|
|
 |
|
Holdings of the Fund as of 7/7/2020
Total Number of Holdings (excluding cash): 537
| US Dollar |
$USD |
4,157,450 |
$4,157,450.40 |
2.21% |
| U.S. Treasury Bill, 0%, due 11/12/2020 |
9127962Z1 |
2,550,000 |
$2,548,763.07 |
1.36% |
| MORGAN STANLEY 3.70%, due 10/23/2024 |
61761JVL0 |
1,710,000 |
$1,904,863.06 |
1.01% |
| GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 |
36164QNA2 |
1,690,000 |
$1,762,246.26 |
0.94% |
| JPMORGAN CHASE & CO Variable rate, due 07/23/2029 |
46647PAV8 |
1,460,000 |
$1,727,055.02 |
0.92% |
| U.S. Treasury Bill, 0%, due 09/10/2020 |
912796TJ8 |
1,735,000 |
$1,734,629.87 |
0.92% |
| Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 |
393505X80 |
1,542,255 |
$1,528,374.38 |
0.81% |
| BAYER US FINANCE II LLC 4.375%, due 12/15/2028 |
07274NAL7 |
1,055,000 |
$1,239,993.44 |
0.66% |
| GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 |
362439AE1 |
1,300,000 |
$1,217,488.61 |
0.65% |
| NXP BV/NXP FUNDING LLC 4.125%, due 06/01/2021 |
62947QAU2 |
1,170,000 |
$1,202,633.52 |
0.64% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
61750SAD4 |
2,277,024 |
$1,188,778.67 |
0.63% |
| Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 |
54251UAD8 |
2,622,334 |
$1,087,392.24 |
0.58% |
| SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 |
85208NAD2 |
1,005,000 |
$1,088,018.04 |
0.58% |
| WELLS FARGO & COMPANY Variable rate, due 04/04/2051 |
95000U2M4 |
770,000 |
$1,096,145.07 |
0.58% |
| Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 |
66989EAA3 |
1,087,505 |
$1,025,946.93 |
0.55% |
| KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 |
50077LAY2 |
960,000 |
$1,016,044.71 |
0.54% |
| WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 |
93364BAA8 |
1,128,169 |
$1,014,813.00 |
0.54% |
| WEA FINANCE LLC 3.15%, due 04/05/2022 |
92928QAC2 |
1,000,000 |
$1,014,787.42 |
0.54% |
| Citigroup Mortgage Loan Trust Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 |
17310VAB6 |
1,249,260 |
$995,624.27 |
0.53% |
| Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 |
1248P8AK5 |
957,000 |
$999,375.77 |
0.53% |
| UNITED MEXICAN STATES 3.25%, due 04/16/2030 |
91087BAH3 |
996,000 |
$994,446.24 |
0.53% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 |
86361WAA9 |
1,043,160 |
$955,268.93 |
0.51% |
| Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 |
07386HKU4 |
969,935 |
$938,273.75 |
0.50% |
| CIGNA CORP 4.375%, due 10/15/2028 |
125523AH3 |
795,000 |
$948,897.67 |
0.50% |
| JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 |
46630MAG7 |
1,302,129 |
$940,250.26 |
0.50% |
| AT&T INC 4.75%, due 05/15/2046 |
00206RCQ3 |
755,000 |
$913,264.48 |
0.49% |
| PNM RESOURCES INC 3.25%, due 03/09/2021 |
69349HAC1 |
900,000 |
$913,252.34 |
0.49% |
| BCAP LLC Trust Series 2015-RR2, Cass 25A3, Variable rate, due 10/28/2036 |
05544JCL2 |
1,000,000 |
$898,378.20 |
0.48% |
| CVS HEALTH CORP 5.05%, due 03/05/2048 |
126650CZ1 |
670,000 |
$900,616.10 |
0.48% |
| SUNOCO LOGISTICS PARTNERS 5.40%, due 10/01/2047 |
86765BAV1 |
930,000 |
$904,583.77 |
0.48% |
| Fannie Mae FN AM9897, 3.50%, due 09/01/2035 |
3138LA7K9 |
742,838 |
$884,073.76 |
0.47% |
| Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M3, Variable rate, due 03/25/2036 |
76112BZ45 |
900,000 |
$884,985.21 |
0.47% |
| Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 |
52520MFB4 |
1,028,658 |
$842,947.88 |
0.45% |
| MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 |
57629WCH1 |
750,000 |
$846,214.89 |
0.45% |
| TBW Mortgage Backed Pass Through Certificates Series 2006-4, Class A4, Variable rate, due 09/25/2036 |
872224AE0 |
860,128 |
$836,797.27 |
0.45% |
| Ace Securities Corp. Variable rate, due 06/25/2036 |
00441TAD5 |
1,048,207 |
$829,423.70 |
0.44% |
| CIM Trust Series 2017-8, Class A1, Variable rate, due 12/25/2065 |
12553RAA4 |
829,374 |
$828,476.62 |
0.44% |
| MASTR Adjustable Rate Mortgages Trust Series 2004-14, Class B1, Variable rate, due 01/25/2035 |
576433VD5 |
820,000 |
$819,892.91 |
0.44% |
| GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 |
38144RAC1 |
824,679 |
$811,643.87 |
0.43% |
| REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 |
761713BB1 |
645,000 |
$807,639.65 |
0.43% |
| U.S. Treasury Bill, 0%, due 11/27/2020 |
9127963B3 |
800,000 |
$799,522.72 |
0.43% |
| HCA INC 5.25%, due 06/15/2049 |
404119BZ1 |
640,000 |
$796,106.58 |
0.42% |
| INTEL CORP 3.734%, due 12/08/2047 |
458140BG4 |
615,000 |
$785,611.69 |
0.42% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 |
86363LAB9 |
830,309 |
$780,618.50 |
0.42% |
| ABBVIE INC 4.25%, due 11/21/2049 |
00287YBS7 |
610,000 |
$767,009.85 |
0.41% |
| Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 |
09774XBT8 |
2,369,065 |
$776,679.85 |
0.41% |
| CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 |
161175BN3 |
600,000 |
$771,197.66 |
0.41% |
| DOMINION ENERGY INC 3.30%, due 03/15/2025 |
25746UDE6 |
705,000 |
$773,973.10 |
0.41% |
| GOLDMAN SACHS GROUP INC 2.60%, due 02/07/2030 |
38141GXG4 |
735,000 |
$775,790.20 |
0.41% |
| JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 |
46629QAG1 |
965,951 |
$777,012.88 |
0.41% |
| KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 |
50077LAB2 |
765,000 |
$766,397.90 |
0.41% |
| SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 |
78445JAB3 |
800,000 |
$763,118.48 |
0.41% |
| American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
02660TGN7 |
815,111 |
$735,392.36 |
0.39% |
| AT&T INC 4.85%, due 03/01/2039 |
00206RHK1 |
594,000 |
$729,411.85 |
0.39% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 |
07401LAA1 |
836,158 |
$742,220.19 |
0.39% |
| GENERAL MILLS INC 4%, due 04/17/2025 |
370334CF9 |
650,000 |
$737,491.21 |
0.39% |
| LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 |
53944YAL7 |
665,000 |
$724,983.19 |
0.39% |
| BANK OF AMERICA CORP Variable rate, due 05/17/2022 |
06051GHH5 |
700,000 |
$716,827.77 |
0.38% |
| BARNABAS HEALTH INC 4%, due 07/01/2028 |
06769QAA8 |
635,000 |
$713,970.78 |
0.38% |
| Fannie Mae FN BL5962, 2.38%, due 03/01/2030 |
3140HXTU4 |
647,032 |
$706,230.78 |
0.38% |
| SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 |
78444EAE9 |
905,000 |
$715,592.37 |
0.38% |
| Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
86362XAA6 |
802,380 |
$714,662.12 |
0.38% |
| CYRUSONE LP/CYRUSONE FIN 3.45%, due 11/15/2029 |
23283PAR5 |
665,000 |
$697,195.98 |
0.37% |
| LOS ANGELES CA DEPT OF WTR & P TAXABLE-BABS-SER C, 6.008%, due 07/01/2039 |
544525NZ7 |
500,000 |
$689,855.00 |
0.37% |
| LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 |
544646XZ0 |
500,000 |
$693,850.00 |
0.37% |
| EXXON MOBIL CORPORATION 4.327%, due 03/19/2050 |
30231GBG6 |
515,000 |
$672,151.67 |
0.36% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series Q006, Class APT1, Variable rate, due 07/25/2026 |
3137FCL51 |
688,867 |
$686,210.76 |
0.36% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 |
45661EAV6 |
732,176 |
$669,256.89 |
0.36% |
| RAYMOND JAMES FINANCIAL 3.625%, due 09/15/2026 |
754730AE9 |
615,000 |
$683,541.96 |
0.36% |
| FANNIEMAE-ACES Series 2016-M2, Class AL, 3.471%, due 04/25/2036 |
3136AQ5J5 |
639,211 |
$662,010.45 |
0.35% |
| Freddie Mac FG WN0006, 3.42%, due 07/01/2030 |
3132XEAG6 |
578,003 |
$666,512.55 |
0.35% |
| HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
411640AA3 |
748,831 |
$653,458.81 |
0.35% |
| IHS MARKIT LTD 4.75%, due 02/15/2025 |
44962LAB3 |
580,000 |
$653,027.80 |
0.35% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 |
63861VAD9 |
630,000 |
$656,491.50 |
0.35% |
| Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 |
68383NDW0 |
708,064 |
$652,779.30 |
0.35% |
| SANTANDER UK PLC N/C, 3.40%, due 06/01/2021 |
80283LAT0 |
650,000 |
$666,921.58 |
0.35% |
| SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 |
001192AH6 |
500,000 |
$665,794.99 |
0.35% |
| ZIMMER BIOMET HOLDINGS 3.55%, due 03/20/2030 |
98956PAT9 |
600,000 |
$654,162.41 |
0.35% |
| DUQUESNE LIGHT HOLDINGS 5.90%, due 12/01/2021 |
266233AD7 |
600,000 |
$633,450.54 |
0.34% |
| REPUBLIC OF COLOMBIA 3.875%, due 04/25/2027 |
195325DL6 |
600,000 |
$638,892.00 |
0.34% |
| WASTE CONNECTIONS INC 2.60%, due 02/01/2030 |
94106BAA9 |
600,000 |
$647,014.35 |
0.34% |
| CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 |
1248EPCE1 |
609,000 |
$624,167.15 |
0.33% |
| Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 |
61753VAC6 |
1,451,545 |
$622,009.33 |
0.33% |
| AERCAP IRELAND CAP/GLOBAL 4.50%, due 05/15/2021 |
00772BAF8 |
600,000 |
$602,600.91 |
0.32% |
| CITIGROUP INC Variable rate, due 04/23/2029 |
172967LW9 |
525,000 |
$604,819.76 |
0.32% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 |
41161PSM6 |
644,097 |
$602,397.95 |
0.32% |
| HEALTHCARE REALTY TRUST 3.75%, due 04/15/2023 |
421946AH7 |
575,000 |
$598,771.34 |
0.32% |
| HEALTHCARE TRUST OF AMER 3.70%, due 04/15/2023 |
42225UAB0 |
575,000 |
$601,676.84 |
0.32% |
| INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 |
74445PAC6 |
500,000 |
$595,138.84 |
0.32% |
| AIR LEASE CORP 3.875%, due 07/03/2023 |
00912XBC7 |
570,000 |
$580,410.62 |
0.31% |
| BROADCOM CRP / CAYMN FI 3.625%, due 01/15/2024 |
11134LAF6 |
545,000 |
$587,908.69 |
0.31% |
| CUBESMART LP 4.375%, due 02/15/2029 |
22966RAE6 |
500,000 |
$584,562.10 |
0.31% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
78444YAE5 |
650,000 |
$591,287.78 |
0.31% |
| AMCOR FINANCE USA INC 4.50%, due 05/15/2028 |
02343UAH8 |
490,000 |
$563,905.40 |
0.30% |
| CAMDEN PROPERTY TRUST 2.95%, due 12/15/2022 |
133131AT9 |
550,000 |
$572,660.37 |
0.30% |
| Fannie Mae FN AM2974, 4.10%, due 04/01/2043 |
3138L3JU0 |
487,096 |
$560,874.07 |
0.30% |
| PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 |
708696BX6 |
500,000 |
$556,763.67 |
0.30% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-11, Class 1A1, Variable rate, due 12/25/2036 |
86362HAA1 |
622,905 |
$571,821.74 |
0.30% |
| WELLS FARGO & COMPANY Variable rate, due 05/22/2028 |
95000U2A0 |
510,000 |
$571,174.73 |
0.30% |
| ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 |
01626PAH9 |
510,000 |
$548,139.22 |
0.29% |
| BANK OF AMERICA CORP Variable rate, due 02/07/2030 |
06051GHQ5 |
465,000 |
$545,633.37 |
0.29% |
| Bear Stearns Mortgage Funding Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
07400HAA1 |
600,688 |
$540,871.86 |
0.29% |
| BOSTON SCIENTIFIC CORP 3.45%, due 03/01/2024 |
101137AV9 |
500,000 |
$543,326.65 |
0.29% |
| CENTENE CORP 3.375%, due 02/15/2030 |
15135BAV3 |
534,000 |
$553,418.91 |
0.29% |
| CITIGROUP INC Variable rate, due 04/24/2025 |
172967MF5 |
500,000 |
$541,000.00 |
0.29% |
| CYRUSONE LP/CYRUSONE FIN 2.90%, due 11/15/2024 |
23283PAQ7 |
515,000 |
$540,995.14 |
0.29% |
| Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 |
3136A1L60 |
3,084,350 |
$545,728.81 |
0.29% |
| Fannie Mae Series 2011-130, Class NW, Variable rate, due 12/25/2041 |
3136A2D26 |
532,547 |
$551,018.00 |
0.29% |
| FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 |
3136A9VM7 |
510,479 |
$546,148.41 |
0.29% |
| GEORGIA-PACIFIC LLC 5.40%, due 11/01/2020 |
37331NAB7 |
540,000 |
$548,145.53 |
0.29% |
| IHS MARKIT LTD 4.75%, due 08/01/2028 |
44962LAF4 |
465,000 |
$548,297.78 |
0.29% |
| UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 |
913366KC3 |
510,000 |
$552,528.90 |
0.29% |
| WILLIAMS COMPANIES INC 3.75%, due 06/15/2027 |
96949LAD7 |
510,000 |
$549,052.26 |
0.29% |
| AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 |
024836AB4 |
500,000 |
$525,781.70 |
0.28% |
| DIGITAL REALTY TRUST LP 3.625%, due 10/01/2022 |
25389JAK2 |
500,000 |
$531,485.86 |
0.28% |
| FHLMC Multifamily Structured Pass Through Certs. Series K716, Class X3, Variable rate, due 08/25/2042 |
3137BDDE3 |
30,235,000 |
$531,622.01 |
0.28% |
| Freddie Mac FG WA3208, 3.98%, due 04/01/2034 |
3132WWYE6 |
440,984 |
$522,127.04 |
0.28% |
| FRESENIUS MED CARE II 4.125%, due 10/15/2020 |
35802XAH6 |
525,000 |
$525,344.06 |
0.28% |
| HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
44409MAA4 |
500,000 |
$523,008.09 |
0.28% |
| KIMCO REALTY CORP 3.40%, due 11/01/2022 |
49446RAN9 |
500,000 |
$523,474.45 |
0.28% |
| SAN FRANCISCO CALIF CITY & CNTY ARPTS COMMN 5%, due 05/01/2049 |
79766DMB2 |
430,000 |
$517,883.40 |
0.28% |
| Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 |
86360KAE8 |
560,978 |
$527,993.21 |
0.28% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
86359LTG4 |
593,502 |
$532,703.16 |
0.28% |
| ALEXANDRIA REAL ESTATE EQUITIES 3.80%, due 04/15/2026 |
015271AP4 |
450,000 |
$509,958.98 |
0.27% |
| American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
02660BAA0 |
946,953 |
$514,680.53 |
0.27% |
| CHURCHILL DOWNS INC 5.50%, due 04/01/2027 |
171484AG3 |
515,000 |
$512,453.33 |
0.27% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 |
233851DV3 |
520,000 |
$515,476.10 |
0.27% |
| GLOBAL PAYMENTS INC 3.80%, due 04/01/2021 |
891906AD1 |
500,000 |
$509,947.92 |
0.27% |
| GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 |
39539KAD5 |
541,447 |
$508,427.15 |
0.27% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
576429AA2 |
555,193 |
$509,021.27 |
0.27% |
| SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 |
845437BR2 |
450,000 |
$516,969.17 |
0.27% |
| TENET HEALTHCARE CORP 5.125%, due 11/01/2027 |
88033GDA5 |
500,000 |
$503,950.00 |
0.27% |
| UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 |
909319AA3 |
545,795 |
$513,466.41 |
0.27% |
| WASTE MANAGEMENT INC 3.20%, due 06/15/2026 |
94106LBH1 |
500,000 |
$513,382.88 |
0.27% |
| ABBVIE INC 4.55%, due 03/15/2035 |
00287YCK3 |
390,000 |
$486,688.69 |
0.26% |
| GENERAL MOTORS FINL CO 3.55%, due 04/09/2021 |
37045XCJ3 |
475,000 |
$482,110.29 |
0.26% |
| REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 |
715638DA7 |
453,000 |
$489,493.68 |
0.26% |
| WALGREENS BOOTS ALLIANCE 4.80%, due 11/18/2044 |
931427AC2 |
435,000 |
$485,332.45 |
0.26% |
| AVIATION CAPITAL GROUP N/C, Variable rate, due 06/01/2021 |
05369AAG6 |
500,000 |
$477,934.68 |
0.25% |
| DOMINICAN REPUBLIC 6%, due 07/19/2028 |
P3579ECB1 |
450,000 |
$466,231.50 |
0.25% |
| FARMERS INS EXCH Variable rate, due 11/01/2057 |
309601AE2 |
465,000 |
$470,909.92 |
0.25% |
| Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 |
3137FQKX0 |
4,095,000 |
$462,714.53 |
0.25% |
| GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 |
39538RBW8 |
530,631 |
$472,734.82 |
0.25% |
| KINDER MORGAN INC 5.55%, due 06/01/2045 |
49456BAH4 |
370,000 |
$467,388.31 |
0.25% |
| SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 |
Y8T6JPAA4 |
400,000 |
$461,919.60 |
0.25% |
| Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 |
86360QAE5 |
543,219 |
$474,558.97 |
0.25% |
| Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 |
93934XAA1 |
604,785 |
$477,184.68 |
0.25% |
| WRKCO INC 4.65%, due 03/15/2026 |
92940PAB0 |
405,000 |
$471,519.93 |
0.25% |
| IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 |
45660LUD9 |
508,744 |
$444,801.91 |
0.24% |
| INTL FLAVOR & FRAGRANCES 4.45%, due 09/26/2028 |
459506AK7 |
400,000 |
$455,776.78 |
0.24% |
| PETROLEOS DEL PERU SA 4.75%, due 06/19/2032 |
P7808BAA5 |
400,000 |
$447,624.00 |
0.24% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
92925CDA7 |
481,846 |
$459,917.19 |
0.24% |
| CONSTELLATION BRANDS INC 4.25%, due 05/01/2023 |
21036PAL2 |
390,000 |
$427,427.27 |
0.23% |
| FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 |
3137FPJQ9 |
7,193,949 |
$427,796.09 |
0.23% |
| KILROY REALTY LP 3.45%, due 12/15/2024 |
49427RAM4 |
400,000 |
$424,426.70 |
0.23% |
| KILROY REALTY LP 4.375%, due 10/01/2025 |
49427RAL6 |
400,000 |
$436,502.86 |
0.23% |
| REPUBLIC OF PANAMA 3.16%, due 01/23/2030 |
698299BK9 |
400,000 |
$434,550.00 |
0.23% |
| REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 |
836205AU8 |
458,000 |
$427,327.74 |
0.23% |
| THE WALT DISNEY COMPANY 4%, due 10/01/2023 |
254687CR5 |
390,000 |
$431,070.19 |
0.23% |
| CITIGROUP INC Variable rate, due 06/03/2031 |
172967MS7 |
390,000 |
$407,209.37 |
0.22% |
| FHLMC Multifamily Structured Pass Through Certs. Series K031, Class X1, Variable rate, due 04/25/2023 |
3137B3NY0 |
76,995,825 |
$408,047.08 |
0.22% |
| GENERAL MOTORS FINL CO 3.20%, due 07/06/2021 |
37045XBM7 |
405,000 |
$410,036.09 |
0.22% |
| PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
69370PAH4 |
400,000 |
$407,561.10 |
0.22% |
| SMITHFIELD FOODS INC 5.20%, due 04/01/2029 |
832248BB3 |
387,000 |
$419,623.96 |
0.22% |
| SPECTRA ENERGY PARTNERS 4.60%, due 06/15/2021 |
84756NAB5 |
400,000 |
$410,615.50 |
0.22% |
| Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 |
86359LJA8 |
431,247 |
$406,716.70 |
0.22% |
| BERKSHIRE HATHAWAY FINANCE 4.25%, due 01/15/2049 |
084664CR0 |
295,000 |
$395,184.34 |
0.21% |
| Citigroup Mortgage Loan Trust Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 |
17313CAD1 |
425,000 |
$398,796.29 |
0.21% |
| Colony American Finance Ltd 2.296%, due 03/15/2050 |
21872UAC8 |
405,000 |
$391,860.54 |
0.21% |
| Fannie Mae FN BL!882, 3.60%, due 03/01/2034 |
3140HTCU1 |
326,000 |
$393,412.38 |
0.21% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K025, Class X3, Variable rate, due 11/25/2040 |
3137AYCG4 |
11,075,000 |
$394,862.51 |
0.21% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K044, Class X1, Variable rate, due 01/25/2025 |
3137BHCZ8 |
14,451,276 |
$390,344.86 |
0.21% |
| QUEST DIAGNOSTICS INC 4.20%, due 06/30/2029 |
74834LBA7 |
340,000 |
$402,867.76 |
0.21% |
| REPUBLIC OF COLOMBIA 3%, due 01/30/2030 |
195325DR3 |
400,000 |
$400,750.00 |
0.21% |
| 321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 |
46617JAA4 |
325,796 |
$370,014.27 |
0.20% |
| AMGEN INC 4.40%, due 05/01/2045 |
031162BZ2 |
285,000 |
$367,351.85 |
0.20% |
| BECTON DICKINSON AND CO Variable rate, due 12/29/2020 |
075887CF4 |
375,000 |
$375,061.82 |
0.20% |
| FHLMC Multifamily Structured Pass Through Certs. Series K042, Class X1, Variable rate, due 12/25/2024 |
3137BFXU0 |
9,587,799 |
$380,522.50 |
0.20% |
| INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 |
45824TBA2 |
625,000 |
$376,996.88 |
0.20% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2028 |
46647PBR6 |
355,000 |
$371,580.31 |
0.20% |
| Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 |
86359DUR6 |
390,664 |
$378,848.59 |
0.20% |
| NEW YORK CITY NY MUNI WTR FIN AUTH 3%, due 06/15/2050 |
64972GWG5 |
365,000 |
$382,264.50 |
0.20% |
| NEW YORK CITY NY TRANSITIONAL 4%, due 08/01/2038 |
64971XCV8 |
330,000 |
$373,606.20 |
0.20% |
| SHERWIN-WILLIAMS CO 2.30%, due 05/15/2030 |
824348BL9 |
360,000 |
$371,160.75 |
0.20% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2031 |
95000U2J1 |
360,000 |
$379,455.62 |
0.20% |
| Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 |
94986DAA0 |
401,852 |
$380,969.62 |
0.20% |
| BANK OF AMERICA CORP Variable rate, due 03/20/2051 |
06051GJA8 |
275,000 |
$350,412.08 |
0.19% |
| EQT CORP 3.90%, due 10/01/2027 |
26884LAF6 |
435,000 |
$365,741.49 |
0.19% |
| FORD MOTOR CREDIT CO LLC N/C, 3.20%, due 01/15/2021 |
345397XQ1 |
350,000 |
$348,687.50 |
0.19% |
| Freddie Mac FG WA3303, 3.83%, due 05/01/2035 |
3132WW3M2 |
295,115 |
$356,394.09 |
0.19% |
| GFL ENVIRONMENTAL INC 5.125%, due 12/15/2026 |
36168QAF1 |
344,000 |
$358,620.00 |
0.19% |
| KROGER CO 4.45%, due 02/01/2047 |
501044DG3 |
290,000 |
$363,430.55 |
0.19% |
| MLCC Mortgage Investors Inc Series 2004-E, Class A2B, Variable rate, due 11/25/2029 |
59020UJR7 |
371,242 |
$365,920.71 |
0.19% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 |
63861VAC1 |
325,000 |
$353,503.54 |
0.19% |
| SPRINT CORP 7.875%, due 09/15/2023 |
85207UAF2 |
320,000 |
$365,198.40 |
0.19% |
| STATE OF QATAR 4.50%, due 04/23/2028 |
BFYY529 |
302,000 |
$362,210.65 |
0.19% |
| TRIVIUM PACKAGING FIN 5.50%, due 08/15/2026 |
89686QAA4 |
350,000 |
$361,375.00 |
0.19% |
| WASTE PRO USA INC 5.50%, due 02/15/2026 |
94107JAA1 |
370,000 |
$363,674.85 |
0.19% |
| WILLIS NORTH AMERICA INC 2.95%, due 09/15/2029 |
970648AJ0 |
325,000 |
$348,612.17 |
0.19% |
| ESSEX PORTFOLIO LP 3.625%, due 08/15/2022 |
29717PAD9 |
325,000 |
$340,684.15 |
0.18% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 |
46628SAH6 |
713,669 |
$333,624.13 |
0.18% |
| MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 |
59261AG76 |
280,000 |
$329,862.40 |
0.18% |
| PETROBRAS GLOBAL FINANCE 5.093%, due 01/15/2030 |
71647NBF5 |
333,000 |
$332,833.50 |
0.18% |
| SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 |
78413KAB8 |
335,000 |
$335,134.06 |
0.18% |
| TENCENT HOLDINGS LTD 3.975%, due 04/11/2029 |
88032WAN6 |
300,000 |
$339,738.82 |
0.18% |
| T-MOBILE USA INC 2.55%, due 02/15/2031 |
87264ABJ3 |
325,000 |
$329,238.00 |
0.18% |
| USA COM PART/USA COM FIN 6.875%, due 04/01/2026 |
91740PAC2 |
340,000 |
$333,995.60 |
0.18% |
| VODAFONE GROUP PLC 5.25%, due 05/30/2048 |
92857WBM1 |
250,000 |
$339,145.86 |
0.18% |
| BAYER US FINANCE II LLC 4.625%, due 06/25/2038 |
07274NAN3 |
265,000 |
$328,162.41 |
0.17% |
| BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 |
05530VAA7 |
395,820 |
$327,632.02 |
0.17% |
| CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
126307AZ0 |
287,000 |
$319,108.13 |
0.17% |
| DAIMLER FINANCE NA LLC 2.20%, due 10/30/2021 |
233851CK8 |
310,000 |
$314,215.46 |
0.17% |
| DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 |
247367AX3 |
318,073 |
$311,896.96 |
0.17% |
| ENCOMPASS HEALTH CORP 4.75%, due 02/01/2030 |
29261AAB6 |
320,000 |
$312,444.80 |
0.17% |
| FHLMC Multifamily Structured Pass Through Certs. Series K726, Class X1, Variable rate, due 04/25/2024 |
3137BYPS3 |
11,929,853 |
$314,419.62 |
0.17% |
| INGERSOLL-RAND CO N/C, 9%, due 08/15/2021 |
456866AG7 |
300,000 |
$323,928.11 |
0.17% |
| PETROLEOS MEXICANOS 6.625%, due 06/15/2035 |
706451BG5 |
370,000 |
$310,935.06 |
0.17% |
| ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 |
77340RAR8 |
350,000 |
$327,250.00 |
0.17% |
| SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 |
78444FAF3 |
325,000 |
$327,531.67 |
0.17% |
| VENTAS REALTY LP 3.75%, due 05/01/2024 |
92277GAD9 |
300,000 |
$312,838.10 |
0.17% |
| AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 |
02377AAA6 |
350,786 |
$298,785.57 |
0.16% |
| AON CORP 2.80%, due 05/15/2030 |
037389BE2 |
280,000 |
$301,674.94 |
0.16% |
| BOSTON PROPERTIES LP 4.125%, due 05/15/2021 |
10112RAS3 |
300,000 |
$305,892.02 |
0.16% |
| CHEVRON CORP 2.236%, due 05/11/2030 |
166764BY5 |
280,000 |
$297,922.26 |
0.16% |
| Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 |
02148BAC8 |
368,977 |
$296,814.09 |
0.16% |
| Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 |
02150PAB4 |
332,131 |
$293,297.96 |
0.16% |
| EXXON MOBIL CORPORATION 2.61%, due 10/15/2030 |
30231GBN1 |
275,000 |
$300,443.50 |
0.16% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K057, Class X1, Variable rate, due 07/25/2026 |
3137BRQL2 |
4,923,047 |
$295,742.67 |
0.16% |
| FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X1, Variable rate, due 01/25/2026 |
3137BPCR8 |
6,922,237 |
$292,618.88 |
0.16% |
| Ford Motor Co 0%, due 10/08/2020 |
3454G0K80 |
310,000 |
$307,033.30 |
0.16% |
| FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 |
345397YL1 |
300,000 |
$293,715.00 |
0.16% |
| GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 |
38380WUG2 |
2,291,031 |
$295,876.08 |
0.16% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 |
38148YAC2 |
300,000 |
$308,156.36 |
0.16% |
| Homebanc Mortgage Trust Series 2005-4, Class A1, Variable rate, due 10/25/2035 |
43739EBS5 |
306,638 |
$307,289.50 |
0.16% |
| LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 |
527298BK8 |
289,000 |
$292,998.33 |
0.16% |
| POWERTEAM SERVICES LLC 9.033%, due 12/04/2025 |
73939VAA2 |
300,000 |
$307,312.50 |
0.16% |
| T-MOBILE USA INC 4.375%, due 04/15/2040 |
87264AAW5 |
250,000 |
$292,358.75 |
0.16% |
| VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 |
92769XAP0 |
270,000 |
$292,783.95 |
0.16% |
| WALGREENS BOOTS ALLIANCE 3.30%, due 11/18/2021 |
931427AF5 |
300,000 |
$308,956.57 |
0.16% |
| WELLS FARGO & COMPANY 4.15%, due 01/24/2029 |
95000U2D4 |
250,000 |
$295,642.41 |
0.16% |
| AMERICAN WATER CAPITAL CORP 3.45%, due 06/01/2029 |
03040WAU9 |
250,000 |
$286,925.01 |
0.15% |
| BAT CAPITAL CORP 4.54%, due 08/15/2047 |
05526DBF1 |
250,000 |
$281,049.88 |
0.15% |
| BERKSHIRE HATHAWAY FINANCE 4.20%, due 08/15/2048 |
084664CQ2 |
205,000 |
$272,678.52 |
0.15% |
| CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 |
12554EAA2 |
282,351 |
$276,882.22 |
0.15% |
| CONAGRA BRANDS INC 4.60%, due 11/01/2025 |
205887CB6 |
250,000 |
$289,415.26 |
0.15% |
| CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 |
21079NAA9 |
303,569 |
$288,091.33 |
0.15% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 |
12667GME0 |
323,289 |
$289,042.82 |
0.15% |
| FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 |
3136B7HP9 |
6,100,000 |
$281,890.76 |
0.15% |
| FannieMae-Aces Series 2019-M32, Class X2, Variable rate, due 10/25/2029 |
3136B7U41 |
3,900,000 |
$291,429.84 |
0.15% |
| FORD MOTOR CREDIT 0%, due 01/08/2021 |
3454G0N87 |
295,000 |
$287,657.45 |
0.15% |
| FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 |
345397ZG1 |
300,000 |
$284,956.01 |
0.15% |
| GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
361841AH2 |
250,000 |
$275,341.25 |
0.15% |
| HCA INC 5%, due 03/15/2024 |
404119BN8 |
260,000 |
$290,615.60 |
0.15% |
| SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 |
80281LAJ4 |
250,000 |
$277,490.73 |
0.15% |
| Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 |
86362XAP3 |
321,505 |
$287,958.07 |
0.15% |
| WELLS FARGO & COMPANY Variable rate, due 04/30/2041 |
95000U2Q5 |
270,000 |
$290,029.03 |
0.15% |
| WELLS FARGO & COMPANY Variable rate, due 10/30/2030 |
95000U2G7 |
265,000 |
$286,008.10 |
0.15% |
| ANHEUSER-BUSCH INBEV WORLDWIDE 4.50%, due 06/01/2050 |
035240AT7 |
212,000 |
$260,589.65 |
0.14% |
| ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 |
035240AN0 |
215,000 |
$263,921.03 |
0.14% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 |
07401VAA9 |
281,054 |
$255,675.36 |
0.14% |
| BOSTON PROPERTIES LP 2.75%, due 10/01/2026 |
10112RAY0 |
250,000 |
$268,988.74 |
0.14% |
| CENTENE CORP 4.625%, due 12/15/2029 |
15135BAT8 |
250,000 |
$272,005.00 |
0.14% |
| CODELCO INC 3.625%, due 08/01/2027 |
P3143NAY0 |
250,000 |
$269,866.33 |
0.14% |
| DIGITAL REALTY TRUST LP 3.95%, due 07/01/2022 |
25389JAL0 |
250,000 |
$265,788.45 |
0.14% |
| FHLMC Multifamily Structured Pass Through Certs. Series K021, Class X3, Variable rate, due 07/25/2040 |
3137AUPG8 |
8,139,000 |
$267,174.07 |
0.14% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KIR1, Class X, Variable rate, due 03/25/2026 |
3137BP7A1 |
5,110,679 |
$262,681.76 |
0.14% |
| GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 |
38374EP35 |
1,642,112 |
$268,800.82 |
0.14% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR21, Class A1, Variable rate, due 08/25/2036 |
45660HAA6 |
309,633 |
$270,923.37 |
0.14% |
| KAZMUNAYGAS NATIONAL CO N/C, 5.75%, due 04/19/2047 |
Y4596HAD9 |
218,000 |
$258,248.25 |
0.14% |
| MASSACHUSETTS ST 3%, due 03/01/2048 |
57582RA89 |
255,000 |
$271,490.85 |
0.14% |
| NATIONAL RETAIL PROP INC 3.90%, due 06/15/2024 |
637417AG1 |
250,000 |
$266,206.98 |
0.14% |
| PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 |
70014LAB6 |
290,000 |
$265,799.12 |
0.14% |
| PARTNERS HEALTHCARE SYSTEM 3.342%, due 07/01/2060 |
70213HAF5 |
235,000 |
$258,597.22 |
0.14% |
| STATE OF QATAR 4.625%, due 06/02/2046 |
BZ6CSL1 |
200,000 |
$263,648.00 |
0.14% |
| TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 |
89383JAA6 |
293,000 |
$256,375.00 |
0.14% |
| VEREIT OPERATING PARTNERSHIP 4.625%, due 11/01/2025 |
92340LAD1 |
250,000 |
$270,620.94 |
0.14% |
| WELLTOWER INC 3.75%, due 03/15/2023 |
42217KBA3 |
250,000 |
$264,472.06 |
0.14% |
| ABBVIE INC 4.45%, due 05/14/2046 |
00287YAW9 |
200,000 |
$251,129.17 |
0.13% |
| CAMPBELL SOUP CO Variable rate, due 03/15/2021 |
134429BC2 |
250,000 |
$250,094.37 |
0.13% |
| CONAGRA BRANDS INC N/C, Variable rate, due 10/09/2020 |
205887BW1 |
250,000 |
$250,018.43 |
0.13% |
| Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 |
12643RAY4 |
245,565 |
$247,377.04 |
0.13% |
| GENERAL ELECTRIC CO N/C, 5.875%, due 01/14/2038 |
36962G3P7 |
205,000 |
$238,319.02 |
0.13% |
| GENERAL MOTORS FINL CO 4.20%, due 03/01/2021 |
37045XBF2 |
250,000 |
$253,326.05 |
0.13% |
| GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2029 |
38141GWV2 |
220,000 |
$250,851.95 |
0.13% |
| MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 |
N6000DAA1 |
250,000 |
$251,592.34 |
0.13% |
| MORGAN STANLEY Variable rate, due 07/22/2022 |
61744YAJ7 |
250,000 |
$251,105.85 |
0.13% |
| PARK AEROSPACE HOLDINGS 3.625%, due 03/15/2021 |
70014LAD2 |
250,000 |
$246,900.29 |
0.13% |
| REPUBLIC OF COLOMBIA 5.20%, due 05/15/2049 |
195325DQ5 |
200,000 |
$240,321.00 |
0.13% |
| REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 |
917288BK7 |
200,000 |
$236,815.00 |
0.13% |
| SAUDI INTERNATIONAL BOND N/C, 4.50%, due 10/26/2046 |
M6320UAC3 |
200,000 |
$237,464.60 |
0.13% |
| SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 |
784442AD7 |
300,000 |
$237,596.04 |
0.13% |
| SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
78444GAD6 |
300,000 |
$244,373.58 |
0.13% |
| SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 |
78445CAE2 |
300,000 |
$250,842.78 |
0.13% |
| T-MOBILE USA INC 6%, due 04/15/2024 |
87264AAQ8 |
238,000 |
$244,024.95 |
0.13% |
| VENTAS REALTY LP 2.65%, due 01/15/2025 |
92277GAT4 |
250,000 |
$251,948.68 |
0.13% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
95000U2S1 |
230,000 |
$239,208.37 |
0.13% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2029 |
06051GHG7 |
200,000 |
$232,160.58 |
0.12% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
07401MAA9 |
284,977 |
$230,820.27 |
0.12% |
| BOSTON PROPERTIES LP 3.40%, due 06/21/2029 |
10112RBB9 |
200,000 |
$222,720.43 |
0.12% |
| BROADCOM INC 3.625%, due 10/15/2024 |
11135FAD3 |
205,000 |
$222,952.37 |
0.12% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 |
41161PSK0 |
233,745 |
$233,795.98 |
0.12% |
| HOLOGIC INC 4.625%, due 02/01/2028 |
436440AM3 |
208,000 |
$217,580.48 |
0.12% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2029 |
46647PAR7 |
200,000 |
$233,405.73 |
0.12% |
| LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 |
53944YAH6 |
200,000 |
$218,912.00 |
0.12% |
| PETROLEOS MEXICANOS 5.95%, due 01/28/2031 |
71654QCZ3 |
270,000 |
$229,960.35 |
0.12% |
| PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 |
716743AP4 |
200,000 |
$222,311.83 |
0.12% |
| REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 |
699149AJ9 |
200,000 |
$225,750.00 |
0.12% |
| RUSSIAN FEDERATION N/C, 4.375%, due 03/21/2029 |
BD4B195 |
200,000 |
$227,968.00 |
0.12% |
| SAUDI ARABIAN OIL CO N/C, 4.25%, due 04/16/2039 |
M8237RAA2 |
200,000 |
$229,599.50 |
0.12% |
| SHIRE ACQ INV IRELAND DA 2.40%, due 09/23/2021 |
82481LAB5 |
225,000 |
$229,394.61 |
0.12% |
| SL GREEN OPERATING PARTN Variable rate, due 08/16/2021 |
78444FAG1 |
225,000 |
$221,805.01 |
0.12% |
| ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 |
BKPGWW8 |
200,000 |
$212,852.00 |
0.11% |
| ARAB REPUBLIC OF EGYPT N/C, 5.577%, due 02/21/2023 |
03846JW30 |
200,000 |
$206,022.00 |
0.11% |
| BACARDI LTD 4.70%, due 05/15/2028 |
067316AF6 |
170,000 |
$197,898.35 |
0.11% |
| BAYER US FINANCE II LLC 4.25%, due 12/15/2025 |
07274NAJ2 |
180,000 |
$206,654.99 |
0.11% |
| BP CAP MARKETS AMERICA 3.633%, due 04/06/2030 |
10373QBL3 |
175,000 |
$200,973.49 |
0.11% |
| C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 |
12674TAA4 |
200,000 |
$200,919.00 |
0.11% |
| CLEAN HARBORS INC 4.875%, due 07/15/2027 |
184496AN7 |
200,000 |
$207,338.00 |
0.11% |
| CODELCO INC 3.15%, due 01/14/2030 |
P3143NBH6 |
200,000 |
$209,759.00 |
0.11% |
| Countrywide Asset-Backed Certificates Series 2006-6, Class 1A1, Variable rate, due 09/25/2036 |
126670ZH4 |
214,615 |
$212,044.27 |
0.11% |
| DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 |
26139PAB9 |
200,000 |
$211,530.00 |
0.11% |
| DUKE UNIVERSITY 2.682%, due 10/01/2044 |
26442TAF4 |
190,000 |
$203,068.87 |
0.11% |
| EMORY UNIVERSITY 2.143%, due 09/01/2030 |
29157TAD8 |
190,000 |
$198,900.35 |
0.11% |
| EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 |
29246QAD7 |
200,000 |
$216,125.00 |
0.11% |
| EXXON MOBIL CORPORATION 4.227%, due 03/19/2040 |
30231GBF8 |
165,000 |
$206,707.61 |
0.11% |
| FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 |
3136ARP44 |
3,022,793 |
$208,624.71 |
0.11% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 |
3137FNB25 |
1,800,000 |
$199,247.58 |
0.11% |
| FISERV INC 2.65%, due 06/01/2030 |
337738BC1 |
190,000 |
$203,507.12 |
0.11% |
| GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 |
P47718AE4 |
200,000 |
$206,200.00 |
0.11% |
| GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 |
361841AL3 |
185,000 |
$201,451.12 |
0.11% |
| GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 |
361841AF6 |
200,000 |
$213,303.00 |
0.11% |
| MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 |
589929V21 |
214,671 |
$206,167.61 |
0.11% |
| REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 |
455780CQ7 |
200,000 |
$205,353.18 |
0.11% |
| SAUDI INTERNATIONAL BOND N/C, 3.75%, due 01/21/2055 |
80413TAR0 |
200,000 |
$212,250.00 |
0.11% |
| SES SA 3.60%, due 04/04/2023 |
78413HAA7 |
200,000 |
$206,918.80 |
0.11% |
| SLM Student Loan Trust Series 2008-8, Class B, Variable rate, due 10/25/2075 |
78445GAE3 |
220,000 |
$213,055.52 |
0.11% |
| THE WALT DISNEY COMPANY 2.65%, due 01/13/2031 |
254687FX9 |
190,000 |
$205,439.37 |
0.11% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
92769XAM7 |
200,000 |
$210,479.00 |
0.11% |
| AT&T INC 4.50%, due 05/15/2035 |
00206RCP5 |
150,000 |
$178,900.69 |
0.10% |
| BANK OF AMERICA CORP Variable rate, due 10/22/2030 |
06051GHX0 |
165,000 |
$180,418.48 |
0.10% |
| Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 |
21872UAE4 |
1,643,984 |
$195,962.55 |
0.10% |
| COLT MERGER SUB INC 6.25%, due 07/01/2025 |
28470RAH5 |
189,000 |
$190,234.17 |
0.10% |
| ELANCO ANIMAL HEALTH INC 5.022%, due 08/28/2023 |
28414HAE3 |
182,000 |
$191,896.26 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certa. Series K105, Class X3, Variable rate, due 06/25/2030 |
3137FRUM1 |
1,200,000 |
$178,842.96 |
0.10% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X1, Variable rate, due 08/25/2023 |
3137B5KX0 |
17,932,967 |
$180,208.38 |
0.10% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X3, Variable rate, due 12/25/2041 |
3137B5KY8 |
4,000,000 |
$186,756.80 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 |
3137BDCY0 |
2,145,000 |
$179,835.73 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 |
3137BTAF8 |
1,900,000 |
$192,460.12 |
0.10% |
| GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 |
361841AK5 |
175,000 |
$195,570.38 |
0.10% |
| HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 |
44409MAB2 |
175,000 |
$191,110.89 |
0.10% |
| KONINKLIJKE KPN NV 8.375%, due 10/01/2030 |
780641AH9 |
125,000 |
$182,977.72 |
0.10% |
| Structured Asset Mortgage Investments Inc Series 2003-AR3, Class A1, Variable rate, due 11/19/2033 |
86358HUT4 |
200,133 |
$193,022.30 |
0.10% |
| TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 |
878091BE6 |
175,000 |
$187,304.80 |
0.10% |
| UNITEDHEALTH GROUP INC 3.70%, due 08/15/2049 |
91324PDU3 |
150,000 |
$185,419.21 |
0.10% |
| WAMU Mortgage Pass-Through Certificates Series 2004-AR12, Class A2A, Variable rate, due 10/25/2044 |
92922FZF8 |
193,754 |
$187,293.22 |
0.10% |
| DELL INT LLC / EMC CORP 4.42%, due 06/15/2021 |
25272KAD5 |
160,000 |
$164,322.77 |
0.09% |
| DUKE ENERGY PROGRESS LLC 3.70%, due 09/01/2028 |
26442UAG9 |
150,000 |
$176,580.67 |
0.09% |
| FANNIE MAE Seried 2013-18, Class MI, 3%, due 02/25/2033 |
3136ACXN6 |
2,372,350 |
$170,861.86 |
0.09% |
| FANNIEMAE-ACES Series 2015- M4, Class X2, Variable rate, due 07/25/2022 |
3136AMM71 |
28,942,208 |
$176,796.37 |
0.09% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K037, Class X3, Variable rate, due 01/25/2042 |
3137B8G68 |
2,500,000 |
$164,147.50 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 |
3137BS5P4 |
3,769,177 |
$177,885.93 |
0.09% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 |
45668RAC2 |
201,175 |
$177,723.57 |
0.09% |
| RITE AID CORP 6.125%, due 04/01/2023 |
767754CH5 |
173,000 |
$169,769.23 |
0.09% |
| STARBUCKS CORP 2.25%, due 03/12/2030 |
855244AW9 |
160,000 |
$168,474.19 |
0.09% |
| THE WALT DISNEY COMPANY 3.60%, due 01/13/2051 |
254687FZ4 |
140,000 |
$163,389.40 |
0.09% |
| Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 |
040104PC9 |
160,000 |
$151,178.11 |
0.08% |
| AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 |
05401AAH4 |
185,000 |
$155,562.73 |
0.08% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series K045, Class X1, Variable rate, due 01/25/2025 |
3137BHXK8 |
8,701,179 |
$149,054.67 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series K715, Class X3, Variable rate, due 02/25/2041 |
3137BAHC9 |
11,000,000 |
$154,440.00 |
0.08% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K728, Class X3, Variable rate, due 11/25/2045 |
3137FBTD8 |
2,230,000 |
$157,173.75 |
0.08% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KS07, Class X, Variable rate, due 09/25/2025 |
3137BS6G3 |
5,000,000 |
$150,702.50 |
0.08% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series W5FX, Class AFX, Variable rate, due 04/25/2028 |
3137FG6Q3 |
125,000 |
$142,731.78 |
0.08% |
| FHLMC MULTIFAMILY STRUCTURED PASS TRHOUGH CERTS. Series K155, Class A3, 3.75%, due 04/25/2033 |
3137FG6T7 |
125,000 |
$153,981.95 |
0.08% |
| FRESENIUS US FINANCE II 4.25%, due 02/01/2021 |
35804GAJ7 |
150,000 |
$152,120.18 |
0.08% |
| GENERAL MILLS INC 4.70%, due 04/17/2048 |
370334CJ1 |
105,000 |
$143,621.70 |
0.08% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 |
63861VAA5 |
135,000 |
$142,881.86 |
0.08% |
| PARK AEROSPACE HOLDINGS 5.25%, due 08/15/2022 |
70014LAA8 |
165,000 |
$155,587.70 |
0.08% |
| PLAINS ALL AMER PIPELINE 4.65%, due 10/15/2025 |
72650RBJ0 |
145,000 |
$156,160.40 |
0.08% |
| QWEST CORP N/C, 7.25%, due 09/15/2025 |
912920AK1 |
125,000 |
$142,719.05 |
0.08% |
| REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 |
760942BB7 |
130,143 |
$150,617.10 |
0.08% |
| Residential Asset Mortgage Products, Inc. Series 2005-RZ3, Class M3, Variable rate, due 09/25/2035 |
76112BA42 |
160,000 |
$158,981.31 |
0.08% |
| Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 |
76110W7E0 |
150,000 |
$145,764.38 |
0.08% |
| Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 |
76113ABL4 |
150,000 |
$142,710.62 |
0.08% |
| SIRIUS XM RADIO INC 3.875%, due 08/01/2022 |
82967NAY4 |
150,000 |
$151,284.75 |
0.08% |
| Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 |
86365LAA9 |
141,921 |
$144,735.67 |
0.08% |
| TENET HEALTHCARE CORP 4.625%, due 07/15/2024 |
88033GCS7 |
150,000 |
$149,640.75 |
0.08% |
| VODAFONE GROUP PLC 4.875%, due 06/19/2049 |
92857WBS8 |
113,000 |
$147,654.82 |
0.08% |
| ABBVIE INC 4.05%, due 11/21/2039 |
00287YBR9 |
105,000 |
$126,828.50 |
0.07% |
| ANTERO RESOURCES CORP 5%, due 03/01/2025 |
03674XAJ5 |
236,000 |
$139,977.51 |
0.07% |
| COMERICA INC Variable rate |
200340AU1 |
135,000 |
$137,843.10 |
0.07% |
| EVERGY METRO 4.20%, due 06/15/2047 |
485134BQ2 |
100,000 |
$125,216.03 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS05, Class X, Variable rate, due 01/25/2023 |
3137BQTR8 |
10,010,100 |
$136,830.06 |
0.07% |
| GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 |
38378XLU3 |
2,483,053 |
$126,298.24 |
0.07% |
| GOLDMAN SACHS GROUP INC 3.80%, due 03/15/2030 |
38141GXH2 |
120,000 |
$137,306.71 |
0.07% |
| KRAFT HEINZ FOODS CO 7.125%, due 08/01/2039 |
42307TAH1 |
100,000 |
$127,788.52 |
0.07% |
| LLOYDS BANK PLC N/C, 3.30%, due 05/07/2021 |
53944VAP4 |
125,000 |
$127,972.61 |
0.07% |
| PERNOD RICARD SA 4.45%, due 01/15/2022 |
714264AD0 |
125,000 |
$131,809.23 |
0.07% |
| PIPELINE FUNDING CO LLC 7.50%, due 01/15/2030 |
724060AA6 |
92,130 |
$124,072.16 |
0.07% |
| PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 |
745332CH7 |
100,000 |
$129,491.73 |
0.07% |
| T-MOBILE USA INC 3.875%, due 04/15/2030 |
87264ABE4 |
125,000 |
$139,650.63 |
0.07% |
| US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 |
90345WAA2 |
137,832 |
$127,153.66 |
0.07% |
| Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 |
007036QH2 |
135,498 |
$115,279.69 |
0.06% |
| AERCAP IRELAND CAP/GLOBAL 3.50%, due 05/26/2022 |
00774MAA3 |
110,000 |
$108,671.70 |
0.06% |
| AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 |
00774MAE5 |
115,000 |
$105,420.22 |
0.06% |
| BAYER US FINANCE II LLC 4.40%, due 07/15/2044 |
07274NBF9 |
100,000 |
$115,313.09 |
0.06% |
| BECTON DICKINSON AND CO 3.25%, due 11/12/2020 |
075887AW9 |
114,000 |
$114,870.67 |
0.06% |
| CITIGROUP INC Variable rate, due 07/24/2023 |
172967LM1 |
100,000 |
$103,934.44 |
0.06% |
| COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 |
20049AAC2 |
5,600,000 |
$121,828.00 |
0.06% |
| Equifirst Mortgage Loan Trust Series 2005-1, Class M3, Variable rate, due 04/25/2035 |
29445FCQ9 |
111,533 |
$111,052.61 |
0.06% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 |
32028PAE5 |
131,591 |
$114,963.87 |
0.06% |
| FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 04/05/2021 |
345397YY3 |
125,000 |
$120,322.18 |
0.06% |
| GENERAL MOTORS FINL CO 4.375%, due 09/25/2021 |
37045XAQ9 |
115,000 |
$118,213.79 |
0.06% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
361841AP4 |
115,000 |
$115,396.75 |
0.06% |
| HUMANA INC 3.125%, due 08/15/2029 |
444859BK7 |
105,000 |
$115,242.13 |
0.06% |
| HUMANA INC 3.15%, due 12/01/2022 |
444859BA9 |
100,000 |
$105,009.64 |
0.06% |
| LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 |
538034AR0 |
117,000 |
$103,708.22 |
0.06% |
| MASTR ASSET BACKED SECURITIES Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 |
576455AC3 |
153,317 |
$109,570.07 |
0.06% |
| METROPOLITAN EDISON CO 3.50%, due 03/15/2023 |
591894BY5 |
100,000 |
$105,683.50 |
0.06% |
| MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 |
55303XAC9 |
117,000 |
$121,984.79 |
0.06% |
| NBCUNIVERSAL MEDIA LLC 2.875%, due 01/15/2023 |
63946BAH3 |
100,000 |
$107,377.00 |
0.06% |
| SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 |
785592AM8 |
100,000 |
$115,640.64 |
0.06% |
| Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 |
83613DAE6 |
130,263 |
$107,465.28 |
0.06% |
| TITAN ACQ/CO-BORROWER 7.75%, due 04/15/2026 |
88827AAA1 |
110,000 |
$105,005.45 |
0.06% |
| TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 |
89382PAA3 |
111,890 |
$103,464.69 |
0.06% |
| VODAFONE GROUP PLC 3.75%, due 01/16/2024 |
92857WBH2 |
100,000 |
$109,772.63 |
0.06% |
| WALGREEN CO 3.10%, due 09/15/2022 |
931422AH2 |
100,000 |
$104,675.99 |
0.06% |
| ABBVIE INC 3.20%, due 11/21/2029 |
00287YBW8 |
85,000 |
$94,594.75 |
0.05% |
| Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 |
00076BAB0 |
106,340 |
$100,202.38 |
0.05% |
| AVOLON HOLDINGS FNDG LTD 3.95%, due 07/01/2024 |
05401AAF8 |
100,000 |
$87,572.65 |
0.05% |
| BAYER US FINANCE II LLC 3.50%, due 06/25/2021 |
07274NAA1 |
100,000 |
$102,444.61 |
0.05% |
| CENTENE CORP 5.25%, due 04/01/2025 |
15135BAL5 |
99,000 |
$103,129.79 |
0.05% |
| CHENIERE ENERGY PARTNERS 5.25%, due 10/01/2025 |
16411QAB7 |
90,000 |
$91,215.00 |
0.05% |
| CHURCHILL DOWNS INC 4.75%, due 01/15/2028 |
171484AE8 |
95,000 |
$90,469.93 |
0.05% |
| Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 |
12668BDC4 |
101,634 |
$94,209.98 |
0.05% |
| Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 |
12648ELW0 |
91,998 |
$91,989.73 |
0.05% |
| FAMILY DOLLAR STORES INC 5%, due 02/01/2021 |
307000AA7 |
100,000 |
$101,638.77 |
0.05% |
| FLORIDA POWER & LIGHT CO 3.95%, due 03/01/2048 |
341081FQ5 |
75,000 |
$98,406.64 |
0.05% |
| FORD MOTOR CREDIT CO LLC N/C, 3.219%, due 01/09/2022 |
345397XA6 |
96,000 |
$94,080.00 |
0.05% |
| GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 |
39538WFH6 |
96,493 |
$93,036.40 |
0.05% |
| HCA INC 5.25%, due 04/15/2025 |
404119BQ1 |
90,000 |
$103,409.65 |
0.05% |
| Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 |
45254NML8 |
94,011 |
$89,825.82 |
0.05% |
| J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 |
466275AB0 |
104,796 |
$96,901.07 |
0.05% |
| PETROLEOS MEXICANOS 6.95%, due 01/28/2060 |
71654QDA7 |
110,000 |
$88,811.80 |
0.05% |
| RANGE RESOURCES CORP 4.875%, due 05/15/2025 |
75281AAS8 |
120,000 |
$93,075.00 |
0.05% |
| REPUBLIC SERVICES INC 3.95%, due 05/15/2028 |
760759AT7 |
75,000 |
$88,339.53 |
0.05% |
| ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 |
77340RAM9 |
100,000 |
$96,260.00 |
0.05% |
| STARBUCKS CORP 3.80%, due 08/15/2025 |
855244AQ2 |
75,000 |
$85,057.78 |
0.05% |
| T-MOBILE USA INC 6%, due 03/01/2023 |
87264AAM7 |
90,000 |
$90,589.50 |
0.05% |
| UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 |
91412GTG0 |
75,000 |
$91,233.75 |
0.05% |
| VODAFONE GROUP PLC 4.25%, due 09/17/2050 |
92857WBU3 |
80,000 |
$97,243.00 |
0.05% |
| ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 |
015271AL3 |
75,000 |
$83,329.49 |
0.04% |
| ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 |
01882YAA4 |
75,000 |
$80,703.17 |
0.04% |
| AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 |
024836AA6 |
75,000 |
$77,039.98 |
0.04% |
| AVOLON HOLDINGS FNDG LTD 5.125%, due 10/01/2023 |
05401AAB7 |
74,000 |
$68,486.79 |
0.04% |
| BANK OF AMERICA CORP Variable rate, due 12/20/2023 |
06051GHC6 |
65,000 |
$68,399.61 |
0.04% |
| BAYER US FINANCE II LLC 4.875%, due 06/25/2048 |
07274NAQ6 |
55,000 |
$71,406.00 |
0.04% |
| DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 |
23332UBV5 |
86,712 |
$73,439.76 |
0.04% |
| ENERGY TRANSFER OPERATNG 5%, due 05/15/2050 |
29278NAR4 |
70,000 |
$66,365.25 |
0.04% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K022, Class X3, Variable rate, due 08/25/2040 |
3137AVXQ5 |
2,500,000 |
$80,364.50 |
0.04% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KC04, Class X1, Variable rate, due 12/25/2026 |
3137FMCG5 |
1,364,939 |
$79,712.70 |
0.04% |
| Fremont Home Loan Trust Series 2005-D, Class 2A4, Variable rate, due 11/25/2035 |
35729PME7 |
81,079 |
$80,094.75 |
0.04% |
| GENERAL MOTORS FINL CO 3.45%, due 04/10/2022 |
37045XAW6 |
80,000 |
$81,808.52 |
0.04% |
| HEALTHPEAK PROPERTIES 4%, due 06/01/2025 |
40414LAN9 |
75,000 |
$83,316.06 |
0.04% |
| KRAFT HEINZ FOODS CO 5%, due 07/15/2035 |
50077LAL0 |
70,000 |
$79,134.27 |
0.04% |
| KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 |
50077LAM8 |
65,000 |
$71,071.33 |
0.04% |
| MATTHEWS INTERNATIONAL CORP 5.25%, due 12/01/2025 |
577128AA9 |
75,000 |
$68,539.13 |
0.04% |
| Morgan Stanley ReRemic Trust Series 2014-R8, Class 3B1, Variable rate, due 06/26/2047 |
61764KAM5 |
87,414 |
$83,621.56 |
0.04% |
| NISOURCE INC 3.65%, due 06/15/2023 |
65473PAF2 |
70,000 |
$75,788.30 |
0.04% |
| PARK AEROSPACE HOLDINGS 4.50%, due 03/15/2023 |
70014LAC4 |
90,000 |
$82,872.12 |
0.04% |
| PETROLEOS MEXICANOS 6.75%, due 09/21/2047 |
71654QCC4 |
105,000 |
$84,344.40 |
0.04% |
| SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 |
78447KAD4 |
100,000 |
$83,587.03 |
0.04% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 |
86360JAA9 |
78,429 |
$70,270.60 |
0.04% |
| TC PIPELINES LP 3.90%, due 05/25/2027 |
87233QAC2 |
75,000 |
$79,930.14 |
0.04% |
| T-MOBILE USA INC 4.75%, due 02/01/2028 |
87264AAV7 |
74,000 |
$78,904.91 |
0.04% |
| TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 |
898813AK6 |
75,000 |
$78,585.44 |
0.04% |
| VENTAS REALTY LP 4%, due 03/01/2028 |
92277GAM9 |
75,000 |
$79,852.85 |
0.04% |
| AERCAP IRELAND CAP/GLOBAL 4.125%, due 07/03/2023 |
00774MAF2 |
55,000 |
$54,356.45 |
0.03% |
| ANTERO RESOURCES CORP 5.125%, due 12/01/2022 |
03674XAC0 |
88,000 |
$63,995.81 |
0.03% |
| ANTERO RESOURCES CORP 5.625%, due 06/01/2023 |
03674XAF3 |
100,000 |
$65,592.50 |
0.03% |
| BALL CORP 4%, due 11/15/2023 |
058498AS5 |
58,000 |
$61,115.47 |
0.03% |
| BERRY GLOBAL INC 4.875%, due 07/15/2026 |
085770AA3 |
61,000 |
$63,223.76 |
0.03% |
| Carrington Mortgage Loan Trust Series 2005-NC5, Class M1, Variable rate, due 10/25/2035 |
144531DN7 |
61,941 |
$61,733.31 |
0.03% |
| CIGNA CORP 4.90%, due 12/15/2048 |
125523AK6 |
40,000 |
$54,633.76 |
0.03% |
| COMM MORTGAGE TRUST Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
12624QAS2 |
1,547,736 |
$51,543.47 |
0.03% |
| First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 |
32051GAA3 |
61,537 |
$60,214.32 |
0.03% |
| GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 |
38869PAL8 |
58,000 |
$60,523.87 |
0.03% |
| INTL LEASE FINANCE CORP N/C, 4.625%, due 04/15/2021 |
459745GQ2 |
50,000 |
$50,803.54 |
0.03% |
| KRAFT HEINZ FOODS CO N/C, 5%, due 06/04/2042 |
50076QAE6 |
55,000 |
$58,787.08 |
0.03% |
| QWEST CORP 6.75%, due 12/01/2021 |
74913GAX3 |
54,000 |
$57,475.59 |
0.03% |
| RUBY PIPELINE LLC Variable rate, due 04/01/2022 |
781172AB7 |
61,364 |
$57,158.50 |
0.03% |
| SEALED AIR CORP 5.50%, due 09/15/2025 |
81211KAX8 |
60,000 |
$65,420.69 |
0.03% |
| SERVICE CORP INTL 4.625%, due 12/15/2027 |
817565CD4 |
61,000 |
$63,769.72 |
0.03% |
| SPECTRUM BRANDS INC 6.125%, due 12/15/2024 |
84762LAS4 |
60,000 |
$61,718.70 |
0.03% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 |
863579SU3 |
60,563 |
$58,188.91 |
0.03% |
| SUNOCO LOGISTICS PARTNERS 4%, due 10/01/2027 |
86765BAU3 |
50,000 |
$51,093.39 |
0.03% |
| TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 |
89376VAA8 |
54,000 |
$52,302.24 |
0.03% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 |
93363TAA0 |
72,110 |
$63,310.11 |
0.03% |
| AT&T INC 4.80%, due 06/15/2044 |
00206RCG5 |
25,000 |
$30,283.86 |
0.02% |
| Conseco Financial Corp Series 1996-7, Class M1, Variable rate, due 09/15/2026 |
393505PN6 |
45,165 |
$46,758.50 |
0.02% |
| FANNIEMAE-ACES Series 2012-M4, Class X1, Variable rate, due 04/25/2022 |
3136A56Z4 |
5,499,257 |
$36,938.51 |
0.02% |
| FORD MOTOR CREDIT CO LLC N/C, 5.75%, due 02/01/2021 |
345397VR1 |
30,000 |
$30,337.50 |
0.02% |
| GS Mortgage Securities Trust Series 2020-UPTN, Class XA, Variable rate, due 12/10/2039 |
36258PAC1 |
2,600,000 |
$41,795.00 |
0.02% |
| INGERSOLL-RAND LUX FINAN 3.55%, due 11/01/2024 |
456873AB4 |
40,000 |
$44,128.31 |
0.02% |
| Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 |
63938EAC8 |
31,822 |
$30,638.46 |
0.02% |
| SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 |
78388JAV8 |
40,000 |
$41,158.40 |
0.02% |
| US AIRWAYS 2001-1G PASS 7.076%, due 03/20/2021 |
90332UAN3 |
45,698 |
$42,980.29 |
0.02% |
| AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 |
00772BAR2 |
20,000 |
$20,006.39 |
0.01% |
| AVOLON HOLDINGS FNDG LTD 5.25%, due 05/15/2024 |
05401AAD3 |
20,000 |
$18,329.71 |
0.01% |
| BACARDI LTD 5.30%, due 05/15/2048 |
067316AH2 |
15,000 |
$18,995.00 |
0.01% |
| CHANGE HEALTH / FIN INC 5.75%, due 03/01/2025 |
15911NAA3 |
20,000 |
$20,190.60 |
0.01% |
| Citigroup Mortgage Loan Trust Series 2005-HE4, Class M1, Variable rate, due 10/25/2035 |
17307GP69 |
26,394 |
$26,824.81 |
0.01% |
| CSC HOLDINGS LLC 5.375%, due 02/01/2028 |
126307AS6 |
20,000 |
$21,091.90 |
0.01% |
| FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 |
3136AT5H3 |
376,085 |
$11,015.52 |
0.01% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K012, Class X3, Variable rate, due 01/25/2041 |
3137A8PR3 |
5,413,749 |
$27,779.57 |
0.01% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K714, Class X3, Variable rate, due 01/25/2042 |
3137B6ZP9 |
37,598,715 |
$16,111.05 |
0.01% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K720, Class X1, Variable rate, due 08/25/2022 |
3137BLUS5 |
1,395,266 |
$10,572.91 |
0.01% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KAIV, Class X2, Variable rate, due 06/25/2041 |
3137ABFK2 |
550,000 |
$12,706.54 |
0.01% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Serkes K011, Class X3, Variable rate, due 12/25/2043 |
3137A7NX4 |
3,000,000 |
$11,588.40 |
0.01% |
| GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 |
38378KQ69 |
714,550 |
$16,806.79 |
0.01% |
| INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 |
45824TAY1 |
18,000 |
$11,041.20 |
0.01% |
| JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 |
46590XAB2 |
20,000 |
$20,741.20 |
0.01% |
| LEVEL 3 FINANCING INC 4.625%, due 09/15/2027 |
527298BN2 |
20,000 |
$20,306.90 |
0.01% |
| MAUSER PACKAGING SOLUTIONS 5.50%, due 04/15/2024 |
12429TAD6 |
20,000 |
$20,043.50 |
0.01% |
| Mid-State Trust Series 2010-1, Class A, 3.50%, due 12/15/2045 |
59560WAA5 |
22,173 |
$22,681.50 |
0.01% |
| OI EUROPEAN GROUP BV 4%, due 03/15/2023 |
67777LAC7 |
18,000 |
$17,795.61 |
0.01% |
| PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 |
72147KAE8 |
20,000 |
$20,345.50 |
0.01% |
| POST HOLDINGS INC 4.625%, due 04/15/2030 |
737446AQ7 |
20,000 |
$20,091.00 |
0.01% |
| SEALED AIR CORP 4%, due 12/01/2027 |
81211KAY6 |
20,000 |
$20,112.50 |
0.01% |
| SS&C TECHNOLOGIES INC 5.50%, due 09/30/2027 |
78466CAC0 |
20,000 |
$20,913.10 |
0.01% |
| UNITEDHEALTH GROUP INC 2.90%, due 05/15/2050 |
91324PDZ2 |
25,000 |
$27,312.91 |
0.01% |
| BANK OF AMERICA CORP Variable rate, due 07/23/2029 |
06051GHM4 |
5,000 |
$5,940.03 |
0.00% |
| BAUSCH HEALTH COS INC 5.75%, due 08/15/2027 |
071734AC1 |
6,000 |
$6,454.86 |
0.00% |
| FANNIEMAE-ACES Series 2014-M6, Class X2, Variable rate, due 05/25/2021 |
3136AJ7K6 |
1,925,521 |
$2,168.52 |
0.00% |
| FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 |
3136AQ5K2 |
266,880 |
$5,480.11 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K101, Class X3, Variable rate, due 11/25/2044 |
3137A6BC5 |
2,000,000 |
$3,293.20 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K719, Class X1, Variable rate, due 06/25/2022 |
3137BKVQ0 |
494,495 |
$272.27 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K737, Class X1, Variable rate, due 10/25/2026 |
3137FQXL2 |
623 |
$21.35 |
0.00% |
| HEALTHPEAK PROPERTIES 4.25%, due 11/15/2023 |
40414LAJ8 |
3,000 |
$3,267.63 |
0.00% |
| US ULTRA BOND CBT Sep20 |
WNU0 |
-78 |
($17,103,937.50) |
-9.10% |
| US 10yr Ultra Fut Sep20 |
UXYU0 |
-181 |
($28,518,812.50) |
-15.17% |
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 professionals 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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