| United Kingdom Gilt |
39,400,000 |
0 |
-39,400,000 |
0.00% |
-$52.57M |
| CANADIAN GOVERNMENT BOND |
68,300,000 |
0 |
-68,300,000 |
0.00% |
-$52.57M |
| Bundesrepublik Deutschland Bundesanleihe |
45,100,000 |
0 |
-45,100,000 |
0.00% |
-$50.59M |
| United States Treasury Floating Rate Note |
35,000,000 |
0 |
-35,000,000 |
0.00% |
-$35.00M |
| U.S. Treasury Bills |
25,000,000 |
0 |
-25,000,000 |
0.00% |
-$24.96M |
| U.S. Treasury Bills |
15,000,000 |
0 |
-15,000,000 |
0.00% |
-$14.98M |
| MORGAN STANLEY REGD V/R MTN 2.88325000 |
10,350,000 |
0 |
-10,350,000 |
0.00% |
-$10.45M |
| VERIZON COMMUNICATIONS INC FRN 3ML+100 03/16/2022 |
9,855,000 |
0 |
-9,855,000 |
0.00% |
-$10.02M |
| NBCUNIVERSAL ENTERPRISE REGD V/R 144A P/P 0.63750000 |
9,860,000 |
0 |
-9,860,000 |
0.00% |
-$9.89M |
| AT&T INC REGD V/R 1.13375000 |
9,700,000 |
0 |
-9,700,000 |
0.00% |
-$9.79M |
| Goldman Sachs Group Inc/The |
9,295,000 |
0 |
-9,295,000 |
0.00% |
-$9.36M |
| U S TREASURY BILL 2/11/2020 |
9,000,000 |
0 |
-9,000,000 |
0.00% |
-$8.99M |
| Wells Fargo Bank NA |
8,440,000 |
0 |
-8,440,000 |
0.00% |
-$8.49M |
| JPMorgan Chase & Co |
8,425,000 |
0 |
-8,425,000 |
0.00% |
-$8.46M |
| AXP F 05/17/21 |
7,985,000 |
0 |
-7,985,000 |
0.00% |
-$8.02M |
| CVS Health Corp |
7,950,000 |
0 |
-7,950,000 |
0.00% |
-$8.00M |
| Capital One Financial Corp. |
7,842,000 |
0 |
-7,842,000 |
0.00% |
-$7.93M |
| OCCIDENTAL PETROLEUM CORP VARIABLE RATE 08/13/2021 |
7,690,000 |
0 |
-7,690,000 |
0.00% |
-$7.73M |
| VAR.RT. CORP. BONDS |
7,705,000 |
0 |
-7,705,000 |
0.00% |
-$7.72M |
| AbbVie Inc |
7,075,000 |
0 |
-7,075,000 |
0.00% |
-$7.11M |
| Citigroup Inc |
6,995,000 |
0 |
-6,995,000 |
0.00% |
-$7.09M |
| Bank of America Corp |
6,957,000 |
0 |
-6,957,000 |
0.00% |
-$7.00M |
| Eastern Energy Gas Holdings LLC |
6,670,000 |
0 |
-6,670,000 |
0.00% |
-$6.70M |
| Royal Bank of Canada |
6,535,000 |
0 |
-6,535,000 |
0.00% |
-$6.57M |
| VAR.RT. CORP. BONDS |
6,425,000 |
0 |
-6,425,000 |
0.00% |
-$6.45M |
| International Business Machines Corp. |
6,370,000 |
0 |
-6,370,000 |
0.00% |
-$6.40M |
| VAR.RT. CORP. BONDS |
6,160,000 |
0 |
-6,160,000 |
0.00% |
-$6.16M |
| Citibank Credit Card Issuance Trust, Series 2016-A3, Class A3 |
6,030,000 |
0 |
-6,030,000 |
0.00% |
-$6.07M |
| World Omni Auto Receivables Trust 2019-B |
5,404,744 |
0 |
-5,404,744 |
0.00% |
-$5.42M |
| PENARTH MASTER ISSUER PLC SER 2018-2A CL A1 V/R REGD 144A P/P 0.64375000 |
5,000,000 |
0 |
-5,000,000 |
0.00% |
-$5.00M |
| COMET_16-A2 |
4,870,000 |
0 |
-4,870,000 |
0.00% |
-$4.90M |
| CATERPILLAR FINL SERVICE REGD V/R MTN 0.59800000 |
4,835,000 |
0 |
-4,835,000 |
0.00% |
-$4.84M |
| United Technologies Corp |
4,817,000 |
0 |
-4,817,000 |
0.00% |
-$4.82M |
| Westpac Banking Corp. |
4,675,000 |
0 |
-4,675,000 |
0.00% |
-$4.73M |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/21 VAR |
4,205,000 |
0 |
-4,205,000 |
0.00% |
-$4.22M |
| Ally Auto Receivables Trust, Series 2018-1, Class A3 |
4,075,591 |
0 |
-4,075,591 |
0.00% |
-$4.08M |
| Cigna Corp |
4,000,000 |
0 |
-4,000,000 |
0.00% |
-$4.00M |
| VZOT 18-1A A1B FRN 09-20-22 |
3,759,000 |
0 |
-3,759,000 |
0.00% |
-$3.76M |
| EVGRN 2019-1 A |
3,655,000 |
0 |
-3,655,000 |
0.00% |
-$3.67M |
| Anheuser-Busch InBev Finance, Inc. |
3,476,000 |
0 |
-3,476,000 |
0.00% |
-$3.51M |
| Chase Issuance Trust |
3,481,000 |
0 |
-3,481,000 |
0.00% |
-$3.49M |
| Citigroup Inc |
3,200,000 |
0 |
-3,200,000 |
0.00% |
-$3.23M |
| Navient Student Loan Trust 2019-4 |
3,228,948 |
0 |
-3,228,948 |
0.00% |
-$3.22M |
| New York Life Global Funding |
3,185,000 |
0 |
-3,185,000 |
0.00% |
-$3.20M |
| EPD 5.25 01/31/20 |
3,115,000 |
0 |
-3,115,000 |
0.00% |
-$3.12M |
| VAR.RT. CORP. BONDS |
3,075,000 |
0 |
-3,075,000 |
0.00% |
-$3.09M |
| GM Financial Consumer Automobile Receivables Trust 2017-3 |
3,056,927 |
0 |
-3,056,927 |
0.00% |
-$3.06M |
| FORDO 2019-B A2B |
3,014,347 |
0 |
-3,014,347 |
0.00% |
-$3.02M |
| CHASE ISSUANCE TRUST CHAIT 2016 A3 A3 |
2,978,000 |
0 |
-2,978,000 |
0.00% |
-$3.00M |
| BMW US CAP LLC SR GLBL 144A 22 |
2,835,000 |
0 |
-2,835,000 |
0.00% |
-$2.85M |
| NAROT 2019-C A2B |
2,700,000 |
0 |
-2,700,000 |
0.00% |
-$2.70M |
| VAR.RT. CORP. BONDS |
2,610,000 |
0 |
-2,610,000 |
0.00% |
-$2.62M |
| VZOT 17-3A A1A 144A 2.06% 04-20-22 |
2,528,821 |
0 |
-2,528,821 |
0.00% |
-$2.53M |
| Bank of America Corp |
2,431,000 |
0 |
-2,431,000 |
0.00% |
-$2.47M |
| Duke Energy Corporation Floating, Due 11/26/2021 |
2,445,000 |
0 |
-2,445,000 |
0.00% |
-$2.45M |
| GlaxoSmithKline Capital PLC |
2,395,000 |
0 |
-2,395,000 |
0.00% |
-$2.40M |
| CATERPILLAR FINL SVCS CORP FRN 3ML+28 09/07/2021 |
1,995,000 |
0 |
-1,995,000 |
0.00% |
-$2.00M |
| BMW US Capital LLC |
1,915,000 |
0 |
-1,915,000 |
0.00% |
-$1.92M |
| CARDS II TRUST CARD2 2019 1A A 144A |
1,840,000 |
0 |
-1,840,000 |
0.00% |
-$1.84M |
| John Deere Capital Corp., Series B |
1,690,000 |
0 |
-1,690,000 |
0.00% |
-$1.70M |
| Nissan Auto Receivables 2019-A Owner Trust |
1,652,888 |
0 |
-1,652,888 |
0.00% |
-$1.66M |
| DAIMLER FIN NORTH AMER LLC FRN 3ML+67 11/05/2021 144A |
1,590,000 |
0 |
-1,590,000 |
0.00% |
-$1.60M |
| Capital One Multi-Asset Execution Trust |
1,500,000 |
0 |
-1,500,000 |
0.00% |
-$1.51M |
| VAR.RT. CORP. BONDS |
795,000 |
0 |
-795,000 |
0.00% |
-$796.26K |
| NAVIENT STUDENT LOAN TRUST 2019-1 |
689,064 |
0 |
-689,064 |
0.00% |
-$689.07K |
| Bank of America Corp |
305,000 |
0 |
-305,000 |
0.00% |
-$309.55K |