|
|
 |
|
Holdings of the Fund as of 1/16/2020
Total Number of Holdings (excluding cash): 724
| U.S. Treasury Note, 1.50%, due 06/15/2020 |
912828XU9 |
40,000,000 |
$39,981,250.00 |
0.80% |
| Towd Point Mortgage Trust Series 2015-5, Class A1B, Variable rate, due 05/25/2055 |
89171VAK3 |
32,152,407 |
$32,247,982.78 |
0.65% |
| U.S. Treasury Note, 1.50%, due 11/30/2021 |
912828YT1 |
30,000,000 |
$29,958,398.40 |
0.60% |
| U.S. Treasury Note, 1.125%, due 04/30/2020 |
912828VA5 |
28,900,000 |
$28,860,488.21 |
0.58% |
| VERIZON COMMUNICATIONS Variable rate, due 03/16/2022 |
92343VDX9 |
25,385,000 |
$25,829,585.02 |
0.52% |
| BPCE SA N/C, Variable rate, due 05/31/2022 |
05578DBD3 |
25,000,000 |
$25,320,769.00 |
0.51% |
| OSCAR US Funding Trust Series 2016-2A, Class A4, 2.99%, due 12/15/2023 |
68784UAE2 |
25,324,580 |
$25,460,706.81 |
0.51% |
| Towd Point Mortgage Trust Series 2015-6, Class A1B, Variable rate, due 04/25/2055 |
89172RAR6 |
25,331,451 |
$25,496,045.00 |
0.51% |
| Winwater Mortgage Loan Trust Series 2015-5, Class A5, Variable rate, due 08/20/2045 |
97654DAE6 |
25,307,908 |
$25,608,849.24 |
0.51% |
| BROADCOM INC 0%, due 01/21/2020 |
11135MAM8 |
25,000,000 |
$24,993,895.50 |
0.50% |
| BROADCOM INC 0%, due 02/06/2020 |
11135MB62 |
25,000,000 |
$24,969,224.25 |
0.50% |
| DOW CHEMICAL COMPANY 0%, due 03/30/2020 |
26055ACW4 |
25,000,000 |
$24,900,132.00 |
0.50% |
| ENI FINANCE USA INC 0%, due 02/13/2020 |
26876ABD4 |
25,000,000 |
$24,961,613.00 |
0.50% |
| MET TOWER GLOBAL FUNDING Variable rate, due 01/17/2023 |
58989VAA2 |
25,000,000 |
$25,047,596.25 |
0.50% |
| MORGAN STANLEY Variable rate, due 01/20/2023 |
6174468K8 |
25,000,000 |
$25,000,000.00 |
0.50% |
| SEMPRA GLOBAL 0%, due 01/21/2020 |
81685LAM7 |
25,000,000 |
$24,993,769.25 |
0.50% |
| TORONTO-DOMINION BANK N/C, Variable rate, due 07/30/2021 |
89114Q3V8 |
25,000,000 |
$25,000,432.50 |
0.50% |
| U.S. Treasury Note, Variable rate, due 10/31/2021 |
912828YN4 |
25,000,000 |
$25,057,872.00 |
0.50% |
| FHLMC Multifamily Structured Pass Through Certs. Series K715, Class A2, 2.856%, due 01/25/2021 |
3137BAHA3 |
24,405,313 |
$24,523,063.45 |
0.49% |
| OSCAR US Funding Trust Series 2019-2A, Class A2, 0%, due 08/10/2022 |
68784EAB4 |
24,500,000 |
$24,567,949.28 |
0.49% |
| ROYAL CARIBBEAN CRUISES 0%, due 01/27/2020 |
78015FAT2 |
24,600,000 |
$24,585,951.43 |
0.49% |
| FREMF Mortgage Trust Series 2012-K17, Class B, Variable rate, due 12/25/2044 |
30263SAE7 |
23,047,000 |
$23,857,641.35 |
0.48% |
| NBCUNIVERSAL ENTERPRISE N/C, Variable rate, due 04/01/2021 |
63946CAG3 |
22,810,000 |
$22,898,050.25 |
0.46% |
| TRANSCANADA PIPELINES 0%, due 02/10/2020 |
89355PBA5 |
22,500,000 |
$22,469,427.68 |
0.45% |
| CVS HEALTH CORP 2.80%, due 07/20/2020 |
126650CJ7 |
21,620,000 |
$21,703,237.65 |
0.44% |
| Mercedes-Benz Auto Lease Trust Series 2019-B, Class A2, 2.05%, due 12/15/2021 |
58769QAB7 |
22,000,000 |
$22,019,879.20 |
0.44% |
| ABBVIE INC 2.50%, due 05/14/2020 |
00287YAT6 |
20,806,000 |
$20,834,595.77 |
0.42% |
| JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 01/06/2023 |
46849LTN1 |
20,600,000 |
$20,629,995.45 |
0.41% |
| ALLERGAN FUNDING SCS 3%, due 03/12/2020 |
00507UAP6 |
19,958,000 |
$19,971,104.22 |
0.40% |
| AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 |
02665WDG3 |
20,000,000 |
$20,023,217.40 |
0.40% |
| AT&T INC N/C, Variable rate, due 07/15/2021 |
00206RDV1 |
19,600,000 |
$19,805,343.13 |
0.40% |
| BROADCOM INC 0%, due 03/05/2020 |
11135MC53 |
20,000,000 |
$19,939,962.40 |
0.40% |
| CREDIT AGRICOLE CIB N/C, Variable rate, due 05/03/2021 |
22533B2G9 |
20,000,000 |
$20,038,822.40 |
0.40% |
| ENTERGY CORP 0%, due 02/12/2020 |
29366EBC9 |
20,000,000 |
$19,970,880.60 |
0.40% |
| FORD MOTOR CREDIT CO 0%, due 04/01/2020 |
3454G0D13 |
20,000,000 |
$19,906,168.00 |
0.40% |
| MOTIVA ENTERPRISES LLC 0%, due 03/16/2020 |
61981FCG4 |
20,000,000 |
$19,931,138.60 |
0.40% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/21/2022 |
64952WDK6 |
20,000,000 |
$20,058,933.40 |
0.40% |
| PENTAIR FINANCE SARL 0%, due 01/17/2020 |
70962VAH3 |
20,000,000 |
$20,000,000.00 |
0.40% |
| PNC BANK NA Variable rate, due 12/09/2022 |
69353RFR4 |
20,000,000 |
$20,070,418.40 |
0.40% |
| PUBLIC SVC ENTERPRISE GP 0%, due 01/22/2020 |
74457LAN6 |
20,000,000 |
$19,994,052.40 |
0.40% |
| SOCIETE GENERALE NY N/C, Variable rate, due 08/19/2020 |
83369Y6J0 |
20,000,000 |
$20,022,801.80 |
0.40% |
| SVENSKA HANDELSBANKEN NY N/C, Variable rate, due 08/28/2020 |
86959RBU3 |
20,000,000 |
$20,017,030.00 |
0.40% |
| THE BOEING COMPANY 0%, due 02/26/2020 |
09702LBS3 |
20,000,000 |
$19,951,287.20 |
0.40% |
| UNITED TECHNOLOGIES CORP Variable rate, due 08/16/2021 |
913017CZ0 |
20,000,000 |
$20,003,747.40 |
0.40% |
| VIACOMCBS 0%, due 02/27/2020 |
92557KBT5 |
20,000,000 |
$19,955,547.20 |
0.40% |
| HSBC HOLDINGS PLC N/C, 3.40%, due 03/08/2021 |
404280AV1 |
19,000,000 |
$19,303,677.57 |
0.39% |
| HSBC HOLDINGS PLC Variable rate, due 05/18/2021 |
404280BQ1 |
19,262,000 |
$19,289,199.10 |
0.39% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/26/2021 |
606822AX2 |
19,221,000 |
$19,323,757.00 |
0.39% |
| OSCAR US Funding Trust Series 2018-1A, Class A3, 3.23%, due 05/10/2022 |
68784CAD4 |
19,255,000 |
$19,394,714.28 |
0.39% |
| AERCAP IRELAND CAP LTD/A 4.25%, due 07/01/2020 |
00772BAN1 |
18,965,000 |
$19,139,773.47 |
0.38% |
| BAT INTL FINANCE PLC 0%, due 02/10/2020 |
05531MBA5 |
19,000,000 |
$18,973,692.04 |
0.38% |
| Securitized Term Auto Receivables Trust Series 2017-2A, Class A4, 2.289%, due 03/25/2022 |
81376NAE5 |
19,095,000 |
$19,130,402.13 |
0.38% |
| Verizon Owner Trust Series 2018-1A, Class A1A, 2.82%, due 09/20/2022 |
92349FAA1 |
18,932,000 |
$19,060,097.70 |
0.38% |
| BANK OF AMERICA CORP Variable rate, due 06/25/2022 |
06051GHJ1 |
18,560,000 |
$18,666,986.34 |
0.37% |
| MORGAN STANLEY Variable rate, due 02/10/2021 |
61744YAM0 |
18,224,000 |
$18,231,284.32 |
0.37% |
| Avis Budget Rental Car Funding Aesop LLC Series 2015-1A, Class A, 2.50%, due 07/20/2021 |
05377RBX1 |
17,800,000 |
$17,829,067.40 |
0.36% |
| BANK OF NOVA SCOTIA N/C, Variable rate, due 04/20/2021 |
064159LH7 |
17,867,000 |
$17,938,437.99 |
0.36% |
| BELLSOUTH LLC 4.266%, due 04/26/2020 |
079860AA0 |
18,000,000 |
$18,114,300.00 |
0.36% |
| DOMINION ENERGY GAS HLDG N/C, Variable rate, due 06/15/2021 |
257375AM7 |
18,010,000 |
$18,090,054.09 |
0.36% |
| VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 11/13/2020 |
928668AV4 |
17,370,000 |
$17,457,380.30 |
0.35% |
| CAPITAL ONE FINANCIAL CORP Variable rate, due 05/12/2020 |
14040HBQ7 |
17,000,000 |
$17,029,577.11 |
0.34% |
| REGENCY ENERGY PARTNERS 5.75%, due 09/01/2020 |
75886AAK4 |
16,199,000 |
$16,405,087.08 |
0.33% |
| ABN AMRO BANK NV N/C, Variable rate, due 01/19/2021 |
00084DAR1 |
16,095,000 |
$16,136,916.37 |
0.32% |
| ALLSTATE CORP N/C, Variable rate, due 03/29/2023 |
020002BF7 |
16,056,000 |
$16,180,445.08 |
0.32% |
| MORGAN STANLEY N/C, Variable rate, due 01/20/2022 |
61746BEE2 |
15,784,000 |
$15,933,869.72 |
0.32% |
| UBS GROUP FUNDING SWITZE N/C, Variable rate, due 02/01/2022 |
90351DAG2 |
15,681,000 |
$16,059,619.78 |
0.32% |
| WEC ENERGY GROUP INC 2.45%, due 06/15/2020 |
976657AK2 |
16,000,000 |
$16,014,563.84 |
0.32% |
| AMGEN INC Variable rate, due 05/11/2020 |
031162CN8 |
15,500,000 |
$15,519,960.59 |
0.31% |
| BAT CAPITAL CORP N/C, Variable rate, due 08/14/2020 |
05526DAT2 |
15,190,000 |
$15,224,587.33 |
0.31% |
| CITIGROUP INC Variable rate, due 04/25/2022 |
172967LH2 |
15,338,000 |
$15,567,511.70 |
0.31% |
| FHLMC Multifamily Structured Pass Through Certs. Series K720, Class A1, 2.316%, due 11/25/2021 |
3137BLUQ9 |
15,482,545 |
$15,543,126.97 |
0.31% |
| GENERAL MOTORS FINL CO N/C, Variable rate, due 04/13/2020 |
37045XBU9 |
15,588,000 |
$15,616,113.89 |
0.31% |
| JPMORGAN CHASE & CO Variable rate, due 03/09/2021 |
46647PAC0 |
15,470,000 |
$15,478,922.17 |
0.31% |
| AVIATION CAPITAL GROUP 0%, due 01/23/2020 |
05369BAP4 |
15,000,000 |
$14,994,574.05 |
0.30% |
| AVIATION CAPITAL GROUP 0%, due 01/28/2020 |
05369BAU3 |
15,000,000 |
$14,989,666.80 |
0.30% |
| BANK OF AMERICA NA Variable rate, due 07/26/2021 |
06050TMN9 |
15,000,000 |
$15,030,334.50 |
0.30% |
| BELL CANADA 0%, due 02/03/2020 |
07787PB31 |
15,000,000 |
$14,984,315.10 |
0.30% |
| BNP PARIBAS N/C, Variable rate, due 08/07/2021 |
05581KAE1 |
15,000,000 |
$15,040,614.30 |
0.30% |
| BOEING COMPANY 0%, due 03/04/2020 |
09702LC45 |
15,000,000 |
$14,958,696.75 |
0.30% |
| BRISTOL-MYERS SQUIBB CO 2.875%, due 08/15/2020 |
110122BC1 |
15,060,000 |
$15,140,217.24 |
0.30% |
| CATERPILLAR FINL SERVICE N/C, Variable rate, due 05/17/2021 |
14913Q2X6 |
15,000,000 |
$15,058,866.00 |
0.30% |
| CIGNA CORP 0%, due 01/30/2020 |
12553NAW5 |
14,750,000 |
$14,738,490.58 |
0.30% |
| CITIBANK NA Variable rate, due 05/20/2022 |
17325FAX6 |
15,000,000 |
$15,076,639.80 |
0.30% |
| CNPC FINANCE HK LTD 0%, due 01/23/2020 |
12623KAP2 |
15,000,000 |
$14,994,489.15 |
0.30% |
| CNPC FINANCE HK LTD 0%, due 02/18/2020 |
12623KBJ5 |
15,000,000 |
$14,968,870.95 |
0.30% |
| CNPC FINANCE HK LTD 0%, due 02/24/2020 |
12623KBQ9 |
15,000,000 |
$14,961,134.25 |
0.30% |
| COMCAST CORP N/C, Variable rate, due 10/01/2020 |
20030NCV1 |
14,980,000 |
$15,011,464.29 |
0.30% |
| DUPONT DE NEMOURS INC 0%, due 01/24/2020 |
26082MAQ0 |
15,000,000 |
$14,994,124.65 |
0.30% |
| DUPONT DE NEMOURS INC 0%, due 02/07/2020 |
26082MB71 |
15,000,000 |
$14,981,151.45 |
0.30% |
| DUPONT DE NEMOURS INC 0%, due 02/14/2020 |
26082MBE6 |
15,000,000 |
$14,974,868.70 |
0.30% |
| DUPONT DE NEMOURS INC 0%, due 03/09/2020 |
26082MC96 |
15,000,000 |
$14,959,479.15 |
0.30% |
| ENCANA CORP 0%, due 01/30/2020 |
29250AAW3 |
15,000,000 |
$14,987,518.50 |
0.30% |
| ENCANA CORP 0%, due 02/06/2020 |
29250AB69 |
15,000,000 |
$14,982,036.15 |
0.30% |
| ENEL FINANCE AMERICA LLC 0%, due 01/22/2020 |
29279GAN7 |
15,000,000 |
$14,995,327.80 |
0.30% |
| ENEL FINANCE AMERICA LLC 0%, due 02/20/2020 |
29279GBL0 |
15,000,000 |
$14,970,152.55 |
0.30% |
| ENERGY TRANSFER OPER LP 0%, due 01/17/2020 |
29277EAH7 |
15,000,000 |
$15,000,000.00 |
0.30% |
| ENTERGY CORP 0%, due 01/17/2020 |
29366EAH9 |
15,000,000 |
$15,000,000.00 |
0.30% |
| GENERAL ELECTRIC CO 0%, due 02/11/2020 |
36960LBB0 |
15,000,000 |
$14,978,251.65 |
0.30% |
| GENERAL MOTORS CO N/C, Variable rate, due 08/07/2020 |
37045VAM2 |
14,742,000 |
$14,770,905.53 |
0.30% |
| GLENCORE FUNDING LLC 0%, due 03/11/2020 |
37790ACB7 |
15,000,000 |
$14,957,006.70 |
0.30% |
| GLENCORE FUNDING LLC 0%, due 03/23/2020 |
37790ACP6 |
15,000,000 |
$14,947,744.50 |
0.30% |
| JABIL INC 0%, due 01/28/2020 |
46652LAU1 |
15,000,000 |
$14,990,006.55 |
0.30% |
| JABIL INC 0%, due 01/29/2020 |
46652LAV9 |
15,000,000 |
$14,989,098.00 |
0.30% |
| JABIL INC 0%, due 02/07/2020 |
46652LB71 |
15,000,000 |
$14,979,860.85 |
0.30% |
| JOHN DEERE CAPITAL CORP N/C, Variable rate, due 06/13/2022 |
24422EUZ0 |
15,000,000 |
$15,098,760.15 |
0.30% |
| Mercedes-Benz Auto Lease Trust Series 2019-B, Class A3, 2.03%, due 10/17/2022 |
58769QAC5 |
15,000,000 |
$15,020,028.00 |
0.30% |
| NORDEA BANK ABP NEW YORK N/C, Variable rate, due 11/19/2021 |
65558TQJ7 |
15,000,000 |
$15,028,180.80 |
0.30% |
| PUBLIC SVC ENTERPRISE GP 0%, due 01/29/2020 |
74457LAV8 |
15,000,000 |
$14,989,964.25 |
0.30% |
| ROYAL CARIBBEAN CRUISES 0%, due 03/04/2020 |
78015FC45 |
15,000,000 |
$14,961,812.55 |
0.30% |
| SMITHFIELD FOODS INC 0%, due 01/17/2020 |
83225LAH1 |
15,000,000 |
$15,000,000.00 |
0.30% |
| SMITHFIELD FOODS INC 0%, due 02/14/2020 |
83225LBE7 |
15,000,000 |
$14,975,498.55 |
0.30% |
| SOUTHERN POWER CO 0%, due 01/28/2020 |
84364TAU4 |
15,000,000 |
$14,989,990.80 |
0.30% |
| TELUS CORP 0%, due 01/22/2020 |
87974PAN3 |
15,000,000 |
$14,995,387.05 |
0.30% |
| TELUS CORP 0%, due 02/21/2020 |
87974PBM4 |
15,000,000 |
$14,970,887.40 |
0.30% |
| Towd Point Mortgage Trust Series 2017-2, Class A1, Variable rate, due 04/25/2057 |
89173HAA4 |
14,624,892 |
$14,750,408.83 |
0.30% |
| TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 10/07/2021 |
89236TGK5 |
15,000,000 |
$15,042,098.10 |
0.30% |
| UBS AG LONDON 2.20%, due 06/08/2020 |
902674XF2 |
15,000,000 |
$15,014,610.00 |
0.30% |
| WALGREENS BOOTS ALLIANCE 0%, due 02/25/2020 |
93142WBR3 |
15,000,000 |
$14,963,619.90 |
0.30% |
| AMERICAN EXPRESS CO Variable rate, due 05/20/2022 |
025816CE7 |
14,495,000 |
$14,608,965.34 |
0.29% |
| CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 |
13607GKW3 |
14,500,000 |
$14,557,602.70 |
0.29% |
| Canadian Pacer Auto Receivable Series 2019-1A, Class A2, 2.78%, due 03/21/2022 |
13646BAC2 |
14,226,907 |
$14,276,391.98 |
0.29% |
| Canadian Pacer Auto Receivables Trust Series 2018-1A, Class A3, 3%, due 11/19/2021 |
136451AD3 |
14,609,701 |
$14,658,038.50 |
0.29% |
| CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 |
20826FAH9 |
14,003,000 |
$14,219,486.51 |
0.29% |
| DISCOVER BANK 3.10%, due 06/04/2020 |
25466AAG6 |
14,535,000 |
$14,583,931.92 |
0.29% |
| KEYCORP N/C, 2.90%, due 09/15/2020 |
49326EEF6 |
14,406,000 |
$14,498,854.45 |
0.29% |
| PROTECTIVE LIFE GLOBAL N/C, Variable rate, due 06/28/2021 |
74368CAL8 |
14,300,000 |
$14,367,955.32 |
0.29% |
| FHLMC Multifamily Structured Pass Through Certs. Series K013, Class A2, Variable rate, due 01/25/2021 |
3137AA4W0 |
13,725,000 |
$13,939,875.86 |
0.28% |
| JM SMUCKER CO 2.50%, due 03/15/2020 |
832696AF5 |
13,800,000 |
$13,789,280.57 |
0.28% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/25/2022 |
606822AQ7 |
13,685,000 |
$13,799,278.51 |
0.28% |
| ENBRIDGE US INC 0%, due 01/31/2020 |
29251UAX6 |
13,500,000 |
$13,489,166.39 |
0.27% |
| FHLMC Multifamily Structured Pass Through Certs. Series K025, Class A1, 1.875%, due 04/25/2022 |
3137AYCD1 |
13,243,736 |
$13,228,067.68 |
0.27% |
| GENERAL ELECTRIC CO N/C, 4.375%, due 09/16/2020 |
36962G4R2 |
13,419,000 |
$13,613,665.80 |
0.27% |
| GENERAL MILLS INC N/C, Variable rate, due 04/16/2021 |
370334CB8 |
13,477,000 |
$13,534,377.91 |
0.27% |
| MARRIOTT INTERNATIONAL N/C, Variable rate, due 12/01/2020 |
571903AZ6 |
13,405,000 |
$13,443,527.71 |
0.27% |
| PENSKE TRUCK LEASING/PTL 3.20%, due 07/15/2020 |
709599AU8 |
13,551,000 |
$13,605,933.58 |
0.27% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 04/30/2021 |
78013XKH0 |
13,445,000 |
$13,494,907.30 |
0.27% |
| ROYAL CARIBBEAN CRUISES 0%, due 02/04/2020 |
78015FB46 |
13,500,000 |
$13,485,801.78 |
0.27% |
| STARBUCKS CORP 0%, due 02/14/2020 |
8552M2BE2 |
13,500,000 |
$13,478,432.00 |
0.27% |
| THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2022 |
254687FH4 |
13,450,000 |
$13,550,885.36 |
0.27% |
| Towd Point Mortgage Trust Series 2016-2, Class A1, Variable rate, due 08/25/2055 |
89172PAA7 |
13,475,412 |
$13,642,412.33 |
0.27% |
| CONAGRA BRANDS INC Variable rate, due 10/22/2020 |
205887BX9 |
13,000,000 |
$13,002,747.81 |
0.26% |
| ENCANA CORP 0%, due 03/04/2020 |
29250AC43 |
13,000,000 |
$12,962,640.60 |
0.26% |
| FLORIDA POWER & LIGHT CO Variable rate, due 05/06/2022 |
341081FW2 |
13,000,000 |
$13,000,865.94 |
0.26% |
| FORD MOTOR CREDIT CO 0%, due 04/02/2020 |
3454G0D21 |
13,000,000 |
$12,937,657.85 |
0.26% |
| Avis Budget Rental Car Funding Series 2015-2A, Class A, 2.63%, due 12/20/2021 |
05377RCA0 |
12,440,000 |
$12,491,130.89 |
0.25% |
| CONSTELLATION BRANDS INC 0%, due 02/28/2020 |
21037CBU9 |
12,500,000 |
$12,471,705.25 |
0.25% |
| ENTERPRISE PRODUCTS OPER 5.20%, due 09/01/2020 |
29379VAP8 |
11,977,000 |
$12,216,417.36 |
0.25% |
| Towd Point Mortgage Trust Series 2016-5, Class A1, Variable rate, due 10/25/2056 |
89173CAA5 |
12,373,990 |
$12,448,576.28 |
0.25% |
| TRANSCANADA PIPELINES 0%, due 01/28/2020 |
89355PAU2 |
12,500,000 |
$12,492,330.00 |
0.25% |
| VOLKSWAGEN INTL FIN NV 4%, due 08/12/2020 |
928670AB4 |
12,500,000 |
$12,627,932.38 |
0.25% |
| ABBVIE INC N/C, Variable rate, due 11/21/2022 |
00287YBN8 |
12,000,000 |
$12,087,372.36 |
0.24% |
| AUST & NZ BANKING GROUP N/C, Variable rate, due 05/17/2021 |
05252ADC2 |
12,090,000 |
$12,141,588.89 |
0.24% |
| BOSTON SCIENTIFIC CORP 0%, due 01/17/2020 |
10114AAH2 |
12,000,000 |
$12,000,000.00 |
0.24% |
| CRED SUIS GP FUN LTD N/C, 3.125%, due 12/10/2020 |
225433AK7 |
12,000,000 |
$12,130,649.28 |
0.24% |
| DANSKE BANK A/S N/C, 2.80%, due 03/10/2021 |
23636AAE1 |
11,915,000 |
$12,012,185.18 |
0.24% |
| MYLAN INC 0%, due 01/22/2020 |
62852LAN2 |
12,000,000 |
$11,996,498.16 |
0.24% |
| NORTHROP GRUMMAN CORP 2.08%, due 10/15/2020 |
666807BL5 |
11,914,000 |
$11,932,508.04 |
0.24% |
| O'REILLY AUTOMOTIVE INC 4.875%, due 01/14/2021 |
67103HAA5 |
11,644,000 |
$11,909,827.86 |
0.24% |
| REGIONS BANK Variable rate, due 04/01/2021 |
759187CC9 |
12,050,000 |
$12,068,225.39 |
0.24% |
| WELLS FARGO BANK NA Variable rate, due 10/22/2021 |
94988J5U7 |
12,087,000 |
$12,156,621.12 |
0.24% |
| BANK OF MONTREAL N/C, Variable rate, due 04/13/2021 |
06367T4X5 |
11,526,000 |
$11,576,469.82 |
0.23% |
| DOW CHEMICAL COMPANY 0%, due 03/31/2020 |
26055ACX2 |
11,500,000 |
$11,454,354.89 |
0.23% |
| JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 06/11/2021 |
46849LTA9 |
11,510,000 |
$11,568,641.28 |
0.23% |
| PENTAIR FINANCE SARL 0%, due 02/03/2020 |
70962VB33 |
11,500,000 |
$11,488,697.92 |
0.23% |
| SUNTRUST BANK Variable rate, due 01/29/2021 |
86787EAU1 |
11,347,000 |
$11,348,680.72 |
0.23% |
| TYSON FOODS INC N/C, Variable rate, due 06/02/2020 |
902494BB8 |
11,484,000 |
$11,498,428.84 |
0.23% |
| UNITED TECHNOLOGIES CORP 4.50%, due 04/15/2020 |
913017BR9 |
11,470,000 |
$11,546,095.42 |
0.23% |
| AMERICAN EXPRESS CO Variable rate, due 11/05/2021 |
025816BZ1 |
11,000,000 |
$11,070,757.39 |
0.22% |
| AUTONATION INC 0%, due 01/24/2020 |
05330LAQ6 |
11,000,000 |
$10,995,935.94 |
0.22% |
| CIGNA CORP Variable rate, due 09/17/2021 |
125523AB6 |
11,000,000 |
$11,000,931.70 |
0.22% |
| CITIBANK NA Variable rate, due 02/12/2021 |
17325FAM0 |
10,760,000 |
$10,786,158.00 |
0.22% |
| CONSOLIDATED EDISON CO OF NY N/C, Variable rate, due 06/25/2021 |
209111FR9 |
11,000,000 |
$11,048,123.79 |
0.22% |
| CREDIT AGRICOLE CIB Variable rate, due 10/03/2021 |
22533AA98 |
10,715,000 |
$10,744,383.74 |
0.22% |
| ENI FINANCE USA INC 0%, due 01/23/2020 |
26876AAP8 |
11,191,000 |
$11,187,065.02 |
0.22% |
| Ford Credit Auto Lease Trust Series 2019-A, Class A2A, 2.84%, due 09/15/2021 |
34532FAB8 |
10,896,295 |
$10,934,987.59 |
0.22% |
| GENERAL ELECTRIC CO 0%, due 03/03/2020 |
36960LC37 |
11,000,000 |
$10,971,303.86 |
0.22% |
| KEURIG DR PEPPER INC 0%, due 02/05/2020 |
49271JB55 |
11,000,000 |
$10,987,788.35 |
0.22% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 |
606822AS3 |
10,991,000 |
$11,032,513.56 |
0.22% |
| MORGAN STANLEY N/C, Variable rate, due 04/21/2021 |
61746BEB8 |
11,000,000 |
$11,168,995.97 |
0.22% |
| FREMF MORTGAGE TRUST Series 2010-K8, Class B, Variable rate, due 09/25/2043 |
30261VAA0 |
10,411,000 |
$10,493,909.04 |
0.21% |
| GOLDMAN SACHS GROUP INC Variable rate, due 11/15/2021 |
38145GAF7 |
10,308,000 |
$10,389,583.70 |
0.21% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 07/12/2022 |
64952WDJ9 |
10,550,000 |
$10,599,203.72 |
0.21% |
| OCCIDENTAL PETROLEUM CORP 2.60%, due 08/13/2021 |
674599CU7 |
10,498,000 |
$10,575,096.37 |
0.21% |
| ZIMMER BIOMET HOLDINGS 2.70%, due 04/01/2020 |
98956PAK8 |
10,428,000 |
$10,436,950.04 |
0.21% |
| AVIATION CAPITAL GROUP 0%, due 01/31/2020 |
05369BAX7 |
10,000,000 |
$9,991,115.90 |
0.20% |
| BARCLAYS BANK PLC NY N/C, Variable rate, due 07/15/2020 |
06742TQA7 |
10,000,000 |
$10,001,677.30 |
0.20% |
| BAT INTL FINANCE PLC 0%, due 02/11/2020 |
05531MBB3 |
10,000,000 |
$9,984,689.50 |
0.20% |
| BMW US CAPITAL LLC N/C, Variable rate, due 04/12/2021 |
05565EAV7 |
10,000,000 |
$10,028,889.20 |
0.20% |
| BP CAPITAL MARKETS PLC N/C, Variable rate, due 11/24/2020 |
05565QDT2 |
10,000,000 |
$10,022,063.70 |
0.20% |
| CA IMPERIAL BK OF COMM Variable rate, due 08/27/2020 |
13608CHS4 |
10,000,000 |
$10,000,000.00 |
0.20% |
| CATERPILLAR FINL SERVICE N/C, Variable rate, due 09/07/2021 |
14913Q2P3 |
9,879,000 |
$9,902,580.48 |
0.20% |
| CNPC FINANCE HK LTD 0%, due 03/25/2020 |
12623KCR6 |
10,000,000 |
$9,957,665.20 |
0.20% |
| CNPC FINANCE HK LTD 0%, due 04/01/2020 |
12623KD12 |
10,000,000 |
$9,952,040.40 |
0.20% |
| CONSOLIDATED EDISON INC 2%, due 05/15/2021 |
209115AC8 |
10,000,000 |
$10,013,850.80 |
0.20% |
| COOPERAT RABOBANK UA/NY N/C, Variable rate, due 01/10/2022 |
21688AAK8 |
9,816,000 |
$9,924,950.83 |
0.20% |
| DAIMLER FINANCE NA LLC Variable rate, due 05/04/2020 |
233851DH4 |
10,000,000 |
$10,008,973.60 |
0.20% |
| ENBRIDGE US INC 0%, due 02/07/2020 |
29251UB72 |
10,000,000 |
$9,987,900.70 |
0.20% |
| ENCANA CORP 0%, due 03/10/2020 |
29250ACA9 |
10,000,000 |
$9,967,899.70 |
0.20% |
| ENCANA CORP 0%, due 03/11/2020 |
29250ACB7 |
10,000,000 |
$9,967,748.10 |
0.20% |
| ENI FINANCE USA INC 0%, due 01/29/2020 |
26876AAV5 |
10,000,000 |
$9,993,208.80 |
0.20% |
| EXXON MOBIL CORPORATION N/C, Variable rate, due 08/16/2022 |
30231GBA9 |
10,000,000 |
$10,067,566.10 |
0.20% |
| GENERAL ELECTRIC CO 0%, due 01/23/2020 |
36960LAP0 |
10,000,000 |
$9,996,448.90 |
0.20% |
| GENERAL MOTORS FINL CO 0%, due 02/04/2020 |
37046TB45 |
10,000,000 |
$9,990,298.40 |
0.20% |
| GLENCORE FUNDING LLC 0%, due 01/24/2020 |
37790AAQ6 |
10,000,000 |
$9,996,059.80 |
0.20% |
| GLENCORE FUNDING LLC 0%, due 03/06/2020 |
37790AC68 |
10,000,000 |
$9,973,991.70 |
0.20% |
| IBM CORP N/C, Variable rate, due 05/13/2021 |
459200KD2 |
10,000,000 |
$10,045,305.40 |
0.20% |
| JP MORGAN CHASE BANK NA N/C, Variable rate, due 04/26/2021 |
48125LRP9 |
10,000,000 |
$10,007,819.40 |
0.20% |
| MARRIOTT INTERNATIONAL 0%, due 02/05/2020 |
57163TB57 |
10,000,000 |
$9,989,211.90 |
0.20% |
| MCDONALD'S CORP N/C, Variable rate, due 10/28/2021 |
58013MFG4 |
10,000,000 |
$10,036,521.80 |
0.20% |
| MCKESSON CORP 0%, due 02/19/2020 |
58155KBK1 |
10,000,000 |
$9,980,258.70 |
0.20% |
| MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/08/2021 |
59217GCM9 |
10,000,000 |
$10,016,662.20 |
0.20% |
| MPLX LP Variable rate, due 09/09/2022 |
55336VBH2 |
10,000,000 |
$10,043,903.60 |
0.20% |
| NATIONAL AUSTRALI BANK LTD Variable rate, due 05/20/2020 |
63254GLD5 |
10,000,000 |
$9,998,977.70 |
0.20% |
| PLAINS ALL AMER PIPELINE 0%, due 01/21/2020 |
72650WAM3 |
10,000,000 |
$9,997,777.30 |
0.20% |
| SHERWIN-WILLIAMS CO 0%, due 01/29/2020 |
82434TAV2 |
10,000,000 |
$9,993,330.70 |
0.20% |
| SUNCOR ENERGY INC 0%, due 03/10/2020 |
86723ACA8 |
10,000,000 |
$9,970,197.60 |
0.20% |
| SUNTRUST BANK Variable rate, due 05/17/2022 |
86787EBD8 |
10,000,000 |
$10,066,368.00 |
0.20% |
| TELUS CORP 0%, due 02/04/2020 |
87974PB44 |
10,000,000 |
$9,989,754.10 |
0.20% |
| TELUS CORP 0%, due 02/05/2020 |
87974PB51 |
10,000,000 |
$9,989,184.90 |
0.20% |
| VOLKSWAGEN GROUP AMERICA N/C, Variable rate, due 09/24/2021 |
928668AW2 |
10,000,000 |
$10,086,548.20 |
0.20% |
| VW CREDIT INC 0%, due 01/29/2020 |
91842JAV1 |
10,000,000 |
$9,993,305.80 |
0.20% |
| WELLS FARGO BANK NA Variable rate, due 05/21/2021 |
94988J5V5 |
10,000,000 |
$10,011,947.50 |
0.20% |
| ZOETIS INC 3.45%, due 11/13/2020 |
98978VAJ2 |
9,628,000 |
$9,725,845.90 |
0.20% |
| BANK OF MONTREAL N/C, 2.10%, due 06/15/2020 |
06367TYL8 |
9,535,000 |
$9,548,675.00 |
0.19% |
| BP CAP MARKETS AMERICA Variable rate, due 09/19/2022 |
10373QBD1 |
9,169,000 |
$9,234,802.89 |
0.19% |
| BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 11/16/2020 |
110122CE6 |
9,321,000 |
$9,335,029.22 |
0.19% |
| CHARLES SCHWAB CORP Variable rate, due 05/21/2021 |
808513AV7 |
9,480,000 |
$9,499,890.08 |
0.19% |
| CITIZENS BANK NA 2.25%, due 03/02/2020 |
17401QAG6 |
9,233,000 |
$9,234,841.79 |
0.19% |
| DOLLAR TREE INC Variable rate, due 04/17/2020 |
256746AE8 |
9,421,000 |
$9,422,060.24 |
0.19% |
| FHLMC Multifamily Structured Pass Through Certs. Series K027, Class A1, 1.785%, due 09/25/2022 |
3137B1UF7 |
9,323,823 |
$9,322,842.74 |
0.19% |
| Foursight Capital Automobile Receivables Trust Series 2019-1, Class A2, 2.87%, due 03/15/2023 |
35105RAB6 |
9,631,136 |
$9,652,018.01 |
0.19% |
| GNMA Series 2015-103, Class AB, 2%, due 01/16/2040 |
38379MET7 |
9,413,821 |
$9,419,328.51 |
0.19% |
| MIZUHO FINANCIAL GROUP N/C, Variable rate, due 09/13/2021 |
60687YAF6 |
9,200,000 |
$9,322,790.56 |
0.19% |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ Variable rate, due 03/16/2022 |
82620KAQ6 |
9,200,000 |
$9,274,289.36 |
0.19% |
| TOYOTA MOTOR CREDIT CORP N/C, 1.80%, due 10/07/2021 |
89236TGJ8 |
9,677,000 |
$9,682,438.76 |
0.19% |
| WILLIAMS COMPANIES INC N/C, 5.25%, due 03/15/2020 |
96950FAD6 |
9,462,000 |
$9,506,744.09 |
0.19% |
| CITIBANK NA Variable rate, due 07/23/2021 |
17325FAR9 |
8,998,000 |
$9,041,085.40 |
0.18% |
| Dell Equipment Finance Trust Series 2019-1, Class A2, 2.78%, due 08/23/2021 |
24704BAC8 |
9,000,000 |
$9,050,279.40 |
0.18% |
| EXELON CORP 2.85%, due 06/15/2020 |
30161NAH4 |
8,950,000 |
$8,968,606.16 |
0.18% |
| Ford Credit Auto Lease Trust Series 2019-A, Class A3, 2.90%, due 05/15/2022 |
34532FAD4 |
9,000,000 |
$9,095,153.40 |
0.18% |
| GM Financial Automobile Leasing Trust Series 2019-2, Class A2A, 3.04%, due 06/21/2021 |
36257AAB7 |
9,065,014 |
$9,088,903.76 |
0.18% |
| OCCIDENTAL PETROLEUM CORP N/C, Variable rate, due 02/08/2021 |
674599CT0 |
9,080,000 |
$9,143,619.11 |
0.18% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 04/29/2022 |
78013X6E3 |
9,000,000 |
$9,046,429.38 |
0.18% |
| SKANDINAVISKA ENSKILDA N/C, Variable rate, due 05/17/2021 |
83051GAH1 |
9,000,000 |
$9,027,270.00 |
0.18% |
| VERIZON COMMUNICATIONS N/C, Variable rate, due 05/22/2020 |
92343VDZ4 |
9,000,000 |
$9,016,675.29 |
0.18% |
| WASTE MANAGEMENT INC 4.75%, due 06/30/2020 |
94106LAW9 |
8,876,000 |
$8,988,144.53 |
0.18% |
| World Omni Automobile Lease Securitization Trust Series 2019-A, Class A2, 2.89%, due 11/15/2021 |
98162XAB1 |
8,814,780 |
$8,860,397.58 |
0.18% |
| BB&T CORPORATION Variable rate, due 02/01/2021 |
05531FBA0 |
8,661,000 |
$8,667,718.78 |
0.17% |
| CONSTELLATION BRANDS INC 0%, due 02/03/2020 |
21037CB39 |
8,600,000 |
$8,591,816.15 |
0.17% |
| FHLMC Multifamily Structured Pass Through Certs. Series K011, Class A2, Variable rate, due 11/25/2020 |
3137A7NU0 |
8,165,429 |
$8,275,168.72 |
0.17% |
| FREMF MORTGAGE TRUST Series 2014-K715, Class B, Variable rate, due 02/25/2046 |
30291XAE2 |
8,195,000 |
$8,308,646.62 |
0.17% |
| GM Financial Automobile Leasing Trust Series 2018-3, Class B, 3.48%, due 07/20/2022 |
36256GAF6 |
8,332,000 |
$8,438,974.55 |
0.17% |
| HP ENTERPRISE CO 3.60%, due 10/15/2020 |
42824CAG4 |
8,340,000 |
$8,416,861.52 |
0.17% |
| KINDER MORGAN ENER PART 6.50%, due 04/01/2020 |
28370TAA7 |
8,256,000 |
$8,328,662.71 |
0.17% |
| Nissan Auto Lease Trust Series 2018-A, Class A3, 2.05%, due 09/15/2021 |
65478BAD3 |
8,500,000 |
$8,576,114.95 |
0.17% |
| OSCAR US Funding Trust Series 2019-1A, Class A2, 3.10%, due 04/11/2022 |
68784YAB0 |
8,415,452 |
$8,462,459.71 |
0.17% |
| ROYAL CARIBBEAN CRUISES 0%, due 01/30/2020 |
78015FAW5 |
8,250,000 |
$8,243,714.00 |
0.17% |
| SANTANDER UK GROUP HLDGS N/C, 2.875%, due 10/16/2020 |
80281LAC9 |
8,512,000 |
$8,561,386.63 |
0.17% |
| STANDARD CHARTERED PLC Variable rate, due 09/10/2022 |
853254BR0 |
8,479,000 |
$8,561,755.04 |
0.17% |
| Verizon Owner Trust Series 2017-2A, Class A, 1.92%, due 12/20/2021 |
92348PAA0 |
8,581,723 |
$8,583,081.15 |
0.17% |
| WESTPAC BANKING CORP N/C, Variable rate, due 01/25/2021 |
961214DV2 |
8,261,000 |
$8,280,625.57 |
0.17% |
| AMERICAN EXPRESS CO Variable rate, due 10/30/2020 |
025816BQ1 |
8,111,000 |
$8,126,247.39 |
0.16% |
| AT&T INC N/C, Variable rate, due 06/01/2021 |
00206RFZ0 |
7,940,000 |
$7,993,968.26 |
0.16% |
| CNPC FINANCE HK LTD 0%, due 02/20/2020 |
12623KBL0 |
8,000,000 |
$7,982,223.52 |
0.16% |
| COMERICA BANK N/C, 2.50%, due 06/02/2020 |
200339DW6 |
8,000,000 |
$8,016,935.60 |
0.16% |
| FIFTH THIRD BANK Variable rate, due 07/26/2021 |
31677QBP3 |
7,725,000 |
$7,755,579.79 |
0.16% |
| GENERAL MOTORS FINL CO 2.65%, due 04/13/2020 |
37045XBV7 |
7,811,000 |
$7,821,510.64 |
0.16% |
| GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2021 |
37045XCN4 |
8,000,000 |
$8,039,208.72 |
0.16% |
| GNMA Series 2017-17, Class MA, 1.75%, due 08/20/2040 |
38378DBA2 |
8,177,403 |
$8,132,593.79 |
0.16% |
| OSCAR US Funding Trust Series 2017-1A, Class A4, 3.30%, due 05/10/2024 |
687846AE5 |
7,810,000 |
$7,906,950.30 |
0.16% |
| PNC BANK NA N/C, Variable rate, due 05/19/2020 |
69353RFD5 |
7,750,000 |
$7,761,756.05 |
0.16% |
| AVIATION CAPITAL GROUP N/C, Variable rate, due 06/01/2021 |
05369AAG6 |
7,365,000 |
$7,399,239.01 |
0.15% |
| BAT CAPITAL CORP Variable rate, due 08/15/2022 |
05526DAX3 |
7,452,000 |
$7,492,587.09 |
0.15% |
| CONSTELLATION BRANDS INC Variable rate, due 11/15/2021 |
21036PBA5 |
7,689,000 |
$7,689,975.43 |
0.15% |
| GM Financial Automobile Leasing Trust Series 2019-1, Class A2A, 2.91%, due 04/20/2021 |
36256UAB4 |
7,456,863 |
$7,478,697.79 |
0.15% |
| GM Financial Automobile Leasing Trust Series 2019-1, Class A3, 2.98%, due 12/20/2021 |
36256UAD0 |
7,500,000 |
$7,573,466.25 |
0.15% |
| HARTFORD FINL SVCS GRP 5.50%, due 03/30/2020 |
416515AZ7 |
7,306,000 |
$7,356,788.39 |
0.15% |
| Mill City Mortgage Trust Series 2015-2, Class A2, Variable rate, due 09/25/2057 |
599808AC6 |
7,587,505 |
$7,676,108.40 |
0.15% |
| MOLEX ELECTRONICS TECH 2.878%, due 04/15/2020 |
60856BAA2 |
7,226,000 |
$7,234,553.06 |
0.15% |
| NEXTERA ENERGY CAPITAL N/C, 2.403%, due 09/01/2021 |
65339KAS9 |
7,425,000 |
$7,478,615.18 |
0.15% |
| PERNOD RICARD SA 5.75%, due 04/07/2021 |
714264AA6 |
7,012,000 |
$7,326,050.57 |
0.15% |
| PHILLIPS 66 N/C, Variable rate, due 02/26/2021 |
718546AS3 |
7,419,000 |
$7,419,407.75 |
0.15% |
| RYDER SYSTEM INC 2.875%, due 09/01/2020 |
78355HKA6 |
7,438,000 |
$7,470,520.72 |
0.15% |
| SOUTHERN POWER CO 2.375%, due 06/01/2020 |
843646AL4 |
7,686,000 |
$7,695,303.37 |
0.15% |
| TRANSCANADA PIPELINES 0%, due 01/27/2020 |
89355PAT5 |
7,500,000 |
$7,495,816.13 |
0.15% |
| ABN AMRO BANK NV N/C, Variable rate, due 08/27/2021 |
00084DAS9 |
7,158,000 |
$7,198,843.84 |
0.14% |
| BMW Vehicle Lease Trust Series 2018-1, Class A3, 3.26%, due 07/20/2021 |
05586CAC8 |
6,695,000 |
$6,755,226.21 |
0.14% |
| CAPITAL ONE NA 2.35%, due 01/31/2020 |
14042RFH9 |
7,000,000 |
$7,000,587.44 |
0.14% |
| CIGNA CORP N/C, Variable rate, due 03/17/2020 |
125523AA8 |
7,000,000 |
$7,002,968.84 |
0.14% |
| CNPC FINANCE HK LTD 0%, due 03/03/2020 |
12623KC39 |
7,000,000 |
$6,978,955.83 |
0.14% |
| COMMONWEALTH BANK AUST N/C, Variable rate, due 03/10/2022 |
2027A0JL4 |
7,000,000 |
$7,071,559.39 |
0.14% |
| DUKE ENERGY CORPORATION 0%, due 01/24/2020 |
26244HAQ6 |
7,000,000 |
$6,997,411.05 |
0.14% |
| ENCANA CORP 0%, due 03/05/2020 |
29250AC50 |
7,000,000 |
$6,979,454.09 |
0.14% |
| ENI FINANCE USA INC 0%, due 01/24/2020 |
26876AAQ6 |
7,000,000 |
$6,997,213.86 |
0.14% |
| ENI FINANCE USA INC 0%, due 04/09/2020 |
26876AD91 |
6,960,000 |
$6,927,892.41 |
0.14% |
| EOG RESOURCES INC 2.45%, due 04/01/2020 |
26875PAL5 |
7,000,000 |
$7,004,505.90 |
0.14% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/15/2020 |
38141GVQ4 |
7,000,000 |
$7,043,975.12 |
0.14% |
| IMPERIAL BRANDS FIN PLC 2.95%, due 07/21/2020 |
453140AD7 |
6,910,000 |
$6,932,953.50 |
0.14% |
| Mill City Mortgage Trust Sereis 2017-2, Class A1, Variable rate, due 07/25/2059 |
59980AAA5 |
6,995,887 |
$7,044,770.65 |
0.14% |
| OCCIDENTAL PETROLEUM CORP Variable rate, due 08/15/2022 |
674599CQ6 |
7,000,000 |
$7,039,377.17 |
0.14% |
| REGIONS BANK Variable rate, due 08/13/2021 |
759187CE5 |
7,000,000 |
$7,011,085.55 |
0.14% |
| SUNTRUST BANK Variable rate, due 10/26/2021 |
86787EAZ0 |
7,000,000 |
$7,013,582.94 |
0.14% |
| UBS AG LONDON Variable rate, due 06/08/2020 |
902674XE5 |
7,000,000 |
$7,011,413.50 |
0.14% |
| UBS AG LONDON Variable rate, due 12/01/2020 |
902674XJ4 |
6,800,000 |
$6,818,278.40 |
0.14% |
| VOLKSWAGEN GROUP AMERICA 2.50%, due 09/24/2021 |
928668AX0 |
7,000,000 |
$7,051,866.57 |
0.14% |
| WELLS FARGO BANK NA Variable rate, due 05/27/2022 |
94988J5W3 |
7,000,000 |
$7,036,957.76 |
0.14% |
| WESTPAC BANKING CORP N/C, Variable rate, due 01/13/2023 |
961214EK5 |
7,000,000 |
$7,007,204.26 |
0.14% |
| BANK OF AMERICA CORP Variable rate, due 01/23/2022 |
06051GGX1 |
6,239,000 |
$6,247,602.08 |
0.13% |
| BANK OF AMERICA CORP Variable rate, due 07/21/2021 |
06051GGP8 |
6,642,000 |
$6,655,935.05 |
0.13% |
| CITIZENS BANK NA N/C, Variable rate, due 05/26/2020 |
17401QAK7 |
6,425,000 |
$6,433,840.35 |
0.13% |
| CVS HEALTH CORP 3.35%, due 03/09/2021 |
126650DC1 |
6,391,000 |
$6,492,172.98 |
0.13% |
| DUPONT DE NEMOURS INC 0%, due 03/13/2020 |
26082MCD7 |
6,500,000 |
$6,481,089.29 |
0.13% |
| ENBRIDGE INC N/C, Variable rate, due 06/15/2020 |
29250NAP0 |
6,657,000 |
$6,669,205.95 |
0.13% |
| FREMF MORTGAGE TRUST Series 2011-K10, Class B, Variable rate, due 11/25/2049 |
30261YAL0 |
6,160,000 |
$6,257,053.27 |
0.13% |
| GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2020 |
38148LAB2 |
6,500,000 |
$6,511,666.20 |
0.13% |
| HUNTINGTON NATIONAL BANK 2.375%, due 03/10/2020 |
446438RU9 |
6,710,000 |
$6,711,748.97 |
0.13% |
| OSCAR US Funding Trust Series 2017-2A, Class A3, 2.45%, due 12/10/2021 |
68784AAD8 |
6,670,030 |
$6,679,669.84 |
0.13% |
| SANTANDER UK GROUP HLDGS N/C, 3.125%, due 01/08/2021 |
80281LAD7 |
6,250,000 |
$6,312,372.38 |
0.13% |
| SHIRE ACQ INV IRELAND DA 2.40%, due 09/23/2021 |
82481LAB5 |
6,654,000 |
$6,692,011.98 |
0.13% |
| SPECTRA ENERGY PARTNERS N/C, Variable rate, due 06/05/2020 |
84756NAJ8 |
6,355,000 |
$6,369,288.84 |
0.13% |
| TD AMERITRADE HOLDING CO Variable rate, due 11/01/2021 |
87236YAG3 |
6,633,000 |
$6,652,628.71 |
0.13% |
| Towd Point Mortgage Trust Series 2016-2, Class A1A, Variable rate, due 08/25/2055 |
89172PAJ8 |
6,568,242 |
$6,630,119.10 |
0.13% |
| World Omni Automobile Lease Securitization Trust Series 2018-A, Class A4, 2.94%, due 05/15/2023 |
98161YAD6 |
6,405,000 |
$6,447,489.49 |
0.13% |
| AMERICAN EXPRESS CO Variable rate, due 05/17/2021 |
025816BV0 |
6,000,000 |
$6,027,296.10 |
0.12% |
| AMERICAN HONDA FINANCE N/C, Variable rate, due 06/16/2020 |
02665WCG4 |
6,000,000 |
$6,006,352.92 |
0.12% |
| BARCLAYS PLC N/C, 2.875%, due 06/08/2020 |
06738EAG0 |
6,000,000 |
$6,017,172.00 |
0.12% |
| BRISTOL-MYERS SQUIBB CO 2.55%, due 05/14/2021 |
110122BX5 |
5,855,000 |
$5,912,143.80 |
0.12% |
| BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 05/16/2022 |
110122CF3 |
6,000,000 |
$6,026,107.02 |
0.12% |
| CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/15/2021 |
14913Q2H1 |
6,000,000 |
$6,010,003.14 |
0.12% |
| CRED SUIS GP FUN LTD N/C, 2.75%, due 03/26/2020 |
225433AD3 |
6,000,000 |
$6,009,476.76 |
0.12% |
| CVS HEALTH CORP N/C, Variable rate, due 03/09/2021 |
126650DD9 |
6,000,000 |
$6,035,898.84 |
0.12% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/12/2021 |
233851DA9 |
5,730,000 |
$5,741,860.01 |
0.12% |
| DANSKE BANK A/S N/C, 2.20%, due 03/02/2020 |
23636AAK7 |
6,000,000 |
$6,000,793.08 |
0.12% |
| DNB BANK ASA N/C, Variable rate, due 12/02/2022 |
23329PAD2 |
6,000,000 |
$6,044,327.94 |
0.12% |
| DOWDUPONT INC N/C, Variable rate, due 11/15/2020 |
26078JAG5 |
5,934,000 |
$5,965,398.63 |
0.12% |
| DUKE ENERGY CORP N/C, Variable rate, due 03/11/2022 |
26441CBD6 |
5,900,000 |
$5,942,454.99 |
0.12% |
| GENERAL ELECTRIC CO 0%, due 01/21/2020 |
36960LAM7 |
6,000,000 |
$5,998,496.64 |
0.12% |
| GENERAL MOTORS FINL CO 3.20%, due 07/13/2020 |
37045XAY2 |
6,000,000 |
$6,031,135.50 |
0.12% |
| GOLDMAN SACHS GROUP INC 2.60%, due 04/23/2020 |
38148LAA4 |
6,000,000 |
$6,007,757.64 |
0.12% |
| HSBC HOLDINGS PLC Variable rate, due 09/11/2021 |
404280BV0 |
6,000,000 |
$6,015,267.78 |
0.12% |
| Hyundai Auto Lease Securitization Trust Series 2018-A, Class A3, 2.81%, due 04/15/2021 |
44935AAD7 |
5,808,635 |
$5,824,969.60 |
0.12% |
| LINCOLN NATIONAL CORP 6.25%, due 02/15/2020 |
534187AY5 |
6,000,000 |
$6,016,273.68 |
0.12% |
| LOCKHEED MARTIN CORP 2.50%, due 11/23/2020 |
539830BF5 |
6,150,000 |
$6,185,689.19 |
0.12% |
| MORGAN STANLEY N/C, 2.50%, due 04/21/2021 |
61746BEA0 |
6,000,000 |
$6,041,038.38 |
0.12% |
| UBS GROUP FUNDING (SWITZERLAND) AG N/C, Variable rate, due 04/14/2021 |
90351DAE7 |
6,000,000 |
$6,114,740.64 |
0.12% |
| UNITEDHEALTH GROUP INC N/C, Variable rate, due 06/15/2021 |
91324PDG4 |
6,156,000 |
$6,158,906.49 |
0.12% |
| World Omni Auto Receivables Trust Series 2019-A, Class A2, 3.02%, due 04/15/2022 |
98162YAB9 |
6,109,217 |
$6,141,847.88 |
0.12% |
| ABBVIE INC 2.15%, due 11/19/2021 |
00287YBG3 |
5,400,000 |
$5,418,602.24 |
0.11% |
| BMW FINANCE NV N/C, Variable rate, due 08/12/2022 |
05600LAD8 |
5,500,000 |
$5,545,936.99 |
0.11% |
| BOSTON PROPERTIES LP 4.125%, due 05/15/2021 |
10112RAS3 |
5,483,000 |
$5,611,418.71 |
0.11% |
| California Republic Auto Receivables Trust Series 2015-3, Class B, 2.70%, due 09/15/2021 |
13056JAE4 |
5,349,000 |
$5,352,630.36 |
0.11% |
| CREDIT SUISSE GROUP FUNDING LTD N/C, Variable rate, due 04/16/2021 |
225433AP6 |
5,500,000 |
$5,634,776.68 |
0.11% |
| Exeter Automobile Receivables Trust Series 2019-3A, Class A, 2.96%, due 10/17/2022 |
30167EAA3 |
5,366,435 |
$5,378,905.81 |
0.11% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K007, Class A2, 4.224%, due 03/25/2020 |
31398QHB6 |
5,469,775 |
$5,464,950.33 |
0.11% |
| GENERAL ELECTRIC CO N/C, 5.55%, due 05/04/2020 |
36962G2T0 |
5,665,000 |
$5,716,770.91 |
0.11% |
| JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 04/27/2020 |
46849LSZ5 |
5,490,000 |
$5,494,940.84 |
0.11% |
| Mercedes-Benz Auto Lease Trust Series 2019-A, Class A2, 3.01%, due 02/16/2021 |
58772TAB6 |
5,603,982 |
$5,616,603.48 |
0.11% |
| Mill City Mortgage Trust Series 2017-1, Class A1, Variable rate, due 11/25/2058 |
59981HAA9 |
5,485,513 |
$5,516,936.64 |
0.11% |
| ABBVIE INC N/C, Variable rate, due 05/21/2021 |
00287YBT5 |
5,000,000 |
$5,006,978.15 |
0.10% |
| ABBVIE INC N/C, Variable rate, due 11/19/2021 |
00287YBJ7 |
5,000,000 |
$5,017,569.35 |
0.10% |
| ANZ NEW ZEALAND INTL/LDN N/C, 2.75%, due 01/22/2021 |
00182EBH1 |
5,000,000 |
$5,041,056.25 |
0.10% |
| BANK OF AMERICA CORP N/C, 2.625%, due 10/19/2020 |
06051GFT1 |
5,000,000 |
$5,029,012.05 |
0.10% |
| BANK OF AMERICA CORP N/C, Variable rate, due 04/19/2021 |
06051GFV6 |
5,000,000 |
$5,080,802.50 |
0.10% |
| BANK OF NY MELLON CORP Variable rate, due 06/04/2021 |
06405LAB7 |
5,000,000 |
$5,005,355.20 |
0.10% |
| BARCLAYS BANK PLC 2.65%, due 01/11/2021 |
06739FJJ1 |
5,110,000 |
$5,145,179.64 |
0.10% |
| BAYER US FINANCE II LLC Variable rate, due 06/25/2021 |
07274NAC7 |
5,000,000 |
$5,019,169.60 |
0.10% |
| CarMax Auto Owner Trust Series 2019-1, Class A2A, 3%, due 07/15/2022 |
14315NAH3 |
4,952,347 |
$4,976,349.89 |
0.10% |
| Carvana Auto Receivables Trust Series 2019-4A, Class A2, 2.20%, due 07/15/2022 |
14686YAC1 |
5,000,000 |
$5,001,535.50 |
0.10% |
| CITIGROUP INC Variable rate, due 11/04/2022 |
17308CC46 |
5,000,000 |
$5,017,208.20 |
0.10% |
| CITIGROUP INC Variable rate, due 11/04/2022 |
17308CC38 |
5,000,000 |
$5,030,508.75 |
0.10% |
| COOPERAT RABOBANK UA/NY N/C, Variable rate, due 04/26/2021 |
21688AAP7 |
5,200,000 |
$5,223,669.27 |
0.10% |
| CREDIT SUISSE NEW YORK N/C, 4.375%, due 08/05/2020 |
22546QAF4 |
5,000,000 |
$5,067,394.95 |
0.10% |
| DAIMLER FINANCE NA LLC 2.25%, due 03/02/2020 |
233851BR4 |
5,000,000 |
$5,001,964.00 |
0.10% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 11/05/2021 |
233851DP6 |
5,000,000 |
$5,026,009.10 |
0.10% |
| DUKE ENERGY CORP N/C, Variable rate, due 05/14/2021 |
26441CBA2 |
5,000,000 |
$5,023,365.10 |
0.10% |
| ENTERPRISE PRODUCTS OPER 5.25%, due 01/31/2020 |
29379VAF0 |
5,225,000 |
$5,229,004.49 |
0.10% |
| Ford Credit Auto Lease Trust Series 2018-B, Class A3, 3.19%, due 12/15/2021 |
34531LAD2 |
4,780,000 |
$4,817,998.13 |
0.10% |
| GOLDMAN SACHS BANK USA Variable rate, due 05/24/2021 |
3814267X7 |
5,194,000 |
$5,197,657.77 |
0.10% |
| GOLDMAN SACHS GROUP INC Variable rate, due 04/26/2022 |
38141GWD2 |
5,000,000 |
$5,054,158.00 |
0.10% |
| GTE Auto Receivables Trust Series 2019-1, Class A2, 2.17%, due 12/15/2022 |
362303AC3 |
5,000,000 |
$5,001,085.00 |
0.10% |
| JP MORGAN CHASE BANK NA Variable rate, due 02/19/2021 |
48125LRS3 |
5,000,000 |
$5,004,067.50 |
0.10% |
| JP MORGAN CHASE BANK NA Variable rate, due 04/26/2021 |
48125LRN4 |
5,000,000 |
$5,015,257.70 |
0.10% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2021 |
46647PAG1 |
5,000,000 |
$5,010,814.90 |
0.10% |
| MET LIFE GLOB FUNDING I N/C, Variable rate, due 09/07/2020 |
59217GCQ0 |
5,000,000 |
$5,010,631.15 |
0.10% |
| MIZUHO FINANCIAL GROUP N/C, 2.632%, due 04/12/2021 |
60687YAB5 |
5,000,000 |
$5,043,465.80 |
0.10% |
| MPLX LP Variable rate, due 09/09/2021 |
55336VBG4 |
5,000,000 |
$5,018,692.30 |
0.10% |
| NATIONAL AUSTRALIA BANK N/C, Variable rate, due 12/13/2022 |
63254WAA8 |
5,000,000 |
$5,006,220.30 |
0.10% |
| NORDEA BANK ABP N/C, 2.50%, due 09/17/2020 |
65557CAR4 |
5,000,000 |
$5,018,610.10 |
0.10% |
| Securitized Term Auto Receivables Trust Series 2019-1A, Class A3, 2.986%, due 02/27/2023 |
81377DAC0 |
4,900,000 |
$4,961,773.32 |
0.10% |
| Sierra Receivables Funding Co. LLC Series 2016-3A, Class A, 2.43%, due 10/20/2033 |
82652YAA2 |
4,943,473 |
$4,938,025.46 |
0.10% |
| SKANDINAVISKA ENSKILDA N/C, 2.625%, due 11/17/2020 |
83051GAE8 |
4,800,000 |
$4,825,910.40 |
0.10% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 07/14/2021 |
86562MAG5 |
5,000,000 |
$5,066,206.10 |
0.10% |
| THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2021 |
254687FG6 |
5,000,000 |
$5,016,120.45 |
0.10% |
| TORONTO-DOMINION BANK N/C, Variable rate, due 09/17/2020 |
89114QC63 |
4,804,000 |
$4,810,374.33 |
0.10% |
| US BANK NA CINCINNATI Variable rate, due 07/24/2020 |
90331HNW9 |
5,000,000 |
$5,004,804.90 |
0.10% |
| WELLS FARGO & COMPANY N/C, 3%, due 01/22/2021 |
94974BFR6 |
5,000,000 |
$5,057,370.35 |
0.10% |
| WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 |
961214DR1 |
5,000,000 |
$5,047,179.70 |
0.10% |
| World Omni Automobile Lease Securitization Trust Series 2018-B, Class A2A, 2.96%, due 06/15/2021 |
98162CAB7 |
4,821,566 |
$4,839,120.55 |
0.10% |
| AERCAP IRELAND CAP LTD/A 4.625%, due 10/30/2020 |
00772BAQ4 |
4,176,000 |
$4,258,488.41 |
0.09% |
| BMW US CAPITAL LLC N/C, Variable rate, due 08/13/2021 |
05565EBD6 |
4,400,000 |
$4,421,501.66 |
0.09% |
| DOMINION ENERGY INC 0%, due 01/27/2020 |
2574P0AT1 |
4,500,000 |
$4,497,497.10 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series K716, Class A2, 3.13%, due 06/25/2021 |
3137BDDC7 |
4,290,000 |
$4,335,461.99 |
0.09% |
| FREMF Mortgage Trust Series 2010-K7, Class B, Variable rate, due 04/25/2020 |
30263DAJ9 |
4,400,000 |
$4,400,330.44 |
0.09% |
| GM Financial Automobile Leasing Trust Series 2018-3, Class A3, 3.18%, due 06/21/2021 |
36256GAD1 |
4,393,000 |
$4,416,347.92 |
0.09% |
| LAM RESEARCH CORP 2.75%, due 03/15/2020 |
512807AM0 |
4,301,000 |
$4,303,333.42 |
0.09% |
| MARATHON PETROLEUM CORP 3.40%, due 12/15/2020 |
56585AAL6 |
4,507,000 |
$4,556,481.81 |
0.09% |
| NEXTERA ENERGY CAPITAL Variable rate, due 02/25/2022 |
65339KBC3 |
4,520,000 |
$4,552,210.16 |
0.09% |
| NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 07/13/2020 |
654740AY5 |
4,619,000 |
$4,622,563.05 |
0.09% |
| SUMITOMO MITSUI BANKING N/C, Variable rate, due 01/17/2020 |
865622CK8 |
4,475,000 |
$4,475,000.00 |
0.09% |
| Towd Point Mortgage Trust Series 2016-3, Class A1, Variable rate, due 04/25/2056 |
89172YAA8 |
4,261,357 |
$4,273,889.22 |
0.09% |
| AIG GLOBAL FUNDING N/C, Variable rate, due 01/22/2021 |
00138CAJ7 |
4,100,000 |
$4,120,337.31 |
0.08% |
| AIR LEASE CORP 4.75%, due 03/01/2020 |
00912XAJ3 |
3,940,000 |
$3,951,384.63 |
0.08% |
| AMERICAN HONDA FINANCE N/C, Variable rate, due 01/08/2021 |
02665WCR0 |
3,800,000 |
$3,812,390.01 |
0.08% |
| BANK OF AMERICA CORP Variable rate, due 07/21/2021 |
06051GGN3 |
4,000,000 |
$4,009,979.36 |
0.08% |
| BANK OF MONTREAL N/C, Variable rate, due 06/15/2020 |
06367TYM6 |
3,750,000 |
$3,756,067.65 |
0.08% |
| CATERPILLAR FINL SERVICE N/C, Variable rate, due 03/08/2021 |
14913Q2Z1 |
3,750,000 |
$3,760,686.64 |
0.08% |
| DOMINION ENERGY GAS HLDG 2.80%, due 11/15/2020 |
257375AK1 |
4,103,000 |
$4,130,148.20 |
0.08% |
| EOG RESOURCES INC 4.40%, due 06/01/2020 |
26875PAE1 |
4,075,000 |
$4,111,789.38 |
0.08% |
| ERAC USA FINANCE LLC N/C, 5.25%, due 10/01/2020 |
26884TAA0 |
3,849,000 |
$3,938,549.14 |
0.08% |
| FREMF MORTGAGE TRUST Series 2011-K14, Class B, Variable rate, due 02/25/2047 |
30263BAL8 |
3,822,000 |
$3,946,498.21 |
0.08% |
| GENERAL ELECTRIC CO 0%, due 01/27/2020 |
36960LAT2 |
4,000,000 |
$3,997,633.28 |
0.08% |
| GM Financial Automobile Leasing Trust Series 2018-2, Class A3, 3.06%, due 06/21/2021 |
36255KAD3 |
4,014,306 |
$4,026,403.51 |
0.08% |
| HP ENTERPRISE CO N/C, Variable rate, due 03/12/2021 |
42824CBD0 |
3,905,000 |
$3,923,610.91 |
0.08% |
| Hyundai Auto Lease Securitization Trust Series 2019-A, Class A2, 2.92%, due 07/15/2021 |
448969AB1 |
4,064,957 |
$4,084,881.32 |
0.08% |
| JACKSON NATL LIFE GLOBAL N/C, Variable rate, due 10/15/2020 |
46849LTD3 |
3,750,000 |
$3,756,087.04 |
0.08% |
| NATIONAL BANK OF CANADA 2.20%, due 11/02/2020 |
63307A2G9 |
4,075,000 |
$4,085,353.19 |
0.08% |
| ROPER TECHNOLOGIES INC 3%, due 12/15/2020 |
776743AA4 |
3,900,000 |
$3,933,089.71 |
0.08% |
| SKANDINAVISKA ENSKILDA N/C, Variable rate, due 12/12/2022 |
83051GAL2 |
4,000,000 |
$4,018,829.16 |
0.08% |
| STANDARD CHARTERED PLC Variable rate, due 01/20/2023 |
853254BL3 |
3,765,000 |
$3,796,947.31 |
0.08% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/11/2022 |
86562MAL4 |
4,139,000 |
$4,182,746.75 |
0.08% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 10/19/2021 |
86562MAJ9 |
4,000,000 |
$4,056,377.57 |
0.08% |
| TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/13/2021 |
89236TEV3 |
4,000,000 |
$4,008,147.40 |
0.08% |
| VERIZON COMMUNICATIONS 4.6%, due 04/01/2021 |
92343VAX2 |
3,805,000 |
$3,928,554.36 |
0.08% |
| WELLS FARGO BANK NA Variable rate, due 07/23/2021 |
94988J5Q6 |
3,793,000 |
$3,798,809.74 |
0.08% |
| AMERICAN INTL GROUP 3.375%, due 08/15/2020 |
026874CX3 |
3,692,000 |
$3,723,115.62 |
0.07% |
| BECTON DICKINSON AND CO 2.404%, due 06/05/2020 |
075887BR9 |
3,341,000 |
$3,345,276.01 |
0.07% |
| BMW Vehicle Lease Trust Series 2017-2, Class A3, 2.07%, due 10/20/2020 |
05584PAD9 |
3,534,510 |
$3,539,194.41 |
0.07% |
| CAPITAL ONE NA Variable rate, due 08/08/2022 |
14042RHB0 |
3,385,000 |
$3,418,827.66 |
0.07% |
| CHEVRON CORP N/C, Variable rate, due 05/16/2021 |
166764BF6 |
3,500,000 |
$3,540,838.74 |
0.07% |
| Ford Credit Auto Lease Trust Series 2018-B, Class A2A, 2.93%, due 04/15/2021 |
34531LAB6 |
3,520,218 |
$3,524,879.25 |
0.07% |
| GM Financial Automobile Leasing Trust Series 2018-1, Class A3, 2.61%, due 01/20/2021 |
38014BAD1 |
3,280,244 |
$3,283,789.88 |
0.07% |
| KEY BANK NA N/C, Variable rate, due 11/22/2021 |
49327M2R4 |
3,300,000 |
$3,338,925.15 |
0.07% |
| Mill City Mortgage Trust Series 2016-1, Class A1, Variable rate, due 04/25/2057 |
59980TAA4 |
3,532,672 |
$3,543,842.14 |
0.07% |
| OSCAR US Funding Trust Series 2017-2A, Class A4, 2.76%, due 12/10/2024 |
68784AAE6 |
3,280,000 |
$3,309,468.77 |
0.07% |
| PHILLIPS 66 Variable rate, due 04/15/2020 |
718546AP9 |
3,250,000 |
$3,251,393.73 |
0.07% |
| SANTANDER UK PLC N/C, 2.125%, due 11/03/2020 |
80283LAP8 |
3,400,000 |
$3,405,419.50 |
0.07% |
| SVENSKA HANDELSBANKEN AB N/C, Variable rate, due 05/24/2021 |
86960BAU6 |
3,500,000 |
$3,515,643.32 |
0.07% |
| WALGREENS BOOTS ALLIANCE 0%, due 02/18/2020 |
93142WBJ1 |
3,400,000 |
$3,394,255.05 |
0.07% |
| AMERICAN EXPRESS CO N/C, Variable rate, due 08/03/2023 |
025816BX6 |
3,000,000 |
$3,028,644.51 |
0.06% |
| AMERICAN HONDA FINANCE N/C, Variable rate, due 06/11/2021 |
02665WDA6 |
3,000,000 |
$3,010,307.73 |
0.06% |
| AmeriCredit Automobile Receivables Trust Series 2015-3, Class D, 3.34%, due 08/08/2021 |
03065NAG0 |
2,940,342 |
$2,942,383.83 |
0.06% |
| AUST & NZ BANKING GROUP N/C, Variable rate, due 08/19/2020 |
05252ACU3 |
3,000,000 |
$3,008,230.12 |
0.06% |
| AUST & NZ BANKING GROUP Variable rate, due 06/01/2021 |
05252ACL3 |
3,000,000 |
$3,032,658.93 |
0.06% |
| BANK OF AMERICA NA Variable rate, due 05/24/2021 |
06050TML3 |
3,000,000 |
$3,003,364.59 |
0.06% |
| CAPITAL ONE FINANCIAL CO 3.45%, due 04/30/2021 |
14040HBY0 |
2,905,000 |
$2,957,063.29 |
0.06% |
| CAPITAL ONE FINANCIAL CORP Variable rate, due 10/30/2020 |
14040HBS3 |
2,870,000 |
$2,876,808.87 |
0.06% |
| CITIBANK NA N/C, Variable rate, due 10/20/2020 |
17325FAK4 |
3,000,000 |
$3,004,361.61 |
0.06% |
| CREDIT AGRICOLE LONDON N/C, Variable rate, due 07/01/2021 |
22532LAS3 |
3,000,000 |
$3,040,689.63 |
0.06% |
| DNB BANK ASA N/C, 2.125%, due 10/02/2020 |
23329PAC4 |
2,770,000 |
$2,774,917.53 |
0.06% |
| DUKE ENERGY FLORIDA LLC N/C, Variable rate, due 11/26/2021 |
26444HAG6 |
3,000,000 |
$3,003,652.35 |
0.06% |
| ENTERPRISE PRODUCTS OPER 2.80%, due 02/15/2021 |
29379VBP7 |
3,000,000 |
$3,029,961.03 |
0.06% |
| FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 |
31394X5K8 |
2,851,341 |
$2,966,139.26 |
0.06% |
| FREDDIE MAC Series 3737, Class DA, 2%, due 12/15/2039 |
3137GATY3 |
3,124,842 |
$3,120,774.56 |
0.06% |
| GATX CORP N/C, Variable rate, due 11/05/2021 |
361448BB8 |
3,200,000 |
$3,214,275.36 |
0.06% |
| GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2020 |
37045XCC8 |
3,000,000 |
$3,002,263.08 |
0.06% |
| GM Financial Securitized Term Auto Receivables Tr. Series 2017-1A, Class A3, 1.78%, due 10/18/2021 |
36254AAD6 |
3,135,188 |
$3,134,496.43 |
0.06% |
| GNMA Series 2018-89, Class A, 3.50%, due 06/20/2039 |
38380XKW6 |
2,822,557 |
$2,852,605.01 |
0.06% |
| HSBC HOLDINGS PLC N/C, 5.10%, due 04/05/2021 |
404280AK5 |
3,000,000 |
$3,113,044.50 |
0.06% |
| Hyundai Auto Lease Securitization Trust Series 2018-B, Class A2, 3.08%, due 12/15/2020 |
44935QAB6 |
3,221,561 |
$3,224,673.20 |
0.06% |
| ING GROEP NV N/C, Variable rate, due 03/29/2022 |
456837AJ2 |
2,980,000 |
$3,026,668.06 |
0.06% |
| JPMORGAN CHASE & CO Variable rate, due 06/18/2022 |
46647PAT3 |
3,000,000 |
$3,015,804.78 |
0.06% |
| KINDER MORGAN ENER PART 5.30%, due 09/15/2020 |
494550BE5 |
2,795,000 |
$2,853,007.01 |
0.06% |
| NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2022 |
654740BE8 |
3,000,000 |
$2,999,486.58 |
0.06% |
| NORDEA BANK AB N/C, Variable rate, due 05/29/2020 |
65557CAW3 |
3,000,000 |
$3,005,540.55 |
0.06% |
| PRINCIPAL LFE GLB FND II N/C, 2.20%, due 04/08/2020 |
74256LAQ2 |
2,900,000 |
$2,902,236.86 |
0.06% |
| Securitized Term Auto Receivables Trust Series 2018-2A, Class A2A, 3.11%, due 02/25/2021 |
81378TAB6 |
2,864,373 |
$2,867,934.00 |
0.06% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 03/09/2021 |
86562MAD2 |
2,712,000 |
$2,757,222.12 |
0.06% |
| Towd Point Mortgage Trust Series 2016-1, Class A1B, Variable rate, due 02/25/2055 |
89172EAU8 |
2,837,917 |
$2,853,291.54 |
0.06% |
| Verizon Owner Trust Series 2017-1A, Class A, 2.06%, due 09/20/2021 |
92348NAA5 |
3,170,643 |
$3,171,306.77 |
0.06% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2022 |
949746SP7 |
3,000,000 |
$3,021,931.86 |
0.06% |
| ANZ NEW ZEALAND INTL/LDN N/C, Variable rate, due 01/25/2022 |
00182EBD0 |
2,500,000 |
$2,533,466.38 |
0.05% |
| California Republic Auto Receivables Trust Series 2016-2, Class A4, 1.83%, due 12/15/2021 |
13057YAD2 |
2,247,645 |
$2,246,527.73 |
0.05% |
| CHEVRON CORP N/C, Variable rate, due 03/03/2022 |
166764BM1 |
2,235,000 |
$2,252,060.45 |
0.05% |
| CREDIT SUISSE NEW YORK N/C, 2.10%, due 11/12/2021 |
22550L2A8 |
2,500,000 |
$2,510,539.95 |
0.05% |
| EXPRESS SCRIPTS HOLDING Variable rate, due 11/30/2020 |
30219GAS7 |
2,500,000 |
$2,500,447.83 |
0.05% |
| JP MORGAN CHASE BANK NA Variable rate, due 02/01/2021 |
48125LRL8 |
2,562,000 |
$2,562,556.26 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 06/18/2022 |
46647PAS5 |
2,500,000 |
$2,550,894.53 |
0.05% |
| NATIONSTAR HOME EQUITY LOAN TR Series 2006-B, Class AV4, Variable rate, due 09/25/2036 |
63860FAD5 |
2,331,447 |
$2,322,924.89 |
0.05% |
| NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 09/28/2020 |
654740BC2 |
2,700,000 |
$2,703,078.06 |
0.05% |
| OSCAR US Funding Trust Series 2017-1A, Class A3, 2.82%, due 06/10/2021 |
687846AD7 |
2,490,553 |
$2,493,264.87 |
0.05% |
| REYNOLDS AMERICAN INC 3.25%, due 06/12/2020 |
761713BE5 |
2,373,000 |
$2,384,531.97 |
0.05% |
| Towd Point Mortgage Trust Series 2015-3, Class A1B, Variable rate, due 03/25/2054 |
89172HAK3 |
2,319,343 |
$2,331,636.21 |
0.05% |
| ALLERGAN FUNDING SCS N/C, Variable rate, due 03/12/2020 |
00507UAQ4 |
2,000,000 |
$2,002,907.06 |
0.04% |
| ANZ NEW ZEALAND INTL/LDN N/C, 2.85%, due 08/06/2020 |
00182EAX7 |
2,000,000 |
$2,010,339.20 |
0.04% |
| APPALACHIAN POWER CO 4.60%, due 03/30/2021 |
037735CR6 |
2,080,000 |
$2,128,589.76 |
0.04% |
| AT&T INC N/C, Variable rate, due 06/30/2020 |
00206RCK6 |
2,000,000 |
$2,006,850.48 |
0.04% |
| BANK OF MONTREAL N/C, Variable rate, due 08/27/2021 |
06367TJY7 |
2,000,000 |
$2,021,003.26 |
0.04% |
| BARCLAYS BANK PLC Variable rate, due 01/11/2021 |
06739FJK8 |
1,770,000 |
$1,772,030.33 |
0.04% |
| BMW Vehicle Owner Trust Series 2018-A, Class A3, 2.35%, due 04/25/2022 |
09659QAD9 |
2,084,668 |
$2,089,929.74 |
0.04% |
| BP CAPITAL MARKETS PLC N/C, Variable rate, due 09/16/2021 |
05565QDE5 |
2,000,000 |
$2,022,680.46 |
0.04% |
| Canadian Pacer Auto Receivable Series 2018-2A, Class A2A, 3.237%, due 06/21/2021 |
13646AAB6 |
1,861,818 |
$1,865,541.81 |
0.04% |
| Canadian Pacer Auto Receivables Trust Series 2017-1A, Class A4, 2.286%, due 01/19/2022 |
136452AE9 |
1,895,000 |
$1,897,814.46 |
0.04% |
| CarMax Auto Owner Trust Series 2017-1, Class A3, 1.98%, due 11/15/2021 |
14314JAC4 |
1,939,600 |
$1,940,393.99 |
0.04% |
| CATERPILLAR FINL SERVICE N/C, Variable rate, due 08/26/2020 |
14913Q2U2 |
2,000,000 |
$2,002,694.06 |
0.04% |
| CHEVRON PHILLIPS CHEM CO N/C, Variable rate, due 05/01/2020 |
166754AN1 |
2,000,000 |
$2,003,127.94 |
0.04% |
| CITIGROUP INC Variable rate, due 12/08/2021 |
172967LB5 |
2,000,000 |
$2,028,680.80 |
0.04% |
| CITIZENS BANK NA 2.25%, due 10/30/2020 |
17401QAN1 |
2,013,000 |
$2,017,767.09 |
0.04% |
| Countrywide Asset-Backed Certificates Series 2004-SD4, Class M1, Variable rate, due 12/25/2034 |
126673SE3 |
2,103,032 |
$2,112,508.21 |
0.04% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 |
233851DV3 |
2,000,000 |
$2,019,070.10 |
0.04% |
| ELEMENT RAIL LEASING LLC Series 2014-1A, Class A1, 2.299%, due 04/19/2044 |
28618WAA2 |
1,890,230 |
$1,891,970.41 |
0.04% |
| FANNIE MAE Series 2012-103, Class LE, 1.75%, due 05/25/2039 |
3136A8YT1 |
2,191,625 |
$2,186,348.86 |
0.04% |
| FANNIE MAE Series 2013-1, Class KC, 2%, due 07/25/2040 |
3136ABB77 |
1,877,261 |
$1,876,702.37 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K029, Class A1, 2.839%, due 10/25/2022 |
3137B36H6 |
2,049,737 |
$2,074,700.81 |
0.04% |
| FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 |
31394MU65 |
1,966,713 |
$2,042,611.36 |
0.04% |
| FREDDIE MAC Series 4199, Class YV, 3.50%, due 05/15/2026 |
3137B2BC3 |
1,971,143 |
$2,017,647.05 |
0.04% |
| Honda Auto Receivables Owner Trust Series 2018-3, Class A2, 2.67%, due 12/22/2020 |
43815HAB3 |
2,015,388 |
$2,016,565.76 |
0.04% |
| HONEYWELL INTERNATIONAL N/C, Variable rate, due 08/08/2022 |
438516BV7 |
2,000,000 |
$2,012,851.26 |
0.04% |
| HSBC HOLDINGS PLC N/C, Variable rate, due 03/08/2021 |
404280AX7 |
2,000,000 |
$2,045,901.60 |
0.04% |
| KINDER MORGAN ENER PART 6.85% Senior Notes due 02/15/2020 |
494550BB1 |
2,000,000 |
$2,006,045.62 |
0.04% |
| MARRIOTT INTERNATIONAL N/C, Variable rate, due 03/08/2021 |
571900BA6 |
1,850,000 |
$1,858,738.66 |
0.04% |
| MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/13/2023 |
59217GEF2 |
2,000,000 |
$2,005,658.38 |
0.04% |
| NATWEST MARKETS PLC N/C, Variable rate, due 09/29/2022 |
63906AAB6 |
2,175,000 |
$2,208,752.82 |
0.04% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/28/2021 |
64952WDE0 |
2,000,000 |
$2,004,099.46 |
0.04% |
| OSCAR US Funding Trust Series 2018-2A, Class A3, 3.39%, due 09/12/2022 |
68784XAD8 |
2,115,000 |
$2,138,797.98 |
0.04% |
| PACCAR FINANCIAL CORP N/C, Variable rate, due 05/10/2021 |
69371RP34 |
2,000,000 |
$2,002,921.10 |
0.04% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 01/17/2023 |
78015K7E8 |
1,875,000 |
$1,875,447.24 |
0.04% |
| Sequoia Mortgage Trust Series 2015-1, Class A6, Variable rate, due 01/25/2045 |
81745QAF9 |
1,943,551 |
$1,942,251.30 |
0.04% |
| SUMITOMO MITSUI BANKING N/C, Variable rate, due 10/16/2020 |
865622CN2 |
2,000,000 |
$2,004,128.82 |
0.04% |
| Towd Point Mortgage Trust Series 2015-4, Class A1, Variable rate, due 04/25/2055 |
89171UAA7 |
1,766,304 |
$1,780,554.49 |
0.04% |
| Towd Point Mortgage Trust Series 2015-4, Class A1B, Variable rate, due 04/25/2055 |
89171UAU3 |
1,973,104 |
$1,977,952.67 |
0.04% |
| Toyota Auto Receivables Owner Trust Series 2018-C, Class A2A, 2.99%, due 08/16/2021 |
89231AAB7 |
2,202,079 |
$2,207,791.27 |
0.04% |
| US BANK NA CINCINNATI Variable rate, due 04/26/2021 |
90331HNQ2 |
2,000,000 |
$2,005,732.22 |
0.04% |
| VULCAN MATERIALS CO N/C, Variable rate, due 06/15/2020 |
929160AU3 |
2,000,000 |
$2,002,141.52 |
0.04% |
| California Republic Auto Receivbles Trust Series 2017-1, Class A4, 2.28%, due 06/15/2022 |
13057DAD8 |
1,288,806 |
$1,290,183.76 |
0.03% |
| Canadian Pacer Auto Receivable Series 2017-1A, Class A3, 2.05%, due 03/19/2021 |
136452AD1 |
1,684,786 |
$1,685,100.67 |
0.03% |
| Chrysler Capital Auto Receivables Trust Series 2016-AA, Class C, 3.25%, due 06/15/2022 |
17120CAF9 |
1,427,290 |
$1,428,593.56 |
0.03% |
| CITIZENS BANK NA/RI 2.55%, due 05/13/2021 |
17401QAE1 |
1,500,000 |
$1,511,144.34 |
0.03% |
| CREDIT AGRICOLE LONDON N/C, Variable rate, due 06/10/2020 |
225313AH8 |
1,400,000 |
$1,405,862.85 |
0.03% |
| CVS HEALTH CORP N/C, Variable rate, due 03/09/2020 |
126650DB3 |
1,558,000 |
$1,559,149.93 |
0.03% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 05/05/2020 |
233851CX0 |
1,500,000 |
$1,501,989.24 |
0.03% |
| Exeter Automobile Receivables Trust Series 2019-1A, Class A, 3.20%, due 04/15/2022 |
30167DAA5 |
1,616,209 |
$1,620,154.07 |
0.03% |
| FISERV INC 2.70%, due 06/01/2020 |
337738AN8 |
1,700,000 |
$1,703,317.75 |
0.03% |
| GSAA Home Equity Trust Series 2005-MTR1, Class A4, Variable rate, due 10/25/2035 |
362341UC1 |
1,260,928 |
$1,274,269.87 |
0.03% |
| HARRIS CORPORATION N/C, Variable rate, due 04/30/2020 |
413875AU9 |
1,300,000 |
$1,300,870.01 |
0.03% |
| KINDER MORGAN INC 6.50%, due 09/15/2020 |
28336LBV0 |
1,424,000 |
$1,464,977.64 |
0.03% |
| Merrill Lynch Mortgage Investors Trust Series 2005-A6, Class 2A3, Variable rate, due 08/25/2035 |
59020UZJ7 |
1,589,906 |
$1,603,545.78 |
0.03% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 |
606822AK0 |
1,500,000 |
$1,515,107.55 |
0.03% |
| Securitized Term Auto Receivables Trust Series 2017-1A, Class A4, 2.209%, due 06/25/2021 |
81379JAE1 |
1,307,091 |
$1,307,980.78 |
0.03% |
| Securitized Term Auto Receivables Trust Series 2017-2A, Class A3, 2.04%, due 04/26/2021 |
81376NAD7 |
1,253,576 |
$1,253,819.97 |
0.03% |
| Securitized Term Auto Receivables Trust Series 2018-1A, Class A3, 3.068%, due 01/25/2022 |
81376QAD0 |
1,650,000 |
$1,659,828.06 |
0.03% |
| WELLS FARGO & COMPANY N/C, 2.15%, due 01/30/2020 |
94974BGF1 |
1,735,000 |
$1,735,122.77 |
0.03% |
| ALLSTATE CORP N/C, Variable rate, due 03/29/2021 |
020002BE0 |
1,000,000 |
$1,003,590.26 |
0.02% |
| AUST & NZ BANKING GROUP N/C, Variable rate, due 11/21/2022 |
05252ADE8 |
1,000,000 |
$1,005,040.15 |
0.02% |
| Avis Budget Rental Car Funding Series 2014-2A, Class A, 2.50%, due 02/20/2021 |
05377RBV5 |
1,000,000 |
$1,000,157.42 |
0.02% |
| BANK OF MONTREAL N/C, Variable rate, due 07/13/2020 |
06367T7J3 |
1,222,000 |
$1,223,804.77 |
0.02% |
| BB&T CORPORATION N/C, Variable rate, due 06/15/2020 |
05531FAW3 |
1,031,000 |
$1,033,085.53 |
0.02% |
| CarMax Auto Owner Trust Series 2017-3, Class A3, 1.97%, due 04/15/2022 |
14314WAD3 |
1,219,563 |
$1,220,279.55 |
0.02% |
| CITIGROUP INC N/C, Variable rate, due 08/02/2021 |
172967KW0 |
1,000,000 |
$1,013,971.26 |
0.02% |
| CITIZENS BANK NA Variable rate, due 03/02/2020 |
17401QAH4 |
1,000,000 |
$1,000,467.36 |
0.02% |
| COLT Funding LLC Series 2018-1, Class A1, Variable rate, due 02/25/2048 |
19687UAA1 |
963,423 |
$966,542.12 |
0.02% |
| CRED SUIS GP FUN LTD N/C, 3.45%, due 04/16/2021 |
225433AM3 |
1,125,000 |
$1,144,447.09 |
0.02% |
| DANSKE BANK A/S N/C, Variable rate, due 03/02/2020 |
23636AAL5 |
1,200,000 |
$1,200,447.24 |
0.02% |
| DEUTSCHE TELEKOM INT FIN N/C, Variable rate, due 01/17/2020 |
25156PAX1 |
1,000,000 |
$1,000,000.00 |
0.02% |
| Fannie Mae FN BM1299, 5%, due 03/01/2027 |
3140J5NR6 |
759,365 |
$804,660.80 |
0.02% |
| FANNIE MAE Series 2003-48, Class TC, 5%, due 06/25/2023 |
31393CMC4 |
1,081,651 |
$1,121,935.26 |
0.02% |
| Ford Credit Auto Lease Trust Series 2018-A, Class A4, 3.05%, due 08/15/2021 |
34531JAE5 |
850,000 |
$854,700.84 |
0.02% |
| GM Financial Automobile Leasing Trust Series 2017-2, Class A4, 2.18%, due 06/21/2021 |
38013MAE6 |
956,899 |
$956,960.45 |
0.02% |
| GM Financial Automobile Leasing Trust Series 2017-2, Class B, 2.43%, due 06/21/2021 |
38013MAF3 |
1,162,000 |
$1,162,489.44 |
0.02% |
| Hyundai Auto Lease Securitization Trust Series 2018-B, Class A4, 3.20%, due 06/15/2022 |
44935QAE0 |
1,100,000 |
$1,112,188.99 |
0.02% |
| NCUA Guaranteed Notes Series 2010-R1, Class 1A, Variable rate, due 10/07/2020 |
62888VAA6 |
753,163 |
$754,537.59 |
0.02% |
| New Century Home Equity Loan Trust Series 2005-2, Class M2, Variable rate, due 06/25/2035 |
64352VKU4 |
1,050,735 |
$1,053,646.81 |
0.02% |
| Nomura Home Equity Loan Inc Series 2005-HE1, Class M3, Variable rate, due 09/25/2035 |
65536HBE7 |
930,868 |
$934,216.24 |
0.02% |
| PIONEER NATURAL RESOURCES 3.45%, due 01/15/2021 |
723787AL1 |
1,012,000 |
$1,024,758.92 |
0.02% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 01/25/2021 |
78013XX29 |
1,042,000 |
$1,045,401.72 |
0.02% |
| SKANDINAVISKA ENSKILDA N/C, 2.625%, due 03/15/2021 |
830505AR4 |
1,000,000 |
$1,009,012.92 |
0.02% |
| SOCIETE GENERALE N/C, Variable rate, due 04/08/2021 |
83368RAH5 |
1,000,000 |
$1,012,773.78 |
0.02% |
| Towd Point Mortgage Trust Series 2015-1, Class AES, Variable rate, due 10/25/2053 |
89171DBF3 |
1,188,201 |
$1,197,338.77 |
0.02% |
| TYCO ELECTRONICS GROUP S N/C, Variable rate, due 06/05/2020 |
902133AV9 |
1,000,000 |
$1,001,026.98 |
0.02% |
| UNITEDHEALTH GROUP INC N/C, Variable rate, due 10/15/2020 |
91324PDB5 |
1,000,000 |
$1,000,294.46 |
0.02% |
| Verizon Owner Trust Series 2016-2A, Class A, 1.68%, due 05/20/2021 |
92348MAA7 |
754,994 |
$754,979.12 |
0.02% |
| WESTERN MIDSTREAM OPERATING Variable rate, due 01/13/2023 |
958667AD9 |
1,000,000 |
$1,001,068.76 |
0.02% |
| BPCE SA N/C, 3.145%, due 07/31/2020 |
05578AAL2 |
380,000 |
$382,457.68 |
0.01% |
| BRANCH BANKING & TRUST Variable rate, due 06/01/2020 |
07330NAS4 |
260,000 |
$260,164.40 |
0.01% |
| California Republic Auto Receivables Trust Series 2015-3, Class A4, 2.13%, due 05/17/2021 |
13056JAD6 |
293,770 |
$293,769.54 |
0.01% |
| California Republic Auto Receivables Trust Series 2016-1, Class A4, 2.24%, due 10/15/2021 |
13057BAD2 |
580,660 |
$580,898.85 |
0.01% |
| CarMax Auto Owner Trust 1.39%, due 05/17/2021 |
14314EAC5 |
583,124 |
$583,421.41 |
0.01% |
| CarMax Auto Owner Trust Series 2018-4, Class A2A, 3.11%, due 02/15/2022 |
14315EAB6 |
371,894 |
$373,846.82 |
0.01% |
| Countrywide Asset-Backed Certificates Series 2005-BC3, Class M3, Variable rate, due 06/25/2035 |
1266733E0 |
375,242 |
$376,600.06 |
0.01% |
| CREDIT AGRICOLE LONDON N/C, 2.75%, due 06/10/2020 |
225313AG0 |
500,000 |
$501,512.56 |
0.01% |
| DANSKE BANK A/S Variable rate, due 09/20/2022 |
23636AAU5 |
500,000 |
$503,983.26 |
0.01% |
| Fannie Mae FN 901931, 6%, due 10/01/2021 |
31411AA88 |
351,092 |
$357,487.27 |
0.01% |
| Fannie Mae FN AL5764, 5%, due 09/01/2025 |
3138ENMN6 |
278,416 |
$295,023.15 |
0.01% |
| Fannie Mae FN AL6798, 5%, due 09/01/2025 |
3138EPRU0 |
303,734 |
$321,852.06 |
0.01% |
| Fannie Mae FN MA1030, 3%, due 04/01/2022 |
31418AEC8 |
501,874 |
$515,387.42 |
0.01% |
| FANNIE MAE Series 2006-60, Class DF, Variable rate, due 04/25/2035 |
31395NTB3 |
622,297 |
$622,863.03 |
0.01% |
| FANNIE MAE Series 2009-71, Class BA, 4%, due 08/25/2024 |
31398FAW1 |
320,856 |
$322,843.16 |
0.01% |
| FANNIE MAE Series 2010-99, Class UK, 3%, due 10/25/2038 |
31398T4S7 |
606,019 |
$606,525.35 |
0.01% |
| FANNIE MAE Series 2012-20, Class AB, 2.50%, due 07/25/2039 |
3136A4GR4 |
583,387 |
$584,399.70 |
0.01% |
| Fannie Mae Serues 2013-71, Class AC, 2%, due 03/25/2038 |
3136AE4K0 |
681,039 |
$680,008.60 |
0.01% |
| Freddie Mac FG G15435, 5%, due 11/01/2024 |
3128MEHL8 |
436,381 |
$462,579.10 |
0.01% |
| FREDDIE MAC Series 3925, Class VB, 4%, due 09/15/2031 |
3137AFGV8 |
734,722 |
$737,888.16 |
0.01% |
| FREDDIE MAC Series 4001, Class A, 3.50%, due 11/15/2038 |
3137ALCD9 |
247,982 |
$249,870.06 |
0.01% |
| FREDDIE MAC Series 4305, Class KN, 2.50%, due 03/15/2038 |
3137B86L6 |
261,761 |
$261,964.51 |
0.01% |
| GM Financial Automobile Leasing Trust Series 2017-3, Class B, 2.40%, due 09/20/2021 |
38013BAF7 |
500,000 |
$500,151.10 |
0.01% |
| GM Financial Automobile Leasing Trust Series 2018-3, Class A2A, 2.89%, due 09/21/2020 |
36256GAB5 |
550,945 |
$551,002.28 |
0.01% |
| GM Financial Automobile Leasing Trust Series 2019-1, Class B, 3.37%, due 12/20/2022 |
36256UAF5 |
639,000 |
$649,718.59 |
0.01% |
| MIZUHO FINANCIAL GROUP N/C, Variable rate, due 04/12/2021 |
60687YAC3 |
500,000 |
$507,233.35 |
0.01% |
| Nissan Auto Receivables Owner Trust Series 2015-B, Class A4, 1.79%, due 01/17/2022 |
65475WAE8 |
298,430 |
$298,429.54 |
0.01% |
| NORDEA BANK ABP N/C, 2.125%, due 05/29/2020 |
65557CAX1 |
250,000 |
$250,274.41 |
0.01% |
| OSCAR US Funding Trust Series 2018-1A, Class A2A, 2.91%, due 04/12/2021 |
68784CAB8 |
375,488 |
$375,813.31 |
0.01% |
| Sequoia Mortgage Trust Series 2014-3, Class A14, Variable rate, due 10/25/2044 |
81746CBY7 |
524,728 |
$526,028.24 |
0.01% |
| SOCIETE GENERALE N/C, 2.625%, due 09/16/2020 |
83368RAF9 |
410,000 |
$411,893.25 |
0.01% |
| Towd Point Mortgage Trust Series 2015-2, Class 1A12, Variable rate, due 11/25/2060 |
89171YAL5 |
557,368 |
$559,502.19 |
0.01% |
| TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 04/17/2020 |
89236TDV4 |
500,000 |
$500,265.53 |
0.01% |
| World Omni Automobile Lease Securitization Trust Series 2017-A, Class A4, 2.32%, due 08/15/2022 |
98162KAD5 |
700,131 |
$700,131.15 |
0.01% |
| World Omni Automobile Lease Securitization Trust Series 2018-A, Class A2, 2.59%, due 08/17/2020 |
98161YAB0 |
299,062 |
$299,061.92 |
0.01% |
| Ameriquest Mortgage Securities Inc. Series 2004-R9, Class M2, Variable rate, due 10/25/2034 |
03072SUP8 |
33,334 |
$33,474.25 |
0.00% |
| BMW Vehicle Lease Trust Series 2017-2, Class A4, 2.19%, due 03/22/2021 |
05584PAE7 |
120,000 |
$120,062.47 |
0.00% |
| Dell Equipment Finance Trust Series 2018-1, Class A2A, 2.97%, due 10/22/2020 |
24704AAB2 |
109,273 |
$109,392.36 |
0.00% |
| Exeter Automobile Receivables Trust Series 2018-3A, Class A, 2.90%, due 01/18/2022 |
30166PAA9 |
4,286 |
$4,285.71 |
0.00% |
| Exeter Automobile Receivables Trust Series 2018-4A, Class A, 3.05%, due 12/15/2021 |
30166EAA4 |
23,695 |
$23,713.41 |
0.00% |
| Fannie Mae FH 745749, 5.50%, due 03/01/2021 |
31403DQA0 |
15,767 |
$15,893.34 |
0.00% |
| Fannie Mae FN 255547, 4.50%, due 01/01/2020 |
31371LZL6 |
7 |
$7.36 |
0.00% |
| Fannie Mae FN 310097, 5%, due 10/01/2020 |
31374CNN2 |
379 |
$402.04 |
0.00% |
| Fannie Mae FN 735512, 6%, due 03/01/2020 |
31402RDR7 |
22 |
$21.71 |
0.00% |
| Fannie Mae FN 735646, 4.50%, due 07/01/2020 |
31402RHX0 |
2,572 |
$2,660.93 |
0.00% |
| Fannie Mae FN 735920, 4.50%, due 10/01/2020 |
31402RSH3 |
2,820 |
$2,917.67 |
0.00% |
| Fannie Mae FN 745238, 6%, due 12/01/2020 |
31403C4X6 |
2,386 |
$2,389.90 |
0.00% |
| Fannie Mae FN 745735, 5%, due 03/01/2021 |
31403DPU7 |
74,377 |
$78,808.33 |
0.00% |
| Fannie Mae FN 745832, 6%, due 04/01/2021 |
31403DSV2 |
206,343 |
$209,045.94 |
0.00% |
| Fannie Mae FN 814708, 6%, due 04/01/2020 |
31406NDM3 |
194 |
$194.62 |
0.00% |
| Fannie Mae FN 815098, 6%, due 05/01/2020 |
31406NRT3 |
939 |
$940.78 |
0.00% |
| Fannie Mae FN 839226, 4%, due 09/01/2020 |
31407SLF7 |
2,427 |
$2,431.33 |
0.00% |
| Fannie Mae FN 844915, 4.50%, due 11/01/2020 |
31407YVG1 |
13,095 |
$13,550.11 |
0.00% |
| Fannie Mae FN 847919, 5.50%, due 11/01/2020 |
31408DAU8 |
15,450 |
$15,562.05 |
0.00% |
| Fannie Mae FN 888932, 4.50%, due 11/01/2022 |
31410GSV6 |
12,676 |
$13,116.50 |
0.00% |
| Fannie Mae FN 889191, 4.50%, due 04/01/2021 |
31410G2Y8 |
136 |
$140.54 |
0.00% |
| Fannie Mae FN 889318, 5.50%, due 07/01/2020 |
31410KAT1 |
53 |
$52.99 |
0.00% |
| Fannie Mae FN 889531, 4.50%, due 05/01/2022 |
31410KHG2 |
2,220 |
$2,297.30 |
0.00% |
| Fannie Mae FN 889847, 4.50%, due 04/01/2021 |
31410KTC8 |
1,741 |
$1,801.21 |
0.00% |
| Fannie Mae FN 890403, 6%, due 05/01/2023 |
31410LGL0 |
46,146 |
$46,949.32 |
0.00% |
| Fannie Mae FN 898044, 4.50%, due 12/01/2020 |
31410UWD0 |
4,482 |
$4,637.43 |
0.00% |
| Fannie Mae FN 962078, 4.50%, due 03/01/2023 |
31414CJX7 |
174,603 |
$182,033.76 |
0.00% |
| Fannie Mae FN 995158, 4.50%, due 12/01/2020 |
31416BQK7 |
8,272 |
$8,559.88 |
0.00% |
| Fannie Mae FN 995886, 6%, due 04/01/2021 |
31416CJ72 |
415 |
$416.97 |
0.00% |
| Fannie Mae FN AD0285, 5%, due 09/01/2022 |
31418MJ78 |
133,199 |
$141,133.69 |
0.00% |
| Fannie Mae FN AD0402, 5%, due 02/01/2023 |
31418MNU2 |
9,565 |
$10,134.70 |
0.00% |
| Fannie Mae FN AE0126, 5%, due 06/01/2020 |
31419AD87 |
12,497 |
$13,241.31 |
0.00% |
| Fannie Mae FN AE0237, 5.50%, due 11/01/2023 |
31419AHP5 |
30,300 |
$30,422.55 |
0.00% |
| Fannie Mae FN AE0314, 5%, due 08/01/2021 |
31419AK48 |
83,593 |
$88,573.04 |
0.00% |
| Fannie Mae FN AE0792, 5%, due 12/01/2020 |
31419A3A3 |
17,708 |
$18,763.21 |
0.00% |
| Fannie Mae FN AE0812, 5%, due 07/01/2025 |
31419A3W5 |
87,573 |
$92,796.26 |
0.00% |
| Fannie Mae FN AL5812, 5.50%, due 05/01/2025 |
3138ENN62 |
242,931 |
$247,447.45 |
0.00% |
| Fannie Mae FN AL6212, 4.50%, due 01/01/2027 |
3138EN3W7 |
110,139 |
$113,965.49 |
0.00% |
| Fannie Mae FN AL6725, 4.50%, due 09/01/2020 |
3138EPPK4 |
272 |
$281.07 |
0.00% |
| Fannie Mae FN AL8539, 4.50%, due 01/01/2027 |
3138ETPZ3 |
479 |
$495.65 |
0.00% |
| Fannie Mae FN MA0358, 4.50%, due 03/01/2020 |
31417YMG9 |
1,066 |
$1,101.68 |
0.00% |
| Fannie Mae FN MA0419, 4.50%, due 05/01/2020 |
31417YPD3 |
4,042 |
$4,182.39 |
0.00% |
| Fannie Mae FN MA0772, 4%, due 06/01/2021 |
31417Y2E6 |
18,114 |
$18,913.99 |
0.00% |
| FANNIE MAE Series 2008-53, Class CA, 5%, due 07/25/2023 |
31397LF46 |
43 |
$42.91 |
0.00% |
| FANNIE MAE Series 2008-59, Class KB, 4.50%, due 07/25/2023 |
31397LZH5 |
1,735 |
$1,741.72 |
0.00% |
| FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 |
31397NHX6 |
19,267 |
$19,504.28 |
0.00% |
| FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 |
31396QKJ7 |
7,594 |
$7,714.90 |
0.00% |
| FANNIE MAE Series 2009-96, Class JA, 3.50%, due 10/25/2024 |
31398FXC0 |
5,115 |
$5,115.00 |
0.00% |
| FANNIE MAE Series 2010-116, Class AD, 2%, due 08/25/2020 |
31398NQS6 |
53 |
$52.83 |
0.00% |
| FANNIE MAE Series 2010-145, Class MA, 2%, due 12/25/2020 |
31398SUR2 |
43,252 |
$43,199.72 |
0.00% |
| FANNIE MAE Series 2011-13, Class AD, 2%, due 07/25/2021 |
31397QFX1 |
22,758 |
$22,673.12 |
0.00% |
| FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 |
31397QXH6 |
11,181 |
$11,328.96 |
0.00% |
| FANNIE MAE Series 2011-3, Class EG, 2%, due 05/25/2020 |
31397QRV2 |
177 |
$176.28 |
0.00% |
| FANNIE MAE Series 2011-60, Class UC, 2.50%, due 09/25/2039 |
31397U2Q1 |
70,339 |
$70,733.72 |
0.00% |
| FANNIE MAE Series 2011-68, Class AH, 4.50%, due 12/25/2020 |
31397UYT0 |
1,018 |
$1,022.13 |
0.00% |
| FANNIE MAE Series 2011-71, Class KC, 1.75%, due 08/25/2021 |
3136A0PA9 |
18,433 |
$18,366.59 |
0.00% |
| FANNIE MAE Series 2011-86, Class DC, 2%, due 09/25/2021 |
3136A0P43 |
21,533 |
$21,466.36 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K716, Class A1, 2.413%, due 01/25/2021 |
3137BDDB9 |
84,150 |
$84,083.60 |
0.00% |
| Ford Credit Auto Lease Trust Series 2018-A, Class A2A, 2.81%, due 12/15/2020 |
34531JAB1 |
12,946 |
$12,945.53 |
0.00% |
| Freddie Mac FG G11728, 5.50%, due 02/01/2020 |
31283K4M7 |
10 |
$9.82 |
0.00% |
| Freddie Mac FG G11777, 5%, due 10/01/2020 |
31283K6N3 |
14,937 |
$15,832.27 |
0.00% |
| Freddie Mac FG G11820, 5.50%, due 12/01/2020 |
31336WAU3 |
4,215 |
$4,248.69 |
0.00% |
| Freddie Mac FG G11879, 5%, due 10/01/2020 |
31336WCP2 |
3,869 |
$4,100.69 |
0.00% |
| Freddie Mac FG G11902, 5%, due 08/01/2020 |
3128M1AB5 |
17,640 |
$18,697.93 |
0.00% |
| Freddie Mac FG G11966, 5.50%, due 11/01/2020 |
3128M1CB3 |
14,832 |
$14,894.85 |
0.00% |
| Freddie Mac FG G12255, 5.50%, due 07/01/2021 |
3128M1MC0 |
2,610 |
$2,653.77 |
0.00% |
| Freddie Mac FG G12673, 5%, due 09/01/2021 |
3128MBFN2 |
13,064 |
$13,847.50 |
0.00% |
| Freddie Mac FG G13204, 6%, due 11/01/2022 |
3128MBX93 |
27,674 |
$28,290.57 |
0.00% |
| Freddie Mac FG G13235, 4.50%, due 08/01/2020 |
3128MBY84 |
5,925 |
$6,133.03 |
0.00% |
| Freddie Mac FG G13761, 5.50%, due 12/01/2020 |
3128MCMJ1 |
2,293 |
$2,301.61 |
0.00% |
| Freddie Mac FG G13812, 5%, due 12/01/2020 |
3128MCN50 |
25,899 |
$27,451.93 |
0.00% |
| Freddie Mac FG G14030, 4.50%, due 12/01/2020 |
3128MCVX0 |
18,910 |
$19,574.81 |
0.00% |
| Freddie Mac FG G14035, 5.50%, due 12/01/2021 |
3128MCV44 |
30,374 |
$30,653.05 |
0.00% |
| Freddie Mac FG G14187, 5.50%, due 12/01/2020 |
3128MC2U8 |
22,612 |
$22,673.46 |
0.00% |
| Freddie Mac FG G15821, 5%, due 07/01/2025 |
3128MEVN8 |
31,779 |
$33,686.65 |
0.00% |
| Freddie Mac FG G15874, 5%, due 06/01/2026 |
3128MEXB2 |
183,021 |
$194,008.48 |
0.00% |
| Freddie Mac FG G18056, 5%, due 06/01/2020 |
3128MMB28 |
23,022 |
$24,402.40 |
0.00% |
| Freddie Mac FG J02535, 5%, due 09/01/2020 |
3128PDY87 |
35,867 |
$38,017.66 |
0.00% |
| Freddie Mac FG P60959, 4.50%, due 09/01/2020 |
3128CHB46 |
2,794 |
$2,797.67 |
0.00% |
| FREDDIE MAC Series 2931, Class DE, 4%, due 02/15/2020 |
31395MZ51 |
14 |
$13.63 |
0.00% |
| FREDDIE MAC Series 2945, Class HB, 5%, due 03/15/2020 |
31395PK27 |
3 |
$2.79 |
0.00% |
| FREDDIE MAC Series 3266, Class D, 5%, due 01/15/2022 |
31397EHU2 |
1 |
$0.87 |
0.00% |
| FREDDIE MAC Series 3294, Class DB, 4.50%, due 03/15/2022 |
31397FS37 |
1 |
$1.05 |
0.00% |
| FREDDIE MAC Series 3539, Class YA, 4%, due 02/15/2024 |
31398EJ54 |
212,274 |
$213,091.42 |
0.00% |
| FREDDIE MAC Series 3705, Class CA, 3%, due 08/15/2020 |
3137A0VG7 |
4,082 |
$4,080.18 |
0.00% |
| FREDDIE MAC Series 3755, Class AJ, 2%, due 11/15/2020 |
3137A2EJ6 |
14,302 |
$14,281.11 |
0.00% |
| FREDDIE MAC Series 3766, Class HE, 3%, due 11/15/2020 |
3137A2PF2 |
15,981 |
$16,008.47 |
0.00% |
| FREDDIE MAC Series 3773, Class GK, 2.50%, due 12/15/2020 |
3137A3TA7 |
20,509 |
$20,512.16 |
0.00% |
| FREDDIE MAC Series 3790, Class AP, 4.50%, due 01/15/2037 |
3137A5B78 |
141,674 |
$143,598.50 |
0.00% |
| FREDDIE MAC Series 3852, Class CA, 3%, due 10/15/2039 |
3137AB5K3 |
15,607 |
$15,618.71 |
0.00% |
| FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 |
3137AMYK7 |
80,863 |
$80,827.49 |
0.00% |
| FREDDIE MAC Series 4459, Clas NC, 5%, due 07/15/2025 |
3137BHU47 |
2,346 |
$2,348.11 |
0.00% |
| GNMA GN 783524, 5%, due 09/15/2024 |
36241L4H6 |
36,624 |
$37,824.10 |
0.00% |
| GNMA Series 2009-10, Class MD, 4.50%, due 12/16/2036 |
38374TBT0 |
61,404 |
$62,133.62 |
0.00% |
| GNMA Series 2010-125, Class TE, 3%, due 06/20/2039 |
38377JE25 |
42,960 |
$43,050.66 |
0.00% |
| GNMA Series 2010-164, Class LE, 3%, due 10/20/2038 |
38377N3P7 |
6,705 |
$6,711.20 |
0.00% |
| GNMA Series 2010-164, Class LH, 3.50%, due 10/20/2038 |
38377N3R3 |
31,876 |
$31,910.51 |
0.00% |
| GNMA Series 2010-4, Class JC, 3%, due 08/16/2039 |
38376T2H4 |
23,760 |
$23,801.60 |
0.00% |
| GNMA Series 2010-87, Class HE, 3%, due 11/20/2038 |
38374YS79 |
48,101 |
$48,329.51 |
0.00% |
| GNMA Series 2011-115, Class PD, 2%, due 10/20/2038 |
38377XPJ5 |
6,880 |
$6,882.41 |
0.00% |
| GNMA Series 2011-24, Class NE, 3.50%, due 04/20/2039 |
38377TU58 |
5,306 |
$5,305.75 |
0.00% |
| GNMA Series 2011-37, Class PG, 3%, due 05/20/2040 |
38377QU62 |
31,554 |
$31,552.90 |
0.00% |
| GNMA Series 2014-28, Class A, 2%, due 01/16/2046 |
38378NZC0 |
22,785 |
$22,658.03 |
0.00% |
| MASTR Asset Backed Securities Trust Series 2005-OPT1, Class M2, Variable rate, due 03/25/2035 |
57643LHQ2 |
143,793 |
$144,200.41 |
0.00% |
| Nissan Auto Receivables Owner Trust Series 2016-B, Class A3, 1.32%, due 01/15/2021 |
65478VAD9 |
193,255 |
$193,255.38 |
0.00% |
| Nissan Auto Receivables Owner Trust Series 2016-C, Class A3, 1.18%, due 01/15/2021 |
65478WAD7 |
207,054 |
$206,937.77 |
0.00% |
| Nissan Auto Receivables Owner Trust Series 2017-B, Class A3, 1.75%, due 10/15/2021 |
65478GAD2 |
148,878 |
$148,826.15 |
0.00% |
| Structured Asset Investment Loan Trust Series 2004-10, Class A7, Variable rate, due 11/25/2034 |
86358ENX0 |
50,032 |
$50,266.23 |
0.00% |
| US Dollar |
$USD |
-106,129,220 |
($106,129,219.78) |
-2.13% |
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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