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First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 6/21/2018 *

Total Number of Holdings (excluding cash): 618

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 1.25%, due 11/15/2018 912828M64 74,400,000 $74,155,875.01 3.50%
U.S. Treasury Note, 1.125%, due 01/31/2019 912828V56 54,000,000 $53,653,007.88 2.54%
U.S. Treasury Note, 0.75%, due 02/15/2019 912828P53 33,000,000 $32,688,691.53 1.54%
Hyundai Auto Lease Securitization Trust Series 2018-B, Class A2, 3.08%, due 12/15/2020 44935QAB6 14,100,000 $14,099,913.99 0.67%
Ford Credit Auto Lease Trust Series 2017-A, Class A3, 1.88%, due 04/15/2020 34531GAD3 13,056,000 $12,989,366.10 0.61%
ALBEMARLE CORP 0%, due 07/17/2018 01265RGH5 11,000,000 $10,982,017.53 0.52%
CONSOLIDATED EDISON CO OF NY N/C, Variable rate, due 06/25/2021 209111FR9 11,000,000 $11,000,000.00 0.52%
U.S. Treasury Note, 0.875%, due 04/15/2019 912828Q52 11,000,000 $10,874,960.91 0.51%
ONEOK PARTNERS LP 3.20%, due 09/15/2018 68268NAK9 10,500,000 $10,507,263.17 0.50%
AT&T INC 0%, due 09/04/2018 0020A3J43 10,000,000 $9,946,111.00 0.47%
BAYER US FINANCE II LLC Variable rate, due 06/25/2021 07274NAC7 10,000,000 $10,023,289.70 0.47%
BELL CANADA 0%, due 08/10/2018 07787QHA7 10,000,000 $9,964,965.60 0.47%
BEMIS CO 0%, due 07/16/2018 08143UGG3 10,000,000 $9,982,199.30 0.47%
BUNGE ASSET FUNDING CORP 0%, due 08/16/2018 12056UHG9 10,000,000 $9,961,790.90 0.47%
DISCOVERY COMMUNICATIONS 0%, due 06/22/2018 25471KFN7 10,000,000 $10,000,000.00 0.47%
ENABLE MIDST PARTNERS LP 0%, due 06/25/2018 29248FFR3 10,000,000 $9,997,831.00 0.47%
GM Financial Automobile Leasing Trust Series 2018-2, Class A2A, 2.83%, due 07/20/2020 36255KAB7 10,000,000 $9,997,800.00 0.47%
HARRIS CORPORATION 0%, due 06/27/2018 41388FFT4 10,000,000 $9,996,485.90 0.47%
HUMANA INC 0%, due 07/30/2018 44486JGW3 10,000,000 $9,972,531.70 0.47%
PLAINS ALL AMER PIPELINE 0%, due 06/25/2018 72650XFR5 10,000,000 $9,997,474.70 0.47%
U.S. Treasury Note, 1%, due 03/15/2019 912828P95 10,000,000 $9,909,375.00 0.47%
HSBC HOLDINGS PLC Variable rate, due 05/18/2021 404280BQ1 9,762,000 $9,779,833.12 0.46%
KEY BANK NA N/C, 2.35%, due 03/08/2019 49327M2N3 9,525,000 $9,495,621.28 0.45%
GM Financial Securitized Term Auto Receivables Tr. Series 2017-1A, Class A3, 1.78%, due 10/18/2021 36254AAD6 9,500,000 $9,377,901.25 0.44%
VW CREDIT INC 0%, due 09/12/2018 91842MJC7 9,342,000 $9,288,096.57 0.44%
AUTONATION INC 0%, due 06/28/2018 05330NFU8 9,000,000 $8,996,174.82 0.43%
CANADIAN NATURAL RESOURCES 0%, due 06/25/2018 13638XFR6 9,000,000 $8,998,192.53 0.43%
CVS HEALTH CORP N/C, Variable rate, due 03/09/2020 126650DB3 9,000,000 $9,042,210.00 0.43%
MOLEX ELECTRONICS TECH 0%, due 06/25/2018 60856TFR1 9,000,000 $8,998,242.75 0.43%
MOLSON COORS BREWING CO 1.90%, due 03/15/2019 60871RAM2 9,200,000 $9,134,828.76 0.43%
VERIZON COMMUNICATIONS N/C, Variable rate, due 05/22/2020 92343VDZ4 9,000,000 $9,060,426.00 0.43%
EI DU PONT DE NEMOURS 0%, due 08/14/2018 2635J5HE2 9,000,000 $8,968,034.25 0.42%
ENTERGY CORP 0%, due 07/31/2018 29366GGX3 9,000,000 $8,974,604.07 0.42%
HYUNDAI CAPITAL AMERICA 0%, due 07/11/2018 44890NGB0 9,000,000 $8,989,016.22 0.42%
MOLEX ELECTRONICS TECH 0%, due 07/13/2018 60856TGD1 9,000,000 $8,987,398.74 0.42%
VW CREDIT INC 0%, due 08/13/2018 91842MHD7 9,000,000 $8,966,937.96 0.42%
GENERAL MOTORS CO 3.50%, due 10/02/2018 37045VAD2 8,530,000 $8,547,260.80 0.40%
BEMIS CO 0%, due 07/17/2018 08143UGH1 8,200,000 $8,184,623.28 0.39%
BANK OF AMERICA CORP Variable rate, due 10/01/2021 06051GGU7 8,000,000 $8,037,082.08 0.38%
BOSTON SCIENTIFIC CORP 0%, due 08/08/2018 10114BH83 8,000,000 $7,973,875.28 0.38%
BUNGE ASSET FUNDING CORP 0%, due 08/20/2018 12056UHL8 8,000,000 $7,967,483.36 0.38%
CENTERPOINT ENERGY RESOURCES 0%, due 09/10/2018 15200LJA8 8,000,000 $7,954,644.16 0.38%
CIGNA CORPORATION 0%, due 07/05/2018 17181BG53 8,000,000 $7,992,620.24 0.38%
CITIZENS BANK NA/RI 2.50%, due 03/14/2019 17401QAD3 8,000,000 $7,984,093.61 0.38%
CONSTELLATION BRANDS INC 0%, due 07/05/2018 21037DG57 8,000,000 $7,993,120.32 0.38%
CONSTELLATION BRANDS INC 0%, due 07/12/2018 21037DGC2 8,000,000 $7,989,415.92 0.38%
CREDIT AGRICOLE LONDON N/C, 2.50%, due 04/15/2019 22532LAL8 8,000,000 $7,975,259.60 0.38%
DISCOVERY COMMUNICATIONS N/C, Variable rate, due 09/20/2019 25470DAP4 8,000,000 $8,039,006.08 0.38%
DOMINION GAS HLDGS LLC 0%, due 06/26/2018 25737MFS2 8,000,000 $7,997,844.72 0.38%
ENBRIDGE ENERGY PARTNERS 0%, due 07/12/2018 2925A3GC6 8,000,000 $7,987,324.00 0.38%
ENBRIDGE ENERGY PARTNERS 0%, due 07/18/2018 2925A3GJ1 8,000,000 $7,983,073.92 0.38%
ENERGY TRANSFER PART LP 0%, due 07/06/2018 29277FG62 8,000,000 $7,991,384.16 0.38%
ENI FINANCE USA INC 0%, due 08/09/2018 26876BH95 8,000,000 $7,973,854.16 0.38%
ENTERGY CORP 0%, due 08/09/2018 29366GH95 8,000,000 $7,972,763.28 0.38%
HP INC 0%, due 07/24/2018 44331CGQ8 8,000,000 $7,981,619.68 0.38%
HUMANA INC 0%, due 08/13/2018 44486JHD4 8,000,000 $7,969,827.92 0.38%
LLOYDS BANK PLC N/C, Variable rate, due 05/07/2021 53944VAQ2 8,000,000 $8,005,785.76 0.38%
LYONDELLBASELL INV LLC 0%, due 06/27/2018 55208WFT5 8,000,000 $7,997,440.32 0.38%
MOLEX ELECTRONICS TECH 0%, due 07/10/2018 60856TGA7 8,000,000 $7,990,399.36 0.38%
NASDAQ INC 0%, due 08/07/2018 63111FH78 8,000,000 $7,975,146.56 0.38%
ONCOR ELECTRIC DELIVERY 0%, due 08/21/2018 68236GHM2 8,000,000 $7,967,965.76 0.38%
SANTANDER UK PLC N/C, Variable rate, due 06/01/2021 80283LAU7 8,000,000 $8,004,245.36 0.38%
SUNCOR ENERGY INC 0%, due 08/07/2018 86723BH78 8,000,000 $7,975,144.88 0.38%
VF CORPORATION 0%, due 07/09/2018 91820NG91 8,000,000 $7,990,541.12 0.38%
Nissan Auto Lease Trust 1.65%, due 10/15/2021 65478QAE8 7,910,000 $7,895,065.13 0.37%
BANK OF AMERICA CORP N/C, Variable rate, due 04/01/2019 06051GFE4 7,522,000 $7,566,198.82 0.36%
BAT CAPITAL CORP N/C, Variable rate, due 08/14/2020 05526DAS4 7,500,000 $7,529,266.57 0.36%
ERAC USA FINANCE LLC 0%, due 07/16/2018 26882SGG5 7,700,000 $7,687,678.38 0.36%
GM Financial Automobile Leasing Trust Series 2016-3, Class A3, 1.61%, due 12/20/2019 36251MAD3 7,713,000 $7,687,856.38 0.36%
MARRIOTT INTERNATIONAL 0%, due 06/29/2018 57163UFV3 7,500,000 $7,496,464.88 0.35%
REGIONS BANK 2.25%, due 09/14/2018 759187BL0 7,347,000 $7,341,225.99 0.35%
AT&T INC N/C, Variable rate, due 01/15/2020 00206RDU3 7,000,000 $7,035,073.99 0.33%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/20/2021 064159LH7 6,960,000 $6,977,669.28 0.33%
BAT INTL FINANCE PLC 0%, due 08/08/2018 05531NH82 7,000,000 $6,977,141.64 0.33%
BAXALTA INC N/C, Variable rate, due 06/22/2018 07177MAJ2 6,950,000 $6,950,000.00 0.33%
BELL CANADA 0%, due 09/13/2018 07787QJD9 7,000,000 $6,958,832.65 0.33%
BOSTON SCIENTIFIC CORP 0%, due 08/23/2018 10114BHP5 7,000,000 $6,969,233.25 0.33%
CHARLES SCHWAB CORP Variable rate, due 05/21/2021 808513AV7 7,000,000 $7,000,557.97 0.33%
CIGNA CORPORATION 0%, due 08/01/2018 17181BH11 7,000,000 $6,978,960.52 0.33%
CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 20826FAH9 6,883,000 $7,031,541.40 0.33%
CONSTELLATION BRANDS INC 0%, due 07/18/2018 21037DGJ7 7,000,000 $6,987,612.17 0.33%
CONSTELLATION BRANDS INC 0%, due 07/23/2018 21037DGP3 7,000,000 $6,985,230.42 0.33%
DISCOVER BANK 2.60%, due 11/13/2018 254672UH9 7,002,000 $6,996,698.71 0.33%
ENBRIDGE ENERGY PARTNERS 0%, due 07/25/2018 2925A3GR3 7,000,000 $6,980,939.35 0.33%
ENI FINANCE USA INC 0%, due 07/09/2018 26876BG96 7,000,000 $6,992,066.69 0.33%
ENTERGY CORP 0%, due 08/02/2018 29366GH20 7,000,000 $6,979,898.03 0.33%
ENTERPRISE PRODUCTS OPER 0%, due 06/22/2018 29380DFN5 7,000,000 $7,000,000.00 0.33%
FMC TECHNOLOGIES INC 0%, due 07/10/2018 3024X3GA6 7,000,000 $6,991,482.05 0.33%
FMC TECHNOLOGIES INC 0%, due 07/26/2018 3024X3GS7 7,000,000 $6,984,113.22 0.33%
FMC TECHNOLOGIES INC 0%, due 09/10/2018 3024X3JA3 7,000,000 $6,961,097.57 0.33%
GLENCORE FUNDING LLC 0%, due 07/24/2018 37790BGQ8 7,000,000 $6,984,740.49 0.33%
HITACHI CAP AMER CORP 0%, due 07/11/2018 43357MGB0 7,000,000 $6,990,986.03 0.33%
HITACHI CAP AMER CORP 0%, due 07/23/2018 43357MGP9 7,000,000 $6,985,821.78 0.33%
HYUNDAI CAPITAL AMERICA 0%, due 06/29/2018 44890NFV7 7,000,000 $6,996,783.78 0.33%
KENTUCKY UTILITIES CO 0%, due 06/27/2018 49167BFT3 7,000,000 $6,997,681.67 0.33%
MARSH & MCLENNAN CO INC 0%, due 06/29/2018 57174WFV6 7,000,000 $6,996,450.72 0.33%
MORGAN STANLEY Variable rate, due 02/14/2020 61746BEH5 7,000,000 $7,024,069.64 0.33%
NASDAQ INC 0%, due 07/23/2018 63111FGP9 7,000,000 $6,985,518.82 0.33%
NEWELL RUBBERMAID INC 0%, due 06/22/2018 65119KFN1 7,000,000 $7,000,000.00 0.33%
NUTRIEN LTD 0%, due 08/01/2018 67077VH19 7,000,000 $6,981,098.74 0.33%
NUTRIEN LTD 0%, due 08/07/2018 67077VH76 7,000,000 $6,978,263.53 0.33%
ONCOR ELECTRIC DELIVERY 0%, due 07/16/2018 68236GGG6 7,000,000 $6,989,253.95 0.33%
REGIONS BANK Variable rate, due 04/01/2021 759187CC9 7,000,000 $6,994,150.33 0.33%
ROPER TECHNOLOGIES INC 2.05%, due 10/01/2018 776696AF3 7,000,000 $6,988,638.86 0.33%
SCHLUMBERGER HLDGS CORP 0%, due 07/16/2018 80686EGG1 7,000,000 $6,988,310.56 0.33%
SCHLUMBERGER HLDGS CORP 0%, due 08/27/2018 80686EHT2 7,000,000 $6,967,889.88 0.33%
SHERWIN-WILLIAMS CO 0%, due 06/28/2018 82434UFU6 7,000,000 $6,997,254.81 0.33%
SHERWIN-WILLIAMS CO 0%, due 07/12/2018 82434UGC5 7,000,000 $6,991,049.52 0.33%
SUNCOR ENERGY INC 0%, due 07/30/2018 86723BGW4 7,000,000 $6,980,530.20 0.33%
SUNCOR ENERGY INC 0%, due 08/22/2018 86723BHN3 7,000,000 $6,970,077.45 0.33%
TRANSCANADA AMER INV LTD 0%, due 09/12/2018 89354XJC7 7,000,000 $6,958,053.83 0.33%
UBS AG LONDON Variable rate, due 06/08/2020 902674XE5 7,000,000 $7,024,437.00 0.33%
WALGREENS BOOTS ALLIANCE 0%, due 07/25/2018 93142XGR6 7,000,000 $6,983,282.18 0.33%
AT&T INC N/C, Variable rate, due 11/27/2018 00206RCB6 6,831,000 $6,852,292.16 0.32%
BEMIS CO 0%, due 06/26/2018 08143UFS8 6,590,000 $6,588,095.62 0.31%
CITIGROUP INC N/C, Variable rate, due 06/07/2019 172967KT7 6,500,000 $6,541,233.14 0.31%
GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2020 38148LAB2 6,500,000 $6,579,757.21 0.31%
ROGERS COMMUNICATIONS 0%, due 06/28/2018 77511MFU0 6,400,000 $6,397,435.71 0.30%
HP ENTERPRISE CO 2.85%, due 10/05/2018 42824CAU3 6,140,000 $6,146,711.39 0.29%
MORGAN STANLEY N/C, Variable rate, due 01/27/2020 61747YDX0 6,000,000 $6,079,534.44 0.29%
UBS GROUP FUNDING N/C, Variable rate, due 04/14/2021 90351DAE7 6,000,000 $6,197,997.42 0.29%
VERIZON COMMUNICATIONS Variable rate, due 03/16/2022 92343VDX9 6,000,000 $6,108,144.00 0.29%
AMERICAN ELEC POWER CO 0%, due 06/26/2018 0255E3FS2 6,000,000 $5,998,444.68 0.28%
AMERICAN EXPRESS CO Variable rate, due 05/17/2021 025816BV0 6,000,000 $6,017,225.04 0.28%
ARROW ELECTRONICS INC 0%, due 06/27/2018 04273MFT5 6,000,000 $5,997,874.68 0.28%
AVIATION CAPITAL GROUP 2.875%, due 09/17/2018 05367AAG8 6,000,000 $6,002,267.88 0.28%
BOSTON SCIENTIFIC CORP 0%, due 08/14/2018 10114BHE0 6,000,000 $5,977,910.52 0.28%
CABOT CORP 0%, due 07/20/2018 12705XGL8 6,000,000 $5,989,032.96 0.28%
CAPITAL ONE FINANCIAL CORP Variable rate, due 05/12/2020 14040HBQ7 6,000,000 $6,028,768.26 0.28%
CELGENE CORP 0%, due 07/30/2018 15103HGW0 6,000,000 $5,984,788.32 0.28%
Ford Credit Auto Lease Trust Series 2018-A, Class A2A, 2.81%, due 12/15/2020 34531JAB1 6,000,000 $5,996,773.20 0.28%
Ford Credit Auto Owner Trust Series 2015-A, Class A4, 1.64%, due 06/15/2020 34530QAE0 5,984,000 $5,966,414.82 0.28%
GM Financial Automobile Leasing Trust Series 2016-1, Class B, 2.59%, due 03/20/2020 36250UAF1 5,889,000 $5,886,742.74 0.28%
GM Financial Automobile Leasing Trust Series 2016-2, Class A3, 1.62%, due 09/20/2019 36251LAD5 5,891,845 $5,872,176.46 0.28%
HP INC 0%, due 07/25/2018 44331CGR6 6,000,000 $5,986,301.22 0.28%
HUNTINGTON NATIONAL BANK 2.20%, due 04/01/2019 446438RG0 6,000,000 $5,975,339.58 0.28%
MOLEX ELECTRONICS TECH 0%, due 07/06/2018 60856TG66 6,000,000 $5,994,516.48 0.28%
MONDELEZ INTERNATIONAL 0%, due 06/28/2018 60920WFU9 6,000,000 $5,997,585.48 0.28%
NEWELL BRANDS INC 2.15%, due 10/15/2018 651229AR7 6,000,000 $5,985,857.58 0.28%
NEWELL RUBBERMAID INC 0%, due 07/11/2018 65119KGB6 6,000,000 $5,992,082.76 0.28%
ONCOR ELECTRIC DELIVERY 0%, due 08/23/2018 68236GHP5 6,000,000 $5,975,383.02 0.28%
SEMPRA GLOBAL 0%, due 07/09/2018 81685MG98 6,000,000 $5,992,901.88 0.28%
SOUTHERN COMPANY 0%, due 07/23/2018 84262MGP7 6,000,000 $5,986,538.94 0.28%
SOUTHERN POWER CO Variable rate, due 12/20/2020 843646AV2 6,000,000 $6,006,503.76 0.28%
TELUS CORP 0%, due 06/25/2018 87974WFR4 6,000,000 $5,998,645.56 0.28%
TRANSCANADA PIPELINES N/C, Variable rate, due 11/15/2019 89352HAU3 6,000,000 $6,006,387.48 0.28%
VW CREDIT INC 0%, due 09/13/2018 91842MJD5 6,000,000 $5,963,747.40 0.28%
World Omni Automobile Lease Securitization Trust Series 2018-A, Class A2, 2.59%, due 08/17/2020 98161YAB0 6,000,000 $5,987,403.00 0.28%
ABN AMRO BANK NV N/C, 2.50%, due 10/30/2018 00084DAG5 5,650,000 $5,655,644.35 0.27%
ANTHEM INC 2.30%, due 07/15/2018 94973VBE6 5,745,000 $5,744,056.15 0.27%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 12/19/2018 59217GCB3 5,655,000 $5,666,492.27 0.27%
MYLAN NV 0%, due 06/22/2018 62854CFN5 5,750,000 $5,750,000.00 0.27%
PHILLIPS 66 Variable rate, due 04/15/2019 718546AM6 5,625,000 $5,627,846.14 0.27%
BMW Vehicle Lease Trust Series 2016-2, Class A3, 1.43%, due 09/20/2019 05582XAD4 5,443,000 $5,420,685.33 0.26%
DIAGEO CAPITAL PLC N/C, Variable rate, due 05/18/2020 25243YAW9 5,500,000 $5,509,231.70 0.26%
HITACHI CAP AMER CORP 0%, due 07/18/2018 43357MGJ3 5,500,000 $5,490,466.03 0.26%
GM Financial Automobile Leasing Trust Series 2015-3, Class A4, 1.81%, due 11/20/2019 36250QAE3 5,230,000 $5,225,727.10 0.25%
AIR LEASE CORP 3.375%, due 01/15/2019 00912XAL8 5,000,000 $5,011,396.35 0.24%
AMGEN INC Variable rate, due 05/11/2020 031162CN8 5,000,000 $5,023,265.00 0.24%
AUTONATION INC 0%, due 06/22/2018 05330NFN4 5,000,000 $5,000,000.00 0.24%
BOSTON SCIENTIFIC CORP 0%, due 07/19/2018 10114BGK7 5,000,000 $4,990,811.25 0.24%
BP CAPITAL MARKETS PLC Variable rate, due 09/19/2022 05565QDQ8 5,000,000 $5,059,358.85 0.24%
BUNGE ASSET FUNDING CORP 0%, due 08/15/2018 12056UHF1 5,000,000 $4,981,243.50 0.24%
CIGNA CORPORATION 0%, due 07/17/2018 17181BGH7 5,000,000 $4,990,602.05 0.24%
DOW CHEMICAL COMPANY 0%, due 07/18/2018 26055BGJ7 5,000,000 $4,990,807.30 0.24%
ENABLE MIDST PARTNERS LP 0%, due 06/26/2018 29248FFS1 5,000,000 $4,998,554.00 0.24%
ENABLE MIDST PARTNERS LP 0%, due 07/30/2018 29248FGW1 5,000,000 $4,986,172.20 0.24%
ENBRIDGE INC N/C, Variable rate, due 01/10/2020 29250NAU9 5,000,000 $5,001,973.80 0.24%
ENERGY TRANSFER PART LP 0%, due 06/29/2018 29277FFV8 5,000,000 $4,997,277.05 0.24%
ENERGY TRANSFER PART LP 0%, due 07/03/2018 29277FG39 5,000,000 $4,995,797.50 0.24%
ENERGY TRANSFER PART LP 0%, due 07/10/2018 29277FGA3 5,000,000 $4,992,747.95 0.24%
ENI FINANCE USA INC 0%, due 07/05/2018 26876BG54 5,000,000 $4,996,819.35 0.24%
ENTERGY CORP 0%, due 08/16/2018 29366GHG9 5,000,000 $4,980,496.60 0.24%
FORD MOTOR CREDIT CO LLC N/C, 2.375%, due 03/12/2019 345397WP4 5,000,000 $4,984,920.65 0.24%
HALLIBURTON CO 2%, due 08/01/2018 406216BC4 5,000,000 $4,999,890.95 0.24%
HUNTINGTON BANCSHARES 2.60%, due 08/02/2018 446150AH7 5,000,000 $5,000,124.35 0.24%
INTESA SANPAOLO NEW YORK N/C, Variable rate, due 07/17/2019 46115LVF2 5,000,000 $5,003,358.55 0.24%
JP MORGAN CHASE BANK NA N/C, Variable rate, due 04/26/2021 48125LRP9 5,000,000 $5,002,555.85 0.24%
JPMORGAN CHASE & CO Variable rate, due 06/01/2021 46647PAG1 5,000,000 $5,030,261.55 0.24%
MACQUARIE BANK LTD N/C, Variable rate, due 01/15/2019 55608PAU8 5,000,000 $5,027,268.05 0.24%
NASDAQ INC 0%, due 07/19/2018 63111FGK0 5,000,000 $4,990,802.45 0.24%
NASDAQ INC 0%, due 07/26/2018 63111FGS3 5,000,000 $4,988,895.15 0.24%
NEWELL RUBBERMAID INC 0%, due 07/10/2018 65119KGA8 5,000,000 $4,993,749.55 0.24%
ONCOR ELECTRIC DELIVERY 0%, due 06/26/2018 68236GFS1 5,000,000 $4,998,719.95 0.24%
ONCOR ELECTRIC DELIVERY 0%, due 08/02/2018 68236GH26 5,000,000 $4,986,607.55 0.24%
PENTAIR FINANCE SARL 0%, due 06/26/2018 70962WFS2 5,000,000 $4,998,444.25 0.24%
PRUDENTIAL FINANCIAL INC 2.30%, due 08/15/2018 74432QBW4 5,056,000 $5,054,533.76 0.24%
ROGERS COMMUNICATIONS 0%, due 07/24/2018 77511MGQ8 5,000,000 $4,989,458.35 0.24%
SCHLUMBERGER HLDGS CORP 0%, due 07/18/2018 80686EGJ5 5,000,000 $4,991,029.00 0.24%
SHERWIN-WILLIAMS CO 0%, due 08/31/2018 82434UHX8 5,000,000 $4,974,219.00 0.24%
SUNCOR ENERGY INC 0%, due 08/02/2018 86723BH29 5,000,000 $4,985,053.85 0.24%
TRANSCANADA AMER INV LTD 0%, due 07/09/2018 89354XG97 5,000,000 $4,994,519.40 0.24%
VF CORPORATION 0%, due 07/10/2018 91820NGA8 5,000,000 $4,993,740.85 0.24%
VW CREDIT INC 0%, due 06/25/2018 91842MFR8 5,000,000 $4,998,892.25 0.24%
WALGREENS BOOTS ALLIANCE 0%, due 08/08/2018 93142XH87 5,000,000 $4,983,459.70 0.24%
AT&T INC 0%, due 12/06/2018 0020A3M64 5,000,000 $4,935,014.95 0.23%
BELL CANADA 0%, due 09/11/2018 07787QJB3 5,000,000 $4,971,413.90 0.23%
BOSTON SCIENTIFIC CORP 0%, due 09/11/2018 10114BJB4 5,000,000 $4,970,746.85 0.23%
ENBRIDGE ENERGY PARTNERS 0%, due 08/28/2018 2925A3HU5 5,000,000 $4,971,980.90 0.23%
FIFTH THIRD BANK 2.15%, due 08/20/2018 31677QBD0 4,925,000 $4,924,642.74 0.23%
HUMANA INC 0%, due 09/18/2018 44486JJJ9 5,000,000 $4,966,988.85 0.23%
Mercedes-Benz Auto Lease Trust Series 2018-A, Class A2, 2.20%, due 04/15/2020 58772QAB2 4,916,000 $4,909,107.77 0.23%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/30/2021 78013XKH0 4,800,000 $4,805,088.10 0.23%
CITIGROUP INC Variable rate, due 01/10/2020 172967LE9 4,675,000 $4,706,572.05 0.22%
FANNIE MAE Series 2013-1, Class KC, 2%, due 07/25/2040 3136ABB77 4,817,509 $4,741,738.82 0.22%
MOODY'S CORPORATION N/C, Variable rate, due 09/04/2018 615369AH8 4,650,000 $4,651,857.68 0.22%
MORGAN STANLEY N/C, Variable rate, due 01/20/2022 61746BEE2 4,625,000 $4,694,551.55 0.22%
TYSON FOODS INC N/C, Variable rate, due 06/02/2020 902494BB8 4,620,000 $4,637,820.22 0.22%
ABBOTT LABORATORIES 2%, due 09/15/2018 002824BJ8 4,411,000 $4,403,685.33 0.21%
AMERICAN EXPRESS CREDIT CORP N/C, Variable rate, due 03/18/2019 0258M0DL0 4,500,000 $4,514,370.17 0.21%
CREDIT SUISSE NEW YORK N/C, 2.30%, due 05/28/2019 22546QAN7 4,394,000 $4,370,536.70 0.21%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 03/12/2019 345397WQ2 4,500,000 $4,515,331.55 0.21%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 11/04/2019 345397WX7 4,350,000 $4,381,633.24 0.21%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 04/25/2019 38141GVV3 4,500,000 $4,529,362.95 0.21%
GOLDMAN SACHS GROUP INC Variable rate, due 11/15/2021 38145GAF7 4,308,000 $4,357,445.47 0.21%
JPMORGAN CHASE & CO Variable rate, due 03/09/2021 46647PAC0 4,500,000 $4,511,173.59 0.21%
JPMORGAN CHASE & CO Variable rate, due 03/22/2019 46625HQV5 4,500,000 $4,523,893.11 0.21%
MACQUARIE GROUP LTD N/C, 3%, due 12/03/2018 55608JAF5 4,500,000 $4,504,663.62 0.21%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/13/2019 654740AQ2 4,500,000 $4,515,616.35 0.21%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 10/18/2019 865622CG7 4,525,000 $4,531,493.38 0.21%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGX1 4,289,000 $4,264,137.96 0.20%
GM Financial Automobile Leasing Trust Series 2016-3, Class A4, 1.78%, due 05/20/2020 36251MAE1 4,347,000 $4,311,492.40 0.20%
Mercedes-Benz Auto Lease Trust Series 2016-B, Class A4, 1.52%, due 06/15/2022 58768MAD3 4,175,000 $4,145,949.51 0.20%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 05/22/2020 6325C0DP3 4,223,000 $4,240,898.17 0.20%
ABN AMRO BANK NV N/C, Variable rate, due 01/18/2019 00084DAP5 4,000,000 $4,013,400.00 0.19%
AMERICAN EXPRESS CO Variable rate, due 10/30/2020 025816BQ1 4,000,000 $4,004,567.68 0.19%
BNP PARIBAS/BNP US MTN N/C, 2.70%, due 08/20/2018 05574LPT9 4,000,000 $4,001,427.80 0.19%
CAPITAL ONE BANK USA NA 2.25%, due 02/13/2019 140420NH9 4,000,000 $3,985,680.52 0.19%
CITIBANK NA Variable rate, due 05/01/2020 17325FAP3 4,000,000 $4,001,161.60 0.19%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/12/2021 233851DA9 4,000,000 $4,005,200.00 0.19%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 10/30/2019 233851CL6 4,000,000 $4,023,721.36 0.19%
DAIMLER FINANCE NA LLC Variable rate, due 05/04/2020 233851DH4 4,000,000 $4,002,871.92 0.19%
FREDDIE MAC Series 3726, Class ND, 3.50%, due 06/15/2039 3137GAB22 3,917,129 $3,931,155.79 0.19%
GILEAD SCIENCES INC N/C, Variable rate, due 09/20/2018 375558BN2 4,000,000 $4,000,703.60 0.19%
GILEAD SCIENCES INC N/C, Variable rate, due 09/20/2019 375558BQ5 4,000,000 $4,005,027.96 0.19%
HP INC 0%, due 07/19/2018 44331CGK1 4,000,000 $3,992,306.04 0.19%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 06/11/2021 46849LTA9 4,000,000 $4,003,970.48 0.19%
Mercedes-Benz Auto Lease Trust Series 2017-A, Class A4, 2.01%, due 01/17/2023 58769DAE0 4,000,000 $3,966,065.60 0.19%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 09/13/2021 606822AF1 4,000,000 $4,061,943.92 0.19%
MIZUHO FINANCIAL GROUP N/C, Variable rate, due 09/13/2021 60687YAF6 4,000,000 $4,066,514.48 0.19%
SPECTRA ENERGY PARTNERS N/C, Variable rate, due 06/05/2020 84756NAJ8 4,000,000 $4,021,145.92 0.19%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/13/2021 89236TEV3 4,000,000 $4,012,719.84 0.19%
CAPITAL ONE NA Variable rate, due 08/17/2018 14042E5W6 3,860,000 $3,862,832.43 0.18%
GILEAD SCIENCES INC N/C, Variable rate, due 03/20/2019 375558BP7 3,815,000 $3,816,819.49 0.18%
IMPERIAL BRANDS FIN PLC 2.05%, due 07/20/2018 453140AC9 3,890,000 $3,889,596.61 0.18%
KRAFT HEINZ FOODS CO 2%, due 07/02/2018 50077LAG1 3,775,000 $3,774,527.75 0.18%
KROGER CO 2%, due 01/15/2019 501044DA6 3,765,000 $3,747,598.36 0.18%
ANHEUSER-BUSCH INBEV FIN N/C, Variable rate, due 02/01/2021 035242AK2 3,400,000 $3,494,890.02 0.17%
BANK OF AMERICA CORP Variable rate, due 06/25/2022 06051GHJ1 3,556,000 $3,558,524.44 0.17%
BANK OF MONTREAL N/C, Variable rate, due 04/13/2021 06367T4X5 3,500,000 $3,511,521.79 0.17%
DOLLAR TREE INC Variable rate, due 04/17/2020 256746AE8 3,500,000 $3,508,722.56 0.17%
JP MORGAN CHASE BANK NA Variable rate, due 09/23/2019 48125LRJ3 3,500,000 $3,516,914.80 0.17%
BAT INTL FINANCE PLC 0%, due 08/10/2018 05531NHA7 3,460,000 $3,448,176.00 0.16%
CAPITAL ONE NA Variable rate, due 09/13/2019 14042RBU4 3,285,000 $3,303,609.49 0.16%
CITIZENS BANK NA N/C, Variable rate, due 05/26/2020 17401QAK7 3,425,000 $3,435,535.23 0.16%
KEY BANK NA N/C, Variable rate, due 11/22/2021 49327M2R4 3,300,000 $3,337,158.10 0.16%
KINDER MORGAN ENERGY PARTNERS 2.65%, due 02/01/2019 494550BR6 3,446,000 $3,442,910.42 0.16%
NEXTERA ENERGY CAPITAL N/C, 1.649%, due 09/01/2018 65339KAJ9 3,450,000 $3,443,157.45 0.16%
Nissan Auto Lease Trust Series 2017-A, Class A3, 1.91%, due 04/15/2020 65479AAD4 3,314,000 $3,287,405.48 0.16%
SUNCOR ENERGY INC 0%, due 08/08/2018 86723BH86 3,500,000 $3,488,330.13 0.16%
WESTPAC BANKING CORP N/C, Variable rate, due 01/25/2021 961214DV2 3,375,000 $3,377,768.92 0.16%
CREDIT SUISSE GROUP FUNDING LTD N/C, Variable rate, due 04/16/2021 225433AP6 3,000,000 $3,135,098.79 0.15%
FORD MOTOR CREDIT CO LLC N/C, 2.551%, due 10/05/2018 345397XN8 3,122,000 $3,119,332.34 0.15%
NASDAQ INC N/C, Variable rate, due 03/22/2019 631103AH1 3,200,000 $3,203,972.48 0.15%
PENSKE TRUCK LEASING/PTL 2.50%, due 06/15/2019 709599AQ7 3,218,000 $3,201,319.34 0.15%
PHILLIPS 66 Variable rate, due 04/15/2020 718546AP9 3,250,000 $3,251,407.84 0.15%
AETNA INC 2.20%, due 03/15/2019 00817YAN8 3,000,000 $2,990,650.62 0.14%
AMERICAN HONDA FINANCE N/C, Variable rate, due 11/05/2021 02665WBW0 3,000,000 $3,005,298.63 0.14%
AUST & NZ BANKING GROUP N/C, Variable rate, due 08/19/2020 05252ACU3 3,000,000 $3,014,646.48 0.14%
BANK OF AMERICA CORP N/C, 6.50%, due 07/15/2018 590188JF6 3,000,000 $3,006,646.17 0.14%
BEAR STEARNS COS LLC N/C, 4.65%, due 07/02/2018 073902CD8 3,000,000 $3,001,348.92 0.14%
CITIBANK NA N/C, Variable rate, due 10/20/2020 17325FAK4 3,000,000 $2,997,975.39 0.14%
CITIBANK NA Variable rate, due 02/12/2021 17325FAM0 3,000,000 $2,998,159.50 0.14%
COOPERATIEVE RABOBANK UA N/C, Variable rate, due 01/10/2023 21688AAM4 3,000,000 $2,994,846.18 0.14%
CVS HEALTH CORP 1.90%, due 07/20/2018 126650CH1 3,000,000 $2,998,912.41 0.14%
DAIMLER FINANCE NA LLC 2%, due 08/03/2018 233851BZ6 2,932,000 $2,930,332.16 0.14%
DANSKE BANK A/S N/C, Variable rate, due 09/06/2019 23636AAG6 3,000,000 $3,012,944.61 0.14%
DEUTSCHE TELEKOM INT FIN N/C, Variable rate, due 09/19/2019 25156PAT0 2,875,000 $2,882,726.80 0.14%
E.I. DU PONT DE NEMOURS N/C, Variable rate, due 05/01/2020 263534CM9 2,860,000 $2,878,058.18 0.14%
ENBRIDGE ENERGY PARTNERS 0%, due 08/20/2018 2925A3HL5 3,000,000 $2,985,003.54 0.14%
EOG Resources, Inc. 6.875% Senior Notes due 10/01/2018 26875PAC5 2,890,000 $2,926,271.70 0.14%
EQT CORP Variable rate, due 10/01/2020 26884LAD1 3,000,000 $3,003,819.63 0.14%
GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2020 37045XCC8 3,000,000 $2,994,789.96 0.14%
GM Financial Automobile Leasing Trust Series 2016-1, Class C, 3.24%, due 03/20/2020 36250UAG9 3,051,000 $3,057,746.68 0.14%
GM Financial Securitized Term Auto Receivables Tr. Series 2017-2A, Class A2A, 1.61%, due 05/18/2020 36254UAB6 2,896,370 $2,885,507.61 0.14%
GOLDMAN SACHS GROUP INC N/C, 2.90%, due 07/19/2018 38147MAA3 3,000,000 $3,000,968.10 0.14%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 12/13/2019 38145GAK6 3,000,000 $3,021,728.04 0.14%
HUNTINGTON NATIONAL BANK 2.20%, due 11/06/2018 446438RR6 3,000,000 $2,995,714.86 0.14%
ING BANK NV N/C, Variable rate, due 08/15/2019 449786BG6 3,000,000 $3,014,486.43 0.14%
MIZUHO BANK LTD N/C, 2.15%, due 10/20/2018 60688XAV2 3,000,000 $2,995,824.99 0.14%
MONDELEZ INTL HLDINGS NL N/C, Variable rate, due 10/28/2019 60920LAB0 3,000,000 $3,013,381.86 0.14%
MORGAN STANLEY N/C, Variable rate, due 01/24/2019 61746BDN3 3,000,000 $3,011,771.16 0.14%
MORGAN STANLEY Variable rate, due 02/10/2021 61744YAM0 3,000,000 $3,005,948.37 0.14%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 06/10/2022 64952WCR2 3,000,000 $3,018,856.41 0.14%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2022 654740BE8 3,000,000 $3,005,514.69 0.14%
NORDEA BANK AB N/C, Variable rate, due 05/29/2020 65557CAW3 3,000,000 $3,009,801.45 0.14%
PHILLIPS 66 N/C, Variable rate, due 02/26/2021 718546AS3 3,000,000 $3,005,790.78 0.14%
ROYAL BANK OF CANADA N/C, Variable rate, due 03/02/2020 78012KC54 2,900,000 $2,909,708.53 0.14%
SIEMENS FINANCIERINGSMAATSCHAPPIJ N/C, Variable rate, due 09/13/2019 82620KAG8 3,000,000 $3,009,139.41 0.14%
SUMITOMO MITSUI BANKING N/C, 1.762%, due 10/19/2018 865622CC6 3,000,000 $2,991,625.71 0.14%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 01/17/2020 865622CK8 3,000,000 $3,003,108.99 0.14%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/11/2022 86562MAL4 3,000,000 $3,038,130.00 0.14%
SYNCHRONY FINANCIAL 2.60%, due 01/15/2019 87165BAJ2 3,000,000 $2,995,565.76 0.14%
TYSON FOODS INC N/C, Variable rate, due 08/21/2020 902494BE2 3,000,000 $3,005,341.65 0.14%
UBS AG LONDON Variable rate, due 12/01/2020 902674XJ4 3,000,000 $3,003,558.00 0.14%
VODAFONE GROUP PLC 0%, due 09/04/2018 92857MJ45 3,000,000 $2,989,444.89 0.14%
VODAFONE GROUP PLC 0%, due 09/13/2018 92857MJD5 3,000,000 $2,988,026.70 0.14%
WALMART INC N/C, Variable rate, due 06/26/2021 931142EH2 2,927,000 $2,929,201.25 0.14%
WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 961214DR1 3,000,000 $3,022,546.74 0.14%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2020 654740BC2 2,700,000 $2,701,102.11 0.13%
PENSKE TRUCK LEASING/PTL 2.875%, due 07/17/2018 709599AL8 2,730,000 $2,730,596.87 0.13%
ROCHE HOLDINGS INC N/C, Variable rate, due 09/30/2019 771196AZ5 2,800,000 $2,808,318.88 0.13%
AMERICAN EXPRESS CREDIT Variable rate, due 05/03/2019 0258M0EJ4 2,500,000 $2,504,611.38 0.12%
AMERICAN WATER CAP CORP 0%, due 08/01/2018 03040MH18 2,500,000 $2,493,467.30 0.12%
BELL CANADA 0%, due 07/11/2018 07787QGB6 2,500,000 $2,496,707.75 0.12%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 05/15/2020 14913Q2K4 2,571,000 $2,572,209.24 0.12%
EXPRESS SCRIPTS HOLDING Variable rate, due 11/30/2020 30219GAS7 2,500,000 $2,501,877.87 0.12%
HSBC HOLDINGS PLC N/C, Variable rate, due 01/05/2022 404280BG3 2,500,000 $2,575,597.21 0.12%
Hyundai Auto Lease Securitization Trust Series 2016-A, Class B, 2.10%, due 10/15/2020 44891MAF8 2,570,000 $2,566,136.78 0.12%
JP MORGAN CHASE BANK NA Variable rate, due 02/01/2021 48125LRL8 2,562,000 $2,564,049.60 0.12%
LOCKHEED MARTIN CORP 1.85%, due 11/23/2018 539830BJ7 2,550,000 $2,543,574.23 0.12%
SOUTHERN CO Variable rate, due 09/30/2020 842587DA2 2,500,000 $2,512,865.23 0.12%
WELLS FARGO & COMPANY N/C, Variable rate, due 01/30/2020 94974BGG9 2,500,000 $2,517,040.40 0.12%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/14/2020 064159JY3 2,390,000 $2,399,153.87 0.11%
GENERAL MOTORS FINL CO N/C, Variable rate, due 01/05/2023 37045XCE4 2,250,000 $2,258,799.75 0.11%
INTL LEASE FINANCE CORP 7.125%, due 09/01/2018 459745GC3 2,324,000 $2,339,727.18 0.11%
SPECTRA ENERGY PARTNERS 2.95%, due 09/25/2018 84756NAC3 2,250,000 $2,250,634.39 0.11%
ACTAVIS FUNDING SCS N/C, Variable rate, due 03/12/2020 00507UAQ4 2,000,000 $2,022,413.96 0.10%
AT&T INC N/C, Variable rate, due 06/30/2020 00206RCK6 2,000,000 $2,023,116.42 0.10%
AUST & NZ BANKING GRP NY N/C, Variable rate, due 09/23/2019 05252ACS8 2,000,000 $2,011,303.42 0.10%
BANK OF MONTREAL N/C, Variable rate, due 08/27/2021 06367TJY7 2,000,000 $2,022,100.36 0.10%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 09/16/2021 05565QDE5 2,000,000 $2,038,634.48 0.10%
CHEVRON PHILLIPS CHEM CO N/C, Variable rate, due 05/01/2020 166754AN1 2,000,000 $2,016,075.06 0.10%
CITIGROUP INC Variable rate, due 04/25/2022 172967LH2 2,000,000 $2,017,774.10 0.10%
CITIGROUP INC Variable rate, due 12/08/2021 172967LB5 2,000,000 $2,027,812.87 0.10%
COMMONWEALTH BANK AUST N/C, Variable rate, due 11/07/2019 2027A0JA8 2,000,000 $2,011,318.23 0.10%
DEUTSCHE BANK AG N/C, Variable rate, due 05/10/2019 25152R5E9 2,000,000 $2,012,826.86 0.10%
GENERAL MOTORS FINL CO N/C, Variable rate, due 01/15/2019 37045XBA3 2,000,000 $2,019,897.07 0.10%
GENERAL MOTORS FINL CO N/C, Variable rate, due 10/04/2019 37045XBN5 2,000,000 $2,021,074.04 0.10%
GM Financial Automobile Leasing Trust Series 2016-1, Class A3, 1.64%, due 07/20/2019 36250UAD6 2,071,640 $2,068,931.76 0.10%
GM Financial Automobile Leasing Trust Series 2016-2, Class A4, 1.76%, due 03/20/2020 36251LAE3 2,115,000 $2,102,941.11 0.10%
GOLDMAN SACHS GROUP INC Variable rate, due 09/15/2020 38141GVQ4 2,000,000 $2,026,493.44 0.10%
HSBC HOLDINGS PLC N/C, Variable rate, due 03/08/2021 404280AX7 2,000,000 $2,092,728.12 0.10%
MORGAN STANLEY N/C, Variable rate, due 04/21/2021 61746BEB8 2,000,000 $2,049,572.62 0.10%
SCHLUMBERGER HLDGS CORP 2.35%, due 12/21/2018 806851AB7 2,145,000 $2,141,539.75 0.10%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 09/13/2019 83051GAG3 2,200,000 $2,210,376.77 0.10%
ABBVIE INC 2%, due 11/06/2018 00287YAK5 2,000,000 $1,993,835.62 0.09%
AMERICAN EXPRESS CREDIT CORP Variable rate, due 10/30/2019 0258M0ED7 2,000,000 $2,009,573.58 0.09%
AMERICAN HONDA FINANCE Variable rate, due 11/13/2019 02665WBY6 2,000,000 $2,002,578.66 0.09%
AMGEN INC N/C, Variable rate, due 05/10/2019 031162CL2 2,000,000 $2,002,781.62 0.09%
AUTOZONE INC 1.625%, due 04/21/2019 053332AU6 2,000,000 $1,984,839.72 0.09%
BANK OF AMERICA CORP Variable rate, due 07/21/2021 06051GGN3 2,000,000 $2,009,235.08 0.09%
BK TOKYO-MITSUBISHI UFJ N/C, 2.70%, due 09/09/2018 064255AQ5 2,000,000 $2,000,079.66 0.09%
BMW Vehicle Lease Trust Series 2016-2, Class A4, 1.57%, due 02/20/2020 05582XAE2 1,950,000 $1,933,940.97 0.09%
CITIZENS BANK NA 2.30%, due 12/03/2018 17401QAC5 2,000,000 $1,996,675.58 0.09%
COMMONWEALTH BANK AUST N/C, Variable rate, due 09/18/2022 2027A0JS9 2,000,000 $2,007,619.40 0.09%
CVS HEALTH CORP 2.25%, due 12/05/2018 126650CB4 2,000,000 $1,996,448.52 0.09%
DEUTSCHE BANK AG N/C, Variable rate, due 01/18/2019 25152R7D9 1,833,000 $1,837,358.84 0.09%
ENBRIDGE US INC 0%, due 06/28/2018 29251VFU5 2,000,000 $1,999,033.30 0.09%
FORD MOTOR CREDIT CO 0%, due 09/05/2018 3454G1J56 2,000,000 $1,991,600.14 0.09%
GM Financial Automobile Leasing Trust Series 2015-3, Class B, 2.32%, due 11/20/2019 36250QAF0 1,980,000 $1,978,709.83 0.09%
GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 38148YAB4 2,000,000 $2,001,425.42 0.09%
ING BANK NV N/C, 2.30%, due 03/22/2019 44987CAN8 2,000,000 $1,992,778.62 0.09%
MARTIN MARIETTA MATERIALS Variable rate, due 12/20/2019 573284AS5 2,000,000 $2,007,149.84 0.09%
NEXTERA ENERGY CAPITAL 2.30%, due 04/01/2019 65339KAR1 1,895,000 $1,886,409.49 0.09%
Nissan Auto Lease Trust Series 2016-A, Class A3, 1.49%, due 03/15/2019 65478QAD0 1,832,038 $1,830,588.30 0.09%
Nissan Auto Lease Trust Series 2016-B, Class A4, 1.61%, due 01/18/2022 65477XAE4 1,990,000 $1,977,561.70 0.09%
Nissan Auto Receivables Owner Trust Series 2016-C, Class A3, 1.18%, due 01/15/2021 65478WAD7 1,823,624 $1,802,828.30 0.09%
PACCAR FINANCIAL CORP N/C, Variable rate, due 05/10/2021 69371RP34 2,000,000 $2,001,713.38 0.09%
PNC BANK NA N/C, Variable rate, due 05/19/2020 69353RFD5 2,000,000 $2,006,688.08 0.09%
PSEG POWER LLC 2.45%, due 11/15/2018 69362BAZ5 2,000,000 $1,997,912.18 0.09%
SIEMENS FINANCIERINGSMAATSCHAPPIJ N/C, Variable rate, due 03/16/2020 82620KAN3 2,000,000 $2,008,449.38 0.09%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/17/2023 86562MAW0 2,000,000 $2,003,371.34 0.09%
UBS AG LONDON N/C, Variable rate, due 05/28/2019 902674XH8 2,000,000 $2,002,988.00 0.09%
US BANK NA CINCINNATI Variable rate, due 04/26/2021 90331HNQ2 2,000,000 $2,002,895.24 0.09%
VULCAN MATERIALS CO N/C, Variable rate, due 06/15/2020 929160AU3 2,000,000 $1,999,416.32 0.09%
WELLS FARGO & COMPANY N/C, 2.15%, due 01/15/2019 94974BFQ8 2,000,000 $1,994,379.42 0.09%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 01/10/2020 14912L6Z9 1,700,000 $1,711,570.24 0.08%
GM Financial Automobile Leasing Trust Series 2016-3, Class B, 1.97%, due 05/20/2020 36251MAF8 1,790,000 $1,775,403.45 0.08%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 02/23/2023 38141GWU4 1,600,000 $1,596,192.00 0.08%
CAPITAL ONE NA 2.35%, due 08/17/2018 14042E5V8 1,500,000 $1,499,600.59 0.07%
COMMONWEALTH EDISON CO 2.15%, due 01/15/2019 202795JC5 1,500,000 $1,499,556.17 0.07%
CREDIT AGRICOLE LONDON N/C, Variable rate, due 06/10/2020 225313AH8 1,400,000 $1,418,830.00 0.07%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 05/05/2020 233851CX0 1,500,000 $1,505,621.15 0.07%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 07/05/2019 233851CD4 1,417,000 $1,425,247.35 0.07%
FIFTH THIRD BANK Variable rate, due 09/27/2019 31677QBJ7 1,500,000 $1,506,150.57 0.07%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 01/08/2019 345397XS7 1,500,000 $1,510,250.75 0.07%
GENERAL MOTORS FINL CO 3.10%, due 01/15/2019 37045XBB1 1,500,000 $1,502,873.27 0.07%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 606822AK0 1,500,000 $1,517,871.05 0.07%
RYDER SYSTEM INC 2.45%, due 11/15/2018 78355HJV2 1,435,000 $1,434,280.05 0.07%
SHELL INTERNATIONAL FINANCE N/C, Variable rate, due 09/12/2019 822582BV3 1,440,000 $1,445,337.78 0.07%
WELLS FARGO & COMPANY Variable rate, due 02/11/2022 949746SP7 1,500,000 $1,515,521.64 0.07%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 09/26/2018 05565QCH9 1,280,000 $1,282,176.59 0.06%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 11/05/2018 233851CW2 1,250,000 $1,251,297.31 0.06%
DANSKE BANK A/S N/C, Variable rate, due 03/02/2020 23636AAL5 1,200,000 $1,203,722.11 0.06%
FORD MOTOR CREDIT CO LLC N/C, 2.943%, due 01/08/2019 345397XT5 1,230,000 $1,230,569.72 0.06%
Nissan Auto Receivables Owner Trust Series 2016-A, Class A3, 1.34%, due 10/15/2020 65478UAD1 1,234,859 $1,226,617.39 0.06%
PRUDENTIAL FINANCIAL INC N/C, Variable rate, due 08/15/2018 74432QBX2 1,351,000 $1,352,547.12 0.06%
ALLSTATE CORP N/C, Variable rate, due 03/29/2021 020002BE0 1,000,000 $1,000,877.48 0.05%
AMERICAN HONDA FINANCE N/C, Variable rate, due 02/22/2019 02665WBB6 1,000,000 $1,005,348.52 0.05%
AMERICAN HONDA FINANCE N/C, Variable rate, due 11/19/2018 02665WBL4 1,000,000 $1,001,373.91 0.05%
BANK OF AMERICA CORP Variable rate, due 10/21/2022 06051GFY0 1,000,000 $1,017,490.00 0.05%
BARCLAYS BANK PLC Variable rate, due 01/11/2021 06739FJK8 1,000,000 $1,000,498.32 0.05%
BRANCH BANKING & TRUST Variable rate, due 05/01/2019 07330NAM7 1,000,000 $1,003,540.09 0.05%
CAPITAL ONE FINANCIAL CORP Variable rate, due 03/09/2022 14040HBM6 1,000,000 $1,005,095.21 0.05%
CAPITAL ONE FINANCIAL CORP Variable rate, due 10/30/2020 14040HBS3 1,000,000 $996,528.32 0.05%
CITIGROUP INC N/C, Variable rate, due 08/02/2021 172967KW0 1,000,000 $1,018,018.00 0.05%
CITIZENS BANK NA Variable rate, due 03/02/2020 17401QAH4 1,000,000 $1,002,330.28 0.05%
CREDIT AGRICOLE LONDON N/C, Variable rate, due 04/15/2019 22532LAN4 1,000,000 $1,004,973.18 0.05%
DEUTSCHE TELEKOM INT FIN N/C, Variable rate, due 01/17/2020 25156PAX1 1,000,000 $1,004,770.39 0.05%
EBAY INC N/C, Variable rate, due 08/01/2019 278642AJ2 1,000,000 $1,002,203.57 0.05%
ENTERPRISE PRODUCTS OPERATING LLC 6.50%, due 01/31/2019 29379VAC7 1,000,000 $1,021,448.34 0.05%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 11/02/2020 345397YR8 1,000,000 $996,477.50 0.05%
FREDDIE MAC Series 4305, Class KN, 2.50%, due 03/15/2038 3137B86L6 1,080,953 $1,075,834.77 0.05%
GENERAL MOTORS FINL CO N/C, Variable rate, due 05/09/2019 37045XBH8 1,000,000 $1,009,222.08 0.05%
MASTR Asset Backed Securities Trust Series 2005-OPT1, Class M2, Variable rate, due 03/25/2035 57643LHQ2 1,019,618 $1,023,636.14 0.05%
Mercedes-Benz Auto Lease Trust Series 2017-A, Class A3, 1.79%, due 04/15/2020 58769DAD2 1,050,000 $1,043,509.01 0.05%
MONDELEZ INTERNATIONAL N/C, Variable rate, due 02/01/2019 609207AC9 1,029,000 $1,031,394.19 0.05%
NORDEA BANK AB N/C, Variable rate, due 09/30/2019 65557CAU7 1,000,000 $1,005,684.05 0.05%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2019 78012KRL3 1,000,000 $1,004,527.72 0.05%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 01/11/2019 865622CF9 1,000,000 $1,002,461.78 0.05%
SUMITOMO MITSUI TR BK LTD N/C, Variable rate, due 09/19/2019 86563VAK5 1,000,000 $1,001,965.62 0.05%
SVENSKA HANDELSBANKEN AB N/C, Variable rate, due 09/06/2019 86960BAP7 1,000,000 $1,003,978.28 0.05%
TOYOTA MOTOR CREDIT CORP Variable rate, due 10/18/2019 89236TDJ1 1,000,000 $1,004,332.17 0.05%
UNITEDHEALTH GROUP INC N/C, Variable rate, due 10/15/2020 91324PDB5 1,000,000 $999,490.00 0.05%
VERIZON COMMUNICATIONS N/C, Variable rate, due 08/15/2019 92343VDE1 1,000,000 $1,002,591.12 0.05%
VODAFONE GROUP PLC N/C, Variable rate, due 01/16/2024 92857WBN9 975,000 $972,402.41 0.05%
WELLS FARGO BANK NA N/C, 0%, due 11/28/2018 94988J5H6 1,000,000 $1,001,884.33 0.05%
AMERICAN EXPRESS CREDIT CORP N/C, 2.125%, due 07/27/2018 0258M0DJ5 910,000 $909,813.04 0.04%
FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 31397NHX6 763,094 $768,381.55 0.04%
FANNIE MAE Series 2011-36, Class QC, 3%, due 12/25/2028 31397SC85 928,195 $928,899.42 0.04%
GM Financial Automobile Leasing Trust Series 2018-1, Class A2A, 2.39%, due 04/20/2020 38014BAB5 885,000 $882,606.43 0.04%
BMW Vehicle Lease Trust Series 2017-1, Class A2, 1.64%, due 07/22/2019 055657AB6 610,610 $609,448.06 0.03%
Encore Credit Receivables Trust Series 2005-2, Class M2, Variable rate, due 11/25/2035 126673J29 682,210 $685,921.84 0.03%
FREDDIE MAC Series 3770, Class EB, 2%, due 01/15/2038 3137A4L47 601,667 $597,319.22 0.03%
FREDDIE MAC Series 4001, Class A, 3.50%, due 11/15/2038 3137ALCD9 711,300 $718,138.16 0.03%
GM Financial Automobile Leasing Trust Series 2017-2, Class A2B, Variable rate, due 01/21/2020 38013MAC0 696,403 $697,061.30 0.03%
Hyundai Auto Lease Securitization Trust Series 2017-B, Class A2B, Variable rate, due 12/16/2019 44891GAC8 705,143 $705,692.16 0.03%
UNITED TECHNOLOGIES CORP N/C, Variable rate, due 11/01/2019 913017CK3 715,000 $717,589.86 0.03%
Ace Securities Corp. Series 2005-HE7, Class A1B2, Variable rate, due 11/25/2035 004421TX1 375,598 $376,367.07 0.02%
AMERICAN HONDA FINANCE N/C, Variable rate, due 07/13/2018 02665WAX9 330,000 $330,121.25 0.02%
BANK OF MONTREAL N/C, Variable rate, due 07/18/2019 06367THR4 500,000 $502,667.58 0.02%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 08/14/2018 05565QDJ4 500,000 $500,299.36 0.02%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 09/06/2019 13607RAC4 500,000 $502,720.03 0.02%
COMMONWEALTH BANK AUST N/C, Variable rate, due 03/10/2022 2027A0JL4 500,000 $502,300.79 0.02%
Fannie Mae FN 745735, 5%, due 03/01/2021 31403DPU7 461,941 $473,008.15 0.02%
Fannie Mae FN 962078, 4.50%, due 03/01/2023 31414CJX7 319,850 $326,005.38 0.02%
FANNIE MAE Series 2010-35, Class KA, 4.50%, due 07/25/2038 31398PGN3 452,672 $453,291.32 0.02%
FANNIE MAE Series 2011-111, Class DA, 3%, due 12/25/2038 3136A2KH5 318,554 $318,687.14 0.02%
Ford Credit Auto Lease Trust Series 2016-A, Class A4, 1.85%, due 07/15/2019 34531AAE4 374,975 $374,869.64 0.02%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 363,376 $369,778.56 0.02%
FREDDIE MAC Series 3790, Class AP, 4.50%, due 01/15/2037 3137A5B78 312,262 $319,094.30 0.02%
MIZUHO BANK LTD N/C, Variable rate, due 10/20/2018 60688XAX8 500,000 $501,738.37 0.02%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/15/2019 78012KNM5 500,000 $502,462.64 0.02%
TOTAL CAPITAL INTL SA N/C, Variable rate, due 08/10/2018 89153VAH2 479,000 $479,457.54 0.02%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/17/2020 89236TDV4 500,000 $502,315.79 0.02%
WELLS FARGO BANK NA N/C, Variable rate, due 12/06/2019 94988J5J2 500,000 $503,537.14 0.02%
WESTPAC BANKING CORP N/C, Variable rate, due 05/13/2019 961214CU5 350,000 $351,881.94 0.02%
BANK OF AMERICA CORP N/C, Variable rate, due 01/15/2019 06051GEY1 296,000 $297,624.84 0.01%
BANK OF MONTREAL N/C, Variable rate, due 12/12/2019 06367TPY0 250,000 $251,418.71 0.01%
BANK OF NOVA SCOTIA N/C, Variable rate, due 01/15/2019 064159HD1 250,000 $251,089.82 0.01%
FANNIE MAE Series 2004-90, Class XQ, 4.50369%, due 09/25/2034 31394BVA9 165,181 $165,632.57 0.01%
FANNIE MAE Series 2008-59, Class KB, 4.50%, due 07/25/2023 31397LZH5 145,028 $145,608.85 0.01%
FANNIE MAE Series 2010-116, Class AD, 2%, due 08/25/2020 31398NQS6 228,910 $227,612.91 0.01%
FANNIE MAE Series 2010-145, Class MA, 2%, due 12/25/2020 31398SUR2 216,766 $215,258.48 0.01%
FANNIE MAE Series 2011-13, Class AD, 2%, due 07/25/2021 31397QFX1 193,349 $192,039.35 0.01%
FANNIE MAE Series 2014-76, Class AC, 2.50%, due 02/25/2034 3136ALPA3 146,862 $146,925.21 0.01%
Freddie Mac FG G11728, 5.50%, due 02/01/2020 31283K4M7 116,634 $118,086.08 0.01%
Freddie Mac FG G11902, 5%, due 08/01/2020 3128M1AB5 134,857 $136,485.46 0.01%
Freddie Mac FG G11966, 5.50%, due 11/01/2020 3128M1CB3 126,840 $129,297.85 0.01%
Freddie Mac FG J02535, 5%, due 09/01/2020 3128PDY87 203,277 $205,660.88 0.01%
FREDDIE MAC Series 2885, Class PY, 4.50%, due 11/15/2019 31395J4G8 121,053 $121,808.09 0.01%
FREDDIE MAC Series 2895, Class EK, 4%, due 11/15/2019 31395HV23 178,214 $179,120.95 0.01%
FREDDIE MAC Series 2900, Class PC, 4.50%, due 12/15/2019 31395KJE4 173,036 $173,528.37 0.01%
FREDDIE MAC Series 2931, Class DE, 4%, due 02/15/2020 31395MZ51 204,385 $206,057.49 0.01%
FREDDIE MAC Series 3768, Class DE, 2.25%, due 11/15/2028 3137A4BK2 176,205 $176,072.79 0.01%
FREDDIE MAC Series 3773, Class GK, 2.50%, due 12/15/2020 3137A3TA7 107,590 $107,122.67 0.01%
FREDDIE MAC Series 3820, Class NA, 4.50%, due 02/15/2038 3137A8AK4 118,840 $120,627.00 0.01%
FREDDIE MAC Series 3841, Class JK, 3%, due 10/15/2038 3137A8RX8 151,563 $151,862.78 0.01%
FREDDIE MAC Series 3852, Class CA, 3%, due 10/15/2039 3137AB5K3 126,428 $126,405.05 0.01%
FREDDIE MAC Series 3944, Class LB, 2%, due 02/15/2025 3137AFWZ1 288,303 $287,910.25 0.01%
FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 3137AMYK7 297,312 $294,858.50 0.01%
FREDDIE MAC Series 4419, Class TB, 3%, due 02/15/2040 3137BFUH2 146,148 $146,016.14 0.01%
FREDDIE MAC Series 4459, Clas NC, 5%, due 07/15/2025 3137BHU47 196,508 $199,109.00 0.01%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 114,300 $119,731.45 0.01%
GNMA Series 2009-10, Class MD, 4.50%, due 12/16/2036 38374TBT0 175,285 $178,532.31 0.01%
GNMA Series 2010-125, Class TE, 3%, due 06/20/2039 38377JE25 167,284 $167,451.39 0.01%
GNMA Series 2010-142, Class AJ, 3%, due 09/20/2039 38377MJR8 164,960 $164,780.98 0.01%
GNMA Series 2010-164, Class LH, 3.50%, due 10/20/2038 38377N3R3 146,687 $147,042.07 0.01%
GNMA Series 2010-4, Class JC, 3%, due 08/16/2039 38376T2H4 126,281 $126,619.56 0.01%
GNMA Series 2010-87, Class HE, 3%, due 11/20/2038 38374YS79 156,639 $157,395.82 0.01%
GNMA Series 2011-115, Class PD, 2%, due 10/20/2038 38377XPJ5 114,796 $114,332.76 0.01%
GNMA Series 2011-24, Class NE, 3.50%, due 04/20/2039 38377TU58 106,019 $106,247.11 0.01%
GNMA Series 2011-37, Class PG, 3%, due 05/20/2040 38377QU62 172,454 $171,921.52 0.01%
GNMA Series 2011-40, Class CA, 3%, due 12/16/2025 38377UJH2 129,821 $130,134.00 0.01%
GNMA Series 2014-180, Class PA, 2.50%, due 04/20/2043 38379HVE2 267,359 $265,396.61 0.01%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 01/10/2020 6325C0DG3 250,000 $251,240.21 0.01%
RBSSP RESECURITIZATION TRUST Series 2009-12, Class 20A1, Variable rate, due 12/25/2035 74928UCC9 133,853 $135,528.87 0.01%
Residential Asset Mortgage Pro Series 2005-EFC1, Class M3, Variable rate, due 05/25/2035 76112BRN2 197,911 $198,547.30 0.01%
Structured Asset Investment Loan Trust Series 2004-10, Class A7, Variable rate, due 11/25/2034 86358ENX0 183,987 $185,733.03 0.01%
Wells Fargo Home Equity Trust Series 2005-3, Class M3, Variable rate, due 11/25/2035 9497ENAC7 169,134 $169,759.87 0.01%
Wells Fargo Mortgage Loan Trus Series 2010-RR1, Class 1A1, Variable rate, due 02/27/2037 94986YAA4 134,172 $134,826.73 0.01%
Aegis Asset Backed Securities Series 2005-3, Class M1, Variable rate, due 08/25/2035 00764MFR3 58,773 $58,922.24 0.00%
Ameriquest Mortgage Securities Inc. Series 2004-R9, Class M2, Variable rate, due 10/25/2034 03072SUP8 91,074 $91,804.41 0.00%
Ameriquest Mortgage Securities Inc. Series 2005-R2, Class M2, Variable rate, due 04/25/2035 03072SYS8 104,975 $105,337.89 0.00%
Ameriquest Mortgage Securities Series 2005-R11, Class A2D, Variable rate, due 01/25/2036 03072SU86 47,866 $47,978.92 0.00%
Citigroup Mortgage Loan Trust Series 2005-OPT3, Class M2, Variable rate, due 05/25/2035 17307GSK5 63,625 $63,817.63 0.00%
Fannie Mae FN 723399, 4.50%, due 09/01/2018 31402AUY0 546 $551.94 0.00%
Fannie Mae FN 725445, 4.50%, due 05/01/2019 31402C5E8 16,741 $16,912.68 0.00%
Fannie Mae FN 725793, 5.50%, due 09/01/2019 31402DKE9 19,224 $19,412.39 0.00%
Fannie Mae FN 725934, 5%, due 11/01/2019 31402DPT1 28,092 $28,624.35 0.00%
Fannie Mae FN 735646, 4.50%, due 07/01/2020 31402RHX0 92,638 $93,588.62 0.00%
Fannie Mae FN 739798, 4.50%, due 09/01/2018 31402V3F5 1,924 $1,943.74 0.00%
Fannie Mae FN 773440, 5%, due 07/01/2019 31404NHR0 42,082 $42,879.62 0.00%
Fannie Mae FN 775019, 4.50%, due 05/01/2019 31404QAU3 5,149 $5,201.89 0.00%
Fannie Mae FN 847919, 5.50%, due 11/01/2020 31408DAU8 72,480 $73,863.81 0.00%
Fannie Mae FN 889191, 4.50%, due 04/01/2021 31410G2Y8 5,814 $5,874.02 0.00%
Fannie Mae FN 889847, 4.50%, due 04/01/2021 31410KTC8 12,913 $13,045.54 0.00%
Fannie Mae FN 898044, 4.50%, due 12/01/2020 31410UWD0 82,027 $82,868.94 0.00%
Fannie Mae FN AL0217, 5%, due 11/01/2018 3138EGG32 3,072 $3,130.14 0.00%
Fannie Mae FN AL8539, 4.50%, due 01/01/2027 3138ETPZ3 10,488 $10,595.90 0.00%
Fannie Mae FN MA0772, 4%, due 06/01/2021 31417Y2E6 65,746 $67,491.01 0.00%
FANNIE MAE Series 2003-120, Class BY, 4%, due 12/25/2018 31393UGR8 1,745 $1,744.97 0.00%
FANNIE MAE Series 2003-81, Class HC, 4.75%, due 09/25/2018 31393TKY1 1,914 $1,912.53 0.00%
FANNIE MAE Series 2004-27, Class HB, 4%, due 05/25/2019 31393XN60 12,392 $12,421.96 0.00%
FANNIE MAE Series 2004-79, Class FA, Variable rate, due 08/25/2032 31394BFN9 73,603 $73,687.08 0.00%
FANNIE MAE Series 2004-90, Class LH, 5%, due 04/25/2034 31394BUJ1 90,795 $91,376.34 0.00%
FANNIE MAE Series 2005-110, Class GK, 5.50%, due 08/25/2034 31394US52 1,777 $1,780.89 0.00%
FANNIE MAE Series 2008-18, Class HD, 4%, due 12/25/2018 31396YXB3 825 $824.94 0.00%
FANNIE MAE Series 2008-51, Class BC, 4.50%, due 06/25/2023 31397LVK2 2,457 $2,459.12 0.00%
FANNIE MAE Series 2008-53, Class CA, 5%, due 07/25/2023 31397LF46 50,791 $51,323.53 0.00%
FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 31396QKJ7 102,855 $103,950.91 0.00%
FANNIE MAE Series 2009-78, Class LE, 4%, due 09/25/2019 31398FMV0 16,511 $16,559.80 0.00%
FANNIE MAE Series 2009-96, Class JA, 3.50%, due 10/25/2024 31398FXC0 39,430 $39,522.32 0.00%
FANNIE MAE Series 2010-10, Class NB, 3%, due 01/25/2039 31398G2B4 19,146 $19,129.50 0.00%
FANNIE MAE Series 2010-110, Class AE, 9.75%, due 11/25/2018 31398NM84 11,474 $11,556.70 0.00%
FANNIE MAE Series 2010-12, Class AC, 2.50%, due 12/25/2018 31398GZS1 284 $283.44 0.00%
FANNIE MAE Series 2010-123, Class HA, 2.50%, due 03/25/2024 31398NW75 1,307 $1,315.01 0.00%
FANNIE MAE Series 2010-153, Class AC, 2%, due 11/25/2018 31398S3S0 2,805 $2,799.96 0.00%
FANNIE MAE Series 2010-83, Class AJ, 2.75%, due 11/25/2018 31398TUE9 13,658 $13,638.50 0.00%
FANNIE MAE Series 2011-117, Class DH, 3%, due 06/25/2029 3136A14V4 17,680 $17,710.53 0.00%
FANNIE MAE Series 2011-15, Class AB, 9.75%, due 08/25/2019 31397QWQ7 177 $178.94 0.00%
FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 31397QXH6 69,477 $71,083.18 0.00%
FANNIE MAE Series 2011-3, Class EG, 2%, due 05/25/2020 31397QRV2 67,288 $66,973.80 0.00%
FANNIE MAE Series 2011-60, Class UC, 2.50%, due 09/25/2039 31397U2Q1 95,533 $94,525.24 0.00%
FANNIE MAE Series 2011-68, Class AH, 4.50%, due 12/25/2020 31397UYT0 21,881 $22,031.32 0.00%
FANNIE MAE Series 2011-71, Class KC, 1.75%, due 08/25/2021 3136A0PA9 73,891 $72,899.97 0.00%
FANNIE MAE Series 2011-79, Class AD, 3%, due 11/25/2037 3136A0RD1 61,873 $62,129.84 0.00%
FANNIE MAE Series 2011-86, Class DC, 2%, due 09/25/2021 3136A0P43 67,807 $66,800.94 0.00%
FANNIE MAE Series 2011-89, Class LE, 3%, due 03/25/2039 3136A02M8 591 $590.47 0.00%
Freddie Mac FG B18688, 5%, due 02/01/2020 312971UM4 5,096 $5,134.41 0.00%
Freddie Mac FG E01951, 5.50%, due 02/01/2019 31294KXU4 12,806 $12,864.23 0.00%
Freddie Mac FG E99249, 5.50%, due 09/01/2018 3128H7H21 244 $244.22 0.00%
Freddie Mac FG E99582, 5%, due 09/01/2018 3128H7UF7 6,297 $6,337.60 0.00%
Freddie Mac FG G11777, 5%, due 10/01/2020 31283K6N3 100,564 $101,886.11 0.00%
Freddie Mac FG G11879, 5%, due 10/01/2020 31336WCP2 42,962 $43,746.27 0.00%
Freddie Mac FG G12255, 5.50%, due 07/01/2021 3128M1MC0 8,610 $8,844.92 0.00%
Freddie Mac FG G13204, 6%, due 11/01/2022 3128MBX93 80,379 $83,100.44 0.00%
Freddie Mac FG G13235, 4.50%, due 08/01/2020 3128MBY84 82,451 $83,459.01 0.00%
Freddie Mac FG G13395, 4.50%, due 12/01/2019 3128MB7G6 28,210 $28,498.30 0.00%
Freddie Mac FG G13761, 5.50%, due 12/01/2020 3128MCMJ1 32,244 $32,607.70 0.00%
Freddie Mac FG G14075, 4.50%, due 08/01/2018 3128MCXC4 9,754 $9,853.94 0.00%
Freddie Mac FG G18010, 5.50%, due 09/01/2019 3128MMAL7 43,057 $43,590.96 0.00%
FREDDIE MAC Series 2638, Class AM, 4.50%, due 07/15/2018 31393WWP0 6,185 $6,184.05 0.00%
FREDDIE MAC Series 2672, Class NH, 4%, due 09/15/2018 31394HYG0 1,954 $1,955.36 0.00%
FREDDIE MAC Series 2695, Class DG, 4%, due 10/15/2018 31394L7G1 9,303 $9,300.35 0.00%
FREDDIE MAC Series 2764, Class UE, 5%, due 10/15/2032 31394TX83 102,483 $102,559.76 0.00%
FREDDIE MAC Series 2773, Class HS, 4.50%, due 04/15/2019 31394WDX3 3,776 $3,778.61 0.00%
FREDDIE MAC Series 2828, Class JE, 4.50%, due 07/15/2019 31395CTG6 55,095 $55,253.96 0.00%
FREDDIE MAC Series 2861, Class BL, 4%, due 09/15/2019 31395GGC0 37,441 $37,580.89 0.00%
FREDDIE MAC Series 2874, Class BC, 5%, due 10/15/2019 31395GZU9 96,166 $96,840.23 0.00%
FREDDIE MAC Series 2877, Class JH, 4.75%, due 03/15/2019 31395HL57 6,004 $6,002.82 0.00%
FREDDIE MAC Series 2920, Class HD, 4.50%, due 01/15/2020 31395LK83 13,582 $13,619.96 0.00%
FREDDIE MAC Series 2945, Class HB, 5%, due 03/15/2020 31395PK27 20,138 $20,248.81 0.00%
FREDDIE MAC Series 2981, Class BC, 4.50%, due 05/15/2020 31395U5E7 35,856 $35,887.31 0.00%
FREDDIE MAC Series 2995, Class JK, 4.50%, due 06/15/2020 31395VM71 69,351 $69,524.82 0.00%
FREDDIE MAC Series 3005, Class GA, 4.50%, due 02/15/2020 31395WJ32 2,390 $2,388.11 0.00%
FREDDIE MAC Series 3266, Class D, 5%, due 01/15/2022 31397EHU2 71,244 $71,367.40 0.00%
FREDDIE MAC Series 3294, Class DB, 4.50%, due 03/15/2022 31397FS37 33,619 $33,892.82 0.00%
FREDDIE MAC Series 3705, Class CA, 3%, due 08/15/2020 3137A0VG7 90,582 $90,528.42 0.00%
FREDDIE MAC Series 3726, Class DA, 2%, due 08/15/2020 3137GA5N3 20,585 $20,561.26 0.00%
FREDDIE MAC Series 3755, Class AJ, 2%, due 11/15/2020 3137A2EJ6 67,508 $66,973.70 0.00%
FREDDIE MAC Series 3766, Class HE, 3%, due 11/15/2020 3137A2PF2 77,515 $77,431.24 0.00%
FREDDIE MAC Series 3772, Class HE, 2.50%, due 10/15/2018 3137A4HK6 7,247 $7,241.85 0.00%
FREDDIE MAC Series 3812, Class BE, 2.75%, due 09/15/2018 3137A6SX1 12,795 $12,790.84 0.00%
FREDDIE MAC Series 3821, Class A, 4%, due 01/15/2029 3137A7M98 18,778 $18,838.62 0.00%
FREDDIE MAC Series 3825, Class AB, 3%, due 08/15/2020 3137A7Z52 33,076 $33,078.17 0.00%
FREDDIE MAC Series 3826, Class MB, 1.50%, due 07/15/2018 3137A7LF5 304 $303.72 0.00%
FREDDIE MAC Series 3887, Class VA, 4%, due 12/15/2023 3137ADR25 49,449 $49,422.99 0.00%
FREDDIE MAC Series 3893, Class JA, 4%, due 01/15/2029 3137AD4M6 23,755 $23,762.10 0.00%
FREDDIE MAC Series 3895, Class CD, 2%, due 10/15/2018 3137ACUK3 10,745 $10,735.53 0.00%
FREDDIE MAC Series 3977, Class GA, 1.50%, due 07/15/2019 3137AJZ49 1,901 $1,894.17 0.00%
GM Financial Automobile Leasing Trust Series 2015-3, Class A3, 1.69%, due 03/20/2019 36250QAD5 30,215 $30,215.27 0.00%
GNMA GN 781783, 5.50%, due 08/15/2019 36225B6U7 30,811 $31,122.28 0.00%
GNMA GN 781820, 5%, due 11/15/2019 36241KAV0 102,886 $104,398.20 0.00%
GNMA Series 2000-9, Class FG, Variable rate, due 02/16/2030 3837H4PA7 76,209 $76,945.21 0.00%
GNMA Series 2005-78, Class A, 5%, due 07/16/2033 38374MCD9 25,424 $25,572.79 0.00%
GNMA Series 2006-17, Class KY, 5%, due 04/20/2036 38374MY86 60,813 $60,913.97 0.00%
GNMA Series 2008-6, Class PM, 3.75%, due 09/20/2037 383742LP6 54,355 $54,350.31 0.00%
GNMA Series 2009-10, Class JA, 4.50%, due 03/16/2034 38374TAU8 7,546 $7,549.23 0.00%
GNMA Series 2009-52, Class PA, 5%, due 04/16/2039 38375D4U9 57,197 $57,871.47 0.00%
GNMA Series 2009-77, Class KC, 4.50%, due 05/20/2038 38376CRR2 87,832 $88,167.27 0.00%
GNMA Series 2010-101, Class PG, 2.50%, due 04/20/2038 38377DSE7 17,007 $17,009.22 0.00%
GNMA Series 2010-101, Class PL, 3.50%, due 04/20/2038 38377DSK3 17,007 $17,005.84 0.00%
GNMA Series 2010-114, Class NJ, 3%, due 04/20/2038 38377KLA6 21,829 $21,811.95 0.00%
GNMA Series 2010-125, Class BA, 2.08%, due 05/16/2037 38377JXV0 57,076 $56,935.40 0.00%
GNMA Series 2010-164, Class LE, 3%, due 10/20/2038 38377N3P7 30,857 $30,840.29 0.00%
GNMA Series 2010-23, Class MH, 4.50%, due 02/20/2038 38376VM95 2,561 $2,560.85 0.00%
GNMA Series 2010-30, Class PN, 4%, due 03/20/2038 38376XXQ1 10,933 $10,946.94 0.00%
GNMA Series 2010-39, Class ME, 4%, due 03/20/2038 38376XCX9 1,532 $1,530.51 0.00%
GNMA SEries 2010-39, Class MG, 4.25%, due 03/20/2038 38376XCY7 4,714 $4,712.35 0.00%
GNMA Series 2010-47, Class CL, 4%, due 08/20/2038 38376YQ20 55,516 $55,717.10 0.00%
GNMA Series 2010-85, Class NK, 3.25%, due 01/20/2038 38374YWC3 101,015 $101,049.21 0.00%
GNMA Series 2011-21, Class AP, 4.50%, due 05/20/2038 38377TUT6 66,001 $66,440.76 0.00%
GNMA Series 2011-21, Class QC, 4%, due 05/20/2038 38377TVG3 51,151 $51,316.32 0.00%
GNMA Series 2014-28, Class A, 2%, due 01/16/2046 38378NZC0 24,538 $24,147.78 0.00%
Option One Mortgage Loan Trust Series 2005-5, Class A3, Variable rate, due 12/25/2035 68389FJW5 19,293 $19,341.22 0.00%
Wells Fargo Home Equity Trust Series 2005-2, Class M4, Variable rate, due 04/25/2035 94981PAG5 59,058 $59,289.33 0.00%
US Dollar $USD -47,899,310 ($47,899,310.17) -2.26%
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 and the Internal Revenue Code. First Trust has no knowledge of and has not been provided any information regarding any investor. Financial advisors must determine whether particular investments are appropriate for their clients. First Trust believes the financial advisor is a fiduciary, is capable of evaluating investment risks independently and is responsible for exercising independent judgment with respect to its retirement plan clients.
First Trust Portfolios L.P.  Member SIPC and FINRA.
First Trust Advisors L.P.
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