|
|
 |
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Holdings of the Fund as of 8/23/2019 *
Total Number of Holdings: 561
| US 5YR NOTE (CBT) Dec19 |
FVZ9 |
66 |
$7,913,296.91 |
3.84% |
| U.S. Treasury Bill, 0%, due 10/10/2019 |
912796RF8 |
7,286,000 |
$7,268,490.79 |
3.53% |
| U.S. Treasury Bill, 0%, due 10/31/2019 |
912796SQ3 |
2,905,000 |
$2,894,920.87 |
1.41% |
| MORGAN STANLEY 3.70%, due 10/23/2024 |
61761JVL0 |
1,710,000 |
$1,827,654.13 |
0.89% |
| GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 |
36164QNA2 |
1,755,000 |
$1,763,627.11 |
0.86% |
| JPMORGAN CHASE & CO Variable rate, due 07/23/2029 |
46647PAV8 |
1,460,000 |
$1,653,556.39 |
0.80% |
| Fannie Mae FN BL1137, 3.73%, due 01/01/2029 |
3140HSHP9 |
1,430,000 |
$1,613,632.58 |
0.78% |
| FANNIEMAE-ACES Series 2017-M15, Class A1, Variable rate, due 09/25/2027 |
3136AY6W8 |
1,366,164 |
$1,436,381.14 |
0.70% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KJ21, Class A1, 3.111%, due 06/25/2025 |
3137FHCD3 |
1,345,364 |
$1,417,303.41 |
0.69% |
| GOLDMAN SACHS GROUP INC Variable rate, due 05/01/2029 |
38141GWZ3 |
1,255,000 |
$1,391,912.65 |
0.68% |
| CITIGROUP INC 2.90%, due 12/08/2021 |
172967LC3 |
1,360,000 |
$1,382,873.60 |
0.67% |
| CVS HEALTH CORP 5.05%, due 03/05/2048 |
126650CZ1 |
1,165,000 |
$1,357,795.42 |
0.66% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series KJ13, Class A1, 2.055%, due 09/25/2021 |
3137BWVU5 |
1,363,455 |
$1,360,232.98 |
0.66% |
| WELLS FARGO & COMPANY N/C, 2.625%, due 07/22/2022 |
95000U2B8 |
1,345,000 |
$1,366,885.96 |
0.66% |
| Fannie Mae FN BL0661, 3.99%, due 11/01/2033 |
3140HRWX7 |
1,151,109 |
$1,323,896.05 |
0.64% |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH CERTS Series 2016-SB23, Class A5H, Variable rate, due 09/25/2036 |
30295LAB0 |
1,291,484 |
$1,289,896.51 |
0.63% |
| BANK OF AMERICA CORP Variable rate, due 05/17/2022 |
06051GHH5 |
1,245,000 |
$1,273,879.97 |
0.62% |
| FANNIEMAE-ACES Series 2017-M14, Class A1, Variable rate, due 11/25/2027 |
3136AY2G7 |
1,217,936 |
$1,267,763.36 |
0.62% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF17, Class A, Variable rate, due 03/25/2023 |
3137BPW54 |
1,248,472 |
$1,249,492.75 |
0.61% |
| GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 |
362439AE1 |
1,300,000 |
$1,259,654.24 |
0.61% |
| Fannie Mae FN AM4865, 4.24%, due 12/01/2029 |
3138L5MP2 |
1,063,083 |
$1,231,071.31 |
0.60% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KJ24, Class A1, 2.283%, due 05/25/2026 |
3137FMD66 |
1,198,090 |
$1,222,204.11 |
0.59% |
| Fannie Mae FN AN9447, 3.78%, due 07/01/2033 |
3138LNP96 |
1,025,000 |
$1,182,229.40 |
0.57% |
| HALFMOON PARENT INC 4.375%, due 10/15/2028 |
40573LAS5 |
1,045,000 |
$1,167,997.26 |
0.57% |
| Fannie Mae 4.16%, due 07/01/2021 |
31381RWZ3 |
1,105,000 |
$1,147,789.93 |
0.56% |
| Fannie Mae FN BL2359, 3.54%, due 05/01/2034 |
3140HTTR0 |
996,885 |
$1,123,570.93 |
0.55% |
| Fannie Mae FN 464321, 4.36%, due 01/01/2020 |
31381LYS0 |
1,089,971 |
$1,088,681.44 |
0.53% |
| SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 |
85208NAD2 |
1,005,000 |
$1,066,556.25 |
0.52% |
| Fannie Mae FN AN9502, 3.96%, due 06/01/2033 |
3138LNRY9 |
900,000 |
$1,044,207.71 |
0.51% |
| GE CAPITAL INTL FUNDING 2.342%, due 11/15/2020 |
36164QMS4 |
1,065,000 |
$1,057,574.29 |
0.51% |
| GNMA TBA, 4.50%, due 10/01/2048 |
21H0426B0 |
1,000,000 |
$1,043,906.25 |
0.51% |
| Citigroup Mortgage Loan Trust Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 |
17310VAB6 |
1,351,322 |
$1,035,481.40 |
0.50% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series Q010, Class APT1, Variable rate, due 04/25/2046 |
3137FMUJ9 |
1,025,000 |
$1,037,512.38 |
0.50% |
| WEA FINANCE LLC 3.15%, due 04/05/2022 |
92928QAC2 |
1,000,000 |
$1,022,327.60 |
0.50% |
| Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 |
1248P8AK5 |
957,000 |
$997,587.33 |
0.48% |
| Fannie Mae FN AN9706, 3.76%, due 07/01/2033 |
3138LNYC9 |
860,000 |
$989,224.37 |
0.48% |
| American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
02660TGN7 |
967,209 |
$958,507.61 |
0.47% |
| FHLMC Multifamily Structured Pass Throgh Certs. Series K716, Class X3, Variable rate, due 08/25/2042 |
3137BDDE3 |
30,235,000 |
$971,402.17 |
0.47% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 |
86363LAB9 |
1,002,825 |
$966,250.49 |
0.47% |
| BANK OF AMERICA CORP Variable rate, due 07/23/2029 |
06051GHM4 |
830,000 |
$936,909.06 |
0.46% |
| Ace Securities Corp. Variable rate, due 06/25/2036 |
00441TAD5 |
1,136,448 |
$924,446.56 |
0.45% |
| FANNIEMAE-ACES Series 2016-M2, Class AL, 3.471%, due 04/25/2036 |
3136AQ5J5 |
834,737 |
$922,758.87 |
0.45% |
| Residential Asset Mortgage Products, Inc. Series 2006-RZ1, Class M3, Variable rate, due 03/25/2036 |
76112BZ45 |
900,000 |
$900,719.10 |
0.44% |
| Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 |
09774XBT8 |
2,369,065 |
$892,798.60 |
0.43% |
| Fannie Mae FN AM9897, 3.50%, due 09/01/2035 |
3138LA7K9 |
754,018 |
$846,609.25 |
0.41% |
| COMCAST CORP 2.35%, due 01/15/2027 |
20030NBW0 |
815,000 |
$820,233.66 |
0.40% |
| HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
411640AA3 |
867,823 |
$829,955.85 |
0.40% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 |
45661EAV6 |
837,161 |
$821,834.97 |
0.40% |
| SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 |
78444EAE9 |
905,000 |
$833,338.74 |
0.40% |
| SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 |
78445JAB3 |
800,000 |
$819,592.16 |
0.40% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K714, Class X3, Variable rate, due 01/25/2042 |
3137B6ZP9 |
37,598,715 |
$804,894.49 |
0.39% |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH CERTIFICA Series 2015-SB6, Class A7, Variable rate, due 08/25/2035 |
30293MAH7 |
798,350 |
$807,310.40 |
0.39% |
| MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 |
57629WCH1 |
750,000 |
$802,109.89 |
0.39% |
| Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 |
68383NDW0 |
834,949 |
$809,341.93 |
0.39% |
| Fannie Mae FN BL1414, 3.96%, due 01/01/2034 |
3140HSSC6 |
670,000 |
$778,549.15 |
0.38% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series Q006, Class APT1, Variable rate, due 07/25/2026 |
3137FCL51 |
740,459 |
$784,586.20 |
0.38% |
| Fannie Mae FN AN0987, 3.55%, due 02/01/2036 |
3138LDCZ4 |
690,000 |
$769,875.57 |
0.37% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 |
86361WAA9 |
817,831 |
$769,522.74 |
0.37% |
| AT&T INC 4.75%, due 05/15/2046 |
00206RCQ3 |
655,000 |
$730,970.24 |
0.36% |
| Fannie Mae FN AN7345, 3.21%, due 11/01/2037 |
3138LLET8 |
678,614 |
$733,352.70 |
0.36% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K504, Class A2, Variable rate, due 09/25/2020 |
3137BMLC8 |
715,999 |
$716,024.87 |
0.35% |
| JPMORGAN CHASE & CO Variable rate, due 12/05/2024 |
46647PAY2 |
675,000 |
$726,212.23 |
0.35% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-11, Class 1A1, Variable rate, due 12/25/2036 |
86362HAA1 |
747,575 |
$728,981.93 |
0.35% |
| BARNABAS HEALTH INC 4%, due 07/01/2028 |
06769QAA8 |
635,000 |
$706,603.91 |
0.34% |
| CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 |
161175BN3 |
600,000 |
$700,477.58 |
0.34% |
| Fannie Mae FN AN9164, 3.55%, due 05/01/2030 |
3138LNFE6 |
625,000 |
$700,689.28 |
0.34% |
| Fannie Mae FN AN9756, 3.94%, due 07/01/2033 |
3138LNZW4 |
617,051 |
$706,370.36 |
0.34% |
| GENERAL MILLS INC 4%, due 04/17/2025 |
370334CF9 |
650,000 |
$703,026.16 |
0.34% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
576429AA2 |
718,152 |
$692,035.94 |
0.34% |
| AT&T INC 4.85%, due 03/01/2039 |
00206RHK1 |
594,000 |
$687,058.30 |
0.33% |
| LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 |
544646XZ0 |
500,000 |
$673,880.00 |
0.33% |
| Soundview Home Equity Loan Trust Series 2005-OPT3, Class M1, Variable rate, due 11/25/2035 |
83611MGU6 |
680,000 |
$671,957.23 |
0.33% |
| KONINKLIJKE KPN NV 8.375%, due 10/01/2030 |
780641AH9 |
475,000 |
$653,169.33 |
0.32% |
| RAYMOND JAMES FINANCIAL 3.625%, due 09/15/2026 |
754730AE9 |
615,000 |
$650,827.67 |
0.32% |
| RELX CAPITAL INC 4%, due 03/18/2029 |
74949LAC6 |
600,000 |
$662,054.74 |
0.32% |
| SANTANDER UK PLC N/C, 3.40%, due 06/01/2021 |
80283LAT0 |
650,000 |
$662,241.22 |
0.32% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
78444YAE5 |
650,000 |
$655,033.47 |
0.32% |
| SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 |
001192AH6 |
500,000 |
$651,203.47 |
0.32% |
| Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 |
86360QAE5 |
678,023 |
$659,869.80 |
0.32% |
| VERIZON COMMUNICATIONS 4.016%, due 12/03/2029 |
92343VET7 |
590,000 |
$667,193.35 |
0.32% |
| American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
02660BAA0 |
1,016,388 |
$636,788.21 |
0.31% |
| ANTHEM INC 3.35%, due 12/01/2024 |
036752AC7 |
615,000 |
$642,578.47 |
0.31% |
| BAYER US FINANCE II LLC 4.375%, due 12/15/2028 |
07274NAL7 |
585,000 |
$639,754.19 |
0.31% |
| Bear Stearns Mortgage Funding Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
07400HAA1 |
670,640 |
$642,035.89 |
0.31% |
| UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 |
909319AA3 |
583,176 |
$632,819.32 |
0.31% |
| AERCAP IRELAND CAP LTD/A 4.50%, due 05/15/2021 |
00772BAF8 |
600,000 |
$619,305.01 |
0.30% |
| AMGEN INC 4.40%, due 05/01/2045 |
031162BZ2 |
540,000 |
$614,238.00 |
0.30% |
| Fannie Mae FN AN8546, 3.32%, due 03/01/2025 |
3138LMP80 |
600,000 |
$622,662.73 |
0.30% |
| FANNIEMAE-ACES Series 2016-M11, Class AL, 2.944%, due 07/25/2039 |
3136AT5G5 |
570,880 |
$610,261.54 |
0.30% |
| GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 |
39539KAD5 |
629,662 |
$615,093.19 |
0.30% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
86359LTG4 |
666,036 |
$611,271.63 |
0.30% |
| U.S. Treasury Bill, 0%, due 09/26/2019 |
912796SK6 |
611,000 |
$609,970.08 |
0.30% |
| AIR LEASE CORP 3.875%, due 07/03/2023 |
00912XBC7 |
570,000 |
$597,274.08 |
0.29% |
| ANHEUSER-BUSCH INBEV WOR 4.60%, due 04/15/2048 |
035240AN0 |
515,000 |
$602,196.83 |
0.29% |
| Fannie Mae FN AM0983, 1.74%, due 11/01/2019 |
3138L1CV9 |
600,000 |
$598,994.72 |
0.29% |
| FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 |
3136A9VM7 |
599,867 |
$592,783.28 |
0.29% |
| FORD MOTOR CREDIT CO LLC N/C, 3.219%, due 01/09/2022 |
345397XA6 |
600,000 |
$603,216.25 |
0.29% |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH CERTS Series 2017-SB26, Class A5H, Variable rate, due 01/25/2037 |
35803AAV4 |
588,968 |
$595,438.41 |
0.29% |
| GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 |
39538RBW8 |
623,340 |
$600,206.26 |
0.29% |
| HEALTHCARE REALTY TRUST 3.75%, due 04/15/2023 |
421946AH7 |
575,000 |
$596,353.90 |
0.29% |
| HEALTHCARE TRUST OF AMER 3.70%, due 04/15/2023 |
42225UAB0 |
575,000 |
$596,804.07 |
0.29% |
| Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 |
66989EAA3 |
623,503 |
$607,239.50 |
0.29% |
| Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 |
86360KAE8 |
636,757 |
$605,365.18 |
0.29% |
| CITIGROUP INC Variable rate, due 04/23/2029 |
172967LW9 |
525,000 |
$581,255.75 |
0.28% |
| Fannie Mae FN AN9540, 3.75%, due 06/01/2033 |
3138LNS69 |
500,000 |
$575,336.94 |
0.28% |
| BROADCOM CRP / CAYMN FI 2.375%, due 01/15/2020 |
11134LAB5 |
565,000 |
$564,594.41 |
0.27% |
| CAMDEN PROPERTY TRUST 2.95%, due 12/15/2022 |
133131AT9 |
550,000 |
$563,550.66 |
0.27% |
| CUBESMART LP 4.375%, due 02/15/2029 |
22966RAE6 |
500,000 |
$551,372.77 |
0.27% |
| Fannie Mae FN BL1132, 3.73%, due 01/01/2029 |
3140HSHJ3 |
495,000 |
$558,565.12 |
0.27% |
| Fannie Mae FN BL1416, 3.86%, due 01/01/2029 |
3140HSSE2 |
496,350 |
$559,541.19 |
0.27% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K713, Class A2, 2.313%, due 03/25/2020 |
3137B2GW4 |
548,738 |
$548,153.23 |
0.27% |
| GEORGIA-PACIFIC LLC 5.40%, due 11/01/2020 |
37331NAB7 |
540,000 |
$560,340.35 |
0.27% |
| KRAFT HEINZ FOODS CO 4.625%, due 01/30/2029 |
50077LAT3 |
505,000 |
$551,495.64 |
0.27% |
| L3HARRIS TECH INC 4.40%, due 06/15/2028 |
502431AE9 |
490,000 |
$556,934.26 |
0.27% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
92925CDA7 |
554,545 |
$565,086.64 |
0.27% |
| WELLS FARGO & COMPANY Variable rate, due 05/22/2028 |
95000U2A0 |
510,000 |
$547,672.46 |
0.27% |
| ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 |
01626PAH9 |
510,000 |
$536,368.17 |
0.26% |
| AMCOR FINANCE USA INC 4.50%, due 05/15/2028 |
02343UAE5 |
490,000 |
$538,213.18 |
0.26% |
| AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 |
024836AB4 |
500,000 |
$535,548.44 |
0.26% |
| BOSTON SCIENTIFIC CORP 3.45%, due 03/01/2024 |
101137AV9 |
500,000 |
$525,431.92 |
0.26% |
| Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 |
12643RAY4 |
526,248 |
$534,915.86 |
0.26% |
| Fannie Mae FN AM2974, 4.10%, due 04/01/2043 |
3138L3JU0 |
495,753 |
$544,407.14 |
0.26% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K057, Class X1, Variable rate, due 07/25/2026 |
3137BRQL2 |
7,927,196 |
$537,796.05 |
0.26% |
| FRESENIUS MED CARE II 4.125%, due 10/15/2020 |
35802XAH6 |
525,000 |
$532,836.12 |
0.26% |
| HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
44409MAA4 |
500,000 |
$531,659.89 |
0.26% |
| IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 |
45660LUD9 |
568,614 |
$535,409.76 |
0.26% |
| Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 |
86359DUR6 |
528,550 |
$526,369.50 |
0.26% |
| LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 |
539439AP4 |
540,000 |
$542,310.36 |
0.26% |
| NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 |
666807BM3 |
510,000 |
$527,620.96 |
0.26% |
| UNITEDHEALTH GROUP INC 3.75%, due 07/15/2025 |
91324PCP5 |
500,000 |
$543,874.03 |
0.26% |
| WASTE MANAGEMENT INC 3.20%, due 06/15/2026 |
94106LBH1 |
500,000 |
$533,447.44 |
0.26% |
| WILLIAMS PARTNERS LP 3.75%, due 06/15/2027 |
96949LAD7 |
510,000 |
$533,037.52 |
0.26% |
| BANK OF AMERICA CORP Variable rate, due 02/07/2030 |
06051GHQ5 |
465,000 |
$516,319.66 |
0.25% |
| CITIGROUP INC Variable rate, due 04/24/2025 |
172967MF5 |
500,000 |
$522,935.99 |
0.25% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 |
233851DV3 |
520,000 |
$521,582.25 |
0.25% |
| DIGITAL REALTY TRUST LP 3.625%, due 10/01/2022 |
25389JAK2 |
500,000 |
$518,618.70 |
0.25% |
| Fannie Mae FN BL1052, 3.95%, due 12/01/2028 |
3140HSE23 |
450,000 |
$513,817.15 |
0.25% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series Q101, Class APT2, Variable rate, due 12/25/2047 |
3137FMUK6 |
515,000 |
$524,654.34 |
0.25% |
| FOX CORP 3.666%, due 01/25/2022 |
35137LAA3 |
500,000 |
$518,463.37 |
0.25% |
| Freddie Mac FG WA3208, 3.98%, due 04/01/2034 |
3132WWYE6 |
445,329 |
$512,172.40 |
0.25% |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH CERTS. Series 2016-SB18, Class A5F, Variable rate, due 06/25/2021 |
30289TAG0 |
524,609 |
$523,123.56 |
0.25% |
| IHS MARKIT LTD 4.75%, due 08/01/2028 |
44962LAF4 |
465,000 |
$521,306.85 |
0.25% |
| KIMCO REALTY CORP 3.40%, due 11/01/2022 |
49446RAN9 |
500,000 |
$516,953.29 |
0.25% |
| PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 |
708696BX6 |
500,000 |
$524,563.51 |
0.25% |
| SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 |
845437BR2 |
450,000 |
$506,769.23 |
0.25% |
| Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 |
86359LJA8 |
506,341 |
$504,502.61 |
0.25% |
| TOTAL SYSTEM SERVICES INC 3.80%, due 04/01/2021 |
891906AD1 |
500,000 |
$510,714.79 |
0.25% |
| ALEXANDRIA REAL ESTATE EQUITIES 3.80%, due 04/15/2026 |
015271AP4 |
450,000 |
$484,765.63 |
0.24% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K044, Class X1, Variable rate, due 01/25/2025 |
3137BHCZ8 |
14,614,356 |
$484,591.57 |
0.24% |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH CERTS Series 2016-SB20, Class A7F, Variable rate, due 07/25/2023 |
30289VAG5 |
489,788 |
$492,223.69 |
0.24% |
| KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 |
Y44709AF3 |
440,000 |
$499,996.20 |
0.24% |
| MERCK & CO INC 3.40%, due 03/07/2029 |
58933YAX3 |
450,000 |
$497,822.85 |
0.24% |
| MLCC Mortgage Investors Inc Series 2004-E, Class A2B, Variable rate, due 11/25/2029 |
59020UJR7 |
497,536 |
$501,693.65 |
0.24% |
| NEXTERA ENERGY CAPITAL N/C, 2.403%, due 09/01/2021 |
65339KAS9 |
500,000 |
$502,857.80 |
0.24% |
| REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 |
761713BB1 |
425,000 |
$489,739.84 |
0.24% |
| SUNOCO LOGISTICS PARTNERS 5.40%, due 10/01/2047 |
86765BAV1 |
440,000 |
$490,337.78 |
0.24% |
| WELLS FARGO & COMPANY N/C, 2.60%, due 07/22/2020 |
94974BGM6 |
500,000 |
$502,731.71 |
0.24% |
| Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 |
94986DAA0 |
525,381 |
$500,025.40 |
0.24% |
| BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 |
05530VAA7 |
487,181 |
$478,292.51 |
0.23% |
| CELGENE CORP 3.90%, due 02/20/2028 |
151020BB9 |
435,000 |
$481,448.72 |
0.23% |
| Fannie Mae FN AN9114, 3.58%, due 05/01/2029 |
3138LNDU2 |
418,443 |
$464,734.40 |
0.23% |
| Fannie Mae FN BL1154, 3.86%, due 02/01/2029 |
3140HSH87 |
426,679 |
$483,249.41 |
0.23% |
| FHLMC Multifamily Structured Pass Through Certs. Series K042, Class X1, Variable rate, due 12/25/2024 |
3137BFXU0 |
9,707,239 |
$464,341.90 |
0.23% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KJ03, Class A1, 1.669%, due 01/25/2021 |
3137BMUC8 |
470,602 |
$468,465.12 |
0.23% |
| GENERAL MOTORS FINL CO 3.55%, due 04/09/2021 |
37045XCJ3 |
475,000 |
$483,381.17 |
0.23% |
| Homebanc Mortgage Trust Series 2005-4, Class A1, Variable rate, due 10/25/2035 |
43739EBS5 |
462,441 |
$467,205.35 |
0.23% |
| STATE OF QATAR 4.50%, due 04/23/2028 |
BFYY529 |
400,000 |
$464,728.40 |
0.23% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series Q007, Class APT1, Variable rate, due 10/25/2047 |
3137FHQB2 |
451,170 |
$460,999.80 |
0.22% |
| HCA INC 5.25%, due 06/15/2049 |
404119BZ1 |
400,000 |
$447,987.21 |
0.22% |
| KINDER MORGAN INC 5.55%, due 06/01/2045 |
49456BAH4 |
370,000 |
$448,291.61 |
0.22% |
| ROCKIES EXPRESS PIPELINE 5.625%, due 04/15/2020 |
77340RAK3 |
436,000 |
$442,887.40 |
0.22% |
| WALGREENS BOOTS ALLIANCE 4.80%, due 11/18/2044 |
931427AC2 |
435,000 |
$461,525.21 |
0.22% |
| WRKCO INC 4.65%, due 03/15/2026 |
92940PAB0 |
405,000 |
$447,648.31 |
0.22% |
| ACTAVIS FUNDING SCS 4.55%, due 03/15/2035 |
00507UAT8 |
390,000 |
$424,199.05 |
0.21% |
| BACARDI LTD 4.70%, due 05/15/2028 |
067316AF6 |
390,000 |
$431,727.24 |
0.21% |
| BANK OF NY MELLON CORP Variable rate, due 05/16/2023 |
06406RAC1 |
420,000 |
$426,763.84 |
0.21% |
| FHLMC Multifamily Structured Pass Through Certs. Series K021, Class X3, Variable rate, due 07/25/2040 |
3137AUPG8 |
8,139,000 |
$431,511.06 |
0.21% |
| INTL FLAVOR & FRAGRANCES 4.45%, due 09/26/2028 |
459506AK7 |
400,000 |
$442,517.90 |
0.21% |
| KILROY REALTY LP 4.375%, due 10/01/2025 |
49427RAL6 |
400,000 |
$434,454.30 |
0.21% |
| REPUBLIC OF COLOMBIA 3.875%, due 04/25/2027 |
195325DL6 |
400,000 |
$429,204.00 |
0.21% |
| SMITHFIELD FOODS INC 5.20%, due 04/01/2029 |
832248BB3 |
387,000 |
$434,530.05 |
0.21% |
| TRANSCANADA PIPELINES 5.10%, due 03/15/2049 |
89352HAZ2 |
350,000 |
$429,662.23 |
0.21% |
| US 2YR NOTE (CBT) Sep19 |
TUU9 |
2 |
$431,218.75 |
0.21% |
| 321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 |
46617JAA4 |
357,055 |
$403,583.49 |
0.20% |
| Citigroup Mortgage Loan Trust Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 |
17313CAD1 |
425,000 |
$412,999.15 |
0.20% |
| CONSTELLATION BRANDS INC 4.25%, due 05/01/2023 |
21036PAL2 |
390,000 |
$418,909.07 |
0.20% |
| Fannie Mae FN BL0242, 3.82%, due 11/01/2030 |
3140HRHU0 |
350,000 |
$402,163.10 |
0.20% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K006, Class A2, 4.251%, due 01/25/2020 |
31398VJ98 |
401,824 |
$402,759.38 |
0.20% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series Q004, Class A2H, Variable rate, due 01/25/2021 |
3137FARK6 |
414,627 |
$417,414.43 |
0.20% |
| FORD MOTOR CREDIT CO LLC N/C, 5.875%, due 08/02/2021 |
345397VU4 |
400,000 |
$421,462.79 |
0.20% |
| GNMA Series 2009-80, Class C, Variable rate, due 04/16/2050 |
38373M8M5 |
392,512 |
$404,986.53 |
0.20% |
| GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 |
38380WUG2 |
2,724,084 |
$401,568.91 |
0.20% |
| INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 |
45824TAP0 |
450,000 |
$409,500.00 |
0.20% |
| KILROY REALTY LP 3.45%, due 12/15/2024 |
49427RAM4 |
400,000 |
$419,682.61 |
0.20% |
| MOLSON COORS BREWING CO 2.25%, due 03/15/2020 |
60871RAP5 |
420,000 |
$419,569.53 |
0.20% |
| SL GREEN REALTY CORP 7.75%, due 03/15/2020 |
75625AAB0 |
400,000 |
$411,682.05 |
0.20% |
| SPECTRA ENERGY PARTNERS 4.60%, due 06/15/2021 |
84756NAB5 |
400,000 |
$413,306.60 |
0.20% |
| THE WALT DISNEY COMPANY 4%, due 10/01/2023 |
254687CQ7 |
390,000 |
$419,061.81 |
0.20% |
| WELLTOWER INC 4.95%, due 01/15/2021 |
42217KAU0 |
400,000 |
$412,949.84 |
0.20% |
| AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 |
02377AAA6 |
375,960 |
$394,946.26 |
0.19% |
| CAMPBELL SOUP CO 3.30%, due 03/15/2021 |
134429BD0 |
390,000 |
$395,979.37 |
0.19% |
| EQT CORP 3.90%, due 10/01/2027 |
26884LAF6 |
435,000 |
$393,460.62 |
0.19% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
07401MAA9 |
388,606 |
$379,424.72 |
0.18% |
| BECTON DICKINSON AND CO Variable rate, due 12/29/2020 |
075887CF4 |
375,000 |
$375,107.48 |
0.18% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 |
12667GME0 |
374,218 |
$368,640.28 |
0.18% |
| Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 |
02150PAB4 |
381,066 |
$374,196.59 |
0.18% |
| DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 |
247367AX3 |
357,028 |
$380,377.90 |
0.18% |
| ENERGY TRANSFER OPERATNG 6.25%, due 04/15/2049 |
29279FAA7 |
300,000 |
$376,110.36 |
0.18% |
| Fannie Mae FN BL!882, 3.60%, due 03/01/2034 |
3140HTCU1 |
326,000 |
$373,673.56 |
0.18% |
| INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 |
74445PAC6 |
300,000 |
$366,944.63 |
0.18% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 |
46628SAH6 |
754,222 |
$379,676.33 |
0.18% |
| QUEST DIAGNOSTICS INC 4.20%, due 06/30/2029 |
74834LBA7 |
340,000 |
$378,059.52 |
0.18% |
| CIM Trust Series 2017-7, Class A, Variable rate, due 04/25/2057 |
12553HAA6 |
343,464 |
$345,720.31 |
0.17% |
| CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 |
12554EAA2 |
345,260 |
$343,110.89 |
0.17% |
| Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 |
02148BAC8 |
416,088 |
$352,913.00 |
0.17% |
| FHLMC Multifamily Structured Pass Through Certs. Series K715, Class X3, Variable rate, due 02/25/2041 |
3137BAHC9 |
11,000,000 |
$343,069.10 |
0.17% |
| FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X1, Variable rate, due 01/25/2026 |
3137BPCR8 |
7,052,354 |
$355,580.41 |
0.17% |
| FORD MOTOR CREDIT CO LLC N/C, 3.20%, due 01/15/2021 |
345397XQ1 |
350,000 |
$351,627.49 |
0.17% |
| GLOBAL PAYMENTS INC 3.20%, due 08/15/2029 |
37940XAB8 |
335,000 |
$342,465.71 |
0.17% |
| LIBERTY PROPERTY LP 4.125%, due 06/15/2022 |
53117CAN2 |
325,000 |
$340,097.45 |
0.17% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 |
63861VAC1 |
325,000 |
$342,629.89 |
0.17% |
| WELLTOWER INC 5.25%, due 01/15/2022 |
42217KAW6 |
325,000 |
$348,023.43 |
0.17% |
| BRISTOL-MYERS SQUIBB CO 3.40%, due 07/26/2029 |
110122CB2 |
300,000 |
$325,322.90 |
0.16% |
| CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
126307AZ0 |
287,000 |
$319,739.53 |
0.16% |
| ESSEX PORTFOLIO LP 3.625%, due 08/15/2022 |
29717PAD9 |
325,000 |
$337,835.55 |
0.16% |
| Freddie Mac FG WA3303, 3.83%, due 05/01/2035 |
3132WW3M2 |
297,468 |
$335,171.23 |
0.16% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR21, Class A1, Variable rate, due 08/25/2036 |
45660HAA6 |
365,842 |
$336,476.44 |
0.16% |
| INGERSOLL-RAND CO N/C, 9%, due 08/15/2021 |
456866AG7 |
300,000 |
$332,280.43 |
0.16% |
| MONDELEZ INTL HLDINGS NE 2%, due 10/28/2021 |
60920LAC8 |
340,000 |
$338,950.96 |
0.16% |
| REYNOLDS GRP ISS/REYNOLD 5.75%, due 10/15/2020 |
761735AP4 |
329,497 |
$329,084.78 |
0.16% |
| SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 |
78444FAF3 |
325,000 |
$332,253.47 |
0.16% |
| Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 |
86362XAP3 |
350,986 |
$338,561.76 |
0.16% |
| TENCENT HOLDINGS LTD 3.975%, due 04/11/2029 |
88032WAN6 |
300,000 |
$323,514.00 |
0.16% |
| TYSON FOODS INC 4%, due 03/01/2026 |
902494BJ1 |
300,000 |
$327,384.26 |
0.16% |
| Wells Fargo Mortgage Backed Securities Trust Series 2004-BB, Class A1, Variable rate, due 01/25/2035 |
94981YAA9 |
323,909 |
$330,605.31 |
0.16% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 |
07401VAA9 |
313,812 |
$303,066.87 |
0.15% |
| BOSTON PROPERTIES LP 4.125%, due 05/15/2021 |
10112RAS3 |
300,000 |
$309,375.14 |
0.15% |
| DAIMLER FINANCE NA LLC 2.20%, due 10/30/2021 |
233851CK8 |
310,000 |
$308,848.49 |
0.15% |
| Fannie Mae FN AM9440, 3.05%, due 07/01/2027 |
3138LAP29 |
295,000 |
$316,507.91 |
0.15% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series KJ05, Class A1, 1.418%, due 05/25/2021 |
3137BPWF2 |
319,010 |
$317,600.21 |
0.15% |
| FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 |
345397YL1 |
300,000 |
$301,939.63 |
0.15% |
| GENERAL MOTORS FINL CO 3.20%, due 07/06/2021 |
37045XBM7 |
300,000 |
$303,639.19 |
0.15% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 |
38148YAC2 |
300,000 |
$304,036.57 |
0.15% |
| HCA INC 4.125%, due 06/15/2029 |
404119BX6 |
290,000 |
$309,316.63 |
0.15% |
| SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 |
78445CAE2 |
300,000 |
$300,209.22 |
0.15% |
| UDR INC 3.70%, due 10/01/2020 |
90265EAH3 |
300,000 |
$304,188.70 |
0.15% |
| VENTAS REALTY LP 3.75%, due 05/01/2024 |
92277GAD9 |
300,000 |
$318,242.44 |
0.15% |
| VISTRA OPERATIONS CO LLC 3.55%, due 07/15/2024 |
92840VAD4 |
300,000 |
$303,718.16 |
0.15% |
| WALGREENS BOOTS ALLIANCE 3.30%, due 11/18/2021 |
931427AF5 |
300,000 |
$306,911.12 |
0.15% |
| CIM Trust Series 2017-8, Class A1, Variable rate, due 12/25/2065 |
12553RAA4 |
277,893 |
$279,296.88 |
0.14% |
| FEDERAL HOME LOAN BANK 4.05%, due 09/21/2033 |
3130AEY20 |
275,000 |
$279,944.87 |
0.14% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series Q007, Class APT2, Variable rate, due 10/25/2047 |
3137FHQC0 |
280,089 |
$292,731.08 |
0.14% |
| FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 |
345397ZG1 |
300,000 |
$296,105.40 |
0.14% |
| FREDDIE MAC Series 4824, Class ZC, 4%, due 09/15/2048 |
3137FHC92 |
282,941 |
$284,409.77 |
0.14% |
| KROGER CO 5.40%, due 01/15/2049 |
501044DM0 |
249,000 |
$293,040.23 |
0.14% |
| LEVEL 3 FINANCING INC 5.375%, due 01/15/2024 |
527298BK8 |
289,000 |
$295,514.06 |
0.14% |
| PEMEX PROJ FDG MASTER TR 6.625%, due 06/15/2035 |
706451BG5 |
305,000 |
$286,547.50 |
0.14% |
| PETROLEOS MEXICANOS 6.75%, due 09/21/2047 |
71654QCC4 |
325,000 |
$295,587.50 |
0.14% |
| RITE AID CORP 6.125%, due 04/01/2023 |
767754CH5 |
346,000 |
$280,260.00 |
0.14% |
| SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 |
78413KAB8 |
275,000 |
$280,143.23 |
0.14% |
| SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 |
784442AD7 |
300,000 |
$287,240.34 |
0.14% |
| SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
78444GAD6 |
300,000 |
$283,368.57 |
0.14% |
| WELLS FARGO & COMPANY 4.15%, due 01/24/2029 |
95000U2D4 |
250,000 |
$281,706.07 |
0.14% |
| AMERICAN WATER CAPITAL CORP 3.45%, due 06/01/2029 |
03040WAU9 |
250,000 |
$270,812.55 |
0.13% |
| CODELCO INC 3.625%, due 08/01/2027 |
P3143NAY0 |
250,000 |
$267,872.50 |
0.13% |
| CONAGRA BRANDS INC 4.60%, due 11/01/2025 |
205887CB6 |
250,000 |
$276,248.14 |
0.13% |
| DIGITAL REALTY TRUST LP 3.95%, due 07/01/2022 |
25389JAL0 |
250,000 |
$261,935.32 |
0.13% |
| FANNIEMAE-ACES Series 2015- M4, Class X2, Variable rate, due 07/25/2022 |
3136AMM71 |
32,111,979 |
$260,145.56 |
0.13% |
| FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 |
3136ARP44 |
3,165,238 |
$268,926.57 |
0.13% |
| FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 |
105756BZ2 |
250,000 |
$269,062.50 |
0.13% |
| FEDERAL HOME LOAN BANK 4.09%, due 09/20/2033 |
3130AEX70 |
275,000 |
$275,310.51 |
0.13% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X3, Variable rate, due 12/25/2041 |
3137B5KY8 |
4,000,000 |
$268,194.00 |
0.13% |
| GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
361841AH2 |
250,000 |
$274,447.50 |
0.13% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 |
41161PSK0 |
272,352 |
$271,329.89 |
0.13% |
| IHS MARKIT LTD 4.75%, due 02/15/2025 |
44962LAB3 |
250,000 |
$272,975.18 |
0.13% |
| MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 |
589929V21 |
262,707 |
$260,440.23 |
0.13% |
| NATIONAL RETAIL PROP INC 3.90%, due 06/15/2024 |
637417AG1 |
250,000 |
$265,094.01 |
0.13% |
| PETROLEOS MEXICANOS 6.50%, due 01/23/2029 |
71654QCP5 |
275,000 |
$270,806.25 |
0.13% |
| REPUBLIC OF SOUTH AFRICA 4.875%, due 04/14/2026 |
836205AT1 |
250,000 |
$259,467.50 |
0.13% |
| SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 |
80281LAJ4 |
250,000 |
$268,322.96 |
0.13% |
| VEREIT OPERATING PARTNERSHIP 4.625%, due 11/01/2025 |
92340LAD1 |
250,000 |
$275,216.28 |
0.13% |
| VODAFONE GROUP PLC 4.875%, due 06/19/2049 |
92857WBS8 |
228,000 |
$263,497.65 |
0.13% |
| WAMU MORTGAGE PASS-THROUGH CER Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 |
92922F5T1 |
255,714 |
$258,093.89 |
0.13% |
| WAMU Mortgage Pass-Through Certificates Series 2004-AR12, Class A2A, Variable rate, due 10/25/2044 |
92922FZF8 |
258,257 |
$257,365.35 |
0.13% |
| WELLTOWER INC 3.75%, due 03/15/2023 |
42217KBA3 |
250,000 |
$262,976.50 |
0.13% |
| BAT CAPITAL CORP 4.54%, due 08/15/2047 |
05526DBF1 |
250,000 |
$253,274.34 |
0.12% |
| BERKSHIRE HATHAWAY FIN 4.20%, due 08/15/2048 |
084664CQ2 |
205,000 |
$246,835.33 |
0.12% |
| BOSTON PROPERTIES LP 2.75%, due 10/01/2026 |
10112RAY0 |
250,000 |
$254,435.60 |
0.12% |
| CAMPBELL SOUP CO Variable rate, due 03/15/2021 |
134429BC2 |
250,000 |
$249,841.13 |
0.12% |
| CONAGRA BRANDS INC N/C, Variable rate, due 10/09/2020 |
205887BW1 |
250,000 |
$250,118.56 |
0.12% |
| Countrywide Asset-Backed Certificates Series 2006-6, Class 1A1, Variable rate, due 09/25/2036 |
126670ZH4 |
244,433 |
$242,409.82 |
0.12% |
| Fannie Mae FN AM5573, 3.97%, due 05/01/2029 |
3138L6FP8 |
214,368 |
$248,179.80 |
0.12% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X1, Variable rate, due 08/25/2023 |
3137B5KX0 |
18,280,014 |
$247,145.79 |
0.12% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K093, Class XAM, Variable rate, due 05/25/2029 |
3137FMCV2 |
2,330,000 |
$243,368.50 |
0.12% |
| GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 |
38374EP35 |
1,868,572 |
$240,446.01 |
0.12% |
| HUMANA INC 3.125%, due 08/15/2029 |
444859BK7 |
250,000 |
$253,484.13 |
0.12% |
| KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 |
50077LAB2 |
250,000 |
$241,381.18 |
0.12% |
| MORGAN STANLEY Variable rate, due 07/22/2022 |
61744YAJ7 |
250,000 |
$251,659.18 |
0.12% |
| PARK AEROSPACE HOLDINGS 3.625%, due 03/15/2021 |
70014LAD2 |
250,000 |
$252,375.00 |
0.12% |
| VENTAS REALTY LP 2.65%, due 01/15/2025 |
92277GAT4 |
250,000 |
$253,006.74 |
0.12% |
| WELLS FARGO BANK NA Variable rate, due 03/25/2020 |
94988J5S2 |
250,000 |
$250,360.63 |
0.12% |
| ABBVIE INC 4.875%, due 11/14/2048 |
00287YBD0 |
200,000 |
$227,127.70 |
0.11% |
| BACARDI LTD 5.30%, due 05/15/2048 |
067316AH2 |
200,000 |
$231,560.77 |
0.11% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2029 |
06051GHG7 |
200,000 |
$220,498.28 |
0.11% |
| BOSTON PROPERTIES LP 4.50%, due 12/01/2028 |
10112RBA1 |
200,000 |
$230,756.50 |
0.11% |
| DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 |
26139PAB9 |
200,000 |
$220,684.60 |
0.11% |
| Fannie Mae FN AN2799, 2.21%, due 09/01/2026 |
3138LFDD7 |
220,000 |
$224,697.92 |
0.11% |
| FANNIE MAE Seried 2013-18, Class MI, 3%, due 02/25/2033 |
3136ACXN6 |
3,138,118 |
$225,071.45 |
0.11% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series KF15, Class A, Variable rate, due 02/25/2023 |
3137BNMS0 |
219,308 |
$219,345.11 |
0.11% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K037, Class X3, Variable rate, due 01/25/2042 |
3137B8G68 |
2,500,000 |
$216,242.50 |
0.11% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 |
3137FNB25 |
1,800,000 |
$226,744.20 |
0.11% |
| GENERAL ELECTRIC CO N/C, 5.875%, due 01/14/2038 |
36962G3P7 |
205,000 |
$234,582.45 |
0.11% |
| GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 |
361841AF6 |
200,000 |
$216,916.00 |
0.11% |
| HCA INC 5%, due 03/15/2024 |
404119BN8 |
200,000 |
$219,045.68 |
0.11% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2029 |
46647PAR7 |
200,000 |
$222,725.16 |
0.11% |
| KINGDOM OF BAHRAIN N/C, 7%, due 10/12/2028 |
BDFD907 |
200,000 |
$229,032.00 |
0.11% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 |
63861VAD9 |
230,000 |
$234,353.04 |
0.11% |
| PERU LNG SRL 5.375%, due 03/22/2030 |
P7721BAE1 |
200,000 |
$219,002.00 |
0.11% |
| PETROLEOS DEL PERU SA 4.75%, due 06/19/2032 |
P7808BAA5 |
200,000 |
$223,500.00 |
0.11% |
| REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 |
760942BB7 |
200,000 |
$221,377.00 |
0.11% |
| RUSSIAN FEDERATION N/C, 4.75%, due 05/27/2026 |
BDF1291 |
200,000 |
$217,438.00 |
0.11% |
| SHIRE ACQ INV IRELAND DA 2.40%, due 09/23/2021 |
82481LAB5 |
225,000 |
$225,904.00 |
0.11% |
| SL GREEN OPERATING PARTN Variable rate, due 08/16/2021 |
78444FAG1 |
225,000 |
$225,021.37 |
0.11% |
| SLM Student Loan Trust Series 2008-8, Class B, Variable rate, due 10/25/2075 |
78445GAE3 |
220,000 |
$224,590.70 |
0.11% |
| SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 |
Y8T6JPAA4 |
200,000 |
$233,508.48 |
0.11% |
| Structured Asset Mortgage Investments Inc Series 2003-AR3, Class A1, Variable rate, due 11/19/2033 |
86358HUT4 |
233,480 |
$232,353.95 |
0.11% |
| Tenet Healthcare Corp 6%, due 10/01/2020 |
87243QAB2 |
225,000 |
$233,775.00 |
0.11% |
| UDR INC 4.625%, due 01/10/2022 |
90265EAG5 |
225,000 |
$236,105.87 |
0.11% |
| ANTERO RESOURCES CORP 5%, due 03/01/2025 |
03674XAJ5 |
236,000 |
$208,270.00 |
0.10% |
| ARAB REPUBLIC OF EGYPT N/C, 5.577%, due 02/21/2023 |
03846JW30 |
200,000 |
$205,567.00 |
0.10% |
| BAE SYSTEMS HOLDINGS INC 2.85%, due 12/15/2020 |
05523UAM2 |
200,000 |
$201,273.37 |
0.10% |
| C&W SR FINANCING DAC 6.875%, due 09/15/2027 |
12674TAA4 |
200,000 |
$211,440.00 |
0.10% |
| CLEAN HARBORS INC 4.875%, due 07/15/2027 |
184496AN7 |
200,000 |
$211,300.00 |
0.10% |
| EG GLOBAL FINANCE PLC 6.75%, due 02/07/2025 |
28228PAA9 |
206,000 |
$199,305.00 |
0.10% |
| Fannie Mae FN AN9413. 3.79%, due 07/01/2028 |
3138LNN72 |
180,000 |
$201,926.95 |
0.10% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K728, Class X3, Variable rate, due 11/25/2045 |
3137FBTD8 |
2,230,000 |
$195,736.91 |
0.10% |
| GLOBAL BANK CORPORATION N/C, 4.50%, due 10/20/2021 |
37954JAB2 |
200,000 |
$206,250.00 |
0.10% |
| GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 |
361841AL3 |
185,000 |
$204,151.20 |
0.10% |
| HOLOGIC INC 4.625%, due 02/01/2028 |
436440AM3 |
208,000 |
$215,280.00 |
0.10% |
| HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 |
44409MAB2 |
175,000 |
$196,282.61 |
0.10% |
| LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 |
53944YAH6 |
200,000 |
$209,771.45 |
0.10% |
| NATL RETAIL PROPERTIES 3.80%, due 10/15/2022 |
637417AE6 |
200,000 |
$208,169.91 |
0.10% |
| PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 |
70014LAB6 |
185,000 |
$199,827.75 |
0.10% |
| PERUSAHAAN PENERBIT SBSN N/C, 4.15%, due 03/29/2027 |
71567RAH9 |
200,000 |
$213,900.00 |
0.10% |
| PETROLEOS MEXICANOS 5.375%, due 03/13/2022 |
71654QCE0 |
200,000 |
$203,750.00 |
0.10% |
| SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 |
BYZFF68 |
200,000 |
$214,545.00 |
0.10% |
| SES SA 3.60%, due 04/04/2023 |
78413HAA7 |
200,000 |
$204,019.43 |
0.10% |
| SHIRE ACQ INV IRELAND DA 1.90%, due 09/23/2019 |
82481LAA7 |
200,000 |
$199,929.63 |
0.10% |
| UNITED MEXICAN STATES 3.75%, due 01/11/2028 |
91087BAE0 |
200,000 |
$207,452.00 |
0.10% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
92769XAM7 |
200,000 |
$208,938.00 |
0.10% |
| ELANCO ANIMAL HEALTH INC 4.272%, due 08/28/2023 |
28414HAE3 |
182,000 |
$190,014.15 |
0.09% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series K045, Class X1, Variable rate, due 01/25/2025 |
3137BHXK8 |
8,791,576 |
$186,398.12 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series K031, Class X1, Variable rate, due 04/25/2023 |
3137B3NY0 |
25,690,397 |
$190,853.96 |
0.09% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K056, Class XAM, Variable rate, due 05/25/2026 |
3137BQYU5 |
2,450,000 |
$178,732.89 |
0.09% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KS07, Class X, Variable rate, due 09/25/2025 |
3137BS6G3 |
5,000,000 |
$180,371.50 |
0.09% |
| FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 01/09/2020 |
345397YE7 |
175,000 |
$175,104.93 |
0.09% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 |
45668RAC2 |
201,175 |
$189,471.23 |
0.09% |
| Interest: Pay 9465000 US0003M, Receive 9465000 USD - 04/11/2022 |
|
9,465,000 |
$181,850.08 |
0.09% |
| OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 |
682051AH0 |
200,000 |
$195,521.60 |
0.09% |
| PROV ST JOSEPH HLTH OBL 2.746%, due 10/01/2026 |
743756AB4 |
180,000 |
$185,006.21 |
0.09% |
| TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 |
878091BE6 |
175,000 |
$184,890.09 |
0.09% |
| Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 |
040104PC9 |
160,000 |
$158,626.99 |
0.08% |
| COLT Funding LLC Series 2017-2, Class A1A, Variable rate, due 10/25/2047 |
19687WAA7 |
156,880 |
$156,576.94 |
0.08% |
| DUKE ENERGY PROGRESS LLC 3.70%, due 09/01/2028 |
26442UAG9 |
150,000 |
$166,477.99 |
0.08% |
| ENERGY TRANSFER PARTNERS 6%, due 06/15/2048 |
29278NAE3 |
145,000 |
$174,922.22 |
0.08% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K012, Class X3, Variable rate, due 01/25/2041 |
3137A8PR3 |
5,413,749 |
$161,825.08 |
0.08% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K025, Class X3, Variable rate, due 11/25/2040 |
3137AYCG4 |
3,100,000 |
$165,247.36 |
0.08% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K734, Class X1, Variable rate, due 02/25/2026 |
3137FLN59 |
4,698,982 |
$174,217.11 |
0.08% |
| GENERAL ELECTRIC CO 2.20%, due 01/09/2020 |
36962G7M0 |
175,000 |
$173,969.34 |
0.08% |
| HCP INC 4%, due 12/01/2022 |
40414LAP4 |
147,000 |
$155,339.15 |
0.08% |
| PLAINS ALL AMER PIPELINE 4.65%, due 10/15/2025 |
72650RBJ0 |
145,000 |
$156,043.16 |
0.08% |
| PRICOA GLOBAL FUNDING 1 N/C, 3.45%, due 09/01/2023 |
741531FA0 |
150,000 |
$157,295.34 |
0.08% |
| Residential Asset Mortgage Products, Inc. Series 2005-RZ3, Class M3, Variable rate, due 09/25/2035 |
76112BA42 |
160,000 |
$160,882.80 |
0.08% |
| SPRINT COMMUNICATIONS 7%, due 03/01/2020 |
852061AQ3 |
168,000 |
$171,780.00 |
0.08% |
| Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 |
86365LAA9 |
168,311 |
$170,732.54 |
0.08% |
| US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 |
90345WAA2 |
154,897 |
$173,464.26 |
0.08% |
| Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 |
007036QH2 |
157,052 |
$142,711.86 |
0.07% |
| AMERICAN CAMPUS CMNTYS 3.35%, due 10/01/2020 |
024836AC2 |
150,000 |
$151,869.17 |
0.07% |
| Banc of America Funding Corporation Series 2005-B, Class 3A3, Variable rate, due 04/20/2035 |
05946XSC8 |
140,677 |
$140,928.84 |
0.07% |
| CENTENE CORP 5.625%, due 02/15/2021 |
15135BAF8 |
141,000 |
$143,107.95 |
0.07% |
| CITIGROUP INC Variable rate, due 07/24/2028 |
172967LP4 |
135,000 |
$145,029.66 |
0.07% |
| EQT MIDSTREAM PARTNERS LP 5.50%, due 07/15/2028 |
26885BAC4 |
145,000 |
$147,131.92 |
0.07% |
| Equifirst Mortgage Loan Trust Series 2005-1, Class M3, Variable rate, due 04/25/2035 |
29445FCQ9 |
138,961 |
$139,242.36 |
0.07% |
| FARMERS INS EXCH Variable rate, due 11/01/2057 |
309601AE2 |
140,000 |
$148,257.20 |
0.07% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series W5FX, Class AFX, Variable rate, due 04/25/2028 |
3137FG6Q3 |
125,000 |
$135,356.61 |
0.07% |
| FHLMC MULTIFAMILY STRUCTURED PASS TRHOUGH CERTS. Series K155, Class A3, 3.75%, due 04/25/2033 |
3137FG6T7 |
125,000 |
$144,963.71 |
0.07% |
| FRESENIUS US FINANCE II 4.25%, due 02/01/2021 |
35804GAJ7 |
150,000 |
$153,699.26 |
0.07% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 |
63861VAA5 |
135,000 |
$138,593.70 |
0.07% |
| QWEST CORP N/C, 7.25%, due 09/15/2025 |
912920AK1 |
125,000 |
$140,204.74 |
0.07% |
| Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 |
76110W7E0 |
150,000 |
$150,260.36 |
0.07% |
| Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 |
76113ABL4 |
150,000 |
$149,481.08 |
0.07% |
| SIRIUS XM RADIO INC 3.875%, due 08/01/2022 |
82967NAY4 |
150,000 |
$153,000.00 |
0.07% |
| TENET HEALTHCARE CORP 4.625%, due 07/15/2024 |
88033GCS7 |
150,000 |
$153,214.50 |
0.07% |
| T-MOBILE USA INC 6.50%, due 01/15/2024 |
87264AAJ4 |
130,000 |
$135,726.50 |
0.07% |
| Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 |
12668BDC4 |
120,993 |
$123,212.86 |
0.06% |
| Fannie Mae FN 466893, 4.05%, due 01/01/2021 |
31381PUS5 |
125,000 |
$127,424.18 |
0.06% |
| Fannie Mae FN AN6926, 2.995%, due 11/01/2032 |
3138LKVU8 |
121,226 |
$131,172.00 |
0.06% |
| FANNIEMAE-ACES Series 2012-M4, Class X1, Variable rate, due 04/25/2022 |
3136A56Z4 |
10,963,174 |
$125,446.12 |
0.06% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K022, Class X3, Variable rate, due 08/25/2040 |
3137AVXQ5 |
2,500,000 |
$127,472.00 |
0.06% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K155, Class A1, 3.75%, due 11/25/2029 |
3137FG6R1 |
120,614 |
$133,361.79 |
0.06% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 |
32028PAE5 |
143,038 |
$128,389.44 |
0.06% |
| GENERAL MILLS INC 4.70%, due 04/17/2048 |
370334CJ1 |
105,000 |
$124,208.89 |
0.06% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
361841AP4 |
115,000 |
$116,010.85 |
0.06% |
| HUMANA INC 2.625%, due 10/01/2019 |
444859BC5 |
115,000 |
$115,019.80 |
0.06% |
| J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 |
466275AB0 |
123,930 |
$119,233.39 |
0.06% |
| KANSAS CITY POWER & LT 4.20%, due 06/15/2047 |
485134BQ2 |
100,000 |
$119,949.75 |
0.06% |
| LLOYDS BANK PLC N/C, 3.30%, due 05/07/2021 |
53944VAP4 |
125,000 |
$127,230.70 |
0.06% |
| MASTR ASSET BACKED SECURITIES Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 |
576455AC3 |
163,759 |
$114,856.94 |
0.06% |
| MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 |
55303XAC9 |
117,000 |
$126,875.97 |
0.06% |
| OCCIDENTAL PETROLEUM CORP 3.50%, due 08/15/2029 |
674599CS2 |
125,000 |
$127,219.50 |
0.06% |
| PERNOD RICARD SA 4.45%, due 01/15/2022 |
714264AD0 |
125,000 |
$131,833.55 |
0.06% |
| PIPELINE FUNDING CO LLC 7.50%, due 01/15/2030 |
724060AA6 |
93,090 |
$117,949.75 |
0.06% |
| PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 |
745332CH7 |
100,000 |
$118,782.00 |
0.06% |
| REALTY INCOME CORP 3.25%, due 10/15/2022 |
756109AN4 |
110,000 |
$114,211.49 |
0.06% |
| SILGAN HOLDINGS INC 4.75%, due 03/15/2025 |
827048AU3 |
125,000 |
$128,281.25 |
0.06% |
| Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 |
83613DAE6 |
143,507 |
$131,827.56 |
0.06% |
| TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 |
89382PAA3 |
119,260 |
$121,496.12 |
0.06% |
| WELLS FARGO & COMPANY 3.069%, due 01/24/2023 |
949746SK8 |
125,000 |
$127,828.32 |
0.06% |
| ANTERO RESOURCES CORP 5.625%, due 06/01/2023 |
03674XAF3 |
100,000 |
$92,875.00 |
0.05% |
| Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 |
00076BAB0 |
114,619 |
$112,596.86 |
0.05% |
| BAYER US FINANCE II LLC 3.50%, due 06/25/2021 |
07274NAA1 |
100,000 |
$101,961.00 |
0.05% |
| BAYER US FINANCE II LLC 4.40%, due 07/15/2044 |
07274NBF9 |
100,000 |
$102,920.18 |
0.05% |
| CHURCHILL DOWNS INC 4.75%, due 01/15/2028 |
171484AE8 |
95,000 |
$97,612.50 |
0.05% |
| CITIGROUP INC Variable rate, due 07/24/2023 |
172967LM1 |
100,000 |
$101,606.76 |
0.05% |
| Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 |
12648ELW0 |
112,133 |
$112,838.46 |
0.05% |
| DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 |
23332UBV5 |
99,986 |
$98,023.58 |
0.05% |
| DUQUESNE LIGHT HOLDINGS 6.40%, due 09/15/2020 |
266233AC9 |
100,000 |
$103,872.50 |
0.05% |
| FAMILY DOLLAR STORES INC 5%, due 02/01/2021 |
307000AA7 |
100,000 |
$103,505.46 |
0.05% |
| Fannie Mae FN AN9297, 3.69%, due 05/01/2030 |
3138LNKK6 |
100,000 |
$113,150.11 |
0.05% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K101, Class X3, Variable rate, due 11/25/2044 |
3137A6BC5 |
2,000,000 |
$103,966.00 |
0.05% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KC04, Class X1, Variable rate, due 12/25/2026 |
3137FMCG5 |
1,365,000 |
$93,186.64 |
0.05% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KP02, Class A2, Variable rate, due 04/25/2021 |
3137BKWB2 |
100,068 |
$99,869.89 |
0.05% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Serkes K011, Class X3, Variable rate, due 12/25/2043 |
3137A7NX4 |
3,000,000 |
$97,410.30 |
0.05% |
| Fremont Home Loan Trust Series 2005-D, Class 2A4, Variable rate, due 11/25/2035 |
35729PME7 |
101,744 |
$102,011.56 |
0.05% |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH CERTS. Series 2016-SB20, Class A5F, Variable rate, due 07/25/2021 |
30289VAE0 |
106,033 |
$105,788.81 |
0.05% |
| GENERAL ELECTRIC CO N/C, 4.625%, due 01/07/2021 |
36962G4Y7 |
100,000 |
$102,174.91 |
0.05% |
| GLP CAPITAL LP / FIN II 4.875%, due 11/01/2020 |
361841AD1 |
100,000 |
$102,417.00 |
0.05% |
| GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 |
39538WFH6 |
111,053 |
$108,026.33 |
0.05% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 |
41161PSM6 |
108,941 |
$109,987.10 |
0.05% |
| HCA INC 5.25%, due 04/15/2025 |
404119BQ1 |
90,000 |
$100,794.41 |
0.05% |
| HUMANA INC 3.15%, due 12/01/2022 |
444859BA9 |
100,000 |
$102,348.89 |
0.05% |
| Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 |
45254NML8 |
111,866 |
$110,814.39 |
0.05% |
| Interest: Pay 5165000 US0003M, Receive 5165000 USD - 05/08/2022 |
|
5,165,000 |
$102,485.48 |
0.05% |
| METROPOLITAN EDISON CO 3.50%, due 03/15/2023 |
591894BY5 |
100,000 |
$104,426.87 |
0.05% |
| Morgan Stanley ReRemic Trust Series 2014-R8, Class 3B1, Variable rate, due 06/26/2047 |
61764KAM5 |
105,838 |
$105,336.51 |
0.05% |
| NBCUNIVERSAL MEDIA LLC 2.875%, due 01/15/2023 |
63946BAH3 |
100,000 |
$102,967.48 |
0.05% |
| PETROBRAS GLOBAL FINANCE 5.75%, due 02/01/2029 |
71647NAZ2 |
100,000 |
$108,080.00 |
0.05% |
| PNM RESOURCES INC 3.25%, due 03/09/2021 |
69349HAC1 |
100,000 |
$101,245.67 |
0.05% |
| RANGE RESOURCES CORP 4.875%, due 05/15/2025 |
75281AAS8 |
120,000 |
$99,576.00 |
0.05% |
| ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 |
77340RAM9 |
100,000 |
$113,000.00 |
0.05% |
| SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 |
785592AM8 |
100,000 |
$112,339.35 |
0.05% |
| SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 |
78447KAD4 |
100,000 |
$98,215.94 |
0.05% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 |
86360JAA9 |
99,147 |
$94,030.03 |
0.05% |
| TITAN ACQ/CO-BORROWER 7.75%, due 04/15/2026 |
88827AAA1 |
110,000 |
$99,825.00 |
0.05% |
| TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 |
89383JAA6 |
100,000 |
$103,750.00 |
0.05% |
| VODAFONE GROUP PLC 3.75%, due 01/16/2024 |
92857WBH2 |
100,000 |
$105,738.38 |
0.05% |
| WALGREEN CO 3.10%, due 09/15/2022 |
931422AH2 |
100,000 |
$102,524.28 |
0.05% |
| WAMU MORTGAGE PASS-THROUGH CER Series 2005-AR11, Class A1A, Variable rate, due 08/25/2045 |
92922F2G2 |
95,076 |
$94,853.19 |
0.05% |
| WEC ENERGY GROUP INC 3.375%, due 06/15/2021 |
92939UAA4 |
100,000 |
$102,247.45 |
0.05% |
| WELLCARE HEALTH PLANS 5.25%, due 04/01/2025 |
94946TAC0 |
99,000 |
$103,910.40 |
0.05% |
| ABBVIE INC 4.50%, due 05/14/2035 |
00287YAR0 |
85,000 |
$92,533.60 |
0.04% |
| AIR LEASE CORP 4.75%, due 03/01/2020 |
00912XAJ3 |
75,000 |
$75,934.80 |
0.04% |
| ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 |
015271AL3 |
75,000 |
$78,892.54 |
0.04% |
| ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 |
01882YAA4 |
75,000 |
$78,899.60 |
0.04% |
| AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 |
024836AA6 |
75,000 |
$78,580.28 |
0.04% |
| ANTERO RESOURCES CORP 5.125%, due 12/01/2022 |
03674XAC0 |
88,000 |
$81,428.15 |
0.04% |
| Carrington Mortgage Loan Trust Series 2005-NC5, Class M1, Variable rate, due 10/25/2035 |
144531DN7 |
86,608 |
$86,890.77 |
0.04% |
| CHENIERE ENERGY PARTNERS 5.25%, due 10/01/2025 |
16411QAB7 |
70,000 |
$72,538.90 |
0.04% |
| CIGNA CORP 3.05%, due 10/15/2027 |
125509BV0 |
75,000 |
$76,526.38 |
0.04% |
| Conseco Financial Corp Series 1996-7, Class M1, Variable rate, due 09/15/2026 |
393505PN6 |
74,090 |
$78,564.78 |
0.04% |
| Fannie Mae FN 466551, 3.75%, due 07/01/2021 |
31381PH43 |
89,935 |
$92,413.95 |
0.04% |
| First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 |
32051GAA3 |
78,193 |
$78,353.57 |
0.04% |
| FLORIDA POWER & LIGHT CO 3.95%, due 03/01/2048 |
341081FQ5 |
75,000 |
$88,363.91 |
0.04% |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH CERTS. Series 2016-SB24, Class A5H, Variable rate, due 10/25/2036 |
30295NAD2 |
76,363 |
$76,370.51 |
0.04% |
| GNMA Series 2018-91, Class YF, Variable rate, due 07/20/2048 |
38380XVE4 |
75,735 |
$75,611.64 |
0.04% |
| HCP INC 4%, due 06/01/2025 |
40414LAN9 |
75,000 |
$80,228.59 |
0.04% |
| HOME DEPOT INC 3.90%, due 12/06/2028 |
437076BW1 |
75,000 |
$85,550.31 |
0.04% |
| KRAFT HEINZ FOODS CO 3%, due 06/01/2026 |
50077LAD8 |
80,000 |
$78,861.25 |
0.04% |
| MATTHEWS INTERNATIONAL CORP 5.25%, due 12/01/2025 |
577128AA9 |
75,000 |
$72,187.50 |
0.04% |
| NISOURCE INC 3.65%, due 06/15/2023 |
65473PAF2 |
70,000 |
$73,482.00 |
0.04% |
| REPUBLIC SERVICES INC 3.95%, due 05/15/2028 |
760759AT7 |
75,000 |
$84,128.59 |
0.04% |
| RUBY PIPELINE LLC 6%, due 04/01/2022 |
781172AB7 |
70,909 |
$74,150.92 |
0.04% |
| STARBUCKS CORP 3.80%, due 08/15/2025 |
855244AQ2 |
75,000 |
$81,345.72 |
0.04% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 |
863579SU3 |
82,254 |
$81,300.38 |
0.04% |
| TC PIPELINES LP 3.90%, due 05/25/2027 |
87233QAC2 |
75,000 |
$78,758.70 |
0.04% |
| T-MOBILE USA INC 4.75%, due 02/01/2028 |
87264AAV7 |
74,000 |
$77,792.50 |
0.04% |
| T-MOBILE USA INC 6%, due 03/01/2023 |
87264AAM7 |
90,000 |
$91,800.00 |
0.04% |
| TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 |
898813AK6 |
75,000 |
$78,581.48 |
0.04% |
| UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 |
91412GTG0 |
75,000 |
$88,455.00 |
0.04% |
| VENTAS REALTY LP 4%, due 03/01/2028 |
92277GAM9 |
75,000 |
$81,690.17 |
0.04% |
| WAMU Mortgage Pass-Through Certerficates Series 2005-AR8, Class 2A1A, Variable rate, due 07/25/2045 |
92922FR75 |
74,349 |
$73,852.55 |
0.04% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 |
93363TAA0 |
88,411 |
$81,755.91 |
0.04% |
| AVOLON HOLDINGS FNDG LTD 5.125%, due 10/01/2023 |
05401AAB7 |
54,000 |
$57,412.80 |
0.03% |
| BALL CORP 4%, due 11/15/2023 |
058498AS5 |
58,000 |
$60,972.50 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 12/20/2023 |
06051GHC6 |
65,000 |
$66,757.77 |
0.03% |
| COMM MORTGAGE TRUST Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
12624QAS2 |
1,715,481 |
$70,972.19 |
0.03% |
| COVANTA HOLDING CORP 6%, due 01/01/2027 |
22282EAH5 |
59,000 |
$61,507.50 |
0.03% |
| Fannie Mae FN AN0026, 3.48%, due 11/01/2035 |
3138LCA47 |
53,626 |
$60,240.25 |
0.03% |
| FANNIEMAE-ACES Series 2010-M4, Class A3, 3.819%, due 06/25/2020 |
31398R7H2 |
51,852 |
$52,314.25 |
0.03% |
| GFL ENVIRONMENTAL INC 5.375%, due 03/01/2023 |
36168QAD6 |
61,000 |
$61,445.30 |
0.03% |
| GNMA Series 2013-72, Class A, 2.039%, due 10/16/2046 |
38378KQE2 |
52,590 |
$51,524.12 |
0.03% |
| GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 |
38869PAL8 |
58,000 |
$61,062.40 |
0.03% |
| INTL LEASE FINANCE CORP N/C, 4.625%, due 04/15/2021 |
459745GQ2 |
50,000 |
$51,690.68 |
0.03% |
| PETROLEOS MEXICANOS 6.50%, due 03/13/2027 |
71654QCG5 |
65,000 |
$65,000.00 |
0.03% |
| PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 |
72147KAE8 |
61,000 |
$64,965.00 |
0.03% |
| QWEST CORP 6.75%, due 12/01/2021 |
74913GAX3 |
54,000 |
$58,071.35 |
0.03% |
| SEALED AIR CORP 5.50%, due 09/15/2025 |
81211KAX8 |
60,000 |
$65,250.00 |
0.03% |
| SERVICE CORP INTL 4.625%, due 12/15/2027 |
817565CD4 |
61,000 |
$62,906.25 |
0.03% |
| SPECTRUM BRANDS INC 6.125%, due 12/15/2024 |
84762LAS4 |
60,000 |
$62,400.00 |
0.03% |
| SUNOCO LOGISTICS PARTNERS 4%, due 10/01/2027 |
86765BAU3 |
50,000 |
$53,039.28 |
0.03% |
| TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 |
89376VAA8 |
54,000 |
$52,380.00 |
0.03% |
| TWIN RIVER WORLDWIDE HLD 6.75%, due 06/01/2027 |
90171VAA3 |
60,000 |
$63,150.00 |
0.03% |
| USA COM PART/USA COM FIN 6.875%, due 04/01/2026 |
91740PAC2 |
70,000 |
$71,750.00 |
0.03% |
| VERIZON COMMUNICATIONS 4.329%, due 09/21/2028 |
92343VER1 |
50,000 |
$57,303.29 |
0.03% |
| WYNN LAS VEGAS LLC/CORP 5.25%, due 05/15/2027 |
983130AX3 |
61,000 |
$62,347.49 |
0.03% |
| BERRY GLOBAL ESCROW CORP 4.875%, due 07/15/2026 |
085770AA3 |
41,000 |
$42,824.91 |
0.02% |
| CHS/COMMUNITY HEALTH SYS 8%, due 03/15/2026 |
12543DBC3 |
40,000 |
$38,300.00 |
0.02% |
| Citigroup Mortgage Loan Trust Series 2005-HE4, Class M1, Variable rate, due 10/25/2035 |
17307GP69 |
46,807 |
$47,009.83 |
0.02% |
| Citigroup Mortgage Loan Trust Series 2007-WHF2, Class A, Variable rate, due 03/25/2037 |
17312BAD4 |
43,463 |
$43,553.87 |
0.02% |
| Fannie Mae FN AD0849, 4.25%, due 02/01/2020 |
31418M5K4 |
32,545 |
$32,707.14 |
0.02% |
| Fannie Mae FN AN0976, 3.259%, due 02/01/2028 |
3138LDCN1 |
44,657 |
$48,565.25 |
0.02% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K006, Class AX1, Variable rate, due 01/25/2020 |
31398VJA5 |
22,668,361 |
$32,193.61 |
0.02% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K078, Class XAM, Variable rate, due 06/25/2028 |
3137FGR72 |
6,000,000 |
$32,310.00 |
0.02% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KAIV, Class X2, Variable rate, due 06/25/2041 |
3137ABFK2 |
550,000 |
$33,233.53 |
0.02% |
| HCP INC 4.25%, due 11/15/2023 |
40414LAJ8 |
47,000 |
$50,751.86 |
0.02% |
| HOST HOTELS & RESORTS LP 6%, due 10/01/2021 |
44107TAQ9 |
45,000 |
$47,891.19 |
0.02% |
| INGERSOLL-RAND LUX FINAN 3.55%, due 11/01/2024 |
456873AB4 |
40,000 |
$42,233.90 |
0.02% |
| Mid-State Trust Series 2010-1, Class A, 3.50%, due 12/15/2045 |
59560WAA5 |
31,841 |
$32,836.61 |
0.02% |
| Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 |
63938EAC8 |
36,375 |
$36,064.46 |
0.02% |
| SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 |
78388JAV8 |
40,000 |
$41,600.00 |
0.02% |
| SPRINT CORP 7.625%, due 03/01/2026 |
85207UAK1 |
37,000 |
$41,290.15 |
0.02% |
| US AIRWAYS 2001-1G PASS 7.076%, due 03/20/2021 |
90332UAN3 |
45,709 |
$47,845.15 |
0.02% |
| WPX ENERGY INC 5.75%, due 06/01/2026 |
98212BAH6 |
36,000 |
$36,990.00 |
0.02% |
| CENTENNIAL RESOURCE PRODUCTION 5.375%, due 01/15/2026 |
15138AAA8 |
15,000 |
$14,325.00 |
0.01% |
| CHS/COMMUNITY HEALTH SYS 6.25%, due 03/31/2023 |
12543DAY6 |
21,000 |
$20,074.95 |
0.01% |
| CLEAR CHANNEL INTL BV 8.75%, due 12/15/2020 |
18452MAA4 |
29,000 |
$29,783.00 |
0.01% |
| CROWNROCK LP/CROWNROCK F 5.625%, due 10/15/2025 |
228701AF5 |
29,000 |
$28,375.05 |
0.01% |
| Fannie Mae FN AM1691, 3.46%, due 01/01/2043 |
3138L12Z1 |
22,140 |
$24,250.53 |
0.01% |
| FANNIEMAE-ACES Series 2011-M5, Class X, Variable rate, due 07/25/2021 |
3136A07K7 |
946,247 |
$14,424.30 |
0.01% |
| FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 |
3136AT5H3 |
596,829 |
$21,718.61 |
0.01% |
| FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 |
3136AQ5K2 |
348,514 |
$11,864.48 |
0.01% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K720, Class X1, Variable rate, due 08/25/2022 |
3137BLUS5 |
1,417,388 |
$17,446.77 |
0.01% |
| Fremont Home Loan Trust Series 2005-A, Class M3, Variable rate, due 01/25/2035 |
35729PHN3 |
25,000 |
$24,858.32 |
0.01% |
| GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 |
38378KQ69 |
800,363 |
$25,160.45 |
0.01% |
| GS MORTGAGE SECURITIES TRUST Series 2010-C1, Class X, Variable rate, due 08/10/2043 |
36249KAE0 |
1,427,226 |
$12,163.11 |
0.01% |
| GS MORTGAGE SECURITIES TRUST Series 2013-GC12, Class XA, Variable rate, due 06/10/2046 |
36197XAM6 |
292,923 |
$12,816.34 |
0.01% |
| INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 |
45824TAY1 |
18,000 |
$18,540.00 |
0.01% |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST Series 2010-C1, Class A2, 4.608%, due 06/15/2043 |
46634NAD8 |
28,674 |
$28,760.83 |
0.01% |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST Series 2012-CBX, Class XA, Variable rate, due 06/15/2045 |
46637WAE3 |
534,757 |
$14,534.65 |
0.01% |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST Series 2013-C14, Class XA, Variable rate, due 08/15/2046 |
46640LAF9 |
1,390,408 |
$27,622.55 |
0.01% |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST Series 2013-C15, Class XA, Variable rate, due 11/15/2045 |
46640NAG3 |
587,893 |
$22,062.81 |
0.01% |
| MORGAN STANLEY BAML TRUST Series 2013-C12, Class XA, Variable rate, due 10/15/2046 |
61762XAV9 |
1,343,049 |
$28,303.02 |
0.01% |
| MORGAN STANLEY CAPITAL I TRUST Series 2011-C2, Class XB, Variable rate, due 06/15/2044 |
617459AF9 |
2,828,325 |
$15,988.80 |
0.01% |
| OI EUROPEAN GROUP BV 4%, due 03/15/2023 |
67777LAC7 |
18,000 |
$18,090.00 |
0.01% |
| UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST Series 2012-C2, Class XA, Variable rate, due 05/10/2063 |
90269CAH3 |
519,278 |
$16,492.00 |
0.01% |
| BAUSCH HEALTH COS INC 5.75%, due 08/15/2027 |
071734AC1 |
6,000 |
$6,390.00 |
0.00% |
| DBUBS MORTGAGE TRUST Series 2011-LC3A, Class XA, Variable rate, due 08/10/2044 |
23305YAG4 |
1,667,336 |
$6,688.85 |
0.00% |
| Fannie Mae FN AN1151, 3.20%, due 03/01/2031 |
3138LDH55 |
0 |
$0.06 |
0.00% |
| FANNIEMAE-ACES Series 2014-M6, Class X2, Variable rate, due 05/25/2021 |
3136AJ7K6 |
2,817,559 |
$8,948.56 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series K007, Class X1, Variable rate, due 04/25/2020 |
31398QHC4 |
712,933 |
$2,364.80 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K005, Class AX, Variable rate, due 11/25/2019 |
31398WD50 |
832,391 |
$48.11 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K711, Class X3, Variable rate, due 08/25/2040 |
3137AVPU5 |
9,309,963 |
$93.10 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K719, Class X1, Variable rate, due 06/25/2022 |
3137BKVQ0 |
1,485,172 |
$5,312.91 |
0.00% |
| FREMF MORTGAGE TRUST Series 2013-K713, Class X2A, 0.10%, due 04/25/2046 |
30261UAE4 |
13,098,257 |
$3,469.73 |
0.00% |
| POST HOLDINGS INC 5.50%, due 12/15/2029 |
737446AP9 |
4,000 |
$4,160.00 |
0.00% |
| Interest: Pay 2115000 USD, Receive 2115000 US0003M - 05/08/2025 |
|
2,115,000 |
($111,047.39) |
-0.05% |
| Interest: Pay 3895000 USD, Receive 3895000 US0003M - 04/11/2025 |
|
3,895,000 |
($198,056.25) |
-0.10% |
| US ULTRA BOND CBT Sep19 |
WNU9 |
-58 |
($11,299,125.00) |
-5.49% |
| US 10yr Ultra Fut Sep19 |
UXYU9 |
-260 |
($37,342,500.00) |
-18.14% |
Holdings are subject to change.
* The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial advisors are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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