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First Trust TCW Unconstrained Plus Bond ETF (UCON)
Holdings of the Fund as of 6/18/2021

Total Number of Holdings (excluding cash): 632

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Bill, 0%, due 07/20/2021 912796J26 23,080,000 $23,079,070.34 5.34%
Fannie Mae or Freddie Mac TBA, 2.50%, due 10/01/2050 01F022683 20,025,000 $20,611,670.03 4.77%
U.S. Treasury Bill, 0%, due 07/15/2021 9127963S6 19,735,000 $19,734,407.95 4.57%
Fannie Mae or Freddie Mac TBA, 2%, due 03/01/2051 01F020687 19,325,000 $19,422,380.05 4.49%
U.S. Treasury Bill, 0%, due 07/22/2021 912796C49 14,785,000 $14,784,395.29 3.42%
U.S. Treasury Bill, 0%, due 10/05/2021 912796M22 14,630,000 $14,628,147.70 3.39%
U.S. Treasury Bill, 0%, due 08/12/2021 9127964B2 11,840,000 $11,839,230.40 2.74%
U.S. Treasury Bill, 0%, due 07/01/2021 912796B40 7,960,000 $7,959,905.99 1.84%
US 5YR NOTE (CBT) Sep21 FVU1 53 $6,534,320.34 1.51%
U.S. Treasury Bill, 0%, due 08/05/2021 912796C64 3,440,000 $3,439,806.50 0.80%
U.S. Treasury Bill, 0%, due 08/19/2021 912796D48 3,345,000 $3,344,739.59 0.77%
Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 65540EAY5 2,556,961 $2,468,386.05 0.57%
U.S. Treasury Note, Variable rate, due 10/31/2022 91282CAS0 2,420,000 $2,421,521.94 0.56%
U.S. Treasury Bill, 0%, due 07/08/2021 912796B57 2,375,000 $2,374,955.14 0.55%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 2,145,000 $2,305,134.99 0.53%
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 81376WAC9 2,800,044 $2,185,922.04 0.51%
Fannie Mae or Freddie Mac TBA, 2%, due 03/01/2051 01F020679 2,175,000 $2,190,462.90 0.51%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 2,200,000 $2,040,690.74 0.47%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 1,690,000 $2,035,149.85 0.47%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 83612TAD4 2,486,118 $2,038,879.94 0.47%
FHLMC Multifamily Structured Pass Through Certs. Series KF85, Class AL, Variable rate, due 08/25/2030 3137FWHP8 1,969,481 $1,977,499.98 0.46%
Oak Hill Credit Partners Series 2019-3A, Class AR, Variable rate, due 07/02/2035 67112RAS3 2,000,000 $2,005,148.00 0.46%
FHLMC Multifamily Structured Pass Through Certs. Series KF87, Class AL, Variable rate, due 08/25/2030 3137FX4E5 1,950,000 $1,958,335.47 0.45%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 2,187,015 $1,887,589.13 0.44%
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 88315LAG3 1,875,084 $1,895,353.03 0.44%
Cedar Funding Ltd Series 2021-14A, Class A, Variable rate, due 07/15/2033 15034AAA3 1,850,000 $1,851,720.50 0.43%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 1,847,657 $1,852,278.92 0.43%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,819,402 $1,853,792.12 0.43%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 1,883,924 $1,875,128.47 0.43%
Navient Student Loan Trust Series 2016-5A, Class A, Variable rate, due 06/25/2065 63939QAA4 1,821,452 $1,861,767.55 0.43%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 2,132,703 $1,805,409.10 0.42%
Eaton Vance CDO Ltd Series 2019-1A, Class AR, Variable rate, due 04/15/2031 27830XAL0 1,800,000 $1,801,479.80 0.42%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 2,089,164 $1,817,732.83 0.42%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 1,748,029 $1,770,781.61 0.41%
Progress Residential Trust Series 2018-SFR3, Class E, 4.873%, due 10/17/2035 74331MAE6 1,766,000 $1,790,536.80 0.41%
Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 80556UAF0 1,772,274 $1,763,778.42 0.41%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 2,050,961 $1,792,368.85 0.41%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 2,592,488 $1,756,402.76 0.41%
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 52523MAD2 1,750,958 $1,723,516.44 0.40%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 1,749,843 $1,660,202.81 0.38%
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 36166VAE5 1,625,000 $1,628,477.50 0.38%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 59023XAD8 3,254,227 $1,622,787.01 0.38%
AIG CLO LTD Series 2018-1A, Class BR, Variable rate, due 04/20/2032 00141UAG8 1,600,000 $1,600,493.62 0.37%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 25150VAM8 1,662,292 $1,599,011.89 0.37%
FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 345397YL1 1,554,000 $1,579,936.26 0.37%
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 126670RE0 1,600,000 $1,553,072.00 0.36%
FHLMC Multifamily Structured Pass Through Certs. Series KF88, Class AL, Variable rate, due 09/25/2030 3137F62A4 1,520,000 $1,526,461.06 0.35%
OCP CLO Ltd Variable rate, due 07/20/2034 671000AE7 1,500,000 $1,501,363.50 0.35%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 1,460,000 $1,430,595.60 0.33%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 1248MGAK0 2,966,319 $1,369,933.58 0.32%
RBSCF TRUST Series 2013-GSP, Class A, Variable rate, due 01/13/2032 74932QAA8 1,285,000 $1,364,150.60 0.32%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 1,400,000 $1,395,390.00 0.32%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 1248MGAL8 2,938,242 $1,356,905.01 0.31%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2021-1440, Class B, Variable rate, due 03/15/2036 46653DAC8 1,321,000 $1,323,752.70 0.31%
Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 75156TAD2 1,400,000 $1,348,367.44 0.31%
SLM Student Loan Trust Series 2008-9, Class A, Variable rate, due 04/25/2023 78445JAA5 1,315,424 $1,327,789.38 0.31%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 1,395,134 $1,314,887.56 0.30%
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 393505X80 1,312,115 $1,277,063.61 0.30%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 2,058,635 $1,284,012.18 0.30%
NYT Mortgage Trust Series 2019-NYT, Class D, Variable rate, due 12/15/2035 62954PAL4 1,300,000 $1,287,608.01 0.30%
Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 86359PAC4 1,367,059 $1,314,878.08 0.30%
GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 362439AE1 1,269,882 $1,245,536.43 0.29%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 2,123,361 $1,239,817.02 0.29%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 1,200,000 $1,203,130.80 0.28%
GoldenTree Loan Management US CLO1, LTD Series 2019-4A, Class AR, Variable rate, due 04/24/2031 38137YAN1 1,200,000 $1,200,261.90 0.28%
Highbridge Loan Management Ltd Series 10A-16, Class A1RR, Variable rate, due 04/20/2034 40436TAS5 1,225,000 $1,225,612.50 0.28%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 61691DAA5 1,050,000 $1,188,457.41 0.28%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 1,260,559 $1,212,598.73 0.28%
BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 05608XAA0 1,175,000 $1,177,089.07 0.27%
Fanniemae-Aces Series 2018-M10, Class A1, Variable rate, due 07/25/2028 3136B2GY2 1,080,958 $1,176,716.12 0.27%
FHLMC Multifamily Structured Pass Through Certs. Series KF66, Class A, Variable rate, due 07/25/2029 3137FNB41 1,179,485 $1,187,855.42 0.27%
FIRSTENERGY CORP 3.40%, due 03/01/2050 337932AM9 1,254,000 $1,173,351.54 0.27%
GS Mortgage Securities Trust Series 2014-GC18, Class A3, 3.801%, due 01/10/2047 36252RAJ8 1,102,200 $1,150,346.98 0.27%
Invitation Homes Trust Series 2018-SFR4, Class A, Variable rate, due 01/17/2038 46187XAA3 1,152,354 $1,157,668.62 0.27%
Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 07386HKU4 1,107,768 $1,117,111.51 0.26%
ENERGY TRANSFER LP 5.40%, due 10/01/2047 86765BAV1 930,000 $1,108,972.69 0.26%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 1,130,000 $1,137,853.05 0.26%
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 749241AA3 1,173,972 $1,122,862.67 0.26%
Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 86361WAA9 1,148,352 $1,113,083.13 0.26%
COMM Mortgage Trust Series 2012-CR4, Class AM, 3.251%, due 10/15/2045 12624QAT0 1,054,000 $1,064,274.81 0.25%
Fannie Mae or Freddie Mac TBA, 2.50%, due 10/01/2050 01F022675 1,050,000 $1,082,935.53 0.25%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 1,000,000 $1,066,517.40 0.25%
Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 04545EAA1 1,143,279 $1,018,401.44 0.24%
Progress Residential Trust Series 2018-SFR3, Class G, 5.618%, due 10/17/2035 74331MAH9 1,045,000 $1,054,361.53 0.24%
Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 75156UAD9 1,050,000 $1,031,615.34 0.24%
WEA FINANCE LLC 3.15%, due 04/05/2022 92928QAC2 1,000,000 $1,016,592.00 0.24%
Wells Fargo Commercial Mortgage Trust Series 2021-SAVE, Class XCP, Variable rate, due 02/15/2040 95003LAC4 10,467,000 $1,048,465.26 0.24%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 880,000 $1,012,441.90 0.23%
Citigroup Commercial Mortgage Trust Series 2020-WSS, Class B, Variable rate, due 02/15/2039 17328TAG0 976,637 $985,290.33 0.23%
Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 1248P8AK5 957,000 $985,313.04 0.23%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 1,000,000 $1,005,173.30 0.23%
Flatiron CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/19/2034 33883PAE7 1,000,000 $1,001,623.00 0.23%
Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 525249AC2 986,243 $978,393.81 0.23%
Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 54251UAD8 2,484,196 $1,010,640.49 0.23%
Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 040104RV5 1,395,357 $954,896.46 0.22%
Citigroup Mortgage Loan Trust Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 17310VAB6 1,160,959 $938,384.02 0.22%
Countrywide Alternative Loan Trust Series 2005-13CB, Class A8, 5.50%, due 05/25/2035 12667GAH6 929,276 $937,719.54 0.22%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 775,000 $930,478.41 0.22%
FHLMC Multifamily Structured Pass Through Certs. Series KF84, Class AL, Variable rate, due 07/25/2030 3137FWGC8 948,731 $952,865.74 0.22%
GOLDMAN SACHS GROUP INC Variable rate, due 03/09/2027 38141GYA6 955,000 $951,036.01 0.22%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 1,317,723 $970,829.11 0.22%
Legacy Mortgage Asset Trust Series 2020-GS2, Class A1, Variable rate, due 03/25/2060 52475AAA2 959,701 $968,504.85 0.22%
MOLINA HEALTHCARE INC 3.875%, due 11/15/2030 60855RAK6 919,000 $947,718.75 0.22%
PRIME HEALTHCARE SERVICE 7.25%, due 11/01/2025 74165HAB4 874,000 $940,642.50 0.22%
SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 78445AAD8 943,040 $952,972.61 0.22%
T-MOBILE USA INC 2.25%, due 02/15/2026 87264ACC7 950,000 $957,129.75 0.22%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 1,594,584 $919,163.28 0.21%
BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 055683AD8 911,826 $900,757.58 0.21%
CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 12563GAB4 893,528 $895,338.56 0.21%
FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 3137FMCP5 5,684,892 $917,207.31 0.21%
Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 3137H13X2 11,390,000 $907,190.72 0.21%
KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 50077LAZ9 765,000 $905,593.52 0.21%
Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 525221HD2 868,655 $886,495.73 0.21%
Merit Series 2020-HILL, Class F, Variable rate, due 08/15/2037 590027AQ1 900,000 $910,110.06 0.21%
Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 66989EAA3 927,435 $912,045.97 0.21%
Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 751153AA5 945,329 $912,029.05 0.21%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 1,753,449 $886,553.08 0.21%
WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 93364BAA8 967,663 $924,684.93 0.21%
BCAP LLC Trust Series 2015-RR2, Cass 25A3, Variable rate, due 10/28/2036 05544JCL2 851,774 $845,278.55 0.20%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 02151CAQ9 1,067,775 $881,419.44 0.20%
FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 105756CC2 850,000 $863,719.00 0.20%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 875,514 $847,710.99 0.20%
INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 74445PAC6 700,000 $853,475.00 0.20%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 820,000 $874,926.88 0.20%
Ace Securities Corp. Variable rate, due 06/25/2036 00441TAD5 931,779 $826,126.36 0.19%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 815,000 $821,058.58 0.19%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 05493BAA6 820,000 $829,382.28 0.19%
Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 07324SCR1 864,502 $833,027.03 0.19%
Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 12668AZ40 912,550 $840,024.24 0.19%
First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 32053DAD2 1,213,899 $803,683.59 0.19%
MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 57629WCH1 750,000 $823,672.10 0.19%
REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 195325DS1 847,000 $825,037.29 0.19%
SINCLAIR TELEVISION GROUP 4.125%, due 12/01/2030 829259BA7 845,000 $828,385.19 0.19%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 905,000 $824,221.96 0.19%
SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 78445JAB3 800,000 $808,455.68 0.19%
SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 86765LAR8 800,000 $807,960.00 0.19%
Tricon American Homes Series 2017-SFR1, Class D, 3.414%, due 09/17/2034 89613DAD5 823,000 $827,282.73 0.19%
Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 93936FAD2 811,512 $832,326.01 0.19%
Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 05951FAD6 863,725 $790,086.50 0.18%
BANK OF AMERICA CORP Variable rate, due 07/22/2027 06051GJS9 750,000 $756,198.43 0.18%
BFLD Trust Series 2021-FPM, Class A, Variable rate, due 06/15/2038 05554BAA2 782,000 $784,323.63 0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K026, Class X3, Variable rate, due 12/25/2040 3137B1BU5 30,000,000 $757,755.00 0.18%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 46630MAG7 1,133,407 $788,821.36 0.18%
MASTR Adjustable Rate Mortgages Trust Series 2004-14, Class B1, Variable rate, due 01/25/2035 576433VD5 743,132 $787,779.38 0.18%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 800,000 $781,100.00 0.18%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 645,000 $794,647.34 0.18%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 750,000 $776,846.99 0.18%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 86363LAA1 740,478 $766,341.33 0.18%
VMC Finance LLC Class 2021-FL4, Class B, Variable rate, due 06/16/2036 91835RAE0 779,000 $781,900.14 0.18%
Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 03072SDB8 694,990 $717,710.72 0.17%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 605,000 $736,192.09 0.17%
AT&T INC 4.85%, due 03/01/2039 00206RHK1 594,000 $722,549.94 0.17%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 909,661 $754,411.88 0.17%
FHLMC Multifamily Structured Pass Through Certs. Series KF86, Class AL, Variable rate, due 08/25/2027 3137FXLS5 738,936 $740,962.28 0.17%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 757,833 $755,621.87 0.17%
PRIMO WATER HOLDINGS INC 4.375%, due 04/30/2029 74168LAA4 720,000 $719,618.40 0.17%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 768,262 $753,291.80 0.17%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 686,473 $671,192.90 0.16%
AREIT CRE Trust Series 2020-CRE4, Class B, Variable rate, due 04/15/2037 04002RAE0 680,000 $691,594.33 0.16%
BARNABAS HEALTH INC 4%, due 07/01/2028 06769QAA8 635,000 $711,965.14 0.16%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 712,624 $681,203.18 0.16%
CYRUSONE LP/CYRUSONE FIN 3.45%, due 11/15/2029 23283PAR5 665,000 $707,121.10 0.16%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 650,000 $674,375.00 0.16%
GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 39539LAH4 713,362 $712,100.33 0.16%
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 46627MFV4 686,927 $678,332.24 0.16%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2021-1440, Class C, Variable rate, due 03/15/2036 46653DAE4 700,000 $701,790.32 0.16%
Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 52520MFB4 896,567 $690,369.28 0.16%
LOS ANGELES CA DEPT OF WTR & P TAXABLE-BABS-SER C, 6.008%, due 07/01/2039 544525NZ7 500,000 $687,676.60 0.16%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 544646XZ0 500,000 $679,428.35 0.16%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 690,495 $690,495.27 0.16%
STATE OF QATAR 3.75%, due 04/16/2030 BL6BZF3 600,000 $678,940.80 0.16%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 86363LAB9 711,007 $695,253.96 0.16%
Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 09774XBT8 2,369,065 $638,985.07 0.15%
CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 1248EPCE1 609,000 $627,151.25 0.15%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 621,000 $627,831.00 0.15%
Citigroup Mortgage Loan Trust Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 17307GG28 660,156 $655,576.23 0.15%
DBWF Mortgage Trust Series 2016-85T, Class A, 3.791%, due 12/10/2036 23307CAA3 600,000 $665,521.08 0.15%
FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 3137BQYW1 6,897,149 $653,901.45 0.15%
Freddie Mac FR WN0006, 3.42%, due 07/01/2030 3132XEAG6 570,248 $643,976.05 0.15%
GILEAD SCIENCES INC Variable rate, due 09/29/2023 375558BV4 650,000 $650,575.26 0.15%
IHS MARKIT LTD 4.75%, due 02/15/2025 44962LAB3 580,000 $650,226.40 0.15%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 580,369 $636,717.04 0.15%
JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 46629QAG1 838,403 $667,747.54 0.15%
LEVEL 3 FINANCING INC 4.625%, due 09/15/2027 527298BN2 625,000 $649,218.75 0.15%
NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 63861VAD9 630,000 $646,806.82 0.15%
PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 716743AP4 600,000 $659,939.88 0.15%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 600,000 $635,238.00 0.15%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 650,000 $643,618.56 0.15%
THE BOEING CO 1.433%, due 02/04/2024 097023DE2 635,000 $637,038.64 0.15%
AIR LEASE CORP 3.875%, due 07/03/2023 00912XBC7 570,000 $604,526.46 0.14%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 595,000 $598,199.68 0.14%
Bear Stearns Mortgage Funding Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 621,293 $593,293.74 0.14%
CABLE ONE INC 4%, due 11/15/2030 12685JAC9 624,000 $619,120.32 0.14%
CREDIT SUISSE GROUP AG Variable rate, due 06/05/2026 225401AQ1 605,000 $619,014.75 0.14%
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 26252NAQ2 625,000 $624,998.13 0.14%
DUQUESNE LIGHT HOLDINGS 5.90%, due 12/01/2021 266233AD7 600,000 $613,801.94 0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X1, Variable rate, due 07/25/2024 3137BDCX2 31,699,111 $611,802.34 0.14%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 38141GYG3 615,000 $613,509.06 0.14%
HCA INC 5.25%, due 06/15/2049 404119BZ1 470,000 $610,306.35 0.14%
HSBC HOLDINGS PLC Variable rate, due 05/24/2025 404280CS6 590,000 $590,235.87 0.14%
IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 45661EAV6 616,111 $602,162.03 0.14%
Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 61753VAC6 1,391,193 $624,342.49 0.14%
POST HOLDINGS INC 4.625%, due 04/15/2030 737446AQ7 615,000 $620,614.95 0.14%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 600,000 $617,820.93 0.14%
SPRINT CORP 7.875%, due 09/15/2023 85207UAF2 542,000 $614,709.30 0.14%
STATE OF QATAR 4.50%, due 04/23/2028 BFYY529 502,000 $593,301.25 0.14%
1011778 BC / NEW RED FIN 3.50%, due 02/15/2029 68245XAP4 568,000 $554,510.00 0.13%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 510,000 $559,566.31 0.13%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 500,000 $544,384.12 0.13%
BANK OF AMERICA CORP Variable rate, due 03/11/2027 06051GJQ3 555,000 $560,392.11 0.13%
CAMDEN PROPERTY TRUST 2.95%, due 12/15/2022 133131AT9 550,000 $566,381.21 0.13%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 500,000 $573,253.23 0.13%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 420,000 $545,664.84 0.13%
CYRUSONE LP/CYRUSONE FIN 2.90%, due 11/15/2024 23283PAQ7 515,000 $549,543.63 0.13%
ENERGY TRANSFER LP Variable rate 29273VAJ9 594,000 $576,922.50 0.13%
GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 38144RAC1 582,210 $582,738.38 0.13%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 41161PSM6 558,716 $553,989.22 0.13%
HEALTHCARE REALTY TRUST 3.625%, due 01/15/2028 421946AK0 500,000 $547,098.35 0.13%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 500,000 $543,699.91 0.13%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 540,000 $541,803.84 0.13%
MACQUARIE GROUP LTD Variable rate, due 01/12/2027 55608JAR9 565,000 $559,798.96 0.13%
MORGAN STANLEY 3.70%, due 10/23/2024 61761JVL0 510,000 $555,774.32 0.13%
MORGAN STANLEY Variable rate, due 05/04/2027 61772BAB9 540,000 $543,822.51 0.13%
NEXTERA ENERGY CAPITAL Variable rate, due 02/22/2023 65339KBT6 550,000 $550,090.45 0.13%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 68383NDW0 558,151 $553,239.04 0.13%
Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 74922EAQ2 604,596 $580,285.47 0.13%
T-MOBILE USA INC 3.75%, due 04/15/2027 87264ABD6 500,000 $551,792.50 0.13%
WELLS FARGO & COMPANY Variable rate, due 05/22/2028 95000U2A0 510,000 $560,968.59 0.13%
ALEXANDRIA REAL ESTATE EQUITIES 3.80%, due 04/15/2026 015271AP4 450,000 $500,454.78 0.12%
BANK OF AMERICA CORP Variable rate, due 02/07/2030 06051GHQ5 465,000 $528,663.09 0.12%
BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 05530VAA7 521,356 $501,363.59 0.12%
CHURCHILL DOWNS INC 5.50%, due 04/01/2027 171484AG3 515,000 $538,666.83 0.12%
CITIGROUP INC Variable rate, due 04/24/2025 172967MF5 500,000 $533,897.91 0.12%
COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 12598EAC6 21,254,000 $529,330.87 0.12%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 233851DV3 520,000 $522,830.25 0.12%
DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 25277LAA4 772,000 $537,377.63 0.12%
Fannie Mae FN AM2974, 4.10%, due 04/01/2043 3138L3JU0 476,166 $537,477.40 0.12%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 465,000 $531,043.77 0.12%
FHLMC Multifamily Structured Pass Through Certs. Series K043, Class X1, Variable rate, due 12/25/2024 3137BGK32 31,865,967 $533,605.18 0.12%
FIRSTCASH INC 4.625%, due 09/01/2028 33767DAB1 479,000 $502,351.25 0.12%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 03/28/2022 345397YJ6 500,000 $498,720.58 0.12%
HSBC HOLDINGS PLC Variable rate, due 05/24/2027 404280CM9 525,000 $525,134.41 0.12%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 540,000 $539,675.39 0.12%
KIMCO REALTY CORP 3.40%, due 11/01/2022 49446RAN9 500,000 $517,516.38 0.12%
LEXINGTON REALTY TRUST 2.70%, due 09/15/2030 529043AE1 505,000 $514,809.94 0.12%
MSDB Trust Series 2017-712F, Class A, Variable rate, due 07/11/2039 55354JAA2 500,000 $533,501.95 0.12%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 500,000 $500,389.85 0.12%
ORACLE CORP 2.875%, due 03/25/2031 68389XCE3 500,000 $520,494.27 0.12%
ORGANON FINANCE 1 LLC 5.125%, due 04/30/2031 68622TAB7 497,000 $512,213.17 0.12%
PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 708696BX6 500,000 $536,877.39 0.12%
SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 80281LAN5 525,000 $526,942.51 0.12%
SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 78413MAN8 545,000 $501,207.45 0.12%
SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 845437BR2 450,000 $510,074.37 0.12%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 535,257 $513,648.48 0.12%
Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 86362XAA6 518,145 $501,434.11 0.12%
TBW Mortgage Backed Pass Through Certificates Series 2006-4, Class A4, Variable rate, due 09/25/2036 872224AE0 506,972 $499,918.31 0.12%
UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 909319AA3 508,412 $532,534.05 0.12%
ABBVIE INC 4.55%, due 03/15/2035 00287YCY3 390,000 $471,998.24 0.11%
BERRY GLOBAL INC 1.57%, due 01/15/2026 08576PAB7 465,000 $465,720.75 0.11%
CODELCO INC 3.15%, due 01/14/2030 P3143NBH6 450,000 $470,346.59 0.11%
ELANCO ANIMAL HEALTH INC 5.272%, due 08/28/2023 28414HAE3 447,000 $482,098.44 0.11%
Fannie Mae FN 464398, 5.97%, due 01/01/2040 31381L3F2 397,089 $459,122.56 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series K078, Class X3, Variable rate, due 10/25/2028 3137FGR64 3,630,000 $495,082.27 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series KF75, Class AL, Variable rate, due 12/25/2029 3137FREN7 467,814 $471,683.91 0.11%
Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 3137FQKX0 4,095,000 $471,068.33 0.11%
FRONTIER COMMUNICATIONS 5%, due 05/01/2028 35906ABF4 456,000 $469,680.00 0.11%
HCA INC 4.125%, due 06/15/2029 404119BX6 417,000 $472,591.13 0.11%
INTEL CORP 3.734%, due 12/08/2047 458140BG4 415,000 $478,866.75 0.11%
INTL FLAVOR & FRAGRANCES 4.45%, due 09/26/2028 459506AK7 400,000 $462,833.44 0.11%
JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 46590XAB2 443,000 $490,364.46 0.11%
NATIONAL CINEMEDIA LLC 5.875%, due 04/15/2028 63530QAJ8 483,000 $473,960.66 0.11%
NCR CORP 5.125%, due 04/15/2029 62886EBA5 465,000 $475,935.64 0.11%
One Market Plaza Trust Series 2017-1MKT, Class A, 3.6139%, due 02/10/2032 68245HAA2 476,000 $486,625.94 0.11%
ORACLE CORP 3.95%, due 03/25/2051 68389XCA1 450,000 $494,000.67 0.11%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 699149AJ9 400,000 $461,504.00 0.11%
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 715638DA7 453,000 $463,006.77 0.11%
SCRIPPS ESCROW II INC 5.375%, due 01/15/2031 81105DAB1 459,000 $459,341.96 0.11%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-11, Class 1A1, Variable rate, due 12/25/2036 86362HAA1 471,217 $464,609.53 0.11%
Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 93934XAA1 530,621 $460,274.57 0.11%
WRKCO INC 4.65%, due 03/15/2026 92940PAB0 405,000 $464,227.95 0.11%
ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 BKPGWW8 400,000 $418,250.00 0.10%
AT&T INC 2.25%, due 02/01/2032 00206RKH4 436,000 $428,293.23 0.10%
Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class XA, Variable rate, due 09/15/2048 06054AAY5 15,404,952 $440,650.95 0.10%
Citigroup Mortgage Loan Trust Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 425,000 $415,813.88 0.10%
Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 21872UAC8 405,000 $415,920.06 0.10%
CONSTELLATION BRANDS INC 4.25%, due 05/01/2023 21036PAL2 390,000 $416,187.99 0.10%
CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 225401AU2 420,000 $432,750.96 0.10%
GNMA Series 2019-86, Class FE, Variable rate, due 07/20/2049 38381WH50 406,588 $411,412.27 0.10%
GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 39538RBW8 438,051 $421,603.81 0.10%
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 39539KAD5 433,298 $439,830.30 0.10%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 750,000 $441,431.26 0.10%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 BKS9J89 400,000 $415,756.40 0.10%
KAZTRANSGAS JSC N/C, 4.375%, due 09/26/2027 Y4S6FLAB5 400,000 $445,876.00 0.10%
KILROY REALTY LP 3.45%, due 12/15/2024 49427RAM4 400,000 $428,835.85 0.10%
KILROY REALTY LP 4.375%, due 10/01/2025 49427RAL6 400,000 $443,641.77 0.10%
MAGIC MERGERCO INC 7.875%, due 05/01/2029 55916AAB0 435,000 $444,239.40 0.10%
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 576429AA2 451,195 $440,542.41 0.10%
REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 455780CQ7 400,000 $416,242.54 0.10%
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 718286CJ4 400,000 $420,387.00 0.10%
SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/22/2030 BMFH861 400,000 $430,735.60 0.10%
SMITHFIELD FOODS INC 5.20%, due 04/01/2029 832248BB3 387,000 $452,117.44 0.10%
Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 86360QAE5 463,063 $436,753.56 0.10%
THE WALT DISNEY COMPANY 4%, due 10/01/2023 254687CR5 390,000 $421,379.15 0.10%
AT&T INC 2.55%, due 12/01/2033 00206RMF6 400,000 $394,391.10 0.09%
BAUSCH HEALTH COS INC 4.875%, due 06/01/2028 071734AN7 400,000 $405,500.00 0.09%
CARRIAGE SERVICES INC 4.25%, due 05/15/2029 143905AP2 375,000 $376,016.25 0.09%
CIGNA CORP 4.375%, due 10/15/2028 125523AH3 330,000 $384,505.81 0.09%
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 18538RAJ2 400,000 $394,618.00 0.09%
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 20268JAF0 370,000 $384,987.12 0.09%
CREDIT SUISSE GROUP AG N/C, 3.75%, due 03/26/2025 225433AC5 365,000 $395,996.38 0.09%
Fannie Mae Series 2019-33, Clas FN, Variable rate, due 07/25/2049 3136B45N4 367,197 $370,394.83 0.09%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 400,000 $394,296.40 0.09%
GNMA Series 2011-119, Class D, 3.507%, due 04/16/2045 38376G3Q1 390,478 $405,394.29 0.09%
IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 45660LUD9 436,416 $391,442.32 0.09%
INTERTAPE POLYMER GROUP 4.375%, due 06/15/2029 460919AB9 395,000 $399,443.75 0.09%
JAZZ SECURITIES DAC 4.375%, due 01/15/2029 47216FAA5 365,000 $376,278.50 0.09%
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 53944YAL7 365,000 $395,167.62 0.09%
QWEST CORP N/C, 7.25%, due 09/15/2025 912920AK1 342,000 $403,560.00 0.09%
REPUBLIC OF CHILE 2.45%, due 01/31/2031 168863DP0 400,000 $406,504.00 0.09%
REPUBLIC OF CHILE 2.55%, due 01/27/2032 168863DN5 400,000 $409,000.00 0.09%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 400,000 $388,112.00 0.09%
REPUBLIC OF PARAGUAY 2.739%, due 01/29/2033 699149AK6 400,000 $391,600.00 0.09%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 335,000 $394,610.68 0.09%
SL GREEN OPERATING PARTN Variable rate, due 08/16/2021 78444FAG1 380,000 $380,077.47 0.09%
Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 86360KAE8 411,059 $402,678.41 0.09%
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 893829AA9 369,000 $372,302.55 0.09%
VERIZON COMMUNICATIONS 2.55%, due 03/21/2031 92343VGJ7 400,000 $409,844.28 0.09%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 372,091 $375,003.96 0.09%
WASTE PRO USA INC 5.50%, due 02/15/2026 94107JAA1 370,000 $380,820.65 0.09%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 360,000 $372,914.94 0.09%
321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 46617JAA4 295,866 $337,473.68 0.08%
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 00737WAA7 336,000 $338,520.00 0.08%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 325,476 $327,329.06 0.08%
ARCHROCK PARTNERS LP/FIN 6.25%, due 04/01/2028 03959KAC4 321,000 $335,445.00 0.08%
CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 225401AT5 340,000 $332,725.89 0.08%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 350,000 $366,100.00 0.08%
Fannie Mae FN 464400, 5.97%, due 01/01/2040 31381L3H8 300,952 $347,966.59 0.08%
FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 3136A9VM7 311,376 $324,528.73 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K051, Class X1, Variable rate, due 09/25/2025 3137BM7D2 17,036,585 $348,054.03 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 3137FPJQ9 7,178,289 $364,363.50 0.08%
Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049 3137FP5D3 349,788 $352,813.05 0.08%
HESS CORP 4.30%, due 04/01/2027 42809HAG2 295,000 $328,234.98 0.08%
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 45824TAP0 600,000 $342,750.00 0.08%
JPMORGAN CHASE & CO Variable rate, due 03/13/2026 46647PBH8 355,000 $367,277.42 0.08%
KINDER MORGAN INC 5.55%, due 06/01/2045 49456BAH4 250,000 $326,339.15 0.08%
LIVE NATION ENTERTAINMENT 3.75%, due 01/15/2028 538034AX7 341,000 $341,641.08 0.08%
MAGIC MERGECO INC 5.25%, due 05/01/2028 55916AAA2 350,000 $356,387.50 0.08%
NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 65339KBU3 345,000 $346,090.71 0.08%
PETROLEOS MEXICANOS 6.625%, due 06/15/2035 706451BG5 370,000 $363,528.70 0.08%
POWERTEAM SERVICES LLC 9.033%, due 12/04/2025 73939VAA2 313,000 $346,256.25 0.08%
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 77340RAR8 350,000 $359,275.00 0.08%
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 78444FAF3 325,000 $334,775.81 0.08%
Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 86359LJA8 351,573 $352,083.11 0.08%
UNITED MEXICAN STATES 4.75%, due 04/27/2032 91087BAK6 300,000 $344,100.00 0.08%
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 91740PAC2 340,000 $357,731.00 0.08%
VMED O2 UK FINANCING I PLC 4.25%, due 01/31/2031 92858RAA8 335,000 $328,718.75 0.08%
VODAFONE GROUP PLC 5.25%, due 05/30/2048 92857WBM1 250,000 $332,254.65 0.08%
ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 00489LAF0 315,000 $312,122.49 0.07%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 00774MAC9 300,000 $316,818.47 0.07%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAJ9 235,000 $298,338.62 0.07%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 265,000 $317,874.84 0.07%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 295,000 $284,136.27 0.07%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 287,000 $315,816.24 0.07%
DAIMLER FINANCE NA LLC 2.20%, due 10/30/2021 233851CK8 310,000 $312,237.17 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K042, Class X1, Variable rate, due 12/25/2024 3137BFXU0 9,412,372 $297,654.98 0.07%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K044, Class X1, Variable rate, due 01/25/2025 3137BHCZ8 14,179,630 $298,502.48 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series KF25, Class A, Variable rate, due 10/25/2023 3137BTAV3 283,691 $284,209.24 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series KF80, Class AL, Variable rate, due 06/25/2030 3137FUN59 305,000 $307,108.34 0.07%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 345397ZG1 300,000 $299,531.62 0.07%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 250,000 $284,670.00 0.07%
HCA INC 5%, due 03/15/2024 404119BN8 260,000 $287,562.70 0.07%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAC0 300,000 $304,125.00 0.07%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 46628SAH6 664,429 $288,891.05 0.07%
PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 70014LAB6 290,000 $318,109.87 0.07%
PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 72147KAF5 286,000 $294,580.00 0.07%
RUBY PIPELINE LLC Variable rate, due 04/01/2022 781172AB7 339,697 $308,343.44 0.07%
SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 78445CAE2 300,000 $295,658.64 0.07%
T-MOBILE USA INC 4.375%, due 04/15/2040 87264AAX3 250,000 $290,048.97 0.07%
TRANE TECHNOLOGIES CO LLC N/C, 9%, due 08/15/2021 456866AG7 300,000 $303,318.77 0.07%
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 89383JAA6 293,000 $288,971.25 0.07%
VENTAS REALTY LP 3.75%, due 05/01/2024 92277GAD9 300,000 $322,096.65 0.07%
VEREIT OPERATING PARTNERSHIP 4.625%, due 11/01/2025 92340LAD1 250,000 $283,326.81 0.07%
VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 92769XAP0 270,000 $291,600.00 0.07%
WALGREENS BOOTS ALLIANCE 3.30%, due 11/18/2021 931427AF5 300,000 $302,125.80 0.07%
WASTE CONNECTIONS INC 2.60%, due 02/01/2030 94106BAA9 300,000 $311,552.35 0.07%
WELLS FARGO & COMPANY 4.15%, due 01/24/2029 95000U2D4 250,000 $288,344.61 0.07%
WELLS FARGO & COMPANY Variable rate, due 10/30/2030 95000U2G7 305,000 $323,193.27 0.07%
Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 94986DAA0 312,395 $308,055.30 0.07%
ABBVIE INC 4.45%, due 05/14/2046 00287YAW9 200,000 $244,763.30 0.06%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 035240AN0 215,000 $263,362.82 0.06%
AT&T INC 5.25%, due 03/01/2037 00206RDR0 200,000 $254,070.95 0.06%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 250,000 $262,826.77 0.06%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 250,000 $266,992.40 0.06%
CITIGROUP INC Variable rate, due 04/23/2029 172967LW9 225,000 $256,664.09 0.06%
Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 12667GME0 285,358 $268,045.21 0.06%
Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 02148BAC8 335,921 $273,092.77 0.06%
Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 02150PAB4 288,986 $278,918.71 0.06%
EXXON MOBIL CORPORATION 4.327%, due 03/19/2050 30231GBG6 210,000 $263,203.19 0.06%
Fannie Mae Series 2011-130, Class NW, Variable rate, due 12/25/2041 3136A2D26 266,666 $271,483.51 0.06%
FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 3136B7HP9 6,100,000 $252,706.84 0.06%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K025, Class X3, Variable rate, due 11/25/2040 3137AYCG4 11,075,000 $254,571.06 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K031, Class X1, Variable rate, due 04/25/2023 3137B3NY0 74,572,777 $265,039.11 0.06%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K057, Class X1, Variable rate, due 07/25/2026 3137BRQL2 4,772,618 $244,228.22 0.06%
GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 38380WUG2 1,517,707 $244,388.95 0.06%
GNMA Series 2020-133, Class FA, Variable rate, due 02/20/2049 38382JB47 270,993 $272,248.14 0.06%
HERENS HOLDCO SARL 4.75%, due 05/15/2028 427169AA5 275,000 $274,606.75 0.06%
IHS MARKIT LTD 4.75%, due 08/01/2028 44962LAF4 215,000 $252,750.78 0.06%
IndyMac INDX Mortgage Loan Trust Series 2006-AR21, Class A1, Variable rate, due 08/25/2036 45660HAA6 259,175 $253,795.04 0.06%
KAZMUNAYGAS NATIONAL CO N/C, 5.75%, due 04/19/2047 Y4596HAD9 218,000 $273,408.19 0.06%
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 50077LAB2 240,000 $267,480.45 0.06%
Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 86359DUR6 260,232 $258,281.22 0.06%
MLCC Mortgage Investors Inc Series 2004-E, Class A2B, Variable rate, due 11/25/2029 59020UJR7 246,542 $253,249.88 0.06%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 250,000 $248,937.50 0.06%
MORGAN STANLEY Variable rate, due 07/22/2022 61744YAJ7 250,000 $250,196.60 0.06%
NATIONAL RETAIL PROP INC 3.90%, due 06/15/2024 637417AG1 250,000 $270,245.97 0.06%
NGL ENRGY OP/FIN CORP 7.50%, due 02/01/2026 62922LAA6 250,000 $259,063.75 0.06%
PETROLEOS MEXICANOS 5.95%, due 01/28/2031 71654QDE9 270,000 $265,950.00 0.06%
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 836205AU8 258,000 $268,179.13 0.06%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 300,000 $270,264.90 0.06%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 300,000 $280,721.85 0.06%
TENET HEALTHCARE CORP 4.875%, due 01/01/2026 88033GCY4 250,000 $258,755.00 0.06%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 250,000 $262,635.15 0.06%
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 BMCFZF6 200,000 $211,877.00 0.05%
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 038461AS8 200,000 $211,877.00 0.05%
AT&T INC 3.80%, due 12/01/2057 00206RMG4 188,000 $196,610.65 0.05%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 180,000 $200,827.48 0.05%
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 07401MAA9 233,634 $222,597.31 0.05%
Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 07401VAA9 210,385 $200,385.60 0.05%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 200,000 $211,660.00 0.05%
BOSTON PROPERTIES LP 3.40%, due 06/21/2029 10112RBB9 200,000 $217,214.38 0.05%
C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 200,000 $213,882.00 0.05%
CAESARS ENTERTAINMENT INC 6.25%, due 07/01/2025 28470RAH5 189,000 $200,597.99 0.05%
CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 12554EAA2 214,366 $212,941.56 0.05%
CLEAN HARBORS INC 4.875%, due 07/15/2027 184496AN7 200,000 $210,040.00 0.05%
Colony American Finance Ltd Series 2020-3, Class XA, Variable rate, due 08/15/2053 21873CAC7 1,478,389 $197,534.98 0.05%
Colony American Finance Ltd Series 2020-3, Class XB, Variable rate, due 08/15/2053 21873CAE3 1,250,000 $224,306.25 0.05%
DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 249182PS9 220,000 $227,034.10 0.05%
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 26139PAB9 200,000 $229,995.60 0.05%
EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 29246QAD7 200,000 $215,464.17 0.05%
Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 3136A1L60 1,621,904 $222,109.55 0.05%
Fannie Mae Series 2012-56, Class FK, Variable rate, due 06/25/2042 3136A6VQ4 198,504 $200,535.79 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K726, Class X1, Variable rate, due 04/25/2024 3137BYPS3 11,031,626 $212,346.67 0.05%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KIR1, Class X, Variable rate, due 03/25/2026 3137BP7A1 5,012,760 $213,766.63 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X1, Variable rate, due 01/25/2026 3137BPCR8 6,198,019 $229,693.61 0.05%
FRESENIUS MED CARE II 5.875%, due 01/31/2022 35802XAF0 200,000 $206,383.48 0.05%
GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 P47718AE4 200,000 $208,800.00 0.05%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 185,000 $214,633.30 0.05%
GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 361841AF6 200,000 $218,980.00 0.05%
GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 361841AK5 175,000 $207,578.79 0.05%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 41161PSK0 202,760 $199,388.54 0.05%
HOLOGIC INC 4.625%, due 02/01/2028 436440AM3 208,000 $217,588.80 0.05%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 175,000 $201,329.61 0.05%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 200,000 $227,715.79 0.05%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 48126PAA0 200,000 $207,878.20 0.05%
LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 53944YAH6 200,000 $217,081.41 0.05%
POST HOLDINGS INC 4.50%, due 09/15/2031 737446AR5 200,000 $198,250.00 0.05%
REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 917288BK7 200,000 $233,252.00 0.05%
SAUDI ARABIAN OIL CO 1.625%, due 11/24/2025 M8237RAH7 200,000 $201,809.36 0.05%
SAUDI ARABIAN OIL CO 2.25%, due 11/24/2030 80414L2K0 200,000 $197,079.99 0.05%
SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/26/2026 BYQ6MG9 200,000 $217,900.00 0.05%
SAUDI INTERNATIONAL BOND N/C, 3.75%, due 01/21/2055 80413TAR0 200,000 $209,565.60 0.05%
SES SA 3.60%, due 04/04/2023 78413HAA7 200,000 $209,209.33 0.05%
SLM Student Loan Trust Series 2008-8, Class B, Variable rate, due 10/25/2075 78445GAE3 220,000 $223,503.96 0.05%
Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 83613DAE6 255,743 $228,636.94 0.05%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 155,000 $215,769.62 0.05%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 200,000 $230,381.00 0.05%
TEACHERS INSUR & ANNUITY 3.30%, due 05/15/2050 878091BG1 220,000 $229,843.54 0.05%
TENCENT HOLDINGS LTD 3.68%, due 04/22/2041 88032WBB1 200,000 $213,131.27 0.05%
TENCENT HOLDINGS LTD 3.84%, due 04/22/2051 88032WBC9 200,000 $214,789.46 0.05%
TITAN ACQ/CO-BORROWER 7.75%, due 04/15/2026 88827AAA1 222,000 $230,495.94 0.05%
T-MOBILE USA INC 3.875%, due 04/15/2030 87264ABF1 200,000 $222,842.00 0.05%
UNITED MEXICAN STATES 3.75%, due 01/11/2028 91087BAE0 200,000 $218,300.00 0.05%
VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 92769XAM7 200,000 $207,007.00 0.05%
ANTERO RESOURCES CORP 8.375%, due 07/15/2026 03674XAN6 161,000 $183,338.75 0.04%
Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 040104PC9 160,000 $157,258.98 0.04%
AT&T INC 4.50%, due 05/15/2035 00206RCP5 150,000 $176,326.74 0.04%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 185,000 $190,304.92 0.04%
BANK OF AMERICA CORP Variable rate, due 10/22/2030 06051GHX0 165,000 $174,551.01 0.04%
Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 21872UAE4 1,581,103 $159,715.15 0.04%
CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 21079NAA9 179,442 $183,821.12 0.04%
Countrywide Asset-Backed Certificates Series 2006-6, Class 1A1, Variable rate, due 09/25/2036 126670ZH4 167,858 $167,165.00 0.04%
COX COMMUNICATIONS INC 3.15%, due 08/15/2024 224044CH8 173,000 $184,930.66 0.04%
DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 247367AX3 163,377 $165,869.09 0.04%
DIAMOND SPORTS GR/DIAMON 6.625%, due 08/15/2027 25277LAC0 312,000 $161,938.92 0.04%
FANNIEMAE-ACES Series 2016-M2, Class AL, 3.471%, due 04/25/2036 3136AQ5J5 178,177 $178,330.97 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 3137BTAF8 1,900,000 $173,575.26 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series KF73, Class AL, Variable rate, due 11/25/2029 3137FQKH5 185,087 $186,724.94 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 3137FNB25 1,800,000 $184,790.52 0.04%
GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 38374EP35 1,314,649 $162,253.42 0.04%
Homebanc Mortgage Trust Series 2005-4, Class A1, Variable rate, due 10/25/2035 43739EBS5 169,818 $169,983.87 0.04%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 45668RAC2 194,565 $185,773.38 0.04%
INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 45824TAY1 303,000 $175,467.30 0.04%
KROGER CO 4.45%, due 02/01/2047 501044DG3 140,000 $169,632.45 0.04%
MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 589929V21 176,614 $177,304.32 0.04%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 175,000 $187,850.81 0.04%
PLAINS ALL AMER PIPELINE 4.50%, due 12/15/2026 72650RBL5 145,000 $162,331.96 0.04%
Structured Asset Mortgage Investments Inc Series 2003-AR3, Class A1, Variable rate, due 11/19/2033 86358HUT4 168,098 $168,494.17 0.04%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 195,864 $187,952.88 0.04%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 175,000 $184,708.70 0.04%
TENET HEALTHCARE CORP 4.625%, due 06/15/2028 88033GDG2 178,000 $182,227.50 0.04%
TENET HEALTHCARE CORP 4.625%, due 07/15/2024 88033GCS7 150,000 $152,400.00 0.04%
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 89376VAA8 174,000 $178,229.09 0.04%
ABBVIE INC 4.05%, due 11/21/2039 00287YCA5 105,000 $122,283.33 0.03%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 05/26/2022 00774MAA3 110,000 $112,596.65 0.03%
AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 00774MAE5 115,000 $123,058.27 0.03%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 135,000 $142,047.00 0.03%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 120,000 $146,823.99 0.03%
CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 161175BN3 100,000 $127,889.40 0.03%
COMERICA INC Variable rate 200340AU1 135,000 $149,850.00 0.03%
CREDIT SUISSE GROUP AG N/C, 4.55%, due 04/17/2026 225433AR2 125,000 $141,093.56 0.03%
EVERGY METRO 4.20%, due 06/15/2047 485134BQ2 100,000 $122,092.57 0.03%
FANNIE MAE Seried 2013-18, Class MI, 3%, due 02/25/2033 3136ACXN6 1,696,493 $112,892.62 0.03%
FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 3136ARP44 2,549,662 $127,173.31 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series K045, Class X1, Variable rate, due 01/25/2025 3137BHXK8 8,542,581 $117,574.11 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K021, Class X3, Variable rate, due 07/25/2040 3137AUPG8 8,139,000 $129,366.15 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X1, Variable rate, due 08/25/2023 3137B5KX0 17,355,364 $114,621.77 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X3, Variable rate, due 12/25/2041 3137B5KY8 4,000,000 $133,813.20 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K037, Class X3, Variable rate, due 01/25/2042 3137B8G68 2,500,000 $137,278.00 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 3137BDCY0 2,145,000 $144,689.26 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K728, Class X3, Variable rate, due 11/25/2045 3137FBTD8 2,230,000 $130,785.49 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 3137BS5P4 3,713,836 $145,544.87 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KS07, Class X, Variable rate, due 09/25/2025 3137BS6G3 4,945,401 $122,137.56 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series W5FX, Class AFX, Variable rate, due 04/25/2028 3137FG6Q3 125,000 $139,582.56 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS TRHOUGH CERTS. Series K155, Class A3, 3.75%, due 04/25/2033 3137FG6T7 125,000 $150,598.18 0.03%
GENERAL MOTORS FINL CO 4.375%, due 09/25/2021 37045XAQ9 115,000 $116,192.48 0.03%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 115,000 $123,074.73 0.03%
JPMORGAN CHASE & CO Variable rate, due 04/22/2026 46647PBK1 130,000 $134,503.24 0.03%
LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 538034AR0 117,000 $120,656.25 0.03%
LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 53944YAK9 115,000 $116,991.67 0.03%
MGM GROWTH/MGM FINANCE 4.625%, due 06/15/2025 55303XAK1 109,000 $116,085.00 0.03%
MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 55303XAC9 117,000 $126,067.50 0.03%
MIAMI-DADE CNTY FL AVIATION REV TAXABLE, 3.454%, due 10/01/2030 59333P2N7 105,000 $114,884.68 0.03%
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 63861VAA5 135,000 $141,912.22 0.03%
PIPELINE FUNDING CO LLC 7.50%, due 01/15/2030 724060AA6 90,080 $115,253.49 0.03%
PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 745332CH7 100,000 $123,467.05 0.03%
Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 76110W7E0 114,286 $114,064.25 0.03%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 132,159 $129,967.47 0.03%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 100,000 $109,452.88 0.03%
SIRIUS XM RADIO INC 3.875%, due 08/01/2022 82967NAY4 150,000 $150,412.50 0.03%
Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 86365LAA9 108,019 $112,755.98 0.03%
T-MOBILE USA INC 1.50%, due 02/15/2026 87264ABZ7 120,000 $120,588.60 0.03%
T-MOBILE USA INC 2.25%, due 02/15/2026 87264ABR5 125,000 $125,938.13 0.03%
US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 90345WAA2 121,638 $127,383.75 0.03%
VERIZON COMMUNICATIONS 2.10%, due 03/22/2028 92343VGH1 135,000 $137,605.31 0.03%
VODAFONE GROUP PLC 4.875%, due 06/19/2049 92857WBS8 113,000 $142,862.93 0.03%
WAMU Mortgage Pass-Through Certificates Series 2004-AR12, Class A2A, Variable rate, due 10/25/2044 92922FZF8 151,410 $149,389.94 0.03%
WELLS FARGO & COMPANY Variable rate, due 02/11/2026 95000U2K8 140,000 $145,332.70 0.03%
Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 007036QH2 106,785 $94,978.76 0.02%
ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 015271AL3 75,000 $81,573.78 0.02%
ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 01882YAA4 75,000 $79,054.64 0.02%
AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 024836AA6 75,000 $78,627.77 0.02%
Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 00076BAB0 94,245 $90,888.74 0.02%
AVOLON HOLDINGS FNDG LTD 3.95%, due 07/01/2024 05401AAF8 100,000 $106,388.86 0.02%
BROADCOM INC 3.625%, due 10/15/2024 11135FAY7 75,000 $81,237.39 0.02%
CITIGROUP INC Variable rate, due 07/24/2023 172967LM1 100,000 $102,653.09 0.02%
COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 20049AAC2 4,601,344 $96,053.06 0.02%
Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 12668BDC4 87,921 $88,479.84 0.02%
CREDIT SUISSE GROUP AG Variable rate, due 09/11/2025 225401AM0 65,000 $67,634.80 0.02%
Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 12648ELW0 68,969 $69,579.26 0.02%
DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 23332UBV5 73,947 $67,118.87 0.02%
ENERGY TRANSFER LP 5%, due 05/15/2050 29278NAR4 70,000 $80,714.52 0.02%
Equifirst Mortgage Loan Trust Series 2005-1, Class M3, Variable rate, due 04/25/2035 29445FCQ9 65,307 $65,434.06 0.02%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KC04, Class X1, Variable rate, due 12/25/2026 3137FMCG5 1,364,453 $66,190.56 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KS05, Class X, Variable rate, due 01/25/2023 3137BQTR8 9,795,143 $93,837.47 0.02%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 32028PAE5 81,665 $80,209.16 0.02%
FORD MOTOR CREDIT CO LLC N/C, 3.219%, due 01/09/2022 345397XA6 96,000 $97,131.84 0.02%
GENERAL MOTORS FINL CO 3.45%, due 04/10/2022 37045XAW6 80,000 $81,539.38 0.02%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 76,657 $76,283.43 0.02%
HCA INC 5.25%, due 04/15/2025 404119BQ1 90,000 $103,215.69 0.02%
HUMANA INC 3.15%, due 12/01/2022 444859BA9 100,000 $103,144.52 0.02%
Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 45254NML8 71,709 $72,480.58 0.02%
J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 466275AB0 76,577 $75,285.81 0.02%
MASTR ASSET BACKED SECURITIES Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 576455AC3 139,405 $103,196.31 0.02%
MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 59261AG76 50,000 $67,100.42 0.02%
METROPOLITAN EDISON CO 3.50%, due 03/15/2023 591894BY5 100,000 $103,664.81 0.02%
Morgan Stanley ReRemic Trust Series 2014-R8, Class 3B1, Variable rate, due 06/26/2047 61764KAM5 76,729 $76,575.08 0.02%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 105,000 $95,178.30 0.02%
PETROLEOS MEXICANOS 6.95%, due 01/28/2060 71654QDF6 110,000 $99,930.05 0.02%
Residential Asset Mortgage Products, Inc. Series 2005-RZ3, Class M3, Variable rate, due 09/25/2035 76112BA42 73,139 $73,153.26 0.02%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 100,000 $106,644.00 0.02%
SEALED AIR CORP 5.50%, due 09/15/2025 81211KAX8 60,000 $66,854.40 0.02%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 100,000 $100,571.24 0.02%
T-MOBILE USA INC 4.75%, due 02/01/2028 87264AAV7 74,000 $78,902.50 0.02%
TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 89382PAA3 97,150 $97,762.04 0.02%
TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 898813AK6 75,000 $75,531.70 0.02%
UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 91412GTG0 75,000 $89,162.09 0.02%
VENTAS REALTY LP 4%, due 03/01/2028 92277GAM9 75,000 $84,248.74 0.02%
VIRGIN MEDIA SECURED FINANCE 4.50%, due 08/15/2030 92769XAR6 100,000 $100,750.00 0.02%
VODAFONE GROUP PLC 4.25%, due 09/17/2050 92857WBU3 80,000 $93,298.66 0.02%
ABBVIE INC 4.50%, due 05/14/2035 00287YAR0 33,000 $39,875.10 0.01%
AERCAP IRELAND CAP/GLOBAL 4.125%, due 07/03/2023 00774MAF2 55,000 $58,355.74 0.01%
BALL CORP 4%, due 11/15/2023 058498AS5 58,000 $61,552.50 0.01%
BAT CAPITAL CORP 2.726%, due 03/25/2031 05526DBS3 30,000 $29,535.53 0.01%
Carrington Mortgage Loan Trust Series 2005-NC5, Class M1, Variable rate, due 10/25/2035 144531DN7 31,642 $31,743.18 0.01%
COMM MORTGAGE TRUST Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 1,525,150 $27,929.47 0.01%
Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 12643RAY4 47,732 $47,853.73 0.01%
ENERGY TRANSFER LP 4%, due 10/01/2027 86765BAU3 50,000 $55,303.04 0.01%
FANNIEMAE-ACES Series 2015- M4, Class X2, Variable rate, due 07/25/2022 3136AMM71 18,971,743 $34,114.99 0.01%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K022, Class X3, Variable rate, due 08/25/2040 3137AVXQ5 2,500,000 $39,173.50 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K715, Class X3, Variable rate, due 02/25/2041 3137BAHC9 1,759,244 $25,453.44 0.01%
First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 32051GAA3 50,093 $51,840.38 0.01%
Fremont Home Loan Trust Series 2005-D, Class 2A4, Variable rate, due 11/25/2035 35729PME7 64,562 $64,444.49 0.01%
GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 38378XLU3 1,030,402 $37,954.97 0.01%
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 38869PAL8 58,000 $60,668.87 0.01%
GS Mortgage Securities Trust Series 2020-UPTN, Class XA, Variable rate, due 12/10/2039 36258PAC1 2,600,000 $33,579.00 0.01%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 28,316 $28,140.18 0.01%
QWEST CORP 6.75%, due 12/01/2021 74913GAX3 54,000 $55,385.10 0.01%
SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 78388JAV8 40,000 $40,798.00 0.01%
SERVICE CORP INTL 4.625%, due 12/15/2027 817565CD4 61,000 $64,431.25 0.01%
Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 863579SU3 47,455 $45,931.90 0.01%
Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 86360JAA9 68,850 $60,189.84 0.01%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 50,000 $60,487.58 0.01%
T-MOBILE USA INC 2.55%, due 02/15/2031 87264ACB9 35,000 $35,390.25 0.01%
TRANE TECHNOLOGIES LUX 3.55%, due 11/01/2024 456873AB4 40,000 $43,173.40 0.01%
WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 93363TAA0 57,960 $54,563.24 0.01%
AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 00772BAR2 20,000 $20,356.22 0.00%
BACARDI LTD 5.30%, due 05/15/2048 067316AH2 15,000 $19,560.89 0.00%
Citigroup Mortgage Loan Trust Series 2005-HE4, Class M1, Variable rate, due 10/25/2035 17307GP69 5,416 $5,651.20 0.00%
Conseco Financial Corp Series 1996-7, Class M1, Variable rate, due 09/15/2026 393505PN6 9,861 $9,979.12 0.00%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 20,000 $21,074.00 0.00%
FANNIEMAE-ACES Series 2012-M4, Class X1, Variable rate, due 04/25/2022 3136A56Z4 2,922,704 $4,474.95 0.00%
FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 3136AT5H3 202,712 $4,960.35 0.00%
FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 3136AQ5K2 74,391 $52.39 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K716, Class X3, Variable rate, due 08/25/2042 3137BDDE3 30,235,000 $302.35 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K719, Class X1, Variable rate, due 06/25/2022 3137BKVQ0 449,449 $91.24 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K720, Class X1, Variable rate, due 08/25/2022 3137BLUS5 1,367,408 $4,376.25 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KAIV, Class X2, Variable rate, due 06/25/2041 3137ABFK2 550,000 $5.50 0.00%
GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 38378KQ69 521,194 $9,272.47 0.00%
MAUSER PACKAGING SOLUTIONS 5.50%, due 04/15/2024 12429TAD6 20,000 $20,125.00 0.00%
Mid-State Trust Series 2010-1, Class A, 3.50%, due 12/15/2045 59560WAA5 9,310 $9,444.91 0.00%
OI EUROPEAN GROUP BV 4%, due 03/15/2023 67777LAC7 18,000 $18,514.98 0.00%
PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 72147KAE8 20,000 $21,293.10 0.00%
SEALED AIR CORP 4%, due 12/01/2027 81211KAY6 20,000 $21,142.00 0.00%
US ULTRA BOND CBT Sep21 WNU1 -67 ($12,998,000.00) -3.01%
US Dollar $USD -28,138,453 ($28,138,452.72) -6.51%
US 10yr Ultra Fut Sep21 UXYU1 -250 ($36,761,718.75) -8.51%
Holdings are subject to change.

The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.


 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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