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

Search by Ticker, Keyword or CUSIP       
 
 
First Trust TCW Unconstrained Plus Bond ETF (UCON)
Holdings of the Fund as of 11/29/2021

Total Number of Holdings (excluding cash): 779

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US 5YR NOTE (CBT) Mar22 FVH2 778 $94,344,656.25 12.21%
Fannie Mae or Freddie Mac TBA, 2.50%, due 10/01/2051 01F022618 38,075,000 $38,912,710.92 5.04%
Fannie Mae or Freddie Mac TBA, 2%, due 10/01/2051 01F020612 36,100,000 $35,983,297.01 4.66%
U.S. Treasury Bill, 0%, due 01/06/2022 912796K65 34,415,000 $34,413,938.98 4.45%
U.S. Treasury Bill, 0%, due 12/09/2021 912796J59 27,820,000 $27,819,860.90 3.60%
U.S. Treasury Bill, 0%, due 02/03/2022 912796K99 21,360,000 $21,358,505.44 2.76%
U.S. Treasury Bill, 0%, due 01/25/2022 912796Q85 21,085,000 $21,084,015.96 2.73%
U.S. Treasury Bill, 0%, due 01/20/2022 912796K81 16,385,000 $16,384,052.13 2.12%
U.S. Treasury Bill, 0%, due 12/14/2021 912796P60 13,740,000 $13,739,705.28 1.78%
U.S. Treasury Bill, 0%, due 12/02/2021 9127965G0 11,730,000 $11,729,989.68 1.52%
JAPAN TREASURY DISC BILL 0%, due 02/28/2022 BL57886 880,000,000 $7,754,363.43 1.00%
U.S. Treasury Bill, 0%, due 02/08/2022 912796R76 7,505,000 $7,504,664.38 0.97%
U.S. Treasury Bill, 0%, due 04/07/2022 912796N47 7,500,000 $7,498,466.70 0.97%
U.S. Treasury Bill, 0%, due 04/21/2022 912796G45 6,345,000 $6,343,435.77 0.82%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 4,235,000 $4,420,577.71 0.57%
U.S. Treasury Bill, 0%, due 02/24/2022 912796D30 4,160,000 $4,159,577.64 0.54%
FHLMC Multifamily Structured Pass Through Certs. Series KF56, Class A, Variable rate, due 11/25/2028 3137FKQL3 3,805,367 $3,830,101.51 0.50%
CIT EDUCATION LOAN TRUST Series 2005-1, Class A4, Variable rate, due 12/15/2033 12556PAD9 3,772,117 $3,657,566.29 0.47%
DSLA Mortgage Loan Trust Series 2005-AR3, Class 1A, Variable rate, due 07/19/2045 23332UDT8 4,081,248 $3,541,746.49 0.46%
U.S. Treasury Bill, 0%, due 02/01/2022 912796Q93 3,570,000 $3,569,843.81 0.46%
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 525221KP1 3,462,727 $3,319,222.95 0.43%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A2, Variable rate, due 05/25/2037 74923XAB2 3,388,140 $3,357,521.26 0.43%
One Market Plaza Trust Series 2017-1MKT, Class A, 3.6139%, due 02/10/2032 68245HAA2 3,176,000 $3,194,702.51 0.41%
Dryden Senior Loan Fund Series 2020-85A, Class AR, Variable rate, due 10/15/2035 26246BAL8 3,100,000 $3,101,402.13 0.40%
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 93364CAA6 3,158,892 $3,076,208.36 0.40%
VERIZON COMMUNICATIONS 2.355%, due 03/15/2032 92343VGM0 3,035,000 $2,982,159.68 0.39%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 2,440,000 $2,944,435.51 0.38%
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 45661EAB0 3,053,492 $2,928,861.74 0.38%
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 55275NAA9 3,171,625 $2,911,284.53 0.38%
AT&T INC 3.80%, due 12/01/2057 00206RMN9 2,720,000 $2,817,673.84 0.36%
Banc of America Funding Corporation Series 2007-2, Class TA4, Variable rate, due 03/25/2037 05951GAE2 2,799,002 $2,781,697.74 0.36%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 1A, Variable rate, due 10/25/2037 59025RAW7 3,466,703 $2,803,035.62 0.36%
Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 751153AA5 2,896,748 $2,790,366.13 0.36%
Residential Accredit Loans, Inc. Series 2007-QA3, Class A1, Variable rate, due 05/25/2037 74923XAA4 2,856,236 $2,802,044.09 0.36%
SLM Student Loan Trust Series 2008-5, Class A4, Variable rate, due 07/25/2023 78444YAD7 2,638,064 $2,665,598.63 0.35%
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 29001VAN9 2,600,000 $2,600,084.06 0.34%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 68383NDW0 2,689,083 $2,641,011.69 0.34%
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 75116FBH1 2,629,296 $2,605,440.07 0.34%
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 84751XAD4 3,146,873 $2,623,830.84 0.34%
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 63941VAB7 2,500,000 $2,544,322.50 0.33%
UNITED MEXICAN STATES 3.75%, due 01/11/2028 91087BAE0 2,350,000 $2,529,974.75 0.33%
BX Trust Series 2021-BXMF, Class B, Variable rate, due 10/15/2026 05609RAG9 2,500,000 $2,480,125.25 0.32%
GS Mortgage Securities Trust Series 2012-GCJ7, Class AS, 4.085%, due 05/10/2045 36192KAV9 2,380,000 $2,395,251.52 0.31%
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 1A1, 6.50%, due 03/25/2036 46627MER4 3,073,995 $2,431,095.72 0.31%
MORGAN STANLEY Variable rate, due 10/21/2025 61747YEG6 2,435,000 $2,416,348.90 0.31%
SLM Student Loan Trust Series 2007-1, Class B, Variable rate, due 01/27/2042 78443VAJ1 2,601,436 $2,430,362.05 0.31%
U.S. Treasury Note, Variable rate, due 10/31/2022 91282CAS0 2,420,000 $2,421,197.80 0.31%
BANK OF AMERICA CORP Variable rate, due 03/11/2027 06051GJQ3 2,305,000 $2,282,720.58 0.30%
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 57645TAB3 4,700,000 $2,303,888.77 0.30%
REPUBLIC OF COLOMBIA 4.50%, due 01/28/2026 195325CX1 2,250,000 $2,345,253.75 0.30%
Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 65540EAY5 2,267,422 $2,209,722.70 0.29%
SLM Student Loan Trust Series 2008-9, Class A, Variable rate, due 04/25/2023 78445JAA5 2,220,327 $2,238,067.89 0.29%
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 87407RAA4 2,215,625 $2,208,640.24 0.29%
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 040104PD7 2,200,000 $2,129,752.02 0.28%
Nelnet Student Loan Trust Series 2006-1, Class A6, Variable rate, due 08/23/2036 64033HAA7 2,196,713 $2,193,092.65 0.28%
Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 75156UAD9 2,150,000 $2,130,479.72 0.28%
Aimco Series 2020-11A, Class AR, Variable rate, due 10/17/2034 00140NAN0 2,100,000 $2,100,175.75 0.27%
ECMC Group Student Loan Trust Series 2021-1A, Class A1B, Variable rate, due 11/25/2070 26833RAB4 2,110,000 $2,112,594.88 0.27%
GOLDMAN SACHS GROUP INC Variable rate, due 03/09/2027 38141GYA6 2,110,000 $2,067,037.97 0.27%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2016-JP3, Class XA, Variable rate, due 08/15/2049 46590RAG4 39,425,941 $2,051,990.14 0.27%
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 67577VAL7 2,100,000 $2,105,616.11 0.27%
AGL CLO 1 Ltd. Series 2021-13A, Class A1, Variable rate, due 10/20/2034 00120JAA1 2,000,000 $2,000,982.40 0.26%
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 00192WAE7 2,000,000 $2,001,000.00 0.26%
Carvana Auto Receivables Trust Series 2021-N2, Class R, 0%, due 03/10/2028 14686KAK3 3,300 $2,004,750.00 0.26%
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 81376WAC9 2,580,042 $2,043,417.73 0.26%
Oak Hill Credit Partners Series 2019-3A, Class AR, Variable rate, due 07/02/2035 67112RAS3 2,000,000 $1,997,500.00 0.26%
Progress Residential Trust Series 2019-SFR1, Class E, 4.466%, due 08/17/2035 74333BAJ7 2,000,000 $2,009,046.00 0.26%
AERCAP IRELAND CAP/GLOBAL 3.30%, due 01/30/2032 00774MAX3 1,940,000 $1,947,307.84 0.25%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 1,830,000 $1,903,803.90 0.25%
First Horizon Alternative Mortgage Securities Series 2005-AA4, Class 2A1, Variable rate, due 06/25/2035 32051GNK7 1,992,826 $1,949,241.04 0.25%
GS Mortgage Securities Trust Series 2014-GC18, Class A3, 3.801%, due 01/10/2047 36252RAJ8 1,855,372 $1,909,474.67 0.25%
Progress Residential Trust Series 2019-SFR2, Class E, 4.142%, due 05/17/2036 74333NAJ1 1,889,000 $1,901,840.67 0.25%
SLM Student Loan Trust Series 2007-7, Class A4, Variable rate, due 01/25/2022 78444EAD1 1,958,681 $1,920,903.75 0.25%
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 83612TAD4 2,292,542 $1,957,132.93 0.25%
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 89532UAA1 1,900,000 $1,900,013.55 0.25%
U.S. Treasury Bill, 0%, due 03/17/2022 912796N21 1,965,000 $1,964,699.22 0.25%
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 00442KAA9 3,235,782 $1,883,686.21 0.24%
BENCHMARK Mortgage Trust Series 2020-IG2, Class UBRD, Variable rate, due 09/15/2048 08162NBB1 1,810,000 $1,819,283.13 0.24%
Cedar Funding Ltd Series 2021-14A, Class A, Variable rate, due 07/15/2033 15034AAA3 1,850,000 $1,848,427.50 0.24%
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 26828VAA4 1,790,898 $1,818,857.31 0.24%
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 46647PCK0 1,890,000 $1,874,433.90 0.24%
Navient Student Loan Trust Series 2016-5A, Class A, Variable rate, due 06/25/2065 63939QAA4 1,782,212 $1,825,667.09 0.24%
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 78520EAA4 1,785,000 $1,867,480.93 0.24%
ABBVIE INC 4.55%, due 03/15/2035 00287YCY3 1,495,000 $1,775,409.76 0.23%
Ace Securities Corp. Series 2006-ASP6, Class A2C, Variable rate, due 12/25/2036 00443KAE0 3,690,111 $1,749,696.25 0.23%
BX Trust Series 2021-21M, Class E, Variable rate, due 10/15/2036 05609CAN7 1,800,000 $1,788,375.60 0.23%
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% 12662GAC2 1,742,385 $1,749,252.89 0.23%
Eaton Vance CDO Ltd Series 2019-1A, Class AR, Variable rate, due 04/15/2031 27830XAL0 1,800,000 $1,805,154.35 0.23%
Eaton Vance CDO Ltd Series 2020-1A, Class AR, Variable rate, due 10/15/2034 278300AJ7 1,750,000 $1,751,137.89 0.23%
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 61755AAE6 2,020,769 $1,783,385.40 0.23%
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 80281LAQ8 1,795,000 $1,763,227.69 0.23%
Starwood Commercial Mortgage Trust Series 2021-LIH, Class A, Variable rate, due 11/15/2036 78486EAA6 1,800,000 $1,799,445.60 0.23%
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 88315LAG3 1,794,644 $1,796,800.01 0.23%
BWAY Mortgage Trust Series 2015-1740, Class A, 2.917%, due 01/10/2035 05604LAA0 1,700,000 $1,705,300.09 0.22%
CIM Trust Series 2021-R5, Class A1A, Variable rate, due 08/25/2061 12592SAB3 1,720,440 $1,703,093.78 0.22%
Fannie Mae FN AM9897, 3.50%, due 09/01/2035 3138LA7K9 1,523,873 $1,674,037.43 0.22%
FHLMC Multifamily Structured Pass Through Certs. Series K043, Class X1, Variable rate, due 12/25/2024 3137BGK32 116,830,722 $1,703,987.77 0.22%
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 52525BAA0 1,683,734 $1,693,920.48 0.22%
Morgan Stanley Capital I Trust Series 2016-UB12, Class A3, 3.337%, due 12/15/2049 61691EAZ8 1,603,000 $1,677,365.90 0.22%
PHH Alternative Mortgage Trust Series 2007-2, Class 1A4, Variable rate, due 05/25/2037 69337HAD3 1,700,453 $1,679,370.47 0.22%
Progress Residential Trust Series 2019-SFR1, Class F, 5.061%, due 08/17/2035 74333BAL2 1,700,000 $1,712,167.58 0.22%
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 00443LAA6 2,380,952 $1,599,650.72 0.21%
AIG CLO LTD Series 2018-1A, Class BR, Variable rate, due 04/20/2032 00141UAG8 1,600,000 $1,601,991.31 0.21%
Apidos CLO Series 2021-37A, Class B, Variable rate, due 10/22/2034 03769HAC1 1,625,000 $1,627,728.91 0.21%
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 05493BAA6 1,640,000 $1,643,687.38 0.21%
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 07386HB83 1,951,956 $1,634,725.89 0.21%
Carvana Auto Receivables Trust Series 2020-P1, Class R, 0%, due 09/08/2027 14687AAK4 5,450 $1,621,375.00 0.21%
Colony American Finance Ltd Series 2020-4, Class B, 1.707%, due 12/15/2052 21873AAG2 1,640,000 $1,605,338.93 0.21%
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 126670RE0 1,600,000 $1,585,764.64 0.21%
Credit Suisse Mortgage Trust Series 2019-UVIL, Class D, Variable rate, due 12/15/2041 12656DAJ2 1,700,000 $1,608,582.67 0.21%
FHLMC Multifamily Structured Pass Through Certs. Series KF85, Class AL, Variable rate, due 08/25/2030 3137FWHP8 1,588,813 $1,593,066.41 0.21%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYL2 1,615,000 $1,609,462.62 0.21%
GPMT Ltd. Series 2021-FL3, Class A, Variable rate, due 07/16/2035 36264BAA8 1,582,175 $1,583,804.37 0.21%
Hilton USA Trust Series 2016-SFP, Class C, 4.12224%, due 11/05/2035 43289VAL7 1,630,000 $1,632,361.06 0.21%
MSCG Trust Series 2018-SELF, Class E, Variable rate, due 10/15/2037 55358PAN6 1,645,000 $1,641,094.44 0.21%
Regatta XII Funding Ltd. Series 2019-1A, Class BR, Variable rate, due 10/15/2032 75888HAN1 1,600,000 $1,600,069.90 0.21%
ATHENE GLOBAL FUNDING 1.985%, due 08/19/2028 04685A3C3 1,560,000 $1,508,386.65 0.20%
Credit Suisse Mortgage Trust Series 2014-11R, Class 17A, Variable rate, due 12/27/2036 12649FES3 1,632,800 $1,529,960.08 0.20%
FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 345397YL1 1,554,000 $1,560,612.27 0.20%
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 36166VAE5 1,550,431 $1,549,220.31 0.20%
GNMA Series 2015-30, Class B, 3.05%, due 08/16/2047 38379KAB4 1,545,008 $1,565,927.47 0.20%
Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 381743AA1 1,575,000 $1,574,896.87 0.20%
Headlands Residential Variable rate, due 08/25/2024 42210CAA9 1,565,000 $1,567,600.09 0.20%
HSBC HOLDINGS PLC Variable rate, due 11/22/2027 404280CX5 1,530,000 $1,529,933.40 0.20%
IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 45660LUD9 1,711,573 $1,520,759.56 0.20%
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 52523MAD2 1,545,919 $1,535,013.94 0.20%
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 59023XAD8 3,131,508 $1,539,888.25 0.20%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 1,420,000 $1,518,571.00 0.20%
SLM Student Loan Trust Series 2006-2, Class R, 0%, due 01/25/2041 78446G102 3,400 $1,538,500.00 0.20%
Starwood Commercial Mortgage Trust Series 2021-LIH, Class AS, Variable rate, due 11/15/2036 78486EAG3 1,550,000 $1,549,489.74 0.20%
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 86360UAF3 1,798,821 $1,531,462.20 0.20%
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 92978JAH6 1,674,957 $1,581,241.99 0.20%
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 93935FAC5 2,390,873 $1,582,623.58 0.20%
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 02660WAA4 1,516,040 $1,439,251.16 0.19%
AREIT CRE Trust Series 2020-CRE4, Class B, Variable rate, due 04/15/2037 04002RAE0 1,460,000 $1,460,292.26 0.19%
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 12566LAB0 1,488,370 $1,486,951.42 0.19%
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 25150VAM8 1,489,192 $1,438,949.11 0.19%
FED REPUBLIC OF BRAZIL 2.875%, due 06/06/2025 105756CD0 1,450,000 $1,451,493.50 0.19%
FHLMC Multifamily Structured Pass Through Certs. Series KF87, Class AL, Variable rate, due 08/25/2030 3137FX4E5 1,471,262 $1,476,386.51 0.19%
IHS MARKIT LTD 5%, due 11/01/2022 44962LAA5 1,430,000 $1,476,868.25 0.19%
OCP CLO Ltd Variable rate, due 07/20/2034 671000AE7 1,500,000 $1,502,782.73 0.19%
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 761118EN4 1,715,052 $1,467,959.61 0.19%
Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 80556UAF0 1,501,417 $1,499,503.95 0.19%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 1,396,000 $1,385,941.83 0.18%
COMM Mortgage Trust Series 2014-CR14, Class A2, 3.147%, due 02/10/2047 12630DAV6 1,418,220 $1,426,387.37 0.18%
CYRUSONE LP/CYRUSONE FIN 3.45%, due 11/15/2029 23283PAR5 1,310,000 $1,401,667.26 0.18%
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 404280CV9 1,440,000 $1,404,853.17 0.18%
Morgan Stanley Capital I Trust Series 2018-H4, Class XA, Variable rate, due 12/15/2051 61691RAF3 28,414,077 $1,418,547.21 0.18%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 1,360,000 $1,361,675.76 0.18%
PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 716743AP4 1,300,000 $1,406,119.07 0.18%
Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 75156TAD2 1,400,000 $1,368,339.42 0.18%
T-MOBILE USA INC 3.75%, due 04/15/2027 87264ABD6 1,300,000 $1,397,861.78 0.18%
Tricon American Homes Series 2017-SFR2, Class E, 4.216%, due 01/17/2036 89613FAE8 1,400,000 $1,421,135.66 0.18%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 1,250,000 $1,309,814.39 0.17%
CAL Funding IV Ltd Series 2020-1A, Class A, 2.22%, due 09/25/2045 12807CAA1 1,340,790 $1,342,087.13 0.17%
CENTENE CORP 2.45%, due 07/15/2028 15135BAY7 1,378,000 $1,348,221.42 0.17%
COMM Mortgage Trust Series 2012-CR4, Class AM, 3.251%, due 10/15/2045 12624QAT0 1,304,000 $1,315,420.05 0.17%
CREDIT SUISSE GROUP AG Variable rate, due 06/05/2026 225401AQ1 1,275,000 $1,286,719.74 0.17%
FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X1, Variable rate, due 01/25/2026 3137BPCR8 39,753,656 $1,307,672.65 0.17%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2021-1440, Class B, Variable rate, due 03/15/2036 46653DAC8 1,321,000 $1,320,997.74 0.17%
NATWEST GROUP PLC Variable rate, due 03/22/2025 780097BK6 1,205,000 $1,282,499.76 0.17%
Neuberger Berman CLO Ltd Series 2021-43A, Class A, Variable rate, due 07/17/2035 64134AAA0 1,300,000 $1,300,112.91 0.17%
NYT Mortgage Trust Series 2019-NYT, Class D, Variable rate, due 12/15/2035 62954PAL4 1,300,000 $1,298,041.81 0.17%
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 69360HAA9 1,280,000 $1,281,212.67 0.17%
RBSCF TRUST Series 2013-GSP, Class A, Variable rate, due 01/13/2032 74932QAA8 1,285,000 $1,338,276.49 0.17%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 1,260,000 $1,316,711.88 0.17%
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 00120BAA8 1,200,000 $1,200,417.42 0.16%
BENCHMARK Mortgage Trust Series 2018-B6, Class A2, 4.203%, due 10/10/2051 08162CAB6 1,170,526 $1,218,549.77 0.16%
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 17316AAF7 1,299,933 $1,206,435.86 0.16%
COMM Mortgage Trust Series 2012-CR1, Class B, 4.612%, due 05/15/2045 12624BAG1 1,220,000 $1,224,746.29 0.16%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 1248MGAK0 2,861,106 $1,255,750.22 0.16%
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 1248MGAL8 2,834,026 $1,243,828.70 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series KF88, Class AL, Variable rate, due 09/25/2030 3137F62A4 1,197,768 $1,200,299.83 0.16%
FIRSTENERGY CORP 3.40%, due 03/01/2050 337932AM9 1,254,000 $1,228,920.00 0.16%
GNMA Series 2013-162, Class C, Variable rate, due 01/16/2044 38378NEZ2 1,227,867 $1,248,881.59 0.16%
GNMA Series 2014-52, Class D, Variable rate, due 05/16/2046 38378NW66 1,214,016 $1,240,876.08 0.16%
GoldenTree Loan Management US CLO1, LTD Series 2019-4A, Class AR, Variable rate, due 04/24/2031 38137YAN1 1,200,000 $1,200,299.12 0.16%
Highbridge Loan Management Ltd Series 10A-16, Class A1RR, Variable rate, due 04/20/2034 40436TAS5 1,225,000 $1,225,000.00 0.16%
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 72147KAG3 1,200,000 $1,213,380.00 0.16%
Progress Residential Trust Series 2019-SFR3, Class F, 3.867%, due 09/17/2036 74332WAL7 1,200,000 $1,213,226.40 0.16%
UNITED MEXICAN STATES 2.659%, due 05/24/2031 91087BAM2 1,260,000 $1,211,628.60 0.16%
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 03969AAR1 1,150,000 $1,130,541.77 0.15%
BDS Ltd Series 2020-FL6, Class D, Variable rate, due 09/15/2035 05492XAG6 1,125,000 $1,143,556.65 0.15%
BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 055683AD8 1,153,923 $1,139,611.87 0.15%
BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 05608XAA0 1,175,000 $1,176,888.10 0.15%
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 393505X80 1,208,680 $1,177,747.85 0.15%
Credit Suisse Mortgage Trust Series 2020-TMIC, Class A, Variable rate, due 12/15/2035 126390AA1 1,180,000 $1,188,651.41 0.15%
HCA INC 5%, due 03/15/2024 404119BN8 1,060,000 $1,144,988.78 0.15%
Invitation Homes Trust Series 2018-SFR4, Class A, Variable rate, due 01/17/2038 46187XAA3 1,144,747 $1,146,616.78 0.15%
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 46647PCB0 1,150,000 $1,135,786.02 0.15%
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 53218CAN0 1,130,000 $1,132,570.64 0.15%
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 59023LAA0 1,920,969 $1,150,541.15 0.15%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 61691DAA5 1,050,000 $1,158,190.32 0.15%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 2,019,876 $1,196,638.91 0.15%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2C, Variable rate, due 10/25/2036 61750SAE2 1,955,556 $1,165,672.82 0.15%
ORACLE CORP 3.95%, due 03/25/2051 68389XCA1 1,081,000 $1,161,839.77 0.15%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 1,100,000 $1,124,871.00 0.15%
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 718286CJ4 1,100,000 $1,126,018.36 0.15%
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 836205AU8 1,158,000 $1,149,315.00 0.15%
SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/26/2026 BYQ6MG9 1,100,000 $1,170,125.00 0.15%
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 78444LAD5 1,142,832 $1,164,238.67 0.15%
Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 86359PAC4 1,196,066 $1,158,541.77 0.15%
Credit Suisse Mortgage Trust Series 2021-980M, Class X, Variable rate, due 07/15/2026 12659RAC3 25,699,000 $1,119,116.92 0.14%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 820,000 $1,072,657.37 0.14%
ENDO DAC/FIN LLC/FINCO 6%, due 06/30/2028 29273DAC4 1,450,000 $1,100,680.50 0.14%
ENERGY TRANSFER LP 5.40%, due 10/01/2047 86765BAV1 930,000 $1,096,044.42 0.14%
FannieMae-Aces Series 2018-M10, Class A1, Variable rate, due 07/25/2028 3136B2GY2 1,030,225 $1,111,226.13 0.14%
GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 362439AE1 1,059,970 $1,048,842.28 0.14%
IHS MARKIT LTD 4.75%, due 02/15/2025 44962LAB3 980,000 $1,070,395.26 0.14%
MACQUARIE GROUP LTD Variable rate, due 01/14/2033 55608JAZ1 1,070,000 $1,064,780.21 0.14%
OPTION CARE HEALTH INC 4.375%, due 10/31/2029 68404LAA0 1,105,000 $1,095,298.10 0.14%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 1,100,000 $1,118,238.01 0.14%
ReadyCap Commercial Mortgage Trust Series 2020-FL4, Class AS, Variable rate, due 02/25/2035 75575JAC9 1,100,000 $1,113,662.00 0.14%
REPUBLIC OF CHILE 3.24%, due 02/06/2028 168863CF3 1,000,000 $1,051,045.00 0.14%
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 74922TAA4 1,137,343 $1,099,611.07 0.14%
SLM Student Loan Trust Series 2007-3, Class A4, Variable rate, due 01/25/2022 78443YAD8 1,094,178 $1,072,527.47 0.14%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 880,000 $985,975.05 0.13%
Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 07386HKU4 994,340 $1,006,935.51 0.13%
BECLE SAB DE CV 2.50%, due 10/14/2031 07586PAA9 1,000,000 $985,690.00 0.13%
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 12482HAQ7 1,000,000 $999,423.30 0.13%
Citigroup Commercial Mortgage Trust Series 2020-WSS, Class B, Variable rate, due 02/15/2039 17328TAG0 976,637 $982,874.91 0.13%
Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 1248P8AK5 957,000 $994,348.65 0.13%
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 25714PED6 1,050,000 $1,036,885.50 0.13%
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 26210YAG1 1,000,000 $1,001,269.50 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K048, Class X3, Variable rate, due 08/25/2043 3137BLAE8 20,449,223 $1,022,694.27 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series KF66, Class A, Variable rate, due 07/25/2029 3137FNB41 1,008,557 $1,016,804.69 0.13%
Flatiron CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/19/2034 33883PAE7 1,000,000 $1,000,011.77 0.13%
ILLUMINA INC 2.55%, due 03/23/2031 452327AM1 1,000,000 $998,481.28 0.13%
Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 525249AC2 986,386 $969,778.53 0.13%
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 63940FAC1 967,000 $1,002,871.25 0.13%
ORACLE CORP 2.875%, due 03/25/2031 68389XCE3 960,000 $978,012.19 0.13%
OT MERGER CORP 7.875%, due 10/15/2029 688777AA9 1,000,000 $976,385.00 0.13%
PERKINELMER INC 2.25%, due 09/15/2031 714046AN9 1,000,000 $971,331.95 0.13%
PFP III Series 2019-5, Class B, Variable rate, due 04/14/2036 69346TAE4 1,035,000 $1,033,171.12 0.13%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 699149AJ9 900,000 $988,884.00 0.13%
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 749241AA3 1,069,456 $1,027,399.71 0.13%
SINCLAIR TELEVISION GROUP 4.125%, due 12/01/2030 829259BA7 1,145,000 $1,036,099.05 0.13%
STATE OF QATAR 4.50%, due 04/23/2028 BFYY529 902,000 $1,031,802.31 0.13%
Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 86361WAA9 1,043,770 $1,015,821.71 0.13%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 00774MAC9 900,000 $942,303.53 0.12%
Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 040104RV5 1,359,111 $962,356.10 0.12%
Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 04545EAA1 1,072,221 $964,603.16 0.12%
CBB INTERNATIONAL SUKUK CO 7 N/C, 6.875%, due 10/05/2025 M2120JAA3 825,000 $927,267.84 0.12%
Citigroup Mortgage Loan Trust Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 17310VAB6 1,126,063 $931,087.85 0.12%
DNB BANK ASA Variable rate, due 09/30/2025 25601B2A2 955,000 $945,102.20 0.12%
EVERARC ESCROW SARL 5%, due 10/30/2029 29977LAA9 925,000 $911,915.88 0.12%
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 309601AA0 775,000 $904,954.69 0.12%
FHLMC Multifamily Structured Pass Through Certs. Series K723, Class X3, Variable rate, due 10/25/2034 3137BSPZ0 26,114,565 $899,785.17 0.12%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 1,240,370 $916,845.72 0.12%
KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 50077LAZ9 765,000 $948,283.70 0.12%
LEVEL 3 FINANCING INC 3.625%, due 01/15/2029 527298BS1 1,015,000 $943,970.30 0.12%
Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 54251UAD8 2,389,161 $936,612.15 0.12%
MASTR Asset Backed Securities Trust Series 2006-NC2, Class A3, Variable rate, due 08/25/2036 55275BAC1 1,767,896 $904,189.24 0.12%
MOLINA HEALTHCARE INC 3.875%, due 11/15/2030 60855RAK6 919,000 $909,878.93 0.12%
PLAINS ALL AMER PIPELINE 4.50%, due 12/15/2026 72650RBL5 845,000 $920,954.04 0.12%
PRIME HEALTHCARE SERVICE 7.25%, due 11/01/2025 74165HAB4 874,000 $916,629.36 0.12%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 1,000,000 $909,345.00 0.12%
ROMANIA N/C, 3%, due 02/14/2031 BMVVYM5 950,000 $938,614.25 0.12%
SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 78445AAD8 895,576 $907,270.82 0.12%
SLM Student Loan Trust Series 2013-M1, Class M1R, 0%, due 10/28/2029 78447T103 1,000 $920,000.00 0.12%
T-MOBILE USA INC 2.25%, due 02/15/2026 87264ACC7 950,000 $940,585.50 0.12%
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 00737WAA7 836,000 $814,055.00 0.11%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 1,500,495 $844,720.65 0.11%
AT&T INC 4.30%, due 12/15/2042 00206RBH4 750,000 $837,917.16 0.11%
Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 02151CAQ9 1,010,823 $816,759.73 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series KF84, Class AL, Variable rate, due 07/25/2030 3137FWGC8 853,549 $856,499.77 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 3137FMCP5 5,658,000 $833,243.45 0.11%
Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 3137H13X2 11,317,401 $824,365.16 0.11%
GNMA Series 2011-142, Class B, Variable rate, due 02/16/2044 38376G5S5 853,589 $855,393.16 0.11%
HUNGARY N/C, 2.125%, due 09/22/2031 445545AM8 850,000 $823,493.60 0.11%
INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 74445PAC6 700,000 $840,175.00 0.11%
Legacy Mortgage Asset Trust Series 2020-GS2, Class A1, Variable rate, due 03/25/2060 52475AAA2 865,746 $869,683.71 0.11%
LUMEN TECHNOLOGIES INC 5.375%, due 06/15/2029 550241AA1 850,000 $832,073.50 0.11%
Merit Series 2020-HILL, Class F, Variable rate, due 08/15/2037 590027AQ1 848,730 $854,820.58 0.11%
ORGANON & CO/ORG 5.125%, due 04/30/2031 68622TAB7 847,000 $865,964.33 0.11%
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 836205BA1 820,000 $823,308.70 0.11%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 905,000 $839,079.00 0.11%
SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 78445JAB3 800,000 $814,583.68 0.11%
Stack Infrastructure Issuer LLC Series 2019-1A, Class A2, 4.54%, due 02/25/2044 85236KAA0 846,800 $881,318.09 0.11%
THE MICHAELS COS INC 7.875%, due 05/01/2029 55916AAB0 835,000 $825,556.15 0.11%
VENTURE GLOBAL CALCASIEU PASS N/C, 4.125%, due 08/15/2031 92328MAB9 850,000 $874,475.75 0.11%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 1,688,689 $830,503.62 0.11%
WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 93364BAA8 879,348 $852,704.45 0.11%
Ace Securities Corp. Variable rate, due 06/25/2036 00441TAD5 893,293 $800,448.33 0.10%
ASBURY AUTOMOTIVE GROUP 5%, due 02/15/2032 043436AX2 750,000 $756,558.75 0.10%
AT&T INC 2.55%, due 12/01/2033 00206RMM1 775,000 $746,027.47 0.10%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 785,000 $801,485.29 0.10%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 670,000 $763,373.08 0.10%
BANK OF AMERICA CORP Variable rate, due 02/13/2026 06051GHY8 750,000 $758,936.20 0.10%
BANK OF AMERICA CORP Variable rate, due 06/14/2029 06051GJZ3 815,000 $803,340.94 0.10%
Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 07324SCR1 792,669 $765,144.72 0.10%
BCAP LLC Trust Series 2015-RR2, Cass 25A3, Variable rate, due 10/28/2036 05544JCL2 747,899 $744,068.67 0.10%
BFLD Trust Series 2021-FPM, Class A, Variable rate, due 06/15/2038 05554BAA2 782,000 $783,251.36 0.10%
BLOOMIN' BRANDS INC/OSI 5.125%, due 04/15/2029 094234AA9 760,000 $747,391.60 0.10%
BOYD GAMING CORP 4.75%, due 06/15/2031 103304BV2 750,000 $753,502.50 0.10%
CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 12563GAB4 795,602 $788,921.07 0.10%
Countrywide Alternative Loan Trust Series 2005-13CB, Class A8, 5.50%, due 05/25/2035 12667GAH6 794,886 $800,143.50 0.10%
Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 12668AZ40 833,614 $757,151.05 0.10%
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 12648VAL8 907,519 $805,355.56 0.10%
DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 25277LAA4 1,772,000 $787,060.39 0.10%
ENCOMPASS HEALTH CORP 4.625%, due 04/01/2031 29261AAE0 750,000 $746,250.00 0.10%
FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 105756CC2 850,000 $798,065.00 0.10%
GLOBAL PART/GLP FINANCE 6.875%, due 01/15/2029 37954FAJ3 765,000 $788,799.15 0.10%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 815,607 $794,676.00 0.10%
INDONESIA ASAHAN ALUMINIUM 4.75%, due 05/15/2025 Y7140WAE8 700,000 $745,577.00 0.10%
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 46590XAC0 750,000 $758,456.25 0.10%
JERSEY CENTRAL PWR & LT 4.70%, due 04/01/2024 476556DB8 750,000 $800,433.17 0.10%
Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 525221HD2 785,384 $800,457.16 0.10%
MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 57629WCH1 750,000 $807,915.74 0.10%
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 60783XAA2 750,000 $747,630.00 0.10%
Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 66989EAA3 805,268 $793,785.77 0.10%
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 M75242BJ1 750,000 $771,825.00 0.10%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 645,000 $784,164.06 0.10%
SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 86765LAT4 800,000 $793,048.00 0.10%
THE HERTZ CORP 5%, due 12/01/2029 428040DB2 765,000 $758,115.00 0.10%
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 89376VAA8 774,000 $752,057.10 0.10%
VMC Finance LLC Series 2021-FL4, Class B, Variable rate, due 06/16/2036 91835RAE0 779,000 $776,756.48 0.10%
Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 93936FAD2 739,111 $765,305.45 0.10%
WMG ACQUISITION CORP 3.75%, due 12/01/2029 92933BAT1 763,000 $757,292.76 0.10%
180 MEDICAL INC 3.875%, due 10/15/2029 682357AA6 725,000 $712,693.05 0.09%
Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 03072SDB8 634,639 $658,297.39 0.09%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 605,000 $727,993.36 0.09%
AT&T INC 4.85%, due 03/01/2039 00206RHK1 594,000 $708,636.21 0.09%
Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 05951FAD6 773,767 $719,151.27 0.09%
BARNABAS HEALTH INC 4%, due 07/01/2028 06769QAA8 635,000 $702,775.19 0.09%
COMMSCOPE INC 4.75%, due 09/01/2029 203372AX5 680,000 $660,283.40 0.09%
CSC HOLDINGS LLC 4.50%, due 11/15/2031 126307BH9 725,000 $703,065.13 0.09%
First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 32053DAD2 1,142,009 $724,060.47 0.09%
FRESENIUS MED CARE II 5.875%, due 01/31/2022 35802XAF0 700,000 $705,721.86 0.09%
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 46627MFV4 682,243 $682,085.94 0.09%
JBS USA LUX/JBS USA FIN 6.75%, due 02/15/2028 472141AA8 675,000 $729,540.00 0.09%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2021-1440, Class C, Variable rate, due 03/15/2036 46653DAE4 700,000 $699,881.07 0.09%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 46630MAG7 1,019,881 $708,219.82 0.09%
JPMORGAN CHASE & CO Variable rate, due 08/09/2025 46647PCM6 705,000 $694,485.05 0.09%
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 52524YAC7 648,285 $659,558.28 0.09%
LOS ANGELES CA DEPT OF WTR & PWR TAXABLE-BABS-SER C, 6.008%, due 07/01/2039 544525NZ7 500,000 $665,835.80 0.09%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 544646XZ0 500,000 $660,863.00 0.09%
MASTR Adjustable Rate Mortgages Trust Series 2004-14, Class B1, Variable rate, due 01/25/2035 576433VD5 686,688 $728,655.31 0.09%
MOLINA HEALTHCARE INC 4.375%, due 06/15/2028 60855RAJ9 700,000 $710,489.50 0.09%
OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 BMYVTK5 600,000 $658,554.00 0.09%
PRIMO WATER HOLDINGS INC 4.375%, due 04/30/2029 74168LAA4 720,000 $716,493.60 0.09%
REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 917288BK7 600,000 $687,096.00 0.09%
SAUDI ARABIAN OIL CO 1.625%, due 11/24/2025 M8237RAH7 700,000 $694,530.20 0.09%
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 83084RAA3 674,483 $676,616.83 0.09%
STATE OF QATAR 3.75%, due 04/16/2030 BL6BZF3 600,000 $666,446.40 0.09%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 86363LAA1 657,191 $681,356.21 0.09%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 686,241 $674,833.40 0.09%
T-MOBILE USA INC 2.55%, due 02/15/2031 87264ACB9 700,000 $687,498.59 0.09%
VODAFONE GROUP PLC 4.25%, due 09/17/2050 92857WBU3 580,000 $667,671.81 0.09%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 665,000 $672,712.69 0.09%
ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 98919VAA3 715,000 $681,927.68 0.09%
ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 BKPGWW8 600,000 $620,080.20 0.08%
AIR LEASE CORP 3.875%, due 07/03/2023 00912XBC7 570,000 $595,333.84 0.08%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 623,295 $610,408.65 0.08%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.50%, due 06/01/2050 035240AT7 500,000 $613,241.97 0.08%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 624,456 $607,529.85 0.08%
Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 09774XBT8 2,369,065 $583,091.73 0.08%
CABLE ONE INC 4%, due 11/15/2030 12685JAC9 624,000 $606,453.12 0.08%
CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 1248EPCE1 609,000 $615,361.01 0.08%
Citigroup Mortgage Loan Trust Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 17307GG28 585,521 $590,475.67 0.08%
DBWF Mortgage Trust Series 2016-85T, Class A, 3.791%, due 12/10/2036 23307CAA3 600,000 $650,882.58 0.08%
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 26252NAQ2 625,000 $625,064.40 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 3137BQYW1 6,897,149 $597,608.99 0.08%
Freddie Mac FR WN0006, 3.42%, due 07/01/2030 3132XEAG6 566,970 $630,105.16 0.08%
GLP CAPITAL LP / FIN II 5.25%, due 06/01/2025 361841AJ8 595,000 $655,422.25 0.08%
GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 39539LAH4 637,516 $639,727.73 0.08%
GRIFOLS ESCROW ISSUER 4.75%, due 10/15/2028 39843UAA0 640,000 $631,219.20 0.08%
HCA INC 5.25%, due 06/15/2049 404119BZ1 470,000 $599,897.33 0.08%
HEALTHEQUITY INC 4.50%, due 10/01/2029 42226AAA5 650,000 $638,157.00 0.08%
HSBC HOLDINGS PLC Variable rate, due 05/24/2025 404280CS6 590,000 $582,653.52 0.08%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 580,369 $637,077.68 0.08%
JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 46629QAG1 760,385 $583,253.72 0.08%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 BKS9J89 600,000 $613,609.20 0.08%
Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 52520MFB4 840,697 $628,900.40 0.08%
LEVEL 3 FINANCING INC 3.875%, due 11/15/2029 527298BQ5 590,000 $610,021.65 0.08%
LEVEL 3 FINANCING INC 4.625%, due 09/15/2027 527298BN2 625,000 $636,887.50 0.08%
Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 61753VAC6 1,351,864 $594,181.23 0.08%
MOZART DEBT MERGER SUB 3.875%, due 04/01/2029 62482BAA0 646,000 $637,925.00 0.08%
NATIONAL CINEMEDIA LLC 5.875%, due 04/15/2028 63530QAJ8 675,000 $613,659.38 0.08%
NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 63861VAD9 630,000 $637,166.39 0.08%
NGL ENRGY OP/FIN CORP 7.50%, due 02/01/2026 62922LAA6 607,000 $610,906.05 0.08%
OCCIDENTAL PETROLEUM CORP 0%, due 10/10/2036 674599DG7 1,118,000 $599,678.43 0.08%
POST HOLDINGS INC 4.625%, due 04/15/2030 737446AQ7 615,000 $610,144.58 0.08%
REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 455780CQ7 600,000 $619,861.08 0.08%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 650,000 $647,588.70 0.08%
SPRINT CORP 7.875%, due 09/15/2023 85207UAF2 542,000 $598,134.94 0.08%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 86363LAB9 630,482 $618,556.17 0.08%
THE BOEING CO 1.433%, due 02/04/2024 097023DE2 635,000 $635,081.46 0.08%
UNIFRAX ESCROW ISS CORP 7.50%, due 09/30/2029 90473LAC6 625,000 $613,365.63 0.08%
Wells Fargo Commercial Mortgage Trust Series 2021-SAVE, Class XCP, Variable rate, due 02/15/2040 95003LAC4 10,467,000 $585,000.63 0.08%
1011778 BC / NEW RED FIN 3.50%, due 02/15/2029 68245XAP4 568,000 $545,280.00 0.07%
ABBVIE INC 4.50%, due 05/14/2035 00287YAR0 433,000 $509,909.20 0.07%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 510,000 $547,546.90 0.07%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 500,000 $536,363.29 0.07%
AMWINS GROUP INC 4.875%, due 06/30/2029 031921AB5 550,000 $541,813.25 0.07%
ARCHROCK PARTNERS LP/FIN 6.25%, due 04/01/2028 03959KAC4 536,000 $550,745.36 0.07%
ARTERA SERVICES LLC 9.033%, due 12/04/2025 73939VAA2 563,000 $566,693.28 0.07%
BACARDI LTD 2.75%, due 07/15/2026 067316AD1 505,000 $521,247.46 0.07%
BANK OF AMERICA CORP Variable rate, due 02/07/2030 06051GHQ5 465,000 $511,791.00 0.07%
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 573,196 $551,010.14 0.07%
CAMDEN PROPERTY TRUST 2.95%, due 12/15/2022 133131AT9 550,000 $560,622.17 0.07%
CHURCHILL DOWNS INC 5.50%, due 04/01/2027 171484AG3 515,000 $531,134.95 0.07%
CIGNA CORP 4.90%, due 12/15/2048 125523AK6 400,000 $516,309.28 0.07%
CINEMARK USA INC 5.25%, due 07/15/2028 172441BF3 600,000 $574,014.00 0.07%
CITIGROUP INC Variable rate, due 04/24/2025 172967MF5 500,000 $524,028.85 0.07%
Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 02150PAB4 520,226 $504,402.08 0.07%
CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 225401AT5 520,000 $502,488.32 0.07%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 500,000 $567,663.69 0.07%
CYRUSONE LP/CYRUSONE FIN 2.90%, due 11/15/2024 23283PAQ7 515,000 $534,827.50 0.07%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 233851DV3 520,000 $520,808.22 0.07%
ENERGY TRANSFER LP 5%, due 05/15/2050 29278NAR4 470,000 $534,910.65 0.07%
ENERGY TRANSFER LP Variable rate 29273VAJ9 594,000 $567,008.64 0.07%
Fannie Mae FN AM2974, 4.10%, due 04/01/2043 3138L3JU0 471,431 $520,986.37 0.07%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 465,000 $539,418.42 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K026, Class X3, Variable rate, due 12/25/2040 3137B1BU5 30,000,000 $513,564.00 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X1, Variable rate, due 07/25/2024 3137BDCX2 31,430,394 $507,868.02 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series KF86, Class AL, Variable rate, due 08/25/2027 3137FXLS5 536,029 $537,215.67 0.07%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 41161PSM6 516,779 $514,124.41 0.07%
HCA INC 2.375%, due 07/15/2031 404119CC1 520,000 $505,277.26 0.07%
HSBC HOLDINGS PLC Variable rate, due 05/24/2027 404280CM9 525,000 $512,622.09 0.07%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 540,000 $527,129.10 0.07%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 500,000 $539,050.04 0.07%
IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 45661EAV6 551,545 $534,775.86 0.07%
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 Y44709AF3 500,000 $575,612.50 0.07%
KIMCO REALTY CORP 3.40%, due 11/01/2022 49446RAN9 500,000 $510,245.80 0.07%
LEXINGTON REALTY TRUST 2.70%, due 09/15/2030 529043AE1 505,000 $507,483.69 0.07%
MACQUARIE GROUP LTD Variable rate, due 01/12/2027 55608JAR9 565,000 $552,972.23 0.07%
MORGAN STANLEY 3.70%, due 10/23/2024 61761JVL0 510,000 $544,070.55 0.07%
MORGAN STANLEY Variable rate, due 05/04/2027 61772BAB9 540,000 $532,958.29 0.07%
NEXTERA ENERGY CAPITAL Variable rate, due 02/22/2023 65339KBT6 550,000 $549,692.25 0.07%
PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 708696BX6 500,000 $524,037.38 0.07%
REPUBLIC OF PANAMA 3.875%, due 03/17/2028 698299BF0 500,000 $537,647.50 0.07%
REPUBLIC OF PERU N/C, 4.125%, due 08/25/2027 715638BU5 500,000 $547,020.00 0.07%
REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 760942BB7 500,000 $562,575.00 0.07%
Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 74922EAQ2 532,368 $528,765.09 0.07%
RUBY PIPELINE LLC Variable rate, due 04/01/2022 781172AB7 598,788 $553,213.36 0.07%
SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 80281LAN5 525,000 $521,973.20 0.07%
SLM Student Loan Trust Series 2007-4, Class R, 0%, due 01/25/2042 78444A107 1,375 $577,500.00 0.07%
UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 909319AA3 489,719 $515,080.40 0.07%
WELLS FARGO & COMPANY Variable rate, due 05/22/2028 95000U2A0 510,000 $548,159.28 0.07%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 400,000 $501,157.49 0.06%
BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 05530VAA7 456,116 $441,169.00 0.06%
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 161175BL7 370,000 $440,626.68 0.06%
COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 12598EAC6 21,254,000 $475,345.71 0.06%
CSC HOLDINGS LLC 3.375%, due 02/15/2031 126307BF3 500,000 $455,572.50 0.06%
DIRECTV HOLDINGS/FING 5.875%, due 08/15/2027 25461LAA0 450,000 $458,484.75 0.06%
ELANCO ANIMAL HEALTH INC 5.272%, due 08/28/2023 28414HAE3 447,000 $473,252.31 0.06%
Fannie Mae FN 464398, 5.97%, due 01/01/2040 31381L3F2 392,834 $442,013.99 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K078, Class X3, Variable rate, due 10/25/2028 3137FGR64 3,630,000 $465,836.81 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series KF75, Class AL, Variable rate, due 12/25/2029 3137FREN7 437,194 $442,982.25 0.06%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 03/28/2022 345397YJ6 500,000 $499,439.43 0.06%
Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 3137FQKX0 4,095,000 $454,606.43 0.06%
FRONTIER COMMUNICATIONS 5%, due 05/01/2028 35906ABF4 456,000 $456,510.72 0.06%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 465,000 $488,703.38 0.06%
HCA INC 4.125%, due 06/15/2029 404119BX6 417,000 $456,974.54 0.06%
HCA INC 7.58%, due 09/15/2025 19767QAQ8 365,000 $431,649.00 0.06%
HCA INC N/C, 7.05%, due 12/01/2027 197677AJ6 360,000 $441,594.00 0.06%
INTEL CORP 3.734%, due 12/08/2047 458140BG4 415,000 $469,412.55 0.06%
INTERNATIONAL FLAVORS & FRAGRANCES 1.23%, due 10/01/2025 459506AN1 475,000 $467,188.43 0.06%
JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 46590XAB2 443,000 $475,748.78 0.06%
KAZTRANSGAS JSC N/C, 4.375%, due 09/26/2027 Y4S6FLAB5 400,000 $436,741.00 0.06%
KILROY REALTY LP 4.375%, due 10/01/2025 49427RAL6 400,000 $437,500.20 0.06%
NCR CORP 5.125%, due 04/15/2029 62886EBA5 465,000 $472,579.50 0.06%
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 715638DA7 453,000 $455,998.86 0.06%
SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 BYZFF68 400,000 $434,785.20 0.06%
SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 78413MAN8 545,000 $497,504.83 0.06%
SMITHFIELD FOODS INC 5.20%, due 04/01/2029 832248BB3 387,000 $443,176.57 0.06%
SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 845437BR2 450,000 $499,179.73 0.06%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 498,950 $482,093.55 0.06%
Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 86362XAA6 456,491 $444,287.18 0.06%
APPALACHIAN POWER CO 3.30%, due 06/01/2027 037735CW5 365,000 $389,120.09 0.05%
AT&T INC 2.25%, due 02/01/2032 00206RKH4 436,000 $417,779.63 0.05%
BACARDI LTD 5.30%, due 05/15/2048 067316AH2 265,000 $349,403.54 0.05%
Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class XA, Variable rate, due 09/15/2048 06054AAY5 15,219,082 $405,699.64 0.05%
BANK OF AMERICA CORP Variable rate, due 01/20/2028 06051GGF0 390,000 $422,178.84 0.05%
CARRIAGE SERVICES INC 4.25%, due 05/15/2029 143905AP2 375,000 $372,084.38 0.05%
CIGNA CORP 4.375%, due 10/15/2028 125523AH3 330,000 $373,285.48 0.05%
Citigroup Mortgage Loan Trust Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 425,000 $419,240.91 0.05%
Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 21872UAC8 405,000 $404,432.07 0.05%
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 20268JAF0 370,000 $379,079.32 0.05%
CONSTELLATION BRANDS INC 4.25%, due 05/01/2023 21036PAL2 390,000 $408,650.26 0.05%
CREDIT SUISSE GROUP AG N/C, 3.75%, due 03/26/2025 225433AC5 365,000 $389,459.19 0.05%
CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 225401AU2 420,000 $423,155.86 0.05%
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 36321PAD2 400,000 $388,873.22 0.05%
GNMA Series 2011-119, Class D, 3.507%, due 04/16/2045 38376G3Q1 379,096 $390,372.15 0.05%
GRAY ESCROW II INC 5.375%, due 11/15/2031 389286AA3 350,000 $352,149.00 0.05%
GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 39538RBW8 385,503 $373,937.31 0.05%
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 39539KAD5 390,930 $398,838.15 0.05%
GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 38144RAC1 402,975 $404,556.94 0.05%
HEALTHCARE REALTY TRUST 2.40%, due 03/15/2030 421946AL8 390,000 $388,288.66 0.05%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 750,000 $377,790.00 0.05%
INTERTAPE POLYMER GROUP 4.375%, due 06/15/2029 460919AB9 395,000 $395,059.25 0.05%
JAZZ SECURITIES DAC 4.375%, due 01/15/2029 47216FAA5 365,000 $371,925.88 0.05%
JPMORGAN CHASE & CO Variable rate, due 03/13/2026 46647PBH8 355,000 $359,675.74 0.05%
KILROY REALTY LP 3.45%, due 12/15/2024 49427RAM4 400,000 $420,307.64 0.05%
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 53944YAL7 365,000 $387,949.66 0.05%
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 576429AA2 387,960 $380,202.66 0.05%
QWEST CORP N/C, 7.25%, due 09/15/2025 912920AK1 342,000 $402,448.50 0.05%
REPUBLIC OF CHILE 2.55%, due 01/27/2032 168863DN5 400,000 $394,832.00 0.05%
REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 195325DS1 400,000 $357,776.00 0.05%
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 698299BN3 400,000 $372,064.00 0.05%
REPUBLIC OF PARAGUAY 2.739%, due 01/29/2033 699149AK6 400,000 $375,504.00 0.05%
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 77340RAR8 350,000 $364,414.75 0.05%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 335,000 $384,080.50 0.05%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-11, Class 1A1, Variable rate, due 12/25/2036 86362HAA1 422,868 $418,174.09 0.05%
Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 86360KAE8 394,091 $386,653.52 0.05%
Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 86360QAE5 440,444 $417,423.73 0.05%
TBW Mortgage Backed Pass Through Certificates Series 2006-4, Class A4, Variable rate, due 09/25/2036 872224AE0 361,079 $358,428.69 0.05%
THE WALT DISNEY COMPANY 4%, due 10/01/2023 254687CR5 390,000 $413,605.78 0.05%
T-MOBILE USA INC 3.875%, due 04/15/2030 87264ABF1 340,000 $368,033.63 0.05%
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 89383JAA6 379,000 $367,328.70 0.05%
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 91740PAC2 340,000 $348,568.00 0.05%
VMED O2 UK FINANCING I PLC 4.75%, due 07/15/2031 92858RAB6 400,000 $394,409.76 0.05%
Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 93934XAA1 465,804 $403,557.30 0.05%
WASTE PRO USA INC 5.50%, due 02/15/2026 94107JAA1 370,000 $370,456.95 0.05%
321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 46617JAA4 283,861 $319,776.97 0.04%
ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 00489LAF0 315,000 $296,496.90 0.04%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 312,683 $320,433.38 0.04%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAJ9 235,000 $295,436.04 0.04%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 265,000 $313,150.17 0.04%
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 161175BX1 295,000 $276,512.06 0.04%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 287,000 $303,823.94 0.04%
DIAMOND SPORTS GR/DIAMON 6.625%, due 08/15/2027 25277LAC0 1,377,000 $291,497.13 0.04%
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 P3579ECH8 350,000 $346,500.00 0.04%
Fannie Mae FN 464400, 5.97%, due 01/01/2040 31381L3H8 297,727 $335,000.09 0.04%
Fannie Mae Series 2019-33, Clas FN, Variable rate, due 07/25/2049 3136B45N4 324,860 $327,816.46 0.04%
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 30958QAA9 250,000 $306,847.77 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K051, Class X1, Variable rate, due 09/25/2025 3137BM7D2 16,352,926 $284,593.25 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 3137FPJQ9 7,167,172 $322,080.53 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series KF80, Class AL, Variable rate, due 06/25/2030 3137FUN59 282,238 $283,971.25 0.04%
Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049 3137FP5D3 281,299 $284,100.75 0.04%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 250,000 $277,658.75 0.04%
GNMA Series 2019-86, Class FE, Variable rate, due 07/20/2049 38381WH50 338,076 $342,313.64 0.04%
HCA INC 5.25%, due 06/15/2026 404119BT5 260,000 $292,486.10 0.04%
HERENS HOLDCO SARL 4.75%, due 05/15/2028 427169AA5 275,000 $270,513.38 0.04%
HESS CORP 4.30%, due 04/01/2027 42809HAG2 295,000 $320,739.13 0.04%
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 45824TAP0 600,000 $300,750.00 0.04%
INVITATION HOMES OPERATING 2.30%, due 11/15/2028 46188BAB8 310,000 $307,625.53 0.04%
KINDER MORGAN INC 5.55%, due 06/01/2045 49456BAH4 250,000 $315,858.64 0.04%
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 50077LAB2 240,000 $276,262.85 0.04%
LEVEL 3 FINANCING INC 3.75%, due 07/15/2029 527298BT9 300,000 $279,654.81 0.04%
NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 65339KBU3 345,000 $344,730.23 0.04%
PERUSAHAAN PENERBIT SBSN N/C, 2.80%, due 06/23/2030 71567PAP5 300,000 $307,923.00 0.04%
PETROLEOS MEXICANOS 6.625%, due 06/15/2035 706451BG5 370,000 $338,107.86 0.04%
PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 72147KAF5 286,000 $300,586.00 0.04%
REALTY INCOME CORP 4.625%, due 11/01/2025 756109BE3 250,000 $278,886.76 0.04%
REPUBLIC OF PHILIPPINES N/C, 1.95%, due 01/06/2032 718286CN5 300,000 $290,831.63 0.04%
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 78444FAF3 325,000 $330,870.03 0.04%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 300,000 $272,864.31 0.04%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 300,000 $286,237.62 0.04%
SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 78445CAE2 300,000 $302,698.38 0.04%
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 85208NAE0 280,000 $313,227.60 0.04%
Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 86359LJA8 320,816 $322,348.17 0.04%
SUNAC CHINA HOLDINGS LTD 6.50%, due 01/10/2025 G8569AAR7 400,000 $273,000.00 0.04%
THE MICHAELS COS INC 5.25%, due 05/01/2028 55916AAA2 350,000 $347,021.50 0.04%
T-MOBILE USA INC 4.375%, due 04/15/2040 87264AAX3 250,000 $284,133.95 0.04%
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 893829AA9 338,250 $333,746.20 0.04%
UNITED MEXICAN STATES 4.75%, due 04/27/2032 91087BAK6 300,000 $334,491.00 0.04%
VENTAS REALTY LP 3.75%, due 05/01/2024 92277GAD9 300,000 $315,994.02 0.04%
VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 92769XAP0 270,000 $281,160.45 0.04%
VMED O2 UK FINANCING I PLC 4.25%, due 01/31/2031 92858RAA8 335,000 $319,117.65 0.04%
VODAFONE GROUP PLC 5.25%, due 05/30/2048 92857WBM1 250,000 $322,153.11 0.04%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 313,764 $317,546.67 0.04%
WASTE CONNECTIONS INC 2.60%, due 02/01/2030 94106BAA9 300,000 $305,889.56 0.04%
WELLS FARGO & COMPANY 4.15%, due 01/24/2029 95000U2D4 250,000 $277,843.55 0.04%
Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 94986DAA0 275,525 $272,341.84 0.04%
ABBVIE INC 4.45%, due 05/14/2046 00287YAW9 200,000 $239,901.68 0.03%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 035240AN0 215,000 $263,889.54 0.03%
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 BMCFZF6 200,000 $195,540.00 0.03%
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 038461AS8 200,000 $195,540.00 0.03%
AT&T INC 5.25%, due 03/01/2037 00206RDR0 200,000 $246,355.15 0.03%
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 05401AAR2 230,000 $223,881.33 0.03%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 180,000 $196,588.13 0.03%
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 07401MAA9 208,101 $199,766.69 0.03%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 250,000 $259,271.52 0.03%
BOSTON PROPERTIES LP 3.40%, due 06/21/2029 10112RBB9 200,000 $211,795.33 0.03%
C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 200,000 $209,220.00 0.03%
CAESARS ENTERTAINMENT INC 6.25%, due 07/01/2025 28470RAH5 189,000 $197,290.49 0.03%
CITIGROUP INC Variable rate, due 04/23/2029 172967LW9 225,000 $248,413.95 0.03%
CLEAN HARBORS INC 4.875%, due 07/15/2027 184496AN7 200,000 $205,247.00 0.03%
CODELCO INC 3.15%, due 01/14/2030 P3143NBH6 250,000 $254,182.00 0.03%
Colony American Finance Ltd Series 2020-3, Class XB, Variable rate, due 08/15/2053 21873CAE3 1,250,000 $211,168.75 0.03%
COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 20268JAB9 250,000 $265,286.68 0.03%
Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 12667GME0 271,241 $253,746.54 0.03%
Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 02148BAC8 301,738 $234,577.02 0.03%
CREDIT SUISSE GROUP AG Variable rate, due 09/11/2025 225401AM0 205,000 $209,348.42 0.03%
DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 249182PS9 220,000 $225,255.71 0.03%
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 26139PAB9 200,000 $224,291.01 0.03%
EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 29246QAD7 200,000 $212,250.00 0.03%
EXXON MOBIL CORPORATION 4.327%, due 03/19/2050 30231GBG6 210,000 $260,102.91 0.03%
FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 3136A9VM7 210,845 $219,347.63 0.03%
FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 3136B7HP9 6,100,000 $239,094.38 0.03%
FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 105756BZ2 200,000 $204,255.00 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K042, Class X1, Variable rate, due 12/25/2024 3137BFXU0 9,323,377 $260,037.38 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K044, Class X1, Variable rate, due 01/25/2025 3137BHCZ8 13,921,634 $244,674.12 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K057, Class X1, Variable rate, due 07/25/2026 3137BRQL2 4,736,552 $218,479.13 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series KIR1, Class X, Variable rate, due 03/25/2026 3137BP7A1 4,958,762 $199,729.03 0.03%
GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 P47718AE4 200,000 $207,848.00 0.03%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 185,000 $209,489.37 0.03%
GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 361841AF6 200,000 $213,375.00 0.03%
GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 361841AK5 175,000 $199,092.25 0.03%
GNMA Series 2020-133, Class FA, Variable rate, due 02/20/2049 38382JB47 232,203 $233,342.23 0.03%
HOLOGIC INC 4.625%, due 02/01/2028 436440AM3 208,000 $216,600.80 0.03%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 175,000 $199,056.23 0.03%
IHS MARKIT LTD 4.75%, due 08/01/2028 44962LAF4 215,000 $248,056.25 0.03%
IndyMac INDX Mortgage Loan Trust Series 2006-AR21, Class A1, Variable rate, due 08/25/2036 45660HAA6 244,199 $241,718.40 0.03%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 46628SAH6 636,982 $263,115.98 0.03%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 200,000 $220,316.85 0.03%
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 48126PAA0 200,000 $204,536.40 0.03%
LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 53944YAH6 200,000 $212,401.69 0.03%
MLCC Mortgage Investors Inc Series 2004-E, Class A2B, Variable rate, due 11/25/2029 59020UJR7 213,466 $214,819.80 0.03%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 250,000 $242,360.00 0.03%
NATIONAL RETAIL PROP INC 3.90%, due 06/15/2024 637417AG1 250,000 $266,200.65 0.03%
SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/22/2030 BMFH861 200,000 $212,509.20 0.03%
SES SA 3.60%, due 04/04/2023 78413HAA7 200,000 $206,527.54 0.03%
SLM Student Loan Trust Series 2008-8, Class B, Variable rate, due 10/25/2075 78445GAE3 220,000 $224,757.10 0.03%
Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 83613DAE6 229,472 $209,262.24 0.03%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 155,000 $213,432.62 0.03%
SUNOCO LP/FINANCE CORP 4.50%, due 04/30/2030 86765LAU1 196,000 $194,392.80 0.03%
TEACHERS INSUR & ANNUITY 3.30%, due 05/15/2050 878091BG1 220,000 $230,444.00 0.03%
TENCENT HOLDINGS LTD 3.68%, due 04/22/2041 88032WBB1 200,000 $205,681.05 0.03%
TENCENT HOLDINGS LTD 3.84%, due 04/22/2051 88032WBC9 200,000 $209,673.48 0.03%
TENET HEALTHCARE CORP 4.875%, due 01/01/2026 88033GCY4 250,000 $255,347.50 0.03%
TITAN ACQ/CO-BORROWER 7.75%, due 04/15/2026 88827AAA1 222,000 $221,834.61 0.03%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 250,000 $259,341.95 0.03%
ZHENRO PROPERTIES GROUP 6.63%, due 01/07/2026 G9897EAX7 415,000 $267,675.00 0.03%
ABBVIE INC 4.05%, due 11/21/2039 00287YCA5 105,000 $119,545.13 0.02%
AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 00774MAE5 115,000 $122,335.55 0.02%
ANTERO RESOURCES CORP 8.375%, due 07/15/2026 03674XAN6 105,000 $116,362.05 0.02%
Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 040104PC9 160,000 $158,550.82 0.02%
AT&T INC 4.50%, due 05/15/2035 00206RCP5 150,000 $172,115.81 0.02%
BANK OF AMERICA CORP Variable rate, due 10/22/2030 06051GHX0 165,000 $169,965.43 0.02%
Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 07401VAA9 195,231 $187,804.76 0.02%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 135,000 $140,051.70 0.02%
CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 161175BN3 100,000 $125,449.80 0.02%
CHINA AOYUAN GROUP LTD 6.35%, due 02/08/2024 G2119ZAE9 605,000 $163,350.00 0.02%
CHINA SCE GRP HLDGS LTD 7%, due 05/02/2025 G21190AG1 200,000 $159,876.64 0.02%
CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 12554EAA2 177,015 $176,166.15 0.02%
Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 21872UAE4 1,442,259 $133,055.64 0.02%
Colony American Finance Ltd Series 2020-3, Class XA, Variable rate, due 08/15/2053 21873CAC7 1,189,027 $146,113.59 0.02%
COMERICA INC Variable rate 200340AU1 135,000 $147,487.50 0.02%
Countrywide Asset-Backed Certificates Series 2006-6, Class 1A1, Variable rate, due 09/25/2036 126670ZH4 138,613 $138,375.33 0.02%
COX COMMUNICATIONS INC 2.60%, due 06/15/2031 224044CN5 170,000 $169,154.37 0.02%
COX COMMUNICATIONS INC 3.15%, due 08/15/2024 224044CH8 173,000 $181,446.78 0.02%
EVERGY METRO 4.20%, due 06/15/2047 485134BQ2 100,000 $121,197.22 0.02%
Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 3136A1L60 1,321,140 $173,267.90 0.02%
Fannie Mae Series 2011-130, Class NW, Variable rate, due 12/25/2041 3136A2D26 131,088 $133,382.80 0.02%
Fannie Mae Series 2012-56, Class FK, Variable rate, due 06/25/2042 3136A6VQ4 166,727 $168,578.54 0.02%
FANNIEMAE-ACES Series 2016-M2, Class AL, 3.471%, due 04/25/2036 3136AQ5J5 125,717 $123,823.54 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K025, Class X3, Variable rate, due 11/25/2040 3137AYCG4 11,075,000 $167,050.87 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K031, Class X1, Variable rate, due 04/25/2023 3137B3NY0 73,338,890 $181,880.45 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 3137BDCY0 2,145,000 $127,368.17 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 3137BTAF8 1,900,000 $159,845.67 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K155, Class A3, 3.75%, due 04/25/2033 3137FG6T7 125,000 $145,401.38 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K726, Class X1, Variable rate, due 04/25/2024 3137BYPS3 10,117,664 $180,362.53 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K728, Class X3, Variable rate, due 11/25/2045 3137FBTD8 2,230,000 $116,143.53 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KF25, Class A, Variable rate, due 10/25/2023 3137BTAV3 134,493 $134,688.30 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KF73, Class AL, Variable rate, due 11/25/2029 3137FQKH5 177,348 $178,762.02 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 3137BS5P4 3,684,336 $129,987.80 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 3137FNB25 1,800,000 $173,408.40 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series W5FX, Class AFX, Variable rate, due 04/25/2028 3137FG6Q3 125,000 $136,396.13 0.02%
GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 38374EP35 1,175,081 $118,093.56 0.02%
GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 38380WUG2 1,246,888 $161,442.29 0.02%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 41161PSK0 187,541 $184,926.12 0.02%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 45668RAC2 168,200 $161,337.86 0.02%
INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 45824TAY1 303,000 $153,243.77 0.02%
JPMORGAN CHASE & CO Variable rate, due 04/22/2026 46647PBK1 130,000 $132,277.07 0.02%
Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 86359DUR6 185,044 $184,390.92 0.02%
MGM GROWTH/MGM FINANCE 4.625%, due 06/15/2025 55303XAK1 109,000 $115,980.91 0.02%
MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 55303XAC9 117,000 $125,483.67 0.02%
MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 589929V21 139,573 $139,546.96 0.02%
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 63861VAA5 135,000 $139,748.95 0.02%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 175,000 $184,340.62 0.02%
PETROLEOS MEXICANOS 7.69%, due 01/23/2050 71654QDD1 180,000 $160,239.60 0.02%
PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 745332CH7 100,000 $119,782.80 0.02%
SAUDI ARABIAN OIL CO 2.25%, due 11/24/2030 80414L2K0 200,000 $192,773.00 0.02%
Structured Asset Mortgage Investments Inc Series 2003-AR3, Class A1, Variable rate, due 11/19/2033 86358HUT4 140,456 $141,008.78 0.02%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 177,928 $171,844.53 0.02%
TENET HEALTHCARE CORP 4.625%, due 06/15/2028 88033GDG2 178,000 $180,956.58 0.02%
TIMES CHINA HLDG LTD 6.75%, due 07/08/2025 G8879TAF7 200,000 $132,000.00 0.02%
T-MOBILE USA INC 2.25%, due 02/15/2026 87264ABR5 125,000 $123,761.25 0.02%
UNIFRAX ESCROW ISS CORP 5.25%, due 09/30/2028 90473LAA0 175,000 $172,605.13 0.02%
US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 90345WAA2 113,868 $118,923.23 0.02%
VERIZON COMMUNICATIONS 2.10%, due 03/22/2028 92343VGH1 135,000 $134,597.85 0.02%
VODAFONE GROUP PLC 4.875%, due 06/19/2049 92857WBS8 113,000 $140,491.96 0.02%
WAMU Mortgage Pass-Through Certificates Series 2004-AR12, Class A2A, Variable rate, due 10/25/2044 92922FZF8 140,141 $138,617.55 0.02%
WELLS FARGO & COMPANY Variable rate, due 02/11/2026 95000U2K8 140,000 $142,843.46 0.02%
Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 007036QH2 95,436 $83,792.18 0.01%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 05/26/2022 00774MAA3 110,000 $111,292.29 0.01%
AERCAP IRELAND CAP/GLOBAL 4.125%, due 07/03/2023 00774MAF2 55,000 $57,437.65 0.01%
ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 015271AL3 75,000 $80,226.19 0.01%
ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 01882YAA4 75,000 $78,033.51 0.01%
AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 024836AA6 75,000 $77,506.76 0.01%
Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 00076BAB0 89,578 $86,418.04 0.01%
AVOLON HOLDINGS FNDG LTD 3.95%, due 07/01/2024 05401AAF8 100,000 $104,876.77 0.01%
BALL CORP 4%, due 11/15/2023 058498AS5 58,000 $60,613.19 0.01%
BROADCOM INC 3.625%, due 10/15/2024 11135FAY7 75,000 $79,683.76 0.01%
CITIGROUP INC Variable rate, due 07/24/2023 172967LM1 100,000 $101,408.19 0.01%
COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 20049AAC2 4,601,344 $83,537.40 0.01%
CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 21079NAA9 75,103 $76,247.14 0.01%
Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 12668BDC4 79,675 $80,531.40 0.01%
Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 12648ELW0 57,579 $58,046.57 0.01%
DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 23332UBV5 57,205 $50,198.72 0.01%
ENERGY TRANSFER LP 4%, due 10/01/2027 86765BAU3 50,000 $53,726.91 0.01%
Fannie Mae Series 2013-18, Class MI, 3%, due 02/25/2033 3136ACXN6 1,469,120 $93,051.72 0.01%
FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 3136ARP44 2,366,434 $91,176.32 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K021, Class X3, Variable rate, due 07/25/2040 3137AUPG8 8,139,000 $55,907.60 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K035, Class X1, Variable rate, due 08/25/2023 3137B5KX0 17,135,586 $92,509.89 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K035, Class X3, Variable rate, due 12/25/2041 3137B5KY8 4,000,000 $110,762.40 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K037, Class X3, Variable rate, due 01/25/2042 3137B8G68 2,500,000 $113,699.75 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K045, Class X1, Variable rate, due 01/25/2025 3137BHXK8 8,475,410 $98,166.44 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KC04, Class X1, Variable rate, due 12/25/2026 3137FMCG5 1,364,047 $57,893.82 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series KS07, Class X, Variable rate, due 09/25/2025 3137BS6G3 4,911,501 $108,482.78 0.01%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 32028PAE5 73,090 $71,723.42 0.01%
First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 32051GAA3 39,715 $41,216.09 0.01%
FORD MOTOR CREDIT CO LLC N/C, 3.219%, due 01/09/2022 345397XA6 96,000 $96,095.76 0.01%
Fremont Home Loan Trust Series 2005-D, Class 2A4, Variable rate, due 11/25/2035 35729PME7 57,461 $57,391.89 0.01%
GENERAL MOTORS FINL CO 3.45%, due 04/10/2022 37045XAW6 80,000 $80,454.65 0.01%
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 38869PAL8 58,000 $59,392.00 0.01%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 67,524 $67,427.38 0.01%
HCA INC 5.25%, due 04/15/2025 404119BQ1 90,000 $100,027.62 0.01%
Homebanc Mortgage Trust Series 2005-4, Class A1, Variable rate, due 10/25/2035 43739EBS5 92,156 $92,352.01 0.01%
HUMANA INC 3.15%, due 12/01/2022 444859BA9 100,000 $101,885.19 0.01%
Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 45254NML8 57,672 $56,818.57 0.01%
INTEL CORP 3.05%, due 08/12/2051 458140BW9 100,000 $102,586.90 0.01%
J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 466275AB0 66,170 $65,678.94 0.01%
LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 53944YAK9 115,000 $115,753.91 0.01%
MACQUARIE GROUP LTD Variable rate, due 06/23/2032 55607PAG0 40,000 $39,867.37 0.01%
MASTR Asset Backed Securities Trust Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 576455AC3 131,993 $97,330.33 0.01%
MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 59261AG76 50,000 $69,060.48 0.01%
METROPOLITAN EDISON CO 3.50%, due 03/15/2023 591894BY5 100,000 $102,390.06 0.01%
MIAMI-DADE CNTY FL AVIATION REV TAXABLE, 3.454%, due 10/01/2030 59333P2N7 105,000 $112,568.60 0.01%
Morgan Stanley ReRemic Trust Series 2014-R8, Class 3B1, Variable rate, due 06/26/2047 61764KAM5 73,973 $73,925.39 0.01%
PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 70014LAB6 82,000 $88,371.18 0.01%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 105,000 $85,342.42 0.01%
PETROLEOS MEXICANOS 6.95%, due 01/28/2060 71654QDF6 110,000 $89,388.20 0.01%
QWEST CORP 6.75%, due 12/01/2021 74913GAX3 54,000 $54,000.00 0.01%
Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 76110W7E0 89,455 $89,583.75 0.01%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 106,611 $106,633.94 0.01%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 100,000 $111,626.00 0.01%
SEALED AIR CORP 5.50%, due 09/15/2025 81211KAX8 60,000 $65,321.40 0.01%
SERVICE CORP INTL 4.625%, due 12/15/2027 817565CD4 61,000 $63,649.23 0.01%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 100,000 $100,750.46 0.01%
Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 86360JAA9 58,369 $51,682.37 0.01%
Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 86365LAA9 92,696 $95,690.22 0.01%
TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 878091BF3 50,000 $60,910.86 0.01%
TENET HEALTHCARE CORP 4.625%, due 07/15/2024 88033GCS7 62,000 $62,774.07 0.01%
T-MOBILE USA INC 4.75%, due 02/01/2028 87264AAV7 74,000 $77,427.68 0.01%
TRANE TECHNOLOGIES LUX 3.55%, due 11/01/2024 456873AB4 40,000 $42,468.62 0.01%
TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 89382PAA3 89,780 $89,641.29 0.01%
UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 91412GTG0 75,000 $87,504.87 0.01%
VENTAS REALTY LP 4%, due 03/01/2028 92277GAM9 75,000 $82,804.46 0.01%
VIRGIN MEDIA SECURED FINANCE 4.50%, due 08/15/2030 92769XAR6 100,000 $98,136.50 0.01%
WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 93363TAA0 53,764 $50,946.69 0.01%
AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 00772BAR2 20,000 $20,054.80 0.00%
BAT CAPITAL CORP 2.726%, due 03/25/2031 05526DBS3 30,000 $28,905.71 0.00%
Carrington Mortgage Loan Trust Series 2005-NC5, Class M1, Variable rate, due 10/25/2035 144531DN7 18,192 $18,304.66 0.00%
COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 1,522,935 $14,816.33 0.00%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 20,000 $20,503.10 0.00%
Equifirst Mortgage Loan Trust Series 2005-1, Class M3, Variable rate, due 04/25/2035 29445FCQ9 38,190 $38,250.19 0.00%
FANNIEMAE-ACES Series 2012-M4, Class X1, Variable rate, due 04/25/2022 3136A56Z4 291,045 $104.66 0.00%
FANNIEMAE-ACES Series 2015- M4, Class X2, Variable rate, due 07/25/2022 3136AMM71 11,028,660 $10,993.37 0.00%
FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 3136AT5H3 173,689 $3,317.45 0.00%
FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 3136AQ5K2 52,489 $6.07 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K022, Class X3, Variable rate, due 08/25/2040 3137AVXQ5 2,500,000 $28,798.50 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K715, Class X3, Variable rate, due 02/25/2041 3137BAHC9 1,740,359 $10,130.28 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K716, Class X3, Variable rate, due 08/25/2042 3137BDDE3 516,046 $5.16 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K719, Class X1, Variable rate, due 06/25/2022 3137BKVQ0 382,861 $189.67 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K720, Class X1, Variable rate, due 08/25/2022 3137BLUS5 1,289,888 $1,323.04 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KS05, Class X, Variable rate, due 01/25/2023 3137BQTR8 864,239 $721.22 0.00%
GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 38378KQ69 433,134 $6,998.18 0.00%
GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 38378XLU3 938,883 $32,692.56 0.00%
GS Mortgage Securities Trust Series 2020-UPTN, Class XA, Variable rate, due 12/10/2039 36258PAC1 2,600,000 $29,237.00 0.00%
Interest: Pay 10840000 USD, Receive 10840000 US0003M - 07/24/2053 1,030,000 $7,904.55 0.00%
Interest: Pay 14200000 USD, Receive 14200000 US0003M - 09/28/2053 1,775,000 ($26,777.28) 0.00%
Interest: Pay 5420000 US0003M, Receive 5420000 USD - 07/24/2053 515,000 ($310.57) 0.00%
Interest: Pay 8015000 USD, Receive 8015000 US0003M - 07/24/2053 755,000 $3,562.18 0.00%
MAUSER PACKAGING SOLUTIONS 5.50%, due 04/15/2024 12429TAD6 20,000 $20,024.80 0.00%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 26,622 $26,292.12 0.00%
PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 72147KAE8 20,000 $21,051.20 0.00%
Residential Asset Mortgage Products, Inc. Series 2005-RZ3, Class M3, Variable rate, due 09/25/2035 76112BA42 28,846 $28,868.71 0.00%
SEALED AIR CORP 4%, due 12/01/2027 81211KAY6 20,000 $20,574.20 0.00%
Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 863579SU3 30,063 $28,337.94 0.00%
TRANSOCEAN PHOENIX 2 LTD 7.75%, due 10/15/2024 893828AA1 35,750 $36,077.29 0.00%
Interest: Pay 145575000 US0003M, Receive 145575000 USD - 09/28/2025 20,785,000 ($104,927.97) -0.01%
Interest: Pay 58725000 US0003M, Receive 58725000 USD - 07/24/2025 6,145,000 ($65,249.54) -0.01%
Interest: Pay 95960000 US0003M, Receive 95960000 USD - 07/24/2025 9,080,000 ($103,335.62) -0.01%
Interest: Pay 129740000 US0003M, Receive 129740000 USD - 07/24/2025 12,290,000 ($141,788.94) -0.02%
US ULTRA BOND CBT Mar22 WNH2 -118 ($23,260,750.00) -3.01%
US 10yr Ultra Fut Mar22 UXYH2 -459 ($66,870,562.50) -8.66%
US Dollar $USD -71,717,979 ($71,717,979.47) -9.28%
Currency Forward Positions
Trading Currency Ascending sort Notional Exposure (Local Currency) Notional Exposure (USD) Gain/Loss
USD->JPY 02-28-2022 -880,000,000.00 JPY $7,720,009.30 $23,695.22
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.
First Trust Portfolios L.P.  Member SIPC and FINRA. (Form CRS)   •  First Trust Advisors L.P. (Form CRS)
Home |  Important Legal Information |  Privacy Policy |  California Privacy Policy |  Business Continuity Plan |  FINRA BrokerCheck
Copyright © 2021 All rights reserved.