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First Trust TCW Opportunistic Fixed Income ETF (FIXD)
Holdings of the Fund as of 9/20/2018 *

Total Number of Holdings: 553

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
US 5YR NOTE (CBT) Dec18 FVZ8 362 $40,676,922.06 12.69%
U.S. Treasury Note, 2.75%, due 07/31/2023 912828Y61 19,680,000 $19,489,734.35 6.08%
US 2YR NOTE (CBT) Dec18 TUZ8 72 $15,167,250.00 4.73%
U.S. Treasury Bond, 3%, due 08/15/2048 912810SD1 14,015,000 $13,441,260.96 4.19%
U.S. Treasury Note, 2.875%, due 08/15/2028 9128284V9 12,865,000 $12,645,139.22 3.94%
U.S. Treasury Bond, 3.125%, due 05/15/2048 912810SC3 11,780,000 $11,586,044.19 3.61%
U.S. Treasury Note, 2.625%, due 07/31/2020 912828Y46 5,740,000 $5,721,277.73 1.78%
Freddie Mac FG G08791, 3%, due 12/01/2047 3128MJ2Z2 4,156,950 $3,969,641.92 1.24%
Freddie Mac FG G67706, 3.50%, due 12/01/2047 3132XCR31 4,017,769 $3,961,928.15 1.24%
U.S. Treasury Bill, 0%, due 01/24/2019 912796QU6 3,588,000 $3,560,467.09 1.11%
Freddie Mac FG G67707, 3.50%, due 01/01/2048 3132XCR49 3,160,792 $3,123,218.99 0.97%
Freddie Mac FG G67708, 3.50%, due 03/01/2048 3132XCR56 3,076,551 $3,030,448.06 0.95%
Freddie Mac FG G67709, 3.50%, due 03/01/2048 3132XCR64 3,084,191 $3,041,316.08 0.95%
Freddie Mac FG G67710, 3.50%, due 03/01/2048 3132XCR72 3,090,616 $3,042,865.21 0.95%
WELLS FARGO BANK NA N/C, 2.40%, due 01/15/2020 94988J5L7 3,000,000 $2,977,440.00 0.93%
Fannie Mae FN CA1187, 3.50%, due 02/01/2048 3140Q8J97 2,761,955 $2,715,341.73 0.85%
Fannie Mae FN MA3239, 4%, due 01/01/2048 31418CS54 2,622,998 $2,648,039.38 0.83%
MORGAN STANLEY Variable rate, due 02/14/2020 61746BEH5 2,450,000 $2,456,405.41 0.77%
GNMA G2 MA4826, 3%, due 11/20/2047 36179TLR4 2,456,852 $2,375,723.69 0.74%
Fannie Mae FN CA1710, 4.50%, due 05/01/2048 3140Q83U7 1,961,182 $2,022,879.48 0.63%
GOLDMAN SACHS GROUP INC N/C, 2.55%, due 10/23/2019 38148FAB5 2,000,000 $1,992,010.08 0.62%
GNMA G2 MA4652, 3.50%, due 08/20/2047 36179TEZ4 1,861,487 $1,849,783.76 0.58%
Fannie Mae FN MA3210, 3.50%, due 12/01/2047 31418CR89 1,778,992 $1,748,692.53 0.55%
Freddie Mac FG G67700, 3.50%, due 08/01/2046 3132XCRV9 1,791,575 $1,771,623.36 0.55%
SLC Student Loan Trust Series 2006-1, Class A6, Variable rate, due 03/15/2055 784427AF3 1,770,000 $1,720,924.98 0.54%
Citigroup Mortgage Loan Trust Series 2006-HE2, Class M1, Variable rate, due 08/25/2036 17309LAF2 1,600,000 $1,588,089.44 0.50%
FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 3136B1Q80 1,631,121 $1,616,005.32 0.50%
Fannie Mae TBA, 4%, due 05/01/2048 01F0406A0 1,605,000 $1,617,162.90 0.50%
Fannie Mae FN 995916, 5.009%, due 06/01/2019 31416CK54 1,545,950 $1,559,452.80 0.49%
Fannie Mae FN AM6501, 3.32%, due 08/01/2026 3138L7GK6 1,600,000 $1,578,723.79 0.49%
Freddie Mac FG G08816, 3.50%, due 06/01/2048 3128MJ4A5 1,593,838 $1,567,117.01 0.49%
Freddie Mac FG G60658, 3.50%, due 07/01/2046 31335AWT1 1,576,209 $1,561,385.23 0.49%
Freddie Mac TBA, 4.50%, due 06/01/2048 02R0426A1 1,525,000 $1,571,070.02 0.49%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 46628SAJ2 2,977,418 $1,563,468.56 0.49%
Fannie Mae TBA, 3%, due 03/01/2033 01F0304A3 1,555,000 $1,533,049.65 0.48%
Freddie Mac FG G08843, 4.50%, due 10/01/2048 3128MJ5D8 1,500,000 $1,547,617.98 0.48%
GNMA TBA, 5%, due 07/01/2047 21H0506A5 1,480,000 $1,544,538.88 0.48%
GNNA G2 MA4588, 4.50%, due 07/20/2047 36179TCZ6 1,468,098 $1,517,276.01 0.47%
Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 144531FN5 1,470,000 $1,456,047.50 0.45%
GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 367910AE6 1,443,045 $1,443,406.18 0.45%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 1,445,000 $1,435,892.74 0.45%
Fannie Mae FN MA3444, 4.50%, due 08/01/2048 31418CZJ6 1,360,433 $1,403,076.89 0.44%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGY9 1,385,000 $1,363,476.68 0.43%
Freddie Mac FG G08750, 3%, due 02/01/2047 3128MJZQ6 1,457,478 $1,392,937.50 0.43%
Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 12668AGN9 1,334,769 $1,332,396.37 0.42%
Fannie Mae FN CA1711, 4.50%, due 05/01/2048 3140Q83V5 1,293,043 $1,334,107.81 0.42%
Freddie Mac FG G08795, 3%, due 01/01/2048 3128MJ3D0 1,425,983 $1,361,731.26 0.42%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 1,464,720 $1,332,731.28 0.42%
Lehman XS Trust Series 2006-1, Class 1M1, Variable rate, due 02/25/2036 525221HS9 1,300,000 $1,272,009.57 0.40%
CITIGROUP INC N/C, 2.05%, due 12/07/2018 172967KE0 1,250,000 $1,249,131.95 0.39%
WELLS FARGO & COMPANY N/C, 2.625%, due 07/22/2022 95000U2B8 1,300,000 $1,254,383.96 0.39%
WACHOVIA STUDENT LOAN TRUST Series 2006-1, Class A6, Variable rate, due 04/25/2040 92978JAF0 1,230,000 $1,210,066.01 0.38%
FANNIEMAE-ACES Series 2018-M1, Class A2, Variable rate, due 12/25/2027 3136AY7L1 1,245,000 $1,183,215.63 0.37%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series Q006, Class APT2, Variable rate, due 09/25/2026 3137FCL69 1,190,281 $1,199,329.30 0.37%
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST Series 2014-C26, Class A2, 3.0185%, due 01/15/2048 46643TAZ5 1,200,000 $1,199,034.72 0.37%
Fannie Mae FN MA3332, 3.50%, due 04/01/2048 31418CV27 1,168,369 $1,148,477.34 0.36%
GMAC Mortgage Corporation Loan Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 36185MDN9 1,197,955 $1,123,813.46 0.35%
JP MORGAN CHASE BANK NA Variable rate, due 02/13/2020 48125LRM6 1,110,000 $1,110,865.74 0.35%
Fannie Mae FN CA0996, 3.50%, due 01/01/2048 3140Q8DA0 1,105,972 $1,089,179.45 0.34%
Fannie Mae FN MA3276, 3.50%, due 02/01/2048 31418CUA0 1,094,855 $1,076,207.59 0.34%
GNMA TBA, 4.50%, due 05/01/2048 21H0426A2 1,065,000 $1,098,655.65 0.34%
JP MORGAN CHASE BANK NA Variable rate, due 02/01/2021 48125LRK0 1,105,000 $1,096,020.52 0.34%
JPMORGAN CHASE & CO 3.20%, due 06/15/2026 46625HRS1 1,150,000 $1,093,952.98 0.34%
Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 542514RH9 1,127,340 $1,098,694.49 0.34%
Credit Suisse Mortgage Trust Series 2014-2R, Class 19A1, Variable rate, due 05/27/2036 12648EGA4 1,069,297 $1,063,347.03 0.33%
BANK OF AMERICA CORP 3.419%, due 12/20/2028 06051GHD4 1,100,000 $1,032,050.21 0.32%
Credit Suisse Mortgage Trust Series 2010-8R, Class 10A5, Variable rate, due 04/26/2047 12644KAJ1 1,050,000 $1,040,931.78 0.32%
Freddie Mac FG G16085, 2.50%, due 02/01/2032 3128ME6W6 1,051,656 $1,013,478.46 0.32%
CITIGROUP INC Variable rate, due 01/24/2023 172967LV1 1,000,000 $981,117.70 0.31%
Fannie Mae FN AM3169, 2.61%, due 04/01/2023 3138L3QX6 1,033,385 $1,007,592.43 0.31%
GNMA G2 MA4961, 3%, due 01/20/2048 36179TQN8 1,038,032 $1,003,667.47 0.31%
GNMA TBA, 3.50%, due 01/01/2048 21H0326A3 1,005,000 $997,364.33 0.31%
JPMORGAN CHASE & CO 2.25%, due 01/23/2020 46625HKA7 1,000,000 $989,495.98 0.31%
Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 61744CYB6 1,000,000 $997,057.00 0.31%
SLM Student Loan Trust Series 2012-3, Class A, Variable rate, due 12/27/2038 78447AAA2 974,378 $981,144.84 0.31%
Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 12643RAY4 974,436 $968,571.74 0.30%
GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 38148YAC2 1,000,000 $974,513.19 0.30%
SLM Student Loan Trust Series 2008-1, Class A4, Variable rate, due 01/25/2022 784439AD3 959,995 $956,361.44 0.30%
SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 78446YAA1 969,547 $965,542.62 0.30%
Freddie Mac FG G60080, 3.50%, due 06/01/2045 31335ACR7 941,536 $929,839.50 0.29%
WELLS FARGO & COMPANY 3%, due 04/22/2026 949746RW3 1,000,000 $932,589.85 0.29%
Fannie Mae FN CA2208, 4.50%, due 08/01/2048 3140Q9N25 855,415 $882,076.68 0.28%
NEXTERA ENERGY CAPITAL Variable rate, due 08/28/2021 65339KBA7 900,000 $900,120.44 0.28%
Fannie Mae FN AM1619, 2.34%, due 12/01/2022 3138L1YR4 901,416 $869,368.56 0.27%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series K729, Class A1, 2.951%, due 02/25/2024 3137FCM35 885,563 $879,419.04 0.27%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series KJ18, Class A1, 2.455%, due 03/25/2022 3137FCWW0 877,206 $860,408.03 0.27%
GNMA G2 MA4962, 3.50%, due 01/20/2048 36179TQP3 869,956 $864,477.58 0.27%
SLM Student Loan Trust Series 2011-2, Class A2, Variable rate, due 10/25/2034 78446JAB2 850,000 $875,910.04 0.27%
Credit Suisse Mortgage Trust Series 2010-8R, Class 4A5, Variable rate, due 12/26/2035 12644KHH8 850,000 $848,337.66 0.26%
Fannie Mae FN AL3400, 2.537%, due 03/01/2023 3138EKX67 864,238 $843,996.98 0.26%
Freddie Mac FG G67703, 3.50%, due 04/01/2047 3132XCRY3 845,314 $833,566.40 0.26%
GEORGIA-PACIFIC LLC 2.539%, due 11/15/2019 37331NAF8 850,000 $844,165.01 0.26%
LLOYDS BANK PLC N/C, 5.80%, due 01/13/2020 53947MAB2 800,000 $825,848.00 0.26%
METROPOLITAN EDISON CO 4%, due 04/15/2025 591894CB4 830,000 $823,227.45 0.26%
BANK OF AMERICA CORP Variable rate, due 07/21/2028 06051GGR4 850,000 $810,775.94 0.25%
BERKSHIRE HATHAWAY FIN 4.20%, due 08/15/2048 084664CQ2 800,000 $792,407.34 0.25%
DUQUESNE LIGHT HOLDINGS 6.40%, due 09/15/2020 266233AC9 750,000 $786,351.66 0.25%
Fannie Mae TBA, 3.50%, due 03/01/2048 01F0326A7 820,000 $805,089.47 0.25%
JPMORGAN CHASE & CO Variable rate, due 05/01/2028 46647PAF3 825,000 $786,330.01 0.25%
SLM Student Loan Trust Series 2008-2, Class A3, Variable rate, due 04/25/2023 784442AC9 803,405 $798,320.45 0.25%
Fannie Mae FN AN7227, 3.20%, due 10/01/2029 3138LLA54 800,000 $770,770.17 0.24%
Freddie Mac TBA, 3.50%, due 04/01/2048 02R0326A2 795,000 $780,699.33 0.24%
TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 898813AK6 750,000 $774,449.30 0.24%
UDR INC 4.625%, due 01/10/2022 90265EAG5 750,000 $767,326.91 0.24%
WALGREENS BOOTS ALLIANCE 2.70%, due 11/18/2019 931427AA6 760,000 $757,211.89 0.24%
BOSTON SCIENTIFIC CORP 6%, due 01/15/2020 101137AK3 700,000 $724,982.69 0.23%
BROADCOM CRP / CAYMN FI 2.375%, due 01/15/2020 11134LAB5 750,000 $740,983.96 0.23%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 710,000 $729,166.47 0.23%
Fannie Mae FN MA3336, 3.50%, due 04/01/2038 31418CV68 760,087 $751,098.46 0.23%
GENERAL MOTORS FINL CO 3.15%, due 01/15/2020 37045XAR7 750,000 $748,835.60 0.23%
GNMA G2 MA4838, 4%, due 11/20/2047 36179TLT0 715,532 $727,130.21 0.23%
GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 38380XR74 730,000 $721,595.15 0.23%
SIEMENS FINANCIERINGSMAATSCHAPPIJ 1.30%, due 09/13/2019 82620KAH6 750,000 $739,200.92 0.23%
THE DOW CHEMICAL CO 8.55%, due 05/15/2019 260543BX0 700,000 $725,104.41 0.23%
Towd Point Mortgage Trust Series 2015-2, Class 1A13, Variable rate, due 11/25/2060 89171YAN1 757,242 $740,391.16 0.23%
AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 00908PAA5 750,000 $709,928.18 0.22%
AMGEN INC 4.40%, due 05/01/2045 031162BZ2 727,000 $700,085.67 0.22%
Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 05969KBB8 715,000 $693,514.04 0.22%
ENTERGY TEXAS INC 3.45%, due 12/01/2027 29365TAF1 750,000 $712,631.63 0.22%
Fannie Mae FN MA3147, 3%, due 10/01/2047 31418CP99 724,281 $691,771.93 0.22%
Fannie Mae FN MA3384, 4%, due 06/01/2048 31418CXN9 709,811 $716,143.48 0.22%
Fannie Mae TBA, 3.50%, due 04/01/2033 01F0324A9 700,000 $702,974.59 0.22%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 700,000 $694,103.06 0.22%
Freddie Mac G08788, 3.50%, due 11/01/2047 3128MJ2W9 709,033 $697,201.15 0.22%
FRESENIUS MED CARE II 5.625%, due 07/31/2019 35802XAD5 700,000 $713,744.25 0.22%
MONDELEZ INTL HLDINGS NE 1.625%, due 10/28/2019 60920LAA2 725,000 $715,039.20 0.22%
Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 80556YAD7 846,641 $696,955.11 0.22%
SLM Student Loan Trust Series 2005-9, Class A7A, Variable rate, due 01/25/2041 78442GRA6 700,000 $703,436.30 0.22%
DUKE ENERGY PROGRESS LLC 3.25%, due 08/15/2025 26442UAA2 700,000 $679,755.93 0.21%
Fannie Mae FN AN7274, 3.10%, due 11/01/2029 3138LLCL7 700,000 $664,138.89 0.21%
Freddie Mac FG G08741, 3%, due 01/01/2047 3128MJZF0 704,788 $673,089.27 0.21%
GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2029 38141GWV2 695,000 $662,810.51 0.21%
HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 41161PTN3 721,608 $685,163.97 0.21%
KINDER MORGAN INC 5.30%, due 12/01/2034 49456BAG6 650,000 $668,834.39 0.21%
PNC BANK NA 2.50%, due 01/22/2021 69353RFH6 690,000 $676,827.21 0.21%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 700,000 $685,894.65 0.21%
U.S. Treasury Inflation Indexed Bond, 1%, due 02/15/2048 912810SB5 655,000 $661,716.26 0.21%
WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 93934FPN6 680,193 $679,958.34 0.21%
AMCOR FINANCE USA INC 4.50%, due 05/15/2028 02343UAB1 650,000 $645,798.97 0.20%
CITIGROUP INC N/C, 2.55%, due 04/08/2019 172967HM6 650,000 $649,727.69 0.20%
GNMA G2 MA5399, 4.50%, due 08/20/2048 36179T7L3 618,791 $639,519.45 0.20%
JP Morgan Mortgage Acquisition Corp. Series 2006-CH2, Class AV4, Variable rate, due 10/25/2036 46629QAV8 643,533 $644,270.80 0.20%
KRAFT HEINZ FOODS CO 4.625%, due 01/30/2029 50077LAT3 650,000 $645,729.77 0.20%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 68383NDT7 676,124 $637,264.78 0.20%
WEA FINANCE LLC/WESTFIEL 3.25%, due 10/05/2020 92890HAE2 650,000 $647,851.70 0.20%
AIR LEASE CORP 3.25%, due 03/01/2025 00912XBA1 670,000 $624,791.48 0.19%
ANTHEM INC 2.25%, due 08/15/2019 94973VBH9 600,000 $596,655.43 0.19%
BAE SYSTEMS HOLDINGS INC 6.375%, due 06/01/2019 05523UAJ9 600,000 $613,693.97 0.19%
BAYER US FINANCE LLC 2.375%, due 10/08/2019 07274EAD5 600,000 $595,985.84 0.19%
CC HOLDINGS GS V LLC/CRO 3.849%, due 04/15/2023 14987BAE3 625,000 $619,026.04 0.19%
Freddie Mac FG G60440, 3.50%, due 03/01/2046 31335APZ5 612,919 $605,304.82 0.19%
Freddie Mac FG U90772, 3.50%, due 01/01/2043 3132H32D4 628,584 $621,105.34 0.19%
GNMA TBA, 4%, due 05/01/2048 21H0406A6 595,000 $603,680.94 0.19%
HALFMOON PARENT INC 4.375%, due 10/15/2028 40573LAS5 600,000 $597,243.88 0.19%
HALFMOON PARENT INC 4.90%, due 12/15/2048 40573LAW6 600,000 $596,341.93 0.19%
PRICOA GLOBAL FUNDING 1 N/C, 3.45%, due 09/01/2023 741531FA0 620,000 $615,398.53 0.19%
TYSON FOODS INC 2.65%, due 08/15/2019 902494AW3 600,000 $599,363.77 0.19%
WILLIAMS COMPANIES INC 4.55%, due 06/24/2024 969457BW9 600,000 $608,035.59 0.19%
ABBOTT LABORATORIES 3.75%, due 11/30/2026 002824BF6 575,000 $573,478.30 0.18%
CITIGROUP INC Variable rate, due 10/27/2028 172967LS8 600,000 $563,701.22 0.18%
Credit Suisse Mortgage Trust Series 2015-8R, Class 3A1, Variable rate, due 11/25/2037 12650NAN7 585,213 $583,273.36 0.18%
GE CAPITAL INTL FUNDING 2.342%, due 11/15/2020 36164QMS4 600,000 $586,944.00 0.18%
PACKAGING CORP OF AMERICA 2.45%, due 12/15/2020 695156AS8 600,000 $589,207.39 0.18%
SLM Student Loan Trust Series 2006-8, Class A6, Variable rate, due 01/25/2041 78443HAF0 600,000 $582,873.60 0.18%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 570,000 $572,850.00 0.18%
WALMART INC 3.55%, due 06/26/2025 931142ED1 590,000 $593,009.23 0.18%
WF-RBS COMMERCIAL MORTGAGE TRUST Series 2011-C5, Class A3, 3.526%, due 11/15/2044 92936JBA1 587,768 $590,579.70 0.18%
BAT CAPITAL CORP 2.764%, due 08/15/2022 05526DAU9 550,000 $530,325.45 0.17%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 540,000 $529,152.84 0.17%
Bluemountain CLO Ltd Series 2013-2A, Class A1R, Variable rate, due 10/22/2030 09626YAN0 550,000 $550,525.80 0.17%
ELANCO ANIMAL HEALTH INC 4.272%, due 08/28/2023 28414HAC7 535,000 $536,822.65 0.17%
GNMA Series 2011-86, Class B, 3%, due 02/16/2041 38376GW30 547,650 $546,879.71 0.17%
Octagon Investment Partners XXI Ltd. Series 2014-1A, Class A1AR, Variable rate, due 11/14/2026 67590QAL1 550,000 $550,322.85 0.17%
SL GREEN REALTY CORP 4.50%, due 12/01/2022 75625AAD6 550,000 $556,004.30 0.17%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 555,000 $558,346.93 0.17%
Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 86358EJS6 530,019 $529,463.47 0.17%
AMERICAN TOWER CORP 3.40%, due 02/15/2019 03027XAC4 500,000 $500,852.21 0.16%
BEMIS COMPANY INC 6.80%, due 08/01/2019 081437AF2 500,000 $515,551.29 0.16%
CITIGROUP INC N/C, 2.50%, due 09/26/2018 172967HC8 500,000 $500,000.71 0.16%
CONSTELLATION BRANDS INC 3.875%, due 11/15/2019 21036PAM0 500,000 $504,123.11 0.16%
CVS HEALTH CORP 2.25%, due 08/12/2019 126650CE8 500,000 $497,430.02 0.16%
GLP CAPITAL LP / FIN II 4.875%, due 11/01/2020 361841AD1 500,000 $511,075.00 0.16%
GNMA G2 MA1157, 3.50%, due 07/20/2043 36179NJA7 525,913 $526,507.97 0.16%
GNMA G2 MA4519, 3.50%, due 09/20/2047 36179TG41 511,787 $508,569.24 0.16%
GOLDMAN SACHS GROUP INC Variable rate, due 06/05/2028 38141GWL4 550,000 $523,951.46 0.16%
HUMANA INC 2.625%, due 10/01/2019 444859BC5 500,000 $497,555.38 0.16%
JPMORGAN CHASE & CO 3.90%, due 07/15/2025 46625HMN7 500,000 $500,028.10 0.16%
MORGAN STANLEY N/C, Variable rate, due 02/01/2019 61746BDY9 500,000 $502,310.93 0.16%
NEWELL BRANDS INC 2.60%, due 03/29/2019 651229AT3 500,000 $499,196.30 0.16%
RUBY PIPELINE LLC 6%, due 04/01/2022 781172AB7 512,227 $526,430.19 0.16%
ZIMMER BIOMET HOLDINGS 2.70%, due 04/01/2020 98956PAK8 525,000 $519,964.55 0.16%
AIR LEASE CORP 3.50%, due 01/15/2022 00912XBE3 485,000 $480,685.57 0.15%
ANHEUSER-BUSCH INBEV FIN 3.65%, due 02/01/2026 035242AP1 500,000 $486,178.11 0.15%
AT&T INC 5.15%, due 11/15/2046 00206RFM9 500,000 $477,775.71 0.15%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC Series 2018-PARK, Class A, Variable rate, due 08/10/2038 05491YAA8 465,000 $473,693.18 0.15%
Deephaven Residential Mortgage Trust Series 2017-1A, Class A1, Variable rate, due 12/26/2046 24380TAA4 496,904 $496,333.90 0.15%
DIGITAL REALTY TRUST LP 3.625%, due 10/01/2022 25389JAK2 500,000 $495,916.24 0.15%
Fannie Mae FN BM2007, 4%, due 09/01/2048 3140J6GR2 487,151 $491,498.68 0.15%
FANNIEMAE-ACES Series 2018-M1, Class A1, 2.986%, due 07/25/2027 3136AY7K3 488,448 $480,640.97 0.15%
Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 45254NMY0 481,819 $480,402.98 0.15%
NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 646140CK7 500,000 $470,815.00 0.15%
SAN JOSE CA REDEV AGY SUCCESSOR AGY N/C, TAXABLE, 3.226%, due 08/01/2027 798170AK2 500,000 $483,935.00 0.15%
SANTANDER UK GROUP HLDGS Variable rate, due 01/05/2024 80281LAH8 500,000 $481,436.77 0.15%
WELLTOWER INC 4%, due 06/01/2025 42217KBF2 500,000 $492,786.42 0.15%
DIAMOND 1 FIN/DIAMOND 2 3.48%, due 06/01/2019 25272KAA1 450,000 $451,490.61 0.14%
FONDO MIVIVIENDA SA 3.50%, due 01/31/2023 P42009AA1 450,000 $437,085.00 0.14%
Freddie Mac FG G08738, 3.50%, due 12/01/2046 3128MJZC7 443,457 $436,265.95 0.14%
Freddie Mac FG G08748, 3.50%, due 02/01/2047 3128MJZN3 457,766 $450,287.27 0.14%
HCP INC 3.875%, due 08/15/2024 40414LAL3 475,000 $464,260.63 0.14%
KAISER FOUNDATION HOSPITALS 3.50%, due 04/01/2022 48305QAA1 450,000 $450,118.37 0.14%
Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 52522DAM3 453,587 $442,198.78 0.14%
NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 64971MT44 400,000 $442,032.00 0.14%
RAYMOND JAMES FINANCIAL 4.95%, due 07/15/2046 754730AF6 450,000 $457,809.47 0.14%
REPUBLIC OF INDONESIA N/C, 4.75%, due 01/08/2026 Y20721BN8 450,000 $454,813.65 0.14%
Structured Asset Investment Loan Trust Series 2005-2, Class M2, Variable rate, due 03/25/2035 86358ERB4 461,114 $463,005.87 0.14%
Voya CLO Ltd Series 2014-3A, Class A1R, Variable rate, due 07/25/2026 92912QAG1 435,000 $434,870.37 0.14%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 444,979 $445,995.61 0.14%
CHARTER COMM OPT LLC/CAP 4.50%, due 02/01/2024 161175BQ6 400,000 $403,067.81 0.13%
EQT MIDSTREAM PARTNERS LP 5.50%, due 07/15/2028 26885BAC4 405,000 $415,178.29 0.13%
Fannie Mae FN AL6465, 3.252%, due 11/01/2023 3138EPFF6 407,631 $406,400.35 0.13%
Fannie Mae FN FN0000, 3.587%, due 09/01/2020 3138NJAA6 416,324 $419,812.35 0.13%
Freddie Mac FG G08747, 3%, due 02/01/2047 3128MJZM5 450,793 $430,651.68 0.13%
GNMA G2 MA4196, 3.50%, due 01/20/2047 36179SUV7 407,350 $404,797.44 0.13%
L3 TECHNOLOGIES INC 4.40%, due 06/15/2028 502413BG1 405,000 $404,616.12 0.13%
LG&E AND KU ENERGY LLC 3.75%, due 11/15/2020 50188FAD7 400,000 $401,856.70 0.13%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 539439AP4 450,000 $429,859.71 0.13%
REPUBLIC OF KAZAKHSTAN N/C, 5.125%, due 07/21/2025 486661AG6 400,000 $429,968.00 0.13%
VODAFONE GROUP PLC 4.375%, due 05/30/2028 92857WBK5 420,000 $414,002.92 0.13%
WELLTOWER INC 5.25%, due 01/15/2022 42217KAW6 400,000 $417,113.31 0.13%
WESTROCK MWV LLC 7.375%, due 09/01/2019 583334AE7 400,000 $415,063.37 0.13%
AERCAP IRELAND CAP LTD/A 4.50%, due 05/15/2021 00772BAF8 375,000 $380,663.93 0.12%
Babson CLO Ltd Series 2013-IA, Class AR, Variable rate, due 01/20/2028 06760EAA4 400,000 $398,022.40 0.12%
CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 21079NAA9 350,677 $371,718.01 0.12%
Fannie Mae FN AS9334, 3%, due 03/01/2032 3138WKLQ6 377,953 $373,248.65 0.12%
Fannie Mae FN MA3237, 3%, due 01/01/2048 31418CS39 418,981 $400,167.22 0.12%
Freddie Mac FG G08833, 5%, due 07/01/2048 3128MJ4T4 371,121 $389,673.52 0.12%
Freddie Mac FG G18670, 3%, due 12/01/2032 3128MMW82 387,278 $381,505.68 0.12%
GNMA G2 MA4069, 3.50%, due 11/20/2046 36179SQW0 377,599 $375,291.71 0.12%
JP Morgan Mortgage Acquisition Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 46630MAX0 405,000 $394,274.39 0.12%
Morgan Stanley Mortgage Loan Trust Series 2004-6AR, Class 1M1, Variable rate, due 07/25/2034 61748HBG5 392,479 $393,860.33 0.12%
Morgan Stanley ReRemic Trust Series 2015-R2, Class 1A1, Variable rate, due 12/26/2046 61690HAA7 394,018 $387,076.58 0.12%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 400,000 $400,011.32 0.12%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 384,364 $385,372.58 0.12%
PNC BANK NA 3.80%, due 07/25/2023 69349LAM0 400,000 $399,825.36 0.12%
SHIRE ACQ INV IRELAND DA 1.90%, due 09/23/2019 82481LAA7 400,000 $395,751.44 0.12%
SLC Student Loan Trust Series 2005-2, Class A4, Variable rate, due 12/15/2039 784420AJ0 400,000 $390,397.96 0.12%
SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 78447GAC5 373,576 $373,873.81 0.12%
UBS AG LONDON N/C, Variable rate, due 05/28/2019 902674XH8 375,000 $375,604.50 0.12%
VENTAS REALTY LP 3.85%, due 04/01/2027 92277GAL1 400,000 $383,924.70 0.12%
AT&T INC 4.35%, due 06/15/2045 00206RBK7 400,000 $345,757.07 0.11%
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 07400NAB6 372,917 $347,141.45 0.11%
BLACK HILLS CORP 2.50%, due 01/11/2019 092113AK5 350,000 $349,616.96 0.11%
CELGENE CORP 2.75%, due 02/15/2023 151020AX2 370,000 $355,166.61 0.11%
Fannie Mae FN AM4011, 3.67%, due 07/01/2023 3138L4N58 350,000 $354,784.99 0.11%
Fannie Mae FN MA2145, 4%, due 01/01/2045 31418BL38 363,133 $367,292.51 0.11%
FORD MOTOR CREDIT CO LLC N/C, 2.343%, due 11/02/2020 345397YS6 355,000 $345,025.48 0.11%
GILEAD SCIENCES INC 4.15%, due 03/01/2047 375558BK8 380,000 $359,679.72 0.11%
HUMANA INC 2.90%, due 12/15/2022 444859BJ0 360,000 $348,576.53 0.11%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 59024VAF6 436,891 $338,541.78 0.11%
MORGAN STANLEY 5.625%, due 09/23/2019 61747YCJ2 350,000 $359,167.13 0.11%
Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M2, Variable rate, due 03/25/2036 76112BZ37 340,000 $340,370.97 0.11%
SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 78445CAD4 341,837 $344,428.91 0.11%
SLM Student Loan Trust Series 2011-1, Class A2, Variable rate, due 10/25/2034 83149VAB5 345,000 $353,398.09 0.11%
U.S. Treasury Bill, 0%, due 12/13/2018 912796QN2 345,000 $343,315.71 0.11%
VERIZON COMMUNICATIONS 4.862%, due 08/21/2046 92343VCK8 350,000 $346,115.89 0.11%
WAMU MORTGAGE PASS-THROUGH CER Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 92922F5T1 342,576 $342,075.65 0.11%
Brazos Higher Education Authority, Inc. Series 2011-2, Class A3, Variable rate, due 10/27/2036 10620NCL0 300,000 $305,179.35 0.10%
CALIFORNIA ST TAXABLE-BABS-VAR PURP, GO, 7.95%, due 03/01/2036 13063BFV9 300,000 $320,148.00 0.10%
COMM MORTGAGE TRUST Series 2012-CR5, Class A4, 2.771%, due 12/10/2045 12623SAE0 315,000 $306,909.86 0.10%
ENBRIDGE ENERGY PARTNERS 5.50%, due 09/15/2040 29250RAT3 300,000 $318,316.09 0.10%
GNMA G2 MA4195, 3%, due 01/20/2047 36179SUU9 318,909 $308,554.01 0.10%
Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 63940JAC3 300,000 $308,402.04 0.10%
NEW YORK ST DORM AUTH ST PERSNL INC TAX REV TAXABLE-BABS, 5.50%, due 03/15/2030 649902T29 300,000 $336,405.00 0.10%
PIEDMONT OPERATING PARTNERSHIP 3.40%, due 06/01/2023 720198AC4 350,000 $335,364.88 0.10%
SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 78445FAE5 320,000 $328,794.85 0.10%
WELLS FARGO & COMPANY Variable rate, due 05/22/2028 95000U2A0 350,000 $336,083.15 0.10%
ACTAVIS FUNDING SCS 3.80%, due 03/15/2025 00507UAS0 300,000 $294,095.36 0.09%
ALABAMA POWER CAP TR V Preferred, Variable rate, due 10/01/2042 01039XAA8 300,000 $300,294.00 0.09%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 300,000 $297,587.03 0.09%
AT&T INC 4.80%, due 06/15/2044 00206RCG5 322,000 $297,014.93 0.09%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC Series 2015-200P, Class A, 3.218%, due 04/14/2033 05526QAA4 285,000 $277,370.01 0.09%
BANK OF NY MELLON CORP Variable rate, due 05/16/2023 06406RAC1 300,000 $290,222.84 0.09%
BECTON DICKINSON 3.25%, due 11/12/2020 075887AW9 300,000 $298,687.83 0.09%
Brazos Higher Education Authority, Inc. Series 2011-1, Class A3, Variable rate, due 11/25/2033 10620NCH9 270,000 $275,144.85 0.09%
CGRBS COMMERCIAL MORTGAGE TRUST Series 2013-VN05, Class A, 3.369%, due 03/13/2035 125354AA8 280,000 $277,837.36 0.09%
COMCAST CORP 4.65%, due 07/15/2042 20030NBE0 300,000 $297,074.23 0.09%
Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 26251BAL0 282,000 $282,243.93 0.09%
Fannie Mae FN MA3238, 3.50%, due 01/01/2048 31418CS47 281,344 $276,551.92 0.09%
FORD MOTOR CREDIT CO LLC N/C, 3.813%, due 10/12/2021 345397ZH9 300,000 $297,135.79 0.09%
GENERAL MILLS INC 4.20%, due 04/17/2028 370334CG7 300,000 $295,504.97 0.09%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 300,000 $299,859.00 0.09%
GS MORTGAGE SECURITIES TRUST Series 2012-SHOP, Class A, 2.933%, due 06/05/2031 36192LAA3 285,000 $285,201.11 0.09%
HCP INC 3.75%, due 02/01/2019 40414LAF6 300,000 $300,261.13 0.09%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST Series 2012-HSBC, Class A, 3.0934%, due 07/05/2032 46637YAA7 291,984 $289,370.31 0.09%
MADISON AVENUE TRUST Series 2015-11MD, Class A, Variable rate, due 09/10/2035 556227AA4 305,000 $302,314.54 0.09%
Navient Student Loan Trust Series 2014-3, Class A, Variable rate, due 03/25/2083 63938JAA1 284,197 $283,396.03 0.09%
NORTHROP GRUMMAN CORP 3.20%, due 02/01/2027 666807BK7 305,000 $288,094.21 0.09%
REPUBLIC OF CHILE N/C, 2.25%, due 10/30/2022 168863BN7 300,000 $286,920.00 0.09%
SANTANDER UK GROUP HLDGS N/C, 2.875%, due 08/05/2021 80281LAE5 300,000 $292,165.50 0.09%
SANTANDER UK PLC N/C, 2.50%, due 03/14/2019 80283LAK9 300,000 $299,888.84 0.09%
SOUTHWESTERN ELEC POWER 3.55%, due 02/15/2022 845437BM3 300,000 $300,258.87 0.09%
VEREIT OPERATING PARTNERSHIP 3%, due 02/06/2019 03879QAD6 300,000 $299,929.58 0.09%
WELLS FARGO BANK NA Variable rate, due 07/23/2021 94988J5P8 300,000 $299,784.25 0.09%
ALEXANDRIA REAL ESTATE EQUITIES 4.30%, due 01/15/2026 015271AH2 250,000 $247,622.24 0.08%
Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 040104ND9 255,000 $255,831.78 0.08%
CELGENE CORP 3.875%, due 08/15/2025 151020AS3 250,000 $245,904.65 0.08%
CITIGROUP INC N/C, 8.50%, due 05/22/2019 172967EV9 250,000 $259,371.52 0.08%
ENERGY TRANSFER PARTNERS 5.15%, due 03/15/2045 29273RBF5 260,000 $248,255.89 0.08%
FED REPUBLIC OF BRAZIL 6%, due 04/07/2026 105756BX7 250,000 $254,000.00 0.08%
Freddie Mac FN C91981, 3%, due 02/01/2038 3128P8FW6 274,085 $263,916.84 0.08%
GNMA G2 MA4722, 5%, due 09/20/2047 36179TG74 240,243 $251,246.37 0.08%
GRACE MORTGAGE TRUST Series 2014-GRCE, Class A, 3.3687%, due 06/10/2028 38406HAA0 250,000 $250,190.00 0.08%
GSAA Home Equity Trust Series 2005-11, Class 3A1, Variable rate, due 10/25/2035 362341QF9 265,510 $265,094.86 0.08%
IHS MARKIT LTD 4.75%, due 08/01/2028 44962LAF4 250,000 $250,020.00 0.08%
JP Morgan Mortgage Acquisition Corp. Series 2006-ACC1, Class M1, Variable rate, due 05/25/2036 46628RAF2 260,000 $255,662.39 0.08%
LIBERTY STREET TRUST Series 2016-225L, Class A, 3.597%, due 02/10/2036 902055AA0 275,000 $271,402.34 0.08%
Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 59549WAA1 241,356 $251,102.36 0.08%
Navient Student Loan Trust Series 2015-1, Class A2, Variable rate, due 04/25/2040 63939FAB6 243,023 $244,021.26 0.08%
OBP DEPOSITOR LLC TRUST Series 2010-OBP, Class A, 4.6462%, due 07/15/2045 67087MAA4 245,000 $249,875.33 0.08%
Residential Asset Securities Corporation Series 2006-EMX3, Class A3, Variable rate, due 04/25/2036 76113ACA7 260,000 $249,859.43 0.08%
ROCKIES EXPRESS PIPELINE 5.625%, due 04/15/2020 77340RAK3 244,000 $251,625.00 0.08%
Securitized Asset Backed Receivables LLC Trust Series 2006-OP1, Class M2, Variable rate, due 10/25/2035 81375WJG2 260,000 $258,711.39 0.08%
SLM STUDENT LOAN TRUST Series 2003-10A, Class A3, Variable rate, due 12/15/2027 78442GJG2 261,043 $262,245.70 0.08%
SLM Student Loan Trust Series 2005-5, Class A5, Variable rate, due 10/25/2040 78442GPR1 250,000 $250,412.25 0.08%
SLM Student Loan Trust Series 2006-2, Class A6, Variable rate, due 01/25/2041 78442GRX6 248,825 $243,837.69 0.08%
SPRINT SPECTRUM / SPEC I 3.36%, due 09/20/2021 85208NAA8 251,875 $251,560.16 0.08%
SUNOCO LOGISTICS PARTNERS 5.40%, due 10/01/2047 86765BAV1 250,000 $245,760.64 0.08%
SUNTORY HOLDINGS LTD 2.55%, due 09/29/2019 86803UAB7 250,000 $248,213.77 0.08%
TEVA PHARMACEUTICALS FINANCE NETHERLANDS 1.70%, due 07/19/2019 88167AAB7 250,000 $246,291.19 0.08%
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST Series 2013-C6, Class A3, 2.9707%, due 04/10/2046 90349GBE4 249,678 $244,706.98 0.08%
UNION PACIFIC CORP 3.95%, due 09/10/2028 907818EY0 270,000 $271,098.21 0.08%
UNIVERSAL HEALTH SVCS 3.75%, due 08/01/2019 913903AP5 250,000 $250,937.50 0.08%
VNO MORTGAGE TRUST Series 2012-6AVE, Class A, 2.9956%, due 11/15/2030 91830CAA6 250,000 $245,922.03 0.08%
WESTROCK RKT CO 4.45%, due 03/01/2019 772739AJ7 250,000 $251,708.76 0.08%
AMERICAN CAMPUS CMNTYS 3.625%, due 11/15/2027 024836AD0 250,000 $233,749.19 0.07%
BANK OF AMERICA CORP Variable rate, due 07/23/2029 06051GHM4 210,000 $209,981.14 0.07%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 244,391 $228,300.69 0.07%
CCO HLDGS LLC/CAP CORP 5%, due 02/01/2028 1248EPBX0 255,000 $238,106.25 0.07%
COMM MORTGAGE TRUST Series 2012-CR5, Class A3, 2.54%, due 12/10/2045 12623SAD2 225,000 $218,103.46 0.07%
CROATIA N/C, 6%, due 01/26/2024 226775AG9 200,000 $217,377.60 0.07%
DOMINICAN REPUBLIC N/C, 6.60%, due 01/28/2024 P3579EAT4 200,000 $210,696.00 0.07%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 30247DAD3 315,956 $237,426.54 0.07%
FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 345397YL1 230,000 $222,287.88 0.07%
FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 3137BVBM7 234,359 $225,473.65 0.07%
GENERAL MOTORS FINL CO 2.40%, due 05/09/2019 37045XBJ4 210,000 $209,652.44 0.07%
GNMA G2 MA4453, 4.50%, due 05/20/2047 36179S5N3 207,710 $215,581.75 0.07%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 221,324 $216,331.05 0.07%
HUNGARY N/C, 5.75%, due 11/22/2023 445545AJ5 200,000 $216,900.00 0.07%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 215,000 $214,935.50 0.07%
IRVINE CORE OFFICE TRUST Series 2013-IRV, Class A2, Variable rate, due 05/15/2048 46361TAC6 235,000 $231,936.61 0.07%
MACQUARIE BANK LTD N/C, 2.35%, due 01/15/2019 55608PAT1 225,000 $224,777.67 0.07%
PETROLEOS MEXICANOS 4.50%, due 01/23/2026 71654QBW1 250,000 $232,445.00 0.07%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 240,000 $238,819.92 0.07%
UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 91412GTG0 225,000 $237,672.00 0.07%
WELLS FARGO & COMPANY N/C, 3%, due 10/23/2026 949746SH5 250,000 $231,889.46 0.07%
ALTICE US FINANCE I CORP 5.50%, due 05/15/2026 02155FAC9 200,000 $198,500.00 0.06%
AMEREN ILLINOIS CO 3.70%, due 12/01/2047 02361DAR1 200,000 $184,114.14 0.06%
AMERICAN TOWER CORP 3%, due 06/15/2023 03027XAQ3 215,000 $206,696.54 0.06%
ANHEUSER-BUSCH INBEV FIN 4.90%, due 02/01/2046 035242AN6 200,000 $203,214.84 0.06%
Asset Backed Funding Certificates Series 2006-OPT1, Class A2, Variable rate, due 09/25/2036 00075QAR3 195,384 $191,554.24 0.06%
AT&T INC 4.30%, due 02/15/2030 00206RES7 200,000 $192,599.94 0.06%
BANCO NACIONAL COM EXT Variable rate, due 08/11/2026 05970AAB8 200,000 $195,252.00 0.06%
BAYER US FINANCE II LLC 2.125%, due 07/15/2019 07274NAT0 200,000 $198,289.63 0.06%
CBS CORP 3.70%, due 06/01/2028 124857AV5 200,000 $187,940.36 0.06%
CELGENE CORP 5%, due 08/15/2045 151020AU8 200,000 $199,387.22 0.06%
CENTRAL GARDEN & PET CO 5.125%, due 02/01/2028 153527AM8 192,000 $182,880.00 0.06%
CONSTELLATION BRANDS INC 2%, due 11/07/2019 21036PAU2 200,000 $197,447.22 0.06%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 200,000 $190,000.00 0.06%
DISCOVER BANK 2.60%, due 11/13/2018 254672UH9 200,000 $200,023.67 0.06%
EFS Volunteer No 3 LLC Series 2012-1, Class A3, Variable rate, due 04/25/2033 26845CAC1 200,000 $201,200.28 0.06%
Fannie Mae FN AN4665, 3.49%, due 02/01/2032 3138LHFF6 204,974 $199,272.54 0.06%
Fannie Mae FN MA3088, 4%, due 08/01/2047 31418CNE0 199,349 $201,143.44 0.06%
FHLMC MULTIFAMILY STRUCTURED PASS THRU CERTS Series KF16, Class A, Variable rate, due 03/25/2026 3137BPC80 202,250 $202,984.13 0.06%
GLOBAL BANK CORPORATION N/C, 4.50%, due 10/20/2021 37954JAB2 200,000 $198,380.00 0.06%
HCA INC 4.75%, due 05/01/2023 404121AF2 180,000 $183,375.00 0.06%
IMS HEALTH INC 5%, due 10/15/2026 449934AD0 200,000 $196,810.00 0.06%
LIFESTORAGE LP 3.875%, due 12/15/2027 53227JAA2 200,000 $187,995.74 0.06%
MortgageIT Trust Series 2005-5, Class A1, Variable rate, due 12/25/2035 61915RAU0 186,430 $185,311.99 0.06%
NEW YORK NY TAXABLE, 3.05%, due 10/01/2029 64966MQN2 200,000 $185,002.00 0.06%
NY & PRESBYTERIAN HOSPITAL 3.563%, due 08/01/2036 649322AC8 200,000 $185,639.40 0.06%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 682051AH0 200,000 $195,518.00 0.06%
PENNSYLVANIA ELECTRIC CO 6.625%, due 04/01/2019 708696BM0 200,000 $203,778.89 0.06%
PLAINS ALL AMER PIPELINE 3.85%, due 10/15/2023 72650RBD3 200,000 $196,513.06 0.06%
RECKITT BENCKISER TSY N/C, 2.75%, due 06/26/2024 75625QAD1 200,000 $189,270.42 0.06%
REPUBLIC OF COLOMBIA 2.625%, due 03/15/2023 P3772NHK1 200,000 $190,075.00 0.06%
REPUBLIC OF PARAGUAY N/C, 4.625%, due 01/25/2023 P75744AA3 200,000 $203,750.00 0.06%
REPUBLIC OF SOUTH AFRICA N/C, 4.665%, due 01/17/2024 836205AQ7 200,000 $194,289.20 0.06%
RUSSIAN FEDERATION 4.875%, due 09/16/2023 X74359AE4 200,000 $204,403.00 0.06%
SHIRE ACQ INV IRELAND DA 3.20%, due 09/23/2026 82481LAD1 200,000 $184,385.73 0.06%
SIRIUS XM RADIO INC 3.875%, due 08/01/2022 82967NAY4 195,000 $191,587.50 0.06%
SLM Student Loan Trust Series 2013-2, Class A, Variable rate, due 09/25/2043 78446CAA9 183,939 $184,323.20 0.06%
Soundview Home Equity Loan Trust Series 2006-2, Class M1, Variable rate, due 03/25/2036 83611MNH7 180,233 $180,656.30 0.06%
SPECTRA ENERGY PARTNERS 4.60%, due 06/15/2021 84756NAB5 200,000 $204,380.91 0.06%
SPIRE INC 3.543%, due 02/27/2024 84857LAA9 200,000 $194,439.81 0.06%
SUNOCO LP/FINANCE CORP 4.875%, due 01/15/2023 86765LAH0 200,000 $198,000.00 0.06%
VENTAS REALTY LP/CAP CRP 2.70%, due 04/01/2020 92276MBB0 200,000 $198,180.21 0.06%
VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 92769XAM7 200,000 $198,500.00 0.06%
WAMU Mortgage Pass-Through Certificates Series 2005-AR1, Class A2A1, Variable rate, due 01/25/2045 939336X65 188,878 $188,006.76 0.06%
WASTE MANAGEMENT INC 3.15%, due 11/15/2027 94106LBE8 190,000 $179,850.03 0.06%
1011778 BC / NEW RED FIN 4.25%, due 05/15/2024 68245XAC3 165,000 $157,368.75 0.05%
ALEXANDRIA REAL ESTATE EQUITIES 2.75%, due 01/15/2020 015271AF6 150,000 $148,673.85 0.05%
ANTHEM INC 3.30%, due 01/15/2023 94973VBA4 150,000 $148,030.64 0.05%
AXALTA COATING SYSTEMS 4.875%, due 08/15/2024 05453GAA3 150,000 $148,312.50 0.05%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 175,000 $158,730.37 0.05%
Credit Suisse Mortgage Trust Series 2011-5R, Class 2A1, Variable rate, due 08/27/2046 12645LAH2 152,169 $153,645.89 0.05%
CVS HEALTH CORP 3.875%, due 07/20/2025 126650CL2 150,000 $147,221.79 0.05%
DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 247367AX3 157,870 $169,513.05 0.05%
ENERGY TRANSFER EQUITY 5.50%, due 06/01/2027 29273VAF7 163,000 $169,418.13 0.05%
ENERGY TRANSFER PARTNERS 5.20%, due 02/01/2022 29273RAQ2 145,000 $150,486.83 0.05%
Fannie Mae FN AN1151, 3.20%, due 03/01/2031 3138LDH55 158,088 $150,047.86 0.05%
FIRST DATA CORPORATION FDC TL 1L USD LX169513 175,000 $174,968.50 0.05%
FORD MOTOR CREDIT CO LLC N/C, 2.943%, due 01/08/2019 345397XT5 150,000 $150,139.73 0.05%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 08/03/2022 345397YP2 150,000 $148,500.00 0.05%
GILEAD SCIENCES INC 3.65%, due 03/01/2026 375558BF9 175,000 $171,744.67 0.05%
GNMA G2 MA4777, 3%, due 10/20/2047 36179TJW6 165,014 $159,575.44 0.05%
HEALTHCARE REALTY TRUST 3.75%, due 04/15/2023 421946AH7 175,000 $171,309.91 0.05%
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 45824TAP0 170,000 $155,550.00 0.05%
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 50077LAB2 175,000 $152,987.73 0.05%
Navient Student Loan Trust Series 2014-8, Class A3, Variable rate, due 05/27/2049 63939DAC9 150,000 $150,772.71 0.05%
NEWELL BRANDS INC 2.875%, due 12/01/2019 651229AP1 150,000 $149,307.86 0.05%
REPUBLIC OF TURKEY N/C, 3.25%, due 03/23/2023 900123CA6 200,000 $171,315.00 0.05%
REYNOLDS GRP ISS/REYNOLD 5.75%, due 10/15/2020 761735AP4 145,366 $145,809.53 0.05%
ROCKIES EXPRESS PIPELINE 6%, due 01/15/2019 77340RAP2 145,000 $146,305.00 0.05%
SBA COMMUNICATIONS CORP 4%, due 10/01/2022 78410GAB0 157,000 $154,645.00 0.05%
SLM Student Loan Trust Series 2007-6, Class A4, Variable rate, due 10/25/2024 78444CAD5 156,641 $157,034.29 0.05%
TELEFLEX INC 4.625%, due 11/15/2027 879369AF3 180,000 $171,900.00 0.05%
TIME WARNER CABLE LLC 5.875%, due 11/15/2040 88732JAY4 150,000 $151,872.46 0.05%
VALEANT PHARMACEUTICALS 5.50%, due 11/01/2025 91911KAN2 170,000 $170,637.50 0.05%
WALGREENS BOOTS ALLIANCE 3.80%, due 11/18/2024 931427AH1 150,000 $147,675.91 0.05%
WELLS FARGO COMMERCIAL MORTGAGE TRUST Series 2013-120B, Class A, Variable rate, due 03/18/2028 94988LAA0 170,000 $168,273.58 0.05%
AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 02377BAB2 135,794 $132,742.09 0.04%
ANTHEM INC 3.65%, due 12/01/2027 036752AB9 120,000 $114,334.86 0.04%
BACARDI LTD 5.30%, due 05/15/2048 067316AH2 135,000 $131,255.69 0.04%
BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC Series 2013-TYSN, Class A2, 3.7562%, due 09/05/2032 05529SAC3 125,000 $126,092.85 0.04%
BAXALTA INC 4%, due 06/23/2025 07177MAB9 120,000 $119,267.84 0.04%
Bear Stearns Alt-A Trust Series 2004-6, Class 1A, Variable rate, due 07/25/2034 07386HJU6 115,150 $115,048.56 0.04%
CATALENT PHARMA SOLUTION 4.875%, due 01/15/2026 14879EAD0 140,000 $134,750.00 0.04%
CROWNROCK LP/CROWNROCK F 5.625%, due 10/15/2025 228701AF5 120,000 $116,700.00 0.04%
DUKE ENERGY CAROLINAS 3.70%, due 12/01/2047 26442CAT1 155,000 $139,677.21 0.04%
EDUCATION REALTY OPERATING PART 4.60%, due 12/01/2024 28140TAA6 125,000 $126,709.16 0.04%
Fannie Mae FN AM5673, 3.65%, due 04/01/2023 3138L6JT6 116,764 $118,641.26 0.04%
Fannie Mae FN AM7122, 3.61%, due 11/01/2034 3138L74G8 119,438 $116,921.06 0.04%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series KF08, Class A, Variable rate, due 01/25/2022 3137BJPH0 121,638 $121,840.36 0.04%
FLORIDA TPK AUTH TPK REV TAXABLE-BABS, 6.80%, due 07/01/2039 343136L70 125,000 $128,722.50 0.04%
HCA INC 6.50%, due 02/15/2020 404121AC9 126,000 $131,355.00 0.04%
HOLOGIC INC 4.625%, due 02/01/2028 436440AM3 135,000 $126,900.00 0.04%
IHS MARKIT LTD 4%, due 03/01/2026 44962LAC1 135,000 $129,515.63 0.04%
MATTHEWS INTERNATIONAL CORP 5.25%, due 12/01/2025 577128AA9 120,000 $116,400.00 0.04%
MET WTR DIST OF STHRN CA TAXABLE-BABS, 6.538%, due 07/01/2039 59266TCJ8 130,000 $133,564.60 0.04%
Morgan Stanley Mortgage Loan Trust Series 2005-2AR, Class A, Variable rate, due 04/25/2035 61745M4E0 144,506 $143,610.29 0.04%
MULTI-COLOR CORP 4.875%, due 11/01/2025 62539BAA3 150,000 $139,875.00 0.04%
PLAINS ALL AMER PIPELINE 2.85%, due 01/31/2023 72650RBB7 150,000 $142,444.28 0.04%
POST HOLDINGS INC 5.75%, due 03/01/2027 737446AM6 130,000 $129,187.50 0.04%
REPUBLIC SERVICES INC 2.90%, due 07/01/2026 760759AR1 150,000 $139,399.24 0.04%
Residential Asset Securities Corp. Seroes 2006-KS4, Class A4, Variable rate, due 06/25/2036 75406EAD3 126,807 $126,550.72 0.04%
SERVICE CORP INTL 4.625%, due 12/15/2027 817565CD4 145,000 $139,925.00 0.04%
SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST Series 2015-5AVE, Class A1, Variable rate, due 01/05/2043 78413MAA6 150,000 $142,521.48 0.04%
SLC Student Loan Trust Series 2006-2, Class A6, Variable rate, due 09/15/2039 784428AF1 130,000 $126,677.08 0.04%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 130,000 $127,781.47 0.04%
SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 78447KAC6 115,337 $114,295.17 0.04%
SPRINT COMMUNICATIONS 9%, due 11/15/2018 852061AK6 112,000 $113,120.00 0.04%
ZAYO GROUP LLC/ZAYO CAP 5.75%, due 01/15/2027 989194AP0 120,000 $120,150.00 0.04%
ABBVIE INC 3.20%, due 05/14/2026 00287YAY5 100,000 $93,155.63 0.03%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 100,000 $94,098.44 0.03%
AMERICAN CAMPUS CMNTYS 3.35%, due 10/01/2020 024836AC2 112,000 $111,603.10 0.03%
ASTRAZENECA PLC 3.125%, due 06/12/2027 046353AN8 100,000 $93,250.96 0.03%
BERRY GLOBAL INC 4.50%, due 02/15/2026 08576PAA9 111,000 $105,450.00 0.03%
Citigroup Mortgage Loan Trust Series 2006-HE1, Class M2, Variable rate, due 01/25/2036 17307G4X3 83,430 $83,671.02 0.03%
COMCAST CORP 3.969%, due 11/01/2047 20030NCC3 100,000 $89,358.95 0.03%
Fannie Mae FN AM4724, 3.95%, due 11/01/2025 3138L5HA1 93,281 $95,569.30 0.03%
Fannie Mae FN AM7817, 3.31%, due 01/01/2027 3138L8VK7 94,124 $92,877.45 0.03%
Fannie Mae FN AN2786, 2.76%, due 09/01/2036 3138LFCY2 120,000 $104,972.75 0.03%
Fannie Mae FN AN5529, 3.02%, due 06/01/2028 3138LJEB2 98,157 $93,993.11 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series KF10, Class A, Variable rate, due 07/25/2022 3137BLMP0 109,485 $109,798.05 0.03%
Freddie Mac FG G08721, 3%, due 09/01/2046 3128MJYT1 110,779 $105,893.44 0.03%
HCA INC 5%, due 03/15/2024 404119BN8 100,000 $102,750.00 0.03%
Intelsat (Luxembourg) S.A. 8.125%, due 06/01/2023 458204AQ7 123,000 $105,780.00 0.03%
Navient Student Loan Trust Series 2014-5, Class A, Variable rate, due 03/25/2083 63938WAA2 90,929 $90,716.92 0.03%
NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 666807BM3 100,000 $94,501.02 0.03%
REPUBLIC OF COLOMBIA 4.50%, due 01/28/2026 195325CX1 84,000 $85,501.50 0.03%
REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 760942BB7 100,000 $100,862.50 0.03%
SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 785592AM8 100,000 $106,267.20 0.03%
Structured Adjustable Rate Mortgage Loan Trust Variable rate, due 09/25/2034 863579AP3 91,588 $91,729.70 0.03%
TENET HEALTHCARE CORP 4.625%, due 07/15/2024 88033GCS7 101,000 $98,475.00 0.03%
WELLCARE HEALTH PLANS 5.25%, due 04/01/2025 94946TAC0 98,000 $100,327.50 0.03%
AMAZON.COM INC 3.15%, due 08/22/2027 023135BC9 75,000 $71,894.10 0.02%
BANC OF AMERICA MERRILL LYNCH LARGE LOAN Series 2012-PARK, Class A, 2.959%, due 12/10/2030 05524UAA7 50,000 $49,390.20 0.02%
BANK OF AMERICA CORP Variable rate, due 10/01/2025 06051GGT0 75,000 $71,492.56 0.02%
CABLE ONE INC 5.75%, due 06/15/2022 12685JAA3 65,000 $66,543.75 0.02%
CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 15911NAA3 55,000 $54,587.50 0.02%
CHOBANI LLC/FINANCE CORP 7.50%, due 04/15/2025 17027NAA0 80,000 $72,800.00 0.02%
CHS/COMMUNITY HEALTH SYS 8.625%, due 01/15/2024 12543DBB5 51,000 $53,613.75 0.02%
CIGNA CORP 3.05%, due 10/15/2027 125509BV0 75,000 $67,303.57 0.02%
CLEAR CHANNEL INTL BV 8.75%, due 12/15/2020 18452MAA4 59,000 $61,212.50 0.02%
CODELCO INC N/C, 4.50%, due 09/16/2025 P3143NAW4 64,000 $64,726.46 0.02%
ENDEAVOR ENERGY RESOURCES 5.75%, due 01/30/2028 29260FAE0 75,000 $75,187.50 0.02%
Fannie Mae FN MA2896, 3.50%, due 02/01/2047 31418CGE8 55,072 $54,162.25 0.02%
FIRST QUALITY FINANCE CO 5%, due 07/01/2025 336130AB5 62,000 $58,280.00 0.02%
Freddie Mac FG G08838, 5%, due 09/01/2048 3128MJ4Y3 74,531 $78,332.85 0.02%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 70,000 $67,021.51 0.02%
GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 38141GWQ3 75,000 $71,728.60 0.02%
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 38869PAL8 50,000 $50,500.00 0.02%
HCA INC 5.25%, due 04/15/2025 404119BQ1 53,000 $54,855.00 0.02%
ITRON INC 5%, due 01/15/2026 465740AA6 75,000 $72,187.50 0.02%
JOHNSON & JOHNSON 3.625%, due 03/03/2037 478160CF9 75,000 $72,056.14 0.02%
LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 527298BK8 65,000 $65,000.00 0.02%
MGM GROWTH/MGM FINANCE 4.50%, due 01/15/2028 55303XAF2 80,000 $74,000.00 0.02%
MOLINA HEALTHCARE INC 5.375%, due 11/15/2022 60855RAG5 55,000 $56,100.00 0.02%
MORGAN STANLEY CAPITAL I TRUST Series 2014-MP, Class A, 3.469%, due 08/11/2029 61764JAA4 50,000 $50,312.99 0.02%
NGPL PIPECO LLC 4.375%, due 08/15/2022 62912XAE4 55,000 $55,550.00 0.02%
OI EUROPEAN GROUP BV 4%, due 03/15/2023 67777LAC7 64,000 $60,800.00 0.02%
ORACLE CORP 3.25%, due 11/15/2027 68389XBN4 80,000 $76,966.54 0.02%
PARSLEY ENERGY LLC/FINAN 5.25%, due 08/15/2025 701885AF2 60,000 $60,150.00 0.02%
PLAINS ALL AMER PIPELINE 4.65%, due 10/15/2025 72650RBJ0 50,000 $50,515.61 0.02%
RBSCF TRUST Series 2013-GSP, Class A, Variable rate, due 01/13/2032 74932QAA8 50,000 $50,457.06 0.02%
SERVICE CORP INTL 4.50%, due 11/15/2020 817565BW3 50,000 $50,187.50 0.02%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 80,000 $75,982.62 0.02%
TENET HEALTHCARE CORP 4.375%, due 10/01/2021 88033GCA6 60,000 $60,075.00 0.02%
TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 89382PAA3 53,000 $53,940.75 0.02%
VRX ESCROW CORP 5.875%, due 05/15/2023 91831AAB7 60,000 $58,437.00 0.02%
WELLTOWER INC 4.50%, due 01/15/2024 42217KBC9 75,000 $76,252.05 0.02%
B&G Foods, Inc. 4.625%, due 06/01/2021 05508WAA3 29,000 $29,036.25 0.01%
CANADIAN NATL RESOURCES 3.85%, due 06/01/2027 136385AX9 20,000 $19,426.96 0.01%
CCO HLDGS LLC/CAP CORP 5.125%, due 05/01/2027 1248EPBT9 25,000 $23,750.00 0.01%
CENTENNIAL RESOURCE PRODUCTION 5.375%, due 01/15/2026 15138AAA8 35,000 $34,562.50 0.01%
CHS/COMMUNITY HEALTH SYS 6.25%, due 03/31/2023 12543DAY6 30,000 $28,950.00 0.01%
CROWN AMER/CAP CORP V 4.25%, due 09/30/2026 22819KAB6 50,000 $46,250.00 0.01%
CUMBERLAND FARMS 6.75%, due 05/01/2025 23062PAE1 35,000 $35,962.50 0.01%
Fannie Mae FN AN0550, 3.63%, due 02/01/2031 3138LCTG0 43,135 $42,559.29 0.01%
FIRST DATA CORPORATION 5%, due 01/15/2024 32008DAA4 22,000 $22,165.00 0.01%
IHS MARKIT LTD 5%, due 11/01/2022 44962LAA5 17,000 $17,562.53 0.01%
Impac Secured Assets Corp. Series 2004-3, Class 1A4, Variable rate, due 11/25/2034 45254TPX6 40,685 $40,755.57 0.01%
KFC HLD/PIZZA HUT/TACO BELL 5.25%, due 06/01/2026 48250NAB1 25,000 $25,000.00 0.01%
LAMB WESTON HLD 4.625%, due 11/01/2024 513272AA2 20,000 $19,650.00 0.01%
LEVEL 3 FINANCING INC 5.25%, due 03/15/2026 527298BM4 25,000 $24,562.50 0.01%
MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 55303XAC9 40,000 $41,250.00 0.01%
PARSLEY ENERGY LLC/FINAN 5.625%, due 10/15/2027 701885AH8 30,000 $30,299.40 0.01%
POST HOLDINGS INC 5.625%, due 01/15/2028 737446AN4 25,000 $24,375.00 0.01%
SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 78388JAV8 22,000 $21,890.00 0.01%
SERVICE CORP INTL 5.375%, due 01/15/2022 817565BZ6 20,000 $20,287.50 0.01%
SPRINT CAPITAL CORP COMPANY GUARNT, MWC only, 6.875%, due 11/15/2028 852060AD4 45,000 $44,761.50 0.01%
TENET HEALTHCARE CORP 4.50%, due 04/01/2021 88033GBY5 29,000 $29,072.50 0.01%
TRANSOCEAN GUARDIAN LTD 5.875%, due 01/15/2024 893800AA0 40,000 $40,250.00 0.01%
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 893829AA9 21,250 $21,675.00 0.01%
VALEANT PHARMACEUTICALS 6.125%, due 04/15/2025 91831AAC5 50,000 $47,562.50 0.01%
VALVOLINE INC 4.375%, due 08/15/2025 92047WAB7 30,000 $28,237.50 0.01%
VALVOLINE INC 5.50%, due 07/15/2024 92047WAC5 24,000 $24,116.40 0.01%
Wells Fargo Home Equity Trust Series 2005-2, Class M4, Variable rate, due 04/25/2035 94981PAG5 24,358 $24,437.33 0.01%
DIAMONDBACK ENERGY INC 4.75%, due 11/01/2024 25278XAE9 6,000 $6,015.00 0.00%
GARTNER INC 5.125%, due 04/01/2025 366651AB3 10,000 $10,150.00 0.00%
GNMA G2 MA4899, 3%, due 12/20/2047 36179TNQ4 0 $0.00 0.00%
GULFPORT ENERGY CORP 6.375%, due 05/15/2025 402635AL0 7,000 $6,938.75 0.00%
MSCI INC 4.75%, due 08/01/2026 55354GAD2 11,000 $10,972.50 0.00%
NEWFIELD EXPLORATION CO 5.75%, due 01/30/2022 651290AP3 15,000 $15,731.25 0.00%
TENET HEALTHCARE CORP 4.75%, due 06/01/2020 88033GBU3 10,000 $10,150.00 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.
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