|
|
 |
|
Holdings of the Fund as of 6/18/2021
Total Number of Holdings (excluding cash): 632
| U.S. Treasury Bill, 0%, due 07/20/2021 |
|
912796J26 |
23,080,000 |
$23,079,070.34 |
5.34% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 10/01/2050 |
|
01F022683 |
20,025,000 |
$20,611,670.03 |
4.77% |
| U.S. Treasury Bill, 0%, due 07/15/2021 |
|
9127963S6 |
19,735,000 |
$19,734,407.95 |
4.57% |
| Fannie Mae or Freddie Mac TBA, 2%, due 03/01/2051 |
|
01F020687 |
19,325,000 |
$19,422,380.05 |
4.49% |
| U.S. Treasury Bill, 0%, due 07/22/2021 |
|
912796C49 |
14,785,000 |
$14,784,395.29 |
3.42% |
| U.S. Treasury Bill, 0%, due 10/05/2021 |
|
912796M22 |
14,630,000 |
$14,628,147.70 |
3.39% |
| U.S. Treasury Bill, 0%, due 08/12/2021 |
|
9127964B2 |
11,840,000 |
$11,839,230.40 |
2.74% |
| U.S. Treasury Bill, 0%, due 07/01/2021 |
|
912796B40 |
7,960,000 |
$7,959,905.99 |
1.84% |
| US 5YR NOTE (CBT) Sep21 |
FVU1 |
|
53 |
$6,534,320.34 |
1.51% |
| U.S. Treasury Bill, 0%, due 08/05/2021 |
|
912796C64 |
3,440,000 |
$3,439,806.50 |
0.80% |
| U.S. Treasury Bill, 0%, due 08/19/2021 |
|
912796D48 |
3,345,000 |
$3,344,739.59 |
0.77% |
| Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 |
|
65540EAY5 |
2,556,961 |
$2,468,386.05 |
0.57% |
| U.S. Treasury Note, Variable rate, due 10/31/2022 |
|
91282CAS0 |
2,420,000 |
$2,421,521.94 |
0.56% |
| U.S. Treasury Bill, 0%, due 07/08/2021 |
|
912796B57 |
2,375,000 |
$2,374,955.14 |
0.55% |
| SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 |
|
85208NAD2 |
2,145,000 |
$2,305,134.99 |
0.53% |
| Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 |
|
81376WAC9 |
2,800,044 |
$2,185,922.04 |
0.51% |
| Fannie Mae or Freddie Mac TBA, 2%, due 03/01/2051 |
|
01F020679 |
2,175,000 |
$2,190,462.90 |
0.51% |
| Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 |
|
040104PD7 |
2,200,000 |
$2,040,690.74 |
0.47% |
| GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 |
|
36164QNA2 |
1,690,000 |
$2,035,149.85 |
0.47% |
| Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 |
|
83612TAD4 |
2,486,118 |
$2,038,879.94 |
0.47% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF85, Class AL, Variable rate, due 08/25/2030 |
|
3137FWHP8 |
1,969,481 |
$1,977,499.98 |
0.46% |
| Oak Hill Credit Partners Series 2019-3A, Class AR, Variable rate, due 07/02/2035 |
|
67112RAS3 |
2,000,000 |
$2,005,148.00 |
0.46% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF87, Class AL, Variable rate, due 08/25/2030 |
|
3137FX4E5 |
1,950,000 |
$1,958,335.47 |
0.45% |
| Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 |
|
61755AAE6 |
2,187,015 |
$1,887,589.13 |
0.44% |
| Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 |
|
88315LAG3 |
1,875,084 |
$1,895,353.03 |
0.44% |
| Cedar Funding Ltd Series 2021-14A, Class A, Variable rate, due 07/15/2033 |
|
15034AAA3 |
1,850,000 |
$1,851,720.50 |
0.43% |
| Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% |
|
12662GAC2 |
1,847,657 |
$1,852,278.92 |
0.43% |
| ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 |
|
26828VAA4 |
1,819,402 |
$1,853,792.12 |
0.43% |
| Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 |
|
52525BAA0 |
1,883,924 |
$1,875,128.47 |
0.43% |
| Navient Student Loan Trust Series 2016-5A, Class A, Variable rate, due 06/25/2065 |
|
63939QAA4 |
1,821,452 |
$1,861,767.55 |
0.43% |
| Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 |
|
07386HB83 |
2,132,703 |
$1,805,409.10 |
0.42% |
| Eaton Vance CDO Ltd Series 2019-1A, Class AR, Variable rate, due 04/15/2031 |
|
27830XAL0 |
1,800,000 |
$1,801,479.80 |
0.42% |
| Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 |
|
761118EN4 |
2,089,164 |
$1,817,732.83 |
0.42% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
1,748,029 |
$1,770,781.61 |
0.41% |
| Progress Residential Trust Series 2018-SFR3, Class E, 4.873%, due 10/17/2035 |
|
74331MAE6 |
1,766,000 |
$1,790,536.80 |
0.41% |
| Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 |
|
80556UAF0 |
1,772,274 |
$1,763,778.42 |
0.41% |
| Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 |
|
86360UAF3 |
2,050,961 |
$1,792,368.85 |
0.41% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 |
|
93935FAC5 |
2,592,488 |
$1,756,402.76 |
0.41% |
| Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 |
|
52523MAD2 |
1,750,958 |
$1,723,516.44 |
0.40% |
| American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 |
|
02660WAA4 |
1,749,843 |
$1,660,202.81 |
0.38% |
| GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 |
|
36166VAE5 |
1,625,000 |
$1,628,477.50 |
0.38% |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 |
|
59023XAD8 |
3,254,227 |
$1,622,787.01 |
0.38% |
| AIG CLO LTD Series 2018-1A, Class BR, Variable rate, due 04/20/2032 |
|
00141UAG8 |
1,600,000 |
$1,600,493.62 |
0.37% |
| Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 |
|
25150VAM8 |
1,662,292 |
$1,599,011.89 |
0.37% |
| FORD MOTOR CREDIT CO LLC 3.339%, due 03/28/2022 |
|
345397YL1 |
1,554,000 |
$1,579,936.26 |
0.37% |
| Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 |
|
126670RE0 |
1,600,000 |
$1,553,072.00 |
0.36% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF88, Class AL, Variable rate, due 09/25/2030 |
|
3137F62A4 |
1,520,000 |
$1,526,461.06 |
0.35% |
| OCP CLO Ltd Variable rate, due 07/20/2034 |
|
671000AE7 |
1,500,000 |
$1,501,363.50 |
0.35% |
| UNITED MEXICAN STATES 2.659%, due 05/24/2031 |
|
91087BAM2 |
1,460,000 |
$1,430,595.60 |
0.33% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 |
|
1248MGAK0 |
2,966,319 |
$1,369,933.58 |
0.32% |
| RBSCF TRUST Series 2013-GSP, Class A, Variable rate, due 01/13/2032 |
|
74932QAA8 |
1,285,000 |
$1,364,150.60 |
0.32% |
| SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 |
|
80281LAQ8 |
1,400,000 |
$1,395,390.00 |
0.32% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 |
|
1248MGAL8 |
2,938,242 |
$1,356,905.01 |
0.31% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2021-1440, Class B, Variable rate, due 03/15/2036 |
|
46653DAC8 |
1,321,000 |
$1,323,752.70 |
0.31% |
| Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 |
|
75156TAD2 |
1,400,000 |
$1,348,367.44 |
0.31% |
| SLM Student Loan Trust Series 2008-9, Class A, Variable rate, due 04/25/2023 |
|
78445JAA5 |
1,315,424 |
$1,327,789.38 |
0.31% |
| Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 |
|
17316AAF7 |
1,395,134 |
$1,314,887.56 |
0.30% |
| Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 |
|
393505X80 |
1,312,115 |
$1,277,063.61 |
0.30% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 |
|
59023LAA0 |
2,058,635 |
$1,284,012.18 |
0.30% |
| NYT Mortgage Trust Series 2019-NYT, Class D, Variable rate, due 12/15/2035 |
|
62954PAL4 |
1,300,000 |
$1,287,608.01 |
0.30% |
| Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 |
|
86359PAC4 |
1,367,059 |
$1,314,878.08 |
0.30% |
| GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 |
|
362439AE1 |
1,269,882 |
$1,245,536.43 |
0.29% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
|
61750SAD4 |
2,123,361 |
$1,239,817.02 |
0.29% |
| AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 |
|
00120BAA8 |
1,200,000 |
$1,203,130.80 |
0.28% |
| GoldenTree Loan Management US CLO1, LTD Series 2019-4A, Class AR, Variable rate, due 04/24/2031 |
|
38137YAN1 |
1,200,000 |
$1,200,261.90 |
0.28% |
| Highbridge Loan Management Ltd Series 10A-16, Class A1RR, Variable rate, due 04/20/2034 |
|
40436TAS5 |
1,225,000 |
$1,225,612.50 |
0.28% |
| Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 |
|
61691DAA5 |
1,050,000 |
$1,188,457.41 |
0.28% |
| Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 |
|
74922TAA4 |
1,260,559 |
$1,212,598.73 |
0.28% |
| BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 |
|
05608XAA0 |
1,175,000 |
$1,177,089.07 |
0.27% |
| Fanniemae-Aces Series 2018-M10, Class A1, Variable rate, due 07/25/2028 |
|
3136B2GY2 |
1,080,958 |
$1,176,716.12 |
0.27% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF66, Class A, Variable rate, due 07/25/2029 |
|
3137FNB41 |
1,179,485 |
$1,187,855.42 |
0.27% |
| FIRSTENERGY CORP 3.40%, due 03/01/2050 |
|
337932AM9 |
1,254,000 |
$1,173,351.54 |
0.27% |
| GS Mortgage Securities Trust Series 2014-GC18, Class A3, 3.801%, due 01/10/2047 |
|
36252RAJ8 |
1,102,200 |
$1,150,346.98 |
0.27% |
| Invitation Homes Trust Series 2018-SFR4, Class A, Variable rate, due 01/17/2038 |
|
46187XAA3 |
1,152,354 |
$1,157,668.62 |
0.27% |
| Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 |
|
07386HKU4 |
1,107,768 |
$1,117,111.51 |
0.26% |
| ENERGY TRANSFER LP 5.40%, due 10/01/2047 |
|
86765BAV1 |
930,000 |
$1,108,972.69 |
0.26% |
| Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 |
|
53218CAN0 |
1,130,000 |
$1,137,853.05 |
0.26% |
| Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 |
|
749241AA3 |
1,173,972 |
$1,122,862.67 |
0.26% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 |
|
86361WAA9 |
1,148,352 |
$1,113,083.13 |
0.26% |
| COMM Mortgage Trust Series 2012-CR4, Class AM, 3.251%, due 10/15/2045 |
|
12624QAT0 |
1,054,000 |
$1,064,274.81 |
0.25% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 10/01/2050 |
|
01F022675 |
1,050,000 |
$1,082,935.53 |
0.25% |
| Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 |
|
78520EAA4 |
1,000,000 |
$1,066,517.40 |
0.25% |
| Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 |
|
04545EAA1 |
1,143,279 |
$1,018,401.44 |
0.24% |
| Progress Residential Trust Series 2018-SFR3, Class G, 5.618%, due 10/17/2035 |
|
74331MAH9 |
1,045,000 |
$1,054,361.53 |
0.24% |
| Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 |
|
75156UAD9 |
1,050,000 |
$1,031,615.34 |
0.24% |
| WEA FINANCE LLC 3.15%, due 04/05/2022 |
|
92928QAC2 |
1,000,000 |
$1,016,592.00 |
0.24% |
| Wells Fargo Commercial Mortgage Trust Series 2021-SAVE, Class XCP, Variable rate, due 02/15/2040 |
|
95003LAC4 |
10,467,000 |
$1,048,465.26 |
0.24% |
| BAYER US FINANCE II LLC 4.375%, due 12/15/2028 |
|
07274NAL7 |
880,000 |
$1,012,441.90 |
0.23% |
| Citigroup Commercial Mortgage Trust Series 2020-WSS, Class B, Variable rate, due 02/15/2039 |
|
17328TAG0 |
976,637 |
$985,290.33 |
0.23% |
| Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 |
|
1248P8AK5 |
957,000 |
$985,313.04 |
0.23% |
| DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
1,000,000 |
$1,005,173.30 |
0.23% |
| Flatiron CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/19/2034 |
|
33883PAE7 |
1,000,000 |
$1,001,623.00 |
0.23% |
| Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 |
|
525249AC2 |
986,243 |
$978,393.81 |
0.23% |
| Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 |
|
54251UAD8 |
2,484,196 |
$1,010,640.49 |
0.23% |
| Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 |
|
040104RV5 |
1,395,357 |
$954,896.46 |
0.22% |
| Citigroup Mortgage Loan Trust Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 |
|
17310VAB6 |
1,160,959 |
$938,384.02 |
0.22% |
| Countrywide Alternative Loan Trust Series 2005-13CB, Class A8, 5.50%, due 05/25/2035 |
|
12667GAH6 |
929,276 |
$937,719.54 |
0.22% |
| FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 |
|
309601AA0 |
775,000 |
$930,478.41 |
0.22% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF84, Class AL, Variable rate, due 07/25/2030 |
|
3137FWGC8 |
948,731 |
$952,865.74 |
0.22% |
| GOLDMAN SACHS GROUP INC Variable rate, due 03/09/2027 |
|
38141GYA6 |
955,000 |
$951,036.01 |
0.22% |
| GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 |
|
3622MHAA4 |
1,317,723 |
$970,829.11 |
0.22% |
| Legacy Mortgage Asset Trust Series 2020-GS2, Class A1, Variable rate, due 03/25/2060 |
|
52475AAA2 |
959,701 |
$968,504.85 |
0.22% |
| MOLINA HEALTHCARE INC 3.875%, due 11/15/2030 |
|
60855RAK6 |
919,000 |
$947,718.75 |
0.22% |
| PRIME HEALTHCARE SERVICE 7.25%, due 11/01/2025 |
|
74165HAB4 |
874,000 |
$940,642.50 |
0.22% |
| SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 |
|
78445AAD8 |
943,040 |
$952,972.61 |
0.22% |
| T-MOBILE USA INC 2.25%, due 02/15/2026 |
|
87264ACC7 |
950,000 |
$957,129.75 |
0.22% |
| American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
|
02660BAA0 |
1,594,584 |
$919,163.28 |
0.21% |
| BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 |
|
055683AD8 |
911,826 |
$900,757.58 |
0.21% |
| CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 |
|
12563GAB4 |
893,528 |
$895,338.56 |
0.21% |
| FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 |
|
3137FMCP5 |
5,684,892 |
$917,207.31 |
0.21% |
| Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 |
|
3137H13X2 |
11,390,000 |
$907,190.72 |
0.21% |
| KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 |
|
50077LAZ9 |
765,000 |
$905,593.52 |
0.21% |
| Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 |
|
525221HD2 |
868,655 |
$886,495.73 |
0.21% |
| Merit Series 2020-HILL, Class F, Variable rate, due 08/15/2037 |
|
590027AQ1 |
900,000 |
$910,110.06 |
0.21% |
| Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 |
|
66989EAA3 |
927,435 |
$912,045.97 |
0.21% |
| Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 |
|
751153AA5 |
945,329 |
$912,029.05 |
0.21% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 |
|
92926SAD8 |
1,753,449 |
$886,553.08 |
0.21% |
| WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 |
|
93364BAA8 |
967,663 |
$924,684.93 |
0.21% |
| BCAP LLC Trust Series 2015-RR2, Cass 25A3, Variable rate, due 10/28/2036 |
|
05544JCL2 |
851,774 |
$845,278.55 |
0.20% |
| Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 |
|
02151CAQ9 |
1,067,775 |
$881,419.44 |
0.20% |
| FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 |
|
105756CC2 |
850,000 |
$863,719.00 |
0.20% |
| HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
|
411640AA3 |
875,514 |
$847,710.99 |
0.20% |
| INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 |
|
74445PAC6 |
700,000 |
$853,475.00 |
0.20% |
| REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 |
|
836205BA1 |
820,000 |
$874,926.88 |
0.20% |
| Ace Securities Corp. Variable rate, due 06/25/2036 |
|
00441TAD5 |
931,779 |
$826,126.36 |
0.19% |
| BANK OF AMERICA CORP Variable rate, due 06/14/2029 |
|
06051GJZ3 |
815,000 |
$821,058.58 |
0.19% |
| Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 |
|
05493BAA6 |
820,000 |
$829,382.28 |
0.19% |
| Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 |
|
07324SCR1 |
864,502 |
$833,027.03 |
0.19% |
| Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 |
|
12668AZ40 |
912,550 |
$840,024.24 |
0.19% |
| First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 |
|
32053DAD2 |
1,213,899 |
$803,683.59 |
0.19% |
| MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 |
|
57629WCH1 |
750,000 |
$823,672.10 |
0.19% |
| REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 |
|
195325DS1 |
847,000 |
$825,037.29 |
0.19% |
| SINCLAIR TELEVISION GROUP 4.125%, due 12/01/2030 |
|
829259BA7 |
845,000 |
$828,385.19 |
0.19% |
| SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 |
|
78444EAE9 |
905,000 |
$824,221.96 |
0.19% |
| SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 |
|
78445JAB3 |
800,000 |
$808,455.68 |
0.19% |
| SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 |
|
86765LAR8 |
800,000 |
$807,960.00 |
0.19% |
| Tricon American Homes Series 2017-SFR1, Class D, 3.414%, due 09/17/2034 |
|
89613DAD5 |
823,000 |
$827,282.73 |
0.19% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 |
|
93936FAD2 |
811,512 |
$832,326.01 |
0.19% |
| Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 |
|
05951FAD6 |
863,725 |
$790,086.50 |
0.18% |
| BANK OF AMERICA CORP Variable rate, due 07/22/2027 |
|
06051GJS9 |
750,000 |
$756,198.43 |
0.18% |
| BFLD Trust Series 2021-FPM, Class A, Variable rate, due 06/15/2038 |
|
05554BAA2 |
782,000 |
$784,323.63 |
0.18% |
| FHLMC Multifamily Structured Pass Through Certs. Series K026, Class X3, Variable rate, due 12/25/2040 |
|
3137B1BU5 |
30,000,000 |
$757,755.00 |
0.18% |
| JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 |
|
46630MAG7 |
1,133,407 |
$788,821.36 |
0.18% |
| MASTR Adjustable Rate Mortgages Trust Series 2004-14, Class B1, Variable rate, due 01/25/2035 |
|
576433VD5 |
743,132 |
$787,779.38 |
0.18% |
| REPUBLIC OF COLOMBIA 3%, due 01/30/2030 |
|
195325DR3 |
800,000 |
$781,100.00 |
0.18% |
| REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 |
|
761713BB1 |
645,000 |
$794,647.34 |
0.18% |
| ROMANIA N/C, 3%, due 02/14/2031 |
BMVVYM5 |
|
750,000 |
$776,846.99 |
0.18% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 |
|
86363LAA1 |
740,478 |
$766,341.33 |
0.18% |
| VMC Finance LLC Class 2021-FL4, Class B, Variable rate, due 06/16/2036 |
|
91835RAE0 |
779,000 |
$781,900.14 |
0.18% |
| Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 |
|
03072SDB8 |
694,990 |
$717,710.72 |
0.17% |
| AT&T INC 4.75%, due 05/15/2046 |
|
00206RCQ3 |
605,000 |
$736,192.09 |
0.17% |
| AT&T INC 4.85%, due 03/01/2039 |
|
00206RHK1 |
594,000 |
$722,549.94 |
0.17% |
| Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 |
|
12648VAL8 |
909,661 |
$754,411.88 |
0.17% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF86, Class AL, Variable rate, due 08/25/2027 |
|
3137FXLS5 |
738,936 |
$740,962.28 |
0.17% |
| Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 |
|
52524YAC7 |
757,833 |
$755,621.87 |
0.17% |
| PRIMO WATER HOLDINGS INC 4.375%, due 04/30/2029 |
|
74168LAA4 |
720,000 |
$719,618.40 |
0.17% |
| Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 |
|
86364RAA7 |
768,262 |
$753,291.80 |
0.17% |
| American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
|
02660TGN7 |
686,473 |
$671,192.90 |
0.16% |
| AREIT CRE Trust Series 2020-CRE4, Class B, Variable rate, due 04/15/2037 |
|
04002RAE0 |
680,000 |
$691,594.33 |
0.16% |
| BARNABAS HEALTH INC 4%, due 07/01/2028 |
|
06769QAA8 |
635,000 |
$711,965.14 |
0.16% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 |
|
07401LAA1 |
712,624 |
$681,203.18 |
0.16% |
| CYRUSONE LP/CYRUSONE FIN 3.45%, due 11/15/2029 |
|
23283PAR5 |
665,000 |
$707,121.10 |
0.16% |
| DOMINICAN REPUBLIC 4.50%, due 01/30/2030 |
|
25714PED6 |
650,000 |
$674,375.00 |
0.16% |
| GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 |
|
39539LAH4 |
713,362 |
$712,100.33 |
0.16% |
| J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 |
|
46627MFV4 |
686,927 |
$678,332.24 |
0.16% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2021-1440, Class C, Variable rate, due 03/15/2036 |
|
46653DAE4 |
700,000 |
$701,790.32 |
0.16% |
| Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 |
|
52520MFB4 |
896,567 |
$690,369.28 |
0.16% |
| LOS ANGELES CA DEPT OF WTR & P TAXABLE-BABS-SER C, 6.008%, due 07/01/2039 |
|
544525NZ7 |
500,000 |
$687,676.60 |
0.16% |
| LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 |
|
544646XZ0 |
500,000 |
$679,428.35 |
0.16% |
| Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 |
|
83084RAA3 |
690,495 |
$690,495.27 |
0.16% |
| STATE OF QATAR 3.75%, due 04/16/2030 |
BL6BZF3 |
|
600,000 |
$678,940.80 |
0.16% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 |
|
86363LAB9 |
711,007 |
$695,253.96 |
0.16% |
| Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 |
|
09774XBT8 |
2,369,065 |
$638,985.07 |
0.15% |
| CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 |
|
1248EPCE1 |
609,000 |
$627,151.25 |
0.15% |
| CENTENE CORP 3%, due 10/15/2030 |
|
15135BAW1 |
621,000 |
$627,831.00 |
0.15% |
| Citigroup Mortgage Loan Trust Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 |
|
17307GG28 |
660,156 |
$655,576.23 |
0.15% |
| DBWF Mortgage Trust Series 2016-85T, Class A, 3.791%, due 12/10/2036 |
|
23307CAA3 |
600,000 |
$665,521.08 |
0.15% |
| FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 |
|
3137BQYW1 |
6,897,149 |
$653,901.45 |
0.15% |
| Freddie Mac FR WN0006, 3.42%, due 07/01/2030 |
|
3132XEAG6 |
570,248 |
$643,976.05 |
0.15% |
| GILEAD SCIENCES INC Variable rate, due 09/29/2023 |
|
375558BV4 |
650,000 |
$650,575.26 |
0.15% |
| IHS MARKIT LTD 4.75%, due 02/15/2025 |
|
44962LAB3 |
580,000 |
$650,226.40 |
0.15% |
| JETBLUE AIRWAYS CORP 4%, due 11/15/2032 |
|
477164AA5 |
580,369 |
$636,717.04 |
0.15% |
| JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 |
|
46629QAG1 |
838,403 |
$667,747.54 |
0.15% |
| LEVEL 3 FINANCING INC 4.625%, due 09/15/2027 |
|
527298BN2 |
625,000 |
$649,218.75 |
0.15% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 04/26/2023 |
|
63861VAD9 |
630,000 |
$646,806.82 |
0.15% |
| PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 |
|
716743AP4 |
600,000 |
$659,939.88 |
0.15% |
| REPUBLIC OF PANAMA 3.16%, due 01/23/2030 |
|
698299BK9 |
600,000 |
$635,238.00 |
0.15% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
650,000 |
$643,618.56 |
0.15% |
| THE BOEING CO 1.433%, due 02/04/2024 |
|
097023DE2 |
635,000 |
$637,038.64 |
0.15% |
| AIR LEASE CORP 3.875%, due 07/03/2023 |
|
00912XBC7 |
570,000 |
$604,526.46 |
0.14% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 |
|
04685A2X8 |
595,000 |
$598,199.68 |
0.14% |
| Bear Stearns Mortgage Funding Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
|
07400HAA1 |
621,293 |
$593,293.74 |
0.14% |
| CABLE ONE INC 4%, due 11/15/2030 |
|
12685JAC9 |
624,000 |
$619,120.32 |
0.14% |
| CREDIT SUISSE GROUP AG Variable rate, due 06/05/2026 |
|
225401AQ1 |
605,000 |
$619,014.75 |
0.14% |
| Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 |
|
26252NAQ2 |
625,000 |
$624,998.13 |
0.14% |
| DUQUESNE LIGHT HOLDINGS 5.90%, due 12/01/2021 |
|
266233AD7 |
600,000 |
$613,801.94 |
0.14% |
| FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X1, Variable rate, due 07/25/2024 |
|
3137BDCX2 |
31,699,111 |
$611,802.34 |
0.14% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 |
|
38141GYG3 |
615,000 |
$613,509.06 |
0.14% |
| HCA INC 5.25%, due 06/15/2049 |
|
404119BZ1 |
470,000 |
$610,306.35 |
0.14% |
| HSBC HOLDINGS PLC Variable rate, due 05/24/2025 |
|
404280CS6 |
590,000 |
$590,235.87 |
0.14% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 |
|
45661EAV6 |
616,111 |
$602,162.03 |
0.14% |
| Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 |
|
61753VAC6 |
1,391,193 |
$624,342.49 |
0.14% |
| POST HOLDINGS INC 4.625%, due 04/15/2030 |
|
737446AQ7 |
615,000 |
$620,614.95 |
0.14% |
| PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
|
69370PAH4 |
600,000 |
$617,820.93 |
0.14% |
| SPRINT CORP 7.875%, due 09/15/2023 |
|
85207UAF2 |
542,000 |
$614,709.30 |
0.14% |
| STATE OF QATAR 4.50%, due 04/23/2028 |
BFYY529 |
|
502,000 |
$593,301.25 |
0.14% |
| 1011778 BC / NEW RED FIN 3.50%, due 02/15/2029 |
|
68245XAP4 |
568,000 |
$554,510.00 |
0.13% |
| ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 |
|
01626PAH9 |
510,000 |
$559,566.31 |
0.13% |
| AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 |
|
024836AB4 |
500,000 |
$544,384.12 |
0.13% |
| BANK OF AMERICA CORP Variable rate, due 03/11/2027 |
|
06051GJQ3 |
555,000 |
$560,392.11 |
0.13% |
| CAMDEN PROPERTY TRUST 2.95%, due 12/15/2022 |
|
133131AT9 |
550,000 |
$566,381.21 |
0.13% |
| CUBESMART LP 4.375%, due 02/15/2029 |
|
22966RAE6 |
500,000 |
$573,253.23 |
0.13% |
| CVS HEALTH CORP 5.05%, due 03/05/2048 |
|
126650CZ1 |
420,000 |
$545,664.84 |
0.13% |
| CYRUSONE LP/CYRUSONE FIN 2.90%, due 11/15/2024 |
|
23283PAQ7 |
515,000 |
$549,543.63 |
0.13% |
| ENERGY TRANSFER LP Variable rate |
|
29273VAJ9 |
594,000 |
$576,922.50 |
0.13% |
| GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 |
|
38144RAC1 |
582,210 |
$582,738.38 |
0.13% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 |
|
41161PSM6 |
558,716 |
$553,989.22 |
0.13% |
| HEALTHCARE REALTY TRUST 3.625%, due 01/15/2028 |
|
421946AK0 |
500,000 |
$547,098.35 |
0.13% |
| HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
|
44409MAA4 |
500,000 |
$543,699.91 |
0.13% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2027 |
|
46647PCB0 |
540,000 |
$541,803.84 |
0.13% |
| MACQUARIE GROUP LTD Variable rate, due 01/12/2027 |
|
55608JAR9 |
565,000 |
$559,798.96 |
0.13% |
| MORGAN STANLEY 3.70%, due 10/23/2024 |
|
61761JVL0 |
510,000 |
$555,774.32 |
0.13% |
| MORGAN STANLEY Variable rate, due 05/04/2027 |
|
61772BAB9 |
540,000 |
$543,822.51 |
0.13% |
| NEXTERA ENERGY CAPITAL Variable rate, due 02/22/2023 |
|
65339KBT6 |
550,000 |
$550,090.45 |
0.13% |
| Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 |
|
68383NDW0 |
558,151 |
$553,239.04 |
0.13% |
| Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 |
|
74922EAQ2 |
604,596 |
$580,285.47 |
0.13% |
| T-MOBILE USA INC 3.75%, due 04/15/2027 |
|
87264ABD6 |
500,000 |
$551,792.50 |
0.13% |
| WELLS FARGO & COMPANY Variable rate, due 05/22/2028 |
|
95000U2A0 |
510,000 |
$560,968.59 |
0.13% |
| ALEXANDRIA REAL ESTATE EQUITIES 3.80%, due 04/15/2026 |
|
015271AP4 |
450,000 |
$500,454.78 |
0.12% |
| BANK OF AMERICA CORP Variable rate, due 02/07/2030 |
|
06051GHQ5 |
465,000 |
$528,663.09 |
0.12% |
| BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 |
|
05530VAA7 |
521,356 |
$501,363.59 |
0.12% |
| CHURCHILL DOWNS INC 5.50%, due 04/01/2027 |
|
171484AG3 |
515,000 |
$538,666.83 |
0.12% |
| CITIGROUP INC Variable rate, due 04/24/2025 |
|
172967MF5 |
500,000 |
$533,897.91 |
0.12% |
| COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 |
|
12598EAC6 |
21,254,000 |
$529,330.87 |
0.12% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 |
|
233851DV3 |
520,000 |
$522,830.25 |
0.12% |
| DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 |
|
25277LAA4 |
772,000 |
$537,377.63 |
0.12% |
| Fannie Mae FN AM2974, 4.10%, due 04/01/2043 |
|
3138L3JU0 |
476,166 |
$537,477.40 |
0.12% |
| FARMERS INS EXCH Variable rate, due 11/01/2057 |
|
309601AE2 |
465,000 |
$531,043.77 |
0.12% |
| FHLMC Multifamily Structured Pass Through Certs. Series K043, Class X1, Variable rate, due 12/25/2024 |
|
3137BGK32 |
31,865,967 |
$533,605.18 |
0.12% |
| FIRSTCASH INC 4.625%, due 09/01/2028 |
|
33767DAB1 |
479,000 |
$502,351.25 |
0.12% |
| FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 03/28/2022 |
|
345397YJ6 |
500,000 |
$498,720.58 |
0.12% |
| HSBC HOLDINGS PLC Variable rate, due 05/24/2027 |
|
404280CM9 |
525,000 |
$525,134.41 |
0.12% |
| HSBC HOLDINGS PLC Variable rate, due 09/22/2028 |
|
404280CL1 |
540,000 |
$539,675.39 |
0.12% |
| KIMCO REALTY CORP 3.40%, due 11/01/2022 |
|
49446RAN9 |
500,000 |
$517,516.38 |
0.12% |
| LEXINGTON REALTY TRUST 2.70%, due 09/15/2030 |
|
529043AE1 |
505,000 |
$514,809.94 |
0.12% |
| MSDB Trust Series 2017-712F, Class A, Variable rate, due 07/11/2039 |
|
55354JAA2 |
500,000 |
$533,501.95 |
0.12% |
| NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 |
|
638671AJ6 |
500,000 |
$500,389.85 |
0.12% |
| ORACLE CORP 2.875%, due 03/25/2031 |
|
68389XCE3 |
500,000 |
$520,494.27 |
0.12% |
| ORGANON FINANCE 1 LLC 5.125%, due 04/30/2031 |
|
68622TAB7 |
497,000 |
$512,213.17 |
0.12% |
| PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 |
|
708696BX6 |
500,000 |
$536,877.39 |
0.12% |
| SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 |
|
80281LAN5 |
525,000 |
$526,942.51 |
0.12% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 |
|
78413MAN8 |
545,000 |
$501,207.45 |
0.12% |
| SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 |
|
845437BR2 |
450,000 |
$510,074.37 |
0.12% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
|
86359LTG4 |
535,257 |
$513,648.48 |
0.12% |
| Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
86362XAA6 |
518,145 |
$501,434.11 |
0.12% |
| TBW Mortgage Backed Pass Through Certificates Series 2006-4, Class A4, Variable rate, due 09/25/2036 |
|
872224AE0 |
506,972 |
$499,918.31 |
0.12% |
| UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 |
|
909319AA3 |
508,412 |
$532,534.05 |
0.12% |
| ABBVIE INC 4.55%, due 03/15/2035 |
|
00287YCY3 |
390,000 |
$471,998.24 |
0.11% |
| BERRY GLOBAL INC 1.57%, due 01/15/2026 |
|
08576PAB7 |
465,000 |
$465,720.75 |
0.11% |
| CODELCO INC 3.15%, due 01/14/2030 |
|
P3143NBH6 |
450,000 |
$470,346.59 |
0.11% |
| ELANCO ANIMAL HEALTH INC 5.272%, due 08/28/2023 |
|
28414HAE3 |
447,000 |
$482,098.44 |
0.11% |
| Fannie Mae FN 464398, 5.97%, due 01/01/2040 |
|
31381L3F2 |
397,089 |
$459,122.56 |
0.11% |
| FHLMC Multifamily Structured Pass Through Certs. Series K078, Class X3, Variable rate, due 10/25/2028 |
|
3137FGR64 |
3,630,000 |
$495,082.27 |
0.11% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF75, Class AL, Variable rate, due 12/25/2029 |
|
3137FREN7 |
467,814 |
$471,683.91 |
0.11% |
| Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 |
|
3137FQKX0 |
4,095,000 |
$471,068.33 |
0.11% |
| FRONTIER COMMUNICATIONS 5%, due 05/01/2028 |
|
35906ABF4 |
456,000 |
$469,680.00 |
0.11% |
| HCA INC 4.125%, due 06/15/2029 |
|
404119BX6 |
417,000 |
$472,591.13 |
0.11% |
| INTEL CORP 3.734%, due 12/08/2047 |
|
458140BG4 |
415,000 |
$478,866.75 |
0.11% |
| INTL FLAVOR & FRAGRANCES 4.45%, due 09/26/2028 |
|
459506AK7 |
400,000 |
$462,833.44 |
0.11% |
| JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 |
|
46590XAB2 |
443,000 |
$490,364.46 |
0.11% |
| NATIONAL CINEMEDIA LLC 5.875%, due 04/15/2028 |
|
63530QAJ8 |
483,000 |
$473,960.66 |
0.11% |
| NCR CORP 5.125%, due 04/15/2029 |
|
62886EBA5 |
465,000 |
$475,935.64 |
0.11% |
| One Market Plaza Trust Series 2017-1MKT, Class A, 3.6139%, due 02/10/2032 |
|
68245HAA2 |
476,000 |
$486,625.94 |
0.11% |
| ORACLE CORP 3.95%, due 03/25/2051 |
|
68389XCA1 |
450,000 |
$494,000.67 |
0.11% |
| REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 |
|
699149AJ9 |
400,000 |
$461,504.00 |
0.11% |
| REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 |
|
715638DA7 |
453,000 |
$463,006.77 |
0.11% |
| SCRIPPS ESCROW II INC 5.375%, due 01/15/2031 |
|
81105DAB1 |
459,000 |
$459,341.96 |
0.11% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-11, Class 1A1, Variable rate, due 12/25/2036 |
|
86362HAA1 |
471,217 |
$464,609.53 |
0.11% |
| Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 |
|
93934XAA1 |
530,621 |
$460,274.57 |
0.11% |
| WRKCO INC 4.65%, due 03/15/2026 |
|
92940PAB0 |
405,000 |
$464,227.95 |
0.11% |
| ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 |
BKPGWW8 |
|
400,000 |
$418,250.00 |
0.10% |
| AT&T INC 2.25%, due 02/01/2032 |
|
00206RKH4 |
436,000 |
$428,293.23 |
0.10% |
| Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class XA, Variable rate, due 09/15/2048 |
|
06054AAY5 |
15,404,952 |
$440,650.95 |
0.10% |
| Citigroup Mortgage Loan Trust Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 |
|
17313CAD1 |
425,000 |
$415,813.88 |
0.10% |
| Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 |
|
21872UAC8 |
405,000 |
$415,920.06 |
0.10% |
| CONSTELLATION BRANDS INC 4.25%, due 05/01/2023 |
|
21036PAL2 |
390,000 |
$416,187.99 |
0.10% |
| CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 |
|
225401AU2 |
420,000 |
$432,750.96 |
0.10% |
| GNMA Series 2019-86, Class FE, Variable rate, due 07/20/2049 |
|
38381WH50 |
406,588 |
$411,412.27 |
0.10% |
| GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 |
|
39538RBW8 |
438,051 |
$421,603.81 |
0.10% |
| GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 |
|
39539KAD5 |
433,298 |
$439,830.30 |
0.10% |
| INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 |
|
45824TBA2 |
750,000 |
$441,431.26 |
0.10% |
| KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 |
BKS9J89 |
|
400,000 |
$415,756.40 |
0.10% |
| KAZTRANSGAS JSC N/C, 4.375%, due 09/26/2027 |
|
Y4S6FLAB5 |
400,000 |
$445,876.00 |
0.10% |
| KILROY REALTY LP 3.45%, due 12/15/2024 |
|
49427RAM4 |
400,000 |
$428,835.85 |
0.10% |
| KILROY REALTY LP 4.375%, due 10/01/2025 |
|
49427RAL6 |
400,000 |
$443,641.77 |
0.10% |
| MAGIC MERGERCO INC 7.875%, due 05/01/2029 |
|
55916AAB0 |
435,000 |
$444,239.40 |
0.10% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
|
576429AA2 |
451,195 |
$440,542.41 |
0.10% |
| REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 |
|
455780CQ7 |
400,000 |
$416,242.54 |
0.10% |
| REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 |
|
718286CJ4 |
400,000 |
$420,387.00 |
0.10% |
| SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/22/2030 |
BMFH861 |
|
400,000 |
$430,735.60 |
0.10% |
| SMITHFIELD FOODS INC 5.20%, due 04/01/2029 |
|
832248BB3 |
387,000 |
$452,117.44 |
0.10% |
| Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 |
|
86360QAE5 |
463,063 |
$436,753.56 |
0.10% |
| THE WALT DISNEY COMPANY 4%, due 10/01/2023 |
|
254687CR5 |
390,000 |
$421,379.15 |
0.10% |
| AT&T INC 2.55%, due 12/01/2033 |
|
00206RMF6 |
400,000 |
$394,391.10 |
0.09% |
| BAUSCH HEALTH COS INC 4.875%, due 06/01/2028 |
|
071734AN7 |
400,000 |
$405,500.00 |
0.09% |
| CARRIAGE SERVICES INC 4.25%, due 05/15/2029 |
|
143905AP2 |
375,000 |
$376,016.25 |
0.09% |
| CIGNA CORP 4.375%, due 10/15/2028 |
|
125523AH3 |
330,000 |
$384,505.81 |
0.09% |
| CLEARWATER PAPER CORP 4.75%, due 08/15/2028 |
|
18538RAJ2 |
400,000 |
$394,618.00 |
0.09% |
| COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 |
|
20268JAF0 |
370,000 |
$384,987.12 |
0.09% |
| CREDIT SUISSE GROUP AG N/C, 3.75%, due 03/26/2025 |
|
225433AC5 |
365,000 |
$395,996.38 |
0.09% |
| Fannie Mae Series 2019-33, Clas FN, Variable rate, due 07/25/2049 |
|
3136B45N4 |
367,197 |
$370,394.83 |
0.09% |
| GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 |
|
36321PAD2 |
400,000 |
$394,296.40 |
0.09% |
| GNMA Series 2011-119, Class D, 3.507%, due 04/16/2045 |
|
38376G3Q1 |
390,478 |
$405,394.29 |
0.09% |
| IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 |
|
45660LUD9 |
436,416 |
$391,442.32 |
0.09% |
| INTERTAPE POLYMER GROUP 4.375%, due 06/15/2029 |
|
460919AB9 |
395,000 |
$399,443.75 |
0.09% |
| JAZZ SECURITIES DAC 4.375%, due 01/15/2029 |
|
47216FAA5 |
365,000 |
$376,278.50 |
0.09% |
| LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 |
|
53944YAL7 |
365,000 |
$395,167.62 |
0.09% |
| QWEST CORP N/C, 7.25%, due 09/15/2025 |
|
912920AK1 |
342,000 |
$403,560.00 |
0.09% |
| REPUBLIC OF CHILE 2.45%, due 01/31/2031 |
|
168863DP0 |
400,000 |
$406,504.00 |
0.09% |
| REPUBLIC OF CHILE 2.55%, due 01/27/2032 |
|
168863DN5 |
400,000 |
$409,000.00 |
0.09% |
| REPUBLIC OF PANAMA 2.252%, due 09/29/2032 |
|
698299BN3 |
400,000 |
$388,112.00 |
0.09% |
| REPUBLIC OF PARAGUAY 2.739%, due 01/29/2033 |
|
699149AK6 |
400,000 |
$391,600.00 |
0.09% |
| SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 |
|
78413KAB8 |
335,000 |
$394,610.68 |
0.09% |
| SL GREEN OPERATING PARTN Variable rate, due 08/16/2021 |
|
78444FAG1 |
380,000 |
$380,077.47 |
0.09% |
| Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 |
|
86360KAE8 |
411,059 |
$402,678.41 |
0.09% |
| TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 |
|
893829AA9 |
369,000 |
$372,302.55 |
0.09% |
| VERIZON COMMUNICATIONS 2.55%, due 03/21/2031 |
|
92343VGJ7 |
400,000 |
$409,844.28 |
0.09% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
372,091 |
$375,003.96 |
0.09% |
| WASTE PRO USA INC 5.50%, due 02/15/2026 |
|
94107JAA1 |
370,000 |
$380,820.65 |
0.09% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
|
95000U2S1 |
360,000 |
$372,914.94 |
0.09% |
| 321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 |
|
46617JAA4 |
295,866 |
$337,473.68 |
0.08% |
| ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 |
|
00737WAA7 |
336,000 |
$338,520.00 |
0.08% |
| AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 |
|
02377AAA6 |
325,476 |
$327,329.06 |
0.08% |
| ARCHROCK PARTNERS LP/FIN 6.25%, due 04/01/2028 |
|
03959KAC4 |
321,000 |
$335,445.00 |
0.08% |
| CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 |
|
225401AT5 |
340,000 |
$332,725.89 |
0.08% |
| DOMINICAN REPUBLIC 4.875%, due 09/23/2032 |
|
P3579ECH8 |
350,000 |
$366,100.00 |
0.08% |
| Fannie Mae FN 464400, 5.97%, due 01/01/2040 |
|
31381L3H8 |
300,952 |
$347,966.59 |
0.08% |
| FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 |
|
3136A9VM7 |
311,376 |
$324,528.73 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series K051, Class X1, Variable rate, due 09/25/2025 |
|
3137BM7D2 |
17,036,585 |
$348,054.03 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 |
|
3137FPJQ9 |
7,178,289 |
$364,363.50 |
0.08% |
| Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049 |
|
3137FP5D3 |
349,788 |
$352,813.05 |
0.08% |
| HESS CORP 4.30%, due 04/01/2027 |
|
42809HAG2 |
295,000 |
$328,234.98 |
0.08% |
| INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 |
|
45824TAP0 |
600,000 |
$342,750.00 |
0.08% |
| JPMORGAN CHASE & CO Variable rate, due 03/13/2026 |
|
46647PBH8 |
355,000 |
$367,277.42 |
0.08% |
| KINDER MORGAN INC 5.55%, due 06/01/2045 |
|
49456BAH4 |
250,000 |
$326,339.15 |
0.08% |
| LIVE NATION ENTERTAINMENT 3.75%, due 01/15/2028 |
|
538034AX7 |
341,000 |
$341,641.08 |
0.08% |
| MAGIC MERGECO INC 5.25%, due 05/01/2028 |
|
55916AAA2 |
350,000 |
$356,387.50 |
0.08% |
| NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 |
|
65339KBU3 |
345,000 |
$346,090.71 |
0.08% |
| PETROLEOS MEXICANOS 6.625%, due 06/15/2035 |
|
706451BG5 |
370,000 |
$363,528.70 |
0.08% |
| POWERTEAM SERVICES LLC 9.033%, due 12/04/2025 |
|
73939VAA2 |
313,000 |
$346,256.25 |
0.08% |
| ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 |
|
77340RAR8 |
350,000 |
$359,275.00 |
0.08% |
| SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 |
|
78444FAF3 |
325,000 |
$334,775.81 |
0.08% |
| Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 |
|
86359LJA8 |
351,573 |
$352,083.11 |
0.08% |
| UNITED MEXICAN STATES 4.75%, due 04/27/2032 |
|
91087BAK6 |
300,000 |
$344,100.00 |
0.08% |
| USA COM PART/USA COM FIN 6.875%, due 04/01/2026 |
|
91740PAC2 |
340,000 |
$357,731.00 |
0.08% |
| VMED O2 UK FINANCING I PLC 4.25%, due 01/31/2031 |
|
92858RAA8 |
335,000 |
$328,718.75 |
0.08% |
| VODAFONE GROUP PLC 5.25%, due 05/30/2048 |
|
92857WBM1 |
250,000 |
$332,254.65 |
0.08% |
| ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 |
|
00489LAF0 |
315,000 |
$312,122.49 |
0.07% |
| AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 |
|
00774MAC9 |
300,000 |
$316,818.47 |
0.07% |
| ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 |
|
03522AAJ9 |
235,000 |
$298,338.62 |
0.07% |
| BAYER US FINANCE II LLC 4.625%, due 06/25/2038 |
|
07274NAN3 |
265,000 |
$317,874.84 |
0.07% |
| CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 |
|
161175BX1 |
295,000 |
$284,136.27 |
0.07% |
| CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
|
126307AZ0 |
287,000 |
$315,816.24 |
0.07% |
| DAIMLER FINANCE NA LLC 2.20%, due 10/30/2021 |
|
233851CK8 |
310,000 |
$312,237.17 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series K042, Class X1, Variable rate, due 12/25/2024 |
|
3137BFXU0 |
9,412,372 |
$297,654.98 |
0.07% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K044, Class X1, Variable rate, due 01/25/2025 |
|
3137BHCZ8 |
14,179,630 |
$298,502.48 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF25, Class A, Variable rate, due 10/25/2023 |
|
3137BTAV3 |
283,691 |
$284,209.24 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF80, Class AL, Variable rate, due 06/25/2030 |
|
3137FUN59 |
305,000 |
$307,108.34 |
0.07% |
| FORD MOTOR CREDIT CO LLC N/C, Variable rate, due 10/12/2021 |
|
345397ZG1 |
300,000 |
$299,531.62 |
0.07% |
| GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
|
361841AH2 |
250,000 |
$284,670.00 |
0.07% |
| HCA INC 5%, due 03/15/2024 |
|
404119BN8 |
260,000 |
$287,562.70 |
0.07% |
| JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 |
|
46590XAC0 |
300,000 |
$304,125.00 |
0.07% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 |
|
46628SAH6 |
664,429 |
$288,891.05 |
0.07% |
| PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 |
|
70014LAB6 |
290,000 |
$318,109.87 |
0.07% |
| PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 |
|
72147KAF5 |
286,000 |
$294,580.00 |
0.07% |
| RUBY PIPELINE LLC Variable rate, due 04/01/2022 |
|
781172AB7 |
339,697 |
$308,343.44 |
0.07% |
| SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 |
|
78445CAE2 |
300,000 |
$295,658.64 |
0.07% |
| T-MOBILE USA INC 4.375%, due 04/15/2040 |
|
87264AAX3 |
250,000 |
$290,048.97 |
0.07% |
| TRANE TECHNOLOGIES CO LLC N/C, 9%, due 08/15/2021 |
|
456866AG7 |
300,000 |
$303,318.77 |
0.07% |
| TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 |
|
89383JAA6 |
293,000 |
$288,971.25 |
0.07% |
| VENTAS REALTY LP 3.75%, due 05/01/2024 |
|
92277GAD9 |
300,000 |
$322,096.65 |
0.07% |
| VEREIT OPERATING PARTNERSHIP 4.625%, due 11/01/2025 |
|
92340LAD1 |
250,000 |
$283,326.81 |
0.07% |
| VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 |
|
92769XAP0 |
270,000 |
$291,600.00 |
0.07% |
| WALGREENS BOOTS ALLIANCE 3.30%, due 11/18/2021 |
|
931427AF5 |
300,000 |
$302,125.80 |
0.07% |
| WASTE CONNECTIONS INC 2.60%, due 02/01/2030 |
|
94106BAA9 |
300,000 |
$311,552.35 |
0.07% |
| WELLS FARGO & COMPANY 4.15%, due 01/24/2029 |
|
95000U2D4 |
250,000 |
$288,344.61 |
0.07% |
| WELLS FARGO & COMPANY Variable rate, due 10/30/2030 |
|
95000U2G7 |
305,000 |
$323,193.27 |
0.07% |
| Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 |
|
94986DAA0 |
312,395 |
$308,055.30 |
0.07% |
| ABBVIE INC 4.45%, due 05/14/2046 |
|
00287YAW9 |
200,000 |
$244,763.30 |
0.06% |
| ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 |
|
035240AN0 |
215,000 |
$263,362.82 |
0.06% |
| AT&T INC 5.25%, due 03/01/2037 |
|
00206RDR0 |
200,000 |
$254,070.95 |
0.06% |
| BAT CAPITAL CORP 4.54%, due 08/15/2047 |
|
05526DBF1 |
250,000 |
$262,826.77 |
0.06% |
| BOSTON PROPERTIES LP 2.75%, due 10/01/2026 |
|
10112RAY0 |
250,000 |
$266,992.40 |
0.06% |
| CITIGROUP INC Variable rate, due 04/23/2029 |
|
172967LW9 |
225,000 |
$256,664.09 |
0.06% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 |
|
12667GME0 |
285,358 |
$268,045.21 |
0.06% |
| Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 |
|
02148BAC8 |
335,921 |
$273,092.77 |
0.06% |
| Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 |
|
02150PAB4 |
288,986 |
$278,918.71 |
0.06% |
| EXXON MOBIL CORPORATION 4.327%, due 03/19/2050 |
|
30231GBG6 |
210,000 |
$263,203.19 |
0.06% |
| Fannie Mae Series 2011-130, Class NW, Variable rate, due 12/25/2041 |
|
3136A2D26 |
266,666 |
$271,483.51 |
0.06% |
| FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 |
|
3136B7HP9 |
6,100,000 |
$252,706.84 |
0.06% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K025, Class X3, Variable rate, due 11/25/2040 |
|
3137AYCG4 |
11,075,000 |
$254,571.06 |
0.06% |
| FHLMC Multifamily Structured Pass Through Certs. Series K031, Class X1, Variable rate, due 04/25/2023 |
|
3137B3NY0 |
74,572,777 |
$265,039.11 |
0.06% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K057, Class X1, Variable rate, due 07/25/2026 |
|
3137BRQL2 |
4,772,618 |
$244,228.22 |
0.06% |
| GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 |
|
38380WUG2 |
1,517,707 |
$244,388.95 |
0.06% |
| GNMA Series 2020-133, Class FA, Variable rate, due 02/20/2049 |
|
38382JB47 |
270,993 |
$272,248.14 |
0.06% |
| HERENS HOLDCO SARL 4.75%, due 05/15/2028 |
|
427169AA5 |
275,000 |
$274,606.75 |
0.06% |
| IHS MARKIT LTD 4.75%, due 08/01/2028 |
|
44962LAF4 |
215,000 |
$252,750.78 |
0.06% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR21, Class A1, Variable rate, due 08/25/2036 |
|
45660HAA6 |
259,175 |
$253,795.04 |
0.06% |
| KAZMUNAYGAS NATIONAL CO N/C, 5.75%, due 04/19/2047 |
|
Y4596HAD9 |
218,000 |
$273,408.19 |
0.06% |
| KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 |
|
50077LAB2 |
240,000 |
$267,480.45 |
0.06% |
| Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 |
|
86359DUR6 |
260,232 |
$258,281.22 |
0.06% |
| MLCC Mortgage Investors Inc Series 2004-E, Class A2B, Variable rate, due 11/25/2029 |
|
59020UJR7 |
246,542 |
$253,249.88 |
0.06% |
| MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 |
|
N6000DAA1 |
250,000 |
$248,937.50 |
0.06% |
| MORGAN STANLEY Variable rate, due 07/22/2022 |
|
61744YAJ7 |
250,000 |
$250,196.60 |
0.06% |
| NATIONAL RETAIL PROP INC 3.90%, due 06/15/2024 |
|
637417AG1 |
250,000 |
$270,245.97 |
0.06% |
| NGL ENRGY OP/FIN CORP 7.50%, due 02/01/2026 |
|
62922LAA6 |
250,000 |
$259,063.75 |
0.06% |
| PETROLEOS MEXICANOS 5.95%, due 01/28/2031 |
|
71654QDE9 |
270,000 |
$265,950.00 |
0.06% |
| REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 |
|
836205AU8 |
258,000 |
$268,179.13 |
0.06% |
| SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 |
|
784442AD7 |
300,000 |
$270,264.90 |
0.06% |
| SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
|
78444GAD6 |
300,000 |
$280,721.85 |
0.06% |
| TENET HEALTHCARE CORP 4.875%, due 01/01/2026 |
|
88033GCY4 |
250,000 |
$258,755.00 |
0.06% |
| VENTAS REALTY LP 2.65%, due 01/15/2025 |
|
92277GAT4 |
250,000 |
$262,635.15 |
0.06% |
| ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 |
BMCFZF6 |
|
200,000 |
$211,877.00 |
0.05% |
| ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 |
|
038461AS8 |
200,000 |
$211,877.00 |
0.05% |
| AT&T INC 3.80%, due 12/01/2057 |
|
00206RMG4 |
188,000 |
$196,610.65 |
0.05% |
| BAYER US FINANCE II LLC 4.25%, due 12/15/2025 |
|
07274NAJ2 |
180,000 |
$200,827.48 |
0.05% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
07401MAA9 |
233,634 |
$222,597.31 |
0.05% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 |
|
07401VAA9 |
210,385 |
$200,385.60 |
0.05% |
| BERRY GLOBAL INC 4.875%, due 07/15/2026 |
|
085770AA3 |
200,000 |
$211,660.00 |
0.05% |
| BOSTON PROPERTIES LP 3.40%, due 06/21/2029 |
|
10112RBB9 |
200,000 |
$217,214.38 |
0.05% |
| C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 |
|
12674TAA4 |
200,000 |
$213,882.00 |
0.05% |
| CAESARS ENTERTAINMENT INC 6.25%, due 07/01/2025 |
|
28470RAH5 |
189,000 |
$200,597.99 |
0.05% |
| CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 |
|
12554EAA2 |
214,366 |
$212,941.56 |
0.05% |
| CLEAN HARBORS INC 4.875%, due 07/15/2027 |
|
184496AN7 |
200,000 |
$210,040.00 |
0.05% |
| Colony American Finance Ltd Series 2020-3, Class XA, Variable rate, due 08/15/2053 |
|
21873CAC7 |
1,478,389 |
$197,534.98 |
0.05% |
| Colony American Finance Ltd Series 2020-3, Class XB, Variable rate, due 08/15/2053 |
|
21873CAE3 |
1,250,000 |
$224,306.25 |
0.05% |
| DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 |
|
249182PS9 |
220,000 |
$227,034.10 |
0.05% |
| DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 |
|
26139PAB9 |
200,000 |
$229,995.60 |
0.05% |
| EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 |
|
29246QAD7 |
200,000 |
$215,464.17 |
0.05% |
| Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 |
|
3136A1L60 |
1,621,904 |
$222,109.55 |
0.05% |
| Fannie Mae Series 2012-56, Class FK, Variable rate, due 06/25/2042 |
|
3136A6VQ4 |
198,504 |
$200,535.79 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series K726, Class X1, Variable rate, due 04/25/2024 |
|
3137BYPS3 |
11,031,626 |
$212,346.67 |
0.05% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KIR1, Class X, Variable rate, due 03/25/2026 |
|
3137BP7A1 |
5,012,760 |
$213,766.63 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X1, Variable rate, due 01/25/2026 |
|
3137BPCR8 |
6,198,019 |
$229,693.61 |
0.05% |
| FRESENIUS MED CARE II 5.875%, due 01/31/2022 |
|
35802XAF0 |
200,000 |
$206,383.48 |
0.05% |
| GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 |
|
P47718AE4 |
200,000 |
$208,800.00 |
0.05% |
| GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 |
|
361841AL3 |
185,000 |
$214,633.30 |
0.05% |
| GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 |
|
361841AF6 |
200,000 |
$218,980.00 |
0.05% |
| GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 |
|
361841AK5 |
175,000 |
$207,578.79 |
0.05% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 |
|
41161PSK0 |
202,760 |
$199,388.54 |
0.05% |
| HOLOGIC INC 4.625%, due 02/01/2028 |
|
436440AM3 |
208,000 |
$217,588.80 |
0.05% |
| HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 |
|
44409MAB2 |
175,000 |
$201,329.61 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2029 |
|
46647PAR7 |
200,000 |
$227,715.79 |
0.05% |
| KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 |
|
48126PAA0 |
200,000 |
$207,878.20 |
0.05% |
| LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 |
|
53944YAH6 |
200,000 |
$217,081.41 |
0.05% |
| POST HOLDINGS INC 4.50%, due 09/15/2031 |
|
737446AR5 |
200,000 |
$198,250.00 |
0.05% |
| REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 |
|
917288BK7 |
200,000 |
$233,252.00 |
0.05% |
| SAUDI ARABIAN OIL CO 1.625%, due 11/24/2025 |
|
M8237RAH7 |
200,000 |
$201,809.36 |
0.05% |
| SAUDI ARABIAN OIL CO 2.25%, due 11/24/2030 |
|
80414L2K0 |
200,000 |
$197,079.99 |
0.05% |
| SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/26/2026 |
BYQ6MG9 |
|
200,000 |
$217,900.00 |
0.05% |
| SAUDI INTERNATIONAL BOND N/C, 3.75%, due 01/21/2055 |
|
80413TAR0 |
200,000 |
$209,565.60 |
0.05% |
| SES SA 3.60%, due 04/04/2023 |
|
78413HAA7 |
200,000 |
$209,209.33 |
0.05% |
| SLM Student Loan Trust Series 2008-8, Class B, Variable rate, due 10/25/2075 |
|
78445GAE3 |
220,000 |
$223,503.96 |
0.05% |
| Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 |
|
83613DAE6 |
255,743 |
$228,636.94 |
0.05% |
| SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 |
|
001192AH6 |
155,000 |
$215,769.62 |
0.05% |
| SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 |
|
85208NAE0 |
200,000 |
$230,381.00 |
0.05% |
| TEACHERS INSUR & ANNUITY 3.30%, due 05/15/2050 |
|
878091BG1 |
220,000 |
$229,843.54 |
0.05% |
| TENCENT HOLDINGS LTD 3.68%, due 04/22/2041 |
|
88032WBB1 |
200,000 |
$213,131.27 |
0.05% |
| TENCENT HOLDINGS LTD 3.84%, due 04/22/2051 |
|
88032WBC9 |
200,000 |
$214,789.46 |
0.05% |
| TITAN ACQ/CO-BORROWER 7.75%, due 04/15/2026 |
|
88827AAA1 |
222,000 |
$230,495.94 |
0.05% |
| T-MOBILE USA INC 3.875%, due 04/15/2030 |
|
87264ABF1 |
200,000 |
$222,842.00 |
0.05% |
| UNITED MEXICAN STATES 3.75%, due 01/11/2028 |
|
91087BAE0 |
200,000 |
$218,300.00 |
0.05% |
| VIRGIN MEDIA SECURED FIN 5.50%, due 08/15/2026 |
|
92769XAM7 |
200,000 |
$207,007.00 |
0.05% |
| ANTERO RESOURCES CORP 8.375%, due 07/15/2026 |
|
03674XAN6 |
161,000 |
$183,338.75 |
0.04% |
| Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 |
|
040104PC9 |
160,000 |
$157,258.98 |
0.04% |
| AT&T INC 4.50%, due 05/15/2035 |
|
00206RCP5 |
150,000 |
$176,326.74 |
0.04% |
| AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 |
|
05401AAH4 |
185,000 |
$190,304.92 |
0.04% |
| BANK OF AMERICA CORP Variable rate, due 10/22/2030 |
|
06051GHX0 |
165,000 |
$174,551.01 |
0.04% |
| Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 |
|
21872UAE4 |
1,581,103 |
$159,715.15 |
0.04% |
| CONTL AIRLINES 2007-1 5.983%, due 04/19/2022 |
|
21079NAA9 |
179,442 |
$183,821.12 |
0.04% |
| Countrywide Asset-Backed Certificates Series 2006-6, Class 1A1, Variable rate, due 09/25/2036 |
|
126670ZH4 |
167,858 |
$167,165.00 |
0.04% |
| COX COMMUNICATIONS INC 3.15%, due 08/15/2024 |
|
224044CH8 |
173,000 |
$184,930.66 |
0.04% |
| DELTA AIR LINES 2002-1G1 6.718%, due 01/02/2023 |
|
247367AX3 |
163,377 |
$165,869.09 |
0.04% |
| DIAMOND SPORTS GR/DIAMON 6.625%, due 08/15/2027 |
|
25277LAC0 |
312,000 |
$161,938.92 |
0.04% |
| FANNIEMAE-ACES Series 2016-M2, Class AL, 3.471%, due 04/25/2036 |
|
3136AQ5J5 |
178,177 |
$178,330.97 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 |
|
3137BTAF8 |
1,900,000 |
$173,575.26 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series KF73, Class AL, Variable rate, due 11/25/2029 |
|
3137FQKH5 |
185,087 |
$186,724.94 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 |
|
3137FNB25 |
1,800,000 |
$184,790.52 |
0.04% |
| GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 |
|
38374EP35 |
1,314,649 |
$162,253.42 |
0.04% |
| Homebanc Mortgage Trust Series 2005-4, Class A1, Variable rate, due 10/25/2035 |
|
43739EBS5 |
169,818 |
$169,983.87 |
0.04% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 |
|
45668RAC2 |
194,565 |
$185,773.38 |
0.04% |
| INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 |
|
45824TAY1 |
303,000 |
$175,467.30 |
0.04% |
| KROGER CO 4.45%, due 02/01/2047 |
|
501044DG3 |
140,000 |
$169,632.45 |
0.04% |
| MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 |
|
589929V21 |
176,614 |
$177,304.32 |
0.04% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 |
|
63861VAC1 |
175,000 |
$187,850.81 |
0.04% |
| PLAINS ALL AMER PIPELINE 4.50%, due 12/15/2026 |
|
72650RBL5 |
145,000 |
$162,331.96 |
0.04% |
| Structured Asset Mortgage Investments Inc Series 2003-AR3, Class A1, Variable rate, due 11/19/2033 |
|
86358HUT4 |
168,098 |
$168,494.17 |
0.04% |
| Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 |
|
86362XAP3 |
195,864 |
$187,952.88 |
0.04% |
| TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 |
|
878091BE6 |
175,000 |
$184,708.70 |
0.04% |
| TENET HEALTHCARE CORP 4.625%, due 06/15/2028 |
|
88033GDG2 |
178,000 |
$182,227.50 |
0.04% |
| TENET HEALTHCARE CORP 4.625%, due 07/15/2024 |
|
88033GCS7 |
150,000 |
$152,400.00 |
0.04% |
| TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 |
|
89376VAA8 |
174,000 |
$178,229.09 |
0.04% |
| ABBVIE INC 4.05%, due 11/21/2039 |
|
00287YCA5 |
105,000 |
$122,283.33 |
0.03% |
| AERCAP IRELAND CAP/GLOBAL 3.50%, due 05/26/2022 |
|
00774MAA3 |
110,000 |
$112,596.65 |
0.03% |
| AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 |
|
00774MAE5 |
115,000 |
$123,058.27 |
0.03% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
135,000 |
$142,047.00 |
0.03% |
| CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 |
|
161175BL7 |
120,000 |
$146,823.99 |
0.03% |
| CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 |
|
161175BN3 |
100,000 |
$127,889.40 |
0.03% |
| COMERICA INC Variable rate |
|
200340AU1 |
135,000 |
$149,850.00 |
0.03% |
| CREDIT SUISSE GROUP AG N/C, 4.55%, due 04/17/2026 |
|
225433AR2 |
125,000 |
$141,093.56 |
0.03% |
| EVERGY METRO 4.20%, due 06/15/2047 |
|
485134BQ2 |
100,000 |
$122,092.57 |
0.03% |
| FANNIE MAE Seried 2013-18, Class MI, 3%, due 02/25/2033 |
|
3136ACXN6 |
1,696,493 |
$112,892.62 |
0.03% |
| FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 |
|
3136ARP44 |
2,549,662 |
$127,173.31 |
0.03% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS Series K045, Class X1, Variable rate, due 01/25/2025 |
|
3137BHXK8 |
8,542,581 |
$117,574.11 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K021, Class X3, Variable rate, due 07/25/2040 |
|
3137AUPG8 |
8,139,000 |
$129,366.15 |
0.03% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X1, Variable rate, due 08/25/2023 |
|
3137B5KX0 |
17,355,364 |
$114,621.77 |
0.03% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K035, Class X3, Variable rate, due 12/25/2041 |
|
3137B5KY8 |
4,000,000 |
$133,813.20 |
0.03% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K037, Class X3, Variable rate, due 01/25/2042 |
|
3137B8G68 |
2,500,000 |
$137,278.00 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 |
|
3137BDCY0 |
2,145,000 |
$144,689.26 |
0.03% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K728, Class X3, Variable rate, due 11/25/2045 |
|
3137FBTD8 |
2,230,000 |
$130,785.49 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 |
|
3137BS5P4 |
3,713,836 |
$145,544.87 |
0.03% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KS07, Class X, Variable rate, due 09/25/2025 |
|
3137BS6G3 |
4,945,401 |
$122,137.56 |
0.03% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series W5FX, Class AFX, Variable rate, due 04/25/2028 |
|
3137FG6Q3 |
125,000 |
$139,582.56 |
0.03% |
| FHLMC MULTIFAMILY STRUCTURED PASS TRHOUGH CERTS. Series K155, Class A3, 3.75%, due 04/25/2033 |
|
3137FG6T7 |
125,000 |
$150,598.18 |
0.03% |
| GENERAL MOTORS FINL CO 4.375%, due 09/25/2021 |
|
37045XAQ9 |
115,000 |
$116,192.48 |
0.03% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
|
361841AP4 |
115,000 |
$123,074.73 |
0.03% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2026 |
|
46647PBK1 |
130,000 |
$134,503.24 |
0.03% |
| LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 |
|
538034AR0 |
117,000 |
$120,656.25 |
0.03% |
| LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 |
|
53944YAK9 |
115,000 |
$116,991.67 |
0.03% |
| MGM GROWTH/MGM FINANCE 4.625%, due 06/15/2025 |
|
55303XAK1 |
109,000 |
$116,085.00 |
0.03% |
| MGM GROWTH/MGM FINANCE 5.625%, due 05/01/2024 |
|
55303XAC9 |
117,000 |
$126,067.50 |
0.03% |
| MIAMI-DADE CNTY FL AVIATION REV TAXABLE, 3.454%, due 10/01/2030 |
|
59333P2N7 |
105,000 |
$114,884.68 |
0.03% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 |
|
63861VAA5 |
135,000 |
$141,912.22 |
0.03% |
| PIPELINE FUNDING CO LLC 7.50%, due 01/15/2030 |
|
724060AA6 |
90,080 |
$115,253.49 |
0.03% |
| PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 |
|
745332CH7 |
100,000 |
$123,467.05 |
0.03% |
| Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 |
|
76110W7E0 |
114,286 |
$114,064.25 |
0.03% |
| Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 |
|
76113ABL4 |
132,159 |
$129,967.47 |
0.03% |
| SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 |
|
80281LAJ4 |
100,000 |
$109,452.88 |
0.03% |
| SIRIUS XM RADIO INC 3.875%, due 08/01/2022 |
|
82967NAY4 |
150,000 |
$150,412.50 |
0.03% |
| Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 |
|
86365LAA9 |
108,019 |
$112,755.98 |
0.03% |
| T-MOBILE USA INC 1.50%, due 02/15/2026 |
|
87264ABZ7 |
120,000 |
$120,588.60 |
0.03% |
| T-MOBILE USA INC 2.25%, due 02/15/2026 |
|
87264ABR5 |
125,000 |
$125,938.13 |
0.03% |
| US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 |
|
90345WAA2 |
121,638 |
$127,383.75 |
0.03% |
| VERIZON COMMUNICATIONS 2.10%, due 03/22/2028 |
|
92343VGH1 |
135,000 |
$137,605.31 |
0.03% |
| VODAFONE GROUP PLC 4.875%, due 06/19/2049 |
|
92857WBS8 |
113,000 |
$142,862.93 |
0.03% |
| WAMU Mortgage Pass-Through Certificates Series 2004-AR12, Class A2A, Variable rate, due 10/25/2044 |
|
92922FZF8 |
151,410 |
$149,389.94 |
0.03% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2026 |
|
95000U2K8 |
140,000 |
$145,332.70 |
0.03% |
| Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 |
|
007036QH2 |
106,785 |
$94,978.76 |
0.02% |
| ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 |
|
015271AL3 |
75,000 |
$81,573.78 |
0.02% |
| ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 |
|
01882YAA4 |
75,000 |
$79,054.64 |
0.02% |
| AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 |
|
024836AA6 |
75,000 |
$78,627.77 |
0.02% |
| Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 |
|
00076BAB0 |
94,245 |
$90,888.74 |
0.02% |
| AVOLON HOLDINGS FNDG LTD 3.95%, due 07/01/2024 |
|
05401AAF8 |
100,000 |
$106,388.86 |
0.02% |
| BROADCOM INC 3.625%, due 10/15/2024 |
|
11135FAY7 |
75,000 |
$81,237.39 |
0.02% |
| CITIGROUP INC Variable rate, due 07/24/2023 |
|
172967LM1 |
100,000 |
$102,653.09 |
0.02% |
| COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 |
|
20049AAC2 |
4,601,344 |
$96,053.06 |
0.02% |
| Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 |
|
12668BDC4 |
87,921 |
$88,479.84 |
0.02% |
| CREDIT SUISSE GROUP AG Variable rate, due 09/11/2025 |
|
225401AM0 |
65,000 |
$67,634.80 |
0.02% |
| Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 |
|
12648ELW0 |
68,969 |
$69,579.26 |
0.02% |
| DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 |
|
23332UBV5 |
73,947 |
$67,118.87 |
0.02% |
| ENERGY TRANSFER LP 5%, due 05/15/2050 |
|
29278NAR4 |
70,000 |
$80,714.52 |
0.02% |
| Equifirst Mortgage Loan Trust Series 2005-1, Class M3, Variable rate, due 04/25/2035 |
|
29445FCQ9 |
65,307 |
$65,434.06 |
0.02% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KC04, Class X1, Variable rate, due 12/25/2026 |
|
3137FMCG5 |
1,364,453 |
$66,190.56 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS05, Class X, Variable rate, due 01/25/2023 |
|
3137BQTR8 |
9,795,143 |
$93,837.47 |
0.02% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 |
|
32028PAE5 |
81,665 |
$80,209.16 |
0.02% |
| FORD MOTOR CREDIT CO LLC N/C, 3.219%, due 01/09/2022 |
|
345397XA6 |
96,000 |
$97,131.84 |
0.02% |
| GENERAL MOTORS FINL CO 3.45%, due 04/10/2022 |
|
37045XAW6 |
80,000 |
$81,539.38 |
0.02% |
| GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 |
|
39538WFH6 |
76,657 |
$76,283.43 |
0.02% |
| HCA INC 5.25%, due 04/15/2025 |
|
404119BQ1 |
90,000 |
$103,215.69 |
0.02% |
| HUMANA INC 3.15%, due 12/01/2022 |
|
444859BA9 |
100,000 |
$103,144.52 |
0.02% |
| Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 |
|
45254NML8 |
71,709 |
$72,480.58 |
0.02% |
| J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 |
|
466275AB0 |
76,577 |
$75,285.81 |
0.02% |
| MASTR ASSET BACKED SECURITIES Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 |
|
576455AC3 |
139,405 |
$103,196.31 |
0.02% |
| MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 |
|
59261AG76 |
50,000 |
$67,100.42 |
0.02% |
| METROPOLITAN EDISON CO 3.50%, due 03/15/2023 |
|
591894BY5 |
100,000 |
$103,664.81 |
0.02% |
| Morgan Stanley ReRemic Trust Series 2014-R8, Class 3B1, Variable rate, due 06/26/2047 |
|
61764KAM5 |
76,729 |
$76,575.08 |
0.02% |
| PETROLEOS MEXICANOS 6.75%, due 09/21/2047 |
|
71654QCC4 |
105,000 |
$95,178.30 |
0.02% |
| PETROLEOS MEXICANOS 6.95%, due 01/28/2060 |
|
71654QDF6 |
110,000 |
$99,930.05 |
0.02% |
| Residential Asset Mortgage Products, Inc. Series 2005-RZ3, Class M3, Variable rate, due 09/25/2035 |
|
76112BA42 |
73,139 |
$73,153.26 |
0.02% |
| ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 |
|
77340RAM9 |
100,000 |
$106,644.00 |
0.02% |
| SEALED AIR CORP 5.50%, due 09/15/2025 |
|
81211KAX8 |
60,000 |
$66,854.40 |
0.02% |
| SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 |
|
78447KAD4 |
100,000 |
$100,571.24 |
0.02% |
| T-MOBILE USA INC 4.75%, due 02/01/2028 |
|
87264AAV7 |
74,000 |
$78,902.50 |
0.02% |
| TRANSOCEAN PONTUS LTD 6.125%, due 08/01/2025 |
|
89382PAA3 |
97,150 |
$97,762.04 |
0.02% |
| TUCSON ELECTRIC POWER CO 5.15%, due 11/15/2021 |
|
898813AK6 |
75,000 |
$75,531.70 |
0.02% |
| UNIV OF CALIFORNIA CA REVENUES 4.601%, due 05/15/2031 |
|
91412GTG0 |
75,000 |
$89,162.09 |
0.02% |
| VENTAS REALTY LP 4%, due 03/01/2028 |
|
92277GAM9 |
75,000 |
$84,248.74 |
0.02% |
| VIRGIN MEDIA SECURED FINANCE 4.50%, due 08/15/2030 |
|
92769XAR6 |
100,000 |
$100,750.00 |
0.02% |
| VODAFONE GROUP PLC 4.25%, due 09/17/2050 |
|
92857WBU3 |
80,000 |
$93,298.66 |
0.02% |
| ABBVIE INC 4.50%, due 05/14/2035 |
|
00287YAR0 |
33,000 |
$39,875.10 |
0.01% |
| AERCAP IRELAND CAP/GLOBAL 4.125%, due 07/03/2023 |
|
00774MAF2 |
55,000 |
$58,355.74 |
0.01% |
| BALL CORP 4%, due 11/15/2023 |
|
058498AS5 |
58,000 |
$61,552.50 |
0.01% |
| BAT CAPITAL CORP 2.726%, due 03/25/2031 |
|
05526DBS3 |
30,000 |
$29,535.53 |
0.01% |
| Carrington Mortgage Loan Trust Series 2005-NC5, Class M1, Variable rate, due 10/25/2035 |
|
144531DN7 |
31,642 |
$31,743.18 |
0.01% |
| COMM MORTGAGE TRUST Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
|
12624QAS2 |
1,525,150 |
$27,929.47 |
0.01% |
| Credit Suisse Mortgage Trust Series 2010-7R, Class 1A12, 4%, due 01/26/2037 |
|
12643RAY4 |
47,732 |
$47,853.73 |
0.01% |
| ENERGY TRANSFER LP 4%, due 10/01/2027 |
|
86765BAU3 |
50,000 |
$55,303.04 |
0.01% |
| FANNIEMAE-ACES Series 2015- M4, Class X2, Variable rate, due 07/25/2022 |
|
3136AMM71 |
18,971,743 |
$34,114.99 |
0.01% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K022, Class X3, Variable rate, due 08/25/2040 |
|
3137AVXQ5 |
2,500,000 |
$39,173.50 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K715, Class X3, Variable rate, due 02/25/2041 |
|
3137BAHC9 |
1,759,244 |
$25,453.44 |
0.01% |
| First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 |
|
32051GAA3 |
50,093 |
$51,840.38 |
0.01% |
| Fremont Home Loan Trust Series 2005-D, Class 2A4, Variable rate, due 11/25/2035 |
|
35729PME7 |
64,562 |
$64,444.49 |
0.01% |
| GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 |
|
38378XLU3 |
1,030,402 |
$37,954.97 |
0.01% |
| GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 |
|
38869PAL8 |
58,000 |
$60,668.87 |
0.01% |
| GS Mortgage Securities Trust Series 2020-UPTN, Class XA, Variable rate, due 12/10/2039 |
|
36258PAC1 |
2,600,000 |
$33,579.00 |
0.01% |
| Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 |
|
63938EAC8 |
28,316 |
$28,140.18 |
0.01% |
| QWEST CORP 6.75%, due 12/01/2021 |
|
74913GAX3 |
54,000 |
$55,385.10 |
0.01% |
| SBA COMMUNICATIONS CORP 4.875%, due 09/01/2024 |
|
78388JAV8 |
40,000 |
$40,798.00 |
0.01% |
| SERVICE CORP INTL 4.625%, due 12/15/2027 |
|
817565CD4 |
61,000 |
$64,431.25 |
0.01% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 |
|
863579SU3 |
47,455 |
$45,931.90 |
0.01% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 |
|
86360JAA9 |
68,850 |
$60,189.84 |
0.01% |
| TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 |
|
878091BF3 |
50,000 |
$60,487.58 |
0.01% |
| T-MOBILE USA INC 2.55%, due 02/15/2031 |
|
87264ACB9 |
35,000 |
$35,390.25 |
0.01% |
| TRANE TECHNOLOGIES LUX 3.55%, due 11/01/2024 |
|
456873AB4 |
40,000 |
$43,173.40 |
0.01% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 |
|
93363TAA0 |
57,960 |
$54,563.24 |
0.01% |
| AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 |
|
00772BAR2 |
20,000 |
$20,356.22 |
0.00% |
| BACARDI LTD 5.30%, due 05/15/2048 |
|
067316AH2 |
15,000 |
$19,560.89 |
0.00% |
| Citigroup Mortgage Loan Trust Series 2005-HE4, Class M1, Variable rate, due 10/25/2035 |
|
17307GP69 |
5,416 |
$5,651.20 |
0.00% |
| Conseco Financial Corp Series 1996-7, Class M1, Variable rate, due 09/15/2026 |
|
393505PN6 |
9,861 |
$9,979.12 |
0.00% |
| CSC HOLDINGS LLC 5.375%, due 02/01/2028 |
|
126307AS6 |
20,000 |
$21,074.00 |
0.00% |
| FANNIEMAE-ACES Series 2012-M4, Class X1, Variable rate, due 04/25/2022 |
|
3136A56Z4 |
2,922,704 |
$4,474.95 |
0.00% |
| FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 |
|
3136AT5H3 |
202,712 |
$4,960.35 |
0.00% |
| FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 |
|
3136AQ5K2 |
74,391 |
$52.39 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K716, Class X3, Variable rate, due 08/25/2042 |
|
3137BDDE3 |
30,235,000 |
$302.35 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K719, Class X1, Variable rate, due 06/25/2022 |
|
3137BKVQ0 |
449,449 |
$91.24 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series K720, Class X1, Variable rate, due 08/25/2022 |
|
3137BLUS5 |
1,367,408 |
$4,376.25 |
0.00% |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. Series KAIV, Class X2, Variable rate, due 06/25/2041 |
|
3137ABFK2 |
550,000 |
$5.50 |
0.00% |
| GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 |
|
38378KQ69 |
521,194 |
$9,272.47 |
0.00% |
| MAUSER PACKAGING SOLUTIONS 5.50%, due 04/15/2024 |
|
12429TAD6 |
20,000 |
$20,125.00 |
0.00% |
| Mid-State Trust Series 2010-1, Class A, 3.50%, due 12/15/2045 |
|
59560WAA5 |
9,310 |
$9,444.91 |
0.00% |
| OI EUROPEAN GROUP BV 4%, due 03/15/2023 |
|
67777LAC7 |
18,000 |
$18,514.98 |
0.00% |
| PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 |
|
72147KAE8 |
20,000 |
$21,293.10 |
0.00% |
| SEALED AIR CORP 4%, due 12/01/2027 |
|
81211KAY6 |
20,000 |
$21,142.00 |
0.00% |
| US ULTRA BOND CBT Sep21 |
WNU1 |
|
-67 |
($12,998,000.00) |
-3.01% |
| US Dollar |
$USD |
|
-28,138,453 |
($28,138,452.72) |
-6.51% |
| US 10yr Ultra Fut Sep21 |
UXYU1 |
|
-250 |
($36,761,718.75) |
-8.51% |
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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