Holdings of the Fund as of 6/28/2024
Total Number of Holdings (excluding cash): 990
| US 5YR NOTE (CBT) Sep24 |
FVU4 |
|
5,219 |
$556,231,234.38 |
22.27% |
| US 2YR NOTE (CBT) Sep24 |
TUU4 |
|
1,955 |
$399,247,656.25 |
15.99% |
| U.S. Treasury Bill, 0%, due 07/05/2024 |
|
912796Y52 |
110,900,000 |
$110,835,082.47 |
4.44% |
| U.S. Treasury Bill, 0%, due 07/18/2024 |
|
912797JS7 |
109,800,000 |
$109,527,528.01 |
4.39% |
| U.S. Treasury Bill, 0%, due 08/13/2024 |
|
912797KX4 |
96,675,000 |
$96,070,306.58 |
3.85% |
| U.S. Treasury Note, 4.625%, due 06/15/2027 |
|
91282CKV2 |
67,243,000 |
$67,440,001.14 |
2.70% |
| U.S. Treasury Bill, 0%, due 11/14/2024 |
|
912797LD7 |
65,625,000 |
$64,347,547.69 |
2.58% |
| U.S. Treasury Bill, 0%, due 08/01/2024 |
|
912797JU2 |
46,005,000 |
$45,797,435.10 |
1.83% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F040677 |
41,950,000 |
$38,389,166.11 |
1.54% |
| U.S. Treasury Bill, 0%, due 07/16/2024 |
|
912797KP1 |
31,820,000 |
$31,750,393.75 |
1.27% |
| GNMA TBA, 5%, due 03/01/2054 |
|
21H050672 |
30,475,000 |
$29,676,931.06 |
1.19% |
| Fannie Mae or Freddie Mac TBA, 2%, due 11/01/2051 |
|
01F020679 |
36,425,000 |
$28,494,025.58 |
1.14% |
| Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 |
|
01F030678 |
33,350,000 |
$28,373,555.02 |
1.14% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 12/01/2051 |
|
01F022675 |
34,475,000 |
$28,155,031.98 |
1.13% |
| Fannie Mae or Freddie Mac TBA, 5%, due 03/01/2054 |
|
01F050676 |
28,175,000 |
$27,232,898.44 |
1.09% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2053 |
|
01F042673 |
28,675,000 |
$27,036,268.47 |
1.08% |
| FED HOME LN DISCOUNT NT N/C, 0%, due 11/08/2024 |
|
313384N70 |
25,000,000 |
$24,530,805.50 |
0.98% |
| GNMA TBA, 4.50%, due 06/01/2053 |
|
21H042679 |
25,100,000 |
$23,864,473.83 |
0.96% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2054 |
|
01F052672 |
22,475,000 |
$22,168,602.60 |
0.89% |
| GOLDMAN SACHS GROUP INC Variable rate, due 12/09/2026 |
|
38141GXM1 |
18,970,000 |
$17,739,425.59 |
0.71% |
| Fannie Mae FN MA4840, 4.50%, due 12/01/2052 |
|
31418ELW8 |
18,600,750 |
$17,568,534.73 |
0.70% |
| Freddie Mac FR RA4528, 2.50%, due 02/01/2051 |
|
3133KLA56 |
21,016,747 |
$17,230,484.77 |
0.69% |
| Freddie Mac FR SD8211, 2%, due 05/01/2052 |
|
3132DWDQ3 |
21,840,222 |
$17,119,695.45 |
0.69% |
| Fannie Mae FN MA4958, 4.50%, due 03/01/2053 |
|
31418EQL7 |
18,003,803 |
$16,984,872.65 |
0.68% |
| GNMA TBA, 5.50%, due 04/01/2054 |
|
21H052678 |
16,925,000 |
$16,793,926.71 |
0.67% |
| Freddie Mac FR SD8244, 4%, due 09/01/2052 |
|
3132DWER0 |
16,799,671 |
$15,380,179.38 |
0.62% |
| Fannie Mae FN CA8513, 2.50%, due 01/01/2051 |
|
3140QGN78 |
18,448,075 |
$15,120,544.08 |
0.61% |
| Fannie Mae FN FS3275, 3%, due 04/01/2052 |
|
3140XJT94 |
16,485,926 |
$14,050,301.82 |
0.56% |
| JPMORGAN CHASE & CO Variable rate, due 12/10/2025 |
|
46647PCT1 |
14,325,000 |
$14,060,374.13 |
0.56% |
| Freddie Mac FR SD8256, 4%, due 10/01/2052 |
|
3132DWE58 |
13,302,269 |
$12,178,243.15 |
0.49% |
| Freddie Mac FR SD8265, 4%, due 11/01/2052 |
|
3132DWFE8 |
13,425,366 |
$12,295,654.79 |
0.49% |
| U.S. Treasury Bill, 0%, due 09/19/2024 |
|
912797KL0 |
12,500,000 |
$12,355,312.50 |
0.49% |
| Credit Suisse Mortgage Trust Series 2020-RPL3, Class A1, Variable rate, due 03/25/2060 |
|
12656PAC0 |
11,706,191 |
$11,665,933.37 |
0.47% |
| Fannie Mae FN FS7252, 5%, due 11/01/2053 |
|
3140XPBW8 |
12,195,554 |
$11,792,847.91 |
0.47% |
| U.S. Treasury Note, 4.625%, due 06/30/2026 |
|
91282CKY6 |
11,050,000 |
$11,030,360.39 |
0.44% |
| Fannie Mae FN BV3023, 2%, due 02/01/2052 |
|
3140MGLD1 |
13,210,913 |
$10,373,770.15 |
0.42% |
| Allegro CLO Ltd Series 2024-2A, Class B1, Variable rate, due 07/24/2037 |
|
01750RAG5 |
9,750,000 |
$9,762,187.50 |
0.39% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF9, Class 2A4, Variable rate, due 06/25/2036 |
|
320276AF5 |
11,075,000 |
$9,685,153.95 |
0.39% |
| SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 |
|
78457JAQ5 |
10,120,235 |
$9,637,156.72 |
0.39% |
| Credit Suisse Mortgage Trust Series 2021-NQM6, Class A3, Variable rate, due 07/25/2066 |
|
12662KAC3 |
11,012,310 |
$9,166,589.96 |
0.37% |
| Freddie Mac FR SD8199, 2%, due 03/01/2052 |
|
3132DWDC4 |
11,755,489 |
$9,216,239.77 |
0.37% |
| BANK OF AMERICA CORP Variable rate, due 06/14/2029 |
|
06051GJZ3 |
10,215,000 |
$9,064,126.51 |
0.36% |
| Fannie Mae FN MA4917, 4.50%, due 02/01/2053 |
|
31418EPB0 |
9,488,951 |
$8,953,893.59 |
0.36% |
| WELLS FARGO & COMPANY Variable rate, due 07/25/2029 |
|
95000U3E1 |
8,890,000 |
$8,972,267.08 |
0.36% |
| Countrywide Asset-Backed Certificates Series 2007-12, Class 2A4, Variable rate, due 08/25/2047 |
|
126697AF8 |
9,467,000 |
$8,623,353.98 |
0.35% |
| PGA National Resort Commercial Mortgage Trust Series 2024-RSR2, Class A, Variable rate, due 06/15/2026 |
|
69381CAA5 |
8,314,000 |
$8,310,288.63 |
0.33% |
| Clover CLO Series 2018-1A, Class B1RR, Variable rate, due 04/20/2037 |
|
18914GAG6 |
8,000,000 |
$8,021,138.32 |
0.32% |
| TIAA CLO Ltd Series 2018-1A, Class A2R, Variable rate, due 01/20/2032 |
|
88631YAQ0 |
8,000,000 |
$8,000,000.00 |
0.32% |
| APS RESECURITIZATION TRUST Series 2016-3, Class 3MZ, Variable rate, due 09/27/2046 |
|
00214WAF8 |
14,668,501 |
$7,398,854.96 |
0.30% |
| Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 |
|
43300LAQ3 |
8,000,000 |
$7,430,120.00 |
0.30% |
| VB-S1 Issuer LLC Series 2024-1A, Class F, 8.871%, due 05/15/2054 |
|
91823ABG5 |
7,300,000 |
$7,436,887.41 |
0.30% |
| JAZZ FINANCING LUX SARL JAZZ TL B 1L USD |
|
|
7,348,337 |
$7,362,114.85 |
0.29% |
| Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 |
|
69360HAA9 |
7,394,163 |
$7,353,875.49 |
0.29% |
| New Residential Mortgage Loan Trust Series 2019-RPL3, Class M1, Variable rate, due 07/25/2059 |
|
64830NAE1 |
8,100,000 |
$7,051,936.95 |
0.28% |
| Progress Residential Trust SEries 2021-SFR9, Class F, 4.053%, due 11/17/2040 |
|
74333QAN5 |
8,100,000 |
$7,071,571.35 |
0.28% |
| Credit Suisse Mortgage Trust Series 2020-RPL6, Class A1, Variable rate, due 03/25/2059 |
|
12656HAC8 |
6,651,214 |
$6,627,835.11 |
0.27% |
| Lehman XS Trust Series 2006-19, Class A3, Variable rate, due 12/25/2036 |
|
52523YAC8 |
7,472,917 |
$6,712,424.92 |
0.27% |
| Bear Mountain Park CLO, Ltd Series 2022-1A, Class BR, Variable rate, due 07/15/2037 |
|
07403CAL5 |
6,605,000 |
$6,613,256.25 |
0.26% |
| Preston Ridge Partners Mortgage Trust Series 2021-9, Class A1, Variable rate, due 10/25/2026 |
|
69360XAA4 |
6,643,509 |
$6,544,206.14 |
0.26% |
| Residential Accredit Loans, Inc. Series 2007-QA3, Class A1, Variable rate, due 05/25/2037 |
|
74923XAA4 |
7,155,912 |
$6,385,646.57 |
0.26% |
| GNMA G2 MA8151, 4.50%, due 07/20/2052 |
|
36179XBU9 |
6,590,058 |
$6,277,888.75 |
0.25% |
| GNMA G2 MA8427, 4.50%, due 11/20/2052 |
|
36179XLG9 |
6,505,015 |
$6,194,201.51 |
0.25% |
| Progress Residential Trust Series 2021-SFR8, Class E1, 2.382%, due 10/17/2038 |
|
74333TAJ8 |
6,928,000 |
$6,301,188.51 |
0.25% |
| SREIT Trust Series 2021-MFP2, Class D, Variable rate, due 11/15/2036 |
|
85236WCL8 |
6,337,000 |
$6,246,048.84 |
0.25% |
| UNITED MEXICAN STATES 6.35%, due 02/09/2035 |
|
91087BAV2 |
6,080,000 |
$6,128,507.39 |
0.25% |
| WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 |
|
55903VBD4 |
7,715,000 |
$6,278,849.75 |
0.25% |
| BXHPP Trust Series 2021-FILM, Class A, Variable rate, due 08/15/2036 |
|
05609JAA0 |
6,225,000 |
$5,986,801.62 |
0.24% |
| CIM Trust Series 2020-R6, Class A1, Variable rate, due 12/25/2060 |
|
12560YAA0 |
6,972,185 |
$6,017,353.91 |
0.24% |
| Freddie Mac FR SD8225, 3%, due 07/01/2052 |
|
3132DWD67 |
6,937,733 |
$5,910,708.27 |
0.24% |
| Hertz Vehicle Financing LLC Series 2021-2A, Class C, 2.52%, due 12/27/2027 |
|
42806MAG4 |
6,500,000 |
$5,901,998.70 |
0.24% |
| Rad CLO Ltd Series 2020-7A, Class B1R, Variable rate, due 04/17/2036 |
|
74936GAC2 |
6,000,000 |
$6,006,863.28 |
0.24% |
| Regatta Funding Series 2018-1A, Class BR, Variable rate, due 07/17/2037 |
|
75887XAQ0 |
6,100,000 |
$6,107,625.00 |
0.24% |
| SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 |
|
85208NAE0 |
5,921,250 |
$5,895,692.70 |
0.24% |
| CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 |
|
12569RAB4 |
6,000,209 |
$5,867,192.58 |
0.23% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 |
|
320277AF3 |
6,881,200 |
$5,696,390.86 |
0.23% |
| FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class F2, 4.284%, due 08/17/2037 |
|
33767MAN5 |
6,025,000 |
$5,828,256.03 |
0.23% |
| Structured Asset Mortgage Investments Inc Series 2006-AR8, Class A2, Variable rate, due 10/25/2036 |
|
86361WAC5 |
7,326,108 |
$5,797,330.13 |
0.23% |
| Taco Bell Funding, LLC Series 2016-1A, Class A23, 4.97%, due 05/25/2046 |
|
87342RAC8 |
5,901,563 |
$5,793,553.28 |
0.23% |
| U.S. Treasury Note, 4.25%, due 06/30/2029 |
|
91282CKX8 |
5,690,000 |
$5,666,662.14 |
0.23% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2026 |
|
95000U2K8 |
5,965,000 |
$5,836,554.76 |
0.23% |
| CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 |
|
12569VAA7 |
5,594,273 |
$5,541,635.72 |
0.22% |
| FS Commerical Mortgage Trust Series 2023-4SZN, Class D, Variable rate, due 11/10/2039 |
|
30334RAG9 |
5,243,000 |
$5,454,092.62 |
0.22% |
| GLS Auto Receivables Trust Series 2024-2A, Class D, 6.19%, due 02/15/2030 |
|
37964VAF4 |
5,490,000 |
$5,542,979.60 |
0.22% |
| Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 |
|
525221KP1 |
6,098,531 |
$5,452,221.13 |
0.22% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 2A2, Variable rate, due 10/25/2037 |
|
59025RAU1 |
6,430,228 |
$5,595,888.31 |
0.22% |
| One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class AJ, Variable rate, due 01/15/2036 |
|
68249DAC3 |
5,815,000 |
$5,551,811.36 |
0.22% |
| SREIT Trust Series 2021-FLWR, Class C, Variable rate, due 07/15/2036 |
|
78485GAJ3 |
5,520,000 |
$5,401,645.13 |
0.22% |
| WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 |
|
55903VBE2 |
6,956,000 |
$5,419,509.12 |
0.22% |
| Westlake Automobile Receivables Trust Series 2023-1A, Class D, 6.79%, due 11/15/2028 |
|
96042XAG0 |
5,290,000 |
$5,378,134.05 |
0.22% |
| GLS Auto Select Receivables Trust Series 2023-2A, Class D, 0%, due 02/18/2031 |
|
36269EAF6 |
4,950,000 |
$5,294,307.65 |
0.21% |
| HSBC HOLDINGS PLC Variable rate, due 06/04/2026 |
|
404280CG2 |
5,465,000 |
$5,284,436.83 |
0.21% |
| Long Beach Mortgage Loan Trust Series 2006-1, Class 2A3, Variable rate, due 02/25/2036 |
|
542514RL0 |
6,225,214 |
$5,129,106.77 |
0.21% |
| MORGAN STANLEY Variable rate, due 04/20/2029 |
|
61747YFD2 |
5,220,000 |
$5,204,231.32 |
0.21% |
| Neuberger Berman CLO Ltd Series 2019-33A, Class BR, Variable rate, due 10/16/2033 |
|
64132TAL7 |
5,250,000 |
$5,260,070.34 |
0.21% |
| OPEN TEXT CORP 6.90%, due 12/01/2027 |
|
683715AF3 |
5,090,000 |
$5,286,952.46 |
0.21% |
| Progress Residential Trust Series 2021-SFR2, Class E2, 2.647%, due 04/19/2038 |
|
74333DAL8 |
5,635,000 |
$5,219,677.39 |
0.21% |
| Aimco Series 2019-10A, Class BRR, Variable rate, due 07/22/2037 |
|
00901AAU1 |
5,000,000 |
$5,000,011.90 |
0.20% |
| AMSR Trust Series 2020-SFR4, Class G2, 4.87%, due 11/17/2037 |
|
66981FAJ9 |
5,280,000 |
$5,107,412.64 |
0.20% |
| Avis Budget Rental Car Funding AESOP LLC Series 2024-1A, Class A, 5.36%, due 06/20/2030 |
|
05377RHY3 |
5,030,000 |
$5,018,555.24 |
0.20% |
| AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 |
|
05401AAR2 |
5,645,000 |
$5,079,967.56 |
0.20% |
| CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 |
|
12570GAB5 |
5,249,730 |
$4,972,376.38 |
0.20% |
| DOLP Trust Series 2021-NYC, Class A, 2.956%, due 05/10/2041 |
|
23345LAA7 |
6,000,000 |
$5,006,303.40 |
0.20% |
| Freddie Mac FR SD8272, 3%, due 12/01/2052 |
|
3132DWFM0 |
5,821,567 |
$4,956,092.50 |
0.20% |
| Hotwire Funding LLC Series 2024-1A, Class C, 9.188%, due 06/20/2054 |
|
44148JAM1 |
5,000,000 |
$5,081,788.00 |
0.20% |
| LAD Auto Receivables Trust Series 2023-1A, Class D, 7.30%, due 06/17/2030 |
|
505710AF0 |
4,950,000 |
$5,024,900.93 |
0.20% |
| Progress Residential Trust Series 2021-SFR6, Class G, 4.003%, due 07/17/2038 |
|
74333HAQ8 |
5,500,000 |
$5,006,364.55 |
0.20% |
| Vantage Data Centers LLC Series 2020-1A, Class A2, 1.645%, due 09/15/2045 |
|
92212KAB2 |
5,360,000 |
$5,078,159.41 |
0.20% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
|
95000U2S1 |
5,435,000 |
$5,006,808.14 |
0.20% |
| Ajax Mortgage Loan Trust Series 2021-C, Class A, Variable rate, due 01/25/2061 |
|
009733AA4 |
4,857,182 |
$4,763,041.79 |
0.19% |
| Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% |
|
12662GAC2 |
4,760,382 |
$4,672,375.31 |
0.19% |
| Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2006-AF1, Class A4, Variable rate, due 04/25/2036 |
|
251510NC3 |
5,360,305 |
$4,705,766.46 |
0.19% |
| Fannie Mae FN CB4818, 4%, due 10/01/2052 |
|
3140QQK87 |
5,161,548 |
$4,725,897.06 |
0.19% |
| Freddie Mac - STACR Series 2022-DNA1, Class M2, Variable rate, due 01/25/2042 |
|
35564KQC6 |
4,770,000 |
$4,867,163.47 |
0.19% |
| Freddie Mac FR SD7204, 2%, due 04/01/2052 |
|
3132DWDH3 |
6,132,192 |
$4,810,523.79 |
0.19% |
| JP Morgan ReRemic Series 2014-6, Class 3A2, Variable rate, due 07/27/2046 |
|
46643NAF2 |
5,288,453 |
$4,729,179.65 |
0.19% |
| Lehman XS Trust Series 2006-17, Class 1A3, Variable rate, due 08/25/2046 |
|
52523KAQ7 |
5,654,755 |
$4,856,764.20 |
0.19% |
| Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 |
|
52525BAA0 |
5,345,286 |
$4,863,894.98 |
0.19% |
| Madison Avenue Trust Series 2015-11MD, Class A, Variable rate, due 09/10/2035 |
|
556227AA4 |
5,000,000 |
$4,776,847.00 |
0.19% |
| MORGAN STANLEY Variable rate, due 04/28/2026 |
|
6174468Q5 |
4,772,000 |
$4,635,143.29 |
0.19% |
| TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 |
|
87267CAA6 |
5,131,065 |
$4,648,581.76 |
0.19% |
| Wells Fargo Mortgage Backed Securities Trust Series 2007-7, Class A1, 6%, due 06/25/2037 |
|
94985JAA8 |
5,326,270 |
$4,664,456.08 |
0.19% |
| Ajax Mortgage Loan Trust Series 2021-D, Class A, Variable rate, due 03/25/2060 |
|
009723AA5 |
4,628,031 |
$4,508,904.82 |
0.18% |
| American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
|
02660BAA0 |
12,404,866 |
$4,553,820.29 |
0.18% |
| BANK OF AMERICA CORP Variable rate, due 12/06/2025 |
|
06051GKE8 |
4,665,000 |
$4,578,415.13 |
0.18% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
07401MAA9 |
5,317,004 |
$4,477,827.75 |
0.18% |
| Bluemountain CLO Ltd Series 2017-2A, Class A2, Variable rate, due 10/20/2030 |
|
09629EAE1 |
4,500,000 |
$4,509,747.54 |
0.18% |
| Bluemountain CLO Ltd Series 2018-22A, Class A2, Variable rate, due 07/15/2031 |
|
09629PAC0 |
4,500,000 |
$4,505,689.76 |
0.18% |
| Fannie Mae FN MA4732, 4%, due 09/01/2052 |
|
31418EHJ2 |
4,922,648 |
$4,511,564.55 |
0.18% |
| FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class B, 1.74%, due 08/17/2037 |
|
33767MAC9 |
4,760,000 |
$4,535,607.41 |
0.18% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-ACB, Class C, Variable rate, due 03/15/2039 |
|
46593EAE5 |
4,500,000 |
$4,385,073.15 |
0.18% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2029 |
|
46647PCJ3 |
5,000,000 |
$4,449,109.10 |
0.18% |
| MHC Commercial Mortgage Trust Series 2021-MHC, Class B, Variable rate, due 04/15/2038 |
|
55316VAC8 |
4,605,433 |
$4,557,250.40 |
0.18% |
| Octagon Investment Partners XV Series 2013-1A, Class A2R, Variable rate, due 07/17/2030 |
|
67590BAS9 |
4,500,000 |
$4,506,529.23 |
0.18% |
| Structured Asset Securities Corporation Series 2005-2XS, Class M1, Variable rate, due 02/25/2035 |
|
86359B2K6 |
4,812,094 |
$4,404,525.51 |
0.18% |
| BANK OF AMERICA CORP Variable rate, due 10/24/2031 |
|
06051GJL4 |
5,123,000 |
$4,192,966.42 |
0.17% |
| BX Trust Series 2024-BIO, Class D, Variable rate, due 02/15/2041 |
|
05612AAL0 |
4,310,000 |
$4,288,856.86 |
0.17% |
| BX Trust Series 2024-PAT, Class A, Variable rate, due 03/15/2026 |
|
05612FAA3 |
4,264,000 |
$4,267,710.96 |
0.17% |
| DUKE ENERGY PROGRESS LLC 5.10%, due 03/15/2034 |
|
26442UAS3 |
4,360,000 |
$4,327,410.48 |
0.17% |
| Freddie Mac - STACR Series 2022-DNA3, Class M1B, Variable rate, due 04/25/2042 |
|
35564KUX5 |
4,000,000 |
$4,162,067.20 |
0.17% |
| Freddie Mac FR SD8328, 4.50%, due 06/01/2053 |
|
3132DWHD8 |
4,545,398 |
$4,287,242.13 |
0.17% |
| GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 |
|
39539KAD5 |
4,751,345 |
$4,187,061.09 |
0.17% |
| GS Mortgage Securities Trust Series 2023-FUN, Class B, Variable rate, due 03/15/2028 |
|
36267CAC9 |
4,230,000 |
$4,244,464.49 |
0.17% |
| HarborView Mortgage Loan Trust Series 2007-5, Class A1A, Variable rate, due 09/19/2037 |
|
41165AAB8 |
5,131,611 |
$4,197,471.71 |
0.17% |
| HSI Asset Securitization Corporation Trust Series 2007-OPT1, Class 1A, Variable rate, due 12/25/2036 |
|
40431JAA1 |
5,042,696 |
$4,244,804.62 |
0.17% |
| JBS USA/FOOD/FINANCE 6.75%, due 03/15/2034 |
|
47214BAA6 |
3,907,000 |
$4,144,283.83 |
0.17% |
| NRTH PARK Mortgage Trust Series 2024-PARK, Class A, Variable rate, due 03/15/2041 |
|
67021HAA4 |
4,218,000 |
$4,214,729.36 |
0.17% |
| Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 |
|
68383NDW0 |
4,582,614 |
$4,176,560.30 |
0.17% |
| Wells Fargo Commercial Mortgage Trust Series 2024-SVEN, Class C, Variable rate, due 06/10/2037 |
|
949937AD8 |
4,200,000 |
$4,220,307.84 |
0.17% |
| Allegro CLO Ltd Series 2017-2A, Class B, Variable rate, due 01/17/2031 |
|
01749BAB5 |
4,000,000 |
$4,003,643.36 |
0.16% |
| American Money Management Corporation Series 2024-28A, Class A1A, Variable rate, due 07/20/2037 |
|
03166HAA4 |
4,115,000 |
$4,120,095.77 |
0.16% |
| BX Trust Series 2021-LBA, Class DV, Variable rate, due 02/15/2036 |
|
05609BBF5 |
4,146,216 |
$4,061,500.56 |
0.16% |
| Cedar Funding Ltd Series 2018-7A, Class B, Variable rate, due 01/20/2031 |
|
15032FAE6 |
4,000,000 |
$4,012,474.16 |
0.16% |
| Fannie Mae FN MA4562, 2%, due 03/01/2052 |
|
31418EB82 |
4,953,378 |
$3,888,132.14 |
0.16% |
| Freddie Mac FR SD8245, 4.50%, due 09/01/2052 |
|
3132DWES8 |
4,364,229 |
$4,118,940.38 |
0.16% |
| GoodLeap Sustainable Home Improvement Loan Trust GOOD 2023-1GS A |
|
38237VAA4 |
4,210,911 |
$4,058,696.36 |
0.16% |
| Homebanc Mortgage Trust Series 2005-3, Class M4, Variable rate, due 07/25/2035 |
|
43739EBP1 |
4,057,000 |
$3,914,855.70 |
0.16% |
| JP Morgan Mortgage Trust Series 2021-5, Class A4, Variable rate, due 08/25/2051 |
|
46592LAH3 |
4,637,382 |
$4,039,122.47 |
0.16% |
| Park Avenue Trust Series 2017-245P, Class A, 3.508%, due 06/05/2037 |
|
90187LAA7 |
4,441,000 |
$4,080,627.95 |
0.16% |
| Progress Residential Trust Series 2021-SFR11, Class F, 4.42%, due 01/17/2039 |
|
74333XAN0 |
4,565,000 |
$4,016,195.24 |
0.16% |
| Stack Infrastructure Issuer LLC Series 2023-2A, Class A2, 5.90%, due 07/25/2048 |
|
85236KAH5 |
4,050,000 |
$4,024,883.52 |
0.16% |
| WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A2, Variable rate, due 11/25/2045 |
|
92922F5U8 |
4,400,421 |
$3,962,307.59 |
0.16% |
| Banc of America Merrill Lynch Large Loan Inc Series 2015-200P, Class D, Variable rate, due 04/14/2033 |
|
05526QAJ5 |
4,050,000 |
$3,858,943.28 |
0.15% |
| Banc of America Merrill Lynch Large Loan Inc Series 2015-200P, Class F, Variable rate, due 04/14/2033 |
|
05526QAN6 |
4,000,000 |
$3,763,011.20 |
0.15% |
| BCAP LLC Trust Series 2012-RR8, Class 4A6, Variable rate, due 11/20/2036 |
|
05541DAX4 |
4,452,200 |
$3,746,515.08 |
0.15% |
| BFLD Trust Series 2024-VICT, Class A, Variable rate, due 07/15/2041 |
|
05555VAA7 |
3,791,000 |
$3,781,370.86 |
0.15% |
| CIM Trust Series 2021-INV1, Class A2, Variable rate, due 07/01/2051 |
|
12566PAB1 |
4,770,282 |
$3,798,716.23 |
0.15% |
| CROWN CASTLE INC 3.80%, due 02/15/2028 |
|
22822VAK7 |
3,890,000 |
$3,687,097.21 |
0.15% |
| DOMINICAN REPUBLIC 4.50%, due 01/30/2030 |
|
25714PED6 |
4,150,000 |
$3,781,772.04 |
0.15% |
| DSLA Mortgage Loan Trust Series 2005-AR3, Class 1A, Variable rate, due 07/19/2045 |
|
23332UDT8 |
4,691,602 |
$3,829,306.81 |
0.15% |
| Elmwood CLO VI Ltd. Series 2020-3A, Class BRR, Variable rate, due 07/18/2037 |
|
29001VAW9 |
3,850,000 |
$3,854,812.50 |
0.15% |
| Fannie Mae FN FS6925, 2.50%, due 12/01/2051 |
|
3140XNVT8 |
4,673,978 |
$3,831,999.08 |
0.15% |
| Fannie Mae FN FS7577, 2.50%, due 01/01/2054 |
|
3140XPM30 |
4,487,951 |
$3,674,604.37 |
0.15% |
| Freddie Mac FR SD3890, 3%, due 08/01/2052 |
|
3132E0KB7 |
4,429,582 |
$3,773,602.67 |
0.15% |
| Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 |
|
54251YAD0 |
12,675,098 |
$3,867,680.74 |
0.15% |
| MKT 2020-525M Mortgage Trust Series 2020-525M, Class A, 2.694%, due 02/12/2040 |
|
55316PAA5 |
4,530,000 |
$3,662,477.82 |
0.15% |
| MVW Owner Trust Series 2024-1A, Class C, 6.20%, due 02/20/2043 |
|
62847RAC1 |
3,810,877 |
$3,820,784.79 |
0.15% |
| SDR Commercial Mortgage Trust Series 2024-DSNY, Class B, Variable rate, due 05/15/2039 |
|
811304AE4 |
3,715,000 |
$3,703,599.04 |
0.15% |
| TIME WARNER CABLE LLC 5.50%, due 09/01/2041 |
|
88732JBB3 |
4,470,000 |
$3,725,956.70 |
0.15% |
| Tricon Residential Series 2021-SFR1, Class F, 3.692%, due 07/17/2038 |
|
89614YAG1 |
4,100,000 |
$3,772,529.31 |
0.15% |
| Wells Fargo Commercial Mortgage Trust Series 2019-JWDR, Class E, Variable rate, due 09/15/2031 |
|
95002NAN7 |
3,975,000 |
$3,728,702.64 |
0.15% |
| AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 |
|
00120BAA8 |
3,600,000 |
$3,603,420.00 |
0.14% |
| BANK OF AMERICA CORP Variable rate, due 06/19/2026 |
|
06051GJD2 |
3,580,000 |
$3,430,910.91 |
0.14% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 |
|
07401LAA1 |
3,882,181 |
$3,460,412.79 |
0.14% |
| BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 |
|
05608MAA4 |
4,050,000 |
$3,513,655.26 |
0.14% |
| CLI Funding LLC Series 2020-3A, Class A, 2.07%, due 10/18/2045 |
|
12563LAS6 |
3,894,000 |
$3,524,463.30 |
0.14% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 |
|
12659AAC0 |
4,339,940 |
$3,415,141.17 |
0.14% |
| Extended Stay America Trust Series 2021-ESH, Class B, Variable rate, due 07/15/2038 |
|
30227FAE0 |
3,508,626 |
$3,497,242.69 |
0.14% |
| Golub Capital Partners CLO Ltd Series 2019-42RA, Class A2, Variable rate, due 01/20/2036 |
|
381742AC9 |
3,500,000 |
$3,567,515.81 |
0.14% |
| Headlands Residential Series 2021-RPL1, Class NOTE, Variable rate, due 09/25/2026 |
|
42210JAA4 |
3,447,905 |
$3,389,076.71 |
0.14% |
| Hotwire Funding LLC Series 2024-1A, Class A2, 5.893%, due 06/20/2054 |
|
44148JAH2 |
3,565,000 |
$3,617,589.45 |
0.14% |
| Impac CMB Trust Series 2005-3, Class A1, Variable rate, due 08/25/2035 |
|
45254NNP8 |
3,861,950 |
$3,446,563.17 |
0.14% |
| Impac Secured Assets Corp. Series 2007-1, Class A3, Variable rate, due 03/25/2037 |
|
452559AC1 |
4,324,630 |
$3,562,959.54 |
0.14% |
| MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 |
|
55275NAA9 |
5,127,597 |
$3,523,243.14 |
0.14% |
| Pretium Mortgage Credit Partners LLC Series 2022-RN2, Class A1, Variable rate, due 06/25/2052 |
|
69377NAA7 |
3,208,313 |
$3,504,030.71 |
0.14% |
| Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 |
|
74333WAN2 |
4,000,647 |
$3,571,674.32 |
0.14% |
| ROMANIA N/C, 3%, due 02/14/2031 |
BMVVYM5 |
|
4,060,000 |
$3,374,996.80 |
0.14% |
| Vantage Data Centers Jersey Borrower SPV Limited 6.172%, due 05/28/2039 |
|
BCC3FKT10 |
2,800,000 |
$3,563,003.45 |
0.14% |
| WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A4, Variable rate, due 05/25/2037 |
|
93364EAE4 |
4,030,903 |
$3,551,967.23 |
0.14% |
| ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 |
|
01882YAC0 |
3,500,000 |
$3,241,403.24 |
0.13% |
| ARIZONA PUBLIC SERVICE 6.35%, due 12/15/2032 |
|
040555DE1 |
3,000,000 |
$3,153,001.29 |
0.13% |
| BANK OF AMERICA CORP Variable rate, due 02/04/2028 |
|
06051GKJ7 |
3,490,000 |
$3,258,114.21 |
0.13% |
| BAYER US FINANCE LLC 6.875%, due 11/21/2053 |
|
07274EAM5 |
3,090,000 |
$3,176,512.03 |
0.13% |
| BX Trust Series 2021-ACNT, Class C, Variable rate, due 11/15/2038 |
|
05609QAE6 |
3,301,127 |
$3,257,671.32 |
0.13% |
| COMM Mortgage Trust Series 2020-CX, Class B, 2.446%, due 11/10/2046 |
|
12656KAE7 |
4,070,000 |
$3,272,091.97 |
0.13% |
| COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 |
|
P3699PGM3 |
3,100,000 |
$3,182,343.75 |
0.13% |
| CSC HOLDINGS LLC 11.75%, due 01/31/2029 |
|
126307BN6 |
3,730,000 |
$3,183,477.05 |
0.13% |
| Fannie Mae FN CB2773, 2%, due 02/01/2052 |
|
3140QNCK6 |
4,118,890 |
$3,228,700.54 |
0.13% |
| Fannie Mae FN MA4733, 4.50%, due 09/01/2052 |
|
31418EHK9 |
3,537,431 |
$3,339,015.89 |
0.13% |
| GreenPoint Mortgage Funding Trust Series 2006-AR6, Class A3A, Variable rate, due 10/25/2046 |
|
39538BAE4 |
3,524,738 |
$3,194,279.20 |
0.13% |
| GSAA Home Equity Trust Series 2005-4, Class M2, Variable rate, due 03/25/2035 |
|
36242DZR7 |
3,455,000 |
$3,344,516.70 |
0.13% |
| Highbridge Loan Management Ltd Series 2021-16A, Class B, Variable rate, due 01/23/2035 |
|
40440XAC5 |
3,244,911 |
$3,246,533.46 |
0.13% |
| HSBC HOLDINGS PLC Variable rate, due 06/09/2028 |
|
404280DF3 |
3,180,000 |
$3,126,838.60 |
0.13% |
| INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 |
|
459506AP6 |
3,685,000 |
$3,291,769.19 |
0.13% |
| MF1 Multifamily Housing Mortgage Loan Trust Series 2020-FL4, Class A, Variable rate, due 11/15/2035 |
|
58003UAA6 |
3,322,507 |
$3,321,510.19 |
0.13% |
| MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 |
|
60783XAA2 |
4,637,000 |
$3,272,340.65 |
0.13% |
| Regatta XX Funding Ltd Series 2021-2A, Class A, Variable rate, due 10/15/2034 |
|
75884YAA6 |
3,200,000 |
$3,202,794.34 |
0.13% |
| TENNET HOLDING BV 4.50%, due 10/28/2034 |
BMD5VP7 |
|
2,835,000 |
$3,248,492.64 |
0.13% |
| AFN ABSPROP001 Llc Series 2019-1A Class A1, 3.78%, due 05/20/2049 |
|
00109BAA3 |
3,371,422 |
$3,117,240.51 |
0.12% |
| BACARDI LTD 4.70%, due 05/15/2028 |
|
067316AF6 |
3,170,000 |
$3,083,426.67 |
0.12% |
| Banc of America Merrill Lynch Large Loan Inc Series 2018-PARK, Class A, Variable rate, due 08/10/2038 |
|
05491YAA8 |
3,150,000 |
$2,918,848.91 |
0.12% |
| Banc of America Merrill Lynch Large Loan Inc Series 2020-BHP3, Class A, Variable rate, due 03/15/2037 |
|
05891HAA1 |
2,975,000 |
$2,973,320.02 |
0.12% |
| Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class C, Variable rate, due 10/15/2037 |
|
05493BAJ7 |
3,000,000 |
$2,973,945.00 |
0.12% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 2A2, Variable rate, due 06/25/2037 |
|
07400NAT7 |
3,352,068 |
$2,880,854.99 |
0.12% |
| BX Trust Series 2020-VIV3, Class B, Variable rate, due 03/09/2044 |
|
05608EAA2 |
3,420,000 |
$3,024,991.03 |
0.12% |
| CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 |
|
12482HAQ7 |
3,050,000 |
$3,036,310.69 |
0.12% |
| Carvana Auto Receivables Trust Series 2023-N3, Class R, 0%, due 09/10/2030 |
|
14686RAF9 |
9,800 |
$3,013,298.81 |
0.12% |
| CIM Trust Series 2021-NR1, Class A1, Variable rate, due 07/25/2055 |
|
12565YAA5 |
2,992,833 |
$2,968,794.12 |
0.12% |
| CITIGROUP INC Variable rate, due 03/20/2030 |
|
172967ME8 |
3,165,000 |
$2,988,497.35 |
0.12% |
| Credit Suisse Mortgage Trust Series 2022-RPL1, Class A1, Variable rate, due 04/25/2061 |
|
12661QAC1 |
3,137,588 |
$2,895,898.05 |
0.12% |
| DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
3,280,000 |
$2,977,817.54 |
0.12% |
| Extended Stay America Trust Series 2021-ESH, Class C, Variable rate, due 07/15/2038 |
|
30227FAG5 |
3,105,565 |
$3,100,667.18 |
0.12% |
| Fannie Mae FN MA4597, 2%, due 05/01/2052 |
|
31418EDB3 |
3,791,760 |
$2,972,208.51 |
0.12% |
| Fannie Mae FN MA4784, 4.50%, due 10/01/2052 |
|
31418EJ68 |
3,105,800 |
$2,933,440.17 |
0.12% |
| FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 |
|
105756CH1 |
3,150,000 |
$3,032,863.42 |
0.12% |
| Freddie Mac - STACR Series 2021-HQA2, Class M2, Variable rate, due 12/25/2033 |
|
35564KFV6 |
2,846,729 |
$2,907,630.88 |
0.12% |
| Impac CMB Trust Series 2055-5, Class A1, Variable rate, due 08/25/2035 |
|
45254NPU5 |
3,174,239 |
$2,872,568.81 |
0.12% |
| MODIVCARE INC MODV TL B 1L USD |
|
|
3,162,635 |
$3,109,265.98 |
0.12% |
| MORGAN STANLEY Variable rate, due 01/24/2029 |
|
61744YAP3 |
3,205,000 |
$3,051,943.40 |
0.12% |
| Oak Hill Credit Partners Series 2020-5A, Class B, Variable rate, due 04/18/2033 |
|
67113GAG2 |
3,000,000 |
$3,005,100.00 |
0.12% |
| Regatta XII Funding Ltd. Series 2019-1A, Class BR, Variable rate, due 10/15/2032 |
|
75888HAN1 |
3,000,000 |
$3,004,772.07 |
0.12% |
| Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 |
|
749241AA3 |
3,712,935 |
$3,044,806.89 |
0.12% |
| Triton Container Finance LLC Series 2021-1A, Class A, 1.86%, due 03/20/2046 |
|
89680HAE2 |
3,383,531 |
$2,980,651.57 |
0.12% |
| 1211 Avenue of the Americas Trust Series 2015-1211, Class A1A2, 3.9005%, due 08/10/2035 |
|
90117PAC9 |
2,970,000 |
$2,866,802.00 |
0.11% |
| BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
2,811,409 |
$2,749,945.93 |
0.11% |
| BX Trust Series 2022-AHP, Class AS, Variable rate, due 02/15/2039 |
|
05610FAB3 |
2,845,000 |
$2,791,869.63 |
0.11% |
| CODELCO INC 5.125%, due 02/02/2033 |
|
P3143NBP8 |
2,750,000 |
$2,626,173.83 |
0.11% |
| Fannie Mae FN BV8515, 3%, due 05/01/2052 |
|
3140MNN93 |
3,202,315 |
$2,728,965.16 |
0.11% |
| FERRELLGAS LP/FERRELLGAS 5.875%, due 04/01/2029 |
|
315289AC2 |
2,899,000 |
$2,669,351.65 |
0.11% |
| Hilton USA Trust Series 2024-ORL, Class B, Variable rate, due 05/15/2037 |
|
403956AC9 |
2,711,000 |
$2,709,845.39 |
0.11% |
| HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 |
|
44409MAC0 |
4,110,000 |
$2,843,568.43 |
0.11% |
| Park Place Securities Inc Series 2005-WHQ4, Class M3, Variable rate, due 09/25/2035 |
|
70069FMU8 |
3,200,000 |
$2,784,270.08 |
0.11% |
| PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 |
|
693475BU8 |
2,580,000 |
$2,813,155.81 |
0.11% |
| REPUBLIC OF COLOMBIA 3%, due 01/30/2030 |
|
195325DR3 |
3,450,000 |
$2,829,894.97 |
0.11% |
| REPUBLIC OF PARAGUAY 3.849%, due 06/28/2033 |
|
P75744AL9 |
3,200,000 |
$2,789,323.26 |
0.11% |
| Wells Fargo Home Equity Trust Series 2007-1, Class A3, Variable rate, due 03/25/2037 |
|
9497EVAC9 |
3,000,000 |
$2,695,321.20 |
0.11% |
| 1011778 BC ULC BCULC TL B5 1L USD |
LX235201 |
|
2,376,241 |
$2,373,235.28 |
0.10% |
| 321 Henderson Receivables LLC Series 2017-1A, Class B, 5.43%, due 08/15/2062 |
|
46620JAB7 |
2,772,020 |
$2,546,296.65 |
0.10% |
| Aimco Series 2015-AA, Class BR2, Variable rate, due 10/17/2034 |
|
00900LAQ7 |
2,600,000 |
$2,603,589.20 |
0.10% |
| American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
|
026930AA5 |
2,905,459 |
$2,517,018.49 |
0.10% |
| American Money Management Corporation Series 2021-24A, Class B, Variable rate, due 01/20/2035 |
|
00177LAC4 |
2,500,000 |
$2,504,614.00 |
0.10% |
| AMERICAN TOWER CORP 5.25%, due 07/15/2028 |
|
03027XCC2 |
2,500,000 |
$2,495,772.13 |
0.10% |
| ARIZONA PUBLIC SERVICE 5.70%, due 08/15/2034 |
|
040555DH4 |
2,525,000 |
$2,523,371.58 |
0.10% |
| Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 |
|
05493BAA6 |
2,445,000 |
$2,444,678.97 |
0.10% |
| BAYER US FINANCE LLC 6.50%, due 11/21/2033 |
|
07274EAL7 |
2,490,000 |
$2,548,220.16 |
0.10% |
| Bluemountain CLO Ltd Series 2021-31A, Class B, Variable rate, due 04/19/2034 |
|
09631BAE3 |
2,500,000 |
$2,501,979.28 |
0.10% |
| BX Trust Series 2019-OC11, Class A, 3.202%, due 12/09/2041 |
|
05606FAA1 |
2,800,000 |
$2,493,546.16 |
0.10% |
| BX Trust Series 2021-VOLT, Class E, Variable rate, due 09/15/2036 |
|
05609VAN5 |
2,462,000 |
$2,432,991.24 |
0.10% |
| BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 |
|
05608XAA0 |
2,607,645 |
$2,543,575.87 |
0.10% |
| CAL Funding IV Ltd Series 2020-1A, Class A, 2.22%, due 09/25/2045 |
|
12807CAA1 |
2,866,220 |
$2,610,650.02 |
0.10% |
| Carvana Auto Receivables Trust Series 2022-P2, Class R, 0%, due 05/10/2029 |
|
14686JAM2 |
17,100 |
$2,512,735.20 |
0.10% |
| Cold Storage Trust Series 2020-ICE5, Class F, Variable rate, due 11/15/2037 |
|
193051AS8 |
2,604,925 |
$2,605,006.68 |
0.10% |
| Credit Suisse Mortgage Trust Series 2022-RPL1, Class PT, Variable rate, due 02/25/2062 |
|
12661QAH0 |
2,797,855 |
$2,403,127.10 |
0.10% |
| DUKE ENERGY CORP 3.75%, due 04/01/2031 |
BMDLQD8 |
|
2,455,000 |
$2,594,871.42 |
0.10% |
| EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD |
|
|
2,655,462 |
$2,564,724.75 |
0.10% |
| Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 |
|
29001VAN9 |
2,600,000 |
$2,600,000.00 |
0.10% |
| EVERI HOLDINGS INC 5%, due 07/15/2029 |
|
30034TAA1 |
2,520,000 |
$2,480,665.57 |
0.10% |
| Fannie Mae - CAS Series 2021-R03, Class 1B1, Variable rate, due 12/25/2041 |
|
20754AAF0 |
2,500,000 |
$2,554,847.00 |
0.10% |
| Fannie Mae FN MA4599, 3%, due 05/01/2052 |
|
31418EDD9 |
2,923,536 |
$2,491,380.72 |
0.10% |
| FRONTIER COMMUNICATIONS 5.875%, due 10/15/2027 |
|
35906ABE7 |
2,590,000 |
$2,531,165.30 |
0.10% |
| Golub Capital Partners CLO, LTD Series 2023-66A, Class AJ, Variable rate, due 04/25/2036 |
|
38179MAC0 |
2,500,000 |
$2,518,024.67 |
0.10% |
| HCA INC 3.50%, due 09/01/2030 |
|
404119CA5 |
2,870,000 |
$2,589,623.73 |
0.10% |
| Hertz Vehicle Financing LLC Series 2023-1A, Class C, 6.91%, due 06/25/2027 |
|
42806MBU2 |
2,500,000 |
$2,494,246.75 |
0.10% |
| Hudson Yards Series 2019-55HY, Class F, Variable rate, due 12/10/2041 |
|
44421MAN0 |
3,223,000 |
$2,495,348.12 |
0.10% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 |
|
45661EAB0 |
3,061,095 |
$2,504,275.43 |
0.10% |
| INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 |
|
459506AQ4 |
2,895,000 |
$2,415,066.41 |
0.10% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2027 |
|
46647PCB0 |
2,660,000 |
$2,483,279.31 |
0.10% |
| JPMORGAN CHASE & CO Variable rate, due 09/22/2027 |
|
46647PCP9 |
2,780,000 |
$2,553,935.29 |
0.10% |
| MED Trust Series 2021-MDLN, Class D, Variable rate, due 11/15/2038 |
|
58403YAR7 |
2,488,059 |
$2,489,378.39 |
0.10% |
| Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 |
|
61755AAE6 |
3,447,502 |
$2,568,602.14 |
0.10% |
| Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 |
|
63941VAB7 |
2,500,000 |
$2,490,372.50 |
0.10% |
| One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 |
|
68236JAA9 |
2,800,000 |
$2,375,303.00 |
0.10% |
| Rad CLO Ltd Series 2023-22A, Class D, Variable rate, due 01/20/2037 |
|
74923VAJ9 |
2,350,000 |
$2,400,330.87 |
0.10% |
| REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 |
|
P5015VAM8 |
3,017,000 |
$2,473,508.79 |
0.10% |
| REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 06/22/2030 |
|
836205AY0 |
2,508,000 |
$2,387,227.27 |
0.10% |
| SLG Office Trust Series 2021-OVA, Class C, 2.85061%, due 07/15/2041 |
|
78449RAG0 |
2,950,000 |
$2,374,654.13 |
0.10% |
| Starwood Commercial Mortgage Trust Series 2019-FL1, Class AS, Variable rate, due 07/15/2038 |
|
78485WAC3 |
2,483,000 |
$2,466,348.83 |
0.10% |
| Switch ABS Issuer, LLC Series 2024-2A, Class A2, 5.44%, due 05/25/2054 |
|
871044AE3 |
2,680,000 |
$2,602,451.65 |
0.10% |
| VZ SECURED FINANCING BV 5%, due 01/15/2032 |
|
91845AAA3 |
2,850,000 |
$2,433,303.78 |
0.10% |
| 1211 Avenue of the Americas Trust Series 2015-1211, Class C, Variable rate, due 08/10/2035 |
|
90117PAL9 |
2,385,000 |
$2,263,972.70 |
0.09% |
| 280 Park Avenue Mortgage Trust Series 2017-280P, Class B, Variable rate, due 09/15/2034 |
|
90205FAG5 |
2,500,000 |
$2,355,052.75 |
0.09% |
| AIR LEASE CORP 2.875%, due 01/15/2026 |
|
00914AAJ1 |
2,300,000 |
$2,207,634.16 |
0.09% |
| AMERICAN TOWER CORP 5.55%, due 07/15/2033 |
|
03027XCD0 |
2,356,000 |
$2,354,415.80 |
0.09% |
| BX Trust Series 2021-LBA, Class CV, Variable rate, due 02/15/2036 |
|
05609BBD0 |
2,261,716 |
$2,214,959.49 |
0.09% |
| BX Trust Series 2021-VIEW, Class A, Variable rate, due 06/15/2036 |
|
05606GAA9 |
2,250,000 |
$2,189,023.88 |
0.09% |
| BX Trust Series 2021-XL2, Class B, Variable rate, due 10/15/2038 |
|
05609KAC3 |
2,199,713 |
$2,168,813.00 |
0.09% |
| BX Trust Series 2024-BIO, Class B, Variable rate, due 02/15/2041 |
|
05612AAG1 |
2,185,000 |
$2,177,181.20 |
0.09% |
| CAMB Commercial Mortgage Trust Series 2019-LIFE, Class D, Variable rate, due 12/15/2037 |
|
12482HAL8 |
2,300,000 |
$2,302,285.28 |
0.09% |
| CARESTREAM DENTAL CARDEN TL 1L USD |
|
|
2,606,512 |
$2,267,665.73 |
0.09% |
| Firstkey Homes Trust Series 2020-SFR2, Class F1, 3.017%, due 10/19/2037 |
|
33767JAL6 |
2,420,000 |
$2,309,540.79 |
0.09% |
| FREMF Mortgage Trust Series 2019-KF64, Class B, Variable rate, due 06/25/2026 |
|
35709DAG6 |
2,282,949 |
$2,215,865.24 |
0.09% |
| Fremont Home Loan Trust Series 2005-A, Class M4, Variable rate, due 01/25/2035 |
|
35729PHP8 |
2,503,617 |
$2,156,704.43 |
0.09% |
| HUNGARY N/C, 2.125%, due 09/22/2031 |
|
445545AM8 |
2,972,000 |
$2,357,654.18 |
0.09% |
| ICAHN ENTERPRISES/FIN 9%, due 06/15/2030 |
|
451102CG0 |
2,267,000 |
$2,257,512.16 |
0.09% |
| Impac CMB Trust Series 2005-8, Class 1A, Variable rate, due 02/25/2036 |
|
45254NRG4 |
2,541,573 |
$2,295,204.48 |
0.09% |
| JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 |
|
476556DC6 |
2,165,000 |
$2,127,552.95 |
0.09% |
| Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 |
|
53218CAN0 |
2,309,980 |
$2,228,949.00 |
0.09% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I1A, Variable rate, due 01/25/2047 |
|
576431AA8 |
5,972,402 |
$2,128,947.06 |
0.09% |
| REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 |
|
P75744AJ4 |
2,420,000 |
$2,319,607.86 |
0.09% |
| Residential Accredit Loans, Inc. Series 2007-QA3, Class A2, Variable rate, due 05/25/2037 |
|
74923XAB2 |
2,504,569 |
$2,167,096.79 |
0.09% |
| SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 |
|
80281LAQ8 |
2,390,000 |
$2,210,540.04 |
0.09% |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 |
|
78432WAA1 |
2,500,000 |
$2,370,062.75 |
0.09% |
| SIRIUS XM RADIO INC 3.875%, due 09/01/2031 |
|
82967NBM9 |
2,695,000 |
$2,202,001.77 |
0.09% |
| TRANSDIGM INC 6.75%, due 08/15/2028 |
|
893647BR7 |
2,250,000 |
$2,280,316.50 |
0.09% |
| UNITED MEXICAN STATES 3.50%, due 02/12/2034 |
|
91087BAR1 |
2,700,000 |
$2,200,318.02 |
0.09% |
| US BANCORP Variable rate, due 02/01/2034 |
|
91159HJL5 |
2,325,000 |
$2,205,237.74 |
0.09% |
| ZIGGO BV 4.875%, due 01/15/2030 |
|
98955DAA8 |
2,605,000 |
$2,320,099.75 |
0.09% |
| ACRISURE LLC ACRISU TL B1 1L USD |
|
|
2,115,970 |
$2,118,171.01 |
0.08% |
| ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 |
|
00737WAA7 |
2,062,000 |
$1,985,860.66 |
0.08% |
| ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 |
|
00192WAE7 |
2,000,000 |
$2,002,278.06 |
0.08% |
| BX Trust Series 2021-RISE, Class D, Variable rate, due 11/15/2036 |
|
12434EAG5 |
2,028,478 |
$1,989,594.33 |
0.08% |
| CABLE ONE INC 4%, due 11/15/2030 |
|
12685JAC9 |
2,729,000 |
$2,039,052.87 |
0.08% |
| CALPINE CORP CPN TL B9 1L USD |
|
|
1,902,805 |
$1,899,037.34 |
0.08% |
| CATALENT PHARMA SOLUTION CTLT TL B3 1L USD |
|
|
1,916,767 |
$1,918,204.45 |
0.08% |
| Citigroup Commercial Mortgage Trust Series 2014-GC23, Class AS, 3.863%, due 07/10/2047 |
|
17322VAV8 |
2,000,000 |
$1,996,376.80 |
0.08% |
| CITIGROUP INC Variable rate, due 10/27/2028 |
|
172967LS8 |
2,000,000 |
$1,891,038.26 |
0.08% |
| CODELCO INC 5.95%, due 01/08/2034 |
|
P3143NBQ6 |
2,000,000 |
$2,004,676.96 |
0.08% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A5, Variable rate, due 03/25/2037 |
|
17311YAE3 |
6,082,101 |
$2,108,696.02 |
0.08% |
| DataBank Issuer LLC Series 2021-1A, Class A2, 2.06%, due 02/27/2051 |
|
23802WAA9 |
2,245,000 |
$2,085,187.88 |
0.08% |
| ELO SACA 6%, due 03/22/2029 |
|
F0490QNZ2 |
1,900,000 |
$2,001,968.33 |
0.08% |
| FIRSTENERGY PENN ELECTRIC 4%, due 04/15/2025 |
|
591894CB4 |
2,000,000 |
$1,968,666.00 |
0.08% |
| GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 |
|
36321PAD2 |
2,350,160 |
$2,017,756.59 |
0.08% |
| GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 |
|
36166VAE5 |
2,282,191 |
$2,028,732.65 |
0.08% |
| GGAM FINANCE LTD 8%, due 06/15/2028 |
|
36170JAA4 |
1,855,000 |
$1,955,032.73 |
0.08% |
| JAZZ FINANCING LUX SARL JAZZ TL B 1L USD |
|
|
2,004,051 |
$2,007,808.37 |
0.08% |
| KEDRION SPA 6.50%, due 09/01/2029 |
|
49272YAB9 |
2,240,000 |
$2,056,180.01 |
0.08% |
| Long Beach Mortgage Loan Trust Series 2006-10, Class 2A4, Variable rate, due 11/25/2036 |
|
54251YAE8 |
6,610,020 |
$2,017,938.76 |
0.08% |
| Magnetite CLO Ltd Series 2019-21A, Class BR, Variable rate, due 04/20/2034 |
|
55954PAQ7 |
2,000,000 |
$2,002,642.00 |
0.08% |
| MASTR Asset Backed Securities Series 2005-NC2, Class A4, Variable rate, due 11/25/2035 |
|
57643LMP8 |
3,515,123 |
$2,006,323.10 |
0.08% |
| Morgan Stanley Capital Inc Series 2007-HE2, Class A2B, Variable rate, due 01/25/2037 |
|
61753EAB6 |
4,295,029 |
$1,959,061.55 |
0.08% |
| Nelnet Student Loan Trust Series 2015-3A, Class B, Variable rate, due 06/25/2054 |
|
64033TAB9 |
2,025,000 |
$1,972,664.89 |
0.08% |
| Oak Hill Credit Partners Series 2019-3A, Class AR, Variable rate, due 07/02/2035 |
|
67112RAS3 |
2,000,000 |
$2,003,709.36 |
0.08% |
| Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 |
|
67577VAL7 |
2,100,000 |
$2,101,300.85 |
0.08% |
| Onslow Bay Financial LLC Series 2024-HYB1, Class A1, Variable rate, due 03/25/2053 |
|
67448MAA8 |
2,020,600 |
$1,961,004.51 |
0.08% |
| Preston Ridge Partners Mortgage Trust Series 2021-6, Class A1, Variable rate, due 07/25/2026 |
|
69360FAA3 |
1,914,244 |
$1,880,667.16 |
0.08% |
| REPUBLIC OF PANAMA 3.16%, due 01/23/2030 |
|
698299BK9 |
2,339,000 |
$1,978,388.09 |
0.08% |
| SREIT Trust Series 2021-FLWR, Class D, Variable rate, due 07/15/2036 |
|
78485GAL8 |
2,157,000 |
$2,113,706.85 |
0.08% |
| TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 |
|
87407RAA4 |
2,173,406 |
$1,985,901.06 |
0.08% |
| THE BOEING CO 5.805%, due 05/01/2050 |
|
097023CW3 |
2,265,000 |
$2,042,714.69 |
0.08% |
| WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 |
|
93364CAA6 |
2,414,642 |
$1,915,127.88 |
0.08% |
| WARNERMEDIA HOLDINGS INC 4.279%, due 03/15/2032 |
|
55903VBC6 |
2,360,000 |
$2,060,625.60 |
0.08% |
| AERCAP IRELAND CAP/GLOBAL 2.45%, due 10/29/2026 |
|
00774MAV7 |
2,000,000 |
$1,866,350.80 |
0.07% |
| ALLIANT ENERGY FINANCE 3.60%, due 03/01/2032 |
|
01882YAD8 |
2,045,000 |
$1,781,345.80 |
0.07% |
| Apidos CLO Ltd Series 2021-37A, Class B, Variable rate, due 10/22/2034 |
|
03769HAC1 |
1,625,000 |
$1,628,022.47 |
0.07% |
| Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 |
|
040104PD7 |
2,200,000 |
$1,855,483.08 |
0.07% |
| Bank Series 2020-BN27, Class XA, Variable rate, due 04/15/2063 |
|
06539XAN4 |
34,030,088 |
$1,780,607.36 |
0.07% |
| BAT CAPITAL CORP 5.65%, due 03/16/2052 |
|
05526DBV6 |
1,905,000 |
$1,703,208.07 |
0.07% |
| BENCHMARK Mortgage Trust Series 2020-B18, Class AGNE, 3.759%, due 07/15/2053 |
|
08163ABP7 |
2,000,000 |
$1,862,845.40 |
0.07% |
| BENCHMARK Mortgage Trust Series 2020-IG2, Class UBRD, Variable rate, due 09/15/2048 |
|
08162NBB1 |
1,810,000 |
$1,656,173.89 |
0.07% |
| BERRY GLOBAL INC 4.875%, due 07/15/2026 |
|
085770AA3 |
1,782,000 |
$1,751,320.02 |
0.07% |
| Carvana Auto Receivables Trust Series 2023-N3, Class XS, 0%, due 09/10/2030 |
|
14686RAG7 |
108,637,374 |
$1,767,638.71 |
0.07% |
| Carvana Auto Receivables Trust Series 2023-P3, Class R, 0%, due 08/12/2030 |
|
14688GAK0 |
8,700 |
$1,658,667.07 |
0.07% |
| CIT EDUCATION LOAN TRUST Series 2005-1, Class A4, Variable rate, due 12/15/2033 |
|
12556PAD9 |
1,729,351 |
$1,670,425.90 |
0.07% |
| Citigroup Mortgage Loan Trust Inc Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 |
|
17310VAB6 |
2,593,995 |
$1,726,100.69 |
0.07% |
| CLEARWATER PAPER CORP 4.75%, due 08/15/2028 |
|
18538RAJ2 |
1,755,000 |
$1,624,385.35 |
0.07% |
| Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 |
|
19521UAA1 |
1,960,000 |
$1,796,424.28 |
0.07% |
| COLT Funding LLC Series 2021-2, Class A1, Variable rate, due 08/25/2066 |
|
19685WAA9 |
2,307,119 |
$1,869,107.02 |
0.07% |
| Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 |
|
126670RE0 |
1,950,000 |
$1,819,697.49 |
0.07% |
| DC Office Trust Series 2019-MTC, Class B, Variable rate, due 09/15/2045 |
|
23312BAE0 |
2,067,000 |
$1,643,651.74 |
0.07% |
| Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 |
|
25150VAM8 |
2,247,448 |
$1,855,818.00 |
0.07% |
| DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 |
BMDT375 |
|
1,945,000 |
$1,640,842.94 |
0.07% |
| DOMINICAN REPUBLIC 4.50%, due 01/30/2030 |
|
P3579ECF2 |
2,000,000 |
$1,822,540.74 |
0.07% |
| EMBECTA CORP 5%, due 02/15/2030 |
|
29082KAA3 |
1,997,000 |
$1,646,526.50 |
0.07% |
| EXTRA SPACE STORAGE LP 2.40%, due 10/15/2031 |
|
30225VAQ0 |
1,978,000 |
$1,626,075.31 |
0.07% |
| Freddie Mac - STACR Series 2021-DNA6, Class M2, Variable rate, due 10/25/2041 |
|
35564KKY4 |
1,750,000 |
$1,759,773.05 |
0.07% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
|
361841AP4 |
2,025,000 |
$1,856,820.30 |
0.07% |
| JANE STREET GRP/JSG FIN 4.50%, due 11/15/2029 |
|
47077WAA6 |
1,750,000 |
$1,643,062.23 |
0.07% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 |
|
57645TAB3 |
4,700,000 |
$1,849,793.10 |
0.07% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 1A, Variable rate, due 10/25/2037 |
|
59025RAW7 |
2,875,231 |
$1,714,287.06 |
0.07% |
| MORGAN STANLEY Variable rate, due 07/20/2029 |
|
61747YFF7 |
1,635,000 |
$1,645,381.38 |
0.07% |
| Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 |
|
63940FAC1 |
1,774,640 |
$1,799,501.30 |
0.07% |
| NETFLIX INC 5.875%, due 02/15/2025 |
|
64110LAL0 |
1,775,000 |
$1,778,129.38 |
0.07% |
| OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 |
|
M75242BJ1 |
1,650,000 |
$1,650,550.70 |
0.07% |
| Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 |
|
78520EAA4 |
1,785,000 |
$1,748,331.10 |
0.07% |
| Shelter Growth CRE Series 2021-FL3, Class A, Variable rate, due 09/15/2036 |
|
822866AA7 |
1,867,003 |
$1,868,580.66 |
0.07% |
| SLM Student Loan Trust Series 2006-2, Class B, Variable rate, due 01/25/2041 |
|
78442GRY4 |
1,816,860 |
$1,708,235.11 |
0.07% |
| Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 |
|
84751XAD4 |
2,522,281 |
$1,695,223.02 |
0.07% |
| VENTURE GLOBAL LNG INC 9.50%, due 02/01/2029 |
|
92332YAC5 |
1,580,000 |
$1,731,239.86 |
0.07% |
| VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 |
|
92564RAE5 |
2,026,000 |
$1,844,174.40 |
0.07% |
| WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A5, Variable rate, due 05/25/2037 |
|
93364EAF1 |
1,938,488 |
$1,706,967.32 |
0.07% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
2,053,544 |
$1,778,308.49 |
0.07% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2031 |
|
95000U2J1 |
2,155,000 |
$1,865,843.35 |
0.07% |
| 1375209 BC LTD 9%, due 01/30/2028 |
|
68251PAA5 |
1,650,000 |
$1,588,671.98 |
0.06% |
| AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 |
|
00774MAW5 |
1,650,000 |
$1,500,046.11 |
0.06% |
| ALCON FINANCE CORP 3%, due 09/23/2029 |
|
01400EAB9 |
1,600,000 |
$1,448,618.70 |
0.06% |
| AMERICAN HOMES 4 RENT 4.30%, due 04/15/2052 |
|
02666TAF4 |
1,835,000 |
$1,424,742.28 |
0.06% |
| ASURION LLC ASUCOR TL B8 1L USD |
LX191415 |
|
1,486,966 |
$1,476,639.26 |
0.06% |
| Banc of America Funding Corporation Series 2007-2, Class TA4, Variable rate, due 03/25/2037 |
|
05951GAE2 |
1,777,780 |
$1,619,495.00 |
0.06% |
| BAT CAPITAL CORP 4.758%, due 09/06/2049 |
|
05526DBK0 |
1,870,000 |
$1,474,054.50 |
0.06% |
| BAYER US FINANCE II LLC 4.40%, due 07/15/2044 |
|
07274NBF9 |
1,960,000 |
$1,496,766.98 |
0.06% |
| BERRY GLOBAL INC 5.50%, due 04/15/2028 |
|
08576PAL5 |
1,500,000 |
$1,497,584.27 |
0.06% |
| BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 |
BMHRN97 |
|
1,530,000 |
$1,398,524.26 |
0.06% |
| BLOX Trust 2021-BLOX Series 2021-BLOX, Class D, Variable rate, due 09/15/2026 |
|
055522AG1 |
1,570,000 |
$1,429,647.84 |
0.06% |
| BX Trust Series 2022-VAMF, Class E, Variable rate, due 01/15/2039 |
|
05609TAJ9 |
1,500,000 |
$1,473,973.20 |
0.06% |
| CAPITAL ONE FINANCIAL CORP Variable rate, due 11/02/2027 |
|
14040HCH6 |
1,505,000 |
$1,380,357.57 |
0.06% |
| Carvana Auto Receivables Trust Series 2022-N1, Class R, 0%, due 12/11/2028 |
|
14686GAH9 |
19,300 |
$1,513,403.30 |
0.06% |
| CHARTER COMM OPT LLC/CAP 6.65%, due 02/01/2034 |
|
161175CP7 |
1,500,000 |
$1,515,980.64 |
0.06% |
| Colony American Finance Ltd Series 2020-4, Class B, 1.707%, due 12/15/2052 |
|
21873AAG2 |
1,640,000 |
$1,520,679.83 |
0.06% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A1, Variable rate, due 03/25/2037 |
|
17311YAA1 |
4,614,572 |
$1,600,073.26 |
0.06% |
| FHLMC Multifamily Structured Pass Through Certs. Series K059, Class X3, Variable rate, due 11/25/2044 |
|
3137BSRH8 |
38,206,238 |
$1,561,935.96 |
0.06% |
| FRONTIER COMMUNICATIONS 5%, due 05/01/2028 |
|
35906ABF4 |
1,646,000 |
$1,552,374.70 |
0.06% |
| GLOBAL SWITCH FINANCE 1.375%, due 10/07/2030 |
BMCMVR1 |
|
1,500,000 |
$1,460,210.28 |
0.06% |
| GoldenTree Loan Management US CLO, LTD Series 2024-20A, Class B, Variable rate, due 07/20/2037 |
|
38139MAE5 |
1,575,000 |
$1,574,763.07 |
0.06% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 |
|
38141GYL2 |
1,615,000 |
$1,615,241.89 |
0.06% |
| GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD |
LX183733 |
|
1,496,094 |
$1,473,652.34 |
0.06% |
| HILTON DOMESTIC OPERATING 3.625%, due 02/15/2032 |
|
432833AN1 |
1,626,000 |
$1,408,476.97 |
0.06% |
| HONEYWELL INTERNATIONAL 3.75%, due 03/01/2036 |
BQBCWZ5 |
|
1,365,000 |
$1,439,938.06 |
0.06% |
| JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 |
|
46590XAM8 |
1,700,000 |
$1,489,813.70 |
0.06% |
| JBS USA/FOOD/FINANCE 5.125%, due 02/01/2028 |
|
46590XAZ9 |
1,500,000 |
$1,483,676.25 |
0.06% |
| JDE PEET'S NV 2.25%, due 09/24/2031 |
|
47216QAC7 |
1,895,000 |
$1,532,730.20 |
0.06% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-NLP, Class G, Variable rate, due 04/15/2037 |
|
466317AS3 |
1,757,303 |
$1,423,707.50 |
0.06% |
| Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 |
|
525249AC2 |
1,748,813 |
$1,529,055.19 |
0.06% |
| MED Trust Series 2021-MDLN, Class G, Variable rate, due 11/15/2038 |
|
58403YBA3 |
1,393,313 |
$1,396,591.22 |
0.06% |
| MILANO ACQUISITION CORP MILACQ TL 1L USD |
LX189433 |
|
1,496,134 |
$1,452,491.79 |
0.06% |
| MVM ENERGETIKA ZRT 6.50%, due 03/13/2031 |
|
X5T03SAD9 |
1,528,000 |
$1,534,343.11 |
0.06% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 |
|
63861VAF4 |
1,520,000 |
$1,425,262.78 |
0.06% |
| NEW ENGLAND POWER CO 5.936%, due 11/25/2052 |
|
644188BH6 |
1,395,000 |
$1,408,262.71 |
0.06% |
| OCP CLO Ltd Series 2021-21A, Class B, Variable rate, due 07/20/2034 |
|
671000AE7 |
1,500,000 |
$1,502,035.97 |
0.06% |
| OT MERGER CORP 7.875%, due 10/15/2029 |
|
688777AA9 |
3,500,000 |
$1,595,877.50 |
0.06% |
| PRESTIGE BRANDS INC 3.75%, due 04/01/2031 |
|
74112BAM7 |
1,721,000 |
$1,499,183.75 |
0.06% |
| Pretium Mortgage Credit Partners LLC Series 2021-RN2, Class A1, Variable rate, due 07/25/2051 |
|
74143FAA7 |
1,562,717 |
$1,523,846.85 |
0.06% |
| PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 |
BPX1YQ8 |
|
1,440,000 |
$1,514,000.30 |
0.06% |
| REPUBLIC OF PANAMA 6.40%, due 02/14/2035 |
|
698299BT0 |
1,594,000 |
$1,514,111.08 |
0.06% |
| REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 |
|
836205AU8 |
1,693,000 |
$1,555,282.92 |
0.06% |
| Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 |
|
751153AA5 |
1,872,337 |
$1,589,699.52 |
0.06% |
| Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 |
|
75116FBH1 |
1,912,581 |
$1,503,628.36 |
0.06% |
| SBA SENIOR FINANCE II LLC SBAC TL B 1L USD |
LX224693 |
|
1,573,323 |
$1,576,894.10 |
0.06% |
| SLM Student Loan Trust Series 2007-1, Class B, Variable rate, due 01/27/2042 |
|
78443VAJ1 |
1,690,223 |
$1,583,106.43 |
0.06% |
| SREIT Trust Series 2023-MFP2, Class C, Variable rate, due 11/15/2036 |
|
85236WCJ3 |
1,423,000 |
$1,405,039.18 |
0.06% |
| Starwood Commercial Mortgage Trust Series 2021-LIH, Class AS, Variable rate, due 11/15/2036 |
|
78486EAG3 |
1,550,000 |
$1,528,528.16 |
0.06% |
| Symphony CLO Ltd Series 2018-19A, Class B, Variable rate, due 04/16/2031 |
|
87165YAE3 |
1,500,000 |
$1,501,079.75 |
0.06% |
| Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 |
|
88315LAG3 |
1,604,813 |
$1,460,629.77 |
0.06% |
| THE MICHAELS COS INC 7.875%, due 05/01/2029 |
|
55916AAB0 |
2,170,000 |
$1,395,038.22 |
0.06% |
| TMS ISSUER SARL 5.78%, due 08/23/2032 |
|
L53617AA1 |
1,380,000 |
$1,408,116.12 |
0.06% |
| TRANSDIGM INC TDG TL I 1L USD |
|
|
1,491,904 |
$1,496,289.86 |
0.06% |
| UBS Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/15/2050 |
|
90276RBF4 |
57,314,906 |
$1,599,361.00 |
0.06% |
| UNITED MEXICAN STATES 2.659%, due 05/24/2031 |
|
91087BAM2 |
1,960,000 |
$1,613,007.48 |
0.06% |
| VALVOLINE INC 3.625%, due 06/15/2031 |
|
92047WAG6 |
1,819,000 |
$1,569,455.03 |
0.06% |
| VT TOPCO INC 8.50%, due 08/15/2030 |
|
91838PAA9 |
1,500,000 |
$1,576,822.50 |
0.06% |
| Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 |
|
00442KAA9 |
2,765,521 |
$1,157,749.32 |
0.05% |
| AIR LEASE CORP 2.20%, due 01/15/2027 |
|
00914AAR3 |
1,390,000 |
$1,283,935.17 |
0.05% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAR1 |
1,815,000 |
$1,132,399.92 |
0.05% |
| ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 |
|
04685A3C3 |
1,560,000 |
$1,358,749.22 |
0.05% |
| BENGAL DEBT MERGER SUB L PEP TL 1L USD |
LX202253 |
|
1,445,112 |
$1,343,275.41 |
0.05% |
| BOEING CO 6.528%, due 05/01/2034 |
|
097023DL6 |
1,130,000 |
$1,157,584.64 |
0.05% |
| CAESARS ENTERTAIN INC CZR TL B1 1L USD |
LX225393 |
|
1,130,647 |
$1,132,942.34 |
0.05% |
| CCO HLDGS LLC/CAP CORP 4.25%, due 02/01/2031 |
|
1248EPCK7 |
1,475,000 |
$1,205,386.08 |
0.05% |
| CENTENE CORP 3%, due 10/15/2030 |
|
15135BAW1 |
1,396,000 |
$1,194,702.24 |
0.05% |
| CHARTER COMM OPT LLC/CAP 3.90%, due 06/01/2052 |
|
161175CA0 |
2,000,000 |
$1,255,350.50 |
0.05% |
| Citigroup Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/12/2050 |
|
17326FAF4 |
46,017,858 |
$1,179,548.14 |
0.05% |
| CITY BREWING CO LLC CTYBRW TL B 1L USD |
|
|
1,919,270 |
$1,297,100.19 |
0.05% |
| CLEAN HARBORS INC CLH TL B 1L USD |
|
|
1,148,695 |
$1,155,874.23 |
0.05% |
| Credit Suisse Mortgage Trust Series 2014-11R, Class 17A, Variable rate, due 12/27/2036 |
|
12649FES3 |
1,410,981 |
$1,169,534.12 |
0.05% |
| Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 |
|
81376WAC9 |
2,067,502 |
$1,335,943.00 |
0.05% |
| CSAIL Commercial Mortgage Trust Series 2015-C2, Class C, Variable rate, due 06/15/2057 |
|
12634NAZ1 |
1,350,000 |
$1,195,924.64 |
0.05% |
| FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 |
|
105756CF5 |
1,200,000 |
$1,155,605.89 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series K053, Class X3, Variable rate, due 03/25/2044 |
|
3137BN6J8 |
46,915,000 |
$1,125,805.18 |
0.05% |
| First Horizon Alternative Mortgage Securities Series 2005-AA4, Class 2A1, Variable rate, due 06/25/2035 |
|
32051GNK7 |
1,322,242 |
$1,191,642.72 |
0.05% |
| FREMF Mortgage Trust Series 20K-1517, Class X2A, 0.10%, due 07/25/2035 |
|
30315VAJ7 |
195,405,897 |
$1,304,529.77 |
0.05% |
| GEN DIGITAL INC 6.75%, due 09/30/2027 |
|
668771AK4 |
1,250,000 |
$1,266,946.25 |
0.05% |
| GFL ENVIRONMENTAL INC 4%, due 08/01/2028 |
|
36168QAL8 |
1,400,000 |
$1,302,264.74 |
0.05% |
| GLP CAPITAL LP / FIN II 3.25%, due 01/15/2032 |
|
361841AR0 |
1,368,000 |
$1,150,983.08 |
0.05% |
| GREYSTAR REAL ESTATE PARTNER GRSTAR TL B 1L USD |
|
|
1,214,949 |
$1,222,542.83 |
0.05% |
| GRIFOLS SA 4.75%, due 10/15/2028 |
|
39843UAA0 |
1,426,000 |
$1,231,970.74 |
0.05% |
| HEALTHCARE RLTY HLDGS LP 2.40%, due 03/15/2030 |
|
42225UAL8 |
1,597,000 |
$1,317,758.43 |
0.05% |
| IMPERIAL BRANDS FIN PLC 6.125%, due 07/27/2027 |
|
45262BAF0 |
1,200,000 |
$1,221,625.90 |
0.05% |
| MADISON IAQ LLC 4.125%, due 06/30/2028 |
|
55760LAA5 |
1,356,000 |
$1,265,802.54 |
0.05% |
| NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 |
|
638671AJ6 |
1,360,000 |
$1,361,172.35 |
0.05% |
| Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 |
|
65540EAY5 |
1,551,619 |
$1,247,422.74 |
0.05% |
| NYC Commercial Mortgage Trust 2021-909 Series 2021-909, Class B, 3.142%, due 04/10/2043 |
|
67076XAC9 |
1,670,000 |
$1,148,026.47 |
0.05% |
| ORACLE CORP 4%, due 11/15/2047 |
|
68389XBQ7 |
1,640,000 |
$1,243,113.67 |
0.05% |
| PENN ENTERTAINMENT INC 4.125%, due 07/01/2029 |
|
707569AV1 |
1,580,000 |
$1,356,296.33 |
0.05% |
| PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 |
|
72147KAH1 |
1,395,000 |
$1,187,235.67 |
0.05% |
| PNC FINANCIAL SERVICES Variable rate, due 10/28/2033 |
|
693475BJ3 |
1,170,000 |
$1,206,054.10 |
0.05% |
| PRIME SECSRVC BRW/FINANCE 3.375%, due 08/31/2027 |
|
74166MAF3 |
1,475,000 |
$1,366,005.47 |
0.05% |
| REALTY INCOME CORP 5.125%, due 07/06/2034 |
BPXZM88 |
|
1,035,000 |
$1,197,089.34 |
0.05% |
| REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 |
|
195325DS1 |
1,678,000 |
$1,326,541.46 |
0.05% |
| REPUBLIC OF COLOMBIA 8%, due 04/20/2033 |
|
195325EF8 |
1,200,000 |
$1,244,632.74 |
0.05% |
| Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 |
|
75156TAD2 |
1,275,489 |
$1,214,739.68 |
0.05% |
| Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 |
|
75156UAD9 |
1,331,920 |
$1,309,914.83 |
0.05% |
| Rockford Tower CLO Ltd Series 2019-2A, Class BR, Variable rate, due 08/20/2032 |
|
77341GAL4 |
1,325,000 |
$1,326,008.46 |
0.05% |
| Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 |
|
83612TAD4 |
1,855,759 |
$1,203,858.41 |
0.05% |
| Stack Infrastructure Issuer LLC Series 2020-1A, Class A2, 1.893%, due 08/25/2045 |
|
85236KAD4 |
1,405,000 |
$1,337,044.37 |
0.05% |
| TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 |
|
878091BE6 |
1,260,000 |
$1,254,437.79 |
0.05% |
| Textainer Marine Containers Limited Series 2021-3A, Class A, 1.94%, due 08/20/2046 |
|
88315LAS7 |
1,392,000 |
$1,199,499.08 |
0.05% |
| TIME WARNER CABLE LLC 4.50%, due 09/15/2042 |
|
88732JBD9 |
1,650,000 |
$1,208,794.16 |
0.05% |
| TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 |
|
89376VAA8 |
1,274,000 |
$1,234,653.45 |
0.05% |
| UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 |
|
913903AZ3 |
1,350,000 |
$1,241,889.99 |
0.05% |
| UPBOUND GROUP INC 6.375%, due 02/15/2029 |
|
76009NAL4 |
1,250,000 |
$1,200,201.13 |
0.05% |
| US BANCORP Variable rate, due 10/21/2033 |
|
91159HJJ0 |
1,255,000 |
$1,275,216.39 |
0.05% |
| ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 |
|
98919VAA3 |
1,660,000 |
$1,329,652.99 |
0.05% |
| Ace Securities Corp. Series 2006-ASP6, Class A2C, Variable rate, due 12/25/2036 |
|
00443KAE0 |
3,144,930 |
$1,061,860.00 |
0.04% |
| Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 |
|
00443LAA6 |
1,978,690 |
$1,052,505.35 |
0.04% |
| AERCAP IRELAND CAP/GLOBAL 3.30%, due 01/30/2032 |
|
00774MAX3 |
1,280,000 |
$1,100,190.66 |
0.04% |
| AI AQUA MERGER SUB INC CULLHO TL B 1L USD |
|
|
896,455 |
$899,063.68 |
0.04% |
| AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 |
|
02401LAA2 |
1,310,000 |
$1,074,057.06 |
0.04% |
| American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 |
|
02660WAA4 |
1,059,435 |
$886,776.02 |
0.04% |
| ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 |
|
04685A3L3 |
1,115,000 |
$1,042,102.68 |
0.04% |
| BAUSCH + LOMB CORP BLCOCN TL B 1L USD |
|
|
997,462 |
$988,110.72 |
0.04% |
| BAYER US FINANCE LLC 6.25%, due 01/21/2029 |
|
07274EAJ2 |
1,000,000 |
$1,021,393.28 |
0.04% |
| BENCHMARK Mortgage Trust Series 2020-IG3, Class XA, Variable rate, due 09/15/2048 |
|
08162QAJ8 |
70,530,062 |
$1,019,550.14 |
0.04% |
| BLOCK INC 6.50%, due 05/15/2032 |
|
852234AR4 |
1,100,000 |
$1,116,104.03 |
0.04% |
| BUCKEYE PARTNERS LP BPL TL B1 1L USD |
|
|
1,000,000 |
$1,002,140.00 |
0.04% |
| CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 |
|
1248EPCE1 |
1,130,000 |
$957,490.24 |
0.04% |
| CHARTER COMM OPT LLC/CAP 3.70%, due 04/01/2051 |
|
161175BV5 |
1,690,000 |
$1,028,661.29 |
0.04% |
| CIM Trust Series 2021-R5, Class A1A, Variable rate, due 08/25/2061 |
|
12592SAB3 |
1,242,478 |
$1,034,946.79 |
0.04% |
| CLI Funding LLC Series 2020-1A, Class A, 2.08%, due 09/18/2045 |
|
12563LAN7 |
1,045,101 |
$942,392.61 |
0.04% |
| Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 |
|
393505X80 |
1,265,883 |
$1,109,937.88 |
0.04% |
| COX ENTERPRISES INC 7.375%, due 07/15/2027 |
|
224050AE4 |
900,000 |
$941,288.72 |
0.04% |
| DIRECTV FIN LLC/COINC 5.875%, due 08/15/2027 |
|
25461LAA0 |
1,032,000 |
$971,546.88 |
0.04% |
| DNB BANK ASA Variable rate, due 09/30/2025 |
|
25601B2A2 |
955,000 |
$943,075.84 |
0.04% |
| DOMINICAN REPUBLIC 4.875%, due 09/23/2032 |
|
P3579ECH8 |
1,000,000 |
$897,630.40 |
0.04% |
| ECMC Group Student Loan Trust Series 2021-1A, Class A1B, Variable rate, due 11/25/2070 |
|
26833RAB4 |
962,328 |
$949,018.77 |
0.04% |
| ENERGY TRANSFER LP 5%, due 05/15/2050 |
|
29278NAR4 |
1,144,000 |
$971,892.00 |
0.04% |
| FED REPUBLIC OF BRAZIL 6.125%, due 01/22/2032 |
|
105756CK4 |
1,000,000 |
$988,750.00 |
0.04% |
| FERTITTA ENTERTAINMENT 6.75%, due 1/15/2030 |
|
31556TAC3 |
1,019,000 |
$895,646.48 |
0.04% |
| First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 |
|
32053DAD2 |
2,230,540 |
$875,122.17 |
0.04% |
| Flatiron CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/19/2034 |
|
33883PAE7 |
1,000,000 |
$1,001,610.28 |
0.04% |
| Freddie Mac FR SD8193, 2%, due 02/01/2052 |
|
3132DWC68 |
1,170,940 |
$917,169.01 |
0.04% |
| FRONTIER COMMUNICATIONS FTR DIP-TL B 1L USD |
LX194213 |
|
997,429 |
$998,177.38 |
0.04% |
| GLOBAL PAYMENTS INC 4.875%, due 03/17/2031 |
|
37940XAS1 |
880,000 |
$974,824.00 |
0.04% |
| HCA INC 5.25%, due 04/15/2025 |
|
404119BQ1 |
1,090,000 |
$1,085,165.82 |
0.04% |
| HEATHROW FUNDING LTD 1.875%, due 03/14/2034 |
BJJMS61 |
|
1,000,000 |
$889,755.97 |
0.04% |
| HONEYWELL INTERNATIONAL 4.125%, due 11/02/2034 |
BLBRZ67 |
|
810,000 |
$887,491.31 |
0.04% |
| INDO ASAHAN/MINERAL IND 5.45%, due 05/15/2030 |
|
Y7140WAF5 |
1,000,000 |
$983,015.01 |
0.04% |
| INVITATION HOMES OPERATING 2%, due 08/15/2031 |
|
46188BAA0 |
1,210,000 |
$961,265.58 |
0.04% |
| INVITATION HOMES OPERATING 2.70%, due 01/15/2034 |
|
46188BAC6 |
1,385,000 |
$1,091,656.36 |
0.04% |
| JANE STREET GROUP LLC JANEST TL B 1L USD |
|
|
968,113 |
$968,360.17 |
0.04% |
| KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 |
|
Y44709AF3 |
1,100,000 |
$1,073,930.00 |
0.04% |
| Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 |
|
52523MAD2 |
1,088,723 |
$974,592.83 |
0.04% |
| LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 |
|
539439AQ2 |
1,005,000 |
$945,931.07 |
0.04% |
| MEDLINE BORROWER LP MEDIND TL 1L USD |
LX235094 |
|
1,000,000 |
$1,001,250.00 |
0.04% |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 |
|
59023XAD8 |
2,702,043 |
$930,861.59 |
0.04% |
| MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 |
|
59217GFP9 |
965,000 |
$953,653.24 |
0.04% |
| Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 |
|
61691DAA5 |
1,050,000 |
$922,818.96 |
0.04% |
| ONTARIO GAMING GTA LP ONGAME TL B 1L USD |
|
|
910,596 |
$916,141.88 |
0.04% |
| ORACLE CORP 6.50%, due 04/15/2038 |
|
68389XAE5 |
895,000 |
$959,597.41 |
0.04% |
| PEER HOLDING III BV ACTINA TL B5 1L USD |
LX236238 |
|
1,096,758 |
$1,099,275.54 |
0.04% |
| PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
|
69370PAH4 |
1,100,000 |
$971,465.00 |
0.04% |
| REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 |
|
455780DR4 |
1,000,000 |
$978,191.50 |
0.04% |
| REPUBLIC OF PANAMA 2.252%, due 09/29/2032 |
|
698299BN3 |
1,533,000 |
$1,104,973.13 |
0.04% |
| REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 |
|
836205BA1 |
1,200,000 |
$1,100,530.50 |
0.04% |
| Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 |
|
761118EN4 |
1,275,107 |
$929,943.26 |
0.04% |
| ROMANIA N/C, 6.625%, due 02/17/2028 |
|
77586RAQ3 |
1,000,000 |
$1,022,525.00 |
0.04% |
| SLM Student Loan Trust Series 2007-7, Class A4, Variable rate, due 01/25/2022 |
|
78444EAD1 |
969,169 |
$950,519.38 |
0.04% |
| SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 |
|
78444EAE9 |
905,000 |
$906,868.46 |
0.04% |
| Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 |
|
86360UAF3 |
1,461,085 |
$998,533.47 |
0.04% |
| TELE COLUMBUS AG 10%, due 03/19/2029 |
BFXPBT2 |
|
1,105,161 |
$889,099.41 |
0.04% |
| TENNET HOLDING BV 2.75%, due 05/17/2042 |
BN4CF52 |
|
945,000 |
$884,914.31 |
0.04% |
| THAMES WATER UTIL FIN 4.375%, due 01/18/2031 |
BQFM9R2 |
|
1,130,000 |
$1,044,712.25 |
0.04% |
| T-MOBILE USA INC 2.625%, due 02/15/2029 |
|
87264ABS3 |
1,000,000 |
$896,528.10 |
0.04% |
| UNITED NATURAL FOODS INC UNFI TL B 1L USD |
|
|
1,106,013 |
$1,111,084.38 |
0.04% |
| US BANCORP Variable rate, due 02/01/2029 |
|
91159HJK7 |
1,000,000 |
$978,810.06 |
0.04% |
| USA COM PART/USA COM FIN 7.125%, due 03/15/2029 |
|
91740PAG3 |
1,060,000 |
$1,068,938.98 |
0.04% |
| VENTURE GLOBAL CALCASIEU PASS 6.25%, due 01/15/2030 |
|
92328MAE3 |
951,000 |
$965,760.47 |
0.04% |
| VIRGIN MEDIA BRISTOL LLC VMED TL 1L USD |
LX183232 |
|
993,298 |
$951,589.87 |
0.04% |
| WARNERMEDIA HOLDINGS INC 3.755%, due 03/15/2027 |
|
55903VBA0 |
1,000,000 |
$949,657.34 |
0.04% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 |
|
93935FAC5 |
1,944,587 |
$979,672.39 |
0.04% |
| WASTE PRO USA INC 5.50%, due 02/15/2026 |
|
94107JAA1 |
1,098,000 |
$1,084,090.43 |
0.04% |
| WORLDLINE SA/FRANCE 4.125%, due 09/12/2028 |
|
F9867TJC8 |
900,000 |
$958,401.51 |
0.04% |
| 1011778 BC ULC BCULC TL B5 1L USD |
LX216566 |
|
703,937 |
$702,053.84 |
0.03% |
| ALLISON TRANSMISSION INC 3.75%, due 01/30/2031 |
|
019736AG2 |
850,000 |
$745,999.95 |
0.03% |
| ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 |
|
03969AAN0 |
795,000 |
$690,935.78 |
0.03% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAP5 |
1,085,000 |
$676,944.30 |
0.03% |
| Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 |
|
040104RV5 |
1,218,831 |
$656,919.55 |
0.03% |
| AXALTA COAT/DUTCH HLD BV 4.75%, due 06/15/2027 |
|
05454NAA7 |
700,000 |
$681,271.71 |
0.03% |
| BANIJAY ENTERTAINMENT 8.125%, due 05/01/2029 |
|
060335AB2 |
700,000 |
$716,580.20 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 07/22/2027 |
|
06051GJS9 |
815,000 |
$755,590.58 |
0.03% |
| BAYER US FINANCE II LLC 2.85%, due 04/15/2025 |
|
07274NAX1 |
810,000 |
$787,184.67 |
0.03% |
| BDS Ltd Series 2021-FL8, Class A, Variable rate, due 01/18/2036 |
|
05493JAA9 |
684,541 |
$682,837.92 |
0.03% |
| Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 |
|
07386HB83 |
1,191,125 |
$799,348.29 |
0.03% |
| BECLE SAB DE CV 2.50%, due 10/14/2031 |
|
07586PAA9 |
1,000,000 |
$799,495.00 |
0.03% |
| BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 |
|
055683AD8 |
722,036 |
$692,139.44 |
0.03% |
| CBRE GI OPEN END FUND 4.75%, due 03/27/2034 |
BQV0HQ5 |
|
670,000 |
$727,791.90 |
0.03% |
| CHARTER COMM OPT LLC/CAP 4.80%, due 03/01/2050 |
|
161175BT0 |
1,000,000 |
$734,307.84 |
0.03% |
| Chase Auto Owner Trust Series 2022-AA, Class R1, 0%, due 06/25/2030 |
|
16144JAH4 |
10,000 |
$855,108.15 |
0.03% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
845,566 |
$758,616.71 |
0.03% |
| Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 |
|
17316AAF7 |
1,035,913 |
$720,217.92 |
0.03% |
| COGENT COMMUNICATIONS GROUP 7%, due 06/15/2027 |
|
19240CAE3 |
800,000 |
$793,280.88 |
0.03% |
| Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 |
|
12648VAL8 |
886,568 |
$667,530.19 |
0.03% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 |
|
1248MGAK0 |
2,556,044 |
$733,503.35 |
0.03% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 |
|
1248MGAL8 |
2,531,851 |
$726,530.27 |
0.03% |
| CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
|
126307AZ0 |
1,008,000 |
$736,613.35 |
0.03% |
| Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 |
|
26252NAQ2 |
625,000 |
$626,119.79 |
0.03% |
| ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 |
|
29272WAD1 |
900,000 |
$815,056.02 |
0.03% |
| EXTRA SPACE STORAGE LP 2.55%, due 06/01/2031 |
|
30225VAF4 |
975,000 |
$813,679.36 |
0.03% |
| FERTITTA ENTERTAINMENT L NUGGET TL B 1L USD |
LX202071 |
|
725,561 |
$727,236.91 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series Q017, Class X, Variable rate, due 04/25/2030 |
|
3137H74M2 |
64,505,961 |
$804,487.39 |
0.03% |
| FIRST BRANDS GROUP LLC TRICGR TL B 1L USD |
|
|
630,540 |
$627,488.46 |
0.03% |
| FIRSTCASH INC 5.625%, due 01/01/2030 |
|
31944TAA8 |
788,000 |
$747,089.17 |
0.03% |
| FRONTIER COMMUNICATIONS 6.75%, due 05/01/2029 |
|
35906ABG2 |
745,000 |
$684,098.71 |
0.03% |
| GFL ENVIRONMENTAL INC 3.50%, due 09/01/2028 |
|
36168QAM6 |
750,000 |
$692,107.17 |
0.03% |
| GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 |
|
361841AK5 |
675,000 |
$675,870.09 |
0.03% |
| GRAPHIC PACKAGING INTL 4.125%, due 08/15/2024 |
|
38869PAM6 |
728,000 |
$727,642.04 |
0.03% |
| GS Mortgage Securities Trust Series 2016-GS4, Class XA, Variable rate, due 11/10/2049 |
|
36251XAT4 |
82,050,972 |
$839,676.83 |
0.03% |
| GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 |
|
3622MHAA4 |
1,455,709 |
$836,669.13 |
0.03% |
| ICAHN ENTERPRISES/FIN 9.75%, due 01/15/2029 |
|
451102CD7 |
760,000 |
$788,308.48 |
0.03% |
| ILLUMINA INC 2.55%, due 03/23/2031 |
|
452327AM1 |
1,000,000 |
$828,245.53 |
0.03% |
| INTL FLAVORS & FRAGRANCES 5%, due 09/26/2048 |
|
459506AL5 |
855,000 |
$733,624.36 |
0.03% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2016-JP3, Class XA, Variable rate, due 08/15/2049 |
|
46590RAG4 |
30,009,576 |
$656,450.48 |
0.03% |
| JPMORGAN CHASE & CO Variable rate, due 02/04/2027 |
|
46647PBW5 |
750,000 |
$698,890.71 |
0.03% |
| KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 |
|
Y44709AH9 |
1,000,000 |
$820,595.01 |
0.03% |
| MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 |
|
57629WCH1 |
750,000 |
$728,976.76 |
0.03% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 |
|
59023LAA0 |
1,583,785 |
$701,020.35 |
0.03% |
| Morgan Stanley Capital I Trust Series 2018-H4, Class XA, Variable rate, due 12/15/2051 |
|
61691RAF3 |
25,944,765 |
$748,924.17 |
0.03% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
|
61750SAD4 |
1,750,279 |
$766,655.67 |
0.03% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2C, Variable rate, due 10/25/2036 |
|
61750SAE2 |
1,694,602 |
$742,264.71 |
0.03% |
| MVM ENERGETIKA ZRT 7.50%, due 06/09/2028 |
|
X5T03SAC1 |
700,000 |
$729,968.75 |
0.03% |
| NATL GAS TRANSMISSION 4.25%, due 04/05/2030 |
BMB3T48 |
|
680,000 |
$741,474.77 |
0.03% |
| NGL ENERGY OPER/NGL ENERGY FIN CORP 8.375%, due 02/15/2032 |
|
62922LAD0 |
800,000 |
$812,951.98 |
0.03% |
| NGL ENERGY OPERATING LLC NGL TL B 1L USD |
|
|
667,706 |
$670,864.30 |
0.03% |
| OPTION CARE HEALTH INC 4.375%, due 10/31/2029 |
|
68404LAA0 |
946,000 |
$869,151.50 |
0.03% |
| PHH Alternative Mortgage Trust Series 2007-2, Class 1A4, Variable rate, due 05/25/2037 |
|
69337HAD3 |
795,781 |
$688,267.69 |
0.03% |
| POWERTEAM SERVICES LLC POWBUY TL 1L USD |
|
|
653,480 |
$657,737.58 |
0.03% |
| PRIME HEALTHCARE SERVICE 7.25%, due 11/01/2025 |
|
74165HAB4 |
741,000 |
$740,503.53 |
0.03% |
| RAISING CANE'S RESTAURANTS 9.375%, due 05/01/2029 |
|
75103AAA3 |
725,000 |
$783,933.08 |
0.03% |
| REALTY INCOME CORP 4.875%, due 07/06/2030 |
|
756109BU7 |
624,000 |
$696,501.31 |
0.03% |
| REPUBLIC OF GUATEMALA 4.90%, due 06/01/2030 |
|
P5015VAH9 |
700,000 |
$666,232.00 |
0.03% |
| REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 |
|
P5015VAP1 |
800,000 |
$773,173.41 |
0.03% |
| Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 |
|
74922TAA4 |
838,767 |
$737,328.99 |
0.03% |
| Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 |
|
80556UAF0 |
860,113 |
$815,403.59 |
0.03% |
| SEALED AIR/SEALED AIR US 7.25%, due 02/15/2031 |
|
812127AB4 |
725,000 |
$747,363.35 |
0.03% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
650,000 |
$651,278.68 |
0.03% |
| STAR PARENT INC SYNH TL B 1L USD |
LX216614 |
|
655,000 |
$655,258.73 |
0.03% |
| Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 |
|
86359PAC4 |
826,525 |
$692,933.62 |
0.03% |
| SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 |
|
86765LAT4 |
800,000 |
$748,776.00 |
0.03% |
| TIME WARNER CABLE LLC 5.875%, due 11/15/2040 |
|
88732JAY4 |
882,000 |
$765,955.68 |
0.03% |
| VMC Finance LLC Series 2021-FL4, Class B, Variable rate, due 06/16/2036 |
|
91835RAE0 |
779,000 |
$760,778.89 |
0.03% |
| VMC Finance LLC Series 2021-HT1, Class B, Variable rate, due 01/18/2037 |
|
91835TAC0 |
900,000 |
$864,976.26 |
0.03% |
| VONOVIA SE 0.75%, due 09/01/2032 |
|
D9581TAL4 |
800,000 |
$660,670.77 |
0.03% |
| Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 |
|
92978JAH6 |
858,426 |
$806,482.68 |
0.03% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C35, Class XA, Variable rate, due 07/15/2048 |
|
95000FAW6 |
31,546,142 |
$868,427.42 |
0.03% |
| Ace Securities Corp. Variable rate, due 06/25/2036 |
|
00441TAD5 |
758,799 |
$545,195.80 |
0.02% |
| ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 |
|
00489LAF0 |
437,000 |
$397,360.05 |
0.02% |
| ACRISURE LLC / FIN INC 6%, due 08/01/2029 |
|
00489LAH6 |
564,000 |
$520,836.18 |
0.02% |
| ALTICE FRANCE SA 5.50%, due 10/15/2029 |
|
02156LAH4 |
918,000 |
$606,309.08 |
0.02% |
| ALTICE FRANCE SA SFRFP TL B14-EXT 1L USD |
|
|
671,476 |
$495,213.19 |
0.02% |
| AMERICAN EXPRESS CO Variable rate |
|
025816CH0 |
605,000 |
$565,493.56 |
0.02% |
| American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
|
02660TGN7 |
442,224 |
$388,652.23 |
0.02% |
| ANNINGTON FUNDING PLC 3.184%, due 07/12/2029 |
|
G0390PAB1 |
415,000 |
$465,132.42 |
0.02% |
| ANNINGTON FUNDING PLC 3.685%, due 07/12/2034 |
|
G0390PAE5 |
400,000 |
$419,574.37 |
0.02% |
| Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 |
|
04545EAA1 |
880,135 |
$619,435.20 |
0.02% |
| ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 |
|
04685A3G4 |
675,000 |
$599,240.99 |
0.02% |
| BACARDI LTD 2.75%, due 07/15/2026 |
|
067316AD1 |
505,000 |
$477,488.73 |
0.02% |
| Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 |
|
05951FAD6 |
594,663 |
$528,377.42 |
0.02% |
| BANK OF AMERICA CORP Series RR, Variable rate |
|
060505GB4 |
570,000 |
$540,492.87 |
0.02% |
| BARNABAS HEALTH INC 4%, due 07/01/2028 |
|
06769QAA8 |
635,000 |
$606,969.09 |
0.02% |
| Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 |
|
07324SCR1 |
512,845 |
$482,655.43 |
0.02% |
| BLACKSTONE PP EUR HOLD 1%, due 05/04/2028 |
|
L1051PAG2 |
495,000 |
$467,299.96 |
0.02% |
| BLACKSTONE PP EUR HOLD 1.75%, due 03/12/2029 |
BK4W8P2 |
|
600,000 |
$567,418.08 |
0.02% |
| BOOST NEWCO BORROWER LLC WRLDPY TL B 1L USD |
LX236655 |
|
382,171 |
$383,179.93 |
0.02% |
| BOYD GAMING CORP 4.75%, due 06/15/2031 |
|
103304BV2 |
569,000 |
$516,083.11 |
0.02% |
| CARESTREAM DENTAL INC CARDEN TL 1L USD |
|
|
661,349 |
$550,573.07 |
0.02% |
| Carvana Auto Receivables Trust Series 2020-P1, Class R, 0%, due 09/08/2027 |
|
14687AAK4 |
5,450 |
$481,522.53 |
0.02% |
| Carvana Auto Receivables Trust Series 2021-P4, Class R, 0%, due 09/11/2028 |
|
14687KAK2 |
2,800 |
$621,482.16 |
0.02% |
| CATALENT PHARMA SOLUTIONS 2.375%, due 03/01/2028 |
|
U1478NAJ6 |
435,000 |
$446,875.88 |
0.02% |
| CATALENT PHARMA SOLUTIONS 3.125%, due 02/15/2029 |
|
14879EAH1 |
400,000 |
$383,170.88 |
0.02% |
| CCI BUYER INC CONCEL TL B 1L USD |
|
|
528,007 |
$529,203.26 |
0.02% |
| CHARLES SCHWAB CORP Series K, Variable rate |
|
808513CB9 |
540,000 |
$520,129.57 |
0.02% |
| CHARTER COMM OPT LLC/CAP 5.125%, due 07/01/2049 |
|
161175BS2 |
542,000 |
$416,426.85 |
0.02% |
| CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 |
|
161175CK8 |
690,000 |
$541,865.83 |
0.02% |
| CHURCHILL DOWNS INC 5.50%, due 04/01/2027 |
|
171484AG3 |
515,000 |
$507,032.90 |
0.02% |
| CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 |
|
12563GAB4 |
462,029 |
$402,706.28 |
0.02% |
| CITIGROUP INC Variable rate, due 10/30/2024 |
|
172967MT5 |
500,000 |
$500,481.33 |
0.02% |
| CITIGROUP INC Variable rate, due 11/05/2030 |
|
17308CC53 |
525,000 |
$467,780.37 |
0.02% |
| COMISION FEDERAL DE ELECTRICIDAD 3.875%, due 07/26/2033 |
|
P30179BK3 |
500,000 |
$402,550.00 |
0.02% |
| COMMSCOPE INC 4.75%, due 09/01/2029 |
|
203372AX5 |
766,000 |
$532,224.46 |
0.02% |
| Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 |
|
12668AZ40 |
656,644 |
$452,085.59 |
0.02% |
| Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 |
|
02151CAQ9 |
831,490 |
$473,045.89 |
0.02% |
| Credit Suisse Mortgage Trust Series 2021-980M, Class X, Variable rate, due 07/15/2026 |
|
12659RAC3 |
25,699,000 |
$497,691.46 |
0.02% |
| Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 |
|
1248P8AK5 |
527,969 |
$515,659.78 |
0.02% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 |
|
17311YAD5 |
1,662,393 |
$576,167.79 |
0.02% |
| CROWN CASTLE INC 2.50%, due 07/15/2031 |
|
22822VAY7 |
534,000 |
$441,409.73 |
0.02% |
| CSC HOLDINGS LLC 5.375%, due 02/01/2028 |
|
126307AS6 |
575,000 |
$437,497.61 |
0.02% |
| CUBESMART LP 4.375%, due 02/15/2029 |
|
22966RAE6 |
500,000 |
$479,675.33 |
0.02% |
| DUKE ENERGY CAROLINAS 3.55%, due 03/15/2052 |
|
26442CBH6 |
540,000 |
$381,880.39 |
0.02% |
| DUKE ENERGY CORP 3.85%, due 06/15/2034 |
BMY29L9 |
|
600,000 |
$622,742.38 |
0.02% |
| ECOPETROL SA 8.875%, due 01/13/2033 |
|
279158AS8 |
570,000 |
$589,029.46 |
0.02% |
| ENERGY TRANSFER LP Variable rate |
|
29273VAJ9 |
594,000 |
$578,662.98 |
0.02% |
| Euro |
$EUR |
|
407,622 |
$436,685.97 |
0.02% |
| Fannie Mae FN AM2974, 4.10%, due 04/01/2043 |
|
3138L3JU0 |
439,508 |
$407,034.19 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 |
|
3137FMCP5 |
4,180,520 |
$385,074.43 |
0.02% |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 |
|
708696BX6 |
500,000 |
$492,242.08 |
0.02% |
| FRONERI US INC ICECR TL B 1L USD |
LX185230 |
|
561,572 |
$561,891.86 |
0.02% |
| GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
|
361841AH2 |
390,000 |
$387,110.18 |
0.02% |
| GNMA Series 2014-52, Class D, Variable rate, due 05/16/2046 |
|
38378NW66 |
526,506 |
$513,810.06 |
0.02% |
| GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 |
|
39539LAH4 |
459,919 |
$431,954.64 |
0.02% |
| GREYSTAR REAL ESTATE PARTNERS 7.75%, due 09/01/2030 |
|
39807UAD8 |
463,000 |
$487,945.51 |
0.02% |
| GRIFOLS SA 3.875%, due 10/15/2028 |
|
E57009AB3 |
435,000 |
$383,536.47 |
0.02% |
| GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 |
|
362439AE1 |
629,071 |
$597,967.42 |
0.02% |
| HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
|
411640AA3 |
597,500 |
$450,489.61 |
0.02% |
| HCA INC 5.375%, due 09/01/2026 |
|
404121AH8 |
380,000 |
$379,128.37 |
0.02% |
| HCA INC N/C, 7.05%, due 12/01/2027 |
|
197677AJ6 |
360,000 |
$378,419.26 |
0.02% |
| HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 |
|
42225UAG9 |
595,000 |
$520,571.61 |
0.02% |
| HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 |
|
42225UAK0 |
490,000 |
$453,419.40 |
0.02% |
| HEALTHPEAK OP LLC DOC TL DD GUAR USD |
|
|
390,555 |
$386,649.10 |
0.02% |
| HEALTHPEAK OP LLC DOC TL DD GUAR USD |
|
|
390,555 |
$386,649.10 |
0.02% |
| ICAHN ENTERPRISES/FIN 4.375%, due 02/01/2029 |
|
451102CC9 |
716,000 |
$612,947.20 |
0.02% |
| INTELSAT JACKSON HLDG 6.50%, due 03/15/2030 |
|
45824TBC8 |
609,000 |
$568,119.35 |
0.02% |
| INTERNATIONAL FLAVORS & FRAGRANCES 1.23%, due 10/01/2025 |
|
459506AN1 |
475,000 |
$449,431.37 |
0.02% |
| IRON MOUNTAIN INC IRM TL B 1L USD |
|
|
527,169 |
$525,629.28 |
0.02% |
| J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 |
|
46627MFV4 |
659,953 |
$551,142.57 |
0.02% |
| JETBLUE AIRWAYS CORP 4%, due 11/15/2032 |
|
477164AA5 |
462,582 |
$433,892.92 |
0.02% |
| JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 |
|
46630MAG7 |
852,809 |
$427,878.37 |
0.02% |
| JPMORGAN CHASE & CO Series KK, Variable rate |
|
48128BAN1 |
595,000 |
$564,273.96 |
0.02% |
| Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 |
|
525221HD2 |
617,364 |
$519,833.75 |
0.02% |
| Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 |
|
52524YAC7 |
463,090 |
$442,980.76 |
0.02% |
| LITHIA MOTORS INC 3.875%, due 06/01/2029 |
|
536797AG8 |
550,000 |
$494,512.87 |
0.02% |
| LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 |
|
538034AR0 |
590,000 |
$565,857.44 |
0.02% |
| Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 |
|
54251UAD8 |
2,163,454 |
$583,646.32 |
0.02% |
| LONZA FINANCE INTL NV 3.875%, due 04/24/2036 |
|
B5S9JXAC9 |
400,000 |
$422,997.41 |
0.02% |
| LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 |
|
529043AE1 |
505,000 |
$426,368.18 |
0.02% |
| MASTR Asset Backed Securities Trust Series 2006-NC2, Class A3, Variable rate, due 08/25/2036 |
|
55275BAC1 |
1,529,652 |
$571,119.52 |
0.02% |
| MIDAMERICAN ENERGY CO 3.95%, due 08/01/2047 |
|
595620AR6 |
750,000 |
$586,012.74 |
0.02% |
| MODIVCARE INC 5.875%, due 11/15/2025 |
|
743815AE2 |
435,000 |
$441,390.15 |
0.02% |
| Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 |
|
61753VAC6 |
1,240,114 |
$399,634.56 |
0.02% |
| NCR VOYIX CORP 5.125%, due 04/15/2029 |
|
62886EBA5 |
448,000 |
$422,307.83 |
0.02% |
| Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 |
|
66989EAA3 |
451,684 |
$434,827.17 |
0.02% |
| PATRIOT CONTAINER CORP Variable rate, due 03/20/2026 |
|
|
631,610 |
$548,448.94 |
0.02% |
| PHILIP MORRIS INTL INC 1.45%, due 08/01/2039 |
|
718172CM9 |
575,000 |
$411,642.86 |
0.02% |
| PRESTIGE BRANDS INC 5.125%, due 01/15/2028 |
|
74112BAL9 |
550,000 |
$535,354.82 |
0.02% |
| QAZAQGAZ NC JSC N/C, 4.375%, due 09/26/2027 |
|
Y4S6FLAB5 |
400,000 |
$375,752.40 |
0.02% |
| RENAISSANCE HOLDINGS COR RLRN TL 1L USD |
|
|
618,608 |
$618,895.39 |
0.02% |
| RESEARCH NOW GROUP LLC EREWDS TL B 1L USD |
|
|
507,822 |
$385,238.59 |
0.02% |
| REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 |
|
761713BB1 |
645,000 |
$595,582.36 |
0.02% |
| SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 |
|
80281LAR6 |
430,000 |
$396,929.82 |
0.02% |
| SCRIPPS ESCROW INC 5.875%, due 07/15/2027 |
|
81104PAA7 |
750,000 |
$453,933.90 |
0.02% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 |
|
78413MAN8 |
545,000 |
$402,764.32 |
0.02% |
| Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 |
|
83084RAA3 |
566,747 |
$505,600.36 |
0.02% |
| SLM Student Loan Trust Series 2006-2, Class R, 0%, due 01/25/2041 |
|
78446G102 |
6,525 |
$449,093.62 |
0.02% |
| SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 |
|
78445AAD8 |
452,313 |
$454,361.75 |
0.02% |
| SMITHFIELD FOODS INC 5.20%, due 04/01/2029 |
|
832248BB3 |
387,000 |
$375,632.79 |
0.02% |
| SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 |
|
845437BR2 |
450,000 |
$429,562.20 |
0.02% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 |
|
86363LAA1 |
468,092 |
$393,425.52 |
0.02% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 |
|
86363LAB9 |
457,245 |
$388,142.13 |
0.02% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 |
|
86361WAA9 |
505,920 |
$430,283.95 |
0.02% |
| Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 |
|
86364RAA7 |
520,270 |
$412,140.95 |
0.02% |
| SUNOCO LP 7.25%, due 05/01/2032 |
|
86765KAC3 |
375,000 |
$388,162.13 |
0.02% |
| TDC NET AS 6.50%, due 06/01/2031 |
|
K94547AC8 |
400,000 |
$455,592.63 |
0.02% |
| TELENET FINANCING USD LLC TNETBB TL AR 1L USD |
|
|
492,052 |
$469,397.61 |
0.02% |
| TRANS UNION LLC TRUN TL B 1L USD |
|
|
561,036 |
$561,886.11 |
0.02% |
| TRANS UNION LLC TRUN TL B8 1L USD |
|
|
460,467 |
$460,236.59 |
0.02% |
| TRITON WATER HOLDINGS IN TRIWAT TL B 1L USD |
|
|
472,707 |
$473,415.76 |
0.02% |
| UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 |
|
909319AA3 |
396,241 |
$390,210.96 |
0.02% |
| UNITED MEXICAN STATES 4.75%, due 04/27/2032 |
|
91087BAK6 |
500,000 |
$462,691.01 |
0.02% |
| US BANCORP Variable rate |
|
902973BC9 |
555,000 |
$503,369.35 |
0.02% |
| US BANCORP Variable rate, due 06/12/2034 |
|
91159HJN1 |
550,000 |
$557,908.56 |
0.02% |
| VENTURE GLOBAL CALCASIEU PASS N/C, 4.125%, due 08/15/2031 |
|
92328MAB9 |
520,000 |
$466,970.76 |
0.02% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 |
|
92926SAD8 |
1,533,416 |
$573,630.42 |
0.02% |
| WAMU Asset-Backed Certificates Serues 2007-HE3, Class 2A3, Variable rate, due 05/25/2037 |
|
93364EAD6 |
616,564 |
$542,813.27 |
0.02% |
| WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 |
|
93364BAA8 |
695,818 |
$554,515.09 |
0.02% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 |
|
93936FAD2 |
577,255 |
$523,396.85 |
0.02% |
| WELLS FARGO & COMPANY Variable rate, due 03/02/2033 |
|
95000U2U6 |
625,000 |
$542,201.18 |
0.02% |
| WORLDLINE SA/FRANCE Convertible, 0%, due 07/30/2026 |
|
F9867TAJ2 |
6,000 |
$613,450.49 |
0.02% |
| 1011778 BC / NEW RED FIN 3.50%, due 02/15/2029 |
|
68245XAP4 |
345,000 |
$313,504.50 |
0.01% |
| AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 |
|
02377AAA6 |
252,562 |
$241,479.97 |
0.01% |
| AMERICAN TOWER CORP 2.70%, due 04/15/2031 |
|
03027XBM1 |
330,000 |
$279,284.93 |
0.01% |
| Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 |
|
03072SDB8 |
229,086 |
$248,485.79 |
0.01% |
| AMGEN INC 5.65%, due 03/02/2053 |
|
031162DT4 |
320,000 |
$315,370.46 |
0.01% |
| ANNINGTON FUNDING PLC 2.308%, due 10/06/2032 |
BMCKV42 |
|
380,000 |
$370,279.14 |
0.01% |
| ANNINGTON FUNDING PLC 4.75%, due 08/09/2033 |
|
G0390PAH8 |
310,000 |
$359,902.27 |
0.01% |
| APPALACHIAN POWER CO 3.30%, due 06/01/2027 |
|
037735CW5 |
365,000 |
$345,194.15 |
0.01% |
| ASURION LLC Variable rate, due 01/14/2029 |
LX196395 |
|
250,000 |
$231,347.50 |
0.01% |
| AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 |
|
05401AAH4 |
325,000 |
$318,448.37 |
0.01% |
| AXALTA COATING SYSTEMS 7.25%, due 02/15/2031 |
|
05455JAA5 |
150,000 |
$155,954.10 |
0.01% |
| B&G FOODS INC 5.25%, due 04/01/2025 |
|
05508RAE6 |
248,000 |
$247,264.83 |
0.01% |
| BAYER US FINANCE II LLC 4.25%, due 12/15/2025 |
|
07274NAJ2 |
180,000 |
$176,180.33 |
0.01% |
| BAYER US FINANCE II LLC 4.625%, due 06/25/2038 |
|
07274NAN3 |
265,000 |
$222,851.27 |
0.01% |
| BAYER US FINANCE II LLC 4.875%, due 06/25/2048 |
|
07274NAQ6 |
400,000 |
$322,035.40 |
0.01% |
| BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 |
|
05530VAA7 |
267,692 |
$243,915.36 |
0.01% |
| Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 |
|
07386HKU4 |
243,795 |
$241,862.08 |
0.01% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
|
07400HAA1 |
395,245 |
$349,824.39 |
0.01% |
| BERRY GLOBAL INC 1.65%, due 01/15/2027 |
|
08576PAF8 |
295,000 |
$268,766.16 |
0.01% |
| Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 |
|
09774XBT8 |
2,369,065 |
$253,199.95 |
0.01% |
| BOSTON PROPERTIES LP 2.75%, due 10/01/2026 |
|
10112RAY0 |
250,000 |
$233,372.16 |
0.01% |
| BOSTON PROPERTIES LP 3.40%, due 06/21/2029 |
|
10112RBB9 |
200,000 |
$177,835.11 |
0.01% |
| C&W SENIOR FINANCE LTD 6.875%, due 09/15/2027 |
|
12674TAA4 |
200,000 |
$192,085.74 |
0.01% |
| CARRIAGE SERVICES INC 4.25%, due 05/15/2029 |
|
143905AP2 |
375,000 |
$335,435.68 |
0.01% |
| CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 |
|
1248EPCD3 |
210,000 |
$182,020.99 |
0.01% |
| CENTRAL PARENT INC CDK TL B 1L USD |
LX232483 |
|
275,000 |
$271,821.00 |
0.01% |
| CENTRAL PARENT/MERGER SUB 7.25%, due 06/15/2029 |
|
15477CAA3 |
225,000 |
$224,063.64 |
0.01% |
| CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 |
|
161175BX1 |
295,000 |
$227,630.86 |
0.01% |
| CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 |
|
161175AY0 |
346,000 |
$342,774.36 |
0.01% |
| CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 |
|
161175BL7 |
370,000 |
$295,875.55 |
0.01% |
| CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 |
|
161175BN3 |
325,000 |
$271,972.36 |
0.01% |
| Citigroup Mortgage Loan Trust Inc Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 |
|
17307GG28 |
400,695 |
$356,250.53 |
0.01% |
| Citigroup Mortgage Loan Trust Inc Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 |
|
17313CAD1 |
179,695 |
$177,005.19 |
0.01% |
| CITY BREWING CO LLC CTYBRW TL 1L USD |
|
|
271,651 |
$275,725.27 |
0.01% |
| CLEAN HARBORS INC 4.875%, due 07/15/2027 |
|
184496AN7 |
200,000 |
$193,833.56 |
0.01% |
| COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 |
|
12598EAC6 |
21,254,000 |
$161,577.37 |
0.01% |
| COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 |
|
20268JAB9 |
250,000 |
$229,564.20 |
0.01% |
| COMMSCOPE INC 6%, due 03/01/2026 |
|
20338QAD5 |
162,000 |
$142,365.60 |
0.01% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 |
|
12667GME0 |
208,642 |
$179,496.83 |
0.01% |
| Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 |
|
02148BAC8 |
256,956 |
$135,743.22 |
0.01% |
| Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 |
|
02150PAB4 |
376,825 |
$324,661.10 |
0.01% |
| COX COMMUNICATIONS INC 3.15%, due 08/15/2024 |
|
224044CH8 |
173,000 |
$172,348.93 |
0.01% |
| CSC HOLDINGS LLC 4.625%, due 12/01/2030 |
|
126307BD8 |
600,000 |
$219,085.26 |
0.01% |
| CSC HOLDINGS LLC 7.50%, due 04/01/2028 |
|
126307AY3 |
380,000 |
$202,091.94 |
0.01% |
| DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 |
|
249182PS9 |
220,000 |
$189,132.77 |
0.01% |
| EDGEWELL PERSONAL CARE 5.50%, due 06/01/2028 |
|
28035QAA0 |
243,000 |
$237,289.40 |
0.01% |
| EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 |
|
30225VAH0 |
281,000 |
$264,818.63 |
0.01% |
| FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 |
|
3136B7HP9 |
6,100,000 |
$144,759.71 |
0.01% |
| FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 |
|
30958QAA9 |
250,000 |
$211,250.00 |
0.01% |
| FARMERS INS EXCH Variable rate, due 11/01/2057 |
|
309601AE2 |
465,000 |
$347,491.15 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K043, Class X1, Variable rate, due 12/25/2024 |
|
3137BGK32 |
109,767,196 |
$152,280.03 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K048, Class X3, Variable rate, due 08/25/2043 |
|
3137BLAE8 |
20,449,223 |
$245,151.42 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 |
|
3137BQYW1 |
6,897,149 |
$264,294.61 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 |
|
3137FPJQ9 |
6,541,237 |
$160,557.27 |
0.01% |
| FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 |
|
38381CAE2 |
200,000 |
$207,335.00 |
0.01% |
| FIRSTCASH INC 6.875%, due 03/01/2032 |
|
33767DAD7 |
365,000 |
$365,407.38 |
0.01% |
| Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 |
|
3137FQKX0 |
4,095,000 |
$279,600.42 |
0.01% |
| Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 |
|
3137H13X2 |
9,975,059 |
$362,207.35 |
0.01% |
| FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 |
|
35908MAE0 |
240,000 |
$247,486.03 |
0.01% |
| GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 |
|
38144RAC1 |
143,667 |
$137,408.30 |
0.01% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 |
|
41161PSM6 |
371,595 |
$335,230.89 |
0.01% |
| HCA INC 7.58%, due 09/15/2025 |
|
19767QAQ8 |
365,000 |
$372,450.22 |
0.01% |
| HEALTHCARE RLTY HLDGS LP 2%, due 03/15/2031 |
|
42225UAH7 |
430,000 |
$339,007.65 |
0.01% |
| HEALTHCARE RLTY HLDGS LP 2.05%, due 03/15/2031 |
|
42225UAM6 |
190,000 |
$147,231.29 |
0.01% |
| HOLOGIC INC 4.625%, due 02/01/2028 |
|
436440AM3 |
208,000 |
$199,276.47 |
0.01% |
| HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
|
44409MAA4 |
333,000 |
$278,869.05 |
0.01% |
| HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 |
|
44409MAB2 |
330,000 |
$254,510.97 |
0.01% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 |
|
45661EAV6 |
398,660 |
$343,850.11 |
0.01% |
| INTEL CORP 3.734%, due 12/08/2047 |
|
458140BG4 |
415,000 |
$305,301.76 |
0.01% |
| INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 |
|
459506AS0 |
235,000 |
$154,422.08 |
0.01% |
| INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 |
|
459506AE1 |
395,000 |
$305,365.91 |
0.01% |
| INVITATION HOMES OP INVH TL A 1L USD |
|
|
225,985 |
$224,856.53 |
0.01% |
| INVITATION HOMES OPERATING 5.50%, due 08/15/2033 |
|
46188BAF9 |
349,000 |
$344,212.85 |
0.01% |
| IRON MOUNTAIN INC 5.625%, due 07/15/2032 |
|
46284VAL5 |
163,000 |
$154,922.40 |
0.01% |
| IRON MOUNTAIN INC IRM TL B 1L USD |
|
|
250,000 |
$249,270.00 |
0.01% |
| JAZZ SECURITIES DAC 4.375%, due 01/15/2029 |
|
47216FAA5 |
365,000 |
$339,170.29 |
0.01% |
| JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 |
|
46629QAG1 |
583,688 |
$348,731.06 |
0.01% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 |
|
46628SAH6 |
565,180 |
$155,899.89 |
0.01% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2029 |
|
46647PAR7 |
160,000 |
$153,027.77 |
0.01% |
| KILROY REALTY LP 2.50%, due 11/15/2032 |
|
49427RAQ5 |
400,000 |
$300,023.36 |
0.01% |
| KILROY REALTY LP 4.25%, due 08/15/2029 |
|
49427RAK8 |
173,000 |
$156,862.54 |
0.01% |
| KRAFT HEINZ FOODS CO 3.75%, due 04/01/2030 |
|
50077LAV8 |
300,000 |
$280,202.41 |
0.01% |
| KRAFT HEINZ FOODS CO 4.25%, due 03/01/2031 |
|
50077LBF2 |
186,000 |
$176,482.58 |
0.01% |
| LEG IMMOBILIEN SE 1.50%, due 01/17/2034 |
|
D4960ABR3 |
200,000 |
$168,006.78 |
0.01% |
| Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 |
|
52520MFB4 |
712,001 |
$338,337.47 |
0.01% |
| MAGNITE INC MGNI TL B 1L USD |
|
|
258,987 |
$260,229.27 |
0.01% |
| MATCH GROUP HLD II LLC MTCHII TL B 1L USD |
|
|
190,630 |
$190,630.26 |
0.01% |
| MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 |
|
N6000DAA1 |
210,820 |
$200,548.02 |
0.01% |
| NCR VOYIX CORP 5.25%, due 10/01/2030 |
|
62886EAZ1 |
145,000 |
$132,655.99 |
0.01% |
| PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 |
|
72147KAJ7 |
286,000 |
$260,477.13 |
0.01% |
| REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 |
|
836205BC7 |
400,000 |
$371,770.00 |
0.01% |
| Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 |
|
74922EAQ2 |
393,863 |
$296,422.34 |
0.01% |
| REVVITY INC 2.55%, due 03/15/2031 |
|
714046AH2 |
185,000 |
$154,977.09 |
0.01% |
| REXFORD INDUSTRIAL REALTY 2.15%, due 09/01/2031 |
|
76169XAB0 |
200,000 |
$159,623.89 |
0.01% |
| ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 |
|
77340RAR8 |
350,000 |
$329,767.24 |
0.01% |
| SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 |
|
78413KAB8 |
335,000 |
$248,264.19 |
0.01% |
| SLM Student Loan Trust Series 2007-4, Class R, 0%, due 01/25/2042 |
|
78444A107 |
1,375 |
$170,338.03 |
0.01% |
| SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 |
|
784442AD7 |
300,000 |
$302,010.99 |
0.01% |
| SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
|
78444GAD6 |
300,000 |
$304,799.16 |
0.01% |
| SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 |
|
78445CAE2 |
340,000 |
$345,133.18 |
0.01% |
| SLM Student Loan Trust Series 2013-M1, Class M1R, 0%, due 10/28/2029 |
|
78447T103 |
1,000 |
$321,710.29 |
0.01% |
| Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 |
|
83613DAE6 |
169,784 |
$129,580.10 |
0.01% |
| SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 |
|
85208NAD2 |
368,437 |
$366,190.44 |
0.01% |
| Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 |
|
86360KAE8 |
296,397 |
$229,364.80 |
0.01% |
| Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 |
|
86359LJA8 |
190,713 |
$165,354.91 |
0.01% |
| Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 |
|
86360QAE5 |
365,933 |
$307,608.44 |
0.01% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
|
86359LTG4 |
245,812 |
$188,739.73 |
0.01% |
| Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
86362XAA6 |
313,305 |
$259,488.28 |
0.01% |
| TEACHERS INSUR & ANNUITY 3.30%, due 05/15/2050 |
|
878091BG1 |
220,000 |
$146,454.60 |
0.01% |
| TENNET HOLDING BV 4.75%, due 10/28/2042 |
BMD5VL3 |
|
280,000 |
$327,771.38 |
0.01% |
| THE CIGNA GROUP 4.375%, due 10/15/2028 |
|
125523AH3 |
330,000 |
$320,526.99 |
0.01% |
| THE CIGNA GROUP 4.90%, due 12/15/2048 |
|
125523AK6 |
400,000 |
$351,817.37 |
0.01% |
| TRITON WATER HOLDINGS INC 6.25%, due 04/01/2029 |
|
89680EAA7 |
311,000 |
$300,224.10 |
0.01% |
| U.S. Treasury Note, 4.50%, due 05/31/2029 |
|
91282CKT7 |
279,000 |
$280,939.92 |
0.01% |
| US BANCORP Variable rate, due 01/23/2035 |
|
91159HJR2 |
250,000 |
$251,057.00 |
0.01% |
| VENTAS REALTY LP 2.65%, due 01/15/2025 |
|
92277GAT4 |
250,000 |
$245,700.12 |
0.01% |
| VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 |
|
92564RAK1 |
270,000 |
$260,007.28 |
0.01% |
| VICI PROPERTIES LP 4.95%, due 02/15/2030 |
|
925650AC7 |
180,000 |
$173,786.44 |
0.01% |
| VICI PROPERTIES LP 5.625%, due 05/15/2052 |
|
925650AE3 |
268,000 |
$241,551.72 |
0.01% |
| Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 |
|
93934XAA1 |
379,605 |
$280,253.38 |
0.01% |
| WELLS FARGO & COMPANY Variable rate, due 04/04/2051 |
|
95000U2M4 |
385,000 |
$350,945.31 |
0.01% |
| Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 |
|
94986DAA0 |
170,588 |
$142,314.21 |
0.01% |
| WHATABRANDS LLC WHABRA TL B 1L USD |
LX232636 |
|
190,000 |
$190,262.20 |
0.01% |
| ADD HERO HOLDINGS Variable rate, due 09/30/2029 |
BS2F4G2 |
|
93,607 |
$4,914.37 |
0.00% |
| ADD HERO HOLDINGS Variable rate, due 09/30/2030 |
BS2FKH5 |
|
75,245 |
$1,881.13 |
0.00% |
| ADD HERO HOLDINGS Variable rate, due 09/30/2031 |
BS2FKL9 |
|
93,607 |
$2,106.16 |
0.00% |
| Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 |
|
007036QH2 |
71,833 |
$50,464.69 |
0.00% |
| AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 |
|
00774MAE5 |
115,000 |
$109,014.66 |
0.00% |
| ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 |
|
015271AL3 |
75,000 |
$73,630.88 |
0.00% |
| Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 |
|
040104PC9 |
80,598 |
$77,576.44 |
0.00% |
| Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 |
|
00076BAB0 |
57,338 |
$52,590.65 |
0.00% |
| Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class XA, Variable rate, due 09/15/2048 |
|
06054AAY5 |
11,741,199 |
$69,628.83 |
0.00% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 |
|
07401VAA9 |
140,809 |
$124,671.79 |
0.00% |
| BROADCOM INC 3.625%, due 10/15/2024 |
|
11135FAY7 |
75,000 |
$74,523.04 |
0.00% |
| CENTRAL GARDEN & PET CO 4.125%, due 10/15/2030 |
|
153527AN6 |
120,000 |
$107,073.34 |
0.00% |
| China Aoyuan Group Limited |
3883.HK |
G2119Z109 |
37,196 |
$714.48 |
0.00% |
| CHINA AOYUAN GROUP LTD 5.50%, due 09/30/2031 |
BRBJGH3 |
|
56,065 |
$560.65 |
0.00% |
| CHINA AOYUAN GROUP LTD Convertible, 0%, due 09/30/2028 |
BKPMXF6 |
|
13,297 |
$219.93 |
0.00% |
| CHINA AOYUAN GROUP LTD Variable rate |
BRXY427 |
|
148,785 |
$4,091.59 |
0.00% |
| CHINA SCE GRP HLDGS LTD 7%, due 05/02/2025 |
|
G21190AG1 |
200,000 |
$9,000.00 |
0.00% |
| CITY BREWING CO LLC CTYBRW PIK-TERM 1L USD |
|
|
111,139 |
$88,911.26 |
0.00% |
| Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 |
|
21872UAE4 |
684,517 |
$26,856.89 |
0.00% |
| COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
|
12624QAS2 |
307,887 |
$28.42 |
0.00% |
| COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 |
|
20049AAC2 |
4,601,344 |
$10,815.46 |
0.00% |
| Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 |
|
12668BDC4 |
56,478 |
$51,315.49 |
0.00% |
| Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 |
|
12648ELW0 |
29,167 |
$27,384.99 |
0.00% |
| DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 |
|
23332UBV5 |
39,331 |
$29,109.23 |
0.00% |
| EVERGY METRO 4.20%, due 06/15/2047 |
|
485134BQ2 |
100,000 |
$80,045.76 |
0.00% |
| Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 |
|
3136A1L60 |
579,960 |
$44,207.25 |
0.00% |
| FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 |
|
3136A9VM7 |
106,085 |
$87,601.21 |
0.00% |
| Fannie Mae Series 2013-18, Class MI, 3%, due 02/25/2033 |
|
3136ACXN6 |
551,940 |
$25,071.14 |
0.00% |
| FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 |
|
3136AT5H3 |
88,273 |
$29.88 |
0.00% |
| FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 |
|
3136AQ5K2 |
21,065 |
$3.41 |
0.00% |
| FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 |
|
3136ARP44 |
1,081,315 |
$5,887.23 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K037, Class X3, Variable rate, due 01/25/2042 |
|
3137B8G68 |
163,798 |
$62.41 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X1, Variable rate, due 07/25/2024 |
|
3137BDCX2 |
7,356,823 |
$333.26 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 |
|
3137BDCY0 |
2,145,000 |
$21,308.86 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K044, Class X1, Variable rate, due 01/25/2025 |
|
3137BHCZ8 |
10,731,676 |
$25,956.70 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K051, Class X1, Variable rate, due 09/25/2025 |
|
3137BM7D2 |
15,128,229 |
$69,853.08 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 |
|
3137BTAF8 |
1,900,000 |
$76,577.03 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K728, Class X3, Variable rate, due 11/25/2045 |
|
3137FBTD8 |
2,230,000 |
$8,330.61 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series KC04, Class X1, Variable rate, due 12/25/2026 |
|
3137FMCG5 |
1,329,111 |
$18,486.87 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 |
|
3137BS5P4 |
3,515,558 |
$43,579.21 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS07, Class X, Variable rate, due 09/25/2025 |
|
3137BS6G3 |
4,676,286 |
$33,208.64 |
0.00% |
| First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 |
|
32051GAA3 |
19,108 |
$18,559.12 |
0.00% |
| Fremont Home Loan Trust Series 2005-D, Class 2A4, Variable rate, due 11/25/2035 |
|
35729PME7 |
5,362 |
$5,322.18 |
0.00% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2031 |
|
361841AQ2 |
55,000 |
$49,352.60 |
0.00% |
| GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 |
|
38374EP35 |
708,211 |
$499.15 |
0.00% |
| GNMA Series 2011-119, Class D, 3.507%, due 04/16/2045 |
|
38376G3Q1 |
94,837 |
$92,635.82 |
0.00% |
| GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 |
|
38378KQ69 |
271,200 |
$4,116.35 |
0.00% |
| GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 |
|
38378XLU3 |
683,719 |
$19,172.85 |
0.00% |
| GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 |
|
38380WUG2 |
808,449 |
$124,083.02 |
0.00% |
| GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 |
|
39538WFH6 |
32,686 |
$27,995.86 |
0.00% |
| GS Mortgage Securities Trust Series 2020-UPTN, Class XA, Variable rate, due 12/10/2039 |
|
36258PAC1 |
2,600,000 |
$4,354.61 |
0.00% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 |
|
41161PSK0 |
134,853 |
$123,020.34 |
0.00% |
| H-FOOD HOLDNG/HEARTHSIDE 8.50%, due 06/01/2026 |
|
577088AA5 |
1,420,000 |
$106,500.00 |
0.00% |
| HUDSON PACIFIC PROPERTIES 5.95%, due 02/15/2028 |
|
44409MAD8 |
80,000 |
$68,101.46 |
0.00% |
| Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 |
|
45254NML8 |
32,609 |
$30,423.62 |
0.00% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 |
|
45668RAC2 |
124,572 |
$103,898.27 |
0.00% |
| Intelsat S.A. |
1991211D.LX |
L5217E120 |
15,769 |
$0.00 |
0.00% |
| INTERNATIONAL FLAVORS & FRAGRANCES 3.268%, due 11/15/2040 |
|
459506AR2 |
60,000 |
$42,464.39 |
0.00% |
| INVITATION HOMES OPERATING 4.15%, due 04/15/2032 |
|
46188BAD4 |
135,000 |
$123,239.92 |
0.00% |
| J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 |
|
466275AB0 |
41,406 |
$39,229.61 |
0.00% |
| Legacy Mortgage Asset Trust Series 2020-GS2, Class A1, Variable rate, due 03/25/2060 |
|
52475AAA2 |
0 |
$0.00 |
0.00% |
| Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 |
|
86359DUR6 |
48,191 |
$47,353.99 |
0.00% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I2A3, Variable rate, due 01/25/2047 |
|
576431AD2 |
67,184 |
$66,800.82 |
0.00% |
| MASTR Asset Backed Securities Trust Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 |
|
576455AC3 |
110,869 |
$65,083.67 |
0.00% |
| MATIV HOLDINGS INC MATV TL DD 1L USD |
|
|
26,861 |
$26,659.40 |
0.00% |
| MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 |
|
589929V21 |
49,377 |
$46,937.13 |
0.00% |
| Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 |
|
63938EAC8 |
13,914 |
$13,607.42 |
0.00% |
| Other: Pay 27661000 USD, Receive 27661000 SOFRRATE - 12/20/2053 |
|
|
3,279,000 |
$108,500.04 |
0.00% |
| PETROLEOS MEXICANOS 6.35%, due 02/12/2048 |
|
71654QCL4 |
170,000 |
$108,616.43 |
0.00% |
| Pound Sterling |
$GBP |
|
-15,164 |
($19,172.83) |
0.00% |
| PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 |
|
745332CH7 |
100,000 |
$79,430.72 |
0.00% |
| RESEARCH NOW DIP 10.8132%, due 05/31/2025 |
|
26813WAB7 |
18,455 |
$18,639.69 |
0.00% |
| Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 |
|
76110W7E0 |
6,103 |
$6,091.47 |
0.00% |
| SEALED AIR CORP 5.50%, due 09/15/2025 |
|
81211KAX8 |
60,000 |
$60,072.09 |
0.00% |
| SERVICE CORP INTL 4.625%, due 12/15/2027 |
|
817565CD4 |
61,000 |
$59,096.29 |
0.00% |
| SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 |
|
78447KAD4 |
100,000 |
$100,240.39 |
0.00% |
| SPECTRUM BRANDS INC 3.875%, due 03/15/2031 |
|
84762LAX3 |
54,000 |
$45,181.79 |
0.00% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 |
|
863579SU3 |
9,168 |
$7,796.16 |
0.00% |
| Structured Asset Mortgage Investments Inc Series 2003-AR3, Class A1, Variable rate, due 11/19/2033 |
|
86358HUT4 |
80,272 |
$76,805.74 |
0.00% |
| Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 |
|
86362XAP3 |
133,326 |
$111,658.62 |
0.00% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 |
|
86360JAA9 |
36,379 |
$23,760.40 |
0.00% |
| Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 |
|
86365LAA9 |
29,566 |
$29,134.11 |
0.00% |
| SUNAC CHINA HOLDINGS LTD 6%, due 09/30/2025 |
BR04VX0 |
|
36,228 |
$4,800.21 |
0.00% |
| SUNAC CHINA HOLDINGS LTD 6.25%, due 09/30/2026 |
BR04VZ2 |
|
36,272 |
$4,218.43 |
0.00% |
| SUNAC CHINA HOLDINGS LTD 6.50%, due 09/30/2027 |
BR04W48 |
|
72,632 |
$7,989.52 |
0.00% |
| SUNAC CHINA HOLDINGS LTD 6.75%, due 09/30/2028 |
BR04WW6 |
|
109,080 |
$11,230.77 |
0.00% |
| SUNAC CHINA HOLDINGS LTD 7%, due 09/30/2029 |
BR04WB5 |
|
109,212 |
$10,102.11 |
0.00% |
| SUNAC CHINA HOLDINGS LTD 7.25%, due 09/30/2030 |
BR04WH1 |
|
51,365 |
$4,622.85 |
0.00% |
| SUNAC CHINA HOLDINGS LTD Convertible, 1%, due 09/30/2032 |
BMVMNW1 |
|
43,695 |
$2,949.41 |
0.00% |
| TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 |
|
878091BF3 |
50,000 |
$39,947.83 |
0.00% |
| TIMES CHINA HLDG LTD 6.75%, due 07/08/2025 |
|
G8879TAF7 |
200,000 |
$5,200.00 |
0.00% |
| T-MOBILE USA INC 4.75%, due 02/01/2028 |
|
87264AAV7 |
74,000 |
$72,934.22 |
0.00% |
| TRANE TECHNOLOGIES FIN LTD 3.55%, due 11/01/2024 |
|
456873AB4 |
40,000 |
$39,737.84 |
0.00% |
| US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 |
|
90345WAA2 |
78,285 |
$78,236.00 |
0.00% |
| VICI PROPERTIES LP 5.125%, due 05/15/2032 |
|
925650AD5 |
76,000 |
$72,458.06 |
0.00% |
| VONOVIA SE 2.25%, due 04/07/2030 |
BM638C4 |
|
100,000 |
$97,561.94 |
0.00% |
| VONOVIA SE 5%, due 11/23/2030 |
BP38Y14 |
|
100,000 |
$112,111.95 |
0.00% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 |
|
93363TAA0 |
39,223 |
$30,330.60 |
0.00% |
| ZHENRO PROPERTIES GROUP 6.63%, due 01/07/2026 |
|
G9897EAX7 |
415,000 |
$4,668.75 |
0.00% |
| EURO-SCHATZ FUT Sep24 |
DUU4 |
|
-4 |
($452,797.66) |
-0.02% |
| EURO-BUXL 30Y BND Sep24 |
UBU4 |
|
-12 |
($1,673,766.34) |
-0.07% |
| LONG GILT FUTURE Sep24 |
G U4 |
|
-23 |
($2,836,768.23) |
-0.11% |
| EURO-BOBL FUTURE Sep24 |
OEU4 |
|
-86 |
($10,724,321.95) |
-0.43% |
| EURO-BUND FUTURE Sep24 |
RXU4 |
|
-106 |
($14,941,594.53) |
-0.60% |
| US ULTRA BOND CBT Sep24 |
WNU4 |
|
-666 |
($83,478,937.50) |
-3.34% |
| US 10yr Ultra Fut Sep24 |
UXYU4 |
|
-1,343 |
($152,472,468.75) |
-6.10% |
| US Dollar |
$USD |
|
-221,915,969 |
($221,915,968.67) |
-8.89% |
Currency Forward Positions
| USD->EUR 07-12-2024 |
-28,804,000.00 EUR |
$31,397,418.24 |
($528,771.57) |
| USD->GBP 07-12-2024 |
-4,134,000.00 GBP |
$5,281,998.60 |
($55,769.53) |
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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