As of 12/5/2019
% of Net Assets Market Value Security Type Description Identifier Underlying Identifier Coupon Rate Maturity Date Par Value/Quantity Security Price Currency S&P Rating Moody's Rating Fitch Rating
5.22% $37963.80 Credit Default Swap CDX IG33 10Y -- -- $1.00 12/20/2029 -32,200,000 $-0.16 USD NR NR NR
2.27% -- Future FIN FUT US 2YR CBT 03/31/20 TUH0 -- $6.00 4/1/2020 65 $107.80 USD NR NR NR
1.54% $9500000.00 Repo REPO -- -- $1.59 12/6/2019 9,500,000 $100.00 USD NR NR NR
1.45% $-27000.00 Future FIN FUT US ULTRA 30YR CBT 03/20/20 WNH0 -- $6.00 3/21/2020 48 $186.13 USD NR NR NR
1.33% $-19500.00 Future FIN FUT US 30YR CBT 03/20/20 USH0 -- $6.00 3/21/2020 52 $158.34 USD NR NR NR
1.15% $-7812.50 Future FIN FUT US ULTRA 10YR CBT 03/20/20 UXYH0 -- $6.00 3/21/2020 50 $142.06 USD NR NR NR
0.81% $5000000.00 Corporate MUFG UNION BANK NA SR UNSEC 90520EAK7 -- $2.10 12/9/2022 5,000,000 -- USD A A2 A
0.71% $4390899.50 Corporate APPLE INC SR UNSEC 037833BY5 -- $3.25 2/23/2026 4,135,000 $106.16 USD AA+ Aa1 NR
0.70% $4342287.12 Corporate FIVE CORNERS FUNDING TRS UNSEC 144A 33829TAA4 -- $4.42 11/15/2023 3,999,000 $108.56 USD A A3 NR
0.67% $4106447.62 Corporate BRISTOL-MYERS SQUIBB CO SR UNSEC 144A 110122CB2 -- $3.40 7/26/2029 3,815,000 $107.77 USD A+ A2 A-
0.64% $3972066.60 Corporate BARCLAYS PLC SR UNSEC 06738EAN5 -- $4.38 1/12/2026 3,695,000 $107.50 USD BBB Baa3 A
0.63% $3897940.91 Corporate CHARTER COMM OPT LLC/CAP 161175AY0 -- $4.91 7/23/2025 3,552,000 $109.72 USD BBB- Ba1 BBB-
0.63% $3860435.27 Corporate JPMORGAN CHASE & CO SR UNSEC 46625HRV4 -- $2.95 10/1/2026 3,741,000 $103.22 USD A- A2 AA-
0.62% $3834170.70 Corporate GOLDMAN SACHS GROUP INC GLBL SUB 38141GFD1 -- $6.75 10/1/2037 2,772,000 $138.56 USD BBB- Baa2 A-
0.60% $3694471.33 Corporate BNP PARIBAS GLBL SR UNSEC BKNT 05567LT31 -- $5.00 1/15/2021 3,576,000 $103.31 USD A+ Aa3 NR
0.60% $3687031.48 Corporate BROADCOM INC SR UNSEC 144A 11135FAA9 -- $3.13 4/15/2021 3,645,000 $101.15 USD BBB- Baa3 BBB-
0.60% $3707986.08 Corporate MCDONALD'S CORP SR UNSEC 58013MFA7 -- $4.88 12/9/2045 3,045,000 $122.14 USD BBB+ Baa1 NR
0.58% $3597219.63 Corporate JPMORGAN CHASE & CO SR UNSEC 46625HJX9 -- $3.63 5/13/2024 3,395,000 $105.93 USD A- A2 AA-
0.58% $3561717.99 Corporate TYSON FOODS INC SRUNSEC 902494AT0 -- $4.50 6/15/2022 3,374,000 $105.55 USD BBB Baa2 BBB
0.57% $3540604.99 Corporate MICROSOFT CORP SR UNSEC 594918BL7 -- $4.45 11/3/2045 2,819,000 $125.26 USD AAA Aaa AA+
0.56% $3438964.62 Corporate AFLAC INC SR UNSEC 001055AM4 -- $3.63 11/15/2024 3,220,000 $106.78 USD A- A3 NR
0.56% $3478342.68 Corporate ANHEUSER-BUSCH CO/INBEV SR UNSEC 03522AAJ9 -- $4.90 2/1/2046 2,892,000 $119.82 USD A- Baa1 BBB
0.54% $3324280.05 Corporate ACE INA HOLDINGS SR UNSEC 00440EAV9 -- $3.35 5/3/2026 3,115,000 $106.69 USD A A3 A
0.54% $3341838.34 Corporate DELL INTL LLC / EMC 144A 25272KAG8 -- $5.45 6/15/2023 3,085,000 $108.18 USD BBB- Baa3 BBB-
0.54% $3309355.84 Corporate FIRST ENERGY CORP GLBL SR UNSEC C 337932AC1 -- $7.38 11/15/2031 2,357,000 $140.35 USD BBB- Baa3 BBB
0.54% $3357481.10 Corporate WELLS FARGO & COMPANY SR UNSEC 94974BGA2 -- $3.30 9/9/2024 3,215,000 $104.41 USD A- A2 A+
0.53% $3248895.16 Corporate RABOBANK NEDERLAND BK GTD MTN 21685WCJ4 -- $5.25 5/24/2041 2,346,000 $138.48 USD A+ Aa3 AA-
0.53% $3295857.15 Corporate SANTANDER HOLDINGS USA SR UNSEC 80282KAE6 -- $4.50 7/17/2025 3,061,000 $107.65 USD BBB+ Baa3 BBB+
0.53% $3244939.85 Corporate UNITED TECHNOLOGIES CORP 913017BV0 -- $3.10 6/1/2022 3,158,000 $102.74 USD BBB+ Baa1 NR
0.52% $3211825.12 Corporate TECH DATA CORP SR UNSEC 878237AG1 -- $3.70 2/15/2022 3,145,000 $102.11 USD BBB- Baa3 NR
0.51% $3120824.58 Corporate LLOYDS BANKING GROUP PLC SR UNSEC 53944YAD5 -- $3.75 1/11/2027 2,960,000 $105.40 USD BBB+ A3 A+
0.50% $3068074.60 Corporate GE CAPITAL INTL FUNDING SR UNSEC 36164QMS4 -- $2.34 11/15/2020 3,070,000 $99.94 USD BBB+ Baa1 BBB+
0.50% $3083030.34 Corporate GTL TRADE FINANCE INC SR UNSEC REGS USG24422AA83 -- $5.89 4/29/2024 2,789,000 $110.17 USD BBB- Ba1 BBB-
0.49% $3027054.35 Corporate ABBVIE INC SR UNSEC 00287YAL3 -- $2.90 11/6/2022 2,967,000 $102.00 USD A- Baa2 NR
0.49% $3010359.12 Corporate AMERICAN INTL GROUP SR UNSEC 026874DD6 -- $3.75 7/10/2025 2,827,000 $106.46 USD BBB+ Baa1 BBB+
0.49% $3033156.76 Corporate AT&T INC SR UNSEC 00206RCG5 -- $4.80 6/15/2044 2,695,000 $112.54 USD BBB Baa2 A-
0.49% $3017107.60 Corporate CITIGROUP INC SR UNSEC 172967KN0 -- $3.40 5/1/2026 2,871,000 $105.09 USD BBB+ A3 A
0.47% $2925644.75 Corporate AMGEN INC SR UNSEC 031162BV1 -- $3.63 5/22/2024 2,765,000 $105.87 USD A- Baa1 BBB+
0.47% $2929492.71 Corporate IMPERIAL BRANDS FIN PLC SR UNSEC 144A 45262BAA1 -- $3.13 7/26/2024 2,900,000 $100.96 USD BBB Baa3 BBB
0.47% $2918801.76 Corporate UNITEDHEALTH GROUP INC SR UNSEC 91324PCR1 -- $4.75 7/15/2045 2,374,000 $122.94 USD A+ A3 A-
0.46% $2823068.38 Corporate BANK OF AMERICA CORP SR UNSEC 06051GHM4 -- $4.27 7/23/2029 2,534,000 $111.37 USD A- A2 A+
0.45% $2794163.68 Corporate BANK OF AMERICA CORP SR UNSEC 06051GHD4 -- $3.42 12/20/2028 2,658,000 $104.99 USD A- A2 A+
0.44% $2699185.01 Corporate AERCAP IRELAND CAP LTD/A SR UNSEC 00772BAQ4 -- $4.63 10/30/2020 2,642,000 $102.16 USD BBB Baa3 BBB-
0.44% $2694296.83 Corporate AMAZON.COM INC SR UNSEC 023135BF2 -- $3.88 8/22/2037 2,364,000 $113.97 USD AA- A3 A+
0.44% $2740142.34 Corporate GE CAPITAL INTL FUNDING SR UNSEC 36164QNA2 -- $4.42 11/15/2035 2,552,000 $107.63 USD BBB+ Baa1 BBB+
0.44% $2717956.05 Corporate JPMORGAN CHASE & CO SR UNSEC 46625HQJ2 -- $2.55 3/1/2021 2,698,000 $100.72 USD A- A2 AA-
0.44% $2727128.87 Corporate MORGAN STANLEY SUB 6174467Y9 -- $4.35 9/8/2026 2,487,000 $109.53 USD BBB Baa2 A-
0.43% $2625323.36 Corporate AT&T INC SR UNSEC 00206RHR6 -- $3.55 6/1/2024 2,501,000 $105.03 USD BBB Baa2 A-
0.43% $2626680.47 Corporate SABINE PASS LIQUEFACTION 785592AE6 -- $5.63 2/1/2021 2,552,000 $102.92 USD BBB- Baa3 BBB-
0.43% $2654567.16 Corporate UBS GROUP FUNDING SR UNSEC 144A 90351DAB3 -- $4.13 9/24/2025 2,450,000 $108.32 USD A- A3 A+
0.42% $2563332.60 Corporate BANK OF AMERICA CORP SR UNSEC 06051GFF1 -- $4.00 4/1/2024 2,394,000 $107.13 USD A- A2 A+
0.42% $2596107.10 Corporate DUKE ENERGY OHIO INC SEC 26442EAD2 -- $3.80 9/1/2023 2,440,000 $106.37 USD A A2 NR
0.42% $2614215.05 Corporate MIDAMERICAN ENERGY CO SEC 595620AM7 -- $3.50 10/15/2024 2,452,000 $106.59 USD A+ Aa2 NR
0.42% $2597647.71 Corporate MOODY'S CORPORATION SR UNSEC 615369AC9 -- $4.88 2/15/2024 2,360,000 $110.05 USD BBB+ NR BBB+
0.42% $2563964.44 Corporate THERMO FISHER SCIENTIFIC SR UNSEC 883556BR2 -- $2.95 9/19/2026 2,492,000 $102.86 USD BBB+ Baa1 BBB
0.42% $2580849.37 Corporate WEYERHAEUSER CO SR UNSEC 962166BX1 -- $4.00 11/15/2029 2,369,000 $108.90 USD BBB Baa2 NR
0.41% $2534067.98 Corporate ENTERPRISE PRODUCTS OPER SR UNSEC 29379VBE2 -- $3.75 2/15/2025 2,379,000 $106.54 USD BBB+ Baa1 BBB+
0.41% $2556742.99 Corporate US BANCORP SUB MTN 91159JAA4 -- $2.95 7/15/2022 2,494,000 $102.48 USD A- A1 A+
0.41% $2518087.20 Corporate VALE OVERSEAS LIMITED GLBL BD 91911TAH6 -- $6.88 11/21/2036 1,997,000 $126.09 USD BBB- Ba1 BBB-
0.40% $2486930.57 Corporate CITIGROUP INC SR UNSEC 172967KG5 -- $3.70 1/12/2026 2,329,000 $106.81 USD BBB+ A3 A
0.40% $2464998.66 Corporate ENBRIDGE INC SR UNSEC 29250NAQ8 -- $2.90 7/15/2022 2,421,000 $101.81 USD BBB+ Baa2 BBB+
0.40% $2480562.32 Corporate ENERGY TRANSFER OPERATNG LP SR UNSEC 29273RAS8 -- $3.60 2/1/2023 2,423,000 $102.36 USD BBB- Baa3 BBB-
0.40% $2471255.76 Corporate FORD MOTOR CREDIT CO LLC SR UNSEC 345397VU4 -- $5.88 8/2/2021 2,358,000 $104.80 USD BBB- Ba1 BBB
0.40% $2467576.32 Corporate MITSUBISHI UFJ FIN GRP SR UNSEC 606822AP9 -- $2.67 7/25/2022 2,435,000 $101.32 USD A- A1 A
0.39% $2419952.92 Corporate COMMONWEALTH BANK AUST SR UNSEC 144A 2027A0JK6 -- $2.75 3/10/2022 2,378,000 $101.75 USD AA- Aa3 AA-
0.39% $2393144.31 Corporate XSTRATA FINANCE CANADA SEC 144A 98417EAT7 -- $4.25 10/25/2022 2,289,000 $104.55 USD BBB+ Baa1 NR
0.38% $2341802.02 Corporate WELLS FARGO & COMPANYSR UNSEC 95000U2B8 -- $2.63 7/22/2022 2,310,000 $101.36 USD A- A2 A+
0.37% $2284738.45 Corporate ALIBABA GROUP HOLDING SR UNSEC 01609WAQ5 -- $3.60 11/28/2024 2,175,000 $105.02 USD A+ A1 A+
0.37% $2268128.34 Corporate BANK OF NY MELLON CORP SR UNSEC 06406HDA4 -- $3.00 2/24/2025 2,181,000 $103.97 USD A A1 AA-
0.37% $2262427.16 Corporate BURLINGTN NORTH SANTA FE SR UNSEC 12189LAE1 -- $5.40 6/1/2041 1,728,000 $131.36 USD A+ A3 NR
0.37% $2310763.35 Corporate KRAFT HEINZ FOODS CO SR UNSEC 50077LAB2 -- $4.38 6/1/2046 2,358,000 $98.12 USD BBB- Baa3 BBB-
0.34% $2088874.21 Corporate CAPITAL ONE FINANCIAL CO GLBL SR UNSEC 14040HAY1 -- $4.75 7/15/2021 2,004,000 $104.17 USD BBB Baa1 A-
0.34% $2071976.38 Corporate CHARTER COMM OPT LLC/CAP SR SEC 161175BT0 -- $4.80 3/1/2050 2,000,000 $103.68 USD BBB- Ba1 BBB-
0.34% $2072255.57 Corporate CRED SUIS GP FUN LTD SR UNSEC 225433AT8 -- $3.80 6/9/2023 1,979,000 $104.62 USD BBB+ Baa2 A-
0.34% $2095816.36 Corporate ENEL FINANCE INTL SA CO GTD SR UNSEC144 29268BAF8 -- $6.00 10/7/2039 1,664,000 $125.94 USD BBB+ Baa2 A-
0.34% $2123477.34 Corporate LAZARD GROUP LLC SR UNSEC 52107QAG0 -- $3.75 2/13/2025 2,008,000 $105.73 USD A- Baa3 A-
0.34% $2106900.69 Corporate MIZUHO FINANCIAL GROUP SR UNSEC 60687YAE9 -- $2.27 9/13/2021 2,100,000 $100.32 USD A- A1 NR
0.34% $2086943.18 Corporate ORACLE CORP SR UNSEC 68389XBF1 -- $4.13 5/15/2045 1,846,000 $113.03 USD A+ A1 A
0.34% $2111622.64 Corporate VISA INC SR UNSEC 92826CAF9 -- $4.30 12/14/2045 1,716,000 $123.05 USD AA- Aa3 NR
0.33% $2012666.46 Corporate BANC CREDITO INVERSIONES SR UNSEC 144A 05890MAA1 -- $3.50 10/12/2027 1,965,000 $102.49 USD A A2 A
0.33% $2018968.63 Corporate HSBC HOLDINGS PLC SR UNSEC 404280BB4 -- $3.90 5/25/2026 1,895,000 $106.51 USD A A2 A+
0.33% $2019892.41 Corporate INTEL CORP SR UNSEC 458140AS9 -- $3.70 7/29/2025 1,864,000 $108.34 USD A+ A1 A+
0.33% $2020394.88 Corporate MIZUHO FINANCIAL GROUP SR UNSEC 144A 60687YAB5 -- $2.63 4/12/2021 2,005,000 $100.76 USD A- A1 NR
0.33% $2028464.68 Corporate PENSKE TRUCK LEASING/PTL SR UNSEC 144A 709599AV6 -- $3.30 4/1/2021 2,000,000 $101.44 USD BBB Baa2 BBB+
0.33% $2015850.76 Corporate REYNOLDS AMERICAN INC SR UNSEC 761713BG0 -- $4.45 6/12/2025 1,874,000 $107.76 USD BBB+ Baa2 BBB
0.32% $1959735.82 Corporate ABBVIE INC SR UNSEC 00287YAY5 -- $3.20 5/14/2026 1,901,000 $103.04 USD A- Baa2 NR
0.32% $1954084.44 Corporate BANK OF AMERICA CORP SR UNSEC 06051GGP8 -- $2.37 7/21/2021 1,950,000 $100.16 USD A- A2 A+
0.32% $1989460.66 Corporate BANK OF AMERICA CORP SR UNSEC 06051GFX2 -- $3.50 4/19/2026 1,867,000 $106.44 USD A- A2 A+
0.32% $1989327.21 Corporate DEUTSCHE TELEKOM INT FIN SR UNSEC 144A 25156PBA0 -- $3.60 1/19/2027 1,890,000 $105.23 USD BBB+ Baa1 BBB+
0.32% $1962532.71 Corporate GENERAL MOTORS CO SRUNSEC 37045VAE0 -- $4.88 10/2/2023 1,823,000 $107.63 USD BBB Baa3 BBB
0.32% $1989871.82 Corporate JPMORGAN CHASE & CO SR UNSEC 46625HJU5 -- $4.85 2/1/2044 1,586,000 $125.46 USD A- A2 AA-
0.31% $1931510.41 Corporate ASTRAZENECA PLC GLBL SR UNSECURED 046353AD0 -- $6.45 9/15/2037 1,360,000 $141.95 USD BBB+ A3 BBB+
0.31% $1924653.42 Corporate CITIGROUP INC SR UNSEC 172967KK6 -- $2.70 3/30/2021 1,908,000 $100.91 USD BBB+ A3 A
0.31% $1884289.29 Corporate CROWN CASTLE INTL CORP GLBL SR UNSEC 228227BD5 -- $5.25 1/15/2023 1,733,000 $108.71 USD BBB- Baa3 BBB
0.31% $1919334.20 Corporate ENBRIDGE INC SR UNSEC 29250NAP0 -- $2.82 6/15/2020 1,915,000 $100.23 USD BBB+ Baa2 BBB+
0.30% $1833852.24 Corporate CHEVRON CORP SR UNSEC 166764BG4 -- $2.10 5/16/2021 1,826,000 $100.48 USD AA Aa2 NR
0.30% $1860199.19 Corporate CNOOC FINANCE 2013 LTD GLBL SR UNSEC 12625GAC8 -- $3.00 5/9/2023 1,830,000 $101.65 USD A+ A1 NR
0.30% $1856992.94 Corporate CVS HEALTH CORP GLBL SR UNSEC 126650CF5 -- $3.38 8/12/2024 1,780,000 $104.35 USD BBB Baa2 NR
0.30% $1870143.84 Corporate GEORGIA-PACIFIC LLC SR UNSEC 144A 37331NAG6 -- $3.16 11/15/2021 1,835,000 $101.91 USD A+ A3 NR
0.30% $1847983.98 Corporate GOLDMAN SACHS GROUP INC SR UNSEC 38143U8F1 -- $2.88 2/25/2021 1,830,000 $100.98 USD BBB+ A3 A
0.30% $1828420.74 Corporate HALLIBURTON CO SR UNSEC 406216BK6 -- $5.00 11/15/2045 1,635,000 $111.82 USD A- Baa1 NR
0.30% $1832122.17 Corporate KINDER MORGAN INC/DELAWA SR UNSEC 49456BAH4 -- $5.55 6/1/2045 1,561,000 $117.36 USD BBB Baa2 BBB
0.29% $1786076.24 Corporate ACTIVISION BLIZZARD SR UNSEC 00507VAK5 -- $3.40 9/15/2026 1,701,000 $104.97 USD BBB+ Baa1 NR
0.29% $1820255.03 Corporate CHARTER COMM OPT LLC/CAP 161175BQ6 -- $4.50 2/1/2024 1,700,000 $107.05 USD BBB- Ba1 BBB-
0.29% $1793026.60 Corporate HSBC HOLDINGS PLC SR UNSEC 404280AW9 -- $4.30 3/8/2026 1,646,000 $108.90 USD A A2 A+
0.29% $1819247.04 Corporate MITSUBISHI UFJ FIN GRP SR UNSEC 606822AD6 -- $3.85 3/1/2026 1,693,000 $107.43 USD A- A1 A
0.29% $1769384.09 Corporate ROYAL BK SCOTLND GRP PLC SR UNSEC 780097BG5 -- $4.89 5/18/2029 1,575,000 $112.30 USD BBB Baa2 A
0.29% $1817273.93 Corporate TELEFONICA EMISIONES SAU CO GTD 87938WAC7 -- $7.05 6/20/2036 1,295,000 $140.41 USD BBB Baa3 BBB
0.28% $41551.40 Credit Default Swap CDX IG32 5Y -- -- $1.00 6/20/2024 -1,700,000 $-2.45 USD NR NR NR
0.28% $1751574.30 Corporate CME GROUP INC GLBL SR UNSEC 12572QAE5 -- $3.00 9/15/2022 1,702,000 $102.89 USD AA- Aa3 AA-
0.28% $1703061.24 Corporate JOHN DEERE CAPITAL CORP SR UNSEC 24422ETG4 -- $2.80 3/6/2023 1,660,000 $102.58 USD A A2 A
0.28% $1721438.49 Corporate MORGAN STANLEY SR UNSECURED 61747WAF6 -- $5.75 1/25/2021 1,655,000 $103.99 USD BBB+ A3 A
0.28% $1755179.66 Corporate SOUTHERN POWER CO SR UNSEC 843646AH3 -- $5.15 9/15/2041 1,540,000 $113.97 USD BBB+ Baa1 BBB+
0.28% $1731761.74 Corporate WEA FINANCE LLC/WESTFIEL UNSEC 144A 92890HAC6 -- $3.75 9/17/2024 1,645,000 $105.36 USD A A2 NR
0.28% $1738199.63 Corporate WYETH SR UNSECURED 983024AN0 -- $5.95 4/1/2037 1,255,000 $138.48 USD AA- A1 A
0.27% $1697068.25 Corporate AT&T INC SR UNSEC 00206RGL0 -- $4.10 2/15/2028 1,566,000 $108.33 USD BBB Baa2 A-
0.27% $1687681.40 Corporate BAT CAPITAL CORP SR UNSEC 05526DBF1 -- $4.54 8/15/2047 1,700,000 $99.27 USD BBB+ Baa2 BBB
0.27% $1672792.39 Corporate CATERPILLAR INC SR UNSECURED 149123CB5 -- $3.80 8/15/2042 1,496,000 $111.81 USD A A3 A
0.27% $38552.00 Credit Default Swap CDX IG31 5Y -- -- $1.00 12/20/2023 -1,600,000 $-2.42 USD NR NR NR
0.27% $38104.00 Credit Default Swap CDX IG33 5Y -- -- $1.00 12/20/2024 -1,600,000 $-2.39 USD NR NR NR
0.27% $1670841.05 Corporate DEUTSCHE BANK NY SR UNSEC 251526BZ1 -- $4.10 1/13/2026 1,657,000 $100.81 USD BBB- Baa3 BBB
0.27% $1693329.53 Corporate ESSEX PORTFOLIO LP SR UNSEC 29717PAE7 -- $3.25 5/1/2023 1,651,000 $102.55 USD BBB+ Baa1 BBB+
0.27% $1684952.30 Corporate LOCKHEED MARTIN CORP SR UNSEC 539830BN8 -- $4.09 9/15/2052 1,438,000 $117.19 USD A- A3 A-
0.27% $1683816.92 Corporate SUMITOMO MITSUI BANKING 865622AW4 -- $3.20 7/18/2022 1,639,000 $102.76 USD A A1 NR
0.27% $1666999.78 Corporate WALT DISNEY COMPANY/THE 254687EX0 -- $4.95 10/15/2045 1,260,000 $132.29 USD A A2 A
0.26% $1612995.41 Corporate ATHENE HOLDINGS LTD SR UNSEC 04686JAA9 -- $4.13 1/12/2028 1,563,000 $103.09 USD BBB+ NR BBB
0.26% $1615527.39 Corporate BHP BILLITON FIN USA LTD SR UNSEC GLBL 055451AV0 -- $5.00 9/30/2043 1,247,000 $130.05 USD A A2 A
0.26% $1628300.61 Corporate CNOOC FINANCE 2015 US 12634MAE0 -- $4.38 5/2/2028 1,465,000 $111.15 USD A+ A1 NR
0.26% $1591846.45 Corporate GENERAL MOTORS FINL CO SR UNSEC 37045XBG0 -- $5.25 3/1/2026 1,451,000 $109.59 USD BBB Baa3 BBB
0.26% $1610291.03 Corporate HUTCHISON WHAMPOA INTL PRIV 144A 44841SAC3 -- $7.45 11/24/2033 1,088,000 $148.00 USD A A2 A-
0.26% $1590057.80 Corporate SOUTHWESTERN PUBLIC SERV SR NT 845743BL6 -- $6.00 10/1/2036 1,238,000 $128.49 USD A- Baa2 BBB+
0.26% $1634278.75 Corporate SUMITOMO MITSUI FINL GRP SR UNSEC 86562MAX8 -- $3.10 1/17/2023 1,594,000 $102.61 USD A- A1 NR
0.26% $1618406.09 Corporate UNITED TECHNOLOGIES CORP SR UNSEC 913017DB2 -- $3.65 8/16/2023 1,535,000 $105.42 USD BBB+ Baa1 NR
0.26% $1599863.34 Corporate WABTEC SR UNSEC 960386AM2 -- $4.95 9/15/2028 1,442,000 $111.01 USD BBB Ba1 BBB-
0.26% $1580843.69 Corporate WALT DISNEY COMPANY/THE SR UNSEC 25468PDB9 -- $4.13 6/1/2044 1,326,000 $119.21 USD A A2 A
0.26% $1603105.87 Corporate WELLS FARGO & COMPANY GLBL SR NT 94974BFC9 -- $3.50 3/8/2022 1,555,000 $103.07 USD A- A2 A+
0.25% $1549632.60 Corporate AIR LEASE CORP SR UNSEC 00912XBE3 -- $3.50 1/15/2022 1,512,000 $102.47 USD BBB NR BBB
0.25% $1539231.62 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAB6 -- $3.50 1/31/2023 1,485,000 $103.64 USD BBB- Baa3 BBB
0.25% $1556588.02 Corporate APPLE INC SR UNSEC 037833AZ3 -- $2.50 2/9/2025 1,520,000 $102.40 USD AA+ Aa1 NR
0.25% $1558934.78 Corporate CITIBANK NA SR UNSEC 17325FAS7 -- $3.65 1/23/2024 1,471,000 $106.00 USD A+ Aa3 A+
0.25% $1530528.52 Corporate CITRIX SYSTEMS INC SR UNSEC 177376AE0 -- $4.50 12/1/2027 1,405,000 $108.90 USD BBB Ba1 BBB
0.25% $1528674.90 Corporate COMCAST CORP GLBL SR UNSEC 20030NBD2 -- $3.13 7/15/2022 1,481,000 $103.20 USD A- A3 A-
0.25% $1518257.87 Corporate FORD MOTOR CREDIT CO LLC SR UNSEC 345397XW8 -- $3.34 3/18/2021 1,509,000 $100.61 USD BBB- Ba1 BBB
0.25% $1563704.38 Corporate GATX CORP SR UNSEC 361448BE2 -- $4.70 4/1/2029 1,390,000 $112.73 USD BBB Baa2 NR
0.25% $1523778.75 Corporate GLP CAPITAL LP / FIN II SR UNSEC 361841AP4 -- $4.00 1/15/2030 1,500,000 $101.74 USD BBB- Ba1 BBB-
0.25% $1516107.99 Corporate HSBC HOLDINGS PLC SR UNSEC 404280AV1 -- $3.40 3/8/2021 1,494,000 $101.47 USD A A2 A+
0.25% $1538960.83 Corporate SOUTHERN CALIF GAS CO SEC 842434CM2 -- $3.15 9/15/2024 1,470,000 $104.67 USD A+ Aa2 AA-
0.25% $1572003.92 Corporate SOUTHERN COPPER CORP GLBL SR UNSECURED 84265VAE5 -- $6.75 4/16/2040 1,200,000 $130.99 USD BBB+ Baa2 BBB+
0.25% $1513718.82 Corporate TRANSCANADA PIPELINES SR UNSEC 89352HAY5 -- $4.88 5/15/2048 1,300,000 $116.44 USD BBB+ Baa1 A-
0.25% $1553335.95 Corporate VOLKSWAGEN GROUP AMERICA SR UNSEC 144A 928668AU6 -- $4.75 11/13/2028 1,370,000 $113.34 USD BBB+ A3 NR
0.24% $1466718.88 Corporate DTE ELECTRIC CO SEC 23338VAB2 -- $3.65 3/15/2024 1,385,000 $105.88 USD A Aa3 A+
0.24% $1465848.63 Corporate MORGAN STANLEY SR UNSEC 61746BDZ6 -- $3.88 1/27/2026 1,360,000 $107.79 USD BBB+ A3 A
0.24% $1471035.38 Corporate OCCIDENTAL PETROLEUM COR SR UNSEC 674599CP8 -- $2.70 8/15/2022 1,460,000 $100.75 USD BBB Baa3 BBB+
0.24% $1473624.93 Corporate SHELL INTERNATIONAL FIN CO GTD 822582AD4 -- $6.38 12/15/2038 1,015,000 $145.35 USD AA- Aa2 AA-
0.23% $1432916.66 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAM2 -- $3.13 1/15/2027 1,395,000 $102.65 USD BBB- Baa3 BBB
0.23% $1433714.43 Corporate CONCHO RESOURCES INC SR UNSEC 20605PAJ0 -- $4.88 10/1/2047 1,270,000 $112.10 USD BBB- Baa3 BBB
0.23% $1440780.08 Corporate CONSUMERS ENERGY CO SEC 210518CW4 -- $3.13 8/31/2024 1,380,000 $104.38 USD A Aa3 A+
0.23% $1429334.42 Corporate HOME DEPOT INC SR UNSEC 437076BM3 -- $3.00 4/1/2026 1,362,000 $105.03 USD A A2 A
0.23% $1424395.38 Corporate HSBC HOLDINGS PLC SR UNSEC 404280BF5 -- $2.65 1/5/2022 1,410,000 $101.01 USD A A2 A+
0.23% $1409411.70 Corporate KEYCORP SR UNSEC 49326EEF6 -- $2.90 9/15/2020 1,399,000 $100.74 USD BBB+ Baa1 A-
0.23% $1434941.76 Corporate PEMEX SR UNSEC 144A 71654QCW0 -- $7.69 1/23/2050 1,344,000 $106.77 USD BBB+ Baa3 BB+
0.23% $1393410.99 Corporate TRANS-CANADA PIPELINES SR UNSEC 8935268Z9 -- $7.63 1/15/2039 945,000 $147.44 USD BBB+ Baa1 A-
0.23% $1412282.89 Corporate UNION PACIFIC CORP SR UNSEC 907818EM6 -- $3.80 10/1/2051 1,315,000 $107.31 USD A- Baa1 NR
0.22% $1358666.64 Corporate AERCAP IRELAND CAP LTD/A SR UNSEC 00772BAF8 -- $4.50 5/15/2021 1,315,000 $103.31 USD BBB Baa3 BBB-
0.22% $1386220.94 Corporate ALIBABA GROUP HOLDING SR UNSEC 01609WAP7 -- $3.13 11/28/2021 1,361,000 $101.85 USD A+ A1 A+
0.22% $1345956.22 Corporate AT&T INC SR UNSEC 00206RCT7 -- $4.13 2/17/2026 1,244,000 $108.17 USD BBB Baa2 A-
0.22% $1336001.66 Corporate BAYER US FINANCE II LLC SR UNSEC 144A 07274NAQ6 -- $4.88 6/25/2048 1,180,000 $113.21 USD BBB Baa1 BBB+
0.22% $1368444.70 Corporate ELECTRICITE DE FRANCE SR UNSEC 144A 268317AK0 -- $4.88 1/22/2044 1,196,000 $114.41 USD A- A3 A-
0.22% $1330692.03 Corporate MANULIFE FINANCIAL CORP SR UNSEC 56501RAC0 -- $4.15 3/4/2026 1,208,000 $110.13 USD A NR A-
0.22% $1365598.04 Corporate MPLX LP SR UNSEC 55336VAK6 -- $4.13 3/1/2027 1,316,000 $103.71 USD BBB Baa2 BBB
0.22% $1343685.55 Corporate NORFOLK SOUTHERN CORP SR UNSEC 655844BR8 -- $4.65 1/15/2046 1,130,000 $119.12 USD BBB+ Baa1 NR
0.22% $1361926.70 Corporate SASOL FINANCING USA LLC SR UNSEC 80386WAB1 -- $6.50 9/27/2028 1,230,000 $110.72 USD BBB- Baa3 NR
0.22% $1337683.53 Corporate SPECTRA ENERGY PARTNERS SR UNSEC 84756NAJ8 -- $2.59 6/5/2020 1,335,000 $100.20 USD BBB+ Baa2 BBB+
0.22% $1382123.50 Corporate SUMITOMO MITSUI FINL GRP SR UNSEC 86562MAQ3 -- $2.78 7/12/2022 1,360,000 $101.61 USD A- A1 NR
0.22% $1374256.61 Corporate TENCENT HOLDINGS SR UNSEC 144A 88032WAL0 -- $3.28 4/11/2024 1,335,000 $102.92 USD A+ A1 A+
0.22% $1374030.98 Corporate VERIZON COMMUNICATIONS SR UNSEC 92343VCZ5 -- $4.67 3/15/2055 1,110,000 $123.98 USD BBB+ Baa1 A-
0.22% $1366529.12 Corporate WALMART INC SR NT 931142CZ4 -- $3.25 10/25/2020 1,349,000 $101.30 USD AA Aa2 AA
0.21% $1284050.81 Corporate AMERICAN HONDA FINANCE UNSEC 02665WAZ4 -- $2.45 9/24/2020 1,278,000 $100.47 USD A A2 NR
0.21% $1276275.89 Corporate BERKSHIRE HATHAWAY ENERGY GLBL BD 59562VAM9 -- $6.13 4/1/2036 924,000 $138.20 USD A- A3 NR
0.21% $1283450.91 Corporate BROOKFIELD FINANCE INC SR UNSEC 11271LAD4 -- $4.85 3/29/2029 1,120,000 $114.55 USD A- Baa1 A-
0.21% $1310120.72 Corporate DEUTSCHE BANK NY SR UNSEC 251525AV3 -- $2.97 7/13/2020 1,310,000 $100.01 USD BBB- Baa3 BBB
0.21% $1310906.41 Corporate DISCOVER BANK SR UNSEC 25466AAP6 -- $4.65 9/13/2028 1,170,000 $112.01 USD BBB Baa2 BBB+
0.21% $1315211.79 Corporate E.ON INTL FINANCE BV CO GTD 144A 268789AB0 -- $6.65 4/30/2038 965,000 $136.29 USD BBB Baa2 A-
0.21% $1308211.89 Corporate GOLDMAN SACHS GROUP INC SR UNSEC 38141GWN0 -- $2.94 7/24/2023 1,295,000 $101.02 USD BBB+ A3 A
0.21% $1299009.66 Corporate SAUDI ARABIAN OIL CO 80414L2E4 -- $4.25 4/16/2039 1,200,000 $108.25 USD NR A1 A
0.21% $1309341.37 Corporate SHELL INTERNATIONAL FIN CO GTD SR UNSEC 822582CB6 -- $3.88 11/13/2028 1,180,000 $110.92 USD AA- Aa2 AA-
0.21% $1277942.40 Corporate SUMITOMO MITSUI FINL GRP SR UNSEC 86562MAP5 -- $2.78 7/12/2022 1,270,000 $100.63 USD A- A1 NR
0.21% $1275148.16 Corporate ZOETIS INC SR UNSEC 98978VAH6 -- $4.70 2/1/2043 1,052,000 $121.13 USD BBB Baa1 NR
0.20% $1212988.49 Corporate AIG GLOBAL FUNDING SEC 144A 00138CAE8 -- $2.57 7/2/2020 1,210,000 $100.25 USD A+ A2 NR
0.20% $1239503.71 Corporate AMAZON.COM INC SR UNSEC 023135BC9 -- $3.15 8/22/2027 1,165,000 $106.36 USD AA- A3 A+
0.20% $1242083.77 Corporate CROWN CASTLE INTL CORP SR UNSEC 22822VAB7 -- $4.45 2/15/2026 1,133,000 $109.60 USD BBB- Baa3 BBB
0.20% $1247499.52 Corporate ENTERGY LOUISIANA LLC SEC 29364WBB3 -- $4.20 9/1/2048 1,070,000 $116.58 USD A A2 NR
0.20% $1219856.53 Corporate MOODY'S CORPORATION SR UNSEC 615369AK1 -- $2.63 1/15/2023 1,200,000 $101.64 USD BBB+ NR BBB+
0.20% $1261993.21 Corporate OCCIDENTAL PETROLEUM COR SR UNSEC 674599DF9 -- $6.45 9/15/2036 1,040,000 $121.41 USD BBB Baa3 BBB+
0.20% $1251361.22 Corporate ROCKWELL COLLINS INC SR UNSEC 774341AF8 -- $4.80 12/15/2043 1,030,000 $121.13 USD BBB+ NR NR
0.20% $1253770.87 Corporate VERIZON COMMUNICATIONS SR UNSEC 92343VCK8 -- $4.86 8/21/2046 1,007,000 $124.50 USD BBB+ Baa1 A-
0.20% $1264389.75 Corporate WILLIAMS PARTNERS LP SR UNSEC 96950FAN4 -- $5.40 3/4/2044 1,153,000 $109.66 USD BBB Baa3 BBB-
0.19% $1184794.15 Corporate CVS HEALTH CORP SR UNSEC 126650CZ1 -- $5.05 3/25/2048 995,000 $119.38 USD BBB Baa2 NR
0.19% $1190321.27 Corporate DELMARVA PWR & LIGHT CO SEC 247109BS9 -- $3.50 11/15/2023 1,132,000 $105.27 USD A A2 A
0.19% $1150993.19 Corporate ENTERGY CORP SR UNSEC 29364GAH6 -- $4.00 7/15/2022 1,103,000 $104.33 USD BBB Baa2 NR
0.19% $1201870.42 Corporate KINDER MORGAN ENER PART 494550BL9 -- $3.95 9/1/2022 1,155,000 $104.04 USD BBB Baa2 BBB
0.19% $1154312.30 Corporate KOREA HYDRO & NUCLEAR PO 50064YAM5 -- $3.13 7/25/2027 1,110,000 $103.99 USD AA Aa2 NR
0.19% $1143334.28 Corporate LOWE'S COMPANIES INC SR UNSEC 548661CX3 -- $4.65 4/15/2042 1,008,000 $113.36 USD BBB+ Baa1 NR
0.19% $1188676.70 Corporate MONDELEZ INTL HLDINGS NE SR UNSEC 144A 60920LAC8 -- $2.00 10/28/2021 1,190,000 $99.88 USD BBB A3 BBB
0.19% $1148187.83 Corporate NXP BV/NXP FUNDING LLC SR UNSEC 144A 62947QAU2 -- $4.13 6/1/2021 1,120,000 $102.51 USD BBB- Baa3 BBB-
0.19% $1164164.92 Corporate REINSURANCE GRP OF AMER SR UNSEC 759351AM1 -- $3.95 9/15/2026 1,090,000 $106.77 USD A Baa1 BBB
0.19% $1148464.31 Corporate WALMART INC 931142EM1 -- $3.05 7/8/2026 1,090,000 $105.29 USD AA Aa2 AA
0.18% $1096707.28 Corporate CITIGROUP INC SR UNSEC 172967LM1 -- $2.88 7/24/2023 1,079,000 $101.57 USD BBB+ A3 A
0.18% $1088487.03 Corporate CRED SUIS GP FUN LTD SR UNSEC 225433AF8 -- $4.88 5/15/2045 865,000 $125.83 USD BBB+ Baa2 A-
0.18% $1135445.28 Corporate DELL INTL LLC / EMC 144A 25272KAN3 -- $8.10 7/15/2036 884,000 $128.44 USD BBB- Baa3 BBB-
0.18% $1098814.35 Corporate GAZPROM 144A SR UNSEC 368266AF9 -- $6.51 3/7/2022 1,010,000 $108.79 USD BBB- Baa2 BBB
0.18% $1122014.66 Corporate HESS CORP SR UNSEC 42809HAH0 -- $5.80 4/1/2047 950,000 $118.10 USD BBB- Ba1 BBB-
0.18% $1119627.87 Corporate HSBC HOLDINGS PLC SR UNSEC 404280BT5 -- $4.58 6/19/2029 1,006,000 $111.17 USD A A2 A+
0.18% $1138855.26 Corporate KLA-TENCOR CORP SR UNSEC 482480AE0 -- $4.65 11/1/2024 1,038,000 $109.81 USD BBB Baa1 BBB+
0.18% $1114449.30 Corporate PERTAMINA PT 144A 69369EAD1 -- $6.00 5/3/2042 925,000 $120.48 USD BBB Baa2 BBB
0.18% $1140798.27 Corporate REPUBLIC SERVICES INC SR UNSEC 760759AS9 -- $3.38 11/15/2027 1,077,000 $105.89 USD BBB+ Baa2 BBB
0.18% $1133303.90 Corporate TANGER PROPERTIES LP SR UNSEC 875484AH0 -- $3.75 12/1/2024 1,105,000 $102.54 USD BBB Baa1 NR
0.18% $1089750.92 Corporate TECK COMINCO LIMITED NT YANKEE 878742AE5 -- $6.13 10/1/2035 950,000 $114.71 USD BBB- Baa3 BBB-
0.18% $1114500.42 Corporate TYSON FOODS INC SR UNSEC 902494AZ6 -- $4.88 8/15/2034 937,000 $119.17 USD BBB Baa2 BBB
0.17% $1043489.53 Corporate AEP TRANSMISSION CO LLC SR UNSEC 00115AAJ8 -- $4.25 9/15/2048 910,000 $114.66 USD A- A2 A
0.17% $1025581.67 Corporate ANTHEM INC SR UNSEC 94973VBJ5 -- $3.50 8/15/2024 979,000 $104.77 USD A Baa2 BBB
0.17% $1027032.53 Corporate ATHENE GLOBAL FUNDING SEC 144A 04685A2E0 -- $3.00 7/1/2022 1,010,000 $101.67 USD A NR A
0.17% $1059385.13 Corporate BRISTOL-MYERS SQUIBB CO SR UNSEC 144A 110122BV9 -- $4.35 11/15/2047 890,000 $119.02 USD A+ A2 A-
0.17% $1072237.92 Corporate CAMPBELL SOUP CO SR UNSEC 134429BH1 -- $4.80 3/15/2048 930,000 $115.29 USD BBB- Baa2 BBB
0.17% $1057001.09 Corporate EPR PROPERTIES SR UNSEC 26884UAE9 -- $4.95 4/15/2028 965,000 $109.50 USD BBB- Baa2 BBB-
0.17% $1052067.08 Corporate HCA INC SEC 404119BX6 -- $4.13 6/15/2029 994,000 $105.80 USD BBB- Baa3 BB+
0.17% $1075075.07 Corporate IHS MARKIT LTD SR UNSEC 44962LAJ6 -- $4.25 5/1/2029 997,000 $107.74 USD BBB- Ba1 BBB
0.17% $1066902.77 Corporate NEW YORK LIFE INSURANCE SUB NT 144A 64952GAF5 -- $6.75 11/15/2039 720,000 $149.02 USD AA- Aa2 AA
0.17% $1019287.44 Corporate ONEOK INC SR UNSEC 682680AU7 -- $4.55 7/15/2028 938,000 $108.56 USD BBB Baa3 NR
0.17% $1043351.59 Corporate SOUTHERN CAL EDISON 1ST MTGE SEC 842400GK3 -- $4.13 3/1/2048 970,000 $107.56 USD A- A3 BBB+
0.17% $1058853.96 Corporate SOUTHWESTERN ELEC POWER SR UNSEC 845437BR2 -- $4.10 9/15/2028 965,000 $109.69 USD A- Baa2 BBB+
0.17% $1070134.66 Corporate SYNCHRONY FINANCIAL 87165BAM5 -- $3.95 12/1/2027 1,021,000 $104.78 USD BBB- NR BBB-
0.17% $1057783.83 Corporate VIRGINIA ELEC & POWER CO SR NT 927804FG4 -- $8.88 11/15/2038 621,000 $170.33 USD BBB+ A2 A
0.16% $1015648.23 Corporate AMGEN INC SR UNSEC 031162CF5 -- $4.66 6/15/2051 860,000 $117.81 USD A- Baa1 BBB+
0.16% $1013250.78 Corporate CENOVUS ENERGY INC SR UNSEC 15135UAR0 -- $5.40 6/15/2047 887,000 $114.23 USD BBB Ba1 BBB-
0.16% $979899.96 Corporate D.R. HORTON INC SR UNSEC 23331ABK4 -- $4.00 2/15/2020 977,000 $100.30 USD BBB Baa3 BBB
0.16% $968095.78 Corporate ENI SPA SR UNSEC 144A 26874RAG3 -- $4.00 9/12/2023 915,000 $105.78 USD A- Baa1 A-
0.16% $992354.09 Corporate FOMENTO ECONOMICO MEX SR UNSEC 344419AA4 -- $2.88 5/10/2023 980,000 $101.24 USD A- NR A
0.16% $1007557.04 Corporate GOLDMAN SACHS GROUP INC SR UNSEC 38141GVS0 -- $4.75 10/21/2045 825,000 $122.23 USD BBB+ A3 A
0.16% $981706.07 Corporate GRUPO TELEVISA S.A. GLBL SR UNSECURED 40049JAZ0 -- $6.63 1/15/2040 781,000 $124.93 USD BBB+ Baa1 BBB+
0.16% $959454.48 Corporate INDIANA MICHIGAN POWER SR UNSEC 454889AT3 -- $4.25 8/15/2048 830,000 $115.59 USD A- A3 A-
0.16% $1014311.83 Corporate NATIONWIDE BLDG SOCIETY SR NONPREFR 144 63861VAE7 -- $3.96 7/18/2030 945,000 $107.29 USD BBB+ Baa1 A
0.16% $1006292.03 Corporate ONEOK INC SR UNSEC 682680AV5 -- $5.20 7/15/2048 915,000 $110.56 USD BBB Baa3 NR
0.16% $988235.96 Corporate PFIZER INC SR UNSEC 717081DK6 -- $4.40 5/15/2044 815,000 $121.25 USD AA- A1 A
0.16% $1009667.41 Corporate RELX CAPITAL INC SR UNSEC 74949LAC6 -- $4.00 3/18/2029 920,000 $109.71 USD BBB+ Baa1 BBB+
0.16% $993328.54 Corporate SEAGATE HDD CAYMAN SR UNSEC 81180WAL5 -- $4.75 1/1/2025 940,000 $105.65 USD BB+ Baa3 BBB-
0.16% $970651.56 Corporate SINOPEC GRP OVERSEA 2015 SR UNSEC 82938BAB6 -- $2.50 4/28/2020 970,000 $100.07 USD A+ A1 NR
0.16% $995254.89 Corporate SOUTHERN CO SR UNSEC 842587CX3 -- $4.40 7/1/2046 889,000 $111.95 USD BBB+ Baa2 BBB+
0.16% $985382.53 Corporate SPIRIT REALTY LP SR UNSEC 84861TAC2 -- $4.45 9/15/2026 920,000 $107.08 USD BBB Baa3 BBB
0.16% $1018599.52 Corporate TENCENT HOLDINGS LTD SR UNSEC 144A 88032WAN6 -- $3.98 4/11/2029 950,000 $107.16 USD A+ A1 A+
0.15% $917417.47 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAK6 -- $3.38 10/15/2026 882,000 $103.99 USD BBB- Baa3 BBB
0.15% $902355.44 Corporate AMERICAN TOWER CORP SR UNSEC 03027XAX8 -- $2.75 1/15/2027 900,000 $100.24 USD BBB- Baa3 BBB
0.15% $943339.36 Corporate APPLE INC SR UNSEC 037833CM0 -- $2.50 2/9/2022 930,000 $101.42 USD AA+ Aa1 NR
0.15% $953622.17 Corporate AXA EQUITABLE HOLDINGS I SR UNSEC 054561AM7 -- $5.00 4/20/2048 880,000 $108.36 USD BBB+ Baa2 NR
0.15% $912435.92 Corporate BAIDU INC SR UNSEC 056752AJ7 -- $3.63 7/6/2027 880,000 $103.69 USD NR A3 A
0.15% $935008.03 Corporate BERKSHIRE HATHAWAY FIN CO GTD 084664BL4 -- $5.75 1/15/2040 672,000 $139.31 USD AA Aa2 A+
0.15% $940544.40 Corporate BP CAP MARKETS AMERICA SR UNSEC 10373QAC4 -- $3.94 9/21/2028 854,000 $110.10 USD A- A1 A
0.15% $939832.00 Corporate ENI SPA SR UNSEC 144A 26874RAE8 -- $4.75 9/12/2028 835,000 $112.52 USD A- Baa1 A-
0.15% $916053.16 Corporate ENTERPRISE PRODUCTS OPER SR UNSEC 29379VBL6 -- $3.95 2/15/2027 851,000 $107.61 USD BBB+ Baa1 BBB+
0.15% $907957.72 Corporate GLP CAPITAL LP / FIN II SR UNSEC 361841AL3 -- $5.30 1/15/2029 820,000 $110.73 USD BBB- Ba1 BBB-
0.15% $949948.26 Corporate NEXTERA ENERGY CAPITAL SR UNSEC 65339KBM1 -- $2.75 11/1/2029 950,000 $99.95 USD BBB+ Baa1 A-
0.15% $913744.79 Corporate ROCHE HOLDING INC SR UNSEC 144A 771196BK7 -- $2.63 5/15/2026 890,000 $102.65 USD AA Aa3 AA
0.15% $914972.47 Corporate ROYAL BK SCOTLND GRP PLC SR UNSEC 78009PEH0 -- $5.08 1/27/2030 800,000 $114.66 USD BBB Baa2 A
0.15% $900661.69 Corporate TIAA ASSET MGMT FIN LLC SR UNSEC 144A 87246YAC0 -- $4.13 11/1/2024 832,000 $108.23 USD A Baa1 AA-
0.15% $922957.90 Corporate TOYOTA INDUSTRIES CORP 892330AC5 -- $3.57 3/16/2028 860,000 $107.29 USD AA- A1 NR
0.15% $952262.71 Corporate TRANS-CANADA PIPELINES SR UNSEC 89352HAM1 -- $4.63 3/1/2034 845,000 $112.69 USD BBB+ Baa1 A-
0.15% $928434.93 Corporate VERIZON COMMUNICATIONS SR UNSEC 92343VDC5 -- $4.13 8/15/2046 830,000 $111.85 USD BBB+ Baa1 A-
0.15% $951539.82 Corporate VERIZON COMMUNICATIONS SR UNSEC 92343VCQ5 -- $4.40 11/1/2034 819,000 $116.12 USD BBB+ Baa1 A-
0.15% $896501.76 Corporate WALMART INC SR UNSEC 931142EE9 -- $3.70 6/26/2028 809,000 $110.65 USD AA Aa2 AA
0.14% $863262.54 Corporate ABBVIE INC SR UNSEC 00287YAW9 -- $4.45 5/14/2046 800,000 $108.15 USD A- Baa2 NR
0.14% $855016.00 Corporate ACWA POWER MGMT INVST 005117AA4 -- $5.95 12/15/2039 800,000 $106.88 USD BB+ Baa3 NR
0.14% $853248.85 Corporate ALLERGAN FUNDING**EXCHANGE & CONSENT** 00507UAR2 -- $3.45 3/15/2022 835,000 $102.17 USD BBB Baa3 BBB-
0.14% $895026.91 Corporate ANTHEM INC SR UNSEC 036752AB9 -- $3.65 12/1/2027 843,000 $106.17 USD A Baa2 BBB
0.14% $834110.87 Corporate BAT CAPITAL CORP SR UNSEC 05526DAV7 -- $2.76 8/15/2022 825,000 $101.09 USD BBB+ Baa2 BBB
0.14% $844593.56 Corporate CONCHO RESOURCES INC SR UNSEC 20605PAK7 -- $4.30 8/15/2028 786,000 $107.45 USD BBB- Baa3 BBB
0.14% $876724.88 Corporate CREDIT SUISSE NEW YORK SR UNSEC 22546QAR8 -- $3.00 10/29/2021 860,000 $101.96 USD A+ A1 A
0.14% $874787.16 Corporate DOMINION ENERGY GAS HLDG LLC SR UNSEC 257375AH8 -- $3.60 12/15/2024 832,000 $105.12 USD BBB+ Baa1 BBB+
0.14% $860214.25 Corporate DP WORLD PLC SR UNSEC 144A 23330JAB7 -- $5.63 9/25/2048 745,000 $115.47 USD NR Baa1 BBB+
0.14% $861155.36 Corporate DUKE REALTY LP SR UNSEC 26441YBB2 -- $4.00 9/15/2028 785,000 $109.66 USD BBB+ Baa1 BBB+
0.14% $880460.88 Corporate EBAY INC GLBL SR UNSEC 278642AF0 -- $4.00 7/15/2042 899,000 $97.93 USD BBB+ Baa1 BBB
0.14% $867024.21 Corporate EQUIFAX INC SR UNSEC 294429AG0 -- $7.00 7/1/2037 665,000 $130.37 USD BBB Baa1 NR
0.14% $878900.57 Corporate FIRSTENERGY CORP SR UNSEC 337932AG2 -- $2.85 7/15/2022 865,000 $101.59 USD BBB- Baa3 BBB
0.14% $856737.68 Corporate GLP CAPITAL LP / FIN II SR UNSEC 361841AG4 -- $4.38 4/15/2021 838,000 $102.24 USD BBB- Ba1 BBB-
0.14% $879346.38 Corporate HIGHWOODS REALTY LP SR UNSEC 431282AS1 -- $3.05 2/15/2030 890,000 $98.76 USD BBB Baa2 NR
0.14% $866059.40 Corporate IHS MARKIT LTD SR UNSEC 44962LAG2 -- $4.13 8/1/2023 820,000 $105.62 USD BBB- Ba1 BBB
0.14% $842801.59 Corporate MEDTRONIC INC SR UNSEC 585055BR6 -- $3.15 3/15/2022 819,000 $102.89 USD A A3 NR
0.14% $882125.38 Corporate MEDTRONIC INC SR UNSEC 585055BS4 -- $3.50 3/15/2025 822,000 $107.29 USD A A3 NR
0.14% $844191.53 Corporate ONEOK PARTNERS LP SR UNSEC 68268NAP8 -- $4.90 3/15/2025 772,000 $109.33 USD BBB Baa3 NR
0.14% $863222.80 Corporate PEMEX SR UNSEC 71654QCC4 -- $6.75 9/21/2047 880,000 $98.09 USD BBB+ Baa3 BB+
0.14% $841291.29 Corporate SEAGATE HDD CAYMAN SR UNSEC 81180WAH4 -- $4.75 6/1/2023 800,000 $105.14 USD BB+ Baa3 BBB-
0.14% $841665.68 Corporate SOUTHERN CAL EDISON SEC 842400GS6 -- $2.85 8/1/2029 830,000 $101.37 USD A- A3 BBB+
0.14% $888499.35 Corporate WELLS FARGO & COMPANY SR UNSEC 95000U2D4 -- $4.15 1/24/2029 796,000 $111.58 USD A- A2 A+
0.14% $856914.28 Corporate YARA INTERNATIONAL ASA SR UNSEC 144A 984851AF2 -- $4.75 6/1/2028 785,000 $109.13 USD BBB Baa2 NR
0.13% $816100.96 Corporate ALTRIA GROUP INC SR UNSEC 02209SAP8 -- $2.95 5/2/2023 800,000 $102.02 USD BBB A3 BBB
0.13% $824733.95 Corporate AMGEN INC SR UNSECURED 031162BD1 -- $3.45 10/1/2020 814,000 $101.28 USD A- Baa1 BBB+
0.13% $785847.98 Corporate ANHEUSER-BUSCH INBEV WOR SR UNSEC 03523TBV9 -- $5.55 1/23/2049 595,000 $132.06 USD A- Baa1 BBB
0.13% $830270.83 Corporate AXA EQUITABLE HOLDINGS I SR UNSEC 054561AJ4 -- $4.35 4/20/2028 772,000 $107.51 USD BBB+ Baa2 NR
0.13% $819169.65 Corporate BOSTON SCIENTIFIC CORP SR UNSEC 101137AW7 -- $3.75 3/1/2026 760,000 $107.74 USD BBB- Baa2 BBB
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0.05% $316117.13 Corporate ANHEUSER-BUSCH INBEV WOR SR UNSEC 03523TBU1 -- $5.45 1/23/2039 250,000 $126.44 USD A- Baa1 BBB
0.05% $281627.82 Corporate APPLE INC SR UNSEC 037833AS9 -- $3.45 5/6/2024 265,000 $106.25 USD AA+ Aa1 NR
0.05% $331413.24 Corporate AT&T INC SR UNSEC 00206RCU4 -- $5.65 2/15/2047 265,000 $125.05 USD BBB Baa2 A-
0.05% $337039.48 Corporate AUTONATION INC SR UNSEC 05329WAP7 -- $3.80 11/15/2027 335,000 $100.58 USD BBB- Baa3 BBB-
0.05% $326066.13 Corporate BAXALTA INC SR UNSEC 07177MAN3 -- $5.25 6/23/2045 252,000 $129.28 USD BBB+ Baa2 NR
0.05% $304982.78 Corporate BROADCOM INC SR UNSEC 144A 11135FAC5 -- $3.13 10/15/2022 300,000 $101.64 USD BBB- Baa3 BBB-
0.05% $300044.82 Corporate CONSTELLATION BRANDS INC SR UNSEC 21036PAZ1 -- $4.10 2/15/2048 284,000 $105.74 USD BBB Baa3 NR
0.05% $290497.71 Corporate CORNING INC SR UNSECURED 219350AV7 -- $5.75 8/15/2040 235,000 $123.60 USD BBB+ Baa1 NR
0.05% $307004.38 Corporate DELTA AIR LINES INC SR UNSEC 247361ZJ0 -- $3.63 3/15/2022 300,000 $102.32 USD BB+ Baa3 BBB-
0.05% $294960.72 Corporate ENERGY TRANSFER OPERATNG SR UNSEC 29279FAA7 -- $6.25 4/15/2049 250,000 $117.99 USD BBB- Baa3 BBB-
0.05% $305696.19 Corporate FOX CORP SR UNSEC 144A 35137LAD7 -- $5.48 1/25/2039 250,000 $122.48 USD BBB Baa2 NR
0.05% $308089.79 Corporate GOLDMAN SACHS GROUP INC SR UNSEC 38148LAC0 -- $3.50 1/23/2025 295,000 $104.43 USD BBB+ A3 A
0.05% $289163.41 Corporate GRUPO TELEVISA SAB SR UNSEC 40049JBA4 -- $5.00 5/13/2045 275,000 $105.14 USD BBB+ Baa1 BBB+
0.05% $307337.76 Corporate HOSPITALITY PROP TRUST SR UNSEC 44106MAQ5 -- $5.00 8/15/2022 294,000 $104.64 USD BBB- Baa3 NR
0.05% $333789.70 Corporate JPMORGAN CHASE & CO GLBL SR UNSEC 48126BAA1 -- $5.40 1/6/2042 250,000 $133.48 USD A- A2 AA-
0.05% $295536.75 Corporate KEURIG DR PEPPER INC SR UNSEC 49271VAC4 -- $4.99 5/25/2038 250,000 $118.18 USD BBB Baa2 NR
0.05% $281622.08 Corporate KINDER MORGAN ENERGY PARTNERS SR UNSEC 494550BE5 -- $5.30 9/15/2020 275,000 $102.41 USD BBB Baa2 BBB
0.05% $291765.07 Corporate KOREA HYDRO & NUCLEAR PO SR UNSEC 144A 50064YAF0 -- $3.00 9/19/2022 285,000 $102.37 USD AA Aa2 AA-
0.05% $337120.58 Corporate KRAFT FOODS GROUP INC SR UNSEC 50076QAN6 -- $6.50 2/9/2040 275,000 $122.61 USD BBB- Baa3 BBB-
0.05% $318841.05 Corporate KRAFT HEINZ FOODS CO SR UNSEC 50077LAT3 -- $4.63 1/30/2029 290,000 $109.91 USD BBB- Baa3 BBB-
0.05% $314911.20 Corporate MARSH & MCLENNAN COS INC SR UNSEC 571748BJ0 -- $4.90 3/15/2049 250,000 $125.99 USD A- Baa1 A-
0.05% $293474.97 Corporate MARSH & MCLENNAN COS INC SR UNSEC 571748AZ5 -- $3.75 3/14/2026 273,000 $107.47 USD A- Baa1 A-
0.05% $284387.09 Corporate MASS INSTITUTE OF TECH UNSEC 575718AF8 -- $3.89 7/1/2116 250,000 $114.50 USD AAA Aaa NR
0.05% $323301.99 Corporate METLIFE INC GLBL SR NT 59156RAM0 -- $5.70 6/15/2035 240,000 $134.70 USD A- A3 A-
0.05% $305225.57 Corporate NATIONAL RURAL UTIL COOP SEC 637432NR2 -- $4.40 11/1/2048 250,000 $122.08 USD A A1 A+
0.05% $294973.78 Corporate NEW YORK LIFE INSURANCE SURPLUS SUB 144 64952GAQ1 -- $4.45 5/15/2069 250,000 $117.98 USD AA- Aa2 AA
0.05% $324033.82 Corporate NEXEN INC 65334HAE2 -- $5.88 3/10/2035 250,000 $129.61 USD A+ A1 NR
0.05% $331655.03 Corporate OCCIDENTAL PETROLEUM COR SR UNSEC 674599CW3 -- $2.90 8/15/2024 330,000 $100.48 USD BBB Baa3 BBB+
0.05% $288681.25 Corporate PEMEX SR UNSEC 144A 71654QCT7 -- $6.84 1/23/2030 275,000 $104.98 USD BBB+ Baa3 BB+
0.05% $279723.64 Corporate PHILIP MORRIS INTL INC SR UNSEC 718172BQ1 -- $3.38 8/11/2025 265,000 $105.69 USD A A2 A
0.05% $313662.49 Corporate SEAGATE HDD CAYMAN SR UNSEC 81180WAT8 -- $4.88 3/1/2024 295,000 $106.31 USD BB+ Baa3 BBB-
0.05% $281005.00 Corporate SUMITOMO LIFE INSUR SR SUB 144A 86564CAA8 -- $6.50 9/20/2073 250,000 $112.40 USD A- A3 A-
0.05% $306450.68 Corporate TECK RESOURCES LIMITED NT 878742AS4 -- $6.00 8/15/2040 280,000 $109.44 USD BBB- Baa3 BBB-
0.05% $304394.31 Corporate VERIZON COMMUNICATIONS SR UNSEC 92343VDR2 -- $4.81 3/15/2039 250,000 $121.75 USD BBB+ Baa1 A-
0.04% $274272.23 Corporate ABBOTT LABORATORIES SR UNSEC 002824BA7 -- $2.55 3/15/2022 270,000 $101.57 USD A- A3 NR
0.04% $269278.50 Corporate ACTIVISION BLIZZARD SR UNSEC 00507VAH2 -- $2.30 9/15/2021 268,000 $100.47 USD BBB+ Baa1 NR
0.04% $234260.93 Corporate APACHE CORP 037411BA2 -- $4.75 4/15/2043 263,000 $89.07 USD BBB Baa3 BBB
0.04% $258072.92 Corporate AT&T INC SR UNSEC 00206RHM7 -- $3.40 6/15/2022 250,000 $103.36 USD BBB Baa2 A-
0.04% $250645.29 Corporate AT&T INC SR UNSEC 00206RDF6 -- $6.00 8/15/2040 200,000 $125.32 USD BBB Baa2 A-
0.04% $276171.50 Corporate BANCO DO BRASIL (CAYMAN) SR UNSEC 144A 05957NAR2 -- $6.00 1/22/2020 275,000 $100.43 USD BB- Ba2 BB-
0.04% $275798.75 Corporate BANCO SANTANDER SA SR UNSEC 144A 05969BAA1 -- $4.13 11/9/2022 265,000 $104.08 USD NR A3 BBB+
0.04% $264816.75 Corporate BERKLEY (WR) CORPORATION 084423AS1 -- $4.63 3/15/2022 251,000 $105.49 USD BBB+ Baa1 BBB+
0.04% $254008.54 Corporate BLACK HILLS CORP SR UNSEC 092113AM1 -- $3.15 1/15/2027 250,000 $101.57 USD BBB+ Baa2 BBB+
0.04% $275055.50 Corporate BROADCOM CRP / CAYMN FI SR UNSEC 11134LAB5 -- $2.38 1/15/2020 275,000 $100.02 USD BBB- Baa3 BBB-
0.04% $265132.61 Corporate BROADCOM CRP / CAYMN FI SR UNSEC 11134LAH2 -- $3.88 1/15/2027 260,000 $101.95 USD BBB- Baa3 BBB-
0.04% $269725.92 Corporate CENOVUS ENERGY INC GLBL SR UNSECURED 15135UAF6 -- $6.75 11/15/2039 218,000 $123.72 USD BBB Ba1 BBB-
0.04% $259859.13 Corporate CHARLES SCHWAB CORP SR UNSEC 808513AL9 -- $3.00 3/10/2025 250,000 $103.98 USD A A2 A
0.04% $263548.76 Corporate CNOOC FINANCE 2012 LTD SR UNSEC 144A 12623UAA3 -- $3.88 5/2/2022 255,000 $103.35 USD A+ A1 NR
0.04% $261020.99 Corporate CONTINENTAL RESOURCES SR UNSEC 212015AL5 -- $4.50 4/15/2023 250,000 $104.39 USD BBB- Ba1 BBB-
0.04% $277836.07 Corporate DISCOVERY COMMUNICATIONS SR UNSEC 25470DAS8 -- $5.00 9/20/2037 250,000 $111.51 USD BBB- Baa3 BBB-
0.04% $265936.43 Corporate ELECTRICITE DE FRANCE NT 144A 268317AD6 -- $4.60 1/27/2020 265,000 $100.35 USD A- A3 A-
0.04% $253959.58 Corporate ENTERGY CORP SR NT 29364GAF0 -- $5.13 9/15/2020 250,000 $101.54 USD BBB Baa2 NR
0.04% $250622.84 Corporate EQUIFAX INC SR UNSEC 294429AK1 -- $2.30 6/1/2021 250,000 $100.24 USD BBB Baa1 NR
0.04% $221320.61 Corporate FIRST REPUBLIC BANK SUB 33616CAB6 -- $4.38 8/1/2046 200,000 $110.65 USD BBB+ Baa1 BBB+
0.04% $251291.19 Corporate GUARDIAN LIFE INSURANCE SURPLUS NT 144A 401378AC8 -- $4.85 1/24/2077 200,000 $125.64 USD AA- A1 AA-
0.04% $231933.84 Corporate JOHN DEERE CAPITAL CORP MTN 24422ERE1 -- $3.90 7/12/2021 225,000 $103.07 USD A A2 A
0.04% $258470.34 Corporate KRAFT HEINZ FOODS CO SR UNSEC 50077LAM8 -- $5.20 7/15/2045 240,000 $107.69 USD BBB- Baa3 BBB-
0.04% $247532.24 Corporate MEDTRONIC INC SR UNSEC 585055BU9 -- $4.63 3/15/2045 194,000 $127.59 USD A A3 NR
0.04% $256188.05 Corporate MOODY'S CORPORATION SR **FULL CALL** 615369AA3 -- $5.50 9/1/2020 250,000 $102.48 USD BBB+ NR BBB+
0.04% $248362.00 Corporate ONCOR ELECTRIC DELIVERY SR SEC 68233JBR4 -- $3.10 9/15/2049 250,000 $100.13 USD A+ A2 A
0.04% $216914.61 Corporate ONEOK PARTNERS LP SR UNSEC 68268NAL7 -- $5.00 9/15/2023 200,000 $108.49 USD BBB Baa3 NR
0.04% $255398.44 Corporate PACIFIC GAS & ELECTRIC SR *DEF* 694308GT8 -- $3.50 10/1/2020 255,000 $100.03 USD D NR NR
0.04% $221150.86 Corporate PHILIP MORRIS INTL INC SR UNSEC 718172BT5 -- $2.75 2/25/2026 218,000 $101.55 USD A A2 A
0.04% $260300.29 Corporate REPUBLIC SERVICES INC 760761AD8 -- $5.25 11/15/2021 245,000 $106.23 USD BBB+ Baa2 BBB
0.04% $274094.95 Corporate SKY PLC SR UNSEC 144A 111013AL2 -- $3.75 9/16/2024 256,000 $107.05 USD A- A3 A-
0.04% $250809.84 Corporate WESTERN GAS PARTNERS LP SR UNSEC 958254AF1 -- $4.65 7/1/2026 250,000 $100.71 USD BBB- Ba1 BBB-
0.04% $273910.51 Corporate WHIRLPOOL CORP SR UNSEC 96332HCG2 -- $5.15 3/1/2043 250,000 $109.42 USD BBB Baa1 BBB
0.03% $202014.87 Corporate BECTON DICKINSON AND CO SR UNSEC 075887BE8 -- $2.68 12/15/2019 202,000 $100.01 USD BBB Ba1 BBB-
0.03% $157290.66 Corporate BORGWARNER INC SR UNSECURED 099724AJ5 -- $3.38 3/15/2025 150,000 $104.84 USD BBB+ Baa1 BBB+
0.03% $214449.75 Corporate BPCE SA SUB 144A 05578QAB9 -- $5.15 7/21/2024 195,000 $109.85 USD BBB+ Baa2 A
0.03% $167643.26 Corporate CONAGRA BRANDS INC SR UNSEC 205887CE0 -- $5.40 11/1/2048 140,000 $119.74 USD BBB- Baa3 BBB-
0.03% $170087.23 Corporate CSX CORP SR UNSECURED 126408GS6 -- $6.22 4/30/2040 125,000 $136.06 USD BBB+ Baa1 NR
0.03% $198306.85 Corporate CUBESMART LP SR UNSEC 22966RAF3 -- $3.00 2/15/2030 200,000 $99.37 USD BBB Baa2 NR
0.03% $208347.80 Corporate DUKE REALTY LP SR UNSEC 26441YAW7 -- $3.88 10/15/2022 200,000 $104.16 USD BBB+ Baa1 BBB+
0.03% $179339.36 Corporate GLAXOSMITHKLINE CAP INC SR UNSEC 377372AH0 -- $2.80 3/18/2023 175,000 $102.46 USD A+ A2 NR
0.03% $175765.26 Corporate KROGER CO CO GTD 501044CH2 -- $6.15 1/15/2020 175,000 $100.44 USD BBB Baa1 NR
0.03% $172513.34 Corporate MARSH & MCLENNAN COS INC SR UNSEC 571748BC5 -- $4.35 1/30/2047 150,000 $116.11 USD A- Baa1 A-
0.03% $212708.00 Corporate PACIFIC GAS & ELECTRIC SR NT *DEF* 694308GJ0 -- $5.80 3/1/2037 205,000 $103.76 USD D NR NR
0.03% $157584.29 Corporate PEPSICO INC SR UNSEC 713448DF2 -- $2.85 2/24/2026 151,000 $104.30 USD A+ A1 A
0.03% $181341.46 Corporate SHELL INTERNATIONAL FIN CO GTD 822582AM4 -- $4.38 3/25/2020 180,000 $100.75 USD AA- Aa2 AA-
0.03% $200087.85 Corporate SYNCHRONY FINANCIAL SR UNSEC 87165BAE3 -- $2.70 2/3/2020 200,000 $100.04 USD BBB- NR BBB-
0.03% $202437.85 Corporate TARGET CORP SR UNSECURED 87612EAV8 -- $3.88 7/15/2020 200,000 $101.20 USD A A2 A-
0.03% $167364.23 Corporate TRANS-CANADA PIPELINES NT 893526DK6 -- $3.80 10/1/2020 165,000 $101.43 USD BBB+ Baa1 A-
0.03% $154395.70 Corporate VIACOM INC SR UNSEC 92553PAT9 -- $4.25 9/1/2023 145,000 $106.46 USD BBB Baa2 BBB
0.03% $207869.29 Corporate WHIRLPOOL CORP SR UNSEC 96332HCF4 -- $3.70 3/1/2023 200,000 $103.99 USD BBB Baa1 BBB
0.02% $104063.50 Corporate AVIATION CAPITAL GROUP NT 144A 05367AAA1 -- $7.13 10/15/2020 100,000 $104.06 USD A- NR BBB+
0.02% $105483.33 Corporate AVIATION CAPITAL GROUP SR UNSEC 144A 05367AAD5 -- $6.75 4/6/2021 100,000 $105.47 USD A- NR BBB+
0.02% $97594.99 Corporate BACARDI LTD SR UNSEC 144A 067316AD1 -- $2.75 7/15/2026 100,000 $97.57 USD BBB- Ba1 BBB-
0.02% $98357.91 Corporate BAYER US FINANCE II LLC SR UNSEC 144A 07274NAL7 -- $4.38 12/15/2028 90,000 $109.34 USD BBB Baa1 BBB+
0.02% $147079.05 Corporate BG ENERGY CAPITAL PLC CO GTD 144A 05541VAF3 -- $5.13 10/15/2041 115,000 $128.56 USD AA- NR A+
0.02% $105643.26 Corporate BLACK HILLS CORP SR UNSEC 092113AN9 -- $4.20 9/15/2046 100,000 $105.61 USD BBB+ Baa2 BBB+
0.02% $149866.32 Corporate CBS CORP SR UNSEC 124857AR4 -- $2.90 1/15/2027 150,000 $99.88 USD BBB Baa2 BBB
0.02% $140004.42 Corporate CITIGROUP INC SR UNSEC 172967EW7 -- $8.13 7/15/2039 84,000 $166.65 USD BBB+ A3 A
0.02% $100400.56 Corporate CITIZENS FINANCIAL GROUP SR UNSEC 174610AN5 -- $2.38 7/28/2021 100,000 $100.39 USD BBB+ NR BBB+
0.02% $103443.86 Corporate COX COMMUNICATIONS INC SR UNSEC 144A 224044CG0 -- $3.35 9/15/2026 100,000 $103.42 USD BBB Baa2 BBB+
0.02% $103949.33 Corporate DUKE ENERGY CORP SR UNSEC 26441CAT2 -- $3.75 9/1/2046 100,000 $103.94 USD BBB+ Baa1 BBB+
0.02% $102608.35 Corporate ENERGY TRANSFER OPERATNG GLBL SR UNSEC 29273RAN9 -- $4.65 6/1/2021 100,000 $102.60 USD BBB- Baa3 BBB-
0.02% $115892.94 Corporate FLORIDA POWER & LIGHT 341081FF9 -- $4.13 2/1/2042 100,000 $116.31 USD A Aa2 AA-
0.02% $106231.59 Corporate HOME DEPOT INC SR UNSEC 437076BP6 -- $3.50 9/15/2056 100,000 $106.31 USD A A2 A
0.02% $100966.34 Corporate IBM CORP SR UNSEC 459200HF1 -- $4.00 6/20/2042 92,000 $109.76 USD A A2 NR
0.02% $125598.31 Corporate KENTUCKY UTILITIES GLBL 1ST MTGE 491674BG1 -- $5.13 11/1/2040 100,000 $125.59 USD A A1 NR
0.02% $116814.56 Corporate METLIFE INC GLBL SR UNSECURED 59156RAY4 -- $5.88 2/6/2041 85,000 $137.43 USD A- A3 A-
0.02% $106998.14 Corporate NASDAQ INC SR UNSEC 631103AG3 -- $3.85 6/30/2026 100,000 $106.97 USD BBB Baa2 NR
0.02% $100874.39 Corporate NEW YORK LIFE GLOBAL FDG SEC 144A 64952WCH4 -- $2.35 7/14/2026 100,000 $100.85 USD AA+ Aaa AAA
0.02% $103464.29 Corporate NEXTERA ENERGY CAPITAL SR UNSEC 65339KBG4 -- $3.15 4/1/2024 100,000 $103.44 USD BBB+ Baa1 A-
0.02% $101362.43 Corporate OWENS CORNING SR UNSEC 690742AF8 -- $3.40 8/15/2026 100,000 $101.38 USD BBB Ba1 BBB-
0.02% $153085.69 Corporate PENSKE TRUCK LEASING/PTL SR UNSEC 144A 709599AW4 -- $3.40 11/15/2026 150,000 $102.57 USD BBB Baa2 BBB+
0.02% $151295.30 Corporate PROGRESSIVE CORP SR UNSEC 743315AR4 -- $2.45 1/15/2027 150,000 $100.83 USD A A2 A
0.02% $106433.74 Corporate RAYMOND JAMES FINANCIAL SR UNSEC 754730AE9 -- $3.63 9/15/2026 100,000 $106.40 USD BBB+ Baa1 NR
0.02% $148731.63 Corporate SPRINT SPECTRUM / SPEC I SEC 144A 85208NAA8 -- $3.36 3/20/2023 147,500 $100.84 USD NR Baa2 BBB
0.02% $151201.72 Corporate STRYKER CORP SR UNSEC 863667AM3 -- $2.63 3/15/2021 150,000 $100.80 USD A- Baa1 NR
0.02% $100235.55 Corporate STRYKER CORP SR UNSECURED 863667AB7 -- $4.38 1/15/2020 100,000 $100.24 USD A- Baa1 NR
0.02% $130086.63 Corporate TELEFONICA EMISIONES SAU 87938WAP8 -- $5.46 2/16/2021 125,000 $104.05 USD BBB Baa3 BBB
0.02% $111073.72 Corporate WALT DISNEY COMPANY/THE 254687EB8 -- $6.40 12/15/2035 77,000 $144.27 USD A A2 A
0.01% $72010.31 Corporate APACHE CORP SR UNSECURED 037411AW5 -- $5.10 9/1/2040 77,000 $93.52 USD BBB Baa3 BBB
0.01% $50597.49 Corporate CARDINAL HEALTH INC SR UNSEC 14149YBF4 -- $2.62 6/15/2022 50,000 $101.18 USD BBB+ Baa2 BBB
0.01% $75900.00 Corporate FREEPORT-MCMORAN INC 35671DAU9 -- $3.55 3/1/2022 75,000 $101.20 USD BB Ba1 BB+
0.01% $76684.31 Corporate GENERAL ELECTRIC CO SR UNSEC MTN 36962G6S8 -- $3.10 1/9/2023 75,000 $102.19 USD BBB+ Baa1 BBB+
0.01% $38206.23 Corporate IBM CORP SR UNSECURED 459200GS4 -- $5.60 11/30/2039 29,000 $131.75 USD A A2 NR
0.01% $51710.51 Corporate MACQUARIE BANK LTD 55608XAA5 -- $6.63 4/7/2021 49,000 $105.53 USD BBB Baa2 A-
0.01% $40130.85 Corporate MPLX LP SR UNSEC 55336VAN0 -- $4.70 4/15/2048 40,000 $100.24 USD BBB Baa2 BBB
0.01% $70661.07 Corporate PENNSYLVANIA ELECTRIC CO SR UNSEC 708696BW8 -- $5.20 4/1/2020 70,000 $100.94 USD BBB Baa1 A-
0.01% $73059.08 Corporate VERIZON COMMUNICATIONS SR UNSEC 92343VEN0 -- $3.38 2/15/2025 69,000 $105.85 USD BBB+ Baa1 A-
0.01% $76643.84 Corporate VERIZON COMMUNICATIONS SR UNSEC 92343VCX0 -- $4.52 9/15/2048 64,000 $119.75 USD BBB+ Baa1 A-
0.01% $79638.07 Corporate WELLS FARGO & COMPANY 94974BFN5 -- $4.13 8/15/2023 75,000 $106.17 USD BBB+ A3 A
0.00% $23433.78 Corporate CONAGRA BRANDS INC SR UNSEC 205887CD2 -- $5.30 11/1/2038 20,000 $117.72 USD BBB- Baa3 BBB-
0.00% $29807.15 Corporate ENCANA CORP GLBL SR UNSEC 292505AK0 -- $5.15 11/15/2041 30,000 $99.36 USD BBB Ba1 BBB
0.00% $13653.28 Corporate EXXON MOBIL CORPORATION SR UNSEC 30231GAC6 -- $3.18 3/15/2024 13,000 $104.94 USD AA+ Aaa NR
0.00% $8374.29 Corporate HOME DEPOT INC SR UNSEC 437076BH4 -- $4.25 4/1/2046 7,000 $119.10 USD A A2 A
-0.67% $3500.16 Future FIN FUT US 10YR CBT 03/20/20 TYH0 -- $6.00 3/21/2020 -32 $129.31 USD NR NR NR
-11.38% -- Other net assets (liabilities)1 -- -- -- -- -- -- Not Rated Not Rated Not Rated
1 Includes, but is not limited to, unsettled activity from creation/redemption transactions and portfolio security trades and accrued interest. It does not include the accrual of annual fund operating expenses after expense reimbursements.

The adjusted shares outstanding is 5,630,000. This includes any changes in shares outstanding due to creations or redemptions on the previous business day.

Legend:
% of Net Assets: Exposure in percentage terms relative to the net assets of the Fund for each position. For non-derivative holdings, market value of the Fund's holdings. For derivative positions excluding options, notional exposure of the position. For options, daily gain or loss of the position.
$ Market Value: For non-derivative holdings, market value of the Fund's positions in U.S. dollars. For derivative positions, daily gain or loss of the position or change in variation margin.
Description: Summary description of the position. For cleared swaps and listed options, this will include exchange or clearing information. For options, this includes the strike price. For total return swaps, this includes the initial levels for total return swaps. For credit default swaps, interest rate swaps and swaptions, this includes information on the underlying exposure such as tenor or currency.
Identifier: Unique identifier for the position which may be a CUSIP, ISIN, Sedol, exchange ticker, Markit RED code, or currency pair. Please note that certain positions such as OTC derivatives and some forwards may not have an identifier.
Underlying Identifier: Information on the underlying security or index referenced in a derivative contract.
Coupon Rate: Coupon rate of position. For credit default swaps or interest rate swaps, this is the rate for the fixed leg of the swap.
Maturity Date: Maturity date or expirary of the position.
Par Value/Quantity: For bonds this provides par value. For options and futures, this provides number of contracts. For credit default swaps, interest rate swaps and swaptions, this provides the amount of exposure. For total return swaps, this provides the number of units of the swap, which can be multiplied by the initial level or price to determine the amount of exposure.
Security Price: The price of the position as of the previous close. For credit default swaps, this price is the points up-front, priced in percentage of par. For options and futures, this is the price per contract. For currency pairs, this is the exchange rate. For total return swaps, this is the price or index level of the underlying security or index. For interest rate swaps and swaptions, this is the premium, quoted in percentage terms of the amount of exposure.
Currency: The currency of the position. Please note that Par Value is provided in the specified currency.
Credit quality: Ratings for each issue are obtained using ratings from Standard & Poor's (S&P), Moody's Investors Service, Fitch Ratings or other rating services. In the fund holdings, the credit rating for other net assets (liabilities) appears as "NL", not rated securities are indicated as "NR" and U.S. Treasury, U.S. Agency, U.S. Agency mortgage-backed securities and other Sovereign (foreign or domestic) securities appear under "GOVT". The credit quality of a particular security or group of securities does not ensure the stability or safety of the overall portfolio.