|
|
 |
|
Holdings of the Fund as of 10/29/2020
Total Number of Holdings (excluding cash): 521
| Fannie Mae or Freddie Mac TBA, 2%, due 06/01/2050 |
|
01F0206C8 |
7,850,000 |
$8,077,527.38 |
3.67% |
| U.S. Treasury Bill, 0%, due 01/28/2021 |
|
912796UC1 |
6,625,000 |
$6,623,633.60 |
3.01% |
| U.S. Treasury Bill, 0%, due 01/21/2021 |
|
9127963V9 |
6,585,000 |
$6,583,785.46 |
2.99% |
| US 5YR NOTE (CBT) Dec20 |
FVZ0 |
|
51 |
$6,408,070.34 |
2.91% |
| U.S. Treasury Bill, 0%, due 02/09/2021 |
|
912796B73 |
6,205,000 |
$6,202,978.22 |
2.82% |
| U.S. Treasury Bill, 0%, due 01/12/2021 |
|
912796A66 |
5,845,000 |
$5,844,399.25 |
2.66% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 02/01/2050 |
|
01F0226C4 |
4,100,000 |
$4,265,121.06 |
1.94% |
| Fannie Mae or Freddie Mac TBA, 2%, due 06/01/2050 |
|
01F0206B0 |
3,925,000 |
$4,047,656.29 |
1.84% |
| U.S. Treasury Bill, 0%, due 02/04/2021 |
|
9127963W7 |
3,755,000 |
$3,754,043.87 |
1.71% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 04/01/2050 |
|
01F0226B6 |
3,375,000 |
$3,516,459.98 |
1.60% |
| U.S. Treasury Bill, 0%, due 11/12/2020 |
|
9127962Z1 |
2,550,000 |
$2,549,937.83 |
1.16% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF85, Class AL, Variable rate, due 08/25/2030 |
|
3137FWHP8 |
2,060,000 |
$2,068,153.27 |
0.94% |
| U.S. Treasury Bill, 0%, due 02/11/2021 |
|
9127964C0 |
1,970,000 |
$1,969,487.80 |
0.90% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF87, Class AL, Variable rate, due 08/25/2030 |
|
3137FX4E5 |
1,950,000 |
$1,961,468.34 |
0.89% |
| GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 |
|
36164QNA2 |
1,690,000 |
$1,841,964.73 |
0.84% |
| U.S. Treasury Bill, 0%, due 01/07/2021 |
|
9127963T4 |
1,575,000 |
$1,574,758.51 |
0.72% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF88, Class AL, Variable rate, due 09/25/2030 |
|
3137F62A4 |
1,520,000 |
$1,528,955.84 |
0.69% |
| Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 |
|
393505X80 |
1,485,788 |
$1,491,755.65 |
0.68% |
| U.S. Treasury Bill, 0%, due 01/14/2021 |
|
9127963U1 |
1,450,000 |
$1,449,772.97 |
0.66% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
|
61750SAD4 |
2,221,252 |
$1,351,526.17 |
0.61% |
| GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 |
|
362439AE1 |
1,300,000 |
$1,249,961.18 |
0.57% |
| U.S. Treasury Bill, 0%, due 01/19/2021 |
|
912796A74 |
1,220,000 |
$1,219,807.85 |
0.55% |
| Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 |
|
07386HKU4 |
1,107,768 |
$1,093,600.80 |
0.50% |
| SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 |
|
85208NAD2 |
1,005,000 |
$1,096,299.24 |
0.50% |
| Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 |
|
54251UAD8 |
2,593,000 |
$1,072,856.55 |
0.49% |
| Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 |
|
04545EAA1 |
1,219,950 |
$1,054,363.04 |
0.48% |
| GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 |
|
3622MHAA4 |
1,397,080 |
$1,023,813.26 |
0.47% |
| Legacy Mortgage Asset Trust Series 2020-GS2, Class A1, Variable rate, due 03/25/2060 |
|
52475AAA2 |
1,020,323 |
$1,025,863.25 |
0.47% |
| UNITED MEXICAN STATES 3.25%, due 04/16/2030 |
|
91087BAH3 |
996,000 |
$1,031,945.64 |
0.47% |
| BAYER US FINANCE II LLC 4.375%, due 12/15/2028 |
|
07274NAL7 |
880,000 |
$1,014,581.64 |
0.46% |
| Citigroup Mortgage Loan Trust Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 |
|
17310VAB6 |
1,206,029 |
$1,013,674.93 |
0.46% |
| FHLMC Multifamily Structured Pass Through Certs. Series K-1513, Class A3, 2.797%, due 08/25/2034 |
|
3137FPJ97 |
900,000 |
$1,019,759.04 |
0.46% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF84, Class AL, Variable rate, due 07/25/2030 |
|
3137FWGC8 |
1,005,000 |
$1,008,078.21 |
0.46% |
| Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 |
|
75156UAD9 |
1,050,000 |
$1,015,671.83 |
0.46% |
| WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 |
|
93364BAA8 |
1,090,004 |
$1,013,534.36 |
0.46% |
| WEA FINANCE LLC 3.15%, due 04/05/2022 |
|
92928QAC2 |
1,000,000 |
$1,015,211.18 |
0.46% |
| American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
|
02660BAA0 |
1,708,585 |
$988,977.76 |
0.45% |
| BCAP LLC Trust Series 2015-RR2, Cass 25A3, Variable rate, due 10/28/2036 |
|
05544JCL2 |
1,000,000 |
$980,082.20 |
0.45% |
| Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 |
|
1248P8AK5 |
957,000 |
$995,838.31 |
0.45% |
| Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 |
|
66989EAA3 |
1,027,237 |
$985,236.86 |
0.45% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 |
|
92926SAD8 |
1,841,969 |
$966,762.71 |
0.44% |
| Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 |
|
040104RV5 |
1,421,715 |
$952,957.48 |
0.43% |
| Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 |
|
525249AC2 |
985,510 |
$930,183.15 |
0.42% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 |
|
86361WAA9 |
974,054 |
$916,822.30 |
0.42% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF86, Class AL, Variable rate, due 08/25/2027 |
|
3137FXLS5 |
895,000 |
$898,435.73 |
0.41% |
| GS Mortgage Securities Trust Series 2005-ROCK, Class A, 5.366%, due 05/03/2032 |
|
36228CUV3 |
780,000 |
$899,559.38 |
0.41% |
| JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 |
|
46630MAG7 |
1,245,776 |
$895,357.07 |
0.41% |
| Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 |
|
525221HD2 |
923,828 |
$911,666.93 |
0.41% |
| PNM RESOURCES INC 3.25%, due 03/09/2021 |
|
69349HAC1 |
900,000 |
$907,977.30 |
0.41% |
| Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M3, Variable rate, due 03/25/2036 |
|
76112BZ45 |
900,000 |
$894,043.17 |
0.41% |
| SUNOCO LOGISTICS PARTNERS 5.40%, due 10/01/2047 |
|
86765BAV1 |
930,000 |
$892,199.13 |
0.41% |
| Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 |
|
03072SDB8 |
874,174 |
$885,013.28 |
0.40% |
| HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
|
411640AA3 |
983,033 |
$886,866.83 |
0.40% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 |
|
93936FAD2 |
885,805 |
$873,087.74 |
0.40% |
| Ace Securities Corp. Variable rate, due 06/25/2036 |
|
00441TAD5 |
1,025,614 |
$851,221.86 |
0.39% |
| Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 |
|
05951FAD6 |
985,760 |
$865,199.55 |
0.39% |
| Credit Suisse Mortgage Trust Series 2019-RPL1, Class A1, 3.51241%, due 08/26/2058 |
|
22946AAC2 |
854,443 |
$860,346.19 |
0.39% |
| U.S. Treasury Bill, 0%, due 02/16/2021 |
|
912796B81 |
850,000 |
$849,781.24 |
0.39% |
| MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 |
|
57629WCH1 |
750,000 |
$844,043.87 |
0.38% |
| MASTR Adjustable Rate Mortgages Trust Series 2004-14, Class B1, Variable rate, due 01/25/2035 |
|
576433VD5 |
820,000 |
$842,082.44 |
0.38% |
| GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 |
|
39539LAH4 |
844,937 |
$813,856.17 |
0.37% |
| Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 |
|
52520MFB4 |
977,427 |
$805,299.34 |
0.37% |
| HCA INC 5.25%, due 06/15/2049 |
|
404119BZ1 |
640,000 |
$784,813.55 |
0.36% |
| REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 |
|
761713BB1 |
645,000 |
$790,744.63 |
0.36% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 |
|
86363LAA1 |
809,060 |
$798,285.55 |
0.36% |
| Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 |
|
86364RAA7 |
823,605 |
$781,265.80 |
0.36% |
| U.S. Treasury Bill, 0%, due 11/27/2020 |
|
9127963B3 |
800,000 |
$799,954.11 |
0.36% |
| Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 |
|
09774XBT8 |
2,369,065 |
$778,397.42 |
0.35% |
| CIGNA CORP 4.375%, due 10/15/2028 |
|
125523AH3 |
645,000 |
$764,960.44 |
0.35% |
| CIM Trust Series 2017-8, Class A1, Variable rate, due 12/25/2065 |
|
12553RAA4 |
762,608 |
$766,045.83 |
0.35% |
| SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 |
|
78444EAE9 |
905,000 |
$759,000.42 |
0.35% |
| SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 |
|
78445JAB3 |
800,000 |
$769,996.56 |
0.35% |
| U.S. Treasury Bill, 0%, due 02/23/2021 |
|
912796B99 |
775,000 |
$774,792.73 |
0.35% |
| JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 |
|
46629QAG1 |
915,334 |
$749,909.23 |
0.34% |
| KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 |
|
50077LAB2 |
730,000 |
$746,185.18 |
0.34% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 |
|
86363LAB9 |
782,046 |
$739,348.49 |
0.34% |
| American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
|
02660TGN7 |
781,946 |
$735,617.77 |
0.33% |
| GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 |
|
38144RAC1 |
730,006 |
$721,394.37 |
0.33% |
| TBW Mortgage Backed Pass Through Certificates Series 2006-4, Class A4, Variable rate, due 09/25/2036 |
|
872224AE0 |
731,415 |
$716,828.69 |
0.33% |
| AT&T INC 4.75%, due 05/15/2046 |
|
00206RCQ3 |
605,000 |
$704,865.44 |
0.32% |
| AT&T INC 4.85%, due 03/01/2039 |
|
00206RHK1 |
594,000 |
$709,279.46 |
0.32% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 |
|
07401LAA1 |
774,660 |
$713,765.85 |
0.32% |
| CYRUSONE LP/CYRUSONE FIN 3.45%, due 11/15/2029 |
|
23283PAR5 |
665,000 |
$712,923.23 |
0.32% |
| Fannie Mae FN BL5962, 2.38%, due 03/01/2030 |
|
3140HXTU4 |
642,991 |
$698,029.65 |
0.32% |
| RAYMOND JAMES FINANCIAL 3.625%, due 09/15/2026 |
|
754730AE9 |
615,000 |
$706,026.62 |
0.32% |
| BARNABAS HEALTH INC 4%, due 07/01/2028 |
|
06769QAA8 |
635,000 |
$689,945.14 |
0.31% |
| LOS ANGELES CA DEPT OF WTR & P TAXABLE-BABS-SER C, 6.008%, due 07/01/2039 |
|
544525NZ7 |
500,000 |
$678,270.00 |
0.31% |
| LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 |
|
544646XZ0 |
500,000 |
$681,010.00 |
0.31% |
| SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 |
|
001192AH6 |
500,000 |
$690,127.75 |
0.31% |
| DBWF Mortgage Trust Series 2016-85T, Class A, 3.791%, due 12/10/2036 |
|
23307CAA3 |
600,000 |
$668,804.10 |
0.30% |
| Freddie Mac FR WN0006, 3.42%, due 07/01/2030 |
|
3132XEAG6 |
575,489 |
$655,298.61 |
0.30% |
| GILEAD SCIENCES INC Variable rate, due 09/29/2023 |
|
375558BV4 |
650,000 |
$651,157.89 |
0.30% |
| IHS MARKIT LTD 4.75%, due 02/15/2025 |
|
44962LAB3 |
580,000 |
$654,675.00 |
0.30% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 |
|
45661EAV6 |
692,449 |
$654,096.23 |
0.30% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 |
|
63861VAD9 |
630,000 |
$655,162.20 |
0.30% |
| REPUBLIC OF COLOMBIA 3.875%, due 04/25/2027 |
|
195325DL6 |
600,000 |
$651,636.00 |
0.30% |
| SANTANDER UK PLC N/C, 3.40%, due 06/01/2021 |
|
80283LAT0 |
650,000 |
$661,574.54 |
0.30% |
| CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 |
|
1248EPCE1 |
609,000 |
$633,360.00 |
0.29% |
| DUQUESNE LIGHT HOLDINGS 5.90%, due 12/01/2021 |
|
266233AD7 |
600,000 |
$629,958.19 |
0.29% |
| Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 |
|
68383NDW0 |
665,579 |
$638,242.00 |
0.29% |
| INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 |
|
74445PAC6 |
500,000 |
$607,500.00 |
0.28% |
| JETBLUE AIRWAYS CORP 4%, due 11/15/2032 |
|
477164AA5 |
600,000 |
$616,945.80 |
0.28% |
| Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 |
|
61753VAC6 |
1,436,724 |
$619,751.26 |
0.28% |
| AIR LEASE CORP 3.875%, due 07/03/2023 |
|
00912XBC7 |
570,000 |
$596,172.34 |
0.27% |
| Bear Stearns Mortgage Funding Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
|
07400HAA1 |
693,805 |
$599,250.41 |
0.27% |
| CUBESMART LP 4.375%, due 02/15/2029 |
|
22966RAE6 |
500,000 |
$583,681.47 |
0.27% |
| FANNIEMAE-ACES Series 2016-M2, Class AL, 3.471%, due 04/25/2036 |
|
3136AQ5J5 |
571,125 |
$583,315.11 |
0.27% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 |
|
41161PSM6 |
616,330 |
$595,460.93 |
0.27% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
650,000 |
$598,620.62 |
0.27% |
| ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 |
|
01626PAH9 |
510,000 |
$569,662.61 |
0.26% |
| AMCOR FINANCE USA INC 4.50%, due 05/15/2028 |
|
02343UAH8 |
490,000 |
$578,098.13 |
0.26% |
| CAMDEN PROPERTY TRUST 2.95%, due 12/15/2022 |
|
133131AT9 |
550,000 |
$573,203.70 |
0.26% |
| MORGAN STANLEY 3.70%, due 10/23/2024 |
|
61761JVL0 |
510,000 |
$567,200.11 |
0.26% |
| WELLS FARGO & COMPANY Variable rate, due 05/22/2028 |
|
95000U2A0 |
510,000 |
$567,137.04 |
0.26% |
| AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 |
|
024836AB4 |
500,000 |
$539,464.97 |
0.25% |
| CITIGROUP INC Variable rate, due 04/24/2025 |
|
172967MF5 |
500,000 |
$540,277.25 |
0.25% |
| CYRUSONE LP/CYRUSONE FIN 2.90%, due 11/15/2024 |
|
23283PAQ7 |
515,000 |
$547,390.93 |
0.25% |
| Fannie Mae FN AM2974, 4.10%, due 04/01/2043 |
|
3138L3JU0 |
483,519 |
$550,936.06 |
0.25% |
| Fannie Mae Series 2011-130, Class NW, Variable rate, due 12/25/2041 |
|
3136A2D26 |
532,547 |
$545,883.18 |
0.25% |
| GEORGIA-PACIFIC LLC 5.40%, due 11/01/2020 |
|
37331NAB7 |
540,000 |
$540,000.00 |
0.25% |
| HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
|
44409MAA4 |
500,000 |
$540,021.20 |
0.25% |
| PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 |
|
708696BX6 |
500,000 |
$548,562.31 |
0.25% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-11, Class 1A1, Variable rate, due 12/25/2036 |
|
86362HAA1 |
581,959 |
$551,176.23 |
0.25% |
| WILLIAMS COMPANIES INC 3.75%, due 06/15/2027 |
|
96949LAD7 |
510,000 |
$558,388.10 |
0.25% |
| BANK OF AMERICA CORP Variable rate, due 02/07/2030 |
|
06051GHQ5 |
465,000 |
$538,448.43 |
0.24% |
| CHURCHILL DOWNS INC 5.50%, due 04/01/2027 |
|
171484AG3 |
515,000 |
$531,642.23 |
0.24% |
| CVS HEALTH CORP 5.05%, due 03/05/2048 |
|
126650CZ1 |
420,000 |
$536,182.29 |
0.24% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 |
|
233851DV3 |
520,000 |
$523,513.84 |
0.24% |
| Freddie Mac FR WA3208, 3.98%, due 04/01/2034 |
|
3132WWYE6 |
439,198 |
$525,300.59 |
0.24% |
| GNMA Series 2019-86, Class FE, Variable rate, due 07/20/2049 |
|
38381WH50 |
515,959 |
$520,108.62 |
0.24% |
| HSBC HOLDINGS PLC Variable rate, due 09/22/2028 |
|
404280CL1 |
540,000 |
$538,851.25 |
0.24% |
| KIMCO REALTY CORP 3.40%, due 11/01/2022 |
|
49446RAN9 |
500,000 |
$525,843.93 |
0.24% |
| SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 |
|
845437BR2 |
450,000 |
$524,583.23 |
0.24% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
|
86359LTG4 |
571,768 |
$529,408.06 |
0.24% |
| UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 |
|
913366KC3 |
510,000 |
$521,357.70 |
0.24% |
| ALEXANDRIA REAL ESTATE EQUITIES 3.80%, due 04/15/2026 |
|
015271AP4 |
450,000 |
$515,252.06 |
0.23% |
| DOMINICAN REPUBLIC 6%, due 07/19/2028 |
|
P3579ECB1 |
450,000 |
$496,332.00 |
0.23% |
| Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049 |
|
3137FP5D3 |
495,162 |
$498,660.76 |
0.23% |
| GLOBAL PAYMENTS INC 3.80%, due 04/01/2021 |
|
891906AD1 |
500,000 |
$505,754.51 |
0.23% |
| GOLDMAN SACHS GROUP INC 2.60%, due 02/07/2030 |
|
38141GXG4 |
485,000 |
$512,904.64 |
0.23% |
| KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 |
|
50077LAY2 |
480,000 |
$500,335.59 |
0.23% |
| LEXINGTON REALTY TRUST 2.70%, due 09/15/2030 |
|
529043AE1 |
505,000 |
$511,051.51 |
0.23% |
| NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 |
|
638671AJ6 |
500,000 |
$499,863.12 |
0.23% |
| REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 |
|
715638DA7 |
453,000 |
$496,062.18 |
0.23% |
| SAN FRANCISCO CALIF CITY & CNTY ARPTS COMMN 5%, due 05/01/2049 |
|
79766DMB2 |
430,000 |
$506,200.30 |
0.23% |
| UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 |
|
909319AA3 |
527,104 |
$511,361.08 |
0.23% |
| ABBVIE INC 4.55%, due 03/15/2035 |
|
00287YCK3 |
390,000 |
$477,460.04 |
0.22% |
| AVIATION CAPITAL GROUP N/C, Variable rate, due 06/01/2021 |
|
05369AAG6 |
500,000 |
$492,768.85 |
0.22% |
| Fannie Mae Series 2019-33, Clas FN, Variable rate, due 07/25/2049 |
|
3136B45N4 |
484,114 |
$488,336.16 |
0.22% |
| FARMERS INS EXCH Variable rate, due 11/01/2057 |
|
309601AE2 |
465,000 |
$478,281.20 |
0.22% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF75, Class AL, Variable rate, due 12/25/2029 |
|
3137FREN7 |
470,000 |
$476,836.81 |
0.22% |
| GENERAL MOTORS FINL CO 3.55%, due 04/09/2021 |
|
37045XCJ3 |
475,000 |
$480,491.28 |
0.22% |
| GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 |
|
39538RBW8 |
519,180 |
$481,026.17 |
0.22% |
| GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 |
|
39539KAD5 |
507,774 |
$494,806.90 |
0.22% |
| INTEL CORP 3.734%, due 12/08/2047 |
|
458140BG4 |
415,000 |
$489,778.73 |
0.22% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
|
576429AA2 |
515,793 |
$487,315.29 |
0.22% |
| Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
86362XAA6 |
565,511 |
$493,830.72 |
0.22% |
| Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 |
|
93934XAA1 |
579,157 |
$482,424.77 |
0.22% |
| WRKCO INC 4.65%, due 03/15/2026 |
|
92940PAB0 |
405,000 |
$476,999.72 |
0.22% |
| Fannie Mae FN 464398, 5.97%, due 01/01/2040 |
|
31381L3F2 |
403,633 |
$455,908.87 |
0.21% |
| FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 |
|
3136A9VM7 |
434,793 |
$455,067.19 |
0.21% |
| Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 |
|
3137FQKX0 |
4,095,000 |
$464,516.33 |
0.21% |
| INTL FLAVOR & FRAGRANCES 4.45%, due 09/26/2028 |
|
459506AK7 |
400,000 |
$472,159.54 |
0.21% |
| SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 |
|
Y8T6JPAA4 |
400,000 |
$456,860.00 |
0.21% |
| Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 |
|
86360QAE5 |
505,748 |
$460,312.84 |
0.21% |
| IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 |
|
45660LUD9 |
488,888 |
$434,986.83 |
0.20% |
| KILROY REALTY LP 4.375%, due 10/01/2025 |
|
49427RAL6 |
400,000 |
$443,256.00 |
0.20% |
| KINDER MORGAN INC 5.55%, due 06/01/2045 |
|
49456BAH4 |
370,000 |
$436,121.81 |
0.20% |
| PETROLEOS DEL PERU SA 4.75%, due 06/19/2032 |
|
P7808BAA5 |
400,000 |
$439,600.00 |
0.20% |
| REPUBLIC OF PANAMA 3.16%, due 01/23/2030 |
|
698299BK9 |
400,000 |
$438,254.00 |
0.20% |
| REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 |
|
836205AU8 |
458,000 |
$446,412.60 |
0.20% |
| SMITHFIELD FOODS INC 5.20%, due 04/01/2029 |
|
832248BB3 |
387,000 |
$448,253.59 |
0.20% |
| CITIGROUP INC Variable rate, due 06/03/2031 |
|
172967MS7 |
390,000 |
$408,291.00 |
0.19% |
| Citigroup Mortgage Loan Trust Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 |
|
17313CAD1 |
425,000 |
$408,855.61 |
0.19% |
| Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 |
|
21872UAC8 |
405,000 |
$416,018.15 |
0.19% |
| CONSTELLATION BRANDS INC 4.25%, due 05/01/2023 |
|
21036PAL2 |
390,000 |
$424,420.05 |
0.19% |
| Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 |
|
3136A1L60 |
2,358,642 |
$412,192.53 |
0.19% |
| FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 |
|
3137FPJQ9 |
7,187,996 |
$416,676.62 |
0.19% |
| GENERAL MOTORS FINL CO 3.20%, due 07/06/2021 |
|
37045XBM7 |
405,000 |
$410,625.83 |
0.19% |
| KILROY REALTY LP 3.45%, due 12/15/2024 |
|
49427RAM4 |
400,000 |
$424,767.70 |
0.19% |
| PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
|
69370PAH4 |
400,000 |
$416,507.36 |
0.19% |
| REPUBLIC OF COLOMBIA 3%, due 01/30/2030 |
|
195325DR3 |
400,000 |
$410,750.00 |
0.19% |
| THE WALT DISNEY COMPANY 4%, due 10/01/2023 |
|
254687CR5 |
390,000 |
$427,081.04 |
0.19% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
422,519 |
$415,217.51 |
0.19% |
| Fannie Mae FN BL!882, 3.60%, due 03/01/2034 |
|
3140HTCU1 |
326,000 |
$386,716.22 |
0.18% |
| INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 |
|
45824TBA2 |
625,000 |
$387,500.00 |
0.18% |
| LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 |
|
53944YAL7 |
365,000 |
$398,919.44 |
0.18% |
| 321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 |
|
46617JAA4 |
316,978 |
$367,894.76 |
0.17% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2028 |
|
46647PBR6 |
355,000 |
$370,508.34 |
0.17% |
| NEW YORK CITY NY MUNI WTR FIN AUTH 3%, due 06/15/2050 |
|
64972GWG5 |
365,000 |
$376,329.60 |
0.17% |
| NEW YORK CITY NY TRANSITIONAL 4%, due 08/01/2038 |
|
64971XCV8 |
330,000 |
$369,887.10 |
0.17% |
| PRIME HEALTHCARE SERVICE 7.25%, due 11/01/2025 |
|
74165HAB4 |
380,000 |
$383,325.00 |
0.17% |
| SL GREEN OPERATING PARTN Variable rate, due 08/16/2021 |
|
78444FAG1 |
380,000 |
$377,122.00 |
0.17% |
| SPRINT CORP 7.875%, due 09/15/2023 |
|
85207UAF2 |
320,000 |
$367,000.00 |
0.17% |
| STATE OF QATAR 4.50%, due 04/23/2028 |
BFYY529 |
|
302,000 |
$363,404.15 |
0.17% |
| Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 |
|
86360KAE8 |
441,304 |
$373,992.35 |
0.17% |
| Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 |
|
86359LJA8 |
388,018 |
$378,077.56 |
0.17% |
| WASTE PRO USA INC 5.50%, due 02/15/2026 |
|
94107JAA1 |
370,000 |
$371,074.85 |
0.17% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2031 |
|
95000U2J1 |
360,000 |
$375,181.01 |
0.17% |
| CENTENE CORP 3%, due 10/15/2030 |
|
15135BAW1 |
340,000 |
$352,325.00 |
0.16% |
| Fannie Mae FN 464400, 5.97%, due 01/01/2040 |
|
31381L3H8 |
305,912 |
$345,530.93 |
0.16% |
| FHLMC Multifamily Structured Pass Through Certs. Series K031, Class X1, Variable rate, due 04/25/2023 |
|
3137B3NY0 |
76,005,463 |
$348,135.42 |
0.16% |
| FHLMC Multifamily Structured Pass Through Certs. Series K042, Class X1, Variable rate, due 12/25/2024 |
|
3137BFXU0 |
9,516,557 |
$353,206.06 |
0.16% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K044, Class X1, Variable rate, due 01/25/2025 |
|
3137BHCZ8 |
14,340,787 |
$359,983.86 |
0.16% |
| FORD MOTOR CREDIT CO LLC N/C, 3.20%, due 01/15/2021 |
|
345397XQ1 |
350,000 |
$350,218.75 |
0.16% |
| Freddie Mac FR WA3303, 3.83%, due 05/01/2035 |
|
3132WW3M2 |
294,143 |
$346,699.60 |
0.16% |
| Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 |
|
86359DUR6 |
346,866 |
$341,485.69 |
0.16% |
| PETROBRAS GLOBAL FINANCE 5.093%, due 01/15/2030 |
|
71647NBE8 |
333,000 |
$350,732.25 |
0.16% |
| SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 |
|
78413KAB8 |
335,000 |
$348,531.00 |
0.16% |
| USA COM PART/USA COM FIN 6.875%, due 04/01/2026 |
|
91740PAC2 |
340,000 |
$341,164.50 |
0.16% |
| Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 |
|
94986DAA0 |
368,243 |
$356,222.49 |
0.16% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K025, Class X3, Variable rate, due 11/25/2040 |
|
3137AYCG4 |
11,075,000 |
$334,744.09 |
0.15% |
| GNMA Series 2020-133, Class FA, Variable rate, due 02/20/2049 |
|
38382JB47 |
318,534 |
$319,106.57 |
0.15% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 |
|
46628SAH6 |
690,787 |
$329,397.57 |
0.15% |
| NEW YORK ST DORM AUTH ST PERSONAL INC TAX 4%, due 03/15/2044 |
|
64990FYM0 |
285,000 |
$323,651.70 |
0.15% |
| ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 |
|
77340RAR8 |
350,000 |
$340,095.00 |
0.15% |
| SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 |
|
78444FAF3 |
325,000 |
$330,683.05 |
0.15% |
| VENTAS REALTY LP 3.75%, due 05/01/2024 |
|
92277GAD9 |
300,000 |
$323,510.22 |
0.15% |
| VODAFONE GROUP PLC 5.25%, due 05/30/2048 |
|
92857WBM1 |
250,000 |
$325,955.37 |
0.15% |
| WASTE CONNECTIONS INC 2.60%, due 02/01/2030 |
|
94106BAA9 |
300,000 |
$320,108.21 |
0.15% |
| BAYER US FINANCE II LLC 4.625%, due 06/25/2038 |
|
07274NAN3 |
265,000 |
$311,010.92 |
0.14% |
| BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 |
|
05530VAA7 |
359,231 |
$306,241.96 |
0.14% |
| BOSTON PROPERTIES LP 4.125%, due 05/15/2021 |
|
10112RAS3 |
300,000 |
$303,219.41 |
0.14% |
| CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
|
126307AZ0 |
287,000 |
$318,211.25 |
0.14% |
| DAIMLER FINANCE NA LLC 2.20%, due 10/30/2021 |
|
233851CK8 |
310,000 |
$315,120.07 |
0.14% |
| DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 |
|
247367AX3 |
318,073 |
$307,993.61 |
0.14% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF80, Class AL, Variable rate, due 06/25/2030 |
|
3137FUN59 |
305,000 |
$307,082.05 |
0.14% |
| FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 |
|
345397YL1 |
300,000 |
$300,075.00 |
0.14% |
| HCA INC 3.50%, due 09/01/2030 |
|
404119CA5 |
300,000 |
$305,015.72 |
0.14% |
| HESS CORP 4.30%, due 04/01/2027 |
|
42809HAG2 |
295,000 |
$305,960.10 |
0.14% |
| INGERSOLL-RAND CO N/C, 9%, due 08/15/2021 |
|
456866AG7 |
300,000 |
$318,862.40 |
0.14% |
| MLCC Mortgage Investors Inc Series 2004-E, Class A2B, Variable rate, due 11/25/2029 |
|
59020UJR7 |
315,512 |
$318,248.70 |
0.14% |
| PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 |
|
70014LAB6 |
290,000 |
$299,079.96 |
0.14% |
| PETROLEOS MEXICANOS 6.625%, due 06/15/2035 |
|
706451BG5 |
370,000 |
$307,305.36 |
0.14% |
| WALGREENS BOOTS ALLIANCE 3.30%, due 11/18/2021 |
|
931427AF5 |
300,000 |
$307,591.39 |
0.14% |
| WELLS FARGO & COMPANY Variable rate, due 04/04/2051 |
|
95000U2M4 |
235,000 |
$318,684.18 |
0.14% |
| ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 |
|
03522AAJ9 |
235,000 |
$285,846.75 |
0.13% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 |
|
12667GME0 |
316,832 |
$290,855.66 |
0.13% |
| Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 |
|
02148BAC8 |
356,794 |
$284,473.39 |
0.13% |
| Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 |
|
02150PAB4 |
314,977 |
$287,809.21 |
0.13% |
| EXXON MOBIL CORPORATION 2.61%, due 10/15/2030 |
|
30231GBN1 |
275,000 |
$293,421.89 |
0.13% |
| Fannie Mae Series 2012-56, Class FK, Variable rate, due 06/25/2042 |
|
3136A6VQ4 |
292,801 |
$294,792.19 |
0.13% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K057, Class X1, Variable rate, due 07/25/2026 |
|
3137BRQL2 |
4,826,666 |
$277,138.47 |
0.13% |
| FHLMC Multifamily Structured Pass Through Certs. Series K726, Class X1, Variable rate, due 04/25/2024 |
|
3137BYPS3 |
11,877,299 |
$281,458.72 |
0.13% |
| FORD MOTOR CREDIT 0%, due 01/08/2021 |
|
3454G0N87 |
295,000 |
$293,395.20 |
0.13% |
| FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 |
|
345397ZG1 |
300,000 |
$292,656.61 |
0.13% |
| GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
|
361841AH2 |
250,000 |
$278,498.75 |
0.13% |
| HCA INC 5%, due 03/15/2024 |
|
404119BN8 |
260,000 |
$291,430.49 |
0.13% |
| LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 |
|
527298BK8 |
289,000 |
$291,281.67 |
0.13% |
| T-MOBILE USA INC 4.375%, due 04/15/2040 |
|
87264AAW5 |
250,000 |
$290,585.00 |
0.13% |
| VEREIT OPERATING PARTNERSHIP 4.625%, due 11/01/2025 |
|
92340LAD1 |
250,000 |
$276,709.56 |
0.13% |
| VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 |
|
92769XAP0 |
270,000 |
$288,900.00 |
0.13% |
| WELLS FARGO & COMPANY 4.15%, due 01/24/2029 |
|
95000U2D4 |
250,000 |
$291,600.81 |
0.13% |
| WELLS FARGO & COMPANY Variable rate, due 04/30/2041 |
|
95000U2Q5 |
270,000 |
$280,605.41 |
0.13% |
| WELLS FARGO & COMPANY Variable rate, due 10/30/2030 |
|
95000U2G7 |
265,000 |
$282,842.18 |
0.13% |
| AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 |
|
02377AAA6 |
338,525 |
$274,885.18 |
0.12% |
| ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 |
|
035240AN0 |
215,000 |
$255,707.28 |
0.12% |
| BAT CAPITAL CORP 4.54%, due 08/15/2047 |
|
05526DBF1 |
250,000 |
$264,263.53 |
0.12% |
| BERKSHIRE HATHAWAY FINANCE 4.20%, due 08/15/2048 |
|
084664CQ2 |
205,000 |
$257,945.24 |
0.12% |
| BOSTON PROPERTIES LP 2.75%, due 10/01/2026 |
|
10112RAY0 |
250,000 |
$268,327.38 |
0.12% |
| CENTENE CORP 4.625%, due 12/15/2029 |
|
15135BAT8 |
250,000 |
$271,886.25 |
0.12% |
| CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 |
|
12554EAA2 |
257,824 |
$255,094.86 |
0.12% |
| CITIGROUP INC Variable rate, due 04/23/2029 |
|
172967LW9 |
225,000 |
$259,098.20 |
0.12% |
| CODELCO INC 3.625%, due 08/01/2027 |
|
P3143NAY0 |
250,000 |
$274,313.75 |
0.12% |
| CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 |
|
21079NAA9 |
259,388 |
$253,124.32 |
0.12% |
| EXXON MOBIL CORPORATION 4.327%, due 03/19/2050 |
|
30231GBG6 |
210,000 |
$254,919.65 |
0.12% |
| FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 |
|
3136B7HP9 |
6,100,000 |
$273,312.64 |
0.12% |
| FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X1, Variable rate, due 01/25/2026 |
|
3137BPCR8 |
6,751,586 |
$274,734.86 |
0.12% |
| GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 |
|
38380WUG2 |
1,938,339 |
$254,428.67 |
0.12% |
| IHS MARKIT LTD 4.75%, due 08/01/2028 |
|
44962LAF4 |
215,000 |
$253,834.38 |
0.12% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR21, Class A1, Variable rate, due 08/25/2036 |
|
45660HAA6 |
290,872 |
$266,906.41 |
0.12% |
| KAZMUNAYGAS NATIONAL CO N/C, 5.75%, due 04/19/2047 |
|
Y4596HAD9 |
218,000 |
$272,260.20 |
0.12% |
| MASSACHUSETTS ST 3%, due 03/01/2048 |
|
57582RA89 |
255,000 |
$270,799.80 |
0.12% |
| MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 |
|
N6000DAA1 |
250,000 |
$254,671.49 |
0.12% |
| NATIONAL RETAIL PROP INC 3.90%, due 06/15/2024 |
|
637417AG1 |
250,000 |
$269,866.98 |
0.12% |
| SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 |
|
784442AD7 |
300,000 |
$265,078.14 |
0.12% |
| SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
|
78444GAD6 |
300,000 |
$264,401.34 |
0.12% |
| SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 |
|
78445CAE2 |
300,000 |
$270,072.18 |
0.12% |
| STATE OF QATAR 4.625%, due 06/02/2046 |
BZ6CSL1 |
|
200,000 |
$264,458.00 |
0.12% |
| VENTAS REALTY LP 2.65%, due 01/15/2025 |
|
92277GAT4 |
250,000 |
$263,880.44 |
0.12% |
| WELLTOWER INC 3.75%, due 03/15/2023 |
|
42217KBA3 |
250,000 |
$264,937.03 |
0.12% |
| ABBVIE INC 4.45%, due 05/14/2046 |
|
00287YAW9 |
200,000 |
$237,465.44 |
0.11% |
| AT&T INC 5.25%, due 03/01/2037 |
|
00206RDR0 |
200,000 |
$250,339.11 |
0.11% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
07401MAA9 |
263,204 |
$240,570.17 |
0.11% |
| FHLMC Multifamily Structured Pass Through Certs. Series K716, Class X3, Variable rate, due 08/25/2042 |
|
3137BDDE3 |
30,235,000 |
$251,718.47 |
0.11% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KIR1, Class X, Variable rate, due 03/25/2026 |
|
3137BP7A1 |
5,075,850 |
$245,870.11 |
0.11% |
| GENERAL ELECTRIC CO N/C, 5.875%, due 01/14/2038 |
|
36962G3P7 |
205,000 |
$248,631.43 |
0.11% |
| GENERAL MOTORS FINL CO 4.20%, due 03/01/2021 |
|
37045XBF2 |
250,000 |
$251,999.93 |
0.11% |
| GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 |
|
38374EP35 |
1,509,284 |
$233,604.99 |
0.11% |
| Homebanc Mortgage Trust Series 2005-4, Class A1, Variable rate, due 10/25/2035 |
|
43739EBS5 |
245,070 |
$245,616.75 |
0.11% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2029 |
|
46647PAR7 |
200,000 |
$232,656.16 |
0.11% |
| MORGAN STANLEY Variable rate, due 07/22/2022 |
|
61744YAJ7 |
250,000 |
$251,262.54 |
0.11% |
| PARK AEROSPACE HOLDINGS 3.625%, due 03/15/2021 |
|
70014LAD2 |
250,000 |
$250,244.00 |
0.11% |
| PARTNERS HEALTHCARE SYSTEM 3.342%, due 07/01/2060 |
|
70213HAF5 |
235,000 |
$250,633.49 |
0.11% |
| REPUBLIC OF COLOMBIA 5.20%, due 05/15/2049 |
|
195325DQ5 |
200,000 |
$242,007.00 |
0.11% |
| REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 |
|
699149AJ9 |
200,000 |
$234,500.00 |
0.11% |
| REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 |
|
917288BK7 |
200,000 |
$242,065.00 |
0.11% |
| SAUDI INTERNATIONAL BOND N/C, 4.50%, due 10/26/2046 |
|
M6320UAC3 |
200,000 |
$239,520.00 |
0.11% |
| T-MOBILE USA INC 6%, due 04/15/2024 |
|
87264AAQ8 |
238,000 |
$242,105.50 |
0.11% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
|
95000U2S1 |
230,000 |
$239,307.61 |
0.11% |
| ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 |
BKPGWW8 |
|
200,000 |
$213,914.40 |
0.10% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 |
|
07401VAA9 |
232,121 |
$211,169.75 |
0.10% |
| BOSTON PROPERTIES LP 3.40%, due 06/21/2029 |
|
10112RBB9 |
200,000 |
$217,829.07 |
0.10% |
| BROADCOM INC 3.625%, due 10/15/2024 |
|
11135FAY7 |
205,000 |
$224,247.66 |
0.10% |
| C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 |
|
12674TAA4 |
200,000 |
$211,100.00 |
0.10% |
| CLEAN HARBORS INC 4.875%, due 07/15/2027 |
|
184496AN7 |
200,000 |
$209,338.00 |
0.10% |
| CODELCO INC 3.15%, due 01/14/2030 |
|
P3143NBH6 |
200,000 |
$213,723.00 |
0.10% |
| DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 |
|
249182PS9 |
220,000 |
$220,629.20 |
0.10% |
| DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 |
|
26139PAB9 |
200,000 |
$223,775.01 |
0.10% |
| EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 |
|
29246QAD7 |
200,000 |
$219,575.00 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series K021, Class X3, Variable rate, due 07/25/2040 |
|
3137AUPG8 |
8,139,000 |
$227,610.39 |
0.10% |
| FRESENIUS MED CARE II 5.875%, due 01/31/2022 |
|
35802XAF0 |
200,000 |
$211,257.34 |
0.10% |
| GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 |
|
P47718AE4 |
200,000 |
$212,875.00 |
0.10% |
| GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 |
|
361841AF6 |
200,000 |
$214,803.00 |
0.10% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 |
|
41161PSK0 |
223,668 |
$221,165.50 |
0.10% |
| HOLOGIC INC 4.625%, due 02/01/2028 |
|
436440AM3 |
208,000 |
$220,477.92 |
0.10% |
| LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 |
|
53944YAH6 |
200,000 |
$218,211.50 |
0.10% |
| MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 |
|
59261AG76 |
220,000 |
$226,850.80 |
0.10% |
| PETROLEOS MEXICANOS 5.95%, due 01/28/2031 |
|
71654QDE9 |
270,000 |
$227,677.50 |
0.10% |
| PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 |
|
716743AP4 |
200,000 |
$224,139.00 |
0.10% |
| POWERTEAM SERVICES LLC 9.033%, due 12/04/2025 |
|
73939VAA2 |
208,000 |
$220,870.00 |
0.10% |
| QUEST DIAGNOSTICS INC 4.20%, due 06/30/2029 |
|
74834LBA7 |
190,000 |
$225,260.24 |
0.10% |
| REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 |
|
455780CQ7 |
200,000 |
$211,339.20 |
0.10% |
| RUSSIAN FEDERATION N/C, 4.375%, due 03/21/2029 |
BD4B195 |
|
200,000 |
$229,700.00 |
0.10% |
| SAUDI ARABIAN OIL CO N/C, 4.25%, due 04/16/2039 |
|
M8237RAA2 |
200,000 |
$227,594.37 |
0.10% |
| SAUDI INTERNATIONAL BOND N/C, 3.75%, due 01/21/2055 |
|
80413TAR0 |
200,000 |
$216,111.80 |
0.10% |
| SLM Student Loan Trust Series 2008-8, Class B, Variable rate, due 10/25/2075 |
|
78445GAE3 |
220,000 |
$215,277.68 |
0.10% |
| Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 |
|
83613DAE6 |
273,878 |
$227,513.83 |
0.10% |
| TEACHERS INSUR & ANNUITY 3.30%, due 05/15/2050 |
|
878091BG1 |
220,000 |
$225,948.82 |
0.10% |
| TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 |
|
89383JAA6 |
293,000 |
$220,482.50 |
0.10% |
| ARAB REPUBLIC OF EGYPT N/C, 5.577%, due 02/21/2023 |
|
03846JW30 |
200,000 |
$206,432.80 |
0.09% |
| BACARDI LTD 4.70%, due 05/15/2028 |
|
067316AF6 |
170,000 |
$196,238.57 |
0.09% |
| BAYER US FINANCE II LLC 4.25%, due 12/15/2025 |
|
07274NAJ2 |
180,000 |
$204,912.40 |
0.09% |
| CAESARS ENTERTAINMENT INC 6.25%, due 07/01/2025 |
|
28470RAH5 |
189,000 |
$193,725.00 |
0.09% |
| Colony American Finance Ltd Series 2020-3, Class XB, Variable rate, due 08/15/2053 |
|
21873CAE3 |
1,250,000 |
$208,604.38 |
0.09% |
| Countrywide Asset-Backed Certificates Series 2006-6, Class 1A1, Variable rate, due 09/25/2036 |
|
126670ZH4 |
201,297 |
$199,374.48 |
0.09% |
| ELANCO ANIMAL HEALTH INC 5.272%, due 08/28/2023 |
|
28414HAE3 |
182,000 |
$197,868.14 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 |
|
3137BTAF8 |
1,900,000 |
$187,255.07 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF73, Class AL, Variable rate, due 11/25/2029 |
|
3137FQKH5 |
190,000 |
$191,816.02 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 |
|
3137FNB25 |
1,800,000 |
$191,625.30 |
0.09% |
| GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 |
|
361841AL3 |
185,000 |
$207,728.18 |
0.09% |
| GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 |
|
361841AK5 |
175,000 |
$200,125.63 |
0.09% |
| HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 |
|
44409MAB2 |
175,000 |
$199,239.27 |
0.09% |
| MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 |
|
589929V21 |
199,251 |
$194,225.65 |
0.09% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 |
|
63861VAC1 |
175,000 |
$189,773.59 |
0.09% |
| SES SA 3.60%, due 04/04/2023 |
|
78413HAA7 |
200,000 |
$206,240.48 |
0.09% |
| Structured Asset Mortgage Investments Inc Series 2003-AR3, Class A1, Variable rate, due 11/19/2033 |
|
86358HUT4 |
194,998 |
$191,171.49 |
0.09% |
| Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 |
|
86362XAP3 |
232,558 |
$200,904.36 |
0.09% |
| THE WALT DISNEY COMPANY 2.65%, due 01/13/2031 |
|
254687FX9 |
190,000 |
$205,997.25 |
0.09% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
|
92769XAM7 |
200,000 |
$208,500.00 |
0.09% |
| WILLIS NORTH AMERICA INC 2.95%, due 09/15/2029 |
|
970648AJ0 |
175,000 |
$190,834.00 |
0.09% |
| ANTERO RESOURCES CORP 5%, due 03/01/2025 |
|
03674XAJ5 |
236,000 |
$176,262.51 |
0.08% |
| AT&T INC 4.50%, due 05/15/2035 |
|
00206RCP5 |
150,000 |
$177,238.34 |
0.08% |
| AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 |
|
05401AAH4 |
185,000 |
$174,782.78 |
0.08% |
| BANK OF AMERICA CORP Variable rate, due 10/22/2030 |
|
06051GHX0 |
165,000 |
$177,713.33 |
0.08% |
| Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 |
|
21872UAE4 |
1,635,685 |
$184,284.44 |
0.08% |
| Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 |
|
12643RAY4 |
165,981 |
$167,610.74 |
0.08% |
| FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 |
|
3136ARP44 |
2,740,923 |
$181,849.84 |
0.08% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X3, Variable rate, due 12/25/2041 |
|
3137B5KY8 |
4,000,000 |
$174,686.80 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 |
|
3137BDCY0 |
2,145,000 |
$168,292.84 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 |
|
3137BS5P4 |
3,746,754 |
$166,554.44 |
0.08% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 |
|
45668RAC2 |
201,175 |
$186,629.19 |
0.08% |
| KROGER CO 4.45%, due 02/01/2047 |
|
501044DG3 |
140,000 |
$171,125.57 |
0.08% |
| SHELL INTERNATIONAL FINANCE 4.375%, due 05/11/2045 |
|
822582BF8 |
150,000 |
$180,642.63 |
0.08% |
| TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 |
|
878091BE6 |
175,000 |
$186,341.76 |
0.08% |
| WAMU Mortgage Pass-Through Certificates Series 2004-AR12, Class A2A, Variable rate, due 10/25/2044 |
|
92922FZF8 |
175,883 |
$175,041.55 |
0.08% |
| Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 |
|
040104PC9 |
160,000 |
$155,063.36 |
0.07% |
| COMERICA INC Variable rate |
|
200340AU1 |
135,000 |
$144,112.50 |
0.07% |
| EQT CORP 3.90%, due 10/01/2027 |
|
26884LAF6 |
170,000 |
$163,731.25 |
0.07% |
| FANNIE MAE Seried 2013-18, Class MI, 3%, due 02/25/2033 |
|
3136ACXN6 |
2,124,478 |
$146,634.45 |
0.07% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X1, Variable rate, due 08/25/2023 |
|
3137B5KX0 |
17,611,725 |
$154,127.25 |
0.07% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K037, Class X3, Variable rate, due 01/25/2042 |
|
3137B8G68 |
2,500,000 |
$155,258.50 |
0.07% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K728, Class X3, Variable rate, due 11/25/2045 |
|
3137FBTD8 |
2,230,000 |
$152,926.49 |
0.07% |
| FHLMC MULTIFAMILY STRUCTURED PASS TRHOUGH CERTS. Series K155, Class A3, 3.75%, due 04/25/2033 |
|
3137FG6T7 |
125,000 |
$151,880.83 |
0.07% |
| FRESENIUS US FINANCE II 4.25%, due 02/01/2021 |
|
35804GAJ7 |
150,000 |
$151,305.91 |
0.07% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 |
|
63861VAA5 |
135,000 |
$143,366.84 |
0.07% |
| NUTRITION & BIOSCIENCES INC 3.468%, due 12/01/2050 |
|
67079BAF7 |
155,000 |
$159,267.82 |
0.07% |
| PLAINS ALL AMER PIPELINE 4.65%, due 10/15/2025 |
|
72650RBJ0 |
145,000 |
$154,838.97 |
0.07% |
| QWEST CORP N/C, 7.25%, due 09/15/2025 |
|
912920AK1 |
125,000 |
$143,956.30 |
0.07% |
| REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 |
|
760942BB7 |
130,143 |
$152,569.24 |
0.07% |
| Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 |
|
76110W7E0 |
147,715 |
$146,684.54 |
0.07% |
| Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 |
|
76113ABL4 |
150,000 |
$145,393.25 |
0.07% |
| SIRIUS XM RADIO INC 3.875%, due 08/01/2022 |
|
82967NAY4 |
150,000 |
$151,500.00 |
0.07% |
| TENET HEALTHCARE CORP 4.625%, due 07/15/2024 |
|
88033GCS7 |
150,000 |
$152,587.50 |
0.07% |
| ABBVIE INC 4.05%, due 11/21/2039 |
|
00287YBR9 |
105,000 |
$121,042.80 |
0.06% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
135,000 |
$142,146.90 |
0.06% |
| CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 |
|
161175BN3 |
100,000 |
$123,835.95 |
0.06% |
| Colony American Finance Ltd Series 2020-3, Class XA, Variable rate, due 08/15/2053 |
|
21873CAC7 |
1,548,394 |
$122,021.20 |
0.06% |
| ENERGY TRANSFER OPERATING Variable rate |
|
29278NAB9 |
185,000 |
$137,039.68 |
0.06% |
| EVERGY METRO 4.20%, due 06/15/2047 |
|
485134BQ2 |
100,000 |
$122,722.41 |
0.06% |
| FANNIEMAE-ACES Series 2015- M4, Class X2, Variable rate, due 07/25/2022 |
|
3136AMM71 |
28,216,076 |
$127,356.08 |
0.06% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series K045, Class X1, Variable rate, due 01/25/2025 |
|
3137BHXK8 |
8,636,617 |
$135,745.17 |
0.06% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS05, Class X, Variable rate, due 01/25/2023 |
|
3137BQTR8 |
9,933,332 |
$123,892.49 |
0.06% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KS07, Class X, Variable rate, due 09/25/2025 |
|
3137BS6G3 |
4,993,111 |
$140,886.63 |
0.06% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series W5FX, Class AFX, Variable rate, due 04/25/2028 |
|
3137FG6Q3 |
125,000 |
$140,838.30 |
0.06% |
| FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 04/05/2021 |
|
345397YY3 |
125,000 |
$123,399.24 |
0.06% |
| KRAFT HEINZ FOODS CO 7.125%, due 08/01/2039 |
|
42307TAH1 |
100,000 |
$135,360.88 |
0.06% |
| LLOYDS BANK PLC N/C, 3.30%, due 05/07/2021 |
|
53944VAP4 |
125,000 |
$127,022.73 |
0.06% |
| MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 |
|
55303XAC9 |
117,000 |
$122,776.88 |
0.06% |
| PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 |
|
745332CH7 |
100,000 |
$123,932.28 |
0.06% |
| Residential Asset Mortgage Products, Inc. Series 2005-RZ3, Class M3, Variable rate, due 09/25/2035 |
|
76112BA42 |
131,933 |
$131,649.62 |
0.06% |
| Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 |
|
86365LAA9 |
128,401 |
$134,783.48 |
0.06% |
| T-MOBILE USA INC 3.875%, due 04/15/2030 |
|
87264ABE4 |
125,000 |
$141,058.75 |
0.06% |
| US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 |
|
90345WAA2 |
129,626 |
$126,631.21 |
0.06% |
| VODAFONE GROUP PLC 4.875%, due 06/19/2049 |
|
92857WBS8 |
113,000 |
$140,379.70 |
0.06% |
| Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 |
|
007036QH2 |
120,233 |
$103,822.39 |
0.05% |
| AERCAP IRELAND CAP/GLOBAL 3.50%, due 05/26/2022 |
|
00774MAA3 |
110,000 |
$112,149.69 |
0.05% |
| AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 |
|
00774MAE5 |
115,000 |
$109,073.64 |
0.05% |
| BAT CAPITAL CORP 2.726%, due 03/25/2031 |
|
05526DBS3 |
100,000 |
$99,664.60 |
0.05% |
| BAYER US FINANCE II LLC 3.50%, due 06/25/2021 |
|
07274NAA1 |
100,000 |
$101,740.78 |
0.05% |
| CITIGROUP INC Variable rate, due 07/24/2023 |
|
172967LM1 |
100,000 |
$103,786.18 |
0.05% |
| COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 |
|
20049AAC2 |
5,600,000 |
$113,148.00 |
0.05% |
| COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 |
|
20268JAF0 |
110,000 |
$109,740.62 |
0.05% |
| FAMILY DOLLAR STORES INC 5%, due 02/01/2021 |
|
307000AA7 |
100,000 |
$101,043.24 |
0.05% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 |
|
32028PAE5 |
123,907 |
$108,491.01 |
0.05% |
| FIRSTCASH INC 4.625%, due 09/01/2028 |
|
33767DAB1 |
100,000 |
$101,437.50 |
0.05% |
| GENERAL MOTORS FINL CO 4.375%, due 09/25/2021 |
|
37045XAQ9 |
115,000 |
$118,583.31 |
0.05% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
|
361841AP4 |
115,000 |
$119,988.13 |
0.05% |
| GTR ORLANDO FL AVIATION AUTH ARPT FACS 5%, due 10/01/2044 |
|
3922742E5 |
90,000 |
$106,956.90 |
0.05% |
| HCA INC 5.25%, due 04/15/2025 |
|
404119BQ1 |
90,000 |
$104,404.35 |
0.05% |
| HUMANA INC 3.15%, due 12/01/2022 |
|
444859BA9 |
100,000 |
$104,916.13 |
0.05% |
| LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 |
|
538034AR0 |
117,000 |
$107,391.38 |
0.05% |
| LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 |
|
53944YAK9 |
115,000 |
$118,307.47 |
0.05% |
| MASTR ASSET BACKED SECURITIES Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 |
|
576455AC3 |
148,019 |
$109,971.17 |
0.05% |
| METROPOLITAN EDISON CO 3.50%, due 03/15/2023 |
|
591894BY5 |
100,000 |
$104,878.81 |
0.05% |
| MIAMI-DADE CNTY FL AVIATION REV TAXABLE, 3.454%, due 10/01/2030 |
|
59333P2N7 |
105,000 |
$110,322.45 |
0.05% |
| PIPELINE FUNDING CO LLC 7.50%, due 01/15/2030 |
|
724060AA6 |
91,130 |
$120,364.24 |
0.05% |
| ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 |
|
77340RAM9 |
100,000 |
$102,730.00 |
0.05% |
| SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 |
|
785592AM8 |
100,000 |
$114,538.83 |
0.05% |
| SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 |
|
80281LAJ4 |
100,000 |
$110,429.47 |
0.05% |
| TITAN ACQ/CO-BORROWER 7.75%, due 04/15/2026 |
|
88827AAA1 |
110,000 |
$110,275.00 |
0.05% |
| VODAFONE GROUP PLC 3.75%, due 01/16/2024 |
|
92857WBH2 |
100,000 |
$109,198.89 |
0.05% |
| WALGREEN CO 3.10%, due 09/15/2022 |
|
931422AH2 |
100,000 |
$104,987.44 |
0.05% |
| ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 |
|
015271AL3 |
75,000 |
$83,011.51 |
0.04% |
| ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 |
|
01882YAA4 |
75,000 |
$80,477.72 |
0.04% |
| AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 |
|
024836AA6 |
75,000 |
$79,022.57 |
0.04% |
| ANTERO RESOURCES CORP 5.125%, due 12/01/2022 |
|
03674XAC0 |
88,000 |
$79,552.00 |
0.04% |
| ANTERO RESOURCES CORP 5.625%, due 06/01/2023 |
|
03674XAF3 |
100,000 |
$82,625.00 |
0.04% |
| Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 |
|
00076BAB0 |
102,181 |
$97,550.32 |
0.04% |
| AVOLON HOLDINGS FNDG LTD 3.95%, due 07/01/2024 |
|
05401AAF8 |
100,000 |
$98,058.23 |
0.04% |
| CHENIERE ENERGY PARTNERS 5.25%, due 10/01/2025 |
|
16411QAB7 |
90,000 |
$91,710.00 |
0.04% |
| Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 |
|
12668BDC4 |
98,704 |
$93,692.87 |
0.04% |
| Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 |
|
12648ELW0 |
86,533 |
$87,039.67 |
0.04% |
| Equifirst Mortgage Loan Trust Series 2005-1, Class M3, Variable rate, due 04/25/2035 |
|
29445FCQ9 |
93,074 |
$93,225.55 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K715, Class X3, Variable rate, due 02/25/2041 |
|
3137BAHC9 |
11,000,000 |
$81,101.90 |
0.04% |
| FLORIDA POWER & LIGHT CO 3.95%, due 03/01/2048 |
|
341081FQ5 |
75,000 |
$94,860.48 |
0.04% |
| FORD MOTOR CREDIT CO LLC N/C, 3.219%, due 01/09/2022 |
|
345397XA6 |
96,000 |
$95,640.00 |
0.04% |
| GENERAL MOTORS FINL CO 3.45%, due 04/10/2022 |
|
37045XAW6 |
80,000 |
$82,371.09 |
0.04% |
| GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 |
|
38378XLU3 |
1,737,170 |
$81,795.86 |
0.04% |
| GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 |
|
39538WFH6 |
88,335 |
$86,502.12 |
0.04% |
| HEALTHPEAK PROPERTIES 4%, due 06/01/2025 |
|
40414LAN9 |
75,000 |
$84,414.77 |
0.04% |
| Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 |
|
45254NML8 |
87,161 |
$85,605.26 |
0.04% |
| J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 |
|
466275AB0 |
94,054 |
$87,966.81 |
0.04% |
| Morgan Stanley ReRemic Trust Series 2014-R8, Class 3B1, Variable rate, due 06/26/2047 |
|
61764KAM5 |
82,335 |
$78,755.88 |
0.04% |
| PETROLEOS MEXICANOS 6.75%, due 09/21/2047 |
|
71654QCC4 |
105,000 |
$82,908.53 |
0.04% |
| PETROLEOS MEXICANOS 6.95%, due 01/28/2060 |
|
71654QDF6 |
110,000 |
$86,754.25 |
0.04% |
| SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 |
|
78447KAD4 |
100,000 |
$94,838.88 |
0.04% |
| TC PIPELINES LP 3.90%, due 05/25/2027 |
|
87233QAC2 |
75,000 |
$82,042.07 |
0.04% |
| T-MOBILE USA INC 4.75%, due 02/01/2028 |
|
87264AAV7 |
74,000 |
$79,271.76 |
0.04% |
| T-MOBILE USA INC 6%, due 03/01/2023 |
|
87264AAM7 |
90,000 |
$90,225.00 |
0.04% |
| TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 |
|
89382PAA3 |
104,520 |
$91,259.02 |
0.04% |
| TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 |
|
898813AK6 |
75,000 |
$77,804.70 |
0.04% |
| UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 |
|
91412GTG0 |
75,000 |
$89,379.75 |
0.04% |
| VENTAS REALTY LP 4%, due 03/01/2028 |
|
92277GAM9 |
75,000 |
$82,778.71 |
0.04% |
| VODAFONE GROUP PLC 4.25%, due 09/17/2050 |
|
92857WBU3 |
80,000 |
$92,450.49 |
0.04% |
| AERCAP IRELAND CAP/GLOBAL 4.125%, due 07/03/2023 |
|
00774MAF2 |
55,000 |
$56,632.30 |
0.03% |
| AT&T INC 4.80%, due 06/15/2044 |
|
00206RCG5 |
60,000 |
$69,946.51 |
0.03% |
| BALL CORP 4%, due 11/15/2023 |
|
058498AS5 |
58,000 |
$61,555.40 |
0.03% |
| DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 |
|
23332UBV5 |
84,249 |
$74,230.62 |
0.03% |
| ENERGY TRANSFER OPERATNG 5%, due 05/15/2050 |
|
29278NAR4 |
70,000 |
$66,289.98 |
0.03% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K022, Class X3, Variable rate, due 08/25/2040 |
|
3137AVXQ5 |
2,500,000 |
$67,038.25 |
0.03% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KC04, Class X1, Variable rate, due 12/25/2026 |
|
3137FMCG5 |
1,364,855 |
$74,126.90 |
0.03% |
| First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 |
|
32051GAA3 |
59,590 |
$59,844.58 |
0.03% |
| Fremont Home Loan Trust Series 2005-D, Class 2A4, Variable rate, due 11/25/2035 |
|
35729PME7 |
77,378 |
$76,862.32 |
0.03% |
| GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 |
|
38869PAL8 |
58,000 |
$60,233.87 |
0.03% |
| KRAFT HEINZ FOODS CO N/C, 5%, due 06/04/2042 |
|
50076QAE6 |
55,000 |
$60,558.48 |
0.03% |
| QWEST CORP 6.75%, due 12/01/2021 |
|
74913GAX3 |
54,000 |
$56,711.92 |
0.03% |
| SEALED AIR CORP 5.50%, due 09/15/2025 |
|
81211KAX8 |
60,000 |
$66,937.51 |
0.03% |
| SERVICE CORP INTL 4.625%, due 12/15/2027 |
|
817565CD4 |
61,000 |
$64,838.44 |
0.03% |
| SPECTRUM BRANDS INC 6.125%, due 12/15/2024 |
|
84762LAS4 |
60,000 |
$61,537.50 |
0.03% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 |
|
863579SU3 |
60,287 |
$59,280.51 |
0.03% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 |
|
86360JAA9 |
72,882 |
$67,635.43 |
0.03% |
| TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 |
|
89376VAA8 |
54,000 |
$55,391.58 |
0.03% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 |
|
93363TAA0 |
68,167 |
$61,886.04 |
0.03% |
| Carrington Mortgage Loan Trust Series 2005-NC5, Class M1, Variable rate, due 10/25/2035 |
|
144531DN7 |
51,084 |
$51,096.49 |
0.02% |
| COMM MORTGAGE TRUST Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
|
12624QAS2 |
1,535,792 |
$41,956.92 |
0.02% |
| Conseco Financial Corp Series 1996-7, Class M1, Variable rate, due 09/15/2026 |
|
393505PN6 |
33,376 |
$34,331.64 |
0.02% |
| GS Mortgage Securities Trust Series 2020-UPTN, Class XA, Variable rate, due 12/10/2039 |
|
36258PAC1 |
2,600,000 |
$39,221.00 |
0.02% |
| RUBY PIPELINE LLC Variable rate, due 04/01/2022 |
|
781172AB7 |
56,591 |
$48,577.26 |
0.02% |
| SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 |
|
78388JAV8 |
40,000 |
$40,987.50 |
0.02% |
| SUNOCO LOGISTICS PARTNERS 4%, due 10/01/2027 |
|
86765BAU3 |
50,000 |
$51,379.59 |
0.02% |
| T-MOBILE USA INC 2.55%, due 02/15/2031 |
|
87264ABJ3 |
35,000 |
$35,741.30 |
0.02% |
| TRANE TECHNOLOGIES LUX 3.55%, due 11/01/2024 |
|
456873AB4 |
40,000 |
$44,204.44 |
0.02% |
| ABBVIE INC 4.25%, due 11/21/2049 |
|
00287YBS7 |
20,000 |
$23,677.89 |
0.01% |
| AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 |
|
00772BAR2 |
20,000 |
$20,382.35 |
0.01% |
| BACARDI LTD 5.30%, due 05/15/2048 |
|
067316AH2 |
15,000 |
$19,215.17 |
0.01% |
| Citigroup Mortgage Loan Trust Series 2005-HE4, Class M1, Variable rate, due 10/25/2035 |
|
17307GP69 |
18,725 |
$19,246.05 |
0.01% |
| CSC HOLDINGS LLC 5.375%, due 02/01/2028 |
|
126307AS6 |
20,000 |
$21,233.20 |
0.01% |
| FANNIEMAE-ACES Series 2012-M4, Class X1, Variable rate, due 04/25/2022 |
|
3136A56Z4 |
5,453,895 |
$26,829.89 |
0.01% |
| FORD MOTOR CREDIT CO LLC N/C, 5.75%, due 02/01/2021 |
|
345397VR1 |
30,000 |
$30,290.25 |
0.01% |
| GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 |
|
38378KQ69 |
676,388 |
$14,375.95 |
0.01% |
| INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 |
|
45824TAY1 |
18,000 |
$11,278.80 |
0.01% |
| JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 |
|
46590XAB2 |
20,000 |
$21,769.00 |
0.01% |
| MAUSER PACKAGING SOLUTIONS 5.50%, due 04/15/2024 |
|
12429TAD6 |
20,000 |
$20,006.60 |
0.01% |
| Mid-State Trust Series 2010-1, Class A, 3.50%, due 12/15/2045 |
|
59560WAA5 |
18,719 |
$19,119.63 |
0.01% |
| Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 |
|
63938EAC8 |
30,430 |
$29,495.52 |
0.01% |
| OI EUROPEAN GROUP BV 4%, due 03/15/2023 |
|
67777LAC7 |
18,000 |
$18,258.75 |
0.01% |
| PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 |
|
72147KAE8 |
20,000 |
$21,200.00 |
0.01% |
| SEALED AIR CORP 4%, due 12/01/2027 |
|
81211KAY6 |
20,000 |
$20,975.00 |
0.01% |
| SHELL INTERNATIONAL FINANCE 4%, due 05/10/2046 |
|
822582BQ4 |
10,000 |
$11,456.22 |
0.01% |
| US AIRWAYS 2001-1G PASS 7.076%, due 03/20/2021 |
|
90332UAN3 |
26,811 |
$25,097.08 |
0.01% |
| FANNIEMAE-ACES Series 2014-M6, Class X2, Variable rate, due 05/25/2021 |
|
3136AJ7K6 |
1,281,551 |
$250.80 |
0.00% |
| FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 |
|
3136AT5H3 |
315,586 |
$8,180.00 |
0.00% |
| FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 |
|
3136AQ5K2 |
238,453 |
$3,286.85 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K012, Class X3, Variable rate, due 01/25/2041 |
|
3137A8PR3 |
5,413,749 |
$676.72 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K101, Class X3, Variable rate, due 11/25/2044 |
|
3137A6BC5 |
999,365 |
$1,368.83 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K714, Class X3, Variable rate, due 01/25/2042 |
|
3137B6ZP9 |
8,597,701 |
$2,176.94 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K719, Class X1, Variable rate, due 06/25/2022 |
|
3137BKVQ0 |
490,635 |
$357.97 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K720, Class X1, Variable rate, due 08/25/2022 |
|
3137BLUS5 |
1,383,954 |
$8,032.19 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KAIV, Class X2, Variable rate, due 06/25/2041 |
|
3137ABFK2 |
550,000 |
$6,635.92 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Serkes K011, Class X3, Variable rate, due 12/25/2043 |
|
3137A7NX4 |
3,000,000 |
$6,353.10 |
0.00% |
| HEALTHPEAK PROPERTIES 4.25%, due 11/15/2023 |
|
40414LAJ8 |
3,000 |
$3,292.32 |
0.00% |
| US ULTRA BOND CBT Dec20 |
WNZ0 |
|
-56 |
($12,069,750.00) |
-5.49% |
| US Dollar |
$USD |
|
-17,833,411 |
($17,833,411.37) |
-8.11% |
| US 10yr Ultra Fut Dec20 |
UXYZ0 |
|
-150 |
($23,643,750.00) |
-10.75% |
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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