First Trust TCW Unconstrained Plus Bond ETF (UCON)
Holdings of the Fund as of 8/5/2020

Total Number of Holdings (excluding cash): 504

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
Fannie Mae or Freddie Mac TBA, 2.50%, due 04/01/2050 01F022691 7,475,000 $7,842,213.93 4.02%
Fannie Mae or Freddie Mac TBA, 2%, due 05/01/2050 01F020695 6,650,000 $6,866,544.68 3.52%
U.S. Treasury Bill, 0%, due 01/28/2021 912796UC1 6,625,000 $6,621,699.03 3.39%
U.S. Treasury Bill, 0%, due 01/21/2021 9127963V9 6,585,000 $6,581,773.35 3.37%
US 5YR NOTE (CBT) Sep20 FVU0 38 $4,791,562.50 2.46%
U.S. Treasury Bill, 0%, due 11/12/2020 9127962Z1 2,550,000 $2,549,305.84 1.31%
MORGAN STANLEY 3.70%, due 10/23/2024 61761JVL0 1,710,000 $1,915,920.45 0.98%
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 36164QNA2 1,690,000 $1,757,922.51 0.90%
JPMORGAN CHASE & CO Variable rate, due 07/23/2029 46647PAV8 1,460,000 $1,753,326.01 0.90%
U.S. Treasury Bill, 0%, due 09/10/2020 912796TJ8 1,735,000 $1,734,869.27 0.89%
U.S. Treasury Bill, 0%, due 01/07/2021 9127963T4 1,575,000 $1,574,292.55 0.81%
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 393505X80 1,542,255 $1,528,098.63 0.78%
U.S. Treasury Bill, 0%, due 01/14/2021 9127963U1 1,450,000 $1,449,319.11 0.74%
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 07274NAL7 1,055,000 $1,254,721.97 0.64%
GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 362439AE1 1,300,000 $1,228,731.27 0.63%
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 61750SAD4 2,262,302 $1,199,518.45 0.61%
Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 54251UAD8 2,612,040 $1,090,011.78 0.56%
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 85208NAD2 1,005,000 $1,096,600.74 0.56%
UNITED MEXICAN STATES 3.25%, due 04/16/2030 91087BAH3 996,000 $1,025,830.20 0.53%
Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 66989EAA3 1,070,387 $1,017,152.12 0.52%
WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 93364BAA8 1,121,189 $1,019,367.98 0.52%
WEA FINANCE LLC 3.15%, due 04/05/2022 92928QAC2 1,000,000 $1,018,690.96 0.52%
Citigroup Mortgage Loan Trust Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 17310VAB6 1,239,145 $994,717.98 0.51%
Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 1248P8AK5 957,000 $1,003,018.78 0.51%
AT&T INC 4.75%, due 05/15/2046 00206RCQ3 755,000 $951,612.89 0.49%
CIGNA CORP 4.375%, due 10/15/2028 125523AH3 795,000 $962,575.73 0.49%
Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 86361WAA9 1,029,938 $952,299.01 0.49%
Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 07386HKU4 969,935 $946,469.41 0.48%
CVS HEALTH CORP 5.05%, due 03/05/2048 126650CZ1 670,000 $934,614.29 0.48%
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 46630MAG7 1,292,166 $937,830.61 0.48%
SUNOCO LOGISTICS PARTNERS 5.40%, due 10/01/2047 86765BAV1 930,000 $938,181.61 0.48%
WELLS FARGO & COMPANY Variable rate, due 04/04/2051 95000U2M4 635,000 $929,023.99 0.48%
PNM RESOURCES INC 3.25%, due 03/09/2021 69349HAC1 900,000 $911,006.51 0.47%
BCAP LLC Trust Series 2015-RR2, Cass 25A3, Variable rate, due 10/28/2036 05544JCL2 1,000,000 $902,582.10 0.46%
Fannie Mae FN AM9897, 3.50%, due 09/01/2035 3138LA7K9 741,641 $899,493.80 0.46%
Ace Securities Corp. Variable rate, due 06/25/2036 00441TAD5 1,046,512 $874,081.68 0.45%
Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M3, Variable rate, due 03/25/2036 76112BZ45 900,000 $886,986.63 0.45%
HCA INC 5.25%, due 06/15/2049 404119BZ1 640,000 $858,191.90 0.44%
MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 57629WCH1 750,000 $856,898.91 0.44%
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 761713BB1 645,000 $849,912.63 0.44%
Bear Stearns Mortgage Funding Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 07400HAA1 925,284 $840,783.79 0.43%
Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 52520MFB4 1,028,658 $830,967.72 0.43%
TBW Mortgage Backed Pass Through Certificates Series 2006-4, Class A4, Variable rate, due 09/25/2036 872224AE0 860,128 $840,073.32 0.43%
CIM Trust Series 2017-8, Class A1, Variable rate, due 12/25/2065 12553RAA4 814,679 $814,204.86 0.42%
MASTR Adjustable Rate Mortgages Trust Series 2004-14, Class B1, Variable rate, due 01/25/2035 576433VD5 820,000 $828,539.48 0.42%
CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 161175BN3 600,000 $792,009.84 0.41%
GOLDMAN SACHS GROUP INC 2.60%, due 02/07/2030 38141GXG4 735,000 $796,129.95 0.41%
GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 38144RAC1 813,232 $800,452.64 0.41%
U.S. Treasury Bill, 0%, due 11/27/2020 9127963B3 800,000 $799,755.17 0.41%
Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 09774XBT8 2,369,065 $776,283.74 0.40%
INTEL CORP 3.734%, due 12/08/2047 458140BG4 615,000 $775,076.17 0.40%
JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 46629QAG1 965,951 $774,883.93 0.40%
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 50077LAB2 730,000 $771,470.42 0.40%
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 86363LAB9 827,560 $789,725.01 0.40%
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 86364RAA7 852,684 $788,970.47 0.40%
SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 78445JAB3 800,000 $765,141.68 0.39%
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 02660TGN7 809,519 $738,964.29 0.38%
AT&T INC 4.85%, due 03/01/2039 00206RHK1 594,000 $749,345.06 0.38%
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 07401LAA1 825,429 $741,996.04 0.38%
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 53944YAL7 665,000 $734,581.63 0.38%
CYRUSONE LP/CYRUSONE FIN 3.45%, due 11/15/2029 23283PAR5 665,000 $730,858.28 0.37%
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 78444EAE9 905,000 $718,684.21 0.37%
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 001192AH6 500,000 $715,007.50 0.37%
BARNABAS HEALTH INC 4%, due 07/01/2028 06769QAA8 635,000 $712,030.00 0.36%
EXXON MOBIL CORPORATION 4.327%, due 03/19/2050 30231GBG6 515,000 $696,522.75 0.36%
Fannie Mae FN BL5962, 2.38%, due 03/01/2030 3140HXTU4 645,995 $709,505.39 0.36%
LOS ANGELES CA DEPT OF WTR & P TAXABLE-BABS-SER C, 6.008%, due 07/01/2039 544525NZ7 500,000 $697,970.00 0.36%
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 544646XZ0 500,000 $705,950.00 0.36%
RAYMOND JAMES FINANCIAL 3.625%, due 09/15/2026 754730AE9 615,000 $697,071.92 0.36%
Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 86362XAA6 785,066 $705,577.53 0.36%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series Q006, Class APT1, Variable rate, due 07/25/2026 3137FCL51 671,784 $674,162.98 0.35%
NXP BV/NXP FUNDING LLC 4.125%, due 06/01/2021 62947QAU2 670,000 $688,746.00 0.35%
ZIMMER BIOMET HOLDINGS 3.55%, due 03/20/2030 98956PAT9 600,000 $675,897.64 0.35%
Freddie Mac FR WN0006, 3.42%, due 07/01/2030 3132XEAG6 577,337 $672,530.06 0.34%
IHS MARKIT LTD 4.75%, due 02/15/2025 44962LAB3 580,000 $658,479.80 0.34%
IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 45661EAV6 721,677 $666,927.84 0.34%
NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 63861VAD9 630,000 $657,566.64 0.34%
REPUBLIC OF COLOMBIA 3.875%, due 04/25/2027 195325DL6 600,000 $659,136.00 0.34%
SANTANDER UK PLC N/C, 3.40%, due 06/01/2021 80283LAT0 650,000 $666,131.79 0.34%
WASTE CONNECTIONS INC 2.60%, due 02/01/2030 94106BAA9 600,000 $658,475.71 0.34%
CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 1248EPCE1 609,000 $647,826.80 0.33%
DUQUESNE LIGHT HOLDINGS 5.90%, due 12/01/2021 266233AD7 600,000 $635,022.74 0.33%
FANNIEMAE-ACES Series 2016-M2, Class AL, 3.471%, due 04/25/2036 3136AQ5J5 613,743 $640,045.10 0.33%
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 411640AA3 740,783 $653,161.23 0.33%
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 68383NDW0 692,944 $647,833.17 0.33%
CITIGROUP INC Variable rate, due 04/23/2029 172967LW9 525,000 $615,564.98 0.32%
INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 74445PAC6 500,000 $627,487.45 0.32%
Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 61753VAC6 1,448,997 $620,357.64 0.32%
AERCAP IRELAND CAP/GLOBAL 4.50%, due 05/15/2021 00772BAF8 600,000 $612,651.38 0.31%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 41161PSM6 641,188 $606,323.68 0.31%
HEALTHCARE REALTY TRUST 3.75%, due 04/15/2023 421946AH7 575,000 $606,017.41 0.31%
HEALTHCARE TRUST OF AMER 3.70%, due 04/15/2023 42225UAB0 575,000 $607,895.38 0.31%
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 477164AA5 600,000 $614,250.00 0.31%
AIR LEASE CORP 3.875%, due 07/03/2023 00912XBC7 570,000 $587,107.87 0.30%
AMCOR FINANCE USA INC 4.50%, due 05/15/2028 02343UAH8 490,000 $582,855.78 0.30%
CUBESMART LP 4.375%, due 02/15/2029 22966RAE6 500,000 $592,491.52 0.30%
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 78444YAE5 650,000 $591,832.35 0.30%
UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 913366KC3 510,000 $576,157.20 0.30%
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 01626PAH9 510,000 $567,431.00 0.29%
CAMDEN PROPERTY TRUST 2.95%, due 12/15/2022 133131AT9 550,000 $574,828.31 0.29%
Fannie Mae FN AM2974, 4.10%, due 04/01/2043 3138L3JU0 486,208 $565,290.72 0.29%
IHS MARKIT LTD 4.75%, due 08/01/2028 44962LAF4 465,000 $568,195.13 0.29%
Structured Adjustable Rate Mortgage Loan Trust Series 2006-11, Class 1A1, Variable rate, due 12/25/2036 86362HAA1 603,200 $560,254.55 0.29%
WELLS FARGO & COMPANY Variable rate, due 05/22/2028 95000U2A0 510,000 $575,157.20 0.29%
WILLIAMS COMPANIES INC 3.75%, due 06/15/2027 96949LAD7 510,000 $564,914.44 0.29%
BANK OF AMERICA CORP Variable rate, due 02/07/2030 06051GHQ5 465,000 $550,369.68 0.28%
CHURCHILL DOWNS INC 5.50%, due 04/01/2027 171484AG3 515,000 $544,697.47 0.28%
CITIGROUP INC Variable rate, due 04/24/2025 172967MF5 500,000 $545,362.22 0.28%
CYRUSONE LP/CYRUSONE FIN 2.90%, due 11/15/2024 23283PAQ7 515,000 $555,831.78 0.28%
Fannie Mae Series 2011-130, Class NW, Variable rate, due 12/25/2041 3136A2D26 532,547 $547,995.10 0.28%
GEORGIA-PACIFIC LLC 5.40%, due 11/01/2020 37331NAB7 540,000 $546,569.02 0.28%
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 44409MAA4 500,000 $537,928.84 0.28%
PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 708696BX6 500,000 $550,762.83 0.28%
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 024836AB4 500,000 $534,150.56 0.27%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 233851DV3 520,000 $519,530.57 0.27%
FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 3136A9VM7 498,998 $531,048.18 0.27%
Freddie Mac FR WA3208, 3.98%, due 04/01/2034 3132WWYE6 440,512 $533,904.88 0.27%
KIMCO REALTY CORP 3.40%, due 11/01/2022 49446RAN9 500,000 $530,762.86 0.27%
KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 50077LAY2 480,000 $531,122.65 0.27%
SAN FRANCISCO CALIF CITY & CNTY ARPTS COMMN 5%, due 05/01/2049 79766DMB2 430,000 $527,592.80 0.27%
SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 845437BR2 450,000 $532,591.69 0.27%
Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 86360KAE8 554,871 $526,272.24 0.27%
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 86359LTG4 591,538 $536,410.31 0.27%
TENET HEALTHCARE CORP 5.125%, due 11/01/2027 88033GDA5 500,000 $531,250.00 0.27%
ALEXANDRIA REAL ESTATE EQUITIES 3.80%, due 04/15/2026 015271AP4 450,000 $516,651.90 0.26%
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 02660BAA0 943,944 $514,986.59 0.26%
GLOBAL PAYMENTS INC 3.80%, due 04/01/2021 891906AD1 500,000 $509,468.61 0.26%
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 39539KAD5 533,676 $507,249.64 0.26%
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 576429AA2 549,029 $508,873.86 0.26%
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 715638DA7 453,000 $514,635.18 0.26%
UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 909319AA3 545,795 $511,837.98 0.26%
ABBVIE INC 4.55%, due 03/15/2035 00287YCK3 390,000 $494,974.69 0.25%
AVIATION CAPITAL GROUP N/C, Variable rate, due 06/01/2021 05369AAG6 500,000 $484,258.14 0.25%
DOMINICAN REPUBLIC 6%, due 07/19/2028 P3579ECB1 450,000 $480,181.50 0.25%
FARMERS INS EXCH Variable rate, due 11/01/2057 309601AE2 465,000 $484,188.96 0.25%
FHLMC Multifamily Structured Pass Through Certs. Series K716, Class X3, Variable rate, due 08/25/2042 3137BDDE3 30,235,000 $491,064.78 0.25%
Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 3137FQKX0 4,095,000 $479,299.28 0.25%
GENERAL MOTORS FINL CO 3.55%, due 04/09/2021 37045XCJ3 475,000 $483,159.82 0.25%
KINDER MORGAN INC 5.55%, due 06/01/2045 49456BAH4 370,000 $483,567.75 0.25%
SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 Y8T6JPAA4 400,000 $481,910.40 0.25%
WALGREENS BOOTS ALLIANCE 4.80%, due 11/18/2044 931427AC2 435,000 $494,808.05 0.25%
Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 93934XAA1 598,263 $478,357.30 0.25%
WRKCO INC 4.65%, due 03/15/2026 92940PAB0 405,000 $479,076.84 0.25%
GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 39538RBW8 520,865 $469,802.29 0.24%
INTL FLAVOR & FRAGRANCES 4.45%, due 09/26/2028 459506AK7 400,000 $463,151.70 0.24%
PETROLEOS DEL PERU SA 4.75%, due 06/19/2032 P7808BAA5 400,000 $465,004.00 0.24%
Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 86360QAE5 533,171 $472,107.86 0.24%
IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 45660LUD9 503,421 $442,946.17 0.23%
KILROY REALTY LP 4.375%, due 10/01/2025 49427RAL6 400,000 $444,246.42 0.23%
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 698299BK9 400,000 $450,754.00 0.23%
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 92925CDA7 463,991 $447,139.15 0.23%
CONSTELLATION BRANDS INC 4.25%, due 05/01/2023 21036PAL2 390,000 $428,953.91 0.22%
Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 3136A1L60 2,599,328 $434,782.86 0.22%
FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 3137FPJQ9 7,193,949 $438,036.68 0.22%
KILROY REALTY LP 3.45%, due 12/15/2024 49427RAM4 400,000 $426,725.50 0.22%
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 836205AU8 458,000 $434,110.72 0.22%
SMITHFIELD FOODS INC 5.20%, due 04/01/2029 832248BB3 387,000 $431,580.61 0.22%
THE WALT DISNEY COMPANY 4%, due 10/01/2023 254687CR5 390,000 $429,254.05 0.22%
BERKSHIRE HATHAWAY FINANCE 4.25%, due 01/15/2049 084664CR0 295,000 $405,246.34 0.21%
CITIGROUP INC Variable rate, due 06/03/2031 172967MS7 390,000 $418,553.16 0.21%
Citigroup Mortgage Loan Trust Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 17313CAD1 425,000 $403,266.56 0.21%
EQT CORP 3.90%, due 10/01/2027 26884LAF6 435,000 $412,023.30 0.21%
Fannie Mae FN BL!882, 3.60%, due 03/01/2034 3140HTCU1 326,000 $402,018.53 0.21%
GENERAL MOTORS FINL CO 3.20%, due 07/06/2021 37045XBM7 405,000 $411,941.67 0.21%
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 45824TBA2 625,000 $418,687.50 0.21%
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 69370PAH4 400,000 $417,299.98 0.21%
QUEST DIAGNOSTICS INC 4.20%, due 06/30/2029 74834LBA7 340,000 $411,801.30 0.21%
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 195325DR3 400,000 $415,354.00 0.21%
Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 86359LJA8 422,338 $402,831.14 0.21%
Colony American Finance Ltd 2.296%, due 03/15/2050 21872UAC8 405,000 $394,868.07 0.20%
FHLMC Multifamily Structured Pass Through Certs. Series K031, Class X1, Variable rate, due 04/25/2023 3137B3NY0 76,995,825 $399,084.76 0.20%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K044, Class X1, Variable rate, due 01/25/2025 3137BHCZ8 14,451,276 $387,837.56 0.20%
NEW YORK CITY NY MUNI WTR FIN AUTH 3%, due 06/15/2050 64972GWG5 365,000 $389,006.05 0.20%
NEW YORK CITY NY TRANSITIONAL 4%, due 08/01/2038 64971XCV8 330,000 $381,991.50 0.20%
WASTE PRO USA INC 5.50%, due 02/15/2026 94107JAA1 370,000 $380,950.15 0.20%
WELLS FARGO & COMPANY Variable rate, due 02/11/2031 95000U2J1 360,000 $384,633.07 0.20%
321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 46617JAA4 323,129 $380,059.91 0.19%
BECTON DICKINSON AND CO Variable rate, due 12/29/2020 075887CF4 375,000 $375,122.96 0.19%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K025, Class X3, Variable rate, due 11/25/2040 3137AYCG4 11,075,000 $379,905.73 0.19%
FHLMC Multifamily Structured Pass Through Certs. Series K042, Class X1, Variable rate, due 12/25/2024 3137BFXU0 9,587,799 $379,043.10 0.19%
Freddie Mac FR WA3303, 3.83%, due 05/01/2035 3132WW3M2 294,851 $361,358.55 0.19%
JPMORGAN CHASE & CO Variable rate, due 06/01/2028 46647PBR6 355,000 $374,940.60 0.19%
KROGER CO 4.45%, due 02/01/2047 501044DG3 290,000 $378,718.89 0.19%
Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 86359DUR6 381,133 $371,499.03 0.19%
MLCC Mortgage Investors Inc Series 2004-E, Class A2B, Variable rate, due 11/25/2029 59020UJR7 367,874 $365,271.35 0.19%
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 78413KAB8 335,000 $361,776.74 0.19%
SPRINT CORP 7.875%, due 09/15/2023 85207UAF2 320,000 $373,907.20 0.19%
STATE OF QATAR 4.50%, due 04/23/2028 BFYY529 302,000 $367,373.94 0.19%
Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 94986DAA0 391,701 $374,673.36 0.19%
ESSEX PORTFOLIO LP 3.625%, due 08/15/2022 29717PAD9 325,000 $341,621.27 0.18%
FORD MOTOR CREDIT CO LLC N/C, 3.20%, due 01/15/2021 345397XQ1 350,000 $351,312.50 0.18%
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 63861VAC1 325,000 $355,470.12 0.18%
PETROBRAS GLOBAL FINANCE 5.093%, due 01/15/2030 71647NBF5 333,000 $346,819.50 0.18%
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 77340RAR8 350,000 $343,875.00 0.18%
T-MOBILE USA INC 2.55%, due 02/15/2031 87264ABJ3 325,000 $341,708.25 0.18%
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 91740PAC2 340,000 $355,721.60 0.18%
VODAFONE GROUP PLC 5.25%, due 05/30/2048 92857WBM1 250,000 $344,276.43 0.18%
WILLIS NORTH AMERICA INC 2.95%, due 09/15/2029 970648AJ0 325,000 $357,251.48 0.18%
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 07274NAN3 265,000 $334,196.68 0.17%
BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 05530VAA7 388,038 $324,476.98 0.17%
CSC HOLDINGS LLC 6.50%, due 02/01/2029 126307AZ0 287,000 $326,727.98 0.17%
INGERSOLL-RAND CO N/C, 9%, due 08/15/2021 456866AG7 300,000 $322,550.04 0.17%
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 46628SAH6 708,239 $329,713.33 0.17%
MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 59261AG76 280,000 $327,868.80 0.17%
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 78444FAF3 325,000 $330,955.89 0.17%
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 03522AAJ9 235,000 $304,413.13 0.16%
BOSTON PROPERTIES LP 4.125%, due 05/15/2021 10112RAS3 300,000 $305,494.06 0.16%
DAIMLER FINANCE NA LLC 2.20%, due 10/30/2021 233851CK8 310,000 $314,817.12 0.16%
DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 247367AX3 318,073 $312,253.87 0.16%
EXXON MOBIL CORPORATION 2.61%, due 10/15/2030 30231GBN1 275,000 $305,455.98 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K726, Class X1, Variable rate, due 04/25/2024 3137BYPS3 11,929,853 $305,758.54 0.16%
Ford Motor Co 0%, due 10/08/2020 3454G0K80 310,000 $307,988.10 0.16%
FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 345397YL1 300,000 $302,535.00 0.16%
PETROLEOS MEXICANOS 6.625%, due 06/15/2035 706451BG5 370,000 $320,185.06 0.16%
POWERTEAM SERVICES LLC 9.033%, due 12/04/2025 73939VAA2 300,000 $320,632.50 0.16%
T-MOBILE USA INC 4.375%, due 04/15/2040 87264AAW5 250,000 $307,975.00 0.16%
VENTAS REALTY LP 3.75%, due 05/01/2024 92277GAD9 300,000 $320,775.38 0.16%
WALGREENS BOOTS ALLIANCE 3.30%, due 11/18/2021 931427AF5 300,000 $308,823.26 0.16%
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 02377AAA6 350,786 $297,368.29 0.15%
AMERICAN WATER CAPITAL CORP 3.45%, due 06/01/2029 03040WAU9 250,000 $293,337.68 0.15%
BAT CAPITAL CORP 4.54%, due 08/15/2047 05526DBF1 250,000 $288,208.40 0.15%
CONAGRA BRANDS INC 4.60%, due 11/01/2025 205887CB6 250,000 $292,444.57 0.15%
CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 21079NAA9 303,569 $291,227.57 0.15%
Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 12667GME0 322,279 $290,410.25 0.15%
Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 02148BAC8 367,151 $297,310.82 0.15%
Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 02150PAB4 322,948 $287,952.54 0.15%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K057, Class X1, Variable rate, due 07/25/2026 3137BRQL2 4,923,047 $296,640.64 0.15%
FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X1, Variable rate, due 01/25/2026 3137BPCR8 6,922,237 $294,123.77 0.15%
FORD MOTOR CREDIT 0%, due 01/08/2021 3454G0N87 295,000 $290,011.55 0.15%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 345397ZG1 300,000 $291,063.09 0.15%
HCA INC 5%, due 03/15/2024 404119BN8 260,000 $293,255.38 0.15%
Homebanc Mortgage Trust Series 2005-4, Class A1, Variable rate, due 10/25/2035 43739EBS5 293,505 $292,059.12 0.15%
KAZMUNAYGAS NATIONAL CO N/C, 5.75%, due 04/19/2047 Y4596HAD9 218,000 $284,483.24 0.15%
LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 527298BK8 289,000 $294,879.72 0.15%
Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 86362XAP3 320,087 $286,736.45 0.15%
VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 92769XAP0 270,000 $295,404.30 0.15%
WELLS FARGO & COMPANY 4.15%, due 01/24/2029 95000U2D4 250,000 $298,917.14 0.15%
WELLS FARGO & COMPANY Variable rate, due 04/30/2041 95000U2Q5 270,000 $299,944.94 0.15%
WELLS FARGO & COMPANY Variable rate, due 10/30/2030 95000U2G7 265,000 $291,572.55 0.15%
ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 035240AN0 215,000 $269,968.07 0.14%
BERKSHIRE HATHAWAY FINANCE 4.20%, due 08/15/2048 084664CQ2 205,000 $279,107.56 0.14%
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 10112RAY0 250,000 $271,812.20 0.14%
CENTENE CORP 4.625%, due 12/15/2029 15135BAT8 250,000 $281,706.25 0.14%
CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 12554EAA2 276,555 $272,702.62 0.14%
CODELCO INC 3.625%, due 08/01/2027 P3143NAY0 250,000 $276,462.71 0.14%
FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 3136B7HP9 6,100,000 $280,846.44 0.14%
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 361841AH2 250,000 $280,968.75 0.14%
GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 38380WUG2 2,151,564 $269,421.60 0.14%
IndyMac INDX Mortgage Loan Trust Series 2006-AR21, Class A1, Variable rate, due 08/25/2036 45660HAA6 302,628 $268,907.69 0.14%
MASSACHUSETTS ST 3%, due 03/01/2048 57582RA89 255,000 $279,046.50 0.14%
NATIONAL RETAIL PROP INC 3.90%, due 06/15/2024 637417AG1 250,000 $271,931.16 0.14%
PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 70014LAB6 290,000 $276,227.06 0.14%
PARTNERS HEALTHCARE SYSTEM 3.342%, due 07/01/2060 70213HAF5 235,000 $270,308.24 0.14%
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 80281LAJ4 250,000 $278,793.01 0.14%
STATE OF QATAR 4.625%, due 06/02/2046 BZ6CSL1 200,000 $277,830.00 0.14%
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 89383JAA6 293,000 $269,560.00 0.14%
VEREIT OPERATING PARTNERSHIP 4.625%, due 11/01/2025 92340LAD1 250,000 $274,776.67 0.14%
WELLTOWER INC 3.75%, due 03/15/2023 42217KBA3 250,000 $265,375.24 0.14%
ABBVIE INC 4.45%, due 05/14/2046 00287YAW9 200,000 $258,598.57 0.13%
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 07401MAA9 277,695 $246,653.39 0.13%
Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 07401VAA9 279,924 $257,420.11 0.13%
CAMPBELL SOUP CO Variable rate, due 03/15/2021 134429BC2 250,000 $250,142.44 0.13%
CONAGRA BRANDS INC N/C, Variable rate, due 10/09/2020 205887BW1 250,000 $250,080.13 0.13%
Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 12643RAY4 245,565 $248,681.75 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K021, Class X3, Variable rate, due 07/25/2040 3137AUPG8 8,139,000 $255,742.03 0.13%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KIR1, Class X, Variable rate, due 03/25/2026 3137BP7A1 5,101,714 $259,035.93 0.13%
GENERAL ELECTRIC CO N/C, 5.875%, due 01/14/2038 36962G3P7 205,000 $247,075.19 0.13%
GENERAL MOTORS FINL CO 4.20%, due 03/01/2021 37045XBF2 250,000 $253,703.99 0.13%
GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 38374EP35 1,591,240 $254,811.85 0.13%
GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2029 38141GWV2 220,000 $254,879.60 0.13%
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 N6000DAA1 250,000 $253,496.21 0.13%
MORGAN STANLEY Variable rate, due 07/22/2022 61744YAJ7 250,000 $251,541.50 0.13%
PARK AEROSPACE HOLDINGS 3.625%, due 03/15/2021 70014LAD2 250,000 $245,045.95 0.13%
REPUBLIC OF COLOMBIA 5.20%, due 05/15/2049 195325DQ5 200,000 $262,727.00 0.13%
REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 917288BK7 200,000 $248,315.00 0.13%
SAUDI ARABIAN OIL CO N/C, 4.25%, due 04/16/2039 M8237RAA2 200,000 $244,280.85 0.13%
SAUDI INTERNATIONAL BOND N/C, 4.50%, due 10/26/2046 M6320UAC3 200,000 $257,113.00 0.13%
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 78444GAD6 300,000 $244,579.95 0.13%
SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 78445CAE2 300,000 $251,831.49 0.13%
T-MOBILE USA INC 6%, due 04/15/2024 87264AAQ8 238,000 $244,057.10 0.13%
VENTAS REALTY LP 2.65%, due 01/15/2025 92277GAT4 250,000 $260,827.66 0.13%
BANK OF AMERICA CORP Variable rate, due 03/05/2029 06051GHG7 200,000 $235,160.45 0.12%
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 26139PAB9 200,000 $224,750.00 0.12%
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 41161PSK0 232,689 $225,338.33 0.12%
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 46647PAR7 200,000 $235,913.42 0.12%
PETROLEOS MEXICANOS 5.95%, due 01/28/2031 71654QCZ3 270,000 $233,888.85 0.12%
PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 716743AP4 200,000 $230,158.48 0.12%
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 699149AJ9 200,000 $235,900.00 0.12%
RUSSIAN FEDERATION N/C, 4.375%, due 03/21/2029 BD4B195 200,000 $232,443.20 0.12%
SAUDI INTERNATIONAL BOND N/C, 3.75%, due 01/21/2055 80413TAR0 200,000 $235,663.60 0.12%
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 784442AD7 300,000 $238,643.64 0.12%
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 95000U2S1 230,000 $243,485.29 0.12%
ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 BKPGWW8 200,000 $217,348.00 0.11%
ARAB REPUBLIC OF EGYPT N/C, 5.577%, due 02/21/2023 03846JW30 200,000 $206,806.20 0.11%
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 07274NAJ2 180,000 $206,752.75 0.11%
BOSTON PROPERTIES LP 3.40%, due 06/21/2029 10112RBB9 200,000 $224,240.86 0.11%
BROADCOM INC 3.625%, due 10/15/2024 11135FAD3 205,000 $223,923.80 0.11%
C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 12674TAA4 200,000 $213,515.00 0.11%
CLEAN HARBORS INC 4.875%, due 07/15/2027 184496AN7 200,000 $212,368.00 0.11%
CODELCO INC 3.15%, due 01/14/2030 P3143NBH6 200,000 $217,009.00 0.11%
Countrywide Asset-Backed Certificates Series 2006-6, Class 1A1, Variable rate, due 09/25/2036 126670ZH4 212,269 $209,802.68 0.11%
EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 29246QAD7 200,000 $222,875.00 0.11%
GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 P47718AE4 200,000 $206,500.00 0.11%
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 361841AL3 185,000 $206,960.43 0.11%
GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 361841AF6 200,000 $213,633.00 0.11%
HOLOGIC INC 4.625%, due 02/01/2028 436440AM3 208,000 $222,855.36 0.11%
LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 53944YAH6 200,000 $220,856.11 0.11%
MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 589929V21 212,321 $204,991.20 0.11%
REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 455780CQ7 200,000 $212,008.19 0.11%
SES SA 3.60%, due 04/04/2023 78413HAA7 200,000 $207,078.61 0.11%
SL GREEN OPERATING PARTN Variable rate, due 08/16/2021 78444FAG1 225,000 $222,744.31 0.11%
SLM Student Loan Trust Series 2008-8, Class B, Variable rate, due 10/25/2075 78445GAE3 220,000 $213,646.03 0.11%
THE WALT DISNEY COMPANY 2.65%, due 01/13/2031 254687FX9 190,000 $209,365.99 0.11%
VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 92769XAM7 200,000 $212,792.00 0.11%
BACARDI LTD 4.70%, due 05/15/2028 067316AF6 170,000 $199,418.67 0.10%
BP CAP MARKETS AMERICA 3.633%, due 04/06/2030 10373QBL3 175,000 $203,117.14 0.10%
Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 21872UAE4 1,641,804 $193,648.94 0.10%
COLT MERGER SUB INC 6.25%, due 07/01/2025 28470RAH5 189,000 $201,053.47 0.10%
ELANCO ANIMAL HEALTH INC 5.022%, due 08/28/2023 28414HAE3 182,000 $201,678.76 0.10%
EMORY UNIVERSITY 2.143%, due 09/01/2030 29157TAD8 190,000 $198,925.64 0.10%
FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 3136ARP44 3,015,035 $203,597.76 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 3137BTAF8 1,900,000 $190,787.55 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 3137FNB25 1,800,000 $198,271.62 0.10%
GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 361841AK5 175,000 $198,965.38 0.10%
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 44409MAB2 175,000 $199,973.80 0.10%
Structured Asset Mortgage Investments Inc Series 2003-AR3, Class A1, Variable rate, due 11/19/2033 86358HUT4 198,926 $192,984.70 0.10%
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 878091BE6 175,000 $186,509.00 0.10%
WAMU Mortgage Pass-Through Certificates Series 2004-AR12, Class A2A, Variable rate, due 10/25/2044 92922FZF8 193,754 $188,894.66 0.10%
ABBVIE INC 4.25%, due 11/21/2049 00287YBS7 140,000 $180,675.69 0.09%
AT&T INC 4.50%, due 05/15/2035 00206RCP5 150,000 $182,934.69 0.09%
BANK OF AMERICA CORP Variable rate, due 10/22/2030 06051GHX0 165,000 $182,287.88 0.09%
DUKE ENERGY PROGRESS LLC 3.70%, due 09/01/2028 26442UAG9 150,000 $178,732.92 0.09%
FHLMC Multifamily Structured Pass Through Certa. Series K105, Class X3, Variable rate, due 06/25/2030 3137FRUM1 1,200,000 $178,498.68 0.09%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X1, Variable rate, due 08/25/2023 3137B5KX0 17,932,967 $177,853.78 0.09%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X3, Variable rate, due 12/25/2041 3137B5KY8 4,000,000 $182,098.80 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 3137BDCY0 2,145,000 $177,254.43 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 3137BS5P4 3,769,177 $175,524.54 0.09%
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 45668RAC2 201,175 $179,927.57 0.09%
STARBUCKS CORP 2.25%, due 03/12/2030 855244AW9 160,000 $170,507.10 0.09%
THE WALT DISNEY COMPANY 3.60%, due 01/13/2051 254687FZ4 140,000 $168,734.29 0.09%
ANTERO RESOURCES CORP 5%, due 03/01/2025 03674XAJ5 236,000 $151,777.51 0.08%
Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 040104PC9 160,000 $152,579.07 0.08%
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 05401AAH4 185,000 $160,618.62 0.08%
FANNIE MAE Seried 2013-18, Class MI, 3%, due 02/25/2033 3136ACXN6 2,308,076 $165,525.75 0.08%
FANNIEMAE-ACES Series 2015- M4, Class X2, Variable rate, due 07/25/2022 3136AMM71 28,678,762 $162,218.55 0.08%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series K045, Class X1, Variable rate, due 01/25/2025 3137BHXK8 8,701,179 $148,008.79 0.08%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K037, Class X3, Variable rate, due 01/25/2042 3137B8G68 2,500,000 $160,634.50 0.08%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K728, Class X3, Variable rate, due 11/25/2045 3137FBTD8 2,230,000 $154,544.35 0.08%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KS07, Class X, Variable rate, due 09/25/2025 3137BS6G3 5,000,000 $148,455.50 0.08%
FHLMC MULTIFAMILY STRUCTURED PASS TRHOUGH CERTS. Series K155, Class A3, 3.75%, due 04/25/2033 3137FG6T7 125,000 $158,497.48 0.08%
FRESENIUS US FINANCE II 4.25%, due 02/01/2021 35804GAJ7 150,000 $152,180.57 0.08%
PARK AEROSPACE HOLDINGS 5.25%, due 08/15/2022 70014LAA8 165,000 $161,223.95 0.08%
PLAINS ALL AMER PIPELINE 4.65%, due 10/15/2025 72650RBJ0 145,000 $157,087.47 0.08%
REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 760942BB7 130,143 $154,684.07 0.08%
Residential Asset Mortgage Products, Inc. Series 2005-RZ3, Class M3, Variable rate, due 09/25/2035 76112BA42 160,000 $159,350.64 0.08%
SIRIUS XM RADIO INC 3.875%, due 08/01/2022 82967NAY4 150,000 $152,812.50 0.08%
TENET HEALTHCARE CORP 4.625%, due 07/15/2024 88033GCS7 150,000 $155,400.00 0.08%
VODAFONE GROUP PLC 4.875%, due 06/19/2049 92857WBS8 113,000 $149,164.00 0.08%
ABBVIE INC 4.05%, due 11/21/2039 00287YBR9 105,000 $128,824.54 0.07%
COMERICA INC Variable rate 200340AU1 135,000 $144,618.75 0.07%
EVERGY METRO 4.20%, due 06/15/2047 485134BQ2 100,000 $131,678.96 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K715, Class X3, Variable rate, due 02/25/2041 3137BAHC9 11,000,000 $137,256.90 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series KS05, Class X, Variable rate, due 01/25/2023 3137BQTR8 9,990,621 $133,647.53 0.07%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series W5FX, Class AFX, Variable rate, due 04/25/2028 3137FG6Q3 125,000 $143,362.53 0.07%
KRAFT HEINZ FOODS CO 7.125%, due 08/01/2039 42307TAH1 100,000 $136,438.95 0.07%
LLOYDS BANK PLC N/C, 3.30%, due 05/07/2021 53944VAP4 125,000 $127,561.66 0.07%
MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 55303XAC9 117,000 $127,542.29 0.07%
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 63861VAA5 135,000 $144,382.85 0.07%
PERNOD RICARD SA 4.45%, due 01/15/2022 714264AD0 125,000 $131,845.77 0.07%
PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 745332CH7 100,000 $136,557.14 0.07%
QWEST CORP N/C, 7.25%, due 09/15/2025 912920AK1 125,000 $145,617.43 0.07%
Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 76110W7E0 150,000 $146,361.32 0.07%
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 76113ABL4 150,000 $143,808.78 0.07%
RITE AID CORP 8%, due 11/15/2026 767754CL6 138,000 $143,906.40 0.07%
Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 86365LAA9 139,584 $142,511.33 0.07%
T-MOBILE USA INC 3.875%, due 04/15/2030 87264ABE4 125,000 $144,991.25 0.07%
US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 90345WAA2 137,832 $128,787.83 0.07%
Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 007036QH2 131,900 $113,000.84 0.06%
AERCAP IRELAND CAP/GLOBAL 3.50%, due 05/26/2022 00774MAA3 110,000 $110,161.12 0.06%
AON CORP 2.80%, due 05/15/2030 037389BE2 105,000 $115,848.15 0.06%
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 07274NBF9 100,000 $119,751.64 0.06%
BECTON DICKINSON AND CO 3.25%, due 11/12/2020 075887AW9 114,000 $114,727.88 0.06%
COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 20049AAC2 5,600,000 $119,700.00 0.06%
DELL INT LLC / EMC CORP 4.42%, due 06/15/2021 25272KAD5 116,000 $119,231.59 0.06%
Equifirst Mortgage Loan Trust Series 2005-1, Class M3, Variable rate, due 04/25/2035 29445FCQ9 108,991 $108,668.90 0.06%
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 32028PAE5 128,530 $112,639.56 0.06%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 04/05/2021 345397YY3 125,000 $122,846.33 0.06%
GENERAL MOTORS FINL CO 4.375%, due 09/25/2021 37045XAQ9 115,000 $118,950.78 0.06%
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 361841AP4 115,000 $119,516.63 0.06%
GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 38378XLU3 2,341,091 $117,394.73 0.06%
HUMANA INC 3.125%, due 08/15/2029 444859BK7 105,000 $116,752.14 0.06%
LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 538034AR0 117,000 $109,285.61 0.06%
MASTR ASSET BACKED SECURITIES Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 576455AC3 151,776 $108,769.24 0.06%
NBCUNIVERSAL MEDIA LLC 2.875%, due 01/15/2023 63946BAH3 100,000 $107,490.78 0.06%
PIPELINE FUNDING CO LLC 7.50%, due 01/15/2030 724060AA6 91,130 $126,030.34 0.06%
SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 785592AM8 100,000 $116,206.53 0.06%
TITAN ACQ/CO-BORROWER 7.75%, due 04/15/2026 88827AAA1 110,000 $108,911.55 0.06%
VODAFONE GROUP PLC 3.75%, due 01/16/2024 92857WBH2 100,000 $110,184.52 0.06%
AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 00774MAE5 115,000 $106,068.75 0.05%
Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 00076BAB0 104,840 $99,797.19 0.05%
AVOLON HOLDINGS FNDG LTD 3.95%, due 07/01/2024 05401AAF8 100,000 $91,446.56 0.05%
BAYER US FINANCE II LLC 3.50%, due 06/25/2021 07274NAA1 100,000 $102,395.12 0.05%
CENTENE CORP 5.25%, due 04/01/2025 15135BAL5 99,000 $103,360.95 0.05%
CHENIERE ENERGY PARTNERS 5.25%, due 10/01/2025 16411QAB7 90,000 $92,115.00 0.05%
CHURCHILL DOWNS INC 4.75%, due 01/15/2028 171484AE8 95,000 $97,119.93 0.05%
CITIGROUP INC Variable rate, due 07/24/2023 172967LM1 100,000 $104,492.97 0.05%
Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 12668BDC4 101,146 $94,465.10 0.05%
Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 12648ELW0 90,543 $91,098.16 0.05%
FAMILY DOLLAR STORES INC 5%, due 02/01/2021 307000AA7 100,000 $102,037.81 0.05%
FLORIDA POWER & LIGHT CO 3.95%, due 03/01/2048 341081FQ5 75,000 $102,801.98 0.05%
FORD MOTOR CREDIT CO LLC N/C, 3.219%, due 01/09/2022 345397XA6 96,000 $95,726.40 0.05%
GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 39538WFH6 93,962 $91,096.22 0.05%
HCA INC 5.25%, due 04/15/2025 404119BQ1 90,000 $104,983.13 0.05%
HUMANA INC 3.15%, due 12/01/2022 444859BA9 100,000 $105,601.03 0.05%
Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 45254NML8 92,081 $88,850.02 0.05%
J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 466275AB0 101,803 $94,421.93 0.05%
METROPOLITAN EDISON CO 3.50%, due 03/15/2023 591894BY5 100,000 $105,568.41 0.05%
PETROLEOS MEXICANOS 6.95%, due 01/28/2060 71654QDA7 110,000 $90,664.75 0.05%
RANGE RESOURCES CORP 4.875%, due 05/15/2025 75281AAS8 120,000 $102,963.00 0.05%
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 77340RAM9 100,000 $102,250.00 0.05%
Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 83613DAE6 129,518 $104,888.02 0.05%
T-MOBILE USA INC 6%, due 03/01/2023 87264AAM7 90,000 $90,843.75 0.05%
TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 89382PAA3 111,890 $106,295.50 0.05%
UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 91412GTG0 75,000 $92,214.00 0.05%
VODAFONE GROUP PLC 4.25%, due 09/17/2050 92857WBU3 80,000 $99,063.63 0.05%
WALGREEN CO 3.10%, due 09/15/2022 931422AH2 100,000 $105,134.07 0.05%
ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 015271AL3 75,000 $84,408.55 0.04%
ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 01882YAA4 75,000 $80,933.91 0.04%
AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 024836AA6 75,000 $78,646.60 0.04%
ANTERO RESOURCES CORP 5.125%, due 12/01/2022 03674XAC0 88,000 $71,860.80 0.04%
ANTERO RESOURCES CORP 5.625%, due 06/01/2023 03674XAF3 100,000 $73,905.00 0.04%
AVOLON HOLDINGS FNDG LTD 5.125%, due 10/01/2023 05401AAB7 74,000 $71,141.38 0.04%
BANK OF AMERICA CORP Variable rate, due 03/20/2051 06051GJA8 55,000 $73,129.51 0.04%
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 07274NAQ6 55,000 $73,202.71 0.04%
DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 23332UBV5 86,566 $74,296.00 0.04%
ENERGY TRANSFER OPERATNG 5%, due 05/15/2050 29278NAR4 70,000 $70,272.84 0.04%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K022, Class X3, Variable rate, due 08/25/2040 3137AVXQ5 2,500,000 $76,968.00 0.04%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KC04, Class X1, Variable rate, due 12/25/2026 3137FMCG5 1,364,917 $78,281.26 0.04%
Fremont Home Loan Trust Series 2005-D, Class 2A4, Variable rate, due 11/25/2035 35729PME7 80,193 $79,540.02 0.04%
GENERAL MOTORS FINL CO 3.45%, due 04/10/2022 37045XAW6 80,000 $82,362.20 0.04%
HEALTHPEAK PROPERTIES 4%, due 06/01/2025 40414LAN9 75,000 $83,917.13 0.04%
MATTHEWS INTERNATIONAL CORP 5.25%, due 12/01/2025 577128AA9 75,000 $69,648.38 0.04%
Morgan Stanley ReRemic Trust Series 2014-R8, Class 3B1, Variable rate, due 06/26/2047 61764KAM5 85,989 $82,192.70 0.04%
NISOURCE INC 3.65%, due 06/15/2023 65473PAF2 70,000 $75,727.96 0.04%
PARK AEROSPACE HOLDINGS 4.50%, due 03/15/2023 70014LAC4 90,000 $85,318.82 0.04%
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 71654QCC4 105,000 $86,759.40 0.04%
SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 78447KAD4 100,000 $83,992.77 0.04%
STARBUCKS CORP 3.80%, due 08/15/2025 855244AQ2 75,000 $86,003.44 0.04%
Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 86360JAA9 78,376 $70,990.80 0.04%
TC PIPELINES LP 3.90%, due 05/25/2027 87233QAC2 75,000 $80,702.95 0.04%
T-MOBILE USA INC 4.75%, due 02/01/2028 87264AAV7 74,000 $80,197.50 0.04%
TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 898813AK6 75,000 $78,369.20 0.04%
VENTAS REALTY LP 4%, due 03/01/2028 92277GAM9 75,000 $82,415.56 0.04%
AERCAP IRELAND CAP/GLOBAL 4.125%, due 07/03/2023 00774MAF2 55,000 $55,309.96 0.03%
BALL CORP 4%, due 11/15/2023 058498AS5 58,000 $61,770.00 0.03%
Carrington Mortgage Loan Trust Series 2005-NC5, Class M1, Variable rate, due 10/25/2035 144531DN7 59,833 $59,788.06 0.03%
COMM MORTGAGE TRUST Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 12624QAS2 1,544,683 $49,038.12 0.03%
First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 32051GAA3 61,348 $60,542.66 0.03%
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 38869PAL8 58,000 $60,794.73 0.03%
KRAFT HEINZ FOODS CO N/C, 5%, due 06/04/2042 50076QAE6 55,000 $62,642.48 0.03%
QWEST CORP 6.75%, due 12/01/2021 74913GAX3 54,000 $57,802.97 0.03%
RUBY PIPELINE LLC Variable rate, due 04/01/2022 781172AB7 61,364 $58,547.43 0.03%
SEALED AIR CORP 5.50%, due 09/15/2025 81211KAX8 60,000 $66,818.71 0.03%
SERVICE CORP INTL 4.625%, due 12/15/2027 817565CD4 61,000 $65,752.22 0.03%
SHIRE ACQ INV IRELAND DA 2.40%, due 09/23/2021 82481LAB5 61,000 $62,297.72 0.03%
SPECTRUM BRANDS INC 6.125%, due 12/15/2024 84762LAS4 60,000 $62,018.70 0.03%
Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 863579SU3 60,437 $58,631.93 0.03%
SUNOCO LOGISTICS PARTNERS 4%, due 10/01/2027 86765BAU3 50,000 $51,511.53 0.03%
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 89376VAA8 54,000 $53,672.76 0.03%
WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 93363TAA0 70,693 $62,760.60 0.03%
AT&T INC 4.80%, due 06/15/2044 00206RCG5 25,000 $31,353.53 0.02%
Conseco Financial Corp Series 1996-7, Class M1, Variable rate, due 09/15/2026 393505PN6 42,326 $43,783.86 0.02%
FANNIEMAE-ACES Series 2012-M4, Class X1, Variable rate, due 04/25/2022 3136A56Z4 5,487,641 $33,846.67 0.02%
FORD MOTOR CREDIT CO LLC N/C, 5.75%, due 02/01/2021 345397VR1 30,000 $30,487.50 0.02%
GS Mortgage Securities Trust Series 2020-UPTN, Class XA, Variable rate, due 12/10/2039 36258PAC1 2,600,000 $41,067.00 0.02%
Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 63938EAC8 31,468 $30,198.19 0.02%
SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 78388JAV8 40,000 $41,175.20 0.02%
TRANE TECHNOLOGIES LUX 3.55%, due 11/01/2024 456873AB4 40,000 $44,315.11 0.02%
US AIRWAYS 2001-1G PASS 7.076%, due 03/20/2021 90332UAN3 45,698 $42,982.03 0.02%
AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 00772BAR2 20,000 $20,187.66 0.01%
AVOLON HOLDINGS FNDG LTD 5.25%, due 05/15/2024 05401AAD3 20,000 $18,798.08 0.01%
BACARDI LTD 5.30%, due 05/15/2048 067316AH2 15,000 $20,533.00 0.01%
Citigroup Mortgage Loan Trust Series 2005-HE4, Class M1, Variable rate, due 10/25/2035 17307GP69 25,309 $25,819.66 0.01%
CSC HOLDINGS LLC 5.375%, due 02/01/2028 126307AS6 20,000 $21,541.70 0.01%
FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 3136AT5H3 354,515 $10,369.55 0.01%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K012, Class X3, Variable rate, due 01/25/2041 3137A8PR3 5,413,749 $18,059.18 0.01%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K101, Class X3, Variable rate, due 11/25/2044 3137A6BC5 2,000,000 $24,017.00 0.01%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K720, Class X1, Variable rate, due 08/25/2022 3137BLUS5 1,395,266 $9,934.57 0.01%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KAIV, Class X2, Variable rate, due 06/25/2041 3137ABFK2 550,000 $11,193.49 0.01%
GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 38378KQ69 681,351 $15,267.18 0.01%
INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 45824TAY1 18,000 $11,953.80 0.01%
JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 46590XAB2 20,000 $22,232.80 0.01%
MAUSER PACKAGING SOLUTIONS 5.50%, due 04/15/2024 12429TAD6 20,000 $20,579.20 0.01%
Mid-State Trust Series 2010-1, Class A, 3.50%, due 12/15/2045 59560WAA5 21,510 $22,000.89 0.01%
OI EUROPEAN GROUP BV 4%, due 03/15/2023 67777LAC7 18,000 $18,200.61 0.01%
PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 72147KAE8 20,000 $21,300.00 0.01%
SEALED AIR CORP 4%, due 12/01/2027 81211KAY6 20,000 $20,950.00 0.01%
BANK OF AMERICA CORP Variable rate, due 07/23/2029 06051GHM4 5,000 $6,011.83 0.00%
FANNIEMAE-ACES Series 2014-M6, Class X2, Variable rate, due 05/25/2021 3136AJ7K6 1,922,166 $1,553.69 0.00%
FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 3136AQ5K2 256,246 $4,954.53 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K714, Class X3, Variable rate, due 01/25/2042 3137B6ZP9 37,598,715 $375.99 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K719, Class X1, Variable rate, due 06/25/2022 3137BKVQ0 494,495 $291.41 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K737, Class X1, Variable rate, due 10/25/2026 3137FQXL2 623 $21.46 0.00%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Serkes K011, Class X3, Variable rate, due 12/25/2043 3137A7NX4 3,000,000 $5,502.90 0.00%
HEALTHPEAK PROPERTIES 4.25%, due 11/15/2023 40414LAJ8 3,000 $3,289.17 0.00%
US Dollar $USD -9,721,353 ($9,721,353.43) -4.98%
US ULTRA BOND CBT Sep20 WNU0 -67 ($15,223,656.25) -7.80%
US 10yr Ultra Fut Sep20 UXYU0 -187 ($29,765,140.63) -15.25%
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.