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First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 9/21/2018 *

Total Number of Holdings (excluding cash): 683

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 0.875%, due 06/15/2019 912828R85 36,500,000 $36,075,830.22 1.38%
U.S. Treasury Note, 1.125%, due 01/31/2019 912828V56 34,950,000 $34,805,513.90 1.33%
U.S. Treasury Note, 0.75%, due 02/15/2019 912828P53 33,000,000 $32,796,327.96 1.26%
U.S. Treasury Note, 0.875%, due 05/15/2019 912828R44 20,000,000 $19,799,609.41 0.76%
U.S. Treasury Note, 0.875%, due 04/15/2019 912828Q52 19,600,000 $19,431,179.71 0.74%
CANADIAN NATURAL RESOURCES 0%, due 09/25/2018 13638XJR2 17,000,000 $16,998,858.79 0.65%
PLAINS MIDSTREAM CANADA 0%, due 09/24/2018 72651WJQ4 15,000,000 $15,000,000.00 0.58%
ENABLE MIDST PARTNERS LP 0%, due 10/25/2018 29248FKR7 15,000,000 $14,964,403.95 0.57%
PLAINS ALL AMER PIPELINE 0%, due 09/27/2018 72650XJT7 15,000,000 $14,996,249.10 0.57%
WILLIAMS COMPANIES INC 0%, due 10/22/2018 96946UKN7 15,000,000 $14,967,326.55 0.57%
Chrysler Capital Auto Receivables Trust Series 2016-BA, Class A3, 1.64%, due 07/15/2021 17119BAC1 14,137,257 $14,061,677.42 0.54%
ENERGY TRANSFER PART LP 0%, due 09/24/2018 29277FJQ5 14,000,000 $14,000,000.00 0.54%
Hyundai Auto Lease Securitization Trust Series 2018-B, Class A2, 3.08%, due 12/15/2020 44935QAB6 14,100,000 $14,084,662.02 0.54%
Ford Credit Auto Lease Trust Series 2017-A, Class A3, 1.88%, due 04/15/2020 34531GAD3 13,056,000 $13,018,313.87 0.50%
BANK OF AMERICA CORP Variable rate, due 06/25/2022 06051GHJ1 12,556,000 $12,594,376.41 0.48%
ENABLE MIDST PARTNERS LP 0%, due 10/05/2018 29248FK55 12,500,000 $12,489,294.75 0.48%
CAMPBELL SOUP COMPANY 0%, due 10/18/2018 13443DKJ7 12,000,000 $11,979,713.88 0.46%
ENERGY TRANSFER PART LP 0%, due 09/27/2018 29277FJT9 12,000,000 $11,997,249.24 0.46%
ROYAL CARIBBEAN CRUISES 0%, due 10/23/2018 78015GKP7 12,000,000 $11,973,996.72 0.46%
SUNTRUST BANK Variable rate, due 08/02/2022 86787EAW7 11,846,000 $11,877,434.55 0.46%
HSBC HOLDINGS PLC Variable rate, due 05/18/2021 404280BQ1 11,762,000 $11,779,799.20 0.45%
Securitized Term Auto Receivables Trust Series 2017-1A, Class A3, 1.89%, due 08/25/2020 81379JAD3 11,678,460 $11,629,347.76 0.45%
AERCAP IRELAND CAP LTD/A 3.75%, due 05/15/2019 00772BAD3 10,805,000 $10,852,047.24 0.42%
ARROW ELECTRONICS INC 0%, due 09/28/2018 04273MJU8 11,000,000 $10,996,716.39 0.42%
CONSOLIDATED EDISON CO OF NY N/C, Variable rate, due 06/25/2021 209111FR9 11,000,000 $11,057,781.90 0.42%
CONSTELLATION BRANDS INC 0%, due 11/13/2018 21037DLD4 11,000,000 $10,961,567.54 0.42%
CVS HEALTH CORP N/C, Variable rate, due 03/09/2020 126650DB3 11,000,000 $11,059,772.79 0.42%
Honda Auto Receivables Owner Trust Series 2018-3, Class A2, 2.67%, due 12/22/2020 43815HAB3 11,000,000 $10,992,515.60 0.42%
UNITED TECHNOLOGIES CORP Variable rate, due 08/16/2021 913017CZ0 11,000,000 $11,031,673.84 0.42%
WILLIAMS COMPANIES INC 0%, due 10/18/2018 96946UKJ6 11,000,000 $10,979,191.08 0.42%
BAYER US FINANCE II LLC Variable rate, due 06/25/2021 07274NAC7 10,000,000 $10,043,674.80 0.39%
CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 20826FAH9 9,883,000 $10,065,986.02 0.39%
MORGAN STANLEY Variable rate, due 02/10/2021 61744YAM0 10,220,000 $10,255,227.22 0.39%
AUTONATION INC 0%, due 09/26/2018 05330NJS9 9,900,000 $9,898,624.40 0.38%
BELL CANADA 0%, due 11/08/2018 07787QL87 10,000,000 $9,968,652.00 0.38%
BEMIS CO 0%, due 10/03/2018 08143UK37 10,000,000 $9,993,398.10 0.38%
CAMPBELL SOUP COMPANY 0%, due 10/05/2018 13443DK57 10,000,000 $9,992,164.40 0.38%
ENABLE MIDST PARTNERS LP 0%, due 10/15/2018 29248FKF3 10,000,000 $9,984,221.60 0.38%
ENTERGY CORP 0%, due 11/26/2018 29366GLS8 10,000,000 $9,957,034.40 0.38%
GLENCORE FUNDING LLC 0%, due 10/26/2018 37790BKS9 10,000,000 $9,978,622.50 0.38%
GM Financial Automobile Leasing Trust Series 2018-2, Class A2A, 2.83%, due 07/20/2020 36255KAB7 10,000,000 $10,002,006.00 0.38%
HARRIS CORPORATION 0%, due 10/18/2018 41388FKJ0 10,000,000 $9,983,326.40 0.38%
KRAFT HEINZ FOODS CO 0%, due 10/01/2018 50076UK14 10,000,000 $9,995,340.40 0.38%
ROYAL CARIBBEAN CRUISES 0%, due 10/05/2018 78015GK51 10,000,000 $9,991,890.80 0.38%
ROYAL CARIBBEAN CRUISES 0%, due 10/10/2018 78015GKA0 10,000,000 $9,988,207.50 0.38%
SUNCOR ENERGY INC 0%, due 10/10/2018 86723BKA7 10,000,000 $9,989,300.50 0.38%
JPMORGAN CHASE & CO Variable rate, due 03/09/2021 46647PAC0 9,500,000 $9,534,447.67 0.37%
SOUTHERN CO Variable rate, due 02/14/2020 842587DB0 9,595,000 $9,596,020.33 0.37%
BMW US CAPITAL LLC N/C, Variable rate, due 08/13/2021 05565EBD6 9,400,000 $9,433,667.60 0.36%
GM Financial Securitized Term Auto Receivables Tr. Series 2017-1A, Class A3, 1.78%, due 10/18/2021 36254AAD6 9,500,000 $9,395,917.05 0.36%
KEY BANK NA N/C, 2.35%, due 03/08/2019 49327M2N3 9,525,000 $9,516,662.58 0.36%
MOLSON COORS BREWING CO 1.90%, due 03/15/2019 60871RAM2 9,200,000 $9,163,874.54 0.35%
MONDELEZ INTERNATIONAL 0%, due 11/01/2018 60920WL16 9,250,000 $9,227,112.17 0.35%
VERIZON COMMUNICATIONS N/C, Variable rate, due 05/22/2020 92343VDZ4 9,000,000 $9,054,189.54 0.35%
World Omni Automobile Lease Securitization Trust Series 2018-B, Class A2A, 2.96%, due 06/15/2021 98162CAB7 9,000,000 $8,999,935.20 0.35%
ALLERGAN FUNDING SCS 2.45%, due 06/15/2019 00507UAD3 9,000,000 $8,969,895.45 0.34%
EXPRESS SCRIPTS HOLDING 2.25%, due 06/15/2019 30219GAH1 9,000,000 $8,960,155.83 0.34%
MORGAN STANLEY N/C, Variable rate, due 01/20/2022 61746BEE2 8,625,000 $8,752,157.34 0.34%
GENERAL MOTORS CO 3.50%, due 10/02/2018 37045VAD2 8,530,000 $8,531,557.32 0.33%
GM Financial Automobile Leasing Trust Series 2016-1, Class C, 3.24%, due 03/20/2020 36250UAG9 8,526,000 $8,537,331.06 0.33%
ANTHEM INC 2.25%, due 08/15/2019 94973VBH9 8,500,000 $8,456,102.01 0.32%
DISCOVERY COMMUNICATIONS N/C, Variable rate, due 09/20/2019 25470DAP4 8,200,000 $8,236,173.07 0.32%
WESTPAC BANKING CORP N/C, Variable rate, due 01/25/2021 961214DV2 8,261,000 $8,274,434.37 0.32%
AMGEN INC Variable rate, due 05/11/2020 031162CN8 8,000,000 $8,037,698.96 0.31%
ARROW ELECTRONICS INC 0%, due 09/26/2018 04273MJS3 8,000,000 $7,998,797.68 0.31%
BANK OF AMERICA CORP Variable rate, due 10/01/2021 06051GGU7 8,000,000 $8,045,554.08 0.31%
CITIZENS BANK NA/RI 2.50%, due 03/14/2019 17401QAD3 8,000,000 $7,997,563.92 0.31%
CREDIT AGRICOLE LONDON N/C, 2.50%, due 04/15/2019 22532LAL8 8,000,000 $7,988,532.64 0.31%
ELECTRICITE DE FRANCE 0%, due 09/25/2018 28504HJR6 8,000,000 $7,999,469.12 0.31%
ENERGY TRANSFER PART LP 0%, due 10/03/2018 29277FK34 8,000,000 $7,994,397.84 0.31%
ENTERGY CORP 0%, due 10/03/2018 29366GK34 8,000,000 $7,995,285.20 0.31%
GLENCORE FUNDING LLC 0%, due 11/09/2018 37790BL90 8,000,000 $7,974,364.32 0.31%
HUMANA INC 0%, due 10/23/2018 44486JKP3 8,000,000 $7,983,756.56 0.31%
INTL LEASE FINANCE CORP N/C, 5.875%, due 04/01/2019 459745GL3 8,027,000 $8,144,018.81 0.31%
KEURIG DR PEPPER INC 0%, due 09/28/2018 49271KJU9 8,000,000 $7,997,904.72 0.31%
LLOYDS BANK PLC N/C, Variable rate, due 05/07/2021 53944VAQ2 8,000,000 $8,023,043.52 0.31%
MONDELEZ INTL HLDINGS NL N/C, Variable rate, due 10/28/2019 60920LAB0 8,000,000 $8,031,908.88 0.31%
REGIONS BANK Variable rate, due 04/01/2021 759187CC9 8,200,000 $8,199,485.04 0.31%
SANTANDER UK PLC N/C, Variable rate, due 06/01/2021 80283LAU7 8,000,000 $8,050,588.40 0.31%
SCHLUMBERGER HLDGS CORP 0%, due 10/09/2018 80686EK92 8,000,000 $7,991,837.36 0.31%
TRANSCANADA PIPELINES 0%, due 11/07/2018 89355QL79 8,000,000 $7,975,478.96 0.31%
FIFTH THIRD BANK Variable rate, due 07/26/2021 31677QBP3 7,725,000 $7,742,809.37 0.30%
GM Financial Automobile Leasing Trust Series 2018-3, Class A2A, 2.89%, due 09/21/2020 36256GAB5 7,750,000 $7,749,533.45 0.30%
VW CREDIT INC 0%, due 03/18/2019 91842KQJ8 8,000,000 $7,894,174.24 0.30%
AUTONATION INC 0%, due 09/28/2018 05330NJU4 7,500,000 $7,497,899.55 0.29%
BAT CAPITAL CORP N/C, Variable rate, due 08/14/2020 05526DAS4 7,500,000 $7,529,593.73 0.29%
CHEVRON CORP N/C, Variable rate, due 05/16/2021 166764BF6 7,500,000 $7,658,766.45 0.29%
CONSTELLATION BRANDS INC 0%, due 10/04/2018 21037DK45 7,500,000 $7,495,040.03 0.29%
Ford Credit Auto Lease Trust Series 2018-B, Class A2A, 2.93%, due 04/15/2021 34531LAB6 7,500,000 $7,503,154.50 0.29%
GENERAL MOTORS FINL CO 0%, due 10/01/2018 37046UK18 7,500,000 $7,496,193.53 0.29%
GENERAL MOTORS FINL CO 0%, due 10/11/2018 37046UKB6 7,500,000 $7,491,075.00 0.29%
JPMORGAN CHASE & CO Variable rate, due 06/18/2022 46647PAT3 7,500,000 $7,519,350.00 0.29%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/30/2021 78013XKH0 7,457,000 $7,478,133.22 0.29%
SPECTRA ENERGY PARTNERS 0%, due 10/01/2018 84757BK11 7,500,000 $7,496,596.58 0.29%
AMERICAN EXPRESS CO Variable rate, due 10/30/2020 025816BQ1 7,400,000 $7,405,391.86 0.28%
California Republic Auto Receivables Trust Series 2016-2, Class A4, 1.83%, due 12/15/2021 13057YAD2 7,285,000 $7,207,497.80 0.28%
GOLDMAN SACHS GROUP INC Variable rate, due 11/15/2021 38145GAF7 7,308,000 $7,408,320.42 0.28%
Nissan Auto Receivables Owner Trust Series 2016-B, Class A3, 1.32%, due 01/15/2021 65478VAD9 7,255,953 $7,200,028.76 0.28%
PHILLIPS 66 N/C, Variable rate, due 02/26/2021 718546AS3 7,419,000 $7,429,268.64 0.28%
ROCKWELL COLLINS INC 1.95%, due 07/15/2019 774341AG6 7,415,000 $7,364,449.72 0.28%
AT&T INC N/C, Variable rate, due 01/15/2020 00206RDU3 7,000,000 $7,036,399.51 0.27%
AUTONATION INC 0%, due 09/25/2018 05330NJR1 7,000,000 $6,999,513.92 0.27%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/20/2021 064159LH7 6,960,000 $6,986,408.47 0.27%
BOSTON SCIENTIFIC CORP 0%, due 10/16/2018 10114BKG1 7,000,000 $6,989,385.97 0.27%
BOSTON SCIENTIFIC CORP 0%, due 10/17/2018 10114BKH9 7,000,000 $6,988,904.30 0.27%
BOSTON SCIENTIFIC CORP 0%, due 10/24/2018 10114BKQ9 7,000,000 $6,985,533.31 0.27%
CAPITAL ONE NA 1.85%, due 09/13/2019 14042RBS9 7,005,000 $6,933,265.58 0.27%
CHARLES SCHWAB CORP Variable rate, due 05/21/2021 808513AV7 7,000,000 $7,028,008.19 0.27%
CONSTELLATION BRANDS INC 0%, due 10/29/2018 21037DKV5 7,000,000 $6,982,954.16 0.27%
DISCOVER BANK 2.60%, due 11/13/2018 254672UH9 7,002,000 $7,002,796.91 0.27%
ENBRIDGE ENERGY PARTNERS 0%, due 10/17/2018 2925A3KH0 7,000,000 $6,986,709.80 0.27%
ENERGY TRANSFER PART LP 0%, due 09/25/2018 29277FJR3 7,000,000 $6,999,474.58 0.27%
ENERGY TRANSFER PART LP 0%, due 09/26/2018 29277FJS1 7,000,000 $6,998,930.54 0.27%
ENTERGY CORP 0%, due 10/24/2018 29366GKQ3 7,000,000 $6,984,948.18 0.27%
ENTERPRISE PRODUCTS OPER 0%, due 10/23/2018 29380DKP4 7,000,000 $6,986,852.88 0.27%
FORD MOTOR CREDIT CO LLC N/C, 2.375%, due 03/12/2019 345397WP4 7,000,000 $6,979,876.12 0.27%
GENERAL MILLS INC N/C, Variable rate, due 04/16/2021 370334CB8 7,000,000 $7,029,616.02 0.27%
GLENCORE FUNDING LLC 0%, due 10/03/2018 37790BK34 7,000,000 $6,995,968.28 0.27%
GLENCORE FUNDING LLC 0%, due 11/19/2018 37790BLK5 7,000,000 $6,972,439.46 0.27%
HALFMOON PARENT INC N/C, Variable rate, due 03/17/2020 40573LAA4 7,000,000 $7,005,493.18 0.27%
HALFMOON PARENT INC Variable rate, due 09/17/2021 40573LAJ5 7,000,000 $7,009,272.48 0.27%
HITACHI CAP AMER CORP 0%, due 10/10/2018 43357MKA7 7,000,000 $6,992,682.69 0.27%
MARRIOTT INTERNATIONAL 0%, due 11/05/2018 57163UL53 7,000,000 $6,979,892.15 0.27%
MORGAN STANLEY Variable rate, due 02/14/2020 61746BEH5 7,000,000 $7,018,186.21 0.27%
NASDAQ INC 0%, due 10/24/2018 63111FKQ2 7,000,000 $6,986,455.35 0.27%
NASDAQ INC 0%, due 11/14/2018 63111FLE8 7,000,000 $6,976,182.57 0.27%
NUTRIEN LTD 0%, due 10/22/2018 67077VKN7 7,000,000 $6,986,902.79 0.27%
REGIONS BANK Variable rate, due 08/13/2021 759187CE5 7,000,000 $7,006,087.55 0.27%
ROPER TECHNOLOGIES INC 2.05%, due 10/01/2018 776696AF3 7,000,000 $6,999,304.76 0.27%
ROYAL CARIBBEAN CRUISES 0%, due 09/24/2018 78015GJQ7 7,000,000 $7,000,000.00 0.27%
ROYAL CARIBBEAN CRUISES 0%, due 10/02/2018 78015GK28 7,000,000 $6,995,869.86 0.27%
TORONTO-DOMINION BANK N/C, 1.45%, due 08/13/2019 89114QBJ6 7,000,000 $6,919,337.95 0.27%
UBS AG LONDON Variable rate, due 06/08/2020 902674XE5 7,000,000 $7,030,268.00 0.27%
AT&T INC N/C, Variable rate, due 11/27/2018 00206RCB6 6,831,000 $6,841,931.31 0.26%
CITIBANK NA Variable rate, due 07/23/2021 17325FAR9 6,828,000 $6,868,652.27 0.26%
Hyundai Auto Receivables Trust Series 2015-A, Class C, 1.98%, due 07/15/2020 44890WAF7 6,875,000 $6,851,121.06 0.26%
PNC BANK NA N/C, Variable rate, due 05/19/2020 69353RFD5 6,750,000 $6,773,169.78 0.26%
TRANSCANADA PIPELINES N/C, Variable rate, due 11/15/2019 89352HAU3 6,840,000 $6,853,184.10 0.26%
ALBEMARLE CORP 0%, due 09/26/2018 01265RJS8 6,400,000 $6,399,173.63 0.25%
BANK OF AMERICA NA Variable rate, due 08/28/2020 06050TMH2 6,417,000 $6,424,105.29 0.25%
CITIGROUP INC N/C, Variable rate, due 06/07/2019 172967KT7 6,500,000 $6,536,358.08 0.25%
CONSTELLATION BRANDS INC 0%, due 10/30/2018 21037DKW3 6,500,000 $6,483,721.73 0.25%
DOLLAR TREE INC Variable rate, due 04/17/2020 256746AE8 6,520,000 $6,532,032.08 0.25%
GM Financial Automobile Leasing Trust Series 2016-3, Class A4, 1.78%, due 05/20/2020 36251MAE1 6,488,000 $6,454,873.57 0.25%
GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2020 38148LAB2 6,500,000 $6,583,591.50 0.25%
RYDER SYSTEM INC 2.45%, due 11/15/2018 78355HJV2 6,435,000 $6,434,369.18 0.25%
AMGEN INC 2.20%, due 05/22/2019 031162BU3 6,391,000 $6,370,997.64 0.24%
SPECTRA ENERGY PARTNERS 0%, due 10/19/2018 84757BKK9 6,400,000 $6,389,240.13 0.24%
UBS GROUP FUNDING N/C, Variable rate, due 04/14/2021 90351DAE7 6,000,000 $6,183,619.56 0.24%
AMERICAN EXPRESS CO Variable rate, due 05/17/2021 025816BV0 6,000,000 $6,039,559.74 0.23%
AUTONATION INC 0%, due 09/27/2018 05330NJT7 6,000,000 $5,998,725.00 0.23%
BOSTON SCIENTIFIC CORP 0%, due 10/04/2018 10114BK48 6,000,000 $5,995,911.12 0.23%
CAPITAL ONE FINANCIAL CORP Variable rate, due 05/12/2020 14040HBQ7 6,000,000 $6,040,247.10 0.23%
CVS HEALTH CORP N/C, Variable rate, due 03/09/2021 126650DD9 6,000,000 $6,049,437.12 0.23%
DIAMOND 1 FIN/DIAMOND 2 3.48%, due 06/01/2019 25272KAA1 6,000,000 $6,018,862.98 0.23%
DOW CHEMICAL COMPANY 0%, due 11/05/2018 26055BL51 6,000,000 $5,983,241.10 0.23%
Ford Credit Auto Lease Trust Series 2018-A, Class A2A, 2.81%, due 12/15/2020 34531JAB1 6,000,000 $5,995,449.60 0.23%
GENERAL MOTORS FINL CO 0%, due 09/24/2018 37046UJQ5 6,000,000 $6,000,000.00 0.23%
GM Financial Automobile Leasing Trust Series 2016-1, Class B, 2.59%, due 03/20/2020 36250UAF1 5,889,000 $5,889,325.66 0.23%
HARRIS CORPORATION 0%, due 10/09/2018 41388FK92 5,900,000 $5,893,970.08 0.23%
HP ENTERPRISE CO N/C, 2.10%, due 10/04/2019 42824CAZ2 6,000,000 $5,948,166.18 0.23%
HP INC 0%, due 10/22/2018 44331CKN0 6,000,000 $5,987,714.34 0.23%
HUMANA INC 0%, due 10/17/2018 44486JKH1 6,000,000 $5,990,567.40 0.23%
HUNTINGTON NATIONAL BANK 2.20%, due 04/01/2019 446438RG0 6,000,000 $5,987,401.38 0.23%
HYUNDAI CAPITAL AMERICA 0%, due 09/27/2018 44890NJT8 6,000,000 $5,998,706.70 0.23%
KRAFT HEINZ FOODS CO 0%, due 10/16/2018 50076UKG1 6,000,000 $5,991,067.08 0.23%
MIZUHO FINANCIAL GROUP N/C, Variable rate, due 09/13/2021 60687YAF6 6,000,000 $6,102,639.36 0.23%
MORGAN STANLEY N/C, Variable rate, due 01/27/2020 61747YDX0 6,000,000 $6,079,045.61 0.23%
NEWELL BRANDS INC 2.15%, due 10/15/2018 651229AR7 6,000,000 $5,998,535.46 0.23%
NUTRIEN LTD 0%, due 10/23/2018 67077VKP2 6,000,000 $5,988,719.34 0.23%
NUTRIEN LTD 0%, due 10/25/2018 67077VKR8 6,000,000 $5,987,281.32 0.23%
NUTRIEN LTD 0%, due 10/29/2018 67077VKV9 6,000,000 $5,985,973.80 0.23%
TYSON FOODS INC N/C, Variable rate, due 06/02/2020 902494BB8 6,084,000 $6,109,171.21 0.23%
VERIZON COMMUNICATIONS Variable rate, due 03/16/2022 92343VDX9 6,000,000 $6,128,831.23 0.23%
WEC ENERGY GROUP INC 0%, due 10/11/2018 92930WKB6 6,000,000 $5,993,393.64 0.23%
ABN AMRO BANK NV N/C, 2.50%, due 10/30/2018 00084DAG5 5,650,000 $5,656,893.00 0.22%
ARROW ELECTRONICS INC 0%, due 09/27/2018 04273MJT1 5,750,000 $5,748,703.84 0.22%
CREDIT SUISSE NEW YORK N/C, 2.30%, due 05/28/2019 22546QAN7 5,696,000 $5,680,641.99 0.22%
ENBRIDGE ENERGY PARTNERS 0%, due 10/02/2018 2925A3K23 5,800,000 $5,795,986.11 0.22%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 12/19/2018 59217GCB3 5,655,000 $5,660,098.33 0.22%
PHILLIPS 66 Variable rate, due 04/15/2019 718546AM6 5,625,000 $5,627,720.70 0.22%
TRANSCANADA PIPELINES 0%, due 11/05/2018 89355QL53 5,780,000 $5,763,704.91 0.22%
WELLS FARGO BANK NA Variable rate, due 07/23/2021 94988J5Q6 5,793,000 $5,809,533.40 0.22%
World Omni Automobile Lease Securitization Trust Series 2018-A, Class A2, 2.59%, due 08/17/2020 98161YAB0 5,666,549 $5,657,123.76 0.22%
CarMax Auto Owner Trust Series 2017-1, Class A3, 1.98%, due 11/15/2021 14314JAC4 5,410,000 $5,366,243.38 0.21%
DIAGEO CAPITAL PLC N/C, Variable rate, due 05/18/2020 25243YAW9 5,500,000 $5,507,186.57 0.21%
ENCANA CORP 6.50%, due 05/15/2019 292505AH7 5,495,000 $5,607,428.19 0.21%
GM Financial Automobile Leasing Trust Series 2016-3, Class A3, 1.61%, due 12/20/2019 36251MAD3 5,470,666 $5,462,979.38 0.21%
RYDER SYSTEM INC 2.55%, due 06/01/2019 78355HJW0 5,612,000 $5,600,534.07 0.21%
TRANSCANADA PIPELINES N/C, 2.125%, due 11/15/2019 89352HAV1 5,500,000 $5,444,187.54 0.21%
California Republic Auto Receivables Trust Series 2015-3, Class B, 2.70%, due 09/15/2021 13056JAE4 5,349,000 $5,319,339.26 0.20%
NASDAQ INC N/C, Variable rate, due 03/22/2019 631103AH1 5,300,000 $5,306,801.86 0.20%
ABN AMRO BANK NV N/C, Variable rate, due 08/27/2021 00084DAS9 5,000,000 $5,017,830.00 0.19%
AIR LEASE CORP 3.375%, due 01/15/2019 00912XAL8 5,000,000 $5,006,762.10 0.19%
AMERICAN INTL GROUP 2.30%, due 07/16/2019 026874CZ8 5,074,000 $5,052,069.31 0.19%
AT&T INC 0%, due 05/28/2019 0020A3SU5 5,000,000 $4,900,916.65 0.19%
AT&T INC 0%, due 12/06/2018 0020A3M64 5,000,000 $4,971,366.15 0.19%
AT&T INC N/C, Variable rate, due 07/15/2021 00206RDV1 5,000,000 $5,061,291.75 0.19%
AUTONATION INC 0%, due 10/03/2018 05330NK32 5,000,000 $4,996,786.35 0.19%
BAYER US FINANCE II LLC 2.125%, due 07/15/2019 07274NAT0 5,000,000 $4,957,548.35 0.19%
BELL CANADA 0%, due 12/10/2018 07787QMA1 5,000,000 $4,972,702.10 0.19%
BP CAPITAL MARKETS PLC Variable rate, due 09/19/2022 05565QDQ8 5,000,000 $5,074,300.00 0.19%
BUNGE ASSET FUNDING CORP 0%, due 10/09/2018 12056UK91 5,000,000 $4,995,089.10 0.19%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 09/07/2021 14913Q2P3 4,839,000 $4,843,161.54 0.19%
CONSTELLATION BRANDS INC 0%, due 10/17/2018 21037DKH6 5,000,000 $4,992,168.30 0.19%
CONSTELLATION BRANDS INC 0%, due 11/05/2018 21037DL51 5,000,000 $4,985,396.40 0.19%
DEUTSCHE TELEKOM INT FIN 1.50%, due 09/19/2019 25156PAS2 5,000,000 $4,926,021.20 0.19%
ENBRIDGE ENERGY PARTNERS 0%, due 10/01/2018 2925A3K15 5,000,000 $4,997,057.75 0.19%
ENBRIDGE ENERGY PARTNERS 0%, due 10/05/2018 2925A3K56 5,000,000 $4,995,378.75 0.19%
ENBRIDGE ENERGY PARTNERS 0%, due 10/09/2018 2925A3K98 5,000,000 $4,993,708.35 0.19%
ENBRIDGE ENERGY PARTNERS 0%, due 10/15/2018 2925A3KF4 5,000,000 $4,991,183.55 0.19%
ENBRIDGE ENERGY PARTNERS 0%, due 10/18/2018 2925A3KJ6 5,000,000 $4,989,631.85 0.19%
ENBRIDGE INC N/C, Variable rate, due 01/10/2020 29250NAU9 5,000,000 $4,999,362.45 0.19%
GENERAL MOTORS FINL CO 0%, due 10/19/2018 37046UKK6 5,000,000 $4,991,142.05 0.19%
GLENCORE FUNDING LLC 0%, due 10/22/2018 37790BKN0 5,000,000 $4,990,391.80 0.19%
HITACHI CAP AMER CORP 0%, due 10/15/2018 43357MKF6 5,000,000 $4,993,140.90 0.19%
INTESA SANPAOLO NEW YORK N/C, Variable rate, due 07/17/2019 46115LVF2 5,000,000 $5,002,568.70 0.19%
JP MORGAN CHASE BANK NA N/C, Variable rate, due 04/26/2021 48125LRP9 5,000,000 $5,005,739.80 0.19%
JPMORGAN CHASE & CO Variable rate, due 06/01/2021 46647PAG1 5,000,000 $5,031,300.75 0.19%
KEURIG DR PEPPER INC 0%, due 10/12/2018 49271KKC7 5,000,000 $4,994,165.95 0.19%
KRAFT HEINZ FOODS CO 0%, due 10/04/2018 50076UK48 5,000,000 $4,996,671.95 0.19%
KRAFT HEINZ FOODS CO 0%, due 10/23/2018 50076UKP1 5,000,000 $4,990,067.90 0.19%
MACQUARIE BANK LTD N/C, Variable rate, due 01/15/2019 55608PAU8 5,000,000 $5,014,072.05 0.19%
MARRIOTT INTERNATIONAL 0%, due 10/18/2018 57163UKJ4 5,000,000 $4,991,748.55 0.19%
Mercedes-Benz Auto Lease Trust Series 2018-A, Class A2, 2.20%, due 04/15/2020 58772QAB2 4,916,000 $4,913,492.84 0.19%
MONDELEZ INTERNATIONAL 0%, due 12/03/2018 60920WM31 5,000,000 $4,975,964.65 0.19%
NBCUNIVERSAL ENTERPRISE N/C, Variable rate, due 04/01/2021 63946CAG3 5,000,000 $5,009,420.60 0.19%
NEXTERA ENERGY CAPITAL N/C, Variable rate, due 09/03/2019 65339KAX8 5,000,000 $5,009,926.90 0.19%
NORTHROP GRUMMAN CORP 0%, due 10/17/2018 66681MKH0 5,000,000 $4,992,312.85 0.19%
NUTRIEN LTD 0%, due 10/01/2018 67077VK15 5,000,000 $4,997,719.80 0.19%
NUTRIEN LTD 0%, due 10/09/2018 67077VK98 5,000,000 $4,995,200.65 0.19%
NUTRIEN LTD 0%, due 10/17/2018 67077VKH0 5,000,000 $4,992,412.70 0.19%
ONCOR ELECTRIC DELIVERY 0%, due 10/04/2018 68236GK48 5,000,000 $4,996,795.95 0.19%
ONCOR ELECTRIC DELIVERY 0%, due 11/05/2018 68236GL54 5,000,000 $4,985,956.95 0.19%
SHERWIN-WILLIAMS CO 0%, due 10/10/2018 82434UKA4 5,000,000 $4,994,426.65 0.19%
SHERWIN-WILLIAMS CO 0%, due 10/11/2018 82434UKB2 5,000,000 $4,994,215.25 0.19%
Sierra Receivables Funding Co. LLC Series 2016-3A, Class A, 2.43%, due 10/20/2033 82652YAA2 5,145,155 $5,039,322.95 0.19%
SUMITOMO MITSUI BANKING N/C, 2.25%, due 07/11/2019 865622BM5 5,000,000 $4,979,292.65 0.19%
SUNCOR ENERGY INC 0%, due 12/10/2018 86723BMA5 5,000,000 $4,972,916.40 0.19%
TELUS CORP 0%, due 10/23/2018 87974WKP2 5,000,000 $4,990,135.45 0.19%
Toyota Auto Receivables Owner Trust Series 2018-C, Class A2A, 2.99%, due 08/16/2021 89231AAB7 5,000,000 $4,995,899.50 0.19%
TRANSCANADA PIPELINES 0%, due 09/27/2018 89355QJT4 5,000,000 $4,998,996.40 0.19%
TRANSCANADA PIPELINES 0%, due 10/25/2018 89355QKR6 5,000,000 $4,989,108.05 0.19%
UBS AG STAMFORD CT N/C, 2.375%, due 08/14/2019 90261XHE5 5,000,000 $4,980,365.65 0.19%
UNITEDHEALTH GROUP INC N/C, Variable rate, due 06/15/2021 91324PDG4 5,000,000 $5,011,074.30 0.19%
US BANK NA CINCINNATI Variable rate, due 07/24/2020 90331HNW9 5,000,000 $5,011,038.30 0.19%
VF CORPORATION 0%, due 10/26/2018 91820NKS4 5,000,000 $4,989,493.90 0.19%
WEC ENERGY GROUP INC 0%, due 10/04/2018 92930WK42 5,000,000 $4,996,733.55 0.19%
AUTONATION INC 0%, due 09/24/2018 05330NJQ3 4,600,000 $4,600,000.00 0.18%
BOSTON SCIENTIFIC CORP 0%, due 10/18/2018 10114BKJ5 4,650,000 $4,642,309.37 0.18%
CarMax Auto Owner Trust 1.39%, due 05/17/2021 14314EAC5 4,678,459 $4,652,000.57 0.18%
CITIGROUP INC Variable rate, due 01/10/2020 172967LE9 4,675,000 $4,710,221.08 0.18%
CITIGROUP INC Variable rate, due 04/25/2022 172967LH2 4,707,000 $4,765,827.85 0.18%
DOMINION RESOURCES INC 1.60%, due 08/15/2019 25746UCH0 4,815,000 $4,762,826.35 0.18%
GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 38148YAB4 4,630,000 $4,653,483.41 0.18%
MORGAN STANLEY N/C, Variable rate, due 01/24/2019 61746BDN3 4,750,000 $4,762,968.35 0.18%
VW CREDIT INC 0%, due 11/14/2018 91842KLE4 4,700,000 $4,684,141.64 0.18%
AMERICAN EXPRESS CREDIT CORP N/C, Variable rate, due 03/18/2019 0258M0DL0 4,500,000 $4,509,845.91 0.17%
CAPITAL ONE NA Variable rate, due 09/13/2019 14042RBU4 4,370,000 $4,393,779.36 0.17%
ELEMENT RAIL LEASING LLC 2.299%, due 04/19/2044 28618WAA2 4,364,410 $4,311,083.94 0.17%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 03/12/2019 345397WQ2 4,500,000 $4,503,911.90 0.17%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 11/04/2019 345397WX7 4,350,000 $4,357,733.30 0.17%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 04/25/2019 38141GVV3 4,500,000 $4,524,336.77 0.17%
KEY BANK NA N/C, 1.60%, due 08/22/2019 49327M2P8 4,435,000 $4,386,549.67 0.17%
MACQUARIE GROUP LTD N/C, 3%, due 12/03/2018 55608JAF5 4,500,000 $4,504,512.33 0.17%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/13/2019 654740AQ2 4,500,000 $4,512,088.85 0.17%
PSEG POWER LLC 2.45%, due 11/15/2018 69362BAZ5 4,338,000 $4,337,631.66 0.17%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 01/17/2020 865622CK8 4,475,000 $4,479,263.69 0.17%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 10/18/2019 865622CG7 4,525,000 $4,532,126.88 0.17%
AVIATION CAPITAL GROUP N/C, Variable rate, due 07/30/2021 05369AAE1 4,250,000 $4,266,805.05 0.16%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGX1 4,289,000 $4,277,636.85 0.16%
BMW Vehicle Lease Trust Series 2016-2, Class A3, 1.43%, due 09/20/2019 05582XAD4 4,115,379 $4,103,242.16 0.16%
ENTERPRISE PRODUCTS OPER 2.55%, due 10/15/2019 29379VBD4 4,232,000 $4,212,857.23 0.16%
FANNIE MAE Series 2013-1, Class KC, 2%, due 07/25/2040 3136ABB77 4,269,653 $4,193,606.47 0.16%
GENERAL MILLS INC 5.65%, due 02/15/2019 370334BH6 4,000,000 $4,046,092.32 0.16%
Mercedes-Benz Auto Lease Trust Series 2016-B, Class A4, 1.52%, due 06/15/2022 58768MAD3 4,175,000 $4,159,324.97 0.16%
Mercedes-Benz Auto Lease Trust Series 2017-A, Class A4, 2.01%, due 01/17/2023 58769DAE0 4,130,000 $4,107,608.79 0.16%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 09/13/2021 606822AF1 4,000,000 $4,062,476.16 0.16%
MIZUHO BANK LTD N/C, 2.45%, due 04/16/2019 60688XAC4 4,223,000 $4,217,116.05 0.16%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 05/22/2020 6325C0DP3 4,223,000 $4,236,823.57 0.16%
NISOURCE INC 0%, due 10/03/2018 65478KK34 4,250,000 $4,247,541.50 0.16%
Nissan Auto Receivables Owner Trust Series 2015-C, Class A3, 1.37%, due 05/15/2020 65478AAD5 4,144,789 $4,128,946.27 0.16%
SHIRE ACQ INV IRELAND DA 1.90%, due 09/23/2019 82481LAA7 4,235,000 $4,190,591.37 0.16%
WEC ENERGY GROUP INC 0%, due 10/02/2018 92930WK26 4,300,000 $4,297,751.53 0.16%
WELLS FARGO BANK NA N/C, 1.75%, due 05/24/2019 94988J5D5 4,105,000 $4,081,017.65 0.16%
ABN AMRO BANK NV N/C, Variable rate, due 01/18/2019 00084DAP5 4,000,000 $4,008,960.00 0.15%
BOSTON SCIENTIFIC CORP 0%, due 10/03/2018 10114BK30 4,000,000 $3,997,386.04 0.15%
CAPITAL ONE BANK USA NA 2.25%, due 02/13/2019 140420NH9 4,000,000 $3,993,738.12 0.15%
CITIBANK NA Variable rate, due 05/01/2020 17325FAP3 4,000,000 $4,006,827.56 0.15%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/12/2021 233851DA9 4,000,000 $4,004,650.88 0.15%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 10/30/2019 233851CL6 4,000,000 $4,018,167.72 0.15%
DAIMLER FINANCE NA LLC Variable rate, due 05/04/2020 233851DH4 4,000,000 $4,009,642.48 0.15%
ENTERGY CORP 0%, due 11/16/2018 29366GLG4 3,800,000 $3,786,261.82 0.15%
FIFTH THIRD BANK 1.625%, due 09/27/2019 31677QBH1 4,000,000 $3,951,794.20 0.15%
GILEAD SCIENCES INC N/C, Variable rate, due 03/20/2019 375558BP7 3,815,000 $3,818,504.19 0.15%
GILEAD SCIENCES INC N/C, Variable rate, due 09/20/2019 375558BQ5 4,000,000 $4,006,314.68 0.15%
Honda Auto Receivables Owner Trust Series 2016-2, Class A3, 1.39%, due 04/15/2020 43814QAC2 3,947,850 $3,930,415.65 0.15%
HYUNDAI CAPITAL AMERICA 0%, due 10/16/2018 44890NKG4 4,000,000 $3,994,367.72 0.15%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 06/11/2021 46849LTA9 4,000,000 $4,009,537.96 0.15%
JOHN DEERE CAPITAL CORP N/C, Variable rate, due 09/10/2021 24422EUJ6 4,000,000 $4,002,558.52 0.15%
KROGER CO 1.50%, due 09/30/2019 501044DD0 3,930,000 $3,873,470.61 0.15%
NISSAN MOTOR ACCEPTANCE N/C, 2.35%, due 03/04/2019 654740AH2 3,820,000 $3,814,909.89 0.15%
NUTRIEN LTD 0%, due 10/24/2018 67077VKQ0 4,000,000 $3,991,982.92 0.15%
NUTRIEN LTD 0%, due 11/06/2018 67077VL63 4,000,000 $3,988,283.28 0.15%
PENSKE TRUCK LEASING/PTL 2.50%, due 06/15/2019 709599AQ7 3,918,000 $3,905,395.75 0.15%
ROYAL CARIBBEAN CRUISES 0%, due 10/26/2018 78015GKS1 4,000,000 $3,990,293.32 0.15%
Securitized Term Auto Receivables Trust Series 2017-2A, Class A4, 2.289%, due 03/25/2022 81376NAE5 4,095,000 $4,029,040.20 0.15%
SPECTRA ENERGY PARTNERS N/C, Variable rate, due 06/05/2020 84756NAJ8 4,000,000 $4,019,170.56 0.15%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/13/2021 89236TEV3 4,000,000 $4,005,134.52 0.15%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/08/2022 89236TED3 4,000,000 $4,024,813.76 0.15%
WESTPAC BANKING CORP N/C, 1.60%, due 08/19/2019 961214CY7 4,035,000 $3,993,294.36 0.15%
BANK OF AMERICA CORP N/C, Variable rate, due 04/01/2019 06051GFE4 3,522,000 $3,537,380.75 0.14%
BANK OF MONTREAL N/C, Variable rate, due 04/13/2021 06367T4X5 3,500,000 $3,525,394.08 0.14%
COOPERAT RABOBANK UA/NY N/C, 1.375%, due 08/09/2019 21688AAG7 3,780,000 $3,733,129.47 0.14%
ENBRIDGE ENERGY PARTNERS 0%, due 09/27/2018 2925A3JT6 3,600,000 $3,599,091.94 0.14%
Ford Credit Auto Owner Trust Series 2015-A, Class A4, 1.64%, due 06/15/2020 34530QAE0 3,672,315 $3,665,873.21 0.14%
KROGER CO 2%, due 01/15/2019 501044DA6 3,765,000 $3,756,975.28 0.14%
TORONTO-DOMINION BANK N/C, Variable rate, due 09/17/2020 89114QC63 3,750,000 $3,756,243.15 0.14%
ANHEUSER-BUSCH INBEV FIN N/C, Variable rate, due 02/01/2021 035242AK2 3,400,000 $3,491,495.02 0.13%
CITIZENS BANK NA N/C, Variable rate, due 05/26/2020 17401QAK7 3,425,000 $3,436,909.38 0.13%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 01/08/2019 345397XS7 3,350,000 $3,362,026.84 0.13%
HUMANA INC 0%, due 11/13/2018 44486JLD9 3,325,000 $3,312,978.30 0.13%
JP MORGAN CHASE BANK NA Variable rate, due 09/23/2019 48125LRJ3 3,500,000 $3,516,609.88 0.13%
KEY BANK NA N/C, Variable rate, due 11/22/2021 49327M2R4 3,300,000 $3,336,935.18 0.13%
KINDER MORGAN ENERGY PARTNERS 2.65%, due 02/01/2019 494550BR6 3,446,000 $3,443,646.11 0.13%
Nissan Auto Lease Trust Series 2017-A, Class A3, 1.91%, due 04/15/2020 65479AAD4 3,339,000 $3,319,221.10 0.13%
AMERICAN EXPRESS CO N/C, Variable rate, due 08/03/2023 025816BX6 3,000,000 $3,008,053.86 0.12%
AMERICAN HONDA FINANCE N/C, Variable rate, due 06/16/2020 02665WCG4 3,000,000 $3,006,288.60 0.12%
AMERICAN HONDA FINANCE N/C, Variable rate, due 11/05/2021 02665WBW0 3,000,000 $3,007,032.30 0.12%
AUST & NZ BANKING GROUP N/C, Variable rate, due 08/19/2020 05252ACU3 3,000,000 $3,016,226.64 0.12%
California Republic Auto Receivables Trust Series 2015-1, Class B, 2.51%, due 02/16/2021 13056UAE9 3,100,000 $3,086,853.21 0.12%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 09/13/2023 13607RAE0 3,000,000 $3,006,450.72 0.12%
CITIBANK NA N/C, Variable rate, due 10/20/2020 17325FAK4 3,000,000 $3,003,445.41 0.12%
CITIBANK NA Variable rate, due 02/12/2021 17325FAM0 3,000,000 $3,003,218.43 0.12%
COMMONWEALTH BANK AUST N/C, 5%, due 10/15/2019 2027A0DJ5 2,970,000 $3,034,285.65 0.12%
CREDIT SUISSE GROUP FUNDING LTD N/C, Variable rate, due 04/16/2021 225433AP6 3,000,000 $3,133,155.96 0.12%
DANSKE BANK A/S N/C, Variable rate, due 09/06/2019 23636AAG6 3,000,000 $3,003,582.39 0.12%
ENBRIDGE ENERGY PARTNERS 0%, due 10/12/2018 2925A3KC1 3,200,000 $3,195,022.02 0.12%
FORD MOTOR CREDIT CO LLC N/C, 2.551%, due 10/05/2018 345397XN8 3,122,000 $3,121,915.64 0.12%
GM Financial Automobile Leasing Trust Series 2016-2, Class A3, 1.62%, due 09/20/2019 36251LAD5 3,008,837 $3,004,679.21 0.12%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 12/13/2019 38145GAK6 3,000,000 $3,022,290.54 0.12%
HSBC HOLDINGS PLC Variable rate, due 09/11/2021 404280BV0 3,000,000 $3,003,464.10 0.12%
ING BANK NV N/C, Variable rate, due 08/15/2019 449786BG6 3,000,000 $3,009,371.73 0.12%
INTL LEASE FINANCE CORP N/C, 6.25%, due 05/15/2019 459745GH2 3,000,000 $3,061,175.55 0.12%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 06/10/2022 64952WCR2 3,000,000 $3,025,778.61 0.12%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2022 654740BE8 3,000,000 $3,006,603.66 0.12%
NORDEA BANK AB N/C, Variable rate, due 05/29/2020 65557CAW3 3,000,000 $3,010,768.38 0.12%
PHILLIPS 66 Variable rate, due 04/15/2020 718546AP9 3,250,000 $3,251,302.67 0.12%
PUBLIC SERVICE OKLAHOMA 5.15%, due 12/01/2019 744533BK5 3,000,000 $3,071,692.05 0.12%
SIEMENS FINANCIERINGSMAATSCHAPPIJ N/C, Variable rate, due 09/13/2019 82620KAG8 3,000,000 $3,007,818.00 0.12%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/11/2022 86562MAL4 3,000,000 $3,034,157.88 0.12%
TYSON FOODS INC N/C, Variable rate, due 08/21/2020 902494BE2 3,000,000 $3,002,153.85 0.12%
UBS AG LONDON Variable rate, due 12/01/2020 902674XJ4 3,000,000 $3,005,361.00 0.12%
WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 961214DR1 3,000,000 $3,021,208.71 0.12%
AETNA INC 2.20%, due 03/15/2019 00817YAN8 3,000,000 $2,993,332.11 0.11%
ALLSTATE CORP N/C, Variable rate, due 03/29/2023 020002BF7 2,782,000 $2,796,337.04 0.11%
AMERICAN EXPRESS CREDIT N/C, 2.25%, due 08/15/2019 0258M0DP1 3,000,000 $2,986,150.44 0.11%
AT&T INC N/C, Variable rate, due 06/01/2021 00206RFZ0 2,940,000 $2,964,311.83 0.11%
BANK OF MONTREAL N/C, 1.50%, due 07/18/2019 06367THQ6 3,000,000 $2,970,368.13 0.11%
COOPERATIEVE RABOBANK UA N/C, Variable rate, due 01/10/2023 21688AAM4 3,000,000 $2,997,667.26 0.11%
CVS HEALTH CORP 2.25%, due 08/12/2019 126650CE8 3,000,000 $2,985,977.13 0.11%
DEUTSCHE TELEKOM INT FIN N/C, Variable rate, due 09/19/2019 25156PAT0 2,875,000 $2,882,602.85 0.11%
E.I. DU PONT DE NEMOURS N/C, Variable rate, due 05/01/2020 263534CM9 2,860,000 $2,880,306.00 0.11%
EOG Resources, Inc. 6.875% Senior Notes due 10/01/2018 26875PAC5 2,890,000 $2,892,001.96 0.11%
EQT CORP Variable rate, due 10/01/2020 26884LAD1 3,000,000 $2,999,753.88 0.11%
FREDDIE MAC Series 3726, Class ND, 3.50%, due 06/15/2039 3137GAB22 2,840,836 $2,845,737.17 0.11%
GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2020 37045XCC8 3,000,000 $2,992,703.34 0.11%
HUNTINGTON NATIONAL BANK 2.20%, due 11/06/2018 446438RR6 3,000,000 $2,999,181.54 0.11%
MIZUHO BANK LTD N/C, 2.15%, due 10/20/2018 60688XAV2 3,000,000 $2,999,017.77 0.11%
MONDELEZ INTL HLDINGS NE 1.625%, due 10/28/2019 60920LAA2 3,000,000 $2,958,307.26 0.11%
MORGAN STANLEY N/C, 2.375%, due 07/23/2019 61746BDR4 3,000,000 $2,988,944.97 0.11%
NISSAN MOTOR ACCEPTANCE 2%, due 03/08/2019 654740AL3 3,000,000 $2,990,983.23 0.11%
ROCHE HOLDINGS INC N/C, Variable rate, due 09/30/2019 771196AZ5 2,800,000 $2,809,420.21 0.11%
ROYAL BANK OF CANADA N/C, Variable rate, due 03/02/2020 78012KC54 2,900,000 $2,910,243.35 0.11%
SUMITOMO MITSUI BANKING N/C, 1.762%, due 10/19/2018 865622CC6 3,000,000 $2,998,710.18 0.11%
SYNCHRONY FINANCIAL 2.60%, due 01/15/2019 87165BAJ2 3,000,000 $2,996,592.78 0.11%
WALGREENS BOOTS ALLIANCE 2.70%, due 11/18/2019 931427AA6 3,000,000 $2,991,010.92 0.11%
WALMART INC N/C, Variable rate, due 06/26/2021 931142EH2 2,927,000 $2,943,013.41 0.11%
AMERICAN ELEC POWER CO 0%, due 10/11/2018 0255E3KB3 2,650,000 $2,647,094.91 0.10%
AMERICAN EXPRESS CREDIT Variable rate, due 05/03/2019 0258M0EJ4 2,500,000 $2,503,369.20 0.10%
CAPITAL ONE FINANCIAL CORP 2.45%, due 04/24/2019 14040HBE4 2,580,000 $2,576,815.87 0.10%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 05/15/2020 14913Q2K4 2,571,000 $2,573,913.46 0.10%
EXPRESS SCRIPTS HOLDING Variable rate, due 11/30/2020 30219GAS7 2,500,000 $2,502,197.23 0.10%
HSBC HOLDINGS PLC N/C, Variable rate, due 01/05/2022 404280BG3 2,500,000 $2,569,640.39 0.10%
JP MORGAN CHASE BANK NA Variable rate, due 02/01/2021 48125LRL8 2,562,000 $2,565,296.63 0.10%
JP MORGAN CHASE BANK NA Variable rate, due 09/01/2020 48125LRQ7 2,625,000 $2,627,733.02 0.10%
LOCKHEED MARTIN CORP 1.85%, due 11/23/2018 539830BJ7 2,550,000 $2,547,602.13 0.10%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/26/2021 606822AX2 2,500,000 $2,511,812.30 0.10%
NISOURCE INC 0%, due 10/10/2018 65478KKA8 2,600,000 $2,597,314.95 0.10%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2020 654740BC2 2,700,000 $2,698,866.11 0.10%
SOUTHERN CO Variable rate, due 09/30/2020 842587DA2 2,500,000 $2,508,319.67 0.10%
WELLS FARGO & COMPANY N/C, Variable rate, due 01/30/2020 94974BGG9 2,500,000 $2,516,974.19 0.10%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/14/2020 064159JY3 2,390,000 $2,400,234.20 0.09%
BMW Vehicle Owner Trust Series 2018-A, Class A3, 2.35%, due 04/25/2022 09659QAD9 2,500,000 $2,472,670.75 0.09%
CAPITAL ONE NA 2.40%, due 09/05/2019 14042E4A5 2,269,000 $2,257,748.28 0.09%
Countrywide Asset-Backed Certificates Series 2005-BC3, Class M3, Variable rate, due 06/25/2035 1266733E0 2,327,058 $2,344,907.61 0.09%
ERAC USA FINANCE LLC 2.35%, due 10/15/2019 26884TAM4 2,300,000 $2,286,726.14 0.09%
GENERAL MOTORS FINL CO N/C, Variable rate, due 01/05/2023 37045XCE4 2,250,000 $2,250,790.00 0.09%
GLENCORE FUNDING LLC 0%, due 10/29/2018 37790BKV2 2,400,000 $2,394,391.03 0.09%
HP ENTERPRISE CO 2.85%, due 10/05/2018 42824CAU3 2,432,000 $2,432,138.70 0.09%
Nissan Auto Receivables Owner Trust Series 2016-C, Class A3, 1.18%, due 01/15/2021 65478WAD7 2,501,126 $2,477,115.95 0.09%
PNC FINANCIAL SERVICES N/C, 6.70%, due 06/10/2019 693476BF9 2,315,000 $2,378,938.96 0.09%
SPECTRA ENERGY PARTNERS 2.95%, due 09/25/2018 84756NAC3 2,250,000 $2,250,000.00 0.09%
ABBVIE INC 2%, due 11/06/2018 00287YAK5 2,000,000 $1,998,637.18 0.08%
ACTAVIS FUNDING SCS N/C, Variable rate, due 03/12/2020 00507UAQ4 2,000,000 $2,025,816.06 0.08%
AMERICAN EXPRESS CREDIT CORP Variable rate, due 10/30/2019 0258M0ED7 2,000,000 $2,009,526.72 0.08%
AMERICAN HONDA FINANCE Variable rate, due 11/13/2019 02665WBY6 2,000,000 $2,002,783.44 0.08%
AMGEN INC N/C, Variable rate, due 05/10/2019 031162CL2 2,000,000 $2,003,445.94 0.08%
AT&T INC N/C, Variable rate, due 06/30/2020 00206RCK6 2,000,000 $2,020,850.18 0.08%
AUST & NZ BANKING GRP NY N/C, Variable rate, due 09/23/2019 05252ACS8 2,000,000 $2,010,402.82 0.08%
AUTOZONE INC 1.625%, due 04/21/2019 053332AU6 2,000,000 $1,986,909.76 0.08%
BANK OF AMERICA CORP Variable rate, due 07/21/2021 06051GGN3 2,000,000 $2,012,337.40 0.08%
BANK OF MONTREAL N/C, Variable rate, due 08/27/2021 06367TJY7 2,000,000 $2,026,245.56 0.08%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 09/16/2021 05565QDE5 2,000,000 $2,039,098.76 0.08%
CHEVRON PHILLIPS CHEM CO N/C, Variable rate, due 05/01/2020 166754AN1 2,000,000 $2,016,922.10 0.08%
CITIGROUP INC Variable rate, due 12/08/2021 172967LB5 2,000,000 $2,032,800.75 0.08%
CITIZENS BANK NA 2.30%, due 12/03/2018 17401QAC5 2,000,000 $1,999,374.64 0.08%
COMMONWEALTH BANK AUST N/C, Variable rate, due 09/18/2022 2027A0JS9 2,000,000 $2,008,576.07 0.08%
COMMONWEALTH BANK AUST N/C, Variable rate, due 11/07/2019 2027A0JA8 2,000,000 $2,012,559.99 0.08%
CVS HEALTH CORP 2.25%, due 12/05/2018 126650CB4 2,000,000 $1,998,732.46 0.08%
DEUTSCHE BANK AG N/C, Variable rate, due 05/10/2019 25152R5E9 2,000,000 $2,011,822.00 0.08%
ENERGY TRANSFER PART LP 0%, due 10/12/2018 29277FKC4 2,000,000 $1,997,150.00 0.08%
FMC TECHNOLOGIES INC 0%, due 10/09/2018 3024X3K94 2,000,000 $1,998,056.58 0.08%
GENERAL MOTORS FINL CO N/C, Variable rate, due 01/15/2019 37045XBA3 2,000,000 $2,011,097.32 0.08%
GENERAL MOTORS FINL CO N/C, Variable rate, due 10/04/2019 37045XBN5 2,000,000 $2,015,839.72 0.08%
GM Financial Automobile Leasing Trust Series 2016-2, Class A4, 1.76%, due 03/20/2020 36251LAE3 2,115,000 $2,109,129.40 0.08%
GOLDMAN SACHS GROUP INC N/C, 2.55%, due 10/23/2019 38148FAB5 2,040,000 $2,031,888.96 0.08%
GOLDMAN SACHS GROUP INC Variable rate, due 09/15/2020 38141GVQ4 2,000,000 $2,031,306.40 0.08%
HSBC HOLDINGS PLC N/C, Variable rate, due 03/08/2021 404280AX7 2,000,000 $2,089,480.14 0.08%
ING BANK NV N/C, 2.30%, due 03/22/2019 44987CAN8 2,000,000 $1,996,704.26 0.08%
MARTIN MARIETTA MATERIALS Variable rate, due 12/20/2019 573284AS5 2,000,000 $2,004,116.75 0.08%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 09/07/2020 59217GCQ0 2,000,000 $2,004,420.00 0.08%
MORGAN STANLEY N/C, Variable rate, due 04/21/2021 61746BEB8 2,000,000 $2,051,080.60 0.08%
Nissan Auto Lease Trust Series 2016-B, Class A4, 1.61%, due 01/18/2022 65477XAE4 1,990,000 $1,983,854.29 0.08%
PACCAR FINANCIAL CORP N/C, Variable rate, due 05/10/2021 69371RP34 2,000,000 $2,004,359.90 0.08%
PRUDENTIAL FINANCIAL INC 2.35%, due 08/15/2019 74432QCB9 2,175,000 $2,166,248.30 0.08%
SCHLUMBERGER HLDGS CORP 2.35%, due 12/21/2018 806851AB7 2,145,000 $2,144,290.97 0.08%
SIEMENS FINANCIERINGSMAATSCHAPPIJ N/C, Variable rate, due 03/16/2020 82620KAN3 2,000,000 $2,008,095.46 0.08%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 09/13/2019 83051GAG3 2,200,000 $2,209,719.42 0.08%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/17/2023 86562MAW0 2,000,000 $2,003,192.34 0.08%
UBS AG LONDON N/C, Variable rate, due 05/28/2019 902674XH8 2,000,000 $2,003,402.00 0.08%
US BANK NA CINCINNATI Variable rate, due 04/26/2021 90331HNQ2 2,000,000 $2,009,351.88 0.08%
VULCAN MATERIALS CO N/C, Variable rate, due 06/15/2020 929160AU3 2,000,000 $2,005,723.19 0.08%
WELLS FARGO & COMPANY N/C, 2.15%, due 01/15/2019 94974BFQ8 2,000,000 $1,997,680.16 0.08%
BMW Vehicle Lease Trust Series 2016-2, Class A4, 1.57%, due 02/20/2020 05582XAE2 1,950,000 $1,938,691.95 0.07%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 01/10/2020 14912L6Z9 1,700,000 $1,709,343.68 0.07%
Chrysler Capital Auto Receivables Trust Series 2014-BA, Class C, 2.70%, due 05/15/2020 17119YAF4 1,941,533 $1,941,644.04 0.07%
DAIMLER FINANCE NA LLC 1.75%, due 10/30/2019 233851CM4 1,800,000 $1,775,521.10 0.07%
DEUTSCHE BANK AG N/C, Variable rate, due 01/18/2019 25152R7D9 1,833,000 $1,835,993.09 0.07%
GM Financial Automobile Leasing Trust Series 2016-3, Class B, 1.97%, due 05/20/2020 36251MAF8 1,910,000 $1,898,160.49 0.07%
GM Financial Securitized Term Auto Receivables Tr. Series 2017-2A, Class A2A, 1.61%, due 05/18/2020 36254UAB6 1,951,251 $1,945,307.72 0.07%
MET LIFE GLOB FUNDING I N/C, 1.55%, due 09/13/2019 59217GBV0 1,730,000 $1,708,601.08 0.07%
NEXTERA ENERGY CAPITAL 2.30%, due 04/01/2019 65339KAR1 1,895,000 $1,891,062.11 0.07%
Nissan Auto Lease Trust 1.65%, due 10/15/2021 65478QAE8 1,827,246 $1,826,118.65 0.07%
Nissan Auto Receivables Owner Trust Series 2014-B, Class A4, 1.66%, due 03/15/2021 65477WAD8 1,812,751 $1,809,038.54 0.07%
California Republic Auto Receivables Trust Series 2015-2, Class A4, 1.75%, due 01/15/2021 13056MAD9 1,479,252 $1,472,462.99 0.06%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/22/2019 14912L6X4 1,649,000 $1,651,392.86 0.06%
COMMONWEALTH EDISON CO 2.15%, due 01/15/2019 202795JC5 1,500,000 $1,498,868.16 0.06%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 05/05/2020 233851CX0 1,500,000 $1,506,004.18 0.06%
FIFTH THIRD BANK Variable rate, due 09/27/2019 31677QBJ7 1,500,000 $1,503,714.65 0.06%
GENERAL MOTORS FINL CO 3.10%, due 01/15/2019 37045XBB1 1,500,000 $1,501,254.38 0.06%
GOLDMAN SACHS GROUP INC N/C, Variable rate, due 02/23/2023 38141GWU4 1,600,000 $1,608,620.08 0.06%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 606822AK0 1,500,000 $1,514,588.52 0.06%
MYLAN NV 2.50%, due 06/07/2019 62854AAK0 1,500,000 $1,494,504.98 0.06%
SHELL INTERNATIONAL FINANCE N/C, Variable rate, due 09/12/2019 822582BV3 1,440,000 $1,445,077.35 0.06%
WELLS FARGO & COMPANY Variable rate, due 02/11/2022 949746SP7 1,500,000 $1,516,758.20 0.06%
BANK OF MONTREAL N/C, Variable rate, due 07/13/2020 06367T7J3 1,222,000 $1,226,414.05 0.05%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 09/26/2018 05565QCH9 1,280,000 $1,280,034.10 0.05%
CREDIT AGRICOLE LONDON N/C, Variable rate, due 06/10/2020 225313AH8 1,400,000 $1,416,989.00 0.05%
DAIMLER FINANCE NA LLC 1.50%, due 07/05/2019 233851CF9 1,400,000 $1,384,945.91 0.05%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 07/05/2019 233851CD4 1,417,000 $1,423,953.12 0.05%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 11/05/2018 233851CW2 1,250,000 $1,250,440.05 0.05%
DANSKE BANK A/S N/C, Variable rate, due 03/02/2020 23636AAL5 1,200,000 $1,197,384.67 0.05%
FORD MOTOR CREDIT CO LLC N/C, 2.943%, due 01/08/2019 345397XT5 1,230,000 $1,231,145.89 0.05%
GM Financial Automobile Leasing Trust Series 2017-1, Class A4, 2.26%, due 08/20/2020 36253WAE7 1,375,000 $1,365,803.18 0.05%
GM Financial Automobile Leasing Trust Series 2017-2, Class A4, 2.18%, due 06/21/2021 38013MAE6 1,315,000 $1,300,210.46 0.05%
WEC ENERGY GROUP INC 0%, due 10/09/2018 92930WK91 1,391,000 $1,389,596.47 0.05%
ALLSTATE CORP N/C, Variable rate, due 03/29/2021 020002BE0 1,000,000 $1,001,565.79 0.04%
AMERICAN HONDA FINANCE N/C, Variable rate, due 02/22/2019 02665WBB6 1,000,000 $1,003,400.22 0.04%
AMERICAN HONDA FINANCE N/C, Variable rate, due 11/19/2018 02665WBL4 1,000,000 $1,000,553.22 0.04%
BANK OF AMERICA CORP Variable rate, due 10/21/2022 06051GFY0 1,000,000 $1,018,526.78 0.04%
BARCLAYS BANK PLC Variable rate, due 01/11/2021 06739FJK8 1,000,000 $1,001,370.38 0.04%
BMW US CAPITAL LLC N/C, Variable rate, due 08/14/2020 05565EBB0 1,000,000 $1,002,500.00 0.04%
BRANCH BANKING & TRUST Variable rate, due 05/01/2019 07330NAM7 1,000,000 $1,002,374.81 0.04%
CAPITAL ONE FINANCIAL CORP Variable rate, due 03/09/2022 14040HBM6 1,000,000 $1,006,410.00 0.04%
CAPITAL ONE FINANCIAL CORP Variable rate, due 10/30/2020 14040HBS3 1,000,000 $998,270.18 0.04%
CITIGROUP INC N/C, Variable rate, due 08/02/2021 172967KW0 1,000,000 $1,020,032.39 0.04%
CITIZENS BANK NA Variable rate, due 03/02/2020 17401QAH4 1,000,000 $1,003,376.87 0.04%
CREDIT AGRICOLE LONDON N/C, Variable rate, due 04/15/2019 22532LAN4 1,000,000 $1,004,257.24 0.04%
DEUTSCHE TELEKOM INT FIN N/C, Variable rate, due 01/17/2020 25156PAX1 1,000,000 $1,003,856.37 0.04%
EBAY INC N/C, Variable rate, due 08/01/2019 278642AJ2 1,000,000 $1,002,756.12 0.04%
ENTERPRISE PRODUCTS OPERATING LLC 6.50%, due 01/31/2019 29379VAC7 1,000,000 $1,012,941.55 0.04%
Ford Credit Auto Lease Trust Series 2017-B, Class A2A, 1.80%, due 06/15/2020 34531DAB4 978,505 $975,664.01 0.04%
FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 11/02/2020 345397YR8 1,000,000 $992,550.06 0.04%
FREDDIE MAC Series 4305, Class KN, 2.50%, due 03/15/2038 3137B86L6 925,126 $918,697.83 0.04%
GENERAL MOTORS FINL CO N/C, Variable rate, due 05/09/2019 37045XBH8 1,000,000 $1,006,431.73 0.04%
HUMANA INC 0%, due 10/04/2018 44486JK40 1,000,000 $999,332.76 0.04%
Mercedes-Benz Auto Lease Trust Series 2017-A, Class A3, 1.79%, due 04/15/2020 58769DAD2 1,061,000 $1,057,757.70 0.04%
MONDELEZ INTERNATIONAL N/C, Variable rate, due 02/01/2019 609207AC9 1,029,000 $1,030,515.33 0.04%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 08/06/2021 64952WCZ4 1,000,000 $1,002,813.90 0.04%
Nissan Auto Receivables Owner Trust Series 2017-A, Class A2A, 1.47%, due 01/15/2020 654747AB0 1,102,936 $1,101,147.46 0.04%
NORDEA BANK AB N/C, Variable rate, due 09/30/2019 65557CAU7 1,000,000 $1,005,055.74 0.04%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2019 78012KRL3 1,000,000 $1,003,631.77 0.04%
SUMITOMO MITSUI BANKING N/C, Variable rate, due 01/11/2019 865622CF9 1,000,000 $1,001,409.21 0.04%
SUMITOMO MITSUI TR BK LTD N/C, Variable rate, due 09/19/2019 86563VAK5 1,000,000 $1,002,372.69 0.04%
SVENSKA HANDELSBANKEN AB N/C, Variable rate, due 09/06/2019 86960BAP7 1,000,000 $1,003,563.26 0.04%
TOYOTA MOTOR CREDIT CORP Variable rate, due 10/18/2019 89236TDJ1 1,000,000 $1,004,795.77 0.04%
UNITEDHEALTH GROUP INC N/C, Variable rate, due 10/15/2020 91324PDB5 1,000,000 $1,000,475.05 0.04%
VERIZON COMMUNICATIONS N/C, Variable rate, due 08/15/2019 92343VDE1 1,000,000 $1,002,277.42 0.04%
VODAFONE GROUP PLC N/C, Variable rate, due 01/16/2024 92857WBN9 975,000 $979,631.27 0.04%
WELLS FARGO BANK NA N/C, 0%, due 11/28/2018 94988J5H6 1,000,000 $1,001,045.39 0.04%
Chrysler Capital Auto Receivables Trust Series 2016-AA, Class C, 3.25%, due 06/15/2022 17120CAF9 850,000 $850,650.59 0.03%
FREDDIE MAC Series 4001, Class A, 3.50%, due 11/15/2038 3137ALCD9 654,730 $658,253.40 0.03%
GM Financial Automobile Leasing Trust Series 2015-3, Class C, 2.98%, due 11/20/2019 36250QAG8 712,292 $712,292.35 0.03%
GM Financial Automobile Leasing Trust Series 2018-1, Class A2A, 2.39%, due 04/20/2020 38014BAB5 876,992 $874,840.54 0.03%
MASTR Asset Backed Securities Trust Series 2005-OPT1, Class M2, Variable rate, due 03/25/2035 57643LHQ2 845,270 $848,513.49 0.03%
NATIONAL AUSTRALIA BK/NY N/C, 1.375%, due 07/12/2019 63254AAQ1 785,000 $776,506.55 0.03%
Nissan Auto Receivables Owner Trust Series 2016-A, Class A3, 1.34%, due 10/15/2020 65478UAD1 914,138 $909,501.09 0.03%
UNITED TECHNOLOGIES CORP N/C, Variable rate, due 11/01/2019 913017CK3 715,000 $717,015.18 0.03%
BANK OF MONTREAL N/C, Variable rate, due 07/18/2019 06367THR4 500,000 $502,472.29 0.02%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 09/06/2019 13607RAC4 500,000 $501,860.00 0.02%
COMMONWEALTH BANK AUST N/C, Variable rate, due 03/10/2022 2027A0JL4 500,000 $502,688.95 0.02%
Encore Credit Receivables Trust Series 2005-2, Class M2, Variable rate, due 11/25/2035 126673J29 623,656 $626,969.07 0.02%
FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 31397NHX6 478,529 $480,409.16 0.02%
FANNIE MAE Series 2011-36, Class QC, 3%, due 12/25/2028 31397SC85 647,143 $646,538.00 0.02%
FREDDIE MAC Series 3770, Class EB, 2%, due 01/15/2038 3137A4L47 490,799 $487,091.18 0.02%
GM Financial Automobile Leasing Trust Series 2017-1, Class B, 2.48%, due 08/20/2020 36253WAF4 450,000 $447,067.71 0.02%
GM Financial Automobile Leasing Trust Series 2017-2, Class A2B, Variable rate, due 01/21/2020 38013MAC0 528,480 $528,870.31 0.02%
Hyundai Auto Lease Securitization Trust Series 2017-B, Class A2B, Variable rate, due 12/16/2019 44891GAC8 502,028 $502,280.61 0.02%
MIZUHO BANK LTD N/C, Variable rate, due 10/20/2018 60688XAX8 500,000 $500,509.50 0.02%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/15/2019 78012KNM5 500,000 $502,110.62 0.02%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/17/2020 89236TDV4 500,000 $500,938.38 0.02%
TRANSCANADA PIPELINES 0%, due 11/01/2018 89355QL12 500,000 $498,704.83 0.02%
WELLS FARGO BANK NA N/C, Variable rate, due 12/06/2019 94988J5J2 500,000 $503,193.63 0.02%
BANK OF AMERICA CORP N/C, Variable rate, due 01/15/2019 06051GEY1 296,000 $296,962.26 0.01%
BANK OF MONTREAL N/C, Variable rate, due 12/12/2019 06367TPY0 250,000 $251,167.40 0.01%
BANK OF NOVA SCOTIA N/C, Variable rate, due 01/15/2019 064159HD1 250,000 $250,670.80 0.01%
BMW Vehicle Lease Trust Series 2017-1, Class A2, 1.64%, due 07/22/2019 055657AB6 310,190 $309,841.95 0.01%
Fannie Mae FN 745735, 5%, due 03/01/2021 31403DPU7 379,858 $391,213.39 0.01%
Fannie Mae FN 962078, 4.50%, due 03/01/2023 31414CJX7 297,950 $306,541.23 0.01%
FANNIE MAE Series 2010-116, Class AD, 2%, due 08/25/2020 31398NQS6 155,724 $154,814.09 0.01%
FANNIE MAE Series 2010-145, Class MA, 2%, due 12/25/2020 31398SUR2 180,608 $179,033.41 0.01%
FANNIE MAE Series 2010-35, Class KA, 4.50%, due 07/25/2038 31398PGN3 221,185 $221,050.08 0.01%
FANNIE MAE Series 2011-111, Class DA, 3%, due 12/25/2038 3136A2KH5 250,102 $249,677.47 0.01%
FANNIE MAE Series 2011-13, Class AD, 2%, due 07/25/2021 31397QFX1 151,566 $150,451.44 0.01%
Ford Credit Auto Lease Trust Series 2017-B, Class A2B, Variable rate, due 06/15/2020 34531DAC2 143,476 $143,529.02 0.01%
Ford Credit Auto Owner Trust Series 2016-A, Class A3, 1.39%, due 07/15/2020 34531PAD3 214,950 $214,172.78 0.01%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 253,565 $258,341.21 0.01%
Freddie Mac FG J02535, 5%, due 09/01/2020 3128PDY87 172,729 $175,313.51 0.01%
FREDDIE MAC Series 2931, Class DE, 4%, due 02/15/2020 31395MZ51 152,520 $153,266.91 0.01%
FREDDIE MAC Series 3790, Class AP, 4.50%, due 01/15/2037 3137A5B78 265,753 $270,304.97 0.01%
FREDDIE MAC Series 3944, Class LB, 2%, due 02/15/2025 3137AFWZ1 142,538 $142,347.19 0.01%
FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 3137AMYK7 246,901 $244,347.51 0.01%
FREDDIE MAC Series 4459, Clas NC, 5%, due 07/15/2025 3137BHU47 147,263 $148,471.28 0.01%
GM Financial Automobile Leasing Trust Series 2016-3, Class C, 2.38%, due 05/20/2020 36251MAG6 277,000 $275,937.18 0.01%
GM Financial Automobile Leasing Trust Series 2017-2, Class B, 2.43%, due 06/21/2021 38013MAF3 346,000 $342,258.74 0.01%
GNMA Series 2009-10, Class MD, 4.50%, due 12/16/2036 38374TBT0 153,353 $155,624.48 0.01%
GNMA Series 2010-125, Class TE, 3%, due 06/20/2039 38377JE25 143,070 $142,836.48 0.01%
GNMA Series 2010-87, Class HE, 3%, due 11/20/2038 38374YS79 134,497 $134,467.24 0.01%
GNMA Series 2011-37, Class PG, 3%, due 05/20/2040 38377QU62 144,765 $144,099.96 0.01%
GNMA Series 2014-180, Class PA, 2.50%, due 04/20/2043 38379HVE2 214,067 $212,474.80 0.01%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 01/10/2020 6325C0DG3 250,000 $251,451.77 0.01%
Nissan Auto Receivables Owner Trust Series 2017-B, Class A3, 1.75%, due 10/15/2021 65478GAD2 250,000 $246,360.45 0.01%
Structured Asset Investment Loan Trust Series 2004-10, Class A7, Variable rate, due 11/25/2034 86358ENX0 159,088 $160,472.93 0.01%
WESTPAC BANKING CORP N/C, Variable rate, due 05/13/2019 961214CU5 350,000 $351,447.44 0.01%
Ace Securities Corp. Series 2005-HE7, Class A1B2, Variable rate, due 11/25/2035 004421TX1 22,959 $23,015.30 0.00%
Aegis Asset Backed Securities Series 2005-3, Class M1, Variable rate, due 08/25/2035 00764MFR3 35,621 $35,710.78 0.00%
Ameriquest Mortgage Securities Inc. Series 2004-R9, Class M2, Variable rate, due 10/25/2034 03072SUP8 80,797 $81,402.78 0.00%
Ameriquest Mortgage Securities Inc. Series 2005-R2, Class M2, Variable rate, due 04/25/2035 03072SYS8 65,989 $66,194.11 0.00%
Ameriquest Mortgage Securities Series 2005-R11, Class A2D, Variable rate, due 01/25/2036 03072SU86 31,287 $31,363.90 0.00%
CarMax Auto Owner Trust Series 2017-1, Class A2, 1.54%, due 02/18/2020 14314JAB6 11,767 $11,758.05 0.00%
CarMax Auto Owner Trust Series 2017-3, Class A3, 1.97%, due 04/15/2022 14314WAD3 125,000 $123,309.59 0.00%
Citigroup Mortgage Loan Trust Series 2005-OPT3, Class M2, Variable rate, due 05/25/2035 17307GSK5 30,030 $30,105.20 0.00%
Fannie Mae FN 725445, 4.50%, due 05/01/2019 31402C5E8 9,500 $9,607.67 0.00%
Fannie Mae FN 725793, 5.50%, due 09/01/2019 31402DKE9 12,272 $12,350.45 0.00%
Fannie Mae FN 725934, 5%, due 11/01/2019 31402DPT1 17,758 $18,263.29 0.00%
Fannie Mae FN 735646, 4.50%, due 07/01/2020 31402RHX0 70,464 $71,262.36 0.00%
Fannie Mae FN 773440, 5%, due 07/01/2019 31404NHR0 27,996 $28,792.14 0.00%
Fannie Mae FN 775019, 4.50%, due 05/01/2019 31404QAU3 3,389 $3,427.73 0.00%
Fannie Mae FN 847919, 5.50%, due 11/01/2020 31408DAU8 58,787 $59,578.80 0.00%
Fannie Mae FN 889191, 4.50%, due 04/01/2021 31410G2Y8 4,056 $4,101.92 0.00%
Fannie Mae FN 889847, 4.50%, due 04/01/2021 31410KTC8 10,312 $10,429.26 0.00%
Fannie Mae FN 898044, 4.50%, due 12/01/2020 31410UWD0 56,590 $57,231.28 0.00%
Fannie Mae FN AL0217, 5%, due 11/01/2018 3138EGG32 18 $18.44 0.00%
Fannie Mae FN AL8539, 4.50%, due 01/01/2027 3138ETPZ3 3,455 $3,493.64 0.00%
Fannie Mae FN MA0772, 4%, due 06/01/2021 31417Y2E6 57,138 $58,379.14 0.00%
FANNIE MAE Series 2003-120, Class BY, 4%, due 12/25/2018 31393UGR8 21 $21.27 0.00%
FANNIE MAE Series 2004-27, Class HB, 4%, due 05/25/2019 31393XN60 7,571 $7,574.49 0.00%
FANNIE MAE Series 2004-79, Class FA, Variable rate, due 08/25/2032 31394BFN9 51,062 $51,102.15 0.00%
FANNIE MAE Series 2004-90, Class LH, 5%, due 04/25/2034 31394BUJ1 56,428 $56,605.86 0.00%
FANNIE MAE Series 2004-90, Class XQ, 4.50369%, due 09/25/2034 31394BVA9 67,181 $67,179.71 0.00%
FANNIE MAE Series 2005-110, Class GK, 5.50%, due 08/25/2034 31394US52 443 $442.51 0.00%
FANNIE MAE Series 2008-18, Class HD, 4%, due 12/25/2018 31396YXB3 17 $16.53 0.00%
FANNIE MAE Series 2008-51, Class BC, 4.50%, due 06/25/2023 31397LVK2 700 $699.92 0.00%
FANNIE MAE Series 2008-53, Class CA, 5%, due 07/25/2023 31397LF46 38,272 $38,493.69 0.00%
FANNIE MAE Series 2008-59, Class KB, 4.50%, due 07/25/2023 31397LZH5 63,474 $63,675.51 0.00%
FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 31396QKJ7 72,287 $72,762.56 0.00%
FANNIE MAE Series 2009-78, Class LE, 4%, due 09/25/2019 31398FMV0 8,465 $8,473.24 0.00%
FANNIE MAE Series 2009-96, Class JA, 3.50%, due 10/25/2024 31398FXC0 32,195 $32,178.77 0.00%
FANNIE MAE Series 2010-10, Class NB, 3%, due 01/25/2039 31398G2B4 6,373 $6,362.74 0.00%
FANNIE MAE Series 2010-110, Class AE, 9.75%, due 11/25/2018 31398NM84 1,084 $1,084.99 0.00%
FANNIE MAE Series 2010-153, Class AC, 2%, due 11/25/2018 31398S3S0 3 $2.66 0.00%
FANNIE MAE Series 2010-83, Class AJ, 2.75%, due 11/25/2018 31398TUE9 1,291 $1,288.87 0.00%
FANNIE MAE Series 2011-117, Class DH, 3%, due 06/25/2029 3136A14V4 9,423 $9,423.75 0.00%
FANNIE MAE Series 2011-15, Class AB, 9.75%, due 08/25/2019 31397QWQ7 32 $31.89 0.00%
FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 31397QXH6 56,127 $57,198.96 0.00%
FANNIE MAE Series 2011-3, Class EG, 2%, due 05/25/2020 31397QRV2 33,434 $33,243.58 0.00%
FANNIE MAE Series 2011-60, Class UC, 2.50%, due 09/25/2039 31397U2Q1 84,475 $84,616.74 0.00%
FANNIE MAE Series 2011-68, Class AH, 4.50%, due 12/25/2020 31397UYT0 15,296 $15,353.04 0.00%
FANNIE MAE Series 2011-71, Class KC, 1.75%, due 08/25/2021 3136A0PA9 62,337 $61,428.18 0.00%
FANNIE MAE Series 2011-79, Class AD, 3%, due 11/25/2037 3136A0RD1 39,130 $39,211.65 0.00%
FANNIE MAE Series 2011-86, Class DC, 2%, due 09/25/2021 3136A0P43 59,649 $58,672.05 0.00%
FANNIE MAE Series 2014-76, Class AC, 2.50%, due 02/25/2034 3136ALPA3 102,304 $102,199.22 0.00%
Freddie Mac FG B18688, 5%, due 02/01/2020 312971UM4 4,202 $4,235.75 0.00%
Freddie Mac FG E01951, 5.50%, due 02/01/2019 31294KXU4 6,450 $6,463.58 0.00%
Freddie Mac FG G11728, 5.50%, due 02/01/2020 31283K4M7 83,935 $84,747.82 0.00%
Freddie Mac FG G11777, 5%, due 10/01/2020 31283K6N3 82,914 $83,947.99 0.00%
Freddie Mac FG G11879, 5%, due 10/01/2020 31336WCP2 34,832 $35,518.14 0.00%
Freddie Mac FG G11902, 5%, due 08/01/2020 3128M1AB5 110,570 $111,701.94 0.00%
Freddie Mac FG G11966, 5.50%, due 11/01/2020 3128M1CB3 101,282 $102,726.20 0.00%
Freddie Mac FG G12255, 5.50%, due 07/01/2021 3128M1MC0 7,565 $7,742.85 0.00%
Freddie Mac FG G13204, 6%, due 11/01/2022 3128MBX93 69,910 $71,903.47 0.00%
Freddie Mac FG G13235, 4.50%, due 08/01/2020 3128MBY84 62,184 $63,050.47 0.00%
Freddie Mac FG G13395, 4.50%, due 12/01/2019 3128MB7G6 15,029 $15,229.83 0.00%
Freddie Mac FG G13761, 5.50%, due 12/01/2020 3128MCMJ1 22,633 $22,811.89 0.00%
Freddie Mac FG G18010, 5.50%, due 09/01/2019 3128MMAL7 30,654 $30,898.94 0.00%
FREDDIE MAC Series 2695, Class DG, 4%, due 10/15/2018 31394L7G1 434 $433.45 0.00%
FREDDIE MAC Series 2828, Class JE, 4.50%, due 07/15/2019 31395CTG6 35,429 $35,452.21 0.00%
FREDDIE MAC Series 2861, Class BL, 4%, due 09/15/2019 31395GGC0 24,345 $24,387.84 0.00%
FREDDIE MAC Series 2874, Class BC, 5%, due 10/15/2019 31395GZU9 58,855 $59,064.48 0.00%
FREDDIE MAC Series 2885, Class PY, 4.50%, due 11/15/2019 31395J4G8 77,354 $77,584.94 0.00%
FREDDIE MAC Series 2895, Class EK, 4%, due 11/15/2019 31395HV23 117,564 $117,872.69 0.00%
FREDDIE MAC Series 2900, Class PC, 4.50%, due 12/15/2019 31395KJE4 109,952 $110,024.04 0.00%
FREDDIE MAC Series 2920, Class HD, 4.50%, due 01/15/2020 31395LK83 6,052 $6,061.03 0.00%
FREDDIE MAC Series 2945, Class HB, 5%, due 03/15/2020 31395PK27 14,136 $14,171.62 0.00%
FREDDIE MAC Series 2981, Class BC, 4.50%, due 05/15/2020 31395U5E7 12,365 $12,367.16 0.00%
FREDDIE MAC Series 2995, Class JK, 4.50%, due 06/15/2020 31395VM71 20,239 $20,259.20 0.00%
FREDDIE MAC Series 3266, Class D, 5%, due 01/15/2022 31397EHU2 24,843 $24,861.54 0.00%
FREDDIE MAC Series 3294, Class DB, 4.50%, due 03/15/2022 31397FS37 23,968 $24,082.24 0.00%
FREDDIE MAC Series 3705, Class CA, 3%, due 08/15/2020 3137A0VG7 67,186 $67,038.03 0.00%
FREDDIE MAC Series 3755, Class AJ, 2%, due 11/15/2020 3137A2EJ6 56,585 $56,052.06 0.00%
FREDDIE MAC Series 3766, Class HE, 3%, due 11/15/2020 3137A2PF2 65,680 $65,487.24 0.00%
FREDDIE MAC Series 3768, Class DE, 2.25%, due 11/15/2028 3137A4BK2 109,507 $109,380.38 0.00%
FREDDIE MAC Series 3772, Class HE, 2.50%, due 10/15/2018 3137A4HK6 168 $167.41 0.00%
FREDDIE MAC Series 3773, Class GK, 2.50%, due 12/15/2020 3137A3TA7 88,387 $87,853.38 0.00%
FREDDIE MAC Series 3820, Class NA, 4.50%, due 02/15/2038 3137A8AK4 87,881 $88,776.55 0.00%
FREDDIE MAC Series 3821, Class A, 4%, due 01/15/2029 3137A7M98 4,791 $4,792.22 0.00%
FREDDIE MAC Series 3825, Class AB, 3%, due 08/15/2020 3137A7Z52 3,737 $3,733.42 0.00%
FREDDIE MAC Series 3841, Class JK, 3%, due 10/15/2038 3137A8RX8 91,495 $91,563.41 0.00%
FREDDIE MAC Series 3852, Class CA, 3%, due 10/15/2039 3137AB5K3 109,630 $109,343.34 0.00%
FREDDIE MAC Series 3893, Class JA, 4%, due 01/15/2029 3137AD4M6 2,859 $2,857.01 0.00%
FREDDIE MAC Series 3895, Class CD, 2%, due 10/15/2018 3137ACUK3 14 $14.14 0.00%
FREDDIE MAC Series 3977, Class GA, 1.50%, due 07/15/2019 3137AJZ49 580 $578.40 0.00%
FREDDIE MAC Series 4419, Class TB, 3%, due 02/15/2040 3137BFUH2 98,456 $98,325.93 0.00%
GNMA GN 781783, 5.50%, due 08/15/2019 36225B6U7 19,539 $19,671.56 0.00%
GNMA GN 781820, 5%, due 11/15/2019 36241KAV0 72,395 $74,554.21 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 97,912 $102,130.47 0.00%
GNMA Series 2005-78, Class A, 5%, due 07/16/2033 38374MCD9 2,874 $2,875.92 0.00%
GNMA Series 2006-17, Class KY, 5%, due 04/20/2036 38374MY86 18,234 $18,628.10 0.00%
GNMA Series 2008-6, Class PM, 3.75%, due 09/20/2037 383742LP6 8,193 $8,261.00 0.00%
GNMA Series 2009-52, Class PA, 5%, due 04/16/2039 38375D4U9 45,663 $46,092.64 0.00%
GNMA Series 2009-77, Class KC, 4.50%, due 05/20/2038 38376CRR2 28,243 $28,251.42 0.00%
GNMA Series 2010-101, Class PG, 2.50%, due 04/20/2038 38377DSE7 4,349 $4,344.98 0.00%
GNMA Series 2010-101, Class PL, 3.50%, due 04/20/2038 38377DSK3 4,349 $4,343.79 0.00%
GNMA Series 2010-125, Class BA, 2.08%, due 05/16/2037 38377JXV0 39,772 $39,674.68 0.00%
GNMA Series 2010-142, Class AJ, 3%, due 09/20/2039 38377MJR8 114,998 $114,794.20 0.00%
GNMA Series 2010-164, Class LE, 3%, due 10/20/2038 38377N3P7 25,917 $25,846.37 0.00%
GNMA Series 2010-164, Class LH, 3.50%, due 10/20/2038 38377N3R3 123,203 $123,123.53 0.00%
GNMA Series 2010-30, Class PN, 4%, due 03/20/2038 38376XXQ1 3,139 $3,194.06 0.00%
GNMA Series 2010-4, Class JC, 3%, due 08/16/2039 38376T2H4 105,450 $105,526.15 0.00%
GNMA Series 2010-47, Class CL, 4%, due 08/20/2038 38376YQ20 35,656 $35,715.53 0.00%
GNMA Series 2010-85, Class NK, 3.25%, due 01/20/2038 38374YWC3 77,136 $77,063.21 0.00%
GNMA Series 2011-115, Class PD, 2%, due 10/20/2038 38377XPJ5 59,302 $58,860.71 0.00%
GNMA Series 2011-21, Class AP, 4.50%, due 05/20/2038 38377TUT6 32,489 $32,573.92 0.00%
GNMA Series 2011-21, Class QC, 4%, due 05/20/2038 38377TVG3 25,179 $25,198.52 0.00%
GNMA Series 2011-24, Class NE, 3.50%, due 04/20/2039 38377TU58 86,556 $86,557.51 0.00%
GNMA Series 2011-40, Class CA, 3%, due 12/16/2025 38377UJH2 102,263 $102,332.99 0.00%
GNMA Series 2014-28, Class A, 2%, due 01/16/2046 38378NZC0 24,252 $23,820.02 0.00%
RBSSP RESECURITIZATION TRUST Series 2009-12, Class 20A1, Variable rate, due 12/25/2035 74928UCC9 93,660 $94,565.49 0.00%
Residential Asset Mortgage Pro Series 2005-EFC1, Class M3, Variable rate, due 05/25/2035 76112BRN2 75,952 $76,157.26 0.00%
Wells Fargo Home Equity Trust Series 2005-2, Class M4, Variable rate, due 04/25/2035 94981PAG5 30,447 $30,546.33 0.00%
Wells Fargo Home Equity Trust Series 2005-3, Class M3, Variable rate, due 11/25/2035 9497ENAC7 121,786 $122,208.46 0.00%
Wells Fargo Mortgage Loan Trus Series 2010-RR1, Class 1A1, Variable rate, due 02/27/2037 94986YAA4 93,055 $93,339.23 0.00%
US Dollar $USD -47,906,602 ($47,906,602.13) -1.84%
Holdings are subject to change.

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


 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA and the Internal Revenue Code. First Trust has no knowledge of and has not been provided any information regarding any investor. Financial advisors must determine whether particular investments are appropriate for their clients. First Trust believes the financial advisor is a fiduciary, is capable of evaluating investment risks independently and is responsible for exercising independent judgment with respect to its retirement plan clients.
First Trust Portfolios L.P.  Member SIPC and FINRA.
First Trust Advisors L.P.
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