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