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