Holdings of the Fund as of 10/29/2020
Total Number of Holdings (excluding cash): 638
| U.S. Treasury Note, 1.50%, due 11/30/2021 |
|
912828YT1 |
40,000,000 |
$40,595,312.40 |
0.79% |
| ENERGY TRANSFER OPER LP 0%, due 10/30/2020 |
|
29277EKW3 |
35,000,000 |
$35,000,000.00 |
0.68% |
| Flagship Credit Auto Trust Series 2020-4, Class A, 0.53%, due 04/15/2025 |
|
33845XAA5 |
32,000,000 |
$32,038,556.80 |
0.62% |
| TRANSCANADA PIPELINES 0%, due 12/15/2020 |
|
89355PMF2 |
31,000,000 |
$30,991,170.27 |
0.60% |
| Verizon Owner Trust Series 2020-B, Class A, 0.85%, due 02/20/2025 |
|
92290BAA9 |
29,500,000 |
$29,561,666.80 |
0.57% |
| CVS HEALTH CORP 3.35%, due 03/09/2021 |
|
126650DC1 |
25,924,000 |
$26,196,330.33 |
0.51% |
| ENBRIDGE ENERGY PARTNERS 4.20%, due 09/15/2021 |
|
29250RAU0 |
25,577,000 |
$26,169,625.74 |
0.51% |
| GNMA Series 2020-144, Class GP, 1.50%, due 08/01/2050 |
|
38382JVM5 |
25,116,521 |
$25,596,015.51 |
0.50% |
| NUTRIEN LTD 0%, due 11/20/2020 |
|
67077ULL2 |
26,000,000 |
$25,997,269.74 |
0.50% |
| VERIZON COMMUNICATIONS Variable rate, due 03/16/2022 |
|
92343VDX9 |
25,385,000 |
$25,722,417.42 |
0.50% |
| BPCE SA N/C, Variable rate, due 05/31/2022 |
|
05578DBD3 |
25,000,000 |
$25,261,151.50 |
0.49% |
| MET TOWER GLOBAL FUNDING N/C, Variable rate, due 01/17/2023 |
|
58989VAA2 |
25,000,000 |
$25,120,123.75 |
0.49% |
| MORGAN STANLEY Variable rate, due 01/20/2023 |
|
6174468K8 |
25,000,000 |
$25,085,307.00 |
0.49% |
| TORONTO-DOMINION BANK N/C, Variable rate, due 07/30/2021 |
|
89114Q3V8 |
25,000,000 |
$25,046,802.50 |
0.49% |
| American Credit Acceptance Receivables Trust Series 2020-4, Class A, 0.72%, due 02/13/2024 |
|
02530QAA5 |
25,000,000 |
$25,007,540.00 |
0.48% |
| BAT INTL FINANCE PLC 0%, due 11/23/2020 |
|
05531MLP1 |
25,000,000 |
$24,994,999.75 |
0.48% |
| CANADIAN NATURAL RESOURCES 0%, due 11/20/2020 |
|
13638WLL4 |
25,000,000 |
$24,996,791.25 |
0.48% |
| CIGNA CORP 0%, due 11/10/2020 |
|
12553NLA1 |
25,000,000 |
$24,998,151.50 |
0.48% |
| CONAGRA BRANDS INC 0%, due 11/17/2020 |
|
20600GLH7 |
25,000,000 |
$24,996,250.00 |
0.48% |
| NATL SEC CLEARING CORP 0%, due 12/03/2020 |
|
63763PM30 |
25,000,000 |
$24,996,458.25 |
0.48% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/10/2023 |
|
64952WDM2 |
25,000,000 |
$24,994,822.50 |
0.48% |
| SINOPEC CENTURY BRIGHT CAPITAL (AMERICA) 0%, due 12/16/2020 |
|
82938AMG4 |
25,000,000 |
$24,986,942.50 |
0.48% |
| SINOPEC CENTURY BRIGHT CAPITAL (AMERICA) 0%, due 11/16/2020 |
|
82938ALG5 |
24,250,000 |
$24,246,227.67 |
0.47% |
| Dell Equipment Finance Trust Series 2020-2, Class A2, 0.47%, due 10/24/2022 |
|
24704GAB9 |
23,750,000 |
$23,799,984.25 |
0.46% |
| FREMF Mortgage Trust Series 2012-K17, Class B, Variable rate, due 12/25/2044 |
|
30263SAE7 |
23,047,000 |
$23,871,305.92 |
0.46% |
| INFOR INC 1.45%, due 07/15/2023 |
|
45674CAB9 |
23,195,000 |
$23,544,035.57 |
0.46% |
| NBCUNIVERSAL ENTERPRISE N/C, Variable rate, due 04/01/2021 |
|
63946CAG3 |
22,810,000 |
$22,846,762.65 |
0.44% |
| SCHLUMBERGER HLDGS CORP 0%, due 02/11/2021 |
|
80686DPB4 |
22,000,000 |
$21,974,555.24 |
0.43% |
| AT&T INC N/C, Variable rate, due 07/15/2021 |
|
00206RDV1 |
21,600,000 |
$21,737,945.16 |
0.42% |
| BAYER US FINANCE II LLC 3.50%, due 06/25/2021 |
|
07274NAA1 |
21,157,000 |
$21,525,296.61 |
0.42% |
| BANK OF AMERICA CORP Variable rate, due 07/21/2023 |
|
06051GGQ6 |
20,447,000 |
$21,224,635.60 |
0.41% |
| KEURIG DR PEPPER INC 3.551%, due 05/25/2021 |
|
49271VAE0 |
20,254,000 |
$20,621,350.45 |
0.40% |
| ALBEMARLE CORP 0%, due 11/12/2020 |
|
01265QLC2 |
20,000,000 |
$19,997,760.80 |
0.39% |
| ALEXANDRIA REAL ESTATE EQUITIES 0%, due 11/18/2020 |
|
01527LLJ2 |
20,000,000 |
$19,997,572.20 |
0.39% |
| AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 |
|
02665WDG3 |
20,000,000 |
$20,018,770.20 |
0.39% |
| CREDIT AGRICOLE CIB N/C, Variable rate, due 05/03/2021 |
|
22533B2G9 |
20,000,000 |
$20,036,282.20 |
0.39% |
| DOW CHEMICAL COMPANY 0%, due 11/02/2020 |
|
26055AL20 |
20,000,000 |
$19,999,683.40 |
0.39% |
| DOW CHEMICAL COMPANY 0%, due 11/12/2020 |
|
26055ALC8 |
20,000,000 |
$19,998,483.20 |
0.39% |
| ENBRIDGE US INC 0%, due 10/30/2020 |
|
29251UKW7 |
20,000,000 |
$20,000,000.00 |
0.39% |
| ENEL FINANCE AMERICA LLC 0%, due 01/19/2021 |
|
29279GNK9 |
20,000,000 |
$19,985,599.80 |
0.39% |
| ENI FINANCE USA INC 0%, due 01/20/2021 |
|
26876ANL3 |
20,000,000 |
$19,983,140.60 |
0.39% |
| GLENCORE FUNDING LLC 0%, due 01/21/2021 |
|
37790ANM1 |
20,000,000 |
$19,975,557.20 |
0.39% |
| GLENCORE FUNDING LLC 0%, due 11/18/2020 |
|
37790ALJ0 |
20,000,000 |
$19,995,776.80 |
0.39% |
| HP ENTERPRISE CO N/C, Variable rate, due 03/12/2021 |
|
42824CBD0 |
19,905,000 |
$19,938,844.86 |
0.39% |
| HUMANA INC 0%, due 11/13/2020 |
|
44486HLD3 |
20,000,000 |
$19,997,977.20 |
0.39% |
| JABIL INC 0%, due 11/05/2020 |
|
46652LL54 |
20,000,000 |
$19,997,665.40 |
0.39% |
| JABIL INC 0%, due 11/09/2020 |
|
46652LL96 |
20,000,000 |
$19,996,109.40 |
0.39% |
| MARATHON PETROLEUM CORP 5.125%, due 03/01/2021 |
|
56585AAD4 |
20,005,000 |
$20,315,526.41 |
0.39% |
| MOTIVA ENTERPRISES LLC 0%, due 11/18/2020 |
|
61981FLJ8 |
20,000,000 |
$19,997,888.60 |
0.39% |
| MOTIVA ENTERPRISES LLC 0%, due 12/09/2020 |
|
61981FM99 |
20,000,000 |
$19,993,777.60 |
0.39% |
| MYLAN NV 3.15%, due 06/15/2021 |
|
62854AAM6 |
19,937,000 |
$20,225,192.73 |
0.39% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/21/2022 |
|
64952WDK6 |
20,000,000 |
$20,053,706.60 |
0.39% |
| NUTRIEN LTD 0%, due 12/16/2020 |
|
67077UMG2 |
20,000,000 |
$19,994,777.40 |
0.39% |
| SINOPEC CENTURY BRIGHT CAPITAL 0%, due 11/19/2020 |
|
82937QLK2 |
20,000,000 |
$19,995,776.60 |
0.39% |
| FORTIVE CORPORATION 2.35%, due 06/15/2021 |
|
34959JAF5 |
19,563,000 |
$19,758,285.88 |
0.38% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/26/2021 |
|
606822AX2 |
19,221,000 |
$19,300,132.86 |
0.37% |
| SUNCOR ENERGY INC 0%, due 01/12/2021 |
|
86723ANC2 |
19,000,000 |
$18,990,234.95 |
0.37% |
| UNION PACIFIC CORP 3.20%, due 06/08/2021 |
|
907818ET1 |
18,802,000 |
$19,119,500.92 |
0.37% |
| BANK OF AMERICA CORP Variable rate, due 06/25/2022 |
|
06051GHJ1 |
18,560,000 |
$18,624,409.52 |
0.36% |
| FHLMC Multifamily Structured Pass Through Certs. Series K715, Class A2, 2.856%, due 01/25/2021 |
|
3137BAHA3 |
18,788,329 |
$18,824,045.34 |
0.36% |
| ONTARIO POWER GENERATION 0%, due 11/03/2020 |
|
68322LL33 |
18,500,000 |
$18,499,630.00 |
0.36% |
| VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 11/13/2020 |
|
928668AV4 |
18,370,000 |
$18,374,050.77 |
0.36% |
| WELLS FARGO & COMPANY 3.069%, due 01/24/2023 |
|
949746SK8 |
17,857,000 |
$18,397,482.46 |
0.36% |
| BANK OF NOVA SCOTIA N/C, Variable rate, due 04/20/2021 |
|
064159LH7 |
17,867,000 |
$17,900,761.85 |
0.35% |
| CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 |
|
12557LBK0 |
18,075,411 |
$18,106,908.74 |
0.35% |
| DOMINION ENERGY GAS HLDG N/C, Variable rate, due 06/15/2021 |
|
257375AM7 |
18,010,000 |
$18,070,166.55 |
0.35% |
| ANTHEM INC 2.50%, due 11/21/2020 |
|
036752AE3 |
17,383,000 |
$17,403,325.60 |
0.34% |
| BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 11/16/2020 |
|
110122CH9 |
17,761,000 |
$17,762,968.63 |
0.34% |
| CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 |
|
13607GKW3 |
17,625,000 |
$17,748,848.76 |
0.34% |
| Ford Credit Auto Lease Trust Series 2020-A, Class A3, 1.85%, due 03/15/2023 |
|
34531MAD0 |
17,450,000 |
$17,716,171.83 |
0.34% |
| ABBVIE INC 2.15%, due 11/19/2021 |
|
00287YBG3 |
16,465,000 |
$16,771,295.77 |
0.33% |
| CRED SUIS GP FUN LTD N/C, 3.125%, due 12/10/2020 |
|
225433AK7 |
17,000,000 |
$17,050,755.03 |
0.33% |
| ENI FINANCE USA INC 0%, due 01/14/2021 |
|
26876ANE9 |
17,000,000 |
$16,986,866.99 |
0.33% |
| HSBC HOLDINGS PLC N/C, 3.40%, due 03/08/2021 |
|
404280AV1 |
17,000,000 |
$17,178,512.92 |
0.33% |
| CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 |
|
20826FAH9 |
16,153,000 |
$16,290,505.16 |
0.32% |
| Exeter Automobile Receivables Trust Series 2020-3A, Class A2, 0.76%, due 10/17/2022 |
|
30166NAB2 |
16,500,000 |
$16,505,633.10 |
0.32% |
| JPMORGAN CHASE & CO Variable rate, due 06/18/2022 |
|
46647PAS5 |
15,970,000 |
$16,276,099.86 |
0.32% |
| ABN AMRO BANK NV N/C, Variable rate, due 01/19/2021 |
|
00084DAR1 |
16,095,000 |
$16,111,936.12 |
0.31% |
| Avis Budget Rental Car Funding AESOP LLC Series 2016-1A, Class A, 2.99%, due 06/20/2022 |
|
05377RCD4 |
15,815,000 |
$15,954,728.69 |
0.31% |
| DT Auto Owner Trust Series 2020-3A, Class A, 0.54%, due 04/15/2024 |
|
26253AAA4 |
16,000,000 |
$16,013,515.20 |
0.31% |
| MORGAN STANLEY N/C, Variable rate, due 01/20/2022 |
|
61746BEE2 |
15,784,000 |
$15,819,419.30 |
0.31% |
| Towd Point Mortgage Trust Series 2015-6, Class A1B, Variable rate, due 04/25/2055 |
|
89172RAR6 |
15,845,743 |
$16,141,265.77 |
0.31% |
| UBS GROUP AG N/C, Variable rate, due 02/01/2022 |
|
90351DAG2 |
15,681,000 |
$15,947,919.47 |
0.31% |
| ALTRIA GROUP INC N/C, 2.85%, due 08/09/2022 |
|
02209SAN3 |
15,000,000 |
$15,628,280.55 |
0.30% |
| DH EUROPE FINANCE II 2.05%, due 11/15/2022 |
|
23291KAF2 |
14,880,000 |
$15,354,691.79 |
0.30% |
| Hyundai Auto Lease Securitization Trust Series 2020-B Class A3, 0.51%, due 09/15/2023 |
|
44891PAC8 |
15,250,000 |
$15,262,154.25 |
0.30% |
| TELEFONICA EMISIONES SAU 5.462%, due 02/16/2021 |
|
87938WAP8 |
15,000,000 |
$15,219,504.90 |
0.30% |
| AMERICAN HONDA FINANCE 0%, due 01/27/2021 |
|
02665JNT3 |
15,000,000 |
$14,989,986.90 |
0.29% |
| BNP PARIBAS N/C, Variable rate, due 08/07/2021 |
|
05581KAE1 |
15,000,000 |
$15,043,917.45 |
0.29% |
| CarMax Auto Owner Trust Series 2020-3, Class A2A, 0.71%, due 06/15/2023 |
|
14315FAB3 |
15,000,000 |
$15,022,575.00 |
0.29% |
| CATERPILLAR FINL SERVICE N/C, Variable rate, due 05/17/2021 |
|
14913Q2X6 |
15,000,000 |
$15,031,860.90 |
0.29% |
| CITIBANK NA Variable rate, due 05/20/2022 |
|
17325FAX6 |
15,000,000 |
$15,037,839.30 |
0.29% |
| CNPC FINANCE HK LTD 0%, due 11/04/2020 |
|
12623KL47 |
15,000,000 |
$14,999,083.20 |
0.29% |
| CNPC FINANCE HK LTD 0%, due 11/30/2020 |
|
12623KLW5 |
15,000,000 |
$14,994,316.20 |
0.29% |
| CNPC FINANCE HK LTD 0%, due 12/08/2020 |
|
12623KM87 |
15,000,000 |
$14,992,687.50 |
0.29% |
| EASTMAN CHEMICAL CO 0%, due 11/09/2020 |
|
27743JL92 |
15,000,000 |
$14,998,749.90 |
0.29% |
| EI DU PONT DE NEMOURS 0%, due 12/04/2020 |
|
2635J4M41 |
15,000,000 |
$14,997,520.80 |
0.29% |
| ENEL FINANCE AMERICA LLC 0%, due 02/18/2021 |
|
29279GPJ0 |
15,000,000 |
$14,981,032.95 |
0.29% |
| EXXON MOBIL CORP 0%, due 02/16/2021 |
|
30229APG8 |
15,000,000 |
$14,982,259.20 |
0.29% |
| GNMA Series 2020-144, Class LP, 1.55%, due 09/20/2050 |
|
38382JVL7 |
14,909,811 |
$15,211,467.42 |
0.29% |
| HARLEY-DAVIDSON FINL SER 0%, due 11/10/2020 |
|
41282JLA7 |
15,000,000 |
$14,998,762.35 |
0.29% |
| HARLEY-DAVIDSON FINL SER 0%, due 11/17/2020 |
|
41282JLH2 |
15,000,000 |
$14,997,749.55 |
0.29% |
| INTERCONTINENTALEXCHANGE 0%, due 11/17/2020 |
|
45856WLH0 |
15,000,000 |
$14,997,749.40 |
0.29% |
| JABIL INC 0%, due 11/06/2020 |
|
46652LL62 |
15,000,000 |
$14,997,957.45 |
0.29% |
| JOHN DEERE CAPITAL CORP N/C, Variable rate, due 06/13/2022 |
|
24422EUZ0 |
15,000,000 |
$15,106,336.50 |
0.29% |
| Mercedes-Benz Auto Lease Trust Series 2019-B, Class A3, 2.03%, due 10/17/2022 |
|
58769QAC5 |
15,000,000 |
$15,215,316.00 |
0.29% |
| NATIONAL BANK OF CANADA 0%, due 11/12/2020 |
|
63307LLC3 |
15,000,000 |
$14,999,295.75 |
0.29% |
| NORDEA BANK ABP NEW YORK N/C, Variable rate, due 11/19/2021 |
|
65558TQJ7 |
15,000,000 |
$15,043,438.50 |
0.29% |
| SHELL INTL FINANCE BV 0%, due 02/03/2021 |
|
8225X2P32 |
15,000,000 |
$14,917,150.80 |
0.29% |
| TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 10/07/2021 |
|
89236TGK5 |
15,000,000 |
$15,033,904.95 |
0.29% |
| TRANSCANADA PIPELINES 0%, due 01/15/2021 |
|
89355PNF1 |
15,000,000 |
$14,990,695.65 |
0.29% |
| U.S. Treasury Bill, 0%, due 04/22/2021 |
|
9127962Q1 |
15,000,000 |
$14,992,750.05 |
0.29% |
| WASTE MANAGEMENT INC 4.60%, due 03/01/2021 |
|
941063AQ2 |
14,855,000 |
$14,905,948.19 |
0.29% |
| Westlake Automobile Receivables Trust 2020-1 Series 2020-1A, Class A2, 1.44%, due 09/15/2023 |
|
96042KAB9 |
14,708,858 |
$14,810,981.23 |
0.29% |
| World Omni Auto Receivables Trust Series 2020-C, Class A3, 0.48%, due 11/17/2025 |
|
98163CAD2 |
15,000,000 |
$15,034,243.50 |
0.29% |
| AMERICAN EXPRESS CO Variable rate, due 05/20/2022 |
|
025816CE7 |
14,495,000 |
$14,591,703.26 |
0.28% |
| CIGNA CORP 0%, due 12/01/2020 |
|
12553NM10 |
14,500,000 |
$14,496,906.28 |
0.28% |
| LLOYDS BANKING GROUP PLC N/C, 3.10%, due 07/06/2021 |
|
539439AK5 |
14,217,000 |
$14,484,460.01 |
0.28% |
| PROTECTIVE LIFE GLOBAL N/C, Variable rate, due 06/28/2021 |
|
74368CAL8 |
14,300,000 |
$14,349,125.08 |
0.28% |
| ALEXANDRIA REAL ESTATE EQUITIES 0%, due 11/04/2020 |
|
01527LL45 |
14,135,000 |
$14,134,607.33 |
0.27% |
| Foursight Capital Automobile Receivables Trust Series 2020-1, Class A2, 2.53%, due 09/15/2023 |
|
35105FAB2 |
13,612,873 |
$13,738,531.67 |
0.27% |
| HARLEY-DAVIDSON FINL SER 0%, due 12/02/2020 |
|
41282JM24 |
14,000,000 |
$13,995,892.82 |
0.27% |
| JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 |
|
46651GAL3 |
14,113,027 |
$14,129,212.89 |
0.27% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/25/2022 |
|
606822AQ7 |
13,685,000 |
$13,790,307.72 |
0.27% |
| REYNOLDS AMERICAN INC 4%, due 06/12/2022 |
|
761713BF2 |
12,960,000 |
$13,691,652.39 |
0.27% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 04/30/2021 |
|
78013XKH0 |
13,980,000 |
$14,005,814.62 |
0.27% |
| ASTRAZENECA PLC 2.375%, due 11/16/2020 |
|
046353AK4 |
13,475,000 |
$13,486,199.74 |
0.26% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 07/01/2022 |
|
04685A2F7 |
13,125,000 |
$13,222,981.93 |
0.26% |
| GENERAL MILLS INC N/C, Variable rate, due 04/16/2021 |
|
370334CB8 |
13,477,000 |
$13,500,032.73 |
0.26% |
| GENERAL MOTORS FINL CO 3.20%, due 07/06/2021 |
|
37045XBM7 |
13,401,000 |
$13,587,152.35 |
0.26% |
| HYUNDAI CAPITAL AMERICA 3.95%, due 02/01/2022 |
|
44891AAY3 |
12,736,000 |
$13,206,019.66 |
0.26% |
| MARRIOTT INTERNATIONAL N/C, Variable rate, due 12/01/2020 |
|
571903AZ6 |
13,405,000 |
$13,397,055.53 |
0.26% |
| World OMNI Select Auto Trust Series 2020-A, Class A2, 0.74%, due 06/17/2024 |
|
98163DAB4 |
13,500,000 |
$13,514,592.15 |
0.26% |
| ALTRIA GROUP INC N/C, 4.75%, due 05/05/2021 |
|
02209SAL7 |
12,648,000 |
$12,932,108.49 |
0.25% |
| American Credit Acceptance Receivables Trust Series 2020-3, Class A, 1.16%, due 10/13/2023 |
|
025297AA0 |
12,796,388 |
$12,803,306.68 |
0.25% |
| BANK OF MONTREAL N/C, Variable rate, due 04/13/2021 |
|
06367T4X5 |
13,026,000 |
$13,053,520.03 |
0.25% |
| BP CAPITAL MARKETS PLC 2.50%, due 11/06/2022 |
|
05565QCB2 |
12,466,000 |
$12,987,377.09 |
0.25% |
| CHEVRON CORP 2.411%, due 03/03/2022 |
|
166764AT7 |
12,796,000 |
$13,117,514.86 |
0.25% |
| DEUTSCHE BANK NY N/C, 3.15%, due 01/22/2021 |
|
251526BP3 |
12,625,000 |
$12,687,950.78 |
0.25% |
| DOMINION ENERGY GAS HLDG 2.80%, due 11/15/2020 |
|
257375AK1 |
13,057,000 |
$13,067,295.71 |
0.25% |
| NATIONAL BANK OF CANADA 0.90%, due 08/15/2023 |
|
63307A2L8 |
12,820,000 |
$12,900,459.35 |
0.25% |
| SOUTHERN CO 2.35%, due 07/01/2021 |
|
842587CS4 |
12,514,000 |
$12,660,349.48 |
0.25% |
| Towd Point Mortgage Trust Series 2015-5, Class A1B, Variable rate, due 05/25/2055 |
|
89171VAK3 |
12,881,845 |
$13,008,942.90 |
0.25% |
| TRUIST FINANCIAL CORP 3.05%, due 06/20/2022 |
|
05531FBG7 |
12,137,000 |
$12,642,470.01 |
0.25% |
| AT&T INC 3%, due 06/30/2022 |
|
00206RCM2 |
12,118,000 |
$12,579,245.37 |
0.24% |
| BAT CAPITAL CORP Variable rate, due 08/15/2022 |
|
05526DAX3 |
12,452,000 |
$12,533,821.34 |
0.24% |
| ENTERPRISE PRODUCTS OPER 2.80%, due 02/15/2021 |
|
29379VBP7 |
12,098,000 |
$12,184,227.52 |
0.24% |
| HITACHI CAP AMER CORP 0%, due 10/30/2020 |
|
43357LKW1 |
12,500,000 |
$12,500,000.00 |
0.24% |
| ABBVIE INC N/C, Variable rate, due 11/21/2022 |
|
00287YBN8 |
12,000,000 |
$12,062,410.80 |
0.23% |
| AUST & NZ BANKING GROUP N/C, Variable rate, due 05/17/2021 |
|
05252ADC2 |
12,090,000 |
$12,120,288.24 |
0.23% |
| BANK OF AMERICA CORP Variable rate, due 10/24/2024 |
|
06051GJH3 |
12,000,000 |
$12,009,828.12 |
0.23% |
| CANADIAN NATURAL RESOURCES 0%, due 11/19/2020 |
|
13638WLK6 |
11,800,000 |
$11,798,754.39 |
0.23% |
| DANSKE BANK A/S N/C, 2.80%, due 03/10/2021 |
|
23636AAE1 |
11,915,000 |
$12,019,859.87 |
0.23% |
| EASTMAN CHEMICAL CO 0%, due 11/06/2020 |
|
27743JL68 |
11,700,000 |
$11,699,385.75 |
0.23% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 |
|
38148YAC2 |
11,500,000 |
$11,778,522.30 |
0.23% |
| SUMITOMO MITSUI FINL GRP N/C, 2.442%, due 10/19/2021 |
|
86562MAH3 |
11,758,000 |
$12,003,271.41 |
0.23% |
| UBS AG LONDON 1.75%, due 04/21/2022 |
|
902674YA2 |
11,482,000 |
$11,695,821.24 |
0.23% |
| Verizon Owner Trust Series 2019-C, Class A1A, 1.94%, due 04/22/2024 |
|
92348AAA3 |
11,460,000 |
$11,729,818.83 |
0.23% |
| VOLKSWAGEN GROUP AMERICA 2.50%, due 09/24/2021 |
|
928668AX0 |
11,828,000 |
$12,038,397.29 |
0.23% |
| CONSOLIDATED EDISON INC 2%, due 05/15/2021 |
|
209115AC8 |
11,351,000 |
$11,439,821.80 |
0.22% |
| FHLMC Multifamily Structured Pass Through Certs. Series K013, Class A2, Variable rate, due 01/25/2021 |
|
3137AA4W0 |
11,486,013 |
$11,526,298.63 |
0.22% |
| GENERAL MOTORS FINL CO 4.20%, due 03/01/2021 |
|
37045XBF2 |
11,270,000 |
$11,360,156.96 |
0.22% |
| HPEFS Equipment Trust Series 2020-1A, Class A2, 1.83%, due 02/20/2030 |
|
40438FAB0 |
11,000,000 |
$11,093,692.50 |
0.22% |
| JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 06/11/2021 |
|
46849LTA9 |
11,510,000 |
$11,534,482.00 |
0.22% |
| SHIRE ACQ INV IRELAND DA 2.40%, due 09/23/2021 |
|
82481LAB5 |
11,296,000 |
$11,481,442.47 |
0.22% |
| ALABAMA POWER CO 2.45%, due 03/30/2022 |
|
010392FQ6 |
10,410,000 |
$10,694,636.78 |
0.21% |
| AMERICAN EXPRESS CO Variable rate, due 11/05/2021 |
|
025816BZ1 |
11,000,000 |
$11,061,044.39 |
0.21% |
| BMW US CAPITAL LLC N/C, Variable rate, due 04/12/2021 |
|
05565EAV7 |
10,925,000 |
$10,937,112.77 |
0.21% |
| CIGNA CORP Variable rate, due 09/17/2021 |
|
125523AB6 |
11,000,000 |
$11,002,343.66 |
0.21% |
| CITIBANK NA Variable rate, due 02/12/2021 |
|
17325FAM0 |
10,760,000 |
$10,767,751.61 |
0.21% |
| CONSOLIDATED EDISON CO OF NY N/C, Variable rate, due 06/25/2021 |
|
209111FR9 |
11,000,000 |
$11,025,688.41 |
0.21% |
| DTE ENERGY CO 2.60%, due 06/15/2022 |
|
233331BB2 |
10,300,000 |
$10,645,231.07 |
0.21% |
| Exeter Automobile Receivables Trust Series 2020-3A, Class A3, 0.78%, due 10/16/2023 |
|
30166NAC0 |
11,000,000 |
$11,007,249.00 |
0.21% |
| JPMORGAN CHASE & CO 2.972%, due 01/15/2023 |
|
48128BAB7 |
10,365,000 |
$10,687,381.67 |
0.21% |
| MARATHON PETROLEUM CORP 3.40%, due 12/15/2020 |
|
56585AAL6 |
10,568,000 |
$10,578,203.93 |
0.21% |
| Mercedes-Benz Auto Lease Trust Series 2019-B, Class A2, 2.05%, due 12/15/2021 |
|
58769QAB7 |
10,771,974 |
$10,806,452.86 |
0.21% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 |
|
606822AS3 |
10,991,000 |
$11,057,473.57 |
0.21% |
| MORGAN STANLEY N/C, Variable rate, due 04/21/2021 |
|
61746BEB8 |
11,000,000 |
$11,067,905.75 |
0.21% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 07/12/2022 |
|
64952WDJ9 |
10,550,000 |
$10,606,352.82 |
0.21% |
| Santander Drive Auto Receivables Trust Series 2020-3, Class A2, 0.75%, due 09/15/2023 |
|
80285WAB3 |
11,000,000 |
$11,011,319.00 |
0.21% |
| Securitized Term Auto Receivables Trust Series 2017-2A, Class A4, 2.289%, due 03/25/2022 |
|
81376NAE5 |
10,585,056 |
$10,626,580.28 |
0.21% |
| WELLS FARGO BANK NA Variable rate, due 09/09/2022 |
|
94988J6A0 |
10,646,000 |
$10,796,597.04 |
0.21% |
| BAT INTL FINANCE PLC 0%, due 12/02/2020 |
|
05531MM21 |
10,100,000 |
$10,097,500.25 |
0.20% |
| CHARLES SCHWAB CORP Variable rate, due 05/21/2021 |
|
808513AV7 |
10,505,000 |
$10,518,409.63 |
0.20% |
| CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 |
|
12555DAB1 |
10,125,775 |
$10,143,493.59 |
0.20% |
| CITIGROUP INC Variable rate, due 04/25/2022 |
|
172967LH2 |
9,959,000 |
$10,062,086.71 |
0.20% |
| DUKE ENERGY CORPORATION 0%, due 12/04/2020 |
|
26244HM42 |
10,500,000 |
$10,498,468.79 |
0.20% |
| DUPONT DE NEMOURS INC N/C, Variable rate, due 11/15/2020 |
|
26078JAG5 |
10,527,000 |
$10,529,732.81 |
0.20% |
| GOLDMAN SACHS GROUP INC Variable rate, due 07/24/2023 |
|
38141GWM2 |
10,000,000 |
$10,401,087.70 |
0.20% |
| GOLDMAN SACHS GROUP INC Variable rate, due 11/15/2021 |
|
38145GAF7 |
10,308,000 |
$10,312,550.36 |
0.20% |
| LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 |
|
53944YAK9 |
10,000,000 |
$10,287,606.10 |
0.20% |
| MASSMUTUAL GLOBAL FUNDING II N/C, 0.85%, due 06/09/2023 |
|
57629WCU2 |
10,000,000 |
$10,100,060.00 |
0.20% |
| OSCAR US Funding Trust Series 2019-2A, Class A2, 0%, due 08/10/2022 |
|
68784EAB4 |
10,483,795 |
$10,566,187.14 |
0.20% |
| Santander Consumer Auto Receivables Trust Series 2020-BA, Class A3, 1.09%, due 08/15/2024 |
|
802830AG4 |
10,500,000 |
$10,509,947.70 |
0.20% |
| TOYOTA MOTOR CREDIT CORP N/C, 1.15%, due 05/26/2022 |
|
89236TGZ2 |
10,000,000 |
$10,131,724.10 |
0.20% |
| TRUIST BANK Variable rate, due 05/17/2022 |
|
86787EBD8 |
10,000,000 |
$10,060,057.80 |
0.20% |
| WELLS FARGO & COMPANY N/C, 3.50%, due 03/08/2022 |
|
94974BFC9 |
10,000,000 |
$10,412,604.50 |
0.20% |
| ATHENE GLOBAL FUNDING N/C, 1.20%, due 10/13/2023 |
|
04685A2Q3 |
9,640,000 |
$9,656,296.03 |
0.19% |
| BAT INTL FINANCE PLC 0%, due 11/06/2020 |
|
05531ML63 |
10,000,000 |
$9,999,319.30 |
0.19% |
| BP CAPITAL MARKETS PLC N/C, Variable rate, due 11/24/2020 |
|
05565QDT2 |
10,000,000 |
$10,001,726.20 |
0.19% |
| CANADIAN NATURAL RESOURCES 0%, due 11/05/2020 |
|
13638WL59 |
10,000,000 |
$9,999,616.60 |
0.19% |
| CANADIAN NATURAL RESOURCES 0%, due 11/10/2020 |
|
13638WLA8 |
10,000,000 |
$9,999,419.40 |
0.19% |
| CAPITAL ONE NA 2.15%, due 09/06/2022 |
|
14042RNW7 |
9,505,000 |
$9,793,384.46 |
0.19% |
| CATERPILLAR FINL SERVICE N/C, Variable rate, due 09/07/2021 |
|
14913Q2P3 |
9,879,000 |
$9,900,394.46 |
0.19% |
| CIGNA CORP 0%, due 12/14/2020 |
|
12553NME2 |
10,000,000 |
$9,996,999.70 |
0.19% |
| CITIGROUP INC Variable rate, due 11/04/2022 |
|
17308CC46 |
9,440,000 |
$9,611,791.57 |
0.19% |
| CNPC FINANCE HK LTD 0%, due 11/16/2020 |
|
12623KLG0 |
10,000,000 |
$9,997,922.10 |
0.19% |
| CNPC FINANCE HK LTD 0%, due 11/18/2020 |
|
12623KLJ4 |
10,000,000 |
$9,997,624.50 |
0.19% |
| CNPC FINANCE HK LTD 0%, due 12/10/2020 |
|
12623KMA2 |
10,000,000 |
$9,994,988.80 |
0.19% |
| COOPERAT RABOBANK UA/NY N/C, Variable rate, due 01/10/2022 |
|
21688AAK8 |
9,816,000 |
$9,902,189.29 |
0.19% |
| DOW CHEMICAL COMPANY 0%, due 11/04/2020 |
|
26055AL46 |
10,000,000 |
$9,999,750.00 |
0.19% |
| EASTMAN CHEMICAL CO 0%, due 10/30/2020 |
|
27743JKW2 |
10,000,000 |
$10,000,000.00 |
0.19% |
| ENERGY TRANSFER OPER LP 0%, due 11/02/2020 |
|
29277EL28 |
10,000,000 |
$9,999,433.20 |
0.19% |
| ENI FINANCE USA INC 0%, due 01/26/2021 |
|
26876ANS8 |
10,000,000 |
$9,990,954.80 |
0.19% |
| ENTERGY CORP 0%, due 01/21/2021 |
|
29366ENM4 |
10,000,000 |
$9,994,005.40 |
0.19% |
| ENTERGY CORP 0%, due 01/28/2021 |
|
29366ENU6 |
10,000,000 |
$9,993,749.60 |
0.19% |
| ENTERGY CORP 0%, due 12/14/2020 |
|
29366EME3 |
10,000,000 |
$9,997,374.90 |
0.19% |
| EXXON MOBIL CORPORATION N/C, Variable rate, due 08/16/2022 |
|
30231GBA9 |
10,000,000 |
$10,045,686.50 |
0.19% |
| FHLMC Multifamily Structured Pass Through Certs. Series K720, Class A1, 2.316%, due 11/25/2021 |
|
3137BLUQ9 |
9,577,278 |
$9,689,006.14 |
0.19% |
| Freddie Mac Series 4821, Class BC, 3%, due 12/15/2044 |
|
3137FHD34 |
9,459,477 |
$9,610,849.56 |
0.19% |
| GENERAL MOTORS FINL CO 0%, due 01/20/2021 |
|
37046TNL4 |
10,000,000 |
$9,982,916.70 |
0.19% |
| GENERAL MOTORS FINL CO 0%, due 11/13/2020 |
|
37046TLD4 |
10,000,000 |
$9,998,055.60 |
0.19% |
| GILEAD SCIENCES INC 0.75%, due 09/29/2023 |
|
375558BW2 |
10,000,000 |
$10,026,475.00 |
0.19% |
| GLENCORE FUNDING LLC 0%, due 01/15/2021 |
|
37790ANF6 |
10,000,000 |
$9,988,662.60 |
0.19% |
| GLENCORE FUNDING LLC 0%, due 12/11/2020 |
|
37790AMB6 |
10,000,000 |
$9,995,100.00 |
0.19% |
| HARLEY-DAVIDSON FINL SER 0%, due 01/11/2021 |
|
41282JNB3 |
10,000,000 |
$9,989,859.10 |
0.19% |
| IBM CORP N/C, Variable rate, due 05/13/2021 |
|
459200KD2 |
10,000,000 |
$10,019,600.80 |
0.19% |
| INTEL CORP N/C, Variable rate, due 05/11/2022 |
|
458140BC3 |
10,000,000 |
$10,047,686.40 |
0.19% |
| INTERCONTINENTALEXCHANGE 0%, due 01/14/2021 |
|
45856WNE5 |
10,000,000 |
$9,992,187.70 |
0.19% |
| INTERCONTINENTALEXCHANGE Variable rate, due 06/15/2023 |
|
45866FAR5 |
10,000,000 |
$10,045,070.00 |
0.19% |
| JABIL INC 0%, due 11/04/2020 |
|
46652LL47 |
10,000,000 |
$9,999,027.40 |
0.19% |
| JABIL INC 0%, due 11/13/2020 |
|
46652LLD7 |
10,000,000 |
$9,997,277.80 |
0.19% |
| JABIL INC 0%, due 11/19/2020 |
|
46652LLK1 |
10,000,000 |
$9,996,166.60 |
0.19% |
| L3HARRIS TECH INC 4.95%, due 02/15/2021 |
|
502431AH2 |
10,000,000 |
$10,033,287.90 |
0.19% |
| MCDONALD'S CORP N/C, Variable rate, due 10/28/2021 |
|
58013MFG4 |
10,000,000 |
$10,035,544.60 |
0.19% |
| MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/08/2021 |
|
59217GCM9 |
10,000,000 |
$10,004,821.70 |
0.19% |
| MOTIVA ENTERPRISES LLC 0%, due 11/10/2020 |
|
61981FLA7 |
10,000,000 |
$9,999,358.30 |
0.19% |
| OSCAR US Funding Trust Series 2016-2A, Class A4, 2.99%, due 12/15/2023 |
|
68784UAE2 |
9,748,548 |
$9,813,490.20 |
0.19% |
| OTIS WORLDWIDE CORP Variable rate, due 04/05/2023 |
|
68902VAG2 |
10,000,000 |
$10,003,162.30 |
0.19% |
| STANDARD CHARTERED PLC Variable rate, due 01/20/2023 |
|
853254BL3 |
9,975,000 |
$10,007,730.87 |
0.19% |
| SUMITOMO MITSUI FINL GRP N/C, 2.934%, due 03/09/2021 |
|
86562MAB6 |
9,500,000 |
$9,588,586.55 |
0.19% |
| SUNCOR ENERGY INC 0%, due 01/20/2021 |
|
86723ANL2 |
10,000,000 |
$9,994,077.40 |
0.19% |
| Towd Point Mortgage Trust Series 2016-2, Class A1, Variable rate, due 08/25/2055 |
|
89172PAA7 |
9,284,959 |
$9,554,898.40 |
0.19% |
| TOYOTA MOTOR CREDIT CORP N/C, 1.80%, due 10/07/2021 |
|
89236TGJ8 |
9,677,000 |
$9,817,542.26 |
0.19% |
| VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 09/24/2021 |
|
928668AW2 |
10,000,000 |
$10,043,658.80 |
0.19% |
| World Omni Auto Receivables Trust Series 2019-B, Class A3, 2.59%, due 07/15/2024 |
|
98162VAD1 |
9,499,000 |
$9,693,582.27 |
0.19% |
| BP CAP MARKETS AMERICA Variable rate, due 09/19/2022 |
|
10373QBD1 |
9,169,000 |
$9,182,503.00 |
0.18% |
| CISCO SYSTEMS INC 2.90%, due 03/04/2021 |
|
17275RAP7 |
9,049,000 |
$9,136,386.55 |
0.18% |
| Honda Auto Receivables Owner Trust Series 2020-1, Class A2, 1.63%, due 10/21/2022 |
|
43813RAB3 |
9,417,324 |
$9,485,058.60 |
0.18% |
| HUMANA INC 2.50%, due 12/15/2020 |
|
444859BH4 |
9,300,000 |
$9,322,530.27 |
0.18% |
| ING GROEP NV N/C, 3.15%, due 03/29/2022 |
|
456837AG8 |
9,135,000 |
$9,494,273.70 |
0.18% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2024 |
|
46647PBQ8 |
9,053,000 |
$9,252,475.43 |
0.18% |
| MAXIM INTEGRATED PRODUCTS 3.375%, due 03/15/2023 |
|
57772KAB7 |
8,572,000 |
$9,057,939.22 |
0.18% |
| MIZUHO FINANCIAL GROUP N/C, Variable rate, due 09/13/2021 |
|
60687YAF6 |
9,200,000 |
$9,281,682.11 |
0.18% |
| NEWMONT CORP 3.625%, due 06/09/2021 |
|
651639AR7 |
9,297,000 |
$9,427,762.77 |
0.18% |
| PENSKE TRUCK LEASING/PTL 3.65%, due 07/29/2021 |
|
709599BD5 |
9,163,000 |
$9,351,962.04 |
0.18% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 04/29/2022 |
|
78013X6E3 |
9,000,000 |
$9,046,095.48 |
0.18% |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ Variable rate, due 03/16/2022 |
|
82620KAQ6 |
9,200,000 |
$9,257,274.05 |
0.18% |
| SUNCOR ENERGY INC 0%, due 01/27/2021 |
|
86723ANT5 |
9,500,000 |
$9,493,893.49 |
0.18% |
| Verizon Owner Trust Series 2018-1A, Class A1A, 2.82%, due 09/20/2022 |
|
92349FAA1 |
9,420,726 |
$9,492,211.76 |
0.18% |
| AMERICAN INTL GROUP 3.30%, due 03/01/2021 |
|
026874DG9 |
8,742,000 |
$8,807,429.07 |
0.17% |
| BROADCOM CRP / CAYMN FI 2.65%, due 01/15/2023 |
|
11134LAM1 |
8,530,000 |
$8,860,800.22 |
0.17% |
| DOMINION ENERGY INC 2.75%, due 01/15/2022 |
|
25746UCR8 |
8,510,000 |
$8,727,096.74 |
0.17% |
| DUKE ENERGY CORPORATION 0%, due 11/04/2020 |
|
26244HL43 |
9,000,000 |
$8,999,849.97 |
0.17% |
| FISERV INC 4.75%, due 06/15/2021 |
|
337738AL2 |
8,387,000 |
$8,543,880.94 |
0.17% |
| FREMF Mortgage Trust Series 2011-KAIV, Class B, 4.944%, due 06/25/2046 |
|
30263AAJ5 |
8,617,000 |
$8,794,232.73 |
0.17% |
| GTE Auto Receivables Trust Series 2019-1, Class A2, 2.17%, due 12/15/2022 |
|
362303AC3 |
8,917,461 |
$8,977,249.53 |
0.17% |
| MACQUARIE BANK LTD N/C, 6.625%, due 04/07/2021 |
|
55608XAA5 |
8,712,000 |
$8,930,824.71 |
0.17% |
| ORACLE CORP 1.90%, due 09/15/2021 |
|
68389XBK0 |
8,474,000 |
$8,583,195.37 |
0.17% |
| SKANDINAVISKA ENSKILDA N/C, Variable rate, due 05/17/2021 |
|
83051GAH1 |
9,000,000 |
$9,020,764.89 |
0.17% |
| STANDARD CHARTERED PLC Variable rate, due 09/10/2022 |
|
853254BR0 |
8,604,000 |
$8,633,287.33 |
0.17% |
| Avis Budget Rental Car Funding Series 2016-2A, Class A, 2.72%, due 11/20/2022 |
|
05377RCK8 |
8,060,000 |
$8,169,250.08 |
0.16% |
| CAPITAL ONE FINANCIAL CO 2.60%, due 05/11/2023 |
|
14040HCD5 |
7,667,000 |
$8,032,618.53 |
0.16% |
| CAPITAL ONE FINANCIAL CO 3.45%, due 04/30/2021 |
|
14040HBY0 |
8,226,000 |
$8,332,971.48 |
0.16% |
| Ford Credit Auto Owner Trust Series 2019-C, Class A2A, 1.88%, due 07/15/2022 |
|
34531KAB8 |
8,185,382 |
$8,232,961.53 |
0.16% |
| FREMF MORTGAGE TRUST Series 2014-K715, Class B, Variable rate, due 02/25/2046 |
|
30291XAE2 |
8,195,000 |
$8,223,680.86 |
0.16% |
| GATX CORP N/C, Variable rate, due 11/05/2021 |
|
361448BB8 |
8,300,000 |
$8,294,801.13 |
0.16% |
| GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2021 |
|
37045XCN4 |
8,000,000 |
$7,998,389.44 |
0.16% |
| GM Financial Automobile Leasing Trust Series 2018-3, Class B, 3.48%, due 07/20/2022 |
|
36256GAF6 |
8,332,000 |
$8,386,344.64 |
0.16% |
| OSCAR US Funding Trust Series 2018-1A, Class A3, 3.23%, due 05/10/2022 |
|
68784CAD4 |
8,015,749 |
$8,069,710.82 |
0.16% |
| SUNCOR ENERGY INC 0%, due 11/09/2020 |
|
86723AL91 |
8,000,000 |
$7,999,511.04 |
0.16% |
| WESTPAC BANKING CORP N/C, 2.65%, due 01/25/2021 |
|
961214DU4 |
8,275,000 |
$8,322,110.90 |
0.16% |
| WESTPAC BANKING CORP N/C, Variable rate, due 01/25/2021 |
|
961214DV2 |
8,261,000 |
$8,266,674.81 |
0.16% |
| AT&T INC N/C, Variable rate, due 06/01/2021 |
|
00206RFZ0 |
7,940,000 |
$7,970,474.91 |
0.15% |
| CREDIT SUISSE NEW YORK N/C, 1%, due 05/05/2023 |
|
22550L2D2 |
7,707,000 |
$7,803,879.30 |
0.15% |
| FIFTH THIRD BANK Variable rate, due 07/26/2021 |
|
31677QBP3 |
7,725,000 |
$7,744,270.63 |
0.15% |
| Ford Credit Auto Lease Trust Series 2019-A, Class A3, 2.90%, due 05/15/2022 |
|
34532FAD4 |
7,589,805 |
$7,651,924.81 |
0.15% |
| GLOBAL PAYMENTS INC 3.80%, due 04/01/2021 |
|
891906AD1 |
7,561,000 |
$7,648,019.70 |
0.15% |
| LOWE'S COS INC 3.75%, due 04/15/2021 |
|
548661CT2 |
7,916,000 |
$7,973,074.52 |
0.15% |
| NEXTERA ENERGY CAPITAL N/C, 2.403%, due 09/01/2021 |
|
65339KAS9 |
7,425,000 |
$7,555,004.33 |
0.15% |
| Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 |
|
67113CAL0 |
7,560,251 |
$7,580,558.69 |
0.15% |
| OSCAR US Funding Trust Series 2019-2A, Class A3, 2.59%, due 09/11/2023 |
|
68784EAC2 |
7,600,000 |
$7,810,472.88 |
0.15% |
| Santander Retail Auto Lease Trust Series 2019-C, Class A4, 1.93%, due 11/20/2023 |
|
80284NAE8 |
7,630,000 |
$7,817,117.36 |
0.15% |
| VOLKSWAGEN GROUP AMERICA 2.90%, due 05/13/2022 |
|
928668BC5 |
7,253,000 |
$7,496,135.28 |
0.15% |
| ABN AMRO BANK NV N/C, Variable rate, due 08/27/2021 |
|
00084DAS9 |
7,158,000 |
$7,191,776.10 |
0.14% |
| APPLE INC 0.75%, due 05/11/2023 |
|
037833DV9 |
7,000,000 |
$7,070,640.64 |
0.14% |
| AVIATION CAPITAL GROUP N/C, Variable rate, due 06/01/2021 |
|
05369AAG6 |
7,365,000 |
$7,258,485.16 |
0.14% |
| CANADIAN NATURAL RESOURCES 0%, due 11/09/2020 |
|
13638WL91 |
7,000,000 |
$6,999,611.08 |
0.14% |
| COMMONWEALTH BANK AUST N/C, Variable rate, due 03/10/2022 |
|
2027A0JL4 |
7,000,000 |
$7,051,839.76 |
0.14% |
| DAIMLER FINANCE NA LLC 3.75%, due 11/05/2021 |
|
233851DN1 |
7,000,000 |
$7,219,354.31 |
0.14% |
| DOMINION ENERGY INC Variable rate, due 09/15/2023 |
|
25746UDH9 |
7,000,000 |
$7,020,580.35 |
0.14% |
| FHLMC Multifamily Structured Pass Through Certs. Series K025, Class A1, 1.875%, due 04/25/2022 |
|
3137AYCD1 |
7,428,412 |
$7,473,011.06 |
0.14% |
| FHLMC Multifamily Structured Pass Through Certs. Series K034, Class A1, 2.669%, due 02/25/2023 |
|
3137B5JL8 |
7,114,165 |
$7,296,380.54 |
0.14% |
| FHLMC Multifamily Structured Pass Through Certs. Series K727, Class A1, 2.632%, due 10/25/2023 |
|
3137FARD2 |
6,866,751 |
$7,020,219.22 |
0.14% |
| GENERAL MOTORS FINL CO 4.375%, due 09/25/2021 |
|
37045XAQ9 |
6,763,000 |
$6,973,729.67 |
0.14% |
| HYUNDAI CAPITAL AMERICA 2.375%, due 02/10/2023 |
|
44891ABE6 |
6,885,000 |
$7,087,274.07 |
0.14% |
| JPMORGAN CHASE & CO Variable rate, due 04/25/2023 |
|
46647PAE6 |
6,935,000 |
$7,181,363.86 |
0.14% |
| PHILLIPS 66 N/C, Variable rate, due 02/26/2021 |
|
718546AS3 |
7,419,000 |
$7,420,095.86 |
0.14% |
| ROPER TECHNOLOGIES INC 3%, due 12/15/2020 |
|
776743AA4 |
7,085,000 |
$7,084,006.56 |
0.14% |
| SANTANDER UK GROUP HLDGS N/C, 3.125%, due 01/08/2021 |
|
80281LAD7 |
7,087,000 |
$7,122,484.76 |
0.14% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 07/14/2021 |
|
86562MAG5 |
7,328,000 |
$7,381,747.95 |
0.14% |
| SUNCOR ENERGY INC 2.80%, due 05/15/2023 |
|
867224AC1 |
6,909,000 |
$7,224,681.88 |
0.14% |
| UNION PACIFIC CORP 4%, due 02/01/2021 |
|
907818DG0 |
7,004,000 |
$7,004,000.00 |
0.14% |
| UPJOHN INC 1.125%, due 06/22/2022 |
|
91533BAA8 |
6,961,000 |
$7,028,036.52 |
0.14% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2022 |
|
949746SP7 |
6,952,000 |
$6,966,266.34 |
0.14% |
| WESTPAC BANKING CORP N/C, Variable rate, due 01/13/2023 |
|
961214EK5 |
7,000,000 |
$7,037,331.21 |
0.14% |
| Winwater Mortgage Loan Trust Series 2015-5, Class A5, Variable rate, due 08/20/2045 |
|
97654DAE6 |
7,026,112 |
$7,060,491.88 |
0.14% |
| World OMNI Select Auto Trust Series 2020-A, Class A3, 0.90%, due 07/15/2025 |
|
98163DAD0 |
7,000,000 |
$7,016,576.00 |
0.14% |
| BNP PARIBAS N/C, 5%, due 01/15/2021 |
|
05567LT31 |
6,775,000 |
$6,841,066.68 |
0.13% |
| CVS HEALTH CORP 2.125%, due 06/01/2021 |
|
126650CT5 |
6,631,000 |
$6,688,969.40 |
0.13% |
| ENTERPRISE PRODUCTS OPER 3.50%, due 02/01/2022 |
|
29379VBS1 |
6,442,000 |
$6,686,435.38 |
0.13% |
| FHLMC Multifamily Structured Pass Through Certs. Series K032, Class A1, 3.016%, due 02/25/2023 |
|
3137B4GX8 |
6,282,449 |
$6,463,912.17 |
0.13% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSMC, Class A1, 1.954%, due 01/25/2023 |
|
3137B04X9 |
6,578,472 |
$6,697,385.50 |
0.13% |
| HYUNDAI CAPITAL AMERICA 1.25%, due 09/18/2023 |
|
44891ABM8 |
6,910,000 |
$6,946,843.77 |
0.13% |
| MITSUBISHI UFJ FIN GRP N/C, 3.761%, due 07/26/2023 |
|
606822BA1 |
6,000,000 |
$6,497,764.14 |
0.13% |
| RYDER SYSTEM INC 3.50%, due 06/01/2021 |
|
78355HKJ7 |
6,435,000 |
$6,548,996.41 |
0.13% |
| TD AMERITRADE HOLDING CO Variable rate, due 11/01/2021 |
|
87236YAG3 |
6,633,000 |
$6,657,077.92 |
0.13% |
| UBS AG LONDON Variable rate, due 12/01/2020 |
|
902674XJ4 |
6,800,000 |
$6,800,628.92 |
0.13% |
| AMERICAN EXPRESS CO Variable rate, due 05/17/2021 |
|
025816BV0 |
6,000,000 |
$6,014,079.60 |
0.12% |
| ANTHEM INC 3.70%, due 08/15/2021 |
|
94973VAW7 |
5,900,000 |
$6,008,035.02 |
0.12% |
| AUST & NZ BANKING GRP NY N/C, 2.05%, due 11/21/2022 |
|
05253JAW1 |
6,130,000 |
$6,345,213.63 |
0.12% |
| BANK OF AMERICA CORP Variable rate, due 01/23/2022 |
|
06051GGX1 |
6,239,000 |
$6,242,746.02 |
0.12% |
| BRISTOL-MYERS SQUIBB CO 2.55%, due 05/14/2021 |
|
110122CK2 |
6,255,000 |
$6,332,669.64 |
0.12% |
| BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 05/16/2022 |
|
110122CJ5 |
6,000,000 |
$6,024,015.78 |
0.12% |
| CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/15/2021 |
|
14913Q2H1 |
6,000,000 |
$6,005,172.78 |
0.12% |
| CVS HEALTH CORP N/C, Variable rate, due 03/09/2021 |
|
126650DD9 |
6,000,000 |
$6,013,829.88 |
0.12% |
| DANSKE BANK A/S 1.226%, due 06/22/2024 |
|
23636AAW1 |
6,000,000 |
$6,057,648.60 |
0.12% |
| DNB BANK ASA N/C, Variable rate, due 12/02/2022 |
|
23329PAD2 |
6,000,000 |
$6,048,744.84 |
0.12% |
| DUKE ENERGY CORP N/C, Variable rate, due 03/11/2022 |
|
26441CBD6 |
5,900,000 |
$5,935,795.24 |
0.12% |
| Fannie Mae Series 2013-74, Class EL, 3%, due 04/25/2041 |
|
3136AE6R3 |
5,914,853 |
$6,122,330.91 |
0.12% |
| FHLMC Multifamily Structured Pass Through Certs. Series K027, Class A1, 1.785%, due 09/25/2022 |
|
3137B1UF7 |
6,361,652 |
$6,430,559.79 |
0.12% |
| GOLDMAN SACHS GROUP INC 2.60%, due 12/27/2020 |
|
38141GWG5 |
6,000,000 |
$6,021,336.12 |
0.12% |
| ING GROEP NV N/C, Variable rate, due 10/02/2023 |
|
456837AL7 |
6,000,000 |
$6,089,706.55 |
0.12% |
| MORGAN STANLEY N/C, 2.75%, due 05/19/2022 |
|
61744YAH1 |
5,815,000 |
$6,024,281.56 |
0.12% |
| ORACLE CORP 2.50%, due 10/15/2022 |
|
68389XAP0 |
6,000,000 |
$6,248,001.72 |
0.12% |
| OSCAR US Funding Trust Series 2018-2A, Class A4, 3.63%, due 09/10/2025 |
|
68784XAE6 |
6,130,000 |
$6,413,375.80 |
0.12% |
| UBS GROUP AG N/C, Variable rate, due 04/14/2021 |
|
90351DAE7 |
6,000,000 |
$6,045,308.16 |
0.12% |
| UNITEDHEALTH GROUP INC N/C, Variable rate, due 06/15/2021 |
|
91324PDG4 |
6,156,000 |
$6,166,027.32 |
0.12% |
| BARCLAYS BANK PLC 2.65%, due 01/11/2021 |
|
06739FJJ1 |
5,860,000 |
$5,875,078.14 |
0.11% |
| BMW FINANCE NV N/C, Variable rate, due 08/12/2022 |
|
05600LAD8 |
5,500,000 |
$5,536,849.34 |
0.11% |
| BOSTON PROPERTIES LP 4.125%, due 05/15/2021 |
|
10112RAS3 |
5,483,000 |
$5,541,840.10 |
0.11% |
| CIGNA CORP 3.40%, due 09/17/2021 |
|
125523AE0 |
5,600,000 |
$5,749,355.93 |
0.11% |
| CITIGROUP INC Variable rate, due 07/24/2023 |
|
172967LM1 |
5,500,000 |
$5,708,239.90 |
0.11% |
| CREDIT SUISSE GROUP FUNDING LTD N/C, Variable rate, due 04/16/2021 |
|
225433AP6 |
5,500,000 |
$5,555,629.58 |
0.11% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/12/2021 |
|
233851DA9 |
5,730,000 |
$5,732,573.40 |
0.11% |
| Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 |
|
3136AJSW7 |
5,450,625 |
$5,722,912.10 |
0.11% |
| Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 |
|
3136ANVJ3 |
5,677,741 |
$5,870,776.10 |
0.11% |
| FIDELITY NATIONAL INFO SVCS 3.50%, due 04/15/2023 |
|
31620MAK2 |
5,177,000 |
$5,510,198.19 |
0.11% |
| Ford Credit Auto Lease Trust Series 2020-B, Class A2A, 0.96%, due 12/15/2022 |
|
34531RAB3 |
5,750,000 |
$5,757,798.73 |
0.11% |
| NUTRIEN LTD 1.90%, due 05/13/2023 |
|
67077MAV0 |
5,575,000 |
$5,755,713.23 |
0.11% |
| ORACLE CORP 2.80%, due 07/08/2021 |
|
68389XBA2 |
5,500,000 |
$5,596,808.31 |
0.11% |
| OSCAR US Funding Trust Series 2017-1A, Class A4, 3.30%, due 05/10/2024 |
|
687846AE5 |
5,656,974 |
$5,726,676.52 |
0.11% |
| UBS GROUP AG Variable rate, due 07/30/2024 |
|
902613AB4 |
5,800,000 |
$5,816,476.47 |
0.11% |
| ABBVIE INC N/C, Variable rate, due 05/21/2021 |
|
00287YBT5 |
5,000,000 |
$5,007,295.00 |
0.10% |
| ABBVIE INC N/C, Variable rate, due 11/19/2021 |
|
00287YBJ7 |
5,000,000 |
$5,012,347.90 |
0.10% |
| AERCAP IRELAND CAP/GLOBAL 4.50%, due 05/15/2021 |
|
00772BAF8 |
5,000,000 |
$5,089,732.00 |
0.10% |
| AMERICAN HONDA FINANCE 0%, due 01/21/2021 |
|
02665JNM8 |
5,000,000 |
$4,997,002.60 |
0.10% |
| ANTHEM INC 3.125%, due 05/15/2022 |
|
94973VAX5 |
5,000,000 |
$5,207,942.75 |
0.10% |
| ANZ NEW ZEALAND INTL/LDN N/C, 2.75%, due 01/22/2021 |
|
00182EBH1 |
5,000,000 |
$5,027,606.25 |
0.10% |
| ATHENE GLOBAL FUNDING N/C, 3%, due 07/01/2022 |
|
04685A2E0 |
5,108,000 |
$5,265,756.60 |
0.10% |
| BAE SYSTEMS PLC 4.75%, due 10/11/2021 |
|
05523RAB3 |
4,822,000 |
$5,013,225.70 |
0.10% |
| BANK OF AMERICA CORP N/C, Variable rate, due 04/19/2021 |
|
06051GFV6 |
5,000,000 |
$5,032,245.65 |
0.10% |
| BANK OF AMERICA CORP Variable rate, due 01/23/2022 |
|
06051GGY9 |
5,000,000 |
$5,026,478.15 |
0.10% |
| BAYER US FINANCE II LLC Variable rate, due 06/25/2021 |
|
07274NAC7 |
5,000,000 |
$5,011,209.85 |
0.10% |
| CITIGROUP INC Variable rate, due 11/04/2022 |
|
17308CC38 |
5,000,000 |
$5,025,703.65 |
0.10% |
| COOPERAT RABOBANK UA/NY N/C, Variable rate, due 04/26/2021 |
|
21688AAP7 |
5,200,000 |
$5,209,916.61 |
0.10% |
| DAIMLER FINANCE NA LLC 1.75%, due 03/10/2023 |
|
233851DY7 |
5,000,000 |
$5,109,006.65 |
0.10% |
| DAIMLER FINANCE NA LLC 3.35%, due 05/04/2021 |
|
233851DJ0 |
5,130,000 |
$5,203,728.46 |
0.10% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 11/05/2021 |
|
233851DP6 |
5,000,000 |
$5,012,243.50 |
0.10% |
| DUKE ENERGY CORP N/C, Variable rate, due 05/14/2021 |
|
26441CBA2 |
5,000,000 |
$5,011,234.70 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series K036, Class A1, 2.777%, due 04/25/2023 |
|
3137B7EZ8 |
4,959,328 |
$5,110,894.22 |
0.10% |
| FIFTH THIRD BANCORP 2.60%, due 06/15/2022 |
|
316773CU2 |
5,000,000 |
$5,170,833.50 |
0.10% |
| FLORIDA POWER & LIGHT CO Variable rate, due 07/28/2023 |
|
341081GA9 |
5,000,000 |
$5,002,573.65 |
0.10% |
| GENERAL MOTORS FINL CO 0%, due 01/13/2021 |
|
37046TND2 |
5,000,000 |
$4,992,708.20 |
0.10% |
| GILEAD SCIENCES INC Variable rate, due 09/17/2021 |
|
375558BU6 |
5,000,000 |
$5,003,639.10 |
0.10% |
| GM Financial Automobile Leasing Trust Series 2019-1, Class A3, 2.98%, due 12/20/2021 |
|
36256UAD0 |
5,061,315 |
$5,095,881.95 |
0.10% |
| GOLDMAN SACHS GROUP INC 3%, due 04/26/2022 |
|
38141GWC4 |
5,000,000 |
$5,062,749.95 |
0.10% |
| GOLDMAN SACHS GROUP INC Variable rate, due 04/26/2022 |
|
38141GWD2 |
5,000,000 |
$5,019,156.70 |
0.10% |
| KROGER CO 2.60%, due 02/01/2021 |
|
501044DB4 |
5,348,000 |
$5,367,729.73 |
0.10% |
| MET LIFE GLOB FUNDING I N/C, 0.90%, due 06/08/2023 |
|
59217GEH8 |
5,000,000 |
$5,056,431.20 |
0.10% |
| MIZUHO FINANCIAL GROUP N/C, 2.632%, due 04/12/2021 |
|
60687YAB5 |
5,000,000 |
$5,052,180.00 |
0.10% |
| MORGAN STANLEY 3.125%, due 01/23/2023 |
|
61744YAN8 |
5,000,000 |
$5,287,679.80 |
0.10% |
| MORGAN STANLEY N/C, 2.50%, due 04/21/2021 |
|
61746BEA0 |
5,333,000 |
$5,387,682.34 |
0.10% |
| NATIONAL AUSTRALIA BANK N/C, Variable rate, due 12/13/2022 |
|
63254WAA8 |
5,000,000 |
$5,021,334.50 |
0.10% |
| NATIONAL SECS CLEARING 1.20%, due 04/23/2023 |
|
637639AA3 |
4,900,000 |
$4,995,365.07 |
0.10% |
| OSCAR US Funding Trust Series 2018-2A, Class A3, 3.39%, due 09/12/2022 |
|
68784XAD8 |
4,879,501 |
$4,933,570.35 |
0.10% |
| SOUTHERN CALIF GAS CO Variable rate, due 09/14/2023 |
|
842434CV2 |
5,000,000 |
$5,002,840.90 |
0.10% |
| SOUTHERN NAT GAS/ISSUING 4.40%, due 06/15/2021 |
|
84345PAB8 |
4,876,000 |
$4,942,411.22 |
0.10% |
| SVENSKA HANDELSBANKEN AB N/C, 0.625%, due 06/20/2023 |
|
86959LAF0 |
5,000,000 |
$5,021,996.00 |
0.10% |
| THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2021 |
|
254687FG6 |
5,000,000 |
$5,009,568.95 |
0.10% |
| THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2022 |
|
254687FH4 |
5,000,000 |
$5,024,587.30 |
0.10% |
| WELLS FARGO & COMPANY N/C, 3%, due 01/22/2021 |
|
94974BFR6 |
5,000,000 |
$5,028,418.60 |
0.10% |
| WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 |
|
961214DR1 |
5,000,000 |
$5,046,789.15 |
0.10% |
| XILINX INC 3%, due 03/15/2021 |
|
983919AH4 |
5,000,000 |
$5,039,647.05 |
0.10% |
| AMERICAN ELECTRIC POWER N/C, 3.65%, due 12/01/2021 |
|
025537AL5 |
4,567,000 |
$4,728,493.96 |
0.09% |
| BMW US CAPITAL LLC N/C, Variable rate, due 08/13/2021 |
|
05565EBD6 |
4,400,000 |
$4,409,261.16 |
0.09% |
| NEXTERA ENERGY CAPITAL Variable rate, due 02/25/2022 |
|
65339KBC3 |
4,520,000 |
$4,554,969.03 |
0.09% |
| Onslow Bay Financial LLC Series 2019-EXP3, Class 2A1A, Variable rate, due 10/25/2059 |
|
67113AAZ3 |
4,854,228 |
$4,867,301.80 |
0.09% |
| SKANDINAVISKA ENSKILDA N/C, 2.625%, due 11/17/2020 |
|
83051GAE8 |
4,800,000 |
$4,804,865.09 |
0.09% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 10/19/2021 |
|
86562MAJ9 |
4,674,000 |
$4,719,945.89 |
0.09% |
| SVENSKA HANDELSBANKEN AB N/C, 2.45%, due 03/30/2021 |
|
86960BAL6 |
4,500,000 |
$4,540,867.06 |
0.09% |
| ZOETIS INC 3.25%, due 08/20/2021 |
|
98978VAQ6 |
4,439,000 |
$4,550,425.17 |
0.09% |
| AIG GLOBAL FUNDING N/C, 0.80%, due 07/07/2023 |
|
00138CAM0 |
4,000,000 |
$4,030,867.24 |
0.08% |
| AIG GLOBAL FUNDING N/C, Variable rate, due 01/22/2021 |
|
00138CAJ7 |
4,100,000 |
$4,105,566.00 |
0.08% |
| AUST & NZ BANKING GROUP N/C, Variable rate, due 11/21/2022 |
|
05252ADE8 |
4,000,000 |
$4,025,488.56 |
0.08% |
| Avis Budget Rental Car Funding Series 2015-2A, Class A, 2.63%, due 12/20/2021 |
|
05377RCA0 |
4,146,667 |
$4,153,856.13 |
0.08% |
| CVS HEALTH CORP 3.50%, due 07/20/2022 |
|
126650CK4 |
4,148,000 |
$4,344,205.96 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series K716, Class A2, 3.13%, due 06/25/2021 |
|
3137BDDC7 |
4,217,787 |
$4,262,855.89 |
0.08% |
| FREMF MORTGAGE TRUST Series 2011-K14, Class B, Variable rate, due 02/25/2047 |
|
30263BAL8 |
3,822,000 |
$3,887,970.78 |
0.08% |
| GATX CORP 4.85%, due 06/01/2021 |
|
361448AL7 |
3,802,000 |
$3,893,064.48 |
0.08% |
| GENERAL MOTORS FINL CO 4.20%, due 11/06/2021 |
|
37045XCP9 |
4,000,000 |
$4,126,739.96 |
0.08% |
| GEORGIA POWER CO 2.40%, due 04/01/2021 |
|
373334KF7 |
4,000,000 |
$4,027,674.40 |
0.08% |
| MASSMUTUAL GLOBAL FUNDING II N/C, 2.45%, due 11/23/2020 |
|
57629WBW9 |
4,200,000 |
$4,206,021.79 |
0.08% |
| PUBLIC SERVICE ENTERPRISE GROUP 2.65%, due 11/15/2022 |
|
744573AL0 |
3,860,000 |
$4,027,934.90 |
0.08% |
| ROPER TECHNOLOGIES INC 2.80%, due 12/15/2021 |
|
776743AC0 |
4,000,000 |
$4,098,945.20 |
0.08% |
| SANTANDER UK PLC N/C, 2.125%, due 11/03/2020 |
|
80283LAP8 |
3,900,000 |
$3,900,182.36 |
0.08% |
| SANTANDER UK PLC N/C, 3.40%, due 06/01/2021 |
|
80283LAT0 |
3,850,000 |
$3,918,556.83 |
0.08% |
| Securitized Term Auto Receivables Trust Series 2019-1A, Class A3, 2.986%, due 02/27/2023 |
|
81377DAC0 |
3,900,222 |
$3,968,871.95 |
0.08% |
| SKANDINAVISKA ENSKILDA N/C, Variable rate, due 12/12/2022 |
|
83051GAL2 |
4,000,000 |
$4,037,949.48 |
0.08% |
| STATE STREET CORP Variable rate, due 03/30/2023 |
|
857477BH5 |
3,990,000 |
$4,127,173.25 |
0.08% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/11/2022 |
|
86562MAL4 |
4,139,000 |
$4,175,896.75 |
0.08% |
| TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/13/2021 |
|
89236TEV3 |
4,000,000 |
$4,004,882.68 |
0.08% |
| TWDC ENTERPRISES 18 CORP 2.30%, due 02/12/2021 |
|
25468PDJ2 |
4,235,000 |
$4,259,664.72 |
0.08% |
| AMERICAN HONDA FINANCE N/C, Variable rate, due 01/08/2021 |
|
02665WCR0 |
3,800,000 |
$3,803,401.65 |
0.07% |
| CAPITAL ONE NA Variable rate, due 08/08/2022 |
|
14042RHB0 |
3,385,000 |
$3,410,354.80 |
0.07% |
| CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/08/2021 |
|
14913Q2Z1 |
3,750,000 |
$3,754,180.24 |
0.07% |
| CHEVRON CORP N/C, Variable rate, due 05/16/2021 |
|
166764BF6 |
3,500,000 |
$3,517,314.15 |
0.07% |
| CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 |
|
12554TAL5 |
3,589,094 |
$3,595,367.74 |
0.07% |
| HEINEKEN NV 2.75%, due 04/01/2023 |
|
423012AD5 |
3,400,000 |
$3,560,559.29 |
0.07% |
| LLOYDS BANKING GROUP PLC N/C, Variable rate, due 06/21/2021 |
|
53944YAG8 |
3,410,000 |
$3,425,692.82 |
0.07% |
| MITSUBISHI UFJ FIN GRP Variable rate, due 09/15/2024 |
|
606822BV5 |
3,635,000 |
$3,642,834.66 |
0.07% |
| OSCAR US Funding Trust Series 2017-2A, Class A4, 2.76%, due 12/10/2024 |
|
68784AAE6 |
3,580,000 |
$3,639,741.93 |
0.07% |
| PERNOD RICARD SA 5.75%, due 04/07/2021 |
|
714264AA6 |
3,561,000 |
$3,641,874.38 |
0.07% |
| Sierra Receivables Funding Co. LLC Series 2016-3A, Class A, 2.43%, due 10/20/2033 |
|
82652YAA2 |
3,646,710 |
$3,668,096.73 |
0.07% |
| SVENSKA HANDELSBANKEN AB N/C, Variable rate, due 05/24/2021 |
|
86960BAU6 |
3,500,000 |
$3,509,425.57 |
0.07% |
| AIG GLOBAL FUNDING N/C, 3.35%, due 06/25/2021 |
|
00138CAG3 |
3,235,000 |
$3,299,922.21 |
0.06% |
| AMERICAN HONDA FINANCE N/C, Variable rate, due 06/11/2021 |
|
02665WDA6 |
3,000,000 |
$3,006,050.34 |
0.06% |
| APPLE INC 1.55%, due 08/04/2021 |
|
037833CC2 |
3,000,000 |
$3,027,936.72 |
0.06% |
| AUST & NZ BANKING GROUP Variable rate, due 06/01/2021 |
|
05252ACL3 |
3,000,000 |
$3,015,940.65 |
0.06% |
| BANK OF NOVA SCOTIA N/C, 1.625%, due 05/01/2023 |
|
064159VK9 |
3,000,000 |
$3,083,131.80 |
0.06% |
| BARCLAYS BANK PLC 1.70%, due 05/12/2022 |
|
06739GCR8 |
3,181,000 |
$3,241,559.27 |
0.06% |
| Canadian Pacer Auto Receivable Series 2019-1A, Class A2, 2.78%, due 03/21/2022 |
|
13646BAC2 |
3,287,241 |
$3,299,592.23 |
0.06% |
| CATERPILLAR FINL SERVICE 0.95%, due 05/13/2022 |
|
14913R2B2 |
3,000,000 |
$3,027,727.32 |
0.06% |
| CHEVRON CORP 1.141%, due 05/11/2023 |
|
166764BV1 |
2,857,000 |
$2,909,709.65 |
0.06% |
| CITIGROUP INC Variable rate, due 05/15/2024 |
|
172967MR9 |
3,000,000 |
$3,076,183.83 |
0.06% |
| DUKE ENERGY CORP 3.55%, due 09/15/2021 |
|
26441CAF2 |
3,170,000 |
$3,232,922.53 |
0.06% |
| DUKE ENERGY FLORIDA LLC N/C, Variable rate, due 11/26/2021 |
|
26444HAG6 |
3,000,000 |
$3,004,162.98 |
0.06% |
| Fannie Mae Series 2012-6, Class E, 3%, due 05/25/2037 |
|
3136A3EZ0 |
3,054,849 |
$3,086,040.05 |
0.06% |
| Foursight Capital Automobile Receivables Trust Series 2019-1, Class A2, 2.87%, due 03/15/2023 |
|
35105RAB6 |
3,276,686 |
$3,292,759.04 |
0.06% |
| GENERAL ELECTRIC CO N/C, 3.15%, due 09/07/2022 |
|
36962G6F6 |
3,070,000 |
$3,209,241.17 |
0.06% |
| GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2020 |
|
37045XCC8 |
3,000,000 |
$3,000,068.46 |
0.06% |
| GILEAD SCIENCES INC Variable rate, due 09/29/2023 |
|
375558BV4 |
3,000,000 |
$3,005,344.11 |
0.06% |
| HOME DEPOT INC 4.40%, due 04/01/2021 |
|
437076AW2 |
3,000,000 |
$3,020,838.21 |
0.06% |
| HP ENTERPRISE CO Variable rate, due 10/05/2021 |
|
42824CBB4 |
3,000,000 |
$3,000,409.98 |
0.06% |
| HSBC HOLDINGS PLC N/C, 5.10%, due 04/05/2021 |
|
404280AK5 |
3,000,000 |
$3,059,756.37 |
0.06% |
| HYUNDAI CAPITAL AMERICA 3%, due 10/30/2020 |
|
44891AAD9 |
3,000,000 |
$3,000,000.00 |
0.06% |
| ING GROEP NV N/C, Variable rate, due 03/29/2022 |
|
456837AJ2 |
2,980,000 |
$3,012,474.43 |
0.06% |
| KEY BANK NA N/C, Variable rate, due 11/22/2021 |
|
49327M2R4 |
3,300,000 |
$3,325,395.78 |
0.06% |
| OSCAR US Funding Trust Series 2018-1A, Class A4, 3.50%, due 05/12/2025 |
|
68784CAE2 |
3,050,000 |
$3,159,129.00 |
0.06% |
| OSCAR US Funding Trust Series 2019-1A, Class A3, 3.18%, due 05/10/2023 |
|
68784YAD6 |
3,190,000 |
$3,268,387.87 |
0.06% |
| PIONEER NATURAL RESOURCES 3.45%, due 01/15/2021 |
|
723787AL1 |
3,289,000 |
$3,299,745.56 |
0.06% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 03/09/2021 |
|
86562MAD2 |
2,932,000 |
$2,948,121.57 |
0.06% |
| Towd Point Mortgage Trust Series 2016-3, Class A1, Variable rate, due 04/25/2056 |
|
89172YAA8 |
2,803,423 |
$2,840,889.33 |
0.06% |
| TRUIST BANK Variable rate, due 03/09/2023 |
|
89788JAC3 |
3,000,000 |
$3,026,772.09 |
0.06% |
| TRUIST FIN CORP Variable rate, due 02/01/2021 |
|
05531FBA0 |
2,852,000 |
$2,853,004.42 |
0.06% |
| ABBVIE INC 2.30%, due 05/14/2021 |
|
00287YAU3 |
2,460,000 |
$2,480,802.82 |
0.05% |
| ANZ NEW ZEALAND INTL/LDN N/C, Variable rate, due 01/25/2022 |
|
00182EBD0 |
2,500,000 |
$2,526,664.05 |
0.05% |
| BMW Vehicle Lease Trust Series 2018-1, Class A3, 3.26%, due 07/20/2021 |
|
05586CAC8 |
2,432,375 |
$2,441,605.88 |
0.05% |
| CANADIAN NATL RESOURCES 3.45%, due 11/15/2021 |
|
136385AR2 |
2,730,000 |
$2,788,640.31 |
0.05% |
| Canadian Pacer Auto Receivables Trust Series 2018-1A, Class A3, 3%, due 11/19/2021 |
|
136451AD3 |
2,413,391 |
$2,421,162.40 |
0.05% |
| CREDIT SUISSE NEW YORK N/C, 2.10%, due 11/12/2021 |
|
22550L2A8 |
2,500,000 |
$2,545,138.03 |
0.05% |
| DEUTSCHE BANK NY N/C, 3.125%, due 01/13/2021 |
|
251526BV0 |
2,500,000 |
$2,510,728.53 |
0.05% |
| DOMINION ENERGY INC 2%, due 08/15/2021 |
|
25746UCJ6 |
2,342,000 |
$2,368,963.16 |
0.05% |
| EOG RESOURCES INC 4.10%, due 02/01/2021 |
|
26875PAG6 |
2,540,000 |
$2,563,321.75 |
0.05% |
| EVERNORTH HEALTH INC Variable rate, due 11/30/2020 |
|
30219GAS7 |
2,500,000 |
$2,500,552.78 |
0.05% |
| INTERCONTINENTALEXCHANGE 2.35%, due 09/15/2022 |
|
45866FAE4 |
2,500,000 |
$2,587,400.00 |
0.05% |
| Mill City Mortgage Trust Series 2016-1, Class A1, Variable rate, due 04/25/2057 |
|
59980TAA4 |
2,468,767 |
$2,495,906.58 |
0.05% |
| Nissan Auto Lease Trust Series 2018-A, Class A3, 2.05%, due 09/15/2021 |
|
65478BAD3 |
2,768,005 |
$2,777,218.02 |
0.05% |
| OSCAR US Funding Trust Series 2019-1A, Class A2, 3.10%, due 04/11/2022 |
|
68784YAB0 |
2,452,454 |
$2,467,479.68 |
0.05% |
| Verizon Owner Trust Series 2018-A, Class A1A, 3.23%, due 04/20/2023 |
|
92348XAA3 |
2,750,000 |
$2,790,188.50 |
0.05% |
| AMERICAN HONDA FINANCE 0.40%, due 10/21/2022 |
|
02665WDR9 |
2,000,000 |
$2,000,866.56 |
0.04% |
| APPALACHIAN POWER CO 4.60%, due 03/30/2021 |
|
037735CR6 |
2,080,000 |
$2,094,548.27 |
0.04% |
| BANK OF MONTREAL N/C, Variable rate, due 08/27/2021 |
|
06367TJY7 |
2,000,000 |
$2,011,940.42 |
0.04% |
| BP CAPITAL MARKETS PLC N/C, Variable rate, due 09/16/2021 |
|
05565QDE5 |
2,000,000 |
$2,012,311.42 |
0.04% |
| Carvana Auto Receivables Trust Series 2019-4A, Class A2, 2.20%, due 07/15/2022 |
|
14686YAC1 |
2,023,104 |
$2,029,825.21 |
0.04% |
| CHEVRON CORP N/C, Variable rate, due 03/03/2022 |
|
166764BM1 |
2,235,000 |
$2,247,125.21 |
0.04% |
| CITIGROUP INC Variable rate, due 12/08/2021 |
|
172967LB5 |
2,000,000 |
$2,019,187.72 |
0.04% |
| CITIZENS BANK NA/RI 2.55%, due 05/13/2021 |
|
17401QAE1 |
2,250,000 |
$2,272,391.91 |
0.04% |
| COOPERAT RABOBANK UA/NY N/C, 3.125%, due 04/26/2021 |
|
21688AAN2 |
2,100,000 |
$2,129,405.23 |
0.04% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 |
|
233851DV3 |
2,000,000 |
$2,013,514.76 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K718, Class A1, 2.375%, due 09/25/2021 |
|
3137BHXX0 |
2,277,155 |
$2,296,567.30 |
0.04% |
| FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 |
|
31394X5K8 |
1,933,365 |
$2,018,058.82 |
0.04% |
| GENERAL ELECTRIC CO 2.70%, due 10/09/2022 |
|
369604BD4 |
1,950,000 |
$2,021,751.92 |
0.04% |
| HONEYWELL INTERNATIONAL N/C, Variable rate, due 08/08/2022 |
|
438516BV7 |
2,000,000 |
$2,008,285.32 |
0.04% |
| HSBC HOLDINGS PLC N/C, Variable rate, due 03/08/2021 |
|
404280AX7 |
2,000,000 |
$2,015,211.26 |
0.04% |
| MARRIOTT INTERNATIONAL N/C, Variable rate, due 03/08/2021 |
|
571900BA6 |
1,850,000 |
$1,845,698.79 |
0.04% |
| MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/13/2023 |
|
59217GEF2 |
2,000,000 |
$2,009,446.38 |
0.04% |
| NATWEST MARKETS PLC N/C, Variable rate, due 09/29/2022 |
|
63906AAB6 |
2,175,000 |
$2,192,476.82 |
0.04% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/28/2021 |
|
64952WDE0 |
2,000,000 |
$2,001,682.84 |
0.04% |
| PACCAR FINANCIAL CORP N/C, 2.25%, due 02/25/2021 |
|
69371RM94 |
1,800,000 |
$1,811,467.13 |
0.04% |
| PACCAR FINANCIAL CORP N/C, Variable rate, due 05/10/2021 |
|
69371RP34 |
2,000,000 |
$2,002,804.46 |
0.04% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 01/17/2023 |
|
78015K7E8 |
1,875,000 |
$1,881,360.92 |
0.04% |
| Towd Point Mortgage Trust Series 2016-1, Class A1B, Variable rate, due 02/25/2055 |
|
89172EAU8 |
1,914,162 |
$1,944,844.94 |
0.04% |
| US BANK NA CINCINNATI Variable rate, due 04/26/2021 |
|
90331HNQ2 |
2,000,000 |
$2,002,444.84 |
0.04% |
| World Omni Automobile Lease Securitization Trust Series 2019-A, Class A2, 2.89%, due 11/15/2021 |
|
98162XAB1 |
2,092,028 |
$2,098,877.31 |
0.04% |
| BARCLAYS BANK PLC Variable rate, due 01/11/2021 |
|
06739FJK8 |
1,770,000 |
$1,770,810.29 |
0.03% |
| Countrywide Asset-Backed Certificates Series 2004-SD4, Class M1, Variable rate, due 12/25/2034 |
|
126673SE3 |
1,434,406 |
$1,436,009.33 |
0.03% |
| EVERNORTH HEALTH INC 2.60%, due 11/30/2020 |
|
30219GAR9 |
1,573,000 |
$1,575,781.11 |
0.03% |
| FANNIE MAE Series 2013-1, Class KC, 2%, due 07/25/2040 |
|
3136ABB77 |
1,776,365 |
$1,776,346.64 |
0.03% |
| Fannie Mae Series 2013-74, Class HA, 3%, due 10/25/2037 |
|
3136AE6N2 |
1,756,183 |
$1,775,710.12 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K011, Class A2, Variable rate, due 11/25/2020 |
|
3137A7NU0 |
1,648,319 |
$1,648,226.31 |
0.03% |
| FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 |
|
31394MU65 |
1,317,311 |
$1,371,227.34 |
0.03% |
| FREDDIE MAC Series 4199, Class YV, 3.50%, due 05/15/2026 |
|
3137B2BC3 |
1,759,810 |
$1,796,029.63 |
0.03% |
| Freddie Mac Series 4387, Class DE, 2%, due 01/15/2032 |
|
3137BDYB6 |
1,278,409 |
$1,304,004.58 |
0.03% |
| GENERAL MILLS INC 3.15%, due 12/15/2021 |
|
370334BM5 |
1,759,000 |
$1,801,637.10 |
0.03% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 |
|
606822AK0 |
1,500,000 |
$1,514,329.20 |
0.03% |
| NATIONSTAR HOME EQUITY LOAN TR Series 2006-B, Class AV4, Variable rate, due 09/25/2036 |
|
63860FAD5 |
1,604,768 |
$1,599,777.28 |
0.03% |
| NORTHROP GRUMMAN CORP 2.55%, due 10/15/2022 |
|
666807BQ4 |
1,492,000 |
$1,553,854.86 |
0.03% |
| PHILIP MORRIS INTL INC 2.375%, due 08/17/2022 |
|
718172CA5 |
1,550,000 |
$1,604,622.47 |
0.03% |
| PRINCIPAL LFE GLB FND II N/C, 2.625%, due 11/19/2020 |
|
74256LAS8 |
1,750,000 |
$1,751,771.14 |
0.03% |
| TIME WARNER CABLE LLC 4.125%, due 02/15/2021 |
|
88732JAX6 |
1,800,000 |
$1,804,375.58 |
0.03% |
| AIR LEASE CORP 2.50%, due 03/01/2021 |
|
00912XAZ7 |
1,000,000 |
$1,006,577.28 |
0.02% |
| ALLSTATE CORP N/C, Variable rate, due 03/29/2021 |
|
020002BE0 |
1,000,000 |
$1,001,673.31 |
0.02% |
| CIGNA CORP 3.90%, due 02/15/2022 |
|
125523BR0 |
1,000,000 |
$1,044,433.97 |
0.02% |
| CITIGROUP INC N/C, Variable rate, due 08/02/2021 |
|
172967KW0 |
1,000,000 |
$1,008,315.00 |
0.02% |
| CRED SUIS GP FUN LTD N/C, 3.45%, due 04/16/2021 |
|
225433AM3 |
1,125,000 |
$1,140,767.34 |
0.02% |
| Dell Equipment Finance Trust Series 2019-2, Class A2, 1.95%, due 12/22/2021 |
|
24703KAB1 |
887,159 |
$893,713.32 |
0.02% |
| ELEMENT RAIL LEASING LLC Series 2014-1A, Class A1, 2.299%, due 04/19/2044 |
|
28618WAA2 |
781,359 |
$783,500.08 |
0.02% |
| EQUIFAX INC 2.30%, due 06/01/2021 |
|
294429AK1 |
788,000 |
$795,454.85 |
0.02% |
| Fannie Mae Series 2013-73, Class A, 1.50%, due 06/25/2030 |
|
3136AFRH9 |
830,530 |
$830,208.31 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K029, Class A1, 2.839%, due 10/25/2022 |
|
3137B36H6 |
1,021,958 |
$1,039,329.92 |
0.02% |
| Ford Credit Auto Lease Trust Series 2018-B, Class A3, 3.19%, due 12/15/2021 |
|
34531LAD2 |
1,268,162 |
$1,271,692.43 |
0.02% |
| Freddie Mac Series 4002, Class MA, 2%, due 01/15/2039 |
|
3137AM2X4 |
1,270,690 |
$1,273,563.21 |
0.02% |
| GENERAL ELECTRIC CO N/C, 4.65%, due 10/17/2021 |
|
36962G5J9 |
1,000,000 |
$1,040,056.63 |
0.02% |
| Hyundai Auto Lease Securitization Trust Series 2018-B, Class A4, 3.20%, due 06/15/2022 |
|
44935QAE0 |
1,100,000 |
$1,104,621.76 |
0.02% |
| JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 |
|
46591KAZ6 |
1,131,463 |
$1,132,758.99 |
0.02% |
| NATIONAL AUSTRALIA BK/NY N/C, 3.375%, due 09/20/2021 |
|
63254AAZ1 |
1,000,000 |
$1,027,630.14 |
0.02% |
| NISSAN MOTOR ACCEPTANCE 1.90%, due 09/14/2021 |
|
654740AS8 |
1,050,000 |
$1,054,924.17 |
0.02% |
| PUBLIC SERVICE ENTERPRISE GROUP 2%, due 11/15/2021 |
|
744573AK2 |
1,100,000 |
$1,116,759.48 |
0.02% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 01/25/2021 |
|
78013XX29 |
1,042,000 |
$1,042,990.45 |
0.02% |
| Santander Consumer Auto Receivables Trust Series 2020-AA, Class A, 1.37%, due 10/15/2024 |
|
80281MAA1 |
1,187,216 |
$1,198,628.03 |
0.02% |
| Securitized Term Auto Receivables Trust Series 2018-2A, Class A3, 3.325%, due 08/25/2022 |
|
81378TAD2 |
1,249,230 |
$1,263,352.68 |
0.02% |
| SKANDINAVISKA ENSKILDA N/C, 2.625%, due 03/15/2021 |
|
830505AR4 |
1,000,000 |
$1,009,014.63 |
0.02% |
| SOCIETE GENERALE N/C, Variable rate, due 04/08/2021 |
|
83368RAH5 |
1,000,000 |
$1,005,891.82 |
0.02% |
| STARBUCKS CORP 2.10%, due 02/04/2021 |
|
855244AJ8 |
856,000 |
$858,736.83 |
0.02% |
| Towd Point Mortgage Trust Series 2015-4, Class A1B, Variable rate, due 04/25/2055 |
|
89171UAU3 |
875,720 |
$880,807.28 |
0.02% |
| UNITEDHEALTH GROUP INC 2.125%, due 03/15/2021 |
|
91324PCU4 |
1,001,000 |
$1,008,197.03 |
0.02% |
| VOLKSWAGEN GROUP AMERICA 2.70%, due 09/26/2022 |
|
928668AZ5 |
1,202,000 |
$1,247,189.23 |
0.02% |
| BMW US CAPITAL LLC 1.85%, due 09/15/2021 |
|
05565EAL9 |
565,000 |
$571,636.36 |
0.01% |
| BMW Vehicle Owner Trust Series 2018-A, Class A3, 2.35%, due 04/25/2022 |
|
09659QAD9 |
694,615 |
$697,504.61 |
0.01% |
| California Republic Auto Receivbles Trust Series 2017-1, Class A4, 2.28%, due 06/15/2022 |
|
13057DAD8 |
313,054 |
$313,788.64 |
0.01% |
| CarMax Auto Owner Trust Series 2017-3, Class A3, 1.97%, due 04/15/2022 |
|
14314WAD3 |
327,008 |
$328,030.87 |
0.01% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/22/2021 |
|
233851DC5 |
640,000 |
$640,375.44 |
0.01% |
| DANSKE BANK A/S Variable rate, due 09/20/2022 |
|
23636AAU5 |
500,000 |
$509,142.84 |
0.01% |
| Fannie Mae FN BM1299, 5%, due 03/01/2027 |
|
3140J5NR6 |
494,622 |
$522,108.95 |
0.01% |
| Ford Credit Auto Owner Trust Series 2019-A, Class A2A, 2.78%, due 02/15/2022 |
|
34533FAB7 |
285,610 |
$286,314.05 |
0.01% |
| GM Financial Automobile Leasing Trust Series 2019-1, Class B, 3.37%, due 12/20/2022 |
|
36256UAF5 |
639,000 |
$651,728.82 |
0.01% |
| GNMA Series 2018-89, Class A, 3.50%, due 06/20/2039 |
|
38380XKW6 |
565,152 |
$568,182.09 |
0.01% |
| GSAA Home Equity Trust Series 2005-MTR1, Class A4, Variable rate, due 10/25/2035 |
|
362341UC1 |
764,278 |
$755,888.02 |
0.01% |
| Merrill Lynch Mortgage Investors Trust Series 2005-A6, Class 2A3, Variable rate, due 08/25/2035 |
|
59020UZJ7 |
729,623 |
$731,780.99 |
0.01% |
| MIZUHO FINANCIAL GROUP N/C, Variable rate, due 04/12/2021 |
|
60687YAC3 |
500,000 |
$503,306.41 |
0.01% |
| RYDER SYSTEM INC 2.25%, due 09/01/2021 |
|
78355HKC2 |
350,000 |
$354,732.96 |
0.01% |
| Securitized Term Auto Receivables Trust Series 2018-1A, Class A3, 3.068%, due 01/25/2022 |
|
81376QAD0 |
491,148 |
$493,918.26 |
0.01% |
| Towd Point Mortgage Trust Series 2015-2, Class 1A12, Variable rate, due 11/25/2060 |
|
89171YAL5 |
260,647 |
$263,659.92 |
0.01% |
| Ameriquest Mortgage Securities Inc. Series 2004-R9, Class M2, Variable rate, due 10/25/2034 |
|
03072SUP8 |
3,794 |
$3,799.06 |
0.00% |
| Fannie Mae FH 745749, 5.50%, due 03/01/2021 |
|
31403DQA0 |
60 |
$60.25 |
0.00% |
| Fannie Mae FN 745238, 6%, due 12/01/2020 |
|
31403C4X6 |
5 |
$5.27 |
0.00% |
| Fannie Mae FN 745735, 5%, due 03/01/2021 |
|
31403DPU7 |
2,598 |
$2,742.28 |
0.00% |
| Fannie Mae FN 745832, 6%, due 04/01/2021 |
|
31403DSV2 |
23,543 |
$23,615.99 |
0.00% |
| Fannie Mae FN 844915, 4.50%, due 11/01/2020 |
|
31407YVG1 |
29 |
$29.12 |
0.00% |
| Fannie Mae FN 847919, 5.50%, due 11/01/2020 |
|
31408DAU8 |
598 |
$597.41 |
0.00% |
| Fannie Mae FN 888932, 4.50%, due 11/01/2022 |
|
31410GSV6 |
193 |
$202.10 |
0.00% |
| Fannie Mae FN 889191, 4.50%, due 04/01/2021 |
|
31410G2Y8 |
1 |
$0.73 |
0.00% |
| Fannie Mae FN 889531, 4.50%, due 05/01/2022 |
|
31410KHG2 |
13 |
$12.64 |
0.00% |
| Fannie Mae FN 889847, 4.50%, due 04/01/2021 |
|
31410KTC8 |
34 |
$36.02 |
0.00% |
| Fannie Mae FN 890403, 6%, due 05/01/2023 |
|
31410LGL0 |
15,609 |
$15,750.66 |
0.00% |
| Fannie Mae FN 901931, 6%, due 10/01/2021 |
|
31411AA88 |
137,206 |
$139,141.09 |
0.00% |
| Fannie Mae FN 962078, 4.50%, due 03/01/2023 |
|
31414CJX7 |
108,414 |
$113,809.78 |
0.00% |
| Fannie Mae FN 995158, 4.50%, due 12/01/2020 |
|
31416BQK7 |
97 |
$97.68 |
0.00% |
| Fannie Mae FN 995886, 6%, due 04/01/2021 |
|
31416CJ72 |
42 |
$42.60 |
0.00% |
| Fannie Mae FN AD0285, 5%, due 09/01/2022 |
|
31418MJ78 |
7,096 |
$7,489.82 |
0.00% |
| Fannie Mae FN AD0402, 5%, due 02/01/2023 |
|
31418MNU2 |
645 |
$680.50 |
0.00% |
| Fannie Mae FN AE0237, 5.50%, due 11/01/2023 |
|
31419AHP5 |
2,587 |
$2,601.56 |
0.00% |
| Fannie Mae FN AE0314, 5%, due 08/01/2021 |
|
31419AK48 |
4,786 |
$5,051.86 |
0.00% |
| Fannie Mae FN AE0792, 5%, due 12/01/2020 |
|
31419A3A3 |
26 |
$27.10 |
0.00% |
| Fannie Mae FN AE0812, 5%, due 07/01/2025 |
|
31419A3W5 |
18,050 |
$19,053.24 |
0.00% |
| Fannie Mae FN AL5764, 5%, due 09/01/2025 |
|
3138ENMN6 |
92,696 |
$97,847.62 |
0.00% |
| Fannie Mae FN AL5812, 5.50%, due 05/01/2025 |
|
3138ENN62 |
91,895 |
$93,702.01 |
0.00% |
| Fannie Mae FN AL6212, 4.50%, due 01/01/2027 |
|
3138EN3W7 |
37,973 |
$39,862.52 |
0.00% |
| Fannie Mae FN AL6798, 5%, due 09/01/2025 |
|
3138EPRU0 |
107,432 |
$113,402.70 |
0.00% |
| Fannie Mae FN AL8539, 4.50%, due 01/01/2027 |
|
3138ETPZ3 |
277 |
$290.27 |
0.00% |
| Fannie Mae FN MA0772, 4%, due 06/01/2021 |
|
31417Y2E6 |
5,670 |
$6,013.89 |
0.00% |
| Fannie Mae FN MA1030, 3%, due 04/01/2022 |
|
31418AEC8 |
244,260 |
$255,656.91 |
0.00% |
| FANNIE MAE Series 2008-53, Class CA, 5%, due 07/25/2023 |
|
31397LF46 |
0 |
$0.21 |
0.00% |
| FANNIE MAE Series 2008-59, Class KB, 4.50%, due 07/25/2023 |
|
31397LZH5 |
51 |
$50.64 |
0.00% |
| FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 |
|
31397NHX6 |
6,484 |
$6,672.14 |
0.00% |
| FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 |
|
31396QKJ7 |
5,019 |
$5,150.02 |
0.00% |
| FANNIE MAE Series 2010-145, Class MA, 2%, due 12/25/2020 |
|
31398SUR2 |
1,602 |
$1,601.27 |
0.00% |
| FANNIE MAE Series 2011-13, Class AD, 2%, due 07/25/2021 |
|
31397QFX1 |
841 |
$841.19 |
0.00% |
| FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 |
|
31397QXH6 |
1,960 |
$1,979.82 |
0.00% |
| FANNIE MAE Series 2011-60, Class UC, 2.50%, due 09/25/2039 |
|
31397U2Q1 |
10,414 |
$10,415.72 |
0.00% |
| FANNIE MAE Series 2011-71, Class KC, 1.75%, due 08/25/2021 |
|
3136A0PA9 |
3,585 |
$3,587.70 |
0.00% |
| FANNIE MAE Series 2011-86, Class DC, 2%, due 09/25/2021 |
|
3136A0P43 |
7,913 |
$7,930.70 |
0.00% |
| FANNIE MAE Series 2012-103, Class LE, 1.75%, due 05/25/2039 |
|
3136A8YT1 |
230,994 |
$230,946.05 |
0.00% |
| Freddie Mac FG G11820, 5.50%, due 12/01/2020 |
|
31336WAU3 |
103 |
$102.62 |
0.00% |
| Freddie Mac FG G11966, 5.50%, due 11/01/2020 |
|
3128M1CB3 |
30 |
$30.01 |
0.00% |
| Freddie Mac FG G12255, 5.50%, due 07/01/2021 |
|
3128M1MC0 |
869 |
$876.21 |
0.00% |
| Freddie Mac FG G12673, 5%, due 09/01/2021 |
|
3128MBFN2 |
32 |
$31.82 |
0.00% |
| Freddie Mac FG G13204, 6%, due 11/01/2022 |
|
3128MBX93 |
10,765 |
$10,930.66 |
0.00% |
| Freddie Mac FG G13761, 5.50%, due 12/01/2020 |
|
3128MCMJ1 |
52 |
$52.51 |
0.00% |
| Freddie Mac FG G13812, 5%, due 12/01/2020 |
|
3128MCN50 |
471 |
$472.61 |
0.00% |
| Freddie Mac FG G14030, 4.50%, due 12/01/2020 |
|
3128MCVX0 |
27 |
$27.20 |
0.00% |
| Freddie Mac FG G14035, 5.50%, due 12/01/2021 |
|
3128MCV44 |
4,404 |
$4,425.01 |
0.00% |
| Freddie Mac FG G14187, 5.50%, due 12/01/2020 |
|
3128MC2U8 |
11 |
$10.54 |
0.00% |
| Freddie Mac FG G15435, 5%, due 11/01/2024 |
|
3128MEHL8 |
103,360 |
$109,119.22 |
0.00% |
| Freddie Mac FG G15821, 5%, due 07/01/2025 |
|
3128MEVN8 |
17,044 |
$17,993.87 |
0.00% |
| Freddie Mac FG G15874, 5%, due 06/01/2026 |
|
3128MEXB2 |
46,062 |
$48,629.06 |
0.00% |
| FREDDIE MAC Series 3755, Class AJ, 2%, due 11/15/2020 |
|
3137A2EJ6 |
514 |
$513.92 |
0.00% |
| FREDDIE MAC Series 3766, Class HE, 3%, due 11/15/2020 |
|
3137A2PF2 |
512 |
$512.01 |
0.00% |
| FREDDIE MAC Series 3773, Class GK, 2.50%, due 12/15/2020 |
|
3137A3TA7 |
535 |
$534.93 |
0.00% |
| FREDDIE MAC Series 3790, Class AP, 4.50%, due 01/15/2037 |
|
3137A5B78 |
46,588 |
$46,811.44 |
0.00% |
| FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 |
|
3137AMYK7 |
35,930 |
$36,123.82 |
0.00% |
| GM Financial Automobile Leasing Trust Series 2018-3, Class A3, 3.18%, due 06/21/2021 |
|
36256GAD1 |
75,410 |
$75,522.73 |
0.00% |
| GNMA GN 783524, 5%, due 09/15/2024 |
|
36241L4H6 |
20,197 |
$21,306.85 |
0.00% |
| GNMA Series 2014-28, Class A, 2%, due 01/16/2046 |
|
38378NZC0 |
5,633 |
$5,648.44 |
0.00% |
| OSCAR US Funding Trust Series 2017-2A, Class A3, 2.45%, due 12/10/2021 |
|
68784AAD8 |
164,362 |
$164,543.71 |
0.00% |
| Sequoia Mortgage Trust Series 2014-3, Class A14, Variable rate, due 10/25/2044 |
|
81746CBY7 |
73,782 |
$73,904.88 |
0.00% |
| Towd Point Mortgage Trust Series 2015-1, Class AES, Variable rate, due 10/25/2053 |
|
89171DBF3 |
12,115 |
$12,107.32 |
0.00% |
| US Dollar |
$USD |
|
-38,106,010 |
($38,106,009.57) |
-0.74% |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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