| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| CMT Market Liquidity Rate |
0 |
|
$558,247,387 |
3.95 |
| Cap One Cc Tr 2007-2a FRN |
5.4 |
2019-12-15 |
$121,585,000 |
0.84 |
| US Treasury Note 2.25% |
2.25 |
2016-03-31 |
$110,000,000 |
0.78 |
| Pfizer 6.2% |
6.2 |
2019-03-15 |
$69,000,000 |
0.56 |
| General Elec Cap Corp Mtn Be 5.625% |
5.62 |
2018-05-01 |
$67,750,000 |
0.52 |
| General Elec 5.25% |
5.25 |
2017-12-06 |
$61,800,000 |
0.48 |
| US Treasury Note 2.875% |
2.88 |
2018-03-31 |
$65,000,000 |
0.46 |
| Credit Suisse Ny Brh 6% |
6 |
2018-02-15 |
$60,692,000 |
0.46 |
| Credit Suisse New York Branch 5.3% |
5.3 |
2019-08-13 |
$60,000,000 |
0.44 |
| Arkle Master Issuer 2010-1 CMO |
1.56 |
2060-05-17 |
$62,450,000 |
0.44 |
| Novartis Secs Invest 5.125% |
5.12 |
2019-02-10 |
$51,794,000 |
0.39 |
| Barclays Bk 5.125% |
5.12 |
2020-01-08 |
$55,000,000 |
0.39 |
| Jpmorgan Chase 4.4% |
4.4 |
2020-07-22 |
$53,635,000 |
0.37 |
| Citi Omni Mstr Talf 2009-A17 4.9% |
4.9 |
2018-11-15 |
$47,505,000 |
0.36 |
| Oracle 5.75% |
5.75 |
2018-04-15 |
$45,410,000 |
0.36 |
| Telefonica Emisiones S A U 4.949% |
4.95 |
2015-01-15 |
$48,140,000 |
0.36 |
| Lloyds Tsb Bk 6.375% |
6.38 |
2021-01-21 |
$48,000,000 |
0.35 |
| Conocophillips 5.75% |
5.75 |
2019-02-01 |
$43,935,000 |
0.35 |
| General Elec Cap Corp Mtn Be 6% |
6 |
2019-08-07 |
$45,000,000 |
0.35 |
| Abbott Labs 5.125% |
5.12 |
2019-04-01 |
$43,360,000 |
0.33 |
| Cap One Cc Tr 2007-5a FRN |
5.36 |
2020-07-15 |
$46,699,000 |
0.32 |
| Lb-Ubs Cmbs 2006-C7 CMO 5.347% |
5.35 |
2038-11-15 |
$42,411,000 |
0.32 |
| Intl Busn Machs 5.7% |
5.7 |
2017-09-14 |
$39,450,000 |
0.32 |
| Verizon Comms 6.1% |
6.1 |
2018-04-15 |
$39,790,000 |
0.32 |
| Ally Mstr Ownr Tr 2010-4 FRN |
1.33 |
2017-08-15 |
$43,450,000 |
0.31 |
