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First Trust TCW Unconstrained Plus Bond ETF (UCON)
Holdings of the Fund as of 10/29/2020

Total Number of Holdings (excluding cash): 521

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
Fannie Mae or Freddie Mac TBA, 2%, due 06/01/2050 01F0206C8 7,850,000 $8,077,527.38 3.67%
U.S. Treasury Bill, 0%, due 01/28/2021 912796UC1 6,625,000 $6,623,633.60 3.01%
U.S. Treasury Bill, 0%, due 01/21/2021 9127963V9 6,585,000 $6,583,785.46 2.99%
US 5YR NOTE (CBT) Dec20 FVZ0 51 $6,408,070.34 2.91%
U.S. Treasury Bill, 0%, due 02/09/2021 912796B73 6,205,000 $6,202,978.22 2.82%
U.S. Treasury Bill, 0%, due 01/12/2021 912796A66 5,845,000 $5,844,399.25 2.66%
Fannie Mae or Freddie Mac TBA, 2.50%, due 02/01/2050 01F0226C4 4,100,000 $4,265,121.06 1.94%
Fannie Mae or Freddie Mac TBA, 2%, due 06/01/2050 01F0206B0 3,925,000 $4,047,656.29 1.84%
U.S. Treasury Bill, 0%, due 02/04/2021 9127963W7 3,755,000 $3,754,043.87 1.71%
Fannie Mae or Freddie Mac TBA, 2.50%, due 04/01/2050 01F0226B6 3,375,000 $3,516,459.98 1.60%
U.S. Treasury Bill, 0%, due 11/12/2020 9127962Z1 2,550,000 $2,549,937.83 1.16%
FHLMC Multifamily Structured Pass Through Certs. Series KF85, Class AL, Variable rate, due 08/25/2030 3137FWHP8 2,060,000 $2,068,153.27 0.94%
U.S. Treasury Bill, 0%, due 02/11/2021 9127964C0 1,970,000 $1,969,487.80 0.90%
FHLMC Multifamily Structured Pass Through Certs. Series KF87, Class AL, Variable rate, due 08/25/2030 3137FX4E5 1,950,000 $1,961,468.34 0.89%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 1,690,000 $1,841,964.73 0.84%
U.S. Treasury Bill, 0%, due 01/07/2021 9127963T4 1,575,000 $1,574,758.51 0.72%
FHLMC Multifamily Structured Pass Through Certs. Series KF88, Class AL, Variable rate, due 09/25/2030 3137F62A4 1,520,000 $1,528,955.84 0.69%
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 393505X80 1,485,788 $1,491,755.65 0.68%
U.S. Treasury Bill, 0%, due 01/14/2021 9127963U1 1,450,000 $1,449,772.97 0.66%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 2,221,252 $1,351,526.17 0.61%
GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 362439AE1 1,300,000 $1,249,961.18 0.57%
U.S. Treasury Bill, 0%, due 01/19/2021 912796A74 1,220,000 $1,219,807.85 0.55%
Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 07386HKU4 1,107,768 $1,093,600.80 0.50%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 1,005,000 $1,096,299.24 0.50%
Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 54251UAD8 2,593,000 $1,072,856.55 0.49%
Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 04545EAA1 1,219,950 $1,054,363.04 0.48%
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 3622MHAA4 1,397,080 $1,023,813.26 0.47%
Legacy Mortgage Asset Trust Series 2020-GS2, Class A1, Variable rate, due 03/25/2060 52475AAA2 1,020,323 $1,025,863.25 0.47%
UNITED MEXICAN STATES 3.25%, due 04/16/2030 91087BAH3 996,000 $1,031,945.64 0.47%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 880,000 $1,014,581.64 0.46%
Citigroup Mortgage Loan Trust Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 17310VAB6 1,206,029 $1,013,674.93 0.46%
FHLMC Multifamily Structured Pass Through Certs. Series K-1513, Class A3, 2.797%, due 08/25/2034 3137FPJ97 900,000 $1,019,759.04 0.46%
FHLMC Multifamily Structured Pass Through Certs. Series KF84, Class AL, Variable rate, due 07/25/2030 3137FWGC8 1,005,000 $1,008,078.21 0.46%
Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 75156UAD9 1,050,000 $1,015,671.83 0.46%
WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 93364BAA8 1,090,004 $1,013,534.36 0.46%
WEA FINANCE LLC 3.15%, due 04/05/2022 92928QAC2 1,000,000 $1,015,211.18 0.46%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 1,708,585 $988,977.76 0.45%
BCAP LLC Trust Series 2015-RR2, Cass 25A3, Variable rate, due 10/28/2036 05544JCL2 1,000,000 $980,082.20 0.45%
Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 1248P8AK5 957,000 $995,838.31 0.45%
Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 66989EAA3 1,027,237 $985,236.86 0.45%
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 92926SAD8 1,841,969 $966,762.71 0.44%
Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 040104RV5 1,421,715 $952,957.48 0.43%
Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 525249AC2 985,510 $930,183.15 0.42%
Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 86361WAA9 974,054 $916,822.30 0.42%
FHLMC Multifamily Structured Pass Through Certs. Series KF86, Class AL, Variable rate, due 08/25/2027 3137FXLS5 895,000 $898,435.73 0.41%
GS Mortgage Securities Trust Series 2005-ROCK, Class A, 5.366%, due 05/03/2032 36228CUV3 780,000 $899,559.38 0.41%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 46630MAG7 1,245,776 $895,357.07 0.41%
Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 525221HD2 923,828 $911,666.93 0.41%
PNM RESOURCES INC 3.25%, due 03/09/2021 69349HAC1 900,000 $907,977.30 0.41%
Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M3, Variable rate, due 03/25/2036 76112BZ45 900,000 $894,043.17 0.41%
SUNOCO LOGISTICS PARTNERS 5.40%, due 10/01/2047 86765BAV1 930,000 $892,199.13 0.41%
Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 03072SDB8 874,174 $885,013.28 0.40%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 983,033 $886,866.83 0.40%
Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 93936FAD2 885,805 $873,087.74 0.40%
Ace Securities Corp. Variable rate, due 06/25/2036 00441TAD5 1,025,614 $851,221.86 0.39%
Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 05951FAD6 985,760 $865,199.55 0.39%
Credit Suisse Mortgage Trust Series 2019-RPL1, Class A1, 3.51241%, due 08/26/2058 22946AAC2 854,443 $860,346.19 0.39%
U.S. Treasury Bill, 0%, due 02/16/2021 912796B81 850,000 $849,781.24 0.39%
MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 57629WCH1 750,000 $844,043.87 0.38%
MASTR Adjustable Rate Mortgages Trust Series 2004-14, Class B1, Variable rate, due 01/25/2035 576433VD5 820,000 $842,082.44 0.38%
GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 39539LAH4 844,937 $813,856.17 0.37%
Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 52520MFB4 977,427 $805,299.34 0.37%
HCA INC 5.25%, due 06/15/2049 404119BZ1 640,000 $784,813.55 0.36%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 645,000 $790,744.63 0.36%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 86363LAA1 809,060 $798,285.55 0.36%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 823,605 $781,265.80 0.36%
U.S. Treasury Bill, 0%, due 11/27/2020 9127963B3 800,000 $799,954.11 0.36%
Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 09774XBT8 2,369,065 $778,397.42 0.35%
CIGNA CORP 4.375%, due 10/15/2028 125523AH3 645,000 $764,960.44 0.35%
CIM Trust Series 2017-8, Class A1, Variable rate, due 12/25/2065 12553RAA4 762,608 $766,045.83 0.35%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 905,000 $759,000.42 0.35%
SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 78445JAB3 800,000 $769,996.56 0.35%
U.S. Treasury Bill, 0%, due 02/23/2021 912796B99 775,000 $774,792.73 0.35%
JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 46629QAG1 915,334 $749,909.23 0.34%
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 50077LAB2 730,000 $746,185.18 0.34%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 86363LAB9 782,046 $739,348.49 0.34%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 781,946 $735,617.77 0.33%
GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 38144RAC1 730,006 $721,394.37 0.33%
TBW Mortgage Backed Pass Through Certificates Series 2006-4, Class A4, Variable rate, due 09/25/2036 872224AE0 731,415 $716,828.69 0.33%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 605,000 $704,865.44 0.32%
AT&T INC 4.85%, due 03/01/2039 00206RHK1 594,000 $709,279.46 0.32%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 774,660 $713,765.85 0.32%
CYRUSONE LP/CYRUSONE FIN 3.45%, due 11/15/2029 23283PAR5 665,000 $712,923.23 0.32%
Fannie Mae FN BL5962, 2.38%, due 03/01/2030 3140HXTU4 642,991 $698,029.65 0.32%
RAYMOND JAMES FINANCIAL 3.625%, due 09/15/2026 754730AE9 615,000 $706,026.62 0.32%
BARNABAS HEALTH INC 4%, due 07/01/2028 06769QAA8 635,000 $689,945.14 0.31%
LOS ANGELES CA DEPT OF WTR & P TAXABLE-BABS-SER C, 6.008%, due 07/01/2039 544525NZ7 500,000 $678,270.00 0.31%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 544646XZ0 500,000 $681,010.00 0.31%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 500,000 $690,127.75 0.31%
DBWF Mortgage Trust Series 2016-85T, Class A, 3.791%, due 12/10/2036 23307CAA3 600,000 $668,804.10 0.30%
Freddie Mac FR WN0006, 3.42%, due 07/01/2030 3132XEAG6 575,489 $655,298.61 0.30%
GILEAD SCIENCES INC Variable rate, due 09/29/2023 375558BV4 650,000 $651,157.89 0.30%
IHS MARKIT LTD 4.75%, due 02/15/2025 44962LAB3 580,000 $654,675.00 0.30%
IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 45661EAV6 692,449 $654,096.23 0.30%
NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 63861VAD9 630,000 $655,162.20 0.30%
REPUBLIC OF COLOMBIA 3.875%, due 04/25/2027 195325DL6 600,000 $651,636.00 0.30%
SANTANDER UK PLC N/C, 3.40%, due 06/01/2021 80283LAT0 650,000 $661,574.54 0.30%
CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 1248EPCE1 609,000 $633,360.00 0.29%
DUQUESNE LIGHT HOLDINGS 5.90%, due 12/01/2021 266233AD7 600,000 $629,958.19 0.29%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 68383NDW0 665,579 $638,242.00 0.29%
INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 74445PAC6 500,000 $607,500.00 0.28%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 600,000 $616,945.80 0.28%
Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 61753VAC6 1,436,724 $619,751.26 0.28%
AIR LEASE CORP 3.875%, due 07/03/2023 00912XBC7 570,000 $596,172.34 0.27%
Bear Stearns Mortgage Funding Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 693,805 $599,250.41 0.27%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 500,000 $583,681.47 0.27%
FANNIEMAE-ACES Series 2016-M2, Class AL, 3.471%, due 04/25/2036 3136AQ5J5 571,125 $583,315.11 0.27%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 41161PSM6 616,330 $595,460.93 0.27%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 650,000 $598,620.62 0.27%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 510,000 $569,662.61 0.26%
AMCOR FINANCE USA INC 4.50%, due 05/15/2028 02343UAH8 490,000 $578,098.13 0.26%
CAMDEN PROPERTY TRUST 2.95%, due 12/15/2022 133131AT9 550,000 $573,203.70 0.26%
MORGAN STANLEY 3.70%, due 10/23/2024 61761JVL0 510,000 $567,200.11 0.26%
WELLS FARGO & COMPANY Variable rate, due 05/22/2028 95000U2A0 510,000 $567,137.04 0.26%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 500,000 $539,464.97 0.25%
CITIGROUP INC Variable rate, due 04/24/2025 172967MF5 500,000 $540,277.25 0.25%
CYRUSONE LP/CYRUSONE FIN 2.90%, due 11/15/2024 23283PAQ7 515,000 $547,390.93 0.25%
Fannie Mae FN AM2974, 4.10%, due 04/01/2043 3138L3JU0 483,519 $550,936.06 0.25%
Fannie Mae Series 2011-130, Class NW, Variable rate, due 12/25/2041 3136A2D26 532,547 $545,883.18 0.25%
GEORGIA-PACIFIC LLC 5.40%, due 11/01/2020 37331NAB7 540,000 $540,000.00 0.25%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 500,000 $540,021.20 0.25%
PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 708696BX6 500,000 $548,562.31 0.25%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-11, Class 1A1, Variable rate, due 12/25/2036 86362HAA1 581,959 $551,176.23 0.25%
WILLIAMS COMPANIES INC 3.75%, due 06/15/2027 96949LAD7 510,000 $558,388.10 0.25%
BANK OF AMERICA CORP Variable rate, due 02/07/2030 06051GHQ5 465,000 $538,448.43 0.24%
CHURCHILL DOWNS INC 5.50%, due 04/01/2027 171484AG3 515,000 $531,642.23 0.24%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 420,000 $536,182.29 0.24%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 233851DV3 520,000 $523,513.84 0.24%
Freddie Mac FR WA3208, 3.98%, due 04/01/2034 3132WWYE6 439,198 $525,300.59 0.24%
GNMA Series 2019-86, Class FE, Variable rate, due 07/20/2049 38381WH50 515,959 $520,108.62 0.24%
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 404280CL1 540,000 $538,851.25 0.24%
KIMCO REALTY CORP 3.40%, due 11/01/2022 49446RAN9 500,000 $525,843.93 0.24%
SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 845437BR2 450,000 $524,583.23 0.24%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 571,768 $529,408.06 0.24%
UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 913366KC3 510,000 $521,357.70 0.24%
ALEXANDRIA REAL ESTATE EQUITIES 3.80%, due 04/15/2026 015271AP4 450,000 $515,252.06 0.23%
DOMINICAN REPUBLIC 6%, due 07/19/2028 P3579ECB1 450,000 $496,332.00 0.23%
Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049 3137FP5D3 495,162 $498,660.76 0.23%
GLOBAL PAYMENTS INC 3.80%, due 04/01/2021 891906AD1 500,000 $505,754.51 0.23%
GOLDMAN SACHS GROUP INC 2.60%, due 02/07/2030 38141GXG4 485,000 $512,904.64 0.23%
KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 50077LAY2 480,000 $500,335.59 0.23%
LEXINGTON REALTY TRUST 2.70%, due 09/15/2030 529043AE1 505,000 $511,051.51 0.23%
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 638671AJ6 500,000 $499,863.12 0.23%
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 715638DA7 453,000 $496,062.18 0.23%
SAN FRANCISCO CALIF CITY & CNTY ARPTS COMMN 5%, due 05/01/2049 79766DMB2 430,000 $506,200.30 0.23%
UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 909319AA3 527,104 $511,361.08 0.23%
ABBVIE INC 4.55%, due 03/15/2035 00287YCK3 390,000 $477,460.04 0.22%
AVIATION CAPITAL GROUP N/C, Variable rate, due 06/01/2021 05369AAG6 500,000 $492,768.85 0.22%
Fannie Mae Series 2019-33, Clas FN, Variable rate, due 07/25/2049 3136B45N4 484,114 $488,336.16 0.22%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 465,000 $478,281.20 0.22%
FHLMC Multifamily Structured Pass Through Certs. Series KF75, Class AL, Variable rate, due 12/25/2029 3137FREN7 470,000 $476,836.81 0.22%
GENERAL MOTORS FINL CO 3.55%, due 04/09/2021 37045XCJ3 475,000 $480,491.28 0.22%
GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 39538RBW8 519,180 $481,026.17 0.22%
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 39539KAD5 507,774 $494,806.90 0.22%
INTEL CORP 3.734%, due 12/08/2047 458140BG4 415,000 $489,778.73 0.22%
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 576429AA2 515,793 $487,315.29 0.22%
Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 86362XAA6 565,511 $493,830.72 0.22%
Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 93934XAA1 579,157 $482,424.77 0.22%
WRKCO INC 4.65%, due 03/15/2026 92940PAB0 405,000 $476,999.72 0.22%
Fannie Mae FN 464398, 5.97%, due 01/01/2040 31381L3F2 403,633 $455,908.87 0.21%
FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 3136A9VM7 434,793 $455,067.19 0.21%
Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 3137FQKX0 4,095,000 $464,516.33 0.21%
INTL FLAVOR & FRAGRANCES 4.45%, due 09/26/2028 459506AK7 400,000 $472,159.54 0.21%
SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 Y8T6JPAA4 400,000 $456,860.00 0.21%
Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 86360QAE5 505,748 $460,312.84 0.21%
IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 45660LUD9 488,888 $434,986.83 0.20%
KILROY REALTY LP 4.375%, due 10/01/2025 49427RAL6 400,000 $443,256.00 0.20%
KINDER MORGAN INC 5.55%, due 06/01/2045 49456BAH4 370,000 $436,121.81 0.20%
PETROLEOS DEL PERU SA 4.75%, due 06/19/2032 P7808BAA5 400,000 $439,600.00 0.20%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 400,000 $438,254.00 0.20%
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 836205AU8 458,000 $446,412.60 0.20%
SMITHFIELD FOODS INC 5.20%, due 04/01/2029 832248BB3 387,000 $448,253.59 0.20%
CITIGROUP INC Variable rate, due 06/03/2031 172967MS7 390,000 $408,291.00 0.19%
Citigroup Mortgage Loan Trust Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 425,000 $408,855.61 0.19%
Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 21872UAC8 405,000 $416,018.15 0.19%
CONSTELLATION BRANDS INC 4.25%, due 05/01/2023 21036PAL2 390,000 $424,420.05 0.19%
Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 3136A1L60 2,358,642 $412,192.53 0.19%
FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 3137FPJQ9 7,187,996 $416,676.62 0.19%
GENERAL MOTORS FINL CO 3.20%, due 07/06/2021 37045XBM7 405,000 $410,625.83 0.19%
KILROY REALTY LP 3.45%, due 12/15/2024 49427RAM4 400,000 $424,767.70 0.19%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 400,000 $416,507.36 0.19%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 400,000 $410,750.00 0.19%
THE WALT DISNEY COMPANY 4%, due 10/01/2023 254687CR5 390,000 $427,081.04 0.19%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 422,519 $415,217.51 0.19%
Fannie Mae FN BL!882, 3.60%, due 03/01/2034 3140HTCU1 326,000 $386,716.22 0.18%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 625,000 $387,500.00 0.18%
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 53944YAL7 365,000 $398,919.44 0.18%
321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 46617JAA4 316,978 $367,894.76 0.17%
JPMORGAN CHASE & CO Variable rate, due 06/01/2028 46647PBR6 355,000 $370,508.34 0.17%
NEW YORK CITY NY MUNI WTR FIN AUTH 3%, due 06/15/2050 64972GWG5 365,000 $376,329.60 0.17%
NEW YORK CITY NY TRANSITIONAL 4%, due 08/01/2038 64971XCV8 330,000 $369,887.10 0.17%
PRIME HEALTHCARE SERVICE 7.25%, due 11/01/2025 74165HAB4 380,000 $383,325.00 0.17%
SL GREEN OPERATING PARTN Variable rate, due 08/16/2021 78444FAG1 380,000 $377,122.00 0.17%
SPRINT CORP 7.875%, due 09/15/2023 85207UAF2 320,000 $367,000.00 0.17%
STATE OF QATAR 4.50%, due 04/23/2028 BFYY529 302,000 $363,404.15 0.17%
Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 86360KAE8 441,304 $373,992.35 0.17%
Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 86359LJA8 388,018 $378,077.56 0.17%
WASTE PRO USA INC 5.50%, due 02/15/2026 94107JAA1 370,000 $371,074.85 0.17%
WELLS FARGO & COMPANY Variable rate, due 02/11/2031 95000U2J1 360,000 $375,181.01 0.17%
CENTENE CORP 3%, due 10/15/2030 15135BAW1 340,000 $352,325.00 0.16%
Fannie Mae FN 464400, 5.97%, due 01/01/2040 31381L3H8 305,912 $345,530.93 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K031, Class X1, Variable rate, due 04/25/2023 3137B3NY0 76,005,463 $348,135.42 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K042, Class X1, Variable rate, due 12/25/2024 3137BFXU0 9,516,557 $353,206.06 0.16%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K044, Class X1, Variable rate, due 01/25/2025 3137BHCZ8 14,340,787 $359,983.86 0.16%
FORD MOTOR CREDIT CO LLC N/C, 3.20%, due 01/15/2021 345397XQ1 350,000 $350,218.75 0.16%
Freddie Mac FR WA3303, 3.83%, due 05/01/2035 3132WW3M2 294,143 $346,699.60 0.16%
Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 86359DUR6 346,866 $341,485.69 0.16%
PETROBRAS GLOBAL FINANCE 5.093%, due 01/15/2030 71647NBE8 333,000 $350,732.25 0.16%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 335,000 $348,531.00 0.16%
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 91740PAC2 340,000 $341,164.50 0.16%
Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 94986DAA0 368,243 $356,222.49 0.16%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K025, Class X3, Variable rate, due 11/25/2040 3137AYCG4 11,075,000 $334,744.09 0.15%
GNMA Series 2020-133, Class FA, Variable rate, due 02/20/2049 38382JB47 318,534 $319,106.57 0.15%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 46628SAH6 690,787 $329,397.57 0.15%
NEW YORK ST DORM AUTH ST PERSONAL INC TAX 4%, due 03/15/2044 64990FYM0 285,000 $323,651.70 0.15%
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 77340RAR8 350,000 $340,095.00 0.15%
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 78444FAF3 325,000 $330,683.05 0.15%
VENTAS REALTY LP 3.75%, due 05/01/2024 92277GAD9 300,000 $323,510.22 0.15%
VODAFONE GROUP PLC 5.25%, due 05/30/2048 92857WBM1 250,000 $325,955.37 0.15%
WASTE CONNECTIONS INC 2.60%, due 02/01/2030 94106BAA9 300,000 $320,108.21 0.15%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 265,000 $311,010.92 0.14%
BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 05530VAA7 359,231 $306,241.96 0.14%
BOSTON PROPERTIES LP 4.125%, due 05/15/2021 10112RAS3 300,000 $303,219.41 0.14%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 287,000 $318,211.25 0.14%
DAIMLER FINANCE NA LLC 2.20%, due 10/30/2021 233851CK8 310,000 $315,120.07 0.14%
DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 247367AX3 318,073 $307,993.61 0.14%
FHLMC Multifamily Structured Pass Through Certs. Series KF80, Class AL, Variable rate, due 06/25/2030 3137FUN59 305,000 $307,082.05 0.14%
FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 345397YL1 300,000 $300,075.00 0.14%
HCA INC 3.50%, due 09/01/2030 404119CA5 300,000 $305,015.72 0.14%
HESS CORP 4.30%, due 04/01/2027 42809HAG2 295,000 $305,960.10 0.14%
INGERSOLL-RAND CO N/C, 9%, due 08/15/2021 456866AG7 300,000 $318,862.40 0.14%
MLCC Mortgage Investors Inc Series 2004-E, Class A2B, Variable rate, due 11/25/2029 59020UJR7 315,512 $318,248.70 0.14%
PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 70014LAB6 290,000 $299,079.96 0.14%
PETROLEOS MEXICANOS 6.625%, due 06/15/2035 706451BG5 370,000 $307,305.36 0.14%
WALGREENS BOOTS ALLIANCE 3.30%, due 11/18/2021 931427AF5 300,000 $307,591.39 0.14%
WELLS FARGO & COMPANY Variable rate, due 04/04/2051 95000U2M4 235,000 $318,684.18 0.14%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAJ9 235,000 $285,846.75 0.13%
Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 12667GME0 316,832 $290,855.66 0.13%
Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 02148BAC8 356,794 $284,473.39 0.13%
Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 02150PAB4 314,977 $287,809.21 0.13%
EXXON MOBIL CORPORATION 2.61%, due 10/15/2030 30231GBN1 275,000 $293,421.89 0.13%
Fannie Mae Series 2012-56, Class FK, Variable rate, due 06/25/2042 3136A6VQ4 292,801 $294,792.19 0.13%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K057, Class X1, Variable rate, due 07/25/2026 3137BRQL2 4,826,666 $277,138.47 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K726, Class X1, Variable rate, due 04/25/2024 3137BYPS3 11,877,299 $281,458.72 0.13%
FORD MOTOR CREDIT 0%, due 01/08/2021 3454G0N87 295,000 $293,395.20 0.13%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 345397ZG1 300,000 $292,656.61 0.13%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 250,000 $278,498.75 0.13%
HCA INC 5%, due 03/15/2024 404119BN8 260,000 $291,430.49 0.13%
LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 527298BK8 289,000 $291,281.67 0.13%
T-MOBILE USA INC 4.375%, due 04/15/2040 87264AAW5 250,000 $290,585.00 0.13%
VEREIT OPERATING PARTNERSHIP 4.625%, due 11/01/2025 92340LAD1 250,000 $276,709.56 0.13%
VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 92769XAP0 270,000 $288,900.00 0.13%
WELLS FARGO & COMPANY 4.15%, due 01/24/2029 95000U2D4 250,000 $291,600.81 0.13%
WELLS FARGO & COMPANY Variable rate, due 04/30/2041 95000U2Q5 270,000 $280,605.41 0.13%
WELLS FARGO & COMPANY Variable rate, due 10/30/2030 95000U2G7 265,000 $282,842.18 0.13%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 338,525 $274,885.18 0.12%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 035240AN0 215,000 $255,707.28 0.12%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 250,000 $264,263.53 0.12%
BERKSHIRE HATHAWAY FINANCE 4.20%, due 08/15/2048 084664CQ2 205,000 $257,945.24 0.12%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 250,000 $268,327.38 0.12%
CENTENE CORP 4.625%, due 12/15/2029 15135BAT8 250,000 $271,886.25 0.12%
CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 12554EAA2 257,824 $255,094.86 0.12%
CITIGROUP INC Variable rate, due 04/23/2029 172967LW9 225,000 $259,098.20 0.12%
CODELCO INC 3.625%, due 08/01/2027 P3143NAY0 250,000 $274,313.75 0.12%
CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 21079NAA9 259,388 $253,124.32 0.12%
EXXON MOBIL CORPORATION 4.327%, due 03/19/2050 30231GBG6 210,000 $254,919.65 0.12%
FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 3136B7HP9 6,100,000 $273,312.64 0.12%
FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X1, Variable rate, due 01/25/2026 3137BPCR8 6,751,586 $274,734.86 0.12%
GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 38380WUG2 1,938,339 $254,428.67 0.12%
IHS MARKIT LTD 4.75%, due 08/01/2028 44962LAF4 215,000 $253,834.38 0.12%
IndyMac INDX Mortgage Loan Trust Series 2006-AR21, Class A1, Variable rate, due 08/25/2036 45660HAA6 290,872 $266,906.41 0.12%
KAZMUNAYGAS NATIONAL CO N/C, 5.75%, due 04/19/2047 Y4596HAD9 218,000 $272,260.20 0.12%
MASSACHUSETTS ST 3%, due 03/01/2048 57582RA89 255,000 $270,799.80 0.12%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 250,000 $254,671.49 0.12%
NATIONAL RETAIL PROP INC 3.90%, due 06/15/2024 637417AG1 250,000 $269,866.98 0.12%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 300,000 $265,078.14 0.12%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 300,000 $264,401.34 0.12%
SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 78445CAE2 300,000 $270,072.18 0.12%
STATE OF QATAR 4.625%, due 06/02/2046 BZ6CSL1 200,000 $264,458.00 0.12%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 250,000 $263,880.44 0.12%
WELLTOWER INC 3.75%, due 03/15/2023 42217KBA3 250,000 $264,937.03 0.12%
ABBVIE INC 4.45%, due 05/14/2046 00287YAW9 200,000 $237,465.44 0.11%
AT&T INC 5.25%, due 03/01/2037 00206RDR0 200,000 $250,339.11 0.11%
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 07401MAA9 263,204 $240,570.17 0.11%
FHLMC Multifamily Structured Pass Through Certs. Series K716, Class X3, Variable rate, due 08/25/2042 3137BDDE3 30,235,000 $251,718.47 0.11%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KIR1, Class X, Variable rate, due 03/25/2026 3137BP7A1 5,075,850 $245,870.11 0.11%
GENERAL ELECTRIC CO N/C, 5.875%, due 01/14/2038 36962G3P7 205,000 $248,631.43 0.11%
GENERAL MOTORS FINL CO 4.20%, due 03/01/2021 37045XBF2 250,000 $251,999.93 0.11%
GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 38374EP35 1,509,284 $233,604.99 0.11%
Homebanc Mortgage Trust Series 2005-4, Class A1, Variable rate, due 10/25/2035 43739EBS5 245,070 $245,616.75 0.11%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 200,000 $232,656.16 0.11%
MORGAN STANLEY Variable rate, due 07/22/2022 61744YAJ7 250,000 $251,262.54 0.11%
PARK AEROSPACE HOLDINGS 3.625%, due 03/15/2021 70014LAD2 250,000 $250,244.00 0.11%
PARTNERS HEALTHCARE SYSTEM 3.342%, due 07/01/2060 70213HAF5 235,000 $250,633.49 0.11%
REPUBLIC OF COLOMBIA 5.20%, due 05/15/2049 195325DQ5 200,000 $242,007.00 0.11%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 699149AJ9 200,000 $234,500.00 0.11%
REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 917288BK7 200,000 $242,065.00 0.11%
SAUDI INTERNATIONAL BOND N/C, 4.50%, due 10/26/2046 M6320UAC3 200,000 $239,520.00 0.11%
T-MOBILE USA INC 6%, due 04/15/2024 87264AAQ8 238,000 $242,105.50 0.11%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 230,000 $239,307.61 0.11%
ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 BKPGWW8 200,000 $213,914.40 0.10%
Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 07401VAA9 232,121 $211,169.75 0.10%
BOSTON PROPERTIES LP 3.40%, due 06/21/2029 10112RBB9 200,000 $217,829.07 0.10%
BROADCOM INC 3.625%, due 10/15/2024 11135FAY7 205,000 $224,247.66 0.10%
C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 200,000 $211,100.00 0.10%
CLEAN HARBORS INC 4.875%, due 07/15/2027 184496AN7 200,000 $209,338.00 0.10%
CODELCO INC 3.15%, due 01/14/2030 P3143NBH6 200,000 $213,723.00 0.10%
DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 249182PS9 220,000 $220,629.20 0.10%
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 26139PAB9 200,000 $223,775.01 0.10%
EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 29246QAD7 200,000 $219,575.00 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K021, Class X3, Variable rate, due 07/25/2040 3137AUPG8 8,139,000 $227,610.39 0.10%
FRESENIUS MED CARE II 5.875%, due 01/31/2022 35802XAF0 200,000 $211,257.34 0.10%
GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 P47718AE4 200,000 $212,875.00 0.10%
GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 361841AF6 200,000 $214,803.00 0.10%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 41161PSK0 223,668 $221,165.50 0.10%
HOLOGIC INC 4.625%, due 02/01/2028 436440AM3 208,000 $220,477.92 0.10%
LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 53944YAH6 200,000 $218,211.50 0.10%
MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 59261AG76 220,000 $226,850.80 0.10%
PETROLEOS MEXICANOS 5.95%, due 01/28/2031 71654QDE9 270,000 $227,677.50 0.10%
PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 716743AP4 200,000 $224,139.00 0.10%
POWERTEAM SERVICES LLC 9.033%, due 12/04/2025 73939VAA2 208,000 $220,870.00 0.10%
QUEST DIAGNOSTICS INC 4.20%, due 06/30/2029 74834LBA7 190,000 $225,260.24 0.10%
REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 455780CQ7 200,000 $211,339.20 0.10%
RUSSIAN FEDERATION N/C, 4.375%, due 03/21/2029 BD4B195 200,000 $229,700.00 0.10%
SAUDI ARABIAN OIL CO N/C, 4.25%, due 04/16/2039 M8237RAA2 200,000 $227,594.37 0.10%
SAUDI INTERNATIONAL BOND N/C, 3.75%, due 01/21/2055 80413TAR0 200,000 $216,111.80 0.10%
SLM Student Loan Trust Series 2008-8, Class B, Variable rate, due 10/25/2075 78445GAE3 220,000 $215,277.68 0.10%
Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 83613DAE6 273,878 $227,513.83 0.10%
TEACHERS INSUR & ANNUITY 3.30%, due 05/15/2050 878091BG1 220,000 $225,948.82 0.10%
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 89383JAA6 293,000 $220,482.50 0.10%
ARAB REPUBLIC OF EGYPT N/C, 5.577%, due 02/21/2023 03846JW30 200,000 $206,432.80 0.09%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 170,000 $196,238.57 0.09%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 180,000 $204,912.40 0.09%
CAESARS ENTERTAINMENT INC 6.25%, due 07/01/2025 28470RAH5 189,000 $193,725.00 0.09%
Colony American Finance Ltd Series 2020-3, Class XB, Variable rate, due 08/15/2053 21873CAE3 1,250,000 $208,604.38 0.09%
Countrywide Asset-Backed Certificates Series 2006-6, Class 1A1, Variable rate, due 09/25/2036 126670ZH4 201,297 $199,374.48 0.09%
ELANCO ANIMAL HEALTH INC 5.272%, due 08/28/2023 28414HAE3 182,000 $197,868.14 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 3137BTAF8 1,900,000 $187,255.07 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series KF73, Class AL, Variable rate, due 11/25/2029 3137FQKH5 190,000 $191,816.02 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 3137FNB25 1,800,000 $191,625.30 0.09%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 185,000 $207,728.18 0.09%
GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 361841AK5 175,000 $200,125.63 0.09%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 175,000 $199,239.27 0.09%
MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 589929V21 199,251 $194,225.65 0.09%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 175,000 $189,773.59 0.09%
SES SA 3.60%, due 04/04/2023 78413HAA7 200,000 $206,240.48 0.09%
Structured Asset Mortgage Investments Inc Series 2003-AR3, Class A1, Variable rate, due 11/19/2033 86358HUT4 194,998 $191,171.49 0.09%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 232,558 $200,904.36 0.09%
THE WALT DISNEY COMPANY 2.65%, due 01/13/2031 254687FX9 190,000 $205,997.25 0.09%
VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 92769XAM7 200,000 $208,500.00 0.09%
WILLIS NORTH AMERICA INC 2.95%, due 09/15/2029 970648AJ0 175,000 $190,834.00 0.09%
ANTERO RESOURCES CORP 5%, due 03/01/2025 03674XAJ5 236,000 $176,262.51 0.08%
AT&T INC 4.50%, due 05/15/2035 00206RCP5 150,000 $177,238.34 0.08%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 185,000 $174,782.78 0.08%
BANK OF AMERICA CORP Variable rate, due 10/22/2030 06051GHX0 165,000 $177,713.33 0.08%
Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 21872UAE4 1,635,685 $184,284.44 0.08%
Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 12643RAY4 165,981 $167,610.74 0.08%
FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 3136ARP44 2,740,923 $181,849.84 0.08%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X3, Variable rate, due 12/25/2041 3137B5KY8 4,000,000 $174,686.80 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 3137BDCY0 2,145,000 $168,292.84 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 3137BS5P4 3,746,754 $166,554.44 0.08%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 45668RAC2 201,175 $186,629.19 0.08%
KROGER CO 4.45%, due 02/01/2047 501044DG3 140,000 $171,125.57 0.08%
SHELL INTERNATIONAL FINANCE 4.375%, due 05/11/2045 822582BF8 150,000 $180,642.63 0.08%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 175,000 $186,341.76 0.08%
WAMU Mortgage Pass-Through Certificates Series 2004-AR12, Class A2A, Variable rate, due 10/25/2044 92922FZF8 175,883 $175,041.55 0.08%
Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 040104PC9 160,000 $155,063.36 0.07%
COMERICA INC Variable rate 200340AU1 135,000 $144,112.50 0.07%
EQT CORP 3.90%, due 10/01/2027 26884LAF6 170,000 $163,731.25 0.07%
FANNIE MAE Seried 2013-18, Class MI, 3%, due 02/25/2033 3136ACXN6 2,124,478 $146,634.45 0.07%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X1, Variable rate, due 08/25/2023 3137B5KX0 17,611,725 $154,127.25 0.07%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K037, Class X3, Variable rate, due 01/25/2042 3137B8G68 2,500,000 $155,258.50 0.07%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K728, Class X3, Variable rate, due 11/25/2045 3137FBTD8 2,230,000 $152,926.49 0.07%
FHLMC MULTIFAMILY STRUCTURED PASS TRHOUGH CERTS. Series K155, Class A3, 3.75%, due 04/25/2033 3137FG6T7 125,000 $151,880.83 0.07%
FRESENIUS US FINANCE II 4.25%, due 02/01/2021 35804GAJ7 150,000 $151,305.91 0.07%
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 63861VAA5 135,000 $143,366.84 0.07%
NUTRITION & BIOSCIENCES INC 3.468%, due 12/01/2050 67079BAF7 155,000 $159,267.82 0.07%
PLAINS ALL AMER PIPELINE 4.65%, due 10/15/2025 72650RBJ0 145,000 $154,838.97 0.07%
QWEST CORP N/C, 7.25%, due 09/15/2025 912920AK1 125,000 $143,956.30 0.07%
REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 760942BB7 130,143 $152,569.24 0.07%
Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 76110W7E0 147,715 $146,684.54 0.07%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 150,000 $145,393.25 0.07%
SIRIUS XM RADIO INC 3.875%, due 08/01/2022 82967NAY4 150,000 $151,500.00 0.07%
TENET HEALTHCARE CORP 4.625%, due 07/15/2024 88033GCS7 150,000 $152,587.50 0.07%
ABBVIE INC 4.05%, due 11/21/2039 00287YBR9 105,000 $121,042.80 0.06%
CENTENE CORP 4.25%, due 12/15/2027 15135BAR2 135,000 $142,146.90 0.06%
CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 161175BN3 100,000 $123,835.95 0.06%
Colony American Finance Ltd Series 2020-3, Class XA, Variable rate, due 08/15/2053 21873CAC7 1,548,394 $122,021.20 0.06%
ENERGY TRANSFER OPERATING Variable rate 29278NAB9 185,000 $137,039.68 0.06%
EVERGY METRO 4.20%, due 06/15/2047 485134BQ2 100,000 $122,722.41 0.06%
FANNIEMAE-ACES Series 2015- M4, Class X2, Variable rate, due 07/25/2022 3136AMM71 28,216,076 $127,356.08 0.06%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series K045, Class X1, Variable rate, due 01/25/2025 3137BHXK8 8,636,617 $135,745.17 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series KS05, Class X, Variable rate, due 01/25/2023 3137BQTR8 9,933,332 $123,892.49 0.06%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KS07, Class X, Variable rate, due 09/25/2025 3137BS6G3 4,993,111 $140,886.63 0.06%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series W5FX, Class AFX, Variable rate, due 04/25/2028 3137FG6Q3 125,000 $140,838.30 0.06%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 04/05/2021 345397YY3 125,000 $123,399.24 0.06%
KRAFT HEINZ FOODS CO 7.125%, due 08/01/2039 42307TAH1 100,000 $135,360.88 0.06%
LLOYDS BANK PLC N/C, 3.30%, due 05/07/2021 53944VAP4 125,000 $127,022.73 0.06%
MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 55303XAC9 117,000 $122,776.88 0.06%
PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 745332CH7 100,000 $123,932.28 0.06%
Residential Asset Mortgage Products, Inc. Series 2005-RZ3, Class M3, Variable rate, due 09/25/2035 76112BA42 131,933 $131,649.62 0.06%
Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 86365LAA9 128,401 $134,783.48 0.06%
T-MOBILE USA INC 3.875%, due 04/15/2030 87264ABE4 125,000 $141,058.75 0.06%
US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 90345WAA2 129,626 $126,631.21 0.06%
VODAFONE GROUP PLC 4.875%, due 06/19/2049 92857WBS8 113,000 $140,379.70 0.06%
Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 007036QH2 120,233 $103,822.39 0.05%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 05/26/2022 00774MAA3 110,000 $112,149.69 0.05%
AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 00774MAE5 115,000 $109,073.64 0.05%
BAT CAPITAL CORP 2.726%, due 03/25/2031 05526DBS3 100,000 $99,664.60 0.05%
BAYER US FINANCE II LLC 3.50%, due 06/25/2021 07274NAA1 100,000 $101,740.78 0.05%
CITIGROUP INC Variable rate, due 07/24/2023 172967LM1 100,000 $103,786.18 0.05%
COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 20049AAC2 5,600,000 $113,148.00 0.05%
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 20268JAF0 110,000 $109,740.62 0.05%
FAMILY DOLLAR STORES INC 5%, due 02/01/2021 307000AA7 100,000 $101,043.24 0.05%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 32028PAE5 123,907 $108,491.01 0.05%
FIRSTCASH INC 4.625%, due 09/01/2028 33767DAB1 100,000 $101,437.50 0.05%
GENERAL MOTORS FINL CO 4.375%, due 09/25/2021 37045XAQ9 115,000 $118,583.31 0.05%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 115,000 $119,988.13 0.05%
GTR ORLANDO FL AVIATION AUTH ARPT FACS 5%, due 10/01/2044 3922742E5 90,000 $106,956.90 0.05%
HCA INC 5.25%, due 04/15/2025 404119BQ1 90,000 $104,404.35 0.05%
HUMANA INC 3.15%, due 12/01/2022 444859BA9 100,000 $104,916.13 0.05%
LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 538034AR0 117,000 $107,391.38 0.05%
LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 53944YAK9 115,000 $118,307.47 0.05%
MASTR ASSET BACKED SECURITIES Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 576455AC3 148,019 $109,971.17 0.05%
METROPOLITAN EDISON CO 3.50%, due 03/15/2023 591894BY5 100,000 $104,878.81 0.05%
MIAMI-DADE CNTY FL AVIATION REV TAXABLE, 3.454%, due 10/01/2030 59333P2N7 105,000 $110,322.45 0.05%
PIPELINE FUNDING CO LLC 7.50%, due 01/15/2030 724060AA6 91,130 $120,364.24 0.05%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 100,000 $102,730.00 0.05%
SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 785592AM8 100,000 $114,538.83 0.05%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 100,000 $110,429.47 0.05%
TITAN ACQ/CO-BORROWER 7.75%, due 04/15/2026 88827AAA1 110,000 $110,275.00 0.05%
VODAFONE GROUP PLC 3.75%, due 01/16/2024 92857WBH2 100,000 $109,198.89 0.05%
WALGREEN CO 3.10%, due 09/15/2022 931422AH2 100,000 $104,987.44 0.05%
ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 015271AL3 75,000 $83,011.51 0.04%
ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 01882YAA4 75,000 $80,477.72 0.04%
AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 024836AA6 75,000 $79,022.57 0.04%
ANTERO RESOURCES CORP 5.125%, due 12/01/2022 03674XAC0 88,000 $79,552.00 0.04%
ANTERO RESOURCES CORP 5.625%, due 06/01/2023 03674XAF3 100,000 $82,625.00 0.04%
Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 00076BAB0 102,181 $97,550.32 0.04%
AVOLON HOLDINGS FNDG LTD 3.95%, due 07/01/2024 05401AAF8 100,000 $98,058.23 0.04%
CHENIERE ENERGY PARTNERS 5.25%, due 10/01/2025 16411QAB7 90,000 $91,710.00 0.04%
Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 12668BDC4 98,704 $93,692.87 0.04%
Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 12648ELW0 86,533 $87,039.67 0.04%
Equifirst Mortgage Loan Trust Series 2005-1, Class M3, Variable rate, due 04/25/2035 29445FCQ9 93,074 $93,225.55 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K715, Class X3, Variable rate, due 02/25/2041 3137BAHC9 11,000,000 $81,101.90 0.04%
FLORIDA POWER & LIGHT CO 3.95%, due 03/01/2048 341081FQ5 75,000 $94,860.48 0.04%
FORD MOTOR CREDIT CO LLC N/C, 3.219%, due 01/09/2022 345397XA6 96,000 $95,640.00 0.04%
GENERAL MOTORS FINL CO 3.45%, due 04/10/2022 37045XAW6 80,000 $82,371.09 0.04%
GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 38378XLU3 1,737,170 $81,795.86 0.04%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 88,335 $86,502.12 0.04%
HEALTHPEAK PROPERTIES 4%, due 06/01/2025 40414LAN9 75,000 $84,414.77 0.04%
Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 45254NML8 87,161 $85,605.26 0.04%
J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 466275AB0 94,054 $87,966.81 0.04%
Morgan Stanley ReRemic Trust Series 2014-R8, Class 3B1, Variable rate, due 06/26/2047 61764KAM5 82,335 $78,755.88 0.04%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 105,000 $82,908.53 0.04%
PETROLEOS MEXICANOS 6.95%, due 01/28/2060 71654QDF6 110,000 $86,754.25 0.04%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 100,000 $94,838.88 0.04%
TC PIPELINES LP 3.90%, due 05/25/2027 87233QAC2 75,000 $82,042.07 0.04%
T-MOBILE USA INC 4.75%, due 02/01/2028 87264AAV7 74,000 $79,271.76 0.04%
T-MOBILE USA INC 6%, due 03/01/2023 87264AAM7 90,000 $90,225.00 0.04%
TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 89382PAA3 104,520 $91,259.02 0.04%
TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 898813AK6 75,000 $77,804.70 0.04%
UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 91412GTG0 75,000 $89,379.75 0.04%
VENTAS REALTY LP 4%, due 03/01/2028 92277GAM9 75,000 $82,778.71 0.04%
VODAFONE GROUP PLC 4.25%, due 09/17/2050 92857WBU3 80,000 $92,450.49 0.04%
AERCAP IRELAND CAP/GLOBAL 4.125%, due 07/03/2023 00774MAF2 55,000 $56,632.30 0.03%
AT&T INC 4.80%, due 06/15/2044 00206RCG5 60,000 $69,946.51 0.03%
BALL CORP 4%, due 11/15/2023 058498AS5 58,000 $61,555.40 0.03%
DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 23332UBV5 84,249 $74,230.62 0.03%
ENERGY TRANSFER OPERATNG 5%, due 05/15/2050 29278NAR4 70,000 $66,289.98 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K022, Class X3, Variable rate, due 08/25/2040 3137AVXQ5 2,500,000 $67,038.25 0.03%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KC04, Class X1, Variable rate, due 12/25/2026 3137FMCG5 1,364,855 $74,126.90 0.03%
First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 32051GAA3 59,590 $59,844.58 0.03%
Fremont Home Loan Trust Series 2005-D, Class 2A4, Variable rate, due 11/25/2035 35729PME7 77,378 $76,862.32 0.03%
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 38869PAL8 58,000 $60,233.87 0.03%
KRAFT HEINZ FOODS CO N/C, 5%, due 06/04/2042 50076QAE6 55,000 $60,558.48 0.03%
QWEST CORP 6.75%, due 12/01/2021 74913GAX3 54,000 $56,711.92 0.03%
SEALED AIR CORP 5.50%, due 09/15/2025 81211KAX8 60,000 $66,937.51 0.03%
SERVICE CORP INTL 4.625%, due 12/15/2027 817565CD4 61,000 $64,838.44 0.03%
SPECTRUM BRANDS INC 6.125%, due 12/15/2024 84762LAS4 60,000 $61,537.50 0.03%
Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 863579SU3 60,287 $59,280.51 0.03%
Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 86360JAA9 72,882 $67,635.43 0.03%
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 89376VAA8 54,000 $55,391.58 0.03%
WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 93363TAA0 68,167 $61,886.04 0.03%
Carrington Mortgage Loan Trust Series 2005-NC5, Class M1, Variable rate, due 10/25/2035 144531DN7 51,084 $51,096.49 0.02%
COMM MORTGAGE TRUST Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 1,535,792 $41,956.92 0.02%
Conseco Financial Corp Series 1996-7, Class M1, Variable rate, due 09/15/2026 393505PN6 33,376 $34,331.64 0.02%
GS Mortgage Securities Trust Series 2020-UPTN, Class XA, Variable rate, due 12/10/2039 36258PAC1 2,600,000 $39,221.00 0.02%
RUBY PIPELINE LLC Variable rate, due 04/01/2022 781172AB7 56,591 $48,577.26 0.02%
SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 78388JAV8 40,000 $40,987.50 0.02%
SUNOCO LOGISTICS PARTNERS 4%, due 10/01/2027 86765BAU3 50,000 $51,379.59 0.02%
T-MOBILE USA INC 2.55%, due 02/15/2031 87264ABJ3 35,000 $35,741.30 0.02%
TRANE TECHNOLOGIES LUX 3.55%, due 11/01/2024 456873AB4 40,000 $44,204.44 0.02%
ABBVIE INC 4.25%, due 11/21/2049 00287YBS7 20,000 $23,677.89 0.01%
AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 00772BAR2 20,000 $20,382.35 0.01%
BACARDI LTD 5.30%, due 05/15/2048 067316AH2 15,000 $19,215.17 0.01%
Citigroup Mortgage Loan Trust Series 2005-HE4, Class M1, Variable rate, due 10/25/2035 17307GP69 18,725 $19,246.05 0.01%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 20,000 $21,233.20 0.01%
FANNIEMAE-ACES Series 2012-M4, Class X1, Variable rate, due 04/25/2022 3136A56Z4 5,453,895 $26,829.89 0.01%
FORD MOTOR CREDIT CO LLC N/C, 5.75%, due 02/01/2021 345397VR1 30,000 $30,290.25 0.01%
GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 38378KQ69 676,388 $14,375.95 0.01%
INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 45824TAY1 18,000 $11,278.80 0.01%
JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 46590XAB2 20,000 $21,769.00 0.01%
MAUSER PACKAGING SOLUTIONS 5.50%, due 04/15/2024 12429TAD6 20,000 $20,006.60 0.01%
Mid-State Trust Series 2010-1, Class A, 3.50%, due 12/15/2045 59560WAA5 18,719 $19,119.63 0.01%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 30,430 $29,495.52 0.01%
OI EUROPEAN GROUP BV 4%, due 03/15/2023 67777LAC7 18,000 $18,258.75 0.01%
PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 72147KAE8 20,000 $21,200.00 0.01%
SEALED AIR CORP 4%, due 12/01/2027 81211KAY6 20,000 $20,975.00 0.01%
SHELL INTERNATIONAL FINANCE 4%, due 05/10/2046 822582BQ4 10,000 $11,456.22 0.01%
US AIRWAYS 2001-1G PASS 7.076%, due 03/20/2021 90332UAN3 26,811 $25,097.08 0.01%
FANNIEMAE-ACES Series 2014-M6, Class X2, Variable rate, due 05/25/2021 3136AJ7K6 1,281,551 $250.80 0.00%
FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 3136AT5H3 315,586 $8,180.00 0.00%
FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 3136AQ5K2 238,453 $3,286.85 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K012, Class X3, Variable rate, due 01/25/2041 3137A8PR3 5,413,749 $676.72 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K101, Class X3, Variable rate, due 11/25/2044 3137A6BC5 999,365 $1,368.83 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K714, Class X3, Variable rate, due 01/25/2042 3137B6ZP9 8,597,701 $2,176.94 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K719, Class X1, Variable rate, due 06/25/2022 3137BKVQ0 490,635 $357.97 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K720, Class X1, Variable rate, due 08/25/2022 3137BLUS5 1,383,954 $8,032.19 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KAIV, Class X2, Variable rate, due 06/25/2041 3137ABFK2 550,000 $6,635.92 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Serkes K011, Class X3, Variable rate, due 12/25/2043 3137A7NX4 3,000,000 $6,353.10 0.00%
HEALTHPEAK PROPERTIES 4.25%, due 11/15/2023 40414LAJ8 3,000 $3,292.32 0.00%
US ULTRA BOND CBT Dec20 WNZ0 -56 ($12,069,750.00) -5.49%
US Dollar $USD -17,833,411 ($17,833,411.37) -8.11%
US 10yr Ultra Fut Dec20 UXYZ0 -150 ($23,643,750.00) -10.75%
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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