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First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 3/25/2019 *

Total Number of Holdings (excluding cash): 801

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 1.50%, due 06/15/2020 912828XU9 55,200,000 $54,628,593.89 1.30%
U.S. Treasury Note, 1.375%, due 09/15/2020 9128282V1 55,000,000 $54,254,492.05 1.29%
U.S. Treasury Note, 1.50%, due 08/15/2020 9128282Q2 55,000,000 $54,367,284.95 1.29%
U.S. Treasury Note, 1.375%, due 04/30/2020 912828K58 44,500,000 $43,996,767.75 1.04%
ARROW ELECTRONICS INC 0%, due 03/28/2019 04273MQU0 27,000,000 $26,995,682.16 0.64%
GLENCORE FUNDING LLC 0%, due 04/02/2019 37790BR29 25,000,000 $24,984,813.75 0.59%
U.S. Treasury Note, 1.625%, due 03/15/2020 912828W63 22,500,000 $22,326,416.10 0.53%
AERCAP IRELAND CAP LTD/A 3.75%, due 05/15/2019 00772BAD3 21,308,000 $21,324,649.21 0.51%
PNC BANK NA Variable rate, due 03/12/2021 69353RFM5 20,000,000 $20,017,489.60 0.48%
ARROW ELECTRONICS INC 0%, due 03/29/2019 04273MQV8 20,000,000 $19,995,222.20 0.47%
RECKITT BENCKISER TSY 0%, due 05/24/2019 7562E1SQ8 20,000,000 $19,909,526.40 0.47%
WILLIAMS COMPANIES INC 0%, due 04/29/2019 96946URV2 20,000,000 $19,945,573.80 0.47%
WILLIAMS COMPANIES INC 0%, due 05/03/2019 96946US33 20,000,000 $19,938,748.20 0.47%
Canadian Pacer Auto Receivables Trust Series 2018-1A, Class A3, 3%, due 11/19/2021 136451AD3 18,307,000 $18,369,278.58 0.44%
ENEL FINANCE AMERICA LLC 0%, due 04/04/2019 29279HR49 18,500,000 $18,486,541.99 0.44%
MORGAN STANLEY Variable rate, due 02/10/2021 61744YAM0 18,224,000 $18,243,468.70 0.43%
OSCAR US Funding Trust Series 2016-2A, Class A4, 2.99%, due 12/15/2023 68784UAE2 18,010,000 $17,953,574.67 0.43%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/20/2021 064159LH7 17,487,000 $17,557,930.24 0.42%
CAPITAL ONE FINANCIAL CORP Variable rate, due 05/12/2020 14040HBQ7 17,000,000 $17,082,859.70 0.41%
HUMANA INC 0%, due 04/12/2019 44486JRC5 17,500,000 $17,476,355.40 0.41%
ROYAL CARIBBEAN CRUISES 0%, due 03/26/2019 78015GQS5 16,846,000 $16,846,000.00 0.40%
BAT INTL FINANCE PLC 0%, due 04/11/2019 05531NRB4 15,830,000 $15,810,421.14 0.38%
SHIRE ACQ INV IRELAND DA 1.90%, due 09/23/2019 82481LAA7 16,285,000 $16,198,609.38 0.38%
WEC ENERGY GROUP INC 0%, due 03/28/2019 92930WQU8 16,000,000 $15,997,551.68 0.38%
CVS HEALTH CORP N/C, Variable rate, due 03/09/2020 126650DB3 15,600,000 $15,634,513.91 0.37%
JPMORGAN CHASE & CO Variable rate, due 03/09/2021 46647PAC0 15,470,000 $15,489,337.50 0.37%
AUTONATION INC 0%, due 04/15/2019 05330NRF8 15,000,000 $14,975,831.40 0.36%
BOSTON SCIENTIFIC CORP 0%, due 04/03/2019 10114BR33 15,000,000 $14,990,127.00 0.36%
CENTERPOINT ENERGY INC 0%, due 04/03/2019 1518T3R38 15,000,000 $14,990,844.30 0.36%
COMCAST CORP N/C, Variable rate, due 10/01/2020 20030NCV1 14,980,000 $14,996,727.27 0.36%
DOW CHEMICAL COMPANY 0%, due 03/29/2019 26055BQV9 15,000,000 $14,996,519.10 0.36%
ENBRIDGE US INC 0%, due 04/04/2019 29251VR40 15,000,000 $14,989,504.35 0.36%
FMC CORP 0%, due 04/03/2019 34410XR36 15,000,000 $14,989,982.10 0.36%
FMC CORP 0%, due 04/22/2019 34410XRN2 15,000,000 $14,966,233.05 0.36%
GLENCORE FUNDING LLC 0%, due 04/10/2019 37790BRA1 15,000,000 $14,980,789.50 0.36%
HITACHI CAP AMER CORP 0%, due 03/29/2019 43357MQV5 15,000,000 $14,996,619.75 0.36%
NISOURCE INC 0%, due 04/23/2019 65478KRP8 15,000,000 $14,967,603.60 0.36%
NORTHROP GRUMMAN CORP 0%, due 03/27/2019 66681MQT8 15,000,000 $14,998,775.55 0.36%
PUBLIC SVC ENTERPRISE GP 0%, due 04/24/2019 74457MRQ9 15,050,000 $15,015,661.32 0.36%
ROGERS COMMUNICATIONS 0%, due 04/25/2019 77511MRR4 15,000,000 $14,965,825.80 0.36%
SHERWIN-WILLIAMS CO 0%, due 03/28/2019 82434UQU4 15,000,000 $14,997,635.70 0.36%
VW CREDIT INC 0%, due 04/08/2019 91842KR81 15,000,000 $14,984,764.95 0.36%
CAMPBELL SOUP COMPANY 0%, due 05/08/2019 13443DS83 15,000,000 $14,946,137.85 0.35%
CENTERPOINT ENERGY INC 0%, due 05/10/2019 1518T3SA1 15,000,000 $14,946,874.80 0.35%
ENBRIDGE US INC 0%, due 05/07/2019 29251VS72 15,000,000 $14,946,226.05 0.35%
ENEL FINANCE AMERICA LLC 0%, due 05/06/2019 29279HS63 15,000,000 $14,951,281.65 0.35%
ENEL FINANCE AMERICA LLC 0%, due 05/20/2019 29279HSL0 15,000,000 $14,933,541.60 0.35%
ENI FINANCE USA INC 0%, due 05/13/2019 26876BSD4 15,000,000 $14,943,333.15 0.35%
NORTHROP GRUMMAN CORP 0%, due 05/01/2019 66681MS17 15,000,000 $14,954,338.65 0.35%
PUBLIC SVC ENTERPRISE GP 0%, due 05/20/2019 74457MSL9 15,000,000 $14,934,844.65 0.35%
SUNCOR ENERGY INC 0%, due 06/20/2019 86723BTL4 15,000,000 $14,898,910.35 0.35%
TRANSCANADA PIPELINES 0%, due 06/17/2019 89355QTH9 15,000,000 $14,900,022.00 0.35%
UBS AG LONDON 2.20%, due 06/08/2020 902674XF2 15,000,000 $14,915,460.00 0.35%
BOARDWALK PIPELINES LLC 5.75%, due 09/15/2019 096630AB4 14,097,000 $14,251,341.99 0.34%
KINDER MORGAN INC 3.05%, due 12/01/2019 49456BAE1 14,491,000 $14,500,658.84 0.34%
Nissan Auto Lease Trust Series 2017-A, Class A3, 1.91%, due 04/15/2020 65479AAD4 14,352,367 $14,326,911.99 0.34%
ROYAL CARIBBEAN CRUISES 0%, due 04/22/2019 78015GRN5 14,000,000 $13,968,500.00 0.33%
ROYAL CARIBBEAN CRUISES 0%, due 05/01/2019 78015GS12 14,000,000 $13,957,991.18 0.33%
SHERWIN-WILLIAMS CO 0%, due 03/26/2019 82434UQS9 14,000,000 $14,000,000.00 0.33%
ALBEMARLE CORP 0%, due 04/26/2019 01265RRS9 13,500,000 $13,468,113.54 0.32%
ENCANA CORP 6.50%, due 05/15/2019 292505AH7 13,595,000 $13,632,329.57 0.32%
MARRIOTT INTERNATIONAL N/C, Variable rate, due 12/01/2020 571903AZ6 13,405,000 $13,428,245.48 0.32%
PENSKE TRUCK LEASING/PTL 2.50%, due 06/15/2019 709599AQ7 13,408,000 $13,388,837.56 0.32%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/30/2021 78013XKH0 13,445,000 $13,477,103.17 0.32%
VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 11/13/2020 928668AV4 13,500,000 $13,532,097.20 0.32%
CONAGRA BRANDS INC Variable rate, due 10/22/2020 205887BX9 13,000,000 $12,983,076.47 0.31%
PUBLIC SERVICE ENTERPRISE GROUP 1.60%, due 11/15/2019 744573AJ5 13,155,000 $13,061,093.03 0.31%
CAMPBELL SOUP COMPANY 0%, due 05/02/2019 13443DS26 12,500,000 $12,463,245.25 0.30%
ENTERGY CORP 0%, due 06/03/2019 29366GT35 12,698,000 $12,628,532.67 0.30%
ENTERPRISE PRODUCTS OPER 2.55%, due 10/15/2019 29379VBD4 12,817,000 $12,804,247.21 0.30%
Ford Credit Auto Lease Trust Series 2019-A, Class A2A, 2.84%, due 09/15/2021 34532FAB8 12,825,000 $12,843,537.26 0.30%
Hyundai Auto Lease Securitization Trust Series 2018-B, Class A2, 3.08%, due 12/15/2020 44935QAB6 12,133,067 $12,140,350.96 0.29%
PROTECTIVE LIFE GLOBAL N/C, Variable rate, due 06/28/2021 74368CAL8 12,000,000 $12,022,842.36 0.29%
Securitized Term Auto Receivables Trust Series 2018-2A, Class A2A, 3.11%, due 02/25/2021 81378TAB6 12,073,723 $12,109,123.49 0.29%
BAT INTL FINANCE PLC 0%, due 04/08/2019 05531NR81 11,950,000 $11,937,968.86 0.28%
BOSTON SCIENTIFIC CORP 0%, due 05/20/2019 10114BSL2 12,000,000 $11,946,833.28 0.28%
DUKE ENERGY CORPORATION 0%, due 03/26/2019 26244JQS1 12,000,000 $12,000,000.00 0.28%
GLENCORE FUNDING LLC 0%, due 04/17/2019 37790BRH6 12,000,000 $11,976,931.08 0.28%
HSBC HOLDINGS PLC Variable rate, due 05/18/2021 404280BQ1 11,762,000 $11,755,360.82 0.28%
LAM RESEARCH CORP 0%, due 04/25/2019 51281SRR4 12,000,000 $11,970,363.96 0.28%
MARRIOTT INTERNATIONAL 0%, due 05/13/2019 57163USD9 12,000,000 $11,953,737.72 0.28%
SHERWIN-WILLIAMS CO 0%, due 04/24/2019 82434URQ2 12,000,000 $11,972,119.80 0.28%
WEC ENERGY GROUP INC 0%, due 04/10/2019 92930WRA1 12,000,000 $11,985,987.96 0.28%
BANK OF MONTREAL N/C, Variable rate, due 04/13/2021 06367T4X5 11,526,000 $11,564,693.70 0.27%
BMW Vehicle Lease Trust Series 2017-2, Class A3, 2.07%, due 10/20/2020 05584PAD9 11,269,000 $11,240,309.13 0.27%
CAMPBELL SOUP COMPANY 0%, due 04/22/2019 13443DRN1 11,366,000 $11,341,078.11 0.27%
Securitized Term Auto Receivables Trust Series 2017-1A, Class A3, 1.89%, due 08/25/2020 81379JAD3 11,455,559 $11,422,995.05 0.27%
AIR LEASE CORP 2.125%, due 01/15/2020 00912XAU8 11,176,000 $11,110,443.26 0.26%
AMERICAN INTL GROUP 2.30%, due 07/16/2019 026874CZ8 11,074,000 $11,055,480.62 0.26%
CONSOLIDATED EDISON CO OF NY N/C, Variable rate, due 06/25/2021 209111FR9 11,000,000 $10,991,920.28 0.26%
CONSTELLATION BRANDS INC 0%, due 04/12/2019 21037DRC0 11,000,000 $10,984,920.32 0.26%
HALFMOON PARENT INC Variable rate, due 09/17/2021 40573LAJ5 11,000,000 $10,995,269.45 0.26%
Mercedes-Benz Auto Lease Trust Series 2019-A, Class A2, 3.01%, due 02/16/2021 58772TAB6 11,000,000 $11,027,233.80 0.26%
NBCUNIVERSAL ENTERPRISE N/C, Variable rate, due 04/01/2021 63946CAG3 10,810,000 $10,833,985.66 0.26%
REGIONS BANK Variable rate, due 04/01/2021 759187CC9 11,200,000 $11,136,650.56 0.26%
ROYAL CARIBBEAN CRUISES 0%, due 04/01/2019 78015GR13 11,000,000 $10,994,484.38 0.26%
World Omni Automobile Lease Securitization Trust Series 2019-A, Class A2, 2.89%, due 11/15/2021 98162XAB1 11,000,000 $11,027,346.00 0.26%
AUST & NZ BANKING GROUP N/C, Variable rate, due 05/17/2021 05252ADC2 10,435,000 $10,453,664.35 0.25%
BANK OF AMERICA NA Variable rate, due 08/28/2020 06050TMH2 10,417,000 $10,421,884.01 0.25%
BAT CAPITAL CORP N/C, Variable rate, due 08/14/2020 05526DAT2 10,500,000 $10,472,824.22 0.25%
DOMINION RESOURCES INC 1.60%, due 08/15/2019 25746UCH0 10,655,000 $10,603,941.35 0.25%
GENERAL MILLS INC 2.20%, due 10/21/2019 370334BV5 10,368,000 $10,330,423.78 0.25%
RYDER SYSTEM INC 2.55%, due 06/01/2019 78355HJW0 10,612,000 $10,602,375.87 0.25%
ALBEMARLE CORP 0%, due 04/05/2019 01265RR59 10,000,000 $9,992,341.20 0.24%
ANHEUSER-BUSCH INBEV WWD 0%, due 04/03/2019 03523LR31 10,000,000 $9,993,990.50 0.24%
AT&T INC N/C, Variable rate, due 01/15/2020 00206RDU3 10,000,000 $10,036,076.70 0.24%
AUTONATION INC 0%, due 03/26/2019 05330NQS1 10,000,000 $10,000,000.00 0.24%
AUTONATION INC 0%, due 03/27/2019 05330NQT9 10,000,000 $9,999,193.10 0.24%
AUTONATION INC 0%, due 04/02/2019 05330NR27 10,000,000 $9,994,355.70 0.24%
AUTONATION INC 0%, due 04/12/2019 05330NRC5 10,000,000 $9,986,301.10 0.24%
AVIATION CAPITAL GROUP 0%, due 04/26/2019 05369CRS8 10,000,000 $9,976,403.80 0.24%
BAYER US FINANCE II LLC Variable rate, due 06/25/2021 07274NAC7 10,000,000 $9,916,474.50 0.24%
BELL CANADA 0%, due 05/13/2019 07787QSD9 10,000,000 $9,961,467.50 0.24%
BOSTON SCIENTIFIC CORP 0%, due 03/27/2019 10114BQT7 10,000,000 $9,999,162.70 0.24%
BOSTON SCIENTIFIC CORP 0%, due 04/02/2019 10114BR25 10,000,000 $9,994,241.70 0.24%
BOSTON SCIENTIFIC CORP 0%, due 04/15/2019 10114BRF6 10,000,000 $9,984,160.40 0.24%
CENTERPOINT ENERGY INC 0%, due 04/04/2019 1518T3R46 10,000,000 $9,993,164.10 0.24%
CENTERPOINT ENERGY INC 0%, due 04/10/2019 1518T3RA2 10,000,000 $9,988,564.20 0.24%
CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 20826FAH9 9,883,000 $9,977,803.57 0.24%
CONSTELLATION BRANDS INC 0%, due 04/24/2019 21037DRQ9 10,000,000 $9,976,631.40 0.24%
CONSTELLATION BRANDS INC 0%, due 04/26/2019 21037DRS5 10,000,000 $9,975,017.70 0.24%
CONSTELLATION BRANDS INC Variable rate, due 11/15/2021 21036PBA5 10,000,000 $10,002,405.80 0.24%
CREDIT AGRICOLE CIB Variable rate, due 10/03/2021 22533AA98 10,000,000 $10,013,341.60 0.24%
DAIMLER FINANCE NA LLC Variable rate, due 05/04/2020 233851DH4 10,000,000 $9,991,551.50 0.24%
EI DU PONT DE NEMOURS 0%, due 04/22/2019 2635J5RN1 10,000,000 $9,979,432.80 0.24%
ENABLE MIDST PARTNERS LP 0%, due 04/05/2019 29248FR58 10,000,000 $9,990,955.10 0.24%
ENBRIDGE US INC 0%, due 04/02/2019 29251VR24 10,000,000 $9,994,555.60 0.24%
ENERGY TRANSFER PART LP 0%, due 04/17/2019 29277FRH6 10,000,000 $9,980,434.00 0.24%
ENERGY TRANSFER PART LP 0%, due 04/18/2019 29277FRJ2 10,000,000 $9,979,544.60 0.24%
ENI FINANCE USA INC 0%, due 04/11/2019 26876BRB9 10,000,000 $9,987,936.50 0.24%
ENI FINANCE USA INC 0%, due 04/23/2019 26876BRP8 10,000,000 $9,977,108.60 0.24%
ENTERGY CORP 0%, due 05/02/2019 29366GS28 10,000,000 $9,970,987.10 0.24%
ENTERGY CORP 0%, due 05/07/2019 29366GS77 10,000,000 $9,966,633.30 0.24%
FMC CORP 0%, due 04/11/2019 34410XRB8 10,000,000 $9,986,651.10 0.24%
FORD MOTOR CREDIT CO 0%, due 04/04/2019 3454G1R40 10,000,000 $9,991,413.70 0.24%
FORD MOTOR CREDIT CO 0%, due 04/17/2019 3454G1RH1 10,000,000 $9,979,792.60 0.24%
FORD MOTOR CREDIT CO 0%, due 04/18/2019 3454G1RJ7 10,000,000 $9,979,733.00 0.24%
FREMF MORTGAGE TRUST Series 2012-K710, Class B, Variable rate, due 06/25/2047 30261MAE2 10,200,000 $10,182,106.14 0.24%
GENERAL MOTORS FINL CO 0%, due 04/08/2019 37046UR86 10,000,000 $9,988,868.30 0.24%
GENERAL MOTORS FINL CO 0%, due 05/09/2019 37046US93 10,000,000 $9,962,954.20 0.24%
GLENCORE FUNDING LLC 0%, due 04/09/2019 37790BR94 10,000,000 $9,987,921.60 0.24%
GM Financial Automobile Leasing Trust Series 2019-1, Class A2A, 2.91%, due 04/20/2021 36256UAB4 10,000,000 $10,016,954.00 0.24%
HARRIS CORPORATION 0%, due 04/11/2019 41388FRB0 10,000,000 $9,987,417.30 0.24%
HUMANA INC 0%, due 04/03/2019 44486JR35 10,000,000 $9,993,653.60 0.24%
HUMANA INC 0%, due 04/11/2019 44486JRB7 10,000,000 $9,987,333.30 0.24%
HUMANA INC 0%, due 05/16/2019 44486JSG5 10,000,000 $9,958,606.50 0.24%
JP MORGAN CHASE BANK NA N/C, Variable rate, due 04/26/2021 48125LRP9 10,000,000 $10,003,391.20 0.24%
MARRIOTT INTERNATIONAL 0%, due 03/27/2019 57163UQT6 10,000,000 $9,999,228.70 0.24%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/08/2021 59217GCM9 10,000,000 $9,985,381.90 0.24%
MIZUHO BANK LTD/NY 0%, due 04/02/2019 60689GR24 10,000,000 $9,994,617.80 0.24%
MOLSON COORS BREWING CO 0%, due 04/01/2019 60871WR19 10,000,000 $9,995,159.70 0.24%
MOODY'S CORPORATION 0%, due 04/04/2019 61536PR43 10,000,000 $9,992,868.80 0.24%
NISOURCE INC 0%, due 04/09/2019 65478KR94 10,000,000 $9,989,222.00 0.24%
PENTAIR FINANCE SARL 0%, due 03/27/2019 70962WQT8 10,000,000 $9,999,123.50 0.24%
PROGRESS ENERGY INC 4.875%, due 12/01/2019 743263AQ8 10,000,000 $10,137,780.20 0.24%
PUBLIC SVC ENTERPRISE GP 0%, due 05/21/2019 74457MSM7 10,000,000 $9,954,864.60 0.24%
ROYAL CARIBBEAN CRUISES 0%, due 04/09/2019 78015GR96 10,000,000 $9,988,312.90 0.24%
ROYAL CARIBBEAN CRUISES 0%, due 04/17/2019 78015GRH8 10,000,000 $9,981,654.40 0.24%
SHERWIN-WILLIAMS CO 0%, due 04/29/2019 82434URV1 10,000,000 $9,973,459.00 0.24%
SOUTHERN CO FUNDING CORP 0%, due 04/04/2019 8426E3R41 10,000,000 $9,992,989.60 0.24%
SUNCOR ENERGY INC 0%, due 05/08/2019 86723BS84 10,000,000 $9,964,745.10 0.24%
TELUS CORP 0%, due 04/15/2019 87974WRF7 10,000,000 $9,983,236.90 0.24%
TELUS CORP 0%, due 04/30/2019 87974WRW0 10,000,000 $9,971,096.30 0.24%
TORONTO DOMINION BANK 0%, due 03/27/2019 89119BQT6 10,000,000 $9,999,222.50 0.24%
TRANSCANADA PIPELINES 0%, due 05/08/2019 89355QS80 10,000,000 $9,966,043.00 0.24%
UNITED TECHNOLOGIES CORP Variable rate, due 08/16/2021 913017CZ0 10,000,000 $10,002,830.60 0.24%
WEC ENERGY GROUP INC 0%, due 04/11/2019 92930WRB9 10,000,000 $9,987,637.80 0.24%
WILLIAMS COMPANIES INC 0%, due 05/02/2019 96946US25 10,000,000 $9,970,388.20 0.24%
BARCLAYS PLC N/C, 2.75%, due 11/08/2019 06738EAD7 9,800,000 $9,796,452.40 0.23%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 09/07/2021 14913Q2P3 9,879,000 $9,863,436.32 0.23%
CITIGROUP INC N/C, Variable rate, due 06/07/2019 172967KT7 9,480,000 $9,496,874.78 0.23%
DOLLAR TREE INC Variable rate, due 04/17/2020 256746AE8 9,421,000 $9,423,920.51 0.22%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K007, Class A2, 4.224%, due 03/25/2020 31398QHB6 9,154,326 $9,260,019.15 0.22%
Honda Auto Receivables Owner Trust Series 2018-3, Class A2, 2.67%, due 12/22/2020 43815HAB3 9,353,035 $9,352,817.52 0.22%
HP ENTERPRISE CO N/C, 2.10%, due 10/04/2019 42824CAZ2 9,287,000 $9,245,653.35 0.22%
HUMANA INC 0%, due 05/21/2019 44486JSM2 9,200,000 $9,157,052.38 0.22%
SHERWIN-WILLIAMS CO 0%, due 04/30/2019 82434URW9 9,250,000 $9,224,361.68 0.22%
SOUTHERN CO GAS CAPITAL 0%, due 04/23/2019 8426EMRP2 9,250,000 $9,229,692.55 0.22%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/14/2020 064159JY3 8,740,000 $8,764,282.95 0.21%
California Republic Auto Receivables Trust Series 2018-1, Class A2, 2.86%, due 03/15/2021 13057FAB7 8,688,491 $8,685,418.60 0.21%
CENTERPOINT ENERGY INC 0%, due 04/18/2019 1518T3RJ3 9,000,000 $8,984,049.21 0.21%
CHARLES SCHWAB CORP Variable rate, due 05/21/2021 808513AV7 9,000,000 $8,999,682.84 0.21%
Chrysler Capital Auto Receivables Trust Series 2016-BA, Class A3, 1.64%, due 07/15/2021 17119BAC1 8,821,719 $8,792,109.48 0.21%
ENI FINANCE USA INC 0%, due 04/04/2019 26876BR45 9,000,000 $8,993,607.39 0.21%
ENI FINANCE USA INC 0%, due 04/22/2019 26876BRN3 8,800,000 $8,781,708.14 0.21%
EXPRESS SCRIPTS HOLDING 2.25%, due 06/15/2019 30219GAH1 9,000,000 $8,987,190.75 0.21%
FMC TECHNOLOGIES INC 0%, due 04/05/2019 3024X3R55 9,000,000 $8,993,114.46 0.21%
Ford Credit Auto Lease Trust Series 2018-B, Class A2A, 2.93%, due 04/15/2021 34531LAB6 8,885,000 $8,896,310.61 0.21%
Ford Credit Auto Lease Trust Series 2019-A, Class A3, 2.90%, due 05/15/2022 34532FAD4 9,000,000 $9,041,173.20 0.21%
GM Financial Automobile Leasing Trust Series 2016-3, Class C, 2.38%, due 05/20/2020 36251MAG6 8,731,000 $8,721,368.83 0.21%
OSCAR US Funding Trust Series 2019-1A, Class A2, 3.10%, due 04/11/2022 68784YAB0 8,800,000 $8,799,094.48 0.21%
VERIZON COMMUNICATIONS N/C, Variable rate, due 05/22/2020 92343VDZ4 9,000,000 $9,041,214.24 0.21%
WALGREENS BOOTS ALLIANCE 2.70%, due 11/18/2019 931427AA6 8,675,000 $8,664,897.53 0.21%
World Omni Auto Receivables Trust Series 2019-A, Class A2, 3.02%, due 04/15/2022 98162YAB9 9,000,000 $9,038,889.00 0.21%
World Omni Automobile Lease Securitization Trust Series 2018-B, Class A2A, 2.96%, due 06/15/2021 98162CAB7 9,001,919 $9,016,462.88 0.21%
ZIMMER BIOMET HOLDINGS 4.625%, due 11/30/2019 98956PAA0 8,595,000 $8,691,592.59 0.21%
ANTHEM INC 2.25%, due 08/15/2019 94973VBH9 8,500,000 $8,487,024.33 0.20%
California Republic Auto Receibles Trust Series 2017-1, Class A3, 1.90%, due 03/15/2021 13057DAC0 8,518,521 $8,503,388.04 0.20%
E.I. DU PONT DE NEMOURS N/C, Variable rate, due 05/01/2020 263534CM9 8,385,000 $8,410,996.02 0.20%
EXELON GENERATION CO LLC 2.95%, due 01/15/2020 30161MAP8 8,363,000 $8,374,349.68 0.20%
INTL LEASE FINANCE CORP N/C, 5.875%, due 04/01/2019 459745GL3 8,352,000 $8,353,756.26 0.20%
Nissan Auto Lease Trust Series 2018-A, Class A3, 2.05%, due 09/15/2021 65478BAD3 8,500,000 $8,575,702.70 0.20%
TRANSCANADA PIPELINES N/C, 2.125%, due 11/15/2019 89352HAV1 8,500,000 $8,463,053.14 0.20%
VIACOM INC (NEW) 0%, due 03/29/2019 9255M3QV5 8,500,000 $8,498,016.02 0.20%
WESTPAC BANKING CORP N/C, Variable rate, due 01/25/2021 961214DV2 8,261,000 $8,266,045.08 0.20%
AT&T INC N/C, Variable rate, due 07/15/2021 00206RDV1 8,000,000 $8,073,783.20 0.19%
BELL CANADA 0%, due 04/08/2019 07787QR81 8,000,000 $7,991,464.88 0.19%
BELL CANADA 0%, due 06/10/2019 07787QTA4 8,000,000 $7,952,142.40 0.19%
CIGNA CORP 0%, due 03/26/2019 12553YQS3 8,000,000 $8,000,000.00 0.19%
CREDIT AGRICOLE LONDON N/C, 2.50%, due 04/15/2019 22532LAL8 8,000,000 $7,998,730.08 0.19%
DISCOVERY COMMUNICATIONS N/C, Variable rate, due 09/20/2019 25470DAP4 8,200,000 $8,212,254.16 0.19%
EI DU PONT DE NEMOURS 0%, due 04/09/2019 2635J5R92 8,000,000 $7,991,094.56 0.19%
ENBRIDGE US INC 0%, due 04/10/2019 29251VRA6 8,000,000 $7,990,657.92 0.19%
ENI FINANCE USA INC 0%, due 05/20/2019 26876BSL6 8,000,000 $7,965,105.52 0.19%
FMC TECHNOLOGIES INC 0%, due 04/22/2019 3024X3RN6 8,000,000 $7,983,489.92 0.19%
GENERAL MOTORS FINL CO 2.40%, due 05/09/2019 37045XBJ4 7,845,000 $7,840,465.12 0.19%
GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2021 37045XCN4 8,000,000 $7,945,400.64 0.19%
GM Financial Automobile Leasing Trust Series 2018-1, Class A2A, 2.39%, due 04/20/2020 38014BAB5 8,053,944 $8,046,588.54 0.19%
GM Financial Automobile Leasing Trust Series 2018-2, Class A2A, 2.83%, due 07/20/2020 36255KAB7 8,032,872 $8,035,816.17 0.19%
GM Financial Automobile Leasing Trust Series 2018-3, Class A2A, 2.89%, due 09/21/2020 36256GAB5 7,985,000 $7,992,908.34 0.19%
GM Financial Securitized Term Auto Receivables Tr. Series 2017-1A, Class A3, 1.78%, due 10/18/2021 36254AAD6 8,019,594 $7,975,405.66 0.19%
MONDELEZ INTL HLDINGS NE 1.625%, due 10/28/2019 60920LAA2 8,000,000 $7,953,167.92 0.19%
MONDELEZ INTL HLDINGS NL N/C, Variable rate, due 10/28/2019 60920LAB0 8,000,000 $8,018,204.16 0.19%
NEXTERA ENERGY CAPITAL 2.30%, due 04/01/2019 65339KAR1 7,800,000 $7,799,692.83 0.19%
NISOURCE INC 0%, due 04/16/2019 65478KRG8 8,000,000 $7,986,929.28 0.19%
SANTANDER UK PLC N/C, Variable rate, due 06/01/2021 80283LAU7 8,000,000 $7,997,531.76 0.19%
SUMITOMO MITSUI BANKING N/C, 2.25%, due 07/11/2019 865622BM5 8,000,000 $7,989,084.00 0.19%
SUNCOR ENERGY INC 0%, due 05/14/2019 86723BSE1 8,000,000 $7,968,315.04 0.19%
SUNCOR ENERGY INC 0%, due 05/29/2019 86723BSV3 8,000,000 $7,959,522.64 0.19%
SUNCOR ENERGY INC 0%, due 06/10/2019 86723BTA8 8,000,000 $7,951,967.36 0.19%
TRANSCANADA PIPELINES 0%, due 05/06/2019 89355QS64 8,000,000 $7,973,289.44 0.19%
UBS AG STAMFORD CT N/C, 2.375%, due 08/14/2019 90261XHE5 8,150,000 $8,141,116.26 0.19%
AMERICAN EXPRESS CO Variable rate, due 10/30/2020 025816BQ1 7,400,000 $7,400,999.52 0.18%
BANK OF AMERICA CORP N/C, Variable rate, due 04/01/2019 06051GFE4 7,522,000 $7,523,244.89 0.18%
ENTERGY CORP 0%, due 04/30/2019 29366GRW3 7,600,000 $7,578,896.55 0.18%
FIFTH THIRD BANK Variable rate, due 07/26/2021 31677QBP3 7,725,000 $7,710,572.33 0.18%
GM Financial Automobile Leasing Trust Series 2019-1, Class A3, 2.98%, due 12/20/2021 36256UAD0 7,500,000 $7,536,154.50 0.18%
GOLDMAN SACHS GROUP INC Variable rate, due 11/15/2021 38145GAF7 7,308,000 $7,375,619.40 0.18%
OSCAR US Funding Trust Series 2017-1A, Class A4, 3.30%, due 05/10/2024 687846AE5 7,700,000 $7,672,318.50 0.18%
PHILLIPS 66 N/C, Variable rate, due 02/26/2021 718546AS3 7,419,000 $7,414,744.24 0.18%
PNC BANK NA N/C, Variable rate, due 05/19/2020 69353RFD5 7,750,000 $7,764,515.67 0.18%
PRUDENTIAL FINANCIAL INC 2.35%, due 08/15/2019 74432QCB9 7,462,000 $7,454,021.55 0.18%
ROCKWELL COLLINS INC 1.95%, due 07/15/2019 774341AG6 7,415,000 $7,396,012.41 0.18%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 10/18/2019 865622CG7 7,525,000 $7,534,255.75 0.18%
BOSTON SCIENTIFIC CORP 0%, due 04/11/2019 10114BRB5 7,000,000 $6,991,123.51 0.17%
BP CAPITAL MARKETS PLC 2.521%, due 01/15/2020 05565QCT3 7,000,000 $6,997,497.43 0.17%
CAPITAL ONE NA 1.85%, due 09/13/2019 14042RBS9 7,005,000 $6,973,343.42 0.17%
CAPITAL ONE NA 2.35%, due 01/31/2020 14042RFH9 7,000,000 $6,975,228.82 0.17%
CarMax Auto Owner Trust Series 2019-1, Class A2A, 3%, due 07/15/2022 14315NAH3 7,305,000 $7,328,235.02 0.17%
CIGNA CORP 0%, due 04/05/2019 12553YR52 7,000,000 $6,994,199.66 0.17%
CITIBANK NA Variable rate, due 05/01/2020 17325FAP3 7,000,000 $7,010,741.57 0.17%
CONSTELLATION BRANDS INC 0%, due 03/28/2019 21037DQU1 7,000,000 $6,998,869.22 0.17%
EI DU PONT DE NEMOURS 0%, due 04/03/2019 2635J5R35 7,000,000 $6,995,578.31 0.17%
HALFMOON PARENT INC N/C, Variable rate, due 03/17/2020 40573LAA4 7,000,000 $6,995,589.79 0.17%
HUMANA INC 0%, due 03/27/2019 44486JQT9 7,000,000 $6,999,446.37 0.17%
MORGAN STANLEY N/C, Variable rate, due 01/27/2020 61747YDX0 7,057,000 $7,111,110.89 0.17%
NASDAQ INC 5.55%, due 01/15/2020 631103AD0 7,000,000 $7,151,031.58 0.17%
REGIONS BANK Variable rate, due 08/13/2021 759187CE5 7,000,000 $6,962,501.21 0.17%
ROGERS COMMUNICATIONS 0%, due 04/16/2019 77511MRG8 7,000,000 $6,988,746.73 0.17%
TORONTO-DOMINION BANK N/C, 1.45%, due 08/13/2019 89114QBJ6 7,000,000 $6,969,217.36 0.17%
UBS AG LONDON Variable rate, due 06/08/2020 902674XE5 7,000,000 $7,028,763.00 0.17%
Verizon Owner Trust Series 2016-2A, Class A, 1.68%, due 05/20/2021 92348MAA7 7,375,699 $7,349,624.27 0.17%
CITIBANK NA Variable rate, due 07/23/2021 17325FAR9 6,828,000 $6,853,315.97 0.16%
CITIZENS BANK NA 2.25%, due 03/02/2020 17401QAG6 6,952,000 $6,918,691.71 0.16%
GOLDMAN SACHS GROUP INC N/C, 2.55%, due 10/23/2019 38148FAB5 6,540,000 $6,532,898.48 0.16%
GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2020 38148LAB2 6,500,000 $6,553,860.37 0.16%
HUNTINGTON NATIONAL BANK 2.375%, due 03/10/2020 446438RU9 6,710,000 $6,689,354.74 0.16%
Hyundai Auto Lease Securitization Trust Series 2018-A, Class A3, 2.81%, due 04/15/2021 44935AAD7 6,900,000 $6,910,804.71 0.16%
TD AMERITRADE HOLDING CO Variable rate, due 11/01/2021 87236YAG3 6,633,000 $6,632,543.65 0.16%
TRANSCANADA PIPELINES N/C, Variable rate, due 11/15/2019 89352HAU3 6,840,000 $6,840,387.96 0.16%
UBS AG LONDON Variable rate, due 12/01/2020 902674XJ4 6,800,000 $6,810,676.00 0.16%
AMGEN INC 2.20%, due 05/22/2019 031162BU3 6,391,000 $6,387,590.08 0.15%
BMW Vehicle Lease Trust Series 2018-1, Class A3, 3.26%, due 07/20/2021 05586CAC8 6,250,000 $6,313,745.00 0.15%
CITIZENS BANK NA N/C, Variable rate, due 05/26/2020 17401QAK7 6,425,000 $6,432,261.79 0.15%
GM Financial Automobile Leasing Trust Series 2018-1, Class A3, 2.61%, due 01/20/2021 38014BAD1 6,449,000 $6,447,436.76 0.15%
JP MORGAN CHASE BANK NA Variable rate, due 10/19/2020 48125LRR5 6,500,000 $6,505,721.17 0.15%
LINCOLN NATIONAL CORP 6.25%, due 02/15/2020 534187AY5 6,000,000 $6,176,242.32 0.15%
MORGAN STANLEY N/C, Variable rate, due 04/21/2021 61746BEB8 6,000,000 $6,112,581.00 0.15%
UBS GROUP FUNDING N/C, Variable rate, due 04/14/2021 90351DAE7 6,000,000 $6,139,262.40 0.15%
VALERO ENERGY CORP 6.125%, due 02/01/2020 91913YAR1 6,000,000 $6,172,202.70 0.15%
AMERICAN EXPRESS CO Variable rate, due 05/17/2021 025816BV0 6,000,000 $6,016,567.02 0.14%
AMERICAN HONDA FINANCE N/C, Variable rate, due 06/16/2020 02665WCG4 6,000,000 $6,010,762.62 0.14%
BAT CAPITAL CORP 2.297%, due 08/14/2020 05526DAR6 6,000,000 $5,944,054.92 0.14%
California Republic Auto Receivables Trust Series 2016-2, Class A4, 1.83%, due 12/15/2021 13057YAD2 5,732,168 $5,698,621.38 0.14%
Canadian Pacer Auto Receivable Series 2017-1A, Class A3, 2.05%, due 03/19/2021 136452AD1 5,926,716 $5,904,698.84 0.14%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/15/2021 14913Q2H1 6,000,000 $5,991,837.90 0.14%
CREDIT SUISSE NEW YORK N/C, 2.30%, due 05/28/2019 22546QAN7 5,696,000 $5,692,044.01 0.14%
CVS HEALTH CORP N/C, Variable rate, due 03/09/2021 126650DD9 6,000,000 $6,012,618.60 0.14%
DBCG MORTGAGE TRUST Series 2017-BBG, Class A, Variable rate, due 06/15/2034 233062AA6 5,775,000 $5,757,452.66 0.14%
DOWDUPONT INC N/C, Variable rate, due 11/15/2020 26078JAG5 5,934,000 $5,974,121.26 0.14%
GOLDMAN SACHS GROUP INC 2.60%, due 04/23/2020 38148LAA4 6,000,000 $5,986,794.24 0.14%
HUNTINGTON NATIONAL BANK 2.20%, due 04/01/2019 446438RG0 6,000,000 $5,999,590.32 0.14%
KEY BANK NA N/C, 2.50%, due 12/15/2019 49327M2F0 6,000,000 $5,992,542.72 0.14%
PLAINS ALL AMER PIPELINE 2.60%, due 12/15/2019 72650RBG6 6,000,000 $5,985,225.24 0.14%
PUBLIC SERVICE OKLAHOMA 5.15%, due 12/01/2019 744533BK5 6,000,000 $6,098,977.02 0.14%
REPUBLIC SERVICES INC 5.50%, due 09/15/2019 760761AB2 6,000,000 $6,072,898.68 0.14%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 05/17/2021 83051GAH1 6,000,000 $6,005,100.00 0.14%
SUNTRUST BANK 2.25%, due 01/31/2020 86787EAR8 5,916,000 $5,894,744.11 0.14%
TYSON FOODS INC N/C, Variable rate, due 06/02/2020 902494BB8 6,084,000 $6,080,960.06 0.14%
VERIZON COMMUNICATIONS Variable rate, due 03/16/2022 92343VDX9 6,000,000 $6,086,220.00 0.14%
WEC ENERGY GROUP INC 0%, due 04/18/2019 92930WRJ2 6,000,000 $5,989,300.86 0.14%
California Republic Auto Receivables Trust Series 2015-3, Class B, 2.70%, due 09/15/2021 13056JAE4 5,349,000 $5,337,056.75 0.13%
DIAGEO CAPITAL PLC N/C, Variable rate, due 05/18/2020 25243YAW9 5,500,000 $5,505,700.42 0.13%
ENTERPRISE PRODUCTS OPER 5.25%, due 01/31/2020 29379VAF0 5,225,000 $5,330,361.86 0.13%
ERAC USA FINANCE LLC 2.35%, due 10/15/2019 26884TAM4 5,650,000 $5,640,462.35 0.13%
EXELON GENERATION CO LLC 5.20%, due 10/01/2019 30161MAF0 5,439,000 $5,500,600.48 0.13%
GNMA Series 2018-89, Class A, 3.50%, due 06/20/2039 38380XKW6 5,437,970 $5,467,493.11 0.13%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 04/27/2020 46849LSZ5 5,490,000 $5,495,314.82 0.13%
OSCAR US Funding Trust Series 2016-2A, Class A3, 2.73%, due 12/15/2020 68784UAD4 5,392,230 $5,370,839.02 0.13%
OSCAR US Funding Trust Series 2017-2A, Class A3, 2.45%, due 12/10/2021 68784AAD8 5,350,000 $5,325,339.82 0.13%
PENTAIR FINANCE SARL 0%, due 03/26/2019 70962WQS0 5,500,000 $5,500,000.00 0.13%
ARROW ELECTRONICS INC 0%, due 03/26/2019 04273MQS5 5,000,000 $5,000,000.00 0.12%
AT&T INC 0%, due 05/28/2019 0020A3SU5 5,000,000 $4,974,625.00 0.12%
AUTONATION INC 0%, due 03/28/2019 05330NQU6 5,000,000 $4,999,193.65 0.12%
BANK OF AMERICA CORP N/C, 2.625%, due 10/19/2020 06051GFT1 5,000,000 $4,996,045.15 0.12%
BAYER US FINANCE II LLC 2.125%, due 07/15/2019 07274NAT0 5,000,000 $4,984,278.75 0.12%
BB&T CORPORATION 2.45%, due 01/15/2020 05531FAS2 5,000,000 $4,992,550.75 0.12%
BEMIS CO 0%, due 03/27/2019 08143UQT4 5,250,000 $5,249,569.61 0.12%
BP CAP MARKETS AMERICA Variable rate, due 09/19/2022 10373QBD1 5,000,000 $5,009,952.80 0.12%
BP CAPITAL MARKETS PLC 0%, due 03/28/2019 05568UQU3 5,000,000 $4,999,217.15 0.12%
CAMPBELL SOUP COMPANY 0%, due 04/05/2019 13443DR50 5,000,000 $4,996,109.90 0.12%
Canadian Pacer Auto Receivable Series 2018-2A, Class A2A, 3.237%, due 06/21/2021 13646AAB6 5,000,000 $5,009,239.00 0.12%
CENTERPOINT ENERGY INC 0%, due 05/07/2019 1518T3S78 5,000,000 $4,983,486.45 0.12%
CIGNA CORP 0%, due 04/09/2019 12553YR94 5,000,000 $4,994,397.55 0.12%
CITIBANK NA Variable rate, due 02/12/2021 17325FAM0 5,000,000 $5,004,546.15 0.12%
CONSTELLATION BRANDS INC 0%, due 04/18/2019 21037DRJ5 5,000,000 $4,990,730.15 0.12%
CONSTELLATION BRANDS INC 0%, due 04/25/2019 21037DRR7 5,000,000 $4,987,915.70 0.12%
DAIMLER FINANCE NA LLC 1.75%, due 10/30/2019 233851CM4 5,075,000 $5,042,824.61 0.12%
DAIMLER FINANCE NA LLC 2.25%, due 03/02/2020 233851BR4 5,000,000 $4,972,959.35 0.12%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 11/05/2021 233851DP6 5,000,000 $4,990,138.30 0.12%
DEUTSCHE TELEKOM INT FIN 1.50%, due 09/19/2019 25156PAS2 5,000,000 $4,964,625.75 0.12%
DOMINION ENERGY INC 0%, due 04/04/2019 2574P1R46 5,200,000 $5,196,430.10 0.12%
ENABLE MIDST PARTNERS LP 0%, due 04/02/2019 29248FR25 5,000,000 $4,997,032.70 0.12%
ENBRIDGE INC N/C, Variable rate, due 01/10/2020 29250NAU9 5,000,000 $4,996,382.05 0.12%
ENBRIDGE US INC 0%, due 04/16/2019 29251VRG3 5,000,000 $4,991,828.90 0.12%
EOG RESOURCES INC 2.45%, due 04/01/2020 26875PAL5 5,000,000 $4,984,779.05 0.12%
FMC CORP 0%, due 04/12/2019 34410XRC6 5,000,000 $4,992,910.15 0.12%
GENERAL MOTORS FINL CO 0%, due 04/02/2019 37046UR29 5,000,000 $4,996,971.75 0.12%
GENERAL MOTORS FINL CO 0%, due 04/04/2019 37046UR45 5,000,000 $4,996,237.45 0.12%
GENERAL MOTORS FINL CO 0%, due 04/18/2019 37046URJ2 5,000,000 $4,990,474.25 0.12%
GENERAL MOTORS FINL CO 0%, due 04/29/2019 37046URV5 5,000,000 $4,985,926.60 0.12%
GM Financial Automobile Leasing Trust Series 2017-3, Class A3, 2.01%, due 11/20/2020 38013BAD2 5,050,000 $5,034,053.62 0.12%
Hyundai Auto Lease Securitization Trust Series 2019-A, Class A2, 2.92%, due 07/15/2021 448969AB1 5,000,000 $5,011,337.50 0.12%
INTESA SANPAOLO NEW YORK N/C, Variable rate, due 07/17/2019 46115LVF2 5,000,000 $5,000,964.65 0.12%
JP MORGAN CHASE BANK NA Variable rate, due 02/19/2021 48125LRS3 5,000,000 $5,008,247.25 0.12%
JPMORGAN CHASE & CO 2.25%, due 01/23/2020 46625HKA7 5,000,000 $4,985,601.45 0.12%
JPMORGAN CHASE & CO Variable rate, due 06/01/2021 46647PAG1 5,000,000 $5,013,424.20 0.12%
MARRIOTT INTERNATIONAL 0%, due 04/08/2019 57163UR81 5,000,000 $4,995,005.95 0.12%
MARRIOTT INTERNATIONAL 0%, due 04/16/2019 57163URG3 5,000,000 $4,991,950.00 0.12%
Mercedes-Benz Auto Lease Trust Series 2017-A, Class A4, 2.01%, due 01/17/2023 58769DAE0 4,900,000 $4,883,195.46 0.12%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 09/07/2020 59217GCQ0 5,000,000 $5,000,975.00 0.12%
NEXTERA ENERGY CAPITAL 2.40%, due 09/15/2019 65339KAL4 5,000,000 $4,987,863.05 0.12%
NEXTERA ENERGY CAPITAL 2.70%, due 09/15/2019 65339KAK6 5,000,000 $4,994,528.35 0.12%
PENTAIR FINANCE SARL 0%, due 03/28/2019 70962WQU5 5,000,000 $4,999,123.55 0.12%
PENTAIR FINANCE SARL 0%, due 03/29/2019 70962WQV3 5,000,000 $4,998,685.45 0.12%
PENTAIR FINANCE SARL 0%, due 04/01/2019 70962WR18 5,000,000 $4,997,416.45 0.12%
PENTAIR FINANCE SARL 0%, due 04/10/2019 70962WRA8 5,000,000 $4,993,434.05 0.12%
Toyota Auto Receivables Owner Trust Series 2018-C, Class A2A, 2.99%, due 08/16/2021 89231AAB7 5,000,000 $5,004,565.00 0.12%
TRANSCANADA PIPELINES 0%, due 05/09/2019 89355QS98 5,000,000 $4,982,868.90 0.12%
UNITEDHEALTH GROUP INC N/C, Variable rate, due 06/15/2021 91324PDG4 5,000,000 $4,994,283.45 0.12%
US BANK NA CINCINNATI Variable rate, due 07/24/2020 90331HNW9 5,000,000 $5,006,489.80 0.12%
VIACOM INC (NEW) 0%, due 03/27/2019 9255M3QT0 5,000,000 $4,999,603.80 0.12%
ACTAVIS FUNDING SCS 3%, due 03/12/2020 00507UAP6 4,490,000 $4,491,800.49 0.11%
AMGEN INC N/C, Variable rate, due 05/10/2019 031162CL2 4,500,000 $4,501,981.26 0.11%
CITIGROUP INC Variable rate, due 01/10/2020 172967LE9 4,675,000 $4,696,112.86 0.11%
CITIGROUP INC Variable rate, due 04/25/2022 172967LH2 4,707,000 $4,744,640.28 0.11%
Ford Credit Auto Lease Trust Series 2018-A, Class A2A, 2.81%, due 12/15/2020 34531JAB1 4,662,598 $4,662,393.12 0.11%
Ford Credit Auto Lease Trust Series 2018-B, Class A3, 3.19%, due 12/15/2021 34531LAD2 4,780,000 $4,819,648.19 0.11%
FREDDIE MAC Series 3737, Class DA, 2%, due 12/15/2039 3137GATY3 4,777,629 $4,726,733.87 0.11%
GM Financial Automobile Leasing Trust Series 2018-2, Class A3, 3.06%, due 06/21/2021 36255KAD3 4,490,000 $4,506,566.76 0.11%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 04/25/2019 38141GVV3 4,500,000 $4,503,900.15 0.11%
NISOURCE INC 0%, due 04/26/2019 65478KRS2 4,744,000 $4,732,679.87 0.11%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/13/2019 654740AQ2 4,500,000 $4,501,025.33 0.11%
SOUTHWEST AIRLINES CO 2.75%, due 11/06/2019 844741BA5 4,430,000 $4,427,408.10 0.11%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 01/17/2020 865622CK8 4,475,000 $4,483,948.97 0.11%
TORONTO-DOMINION BANK N/C, Variable rate, due 09/17/2020 89114QC63 4,804,000 $4,809,879.81 0.11%
ABN AMRO BANK NV N/C, Variable rate, due 01/19/2021 00084DAR1 4,300,000 $4,305,400.80 0.10%
AMGEN INC N/C, Variable rate, due 05/22/2019 031162BT6 4,345,000 $4,349,294.29 0.10%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGX1 4,289,000 $4,273,109.77 0.10%
BANK OF AMERICA CORP Variable rate, due 07/21/2021 06051GGN3 4,000,000 $4,013,784.88 0.10%
BANK OF NEW YORK MELLON Variable rate, due 12/04/2020 06405LAA9 4,000,000 $4,006,336.32 0.10%
BMW US CAPITAL LLC N/C, Variable rate, due 08/13/2021 05565EBD6 4,400,000 $4,392,014.62 0.10%
CAPITAL ONE NA Variable rate, due 09/13/2019 14042RBU4 4,370,000 $4,379,703.58 0.10%
CarMax Auto Owner Trust Series 2017-1, Class A3, 1.98%, due 11/15/2021 14314JAC4 4,328,002 $4,308,177.77 0.10%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 10/30/2019 233851CL6 4,000,000 $4,007,206.00 0.10%
DISCOVERY COMMUNICATIONS 2.20%, due 09/20/2019 25470DAN9 4,271,000 $4,254,483.70 0.10%
DOMINION ENERGY GAS HLDG 2.80%, due 11/15/2020 257375AK1 4,103,000 $4,105,702.69 0.10%
EOG RESOURCES INC 4.40%, due 06/01/2020 26875PAE1 4,075,000 $4,156,458.31 0.10%
Ford Credit Auto Lease Trust Series 2017-A, Class A3, 1.88%, due 04/15/2020 34531GAD3 4,198,434 $4,195,468.30 0.10%
FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 31394X5K8 4,012,123 $4,153,674.51 0.10%
GM Financial Automobile Leasing Trust Series 2018-1, Class A2B, Variable rate, due 04/20/2020 38014BAC3 4,044,595 $4,044,491.02 0.10%
GM Financial Automobile Leasing Trust Series 2018-3, Class A3, 3.18%, due 06/21/2021 36256GAD1 4,393,000 $4,423,199.24 0.10%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 06/11/2021 46849LTA9 4,000,000 $4,009,771.08 0.10%
KEY BANK NA N/C, 1.60%, due 08/22/2019 49327M2P8 4,435,000 $4,416,434.20 0.10%
KROGER CO 6.15%, due 01/15/2020 501044CH2 4,000,000 $4,106,903.12 0.10%
MARSH & MCLENNAN COS INC 2.35%, due 09/10/2019 571748AW2 4,273,000 $4,265,103.80 0.10%
MIZUHO BANK LTD N/C, 2.45%, due 04/16/2019 60688XAC4 4,223,000 $4,222,140.28 0.10%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 05/22/2020 6325C0DP3 4,223,000 $4,242,078.16 0.10%
Nissan Auto Receivables Owner Trust Series 2016-B, Class A3, 1.32%, due 01/15/2021 65478VAD9 4,148,378 $4,127,612.71 0.10%
Securitized Term Auto Receivables Trust Series 2017-2A, Class A4, 2.289%, due 03/25/2022 81376NAE5 4,095,000 $4,045,857.13 0.10%
Sierra Receivables Funding Co. LLC Series 2016-3A, Class A, 2.43%, due 10/20/2033 82652YAA2 4,336,427 $4,318,203.09 0.10%
WELLS FARGO BANK NA N/C, 1.75%, due 05/24/2019 94988J5D5 4,105,000 $4,098,950.22 0.10%
WESTPAC BANKING CORP N/C, 1.60%, due 08/19/2019 961214CY7 4,035,000 $4,017,727.33 0.10%
ABBVIE INC 2.50%, due 05/14/2020 00287YAT6 4,000,000 $3,991,795.76 0.09%
AMERICAN HONDA FINANCE N/C, Variable rate, due 01/08/2021 02665WCR0 3,800,000 $3,813,124.63 0.09%
BANK OF MONTREAL N/C, Variable rate, due 06/15/2020 06367TYM6 3,750,000 $3,762,685.84 0.09%
CBS CORPORATION 0%, due 03/28/2019 1248C3QU1 3,608,000 $3,607,447.29 0.09%
Chrysler Capital Auto Receivables Trust Series 2016-AA, Class C, 3.25%, due 06/15/2022 17120CAF9 3,850,000 $3,859,634.24 0.09%
COOPERAT RABOBANK UA/NY N/C, 1.375%, due 08/09/2019 21688AAG7 3,780,000 $3,761,886.88 0.09%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/12/2021 233851DA9 4,000,000 $3,983,820.00 0.09%
FANNIE MAE Series 2012-103, Class LE, 1.75%, due 05/25/2039 3136A8YT1 3,867,950 $3,843,254.16 0.09%
FIFTH THIRD BANK 1.625%, due 09/27/2019 31677QBH1 4,000,000 $3,978,747.96 0.09%
GILEAD SCIENCES INC N/C, Variable rate, due 09/20/2019 375558BQ5 4,000,000 $4,000,412.08 0.09%
HARTFORD FINL SVCS GRP 5.50%, due 03/30/2020 416515AZ7 3,780,000 $3,884,016.53 0.09%
Hyundai Auto Receivables Trust Series 2015-A, Class C, 1.98%, due 07/15/2020 44890WAF7 3,824,093 $3,822,119.45 0.09%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 10/15/2020 46849LTD3 3,750,000 $3,755,567.29 0.09%
KROGER CO 1.50%, due 09/30/2019 501044DD0 3,930,000 $3,902,198.40 0.09%
OSCAR US Funding Trust Series 2018-1A, Class A3, 3.23%, due 05/10/2022 68784CAD4 3,700,000 $3,713,238.60 0.09%
RYDER SYSTEM INC 2.45%, due 09/03/2019 78355HJX8 4,000,000 $3,992,294.16 0.09%
SEMPRA ENERGY 1.625%, due 10/07/2019 816851AZ2 4,000,000 $3,971,768.44 0.09%
SPECTRA ENERGY PARTNERS N/C, Variable rate, due 06/05/2020 84756NAJ8 4,000,000 $3,996,883.60 0.09%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/13/2021 89236TEV3 4,000,000 $4,003,057.48 0.09%
UNITEDHEALTH GROUP INC 2.30%, due 12/15/2019 91324PCG5 4,000,000 $3,992,438.28 0.09%
Verizon Owner Trust Series 2016-1A, Class A, 1.42%, due 01/20/2021 92347XAA4 3,994,005 $3,988,359.13 0.09%
Verizon Owner Trust Series 2017-2A, Class A, 1.92%, due 12/20/2021 92348PAA0 3,914,000 $3,892,745.81 0.09%
WEC ENERGY GROUP INC 0%, due 04/17/2019 92930WRH6 4,000,000 $3,993,152.36 0.09%
WELLS FARGO BANK NA Variable rate, due 07/23/2021 94988J5Q6 3,793,000 $3,801,657.67 0.09%
World Omni Automobile Lease Securitization Trust Series 2018-A, Class A2, 2.59%, due 08/17/2020 98161YAB0 3,769,222 $3,766,729.04 0.09%
CHEVRON CORP N/C, Variable rate, due 05/16/2021 166764BF6 3,500,000 $3,555,513.78 0.08%
COOPERAT RABOBANK UA/NY N/C, Variable rate, due 04/26/2021 21688AAP7 3,200,000 $3,206,115.52 0.08%
ELEMENT RAIL LEASING LLC Series 2014-1A, Class A1, 2.299%, due 04/19/2044 28618WAA2 3,277,327 $3,266,826.79 0.08%
ENTERGY CORP 0%, due 05/08/2019 29366GS85 3,403,000 $3,391,571.98 0.08%
FANNIE MAE Series 2013-1, Class KC, 2%, due 07/25/2040 3136ABB77 3,618,685 $3,565,648.36 0.08%
KEY BANK NA N/C, Variable rate, due 11/22/2021 49327M2R4 3,300,000 $3,328,795.24 0.08%
PHILLIPS 66 Variable rate, due 04/15/2020 718546AP9 3,250,000 $3,250,845.16 0.08%
Verizon Owner Trust Series 2017-1A, Class A, 2.06%, due 09/20/2021 92348NAA5 3,411,000 $3,400,053.41 0.08%
World Omni Automobile Lease Securitization Trust Series 2017-A, Class A3, 2.13%, due 04/15/2020 98162KAC7 3,446,000 $3,437,719.96 0.08%
ALLSTATE CORP N/C, Variable rate, due 03/29/2023 020002BF7 2,782,000 $2,774,232.16 0.07%
AMERICAN EXPRESS CO N/C, Variable rate, due 08/03/2023 025816BX6 3,000,000 $2,999,683.14 0.07%
AMERICAN EXPRESS CO Variable rate, due 11/05/2021 025816BZ1 3,000,000 $3,011,057.70 0.07%
AMERICAN EXPRESS CREDIT N/C, 2.25%, due 08/15/2019 0258M0DP1 3,000,000 $2,995,237.92 0.07%
AT&T INC N/C, Variable rate, due 06/01/2021 00206RFZ0 2,940,000 $2,951,840.20 0.07%
AUST & NZ BANKING GROUP N/C, Variable rate, due 08/19/2020 05252ACU3 3,000,000 $3,011,453.08 0.07%
BANK OF MONTREAL N/C, 1.50%, due 07/18/2019 06367THQ6 3,000,000 $2,990,086.71 0.07%
BECTON DICKINSON AND CO 2.133%, due 06/06/2019 075887BQ1 3,000,000 $2,995,029.48 0.07%
BP CAPITAL MARKETS PLC 1.676%, due 05/03/2019 05565QDC9 3,000,000 $2,996,644.71 0.07%
California Republic Auto Receivables Trust Series 2015-1, Class B, 2.51%, due 02/16/2021 13056UAE9 3,130,000 $3,125,300.93 0.07%
CAPITAL ONE FINANCIAL CORP Variable rate, due 10/30/2020 14040HBS3 2,870,000 $2,870,682.66 0.07%
CarMax Auto Owner Trust 1.39%, due 05/17/2021 14314EAC5 2,921,261 $2,906,687.60 0.07%
CITIBANK NA N/C, Variable rate, due 10/20/2020 17325FAK4 3,000,000 $3,002,009.19 0.07%
COMMONWEALTH BANK AUST N/C, 5%, due 10/15/2019 2027A0DJ5 2,970,000 $3,007,357.11 0.07%
CONSTELLATION BRANDS INC 2%, due 11/07/2019 21036PAU2 3,000,000 $2,978,056.32 0.07%
CREDIT SUISSE GROUP FUNDING LTD N/C, Variable rate, due 04/16/2021 225433AP6 3,000,000 $3,089,709.87 0.07%
CVS HEALTH CORP 2.25%, due 08/12/2019 126650CE8 3,000,000 $2,993,738.85 0.07%
DANSKE BANK A/S N/C, Variable rate, due 09/06/2019 23636AAG6 3,000,000 $2,998,051.68 0.07%
DEUTSCHE TELEKOM INT FIN N/C, Variable rate, due 09/19/2019 25156PAT0 2,875,000 $2,877,699.48 0.07%
EQT CORP Variable rate, due 10/01/2020 26884LAD1 3,000,000 $2,984,746.80 0.07%
FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 31394MU65 2,860,012 $2,956,296.66 0.07%
GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2020 37045XCC8 3,000,000 $2,966,308.11 0.07%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 12/13/2019 38145GAK6 3,000,000 $3,011,538.96 0.07%
GOLDMAN SACHS GROUP INC Variable rate, due 12/27/2020 38141GWF7 3,000,000 $3,008,658.66 0.07%
HSBC HOLDINGS PLC Variable rate, due 09/11/2021 404280BV0 3,000,000 $2,997,191.52 0.07%
ING BANK NV N/C, Variable rate, due 08/15/2019 449786BG6 3,000,000 $3,006,987.33 0.07%
INTL LEASE FINANCE CORP N/C, 6.25%, due 05/15/2019 459745GH2 3,000,000 $3,012,287.67 0.07%
LAM RESEARCH CORP 2.75%, due 03/15/2020 512807AM0 3,000,000 $2,998,848.06 0.07%
MORGAN STANLEY N/C, 2.375%, due 07/23/2019 61746BDR4 3,000,000 $2,996,494.29 0.07%
NATIONSTAR HOME EQUITY LOAN TR Series 2006-B, Class AV4, Variable rate, due 09/25/2036 63860FAD5 3,026,975 $3,016,750.88 0.07%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2022 654740BE8 3,000,000 $2,934,138.78 0.07%
NORDEA BANK AB N/C, Variable rate, due 05/29/2020 65557CAW3 3,000,000 $3,007,517.19 0.07%
ONEOK PARTNERS LP 3.80%, due 03/15/2020 68268NAN3 3,000,000 $3,022,905.15 0.07%
PRINCIPAL LFE GLB FND II N/C, 2.20%, due 04/08/2020 74256LAQ2 2,900,000 $2,887,442.94 0.07%
ROCHE HOLDINGS INC N/C, Variable rate, due 09/30/2019 771196AZ5 2,800,000 $2,804,645.34 0.07%
ROYAL BANK OF CANADA N/C, Variable rate, due 03/02/2020 78012KC54 2,900,000 $2,908,826.30 0.07%
SIEMENS FINANCIERINGSMAATSCHAPPIJ N/C, Variable rate, due 09/13/2019 82620KAG8 3,000,000 $3,004,771.59 0.07%
SUMITOMO MITSUI BANKING N/C, 2.092%, due 10/18/2019 865622CH5 3,000,000 $2,988,930.00 0.07%
THE WALT DISNEY COMPANY Variable rate, due 03/04/2020 25468PDR4 3,000,000 $3,003,292.68 0.07%
TRANSCANADA PIPELINE USA 0%, due 05/09/2019 89356US98 3,000,000 $2,989,649.46 0.07%
WELLS FARGO BANK NA N/C, Variable rate, due 12/06/2019 94988J5J2 2,890,000 $2,901,139.68 0.07%
WILLIAMS COMPANIES INC N/C, 5.25%, due 03/15/2020 96950FAD6 3,000,000 $3,065,424.63 0.07%
AMERICAN EXPRESS CREDIT Variable rate, due 05/03/2019 0258M0EJ4 2,500,000 $2,500,218.35 0.06%
AUTOZONE INC 0%, due 03/26/2019 05333UQS2 2,462,000 $2,462,000.00 0.06%
BMW Vehicle Owner Trust Series 2018-A, Class A3, 2.35%, due 04/25/2022 09659QAD9 2,500,000 $2,492,545.25 0.06%
California Republic Auto Receivables Trust Series 2015-3, Class A4, 2.13%, due 05/17/2021 13056JAD6 2,371,087 $2,365,133.61 0.06%
Canadian Pacer Auto Receivable Series 2018-1A, Class A2A, 2.70%, due 08/19/2020 136451AB7 2,479,309 $2,478,354.07 0.06%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 05/15/2020 14913Q2K4 2,571,000 $2,572,453.72 0.06%
DTE ENERGY CO 1.50%, due 10/01/2019 233331AX5 2,590,000 $2,571,775.93 0.06%
EXPRESS SCRIPTS HOLDING Variable rate, due 11/30/2020 30219GAS7 2,500,000 $2,500,144.48 0.06%
FANNIE MAE Series 2010-99, Class UK, 3%, due 10/25/2038 31398T4S7 2,632,082 $2,633,569.05 0.06%
GM Financial Automobile Leasing Trust Series 2016-3, Class B, 1.97%, due 05/20/2020 36251MAF8 2,735,000 $2,732,490.92 0.06%
JP MORGAN CHASE BANK NA Variable rate, due 02/01/2021 48125LRL8 2,562,000 $2,562,038.76 0.06%
JP MORGAN CHASE BANK NA Variable rate, due 09/01/2020 48125LRQ7 2,625,000 $2,627,379.77 0.06%
MUFG BANK LTD N/C, 2.35%, due 09/08/2019 064255BC5 2,400,000 $2,395,400.40 0.06%
Nissan Auto Receivables Owner Trust Series 2015-B, Class A4, 1.79%, due 01/17/2022 65475WAE8 2,473,243 $2,463,879.53 0.06%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2020 654740BC2 2,700,000 $2,683,063.41 0.06%
OSCAR US Funding Trust Series 2015-1A, Class A4, 2.44%, due 06/15/2022 68784LAE2 2,572,673 $2,568,335.41 0.06%
PNC FINANCIAL SERVICES N/C, 6.70%, due 06/10/2019 693476BF9 2,315,000 $2,332,874.30 0.06%
SOUTHERN CO Variable rate, due 09/30/2020 842587DA2 2,500,000 $2,499,663.23 0.06%
WELLS FARGO & COMPANY N/C, Variable rate, due 01/30/2020 94974BGG9 2,500,000 $2,511,402.10 0.06%
ACTAVIS FUNDING SCS N/C, Variable rate, due 03/12/2020 00507UAQ4 2,000,000 $2,017,975.82 0.05%
AMERICAN EXPRESS CREDIT CORP Variable rate, due 10/30/2019 0258M0ED7 2,000,000 $2,005,075.32 0.05%
AMERICAN HONDA FINANCE Variable rate, due 11/13/2019 02665WBY6 2,000,000 $2,001,678.40 0.05%
AT&T INC N/C, Variable rate, due 06/30/2020 00206RCK6 2,000,000 $2,014,828.74 0.05%
AUST & NZ BANKING GRP NY N/C, Variable rate, due 09/23/2019 05252ACS8 2,000,000 $2,006,215.68 0.05%
AUTOZONE INC 1.625%, due 04/21/2019 053332AU6 2,000,000 $1,997,615.46 0.05%
AVIATION CAPITAL GROUP N/C, Variable rate, due 06/01/2021 05369AAG6 2,000,000 $2,000,923.22 0.05%
BANK OF MONTREAL N/C, Variable rate, due 08/27/2021 06367TJY7 2,000,000 $2,020,849.70 0.05%
BMW Vehicle Lease Trust Series 2016-2, Class A4, 1.57%, due 02/20/2020 05582XAE2 1,975,000 $1,973,205.91 0.05%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 09/16/2021 05565QDE5 2,000,000 $2,028,617.90 0.05%
CAPITAL ONE NA 2.40%, due 09/05/2019 14042E4A5 2,269,000 $2,264,682.46 0.05%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 08/26/2020 14913Q2U2 2,000,000 $2,002,820.54 0.05%
CHEVRON PHILLIPS CHEM CO N/C, Variable rate, due 05/01/2020 166754AN1 2,000,000 $2,004,271.78 0.05%
CITIGROUP INC Variable rate, due 12/08/2021 172967LB5 2,000,000 $2,025,983.16 0.05%
COMMONWEALTH BANK AUST N/C, Variable rate, due 11/07/2019 2027A0JA8 2,000,000 $2,006,922.55 0.05%
DEUTSCHE BANK AG N/C, Variable rate, due 05/10/2019 25152R5E9 2,000,000 $2,002,602.08 0.05%
ENTERPRISE PRODUCTS OPER 5.20%, due 09/01/2020 29379VAP8 1,973,000 $2,042,527.43 0.05%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 2,017,010 $2,052,387.21 0.05%
FREDDIE MAC Series 3925, Class VB, 4%, due 09/15/2031 3137AFGV8 2,208,387 $2,225,015.39 0.05%
GENERAL MOTORS FINL CO N/C, Variable rate, due 10/04/2019 37045XBN5 2,000,000 $2,006,934.56 0.05%
GOLDMAN SACHS GROUP INC Variable rate, due 09/15/2020 38141GVQ4 2,000,000 $2,021,495.72 0.05%
HSBC HOLDINGS PLC N/C, Variable rate, due 03/08/2021 404280AX7 2,000,000 $2,063,562.62 0.05%
MARTIN MARIETTA MATERIALS Variable rate, due 12/20/2019 573284AS5 2,000,000 $1,998,037.96 0.05%
Mercedes-Benz Auto Lease Trust Series 2018-A, Class A2, 2.20%, due 04/15/2020 58772QAB2 2,315,011 $2,315,487.64 0.05%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/28/2021 64952WDE0 2,000,000 $2,000,454.92 0.05%
NISSAN MOTOR ACCEPTANCE 1.55%, due 09/13/2019 654740AR0 2,220,000 $2,205,673.61 0.05%
NORTHROP GRUMMAN CORP 0%, due 06/19/2019 66681MTK4 2,250,000 $2,234,533.14 0.05%
PACCAR FINANCIAL CORP N/C, Variable rate, due 05/10/2021 69371RP34 2,000,000 $2,002,201.16 0.05%
PROTECTIVE LIFE GLOBAL N/C, Variable rate, due 03/29/2019 74368CAG9 2,000,000 $2,000,065.38 0.05%
Securitized Term Auto Receivables Trust Series 2017-2A, Class A3, 2.04%, due 04/26/2021 81376NAD7 2,100,000 $2,089,825.71 0.05%
SIEMENS FINANCIERINGSMAATSCHAPPIJ N/C, Variable rate, due 03/16/2020 82620KAN3 2,000,000 $2,006,082.14 0.05%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 09/13/2019 83051GAG3 2,200,000 $2,205,600.26 0.05%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 10/16/2020 865622CN2 2,000,000 $2,000,164.46 0.05%
SUNTRUST BANK Variable rate, due 10/26/2021 86787EAZ0 2,000,000 $2,000,539.52 0.05%
TESORO LOGISTICS LP/CORP 5.50%, due 10/15/2019 88160QAK9 2,000,000 $2,020,197.52 0.05%
Toyota Auto Receivables Owner Trust Series 2018-A, Class A2A, 2.10%, due 10/15/2020 89238BAB8 2,252,296 $2,247,943.43 0.05%
UBS AG LONDON N/C, Variable rate, due 05/28/2019 902674XH8 2,000,000 $2,000,940.00 0.05%
US BANK NA CINCINNATI Variable rate, due 04/26/2021 90331HNQ2 2,000,000 $2,002,804.08 0.05%
VULCAN MATERIALS CO N/C, Variable rate, due 06/15/2020 929160AU3 2,000,000 $1,997,496.87 0.05%
AMERICAN EXPRESS CREDIT N/C, Variable rate, due 08/15/2019 0258M0DQ9 1,700,000 $1,703,132.15 0.04%
California Republic Auto Receivables Trust Series 2015-2, Class A4, 1.75%, due 01/15/2021 13056MAD9 1,602,795 $1,598,054.40 0.04%
California Republic Auto Receivables Trust Series 2016-1, Class A4, 2.24%, due 10/15/2021 13057BAD2 1,669,675 $1,664,787.40 0.04%
California Republic Auto Receivbles Trust Series 2017-1, Class A4, 2.28%, due 06/15/2022 13057DAD8 1,870,000 $1,861,900.84 0.04%
CarMax Auto Owner Trust Series 2017-3, Class A3, 1.97%, due 04/15/2022 14314WAD3 1,903,000 $1,891,239.84 0.04%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 01/10/2020 14912L6Z9 1,700,000 $1,706,276.00 0.04%
Countrywide Asset-Backed Certificates Series 2005-BC3, Class M3, Variable rate, due 06/25/2035 1266733E0 1,693,711 $1,703,289.50 0.04%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 05/05/2020 233851CX0 1,500,000 $1,500,884.28 0.04%
FANNIE MAE Series 2003-48, Class TC, 5%, due 06/25/2023 31393CMC4 1,560,206 $1,610,940.47 0.04%
FANNIE MAE Series 2011-32, Class CV, 3.50%, due 04/25/2024 31397SJK1 1,878,759 $1,880,351.87 0.04%
FIFTH THIRD BANK Variable rate, due 09/27/2019 31677QBJ7 1,500,000 $1,503,213.30 0.04%
GM Financial Automobile Leasing Trust Series 2016-3, Class A4, 1.78%, due 05/20/2020 36251MAE1 1,614,983 $1,613,425.27 0.04%
GNMA Series 2009-79, Class AE, 3.75%, due 02/16/2039 38376CXR5 1,513,629 $1,516,683.56 0.04%
GSAA Home Equity Trust Series 2005-MTR1, Class A4, Variable rate, due 10/25/2035 362341UC1 1,693,805 $1,680,512.06 0.04%
MET LIFE GLOB FUNDING I N/C, 1.55%, due 09/13/2019 59217GBV0 1,730,000 $1,721,972.16 0.04%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 606822AK0 1,500,000 $1,511,759.49 0.04%
MITSUBISHI UFJ TR & BANK N/C, 2.45%, due 10/16/2019 60682VAB6 1,720,000 $1,717,874.15 0.04%
MYLAN NV 2.50%, due 06/07/2019 62854AAK0 1,500,000 $1,498,821.09 0.04%
WELLS FARGO & COMPANY N/C, 2.15%, due 01/30/2020 94974BGF1 1,735,000 $1,728,905.90 0.04%
BANK OF MONTREAL N/C, Variable rate, due 07/13/2020 06367T7J3 1,222,000 $1,225,285.62 0.03%
CarMax Auto Owner Trust Series 2016-1, Class A3, 1.61%, due 11/16/2020 14313YAC2 1,104,259 $1,101,244.71 0.03%
CREDIT AGRICOLE LONDON N/C, Variable rate, due 06/10/2020 225313AH8 1,400,000 $1,412,241.60 0.03%
DAIMLER FINANCE NA LLC 1.50%, due 07/05/2019 233851CF9 1,400,000 $1,395,495.29 0.03%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 07/05/2019 233851CD4 1,417,000 $1,418,739.99 0.03%
DANSKE BANK A/S N/C, Variable rate, due 03/02/2020 23636AAL5 1,200,000 $1,195,329.76 0.03%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 1,070,548 $1,099,525.54 0.03%
FANNIE MAE Series 2006-60, Class DF, Variable rate, due 04/25/2035 31395NTB3 1,103,766 $1,105,896.96 0.03%
FANNIE MAE Series 2012-20, Class AB, 2.50%, due 07/25/2039 3136A4GR4 1,405,793 $1,400,297.82 0.03%
Ford Credit Auto Lease Trust Series 2017-A, Class A4, 2.02%, due 06/15/2020 34531GAE1 1,435,000 $1,432,454.88 0.03%
Ford Credit Auto Lease Trust Series 2017-B, Class A2A, 1.80%, due 06/15/2020 34531DAB4 1,379,388 $1,378,289.04 0.03%
FREDDIE MAC Series 3726, Class ND, 3.50%, due 06/15/2039 3137GAB22 1,469,229 $1,470,217.47 0.03%
GM Financial Automobile Leasing Trust Series 2017-1, Class A4, 2.26%, due 08/20/2020 36253WAE7 1,440,000 $1,436,327.72 0.03%
GM Financial Automobile Leasing Trust Series 2017-1, Class B, 2.48%, due 08/20/2020 36253WAF4 1,088,000 $1,084,823.69 0.03%
GM Financial Automobile Leasing Trust Series 2017-2, Class A4, 2.18%, due 06/21/2021 38013MAE6 1,315,000 $1,309,926.60 0.03%
Honda Auto Receivables Owner Trust Series 2016-2, Class A3, 1.39%, due 04/15/2020 43814QAC2 1,221,111 $1,218,805.89 0.03%
Hyundai Auto Lease Securitization Trust Series 2018-B, Class A4, 3.20%, due 06/15/2022 44935QAE0 1,100,000 $1,109,011.86 0.03%
LOCKHEED MARTIN CORP 4.25%, due 11/15/2019 539830AT6 1,058,000 $1,070,251.05 0.03%
Nissan Auto Receivables Owner Trust Series 2016-C, Class A3, 1.18%, due 01/15/2021 65478WAD7 1,471,551 $1,462,487.09 0.03%
OSCAR US Funding Trust Series 2017-1A, Class A3, 2.82%, due 06/10/2021 687846AD7 1,220,000 $1,218,200.50 0.03%
PROTECTIVE LIFE GLOBAL N/C, 1.555%, due 09/13/2019 74368CAD6 1,435,000 $1,427,088.51 0.03%
SHELL INTERNATIONAL FINANCE N/C, Variable rate, due 09/12/2019 822582BV3 1,440,000 $1,442,267.11 0.03%
Sierra Receivables Funding Co LLC Series 2014-3A, Class A, 2.30%, due 10/20/2031 82652EAA6 1,155,857 $1,150,914.45 0.03%
TELEFONICA EMISIONES SAU 5.877%, due 07/15/2019 87938WAH6 1,145,000 $1,155,157.73 0.03%
ALLSTATE CORP N/C, Variable rate, due 03/29/2021 020002BE0 1,000,000 $999,850.76 0.02%
AMERICAN HONDA FINANCE N/C, Variable rate, due 02/14/2020 02665WBN0 1,000,000 $1,002,888.98 0.02%
BAE SYSTEMS HOLDINGS INC 6.375%, due 06/01/2019 05523UAJ9 1,000,000 $1,005,345.33 0.02%
BARCLAYS BANK PLC Variable rate, due 01/11/2021 06739FJK8 1,000,000 $994,509.01 0.02%
BB&T CORPORATION N/C, Variable rate, due 06/15/2020 05531FAW3 1,031,000 $1,035,708.54 0.02%
BMW US CAPITAL LLC N/C, Variable rate, due 08/14/2020 05565EBB0 1,000,000 $999,596.10 0.02%
BRANCH BANKING & TRUST Variable rate, due 05/01/2019 07330NAM7 1,000,000 $1,000,550.34 0.02%
CarMax Auto Owner Trust Series 2018-4, Class A2A, 3.11%, due 02/15/2022 14315EAB6 690,000 $692,342.00 0.02%
CITIGROUP INC N/C, Variable rate, due 08/02/2021 172967KW0 1,000,000 $1,014,640.86 0.02%
CITIZENS BANK NA Variable rate, due 03/02/2020 17401QAH4 1,000,000 $1,001,760.97 0.02%
CREDIT AGRICOLE LONDON N/C, Variable rate, due 04/15/2019 22532LAN4 1,000,000 $1,000,513.20 0.02%
DEUTSCHE TELEKOM INT FIN N/C, Variable rate, due 01/17/2020 25156PAX1 1,000,000 $1,001,912.80 0.02%
EBAY INC N/C, Variable rate, due 08/01/2019 278642AJ2 1,000,000 $1,000,904.30 0.02%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 890,889 $910,928.81 0.02%
Fannie Mae FN AL5812, 5.50%, due 05/01/2025 3138ENN62 649,478 $659,826.39 0.02%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 781,609 $799,190.28 0.02%
Fannie Mae FN MA1030, 3%, due 04/01/2022 31418AEC8 862,985 $871,926.64 0.02%
FANNIE MAE Series 2009-71, Class BA, 4%, due 08/25/2024 31398FAW1 769,724 $774,200.74 0.02%
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K716, Class A1, 2.413%, due 01/25/2021 3137BDDB9 765,416 $763,221.29 0.02%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 719,919 $732,146.06 0.02%
FREDDIE MAC Series 3539, Class YA, 4%, due 02/15/2024 31398EJ54 758,275 $762,391.65 0.02%
FREDDIE MAC Series 4305, Class KN, 2.50%, due 03/15/2038 3137B86L6 701,773 $699,131.21 0.02%
GENERAL MOTORS FINL CO N/C, Variable rate, due 05/09/2019 37045XBH8 1,000,000 $1,001,095.42 0.02%
GM Financial Automobile Leasing Trust Series 2017-2, Class A3, 2.02%, due 09/21/2020 38013MAD8 975,000 $972,001.11 0.02%
Hyundai Auto Lease Securitization Trust Series 2016-C, Class B, 1.86%, due 05/17/2021 44929EAF2 671,000 $670,115.15 0.02%
Mercedes-Benz Auto Lease Trust Series 2017-A, Class A3, 1.79%, due 04/15/2020 58769DAD2 720,771 $719,577.16 0.02%
NATIONAL AUSTRALIA BK/NY N/C, 1.375%, due 07/12/2019 63254AAQ1 785,000 $781,947.37 0.02%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 08/06/2021 64952WCZ4 1,000,000 $1,002,681.53 0.02%
Nissan Auto Receivables Owner Trust Series 2015-C, Class A3, 1.37%, due 05/15/2020 65478AAD5 1,039,929 $1,038,416.60 0.02%
NORDEA BANK AB N/C, Variable rate, due 09/30/2019 65557CAU7 1,000,000 $1,002,545.73 0.02%
OSCAR US Funding Trust Series 2017-2A, Class A2A, 2.13%, due 11/10/2020 68784AAB2 789,400 $787,588.38 0.02%
ROYAL BANK OF CANADA N/C, Variable rate, due 01/25/2021 78013XX29 1,042,000 $1,043,770.03 0.02%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2019 78012KRL3 1,000,000 $1,001,837.41 0.02%
Securitized Term Auto Receivables Trust Series 2017-1A, Class A4, 2.209%, due 06/25/2021 81379JAE1 1,000,000 $996,830.90 0.02%
SUMITOMO MITSUI TR BK LTD N/C, Variable rate, due 09/19/2019 86563VAK5 1,000,000 $1,001,484.90 0.02%
SVENSKA HANDELSBANKEN AB N/C, Variable rate, due 09/06/2019 86960BAP7 1,000,000 $1,001,937.98 0.02%
TOYOTA MOTOR CREDIT CORP Variable rate, due 10/18/2019 89236TDJ1 1,000,000 $1,002,570.07 0.02%
TYCO ELECTRONICS GROUP S N/C, Variable rate, due 06/05/2020 902133AV9 1,000,000 $999,596.70 0.02%
UNITED TECHNOLOGIES CORP N/C, Variable rate, due 11/01/2019 913017CK3 715,000 $716,229.51 0.02%
UNITEDHEALTH GROUP INC N/C, Variable rate, due 10/15/2020 91324PDB5 1,000,000 $998,688.41 0.02%
VERIZON COMMUNICATIONS N/C, Variable rate, due 08/15/2019 92343VDE1 1,000,000 $1,001,074.05 0.02%
BANK OF MONTREAL N/C, Variable rate, due 07/18/2019 06367THR4 500,000 $501,000.62 0.01%
BANK OF MONTREAL N/C, Variable rate, due 12/12/2019 06367TPY0 250,000 $250,866.82 0.01%
BMW Vehicle Lease Trust Series 2017-2, Class A2A, 1.80%, due 02/20/2020 05584PAB3 493,410 $492,886.30 0.01%
BRANCH BANKING & TRUST Variable rate, due 06/01/2020 07330NAS4 260,000 $260,009.75 0.01%
California Republic Auto Receivables Trust Series 2015-1, Class A4, 1.82%, due 09/15/2020 13056UAD1 530,733 $530,242.49 0.01%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 09/06/2019 13607RAC4 500,000 $501,011.34 0.01%
Encore Credit Receivables Trust Series 2005-2, Class M2, Variable rate, due 11/25/2035 126673J29 555,569 $557,722.59 0.01%
Fannie Mae FN 745735, 5%, due 03/01/2021 31403DPU7 246,477 $252,021.41 0.01%
Fannie Mae FN 745832, 6%, due 04/01/2021 31403DSV2 589,250 $598,630.17 0.01%
Fannie Mae FN 901931, 6%, due 10/01/2021 31411AA88 567,645 $577,668.63 0.01%
Fannie Mae FN 962078, 4.50%, due 03/01/2023 31414CJX7 246,037 $252,886.74 0.01%
Fannie Mae FN AD0285, 5%, due 09/01/2022 31418MJ78 378,024 $386,527.51 0.01%
Fannie Mae FN AE0126, 5%, due 06/01/2020 31419AD87 470,745 $481,296.73 0.01%
Fannie Mae FN AE0314, 5%, due 08/01/2021 31419AK48 573,893 $586,757.67 0.01%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 316,410 $323,526.86 0.01%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 505,852 $514,447.99 0.01%
FANNIE MAE Series 2011-36, Class QC, 3%, due 12/25/2028 31397SC85 225,126 $224,666.77 0.01%
Ford Credit Auto Lease Trust Series 2018-A, Class A4, 3.05%, due 08/15/2021 34531JAE5 350,000 $351,746.50 0.01%
Freddie Mac FG G14187, 5.50%, due 12/01/2020 3128MC2U8 251,815 $252,776.28 0.01%
FREDDIE MAC Series 3724, Class NC, 2.50%, due 07/15/2038 3137A1Z89 232,705 $232,294.62 0.01%
FREDDIE MAC Series 3770, Class EB, 2%, due 01/15/2038 3137A4L47 501,267 $498,821.86 0.01%
FREDDIE MAC Series 3790, Class AP, 4.50%, due 01/15/2037 3137A5B78 216,966 $220,603.49 0.01%
FREDDIE MAC Series 4001, Class A, 3.50%, due 11/15/2038 3137ALCD9 570,608 $575,414.64 0.01%
GM Financial Automobile Leasing Trust Series 2017-2, Class B, 2.43%, due 06/21/2021 38013MAF3 346,000 $344,313.94 0.01%
GM Financial Automobile Leasing Trust Series 2017-3, Class A2A, 1.72%, due 01/21/2020 38013BAB6 251,118 $250,848.84 0.01%
MARRIOTT INTERNATIONAL N/C, Variable rate, due 03/08/2021 571900BA6 500,000 $501,776.91 0.01%
MASTR Asset Backed Securities Trust Series 2005-OPT1, Class M2, Variable rate, due 03/25/2035 57643LHQ2 578,371 $579,953.01 0.01%
MOLSON COORS BREWING CO 1.45%, due 07/15/2019 60871RAE0 585,000 $582,590.89 0.01%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 01/10/2020 6325C0DG3 250,000 $251,050.45 0.01%
Nissan Auto Receivables Owner Trust Series 2016-A, Class A3, 1.34%, due 10/15/2020 65478UAD1 484,114 $482,745.76 0.01%
Nissan Auto Receivables Owner Trust Series 2017-B, Class A3, 1.75%, due 10/15/2021 65478GAD2 250,000 $248,025.08 0.01%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/15/2019 78012KNM5 500,000 $500,261.03 0.01%
Securitized Term Auto Receivables Trust Series 2017-2A, Class A2A, 1.775%, due 01/27/2020 81376NAB1 377,896 $378,029.95 0.01%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/17/2020 89236TDV4 500,000 $501,043.64 0.01%
WESTPAC BANKING CORP N/C, Variable rate, due 05/13/2019 961214CU5 350,000 $350,310.05 0.01%
Aegis Asset Backed Securities Series 2005-3, Class M1, Variable rate, due 08/25/2035 00764MFR3 4,447 $4,446.61 0.00%
Ameriquest Mortgage Securities Inc. Series 2004-R9, Class M2, Variable rate, due 10/25/2034 03072SUP8 57,240 $57,567.74 0.00%
Ameriquest Mortgage Securities Inc. Series 2005-R2, Class M2, Variable rate, due 04/25/2035 03072SYS8 728 $727.52 0.00%
BMW Vehicle Lease Trust Series 2017-2, Class A4, 2.19%, due 03/22/2021 05584PAE7 120,000 $119,456.05 0.00%
DUKE ENERGY FLORIDA LLC 2.10%, due 12/15/2019 26444HAD3 194,250 $193,849.34 0.00%
Fannie Mae FH 745749, 5.50%, due 03/01/2021 31403DQA0 54,845 $55,502.51 0.00%
Fannie Mae FN 255547, 4.50%, due 01/01/2020 31371LZL6 8,971 $9,123.09 0.00%
Fannie Mae FN 310097, 5%, due 10/01/2020 31374CNN2 1,964 $2,008.27 0.00%
Fannie Mae FN 725445, 4.50%, due 05/01/2019 31402C5E8 400 $406.18 0.00%
Fannie Mae FN 725793, 5.50%, due 09/01/2019 31402DKE9 3,128 $3,128.15 0.00%
Fannie Mae FN 725934, 5%, due 11/01/2019 31402DPT1 6,184 $6,322.93 0.00%
Fannie Mae FN 735208, 6%, due 10/01/2019 31402QYD7 1,461 $1,461.03 0.00%
Fannie Mae FN 735439, 6%, due 09/01/2019 31402RBG3 3,459 $3,460.11 0.00%
Fannie Mae FN 735512, 6%, due 03/01/2020 31402RDR7 1,303 $1,304.46 0.00%
Fannie Mae FN 735646, 4.50%, due 07/01/2020 31402RHX0 34,459 $35,044.79 0.00%
Fannie Mae FN 735920, 4.50%, due 10/01/2020 31402RSH3 12,698 $12,913.74 0.00%
Fannie Mae FN 745119, 5.50%, due 12/01/2019 31403CYQ8 132,617 $132,794.16 0.00%
Fannie Mae FN 745238, 6%, due 12/01/2020 31403C4X6 43,733 $44,010.39 0.00%
Fannie Mae FN 773440, 5%, due 07/01/2019 31404NHR0 5,714 $5,842.27 0.00%
Fannie Mae FN 775019, 4.50%, due 05/01/2019 31404QAU3 252 $252.84 0.00%
Fannie Mae FN 814708, 6%, due 04/01/2020 31406NDM3 6,660 $6,692.68 0.00%
Fannie Mae FN 815098, 6%, due 05/01/2020 31406NRT3 9,775 $9,823.90 0.00%
Fannie Mae FN 839226, 4%, due 09/01/2020 31407SLF7 9,173 $9,175.50 0.00%
Fannie Mae FN 844915, 4.50%, due 11/01/2020 31407YVG1 35,434 $36,178.72 0.00%
Fannie Mae FN 847919, 5.50%, due 11/01/2020 31408DAU8 42,011 $42,397.55 0.00%
Fannie Mae FN 888932, 4.50%, due 11/01/2022 31410GSV6 41,795 $42,525.27 0.00%
Fannie Mae FN 889191, 4.50%, due 04/01/2021 31410G2Y8 1,243 $1,263.84 0.00%
Fannie Mae FN 889318, 5.50%, due 07/01/2020 31410KAT1 64,386 $64,407.34 0.00%
Fannie Mae FN 889531, 4.50%, due 05/01/2022 31410KHG2 8,873 $9,023.86 0.00%
Fannie Mae FN 889847, 4.50%, due 04/01/2021 31410KTC8 6,164 $6,269.14 0.00%
Fannie Mae FN 890403, 6%, due 05/01/2023 31410LGL0 124,407 $125,742.91 0.00%
Fannie Mae FN 898044, 4.50%, due 12/01/2020 31410UWD0 23,152 $23,545.66 0.00%
Fannie Mae FN 931592, 5%, due 09/01/2020 31412P7D7 13,373 $13,401.46 0.00%
Fannie Mae FN 995158, 4.50%, due 12/01/2020 31416BQK7 26,998 $27,473.88 0.00%
Fannie Mae FN 995886, 6%, due 04/01/2021 31416CJ72 1,333 $1,343.06 0.00%
Fannie Mae FN AD0402, 5%, due 02/01/2023 31418MNU2 53,406 $54,607.57 0.00%
Fannie Mae FN AE0237, 5.50%, due 11/01/2023 31419AHP5 125,732 $126,377.30 0.00%
Fannie Mae FN AE0792, 5%, due 12/01/2020 31419A3A3 160,512 $164,110.07 0.00%
Fannie Mae FN AL6725, 4.50%, due 09/01/2020 3138EPPK4 78,980 $80,322.23 0.00%
Fannie Mae FN AL8539, 4.50%, due 01/01/2027 3138ETPZ3 1,372 $1,395.21 0.00%
Fannie Mae FN MA0047, 4.50%, due 04/01/2019 31417YBR7 66 $66.24 0.00%
Fannie Mae FN MA0125, 4.50%, due 07/01/2019 31417YD79 7,347 $7,471.89 0.00%
Fannie Mae FN MA0323, 4.50%, due 02/01/2020 31417YLD7 28,713 $29,201.00 0.00%
Fannie Mae FN MA0358, 4.50%, due 03/01/2020 31417YMG9 38,822 $39,481.42 0.00%
Fannie Mae FN MA0419, 4.50%, due 05/01/2020 31417YPD3 40,642 $41,332.14 0.00%
Fannie Mae FN MA0772, 4%, due 06/01/2021 31417Y2E6 39,869 $41,063.69 0.00%
FANNIE MAE Series 2004-27, Class HB, 4%, due 05/25/2019 31393XN60 881 $879.93 0.00%
FANNIE MAE Series 2004-79, Class FA, Variable rate, due 08/25/2032 31394BFN9 14,759 $14,761.76 0.00%
FANNIE MAE Series 2004-90, Class LH, 5%, due 04/25/2034 31394BUJ1 2,712 $2,708.75 0.00%
FANNIE MAE Series 2008-51, Class BC, 4.50%, due 06/25/2023 31397LVK2 0 $0.04 0.00%
FANNIE MAE Series 2008-53, Class CA, 5%, due 07/25/2023 31397LF46 17,042 $17,050.29 0.00%
FANNIE MAE Series 2008-59, Class KB, 4.50%, due 07/25/2023 31397LZH5 17,971 $17,979.26 0.00%
FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 31397NHX6 114,823 $115,042.81 0.00%
FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 31396QKJ7 33,714 $33,793.14 0.00%
FANNIE MAE Series 2009-78, Class LE, 4%, due 09/25/2019 31398FMV0 1,024 $1,024.49 0.00%
FANNIE MAE Series 2009-96, Class JA, 3.50%, due 10/25/2024 31398FXC0 20,791 $20,751.73 0.00%
FANNIE MAE Series 2010-116, Class AD, 2%, due 08/25/2020 31398NQS6 52,488 $52,194.33 0.00%
FANNIE MAE Series 2010-145, Class MA, 2%, due 12/25/2020 31398SUR2 120,734 $119,909.32 0.00%
FANNIE MAE Series 2011-111, Class DA, 3%, due 12/25/2038 3136A2KH5 159,396 $159,404.22 0.00%
FANNIE MAE Series 2011-13, Class AD, 2%, due 07/25/2021 31397QFX1 88,568 $87,703.08 0.00%
FANNIE MAE Series 2011-15, Class AB, 9.75%, due 08/25/2019 31397QWQ7 2 $2.33 0.00%
FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 31397QXH6 33,666 $34,018.25 0.00%
FANNIE MAE Series 2011-3, Class EG, 2%, due 05/25/2020 31397QRV2 9,071 $9,017.64 0.00%
FANNIE MAE Series 2011-60, Class UC, 2.50%, due 09/25/2039 31397U2Q1 65,461 $65,636.64 0.00%
FANNIE MAE Series 2011-68, Class AH, 4.50%, due 12/25/2020 31397UYT0 6,208 $6,221.56 0.00%
FANNIE MAE Series 2011-71, Class KC, 1.75%, due 08/25/2021 3136A0PA9 43,794 $43,314.48 0.00%
FANNIE MAE Series 2011-79, Class AD, 3%, due 11/25/2037 3136A0RD1 11,489 $11,479.66 0.00%
FANNIE MAE Series 2011-86, Class DC, 2%, due 09/25/2021 3136A0P43 45,402 $44,880.93 0.00%
FANNIE MAE Series 2014-76, Class AC, 2.50%, due 02/25/2034 3136ALPA3 40,857 $40,801.21 0.00%
Ford Credit Auto Lease Trust Series 2017-B, Class A2B, Variable rate, due 06/15/2020 34531DAC2 51,984 $51,979.28 0.00%
Ford Credit Auto Owner Trust Series 2016-A, Class A3, 1.39%, due 07/15/2020 34531PAD3 44,689 $44,640.36 0.00%
Freddie Mac FG B15139, 4.50%, due 06/01/2019 312967V82 6,551 $6,675.61 0.00%
Freddie Mac FG B18688, 5%, due 02/01/2020 312971UM4 2,464 $2,480.69 0.00%
Freddie Mac FG E01654, 5%, due 06/01/2019 31294KZT5 2,393 $2,420.57 0.00%
Freddie Mac FG G11588, 5.50%, due 06/01/2019 31283KXR4 4,762 $4,763.26 0.00%
Freddie Mac FG G11728, 5.50%, due 02/01/2020 31283K4M7 30,421 $30,506.79 0.00%
Freddie Mac FG G11777, 5%, due 10/01/2020 31283K6N3 53,383 $53,916.14 0.00%
Freddie Mac FG G11820, 5.50%, due 12/01/2020 31336WAU3 13,199 $13,383.84 0.00%
Freddie Mac FG G11879, 5%, due 10/01/2020 31336WCP2 20,848 $21,220.80 0.00%
Freddie Mac FG G11902, 5%, due 08/01/2020 3128M1AB5 71,077 $72,560.12 0.00%
Freddie Mac FG G11966, 5.50%, due 11/01/2020 3128M1CB3 59,233 $59,723.10 0.00%
Freddie Mac FG G12255, 5.50%, due 07/01/2021 3128M1MC0 5,611 $5,723.88 0.00%
Freddie Mac FG G12673, 5%, due 09/01/2021 3128MBFN2 49,144 $49,961.98 0.00%
Freddie Mac FG G13204, 6%, due 11/01/2022 3128MBX93 52,096 $53,486.55 0.00%
Freddie Mac FG G13235, 4.50%, due 08/01/2020 3128MBY84 29,567 $30,128.57 0.00%
Freddie Mac FG G13395, 4.50%, due 12/01/2019 3128MB7G6 393 $400.67 0.00%
Freddie Mac FG G13761, 5.50%, due 12/01/2020 3128MCMJ1 11,420 $11,482.33 0.00%
Freddie Mac FG G13812, 5%, due 12/01/2020 3128MCN50 170,713 $173,022.13 0.00%
Freddie Mac FG G14030, 4.50%, due 12/01/2020 3128MCVX0 62,055 $63,233.37 0.00%
Freddie Mac FG G14035, 5.50%, due 12/01/2021 3128MCV44 83,173 $84,181.29 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 115,088 $117,069.66 0.00%
Freddie Mac FG G18010, 5.50%, due 09/01/2019 3128MMAL7 11,024 $11,042.00 0.00%
Freddie Mac FG G18056, 5%, due 06/01/2020 3128MMB28 99,807 $101,806.87 0.00%
Freddie Mac FG J02535, 5%, due 09/01/2020 3128PDY87 113,586 $114,440.25 0.00%
Freddie Mac FG P60959, 4.50%, due 09/01/2020 3128CHB46 38,399 $38,393.56 0.00%
FREDDIE MAC Series 2828, Class JE, 4.50%, due 07/15/2019 31395CTG6 4,390 $4,388.99 0.00%
FREDDIE MAC Series 2861, Class BL, 4%, due 09/15/2019 31395GGC0 4,269 $4,266.05 0.00%
FREDDIE MAC Series 2874, Class BC, 5%, due 10/15/2019 31395GZU9 8,122 $8,127.73 0.00%
FREDDIE MAC Series 2885, Class PY, 4.50%, due 11/15/2019 31395J4G8 10,021 $10,018.63 0.00%
FREDDIE MAC Series 2895, Class EK, 4%, due 11/15/2019 31395HV23 20,992 $21,007.70 0.00%
FREDDIE MAC Series 2900, Class PC, 4.50%, due 12/15/2019 31395KJE4 13,384 $13,382.54 0.00%
FREDDIE MAC Series 2920, Class HD, 4.50%, due 01/15/2020 31395LK83 120 $119.61 0.00%
FREDDIE MAC Series 2931, Class DE, 4%, due 02/15/2020 31395MZ51 67,045 $67,213.37 0.00%
FREDDIE MAC Series 2945, Class HB, 5%, due 03/15/2020 31395PK27 3,695 $3,699.40 0.00%
FREDDIE MAC Series 3266, Class D, 5%, due 01/15/2022 31397EHU2 62 $62.50 0.00%
FREDDIE MAC Series 3294, Class DB, 4.50%, due 03/15/2022 31397FS37 9,560 $9,566.35 0.00%
FREDDIE MAC Series 3705, Class CA, 3%, due 08/15/2020 3137A0VG7 37,260 $37,178.84 0.00%
FREDDIE MAC Series 3755, Class AJ, 2%, due 11/15/2020 3137A2EJ6 37,655 $37,373.83 0.00%
FREDDIE MAC Series 3766, Class HE, 3%, due 11/15/2020 3137A2PF2 45,995 $45,905.41 0.00%
FREDDIE MAC Series 3773, Class GK, 2.50%, due 12/15/2020 3137A3TA7 55,862 $55,591.47 0.00%
FREDDIE MAC Series 3820, Class NA, 4.50%, due 02/15/2038 3137A8AK4 106,781 $106,977.88 0.00%
FREDDIE MAC Series 3825, Class AB, 3%, due 08/15/2020 3137A7Z52 541 $540.41 0.00%
FREDDIE MAC Series 3841, Class JK, 3%, due 10/15/2038 3137A8RX8 71,481 $71,431.14 0.00%
FREDDIE MAC Series 3852, Class CA, 3%, due 10/15/2039 3137AB5K3 79,341 $79,324.70 0.00%
FREDDIE MAC Series 3977, Class GA, 1.50%, due 07/15/2019 3137AJZ49 42 $42.07 0.00%
FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 3137AMYK7 167,252 $165,944.32 0.00%
FREDDIE MAC Series 4419, Class TB, 3%, due 02/15/2040 3137BFUH2 12,460 $12,443.28 0.00%
FREDDIE MAC Series 4459, Clas NC, 5%, due 07/15/2025 3137BHU47 70,865 $71,022.93 0.00%
GM Financial Automobile Leasing Trust Series 2017-2, Class A2A, 1.72%, due 01/21/2020 38013MAB2 38,606 $38,500.31 0.00%
GM Financial Automobile Leasing Trust Series 2017-2, Class A2B, Variable rate, due 01/21/2020 38013MAC0 45,972 $45,975.02 0.00%
GM Financial Securitized Term Auto Receivables Tr. Series 2017-2A, Class A2A, 1.61%, due 05/18/2020 36254UAB6 138,280 $138,180.19 0.00%
GNMA GN 781783, 5.50%, due 08/15/2019 36225B6U7 5,803 $5,808.48 0.00%
GNMA GN 781820, 5%, due 11/15/2019 36241KAV0 18,405 $18,457.26 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 70,708 $72,110.33 0.00%
GNMA Series 2009-10, Class MD, 4.50%, due 12/16/2036 38374TBT0 121,038 $122,723.56 0.00%
GNMA Series 2009-52, Class PA, 5%, due 04/16/2039 38375D4U9 18,106 $18,164.72 0.00%
GNMA Series 2010-125, Class BA, 2.08%, due 05/16/2037 38377JXV0 24,436 $24,389.89 0.00%
GNMA Series 2010-125, Class TE, 3%, due 06/20/2039 38377JE25 107,824 $107,883.07 0.00%
GNMA Series 2010-142, Class AJ, 3%, due 09/20/2039 38377MJR8 42,485 $42,415.20 0.00%
GNMA Series 2010-164, Class LE, 3%, due 10/20/2038 38377N3P7 18,724 $18,708.46 0.00%
GNMA Series 2010-164, Class LH, 3.50%, due 10/20/2038 38377N3R3 89,012 $89,042.57 0.00%
GNMA Series 2010-4, Class JC, 3%, due 08/16/2039 38376T2H4 70,430 $70,469.21 0.00%
GNMA Series 2010-47, Class CL, 4%, due 08/20/2038 38376YQ20 5,745 $5,738.34 0.00%
GNMA Series 2010-85, Class NK, 3.25%, due 01/20/2038 38374YWC3 43,210 $43,181.16 0.00%
GNMA Series 2010-87, Class HE, 3%, due 11/20/2038 38374YS79 103,509 $103,726.60 0.00%
GNMA Series 2011-115, Class PD, 2%, due 10/20/2038 38377XPJ5 36,434 $36,257.60 0.00%
GNMA Series 2011-24, Class NE, 3.50%, due 04/20/2039 38377TU58 58,928 $58,929.28 0.00%
GNMA Series 2011-37, Class PG, 3%, due 05/20/2040 38377QU62 102,759 $102,496.86 0.00%
GNMA Series 2011-40, Class CA, 3%, due 12/16/2025 38377UJH2 54,711 $54,697.03 0.00%
GNMA Series 2014-180, Class PA, 2.50%, due 04/20/2043 38379HVE2 135,890 $135,468.52 0.00%
GNMA Series 2014-28, Class A, 2%, due 01/16/2046 38378NZC0 23,673 $23,281.38 0.00%
Hyundai Auto Lease Securitization Trust Series 2017-B, Class A2B, Variable rate, due 12/16/2019 44891GAC8 10,850 $10,850.64 0.00%
RBSSP RESECURITIZATION TRUST Series 2009-12, Class 20A1, Variable rate, due 12/25/2035 74928UCC9 36,254 $36,474.89 0.00%
Structured Asset Investment Loan Trust Series 2004-10, Class A7, Variable rate, due 11/25/2034 86358ENX0 109,559 $110,279.83 0.00%
Wells Fargo Home Equity Trust Series 2005-3, Class M3, Variable rate, due 11/25/2035 9497ENAC7 16,235 $16,277.18 0.00%
US Dollar $USD -62,268,437 ($62,268,437.09) -1.48%
Holdings are subject to change.

* The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.


 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial advisors are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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