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First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 12/7/2018 *

Total Number of Holdings (excluding cash): 806

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 0.875%, due 06/15/2019 912828R85 36,500,000 $36,187,040.97 1.03%
U.S. Treasury Note, 0.75%, due 02/15/2019 912828P53 33,000,000 $32,903,345.97 0.94%
PLAINS ALL AMER PIPELINE 0%, due 12/10/2018 72650XMA4 25,000,000 $25,000,000.00 0.71%
U.S. Treasury Note, 0.875%, due 05/15/2019 912828R44 20,000,000 $19,856,250.00 0.57%
U.S. Treasury Note, 0.875%, due 04/15/2019 912828Q52 19,600,000 $19,490,067.72 0.55%
Canadian Pacer Auto Receivables Trust Series 2018-1A, Class A3, 3%, due 11/19/2021 136451AD3 18,307,000 $18,276,015.40 0.52%
Nissan Auto Lease Trust Series 2017-A, Class A3, 1.91%, due 04/15/2020 65479AAD4 15,789,000 $15,700,360.56 0.45%
NORTHROP GRUMMAN CORP 0%, due 01/23/2019 66681MNP9 15,750,000 $15,697,453.43 0.45%
U.S. Treasury Note, 1%, due 11/15/2019 912828U32 16,000,000 $15,749,687.52 0.45%
AERCAP IRELAND CAP LTD/A 3.75%, due 05/15/2019 00772BAD3 15,330,000 $15,336,281.92 0.44%
COMCAST CORP N/C, Variable rate, due 10/01/2020 20030NCV1 14,980,000 $14,939,223.69 0.43%
FMC CORP 0%, due 12/28/2018 34410XMU1 15,000,000 $14,977,079.40 0.43%
SCHLUMBERGER HLDGS CORP 0%, due 02/04/2019 80686EP48 15,000,000 $14,931,149.70 0.43%
UNITED TECHNOLOGIES CORP Variable rate, due 08/16/2021 913017CZ0 15,000,000 $14,927,284.35 0.43%
CONSTELLATION BRANDS INC Variable rate, due 11/15/2021 21036PBA5 15,000,000 $14,897,797.35 0.42%
Securitized Term Auto Receivables Trust Series 2017-1A, Class A3, 1.89%, due 08/25/2020 81379JAD3 14,957,415 $14,894,236.64 0.42%
BOARDWALK PIPELINES LLC 5.75%, due 09/15/2019 096630AB4 14,097,000 $14,353,782.50 0.41%
KINDER MORGAN INC 3.05%, due 12/01/2019 49456BAE1 14,491,000 $14,419,418.08 0.41%
CAPITAL ONE FINANCIAL CORP Variable rate, due 05/12/2020 14040HBQ7 14,000,000 $14,031,108.00 0.40%
Hyundai Auto Lease Securitization Trust Series 2018-B, Class A2, 3.08%, due 12/15/2020 44935QAB6 14,100,000 $14,079,680.49 0.40%
MARRIOTT INTERNATIONAL N/C, Variable rate, due 12/01/2020 571903AZ6 13,405,000 $13,401,135.74 0.38%
PENSKE TRUCK LEASING/PTL 2.50%, due 06/15/2019 709599AQ7 13,408,000 $13,345,073.70 0.38%
VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 11/13/2020 928668AV4 13,500,000 $13,436,153.51 0.38%
ARROW ELECTRONICS INC 0%, due 12/19/2018 04273MMK6 13,000,000 $12,990,735.03 0.37%
CIGNA CORPORATION 0%, due 01/25/2019 17181BNR7 13,000,000 $12,950,498.73 0.37%
CONAGRA BRANDS INC Variable rate, due 10/22/2020 205887BX9 13,000,000 $12,944,160.84 0.37%
CVS HEALTH CORP N/C, Variable rate, due 03/09/2020 126650DB3 13,000,000 $12,918,992.84 0.37%
ELECTRICITE DE FRANCE 0%, due 02/26/2019 28504HPS7 13,000,000 $12,915,279.78 0.37%
Ford Credit Auto Lease Trust Series 2017-A, Class A3, 1.88%, due 04/15/2020 34531GAD3 12,864,724 $12,834,510.28 0.37%
NEWELL RUBBERMAID INC 0%, due 12/11/2018 65119KMB9 13,000,000 $12,999,013.30 0.37%
NISOURCE INC 0%, due 02/01/2019 65478KP13 13,000,000 $12,940,669.43 0.37%
PUBLIC SERVICE ENTERPRISE GROUP 1.60%, due 11/15/2019 744573AJ5 13,155,000 $12,957,322.05 0.37%
ROYAL CARIBBEAN CRUISES 0%, due 01/25/2019 78015GNR0 13,000,000 $12,949,729.26 0.37%
ENTERPRISE PRODUCTS OPER 2.55%, due 10/15/2019 29379VBD4 12,817,000 $12,747,964.68 0.36%
BANK OF AMERICA CORP Variable rate, due 06/25/2022 06051GHJ1 12,556,000 $12,457,325.66 0.35%
BELL CANADA 0%, due 02/21/2019 07787QPM2 12,000,000 $11,931,135.48 0.34%
PROTECTIVE LIFE GLOBAL N/C, Variable rate, due 06/28/2021 74368CAL8 12,000,000 $12,008,000.40 0.34%
SEMPRA GLOBAL 0%, due 12/18/2018 81685MMJ9 12,000,000 $11,993,150.40 0.34%
SUNTRUST BANK Variable rate, due 08/02/2022 86787EAW7 11,846,000 $11,777,992.82 0.34%
US BANK NA CINCINNATI Variable rate, due 11/16/2021 90331HNY5 12,000,000 $11,987,202.00 0.34%
ARROW ELECTRONICS INC 0%, due 12/11/2018 04273MMB6 11,500,000 $11,499,079.31 0.33%
Chrysler Capital Auto Receivables Trust Series 2016-BA, Class A3, 1.64%, due 07/15/2021 17119BAC1 11,557,470 $11,499,340.68 0.33%
ENI FINANCE USA INC 0%, due 12/12/2018 26876BMC2 11,465,000 $11,463,389.63 0.33%
HSBC HOLDINGS PLC Variable rate, due 05/18/2021 404280BQ1 11,762,000 $11,614,271.28 0.33%
MORGAN STANLEY N/C, Variable rate, due 01/20/2022 61746BEE2 11,625,000 $11,604,624.06 0.33%
Securitized Term Auto Receivables Trust Series 2018-2A, Class A2A, 3.11%, due 02/25/2021 81378TAB6 11,600,000 $11,607,172.28 0.33%
ENCANA CORP 6.50%, due 05/15/2019 292505AH7 11,095,000 $11,248,937.24 0.32%
JPMORGAN CHASE & CO Variable rate, due 03/09/2021 46647PAC0 11,470,000 $11,375,039.87 0.32%
AMERICAN INTL GROUP 2.30%, due 07/16/2019 026874CZ8 11,074,000 $11,014,125.76 0.31%
BMW Vehicle Lease Trust Series 2017-2, Class A3, 2.07%, due 10/20/2020 05584PAD9 10,944,000 $10,856,565.10 0.31%
BOSTON SCIENTIFIC CORP 0%, due 12/18/2018 10114BMJ3 11,000,000 $10,993,457.97 0.31%
CONSOLIDATED EDISON CO OF NY N/C, Variable rate, due 06/25/2021 209111FR9 11,000,000 $10,977,200.30 0.31%
DIAMOND 1 FIN/DIAMOND 2 3.48%, due 06/01/2019 25272KAA1 11,045,000 $11,014,510.61 0.31%
HALFMOON PARENT INC Variable rate, due 09/17/2021 40573LAJ5 11,000,000 $10,873,381.53 0.31%
Honda Auto Receivables Owner Trust Series 2018-3, Class A2, 2.67%, due 12/22/2020 43815HAB3 11,000,000 $10,978,366.30 0.31%
REGIONS BANK Variable rate, due 04/01/2021 759187CC9 11,200,000 $10,959,814.56 0.31%
AUST & NZ BANKING GROUP N/C, Variable rate, due 05/17/2021 05252ADC2 10,435,000 $10,408,920.01 0.30%
BAT CAPITAL CORP N/C, Variable rate, due 08/14/2020 05526DAT2 10,500,000 $10,484,458.85 0.30%
DOMINION RESOURCES INC 1.60%, due 08/15/2019 25746UCH0 10,655,000 $10,523,755.01 0.30%
ENERGY TRANSFER PART LP 0%, due 12/14/2018 29277FME8 10,510,000 $10,506,513.41 0.30%
CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 20826FAH9 9,883,000 $10,022,715.97 0.29%
ENABLE MIDST PARTNERS LP 0%, due 12/26/2018 29248FMS3 10,200,000 $10,185,373.20 0.29%
FREMF MORTGAGE TRUST Series 2012-K710, Class B, Variable rate, due 06/25/2047 30261MAE2 10,200,000 $10,215,228.60 0.29%
GENERAL MILLS INC 2.20%, due 10/21/2019 370334BV5 10,368,000 $10,295,058.42 0.29%
GM Financial Automobile Leasing Trust Series 2018-1, Class A2A, 2.39%, due 04/20/2020 38014BAB5 10,282,895 $10,253,456.19 0.29%
MORGAN STANLEY Variable rate, due 02/10/2021 61744YAM0 10,220,000 $10,096,942.82 0.29%
ARROW ELECTRONICS INC 0%, due 12/21/2018 04273MMM2 10,000,000 $9,991,221.90 0.28%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/20/2021 064159LH7 9,960,000 $9,880,792.70 0.28%
BAYER US FINANCE II LLC Variable rate, due 06/25/2021 07274NAC7 10,000,000 $9,843,704.00 0.28%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 09/07/2021 14913Q2P3 9,879,000 $9,838,998.34 0.28%
CIGNA CORPORATION 0%, due 02/20/2019 17181BPL8 10,000,000 $9,938,526.60 0.28%
ENABLE MIDST PARTNERS LP 0%, due 01/04/2019 29248FN45 10,000,000 $9,976,375.50 0.28%
ENABLE MIDST PARTNERS LP 0%, due 01/11/2019 29248FNB9 10,000,000 $9,969,763.50 0.28%
ENABLE MIDST PARTNERS LP 0%, due 12/17/2018 29248FMH7 10,000,000 $9,994,056.40 0.28%
ENABLE MIDST PARTNERS LP 0%, due 12/19/2018 29248FMK0 10,000,000 $9,992,200.00 0.28%
ENI FINANCE USA INC 0%, due 01/29/2019 26876BNV9 10,000,000 $9,960,983.70 0.28%
GENERAL MOTORS FINL CO 0%, due 01/07/2019 37046UN72 10,000,000 $9,976,653.00 0.28%
GM Financial Automobile Leasing Trust Series 2018-2, Class A2A, 2.83%, due 07/20/2020 36255KAB7 10,000,000 $9,987,491.00 0.28%
HARRIS CORPORATION 0%, due 12/10/2018 41388FMA7 10,000,000 $10,000,000.00 0.28%
HUMANA INC 0%, due 01/22/2019 44486JNN5 10,000,000 $9,965,852.90 0.28%
JP MORGAN CHASE BANK NA N/C, Variable rate, due 04/26/2021 48125LRP9 10,000,000 $9,917,000.00 0.28%
KEURIG DR PEPPER INC 0%, due 01/14/2019 49271KNE0 10,000,000 $9,972,276.30 0.28%
KINDER MORGAN INC 0%, due 01/03/2019 49455MN38 10,000,000 $9,979,333.30 0.28%
LOUISVILLE GAS & ELEC CO 0%, due 01/17/2019 54667UNH3 10,000,000 $9,969,356.80 0.28%
NISOURCE INC 0%, due 02/06/2019 65478KP62 10,000,000 $9,954,380.80 0.28%
NISOURCE INC 0%, due 12/14/2018 65478KME8 10,000,000 $9,996,996.90 0.28%
NORTHROP GRUMMAN CORP 0%, due 01/30/2019 66681MNW4 10,000,000 $9,960,916.30 0.28%
ONEOK INC 0%, due 12/13/2018 68269FMD8 10,000,000 $9,997,623.90 0.28%
PENTAIR FINANCE SARL 0%, due 12/13/2018 70962WMD7 10,000,000 $9,997,557.50 0.28%
PUBLIC SVC ENTERPRISE GP 0%, due 01/10/2019 74457MNA8 10,000,000 $9,975,431.10 0.28%
ROGERS COMMUNICATIONS 0%, due 01/24/2019 77511MNQ0 10,000,000 $9,966,760.00 0.28%
ROYAL CARIBBEAN CRUISES 0%, due 12/12/2018 78015GMC4 10,000,000 $9,998,412.70 0.28%
ROYAL CARIBBEAN CRUISES 0%, due 12/26/2018 78015GMS9 10,010,000 $9,996,819.83 0.28%
SOUTHERN CALIF EDISON CO 0%, due 01/03/2019 8424C1N38 10,000,000 $9,979,328.00 0.28%
WALGREENS BOOTS ALLIANCE 0%, due 02/12/2019 93142XPC9 10,000,000 $9,949,701.20 0.28%
WEC ENERGY GROUP INC 0%, due 01/11/2019 92930WNB3 10,000,000 $9,974,216.00 0.28%
CITIGROUP INC N/C, Variable rate, due 06/07/2019 172967KT7 9,480,000 $9,491,752.17 0.27%
DOLLAR TREE INC Variable rate, due 04/17/2020 256746AE8 9,421,000 $9,378,599.38 0.27%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K007, Class A2, 4.224%, due 03/25/2020 31398QHB6 9,240,172 $9,354,871.78 0.27%
GM Financial Securitized Term Auto Receivables Tr. Series 2017-1A, Class A3, 1.78%, due 10/18/2021 36254AAD6 9,500,000 $9,403,666.20 0.27%
KEY BANK NA N/C, 2.35%, due 03/08/2019 49327M2N3 9,525,000 $9,507,925.10 0.27%
SOUTHERN CO Variable rate, due 02/14/2020 842587DB0 9,595,000 $9,552,016.41 0.27%
ALLERGAN FUNDING SCS 2.45%, due 06/15/2019 00507UAD3 9,000,000 $8,976,358.26 0.26%
BMW US CAPITAL LLC N/C, Variable rate, due 08/13/2021 05565EBD6 9,400,000 $9,267,801.31 0.26%
CAPITAL ONE BANK USA NA 2.25%, due 02/13/2019 140420NH9 9,000,000 $8,985,357.63 0.26%
CHARLES SCHWAB CORP Variable rate, due 05/21/2021 808513AV7 9,000,000 $8,969,057.55 0.26%
CONSTELLATION BRANDS INC 0%, due 12/14/2018 21037DME1 9,000,000 $8,997,343.38 0.26%
ENI FINANCE USA INC 0%, due 02/04/2019 26876BP47 9,000,000 $8,960,552.19 0.26%
HP ENTERPRISE CO N/C, 2.10%, due 10/04/2019 42824CAZ2 9,287,000 $9,184,852.47 0.26%
HUMANA INC 0%, due 01/18/2019 44486JNJ4 9,000,000 $8,972,128.62 0.26%
KINDER MORGAN INC 0%, due 12/18/2018 49455MMJ4 9,000,000 $8,994,188.34 0.26%
MOLSON COORS BREWING CO 1.90%, due 03/15/2019 60871RAM2 9,200,000 $9,161,712.26 0.26%
NUTRIEN LTD 0%, due 01/17/2019 67077VNH7 9,000,000 $8,973,399.96 0.26%
PARKER-HANNIFIN CORP 0%, due 01/23/2019 70109MNP5 9,000,000 $8,969,567.67 0.26%
ROYAL CARIBBEAN CRUISES 0%, due 01/10/2019 78015GNA7 9,000,000 $8,976,123.90 0.26%
SHERWIN-WILLIAMS CO 0%, due 12/12/2018 82434UMC8 9,000,000 $8,998,638.12 0.26%
VERIZON COMMUNICATIONS N/C, Variable rate, due 05/22/2020 92343VDZ4 9,000,000 $8,971,038.72 0.26%
VIACOM INC (NEW) 0%, due 12/27/2018 9255M3MT4 9,000,000 $8,987,456.34 0.26%
World Omni Automobile Lease Securitization Trust Series 2018-B, Class A2A, 2.96%, due 06/15/2021 98162CAB7 9,000,000 $8,987,865.30 0.26%
BANK OF AMERICA CORP Variable rate, due 10/01/2021 06051GGU7 9,000,000 $8,948,104.83 0.25%
EXPRESS SCRIPTS HOLDING 2.25%, due 06/15/2019 30219GAH1 9,000,000 $8,952,721.38 0.25%
FORD MOTOR CREDIT CO LLC N/C, 2.375%, due 03/12/2019 345397WP4 8,750,000 $8,726,617.64 0.25%
GM Financial Automobile Leasing Trust Series 2016-3, Class C, 2.38%, due 05/20/2020 36251MAG6 8,676,000 $8,646,232.64 0.25%
MONDELEZ INTERNATIONAL 0%, due 01/16/2019 60920WNG1 8,900,000 $8,874,950.15 0.25%
MORGAN STANLEY Variable rate, due 02/14/2020 61746BEH5 8,850,000 $8,847,553.95 0.25%
U.S. Treasury Note, 1%, due 10/15/2019 912828T59 9,000,000 $8,873,437.50 0.25%
WALGREENS BOOTS ALLIANCE 2.70%, due 11/18/2019 931427AA6 8,675,000 $8,639,711.66 0.25%
WELLS FARGO BANK NA Variable rate, due 07/23/2021 94988J5Q6 8,793,000 $8,714,234.77 0.25%
ANTHEM INC 2.25%, due 08/15/2019 94973VBH9 8,500,000 $8,442,660.53 0.24%
BANK OF AMERICA NA Variable rate, due 08/28/2020 06050TMH2 8,417,000 $8,386,781.88 0.24%
E.I. DU PONT DE NEMOURS N/C, Variable rate, due 05/01/2020 263534CM9 8,385,000 $8,378,170.59 0.24%
INTL LEASE FINANCE CORP N/C, 5.875%, due 04/01/2019 459745GL3 8,352,000 $8,412,448.61 0.24%
Nissan Auto Lease Trust Series 2018-A, Class A3, 2.05%, due 09/15/2021 65478BAD3 8,500,000 $8,524,394.15 0.24%
ROYAL CARIBBEAN CRUISES 0%, due 12/28/2018 78015GMU4 8,300,000 $8,287,716.00 0.24%
TRANSCANADA PIPELINES 0%, due 02/28/2019 89355QPU4 8,500,000 $8,442,364.48 0.24%
TRANSCANADA PIPELINES N/C, 2.125%, due 11/15/2019 89352HAV1 8,500,000 $8,407,119.06 0.24%
AMGEN INC Variable rate, due 05/11/2020 031162CN8 8,000,000 $7,968,452.72 0.23%
ARROW ELECTRONICS INC 0%, due 12/24/2018 04273MMQ3 8,000,000 $7,991,071.12 0.23%
AT&T INC N/C, Variable rate, due 07/15/2021 00206RDV1 8,000,000 $7,966,599.60 0.23%
BOSTON SCIENTIFIC CORP 0%, due 01/23/2019 10114BNP8 8,000,000 $7,972,639.44 0.23%
BOSTON SCIENTIFIC CORP 0%, due 12/12/2018 10114BMC8 8,000,000 $7,998,817.44 0.23%
BUNGE ASSET FUNDING CORP 0%, due 12/14/2018 12056UME8 8,000,000 $7,997,666.56 0.23%
CITIZENS BANK NA/RI 2.50%, due 03/14/2019 17401QAD3 8,000,000 $7,990,456.08 0.23%
CONSTELLATION BRANDS INC 0%, due 01/08/2019 21037DN83 8,000,000 $7,982,049.76 0.23%
CREDIT AGRICOLE LONDON N/C, 2.50%, due 04/15/2019 22532LAL8 8,000,000 $7,980,814.88 0.23%
DISCOVERY COMMUNICATIONS N/C, Variable rate, due 09/20/2019 25470DAP4 8,200,000 $8,198,168.94 0.23%
ENABLE MIDST PARTNERS LP 0%, due 12/10/2018 29248FMA2 8,000,000 $8,000,000.00 0.23%
ENI FINANCE USA INC 0%, due 01/15/2019 26876BNF4 8,000,000 $7,978,187.92 0.23%
ENI FINANCE USA INC 0%, due 01/24/2019 26876BNQ0 8,000,000 $7,972,904.48 0.23%
ENTERGY CORP 0%, due 12/10/2018 29366GMA6 8,000,000 $8,000,000.00 0.23%
ENTERGY CORP 0%, due 12/13/2018 29366GMD0 8,000,000 $7,998,262.24 0.23%
GENERAL MOTORS FINL CO 0%, due 12/13/2018 37046UMD0 8,000,000 $7,998,165.12 0.23%
GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2021 37045XCN4 8,000,000 $7,904,934.24 0.23%
HUMANA INC 0%, due 01/07/2019 44486JN70 8,000,000 $7,982,512.48 0.23%
HUMANA INC 0%, due 01/15/2019 44486JNF2 8,000,000 $7,977,379.76 0.23%
LLOYDS BANK PLC N/C, Variable rate, due 05/07/2021 53944VAQ2 8,000,000 $7,919,155.84 0.23%
LOUISVILLE GAS & ELEC CO 0%, due 01/22/2019 54667UNN0 8,000,000 $7,972,081.92 0.23%
MARRIOTT INTERNATIONAL 0%, due 01/14/2019 57163UNE2 8,000,000 $7,978,925.68 0.23%
MARRIOTT INTERNATIONAL 0%, due 01/16/2019 57163UNG7 8,000,000 $7,977,660.64 0.23%
MONDELEZ INTERNATIONAL 0%, due 02/05/2019 60920WP53 8,000,000 $7,964,436.56 0.23%
MONDELEZ INTL HLDINGS NL N/C, Variable rate, due 10/28/2019 60920LAB0 8,000,000 $7,975,274.16 0.23%
NASDAQ INC 0%, due 01/22/2019 63111FNN6 8,000,000 $7,973,200.64 0.23%
NISOURCE INC 0%, due 01/30/2019 65478KNW7 8,000,000 $7,966,860.96 0.23%
ONEOK INC 0%, due 12/10/2018 68269FMA4 8,000,000 $8,000,000.00 0.23%
SANTANDER UK PLC N/C, Variable rate, due 06/01/2021 80283LAU7 8,000,000 $7,920,768.00 0.23%
SHERWIN-WILLIAMS CO 0%, due 01/09/2019 82434UN94 8,000,000 $7,979,661.52 0.23%
SPECTRA ENERGY PARTNERS 0%, due 01/09/2019 84757BN91 8,000,000 $7,980,983.44 0.23%
SUMITOMO MITSUI BANKING N/C, 2.25%, due 07/11/2019 865622BM5 8,000,000 $7,956,962.48 0.23%
UBS AG STAMFORD CT N/C, 2.375%, due 08/14/2019 90261XHE5 8,150,000 $8,105,598.88 0.23%
VIACOM INC (NEW) 0%, due 12/20/2018 9255M3ML1 8,000,000 $7,993,663.68 0.23%
VIACOM INC (NEW) 0%, due 12/24/2018 9255M3MQ0 8,000,000 $7,990,818.48 0.23%
VIACOM INC (NEW) 0%, due 12/31/2018 9255M3MX5 8,000,000 $7,985,996.48 0.23%
VW CREDIT INC 0%, due 03/18/2019 91842KQJ8 8,000,000 $7,940,390.64 0.23%
WESTPAC BANKING CORP N/C, Variable rate, due 01/25/2021 961214DV2 8,261,000 $8,202,135.91 0.23%
BELL CANADA 0%, due 02/01/2019 07787QP18 7,900,000 $7,868,289.08 0.22%
FIFTH THIRD BANK Variable rate, due 07/26/2021 31677QBP3 7,725,000 $7,706,392.57 0.22%
GENERAL MOTORS FINL CO 2.40%, due 05/09/2019 37045XBJ4 7,845,000 $7,802,486.54 0.22%
GM Financial Automobile Leasing Trust Series 2018-3, Class A2A, 2.89%, due 09/21/2020 36256GAB5 7,750,000 $7,735,587.33 0.22%
MONDELEZ INTL HLDINGS NE 1.625%, due 10/28/2019 60920LAA2 8,000,000 $7,872,359.76 0.22%
NEXTERA ENERGY CAPITAL 2.30%, due 04/01/2019 65339KAR1 7,800,000 $7,783,747.61 0.22%
AMERICAN EXPRESS CO Variable rate, due 10/30/2020 025816BQ1 7,400,000 $7,370,562.13 0.21%
California Republic Auto Receivables Trust Series 2016-2, Class A4, 1.83%, due 12/15/2021 13057YAD2 7,285,000 $7,220,760.87 0.21%
Ford Credit Auto Lease Trust Series 2018-B, Class A2A, 2.93%, due 04/15/2021 34531LAB6 7,500,000 $7,501,126.50 0.21%
GOLDMAN SACHS GROUP INC Variable rate, due 11/15/2021 38145GAF7 7,308,000 $7,284,702.62 0.21%
JPMORGAN CHASE & CO Variable rate, due 06/18/2022 46647PAT3 7,500,000 $7,418,923.43 0.21%
PHILLIPS 66 N/C, Variable rate, due 02/26/2021 718546AS3 7,419,000 $7,400,651.18 0.21%
PRUDENTIAL FINANCIAL INC 2.35%, due 08/15/2019 74432QCB9 7,462,000 $7,414,979.77 0.21%
ROCKWELL COLLINS INC 1.95%, due 07/15/2019 774341AG6 7,415,000 $7,351,055.12 0.21%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/30/2021 78013XKH0 7,457,000 $7,397,137.36 0.21%
SPECTRA ENERGY PARTNERS 0%, due 01/02/2019 84757BN26 7,400,000 $7,386,190.42 0.21%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 10/18/2019 865622CG7 7,525,000 $7,520,296.88 0.21%
AT&T INC N/C, Variable rate, due 01/15/2020 00206RDU3 7,000,000 $6,994,080.10 0.20%
BOSTON SCIENTIFIC CORP 0%, due 12/13/2018 10114BMD6 7,000,000 $6,998,448.03 0.20%
CAPITAL ONE NA 1.85%, due 09/13/2019 14042RBS9 7,005,000 $6,923,062.66 0.20%
CITIBANK NA Variable rate, due 05/01/2020 17325FAP3 7,000,000 $6,971,810.93 0.20%
ENBRIDGE ENERGY PARTNERS 0%, due 01/10/2019 2925A3NA2 7,000,000 $6,980,580.11 0.20%
ENBRIDGE ENERGY PARTNERS 0%, due 12/14/2018 2925A3ME5 7,000,000 $6,997,584.93 0.20%
ENBRIDGE ENERGY PARTNERS 0%, due 12/19/2018 2925A3MK1 7,000,000 $6,994,528.17 0.20%
ENERGY TRANSFER PART LP 0%, due 01/09/2019 29277FN98 7,000,000 $6,981,905.77 0.20%
ENERGY TRANSFER PART LP 0%, due 12/10/2018 29277FMA6 7,000,000 $7,000,000.00 0.20%
ENERGY TRANSFER PART LP 0%, due 12/11/2018 29277FMB4 7,000,000 $6,999,425.79 0.20%
ENERGY TRANSFER PART LP 0%, due 12/18/2018 29277FMJ7 7,000,000 $6,995,409.96 0.20%
ENERGY TRANSFER PART LP 0%, due 12/20/2018 29277FML2 7,000,000 $6,994,159.83 0.20%
ENERGY TRANSFER PART LP 0%, due 12/21/2018 29277FMM0 7,000,000 $6,993,577.99 0.20%
ENERGY TRANSFER PART LP 0%, due 12/28/2018 29277FMU2 7,000,000 $6,989,321.36 0.20%
FMC CORP 0%, due 12/31/2018 34410XMX5 7,000,000 $6,987,129.59 0.20%
FMC TECHNOLOGIES INC 0%, due 01/11/2019 3024X3NB6 7,000,000 $6,981,939.58 0.20%
GENERAL MOTORS FINL CO 0%, due 01/11/2019 37046UNB3 7,000,000 $6,980,892.87 0.20%
HALFMOON PARENT INC N/C, Variable rate, due 03/17/2020 40573LAA4 7,000,000 $6,953,389.66 0.20%
HYUNDAI CAPITAL AMERICA 0%, due 01/22/2019 44890NNN6 7,000,000 $6,976,940.04 0.20%
PUBLIC SVC ENTERPRISE GP 0%, due 01/24/2019 74457MNQ3 7,000,000 $6,973,734.67 0.20%
PUBLIC SVC ENTERPRISE GP 0%, due 01/25/2019 74457MNR1 7,000,000 $6,975,353.84 0.20%
REGIONS BANK Variable rate, due 08/13/2021 759187CE5 7,000,000 $6,850,158.00 0.20%
ROYAL CARIBBEAN CRUISES 0%, due 01/07/2019 78015GN74 7,000,000 $6,983,496.38 0.20%
TORONTO-DOMINION BANK N/C, 1.45%, due 08/13/2019 89114QBJ6 7,000,000 $6,931,130.22 0.20%
UBS AG LONDON Variable rate, due 06/08/2020 902674XE5 7,000,000 $7,007,980.00 0.20%
CITIBANK NA Variable rate, due 07/23/2021 17325FAR9 6,828,000 $6,790,816.76 0.19%
EI DU PONT DE NEMOURS 0%, due 12/13/2018 2635J5MD8 6,800,000 $6,798,577.64 0.19%
GNMA Series 2018-89, Class A, 3.50%, due 06/20/2039 38380XKW6 6,780,353 $6,805,589.60 0.19%
GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2020 38148LAB2 6,500,000 $6,518,232.50 0.19%
Hyundai Auto Receivables Trust Series 2015-A, Class C, 1.98%, due 07/15/2020 44890WAF7 6,875,000 $6,848,678.38 0.19%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/26/2021 606822AX2 6,666,000 $6,618,009.80 0.19%
NEXTERA ENERGY CAP HLDGS 0%, due 12/11/2018 65339NMB7 6,500,000 $6,499,533.95 0.19%
PNC BANK NA N/C, Variable rate, due 05/19/2020 69353RFD5 6,750,000 $6,730,455.71 0.19%
TD AMERITRADE HOLDING CO Variable rate, due 11/01/2021 87236YAG3 6,633,000 $6,633,856.45 0.19%
TRANSCANADA PIPELINES N/C, Variable rate, due 11/15/2019 89352HAU3 6,840,000 $6,831,152.60 0.19%
AMGEN INC 2.20%, due 05/22/2019 031162BU3 6,391,000 $6,368,511.60 0.18%
BMW Vehicle Lease Trust Series 2018-1, Class A3, 3.26%, due 07/20/2021 05586CAC8 6,250,000 $6,265,995.00 0.18%
CITIZENS BANK NA N/C, Variable rate, due 05/26/2020 17401QAK7 6,425,000 $6,424,506.88 0.18%
ENBRIDGE ENERGY PARTNERS 0%, due 12/17/2018 2925A3MH8 6,250,000 $6,246,199.75 0.18%
FORD MOTOR CREDIT CO LLC N/C, 2.943%, due 01/08/2019 345397XT5 6,230,000 $6,226,491.51 0.18%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 01/08/2019 345397XS7 6,350,000 $6,354,030.54 0.18%
GM Financial Automobile Leasing Trust Series 2016-3, Class A4, 1.78%, due 05/20/2020 36251MAE1 6,488,000 $6,460,849.01 0.18%
GM Financial Automobile Leasing Trust Series 2018-1, Class A3, 2.61%, due 01/20/2021 38014BAD1 6,300,000 $6,263,127.99 0.18%
GOLDMAN SACHS GROUP INC N/C, 2.55%, due 10/23/2019 38148FAB5 6,540,000 $6,496,614.16 0.18%
JP MORGAN CHASE BANK NA Variable rate, due 10/19/2020 48125LRR5 6,500,000 $6,469,398.00 0.18%
SHIRE ACQ INV IRELAND DA 1.90%, due 09/23/2019 82481LAA7 6,290,000 $6,204,480.40 0.18%
AMERICAN EXPRESS CO Variable rate, due 05/17/2021 025816BV0 6,000,000 $5,950,260.36 0.17%
AMERICAN HONDA FINANCE N/C, Variable rate, due 11/05/2021 02665WBW0 6,000,000 $5,931,002.88 0.17%
BOSTON PROPERTIES LP 5.875%, due 10/15/2019 10112RAQ7 6,000,000 $6,100,787.76 0.17%
CAMPBELL SOUP COMPANY 0%, due 02/25/2019 13443DPR4 6,000,000 $5,961,075.72 0.17%
CONSTELLATION BRANDS INC 0%, due 01/14/2019 21037DNE0 6,000,000 $5,983,983.78 0.17%
CVS HEALTH CORP N/C, Variable rate, due 03/09/2021 126650DD9 6,000,000 $5,951,954.82 0.17%
ENBRIDGE ENERGY PARTNERS 0%, due 01/09/2019 2925A3N95 6,000,000 $5,983,844.22 0.17%
ENBRIDGE ENERGY PARTNERS 0%, due 12/27/2018 2925A3MT2 6,000,000 $5,990,981.22 0.17%
ENERGY TRANSFER PART LP 0%, due 12/12/2018 29277FMC2 6,000,000 $5,999,015.70 0.17%
FMC TECHNOLOGIES INC 0%, due 12/17/2018 3024X3MH4 6,000,000 $5,996,962.08 0.17%
Ford Credit Auto Lease Trust Series 2018-A, Class A2A, 2.81%, due 12/15/2020 34531JAB1 6,000,000 $5,992,678.80 0.17%
GM Financial Automobile Leasing Trust Series 2018-1, Class A2B, Variable rate, due 04/20/2020 38014BAC3 5,811,891 $5,808,248.32 0.17%
HUMANA INC 0%, due 01/28/2019 44486JNU9 6,000,000 $5,975,457.06 0.17%
HUNTINGTON NATIONAL BANK 2.20%, due 04/01/2019 446438RG0 6,000,000 $5,984,412.42 0.17%
MIZUHO FINANCIAL GROUP N/C, Variable rate, due 09/13/2021 60687YAF6 6,000,000 $6,024,453.00 0.17%
MONDELEZ INTERNATIONAL 0%, due 01/23/2019 60920WNP1 6,000,000 $5,979,580.20 0.17%
MORGAN STANLEY N/C, Variable rate, due 01/27/2020 61747YDX0 6,000,000 $6,050,022.54 0.17%
NEXTERA ENERGY CAP HLDGS 0%, due 02/22/2019 65339NPN8 6,000,000 $5,963,460.30 0.17%
Nissan Auto Receivables Owner Trust Series 2016-B, Class A3, 1.32%, due 01/15/2021 65478VAD9 6,188,924 $6,142,984.07 0.17%
PLAINS ALL AMER PIPELINE 2.60%, due 12/15/2019 72650RBG6 6,000,000 $5,917,210.56 0.17%
PUBLIC SERVICE OKLAHOMA 5.15%, due 12/01/2019 744533BK5 6,000,000 $6,120,808.38 0.17%
REPUBLIC SERVICES INC 5.50%, due 09/15/2019 760761AB2 6,000,000 $6,096,244.38 0.17%
ROCKWELL COLLINS INC 0%, due 12/12/2018 77434MMC6 6,000,000 $5,999,150.22 0.17%
ROCKWELL COLLINS INC 0%, due 12/17/2018 77434MMH5 6,000,000 $5,997,028.50 0.17%
SHERWIN-WILLIAMS CO 0%, due 12/18/2018 82434UMJ3 6,000,000 $5,996,388.90 0.17%
TYSON FOODS INC N/C, Variable rate, due 06/02/2020 902494BB8 6,084,000 $6,087,778.04 0.17%
UBS AG LONDON Variable rate, due 12/01/2020 902674XJ4 6,000,000 $5,987,364.00 0.17%
UBS GROUP FUNDING N/C, Variable rate, due 04/14/2021 90351DAE7 6,000,000 $6,109,753.02 0.17%
VERIZON COMMUNICATIONS Variable rate, due 03/16/2022 92343VDX9 6,000,000 $6,059,023.86 0.17%
VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 11/12/2021 928668AQ5 6,000,000 $5,951,470.15 0.17%
VW CREDIT INC 0%, due 02/01/2019 91842KP18 6,000,000 $5,976,117.00 0.17%
BANK OF MONTREAL N/C, Variable rate, due 04/13/2021 06367T4X5 5,526,000 $5,508,670.24 0.16%
CREDIT SUISSE NEW YORK N/C, 2.30%, due 05/28/2019 22546QAN7 5,696,000 $5,675,387.60 0.16%
DBCG MORTGAGE TRUST Series 2017-BBG, Class A, Variable rate, due 06/15/2034 233062AA6 5,775,000 $5,763,333.92 0.16%
DIAGEO CAPITAL PLC N/C, Variable rate, due 05/18/2020 25243YAW9 5,500,000 $5,462,474.60 0.16%
ERAC USA FINANCE LLC 2.35%, due 10/15/2019 26884TAM4 5,650,000 $5,599,545.45 0.16%
EXELON GENERATION CO LLC 5.20%, due 10/01/2019 30161MAF0 5,439,000 $5,524,470.24 0.16%
FREDDIE MAC Series 3737, Class DA, 2%, due 12/15/2039 3137GATY3 5,614,228 $5,522,125.19 0.16%
PHILLIPS 66 Variable rate, due 04/15/2019 718546AM6 5,625,000 $5,625,435.43 0.16%
RYDER SYSTEM INC 2.55%, due 06/01/2019 78355HJW0 5,612,000 $5,594,354.36 0.16%
Verizon Owner Trust Series 2016-1A, Class A, 1.42%, due 01/20/2021 92347XAA4 5,701,490 $5,687,023.36 0.16%
AVIATION CAPITAL GROUP 0%, due 12/11/2018 05369CMB0 5,250,000 $5,249,627.46 0.15%
California Republic Auto Receivables Trust Series 2015-3, Class B, 2.70%, due 09/15/2021 13056JAE4 5,349,000 $5,319,477.80 0.15%
CarMax Auto Owner Trust Series 2017-1, Class A3, 1.98%, due 11/15/2021 14314JAC4 5,261,575 $5,221,612.60 0.15%
CONSTELLATION BRANDS INC 0%, due 12/11/2018 21037DMB7 5,200,000 $5,199,609.48 0.15%
HOME DEPOT INC N/C, Variable rate, due 03/01/2022 437076BU5 5,140,000 $5,128,233.05 0.15%
NASDAQ INC 0%, due 01/28/2019 63111FNU0 5,400,000 $5,378,452.22 0.15%
NASDAQ INC N/C, Variable rate, due 03/22/2019 631103AH1 5,300,000 $5,301,969.69 0.15%
NBCUNIVERSAL ENTERPRISE N/C, Variable rate, due 04/01/2021 63946CAG3 5,195,000 $5,146,950.30 0.15%
ABN AMRO BANK NV N/C, Variable rate, due 08/27/2021 00084DAS9 5,000,000 $4,985,100.00 0.14%
AIR LEASE CORP 3.375%, due 01/15/2019 00912XAL8 5,000,000 $5,000,118.00 0.14%
AT&T INC 0%, due 05/28/2019 0020A3SU5 5,000,000 $4,931,930.55 0.14%
AVIATION CAPITAL GROUP 0%, due 12/17/2018 05369CMH7 5,000,000 $4,997,468.75 0.14%
BARCLAYS PLC N/C, 2.75%, due 11/08/2019 06738EAD7 5,000,000 $4,954,440.00 0.14%
BAYER US FINANCE II LLC 2.125%, due 07/15/2019 07274NAT0 5,000,000 $4,954,500.60 0.14%
BELL CANADA 0%, due 12/10/2018 07787QMA1 5,000,000 $5,000,000.00 0.14%
BP CAPITAL MARKETS PLC Variable rate, due 09/19/2022 05565QDQ8 5,000,000 $5,046,399.40 0.14%
CAMPBELL SOUP COMPANY 0%, due 02/07/2019 13443DP78 5,000,000 $4,974,173.95 0.14%
Canadian Pacer Auto Receivable Series 2018-2A, Class A2A, 3.237%, due 06/21/2021 13646AAB6 5,000,000 $5,000,324.00 0.14%
COMCAST CORP N/C, Variable rate, due 10/01/2021 20030NCW9 5,000,000 $4,965,525.60 0.14%
CONSTELLATION BRANDS INC 0%, due 01/18/2019 21037DNJ9 5,000,000 $4,983,473.55 0.14%
CONSTELLATION BRANDS INC 0%, due 12/27/2018 21037DMT8 5,000,000 $4,993,150.55 0.14%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 11/05/2021 233851DP6 5,000,000 $4,974,553.95 0.14%
DEUTSCHE TELEKOM INT FIN 1.50%, due 09/19/2019 25156PAS2 5,000,000 $4,935,519.55 0.14%
ENBRIDGE ENERGY PARTNERS 0%, due 01/14/2019 2925A3NE4 5,000,000 $4,984,337.40 0.14%
ENBRIDGE INC N/C, Variable rate, due 01/10/2020 29250NAU9 5,000,000 $4,982,868.00 0.14%
ENERGY TRANSFER PART LP 0%, due 12/13/2018 29277FMD0 5,000,000 $4,998,726.45 0.14%
ENERGY TRANSFER PART LP 0%, due 12/26/2018 29277FMS7 5,000,000 $4,993,218.80 0.14%
ENTERGY CORP 0%, due 02/11/2019 29366GPB1 5,000,000 $4,975,410.10 0.14%
ENTERGY CORP 0%, due 02/13/2019 29366GPD7 5,000,000 $4,972,873.70 0.14%
ERAC USA FINANCE LLC 0%, due 12/11/2018 26882SMB9 5,000,000 $4,999,645.15 0.14%
FMC TECHNOLOGIES INC 0%, due 01/14/2019 3024X3NE0 5,000,000 $4,986,123.85 0.14%
FORD MOTOR CREDIT CO 0%, due 02/06/2019 3454G1P67 5,000,000 $4,975,099.40 0.14%
GENERAL ELECTRIC CO 0%, due 01/22/2019 36960MNN9 5,000,000 $4,983,817.95 0.14%
HARRIS CORPORATION 0%, due 12/14/2018 41388FME9 5,000,000 $4,998,538.50 0.14%
HITACHI CAP AMER CORP 0%, due 12/12/2018 43357MMC1 5,000,000 $4,999,279.20 0.14%
HUMANA INC 0%, due 01/16/2019 44486JNG0 5,000,000 $4,984,911.15 0.14%
INTESA SANPAOLO NEW YORK N/C, Variable rate, due 07/17/2019 46115LVF2 5,000,000 $5,001,885.55 0.14%
JPMORGAN CHASE & CO Variable rate, due 06/01/2021 46647PAG1 5,000,000 $4,985,480.40 0.14%
MACQUARIE BANK LTD N/C, Variable rate, due 01/15/2019 55608PAU8 5,000,000 $5,003,554.30 0.14%
Mercedes-Benz Auto Lease Trust Series 2017-A, Class A4, 2.01%, due 01/17/2023 58769DAE0 4,825,000 $4,792,445.73 0.14%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 09/07/2020 59217GCQ0 5,000,000 $4,965,150.00 0.14%
MORGAN STANLEY N/C, Variable rate, due 01/24/2019 61746BDN3 4,750,000 $4,751,274.66 0.14%
NEXTERA ENERGY CAPITAL 2.40%, due 09/15/2019 65339KAL4 5,000,000 $4,970,098.15 0.14%
NEXTERA ENERGY CAPITAL 2.70%, due 09/15/2019 65339KAK6 5,000,000 $4,981,643.65 0.14%
NUTRIEN LTD 0%, due 12/27/2018 67077VMT2 5,000,000 $4,993,496.50 0.14%
ONEOK INC 0%, due 12/12/2018 68269FMC0 5,000,000 $4,999,208.10 0.14%
Sierra Receivables Funding Co. LLC Series 2016-3A, Class A, 2.43%, due 10/20/2033 82652YAA2 4,965,432 $4,891,628.53 0.14%
SPECTRA ENERGY PARTNERS 0%, due 12/14/2018 84757BME1 5,000,000 $4,998,552.85 0.14%
SUNCOR ENERGY INC 0%, due 12/10/2018 86723BMA5 5,000,000 $5,000,000.00 0.14%
Toyota Auto Receivables Owner Trust Series 2018-C, Class A2A, 2.99%, due 08/16/2021 89231AAB7 5,000,000 $4,989,971.50 0.14%
U.S. Treasury Note, 0.75%, due 07/15/2019 912828S43 5,000,000 $4,945,214.85 0.14%
UNITEDHEALTH GROUP INC N/C, Variable rate, due 06/15/2021 91324PDG4 5,000,000 $4,944,467.95 0.14%
US BANK NA CINCINNATI Variable rate, due 07/24/2020 90331HNW9 5,000,000 $4,969,002.65 0.14%
World Omni Automobile Lease Securitization Trust Series 2018-A, Class A2, 2.59%, due 08/17/2020 98161YAB0 5,015,534 $5,005,022.46 0.14%
AMERICAN EXPRESS CREDIT CORP N/C, Variable rate, due 03/18/2019 0258M0DL0 4,500,000 $4,500,690.44 0.13%
California Republic Auto Receivables Trust Series 2018-1, Class A2, 2.86%, due 03/15/2021 13057FAB7 4,414,000 $4,411,122.07 0.13%
CITIGROUP INC Variable rate, due 01/10/2020 172967LE9 4,675,000 $4,677,184.16 0.13%
CITIGROUP INC Variable rate, due 04/25/2022 172967LH2 4,707,000 $4,653,910.74 0.13%
DOW CHEMICAL COMPANY 0%, due 12/19/2018 26055BMK7 4,500,000 $4,497,068.21 0.13%
ENBRIDGE ENERGY PARTNERS 0%, due 01/08/2019 2925A3N87 4,750,000 $4,737,672.42 0.13%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 03/12/2019 345397WQ2 4,500,000 $4,497,480.90 0.13%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 04/25/2019 38141GVV3 4,500,000 $4,506,712.88 0.13%
GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 38148YAB4 4,630,000 $4,511,243.46 0.13%
KINDER MORGAN ENERGY PARTNERS 2.65%, due 02/01/2019 494550BR6 4,601,000 $4,593,457.72 0.13%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/13/2019 654740AQ2 4,500,000 $4,491,357.61 0.13%
SOUTHWEST AIRLINES CO 2.75%, due 11/06/2019 844741BA5 4,430,000 $4,404,798.08 0.13%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 01/17/2020 865622CK8 4,475,000 $4,462,431.96 0.13%
SYNCHRONY FINANCIAL 2.60%, due 01/15/2019 87165BAJ2 4,635,000 $4,630,336.03 0.13%
AVIATION CAPITAL GROUP N/C, Variable rate, due 07/30/2021 05369AAE1 4,250,000 $4,217,120.90 0.12%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGX1 4,289,000 $4,210,039.51 0.12%
Canadian Pacer Auto Receivable Series 2018-1A, Class A2A, 2.70%, due 08/19/2020 136451AB7 4,079,670 $4,075,088.93 0.12%
CAPITAL ONE NA Variable rate, due 09/13/2019 14042RBU4 4,370,000 $4,369,644.51 0.12%
DISCOVERY COMMUNICATIONS 2.20%, due 09/20/2019 25470DAN9 4,271,000 $4,226,220.91 0.12%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 11/04/2019 345397WX7 4,350,000 $4,347,112.73 0.12%
KEY BANK NA N/C, 1.60%, due 08/22/2019 49327M2P8 4,435,000 $4,388,307.57 0.12%
MARSH & MCLENNAN COS INC 2.35%, due 09/10/2019 571748AW2 4,273,000 $4,249,108.25 0.12%
Mercedes-Benz Auto Lease Trust Series 2016-B, Class A4, 1.52%, due 06/15/2022 58768MAD3 4,175,000 $4,166,686.74 0.12%
MIZUHO BANK LTD N/C, 2.45%, due 04/16/2019 60688XAC4 4,223,000 $4,215,409.37 0.12%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 05/22/2020 6325C0DP3 4,223,000 $4,228,964.35 0.12%
WELLS FARGO BANK NA N/C, 1.75%, due 05/24/2019 94988J5D5 4,105,000 $4,085,273.75 0.12%
ABN AMRO BANK NV N/C, Variable rate, due 01/18/2019 00084DAP5 4,000,000 $4,003,640.00 0.11%
ARROW ELECTRONICS INC 0%, due 12/27/2018 04273MMT7 4,000,000 $3,994,479.52 0.11%
CarMax Auto Owner Trust 1.39%, due 05/17/2021 14314EAC5 4,065,655 $4,030,732.35 0.11%
COOPERAT RABOBANK UA/NY N/C, 1.375%, due 08/09/2019 21688AAG7 3,780,000 $3,739,233.04 0.11%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/12/2021 233851DA9 4,000,000 $3,982,089.64 0.11%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 10/30/2019 233851CL6 4,000,000 $4,008,087.76 0.11%
DAIMLER FINANCE NA LLC Variable rate, due 05/04/2020 233851DH4 4,000,000 $3,987,312.96 0.11%
ELEMENT RAIL LEASING LLC Series 2014-1A, Class A1, 2.299%, due 04/19/2044 28618WAA2 4,040,562 $4,003,049.81 0.11%
ENBRIDGE ENERGY PARTNERS 0%, due 01/02/2019 2925A3N20 3,760,000 $3,752,305.35 0.11%
FANNIE MAE Series 2013-1, Class KC, 2%, due 07/25/2040 3136ABB77 4,061,330 $4,004,905.89 0.11%
FIFTH THIRD BANK 1.625%, due 09/27/2019 31677QBH1 4,000,000 $3,951,800.68 0.11%
GENERAL MILLS INC 5.65%, due 02/15/2019 370334BH6 4,000,000 $4,014,324.56 0.11%
GILEAD SCIENCES INC N/C, Variable rate, due 03/20/2019 375558BP7 3,815,000 $3,812,882.29 0.11%
GILEAD SCIENCES INC N/C, Variable rate, due 09/20/2019 375558BQ5 4,000,000 $3,992,916.00 0.11%
GM Financial Automobile Leasing Trust Series 2017-3, Class A3, 2.01%, due 11/20/2020 38013BAD2 4,000,000 $3,967,699.20 0.11%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 06/11/2021 46849LTA9 4,000,000 $3,992,091.72 0.11%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 10/15/2020 46849LTD3 3,750,000 $3,753,232.88 0.11%
KROGER CO 1.50%, due 09/30/2019 501044DD0 3,930,000 $3,876,414.37 0.11%
KROGER CO 2%, due 01/15/2019 501044DA6 3,765,000 $3,760,130.12 0.11%
Mercedes-Benz Auto Lease Trust Series 2018-A, Class A2, 2.20%, due 04/15/2020 58772QAB2 3,844,938 $3,844,122.66 0.11%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 09/13/2021 606822AF1 4,000,000 $4,006,187.65 0.11%
NISSAN MOTOR ACCEPTANCE N/C, 2.35%, due 03/04/2019 654740AH2 3,820,000 $3,813,295.52 0.11%
RYDER SYSTEM INC 2.45%, due 09/03/2019 78355HJX8 4,000,000 $3,976,696.88 0.11%
Securitized Term Auto Receivables Trust Series 2017-2A, Class A4, 2.289%, due 03/25/2022 81376NAE5 4,095,000 $4,037,250.26 0.11%
SEMPRA ENERGY 1.625%, due 10/07/2019 816851AZ2 4,000,000 $3,939,478.04 0.11%
SPECTRA ENERGY PARTNERS N/C, Variable rate, due 06/05/2020 84756NAJ8 4,000,000 $3,975,262.36 0.11%
TORONTO-DOMINION BANK N/C, Variable rate, due 09/17/2020 89114QC63 3,750,000 $3,735,415.05 0.11%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/13/2021 89236TEV3 4,000,000 $3,979,503.08 0.11%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/08/2022 89236TED3 4,000,000 $3,992,202.36 0.11%
WESTPAC BANKING CORP N/C, 1.60%, due 08/19/2019 961214CY7 4,035,000 $3,992,651.26 0.11%
ANHEUSER-BUSCH INBEV FIN N/C, Variable rate, due 02/01/2021 035242AK2 3,400,000 $3,426,383.86 0.10%
BANK OF AMERICA CORP N/C, Variable rate, due 04/01/2019 06051GFE4 3,522,000 $3,528,738.82 0.10%
California Republic Auto Receivables Trust Series 2015-3, Class A4, 2.13%, due 05/17/2021 13056JAD6 3,439,875 $3,425,873.27 0.10%
CHEVRON CORP N/C, Variable rate, due 05/16/2021 166764BF6 3,500,000 $3,568,767.27 0.10%
ENI FINANCE USA INC 0%, due 01/07/2019 26876BN72 3,550,000 $3,542,011.40 0.10%
FANNIE MAE Series 2010-99, Class UK, 3%, due 10/25/2038 31398T4S7 3,673,541 $3,667,944.56 0.10%
GM Financial Automobile Leasing Trust Series 2016-3, Class A3, 1.61%, due 12/20/2019 36251MAD3 3,633,534 $3,631,286.89 0.10%
Verizon Owner Trust Series 2017-2A, Class A, 1.92%, due 12/20/2021 92348PAA0 3,500,000 $3,458,505.05 0.10%
AETNA INC 2.20%, due 03/15/2019 00817YAN8 3,000,000 $2,992,960.02 0.09%
AMERICAN EXPRESS CO Variable rate, due 11/05/2021 025816BZ1 3,000,000 $2,986,458.06 0.09%
AMERICAN HONDA FINANCE N/C, Variable rate, due 06/16/2020 02665WCG4 3,000,000 $2,998,926.60 0.09%
AUST & NZ BANKING GROUP N/C, Variable rate, due 08/19/2020 05252ACU3 3,000,000 $3,002,033.46 0.09%
California Republic Auto Receivables Trust Series 2015-1, Class B, 2.51%, due 02/16/2021 13056UAE9 3,100,000 $3,088,705.77 0.09%
CAMPBELL SOUP COMPANY 0%, due 01/30/2019 13443DNW5 3,000,000 $2,987,235.12 0.09%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 09/13/2023 13607RAE0 3,000,000 $3,001,498.29 0.09%
COMMONWEALTH BANK AUST N/C, 5%, due 10/15/2019 2027A0DJ5 2,970,000 $3,016,564.11 0.09%
CREDIT SUISSE GROUP FUNDING LTD N/C, Variable rate, due 04/16/2021 225433AP6 3,000,000 $3,088,265.25 0.09%
DANSKE BANK A/S N/C, Variable rate, due 09/06/2019 23636AAG6 3,000,000 $2,999,724.60 0.09%
ENBRIDGE ENERGY PARTNERS 0%, due 12/11/2018 2925A3MB1 3,000,000 $2,999,739.99 0.09%
EQT CORP Variable rate, due 10/01/2020 26884LAD1 3,000,000 $2,987,188.23 0.09%
Ford Credit Auto Lease Trust Series 2018-B, Class A3, 3.19%, due 12/15/2021 34531LAD2 3,020,000 $3,027,913.60 0.09%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 3,020,699 $3,077,697.84 0.09%
GM Financial Automobile Leasing Trust Series 2018-2, Class A3, 3.06%, due 06/21/2021 36255KAD3 3,051,000 $3,048,659.58 0.09%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 12/13/2019 38145GAK6 3,000,000 $2,998,376.16 0.09%
GOLDMAN SACHS GROUP INC Variable rate, due 12/27/2020 38141GWF7 3,000,000 $2,987,919.96 0.09%
ING BANK NV N/C, Variable rate, due 08/15/2019 449786BG6 3,000,000 $3,004,884.00 0.09%
INTL LEASE FINANCE CORP N/C, 6.25%, due 05/15/2019 459745GH2 3,000,000 $3,034,399.59 0.09%
KEY BANK NA N/C, Variable rate, due 11/22/2021 49327M2R4 3,300,000 $3,312,809.05 0.09%
MORGAN STANLEY N/C, 2.375%, due 07/23/2019 61746BDR4 3,000,000 $2,986,252.38 0.09%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 06/10/2022 64952WCR2 3,000,000 $3,013,379.40 0.09%
Nissan Auto Receivables Owner Trust Series 2015-C, Class A3, 1.37%, due 05/15/2020 65478AAD5 3,022,581 $3,012,804.88 0.09%
NISSAN MOTOR ACCEPTANCE 2%, due 03/08/2019 654740AL3 3,000,000 $2,992,537.50 0.09%
NORDEA BANK AB N/C, Variable rate, due 05/29/2020 65557CAW3 3,000,000 $3,002,448.09 0.09%
PHILLIPS 66 Variable rate, due 04/15/2020 718546AP9 3,250,000 $3,250,502.06 0.09%
ROYAL CARIBBEAN CRUISES 0%, due 12/17/2018 78015GMH3 3,000,000 $2,998,333.95 0.09%
SIEMENS FINANCIERINGSMAATSCHAPPIJ N/C, Variable rate, due 09/13/2019 82620KAG8 3,000,000 $2,991,790.62 0.09%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/11/2022 86562MAL4 3,000,000 $3,027,061.80 0.09%
WEC ENERGY GROUP INC 0%, due 12/13/2018 92930WMD0 3,000,000 $2,999,348.79 0.09%
WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 961214DR1 3,000,000 $2,997,622.92 0.09%
WILLIAMS COMPANIES INC N/C, 5.25%, due 03/15/2020 96950FAD6 3,000,000 $3,057,756.15 0.09%
ALLSTATE CORP N/C, Variable rate, due 03/29/2023 020002BF7 2,782,000 $2,701,806.87 0.08%
AMERICAN EXPRESS CO N/C, Variable rate, due 08/03/2023 025816BX6 3,000,000 $2,931,340.20 0.08%
AMERICAN EXPRESS CREDIT N/C, 2.25%, due 08/15/2019 0258M0DP1 3,000,000 $2,984,757.48 0.08%
AT&T INC N/C, Variable rate, due 06/01/2021 00206RFZ0 2,940,000 $2,943,253.73 0.08%
BANK OF MONTREAL N/C, 1.50%, due 07/18/2019 06367THQ6 3,000,000 $2,974,165.35 0.08%
BECTON DICKINSON AND CO 2.133%, due 06/06/2019 075887BQ1 3,000,000 $2,980,823.22 0.08%
BP CAPITAL MARKETS PLC 1.676%, due 05/03/2019 05565QDC9 3,000,000 $2,983,445.19 0.08%
California Republic Auto Receivables Trust Series 2015-2, Class A4, 1.75%, due 01/15/2021 13056MAD9 2,694,831 $2,682,202.03 0.08%
CITIBANK NA N/C, Variable rate, due 10/20/2020 17325FAK4 3,000,000 $2,977,830.45 0.08%
CITIBANK NA Variable rate, due 02/12/2021 17325FAM0 3,000,000 $2,974,946.37 0.08%
CONSTELLATION BRANDS INC 2%, due 11/07/2019 21036PAU2 3,000,000 $2,962,886.19 0.08%
COOPERATIEVE RABOBANK UA N/C, Variable rate, due 01/10/2023 21688AAM4 3,000,000 $2,969,321.16 0.08%
CVS HEALTH CORP 2.25%, due 08/12/2019 126650CE8 3,000,000 $2,982,394.77 0.08%
DEUTSCHE TELEKOM INT FIN N/C, Variable rate, due 09/19/2019 25156PAT0 2,875,000 $2,880,608.78 0.08%
FREDDIE MAC Series 3925, Class VB, 4%, due 09/15/2031 3137AFGV8 2,635,488 $2,655,287.63 0.08%
GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2020 37045XCC8 3,000,000 $2,964,259.59 0.08%
Honda Auto Receivables Owner Trust Series 2016-2, Class A3, 1.39%, due 04/15/2020 43814QAC2 2,955,609 $2,943,693.26 0.08%
HSBC HOLDINGS PLC Variable rate, due 09/11/2021 404280BV0 3,000,000 $2,955,430.80 0.08%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2020 654740BC2 2,700,000 $2,681,312.33 0.08%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2022 654740BE8 3,000,000 $2,963,438.37 0.08%
ROCHE HOLDINGS INC N/C, Variable rate, due 09/30/2019 771196AZ5 2,800,000 $2,801,386.00 0.08%
ROYAL BANK OF CANADA N/C, Variable rate, due 03/02/2020 78012KC54 2,900,000 $2,890,949.88 0.08%
SUMITOMO MITSUI BANKING N/C, 2.092%, due 10/18/2019 865622CH5 3,000,000 $2,970,798.00 0.08%
TYSON FOODS INC N/C, Variable rate, due 08/21/2020 902494BE2 3,000,000 $2,980,051.59 0.08%
AMERICAN EXPRESS CREDIT Variable rate, due 05/03/2019 0258M0EJ4 2,500,000 $2,500,987.25 0.07%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/14/2020 064159JY3 2,390,000 $2,379,124.19 0.07%
BMW Vehicle Owner Trust Series 2018-A, Class A3, 2.35%, due 04/25/2022 09659QAD9 2,500,000 $2,477,879.00 0.07%
CAPITAL ONE FINANCIAL CORP 2.45%, due 04/24/2019 14040HBE4 2,580,000 $2,574,587.34 0.07%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 05/15/2020 14913Q2K4 2,571,000 $2,557,587.09 0.07%
DTE ENERGY CO 1.50%, due 10/01/2019 233331AX5 2,590,000 $2,547,349.72 0.07%
EXPRESS SCRIPTS HOLDING Variable rate, due 11/30/2020 30219GAS7 2,500,000 $2,500,135.90 0.07%
FREDDIE MAC Series 3726, Class ND, 3.50%, due 06/15/2039 3137GAB22 2,388,745 $2,390,857.38 0.07%
GM Financial Automobile Leasing Trust Series 2016-2, Class C, 2.58%, due 03/20/2020 36251LAG8 2,475,000 $2,469,631.98 0.07%
GM Financial Automobile Leasing Trust Series 2016-3, Class B, 1.97%, due 05/20/2020 36251MAF8 2,635,000 $2,622,292.97 0.07%
HSBC HOLDINGS PLC N/C, Variable rate, due 01/05/2022 404280BG3 2,500,000 $2,528,325.65 0.07%
JP MORGAN CHASE BANK NA Variable rate, due 02/01/2021 48125LRL8 2,562,000 $2,543,624.44 0.07%
JP MORGAN CHASE BANK NA Variable rate, due 09/01/2020 48125LRQ7 2,625,000 $2,616,127.08 0.07%
MUFG BANK LTD N/C, 2.35%, due 09/08/2019 064255BC5 2,400,000 $2,386,775.90 0.07%
PNC FINANCIAL SERVICES N/C, 6.70%, due 06/10/2019 693476BF9 2,315,000 $2,354,385.16 0.07%
SOUTHERN CO Variable rate, due 09/30/2020 842587DA2 2,500,000 $2,492,490.00 0.07%
WELLS FARGO & COMPANY N/C, Variable rate, due 01/30/2020 94974BGG9 2,500,000 $2,507,474.29 0.07%
ACTAVIS FUNDING SCS N/C, Variable rate, due 03/12/2020 00507UAQ4 2,000,000 $2,007,437.46 0.06%
AMERICAN EXPRESS CREDIT CORP Variable rate, due 10/30/2019 0258M0ED7 2,000,000 $2,001,100.70 0.06%
AMERICAN HONDA FINANCE Variable rate, due 11/13/2019 02665WBY6 2,000,000 $1,996,144.94 0.06%
AMGEN INC N/C, Variable rate, due 05/10/2019 031162CL2 2,000,000 $1,997,743.56 0.06%
ARROW ELECTRONICS INC 0%, due 12/10/2018 04273MMA8 2,000,000 $2,000,000.00 0.06%
AT&T INC N/C, Variable rate, due 06/30/2020 00206RCK6 2,000,000 $1,997,450.80 0.06%
AUST & NZ BANKING GRP NY N/C, Variable rate, due 09/23/2019 05252ACS8 2,000,000 $2,005,445.40 0.06%
AUTOZONE INC 1.625%, due 04/21/2019 053332AU6 2,000,000 $1,988,828.70 0.06%
AVIATION CAPITAL GROUP N/C, Variable rate, due 06/01/2021 05369AAG6 2,000,000 $2,000,959.40 0.06%
BANK OF AMERICA CORP Variable rate, due 07/21/2021 06051GGN3 2,000,000 $1,984,540.42 0.06%
BANK OF MONTREAL N/C, Variable rate, due 08/27/2021 06367TJY7 2,000,000 $2,015,919.94 0.06%
BMW Vehicle Lease Trust Series 2016-2, Class A3, 1.43%, due 09/20/2019 05582XAD4 2,256,387 $2,252,249.49 0.06%
BMW Vehicle Lease Trust Series 2016-2, Class A4, 1.57%, due 02/20/2020 05582XAE2 1,950,000 $1,941,233.39 0.06%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 09/16/2021 05565QDE5 2,000,000 $2,034,537.74 0.06%
California Republic Auto Receibles Trust Series 2017-1, Class A3, 1.90%, due 03/15/2021 13057DAC0 2,053,030 $2,046,129.10 0.06%
CAPITAL ONE NA 2.40%, due 09/05/2019 14042E4A5 2,269,000 $2,254,475.72 0.06%
CarMax Auto Owner Trust Series 2016-1, Class A3, 1.61%, due 11/16/2020 14313YAC2 1,977,795 $1,968,250.65 0.06%
CHEVRON PHILLIPS CHEM CO N/C, Variable rate, due 05/01/2020 166754AN1 2,000,000 $2,014,100.62 0.06%
CITIGROUP INC Variable rate, due 12/08/2021 172967LB5 2,000,000 $2,002,995.96 0.06%
COMMONWEALTH BANK AUST N/C, Variable rate, due 09/18/2022 2027A0JS9 2,000,000 $1,996,299.79 0.06%
COMMONWEALTH BANK AUST N/C, Variable rate, due 11/07/2019 2027A0JA8 2,000,000 $2,005,983.04 0.06%
Countrywide Asset-Backed Certificates Series 2005-BC3, Class M3, Variable rate, due 06/25/2035 1266733E0 2,019,536 $2,031,444.83 0.06%
DEUTSCHE BANK AG N/C, Variable rate, due 05/10/2019 25152R5E9 2,000,000 $1,991,424.24 0.06%
DOWDUPONT INC N/C, Variable rate, due 11/15/2020 26078JAG5 2,000,000 $1,999,084.70 0.06%
ENABLE MIDST PARTNERS LP 0%, due 12/18/2018 29248FMJ3 2,000,000 $1,998,619.74 0.06%
FANNIE MAE Series 2011-32, Class CV, 3.50%, due 04/25/2024 31397SJK1 1,993,970 $2,002,198.95 0.06%
Ford Credit Auto Owner Trust Series 2015-A, Class A4, 1.64%, due 06/15/2020 34530QAE0 2,139,130 $2,136,729.95 0.06%
GENERAL MOTORS FINL CO N/C, Variable rate, due 01/05/2023 37045XCE4 2,250,000 $2,179,699.16 0.06%
GENERAL MOTORS FINL CO N/C, Variable rate, due 01/15/2019 37045XBA3 2,000,000 $2,003,010.92 0.06%
GENERAL MOTORS FINL CO N/C, Variable rate, due 10/04/2019 37045XBN5 2,000,000 $2,009,023.23 0.06%
GM Financial Automobile Leasing Trust Series 2016-2, Class A4, 1.76%, due 03/20/2020 36251LAE3 2,069,863 $2,067,137.24 0.06%
GNMA Series 2009-79, Class AE, 3.75%, due 02/16/2039 38376CXR5 2,223,564 $2,231,050.54 0.06%
GOLDMAN SACHS GROUP INC Variable rate, due 09/15/2020 38141GVQ4 2,000,000 $2,018,393.66 0.06%
HSBC HOLDINGS PLC N/C, Variable rate, due 03/08/2021 404280AX7 2,000,000 $2,061,178.34 0.06%
ING BANK NV N/C, 2.30%, due 03/22/2019 44987CAN8 2,000,000 $1,995,635.60 0.06%
KINDER MORGAN ENER PART 9%, due 02/01/2019 494550AZ9 2,022,000 $2,038,083.05 0.06%
MARTIN MARIETTA MATERIALS Variable rate, due 12/20/2019 573284AS5 2,000,000 $1,994,181.99 0.06%
MORGAN STANLEY N/C, Variable rate, due 04/21/2021 61746BEB8 2,000,000 $2,014,177.40 0.06%
Nissan Auto Lease Trust Series 2016-B, Class A4, 1.61%, due 01/18/2022 65477XAE4 1,990,000 $1,986,388.55 0.06%
Nissan Auto Receivables Owner Trust Series 2016-C, Class A3, 1.18%, due 01/15/2021 65478WAD7 2,134,504 $2,114,954.87 0.06%
NISSAN MOTOR ACCEPTANCE 1.55%, due 09/13/2019 654740AR0 2,220,000 $2,190,264.43 0.06%
PACCAR FINANCIAL CORP N/C, Variable rate, due 05/10/2021 69371RP34 2,000,000 $2,001,273.14 0.06%
SCHLUMBERGER HLDGS CORP 2.35%, due 12/21/2018 806851AB7 2,145,000 $2,144,543.14 0.06%
SIEMENS FINANCIERINGSMAATSCHAPPIJ N/C, Variable rate, due 03/16/2020 82620KAN3 2,000,000 $2,000,274.28 0.06%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 05/17/2021 83051GAH1 2,000,000 $1,990,540.00 0.06%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 09/13/2019 83051GAG3 2,200,000 $2,205,102.90 0.06%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 10/16/2020 865622CN2 2,000,000 $1,996,689.98 0.06%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/17/2023 86562MAW0 2,000,000 $1,989,556.38 0.06%
SUNTRUST BANK Variable rate, due 10/26/2021 86787EAZ0 2,000,000 $1,991,044.00 0.06%
TRANSCANADA PIPELINES 0%, due 12/11/2018 89355QMB9 2,000,000 $1,999,858.58 0.06%
UBS AG LONDON N/C, Variable rate, due 05/28/2019 902674XH8 2,000,000 $2,000,008.00 0.06%
US BANK NA CINCINNATI Variable rate, due 04/26/2021 90331HNQ2 2,000,000 $1,990,740.98 0.06%
VULCAN MATERIALS CO N/C, Variable rate, due 06/15/2020 929160AU3 2,000,000 $1,995,944.36 0.06%
WELLS FARGO & COMPANY N/C, 2.15%, due 01/15/2019 94974BFQ8 2,000,000 $1,998,018.54 0.06%
CarMax Auto Owner Trust Series 2017-3, Class A3, 1.97%, due 04/15/2022 14314WAD3 1,700,000 $1,679,113.97 0.05%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 01/10/2020 14912L6Z9 1,700,000 $1,703,075.66 0.05%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/22/2019 14912L6X4 1,649,000 $1,649,781.23 0.05%
DAIMLER FINANCE NA LLC 1.75%, due 10/30/2019 233851CM4 1,800,000 $1,772,566.83 0.05%
DEUTSCHE BANK AG N/C, Variable rate, due 01/18/2019 25152R7D9 1,833,000 $1,833,667.27 0.05%
DEUTSCHE BANK NY N/C, Variable rate, due 02/04/2021 25160PAD9 2,000,000 $1,931,200.70 0.05%
FMC TECHNOLOGIES INC 0%, due 01/03/2019 3024X3N34 1,875,000 $1,871,370.04 0.05%
MET LIFE GLOB FUNDING I N/C, 1.55%, due 09/13/2019 59217GBV0 1,730,000 $1,710,906.44 0.05%
MITSUBISHI UFJ TR & BANK N/C, 2.45%, due 10/16/2019 60682VAB6 1,720,000 $1,708,397.22 0.05%
California Republic Auto Receivables Trust Series 2015-1, Class A4, 1.82%, due 09/15/2020 13056UAD1 1,502,841 $1,499,602.09 0.04%
COMMONWEALTH EDISON CO 2.15%, due 01/15/2019 202795JC5 1,500,000 $1,498,601.34 0.04%
CREDIT AGRICOLE LONDON N/C, Variable rate, due 06/10/2020 225313AH8 1,400,000 $1,410,738.00 0.04%
DAIMLER FINANCE NA LLC 1.50%, due 07/05/2019 233851CF9 1,400,000 $1,386,067.37 0.04%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 05/05/2020 233851CX0 1,500,000 $1,497,502.29 0.04%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 07/05/2019 233851CD4 1,417,000 $1,420,819.42 0.04%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 1,314,995 $1,362,033.85 0.04%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 1,221,150 $1,270,253.70 0.04%
FANNIE MAE Series 2006-60, Class DF, Variable rate, due 04/25/2035 31395NTB3 1,325,899 $1,330,779.33 0.04%
FANNIE MAE Series 2012-20, Class AB, 2.50%, due 07/25/2039 3136A4GR4 1,571,553 $1,556,524.55 0.04%
FIFTH THIRD BANK Variable rate, due 09/27/2019 31677QBJ7 1,500,000 $1,502,896.05 0.04%
FREMF MORTGAGE TRUST Series 2012-K708, Class B, Variable rate, due 02/25/2045 30290HAE8 1,320,601 $1,318,167.79 0.04%
GENERAL MOTORS FINL CO 3.10%, due 01/15/2019 37045XBB1 1,500,000 $1,499,288.63 0.04%
GM Financial Automobile Leasing Trust Series 2017-1, Class A4, 2.26%, due 08/20/2020 36253WAE7 1,375,000 $1,366,711.78 0.04%
GM Financial Automobile Leasing Trust Series 2017-2, Class A4, 2.18%, due 06/21/2021 38013MAE6 1,315,000 $1,302,980.90 0.04%
GM Financial Automobile Leasing Trust Series 2018-3, Class A3, 3.18%, due 06/21/2021 36256GAD1 1,393,000 $1,394,939.19 0.04%
GM Financial Securitized Term Auto Receivables Tr. Series 2017-2A, Class A2A, 1.61%, due 05/18/2020 36254UAB6 1,320,639 $1,317,679.44 0.04%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 02/23/2023 38141GWU4 1,600,000 $1,553,705.30 0.04%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 606822AK0 1,500,000 $1,497,069.12 0.04%
MYLAN NV 2.50%, due 06/07/2019 62854AAK0 1,500,000 $1,491,048.42 0.04%
NISOURCE INC 0%, due 01/10/2019 65478KNA5 1,300,000 $1,296,629.33 0.04%
NUTRIEN LTD 0%, due 12/21/2018 67077VMM7 1,287,000 $1,285,928.98 0.04%
PROTECTIVE LIFE GLOBAL N/C, 1.555%, due 09/13/2019 74368CAD6 1,435,000 $1,418,396.10 0.04%
SHELL INTERNATIONAL FINANCE N/C, Variable rate, due 09/12/2019 822582BV3 1,440,000 $1,438,553.45 0.04%
Sierra Receivables Funding Co LLC Series 2014-3A, Class A, 2.30%, due 10/20/2031 82652EAA6 1,303,066 $1,294,773.68 0.04%
TIME WARNER CABLE LLC 8.75% Notes due 02/14/2019 88732JAP3 1,557,000 $1,572,086.91 0.04%
WEC ENERGY GROUP INC 0%, due 12/11/2018 92930WMB4 1,500,000 $1,499,891.46 0.04%
WELLS FARGO & COMPANY Variable rate, due 02/11/2022 949746SP7 1,500,000 $1,492,443.00 0.04%
ALLSTATE CORP N/C, Variable rate, due 03/29/2021 020002BE0 1,000,000 $991,423.92 0.03%
AMERICAN HONDA FINANCE N/C, Variable rate, due 02/22/2019 02665WBB6 1,000,000 $1,000,928.94 0.03%
BAE SYSTEMS HOLDINGS INC 6.375%, due 06/01/2019 05523UAJ9 1,000,000 $1,013,819.46 0.03%
BANK OF AMERICA CORP Variable rate, due 10/21/2022 06051GFY0 1,000,000 $1,006,441.28 0.03%
BANK OF MONTREAL N/C, Variable rate, due 07/13/2020 06367T7J3 1,222,000 $1,215,795.06 0.03%
BARCLAYS BANK PLC Variable rate, due 01/11/2021 06739FJK8 1,000,000 $984,763.63 0.03%
BMW US CAPITAL LLC N/C, Variable rate, due 08/14/2020 05565EBB0 1,000,000 $994,946.89 0.03%
BRANCH BANKING & TRUST Variable rate, due 05/01/2019 07330NAM7 1,000,000 $1,001,094.92 0.03%
California Republic Auto Receivbles Trust Series 2017-1, Class A4, 2.28%, due 06/15/2022 13057DAD8 1,015,000 $1,005,319.23 0.03%
CAMPBELL SOUP COMPANY 0%, due 01/15/2019 13443DNF2 1,200,000 $1,196,324.56 0.03%
CAPITAL ONE FINANCIAL CORP Variable rate, due 03/09/2022 14040HBM6 1,000,000 $997,720.57 0.03%
CAPITAL ONE FINANCIAL CORP Variable rate, due 10/30/2020 14040HBS3 1,000,000 $998,156.44 0.03%
CITIGROUP INC N/C, Variable rate, due 08/02/2021 172967KW0 1,000,000 $1,002,621.78 0.03%
CITIZENS BANK NA Variable rate, due 03/02/2020 17401QAH4 1,000,000 $997,669.23 0.03%
CREDIT AGRICOLE LONDON N/C, Variable rate, due 04/15/2019 22532LAN4 1,000,000 $1,001,077.69 0.03%
DANSKE BANK A/S N/C, Variable rate, due 03/02/2020 23636AAL5 1,200,000 $1,199,036.04 0.03%
DEUTSCHE TELEKOM INT FIN N/C, Variable rate, due 01/17/2020 25156PAX1 1,000,000 $1,002,385.63 0.03%
EBAY INC N/C, Variable rate, due 08/01/2019 278642AJ2 1,000,000 $1,001,502.34 0.03%
ENBRIDGE ENERGY PARTNERS 0%, due 12/10/2018 2925A3MA3 1,100,000 $1,100,000.00 0.03%
ENTERPRISE PRODUCTS OPERATING LLC 6.50%, due 01/31/2019 29379VAC7 1,000,000 $1,004,045.94 0.03%
Fannie Mae FN AE0126, 5%, due 06/01/2020 31419AD87 893,254 $925,070.40 0.03%
Fannie Mae FN AE0314, 5%, due 08/01/2021 31419AK48 978,969 $1,013,904.89 0.03%
Fannie Mae FN AL5812, 5.50%, due 05/01/2025 3138ENN62 965,364 $980,871.04 0.03%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 994,614 $1,013,190.25 0.03%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 1,093,323 $1,132,542.28 0.03%
Fannie Mae FN MA1030, 3%, due 04/01/2022 31418AEC8 1,042,112 $1,043,322.08 0.03%
FANNIE MAE Series 2009-71, Class BA, 4%, due 08/25/2024 31398FAW1 1,124,363 $1,131,516.37 0.03%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 11/02/2020 345397YR8 1,000,000 $977,262.51 0.03%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 1,028,885 $1,051,396.59 0.03%
FREDDIE MAC Series 3539, Class YA, 4%, due 02/15/2024 31398EJ54 1,000,832 $1,006,966.20 0.03%
GENERAL MOTORS FINL CO N/C, Variable rate, due 05/09/2019 37045XBH8 1,000,000 $1,003,762.15 0.03%
GM Financial Automobile Leasing Trust Series 2017-1, Class B, 2.48%, due 08/20/2020 36253WAF4 888,000 $882,807.96 0.03%
LOCKHEED MARTIN CORP 4.25%, due 11/15/2019 539830AT6 1,058,000 $1,068,892.08 0.03%
Mercedes-Benz Auto Lease Trust Series 2017-A, Class A3, 1.79%, due 04/15/2020 58769DAD2 1,061,000 $1,057,706.34 0.03%
MONDELEZ INTERNATIONAL N/C, Variable rate, due 02/01/2019 609207AC9 1,029,000 $1,029,424.15 0.03%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 08/06/2021 64952WCZ4 1,000,000 $998,881.41 0.03%
Nissan Auto Receivables Owner Trust Series 2014-B, Class A4, 1.66%, due 03/15/2021 65477WAD8 1,152,241 $1,150,502.46 0.03%
NORDEA BANK AB N/C, Variable rate, due 09/30/2019 65557CAU7 1,000,000 $1,002,961.01 0.03%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2019 78012KRL3 1,000,000 $1,001,404.25 0.03%
Securitized Term Auto Receivables Trust Series 2017-1A, Class A4, 2.209%, due 06/25/2021 81379JAE1 1,000,000 $991,591.00 0.03%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 01/11/2019 865622CF9 1,000,000 $999,956.06 0.03%
SUMITOMO MITSUI TR BK LTD N/C, Variable rate, due 09/19/2019 86563VAK5 1,000,000 $1,000,613.83 0.03%
SVENSKA HANDELSBANKEN AB N/C, Variable rate, due 09/06/2019 86960BAP7 1,000,000 $999,630.00 0.03%
TELEFONICA EMISIONES SAU 5.877%, due 07/15/2019 87938WAH6 1,145,000 $1,160,660.58 0.03%
TOYOTA MOTOR CREDIT CORP Variable rate, due 10/18/2019 89236TDJ1 1,000,000 $1,001,063.69 0.03%
TYCO ELECTRONICS GROUP S N/C, Variable rate, due 06/05/2020 902133AV9 1,000,000 $999,482.38 0.03%
UNITEDHEALTH GROUP INC N/C, Variable rate, due 10/15/2020 91324PDB5 1,000,000 $990,247.04 0.03%
VERIZON COMMUNICATIONS N/C, Variable rate, due 08/15/2019 92343VDE1 1,000,000 $1,000,890.13 0.03%
VODAFONE GROUP PLC N/C, Variable rate, due 01/16/2024 92857WBN9 975,000 $956,263.55 0.03%
Chrysler Capital Auto Receivables Trust Series 2014-BA, Class C, 2.70%, due 05/15/2020 17119YAF4 787,646 $787,592.64 0.02%
Chrysler Capital Auto Receivables Trust Series 2016-AA, Class C, 3.25%, due 06/15/2022 17120CAF9 850,000 $850,576.13 0.02%
Encore Credit Receivables Trust Series 2005-2, Class M2, Variable rate, due 11/25/2035 126673J29 593,938 $596,061.55 0.02%
Fannie Mae FN 745832, 6%, due 04/01/2021 31403DSV2 807,891 $822,762.33 0.02%
Fannie Mae FN 901931, 6%, due 10/01/2021 31411AA88 693,847 $706,061.80 0.02%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K716, Class A1, 2.413%, due 01/25/2021 3137BDDB9 857,705 $851,676.88 0.02%
Ford Credit Auto Lease Trust Series 2017-B, Class A2A, 1.80%, due 06/15/2020 34531DAB4 828,073 $825,659.26 0.02%
FREDDIE MAC Series 3724, Class NC, 2.50%, due 07/15/2038 3137A1Z89 749,549 $746,945.74 0.02%
FREDDIE MAC Series 4001, Class A, 3.50%, due 11/15/2038 3137ALCD9 642,958 $646,619.28 0.02%
FREDDIE MAC Series 4305, Class KN, 2.50%, due 03/15/2038 3137B86L6 827,852 $821,648.47 0.02%
MASTR Asset Backed Securities Trust Series 2005-OPT1, Class M2, Variable rate, due 03/25/2035 57643LHQ2 756,624 $758,651.81 0.02%
MOLSON COORS BREWING CO 1.45%, due 07/15/2019 60871RAE0 585,000 $578,502.74 0.02%
NATIONAL AUSTRALIA BK/NY N/C, 1.375%, due 07/12/2019 63254AAQ1 785,000 $776,410.01 0.02%
Nissan Auto Receivables Owner Trust Series 2016-A, Class A3, 1.34%, due 10/15/2020 65478UAD1 869,970 $865,369.98 0.02%
Nissan Auto Receivables Owner Trust Series 2017-A, Class A2A, 1.47%, due 01/15/2020 654747AB0 527,600 $527,286.45 0.02%
UNITED TECHNOLOGIES CORP N/C, Variable rate, due 11/01/2019 913017CK3 715,000 $714,486.80 0.02%
BANK OF AMERICA CORP N/C, Variable rate, due 01/15/2019 06051GEY1 296,000 $296,130.82 0.01%
BANK OF MONTREAL N/C, Variable rate, due 07/18/2019 06367THR4 500,000 $500,703.37 0.01%
BANK OF MONTREAL N/C, Variable rate, due 12/12/2019 06367TPY0 250,000 $250,658.27 0.01%
BANK OF NOVA SCOTIA N/C, Variable rate, due 01/15/2019 064159HD1 250,000 $250,066.00 0.01%
California Republic Auto Receivables Trust Series 2016-1, Class A4, 2.24%, due 10/15/2021 13057BAD2 517,505 $514,749.67 0.01%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 09/06/2019 13607RAC4 500,000 $500,384.48 0.01%
COMMONWEALTH BANK AUST N/C, Variable rate, due 03/10/2022 2027A0JL4 500,000 $500,292.70 0.01%
DUKE ENERGY FLORIDA LLC 2.10%, due 12/15/2019 26444HAD3 323,750 $321,947.74 0.01%
Fannie Mae FN 745119, 5.50%, due 12/01/2019 31403CYQ8 320,654 $322,025.06 0.01%
Fannie Mae FN 745735, 5%, due 03/01/2021 31403DPU7 329,997 $342,032.06 0.01%
Fannie Mae FN 890403, 6%, due 05/01/2023 31410LGL0 179,027 $180,825.20 0.01%
Fannie Mae FN 962078, 4.50%, due 03/01/2023 31414CJX7 284,908 $293,545.75 0.01%
Fannie Mae FN AD0285, 5%, due 09/01/2022 31418MJ78 505,052 $523,635.70 0.01%
Fannie Mae FN AE0237, 5.50%, due 11/01/2023 31419AHP5 188,613 $189,733.51 0.01%
Fannie Mae FN AE0792, 5%, due 12/01/2020 31419A3A3 272,608 $282,318.71 0.01%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 480,282 $497,426.41 0.01%
Fannie Mae FN AL6725, 4.50%, due 09/01/2020 3138EPPK4 306,004 $311,650.60 0.01%
FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 31397NHX6 326,753 $328,005.64 0.01%
FANNIE MAE Series 2011-111, Class DA, 3%, due 12/25/2038 3136A2KH5 218,809 $218,259.57 0.01%
FANNIE MAE Series 2011-36, Class QC, 3%, due 12/25/2028 31397SC85 503,583 $502,851.75 0.01%
Ford Credit Auto Lease Trust Series 2018-A, Class A4, 3.05%, due 08/15/2021 34531JAE5 350,000 $349,631.42 0.01%
Freddie Mac FG G13812, 5%, due 12/01/2020 3128MCN50 263,072 $266,918.85 0.01%
Freddie Mac FG G14187, 5.50%, due 12/01/2020 3128MC2U8 474,279 $477,687.44 0.01%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 194,794 $198,396.04 0.01%
FREDDIE MAC Series 3768, Class DE, 2.25%, due 11/15/2028 3137A4BK2 333,738 $333,277.17 0.01%
FREDDIE MAC Series 3770, Class EB, 2%, due 01/15/2038 3137A4L47 422,290 $418,930.41 0.01%
FREDDIE MAC Series 3790, Class AP, 4.50%, due 01/15/2037 3137A5B78 246,031 $250,273.10 0.01%
FREDDIE MAC Series 3841, Class JK, 3%, due 10/15/2038 3137A8RX8 198,049 $198,060.03 0.01%
FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 3137AMYK7 217,466 $215,044.07 0.01%
GM Financial Automobile Leasing Trust Series 2017-2, Class A2B, Variable rate, due 01/21/2020 38013MAC0 341,645 $341,712.90 0.01%
GM Financial Automobile Leasing Trust Series 2017-2, Class B, 2.43%, due 06/21/2021 38013MAF3 346,000 $342,872.58 0.01%
GNMA Series 2014-180, Class PA, 2.50%, due 04/20/2043 38379HVE2 185,526 $184,181.69 0.01%
Hyundai Auto Lease Securitization Trust Series 2017-B, Class A2B, Variable rate, due 12/16/2019 44891GAC8 365,293 $365,310.44 0.01%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 01/10/2020 6325C0DG3 250,000 $250,624.69 0.01%
Nissan Auto Receivables Owner Trust Series 2017-B, Class A3, 1.75%, due 10/15/2021 65478GAD2 250,000 $246,577.15 0.01%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/15/2019 78012KNM5 500,000 $500,568.00 0.01%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/17/2020 89236TDV4 500,000 $498,855.36 0.01%
WELLS FARGO BANK NA N/C, Variable rate, due 12/06/2019 94988J5J2 500,000 $501,183.76 0.01%
WESTPAC BANKING CORP N/C, Variable rate, due 05/13/2019 961214CU5 350,000 $350,732.64 0.01%
Aegis Asset Backed Securities Series 2005-3, Class M1, Variable rate, due 08/25/2035 00764MFR3 21,902 $21,952.22 0.00%
Ameriquest Mortgage Securities Inc. Series 2004-R9, Class M2, Variable rate, due 10/25/2034 03072SUP8 71,142 $71,583.12 0.00%
Ameriquest Mortgage Securities Inc. Series 2005-R2, Class M2, Variable rate, due 04/25/2035 03072SYS8 34,749 $34,842.99 0.00%
BMW Vehicle Lease Trust Series 2017-1, Class A2, 1.64%, due 07/22/2019 055657AB6 21,270 $21,260.13 0.00%
BMW Vehicle Lease Trust Series 2017-2, Class A4, 2.19%, due 03/22/2021 05584PAE7 120,000 $118,796.42 0.00%
Fannie Mae FH 745749, 5.50%, due 03/01/2021 31403DQA0 74,038 $75,113.33 0.00%
Fannie Mae FN 255547, 4.50%, due 01/01/2020 31371LZL6 15,590 $15,888.79 0.00%
Fannie Mae FN 310097, 5%, due 10/01/2020 31374CNN2 3,747 $3,879.74 0.00%
Fannie Mae FN 725445, 4.50%, due 05/01/2019 31402C5E8 5,487 $5,588.62 0.00%
Fannie Mae FN 725793, 5.50%, due 09/01/2019 31402DKE9 8,434 $8,462.39 0.00%
Fannie Mae FN 725934, 5%, due 11/01/2019 31402DPT1 13,121 $13,587.73 0.00%
Fannie Mae FN 735208, 6%, due 10/01/2019 31402QYD7 3,523 $3,533.20 0.00%
Fannie Mae FN 735439, 6%, due 09/01/2019 31402RBG3 9,462 $9,487.42 0.00%
Fannie Mae FN 735512, 6%, due 03/01/2020 31402RDR7 2,289 $2,294.15 0.00%
Fannie Mae FN 735646, 4.50%, due 07/01/2020 31402RHX0 57,427 $58,522.08 0.00%
Fannie Mae FN 735920, 4.50%, due 10/01/2020 31402RSH3 17,970 $18,314.21 0.00%
Fannie Mae FN 745238, 6%, due 12/01/2020 31403C4X6 74,948 $75,695.86 0.00%
Fannie Mae FN 773440, 5%, due 07/01/2019 31404NHR0 19,676 $20,374.31 0.00%
Fannie Mae FN 775019, 4.50%, due 05/01/2019 31404QAU3 2,216 $2,256.63 0.00%
Fannie Mae FN 814708, 6%, due 04/01/2020 31406NDM3 9,697 $9,763.37 0.00%
Fannie Mae FN 815098, 6%, due 05/01/2020 31406NRT3 15,685 $15,783.57 0.00%
Fannie Mae FN 839226, 4%, due 09/01/2020 31407SLF7 12,433 $12,432.16 0.00%
Fannie Mae FN 844915, 4.50%, due 11/01/2020 31407YVG1 46,544 $47,649.41 0.00%
Fannie Mae FN 847919, 5.50%, due 11/01/2020 31408DAU8 52,019 $52,536.00 0.00%
Fannie Mae FN 888932, 4.50%, due 11/01/2022 31410GSV6 57,685 $58,945.67 0.00%
Fannie Mae FN 889191, 4.50%, due 04/01/2021 31410G2Y8 3,009 $3,064.86 0.00%
Fannie Mae FN 889318, 5.50%, due 07/01/2020 31410KAT1 149,598 $150,159.13 0.00%
Fannie Mae FN 889531, 4.50%, due 05/01/2022 31410KHG2 12,857 $13,097.65 0.00%
Fannie Mae FN 889847, 4.50%, due 04/01/2021 31410KTC8 8,861 $9,024.57 0.00%
Fannie Mae FN 898044, 4.50%, due 12/01/2020 31410UWD0 42,197 $42,977.56 0.00%
Fannie Mae FN 931592, 5%, due 09/01/2020 31412P7D7 18,622 $18,907.73 0.00%
Fannie Mae FN 995158, 4.50%, due 12/01/2020 31416BQK7 37,165 $37,986.29 0.00%
Fannie Mae FN 995886, 6%, due 04/01/2021 31416CJ72 1,923 $1,939.56 0.00%
Fannie Mae FN AD0402, 5%, due 02/01/2023 31418MNU2 77,973 $80,807.31 0.00%
Fannie Mae FN AL8539, 4.50%, due 01/01/2027 3138ETPZ3 2,373 $2,419.75 0.00%
Fannie Mae FN MA0047, 4.50%, due 04/01/2019 31417YBR7 2,965 $3,020.07 0.00%
Fannie Mae FN MA0125, 4.50%, due 07/01/2019 31417YD79 24,776 $25,233.20 0.00%
Fannie Mae FN MA0323, 4.50%, due 02/01/2020 31417YLD7 48,054 $48,940.53 0.00%
Fannie Mae FN MA0358, 4.50%, due 03/01/2020 31417YMG9 58,823 $59,907.99 0.00%
Fannie Mae FN MA0419, 4.50%, due 05/01/2020 31417YPD3 63,006 $64,169.03 0.00%
Fannie Mae FN MA0772, 4%, due 06/01/2021 31417Y2E6 50,189 $51,252.90 0.00%
FANNIE MAE Series 2004-27, Class HB, 4%, due 05/25/2019 31393XN60 5,099 $5,095.56 0.00%
FANNIE MAE Series 2004-79, Class FA, Variable rate, due 08/25/2032 31394BFN9 35,482 $35,505.60 0.00%
FANNIE MAE Series 2004-90, Class LH, 5%, due 04/25/2034 31394BUJ1 36,364 $36,404.56 0.00%
FANNIE MAE Series 2004-90, Class XQ, 4.50369%, due 09/25/2034 31394BVA9 5,792 $5,792.27 0.00%
FANNIE MAE Series 2008-51, Class BC, 4.50%, due 06/25/2023 31397LVK2 172 $172.22 0.00%
FANNIE MAE Series 2008-53, Class CA, 5%, due 07/25/2023 31397LF46 30,843 $30,983.57 0.00%
FANNIE MAE Series 2008-59, Class KB, 4.50%, due 07/25/2023 31397LZH5 40,843 $40,969.81 0.00%
FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 31396QKJ7 56,974 $57,331.13 0.00%
FANNIE MAE Series 2009-78, Class LE, 4%, due 09/25/2019 31398FMV0 4,786 $4,788.15 0.00%
FANNIE MAE Series 2009-96, Class JA, 3.50%, due 10/25/2024 31398FXC0 27,061 $27,009.53 0.00%
FANNIE MAE Series 2010-10, Class NB, 3%, due 01/25/2039 31398G2B4 278 $278.07 0.00%
FANNIE MAE Series 2010-110, Class AE, 9.75%, due 11/25/2018 31398NM84 40 $43.65 0.00%
FANNIE MAE Series 2010-116, Class AD, 2%, due 08/25/2020 31398NQS6 114,256 $113,527.59 0.00%
FANNIE MAE Series 2010-145, Class MA, 2%, due 12/25/2020 31398SUR2 159,409 $157,936.38 0.00%
FANNIE MAE Series 2010-35, Class KA, 4.50%, due 07/25/2038 31398PGN3 84,051 $83,931.89 0.00%
FANNIE MAE Series 2010-83, Class AJ, 2.75%, due 11/25/2018 31398TUE9 48 $48.41 0.00%
FANNIE MAE Series 2011-117, Class DH, 3%, due 06/25/2029 3136A14V4 3,518 $3,514.33 0.00%
FANNIE MAE Series 2011-13, Class AD, 2%, due 07/25/2021 31397QFX1 130,576 $129,467.55 0.00%
FANNIE MAE Series 2011-15, Class AB, 9.75%, due 08/25/2019 31397QWQ7 12 $12.33 0.00%
FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 31397QXH6 47,942 $48,854.43 0.00%
FANNIE MAE Series 2011-3, Class EG, 2%, due 05/25/2020 31397QRV2 22,921 $22,777.79 0.00%
FANNIE MAE Series 2011-60, Class UC, 2.50%, due 09/25/2039 31397U2Q1 76,613 $76,681.82 0.00%
FANNIE MAE Series 2011-68, Class AH, 4.50%, due 12/25/2020 31397UYT0 12,019 $12,057.24 0.00%
FANNIE MAE Series 2011-71, Class KC, 1.75%, due 08/25/2021 3136A0PA9 56,070 $55,252.36 0.00%
FANNIE MAE Series 2011-79, Class AD, 3%, due 11/25/2037 3136A0RD1 27,179 $27,200.81 0.00%
FANNIE MAE Series 2011-86, Class DC, 2%, due 09/25/2021 3136A0P43 54,225 $53,334.83 0.00%
FANNIE MAE Series 2014-76, Class AC, 2.50%, due 02/25/2034 3136ALPA3 81,109 $80,962.76 0.00%
Ford Credit Auto Lease Trust Series 2017-B, Class A2B, Variable rate, due 06/15/2020 34531DAC2 113,903 $113,931.06 0.00%
Ford Credit Auto Owner Trust Series 2016-A, Class A3, 1.39%, due 07/15/2020 34531PAD3 150,422 $149,996.03 0.00%
Freddie Mac FG B15139, 4.50%, due 06/01/2019 312967V82 29,917 $30,475.94 0.00%
Freddie Mac FG B18688, 5%, due 02/01/2020 312971UM4 3,599 $3,619.88 0.00%
Freddie Mac FG E01654, 5%, due 06/01/2019 31294KZT5 7,630 $7,767.75 0.00%
Freddie Mac FG E01951, 5.50%, due 02/01/2019 31294KXU4 2,470 $2,470.88 0.00%
Freddie Mac FG G11588, 5.50%, due 06/01/2019 31283KXR4 15,851 $15,893.10 0.00%
Freddie Mac FG G11728, 5.50%, due 02/01/2020 31283K4M7 63,993 $64,444.68 0.00%
Freddie Mac FG G11777, 5%, due 10/01/2020 31283K6N3 72,287 $73,135.54 0.00%
Freddie Mac FG G11820, 5.50%, due 12/01/2020 31336WAU3 18,341 $18,630.35 0.00%
Freddie Mac FG G11879, 5%, due 10/01/2020 31336WCP2 29,850 $30,408.31 0.00%
Freddie Mac FG G11902, 5%, due 08/01/2020 3128M1AB5 95,976 $97,113.62 0.00%
Freddie Mac FG G11966, 5.50%, due 11/01/2020 3128M1CB3 84,715 $85,656.02 0.00%
Freddie Mac FG G12255, 5.50%, due 07/01/2021 3128M1MC0 7,005 $7,158.79 0.00%
Freddie Mac FG G12673, 5%, due 09/01/2021 3128MBFN2 68,037 $69,222.14 0.00%
Freddie Mac FG G13204, 6%, due 11/01/2022 3128MBX93 63,592 $65,238.21 0.00%
Freddie Mac FG G13235, 4.50%, due 08/01/2020 3128MBY84 49,664 $50,611.37 0.00%
Freddie Mac FG G13395, 4.50%, due 12/01/2019 3128MB7G6 8,609 $8,767.79 0.00%
Freddie Mac FG G13761, 5.50%, due 12/01/2020 3128MCMJ1 18,141 $18,255.92 0.00%
Freddie Mac FG G14030, 4.50%, due 12/01/2020 3128MCVX0 87,165 $88,823.54 0.00%
Freddie Mac FG G14035, 5.50%, due 12/01/2021 3128MCV44 106,151 $107,745.95 0.00%
Freddie Mac FG G18010, 5.50%, due 09/01/2019 3128MMAL7 23,057 $23,167.59 0.00%
Freddie Mac FG G18056, 5%, due 06/01/2020 3128MMB28 136,369 $138,781.83 0.00%
Freddie Mac FG J02535, 5%, due 09/01/2020 3128PDY87 147,170 $148,134.76 0.00%
Freddie Mac FG P60959, 4.50%, due 09/01/2020 3128CHB46 62,827 $62,795.04 0.00%
FREDDIE MAC Series 2828, Class JE, 4.50%, due 07/15/2019 31395CTG6 23,286 $23,282.17 0.00%
FREDDIE MAC Series 2861, Class BL, 4%, due 09/15/2019 31395GGC0 16,258 $16,272.45 0.00%
FREDDIE MAC Series 2874, Class BC, 5%, due 10/15/2019 31395GZU9 37,340 $37,433.26 0.00%
FREDDIE MAC Series 2885, Class PY, 4.50%, due 11/15/2019 31395J4G8 51,488 $51,584.38 0.00%
FREDDIE MAC Series 2895, Class EK, 4%, due 11/15/2019 31395HV23 80,556 $80,694.11 0.00%
FREDDIE MAC Series 2900, Class PC, 4.50%, due 12/15/2019 31395KJE4 73,934 $73,918.44 0.00%
FREDDIE MAC Series 2920, Class HD, 4.50%, due 01/15/2020 31395LK83 2,678 $2,680.72 0.00%
FREDDIE MAC Series 2931, Class DE, 4%, due 02/15/2020 31395MZ51 120,426 $120,893.63 0.00%
FREDDIE MAC Series 2945, Class HB, 5%, due 03/15/2020 31395PK27 9,908 $9,925.19 0.00%
FREDDIE MAC Series 2981, Class BC, 4.50%, due 05/15/2020 31395U5E7 2,273 $2,273.41 0.00%
FREDDIE MAC Series 2995, Class JK, 4.50%, due 06/15/2020 31395VM71 2,668 $2,669.82 0.00%
FREDDIE MAC Series 3266, Class D, 5%, due 01/15/2022 31397EHU2 7,748 $7,749.97 0.00%
FREDDIE MAC Series 3294, Class DB, 4.50%, due 03/15/2022 31397FS37 18,504 $18,596.16 0.00%
FREDDIE MAC Series 3705, Class CA, 3%, due 08/15/2020 3137A0VG7 57,073 $56,910.59 0.00%
FREDDIE MAC Series 3755, Class AJ, 2%, due 11/15/2020 3137A2EJ6 50,013 $49,512.61 0.00%
FREDDIE MAC Series 3766, Class HE, 3%, due 11/15/2020 3137A2PF2 59,045 $58,821.51 0.00%
FREDDIE MAC Series 3773, Class GK, 2.50%, due 12/15/2020 3137A3TA7 76,014 $75,492.40 0.00%
FREDDIE MAC Series 3820, Class NA, 4.50%, due 02/15/2038 3137A8AK4 62,613 $63,060.55 0.00%
FREDDIE MAC Series 3825, Class AB, 3%, due 08/15/2020 3137A7Z52 2,195 $2,191.66 0.00%
FREDDIE MAC Series 3852, Class CA, 3%, due 10/15/2039 3137AB5K3 98,699 $98,371.42 0.00%
FREDDIE MAC Series 3944, Class LB, 2%, due 02/15/2025 3137AFWZ1 65,694 $65,613.31 0.00%
FREDDIE MAC Series 3977, Class GA, 1.50%, due 07/15/2019 3137AJZ49 213 $211.47 0.00%
FREDDIE MAC Series 4419, Class TB, 3%, due 02/15/2040 3137BFUH2 75,157 $75,017.96 0.00%
FREDDIE MAC Series 4459, Clas NC, 5%, due 07/15/2025 3137BHU47 118,724 $119,601.80 0.00%
GNMA GN 781783, 5.50%, due 08/15/2019 36225B6U7 14,341 $14,388.00 0.00%
GNMA GN 781820, 5%, due 11/15/2019 36241KAV0 54,741 $55,272.12 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 86,396 $90,758.45 0.00%
GNMA Series 2009-10, Class MD, 4.50%, due 12/16/2036 38374TBT0 140,832 $142,719.45 0.00%
GNMA Series 2009-52, Class PA, 5%, due 04/16/2039 38375D4U9 34,347 $34,589.60 0.00%
GNMA Series 2010-125, Class BA, 2.08%, due 05/16/2037 38377JXV0 34,936 $34,822.06 0.00%
GNMA Series 2010-125, Class TE, 3%, due 06/20/2039 38377JE25 129,239 $128,977.54 0.00%
GNMA Series 2010-142, Class AJ, 3%, due 09/20/2039 38377MJR8 86,901 $86,714.20 0.00%
GNMA Series 2010-164, Class LE, 3%, due 10/20/2038 38377N3P7 23,214 $23,137.12 0.00%
GNMA Series 2010-164, Class LH, 3.50%, due 10/20/2038 38377N3R3 110,355 $110,211.37 0.00%
GNMA Series 2010-4, Class JC, 3%, due 08/16/2039 38376T2H4 93,304 $93,288.24 0.00%
GNMA Series 2010-47, Class CL, 4%, due 08/20/2038 38376YQ20 24,939 $24,949.03 0.00%
GNMA Series 2010-85, Class NK, 3.25%, due 01/20/2038 38374YWC3 66,722 $66,617.71 0.00%
GNMA Series 2010-87, Class HE, 3%, due 11/20/2038 38374YS79 122,196 $122,114.31 0.00%
GNMA Series 2011-115, Class PD, 2%, due 10/20/2038 38377XPJ5 47,120 $46,712.65 0.00%
GNMA Series 2011-21, Class AP, 4.50%, due 05/20/2038 38377TUT6 13,818 $13,821.02 0.00%
GNMA Series 2011-21, Class QC, 4%, due 05/20/2038 38377TVG3 10,709 $10,701.71 0.00%
GNMA Series 2011-24, Class NE, 3.50%, due 04/20/2039 38377TU58 76,142 $76,071.26 0.00%
GNMA Series 2011-37, Class PG, 3%, due 05/20/2040 38377QU62 128,901 $128,193.14 0.00%
GNMA Series 2011-40, Class CA, 3%, due 12/16/2025 38377UJH2 85,778 $85,762.57 0.00%
GNMA Series 2014-28, Class A, 2%, due 01/16/2046 38378NZC0 24,060 $23,408.74 0.00%
RBSSP RESECURITIZATION TRUST Series 2009-12, Class 20A1, Variable rate, due 12/25/2035 74928UCC9 61,096 $61,590.81 0.00%
Structured Asset Investment Loan Trust Series 2004-10, Class A7, Variable rate, due 11/25/2034 86358ENX0 131,563 $132,498.41 0.00%
Wells Fargo Home Equity Trust Series 2005-2, Class M4, Variable rate, due 04/25/2035 94981PAG5 5,491 $5,505.56 0.00%
Wells Fargo Home Equity Trust Series 2005-3, Class M3, Variable rate, due 11/25/2035 9497ENAC7 64,656 $64,837.07 0.00%
US Dollar $USD -14,087,796 ($14,087,795.77) -0.40%
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.
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