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First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 10/29/2020

Total Number of Holdings (excluding cash): 638

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 1.50%, due 11/30/2021 912828YT1 40,000,000 $40,595,312.40 0.79%
ENERGY TRANSFER OPER LP 0%, due 10/30/2020 29277EKW3 35,000,000 $35,000,000.00 0.68%
Flagship Credit Auto Trust Series 2020-4, Class A, 0.53%, due 04/15/2025 33845XAA5 32,000,000 $32,038,556.80 0.62%
TRANSCANADA PIPELINES 0%, due 12/15/2020 89355PMF2 31,000,000 $30,991,170.27 0.60%
Verizon Owner Trust Series 2020-B, Class A, 0.85%, due 02/20/2025 92290BAA9 29,500,000 $29,561,666.80 0.57%
CVS HEALTH CORP 3.35%, due 03/09/2021 126650DC1 25,924,000 $26,196,330.33 0.51%
ENBRIDGE ENERGY PARTNERS 4.20%, due 09/15/2021 29250RAU0 25,577,000 $26,169,625.74 0.51%
GNMA Series 2020-144, Class GP, 1.50%, due 08/01/2050 38382JVM5 25,116,521 $25,596,015.51 0.50%
NUTRIEN LTD 0%, due 11/20/2020 67077ULL2 26,000,000 $25,997,269.74 0.50%
VERIZON COMMUNICATIONS Variable rate, due 03/16/2022 92343VDX9 25,385,000 $25,722,417.42 0.50%
BPCE SA N/C, Variable rate, due 05/31/2022 05578DBD3 25,000,000 $25,261,151.50 0.49%
MET TOWER GLOBAL FUNDING N/C, Variable rate, due 01/17/2023 58989VAA2 25,000,000 $25,120,123.75 0.49%
MORGAN STANLEY Variable rate, due 01/20/2023 6174468K8 25,000,000 $25,085,307.00 0.49%
TORONTO-DOMINION BANK N/C, Variable rate, due 07/30/2021 89114Q3V8 25,000,000 $25,046,802.50 0.49%
American Credit Acceptance Receivables Trust Series 2020-4, Class A, 0.72%, due 02/13/2024 02530QAA5 25,000,000 $25,007,540.00 0.48%
BAT INTL FINANCE PLC 0%, due 11/23/2020 05531MLP1 25,000,000 $24,994,999.75 0.48%
CANADIAN NATURAL RESOURCES 0%, due 11/20/2020 13638WLL4 25,000,000 $24,996,791.25 0.48%
CIGNA CORP 0%, due 11/10/2020 12553NLA1 25,000,000 $24,998,151.50 0.48%
CONAGRA BRANDS INC 0%, due 11/17/2020 20600GLH7 25,000,000 $24,996,250.00 0.48%
NATL SEC CLEARING CORP 0%, due 12/03/2020 63763PM30 25,000,000 $24,996,458.25 0.48%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/10/2023 64952WDM2 25,000,000 $24,994,822.50 0.48%
SINOPEC CENTURY BRIGHT CAPITAL (AMERICA) 0%, due 12/16/2020 82938AMG4 25,000,000 $24,986,942.50 0.48%
SINOPEC CENTURY BRIGHT CAPITAL (AMERICA) 0%, due 11/16/2020 82938ALG5 24,250,000 $24,246,227.67 0.47%
Dell Equipment Finance Trust Series 2020-2, Class A2, 0.47%, due 10/24/2022 24704GAB9 23,750,000 $23,799,984.25 0.46%
FREMF Mortgage Trust Series 2012-K17, Class B, Variable rate, due 12/25/2044 30263SAE7 23,047,000 $23,871,305.92 0.46%
INFOR INC 1.45%, due 07/15/2023 45674CAB9 23,195,000 $23,544,035.57 0.46%
NBCUNIVERSAL ENTERPRISE N/C, Variable rate, due 04/01/2021 63946CAG3 22,810,000 $22,846,762.65 0.44%
SCHLUMBERGER HLDGS CORP 0%, due 02/11/2021 80686DPB4 22,000,000 $21,974,555.24 0.43%
AT&T INC N/C, Variable rate, due 07/15/2021 00206RDV1 21,600,000 $21,737,945.16 0.42%
BAYER US FINANCE II LLC 3.50%, due 06/25/2021 07274NAA1 21,157,000 $21,525,296.61 0.42%
BANK OF AMERICA CORP Variable rate, due 07/21/2023 06051GGQ6 20,447,000 $21,224,635.60 0.41%
KEURIG DR PEPPER INC 3.551%, due 05/25/2021 49271VAE0 20,254,000 $20,621,350.45 0.40%
ALBEMARLE CORP 0%, due 11/12/2020 01265QLC2 20,000,000 $19,997,760.80 0.39%
ALEXANDRIA REAL ESTATE EQUITIES 0%, due 11/18/2020 01527LLJ2 20,000,000 $19,997,572.20 0.39%
AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 02665WDG3 20,000,000 $20,018,770.20 0.39%
CREDIT AGRICOLE CIB N/C, Variable rate, due 05/03/2021 22533B2G9 20,000,000 $20,036,282.20 0.39%
DOW CHEMICAL COMPANY 0%, due 11/02/2020 26055AL20 20,000,000 $19,999,683.40 0.39%
DOW CHEMICAL COMPANY 0%, due 11/12/2020 26055ALC8 20,000,000 $19,998,483.20 0.39%
ENBRIDGE US INC 0%, due 10/30/2020 29251UKW7 20,000,000 $20,000,000.00 0.39%
ENEL FINANCE AMERICA LLC 0%, due 01/19/2021 29279GNK9 20,000,000 $19,985,599.80 0.39%
ENI FINANCE USA INC 0%, due 01/20/2021 26876ANL3 20,000,000 $19,983,140.60 0.39%
GLENCORE FUNDING LLC 0%, due 01/21/2021 37790ANM1 20,000,000 $19,975,557.20 0.39%
GLENCORE FUNDING LLC 0%, due 11/18/2020 37790ALJ0 20,000,000 $19,995,776.80 0.39%
HP ENTERPRISE CO N/C, Variable rate, due 03/12/2021 42824CBD0 19,905,000 $19,938,844.86 0.39%
HUMANA INC 0%, due 11/13/2020 44486HLD3 20,000,000 $19,997,977.20 0.39%
JABIL INC 0%, due 11/05/2020 46652LL54 20,000,000 $19,997,665.40 0.39%
JABIL INC 0%, due 11/09/2020 46652LL96 20,000,000 $19,996,109.40 0.39%
MARATHON PETROLEUM CORP 5.125%, due 03/01/2021 56585AAD4 20,005,000 $20,315,526.41 0.39%
MOTIVA ENTERPRISES LLC 0%, due 11/18/2020 61981FLJ8 20,000,000 $19,997,888.60 0.39%
MOTIVA ENTERPRISES LLC 0%, due 12/09/2020 61981FM99 20,000,000 $19,993,777.60 0.39%
MYLAN NV 3.15%, due 06/15/2021 62854AAM6 19,937,000 $20,225,192.73 0.39%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/21/2022 64952WDK6 20,000,000 $20,053,706.60 0.39%
NUTRIEN LTD 0%, due 12/16/2020 67077UMG2 20,000,000 $19,994,777.40 0.39%
SINOPEC CENTURY BRIGHT CAPITAL 0%, due 11/19/2020 82937QLK2 20,000,000 $19,995,776.60 0.39%
FORTIVE CORPORATION 2.35%, due 06/15/2021 34959JAF5 19,563,000 $19,758,285.88 0.38%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/26/2021 606822AX2 19,221,000 $19,300,132.86 0.37%
SUNCOR ENERGY INC 0%, due 01/12/2021 86723ANC2 19,000,000 $18,990,234.95 0.37%
UNION PACIFIC CORP 3.20%, due 06/08/2021 907818ET1 18,802,000 $19,119,500.92 0.37%
BANK OF AMERICA CORP Variable rate, due 06/25/2022 06051GHJ1 18,560,000 $18,624,409.52 0.36%
FHLMC Multifamily Structured Pass Through Certs. Series K715, Class A2, 2.856%, due 01/25/2021 3137BAHA3 18,788,329 $18,824,045.34 0.36%
ONTARIO POWER GENERATION 0%, due 11/03/2020 68322LL33 18,500,000 $18,499,630.00 0.36%
VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 11/13/2020 928668AV4 18,370,000 $18,374,050.77 0.36%
WELLS FARGO & COMPANY 3.069%, due 01/24/2023 949746SK8 17,857,000 $18,397,482.46 0.36%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/20/2021 064159LH7 17,867,000 $17,900,761.85 0.35%
CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 12557LBK0 18,075,411 $18,106,908.74 0.35%
DOMINION ENERGY GAS HLDG N/C, Variable rate, due 06/15/2021 257375AM7 18,010,000 $18,070,166.55 0.35%
ANTHEM INC 2.50%, due 11/21/2020 036752AE3 17,383,000 $17,403,325.60 0.34%
BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 11/16/2020 110122CH9 17,761,000 $17,762,968.63 0.34%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 13607GKW3 17,625,000 $17,748,848.76 0.34%
Ford Credit Auto Lease Trust Series 2020-A, Class A3, 1.85%, due 03/15/2023 34531MAD0 17,450,000 $17,716,171.83 0.34%
ABBVIE INC 2.15%, due 11/19/2021 00287YBG3 16,465,000 $16,771,295.77 0.33%
CRED SUIS GP FUN LTD N/C, 3.125%, due 12/10/2020 225433AK7 17,000,000 $17,050,755.03 0.33%
ENI FINANCE USA INC 0%, due 01/14/2021 26876ANE9 17,000,000 $16,986,866.99 0.33%
HSBC HOLDINGS PLC N/C, 3.40%, due 03/08/2021 404280AV1 17,000,000 $17,178,512.92 0.33%
CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 20826FAH9 16,153,000 $16,290,505.16 0.32%
Exeter Automobile Receivables Trust Series 2020-3A, Class A2, 0.76%, due 10/17/2022 30166NAB2 16,500,000 $16,505,633.10 0.32%
JPMORGAN CHASE & CO Variable rate, due 06/18/2022 46647PAS5 15,970,000 $16,276,099.86 0.32%
ABN AMRO BANK NV N/C, Variable rate, due 01/19/2021 00084DAR1 16,095,000 $16,111,936.12 0.31%
Avis Budget Rental Car Funding AESOP LLC Series 2016-1A, Class A, 2.99%, due 06/20/2022 05377RCD4 15,815,000 $15,954,728.69 0.31%
DT Auto Owner Trust Series 2020-3A, Class A, 0.54%, due 04/15/2024 26253AAA4 16,000,000 $16,013,515.20 0.31%
MORGAN STANLEY N/C, Variable rate, due 01/20/2022 61746BEE2 15,784,000 $15,819,419.30 0.31%
Towd Point Mortgage Trust Series 2015-6, Class A1B, Variable rate, due 04/25/2055 89172RAR6 15,845,743 $16,141,265.77 0.31%
UBS GROUP AG N/C, Variable rate, due 02/01/2022 90351DAG2 15,681,000 $15,947,919.47 0.31%
ALTRIA GROUP INC N/C, 2.85%, due 08/09/2022 02209SAN3 15,000,000 $15,628,280.55 0.30%
DH EUROPE FINANCE II 2.05%, due 11/15/2022 23291KAF2 14,880,000 $15,354,691.79 0.30%
Hyundai Auto Lease Securitization Trust Series 2020-B Class A3, 0.51%, due 09/15/2023 44891PAC8 15,250,000 $15,262,154.25 0.30%
TELEFONICA EMISIONES SAU 5.462%, due 02/16/2021 87938WAP8 15,000,000 $15,219,504.90 0.30%
AMERICAN HONDA FINANCE 0%, due 01/27/2021 02665JNT3 15,000,000 $14,989,986.90 0.29%
BNP PARIBAS N/C, Variable rate, due 08/07/2021 05581KAE1 15,000,000 $15,043,917.45 0.29%
CarMax Auto Owner Trust Series 2020-3, Class A2A, 0.71%, due 06/15/2023 14315FAB3 15,000,000 $15,022,575.00 0.29%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 05/17/2021 14913Q2X6 15,000,000 $15,031,860.90 0.29%
CITIBANK NA Variable rate, due 05/20/2022 17325FAX6 15,000,000 $15,037,839.30 0.29%
CNPC FINANCE HK LTD 0%, due 11/04/2020 12623KL47 15,000,000 $14,999,083.20 0.29%
CNPC FINANCE HK LTD 0%, due 11/30/2020 12623KLW5 15,000,000 $14,994,316.20 0.29%
CNPC FINANCE HK LTD 0%, due 12/08/2020 12623KM87 15,000,000 $14,992,687.50 0.29%
EASTMAN CHEMICAL CO 0%, due 11/09/2020 27743JL92 15,000,000 $14,998,749.90 0.29%
EI DU PONT DE NEMOURS 0%, due 12/04/2020 2635J4M41 15,000,000 $14,997,520.80 0.29%
ENEL FINANCE AMERICA LLC 0%, due 02/18/2021 29279GPJ0 15,000,000 $14,981,032.95 0.29%
EXXON MOBIL CORP 0%, due 02/16/2021 30229APG8 15,000,000 $14,982,259.20 0.29%
GNMA Series 2020-144, Class LP, 1.55%, due 09/20/2050 38382JVL7 14,909,811 $15,211,467.42 0.29%
HARLEY-DAVIDSON FINL SER 0%, due 11/10/2020 41282JLA7 15,000,000 $14,998,762.35 0.29%
HARLEY-DAVIDSON FINL SER 0%, due 11/17/2020 41282JLH2 15,000,000 $14,997,749.55 0.29%
INTERCONTINENTALEXCHANGE 0%, due 11/17/2020 45856WLH0 15,000,000 $14,997,749.40 0.29%
JABIL INC 0%, due 11/06/2020 46652LL62 15,000,000 $14,997,957.45 0.29%
JOHN DEERE CAPITAL CORP N/C, Variable rate, due 06/13/2022 24422EUZ0 15,000,000 $15,106,336.50 0.29%
Mercedes-Benz Auto Lease Trust Series 2019-B, Class A3, 2.03%, due 10/17/2022 58769QAC5 15,000,000 $15,215,316.00 0.29%
NATIONAL BANK OF CANADA 0%, due 11/12/2020 63307LLC3 15,000,000 $14,999,295.75 0.29%
NORDEA BANK ABP NEW YORK N/C, Variable rate, due 11/19/2021 65558TQJ7 15,000,000 $15,043,438.50 0.29%
SHELL INTL FINANCE BV 0%, due 02/03/2021 8225X2P32 15,000,000 $14,917,150.80 0.29%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 10/07/2021 89236TGK5 15,000,000 $15,033,904.95 0.29%
TRANSCANADA PIPELINES 0%, due 01/15/2021 89355PNF1 15,000,000 $14,990,695.65 0.29%
U.S. Treasury Bill, 0%, due 04/22/2021 9127962Q1 15,000,000 $14,992,750.05 0.29%
WASTE MANAGEMENT INC 4.60%, due 03/01/2021 941063AQ2 14,855,000 $14,905,948.19 0.29%
Westlake Automobile Receivables Trust 2020-1 Series 2020-1A, Class A2, 1.44%, due 09/15/2023 96042KAB9 14,708,858 $14,810,981.23 0.29%
World Omni Auto Receivables Trust Series 2020-C, Class A3, 0.48%, due 11/17/2025 98163CAD2 15,000,000 $15,034,243.50 0.29%
AMERICAN EXPRESS CO Variable rate, due 05/20/2022 025816CE7 14,495,000 $14,591,703.26 0.28%
CIGNA CORP 0%, due 12/01/2020 12553NM10 14,500,000 $14,496,906.28 0.28%
LLOYDS BANKING GROUP PLC N/C, 3.10%, due 07/06/2021 539439AK5 14,217,000 $14,484,460.01 0.28%
PROTECTIVE LIFE GLOBAL N/C, Variable rate, due 06/28/2021 74368CAL8 14,300,000 $14,349,125.08 0.28%
ALEXANDRIA REAL ESTATE EQUITIES 0%, due 11/04/2020 01527LL45 14,135,000 $14,134,607.33 0.27%
Foursight Capital Automobile Receivables Trust Series 2020-1, Class A2, 2.53%, due 09/15/2023 35105FAB2 13,612,873 $13,738,531.67 0.27%
HARLEY-DAVIDSON FINL SER 0%, due 12/02/2020 41282JM24 14,000,000 $13,995,892.82 0.27%
JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 46651GAL3 14,113,027 $14,129,212.89 0.27%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/25/2022 606822AQ7 13,685,000 $13,790,307.72 0.27%
REYNOLDS AMERICAN INC 4%, due 06/12/2022 761713BF2 12,960,000 $13,691,652.39 0.27%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/30/2021 78013XKH0 13,980,000 $14,005,814.62 0.27%
ASTRAZENECA PLC 2.375%, due 11/16/2020 046353AK4 13,475,000 $13,486,199.74 0.26%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 07/01/2022 04685A2F7 13,125,000 $13,222,981.93 0.26%
GENERAL MILLS INC N/C, Variable rate, due 04/16/2021 370334CB8 13,477,000 $13,500,032.73 0.26%
GENERAL MOTORS FINL CO 3.20%, due 07/06/2021 37045XBM7 13,401,000 $13,587,152.35 0.26%
HYUNDAI CAPITAL AMERICA 3.95%, due 02/01/2022 44891AAY3 12,736,000 $13,206,019.66 0.26%
MARRIOTT INTERNATIONAL N/C, Variable rate, due 12/01/2020 571903AZ6 13,405,000 $13,397,055.53 0.26%
World OMNI Select Auto Trust Series 2020-A, Class A2, 0.74%, due 06/17/2024 98163DAB4 13,500,000 $13,514,592.15 0.26%
ALTRIA GROUP INC N/C, 4.75%, due 05/05/2021 02209SAL7 12,648,000 $12,932,108.49 0.25%
American Credit Acceptance Receivables Trust Series 2020-3, Class A, 1.16%, due 10/13/2023 025297AA0 12,796,388 $12,803,306.68 0.25%
BANK OF MONTREAL N/C, Variable rate, due 04/13/2021 06367T4X5 13,026,000 $13,053,520.03 0.25%
BP CAPITAL MARKETS PLC 2.50%, due 11/06/2022 05565QCB2 12,466,000 $12,987,377.09 0.25%
CHEVRON CORP 2.411%, due 03/03/2022 166764AT7 12,796,000 $13,117,514.86 0.25%
DEUTSCHE BANK NY N/C, 3.15%, due 01/22/2021 251526BP3 12,625,000 $12,687,950.78 0.25%
DOMINION ENERGY GAS HLDG 2.80%, due 11/15/2020 257375AK1 13,057,000 $13,067,295.71 0.25%
NATIONAL BANK OF CANADA 0.90%, due 08/15/2023 63307A2L8 12,820,000 $12,900,459.35 0.25%
SOUTHERN CO 2.35%, due 07/01/2021 842587CS4 12,514,000 $12,660,349.48 0.25%
Towd Point Mortgage Trust Series 2015-5, Class A1B, Variable rate, due 05/25/2055 89171VAK3 12,881,845 $13,008,942.90 0.25%
TRUIST FINANCIAL CORP 3.05%, due 06/20/2022 05531FBG7 12,137,000 $12,642,470.01 0.25%
AT&T INC 3%, due 06/30/2022 00206RCM2 12,118,000 $12,579,245.37 0.24%
BAT CAPITAL CORP Variable rate, due 08/15/2022 05526DAX3 12,452,000 $12,533,821.34 0.24%
ENTERPRISE PRODUCTS OPER 2.80%, due 02/15/2021 29379VBP7 12,098,000 $12,184,227.52 0.24%
HITACHI CAP AMER CORP 0%, due 10/30/2020 43357LKW1 12,500,000 $12,500,000.00 0.24%
ABBVIE INC N/C, Variable rate, due 11/21/2022 00287YBN8 12,000,000 $12,062,410.80 0.23%
AUST & NZ BANKING GROUP N/C, Variable rate, due 05/17/2021 05252ADC2 12,090,000 $12,120,288.24 0.23%
BANK OF AMERICA CORP Variable rate, due 10/24/2024 06051GJH3 12,000,000 $12,009,828.12 0.23%
CANADIAN NATURAL RESOURCES 0%, due 11/19/2020 13638WLK6 11,800,000 $11,798,754.39 0.23%
DANSKE BANK A/S N/C, 2.80%, due 03/10/2021 23636AAE1 11,915,000 $12,019,859.87 0.23%
EASTMAN CHEMICAL CO 0%, due 11/06/2020 27743JL68 11,700,000 $11,699,385.75 0.23%
GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 38148YAC2 11,500,000 $11,778,522.30 0.23%
SUMITOMO MITSUI FINL GRP N/C, 2.442%, due 10/19/2021 86562MAH3 11,758,000 $12,003,271.41 0.23%
UBS AG LONDON 1.75%, due 04/21/2022 902674YA2 11,482,000 $11,695,821.24 0.23%
Verizon Owner Trust Series 2019-C, Class A1A, 1.94%, due 04/22/2024 92348AAA3 11,460,000 $11,729,818.83 0.23%
VOLKSWAGEN GROUP AMERICA 2.50%, due 09/24/2021 928668AX0 11,828,000 $12,038,397.29 0.23%
CONSOLIDATED EDISON INC 2%, due 05/15/2021 209115AC8 11,351,000 $11,439,821.80 0.22%
FHLMC Multifamily Structured Pass Through Certs. Series K013, Class A2, Variable rate, due 01/25/2021 3137AA4W0 11,486,013 $11,526,298.63 0.22%
GENERAL MOTORS FINL CO 4.20%, due 03/01/2021 37045XBF2 11,270,000 $11,360,156.96 0.22%
HPEFS Equipment Trust Series 2020-1A, Class A2, 1.83%, due 02/20/2030 40438FAB0 11,000,000 $11,093,692.50 0.22%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 06/11/2021 46849LTA9 11,510,000 $11,534,482.00 0.22%
SHIRE ACQ INV IRELAND DA 2.40%, due 09/23/2021 82481LAB5 11,296,000 $11,481,442.47 0.22%
ALABAMA POWER CO 2.45%, due 03/30/2022 010392FQ6 10,410,000 $10,694,636.78 0.21%
AMERICAN EXPRESS CO Variable rate, due 11/05/2021 025816BZ1 11,000,000 $11,061,044.39 0.21%
BMW US CAPITAL LLC N/C, Variable rate, due 04/12/2021 05565EAV7 10,925,000 $10,937,112.77 0.21%
CIGNA CORP Variable rate, due 09/17/2021 125523AB6 11,000,000 $11,002,343.66 0.21%
CITIBANK NA Variable rate, due 02/12/2021 17325FAM0 10,760,000 $10,767,751.61 0.21%
CONSOLIDATED EDISON CO OF NY N/C, Variable rate, due 06/25/2021 209111FR9 11,000,000 $11,025,688.41 0.21%
DTE ENERGY CO 2.60%, due 06/15/2022 233331BB2 10,300,000 $10,645,231.07 0.21%
Exeter Automobile Receivables Trust Series 2020-3A, Class A3, 0.78%, due 10/16/2023 30166NAC0 11,000,000 $11,007,249.00 0.21%
JPMORGAN CHASE & CO 2.972%, due 01/15/2023 48128BAB7 10,365,000 $10,687,381.67 0.21%
MARATHON PETROLEUM CORP 3.40%, due 12/15/2020 56585AAL6 10,568,000 $10,578,203.93 0.21%
Mercedes-Benz Auto Lease Trust Series 2019-B, Class A2, 2.05%, due 12/15/2021 58769QAB7 10,771,974 $10,806,452.86 0.21%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 606822AS3 10,991,000 $11,057,473.57 0.21%
MORGAN STANLEY N/C, Variable rate, due 04/21/2021 61746BEB8 11,000,000 $11,067,905.75 0.21%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 07/12/2022 64952WDJ9 10,550,000 $10,606,352.82 0.21%
Santander Drive Auto Receivables Trust Series 2020-3, Class A2, 0.75%, due 09/15/2023 80285WAB3 11,000,000 $11,011,319.00 0.21%
Securitized Term Auto Receivables Trust Series 2017-2A, Class A4, 2.289%, due 03/25/2022 81376NAE5 10,585,056 $10,626,580.28 0.21%
WELLS FARGO BANK NA Variable rate, due 09/09/2022 94988J6A0 10,646,000 $10,796,597.04 0.21%
BAT INTL FINANCE PLC 0%, due 12/02/2020 05531MM21 10,100,000 $10,097,500.25 0.20%
CHARLES SCHWAB CORP Variable rate, due 05/21/2021 808513AV7 10,505,000 $10,518,409.63 0.20%
CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 12555DAB1 10,125,775 $10,143,493.59 0.20%
CITIGROUP INC Variable rate, due 04/25/2022 172967LH2 9,959,000 $10,062,086.71 0.20%
DUKE ENERGY CORPORATION 0%, due 12/04/2020 26244HM42 10,500,000 $10,498,468.79 0.20%
DUPONT DE NEMOURS INC N/C, Variable rate, due 11/15/2020 26078JAG5 10,527,000 $10,529,732.81 0.20%
GOLDMAN SACHS GROUP INC Variable rate, due 07/24/2023 38141GWM2 10,000,000 $10,401,087.70 0.20%
GOLDMAN SACHS GROUP INC Variable rate, due 11/15/2021 38145GAF7 10,308,000 $10,312,550.36 0.20%
LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 53944YAK9 10,000,000 $10,287,606.10 0.20%
MASSMUTUAL GLOBAL FUNDING II N/C, 0.85%, due 06/09/2023 57629WCU2 10,000,000 $10,100,060.00 0.20%
OSCAR US Funding Trust Series 2019-2A, Class A2, 0%, due 08/10/2022 68784EAB4 10,483,795 $10,566,187.14 0.20%
Santander Consumer Auto Receivables Trust Series 2020-BA, Class A3, 1.09%, due 08/15/2024 802830AG4 10,500,000 $10,509,947.70 0.20%
TOYOTA MOTOR CREDIT CORP N/C, 1.15%, due 05/26/2022 89236TGZ2 10,000,000 $10,131,724.10 0.20%
TRUIST BANK Variable rate, due 05/17/2022 86787EBD8 10,000,000 $10,060,057.80 0.20%
WELLS FARGO & COMPANY N/C, 3.50%, due 03/08/2022 94974BFC9 10,000,000 $10,412,604.50 0.20%
ATHENE GLOBAL FUNDING N/C, 1.20%, due 10/13/2023 04685A2Q3 9,640,000 $9,656,296.03 0.19%
BAT INTL FINANCE PLC 0%, due 11/06/2020 05531ML63 10,000,000 $9,999,319.30 0.19%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 11/24/2020 05565QDT2 10,000,000 $10,001,726.20 0.19%
CANADIAN NATURAL RESOURCES 0%, due 11/05/2020 13638WL59 10,000,000 $9,999,616.60 0.19%
CANADIAN NATURAL RESOURCES 0%, due 11/10/2020 13638WLA8 10,000,000 $9,999,419.40 0.19%
CAPITAL ONE NA 2.15%, due 09/06/2022 14042RNW7 9,505,000 $9,793,384.46 0.19%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 09/07/2021 14913Q2P3 9,879,000 $9,900,394.46 0.19%
CIGNA CORP 0%, due 12/14/2020 12553NME2 10,000,000 $9,996,999.70 0.19%
CITIGROUP INC Variable rate, due 11/04/2022 17308CC46 9,440,000 $9,611,791.57 0.19%
CNPC FINANCE HK LTD 0%, due 11/16/2020 12623KLG0 10,000,000 $9,997,922.10 0.19%
CNPC FINANCE HK LTD 0%, due 11/18/2020 12623KLJ4 10,000,000 $9,997,624.50 0.19%
CNPC FINANCE HK LTD 0%, due 12/10/2020 12623KMA2 10,000,000 $9,994,988.80 0.19%
COOPERAT RABOBANK UA/NY N/C, Variable rate, due 01/10/2022 21688AAK8 9,816,000 $9,902,189.29 0.19%
DOW CHEMICAL COMPANY 0%, due 11/04/2020 26055AL46 10,000,000 $9,999,750.00 0.19%
EASTMAN CHEMICAL CO 0%, due 10/30/2020 27743JKW2 10,000,000 $10,000,000.00 0.19%
ENERGY TRANSFER OPER LP 0%, due 11/02/2020 29277EL28 10,000,000 $9,999,433.20 0.19%
ENI FINANCE USA INC 0%, due 01/26/2021 26876ANS8 10,000,000 $9,990,954.80 0.19%
ENTERGY CORP 0%, due 01/21/2021 29366ENM4 10,000,000 $9,994,005.40 0.19%
ENTERGY CORP 0%, due 01/28/2021 29366ENU6 10,000,000 $9,993,749.60 0.19%
ENTERGY CORP 0%, due 12/14/2020 29366EME3 10,000,000 $9,997,374.90 0.19%
EXXON MOBIL CORPORATION N/C, Variable rate, due 08/16/2022 30231GBA9 10,000,000 $10,045,686.50 0.19%
FHLMC Multifamily Structured Pass Through Certs. Series K720, Class A1, 2.316%, due 11/25/2021 3137BLUQ9 9,577,278 $9,689,006.14 0.19%
Freddie Mac Series 4821, Class BC, 3%, due 12/15/2044 3137FHD34 9,459,477 $9,610,849.56 0.19%
GENERAL MOTORS FINL CO 0%, due 01/20/2021 37046TNL4 10,000,000 $9,982,916.70 0.19%
GENERAL MOTORS FINL CO 0%, due 11/13/2020 37046TLD4 10,000,000 $9,998,055.60 0.19%
GILEAD SCIENCES INC 0.75%, due 09/29/2023 375558BW2 10,000,000 $10,026,475.00 0.19%
GLENCORE FUNDING LLC 0%, due 01/15/2021 37790ANF6 10,000,000 $9,988,662.60 0.19%
GLENCORE FUNDING LLC 0%, due 12/11/2020 37790AMB6 10,000,000 $9,995,100.00 0.19%
HARLEY-DAVIDSON FINL SER 0%, due 01/11/2021 41282JNB3 10,000,000 $9,989,859.10 0.19%
IBM CORP N/C, Variable rate, due 05/13/2021 459200KD2 10,000,000 $10,019,600.80 0.19%
INTEL CORP N/C, Variable rate, due 05/11/2022 458140BC3 10,000,000 $10,047,686.40 0.19%
INTERCONTINENTALEXCHANGE 0%, due 01/14/2021 45856WNE5 10,000,000 $9,992,187.70 0.19%
INTERCONTINENTALEXCHANGE Variable rate, due 06/15/2023 45866FAR5 10,000,000 $10,045,070.00 0.19%
JABIL INC 0%, due 11/04/2020 46652LL47 10,000,000 $9,999,027.40 0.19%
JABIL INC 0%, due 11/13/2020 46652LLD7 10,000,000 $9,997,277.80 0.19%
JABIL INC 0%, due 11/19/2020 46652LLK1 10,000,000 $9,996,166.60 0.19%
L3HARRIS TECH INC 4.95%, due 02/15/2021 502431AH2 10,000,000 $10,033,287.90 0.19%
MCDONALD'S CORP N/C, Variable rate, due 10/28/2021 58013MFG4 10,000,000 $10,035,544.60 0.19%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/08/2021 59217GCM9 10,000,000 $10,004,821.70 0.19%
MOTIVA ENTERPRISES LLC 0%, due 11/10/2020 61981FLA7 10,000,000 $9,999,358.30 0.19%
OSCAR US Funding Trust Series 2016-2A, Class A4, 2.99%, due 12/15/2023 68784UAE2 9,748,548 $9,813,490.20 0.19%
OTIS WORLDWIDE CORP Variable rate, due 04/05/2023 68902VAG2 10,000,000 $10,003,162.30 0.19%
STANDARD CHARTERED PLC Variable rate, due 01/20/2023 853254BL3 9,975,000 $10,007,730.87 0.19%
SUMITOMO MITSUI FINL GRP N/C, 2.934%, due 03/09/2021 86562MAB6 9,500,000 $9,588,586.55 0.19%
SUNCOR ENERGY INC 0%, due 01/20/2021 86723ANL2 10,000,000 $9,994,077.40 0.19%
Towd Point Mortgage Trust Series 2016-2, Class A1, Variable rate, due 08/25/2055 89172PAA7 9,284,959 $9,554,898.40 0.19%
TOYOTA MOTOR CREDIT CORP N/C, 1.80%, due 10/07/2021 89236TGJ8 9,677,000 $9,817,542.26 0.19%
VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 09/24/2021 928668AW2 10,000,000 $10,043,658.80 0.19%
World Omni Auto Receivables Trust Series 2019-B, Class A3, 2.59%, due 07/15/2024 98162VAD1 9,499,000 $9,693,582.27 0.19%
BP CAP MARKETS AMERICA Variable rate, due 09/19/2022 10373QBD1 9,169,000 $9,182,503.00 0.18%
CISCO SYSTEMS INC 2.90%, due 03/04/2021 17275RAP7 9,049,000 $9,136,386.55 0.18%
Honda Auto Receivables Owner Trust Series 2020-1, Class A2, 1.63%, due 10/21/2022 43813RAB3 9,417,324 $9,485,058.60 0.18%
HUMANA INC 2.50%, due 12/15/2020 444859BH4 9,300,000 $9,322,530.27 0.18%
ING GROEP NV N/C, 3.15%, due 03/29/2022 456837AG8 9,135,000 $9,494,273.70 0.18%
JPMORGAN CHASE & CO Variable rate, due 06/01/2024 46647PBQ8 9,053,000 $9,252,475.43 0.18%
MAXIM INTEGRATED PRODUCTS 3.375%, due 03/15/2023 57772KAB7 8,572,000 $9,057,939.22 0.18%
MIZUHO FINANCIAL GROUP N/C, Variable rate, due 09/13/2021 60687YAF6 9,200,000 $9,281,682.11 0.18%
NEWMONT CORP 3.625%, due 06/09/2021 651639AR7 9,297,000 $9,427,762.77 0.18%
PENSKE TRUCK LEASING/PTL 3.65%, due 07/29/2021 709599BD5 9,163,000 $9,351,962.04 0.18%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/29/2022 78013X6E3 9,000,000 $9,046,095.48 0.18%
SIEMENS FINANCIERINGSMAATSCHAPPIJ Variable rate, due 03/16/2022 82620KAQ6 9,200,000 $9,257,274.05 0.18%
SUNCOR ENERGY INC 0%, due 01/27/2021 86723ANT5 9,500,000 $9,493,893.49 0.18%
Verizon Owner Trust Series 2018-1A, Class A1A, 2.82%, due 09/20/2022 92349FAA1 9,420,726 $9,492,211.76 0.18%
AMERICAN INTL GROUP 3.30%, due 03/01/2021 026874DG9 8,742,000 $8,807,429.07 0.17%
BROADCOM CRP / CAYMN FI 2.65%, due 01/15/2023 11134LAM1 8,530,000 $8,860,800.22 0.17%
DOMINION ENERGY INC 2.75%, due 01/15/2022 25746UCR8 8,510,000 $8,727,096.74 0.17%
DUKE ENERGY CORPORATION 0%, due 11/04/2020 26244HL43 9,000,000 $8,999,849.97 0.17%
FISERV INC 4.75%, due 06/15/2021 337738AL2 8,387,000 $8,543,880.94 0.17%
FREMF Mortgage Trust Series 2011-KAIV, Class B, 4.944%, due 06/25/2046 30263AAJ5 8,617,000 $8,794,232.73 0.17%
GTE Auto Receivables Trust Series 2019-1, Class A2, 2.17%, due 12/15/2022 362303AC3 8,917,461 $8,977,249.53 0.17%
MACQUARIE BANK LTD N/C, 6.625%, due 04/07/2021 55608XAA5 8,712,000 $8,930,824.71 0.17%
ORACLE CORP 1.90%, due 09/15/2021 68389XBK0 8,474,000 $8,583,195.37 0.17%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 05/17/2021 83051GAH1 9,000,000 $9,020,764.89 0.17%
STANDARD CHARTERED PLC Variable rate, due 09/10/2022 853254BR0 8,604,000 $8,633,287.33 0.17%
Avis Budget Rental Car Funding Series 2016-2A, Class A, 2.72%, due 11/20/2022 05377RCK8 8,060,000 $8,169,250.08 0.16%
CAPITAL ONE FINANCIAL CO 2.60%, due 05/11/2023 14040HCD5 7,667,000 $8,032,618.53 0.16%
CAPITAL ONE FINANCIAL CO 3.45%, due 04/30/2021 14040HBY0 8,226,000 $8,332,971.48 0.16%
Ford Credit Auto Owner Trust Series 2019-C, Class A2A, 1.88%, due 07/15/2022 34531KAB8 8,185,382 $8,232,961.53 0.16%
FREMF MORTGAGE TRUST Series 2014-K715, Class B, Variable rate, due 02/25/2046 30291XAE2 8,195,000 $8,223,680.86 0.16%
GATX CORP N/C, Variable rate, due 11/05/2021 361448BB8 8,300,000 $8,294,801.13 0.16%
GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2021 37045XCN4 8,000,000 $7,998,389.44 0.16%
GM Financial Automobile Leasing Trust Series 2018-3, Class B, 3.48%, due 07/20/2022 36256GAF6 8,332,000 $8,386,344.64 0.16%
OSCAR US Funding Trust Series 2018-1A, Class A3, 3.23%, due 05/10/2022 68784CAD4 8,015,749 $8,069,710.82 0.16%
SUNCOR ENERGY INC 0%, due 11/09/2020 86723AL91 8,000,000 $7,999,511.04 0.16%
WESTPAC BANKING CORP N/C, 2.65%, due 01/25/2021 961214DU4 8,275,000 $8,322,110.90 0.16%
WESTPAC BANKING CORP N/C, Variable rate, due 01/25/2021 961214DV2 8,261,000 $8,266,674.81 0.16%
AT&T INC N/C, Variable rate, due 06/01/2021 00206RFZ0 7,940,000 $7,970,474.91 0.15%
CREDIT SUISSE NEW YORK N/C, 1%, due 05/05/2023 22550L2D2 7,707,000 $7,803,879.30 0.15%
FIFTH THIRD BANK Variable rate, due 07/26/2021 31677QBP3 7,725,000 $7,744,270.63 0.15%
Ford Credit Auto Lease Trust Series 2019-A, Class A3, 2.90%, due 05/15/2022 34532FAD4 7,589,805 $7,651,924.81 0.15%
GLOBAL PAYMENTS INC 3.80%, due 04/01/2021 891906AD1 7,561,000 $7,648,019.70 0.15%
LOWE'S COS INC 3.75%, due 04/15/2021 548661CT2 7,916,000 $7,973,074.52 0.15%
NEXTERA ENERGY CAPITAL N/C, 2.403%, due 09/01/2021 65339KAS9 7,425,000 $7,555,004.33 0.15%
Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 67113CAL0 7,560,251 $7,580,558.69 0.15%
OSCAR US Funding Trust Series 2019-2A, Class A3, 2.59%, due 09/11/2023 68784EAC2 7,600,000 $7,810,472.88 0.15%
Santander Retail Auto Lease Trust Series 2019-C, Class A4, 1.93%, due 11/20/2023 80284NAE8 7,630,000 $7,817,117.36 0.15%
VOLKSWAGEN GROUP AMERICA 2.90%, due 05/13/2022 928668BC5 7,253,000 $7,496,135.28 0.15%
ABN AMRO BANK NV N/C, Variable rate, due 08/27/2021 00084DAS9 7,158,000 $7,191,776.10 0.14%
APPLE INC 0.75%, due 05/11/2023 037833DV9 7,000,000 $7,070,640.64 0.14%
AVIATION CAPITAL GROUP N/C, Variable rate, due 06/01/2021 05369AAG6 7,365,000 $7,258,485.16 0.14%
CANADIAN NATURAL RESOURCES 0%, due 11/09/2020 13638WL91 7,000,000 $6,999,611.08 0.14%
COMMONWEALTH BANK AUST N/C, Variable rate, due 03/10/2022 2027A0JL4 7,000,000 $7,051,839.76 0.14%
DAIMLER FINANCE NA LLC 3.75%, due 11/05/2021 233851DN1 7,000,000 $7,219,354.31 0.14%
DOMINION ENERGY INC Variable rate, due 09/15/2023 25746UDH9 7,000,000 $7,020,580.35 0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K025, Class A1, 1.875%, due 04/25/2022 3137AYCD1 7,428,412 $7,473,011.06 0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K034, Class A1, 2.669%, due 02/25/2023 3137B5JL8 7,114,165 $7,296,380.54 0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K727, Class A1, 2.632%, due 10/25/2023 3137FARD2 6,866,751 $7,020,219.22 0.14%
GENERAL MOTORS FINL CO 4.375%, due 09/25/2021 37045XAQ9 6,763,000 $6,973,729.67 0.14%
HYUNDAI CAPITAL AMERICA 2.375%, due 02/10/2023 44891ABE6 6,885,000 $7,087,274.07 0.14%
JPMORGAN CHASE & CO Variable rate, due 04/25/2023 46647PAE6 6,935,000 $7,181,363.86 0.14%
PHILLIPS 66 N/C, Variable rate, due 02/26/2021 718546AS3 7,419,000 $7,420,095.86 0.14%
ROPER TECHNOLOGIES INC 3%, due 12/15/2020 776743AA4 7,085,000 $7,084,006.56 0.14%
SANTANDER UK GROUP HLDGS N/C, 3.125%, due 01/08/2021 80281LAD7 7,087,000 $7,122,484.76 0.14%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 07/14/2021 86562MAG5 7,328,000 $7,381,747.95 0.14%
SUNCOR ENERGY INC 2.80%, due 05/15/2023 867224AC1 6,909,000 $7,224,681.88 0.14%
UNION PACIFIC CORP 4%, due 02/01/2021 907818DG0 7,004,000 $7,004,000.00 0.14%
UPJOHN INC 1.125%, due 06/22/2022 91533BAA8 6,961,000 $7,028,036.52 0.14%
WELLS FARGO & COMPANY Variable rate, due 02/11/2022 949746SP7 6,952,000 $6,966,266.34 0.14%
WESTPAC BANKING CORP N/C, Variable rate, due 01/13/2023 961214EK5 7,000,000 $7,037,331.21 0.14%
Winwater Mortgage Loan Trust Series 2015-5, Class A5, Variable rate, due 08/20/2045 97654DAE6 7,026,112 $7,060,491.88 0.14%
World OMNI Select Auto Trust Series 2020-A, Class A3, 0.90%, due 07/15/2025 98163DAD0 7,000,000 $7,016,576.00 0.14%
BNP PARIBAS N/C, 5%, due 01/15/2021 05567LT31 6,775,000 $6,841,066.68 0.13%
CVS HEALTH CORP 2.125%, due 06/01/2021 126650CT5 6,631,000 $6,688,969.40 0.13%
ENTERPRISE PRODUCTS OPER 3.50%, due 02/01/2022 29379VBS1 6,442,000 $6,686,435.38 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K032, Class A1, 3.016%, due 02/25/2023 3137B4GX8 6,282,449 $6,463,912.17 0.13%
FHLMC Multifamily Structured Pass Through Certs. Series KSMC, Class A1, 1.954%, due 01/25/2023 3137B04X9 6,578,472 $6,697,385.50 0.13%
HYUNDAI CAPITAL AMERICA 1.25%, due 09/18/2023 44891ABM8 6,910,000 $6,946,843.77 0.13%
MITSUBISHI UFJ FIN GRP N/C, 3.761%, due 07/26/2023 606822BA1 6,000,000 $6,497,764.14 0.13%
RYDER SYSTEM INC 3.50%, due 06/01/2021 78355HKJ7 6,435,000 $6,548,996.41 0.13%
TD AMERITRADE HOLDING CO Variable rate, due 11/01/2021 87236YAG3 6,633,000 $6,657,077.92 0.13%
UBS AG LONDON Variable rate, due 12/01/2020 902674XJ4 6,800,000 $6,800,628.92 0.13%
AMERICAN EXPRESS CO Variable rate, due 05/17/2021 025816BV0 6,000,000 $6,014,079.60 0.12%
ANTHEM INC 3.70%, due 08/15/2021 94973VAW7 5,900,000 $6,008,035.02 0.12%
AUST & NZ BANKING GRP NY N/C, 2.05%, due 11/21/2022 05253JAW1 6,130,000 $6,345,213.63 0.12%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGX1 6,239,000 $6,242,746.02 0.12%
BRISTOL-MYERS SQUIBB CO 2.55%, due 05/14/2021 110122CK2 6,255,000 $6,332,669.64 0.12%
BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 05/16/2022 110122CJ5 6,000,000 $6,024,015.78 0.12%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/15/2021 14913Q2H1 6,000,000 $6,005,172.78 0.12%
CVS HEALTH CORP N/C, Variable rate, due 03/09/2021 126650DD9 6,000,000 $6,013,829.88 0.12%
DANSKE BANK A/S 1.226%, due 06/22/2024 23636AAW1 6,000,000 $6,057,648.60 0.12%
DNB BANK ASA N/C, Variable rate, due 12/02/2022 23329PAD2 6,000,000 $6,048,744.84 0.12%
DUKE ENERGY CORP N/C, Variable rate, due 03/11/2022 26441CBD6 5,900,000 $5,935,795.24 0.12%
Fannie Mae Series 2013-74, Class EL, 3%, due 04/25/2041 3136AE6R3 5,914,853 $6,122,330.91 0.12%
FHLMC Multifamily Structured Pass Through Certs. Series K027, Class A1, 1.785%, due 09/25/2022 3137B1UF7 6,361,652 $6,430,559.79 0.12%
GOLDMAN SACHS GROUP INC 2.60%, due 12/27/2020 38141GWG5 6,000,000 $6,021,336.12 0.12%
ING GROEP NV N/C, Variable rate, due 10/02/2023 456837AL7 6,000,000 $6,089,706.55 0.12%
MORGAN STANLEY N/C, 2.75%, due 05/19/2022 61744YAH1 5,815,000 $6,024,281.56 0.12%
ORACLE CORP 2.50%, due 10/15/2022 68389XAP0 6,000,000 $6,248,001.72 0.12%
OSCAR US Funding Trust Series 2018-2A, Class A4, 3.63%, due 09/10/2025 68784XAE6 6,130,000 $6,413,375.80 0.12%
UBS GROUP AG N/C, Variable rate, due 04/14/2021 90351DAE7 6,000,000 $6,045,308.16 0.12%
UNITEDHEALTH GROUP INC N/C, Variable rate, due 06/15/2021 91324PDG4 6,156,000 $6,166,027.32 0.12%
BARCLAYS BANK PLC 2.65%, due 01/11/2021 06739FJJ1 5,860,000 $5,875,078.14 0.11%
BMW FINANCE NV N/C, Variable rate, due 08/12/2022 05600LAD8 5,500,000 $5,536,849.34 0.11%
BOSTON PROPERTIES LP 4.125%, due 05/15/2021 10112RAS3 5,483,000 $5,541,840.10 0.11%
CIGNA CORP 3.40%, due 09/17/2021 125523AE0 5,600,000 $5,749,355.93 0.11%
CITIGROUP INC Variable rate, due 07/24/2023 172967LM1 5,500,000 $5,708,239.90 0.11%
CREDIT SUISSE GROUP FUNDING LTD N/C, Variable rate, due 04/16/2021 225433AP6 5,500,000 $5,555,629.58 0.11%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/12/2021 233851DA9 5,730,000 $5,732,573.40 0.11%
Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 3136AJSW7 5,450,625 $5,722,912.10 0.11%
Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 3136ANVJ3 5,677,741 $5,870,776.10 0.11%
FIDELITY NATIONAL INFO SVCS 3.50%, due 04/15/2023 31620MAK2 5,177,000 $5,510,198.19 0.11%
Ford Credit Auto Lease Trust Series 2020-B, Class A2A, 0.96%, due 12/15/2022 34531RAB3 5,750,000 $5,757,798.73 0.11%
NUTRIEN LTD 1.90%, due 05/13/2023 67077MAV0 5,575,000 $5,755,713.23 0.11%
ORACLE CORP 2.80%, due 07/08/2021 68389XBA2 5,500,000 $5,596,808.31 0.11%
OSCAR US Funding Trust Series 2017-1A, Class A4, 3.30%, due 05/10/2024 687846AE5 5,656,974 $5,726,676.52 0.11%
UBS GROUP AG Variable rate, due 07/30/2024 902613AB4 5,800,000 $5,816,476.47 0.11%
ABBVIE INC N/C, Variable rate, due 05/21/2021 00287YBT5 5,000,000 $5,007,295.00 0.10%
ABBVIE INC N/C, Variable rate, due 11/19/2021 00287YBJ7 5,000,000 $5,012,347.90 0.10%
AERCAP IRELAND CAP/GLOBAL 4.50%, due 05/15/2021 00772BAF8 5,000,000 $5,089,732.00 0.10%
AMERICAN HONDA FINANCE 0%, due 01/21/2021 02665JNM8 5,000,000 $4,997,002.60 0.10%
ANTHEM INC 3.125%, due 05/15/2022 94973VAX5 5,000,000 $5,207,942.75 0.10%
ANZ NEW ZEALAND INTL/LDN N/C, 2.75%, due 01/22/2021 00182EBH1 5,000,000 $5,027,606.25 0.10%
ATHENE GLOBAL FUNDING N/C, 3%, due 07/01/2022 04685A2E0 5,108,000 $5,265,756.60 0.10%
BAE SYSTEMS PLC 4.75%, due 10/11/2021 05523RAB3 4,822,000 $5,013,225.70 0.10%
BANK OF AMERICA CORP N/C, Variable rate, due 04/19/2021 06051GFV6 5,000,000 $5,032,245.65 0.10%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGY9 5,000,000 $5,026,478.15 0.10%
BAYER US FINANCE II LLC Variable rate, due 06/25/2021 07274NAC7 5,000,000 $5,011,209.85 0.10%
CITIGROUP INC Variable rate, due 11/04/2022 17308CC38 5,000,000 $5,025,703.65 0.10%
COOPERAT RABOBANK UA/NY N/C, Variable rate, due 04/26/2021 21688AAP7 5,200,000 $5,209,916.61 0.10%
DAIMLER FINANCE NA LLC 1.75%, due 03/10/2023 233851DY7 5,000,000 $5,109,006.65 0.10%
DAIMLER FINANCE NA LLC 3.35%, due 05/04/2021 233851DJ0 5,130,000 $5,203,728.46 0.10%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 11/05/2021 233851DP6 5,000,000 $5,012,243.50 0.10%
DUKE ENERGY CORP N/C, Variable rate, due 05/14/2021 26441CBA2 5,000,000 $5,011,234.70 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K036, Class A1, 2.777%, due 04/25/2023 3137B7EZ8 4,959,328 $5,110,894.22 0.10%
FIFTH THIRD BANCORP 2.60%, due 06/15/2022 316773CU2 5,000,000 $5,170,833.50 0.10%
FLORIDA POWER & LIGHT CO Variable rate, due 07/28/2023 341081GA9 5,000,000 $5,002,573.65 0.10%
GENERAL MOTORS FINL CO 0%, due 01/13/2021 37046TND2 5,000,000 $4,992,708.20 0.10%
GILEAD SCIENCES INC Variable rate, due 09/17/2021 375558BU6 5,000,000 $5,003,639.10 0.10%
GM Financial Automobile Leasing Trust Series 2019-1, Class A3, 2.98%, due 12/20/2021 36256UAD0 5,061,315 $5,095,881.95 0.10%
GOLDMAN SACHS GROUP INC 3%, due 04/26/2022 38141GWC4 5,000,000 $5,062,749.95 0.10%
GOLDMAN SACHS GROUP INC Variable rate, due 04/26/2022 38141GWD2 5,000,000 $5,019,156.70 0.10%
KROGER CO 2.60%, due 02/01/2021 501044DB4 5,348,000 $5,367,729.73 0.10%
MET LIFE GLOB FUNDING I N/C, 0.90%, due 06/08/2023 59217GEH8 5,000,000 $5,056,431.20 0.10%
MIZUHO FINANCIAL GROUP N/C, 2.632%, due 04/12/2021 60687YAB5 5,000,000 $5,052,180.00 0.10%
MORGAN STANLEY 3.125%, due 01/23/2023 61744YAN8 5,000,000 $5,287,679.80 0.10%
MORGAN STANLEY N/C, 2.50%, due 04/21/2021 61746BEA0 5,333,000 $5,387,682.34 0.10%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 12/13/2022 63254WAA8 5,000,000 $5,021,334.50 0.10%
NATIONAL SECS CLEARING 1.20%, due 04/23/2023 637639AA3 4,900,000 $4,995,365.07 0.10%
OSCAR US Funding Trust Series 2018-2A, Class A3, 3.39%, due 09/12/2022 68784XAD8 4,879,501 $4,933,570.35 0.10%
SOUTHERN CALIF GAS CO Variable rate, due 09/14/2023 842434CV2 5,000,000 $5,002,840.90 0.10%
SOUTHERN NAT GAS/ISSUING 4.40%, due 06/15/2021 84345PAB8 4,876,000 $4,942,411.22 0.10%
SVENSKA HANDELSBANKEN AB N/C, 0.625%, due 06/20/2023 86959LAF0 5,000,000 $5,021,996.00 0.10%
THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2021 254687FG6 5,000,000 $5,009,568.95 0.10%
THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2022 254687FH4 5,000,000 $5,024,587.30 0.10%
WELLS FARGO & COMPANY N/C, 3%, due 01/22/2021 94974BFR6 5,000,000 $5,028,418.60 0.10%
WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 961214DR1 5,000,000 $5,046,789.15 0.10%
XILINX INC 3%, due 03/15/2021 983919AH4 5,000,000 $5,039,647.05 0.10%
AMERICAN ELECTRIC POWER N/C, 3.65%, due 12/01/2021 025537AL5 4,567,000 $4,728,493.96 0.09%
BMW US CAPITAL LLC N/C, Variable rate, due 08/13/2021 05565EBD6 4,400,000 $4,409,261.16 0.09%
NEXTERA ENERGY CAPITAL Variable rate, due 02/25/2022 65339KBC3 4,520,000 $4,554,969.03 0.09%
Onslow Bay Financial LLC Series 2019-EXP3, Class 2A1A, Variable rate, due 10/25/2059 67113AAZ3 4,854,228 $4,867,301.80 0.09%
SKANDINAVISKA ENSKILDA N/C, 2.625%, due 11/17/2020 83051GAE8 4,800,000 $4,804,865.09 0.09%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 10/19/2021 86562MAJ9 4,674,000 $4,719,945.89 0.09%
SVENSKA HANDELSBANKEN AB N/C, 2.45%, due 03/30/2021 86960BAL6 4,500,000 $4,540,867.06 0.09%
ZOETIS INC 3.25%, due 08/20/2021 98978VAQ6 4,439,000 $4,550,425.17 0.09%
AIG GLOBAL FUNDING N/C, 0.80%, due 07/07/2023 00138CAM0 4,000,000 $4,030,867.24 0.08%
AIG GLOBAL FUNDING N/C, Variable rate, due 01/22/2021 00138CAJ7 4,100,000 $4,105,566.00 0.08%
AUST & NZ BANKING GROUP N/C, Variable rate, due 11/21/2022 05252ADE8 4,000,000 $4,025,488.56 0.08%
Avis Budget Rental Car Funding Series 2015-2A, Class A, 2.63%, due 12/20/2021 05377RCA0 4,146,667 $4,153,856.13 0.08%
CVS HEALTH CORP 3.50%, due 07/20/2022 126650CK4 4,148,000 $4,344,205.96 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K716, Class A2, 3.13%, due 06/25/2021 3137BDDC7 4,217,787 $4,262,855.89 0.08%
FREMF MORTGAGE TRUST Series 2011-K14, Class B, Variable rate, due 02/25/2047 30263BAL8 3,822,000 $3,887,970.78 0.08%
GATX CORP 4.85%, due 06/01/2021 361448AL7 3,802,000 $3,893,064.48 0.08%
GENERAL MOTORS FINL CO 4.20%, due 11/06/2021 37045XCP9 4,000,000 $4,126,739.96 0.08%
GEORGIA POWER CO 2.40%, due 04/01/2021 373334KF7 4,000,000 $4,027,674.40 0.08%
MASSMUTUAL GLOBAL FUNDING II N/C, 2.45%, due 11/23/2020 57629WBW9 4,200,000 $4,206,021.79 0.08%
PUBLIC SERVICE ENTERPRISE GROUP 2.65%, due 11/15/2022 744573AL0 3,860,000 $4,027,934.90 0.08%
ROPER TECHNOLOGIES INC 2.80%, due 12/15/2021 776743AC0 4,000,000 $4,098,945.20 0.08%
SANTANDER UK PLC N/C, 2.125%, due 11/03/2020 80283LAP8 3,900,000 $3,900,182.36 0.08%
SANTANDER UK PLC N/C, 3.40%, due 06/01/2021 80283LAT0 3,850,000 $3,918,556.83 0.08%
Securitized Term Auto Receivables Trust Series 2019-1A, Class A3, 2.986%, due 02/27/2023 81377DAC0 3,900,222 $3,968,871.95 0.08%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 12/12/2022 83051GAL2 4,000,000 $4,037,949.48 0.08%
STATE STREET CORP Variable rate, due 03/30/2023 857477BH5 3,990,000 $4,127,173.25 0.08%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/11/2022 86562MAL4 4,139,000 $4,175,896.75 0.08%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/13/2021 89236TEV3 4,000,000 $4,004,882.68 0.08%
TWDC ENTERPRISES 18 CORP 2.30%, due 02/12/2021 25468PDJ2 4,235,000 $4,259,664.72 0.08%
AMERICAN HONDA FINANCE N/C, Variable rate, due 01/08/2021 02665WCR0 3,800,000 $3,803,401.65 0.07%
CAPITAL ONE NA Variable rate, due 08/08/2022 14042RHB0 3,385,000 $3,410,354.80 0.07%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/08/2021 14913Q2Z1 3,750,000 $3,754,180.24 0.07%
CHEVRON CORP N/C, Variable rate, due 05/16/2021 166764BF6 3,500,000 $3,517,314.15 0.07%
CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 12554TAL5 3,589,094 $3,595,367.74 0.07%
HEINEKEN NV 2.75%, due 04/01/2023 423012AD5 3,400,000 $3,560,559.29 0.07%
LLOYDS BANKING GROUP PLC N/C, Variable rate, due 06/21/2021 53944YAG8 3,410,000 $3,425,692.82 0.07%
MITSUBISHI UFJ FIN GRP Variable rate, due 09/15/2024 606822BV5 3,635,000 $3,642,834.66 0.07%
OSCAR US Funding Trust Series 2017-2A, Class A4, 2.76%, due 12/10/2024 68784AAE6 3,580,000 $3,639,741.93 0.07%
PERNOD RICARD SA 5.75%, due 04/07/2021 714264AA6 3,561,000 $3,641,874.38 0.07%
Sierra Receivables Funding Co. LLC Series 2016-3A, Class A, 2.43%, due 10/20/2033 82652YAA2 3,646,710 $3,668,096.73 0.07%
SVENSKA HANDELSBANKEN AB N/C, Variable rate, due 05/24/2021 86960BAU6 3,500,000 $3,509,425.57 0.07%
AIG GLOBAL FUNDING N/C, 3.35%, due 06/25/2021 00138CAG3 3,235,000 $3,299,922.21 0.06%
AMERICAN HONDA FINANCE N/C, Variable rate, due 06/11/2021 02665WDA6 3,000,000 $3,006,050.34 0.06%
APPLE INC 1.55%, due 08/04/2021 037833CC2 3,000,000 $3,027,936.72 0.06%
AUST & NZ BANKING GROUP Variable rate, due 06/01/2021 05252ACL3 3,000,000 $3,015,940.65 0.06%
BANK OF NOVA SCOTIA N/C, 1.625%, due 05/01/2023 064159VK9 3,000,000 $3,083,131.80 0.06%
BARCLAYS BANK PLC 1.70%, due 05/12/2022 06739GCR8 3,181,000 $3,241,559.27 0.06%
Canadian Pacer Auto Receivable Series 2019-1A, Class A2, 2.78%, due 03/21/2022 13646BAC2 3,287,241 $3,299,592.23 0.06%
CATERPILLAR FINL SERVICE 0.95%, due 05/13/2022 14913R2B2 3,000,000 $3,027,727.32 0.06%
CHEVRON CORP 1.141%, due 05/11/2023 166764BV1 2,857,000 $2,909,709.65 0.06%
CITIGROUP INC Variable rate, due 05/15/2024 172967MR9 3,000,000 $3,076,183.83 0.06%
DUKE ENERGY CORP 3.55%, due 09/15/2021 26441CAF2 3,170,000 $3,232,922.53 0.06%
DUKE ENERGY FLORIDA LLC N/C, Variable rate, due 11/26/2021 26444HAG6 3,000,000 $3,004,162.98 0.06%
Fannie Mae Series 2012-6, Class E, 3%, due 05/25/2037 3136A3EZ0 3,054,849 $3,086,040.05 0.06%
Foursight Capital Automobile Receivables Trust Series 2019-1, Class A2, 2.87%, due 03/15/2023 35105RAB6 3,276,686 $3,292,759.04 0.06%
GENERAL ELECTRIC CO N/C, 3.15%, due 09/07/2022 36962G6F6 3,070,000 $3,209,241.17 0.06%
GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2020 37045XCC8 3,000,000 $3,000,068.46 0.06%
GILEAD SCIENCES INC Variable rate, due 09/29/2023 375558BV4 3,000,000 $3,005,344.11 0.06%
HOME DEPOT INC 4.40%, due 04/01/2021 437076AW2 3,000,000 $3,020,838.21 0.06%
HP ENTERPRISE CO Variable rate, due 10/05/2021 42824CBB4 3,000,000 $3,000,409.98 0.06%
HSBC HOLDINGS PLC N/C, 5.10%, due 04/05/2021 404280AK5 3,000,000 $3,059,756.37 0.06%
HYUNDAI CAPITAL AMERICA 3%, due 10/30/2020 44891AAD9 3,000,000 $3,000,000.00 0.06%
ING GROEP NV N/C, Variable rate, due 03/29/2022 456837AJ2 2,980,000 $3,012,474.43 0.06%
KEY BANK NA N/C, Variable rate, due 11/22/2021 49327M2R4 3,300,000 $3,325,395.78 0.06%
OSCAR US Funding Trust Series 2018-1A, Class A4, 3.50%, due 05/12/2025 68784CAE2 3,050,000 $3,159,129.00 0.06%
OSCAR US Funding Trust Series 2019-1A, Class A3, 3.18%, due 05/10/2023 68784YAD6 3,190,000 $3,268,387.87 0.06%
PIONEER NATURAL RESOURCES 3.45%, due 01/15/2021 723787AL1 3,289,000 $3,299,745.56 0.06%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 03/09/2021 86562MAD2 2,932,000 $2,948,121.57 0.06%
Towd Point Mortgage Trust Series 2016-3, Class A1, Variable rate, due 04/25/2056 89172YAA8 2,803,423 $2,840,889.33 0.06%
TRUIST BANK Variable rate, due 03/09/2023 89788JAC3 3,000,000 $3,026,772.09 0.06%
TRUIST FIN CORP Variable rate, due 02/01/2021 05531FBA0 2,852,000 $2,853,004.42 0.06%
ABBVIE INC 2.30%, due 05/14/2021 00287YAU3 2,460,000 $2,480,802.82 0.05%
ANZ NEW ZEALAND INTL/LDN N/C, Variable rate, due 01/25/2022 00182EBD0 2,500,000 $2,526,664.05 0.05%
BMW Vehicle Lease Trust Series 2018-1, Class A3, 3.26%, due 07/20/2021 05586CAC8 2,432,375 $2,441,605.88 0.05%
CANADIAN NATL RESOURCES 3.45%, due 11/15/2021 136385AR2 2,730,000 $2,788,640.31 0.05%
Canadian Pacer Auto Receivables Trust Series 2018-1A, Class A3, 3%, due 11/19/2021 136451AD3 2,413,391 $2,421,162.40 0.05%
CREDIT SUISSE NEW YORK N/C, 2.10%, due 11/12/2021 22550L2A8 2,500,000 $2,545,138.03 0.05%
DEUTSCHE BANK NY N/C, 3.125%, due 01/13/2021 251526BV0 2,500,000 $2,510,728.53 0.05%
DOMINION ENERGY INC 2%, due 08/15/2021 25746UCJ6 2,342,000 $2,368,963.16 0.05%
EOG RESOURCES INC 4.10%, due 02/01/2021 26875PAG6 2,540,000 $2,563,321.75 0.05%
EVERNORTH HEALTH INC Variable rate, due 11/30/2020 30219GAS7 2,500,000 $2,500,552.78 0.05%
INTERCONTINENTALEXCHANGE 2.35%, due 09/15/2022 45866FAE4 2,500,000 $2,587,400.00 0.05%
Mill City Mortgage Trust Series 2016-1, Class A1, Variable rate, due 04/25/2057 59980TAA4 2,468,767 $2,495,906.58 0.05%
Nissan Auto Lease Trust Series 2018-A, Class A3, 2.05%, due 09/15/2021 65478BAD3 2,768,005 $2,777,218.02 0.05%
OSCAR US Funding Trust Series 2019-1A, Class A2, 3.10%, due 04/11/2022 68784YAB0 2,452,454 $2,467,479.68 0.05%
Verizon Owner Trust Series 2018-A, Class A1A, 3.23%, due 04/20/2023 92348XAA3 2,750,000 $2,790,188.50 0.05%
AMERICAN HONDA FINANCE 0.40%, due 10/21/2022 02665WDR9 2,000,000 $2,000,866.56 0.04%
APPALACHIAN POWER CO 4.60%, due 03/30/2021 037735CR6 2,080,000 $2,094,548.27 0.04%
BANK OF MONTREAL N/C, Variable rate, due 08/27/2021 06367TJY7 2,000,000 $2,011,940.42 0.04%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 09/16/2021 05565QDE5 2,000,000 $2,012,311.42 0.04%
Carvana Auto Receivables Trust Series 2019-4A, Class A2, 2.20%, due 07/15/2022 14686YAC1 2,023,104 $2,029,825.21 0.04%
CHEVRON CORP N/C, Variable rate, due 03/03/2022 166764BM1 2,235,000 $2,247,125.21 0.04%
CITIGROUP INC Variable rate, due 12/08/2021 172967LB5 2,000,000 $2,019,187.72 0.04%
CITIZENS BANK NA/RI 2.55%, due 05/13/2021 17401QAE1 2,250,000 $2,272,391.91 0.04%
COOPERAT RABOBANK UA/NY N/C, 3.125%, due 04/26/2021 21688AAN2 2,100,000 $2,129,405.23 0.04%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 233851DV3 2,000,000 $2,013,514.76 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K718, Class A1, 2.375%, due 09/25/2021 3137BHXX0 2,277,155 $2,296,567.30 0.04%
FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 31394X5K8 1,933,365 $2,018,058.82 0.04%
GENERAL ELECTRIC CO 2.70%, due 10/09/2022 369604BD4 1,950,000 $2,021,751.92 0.04%
HONEYWELL INTERNATIONAL N/C, Variable rate, due 08/08/2022 438516BV7 2,000,000 $2,008,285.32 0.04%
HSBC HOLDINGS PLC N/C, Variable rate, due 03/08/2021 404280AX7 2,000,000 $2,015,211.26 0.04%
MARRIOTT INTERNATIONAL N/C, Variable rate, due 03/08/2021 571900BA6 1,850,000 $1,845,698.79 0.04%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/13/2023 59217GEF2 2,000,000 $2,009,446.38 0.04%
NATWEST MARKETS PLC N/C, Variable rate, due 09/29/2022 63906AAB6 2,175,000 $2,192,476.82 0.04%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/28/2021 64952WDE0 2,000,000 $2,001,682.84 0.04%
PACCAR FINANCIAL CORP N/C, 2.25%, due 02/25/2021 69371RM94 1,800,000 $1,811,467.13 0.04%
PACCAR FINANCIAL CORP N/C, Variable rate, due 05/10/2021 69371RP34 2,000,000 $2,002,804.46 0.04%
ROYAL BANK OF CANADA N/C, Variable rate, due 01/17/2023 78015K7E8 1,875,000 $1,881,360.92 0.04%
Towd Point Mortgage Trust Series 2016-1, Class A1B, Variable rate, due 02/25/2055 89172EAU8 1,914,162 $1,944,844.94 0.04%
US BANK NA CINCINNATI Variable rate, due 04/26/2021 90331HNQ2 2,000,000 $2,002,444.84 0.04%
World Omni Automobile Lease Securitization Trust Series 2019-A, Class A2, 2.89%, due 11/15/2021 98162XAB1 2,092,028 $2,098,877.31 0.04%
BARCLAYS BANK PLC Variable rate, due 01/11/2021 06739FJK8 1,770,000 $1,770,810.29 0.03%
Countrywide Asset-Backed Certificates Series 2004-SD4, Class M1, Variable rate, due 12/25/2034 126673SE3 1,434,406 $1,436,009.33 0.03%
EVERNORTH HEALTH INC 2.60%, due 11/30/2020 30219GAR9 1,573,000 $1,575,781.11 0.03%
FANNIE MAE Series 2013-1, Class KC, 2%, due 07/25/2040 3136ABB77 1,776,365 $1,776,346.64 0.03%
Fannie Mae Series 2013-74, Class HA, 3%, due 10/25/2037 3136AE6N2 1,756,183 $1,775,710.12 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K011, Class A2, Variable rate, due 11/25/2020 3137A7NU0 1,648,319 $1,648,226.31 0.03%
FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 31394MU65 1,317,311 $1,371,227.34 0.03%
FREDDIE MAC Series 4199, Class YV, 3.50%, due 05/15/2026 3137B2BC3 1,759,810 $1,796,029.63 0.03%
Freddie Mac Series 4387, Class DE, 2%, due 01/15/2032 3137BDYB6 1,278,409 $1,304,004.58 0.03%
GENERAL MILLS INC 3.15%, due 12/15/2021 370334BM5 1,759,000 $1,801,637.10 0.03%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 606822AK0 1,500,000 $1,514,329.20 0.03%
NATIONSTAR HOME EQUITY LOAN TR Series 2006-B, Class AV4, Variable rate, due 09/25/2036 63860FAD5 1,604,768 $1,599,777.28 0.03%
NORTHROP GRUMMAN CORP 2.55%, due 10/15/2022 666807BQ4 1,492,000 $1,553,854.86 0.03%
PHILIP MORRIS INTL INC 2.375%, due 08/17/2022 718172CA5 1,550,000 $1,604,622.47 0.03%
PRINCIPAL LFE GLB FND II N/C, 2.625%, due 11/19/2020 74256LAS8 1,750,000 $1,751,771.14 0.03%
TIME WARNER CABLE LLC 4.125%, due 02/15/2021 88732JAX6 1,800,000 $1,804,375.58 0.03%
AIR LEASE CORP 2.50%, due 03/01/2021 00912XAZ7 1,000,000 $1,006,577.28 0.02%
ALLSTATE CORP N/C, Variable rate, due 03/29/2021 020002BE0 1,000,000 $1,001,673.31 0.02%
CIGNA CORP 3.90%, due 02/15/2022 125523BR0 1,000,000 $1,044,433.97 0.02%
CITIGROUP INC N/C, Variable rate, due 08/02/2021 172967KW0 1,000,000 $1,008,315.00 0.02%
CRED SUIS GP FUN LTD N/C, 3.45%, due 04/16/2021 225433AM3 1,125,000 $1,140,767.34 0.02%
Dell Equipment Finance Trust Series 2019-2, Class A2, 1.95%, due 12/22/2021 24703KAB1 887,159 $893,713.32 0.02%
ELEMENT RAIL LEASING LLC Series 2014-1A, Class A1, 2.299%, due 04/19/2044 28618WAA2 781,359 $783,500.08 0.02%
EQUIFAX INC 2.30%, due 06/01/2021 294429AK1 788,000 $795,454.85 0.02%
Fannie Mae Series 2013-73, Class A, 1.50%, due 06/25/2030 3136AFRH9 830,530 $830,208.31 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K029, Class A1, 2.839%, due 10/25/2022 3137B36H6 1,021,958 $1,039,329.92 0.02%
Ford Credit Auto Lease Trust Series 2018-B, Class A3, 3.19%, due 12/15/2021 34531LAD2 1,268,162 $1,271,692.43 0.02%
Freddie Mac Series 4002, Class MA, 2%, due 01/15/2039 3137AM2X4 1,270,690 $1,273,563.21 0.02%
GENERAL ELECTRIC CO N/C, 4.65%, due 10/17/2021 36962G5J9 1,000,000 $1,040,056.63 0.02%
Hyundai Auto Lease Securitization Trust Series 2018-B, Class A4, 3.20%, due 06/15/2022 44935QAE0 1,100,000 $1,104,621.76 0.02%
JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 46591KAZ6 1,131,463 $1,132,758.99 0.02%
NATIONAL AUSTRALIA BK/NY N/C, 3.375%, due 09/20/2021 63254AAZ1 1,000,000 $1,027,630.14 0.02%
NISSAN MOTOR ACCEPTANCE 1.90%, due 09/14/2021 654740AS8 1,050,000 $1,054,924.17 0.02%
PUBLIC SERVICE ENTERPRISE GROUP 2%, due 11/15/2021 744573AK2 1,100,000 $1,116,759.48 0.02%
ROYAL BANK OF CANADA N/C, Variable rate, due 01/25/2021 78013XX29 1,042,000 $1,042,990.45 0.02%
Santander Consumer Auto Receivables Trust Series 2020-AA, Class A, 1.37%, due 10/15/2024 80281MAA1 1,187,216 $1,198,628.03 0.02%
Securitized Term Auto Receivables Trust Series 2018-2A, Class A3, 3.325%, due 08/25/2022 81378TAD2 1,249,230 $1,263,352.68 0.02%
SKANDINAVISKA ENSKILDA N/C, 2.625%, due 03/15/2021 830505AR4 1,000,000 $1,009,014.63 0.02%
SOCIETE GENERALE N/C, Variable rate, due 04/08/2021 83368RAH5 1,000,000 $1,005,891.82 0.02%
STARBUCKS CORP 2.10%, due 02/04/2021 855244AJ8 856,000 $858,736.83 0.02%
Towd Point Mortgage Trust Series 2015-4, Class A1B, Variable rate, due 04/25/2055 89171UAU3 875,720 $880,807.28 0.02%
UNITEDHEALTH GROUP INC 2.125%, due 03/15/2021 91324PCU4 1,001,000 $1,008,197.03 0.02%
VOLKSWAGEN GROUP AMERICA 2.70%, due 09/26/2022 928668AZ5 1,202,000 $1,247,189.23 0.02%
BMW US CAPITAL LLC 1.85%, due 09/15/2021 05565EAL9 565,000 $571,636.36 0.01%
BMW Vehicle Owner Trust Series 2018-A, Class A3, 2.35%, due 04/25/2022 09659QAD9 694,615 $697,504.61 0.01%
California Republic Auto Receivbles Trust Series 2017-1, Class A4, 2.28%, due 06/15/2022 13057DAD8 313,054 $313,788.64 0.01%
CarMax Auto Owner Trust Series 2017-3, Class A3, 1.97%, due 04/15/2022 14314WAD3 327,008 $328,030.87 0.01%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/22/2021 233851DC5 640,000 $640,375.44 0.01%
DANSKE BANK A/S Variable rate, due 09/20/2022 23636AAU5 500,000 $509,142.84 0.01%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 494,622 $522,108.95 0.01%
Ford Credit Auto Owner Trust Series 2019-A, Class A2A, 2.78%, due 02/15/2022 34533FAB7 285,610 $286,314.05 0.01%
GM Financial Automobile Leasing Trust Series 2019-1, Class B, 3.37%, due 12/20/2022 36256UAF5 639,000 $651,728.82 0.01%
GNMA Series 2018-89, Class A, 3.50%, due 06/20/2039 38380XKW6 565,152 $568,182.09 0.01%
GSAA Home Equity Trust Series 2005-MTR1, Class A4, Variable rate, due 10/25/2035 362341UC1 764,278 $755,888.02 0.01%
Merrill Lynch Mortgage Investors Trust Series 2005-A6, Class 2A3, Variable rate, due 08/25/2035 59020UZJ7 729,623 $731,780.99 0.01%
MIZUHO FINANCIAL GROUP N/C, Variable rate, due 04/12/2021 60687YAC3 500,000 $503,306.41 0.01%
RYDER SYSTEM INC 2.25%, due 09/01/2021 78355HKC2 350,000 $354,732.96 0.01%
Securitized Term Auto Receivables Trust Series 2018-1A, Class A3, 3.068%, due 01/25/2022 81376QAD0 491,148 $493,918.26 0.01%
Towd Point Mortgage Trust Series 2015-2, Class 1A12, Variable rate, due 11/25/2060 89171YAL5 260,647 $263,659.92 0.01%
Ameriquest Mortgage Securities Inc. Series 2004-R9, Class M2, Variable rate, due 10/25/2034 03072SUP8 3,794 $3,799.06 0.00%
Fannie Mae FH 745749, 5.50%, due 03/01/2021 31403DQA0 60 $60.25 0.00%
Fannie Mae FN 745238, 6%, due 12/01/2020 31403C4X6 5 $5.27 0.00%
Fannie Mae FN 745735, 5%, due 03/01/2021 31403DPU7 2,598 $2,742.28 0.00%
Fannie Mae FN 745832, 6%, due 04/01/2021 31403DSV2 23,543 $23,615.99 0.00%
Fannie Mae FN 844915, 4.50%, due 11/01/2020 31407YVG1 29 $29.12 0.00%
Fannie Mae FN 847919, 5.50%, due 11/01/2020 31408DAU8 598 $597.41 0.00%
Fannie Mae FN 888932, 4.50%, due 11/01/2022 31410GSV6 193 $202.10 0.00%
Fannie Mae FN 889191, 4.50%, due 04/01/2021 31410G2Y8 1 $0.73 0.00%
Fannie Mae FN 889531, 4.50%, due 05/01/2022 31410KHG2 13 $12.64 0.00%
Fannie Mae FN 889847, 4.50%, due 04/01/2021 31410KTC8 34 $36.02 0.00%
Fannie Mae FN 890403, 6%, due 05/01/2023 31410LGL0 15,609 $15,750.66 0.00%
Fannie Mae FN 901931, 6%, due 10/01/2021 31411AA88 137,206 $139,141.09 0.00%
Fannie Mae FN 962078, 4.50%, due 03/01/2023 31414CJX7 108,414 $113,809.78 0.00%
Fannie Mae FN 995158, 4.50%, due 12/01/2020 31416BQK7 97 $97.68 0.00%
Fannie Mae FN 995886, 6%, due 04/01/2021 31416CJ72 42 $42.60 0.00%
Fannie Mae FN AD0285, 5%, due 09/01/2022 31418MJ78 7,096 $7,489.82 0.00%
Fannie Mae FN AD0402, 5%, due 02/01/2023 31418MNU2 645 $680.50 0.00%
Fannie Mae FN AE0237, 5.50%, due 11/01/2023 31419AHP5 2,587 $2,601.56 0.00%
Fannie Mae FN AE0314, 5%, due 08/01/2021 31419AK48 4,786 $5,051.86 0.00%
Fannie Mae FN AE0792, 5%, due 12/01/2020 31419A3A3 26 $27.10 0.00%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 18,050 $19,053.24 0.00%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 92,696 $97,847.62 0.00%
Fannie Mae FN AL5812, 5.50%, due 05/01/2025 3138ENN62 91,895 $93,702.01 0.00%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 37,973 $39,862.52 0.00%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 107,432 $113,402.70 0.00%
Fannie Mae FN AL8539, 4.50%, due 01/01/2027 3138ETPZ3 277 $290.27 0.00%
Fannie Mae FN MA0772, 4%, due 06/01/2021 31417Y2E6 5,670 $6,013.89 0.00%
Fannie Mae FN MA1030, 3%, due 04/01/2022 31418AEC8 244,260 $255,656.91 0.00%
FANNIE MAE Series 2008-53, Class CA, 5%, due 07/25/2023 31397LF46 0 $0.21 0.00%
FANNIE MAE Series 2008-59, Class KB, 4.50%, due 07/25/2023 31397LZH5 51 $50.64 0.00%
FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 31397NHX6 6,484 $6,672.14 0.00%
FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 31396QKJ7 5,019 $5,150.02 0.00%
FANNIE MAE Series 2010-145, Class MA, 2%, due 12/25/2020 31398SUR2 1,602 $1,601.27 0.00%
FANNIE MAE Series 2011-13, Class AD, 2%, due 07/25/2021 31397QFX1 841 $841.19 0.00%
FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 31397QXH6 1,960 $1,979.82 0.00%
FANNIE MAE Series 2011-60, Class UC, 2.50%, due 09/25/2039 31397U2Q1 10,414 $10,415.72 0.00%
FANNIE MAE Series 2011-71, Class KC, 1.75%, due 08/25/2021 3136A0PA9 3,585 $3,587.70 0.00%
FANNIE MAE Series 2011-86, Class DC, 2%, due 09/25/2021 3136A0P43 7,913 $7,930.70 0.00%
FANNIE MAE Series 2012-103, Class LE, 1.75%, due 05/25/2039 3136A8YT1 230,994 $230,946.05 0.00%
Freddie Mac FG G11820, 5.50%, due 12/01/2020 31336WAU3 103 $102.62 0.00%
Freddie Mac FG G11966, 5.50%, due 11/01/2020 3128M1CB3 30 $30.01 0.00%
Freddie Mac FG G12255, 5.50%, due 07/01/2021 3128M1MC0 869 $876.21 0.00%
Freddie Mac FG G12673, 5%, due 09/01/2021 3128MBFN2 32 $31.82 0.00%
Freddie Mac FG G13204, 6%, due 11/01/2022 3128MBX93 10,765 $10,930.66 0.00%
Freddie Mac FG G13761, 5.50%, due 12/01/2020 3128MCMJ1 52 $52.51 0.00%
Freddie Mac FG G13812, 5%, due 12/01/2020 3128MCN50 471 $472.61 0.00%
Freddie Mac FG G14030, 4.50%, due 12/01/2020 3128MCVX0 27 $27.20 0.00%
Freddie Mac FG G14035, 5.50%, due 12/01/2021 3128MCV44 4,404 $4,425.01 0.00%
Freddie Mac FG G14187, 5.50%, due 12/01/2020 3128MC2U8 11 $10.54 0.00%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 103,360 $109,119.22 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 17,044 $17,993.87 0.00%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 46,062 $48,629.06 0.00%
FREDDIE MAC Series 3755, Class AJ, 2%, due 11/15/2020 3137A2EJ6 514 $513.92 0.00%
FREDDIE MAC Series 3766, Class HE, 3%, due 11/15/2020 3137A2PF2 512 $512.01 0.00%
FREDDIE MAC Series 3773, Class GK, 2.50%, due 12/15/2020 3137A3TA7 535 $534.93 0.00%
FREDDIE MAC Series 3790, Class AP, 4.50%, due 01/15/2037 3137A5B78 46,588 $46,811.44 0.00%
FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 3137AMYK7 35,930 $36,123.82 0.00%
GM Financial Automobile Leasing Trust Series 2018-3, Class A3, 3.18%, due 06/21/2021 36256GAD1 75,410 $75,522.73 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 20,197 $21,306.85 0.00%
GNMA Series 2014-28, Class A, 2%, due 01/16/2046 38378NZC0 5,633 $5,648.44 0.00%
OSCAR US Funding Trust Series 2017-2A, Class A3, 2.45%, due 12/10/2021 68784AAD8 164,362 $164,543.71 0.00%
Sequoia Mortgage Trust Series 2014-3, Class A14, Variable rate, due 10/25/2044 81746CBY7 73,782 $73,904.88 0.00%
Towd Point Mortgage Trust Series 2015-1, Class AES, Variable rate, due 10/25/2053 89171DBF3 12,115 $12,107.32 0.00%
US Dollar $USD -38,106,010 ($38,106,009.57) -0.74%
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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