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First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 4/3/2020

Total Number of Holdings (excluding cash): 672

Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 1.125%, due 02/28/2022 912828ZA1 75,400,000 $76,704,773.63 1.60%
U.S. Treasury Note, 1.50%, due 11/30/2021 912828YT1 40,000,000 $40,857,031.20 0.85%
U.S. Treasury Note, 1.50%, due 06/15/2020 912828XU9 40,000,000 $40,105,507.20 0.84%
U.S. Treasury Bill, 0%, due 03/25/2021 9127962F5 34,800,000 $34,752,227.26 0.73%
Towd Point Mortgage Trust Series 2015-5, Class A1B, Variable rate, due 05/25/2055 89171VAK3 34,524,075 $34,400,561.61 0.72%
HUMANA INC 0%, due 04/08/2020 44486HD83 28,096,000 $28,093,253.05 0.59%
VMWARE INC 2.30%, due 08/21/2020 928563AA3 25,401,000 $25,364,144.42 0.53%
AT&T INC 0%, due 06/09/2020 0020A2F98 25,000,000 $24,935,482.75 0.52%
BASF SE 0%, due 04/30/2020 05526LDW4 25,000,000 $24,960,487.00 0.52%
THE BOEING COMPANY 0%, due 04/07/2020 09702LD77 25,000,000 $24,998,635.00 0.52%
UNITED TECHNOLOGIES CORP 0%, due 04/06/2020 91302CD61 25,000,000 $25,000,000.00 0.52%
VERIZON COMMUNICATIONS Variable rate, due 03/16/2022 92343VDX9 25,385,000 $24,646,183.79 0.52%
FHLMC Multifamily Structured Pass Through Certs. Series K715, Class A2, 2.856%, due 01/25/2021 3137BAHA3 24,271,947 $24,549,309.81 0.51%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 01/06/2023 46849LTN1 25,600,000 $24,137,478.91 0.51%
TORONTO-DOMINION BANK N/C, Variable rate, due 07/30/2021 89114Q3V8 25,000,000 $24,484,231.50 0.51%
BPCE SA N/C, Variable rate, due 05/31/2022 05578DBD3 25,000,000 $24,049,593.75 0.50%
FREMF Mortgage Trust Series 2012-K17, Class B, Variable rate, due 12/25/2044 30263SAE7 23,047,000 $23,734,427.48 0.50%
MORGAN STANLEY Variable rate, due 01/20/2023 6174468K8 25,000,000 $23,703,680.75 0.50%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/10/2023 64952WDM2 25,000,000 $24,032,087.25 0.50%
MET TOWER GLOBAL FUNDING N/C, Variable rate, due 01/17/2023 58989VAA2 25,000,000 $23,294,580.25 0.49%
ASTRAZENECA PLC 0%, due 05/07/2020 04635PE70 23,000,000 $22,962,359.58 0.48%
Winwater Mortgage Loan Trust Series 2015-5, Class A5, Variable rate, due 08/20/2045 97654DAE6 23,048,379 $23,090,110.65 0.48%
NBCUNIVERSAL ENTERPRISE N/C, Variable rate, due 04/01/2021 63946CAG3 22,810,000 $22,542,644.23 0.47%
Towd Point Mortgage Trust Series 2015-6, Class A1B, Variable rate, due 04/25/2055 89172RAR6 22,297,736 $22,240,196.22 0.47%
Mercedes-Benz Auto Lease Trust Series 2019-B, Class A2, 2.05%, due 12/15/2021 58769QAB7 22,000,000 $21,998,695.40 0.46%
AMERICAN ELEC POWER CO 0%, due 05/08/2020 0255E2E89 20,000,000 $19,951,985.60 0.42%
AMERICAN WATER CAP CORP 0%, due 04/14/2020 03040LDE6 20,000,000 $19,988,881.20 0.42%
APPLE INC 0%, due 04/29/2020 03785DDV5 20,000,000 $19,989,776.60 0.42%
CNPC FINANCE HK LTD 0%, due 05/06/2020 12623KE60 20,000,000 $19,979,163.80 0.42%
EXXON MOBIL CORP 0%, due 05/07/2020 30229AE70 20,000,000 $19,964,852.80 0.42%
OSCAR US Funding Trust Series 2016-2A, Class A4, 2.99%, due 12/15/2023 68784UAE2 19,760,487 $19,902,654.91 0.42%
OVINTIV INC 0%, due 04/28/2020 69047JDU9 20,000,000 $19,976,122.60 0.42%
PUBLIC SVC ENTERPRISE GP 0%, due 04/24/2020 74457LDQ6 20,000,000 $19,982,471.80 0.42%
SCHLUMBERGER INVESTMENT 0%, due 04/14/2020 80686BDE5 20,000,000 $19,990,413.40 0.42%
SEMPRA GLOBAL 0%, due 04/23/2020 81685LDP7 20,000,000 $19,973,070.60 0.42%
SOCIETE GENERALE NY N/C, Variable rate, due 08/19/2020 83369Y6J0 20,000,000 $19,999,062.40 0.42%
SVENSKA HANDELSBANKEN NY N/C, Variable rate, due 08/28/2020 86959RBU3 20,000,000 $19,991,822.40 0.42%
THE BOEING COMPANY 0%, due 04/21/2020 09702LDM4 20,000,000 $19,983,296.20 0.42%
TRANSCANADA PIPELINES 0%, due 05/27/2020 89355PET1 20,000,000 $19,949,753.60 0.42%
UNION PACIFIC CORP 0%, due 05/04/2020 90782AE40 20,000,000 $19,959,546.80 0.42%
CREDIT AGRICOLE CIB N/C, Variable rate, due 05/03/2021 22533B2G9 20,000,000 $19,698,482.20 0.41%
CVS HEALTH CORP 2.80%, due 07/20/2020 126650CJ7 19,620,000 $19,619,408.07 0.41%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/21/2022 64952WDK6 20,000,000 $19,550,314.20 0.41%
OSCAR US Funding Trust Series 2019-2A, Class A2, 0%, due 08/10/2022 68784EAB4 20,170,115 $19,718,651.15 0.41%
AT&T INC N/C, Variable rate, due 07/15/2021 00206RDV1 19,600,000 $19,303,227.18 0.40%
HSBC HOLDINGS PLC Variable rate, due 05/18/2021 404280BQ1 19,262,000 $18,983,874.44 0.40%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/26/2021 606822AX2 19,221,000 $18,942,642.63 0.40%
Securitized Term Auto Receivables Trust Series 2017-2A, Class A4, 2.289%, due 03/25/2022 81376NAE5 19,095,000 $18,919,119.77 0.40%
UNION PACIFIC CORP 3.20%, due 06/08/2021 907818ET1 18,802,000 $18,902,012.35 0.40%
AERCAP IRELAND CAP LTD/A 4.25%, due 07/01/2020 00772BAN1 18,965,000 $18,554,670.42 0.39%
AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 02665WDG3 20,000,000 $18,619,771.00 0.39%
Freddie Mac Series 4821, Class BC, 3%, due 12/15/2044 3137FHD34 18,298,820 $18,759,866.02 0.39%
OSCAR US Funding Trust Series 2018-1A, Class A3, 3.23%, due 05/10/2022 68784CAD4 18,874,714 $18,823,703.70 0.39%
BANK OF AMERICA CORP Variable rate, due 06/25/2022 06051GHJ1 18,560,000 $18,086,327.83 0.38%
BELLSOUTH LLC 4.266%, due 04/26/2020 079860AA0 18,000,000 $18,006,030.00 0.38%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/20/2021 064159LH7 17,867,000 $17,583,790.36 0.37%
BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 11/16/2020 110122CE6 17,761,000 $17,635,106.12 0.37%
REYNOLDS AMERICAN INC 3.25%, due 06/12/2020 761713BE5 17,577,000 $17,555,175.70 0.37%
CAPITAL ONE FINANCIAL CORP Variable rate, due 05/12/2020 14040HBQ7 17,000,000 $16,991,053.58 0.36%
CRED SUIS GP FUN LTD N/C, 3.125%, due 12/10/2020 225433AK7 17,000,000 $16,977,207.42 0.36%
DOMINION ENERGY GAS HLDG N/C, Variable rate, due 06/15/2021 257375AM7 18,010,000 $17,367,373.12 0.36%
Foursight Capital Automobile Receivables Trust Series 2020-1, Class A2, 2.53%, due 09/15/2023 35105FAB2 17,590,000 $17,365,145.27 0.36%
HP INC 0%, due 04/07/2020 44331BD75 17,000,000 $16,998,345.56 0.36%
HSBC HOLDINGS PLC N/C, 3.40%, due 03/08/2021 404280AV1 17,000,000 $17,063,114.20 0.36%
RICOH FINANCE CORP 0%, due 04/06/2020 76565TD67 17,000,000 $17,000,000.00 0.36%
VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 11/13/2020 928668AV4 17,370,000 $17,153,735.17 0.36%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 13607GKW3 17,625,000 $16,881,180.94 0.35%
PENSKE TRUCK LEASING/PTL 3.20%, due 07/15/2020 709599AU8 16,846,000 $16,857,514.42 0.35%
ABN AMRO BANK NV N/C, Variable rate, due 01/19/2021 00084DAR1 16,095,000 $15,924,012.83 0.33%
GENERAL ELECTRIC CO N/C, 4.375%, due 09/16/2020 36962G4R2 15,804,000 $15,684,441.16 0.33%
GENERAL MOTORS FINL CO N/C, Variable rate, due 04/13/2020 37045XBU9 15,588,000 $15,566,564.94 0.33%
MORGAN STANLEY N/C, Variable rate, due 01/20/2022 61746BEE2 15,784,000 $15,574,591.31 0.33%
WEC ENERGY GROUP INC 2.45%, due 06/15/2020 976657AK2 16,000,000 $15,986,383.20 0.33%
ALLSTATE CORP N/C, Variable rate, due 03/29/2023 020002BF7 16,056,000 $15,089,785.88 0.32%
AMGEN INC Variable rate, due 05/11/2020 031162CN8 15,500,000 $15,478,360.14 0.32%
Avis Budget Rental Car Funding AESOP LLC Series 2016-1A, Class A, 2.99%, due 06/20/2022 05377RCD4 15,815,000 $15,478,981.86 0.32%
BRISTOL-MYERS SQUIBB CO 2.875%, due 08/15/2020 110122BC1 15,060,000 $15,115,036.32 0.32%
BROADCOM INC 0%, due 04/07/2020 11135MD78 15,500,000 $15,499,353.34 0.32%
COMCAST CORP N/C, Variable rate, due 10/01/2020 20030NCV1 15,480,000 $15,401,324.30 0.32%
TELEFONICA EMISIONES SAU 5.462%, due 02/16/2021 87938WAP8 15,000,000 $15,270,991.50 0.32%
UBS GROUP FUNDING SWITZE N/C, Variable rate, due 02/01/2022 90351DAG2 15,681,000 $15,423,779.23 0.32%
ALABAMA POWER COMPANY 0%, due 05/01/2020 01039LE10 15,000,000 $14,984,892.75 0.31%
AMERICAN HONDA FINANCE 0%, due 05/06/2020 02665JE63 15,000,000 $14,971,862.70 0.31%
AON CORP 0%, due 05/13/2020 03739NED9 15,000,000 $14,960,676.30 0.31%
AON CORP 0%, due 05/28/2020 03739NEU1 15,000,000 $14,941,486.80 0.31%
BANK OF AMERICA NA Variable rate, due 07/26/2021 06050TMN9 15,000,000 $14,688,103.20 0.31%
BAT CAPITAL CORP N/C, Variable rate, due 08/14/2020 05526DAT2 15,190,000 $14,951,660.39 0.31%
BELL CANADA 0%, due 05/05/2020 07787PE53 15,000,000 $14,978,181.30 0.31%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 05/17/2021 14913Q2X6 15,000,000 $14,701,513.35 0.31%
CITIBANK NA Variable rate, due 05/20/2022 17325FAX6 15,000,000 $14,649,286.50 0.31%
CNPC FINANCE HK LTD 0%, due 04/21/2020 12623KDM6 15,000,000 $14,991,873.30 0.31%
DTE ELECTRIC CO 0%, due 04/07/2020 23336GD73 15,000,000 $14,998,686.30 0.31%
DUPONT DE NEMOURS INC 0%, due 04/08/2020 26082MD87 15,000,000 $14,996,914.50 0.31%
EI DU PONT DE NEMOURS 0%, due 04/24/2020 2635J4DQ2 15,000,000 $14,985,000.00 0.31%
ENTERGY CORP 0%, due 04/29/2020 29366EDV5 15,000,000 $14,982,300.60 0.31%
ENTERGY CORP 0%, due 05/05/2020 29366EE51 15,000,000 $14,963,333.40 0.31%
GENERAL ELECTRIC CO 0%, due 04/06/2020 36960LD69 15,000,000 $15,000,000.00 0.31%
JOHN DEERE CAPITAL CORP 0%, due 05/04/2020 24422LE41 15,000,000 $14,980,160.10 0.31%
LYONDELLBASELL INV LLC 0%, due 04/08/2020 55208UD87 15,000,000 $14,997,999.00 0.31%
Mercedes-Benz Auto Lease Trust Series 2019-B, Class A3, 2.03%, due 10/17/2022 58769QAC5 15,000,000 $15,015,933.00 0.31%
MONDELEZ INTERNATIONAL 0%, due 04/15/2020 60920VDF6 15,000,000 $14,990,582.85 0.31%
NISOURCE INC 0%, due 04/28/2020 65478JDU5 15,000,000 $14,973,408.15 0.31%
NORDEA BANK ABP NEW YORK N/C, Variable rate, due 11/19/2021 65558TQJ7 15,000,000 $14,737,007.25 0.31%
PUBLIC SVC ENTERPRISE GP 0%, due 04/20/2020 74457LDL7 15,000,000 $14,981,029.65 0.31%
SEMPRA GLOBAL 0%, due 04/27/2020 81685LDT9 15,000,000 $14,975,930.10 0.31%
THE BOEING COMPANY 0%, due 06/11/2020 09702LFB6 15,000,000 $14,943,473.70 0.31%
THE BOEING COMPANY 0%, due 07/01/2020 09702LG17 15,000,000 $14,936,112.45 0.31%
UNITEDHEALTH GROUP INC 1.95%, due 10/15/2020 91324PDC3 15,000,000 $14,973,384.45 0.31%
WASTE MANAGEMENT INC 4.60%, due 03/01/2021 941063AQ2 14,855,000 $14,912,393.93 0.31%
AMERICAN EXPRESS CO Variable rate, due 05/20/2022 025816CE7 14,495,000 $14,140,621.90 0.30%
BNP PARIBAS N/C, Variable rate, due 08/07/2021 05581KAE1 15,000,000 $14,445,155.25 0.30%
CREDIT SUISSE NEW YORK N/C, Variable rate, due 02/04/2022 22550UAA9 15,000,000 $14,239,430.70 0.30%
GENERAL MOTORS CO N/C, Variable rate, due 08/07/2020 37045VAM2 14,742,000 $14,499,793.66 0.30%
IMPERIAL BRANDS FIN PLC 2.95%, due 07/21/2020 453140AD7 14,180,000 $14,157,309.31 0.30%
JOHN DEERE CAPITAL CORP N/C, Variable rate, due 06/13/2022 24422EUZ0 15,000,000 $14,393,418.60 0.30%
KEYCORP N/C, 2.90%, due 09/15/2020 49326EEF6 14,406,000 $14,402,033.45 0.30%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 10/07/2021 89236TGK5 15,000,000 $14,507,085.90 0.30%
FHLMC Multifamily Structured Pass Through Certs. Series K013, Class A2, Variable rate, due 01/25/2021 3137AA4W0 13,725,000 $13,974,009.93 0.29%
FHLMC Multifamily Structured Pass Through Certs. Series K720, Class A1, 2.316%, due 11/25/2021 3137BLUQ9 13,717,453 $13,914,904.81 0.29%
PROTECTIVE LIFE GLOBAL N/C, Variable rate, due 06/28/2021 74368CAL8 14,300,000 $13,830,101.43 0.29%
CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 20826FAH9 14,003,000 $13,302,468.14 0.28%
GM Financial Automobile Leasing Trust Series 2018-1, Class C, 3.11%, due 12/20/2021 38014BAG4 13,405,000 $13,400,985.20 0.28%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/25/2022 606822AQ7 13,685,000 $13,193,200.10 0.28%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/30/2021 78013XKH0 13,445,000 $13,207,639.55 0.28%
THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2022 254687FH4 13,450,000 $13,143,733.95 0.28%
AMERICAN WATER CAP CORP 0%, due 04/16/2020 03040LDG1 13,000,000 $12,992,775.38 0.27%
CHEVRON CORP 2.411%, due 03/03/2022 166764AT7 12,796,000 $12,957,869.40 0.27%
GENERAL MILLS INC N/C, Variable rate, due 04/16/2021 370334CB8 13,477,000 $13,115,684.60 0.27%
MARRIOTT INTERNATIONAL N/C, Variable rate, due 12/01/2020 571903AZ6 13,405,000 $12,672,708.84 0.27%
WALT DISNEY COMPANY 0%, due 04/09/2020 2546R2D94 13,000,000 $12,998,048.96 0.27%
ZOETIS INC 3.45%, due 11/13/2020 98978VAJ2 13,237,000 $13,113,867.71 0.27%
ASTRAZENECA PLC 2.375%, due 11/16/2020 046353AK4 12,375,000 $12,400,657.83 0.26%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 07/01/2022 04685A2F7 13,125,000 $12,550,704.73 0.26%
Avis Budget Rental Car Funding Series 2015-2A, Class A, 2.63%, due 12/20/2021 05377RCA0 12,440,000 $12,344,179.66 0.26%
FLORIDA POWER & LIGHT CO Variable rate, due 05/06/2022 341081FW2 13,000,000 $12,471,191.85 0.26%
O'REILLY AUTOMOTIVE INC 4.875%, due 01/14/2021 67103HAA5 12,513,000 $12,442,332.33 0.26%
Towd Point Mortgage Trust Series 2016-2, Class A1, Variable rate, due 08/25/2055 89172PAA7 12,398,449 $12,289,465.35 0.26%
VOLKSWAGEN INTL FIN NV 4%, due 08/12/2020 928670AB4 12,500,000 $12,489,096.38 0.26%
AUST & NZ BANKING GROUP N/C, Variable rate, due 05/17/2021 05252ADC2 12,090,000 $11,966,155.25 0.25%
Avis Budget Rental Car Funding Aesop LLC Series 2015-1A, Class A, 2.50%, due 07/20/2021 05377RBX1 11,866,667 $11,829,452.83 0.25%
CATERPILLAR FIN SERV CRP 0%, due 04/13/2020 14912DDD8 12,000,000 $11,998,366.56 0.25%
DANSKE BANK A/S N/C, 2.80%, due 03/10/2021 23636AAE1 11,915,000 $11,906,817.85 0.25%
EASTMAN CHEMICAL CO 0%, due 04/09/2020 27743JD91 12,000,000 $11,997,098.40 0.25%
ENTERPRISE PRODUCTS OPER 5.20%, due 09/01/2020 29379VAP8 12,167,000 $12,081,029.08 0.25%
NORTHROP GRUMMAN CORP 2.08%, due 10/15/2020 666807BL5 11,914,000 $11,867,315.94 0.25%
REGIONS BANK Variable rate, due 04/01/2021 759187CC9 12,050,000 $11,828,723.68 0.25%
ABBVIE INC N/C, Variable rate, due 11/21/2022 00287YBN8 12,000,000 $11,361,213.84 0.24%
BANK OF MONTREAL N/C, Variable rate, due 04/13/2021 06367T4X5 11,526,000 $11,391,537.34 0.24%
FHLMC Multifamily Structured Pass Through Certs. Series K025, Class A1, 1.875%, due 04/25/2022 3137AYCD1 11,503,168 $11,597,375.46 0.24%
QUALCOMM INC 0%, due 05/06/2020 74753CE60 11,490,000 $11,476,592.43 0.24%
TYSON FOODS INC N/C, Variable rate, due 06/02/2020 902494BB8 11,484,000 $11,457,787.78 0.24%
AMERICAN EXPRESS CO Variable rate, due 11/05/2021 025816BZ1 11,000,000 $10,797,878.63 0.23%
Canadian Pacer Auto Receivable Series 2019-1A, Class A2, 2.78%, due 03/21/2022 13646BAC2 10,785,252 $10,805,812.66 0.23%
CONSOLIDATED EDISON CO OF NY N/C, Variable rate, due 06/25/2021 209111FR9 11,000,000 $10,759,895.19 0.23%
DISCOVER BANK 3.10%, due 06/04/2020 25466AAG6 11,035,000 $11,018,780.43 0.23%
HPEFS Equipment Trust Series 2020-1A, Class A2, 1.83%, due 02/20/2030 40438FAB0 11,000,000 $10,867,079.30 0.23%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 06/11/2021 46849LTA9 11,510,000 $11,219,089.35 0.23%
MORGAN STANLEY N/C, Variable rate, due 04/21/2021 61746BEB8 11,000,000 $10,916,027.54 0.23%
ALABAMA POWER CO 2.45%, due 03/30/2022 010392FQ6 10,410,000 $10,534,744.07 0.22%
Canadian Pacer Auto Receivables Trust Series 2018-1A, Class A3, 3%, due 11/19/2021 136451AD3 10,489,893 $10,490,488.18 0.22%
CHARLES SCHWAB CORP Variable rate, due 05/21/2021 808513AV7 10,505,000 $10,331,359.60 0.22%
CIGNA CORP Variable rate, due 09/17/2021 125523AB6 11,000,000 $10,605,695.43 0.22%
CITIBANK NA Variable rate, due 02/12/2021 17325FAM0 10,760,000 $10,673,069.42 0.22%
CREDIT AGRICOLE CIB Variable rate, due 10/03/2021 22533AA98 10,715,000 $10,553,599.42 0.22%
FREMF MORTGAGE TRUST Series 2010-K8, Class B, Variable rate, due 09/25/2043 30261VAA0 10,411,000 $10,393,056.65 0.22%
LLOYDS BANKING GROUP PLC N/C, 3.10%, due 07/06/2021 539439AK5 10,637,000 $10,610,674.38 0.22%
LOCKHEED MARTIN CORP 2.50%, due 11/23/2020 539830BF5 10,505,000 $10,516,386.79 0.22%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 606822AS3 10,991,000 $10,455,055.65 0.22%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 07/12/2022 64952WDJ9 10,550,000 $10,277,378.40 0.22%
AMERICAN WATER CAP CORP 0%, due 04/17/2020 03040LDH9 10,000,000 $9,994,193.20 0.21%
BASF SE 0%, due 05/01/2020 05526LE11 10,000,000 $9,985,759.80 0.21%
BELL CANADA 0%, due 05/01/2020 07787PE12 10,000,000 $9,987,460.50 0.21%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 11/24/2020 05565QDT2 10,000,000 $9,866,716.40 0.21%
CA IMPERIAL BK OF COMM Variable rate, due 08/27/2020 13608CHS4 10,000,000 $10,000,000.00 0.21%
CONSOLIDATED EDISON INC 0%, due 04/06/2020 20911TD66 10,000,000 $10,000,000.00 0.21%
CONSOLIDATED EDISON INC 0%, due 04/09/2020 20911TD90 10,000,000 $9,997,497.90 0.21%
CONSOLIDATED EDISON INC 2%, due 05/15/2021 209115AC8 10,000,000 $9,899,693.20 0.21%
DAIMLER FINANCE NA LLC 0%, due 04/15/2020 23384DDF3 10,000,000 $9,992,621.40 0.21%
DAIMLER FINANCE NA LLC Variable rate, due 05/04/2020 233851DH4 10,000,000 $9,971,286.40 0.21%
DTE ENERGY CO 2.60%, due 06/15/2022 233331BB2 10,000,000 $9,932,312.00 0.21%
DUKE ENERGY CORPORATION 0%, due 04/23/2020 26244HDP5 10,000,000 $9,991,024.90 0.21%
EXXON MOBIL CORP 0%, due 04/23/2020 30229ADP1 10,000,000 $9,990,550.30 0.21%
GOLDMAN SACHS GROUP INC Variable rate, due 11/15/2021 38145GAF7 10,308,000 $10,172,827.90 0.21%
Honda Auto Receivables Owner Trust Series 2020-1, Class A2, 1.63%, due 10/21/2022 43813RAB3 10,000,000 $10,023,576.00 0.21%
HP INC 0%, due 04/20/2020 44331BDL4 10,000,000 $9,987,082.90 0.21%
IBM CORP N/C, Variable rate, due 05/13/2021 459200KD2 10,000,000 $9,914,698.60 0.21%
INTEL CORP N/C, Variable rate, due 05/11/2022 458140BC3 10,000,000 $9,852,233.30 0.21%
JP MORGAN CHASE BANK NA N/C, Variable rate, due 04/26/2021 48125LRP9 10,000,000 $9,884,455.60 0.21%
KEURIG DR PEPPER INC 0%, due 04/13/2020 49271JDD6 10,000,000 $9,993,674.30 0.21%
L3HARRIS TECH INC 4.95%, due 02/15/2021 502431AA7 10,000,000 $10,213,680.00 0.21%
MCDONALD'S CORP N/C, Variable rate, due 10/28/2021 58013MFG4 10,000,000 $9,884,692.70 0.21%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/08/2021 59217GCM9 10,000,000 $9,884,466.30 0.21%
MONDELEZ INTERNATIONAL 0%, due 05/14/2020 60920VEE8 10,000,000 $9,984,481.40 0.21%
NATIONAL AUSTRALI BANK LTD Variable rate, due 05/20/2020 63254GLD5 10,000,000 $9,999,636.30 0.21%
NISOURCE INC 0%, due 04/08/2020 65478JD84 10,000,000 $9,998,997.90 0.21%
OVINTIV CANADA ULC 0%, due 04/07/2020 69047MD73 10,000,000 $9,999,428.60 0.21%
PARKER-HANNIFIN CORP 0%, due 05/07/2020 70109LE77 10,000,000 $9,975,879.50 0.21%
PARKER-HANNIFIN CORP 0%, due 05/08/2020 70109LE85 10,000,000 $9,975,101.40 0.21%
SCHLUMBERGER INVESTMENT 0%, due 05/05/2020 80686BE53 10,000,000 $9,979,451.10 0.21%
SHIRE ACQ INV IRELAND DA 2.40%, due 09/23/2021 82481LAB5 10,300,000 $10,247,197.25 0.21%
SMITHFIELD FOODS INC 0%, due 04/09/2020 83225LD96 10,000,000 $9,998,581.30 0.21%
VIRGINIA ELECTRIC POWER 0%, due 04/30/2020 92780JDW8 10,000,000 $9,977,309.80 0.21%
WELLS FARGO & COMPANY N/C, 3.50%, due 03/08/2022 94974BFC9 10,000,000 $10,200,614.00 0.21%
WELLS FARGO BANK NA Variable rate, due 05/21/2021 94988J5V5 10,000,000 $9,875,520.00 0.21%
BMW US CAPITAL LLC N/C, Variable rate, due 04/12/2021 05565EAV7 10,000,000 $9,655,780.20 0.20%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 09/07/2021 14913Q2P3 9,879,000 $9,624,769.96 0.20%
CITIGROUP INC Variable rate, due 04/25/2022 172967LH2 9,959,000 $9,691,906.79 0.20%
COOPERAT RABOBANK UA/NY N/C, Variable rate, due 01/10/2022 21688AAK8 9,816,000 $9,572,868.87 0.20%
DEUTSCHE TELEKOM INT FIN 1.95%, due 09/19/2021 25156PAU7 9,800,000 $9,702,108.09 0.20%
EXXON MOBIL CORPORATION N/C, Variable rate, due 08/16/2022 30231GBA9 10,000,000 $9,641,785.10 0.20%
OTIS WORLDWIDE CORP Variable rate, due 04/05/2023 68902VAC1 10,000,000 $9,502,825.90 0.20%
OVINTIV INC 0%, due 04/29/2020 69047JDV7 9,750,000 $9,740,143.63 0.20%
ROYAL BANK OF CANADA N/C, Variable rate, due 08/05/2022 78015K7F5 10,000,000 $9,546,946.00 0.20%
STANDARD CHARTERED PLC Variable rate, due 01/20/2023 853254BL3 9,975,000 $9,639,640.50 0.20%
SUNTRUST BANK Variable rate, due 05/17/2022 86787EBD8 10,000,000 $9,755,739.30 0.20%
TOYOTA MOTOR CREDIT CORP N/C, 1.80%, due 10/07/2021 89236TGJ8 9,677,000 $9,592,921.97 0.20%
VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 09/24/2021 928668AW2 10,000,000 $9,665,543.60 0.20%
CISCO SYSTEMS INC 2.90%, due 03/04/2021 17275RAP7 9,049,000 $9,117,906.05 0.19%
EXELON CORP 2.85%, due 06/15/2020 30161NAH4 8,962,000 $8,950,304.42 0.19%
Ford Credit Auto Lease Trust Series 2019-A, Class A3, 2.90%, due 05/15/2022 34532FAD4 9,000,000 $9,079,048.80 0.19%
HUMANA INC 2.50%, due 12/15/2020 444859BH4 9,300,000 $9,264,648.00 0.19%
MIZUHO FINANCIAL GROUP N/C, Variable rate, due 09/13/2021 60687YAF6 9,200,000 $8,980,223.04 0.19%
SEMPRA GLOBAL 0%, due 04/22/2020 81685LDN2 8,858,000 $8,846,774.52 0.19%
SIEMENS FINANCIERINGSMAATSCHAPPIJ Variable rate, due 03/16/2022 82620KAQ6 9,200,000 $8,975,671.16 0.19%
TELEFONICA EMISIONES SAU 5.134%, due 04/27/2020 87938WAM5 8,975,000 $8,988,539.95 0.19%
VERIZON COMMUNICATIONS N/C, Variable rate, due 05/22/2020 92343VDZ4 9,000,000 $8,994,849.48 0.19%
WASTE MANAGEMENT INC 4.75%, due 06/30/2020 94106LAW9 8,876,000 $8,881,845.47 0.19%
BP CAP MARKETS AMERICA Variable rate, due 09/19/2022 10373QBD1 9,169,000 $8,651,181.37 0.18%
DOMINION RESOURCES INC 2.75%, due 01/15/2022 25746UCR8 8,510,000 $8,521,072.02 0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K027, Class A1, 1.785%, due 09/25/2022 3137B1UF7 8,437,205 $8,529,935.06 0.18%
GM Financial Automobile Leasing Trust Series 2018-3, Class B, 3.48%, due 07/20/2022 36256GAF6 8,332,000 $8,385,613.09 0.18%
Nissan Auto Lease Trust Series 2018-A, Class A3, 2.05%, due 09/15/2021 65478BAD3 8,500,000 $8,544,364.90 0.18%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/29/2022 78013X6E3 9,000,000 $8,748,704.70 0.18%
SANTANDER UK GROUP HLDGS N/C, 2.875%, due 10/16/2020 80281LAC9 8,512,000 $8,499,113.17 0.18%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 05/17/2021 83051GAH1 9,000,000 $8,710,747.56 0.18%
STANDARD CHARTERED PLC Variable rate, due 09/10/2022 853254BR0 8,604,000 $8,389,662.58 0.18%
AMERICAN EXPRESS CO Variable rate, due 10/30/2020 025816BQ1 8,111,000 $8,040,736.43 0.17%
Avis Budget Rental Car Funding Series 2016-2A, Class A, 2.72%, due 11/20/2022 05377RCK8 8,060,000 $7,919,057.20 0.17%
CAPITAL ONE FINANCIAL CO 3.45%, due 04/30/2021 14040HBY0 8,226,000 $8,255,089.35 0.17%
CNPC FINANCE HK LTD 0%, due 04/20/2020 12623KDL8 8,000,000 $7,993,918.16 0.17%
FHLMC Multifamily Structured Pass Through Certs. Series K011, Class A2, Variable rate, due 11/25/2020 3137A7NU0 8,102,530 $8,205,596.93 0.17%
FREMF MORTGAGE TRUST Series 2014-K715, Class B, Variable rate, due 02/25/2046 30291XAE2 8,195,000 $8,210,337.76 0.17%
GATX CORP N/C, Variable rate, due 11/05/2021 361448BB8 8,300,000 $8,139,604.41 0.17%
HP ENTERPRISE CO 3.60%, due 10/15/2020 42824CAG4 8,340,000 $8,341,484.52 0.17%
OSCAR US Funding Trust Series 2017-1A, Class A4, 3.30%, due 05/10/2024 687846AE5 7,930,000 $8,035,252.19 0.17%
WESTPAC BANKING CORP N/C, Variable rate, due 01/25/2021 961214DV2 8,261,000 $8,177,145.40 0.17%
AT&T INC N/C, Variable rate, due 06/01/2021 00206RFZ0 7,940,000 $7,787,832.84 0.16%
CVS HEALTH CORP 3.35%, due 03/09/2021 126650DC1 7,511,000 $7,554,329.90 0.16%
FIFTH THIRD BANK Variable rate, due 07/26/2021 31677QBP3 7,725,000 $7,596,929.54 0.16%
Ford Credit Auto Lease Trust Series 2019-A, Class A2A, 2.84%, due 09/15/2021 34532FAB8 7,510,923 $7,521,622.97 0.16%
Foursight Capital Automobile Receivables Trust Series 2019-1, Class A2, 2.87%, due 03/15/2023 35105RAB6 7,642,255 $7,635,019.61 0.16%
GENERAL MOTORS FINL CO 2.65%, due 04/13/2020 37045XBV7 7,811,000 $7,807,838.42 0.16%
GM Financial Automobile Leasing Trust Series 2019-1, Class A3, 2.98%, due 12/20/2021 36256UAD0 7,500,000 $7,553,164.50 0.16%
NEXTERA ENERGY CAPITAL N/C, 2.403%, due 09/01/2021 65339KAS9 7,425,000 $7,485,945.29 0.16%
RYDER SYSTEM INC 2.875%, due 09/01/2020 78355HKA6 7,448,000 $7,418,297.97 0.16%
SOUTHERN POWER CO 2.375%, due 06/01/2020 843646AL4 7,686,000 $7,686,293.99 0.16%
ABN AMRO BANK NV N/C, Variable rate, due 08/27/2021 00084DAS9 7,158,000 $7,026,358.51 0.15%
ANTHEM INC 2.50%, due 11/21/2020 036752AE3 7,383,000 $7,371,956.73 0.15%
BAT CAPITAL CORP Variable rate, due 08/15/2022 05526DAX3 7,452,000 $6,983,279.86 0.15%
BP CAPITAL MARKETS PLC 2.50%, due 11/06/2022 05565QCB2 6,985,000 $6,962,770.03 0.15%
ENI FINANCE USA INC 0%, due 04/09/2020 26876AD91 6,960,000 $6,958,834.27 0.15%
GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2021 37045XCN4 8,000,000 $7,203,151.92 0.15%
GOLDMAN SACHS GROUP INC Variable rate, due 09/15/2020 38141GVQ4 7,000,000 $6,981,999.50 0.15%
PERNOD RICARD SA 5.75%, due 04/07/2021 714264AA6 7,012,000 $7,204,504.01 0.15%
PHILLIPS 66 N/C, Variable rate, due 02/26/2021 718546AS3 7,419,000 $7,049,738.49 0.15%
UBS AG LONDON Variable rate, due 06/08/2020 902674XE5 7,000,000 $6,983,308.99 0.15%
UNION PACIFIC CORP 4%, due 02/01/2021 907818DG0 7,004,000 $7,076,260.13 0.15%
UNUM GROUP 5.625%, due 09/15/2020 91529YAH9 6,959,000 $6,973,377.50 0.15%
World Omni Automobile Lease Securitization Trust Series 2019-A, Class A2, 2.89%, due 11/15/2021 98162XAB1 7,064,060 $7,087,549.02 0.15%
AVIATION CAPITAL GROUP N/C, Variable rate, due 06/01/2021 05369AAG6 7,365,000 $6,897,773.75 0.14%
BANK OF AMERICA CORP Variable rate, due 07/21/2021 06051GGP8 6,642,000 $6,630,199.43 0.14%
BMW Vehicle Lease Trust Series 2018-1, Class A3, 3.26%, due 07/20/2021 05586CAC8 6,695,000 $6,739,704.53 0.14%
COMMONWEALTH BANK AUST N/C, Variable rate, due 03/10/2022 2027A0JL4 7,000,000 $6,896,688.47 0.14%
CONAGRA BRANDS INC Variable rate, due 10/22/2020 205887BX9 6,810,000 $6,740,295.90 0.14%
ENBRIDGE INC N/C, Variable rate, due 06/15/2020 29250NAP0 6,657,000 $6,619,680.06 0.14%
GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 38148YAC2 6,500,000 $6,541,102.56 0.14%
MACQUARIE BANK LTD N/C, 6.625%, due 04/07/2021 55608XAA5 6,631,000 $6,844,120.81 0.14%
OSCAR US Funding Trust Series 2018-2A, Class A3, 3.39%, due 09/12/2022 68784XAD8 6,915,000 $6,904,853.63 0.14%
REGIONS BANK Variable rate, due 08/13/2021 759187CE5 7,000,000 $6,815,641.63 0.14%
ROPER TECHNOLOGIES INC 3%, due 12/15/2020 776743AA4 6,565,000 $6,588,216.73 0.14%
SUNTRUST BANK Variable rate, due 10/26/2021 86787EAZ0 7,000,000 $6,843,073.44 0.14%
TD AMERITRADE HOLDING CO Variable rate, due 11/01/2021 87236YAG3 6,633,000 $6,510,456.05 0.14%
UBS AG LONDON Variable rate, due 12/01/2020 902674XJ4 6,800,000 $6,736,266.12 0.14%
VOLKSWAGEN GROUP AMERICA 2.50%, due 09/24/2021 928668AX0 7,000,000 $6,790,407.96 0.14%
WELLS FARGO & COMPANY Variable rate, due 02/11/2022 949746SP7 6,952,000 $6,833,597.15 0.14%
WESTPAC BANKING CORP N/C, Variable rate, due 01/13/2023 961214EK5 7,000,000 $6,746,559.26 0.14%
AMERICAN HONDA FINANCE N/C, Variable rate, due 06/16/2020 02665WCG4 6,000,000 $5,982,893.76 0.13%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGX1 6,239,000 $6,086,971.22 0.13%
BARCLAYS PLC N/C, 2.875%, due 06/08/2020 06738EAG0 6,000,000 $5,985,494.10 0.13%
CITIZENS BANK NA N/C, Variable rate, due 05/26/2020 17401QAK7 6,425,000 $6,421,518.55 0.13%
FREMF MORTGAGE TRUST Series 2011-K10, Class B, Variable rate, due 11/25/2049 30261YAL0 6,160,000 $6,175,197.34 0.13%
GM Financial Automobile Leasing Trust Series 2019-2, Class A2A, 3.04%, due 06/21/2021 36257AAB7 6,419,901 $6,424,235.93 0.13%
GOLDMAN SACHS GROUP INC 2.60%, due 12/27/2020 38141GWG5 6,000,000 $5,997,487.44 0.13%
HYUNDAI CAPITAL AMERICA 2.375%, due 02/10/2023 44891ABE6 6,885,000 $6,292,017.95 0.13%
JPMORGAN CHASE & CO 2.972%, due 01/15/2023 48128BAB7 6,000,000 $6,072,498.96 0.13%
JPMORGAN CHASE & CO Variable rate, due 04/25/2023 46647PAE6 6,060,000 $6,120,798.47 0.13%
KINDER MORGAN ENER PART 5.30%, due 09/15/2020 494550BE5 6,367,000 $6,350,270.64 0.13%
OSCAR US Funding Trust Series 2019-1A, Class A2, 3.10%, due 04/11/2022 68784YAB0 6,483,055 $6,385,808.78 0.13%
SANTANDER UK GROUP HLDGS N/C, 3.125%, due 01/08/2021 80281LAD7 6,250,000 $6,234,220.75 0.13%
SHELL INTERNATIONAL FINANCE N/C, Variable rate, due 05/11/2020 822582BH4 6,000,000 $5,993,566.92 0.13%
SIEMENS FINANCIERINGSMATSCHAPPIJ 2.15%, due 05/27/2020 82620KAC7 5,990,000 $5,994,112.14 0.13%
SPECTRA ENERGY PARTNERS N/C, Variable rate, due 06/05/2020 84756NAJ8 6,355,000 $6,307,538.70 0.13%
UBS GROUP FUNDING (SWITZERLAND) AG N/C, Variable rate, due 04/14/2021 90351DAE7 6,000,000 $6,004,230.06 0.13%
UNITEDHEALTH GROUP INC N/C, Variable rate, due 06/15/2021 91324PDG4 6,156,000 $6,109,117.87 0.13%
World Omni Automobile Lease Securitization Trust Series 2018-A, Class A4, 2.94%, due 05/15/2023 98161YAD6 6,405,000 $6,394,444.56 0.13%
AMERICAN EXPRESS CO Variable rate, due 05/17/2021 025816BV0 6,000,000 $5,924,230.08 0.12%
AMERICAN INTL GROUP 3.30%, due 03/01/2021 026874DG9 5,512,000 $5,522,316.76 0.12%
BOSTON PROPERTIES LP 4.125%, due 05/15/2021 10112RAS3 5,483,000 $5,521,973.38 0.12%
BRISTOL-MYERS SQUIBB CO 2.55%, due 05/14/2021 110122BX5 5,855,000 $5,921,298.68 0.12%
BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 05/16/2022 110122CF3 6,000,000 $5,885,137.68 0.12%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/15/2021 14913Q2H1 6,000,000 $5,893,798.86 0.12%
CVS HEALTH CORP N/C, Variable rate, due 03/09/2021 126650DD9 6,000,000 $5,892,196.08 0.12%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/12/2021 233851DA9 5,730,000 $5,527,519.79 0.12%
DNB BANK ASA N/C, Variable rate, due 12/02/2022 23329PAD2 6,000,000 $5,793,713.64 0.12%
DOWDUPONT INC N/C, Variable rate, due 11/15/2020 26078JAG5 5,934,000 $5,894,386.40 0.12%
DUKE ENERGY CORP N/C, Variable rate, due 03/11/2022 26441CBD6 5,900,000 $5,710,978.52 0.12%
GE CAPITAL INTL FUNDING 2.342%, due 11/15/2020 36164QMS4 6,070,000 $5,957,394.09 0.12%
GENERAL ELECTRIC CO N/C, 5.55%, due 05/04/2020 36962G2T0 5,675,000 $5,675,303.55 0.12%
GENERAL MOTORS FINL CO 3.20%, due 07/13/2020 37045XAY2 6,000,000 $5,905,114.56 0.12%
HSBC HOLDINGS PLC Variable rate, due 09/11/2021 404280BV0 6,000,000 $5,851,964.40 0.12%
ING GROEP NV N/C, Variable rate, due 10/02/2023 456837AL7 6,000,000 $5,647,276.75 0.12%
ABBVIE INC 2.15%, due 11/19/2021 00287YBG3 5,400,000 $5,399,039.88 0.11%
AERCAP IRELAND CAP LTD/A 4.625%, due 10/30/2020 00772BAQ4 5,376,000 $5,172,275.08 0.11%
AT&T INC 4.60%, due 02/15/2021 00206RCZ3 5,000,000 $5,049,116.35 0.11%
ATHENE GLOBAL FUNDING N/C, 3%, due 07/01/2022 04685A2E0 5,108,000 $5,036,546.49 0.11%
BARCLAYS BANK PLC 2.65%, due 01/11/2021 06739FJJ1 5,110,000 $5,088,204.83 0.11%
BMW FINANCE NV N/C, Variable rate, due 08/12/2022 05600LAD8 5,500,000 $5,279,735.23 0.11%
COLT Funding LLC Series 2018-3, Class A1, Variable rate, due 10/26/2048 12596DAA4 5,265,768 $5,242,549.85 0.11%
COOPERAT RABOBANK UA/NY N/C, Variable rate, due 04/26/2021 21688AAP7 5,200,000 $5,114,416.06 0.11%
CREDIT SUISSE GROUP FUNDING LTD N/C, Variable rate, due 04/16/2021 225433AP6 5,500,000 $5,481,122.68 0.11%
GOLDMAN SACHS BANK USA Variable rate, due 05/24/2021 3814267X7 5,194,000 $5,140,194.26 0.11%
GOLDMAN SACHS GROUP INC 3%, due 04/26/2022 38141GWC4 5,000,000 $5,022,968.50 0.11%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 04/27/2020 46849LSZ5 5,490,000 $5,488,299.20 0.11%
KROGER CO 2.60%, due 02/01/2021 501044DB4 5,348,000 $5,338,640.20 0.11%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 07/14/2021 86562MAG5 5,604,000 $5,461,071.72 0.11%
WELLS FARGO & COMPANY N/C, 3%, due 01/22/2021 94974BFR6 5,000,000 $5,031,155.75 0.11%
ABBVIE INC N/C, Variable rate, due 05/21/2021 00287YBT5 5,000,000 $4,911,789.25 0.10%
ABBVIE INC N/C, Variable rate, due 11/19/2021 00287YBJ7 5,000,000 $4,868,306.90 0.10%
ANZ NEW ZEALAND INTL/LDN N/C, 2.75%, due 01/22/2021 00182EBH1 5,000,000 $4,996,981.95 0.10%
AT&T INC 2.80%, due 02/17/2021 00206RCR1 5,000,000 $4,967,300.05 0.10%
BANK OF AMERICA CORP N/C, 2.625%, due 10/19/2020 06051GFT1 5,000,000 $5,010,203.80 0.10%
BANK OF AMERICA CORP N/C, Variable rate, due 04/19/2021 06051GFV6 5,000,000 $4,997,567.35 0.10%
BANK OF AMERICA CORP Variable rate, due 01/23/2022 06051GGY9 5,000,000 $5,002,752.55 0.10%
BANK OF NY MELLON CORP Variable rate, due 06/04/2021 06405LAB7 5,000,000 $4,928,350.20 0.10%
BAYER US FINANCE II LLC Variable rate, due 06/25/2021 07274NAC7 5,000,000 $4,834,093.60 0.10%
Carvana Auto Receivables Trust Series 2019-4A, Class A2, 2.20%, due 07/15/2022 14686YAC1 5,000,000 $4,975,569.50 0.10%
CIGNA CORP 3.20%, due 09/17/2020 125523AD2 5,000,000 $5,010,854.20 0.10%
CISCO SYSTEMS INC 2.45%, due 06/15/2020 17275RAX0 5,000,000 $5,003,175.45 0.10%
CITIGROUP INC Variable rate, due 11/04/2022 17308CC46 5,000,000 $4,986,173.70 0.10%
CITIGROUP INC Variable rate, due 11/04/2022 17308CC38 5,000,000 $4,809,325.65 0.10%
DAIMLER FINANCE NA LLC 1.75%, due 03/10/2023 233851DY7 5,000,000 $4,695,533.10 0.10%
DUKE ENERGY CORP N/C, Variable rate, due 05/14/2021 26441CBA2 5,000,000 $4,948,967.85 0.10%
Ford Credit Auto Lease Trust Series 2018-B, Class A3, 3.19%, due 12/15/2021 34531LAD2 4,780,000 $4,792,665.10 0.10%
GM Financial Automobile Leasing Trust Series 2019-1, Class A2A, 2.91%, due 04/20/2021 36256UAB4 4,620,655 $4,623,591.66 0.10%
GOLDMAN SACHS GROUP INC Variable rate, due 04/26/2022 38141GWD2 5,000,000 $4,878,038.90 0.10%
GTE Auto Receivables Trust Series 2019-1, Class A2, 2.17%, due 12/15/2022 362303AC3 5,000,000 $4,934,467.00 0.10%
JP MORGAN CHASE BANK NA Variable rate, due 04/26/2021 48125LRN4 5,000,000 $4,998,495.80 0.10%
JPMORGAN CHASE & CO Variable rate, due 06/01/2021 46647PAG1 5,000,000 $4,960,052.60 0.10%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 09/07/2020 59217GCQ0 5,000,000 $4,964,157.45 0.10%
MIZUHO FINANCIAL GROUP N/C, 2.632%, due 04/12/2021 60687YAB5 5,000,000 $4,993,966.70 0.10%
MPLX LP Variable rate, due 09/09/2021 55336VBG4 5,000,000 $4,717,675.55 0.10%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 12/13/2022 63254WAA8 5,000,000 $4,778,167.70 0.10%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 07/13/2020 654740AY5 4,619,000 $4,599,437.80 0.10%
NORDEA BANK ABP N/C, 2.50%, due 09/17/2020 65557CAR4 5,000,000 $5,008,260.05 0.10%
OSCAR US Funding Trust Series 2017-2A, Class A3, 2.45%, due 12/10/2021 68784AAD8 4,991,782 $4,934,844.09 0.10%
PNC BANK NA Variable rate, due 02/24/2023 69353RFU7 5,000,000 $4,745,981.75 0.10%
PUBLIC SVC ENTERPRISE GP 0%, due 05/05/2020 74457LE51 5,000,000 $4,988,516.30 0.10%
Securitized Term Auto Receivables Trust Series 2019-1A, Class A3, 2.986%, due 02/27/2023 81377DAC0 4,900,000 $4,901,442.56 0.10%
SKANDINAVISKA ENSKILDA N/C, 2.625%, due 11/17/2020 83051GAE8 4,800,000 $4,805,020.13 0.10%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 10/19/2021 86562MAJ9 4,674,000 $4,555,251.14 0.10%
THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2021 254687FG6 5,000,000 $4,945,412.70 0.10%
TORONTO-DOMINION BANK N/C, Variable rate, due 09/17/2020 89114QC63 4,804,000 $4,770,011.56 0.10%
Towd Point Mortgage Trust Series 2015-3, Class A1B, Variable rate, due 03/25/2054 89172HAK3 4,546,112 $4,552,715.20 0.10%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/18/2020 89236TFM2 5,000,000 $4,957,122.75 0.10%
WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 961214DR1 5,000,000 $4,921,810.90 0.10%
AMERICAN INTL GROUP 3.375%, due 08/15/2020 026874CX3 4,328,000 $4,335,370.32 0.09%
BMW US CAPITAL LLC N/C, Variable rate, due 08/13/2021 05565EBD6 4,400,000 $4,232,791.29 0.09%
DOMINION ENERGY GAS HLDG 2.80%, due 11/15/2020 257375AK1 4,313,000 $4,310,279.79 0.09%
EOG RESOURCES INC 4.40%, due 06/01/2020 26875PAE1 4,075,000 $4,071,940.98 0.09%
ERAC USA FINANCE LLC N/C, 5.25%, due 10/01/2020 26884TAA0 4,064,000 $4,128,082.09 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K716, Class A2, 3.13%, due 06/25/2021 3137BDDC7 4,286,485 $4,375,927.43 0.09%
MARATHON PETROLEUM CORP 3.40%, due 12/15/2020 56585AAL6 4,507,000 $4,468,922.75 0.09%
NATIONAL BANK OF CANADA 2.20%, due 11/02/2020 63307A2G9 4,075,000 $4,076,250.74 0.09%
NEXTERA ENERGY CAPITAL Variable rate, due 02/25/2022 65339KBC3 4,520,000 $4,397,276.04 0.09%
Sierra Receivables Funding Co. LLC Series 2016-3A, Class A, 2.43%, due 10/20/2033 82652YAA2 4,491,933 $4,434,081.17 0.09%
SOUTHERN CO 2.35%, due 07/01/2021 842587CS4 4,525,000 $4,538,717.50 0.09%
WILLIAMS COMPANIES INC 4.125%, due 11/15/2020 96950FAG9 4,125,000 $4,109,941.19 0.09%
AIG GLOBAL FUNDING N/C, Variable rate, due 01/22/2021 00138CAJ7 4,100,000 $3,959,498.86 0.08%
AMERICAN HONDA FINANCE N/C, Variable rate, due 01/08/2021 02665WCR0 3,800,000 $3,743,654.59 0.08%
AUST & NZ BANKING GROUP N/C, Variable rate, due 11/21/2022 05252ADE8 4,000,000 $3,867,998.56 0.08%
BANK OF AMERICA CORP Variable rate, due 07/21/2021 06051GGN3 4,000,000 $3,962,253.28 0.08%
BANK OF MONTREAL N/C, Variable rate, due 06/15/2020 06367TYM6 3,750,000 $3,742,913.10 0.08%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/08/2021 14913Q2Z1 3,750,000 $3,694,032.68 0.08%
CHARTER COMM OPT LLC/CAP 3.579%, due 07/23/2020 161175AX2 3,630,000 $3,631,175.29 0.08%
DOMINION ENERGY INC 0%, due 04/06/2020 2574P0D68 3,800,000 $3,800,000.00 0.08%
FREMF MORTGAGE TRUST Series 2011-K14, Class B, Variable rate, due 02/25/2047 30263BAL8 3,822,000 $3,844,496.29 0.08%
HP ENTERPRISE CO N/C, Variable rate, due 03/12/2021 42824CBD0 3,905,000 $3,779,131.31 0.08%
JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 10/15/2020 46849LTD3 3,750,000 $3,725,203.01 0.08%
NEW YORK LIFE GLOBAL FDG N/C, 2%, due 04/09/2020 64952WCP6 3,930,000 $3,929,912.20 0.08%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 12/12/2022 83051GAL2 4,000,000 $3,857,797.84 0.08%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/11/2022 86562MAL4 4,139,000 $4,031,885.95 0.08%
Towd Point Mortgage Trust Series 2016-3, Class A1, Variable rate, due 04/25/2056 89172YAA8 3,847,130 $3,826,657.19 0.08%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/13/2021 89236TEV3 4,000,000 $3,911,894.64 0.08%
VERIZON COMMUNICATIONS 4.6%, due 04/01/2021 92343VAX2 3,805,000 $3,917,974.29 0.08%
WELLS FARGO BANK NA Variable rate, due 07/23/2021 94988J5Q6 3,793,000 $3,755,154.89 0.08%
ABBVIE INC 2.50%, due 05/14/2020 00287YAT6 3,173,000 $3,173,531.32 0.07%
ALTRIA GROUP INC N/C, 4.75%, due 05/05/2021 02209SAL7 3,502,000 $3,544,820.42 0.07%
BECTON DICKINSON AND CO 2.404%, due 06/05/2020 075887BR9 3,341,000 $3,338,016.39 0.07%
CAPITAL ONE NA 2.15%, due 09/06/2022 14042RNW7 3,240,000 $3,152,287.76 0.07%
CAPITAL ONE NA Variable rate, due 08/08/2022 14042RHB0 3,385,000 $3,298,135.69 0.07%
CHEVRON CORP N/C, Variable rate, due 05/16/2021 166764BF6 3,500,000 $3,449,529.44 0.07%
DOLLAR TREE INC Variable rate, due 04/17/2020 256746AE8 3,139,000 $3,138,753.90 0.07%
DUPONT DE NEMOURS INC 0%, due 04/16/2020 26082MDG9 3,500,000 $3,496,177.51 0.07%
GM Financial Automobile Leasing Trust Series 2018-3, Class A3, 3.18%, due 06/21/2021 36256GAD1 3,379,289 $3,385,961.60 0.07%
Hyundai Auto Lease Securitization Trust Series 2018-A, Class A3, 2.81%, due 04/15/2021 44935AAD7 3,564,223 $3,564,925.47 0.07%
Hyundai Auto Lease Securitization Trust Series 2019-A, Class A2, 2.92%, due 07/15/2021 448969AB1 3,109,553 $3,108,064.95 0.07%
KEY BANK NA N/C, Variable rate, due 11/22/2021 49327M2R4 3,300,000 $3,210,276.56 0.07%
LLOYDS BANKING GROUP PLC N/C, Variable rate, due 06/21/2021 53944YAG8 3,410,000 $3,330,182.20 0.07%
Mercedes-Benz Auto Lease Trust Series 2019-A, Class A2, 3.01%, due 02/16/2021 58772TAB6 3,119,479 $3,122,991.89 0.07%
Mill City Mortgage Trust Series 2016-1, Class A1, Variable rate, due 04/25/2057 59980TAA4 3,585,369 $3,572,170.88 0.07%
OSCAR US Funding Trust Series 2017-2A, Class A4, 2.76%, due 12/10/2024 68784AAE6 3,580,000 $3,410,649.21 0.07%
PHILLIPS 66 Variable rate, due 04/15/2020 718546AP9 3,250,000 $3,248,295.31 0.07%
PIONEER NATURAL RESOURCES 3.45%, due 01/15/2021 723787AL1 3,289,000 $3,176,111.49 0.07%
SANTANDER UK PLC N/C, 2.125%, due 11/03/2020 80283LAP8 3,400,000 $3,383,050.01 0.07%
SVENSKA HANDELSBANKEN AB N/C, Variable rate, due 05/24/2021 86960BAU6 3,500,000 $3,443,162.98 0.07%
VULCAN MATERIALS CO N/C, Variable rate, due 06/15/2020 929160AU3 3,566,000 $3,554,859.10 0.07%
World Omni Automobile Lease Securitization Trust Series 2018-B, Class A2A, 2.96%, due 06/15/2021 98162CAB7 3,218,900 $3,220,686.64 0.07%
AMERICAN EXPRESS CO N/C, Variable rate, due 08/03/2023 025816BX6 3,000,000 $2,852,932.68 0.06%
AMERICAN HONDA FINANCE N/C, Variable rate, due 06/11/2021 02665WDA6 3,000,000 $2,939,810.04 0.06%
APPLE INC 1.55%, due 08/04/2021 037833CC2 3,000,000 $3,002,466.12 0.06%
AUST & NZ BANKING GROUP N/C, Variable rate, due 08/19/2020 05252ACU3 3,000,000 $2,991,329.92 0.06%
AUST & NZ BANKING GROUP Variable rate, due 06/01/2021 05252ACL3 3,000,000 $2,986,043.10 0.06%
BANK OF AMERICA NA Variable rate, due 05/24/2021 06050TML3 3,000,000 $2,969,565.60 0.06%
CAPITAL ONE FINANCIAL CORP Variable rate, due 10/30/2020 14040HBS3 2,870,000 $2,838,825.20 0.06%
CITIBANK NA N/C, Variable rate, due 10/20/2020 17325FAK4 3,000,000 $2,977,209.27 0.06%
CREDIT AGRICOLE LONDON N/C, Variable rate, due 07/01/2021 22532LAS3 3,000,000 $2,976,646.29 0.06%
DNB BANK ASA N/C, 2.125%, due 10/02/2020 23329PAC4 2,770,000 $2,770,403.45 0.06%
DUKE ENERGY FLORIDA LLC N/C, Variable rate, due 11/26/2021 26444HAG6 3,000,000 $2,918,376.63 0.06%
ENTERPRISE PRODUCTS OPER 2.80%, due 02/15/2021 29379VBP7 3,000,000 $2,954,881.26 0.06%
FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 31394X5K8 2,628,371 $2,770,646.05 0.06%
GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2020 37045XCC8 3,000,000 $2,907,584.73 0.06%
HSBC HOLDINGS PLC N/C, 5.10%, due 04/05/2021 404280AK5 3,000,000 $3,062,295.63 0.06%
HYUNDAI CAPITAL AMERICA 3%, due 10/30/2020 44891AAD9 3,000,000 $2,970,580.95 0.06%
ING GROEP NV N/C, Variable rate, due 03/29/2022 456837AJ2 2,980,000 $2,876,088.33 0.06%
JPMORGAN CHASE & CO Variable rate, due 06/18/2022 46647PAT3 3,000,000 $2,931,743.91 0.06%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2020 654740BC2 2,700,000 $2,672,968.14 0.06%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2022 654740BE8 3,000,000 $2,808,264.84 0.06%
NORDEA BANK AB N/C, Variable rate, due 05/29/2020 65557CAW3 3,000,000 $2,995,017.15 0.06%
ORACLE CORP 2.80%, due 07/08/2021 68389XBA2 3,000,000 $3,040,662.48 0.06%
OSCAR US Funding Trust Series 2018-1A, Class A4, 3.50%, due 05/12/2025 68784CAE2 3,050,000 $2,879,986.32 0.06%
PRINCIPAL LFE GLB FND II N/C, 2.20%, due 04/08/2020 74256LAQ2 2,900,000 $2,899,785.11 0.06%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 03/09/2021 86562MAD2 2,712,000 $2,690,864.08 0.06%
Towd Point Mortgage Trust Series 2016-1, Class A1B, Variable rate, due 02/25/2055 89172EAU8 3,084,318 $3,086,114.90 0.06%
TOYOTA MOTOR CREDIT CORP N/C, 2.90%, due 03/30/2023 89236TGW9 2,727,000 $2,757,475.97 0.06%
TRUIST BANK Variable rate, due 03/09/2023 89788JAC3 3,000,000 $2,770,477.26 0.06%
ANZ NEW ZEALAND INTL/LDN N/C, Variable rate, due 01/25/2022 00182EBD0 2,500,000 $2,468,947.83 0.05%
CHEVRON CORP N/C, Variable rate, due 03/03/2022 166764BM1 2,235,000 $2,165,265.94 0.05%
CREDIT SUISSE NEW YORK N/C, 2.10%, due 11/12/2021 22550L2A8 2,500,000 $2,488,036.95 0.05%
EXPRESS SCRIPTS HOLDING Variable rate, due 11/30/2020 30219GAS7 2,500,000 $2,471,692.05 0.05%
GM Financial Automobile Leasing Trust Series 2018-2, Class A3, 3.06%, due 06/21/2021 36255KAD3 2,300,342 $2,303,733.34 0.05%
JPMORGAN CHASE & CO Variable rate, due 06/18/2022 46647PAS5 2,500,000 $2,542,430.28 0.05%
PFIZER INC 0%, due 05/04/2020 71708EE43 2,365,000 $2,360,582.09 0.05%
Securitized Term Auto Receivables Trust Series 2018-2A, Class A3, 3.325%, due 08/25/2022 81378TAD2 2,180,000 $2,198,031.00 0.05%
ANZ NEW ZEALAND INTL/LDN N/C, 2.85%, due 08/06/2020 00182EAX7 2,000,000 $2,003,144.02 0.04%
APPALACHIAN POWER CO 4.60%, due 03/30/2021 037735CR6 2,080,000 $2,099,317.06 0.04%
AT&T INC N/C, Variable rate, due 06/30/2020 00206RCK6 2,000,000 $1,989,854.52 0.04%
BANK OF MONTREAL N/C, Variable rate, due 08/27/2021 06367TJY7 2,000,000 $1,984,086.28 0.04%
BARCLAYS BANK PLC Variable rate, due 01/11/2021 06739FJK8 1,770,000 $1,747,221.78 0.04%
BP CAPITAL MARKETS PLC N/C, Variable rate, due 09/16/2021 05565QDE5 2,000,000 $1,933,163.68 0.04%
BROADCOM INC 3.125%, due 04/15/2021 11135FAA9 1,900,000 $1,877,377.97 0.04%
Canadian Pacer Auto Receivables Trust Series 2017-1A, Class A4, 2.286%, due 01/19/2022 136452AE9 1,895,000 $1,876,552.94 0.04%
CAPITAL ONE FINANCIAL CORP 2.40%, due 10/30/2020 14040HBR5 1,706,000 $1,700,492.66 0.04%
CATERPILLAR FINL SERVICE N/C, Variable rate, due 08/26/2020 14913Q2U2 2,000,000 $1,989,606.74 0.04%
CHEVRON PHILLIPS CHEM CO N/C, Variable rate, due 05/01/2020 166754AN1 2,000,000 $1,999,179.62 0.04%
CITIGROUP INC Variable rate, due 12/08/2021 172967LB5 2,000,000 $1,960,892.80 0.04%
CITIZENS BANK NA 2.25%, due 10/30/2020 17401QAN1 2,013,000 $2,009,119.34 0.04%
COMCAST CORP N/C, Variable rate, due 10/01/2021 20030NCW9 1,832,000 $1,800,267.78 0.04%
Countrywide Asset-Backed Certificates Series 2004-SD4, Class M1, Variable rate, due 12/25/2034 126673SE3 1,803,049 $1,782,174.80 0.04%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 233851DV3 2,000,000 $1,883,647.82 0.04%
DOMINION ENERGY INC 2%, due 08/15/2021 25746UCJ6 2,135,000 $2,123,076.62 0.04%
FANNIE MAE Series 2012-103, Class LE, 1.75%, due 05/25/2039 3136A8YT1 1,794,116 $1,804,065.84 0.04%
FISERV INC 2.70%, due 06/01/2020 337738AN8 1,700,000 $1,697,430.57 0.04%
FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 31394MU65 1,811,145 $1,904,362.67 0.04%
FREDDIE MAC Series 4199, Class YV, 3.50%, due 05/15/2026 3137B2BC3 1,924,657 $1,999,855.49 0.04%
GM Financial Securitized Term Auto Receivables Tr. Series 2017-1A, Class A3, 1.78%, due 10/18/2021 36254AAD6 1,796,674 $1,790,380.18 0.04%
GNMA Series 2018-89, Class A, 3.50%, due 06/20/2039 38380XKW6 2,088,343 $2,134,748.24 0.04%
HONEYWELL INTERNATIONAL N/C, Variable rate, due 08/08/2022 438516BV7 2,000,000 $1,932,527.62 0.04%
HSBC HOLDINGS PLC N/C, Variable rate, due 03/08/2021 404280AX7 2,000,000 $1,989,996.80 0.04%
ING GROEP NV N/C, 3.15%, due 03/29/2022 456837AG8 1,685,000 $1,696,882.79 0.04%
MARRIOTT INTERNATIONAL N/C, Variable rate, due 03/08/2021 571900BA6 1,850,000 $1,739,179.19 0.04%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/13/2023 59217GEF2 2,000,000 $1,880,748.22 0.04%
MORGAN STANLEY N/C, 2.50%, due 04/21/2021 61746BEA0 2,000,000 $2,002,544.06 0.04%
NATIONSTAR HOME EQUITY LOAN TR Series 2006-B, Class AV4, Variable rate, due 09/25/2036 63860FAD5 2,102,737 $2,047,878.36 0.04%
NATWEST MARKETS PLC N/C, Variable rate, due 09/29/2022 63906AAB6 2,175,000 $2,093,214.80 0.04%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/28/2021 64952WDE0 2,000,000 $1,964,403.10 0.04%
PACCAR FINANCIAL CORP N/C, Variable rate, due 05/10/2021 69371RP34 2,000,000 $1,966,851.80 0.04%
PRINCIPAL LFE GLB FND II N/C, 2.625%, due 11/19/2020 74256LAS8 1,750,000 $1,749,587.04 0.04%
ROYAL BANK OF CANADA N/C, Variable rate, due 01/17/2023 78015K7E8 1,875,000 $1,783,738.09 0.04%
Towd Point Mortgage Trust Series 2015-4, Class A1B, Variable rate, due 04/25/2055 89171UAU3 1,686,221 $1,685,944.95 0.04%
US BANK NA CINCINNATI Variable rate, due 04/26/2021 90331HNQ2 2,000,000 $1,967,881.28 0.04%
BANK OF MONTREAL N/C, Variable rate, due 07/13/2020 06367T7J3 1,222,000 $1,220,942.55 0.03%
BMW Vehicle Owner Trust Series 2018-A, Class A3, 2.35%, due 04/25/2022 09659QAD9 1,567,813 $1,570,764.48 0.03%
California Republic Auto Receivables Trust Series 2016-2, Class A4, 1.83%, due 12/15/2021 13057YAD2 1,327,228 $1,325,286.60 0.03%
CarMax Auto Owner Trust Series 2017-1, Class A3, 1.98%, due 11/15/2021 14314JAC4 1,250,504 $1,248,602.95 0.03%
CITIZENS BANK NA/RI 2.55%, due 05/13/2021 17401QAE1 1,500,000 $1,498,241.22 0.03%
CREDIT AGRICOLE LONDON N/C, Variable rate, due 06/10/2020 225313AH8 1,400,000 $1,397,891.60 0.03%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 05/05/2020 233851CX0 1,500,000 $1,498,125.56 0.03%
DIAGEO CAPITAL PLC N/C, 3%, due 05/18/2020 25243YAX7 1,573,000 $1,573,428.49 0.03%
ELEMENT RAIL LEASING LLC Series 2014-1A, Class A1, 2.299%, due 04/19/2044 28618WAA2 1,615,276 $1,608,894.09 0.03%
EXPRESS SCRIPTS HOLDING 2.60%, due 11/30/2020 30219GAR9 1,573,000 $1,571,370.81 0.03%
FANNIE MAE Series 2013-1, Class KC, 2%, due 07/25/2040 3136ABB77 1,624,119 $1,636,268.70 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K029, Class A1, 2.839%, due 10/25/2022 3137B36H6 1,458,523 $1,487,468.31 0.03%
HARRIS CORPORATION N/C, Variable rate, due 04/30/2020 413875AU9 1,401,000 $1,399,414.06 0.03%
KINDER MORGAN INC 6.50%, due 09/15/2020 28336LBV0 1,424,000 $1,427,542.67 0.03%
Merrill Lynch Mortgage Investors Trust Series 2005-A6, Class 2A3, Variable rate, due 08/25/2035 59020UZJ7 1,227,231 $1,201,199.61 0.03%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 606822AK0 1,500,000 $1,451,459.59 0.03%
NORTHROP GRUMMAN CORP 2.55%, due 10/15/2022 666807BQ4 1,492,000 $1,503,405.73 0.03%
PHILIP MORRIS INTL INC 2.375%, due 08/17/2022 718172CA5 1,550,000 $1,562,317.83 0.03%
Securitized Term Auto Receivables Trust Series 2018-1A, Class A3, 3.068%, due 01/25/2022 81376QAD0 1,490,331 $1,495,963.44 0.03%
Sequoia Mortgage Trust Series 2015-1, Class A6, Variable rate, due 01/25/2045 81745QAF9 1,624,839 $1,612,244.09 0.03%
Toyota Auto Receivables Owner Trust Series 2018-C, Class A2A, 2.99%, due 08/16/2021 89231AAB7 1,360,490 $1,362,141.00 0.03%
ALLSTATE CORP N/C, Variable rate, due 03/29/2021 020002BE0 1,000,000 $986,483.83 0.02%
BB&T CORPORATION N/C, Variable rate, due 06/15/2020 05531FAW3 1,031,000 $1,028,098.24 0.02%
California Republic Auto Receivbles Trust Series 2017-1, Class A4, 2.28%, due 06/15/2022 13057DAD8 956,315 $955,102.52 0.02%
Canadian Pacer Auto Receivable Series 2018-2A, Class A2A, 3.237%, due 06/21/2021 13646AAB6 1,000,241 $1,000,004.22 0.02%
CarMax Auto Owner Trust Series 2017-3, Class A3, 1.97%, due 04/15/2022 14314WAD3 935,415 $936,133.89 0.02%
CITIGROUP INC N/C, Variable rate, due 08/02/2021 172967KW0 1,000,000 $987,952.58 0.02%
CRED SUIS GP FUN LTD N/C, 3.45%, due 04/16/2021 225433AM3 1,125,000 $1,125,191.16 0.02%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 689,931 $730,992.48 0.02%
Ford Credit Auto Lease Trust Series 2018-A, Class A4, 3.05%, due 08/15/2021 34531JAE5 850,000 $851,522.52 0.02%
FREMF Mortgage Trust Series 2010-K7, Class B, Variable rate, due 04/25/2020 30263DAJ9 895,883 $893,678.60 0.02%
GLENCORE FUNDING LLC 2.875%, due 04/16/2020 378272AK4 1,056,000 $1,056,010.38 0.02%
GM Financial Automobile Leasing Trust Series 2018-1, Class A3, 2.61%, due 01/20/2021 38014BAD1 1,170,754 $1,171,251.61 0.02%
GSAA Home Equity Trust Series 2005-MTR1, Class A4, Variable rate, due 10/25/2035 362341UC1 1,225,998 $1,151,684.28 0.02%
Hyundai Auto Lease Securitization Trust Series 2018-B, Class A4, 3.20%, due 06/15/2022 44935QAE0 1,100,000 $1,107,803.62 0.02%
NISOURCE FINANCE CORP 2.65%, due 11/17/2022 65473QBH5 1,140,000 $1,149,526.41 0.02%
ROYAL BANK OF CANADA N/C, Variable rate, due 01/25/2021 78013XX29 1,042,000 $1,031,069.40 0.02%
Securitized Term Auto Receivables Trust Series 2017-1A, Class A4, 2.209%, due 06/25/2021 81379JAE1 776,410 $775,970.80 0.02%
SKANDINAVISKA ENSKILDA N/C, 2.625%, due 03/15/2021 830505AR4 1,000,000 $999,987.75 0.02%
SOCIETE GENERALE N/C, Variable rate, due 04/08/2021 83368RAH5 1,000,000 $984,987.28 0.02%
STARBUCKS CORP 2.10%, due 02/04/2021 855244AJ8 801,000 $801,119.47 0.02%
TOTAL CAPITAL INTL SA 2.875%, due 02/17/2022 89153VAB5 750,000 $756,396.82 0.02%
Towd Point Mortgage Trust Series 2015-1, Class AES, Variable rate, due 10/25/2053 89171DBF3 935,177 $939,708.28 0.02%
TYCO ELECTRONICS GROUP S N/C, Variable rate, due 06/05/2020 902133AV9 1,000,000 $995,027.94 0.02%
UNITEDHEALTH GROUP INC 2.125%, due 03/15/2021 91324PCU4 1,001,000 $1,001,573.86 0.02%
UNITEDHEALTH GROUP INC N/C, Variable rate, due 10/15/2020 91324PDB5 1,000,000 $991,612.92 0.02%
AMGEN INC 2.125%, due 05/01/2020 031162BW9 388,000 $388,047.60 0.01%
BPCE SA N/C, 3.145%, due 07/31/2020 05578AAL2 380,000 $379,918.66 0.01%
BRANCH BANKING & TRUST Variable rate, due 06/01/2020 07330NAS4 260,000 $259,461.83 0.01%
California Republic Auto Receivables Trust Series 2016-1, Class A4, 2.24%, due 10/15/2021 13057BAD2 283,118 $282,959.70 0.01%
Canadian Pacer Auto Receivable Series 2017-1A, Class A3, 2.05%, due 03/19/2021 136452AD1 535,701 $535,003.55 0.01%
Countrywide Asset-Backed Certificates Series 2005-BC3, Class M3, Variable rate, due 06/25/2035 1266733E0 239,263 $240,124.72 0.01%
CREDIT AGRICOLE LONDON N/C, 2.75%, due 06/10/2020 225313AG0 500,000 $501,088.00 0.01%
DANSKE BANK A/S N/C, 2.75%, due 09/17/2020 23636AAD3 445,000 $442,085.53 0.01%
DANSKE BANK A/S Variable rate, due 09/20/2022 23636AAU5 500,000 $493,943.21 0.01%
Exeter Automobile Receivables Trust Series 2019-1A, Class A, 3.20%, due 04/15/2022 30167DAA5 627,864 $627,739.39 0.01%
Fannie Mae FN 901931, 6%, due 10/01/2021 31411AA88 284,004 $290,984.15 0.01%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 246,960 $261,658.20 0.01%
Fannie Mae FN MA1030, 3%, due 04/01/2022 31418AEC8 434,680 $457,400.27 0.01%
FANNIE MAE Series 2006-60, Class DF, Variable rate, due 04/25/2035 31395NTB3 381,209 $381,282.28 0.01%
FANNIE MAE Series 2009-71, Class BA, 4%, due 08/25/2024 31398FAW1 243,262 $245,132.55 0.01%
FANNIE MAE Series 2012-20, Class AB, 2.50%, due 07/25/2039 3136A4GR4 378,064 $380,034.69 0.01%
Ford Credit Auto Lease Trust Series 2018-B, Class A2A, 2.93%, due 04/15/2021 34531LAB6 683,701 $683,779.40 0.01%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 330,654 $350,429.99 0.01%
FREDDIE MAC Series 3925, Class VB, 4%, due 09/15/2031 3137AFGV8 467,828 $470,026.24 0.01%
GM Financial Automobile Leasing Trust Series 2019-1, Class B, 3.37%, due 12/20/2022 36256UAF5 639,000 $642,948.57 0.01%
MIZUHO FINANCIAL GROUP N/C, Variable rate, due 04/12/2021 60687YAC3 500,000 $497,581.25 0.01%
NCUA Guaranteed Notes Series 2010-R1, Class 1A, Variable rate, due 10/07/2020 62888VAA6 661,251 $660,934.17 0.01%
New Century Home Equity Loan Trust Series 2005-2, Class M2, Variable rate, due 06/25/2035 64352VKU4 599,606 $600,927.93 0.01%
Nomura Home Equity Loan Inc Series 2005-HE1, Class M3, Variable rate, due 09/25/2035 65536HBE7 618,572 $619,114.10 0.01%
NORDEA BANK ABP N/C, 2.125%, due 05/29/2020 65557CAX1 250,000 $249,767.07 0.01%
OSCAR US Funding Trust Series 2017-1A, Class A3, 2.82%, due 06/10/2021 687846AD7 539,928 $540,600.40 0.01%
Securitized Term Auto Receivables Trust Series 2017-2A, Class A3, 2.04%, due 04/26/2021 81376NAD7 575,880 $575,423.01 0.01%
Securitized Term Auto Receivables Trust Series 2018-2A, Class A2A, 3.11%, due 02/25/2021 81378TAB6 562,326 $562,464.44 0.01%
Sequoia Mortgage Trust Series 2014-3, Class A14, Variable rate, due 10/25/2044 81746CBY7 478,357 $475,732.32 0.01%
SOCIETE GENERALE N/C, 2.625%, due 09/16/2020 83368RAF9 410,000 $409,410.66 0.01%
Towd Point Mortgage Trust Series 2015-2, Class 1A12, Variable rate, due 11/25/2060 89171YAL5 454,142 $454,197.37 0.01%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/17/2020 89236TDV4 500,000 $499,858.72 0.01%
ZOETIS INC 3.25%, due 08/20/2021 98978VAQ6 524,000 $526,316.40 0.01%
Ameriquest Mortgage Securities Inc. Series 2004-R9, Class M2, Variable rate, due 10/25/2034 03072SUP8 24,396 $24,392.43 0.00%
BMW Vehicle Lease Trust Series 2017-2, Class A4, 2.19%, due 03/22/2021 05584PAE7 64,363 $64,347.68 0.00%
Dell Equipment Finance Trust Series 2018-1, Class A2A, 2.97%, due 10/22/2020 24704AAB2 10,624 $10,621.87 0.00%
Fannie Mae FH 745749, 5.50%, due 03/01/2021 31403DQA0 9,988 $10,068.74 0.00%
Fannie Mae FN 310097, 5%, due 10/01/2020 31374CNN2 225 $238.15 0.00%
Fannie Mae FN 735646, 4.50%, due 07/01/2020 31402RHX0 756 $794.22 0.00%
Fannie Mae FN 735920, 4.50%, due 10/01/2020 31402RSH3 1,708 $1,797.69 0.00%
Fannie Mae FN 745238, 6%, due 12/01/2020 31403C4X6 1,283 $1,287.75 0.00%
Fannie Mae FN 745735, 5%, due 03/01/2021 31403DPU7 49,488 $52,433.44 0.00%
Fannie Mae FN 745832, 6%, due 04/01/2021 31403DSV2 151,210 $153,783.07 0.00%
Fannie Mae FN 839226, 4%, due 09/01/2020 31407SLF7 1,323 $1,326.76 0.00%
Fannie Mae FN 844915, 4.50%, due 11/01/2020 31407YVG1 8,763 $9,226.58 0.00%
Fannie Mae FN 847919, 5.50%, due 11/01/2020 31408DAU8 12,091 $12,207.31 0.00%
Fannie Mae FN 888932, 4.50%, due 11/01/2022 31410GSV6 8,233 $8,667.17 0.00%
Fannie Mae FN 889191, 4.50%, due 04/01/2021 31410G2Y8 78 $82.04 0.00%
Fannie Mae FN 889318, 5.50%, due 07/01/2020 31410KAT1 2 $1.56 0.00%
Fannie Mae FN 889531, 4.50%, due 05/01/2022 31410KHG2 1,317 $1,386.38 0.00%
Fannie Mae FN 889847, 4.50%, due 04/01/2021 31410KTC8 1,211 $1,275.17 0.00%
Fannie Mae FN 890403, 6%, due 05/01/2023 31410LGL0 37,290 $38,148.94 0.00%
Fannie Mae FN 898044, 4.50%, due 12/01/2020 31410UWD0 2,409 $2,536.61 0.00%
Fannie Mae FN 962078, 4.50%, due 03/01/2023 31414CJX7 161,974 $171,823.49 0.00%
Fannie Mae FN 995158, 4.50%, due 12/01/2020 31416BQK7 5,568 $5,862.17 0.00%
Fannie Mae FN 995886, 6%, due 04/01/2021 31416CJ72 286 $288.10 0.00%
Fannie Mae FN AD0285, 5%, due 09/01/2022 31418MJ78 95,418 $101,097.16 0.00%
Fannie Mae FN AD0402, 5%, due 02/01/2023 31418MNU2 5,382 $5,702.66 0.00%
Fannie Mae FN AE0126, 5%, due 06/01/2020 31419AD87 3,702 $3,914.95 0.00%
Fannie Mae FN AE0237, 5.50%, due 11/01/2023 31419AHP5 18,451 $18,588.78 0.00%
Fannie Mae FN AE0314, 5%, due 08/01/2021 31419AK48 53,481 $56,663.97 0.00%
Fannie Mae FN AE0792, 5%, due 12/01/2020 31419A3A3 11,289 $11,961.33 0.00%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 62,958 $66,705.46 0.00%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 220,368 $233,483.09 0.00%
Fannie Mae FN AL5812, 5.50%, due 05/01/2025 3138ENN62 197,220 $202,478.78 0.00%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 84,286 $88,735.90 0.00%
Fannie Mae FN AL6725, 4.50%, due 09/01/2020 3138EPPK4 47 $47.79 0.00%
Fannie Mae FN AL8539, 4.50%, due 01/01/2027 3138ETPZ3 416 $438.30 0.00%
Fannie Mae FN MA0419, 4.50%, due 05/01/2020 31417YPD3 890 $902.76 0.00%
Fannie Mae FN MA0772, 4%, due 06/01/2021 31417Y2E6 15,004 $15,863.30 0.00%
FANNIE MAE Series 2008-53, Class CA, 5%, due 07/25/2023 31397LF46 22 $22.59 0.00%
FANNIE MAE Series 2008-59, Class KB, 4.50%, due 07/25/2023 31397LZH5 1,112 $1,119.41 0.00%
FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 31397NHX6 11,567 $11,976.44 0.00%
FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 31396QKJ7 6,338 $6,542.21 0.00%
FANNIE MAE Series 2009-96, Class JA, 3.50%, due 10/25/2024 31398FXC0 1,615 $1,616.95 0.00%
FANNIE MAE Series 2010-116, Class AD, 2%, due 08/25/2020 31398NQS6 13 $12.77 0.00%
FANNIE MAE Series 2010-145, Class MA, 2%, due 12/25/2020 31398SUR2 31,476 $31,565.11 0.00%
FANNIE MAE Series 2011-13, Class AD, 2%, due 07/25/2021 31397QFX1 15,743 $15,751.56 0.00%
FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 31397QXH6 8,335 $8,480.21 0.00%
FANNIE MAE Series 2011-3, Class EG, 2%, due 05/25/2020 31397QRV2 49 $49.01 0.00%
FANNIE MAE Series 2011-60, Class UC, 2.50%, due 09/25/2039 31397U2Q1 59,118 $59,730.11 0.00%
FANNIE MAE Series 2011-68, Class AH, 4.50%, due 12/25/2020 31397UYT0 700 $704.44 0.00%
FANNIE MAE Series 2011-71, Class KC, 1.75%, due 08/25/2021 3136A0PA9 14,944 $14,975.22 0.00%
FANNIE MAE Series 2011-86, Class DC, 2%, due 09/25/2021 3136A0P43 18,109 $18,184.75 0.00%
Freddie Mac FG G11777, 5%, due 10/01/2020 31283K6N3 9,570 $10,141.86 0.00%
Freddie Mac FG G11820, 5.50%, due 12/01/2020 31336WAU3 3,116 $3,146.80 0.00%
Freddie Mac FG G11879, 5%, due 10/01/2020 31336WCP2 1,728 $1,831.34 0.00%
Freddie Mac FG G11902, 5%, due 08/01/2020 3128M1AB5 9,489 $10,056.85 0.00%
Freddie Mac FG G11966, 5.50%, due 11/01/2020 3128M1CB3 8,035 $8,078.67 0.00%
Freddie Mac FG G12255, 5.50%, due 07/01/2021 3128M1MC0 2,192 $2,239.94 0.00%
Freddie Mac FG G12673, 5%, due 09/01/2021 3128MBFN2 7,886 $8,358.16 0.00%
Freddie Mac FG G13204, 6%, due 11/01/2022 3128MBX93 23,521 $24,208.73 0.00%
Freddie Mac FG G13235, 4.50%, due 08/01/2020 3128MBY84 3,255 $3,428.10 0.00%
Freddie Mac FG G13761, 5.50%, due 12/01/2020 3128MCMJ1 1,358 $1,366.27 0.00%
Freddie Mac FG G13812, 5%, due 12/01/2020 3128MCN50 13,907 $14,739.22 0.00%
Freddie Mac FG G14030, 4.50%, due 12/01/2020 3128MCVX0 12,467 $13,129.31 0.00%
Freddie Mac FG G14035, 5.50%, due 12/01/2021 3128MCV44 23,178 $23,502.46 0.00%
Freddie Mac FG G14187, 5.50%, due 12/01/2020 3128MC2U8 8,507 $8,538.56 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 26,704 $28,300.78 0.00%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 139,921 $148,289.64 0.00%
Freddie Mac FG G18056, 5%, due 06/01/2020 3128MMB28 11,837 $12,545.37 0.00%
Freddie Mac FG J02535, 5%, due 09/01/2020 3128PDY87 24,478 $25,941.75 0.00%
Freddie Mac FG P60959, 4.50%, due 09/01/2020 3128CHB46 698 $698.72 0.00%
FREDDIE MAC Series 3266, Class D, 5%, due 01/15/2022 31397EHU2 1 $0.57 0.00%
FREDDIE MAC Series 3539, Class YA, 4%, due 02/15/2024 31398EJ54 101,849 $102,139.96 0.00%
FREDDIE MAC Series 3705, Class CA, 3%, due 08/15/2020 3137A0VG7 1,258 $1,259.36 0.00%
FREDDIE MAC Series 3755, Class AJ, 2%, due 11/15/2020 3137A2EJ6 10,528 $10,553.36 0.00%
FREDDIE MAC Series 3766, Class HE, 3%, due 11/15/2020 3137A2PF2 11,943 $12,000.61 0.00%
FREDDIE MAC Series 3773, Class GK, 2.50%, due 12/15/2020 3137A3TA7 14,404 $14,460.69 0.00%
FREDDIE MAC Series 3790, Class AP, 4.50%, due 01/15/2037 3137A5B78 125,765 $127,994.51 0.00%
FREDDIE MAC Series 3852, Class CA, 3%, due 10/15/2039 3137AB5K3 2,940 $2,939.53 0.00%
FREDDIE MAC Series 4001, Class A, 3.50%, due 11/15/2038 3137ALCD9 211,158 $213,035.96 0.00%
FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 3137AMYK7 68,718 $69,251.07 0.00%
FREDDIE MAC Series 4305, Class KN, 2.50%, due 03/15/2038 3137B86L6 193,693 $194,313.79 0.00%
GM Financial Automobile Leasing Trust Series 2017-3, Class B, 2.40%, due 09/20/2021 38013BAF7 56,514 $56,506.99 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 31,118 $32,755.66 0.00%
GNMA Series 2009-10, Class MD, 4.50%, due 12/16/2036 38374TBT0 48,825 $49,496.52 0.00%
GNMA Series 2010-125, Class TE, 3%, due 06/20/2039 38377JE25 24,510 $24,629.27 0.00%
GNMA Series 2010-164, Class LE, 3%, due 10/20/2038 38377N3P7 3,293 $3,301.55 0.00%
GNMA Series 2010-164, Class LH, 3.50%, due 10/20/2038 38377N3R3 15,653 $15,695.94 0.00%
GNMA Series 2010-4, Class JC, 3%, due 08/16/2039 38376T2H4 11,131 $11,160.17 0.00%
GNMA Series 2010-87, Class HE, 3%, due 11/20/2038 38374YS79 31,512 $31,799.91 0.00%
GNMA Series 2011-115, Class PD, 2%, due 10/20/2038 38377XPJ5 4,225 $4,236.77 0.00%
GNMA Series 2011-37, Class PG, 3%, due 05/20/2040 38377QU62 11,631 $11,646.76 0.00%
GNMA Series 2014-28, Class A, 2%, due 01/16/2046 38378NZC0 20,117 $20,168.66 0.00%
Structured Asset Investment Loan Trust Series 2004-10, Class A7, Variable rate, due 11/25/2034 86358ENX0 20,281 $20,338.50 0.00%
US Dollar $USD -11,593,460 ($11,593,459.96) -0.24%
Holdings are subject to change.

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


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