|
|
 |
|
Holdings of the Fund as of 9/21/2018 *
Total Number of Holdings (excluding cash): 683
| 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.
|