000.00 0.04%
KINGDOM OF BAHRAIN N/C, 7%, due 10/12/2028 200,000 $209,319.80 0.04%
LIFESTORAGE LP 3.875%, due 12/15/2027 53227JAA2 200,000 $193,176.29 0.04%
MortgageIT Trust Series 2005-5, Class A1, Variable rate, due 12/25/2035 61915RAU0 166,674 $165,680.30 0.04%
NEW YORK NY TAXABLE, 3.05%, due 10/01/2029 64966MQN2 200,000 $189,134.00 0.04%
NY & PRESBYTERIAN HOSPITAL 3.563%, due 08/01/2036 649322AC8 200,000 $187,287.37 0.04%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 682051AH0 200,000 $188,264.40 0.04%
PENNSYLVANIA ELECTRIC CO 6.625%, due 04/01/2019 708696BM0 200,000 $200,613.10 0.04%
PETROLEOS MEXICANOS 6.50%, due 03/13/2027 71654QCG5 215,000 $209,066.00 0.04%
PLAINS ALL AMER PIPELINE 3.85%, due 10/15/2023 72650RBD3 200,000 $199,500.01 0.04%
QWEST CORP N/C, 7.25%, due 09/15/2025 912920AK1 185,000 $198,562.54 0.04%
RECKITT BENCKISER TSY N/C, 2.75%, due 06/26/2024 75625QAD1 200,000 $193,636.76 0.04%
REPUBLIC OF ARGENTINA N/C, 6.875%, due 04/22/2021 040114GW4 200,000 $190,852.00 0.04%
REPUBLIC OF COLOMBIA 2.625%, due 03/15/2023 P3772NHK1 200,000 $192,952.00 0.04%
REPUBLIC OF PARAGUAY N/C, 4.625%, due 01/25/2023 P75744AA3 200,000 $204,075.00 0.04%
REPUBLIC OF SOUTH AFRICA N/C, 4.665%, due 01/17/2024 836205AQ7 200,000 $199,648.40 0.04%
REPUBLIC OF TURKEY N/C, 3.25%, due 03/23/2023 900123CA6 200,000 $181,074.00 0.04%
RUSSIAN FEDERATION 4.875%, due 09/16/2023 X74359AE4 200,000 $206,830.00 0.04%
SHIRE ACQ INV IRELAND DA 3.20%, due 09/23/2026 82481LAD1 200,000 $187,022.29 0.04%
SLM Student Loan Trust Series 2013-2, Class A, Variable rate, due 09/25/2043 78446CAA9 173,649 $172,574.96 0.04%
SPIRE INC 3.543%, due 02/27/2024 84857LAA9 200,000 $196,363.43 0.04%
SPRINT CAPITAL CORP MWC only, 8.75%, due 03/15/2032 852060AT9 160,000 $174,000.00 0.04%
SPRINT COMMUNICATIONS 7%, due 03/01/2020 852061AQ3 171,000 $176,557.50 0.04%
STATE OF QATAR 4.50%, due 04/23/2028 200,000 $211,125.00 0.04%
STATE STREET CORP Variable rate, due 12/03/2024 857477BC6 180,000 $184,685.03 0.04%
TELEFLEX INC 4.625%, due 11/15/2027 879369AF3 180,000 $179,953.20 0.04%
TRANSOCEAN GUARDIAN LTD 5.875%, due 01/15/2024 893800AA0 171,045 $174,252.09 0.04%
VENTAS REALTY LP/CAP CRP 2.70%, due 04/01/2020 92276MBB0 200,000 $199,485.89 0.04%
WAMU Mortgage Pass-Through Certificates Series 2005-AR1, Class A2A1, Variable rate, due 01/25/2045 939336X65 177,549 $176,327.03 0.04%
WASTE MANAGEMENT INC 3.15%, due 11/15/2027 94106LBE8 190,000 $185,635.83 0.04%
WELLCARE HEALTH PLANS 5.375%, due 08/15/2026 94946TAD8 200,000 $205,500.00 0.04%
1011778 BC / NEW RED FIN 4.25%, due 05/15/2024 68245XAC3 165,000 $160,876.65 0.03%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 132,241 $130,257.60 0.03%
ANTHEM INC 3.30%, due 01/15/2023 94973VBA4 150,000 $150,730.42 0.03%
ANTHEM INC 3.65%, due 12/01/2027 036752AB9 120,000 $118,639.02 0.03%
AXALTA COATING SYSTEMS 4.875%, due 08/15/2024 05453GAA3 150,000 $150,000.00 0.03%
BAXALTA INC 4%, due 06/23/2025 07177MAB9 120,000 $119,671.66 0.03%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 175,000 $162,516.46 0.03%
Credit Suisse Mortgage Trust Series 2011-5R, Class 2A1, Variable rate, due 08/27/2046 12645LAH2 127,137 $128,244.00 0.03%
CVS HEALTH CORP 3.875%, due 07/20/2025 126650CL2 150,000 $150,405.31 0.03%
DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 247367AX3 138,383 $147,108.09 0.03%
DUKE ENERGY CAROLINAS 3.70%, due 12/01/2047 26442CAT1 155,000 $146,658.74 0.03%
ENERGY TRANSFER PARTNERS 5.20%, due 02/01/2022 29273RAQ2 145,000 $151,163.49 0.03%
Fannie Mae FN AM5673, 3.65%, due 04/01/2023 3138L6JT6 115,897 $120,005.31 0.03%
Fannie Mae FN AM7122, 3.61%, due 11/01/2034 3138L74G8 118,486 $121,105.06 0.03%
Fannie Mae FN AN1151, 3.20%, due 03/01/2031 3138LDH55 156,874 $155,741.89 0.03%
Fannie Mae TBA, 3%, due 04/01/2033 01F030439 130,000 $130,045.70 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series KF16, Class A, Variable rate, due 03/25/2026 3137BPC80 153,007 $153,366.97 0.03%
FLORIDA TPK AUTH TPK REV TAXABLE-BABS, 6.80%, due 07/01/2039 343136L70 125,000 $126,716.25 0.03%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 08/03/2022 345397YP2 150,000 $141,826.88 0.03%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 140,000 $144,909.80 0.03%
GNMA G2 MA4777, 3%, due 10/20/2047 36179TJW6 158,591 $157,235.59 0.03%
HCA INC 4.75%, due 05/01/2023 404121AF2 128,000 $132,195.41 0.03%
HCA INC 6.50%, due 02/15/2020 404121AC9 126,000 $129,945.20 0.03%
IHS MARKIT LTD 4%, due 03/01/2026 44962LAC1 135,000 $131,695.20 0.03%
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 45824TAP0 170,000 $155,550.00 0.03%
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 50077LAB2 175,000 $145,700.07 0.03%
LEVEL 3 FINANCING INC 5.25%, due 03/15/2026 527298BM4 145,000 $142,643.75 0.03%
MET WTR DIST OF STHRN CA TAXABLE-BABS, 6.538%, due 07/01/2039 59266TCJ8 130,000 $131,654.90 0.03%
MULTI-COLOR CORP 4.875%, due 11/01/2025 62539BAA3 150,000 $144,000.00 0.03%
Navient Student Loan Trust Series 2014-8, Class A3, Variable rate, due 05/27/2049 63939DAC9 150,000 $149,173.77 0.03%
PLAINS ALL AMER PIPELINE 2.85%, due 01/31/2023 72650RBB7 150,000 $144,343.79 0.03%
REPUBLIC SERVICES INC 2.90%, due 07/01/2026 760759AR1 150,000 $143,864.29 0.03%
REYNOLDS GRP ISS/REYNOLD 5.75%, due 10/15/2020 761735AP4 145,366 $145,947.62 0.03%
SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST Series 2015-5AVE, Class A1, Variable rate, due 01/05/2043 78413MAA6 150,000 $146,053.95 0.03%
SLC Student Loan Trust Series 2006-2, Class A6, Variable rate, due 09/15/2039 784428AF1 130,000 $124,685.91 0.03%
SLM Student Loan Trust Series 2007-6, Class A4, Variable rate, due 10/25/2024 78444CAD5 126,589 $126,746.91 0.03%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 130,000 $120,651.74 0.03%
Soundview Home Equity Loan Trust Series 2006-2, Class M1, Variable rate, due 03/25/2036 83611MNH7 150,742 $150,849.12 0.03%
TC PIPELINES LP 4.65%, due 06/15/2021 87233QAA6 145,000 $147,716.93 0.03%
TEVA PHARMACEUTICALS FINANCE NETHERLANDS 1.70%, due 07/19/2019 88167AAB7 126,000 $125,397.63 0.03%
TIME WARNER CABLE LLC 5.875%, due 11/15/2040 88732JAY4 150,000 $149,974.20 0.03%
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 91740PAC2 125,000 $129,062.50 0.03%
WALGREENS BOOTS ALLIANCE 3.80%, due 11/18/2024 931427AH1 150,000 $150,712.23 0.03%
ABBVIE INC 3.20%, due 05/14/2026 00287YAY5 100,000 $94,429.57 0.02%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 100,000 $95,865.12 0.02%
AMERICAN CAMPUS CMNTYS 3.35%, due 10/01/2020 024836AC2 112,000 $112,080.19 0.02%
ANTERO RESOURCES CORP 5.125%, due 12/01/2022 03674XAC0 110,000 $110,115.50 0.02%
ASTRAZENECA PLC 3.125%, due 06/12/2027 046353AN8 100,000 $95,229.19 0.02%
BANK OF AMERICA CORP Variable rate, due 10/01/2025 06051GGT0 75,000 $73,194.13 0.02%
Bear Stearns Alt-A Trust Series 2004-6, Class 1A, Variable rate, due 07/25/2034 07386HJU6 89,660 $89,265.45 0.02%
BERRY GLOBAL INC 4.50%, due 02/15/2026 08576PAA9 76,000 $71,440.00 0.02%
CHOBANI LLC/FINANCE CORP 7.50%, due 04/15/2025 17027NAA0 80,000 $70,900.00 0.02%
CHURCHILL DOWNS INC 4.75%, due 01/15/2028 171484AE8 100,000 $97,000.00 0.02%
COMCAST CORP 3.969%, due 11/01/2047 20030NCC3 100,000 $93,121.08 0.02%
CROWNROCK LP/CROWNROCK F 5.625%, due 10/15/2025 228701AF5 120,000 $116,850.00 0.02%
Fannie Mae FN AM7817, 3.31%, due 01/01/2027 3138L8VK7 93,400 $95,273.36 0.02%
Fannie Mae FN AN2786, 2.76%, due 09/01/2036 3138LFCY2 120,000 $108,097.63 0.02%
Fannie Mae FN AN5529, 3.02%, due 06/01/2028 3138LJEB2 97,561 $96,517.66 0.02%
Freddie Mac FG G08721, 3%, due 09/01/2046 3128MJYT1 106,841 $104,965.14 0.02%
Freddie Mac FG G08838, 5%, due 09/01/2048 3128MJ4Y3 70,093 $73,744.55 0.02%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 75,000 $72,839.97 0.02%
ITRON INC 5%, due 01/15/2026 465740AA6 75,000 $73,103.25 0.02%
JOHNSON & JOHNSON 3.625%, due 03/03/2037 478160CF9 75,000 $74,177.54 0.02%
MATADOR RESOURCES CO 5.875%, due 09/15/2026 576485AE6 110,000 $110,825.00 0.02%
MGM GROWTH/MGM FINANCE 4.50%, due 01/15/2028 55303XAF2 80,000 $75,200.00 0.02%
Morgan Stanley Mortgage Loan Trust Series 2005-2AR, Class A, Variable rate, due 04/25/2035 61745M4E0 117,879 $115,880.15 0.02%
Navient Student Loan Trust Series 2014-5, Class A, Variable rate, due 03/25/2083 63938WAA2 87,496 $86,639.45 0.02%
NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 666807BM3 100,000 $97,261.58 0.02%
ORACLE CORP 3.25%, due 11/15/2027 68389XBN4 80,000 $79,116.00 0.02%
PETROBRAS GLOBAL FINANCE 5.75%, due 02/01/2029 71647NAZ2 100,000 $98,935.00 0.02%
REPUBLIC OF COLOMBIA 4.50%, due 01/28/2026 195325CX1 84,000 $86,425.50 0.02%
REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 760942BB7 100,000 $103,312.50 0.02%
Residential Asset Securities Corp. Seroes 2006-KS4, Class A4, Variable rate, due 06/25/2036 75406EAD3 90,906 $90,767.54 0.02%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 80,000 $74,488.42 0.02%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 109,127 $107,922.10 0.02%
Structured Adjustable Rate Mortgage Loan Trust Variable rate, due 09/25/2034 863579AP3 79,061 $78,808.97 0.02%
TENET HEALTHCARE CORP 4.625%, due 07/15/2024 88033GCS7 101,000 $99,985.96 0.02%
WELLTOWER INC 4.50%, due 01/15/2024 42217KBC9 75,000 $77,965.35 0.02%
ZAYO GROUP LLC/ZAYO CAP 5.75%, due 01/15/2027 989194AP0 90,000 $86,836.50 0.02%
B&G Foods, Inc. 4.625%, due 06/01/2021 05508WAA3 29,000 $29,036.25 0.01%
CABLE ONE INC 5.75%, due 06/15/2022 12685JAA3 65,000 $66,300.00 0.01%
CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 15911NAA3 55,000 $53,154.75 0.01%
CHS/COMMUNITY HEALTH SYS 8.625%, due 01/15/2024 12543DBB5 51,000 $53,167.50 0.01%
CIGNA CORP 3.05%, due 10/15/2027 125509BV0 75,000 $69,627.99 0.01%
Citigroup Mortgage Loan Trust Series 2006-HE1, Class M2, Variable rate, due 01/25/2036 17307G4X3 50,415 $50,536.44 0.01%
CLEAR CHANNEL INTL BV 8.75%, due 12/15/2020 18452MAA4 59,000 $60,917.50 0.01%
CROWN AMER/CAP CORP V 4.25%, due 09/30/2026 22819KAB6 50,000 $48,062.50 0.01%
ENDEAVOR ENERGY RESOURCES 5.75%, due 01/30/2028 29260FAE0 33,000 $35,516.25 0.01%
Fannie Mae FN AN0550, 3.63%, due 02/01/2031 3138LCTG0 42,818 $44,117.59 0.01%
Fannie Mae FN MA2896, 3.50%, due 02/01/2047 31418CGE8 52,999 $53,342.40 0.01%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 70,000 $61,699.02 0.01%
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 38869PAL8 50,000 $50,750.00 0.01%
JP Morgan Mortgage Acquisition Corp. Series 2006-CH2, Class AV4, Variable rate, due 10/25/2036 46629QAV8 58,079 $58,219.67 0.01%
MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 55303XAC9 40,000 $41,450.00 0.01%
MORGAN STANLEY CAPITAL I TRUST Series 2014-MP, Class A, 3.469%, due 08/11/2029 61764JAA4 50,000 $50,681.49 0.01%
NGPL PIPECO LLC 4.375%, due 08/15/2022 62912XAE4 55,000 $56,100.00 0.01%
OI EUROPEAN GROUP BV 4%, due 03/15/2023 67777LAC7 51,000 $50,107.50 0.01%
PARSLEY ENERGY LLC/FINAN 5.25%, due 08/15/2025 701885AF2 60,000 $59,850.00 0.01%
PARSLEY ENERGY LLC/FINAN 5.625%, due 10/15/2027 701885AH8 30,000 $30,000.00 0.01%
PLAINS ALL AMER PIPELINE 4.65%, due 10/15/2025 72650RBJ0 50,000 $51,025.13 0.01%
POST HOLDINGS INC 5.625%, due 01/15/2028 737446AN4 25,000 $24,375.00 0.01%
RBSCF TRUST Series 2013-GSP, Class A, Variable rate, due 01/13/2032 74932QAA8 50,000 $51,456.26 0.01%
SERVICE CORP INTL 4.50%, due 11/15/2020 817565BW3 50,000 $49,937.50 0.01%
SPRINT CAPITAL CORP COMPANY GUARNT, MWC only, 6.875%, due 11/15/2028 852060AD4 45,000 $44,493.75 0.01%
SPRINT CORP 7.125%, due 06/15/2024 85207UAH8 33,000 $34,031.25 0.01%
SPRINT CORP 7.625%, due 03/01/2026 85207UAK1 63,000 $65,709.00 0.01%
TENET HEALTHCARE CORP 4.375%, due 10/01/2021 88033GCA6 60,000 $60,825.00 0.01%
VALVOLINE INC 4.375%, due 08/15/2025 92047WAB7 30,000 $28,425.00 0.01%
VALVOLINE INC 5.50%, due 07/15/2024 92047WAC5 24,000 $24,120.00 0.01%
CANADIAN NATL RESOURCES 3.85%, due 06/01/2027 136385AX9 20,000 $19,594.82 0.00%
GARTNER INC 5.125%, due 04/01/2025 366651AB3 10,000 $10,099.00 0.00%
GULFPORT ENERGY CORP 6.375%, due 05/15/2025 402635AL0 7,000 $6,361.25 0.00%
LAMB WESTON HLD 4.625%, due 11/01/2024 513272AA2 20,000 $20,075.00 0.00%
SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 78388JAV8 22,000 $22,110.00 0.00%
SERVICE CORP INTL 5.375%, due 01/15/2022 817565BZ6 20,000 $20,311.40 0.00%
TENET HEALTHCARE CORP 4.75%, due 06/01/2020 88033GBU3 10,000 $10,125.00 0.00%
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 893829AA9 20,000 $20,550.00 0.00%
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.
Home |  Important Legal Information |  Privacy Policy |  Business Continuity Plan |  FINRA BrokerCheck
Copyright © 2019 All rights reserved.