Holdings of the Fund as of 3/28/2025
Total Number of Holdings (excluding cash): 971
| U.S. Treasury Note, 4%, due 03/31/2030 |
|
91282CMU2 |
578,960,000 |
$579,389,698.34 |
16.78% |
| U.S. Treasury Bill, 0%, due 05/06/2025 |
|
912797PC5 |
100,555,000 |
$100,130,071.67 |
2.90% |
| GNMA TBA, 5.50%, due 07/01/2054 |
|
21H052645 |
53,950,000 |
$54,003,780.06 |
1.56% |
| GNMA TBA, 5%, due 08/01/2054 |
|
21H050649 |
43,975,000 |
$43,201,794.17 |
1.25% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2054 |
|
01F042640 |
42,400,000 |
$40,513,230.10 |
1.17% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 12/01/2051 |
|
01F022642 |
46,450,000 |
$38,554,249.71 |
1.12% |
| Fannie Mae Series 2024-82, Class CF, Variable rate, due 11/25/2054 |
|
3136BTFB4 |
34,673,174 |
$35,112,281.97 |
1.02% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F032641 |
38,525,000 |
$34,718,865.61 |
1.01% |
| Fannie Mae or Freddie Mac TBA, 5%, due 08/01/2054 |
|
01F050643 |
31,500,000 |
$30,824,196.48 |
0.89% |
| GNMA TBA, 4%, due 05/01/2052 |
|
21H040640 |
32,500,000 |
$30,385,467.45 |
0.88% |
| Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2051 |
|
01F020646 |
35,225,000 |
$27,974,540.33 |
0.81% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F040651 |
30,075,000 |
$27,951,276.43 |
0.81% |
| U.S. Treasury Bill, 0%, due 05/27/2025 |
|
912797PK7 |
25,000,000 |
$24,832,810.00 |
0.72% |
| U.S. Treasury Bill, 0%, due 05/08/2025 |
|
912797NE3 |
24,530,000 |
$24,420,340.84 |
0.71% |
| U.S. Treasury Bill, 0%, due 08/07/2025 |
|
912797MG9 |
25,000,000 |
$24,628,901.00 |
0.71% |
| Freddie Mac FR SD8220, 3%, due 06/01/2052 |
|
3132DWDZ3 |
23,396,734 |
$20,283,084.51 |
0.59% |
| GNMA TBA, 4.50%, due 09/01/2054 |
|
21H042646 |
20,850,000 |
$19,979,217.48 |
0.58% |
| Freddie Mac FR SD8193, 2%, due 02/01/2052 |
|
3132DWC68 |
23,535,159 |
$18,709,416.48 |
0.54% |
| GOLDMAN SACHS GROUP INC Variable rate, due 12/09/2026 |
|
38141GXM1 |
18,970,000 |
$18,514,365.07 |
0.54% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F030645 |
20,325,000 |
$17,596,878.30 |
0.51% |
| GNMA G2 MA9963, 4.50%, due 10/20/2054 |
|
36180AB85 |
18,221,270 |
$17,467,739.68 |
0.51% |
| Fannie Mae FN MA4840, 4.50%, due 12/01/2052 |
|
31418ELW8 |
17,627,124 |
$16,879,396.37 |
0.49% |
| Freddie Mac FR RA4528, 2.50%, due 02/01/2051 |
|
3133KLA56 |
19,868,271 |
$16,595,087.83 |
0.48% |
| Fannie Mae FN MA4958, 4.50%, due 03/01/2053 |
|
31418EQL7 |
17,074,181 |
$16,326,242.59 |
0.47% |
| JP Morgan Structured Products Variable rate, due 12/05/2025 |
|
|
15,241,342 |
$15,241,342.18 |
0.44% |
| Fannie Mae FN FM8422, 2.50%, due 08/01/2051 |
|
3140XCLC0 |
17,694,688 |
$14,740,444.92 |
0.43% |
| Freddie Mac FR SD8244, 4%, due 09/01/2052 |
|
3132DWER0 |
15,952,369 |
$14,876,639.28 |
0.43% |
| Fannie Mae FN CA8513, 2.50%, due 01/01/2051 |
|
3140QGN78 |
17,579,365 |
$14,625,123.68 |
0.42% |
| AMCOR FLEXIBLES NORTH AMERICA 4.80%, due 03/17/2028 |
|
02344AAC2 |
13,780,000 |
$13,851,499.46 |
0.40% |
| Fannie Mae FN FS3275, 3%, due 04/01/2052 |
|
3140XJT94 |
15,549,033 |
$13,473,830.48 |
0.39% |
| Freddie Mac FR SD3246, 4%, due 08/01/2052 |
|
3132DQTB2 |
12,778,651 |
$11,916,429.97 |
0.35% |
| Freddie Mac FR SD8265, 4%, due 11/01/2052 |
|
3132DWFE8 |
12,813,501 |
$11,948,928.63 |
0.35% |
| Freddie Mac FR SD8256, 4%, due 10/01/2052 |
|
3132DWE58 |
12,621,226 |
$11,769,626.72 |
0.34% |
| Fannie Mae FN FS7252, 5%, due 11/01/2053 |
|
3140XPBW8 |
11,575,050 |
$11,355,260.13 |
0.33% |
| Woodward Capital Management Series 2024-CES6, Class A1A, Variable rate, due 11/01/2043 |
|
749410AA4 |
11,311,432 |
$11,290,700.14 |
0.33% |
| Cascade Funding Mortgage Trust Series 2024-NR1, Class A1, Variable rate, due 11/25/2029 |
|
12531DAA2 |
11,016,874 |
$11,048,852.65 |
0.32% |
| Fannie Mae FN BV3023, 2%, due 02/01/2052 |
|
3140MGLD1 |
13,784,688 |
$10,958,220.75 |
0.32% |
| AMSR Trust Series 2020-SFR3, Class H, 6.50%, due 09/17/2037 |
|
001807AJ5 |
10,662,000 |
$10,650,679.09 |
0.31% |
| Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% |
|
12662GAC2 |
10,889,950 |
$10,863,941.53 |
0.31% |
| Cross Mortgage Trust Series 2025-H1, Class A3, Variable rate, due 02/25/2070 |
|
22758NAE7 |
10,212,064 |
$10,269,088.44 |
0.30% |
| Progress Residential Trust SEries 2021-SFR9, Class F, 4.053%, due 11/17/2040 |
|
74333QAN5 |
10,950,000 |
$10,488,632.70 |
0.30% |
| Vantage Data Centers Jersey Borrower SPV Limited Series 2024-1A, Class A2, 6.172%, due 05/28/2039 |
|
BCC3FKT10 |
7,800,000 |
$10,198,055.24 |
0.30% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF9, Class 2A4, Variable rate, due 06/25/2036 |
|
320276AF5 |
11,075,000 |
$10,019,648.85 |
0.29% |
| Allegro CLO Ltd Series 2024-2A, Class B1, Variable rate, due 07/24/2037 |
|
01750RAG5 |
9,750,000 |
$9,813,862.40 |
0.28% |
| Freddie Mac Series 5472, Class FE, Variable rate, due 11/25/2054 |
|
3137HHEP2 |
9,596,656 |
$9,689,801.08 |
0.28% |
| HOMES Trust Series 2024-NQM2, Class A3, Variable rate, due 10/25/2069 |
|
43761CAE2 |
9,776,780 |
$9,791,245.94 |
0.28% |
| Pretium Mortgage Credit Partners LLC Series 2025-NPL1, Class A1, Variable rate, due 02/25/2055 |
|
74143VAA2 |
9,692,238 |
$9,730,239.00 |
0.28% |
| PRP Advisors, LLC Series 2021-8, Class A1, Variable rate, due 09/25/2026 |
|
69360MAA8 |
9,729,043 |
$9,716,596.23 |
0.28% |
| SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 |
|
78457JAQ5 |
10,120,235 |
$9,601,227.86 |
0.28% |
| SWCH Commercial Mortgage Trust Series 2025-DATA, Class E, Variable rate, due 03/15/2042 |
|
78489CAE9 |
9,900,000 |
$9,786,981.60 |
0.28% |
| BANK OF AMERICA CORP Variable rate, due 06/14/2029 |
|
06051GJZ3 |
10,215,000 |
$9,442,092.04 |
0.27% |
| COMM Mortgage Trust Series 2024-277P, Class B, Variable rate, due 08/10/2044 |
|
12654FAE0 |
8,651,000 |
$9,171,347.27 |
0.27% |
| Towd Point Mortgage Trust Series 2021-SJ2, Class A1B, Variable rate, due 12/25/2061 |
|
89180LAB4 |
10,205,680 |
$9,358,053.37 |
0.27% |
| Verus Securitization Trust Series 2022-2, Class A3, Variable rate, due 02/25/2067 |
|
92538XAC9 |
9,818,778 |
$9,281,080.80 |
0.27% |
| Fannie Mae FN MA4562, 2%, due 03/01/2052 |
|
31418EB82 |
11,299,790 |
$8,989,708.19 |
0.26% |
| WELLS FARGO & COMPANY Variable rate, due 07/25/2029 |
|
95000U3E1 |
8,890,000 |
$9,131,271.58 |
0.26% |
| AMSR Trust Series 2020-SFR4, Class G2, 4.87%, due 11/17/2037 |
|
66981FAJ9 |
8,543,000 |
$8,487,480.76 |
0.25% |
| Fannie Mae FN MA4917, 4.50%, due 02/01/2053 |
|
31418EPB0 |
9,010,720 |
$8,629,102.99 |
0.25% |
| FIRSTENERGY TRANSMISSION 4.55%, due 01/15/2030 |
|
33767BAG4 |
8,730,000 |
$8,616,298.21 |
0.25% |
| GCAT Series 2021-NQM6, Class A1, Variable rate, due 08/25/2066 |
|
36167KAA6 |
9,727,632 |
$8,771,395.00 |
0.25% |
| LCM Ltd Partnership Series 35A, Class BR, Variable rate, due 10/15/2035 |
|
50202QAQ6 |
8,580,000 |
$8,580,908.02 |
0.25% |
| Madison Park Funding Ltd Series 2020-46A, Class DRR, Variable rate, due 10/15/2034 |
|
55822ABC0 |
8,500,000 |
$8,520,853.05 |
0.25% |
| New Residential Mortgage Loan Trust Series 2024-NQM2, Class A2, Variable rate, due 09/25/2064 |
|
64832BAD7 |
8,629,352 |
$8,581,897.80 |
0.25% |
| PRP Advisors, LLC Series 2024-RPL1, Class M1, Variable rate, due 12/25/2064 |
|
69380XAD4 |
9,062,000 |
$8,496,429.71 |
0.25% |
| Credit Suisse Mortgage Trust Series 2021-NQM6, Class A3, Variable rate, due 07/25/2066 |
|
12662KAC3 |
9,940,534 |
$8,377,653.47 |
0.24% |
| MARS INC 4.80%, due 03/01/2030 |
|
571676AY1 |
8,250,000 |
$8,293,092.31 |
0.24% |
| Palmer Square CLO Ltd Series 2015-1A, Class BR5, Variable rate, due 05/21/2034 |
|
69689ACA6 |
8,290,000 |
$8,310,044.81 |
0.24% |
| PGA National Resort Commercial Mortgage Trust Series 2024-RSR2, Class A, Variable rate, due 06/15/2026 |
|
69381CAA5 |
8,314,000 |
$8,308,275.81 |
0.24% |
| APS RESECURITIZATION TRUST Series 2016-3, Class 3MZ, Variable rate, due 09/27/2046 |
|
00214WAF8 |
14,135,425 |
$7,947,196.12 |
0.23% |
| Bain Capital Credit CLO, Limited Series 2021-3A, Class CR, Variable rate, due 07/24/2034 |
|
05683NAN2 |
8,000,000 |
$8,032,333.36 |
0.23% |
| Bayview Opportunity Master Fund VII Series 2024-EDU1, Class E, Variable rate, due 06/25/2047 |
|
07336PAE4 |
7,915,684 |
$8,062,743.29 |
0.23% |
| BX Trust Series 2021-ARIA, Class G, Variable rate, due 10/15/2036 |
|
05608RAQ8 |
8,138,000 |
$7,969,206.49 |
0.23% |
| CIFC Funding Ltd Series 2014-4RA, Class CRR, Variable rate, due 01/17/2035 |
|
12552FBL6 |
8,000,000 |
$7,998,508.32 |
0.23% |
| Clover CLO Series 2018-1A, Class B1RR, Variable rate, due 04/20/2037 |
|
18914GAG6 |
8,000,000 |
$8,047,483.20 |
0.23% |
| Countrywide Asset-Backed Certificates Series 2007-12, Class 2A4, Variable rate, due 08/25/2047 |
|
126697AF8 |
8,531,084 |
$7,981,545.83 |
0.23% |
| Fannie Mae FN FS1598, 2%, due 04/01/2052 |
|
3140XGX46 |
9,793,828 |
$7,797,421.56 |
0.23% |
| Madison Avenue Trust Series 2015-11MD, Class A, Variable rate, due 09/10/2035 |
|
556227AA4 |
8,000,000 |
$7,895,320.00 |
0.23% |
| SOUTHERN CO GAS CAPITAL 4.95%, due 09/15/2034 |
|
8426EPAH1 |
8,280,000 |
$8,038,751.02 |
0.23% |
| TIAA CLO Ltd Series 2018-1A, Class A2R, Variable rate, due 01/20/2032 |
|
88631YAQ0 |
8,000,000 |
$8,016,849.68 |
0.23% |
| Dryden Senior Loan Fund Series 2019-72A, Class BRR, Variable rate, due 05/15/2032 |
|
26252NAY5 |
7,500,000 |
$7,516,345.65 |
0.22% |
| Freddie Mac FR SD8213, 3%, due 05/01/2052 |
|
3132DWDS9 |
8,577,959 |
$7,433,129.16 |
0.22% |
| Freddie Mac FR SD8245, 4.50%, due 09/01/2052 |
|
3132DWES8 |
8,082,782 |
$7,739,319.52 |
0.22% |
| Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 |
|
43300LAQ3 |
8,000,000 |
$7,728,701.60 |
0.22% |
| VB-S1 Issuer LLC Series 2024-1A, Class F, 8.871%, due 05/15/2054 |
|
91823ABG5 |
7,300,000 |
$7,594,587.12 |
0.22% |
| BX Trust Series 2025-VLT6, Class E, Variable rate, due 03/15/2030 |
|
12433KAJ6 |
7,383,000 |
$7,334,319.45 |
0.21% |
| BXP Trust Series 2017-GM, Class D, Variable rate, due 06/13/2039 |
|
056083AL2 |
7,500,000 |
$7,088,940.75 |
0.21% |
| Deephaven Residential Mortgage Trust Series 2024-1, Class A1, Variable rate, due 07/25/2069 |
|
24380QAC6 |
7,090,354 |
$7,109,982.35 |
0.21% |
| Freddie Mac FR SD8257, 4.50%, due 10/01/2052 |
|
3132DWE66 |
7,409,681 |
$7,095,083.10 |
0.21% |
| New Residential Mortgage Loan Trust Series 2019-RPL3, Class M1, Variable rate, due 07/25/2059 |
|
64830NAE1 |
8,100,000 |
$7,232,678.73 |
0.21% |
| PRKCM Trust Series 2021-AFC1, Class A1, Variable rate, due 07/25/2056 |
|
69357TAA8 |
8,736,863 |
$7,286,589.13 |
0.21% |
| UNITED MEXICAN STATES 6.35%, due 02/09/2035 |
|
91087BAV2 |
7,080,000 |
$7,100,077.39 |
0.21% |
| Visio Trust Series 2023-1, Class B1, Variable rate, due 03/25/2058 |
|
927958AE8 |
7,358,000 |
$7,124,205.73 |
0.21% |
| Voya CLO Ltd Series 2022-1A, Class BR, Variable rate, due 04/20/2035 |
|
92918UAN1 |
7,100,000 |
$7,134,022.63 |
0.21% |
| Wells Fargo Commercial Mortgage Trust Series 2019-JWDR, Class F, Variable rate, due 09/15/2031 |
|
95002NAQ0 |
7,315,000 |
$7,135,187.79 |
0.21% |
| AMSR Trust Series 2021-SFR2, Class F2, 3.674%, due 08/17/2038 |
|
00179VAH9 |
7,300,000 |
$7,004,641.27 |
0.20% |
| Angel Oak Mortgage Trust Series 2024-11, Class M1A, Variable rate, due 08/25/2069 |
|
03463QAD8 |
6,900,000 |
$6,976,530.66 |
0.20% |
| Fanniemae Strip Series 434, Class C29, 2%, due 10/25/2052 |
|
31423XZ61 |
54,789,102 |
$6,898,350.61 |
0.20% |
| OPEN TEXT CORP 6.90%, due 12/01/2027 |
|
683715AF3 |
6,731,000 |
$6,946,028.53 |
0.20% |
| STRYKER CORP 4.70%, due 02/10/2028 |
|
863667BK6 |
6,750,000 |
$6,792,454.80 |
0.20% |
| Bear Mountain Park CLO, Ltd Series 2022-1A, Class BR, Variable rate, due 07/15/2037 |
|
07403CAL5 |
6,605,000 |
$6,638,799.57 |
0.19% |
| CAMB Commercial Mortgage Trust Series 2019-LIFE, Class G, Variable rate, due 12/15/2037 |
|
12482HAS3 |
6,600,000 |
$6,597,699.90 |
0.19% |
| Credit Suisse Mortgage Trust Series 2021-RPL7, Class A1, Variable rate, due 07/27/2061 |
|
12598JAC5 |
6,546,095 |
$6,527,996.70 |
0.19% |
| DBGS Mortgage Trust Series 2021-W52, Class C, Variable rate, due 10/15/2036 |
|
23308LAJ3 |
6,520,000 |
$6,407,943.37 |
0.19% |
| Ellington Financial Mortgage Trust Series 2022-4, Class B1, Variable rate, due 09/25/2067 |
|
268432AE1 |
6,510,100 |
$6,411,165.36 |
0.19% |
| Fannie Mae FN FM8658, 2.50%, due 09/01/2051 |
|
3140XCTQ1 |
7,712,245 |
$6,426,563.80 |
0.19% |
| HPS Loan Management Ltd Series 5A-2015, Class CR3, Variable rate, due 10/15/2030 |
|
44331DAW9 |
6,525,000 |
$6,522,691.39 |
0.19% |
| Lehman XS Trust Series 2006-19, Class A3, Variable rate, due 12/25/2036 |
|
52523YAC8 |
6,870,420 |
$6,509,279.26 |
0.19% |
| Park Avenue Trust Series 2017-245P, Class E, Variable rate, due 06/05/2037 |
|
90187LAN9 |
7,000,000 |
$6,470,017.40 |
0.19% |
| Progress Residential Trust Series 2021-SFR8, Class E1, 2.382%, due 10/17/2038 |
|
74333TAJ8 |
6,928,000 |
$6,654,963.36 |
0.19% |
| VASA Trust Series 2021-VASA, Class D, Variable rate, due 07/15/2039 |
|
92230AAG1 |
7,650,000 |
$6,600,777.26 |
0.19% |
| WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 |
|
55903VBE2 |
9,236,000 |
$6,726,134.83 |
0.19% |
| Angel Oak Mortgage Trust Series 2024-6, Class A2, Variable rate, due 11/25/2067 |
|
034944AB4 |
6,507,958 |
$6,333,475.22 |
0.18% |
| Credit Suisse Mortgage Trust Series 2020-RPL6, Class A1, Variable rate, due 03/25/2059 |
|
12656HAC8 |
6,247,692 |
$6,254,182.01 |
0.18% |
| Fannie Mae FN MA4783, 4%, due 10/01/2052 |
|
31418EJ50 |
6,788,066 |
$6,330,051.36 |
0.18% |
| Hertz Vehicle Financing LLC Series 2021-2A, Class C, 2.52%, due 12/27/2027 |
|
42806MAG4 |
6,500,000 |
$6,158,607.65 |
0.18% |
| Regatta Funding Series 2018-1A, Class BR, Variable rate, due 07/17/2037 |
|
75887XAQ0 |
6,100,000 |
$6,131,345.95 |
0.18% |
| Residential Accredit Loans, Inc. Series 2007-QA3, Class A1, Variable rate, due 05/25/2037 |
|
74923XAA4 |
6,804,198 |
$6,181,410.37 |
0.18% |
| SREIT Trust Series 2021-MFP2, Class D, Variable rate, due 11/15/2036 |
|
85236WCL8 |
6,337,000 |
$6,296,620.64 |
0.18% |
| Vault DI Issuer LLC Series 2021-1A, Class A2, 2.804%, due 07/15/2046 |
|
92243JAA0 |
6,285,000 |
$6,043,925.00 |
0.18% |
| 1211 Avenue of the Americas Trust Series 2015-1211, Class A1A2, 3.9005%, due 08/10/2035 |
|
90117PAC9 |
5,940,000 |
$5,839,020.00 |
0.17% |
| BXHPP Trust Series 2021-FILM, Class A, Variable rate, due 08/15/2036 |
|
05609JAA0 |
6,225,000 |
$6,014,026.66 |
0.17% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF7, Class 2A4, Variable rate, due 05/25/2036 |
|
320277AF3 |
6,881,200 |
$5,884,635.03 |
0.17% |
| FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class F2, 4.284%, due 08/17/2037 |
|
33767MAN5 |
6,025,000 |
$5,977,338.03 |
0.17% |
| Flexential Issuer, LLC Series 2021-1A, Class A2, 3.25%, due 11/27/2051 |
|
33938MAA7 |
6,190,000 |
$5,910,383.46 |
0.17% |
| Freddie Mac FR SD8225, 3%, due 07/01/2052 |
|
3132DWD67 |
6,653,282 |
$5,767,816.51 |
0.17% |
| Freddiemac Strip Series 386, Class C1, 2%, due 03/15/2052 |
|
31325YBW7 |
44,326,090 |
$5,812,294.95 |
0.17% |
| GNMA G2 MA8151, 4.50%, due 07/20/2052 |
|
36179XBU9 |
6,098,549 |
$5,862,464.60 |
0.17% |
| GNMA G2 MA8427, 4.50%, due 11/20/2052 |
|
36179XLG9 |
6,033,723 |
$5,812,606.60 |
0.17% |
| PRP Advisors, LLC Series 2023-NQM1, Class B1, Variable rate, due 01/25/2068 |
|
693965AE5 |
5,995,000 |
$5,937,262.16 |
0.17% |
| Rad CLO Ltd Series 2020-7A, Class B1R, Variable rate, due 04/17/2036 |
|
74936GAC2 |
6,000,000 |
$6,008,082.18 |
0.17% |
| Structured Asset Mortgage Investments Inc Series 2006-AR8, Class A2, Variable rate, due 10/25/2036 |
|
86361WAC5 |
6,906,712 |
$5,744,610.96 |
0.17% |
| Taco Bell Funding, LLC Series 2016-1A, Class A23, 4.97%, due 05/25/2046 |
|
87342RAC8 |
5,901,563 |
$5,897,622.62 |
0.17% |
| UBER TECHNOLOGIES INC 4.30%, due 01/15/2030 |
|
90353TAN0 |
5,828,000 |
$5,727,223.39 |
0.17% |
| Allegro CLO Ltd Series 2019-1A, Class BRR, Variable rate, due 04/20/2032 |
|
01750FAU0 |
5,500,000 |
$5,510,033.49 |
0.16% |
| CIM Trust Series 2020-R6, Class A1, Variable rate, due 12/25/2060 |
|
12560YAA0 |
6,293,759 |
$5,555,081.05 |
0.16% |
| CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 |
|
12569RAB4 |
5,490,376 |
$5,418,063.12 |
0.16% |
| Freddie Mac FR SD8266, 4.50%, due 11/01/2052 |
|
3132DWFF5 |
5,901,668 |
$5,651,313.03 |
0.16% |
| FS Commerical Mortgage Trust Series 2023-4SZN, Class D, Variable rate, due 11/10/2039 |
|
30334RAG9 |
5,243,000 |
$5,478,919.27 |
0.16% |
| GLS Auto Receivables Trust Series 2024-2A, Class D, 6.19%, due 02/15/2030 |
|
37964VAF4 |
5,490,000 |
$5,628,833.32 |
0.16% |
| GLS Auto Select Receivables Trust Series 2023-2A, Class D, 0%, due 02/18/2031 |
|
36269EAF6 |
4,950,000 |
$5,365,819.31 |
0.16% |
| HSBC HOLDINGS PLC Variable rate, due 06/04/2026 |
|
404280CG2 |
5,465,000 |
$5,439,304.06 |
0.16% |
| Hudson Yards Series 2025-SPRL, Class D, Variable rate, due 01/13/2040 |
|
44855PAG3 |
5,500,000 |
$5,610,553.30 |
0.16% |
| KREST Commercial Mortgage Secu Series 2025-AIP4, Class E, Variable rate, due 03/15/2042 |
|
50077KAJ7 |
5,516,000 |
$5,510,839.23 |
0.16% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 2A2, Variable rate, due 10/25/2037 |
|
59025RAU1 |
6,154,791 |
$5,528,999.03 |
0.16% |
| Morgan Stanley Capital I Trust Series 2020-CNP, Class C, Variable rate, due 04/05/2042 |
|
61770YAG0 |
7,045,000 |
$5,622,363.70 |
0.16% |
| One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class AJ, Variable rate, due 01/15/2036 |
|
68249DAC3 |
5,815,000 |
$5,504,897.68 |
0.16% |
| Progress Residential Trust Series 2021-SFR2, Class E2, 2.647%, due 04/19/2038 |
|
74333DAL8 |
5,635,000 |
$5,605,199.31 |
0.16% |
| Westlake Automobile Receivables Trust Series 2023-1A, Class D, 6.79%, due 11/15/2028 |
|
96042XAG0 |
5,290,000 |
$5,426,138.68 |
0.16% |
| Aimco Series 2019-10A, Class BRR, Variable rate, due 07/22/2037 |
|
00901AAU1 |
5,000,000 |
$5,023,521.95 |
0.15% |
| AMERICOLD REALTY OPER PART 5.60%, due 05/15/2032 |
|
03063UAB7 |
5,165,000 |
$5,186,160.54 |
0.15% |
| AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 |
|
05401AAR2 |
5,645,000 |
$5,289,639.00 |
0.15% |
| CAMB Commercial Mortgage Trust Series 2019-LIFE, Class D, Variable rate, due 12/15/2037 |
|
12482HAL8 |
5,174,000 |
$5,173,514.68 |
0.15% |
| Cloud Capital Series 2024-1A, Class A2, 5.781%, due 11/22/2049 |
|
102104AA4 |
5,050,000 |
$5,098,237.60 |
0.15% |
| DELL INT LLC / EMC CORP 4.75%, due 04/01/2028 |
|
24703TAL0 |
5,205,000 |
$5,227,516.67 |
0.15% |
| DOLP Trust Series 2021-NYC, Class A, 2.956%, due 05/10/2041 |
|
23345LAA7 |
6,000,000 |
$5,287,899.60 |
0.15% |
| ELEVANCE HEALTH INC 5.20%, due 02/15/2035 |
|
036752BD4 |
5,195,000 |
$5,199,756.34 |
0.15% |
| Freddie Mac - STACR Series 2024-DNA3, Class M2, Variable rate, due 10/25/2044 |
|
35564NFA6 |
5,325,000 |
$5,329,203.56 |
0.15% |
| Hudson Yards Series 2019-30HY, Class D, Variable rate, due 07/10/2039 |
|
44421GAJ2 |
5,855,000 |
$5,271,700.31 |
0.15% |
| LAD Auto Receivables Trust Series 2023-1A, Class D, 7.30%, due 06/17/2030 |
|
505710AF0 |
4,950,000 |
$5,070,751.29 |
0.15% |
| Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 |
|
525221KP1 |
5,887,284 |
$5,271,817.70 |
0.15% |
| Long Beach Mortgage Loan Trust Series 2006-1, Class 2A3, Variable rate, due 02/25/2036 |
|
542514RL0 |
6,011,415 |
$5,143,825.15 |
0.15% |
| MORGAN STANLEY Variable rate, due 04/20/2029 |
|
61747YFD2 |
5,220,000 |
$5,292,106.78 |
0.15% |
| Neuberger Berman CLO Ltd Series 2019-33A, Class BR, Variable rate, due 10/16/2033 |
|
64132TAL7 |
5,250,000 |
$5,250,000.00 |
0.15% |
| ORACLE CORP 4.80%, due 08/03/2028 |
|
68389XCY9 |
5,170,000 |
$5,209,886.03 |
0.15% |
| Progress Residential Trust Series 2021-SFR6, Class G, 4.003%, due 07/17/2038 |
|
74333HAQ8 |
5,500,000 |
$5,346,071.50 |
0.15% |
| ROLLINS INC 5.25%, due 02/24/2035 |
|
775711AA2 |
5,330,000 |
$5,282,298.58 |
0.15% |
| Switch ABS Issuer, LLC Series 2024-1A, Class B, 6.50%, due 03/25/2054 |
|
871044AC7 |
5,000,000 |
$5,021,581.00 |
0.15% |
| Vantage Data Centers LLC Series 2020-1A, Class A2, 1.645%, due 09/15/2045 |
|
92212KAB2 |
5,360,000 |
$5,274,995.22 |
0.15% |
| Vista Point Securitization Trust Series 2024-CES2, Class A3, Variable rate, due 10/25/2054 |
|
92841YAC9 |
5,080,000 |
$5,083,662.68 |
0.15% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
|
95000U2S1 |
5,435,000 |
$5,185,342.35 |
0.15% |
| Woodward Capital Management Series 2024-CES8, Class B1, 7.40026%, due 11/25/2044 |
|
749421AF0 |
5,010,000 |
$5,053,024.88 |
0.15% |
| ALLO Issuer, LLC Series 2023-1A, Class C, 12.18%, due 06/20/2053 |
|
01983KAE4 |
4,351,000 |
$4,709,974.03 |
0.14% |
| CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 |
|
12570GAB5 |
4,793,468 |
$4,795,792.17 |
0.14% |
| CVS HEALTH CORP Variable rate, due 12/10/2054 |
|
126650EG1 |
4,885,000 |
$4,885,875.88 |
0.14% |
| Fannie Mae Series 2024-96, Class FD, Variable rate, due 12/25/2054 |
|
3136BTN90 |
4,791,231 |
$4,829,739.09 |
0.14% |
| FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class B, 1.74%, due 08/17/2037 |
|
33767MAC9 |
4,760,000 |
$4,693,744.61 |
0.14% |
| Freddie Mac FR SD7204, 2%, due 04/01/2052 |
|
3132DWDH3 |
5,867,471 |
$4,669,110.47 |
0.14% |
| Freddie Mac FR SD8272, 3%, due 12/01/2052 |
|
3132DWFM0 |
5,548,724 |
$4,808,181.32 |
0.14% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2025-BMS, Class C, Variable rate, due 01/15/2042 |
|
46596CAE6 |
4,680,000 |
$4,672,138.54 |
0.14% |
| MORGAN STANLEY Variable rate, due 04/28/2026 |
|
6174468Q5 |
4,772,000 |
$4,762,271.32 |
0.14% |
| NYC Commercial Mortgage Trust Series 2021-909, Class D, Variable rate, due 04/10/2043 |
|
67076XAG0 |
6,440,000 |
$4,789,120.17 |
0.14% |
| NYC Commercial Mortgage Trust Series 2025-3BP, Class E, Variable rate, due 02/15/2042 |
|
67120UAN7 |
4,850,000 |
$4,822,622.24 |
0.14% |
| Shamrock Residential Series 2024-1A, Class E, Variable rate, due 12/24/2078 |
|
BCC3JLXM3 |
4,700,000 |
$4,959,593.37 |
0.14% |
| SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 |
|
85208NAE0 |
4,737,000 |
$4,747,904.38 |
0.14% |
| TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 |
|
87267CAA6 |
4,963,331 |
$4,680,360.05 |
0.14% |
| Uniti Fiber ABS Issuer LLC Series 2025-1A, Class B, 6.369%, due 04/20/2055 |
|
91326EAB1 |
4,800,000 |
$4,879,981.44 |
0.14% |
| WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 |
|
55903VBD4 |
5,925,000 |
$4,732,743.18 |
0.14% |
| 1375209 BC LTD 9%, due 01/30/2028 |
|
68251PAA5 |
4,520,000 |
$4,516,503.79 |
0.13% |
| Alinea CLO LTD Series 2018-1A, Class DR, Variable rate, due 07/20/2031 |
|
016269AL6 |
4,600,000 |
$4,600,090.02 |
0.13% |
| American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
|
02660BAA0 |
12,404,866 |
$4,390,908.40 |
0.13% |
| BANK OF AMERICA CORP Variable rate, due 10/24/2031 |
|
06051GJL4 |
5,123,000 |
$4,378,045.93 |
0.13% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
07401MAA9 |
5,062,962 |
$4,541,593.49 |
0.13% |
| BECLE SAB DE CV 2.50%, due 10/14/2031 |
|
07586PAA9 |
5,620,000 |
$4,522,096.47 |
0.13% |
| Bluemountain CLO Ltd Series 2017-2A, Class A2, Variable rate, due 10/20/2030 |
|
09629EAE1 |
4,500,000 |
$4,507,370.91 |
0.13% |
| Bluemountain CLO Ltd Series 2018-22A, Class A2, Variable rate, due 07/15/2031 |
|
09629PAC0 |
4,500,000 |
$4,504,458.20 |
0.13% |
| CSC HOLDINGS LLC 11.75%, due 01/31/2029 |
|
126307BN6 |
4,703,000 |
$4,566,805.13 |
0.13% |
| Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2006-AF1, Class A4, Variable rate, due 04/25/2036 |
|
251510NC3 |
4,892,417 |
$4,525,861.53 |
0.13% |
| DUKE ENERGY PROGRESS LLC 5.05%, due 03/15/2035 |
|
26442UAU8 |
4,375,000 |
$4,338,992.96 |
0.13% |
| Fannie Mae FN CB4818, 4%, due 10/01/2052 |
|
3140QQK87 |
4,854,841 |
$4,527,267.18 |
0.13% |
| Fannie Mae FN MA4732, 4%, due 09/01/2052 |
|
31418EHJ2 |
4,644,864 |
$4,331,641.86 |
0.13% |
| FREMF Mortgage Trust Series 2020-KF78, Class C, Variable rate, due 03/25/2030 |
|
302979AG4 |
4,565,268 |
$4,533,657.92 |
0.13% |
| HYATT HOTELS CORP 5.05%, due 03/30/2028 |
|
448579AU6 |
4,475,000 |
$4,496,996.91 |
0.13% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2019-COR5, Class A2, 3.1499%, due 06/13/2052 |
|
46591EAR8 |
4,744,024 |
$4,563,628.06 |
0.13% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-ACB, Class C, Variable rate, due 03/15/2039 |
|
46593EAE5 |
4,500,000 |
$4,507,676.10 |
0.13% |
| JP Morgan ReRemic Series 2014-6, Class 3A2, Variable rate, due 07/27/2046 |
|
46643NAF2 |
4,825,144 |
$4,490,225.82 |
0.13% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2029 |
|
46647PCJ3 |
5,000,000 |
$4,628,760.85 |
0.13% |
| Lehman XS Trust Series 2006-17, Class 1A3, Variable rate, due 08/25/2046 |
|
52523KAQ7 |
5,312,428 |
$4,637,843.15 |
0.13% |
| Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 |
|
52525BAA0 |
4,732,564 |
$4,424,745.10 |
0.13% |
| MHC Commercial Mortgage Trust Series 2021-MHC, Class B, Variable rate, due 04/15/2038 |
|
55316VAC8 |
4,392,000 |
$4,385,310.98 |
0.13% |
| Octagon Investment Partners XV Series 2013-1A, Class A2R, Variable rate, due 07/17/2030 |
|
67590BAS9 |
4,500,000 |
$4,504,494.74 |
0.13% |
| Progress Residential Trust Series 2021-SFR11, Class F, 4.42%, due 01/17/2039 |
|
74333XAN0 |
4,565,000 |
$4,346,509.51 |
0.13% |
| SREIT Trust Series 2021-FLWR, Class C, Variable rate, due 07/15/2036 |
|
78485GAJ3 |
4,416,000 |
$4,393,318.54 |
0.13% |
| Structured Asset Securities Corporation Series 2005-2XS, Class M1, Variable rate, due 02/25/2035 |
|
86359B2K6 |
4,812,094 |
$4,520,428.64 |
0.13% |
| TMS ISSUER SARL 5.78%, due 08/23/2032 |
|
L53617AA1 |
4,380,000 |
$4,500,577.02 |
0.13% |
| Verus Securitization Trust Series 2024-INV2, Class B2, Variable rate, due 08/26/2069 |
|
92540NAF0 |
4,420,000 |
$4,394,038.69 |
0.13% |
| WARNERMEDIA HOLDINGS INC 4.279%, due 03/15/2032 |
|
55903VBC6 |
5,063,000 |
$4,472,008.61 |
0.13% |
| Ajax Mortgage Loan Trust Series 2021-C, Class A, Variable rate, due 01/25/2061 |
|
009733AA4 |
3,978,315 |
$3,980,229.39 |
0.12% |
| American Money Management Corporation Series 2024-28A, Class A1A, Variable rate, due 07/20/2037 |
|
03166HAA4 |
4,115,000 |
$4,120,674.54 |
0.12% |
| BX Trust Series 2021-LBA, Class DV, Variable rate, due 02/15/2036 |
|
05609BBF5 |
4,146,216 |
$4,114,805.13 |
0.12% |
| BX Trust Series 2024-BIO, Class D, Variable rate, due 02/15/2041 |
|
05612AAL0 |
4,310,000 |
$4,224,940.85 |
0.12% |
| BX Trust Series 2024-PAT, Class A, Variable rate, due 03/15/2026 |
|
05612FAA3 |
4,264,000 |
$4,266,554.99 |
0.12% |
| COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 |
|
P3699PGM3 |
4,100,000 |
$4,223,820.00 |
0.12% |
| Fanniemae Strip Series 426, Class C41, 2%, due 03/25/2051 |
|
31422M2D7 |
35,302,687 |
$4,186,342.68 |
0.12% |
| Freddie Mac FR SD8328, 4.50%, due 06/01/2053 |
|
3132DWHD8 |
4,345,405 |
$4,155,823.92 |
0.12% |
| FRONTIER COMMUNICATIONS 5.875%, due 10/15/2027 |
|
35906ABE7 |
4,236,000 |
$4,229,500.70 |
0.12% |
| GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 |
|
39539KAD5 |
4,365,634 |
$4,078,843.45 |
0.12% |
| GS Mortgage Securities Trust Series 2023-FUN, Class B, Variable rate, due 03/15/2028 |
|
36267CAC9 |
4,230,000 |
$4,246,449.62 |
0.12% |
| HarborView Mortgage Loan Trust Series 2007-5, Class A1A, Variable rate, due 09/19/2037 |
|
41165AAB8 |
4,675,539 |
$4,054,552.85 |
0.12% |
| Homebanc Mortgage Trust Series 2005-3, Class M4, Variable rate, due 07/25/2035 |
|
43739EBP1 |
4,057,000 |
$4,054,868.05 |
0.12% |
| HSI Asset Securitization Corporation Trust Series 2007-OPT1, Class 1A, Variable rate, due 12/25/2036 |
|
40431JAA1 |
4,810,555 |
$4,156,948.48 |
0.12% |
| INVITATION HOMES OP INVH TL A 1L USD |
|
|
4,208,743 |
$4,145,612.13 |
0.12% |
| NRTH PARK Mortgage Trust Series 2024-PARK, Class A, Variable rate, due 03/15/2041 |
|
67021HAA4 |
4,218,000 |
$4,221,310.29 |
0.12% |
| Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 |
|
68383NDW0 |
4,154,081 |
$3,971,632.49 |
0.12% |
| Park Avenue Trust Series 2017-245P, Class A, 3.508%, due 06/05/2037 |
|
90187LAA7 |
4,441,000 |
$4,291,258.36 |
0.12% |
| RIDE 2025-SHRE Series 2025-SHRE, Class D, Variable rate, due 02/14/2035 |
|
765692AG3 |
4,250,000 |
$4,305,953.80 |
0.12% |
| Tricon Residential Series 2024-SFR3, Class D, 5.25%, due 08/17/2041 |
|
89616YAD6 |
4,250,000 |
$4,162,169.08 |
0.12% |
| Wells Fargo Commercial Mortgage Trust Series 2024-SVEN, Class C, Variable rate, due 06/10/2037 |
|
949937AD8 |
4,200,000 |
$4,254,654.18 |
0.12% |
| Wells Fargo Mortgage Backed Securities Trust Series 2007-7, Class A1, 6%, due 06/25/2037 |
|
94985JAA8 |
4,592,551 |
$4,220,727.15 |
0.12% |
| Ziply Fiber Issuer, LLC Series 2024-1A, Class C, 11.17%, due 04/20/2054 |
|
98979QAE3 |
3,750,000 |
$4,029,199.50 |
0.12% |
| AMERICAN MEDICAL SYSTEMS EUROPE 3%, due 03/08/2031 |
BNRNH78 |
|
3,640,000 |
$3,889,716.08 |
0.11% |
| Bank Series 2024-BNK47, Class C, Variable rate, due 06/15/2057 |
|
06540GBA5 |
3,470,000 |
$3,670,856.09 |
0.11% |
| BCAP LLC Trust Series 2012-RR8, Class 4A6, Variable rate, due 11/20/2036 |
|
05541DAX4 |
4,115,881 |
$3,644,984.40 |
0.11% |
| BFLD Trust Series 2024-VICT, Class A, Variable rate, due 07/15/2041 |
|
05555VAA7 |
3,791,000 |
$3,797,763.14 |
0.11% |
| BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 |
|
05608MAA4 |
4,050,000 |
$3,664,881.45 |
0.11% |
| BXHPP Trust Series 2021-FILM, Class B, Variable rate, due 08/15/2036 |
|
05609JAJ1 |
4,000,000 |
$3,747,518.80 |
0.11% |
| BXP Trust Series 2017-GM, Class E, Variable rate, due 06/13/2039 |
|
056083AN8 |
4,080,000 |
$3,798,600.77 |
0.11% |
| CIM Trust Series 2021-INV1, Class A2, Variable rate, due 07/01/2051 |
|
12566PAB1 |
4,525,443 |
$3,704,122.18 |
0.11% |
| CROWN CASTLE INC 3.80%, due 02/15/2028 |
|
22822VAK7 |
3,890,000 |
$3,784,265.40 |
0.11% |
| DSLA Mortgage Loan Trust Series 2005-AR3, Class 1A, Variable rate, due 07/19/2045 |
|
23332UDT8 |
4,433,286 |
$3,626,912.91 |
0.11% |
| Elmwood CLO VI Ltd. Series 2020-3A, Class BRR, Variable rate, due 07/18/2037 |
|
29001VAW9 |
3,850,000 |
$3,869,773.06 |
0.11% |
| Fannie Mae FN FS6925, 2.50%, due 12/01/2051 |
|
3140XNVT8 |
4,458,297 |
$3,715,018.50 |
0.11% |
| FLORIDA POWER & LIGHT CO 5.30%, due 06/15/2034 |
|
341081GU5 |
3,840,000 |
$3,916,112.10 |
0.11% |
| Freddie Mac FR RA6427, 3%, due 12/01/2051 |
|
3133KND83 |
4,556,923 |
$3,954,108.83 |
0.11% |
| Freddie Mac FR SD8199, 2%, due 03/01/2052 |
|
3132DWDC4 |
4,873,619 |
$3,876,785.30 |
0.11% |
| Freddie Mac FR SD8275, 4.50%, due 12/01/2052 |
|
3132DWFQ1 |
4,037,292 |
$3,866,027.18 |
0.11% |
| GoodLeap Sustainable Home Improvement Loan Trust Series 2023-1GS, Class A, 5.52%, due 02/22/2055 |
|
38237VAA4 |
3,980,577 |
$3,759,614.08 |
0.11% |
| JBS USA HOLD/FOOD/LUX CO 6.75%, due 03/15/2034 |
|
47214BAC2 |
3,628,000 |
$3,917,147.97 |
0.11% |
| JP Morgan Mortgage Trust Series 2021-5, Class A4, Variable rate, due 08/25/2051 |
|
46592LAH3 |
4,282,764 |
$3,854,885.86 |
0.11% |
| Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 |
|
54251YAD0 |
12,346,792 |
$3,691,869.82 |
0.11% |
| MKT 2020-525M Mortgage Trust Series 2020-525M, Class A, 2.694%, due 02/12/2040 |
|
55316PAA5 |
4,530,000 |
$3,945,591.50 |
0.11% |
| ROCC Trust Series 2024-CNTR, Class E, 8.81906%, due 11/13/2041 |
|
74970WAJ9 |
3,500,000 |
$3,697,681.40 |
0.11% |
| SDR Commercial Mortgage Trust Series 2024-DSNY, Class B, Variable rate, due 05/15/2039 |
|
811304AE4 |
3,715,000 |
$3,711,844.48 |
0.11% |
| TIME WARNER CABLE LLC 5.50%, due 09/01/2041 |
|
88732JBB3 |
4,470,000 |
$3,857,574.28 |
0.11% |
| Tricon Residential Series 2021-SFR1, Class F, 3.692%, due 07/17/2038 |
|
89614YAG1 |
4,100,000 |
$3,965,097.29 |
0.11% |
| VOLKSWAGEN FINANCIAL SERVICES N/C, 3.875%, due 11/19/2031 |
|
D9452YAD7 |
3,600,000 |
$3,876,030.74 |
0.11% |
| WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A2, Variable rate, due 11/25/2045 |
|
92922F5U8 |
4,092,127 |
$3,892,726.10 |
0.11% |
| Wells Fargo Commercial Mortgage Trust Series 2019-JWDR, Class E, Variable rate, due 09/15/2031 |
|
95002NAN7 |
3,975,000 |
$3,867,286.64 |
0.11% |
| Ajax Mortgage Loan Trust Series 2021-D, Class A, Variable rate, due 03/25/2060 |
|
009723AA5 |
3,561,441 |
$3,553,391.53 |
0.10% |
| ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 |
|
01882YAC0 |
3,500,000 |
$3,384,968.41 |
0.10% |
| BANK OF AMERICA CORP Variable rate, due 02/04/2028 |
|
06051GKJ7 |
3,490,000 |
$3,367,168.64 |
0.10% |
| BANK OF AMERICA CORP Variable rate, due 06/19/2026 |
|
06051GJD2 |
3,580,000 |
$3,554,122.91 |
0.10% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 |
|
07401LAA1 |
3,653,151 |
$3,410,164.00 |
0.10% |
| BX Trust Series 2023-LIFE, Class C, 5.8836%, due 02/15/2028 |
|
05609DAE5 |
3,700,000 |
$3,588,045.77 |
0.10% |
| COMM Mortgage Trust Series 2020-CX, Class B, 2.446%, due 11/10/2046 |
|
12656KAE7 |
4,070,000 |
$3,371,218.85 |
0.10% |
| Ellington Financial Mortgage Trust Series 2024-NQM1, Class B1B, Variable rate, due 11/25/2069 |
|
26845DAG0 |
3,367,000 |
$3,417,526.55 |
0.10% |
| Fannie Mae FN FS7577, 2.50%, due 01/01/2054 |
|
3140XPM30 |
4,299,273 |
$3,589,216.50 |
0.10% |
| Fannie Mae FN MA4626, 4%, due 06/01/2052 |
|
31418ED80 |
3,864,507 |
$3,604,886.63 |
0.10% |
| FED REPUBLIC OF BRAZIL 6.625%, due 03/15/2035 |
|
105756CL2 |
3,600,000 |
$3,584,721.06 |
0.10% |
| FERRELLGAS LP/FERRELLGAS 5.875%, due 04/01/2029 |
|
315289AC2 |
3,776,000 |
$3,444,300.67 |
0.10% |
| Freddie Mac FR SD3890, 3%, due 08/01/2052 |
|
3132E0KB7 |
4,138,868 |
$3,593,079.78 |
0.10% |
| Golub Capital Partners CLO Ltd Series 2019-42RA, Class A2, Variable rate, due 01/20/2036 |
|
381742AC9 |
3,500,000 |
$3,537,533.69 |
0.10% |
| Green Lakes Park CLO LLC Series 2025-1A, Class D2RR, Variable rate, due 01/25/2038 |
|
39310AAL4 |
3,350,000 |
$3,300,638.09 |
0.10% |
| Hudson Yards Series 2025-SPRL, Class F, Variable rate, due 01/13/2040 |
|
44855PAL2 |
3,358,000 |
$3,381,451.26 |
0.10% |
| Impac CMB Trust Series 2005-3, Class A1, Variable rate, due 08/25/2035 |
|
45254NNP8 |
3,569,606 |
$3,316,131.95 |
0.10% |
| Impac Secured Assets Corp. Series 2007-1, Class A3, Variable rate, due 03/25/2037 |
|
452559AC1 |
3,930,949 |
$3,421,420.16 |
0.10% |
| INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 |
|
459506AP6 |
3,685,000 |
$3,428,296.86 |
0.10% |
| MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 |
|
55275NAA9 |
4,936,806 |
$3,620,778.78 |
0.10% |
| Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 |
|
74333WAN2 |
3,613,429 |
$3,427,366.78 |
0.10% |
| REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 06/22/2030 |
|
836205AY0 |
3,508,000 |
$3,410,004.03 |
0.10% |
| ROMANIA N/C, 3%, due 02/14/2031 |
BMVVYM5 |
|
4,016,000 |
$3,363,826.90 |
0.10% |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 |
|
78432WAA1 |
3,530,000 |
$3,490,669.45 |
0.10% |
| WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A4, Variable rate, due 05/25/2037 |
|
93364EAE4 |
3,749,931 |
$3,309,983.12 |
0.10% |
| Wingstop Funding LLC Series 2020-1A, Class A2, 2.841%, due 12/05/2050 |
|
974153AB4 |
3,694,735 |
$3,489,672.77 |
0.10% |
| AFN ABSPROP001 Llc Series 2019-1A Class A1, 3.78%, due 05/20/2049 |
|
00109BAA3 |
3,284,281 |
$3,158,460.85 |
0.09% |
| ANHEUSER-BUSCH INBEV SA/NV 3.95%, due 03/22/2044 |
BQ9D4B0 |
|
2,905,000 |
$3,037,348.98 |
0.09% |
| BACARDI LTD 4.70%, due 05/15/2028 |
|
067316AF6 |
3,170,000 |
$3,147,006.63 |
0.09% |
| Banc of America Merrill Lynch Large Loan Inc Series 2018-PARK, Class A, Variable rate, due 08/10/2038 |
|
05491YAA8 |
3,150,000 |
$3,051,667.71 |
0.09% |
| BX Trust Series 2020-VIV3, Class B, Variable rate, due 03/09/2044 |
|
05608EAA2 |
3,420,000 |
$3,151,958.18 |
0.09% |
| BX Trust Series 2021-ACNT, Class C, Variable rate, due 11/15/2038 |
|
05609QAE6 |
3,000,545 |
$2,992,345.40 |
0.09% |
| BXP Trust Series 2017-GM, Class C, Variable rate, due 06/13/2039 |
|
056083AJ7 |
3,200,000 |
$3,046,055.68 |
0.09% |
| CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 |
|
12482HAQ7 |
3,050,000 |
$3,050,598.41 |
0.09% |
| CITADEL PLC Series 2024-1, Class X, Variable rate, due 04/28/2060 |
|
BCC3J1T26 |
2,380,579 |
$3,085,996.62 |
0.09% |
| CITIGROUP INC Variable rate, due 03/20/2030 |
|
172967ME8 |
3,165,000 |
$3,066,406.45 |
0.09% |
| CLI Funding LLC Series 2020-3A, Class A, 2.07%, due 10/18/2045 |
|
12563LAS6 |
3,399,000 |
$3,159,362.70 |
0.09% |
| CODELCO INC 5.95%, due 01/08/2034 |
|
P3143NBQ6 |
2,950,000 |
$2,994,130.53 |
0.09% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 |
|
12659AAC0 |
4,093,642 |
$3,274,004.46 |
0.09% |
| DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
3,280,000 |
$3,008,786.64 |
0.09% |
| EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD |
|
|
3,010,600 |
$2,939,369.20 |
0.09% |
| Extended Stay America Trust Series 2021-ESH, Class C, Variable rate, due 07/15/2038 |
|
30227FAG5 |
2,963,100 |
$2,964,155.33 |
0.09% |
| Fannie Mae FN CB2773, 2%, due 02/01/2052 |
|
3140QNCK6 |
3,926,728 |
$3,130,124.65 |
0.09% |
| Fannie Mae FN MA4733, 4.50%, due 09/01/2052 |
|
31418EHK9 |
3,320,774 |
$3,179,664.39 |
0.09% |
| Fanniemae Strip Series 436, Class C32, 2%, due 10/25/2052 |
|
31424UGV2 |
24,346,217 |
$3,210,029.72 |
0.09% |
| FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 |
|
105756CF5 |
3,100,000 |
$3,021,190.23 |
0.09% |
| FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 |
|
105756CH1 |
3,150,000 |
$3,067,366.87 |
0.09% |
| Freddie Mac Series 5496, Class S, Variable rate, due 01/25/2055 |
|
3137HHZY0 |
39,752,016 |
$3,014,415.27 |
0.09% |
| GreenPoint Mortgage Funding Trust Series 2006-AR6, Class A3A, Variable rate, due 10/25/2046 |
|
39538BAE4 |
3,392,056 |
$3,254,318.80 |
0.09% |
| GSAA Home Equity Trust Series 2005-4, Class M2, Variable rate, due 03/25/2035 |
|
36242DZR7 |
3,267,332 |
$3,168,727.78 |
0.09% |
| Highbridge Loan Management Ltd Series 2021-16A, Class B, Variable rate, due 01/23/2035 |
|
40440XAC5 |
3,244,911 |
$3,251,802.51 |
0.09% |
| JOHNSON & JOHNSON 3.05%, due 02/26/2033 |
BTJX080 |
|
2,890,000 |
$3,104,906.68 |
0.09% |
| MVW Owner Trust Series 2024-1A, Class C, 6.20%, due 02/20/2043 |
|
62847RAC1 |
3,007,429 |
$3,077,301.79 |
0.09% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class D, Variable rate, due 11/15/2038 |
|
62955HAJ6 |
3,300,000 |
$3,203,288.55 |
0.09% |
| One New York Plaza Trust 2020-1NYP Series 2020-1NYP, Class A, Variable rate, due 01/15/2036 |
|
68249DAA7 |
3,175,000 |
$3,044,180.16 |
0.09% |
| Pretium Mortgage Credit Partners LLC Series 2022-RN2, Class A1, Variable rate, due 06/25/2052 |
|
69377NAA7 |
2,956,350 |
$3,249,629.79 |
0.09% |
| PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
|
69370PAH4 |
3,600,000 |
$3,248,388.25 |
0.09% |
| REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 |
|
836205BC7 |
3,400,000 |
$3,227,275.75 |
0.09% |
| Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 |
|
749241AA3 |
3,581,617 |
$3,079,433.49 |
0.09% |
| RIDE 2025-SHRE Series 2025-SHRE, Class XCP, Variable rate, due 02/14/2030 |
|
765692AS7 |
298,200,000 |
$3,218,770.80 |
0.09% |
| Switch ABS Issuer, LLC Series 2024-2A, Class B, 6.20%, due 06/25/2054 |
|
871044AG8 |
3,000,000 |
$3,004,833.60 |
0.09% |
| U.S. Treasury Note, 3.875%, due 03/31/2027 |
|
91282CMV0 |
3,215,000 |
$3,212,802.26 |
0.09% |
| UNITED MEXICAN STATES 3.50%, due 02/12/2034 |
|
91087BAR1 |
3,700,000 |
$3,034,180.23 |
0.09% |
| UNITED MEXICAN STATES 4.875%, due 05/19/2033 |
|
91087BAT7 |
3,436,000 |
$3,158,576.05 |
0.09% |
| Ziply Fiber Issuer, LLC Series 2024-1A, Class B, 7.81%, due 04/20/2054 |
|
98979QAC7 |
3,075,000 |
$3,191,246.07 |
0.09% |
| ALTRIA GROUP INC 4.875%, due 02/04/2028 |
|
02209SBS1 |
2,790,000 |
$2,807,962.27 |
0.08% |
| BAYER US FINANCE LLC 6.50%, due 11/21/2033 |
|
07274EAL7 |
2,490,000 |
$2,619,427.43 |
0.08% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 2A2, Variable rate, due 06/25/2037 |
|
07400NAT7 |
3,082,441 |
$2,751,977.98 |
0.08% |
| BROOKLYN UNION GAS CO 3.407%, due 03/10/2026 |
|
114259AN4 |
2,805,000 |
$2,767,416.31 |
0.08% |
| BX Trust Series 2019-OC11, Class A, 3.202%, due 12/09/2041 |
|
05606FAA1 |
2,800,000 |
$2,590,645.40 |
0.08% |
| BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
2,795,800 |
$2,729,896.01 |
0.08% |
| BX Trust Series 2022-AHP, Class AS, Variable rate, due 02/15/2039 |
|
05610FAB3 |
2,845,000 |
$2,824,229.51 |
0.08% |
| CODELCO INC 5.125%, due 02/02/2033 |
|
P3143NBP8 |
2,750,000 |
$2,661,189.85 |
0.08% |
| COMM Mortgage Trust Series 2016-787S, Class A, 3.545%, due 02/10/2036 |
|
12635WAA5 |
2,834,000 |
$2,781,498.73 |
0.08% |
| Credit Suisse Mortgage Trust Series 2022-RPL1, Class A1, Variable rate, due 04/25/2061 |
|
12661QAC1 |
2,885,763 |
$2,705,883.26 |
0.08% |
| Cross Mortgage Trust Series 2024-H6, Class A2, Variable rate, due 09/25/2069 |
|
227919AB3 |
2,875,643 |
$2,861,584.56 |
0.08% |
| Fannie Mae FN BV8515, 3%, due 05/01/2052 |
|
3140MNN93 |
3,037,168 |
$2,634,198.56 |
0.08% |
| Fannie Mae FN MA4597, 2%, due 05/01/2052 |
|
31418EDB3 |
3,636,270 |
$2,892,536.43 |
0.08% |
| Fannie Mae FN MA4784, 4.50%, due 10/01/2052 |
|
31418EJ68 |
2,904,163 |
$2,780,859.79 |
0.08% |
| Fanniemae Strip Series 426, Class C42, 2%, due 11/25/2050 |
|
31422M2E5 |
20,493,948 |
$2,689,894.03 |
0.08% |
| HCA INC 3.50%, due 09/01/2030 |
|
404119CA5 |
2,870,000 |
$2,663,341.15 |
0.08% |
| Hilton USA Trust Series 2024-ORL, Class B, Variable rate, due 05/15/2037 |
|
403956AC9 |
2,711,000 |
$2,713,305.43 |
0.08% |
| Hotwire Funding LLC Series 2024-1A, Class C, 9.188%, due 06/20/2054 |
|
44148JAM1 |
2,500,000 |
$2,625,314.75 |
0.08% |
| HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 |
|
44409MAC0 |
3,855,000 |
$2,674,282.89 |
0.08% |
| Hudson Yards Series 2019-55HY, Class F, Variable rate, due 12/10/2041 |
|
44421MAN0 |
3,223,000 |
$2,704,808.32 |
0.08% |
| HUMANA INC 5.55%, due 05/01/2035 |
|
444859CD2 |
2,815,000 |
$2,781,547.02 |
0.08% |
| ICAHN ENTERPRISES/FIN 9%, due 06/15/2030 |
|
451102CJ4 |
2,903,000 |
$2,758,002.11 |
0.08% |
| Impac CMB Trust Series 2055-5, Class A1, Variable rate, due 08/25/2035 |
|
45254NPU5 |
2,931,581 |
$2,772,498.22 |
0.08% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 |
|
45661EAB0 |
2,961,438 |
$2,685,476.64 |
0.08% |
| JPMORGAN CHASE & CO Variable rate, due 09/22/2027 |
|
46647PCP9 |
2,780,000 |
$2,659,518.11 |
0.08% |
| KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 |
|
Y44709AH9 |
3,400,000 |
$2,877,335.00 |
0.08% |
| KEDRION SPA 6.50%, due 09/01/2029 |
|
49272YAB9 |
3,058,000 |
$2,916,567.50 |
0.08% |
| MVM ENERGETIKA ZRT 6.50%, due 03/13/2031 |
|
X5T03SAD9 |
2,828,000 |
$2,909,474.68 |
0.08% |
| NATL GAS TRANSMISSION 4.25%, due 04/05/2030 |
BMB3T48 |
|
2,460,000 |
$2,767,164.85 |
0.08% |
| Park Place Securities Inc Series 2005-WHQ4, Class M3, Variable rate, due 09/25/2035 |
|
70069FMU8 |
3,200,000 |
$2,902,640.96 |
0.08% |
| PIEDMONT NATURAL GAS CO 5.10%, due 02/15/2035 |
|
720186AR6 |
2,925,000 |
$2,885,661.44 |
0.08% |
| REPUBLIC OF COLOMBIA 7.75%, due 11/07/2036 |
|
195325EP6 |
2,930,000 |
$2,866,310.50 |
0.08% |
| REPUBLIC OF COLOMBIA 8%, due 04/20/2033 |
|
195325EF8 |
2,800,000 |
$2,889,939.73 |
0.08% |
| REPUBLIC OF PANAMA 2.252%, due 09/29/2032 |
|
698299BN3 |
3,672,000 |
$2,672,367.32 |
0.08% |
| REPUBLIC OF PERU 3%, due 01/15/2034 |
|
715638DU3 |
3,500,000 |
$2,893,007.78 |
0.08% |
| Switch ABS Issuer, LLC Series 2024-2A, Class A2, 5.44%, due 05/25/2054 |
|
871044AE3 |
2,680,000 |
$2,667,230.34 |
0.08% |
| TENNET HOLDING BV 4.50%, due 10/28/2034 |
BMD5VP7 |
|
2,435,000 |
$2,851,906.22 |
0.08% |
| T-MOBILE USA INC 4.70%, due 01/15/2035 |
|
87264ADM4 |
2,765,000 |
$2,654,497.91 |
0.08% |
| Triton Container Finance LLC Series 2021-1A, Class A, 1.86%, due 03/20/2046 |
|
89680HAE2 |
3,085,500 |
$2,799,423.36 |
0.08% |
| WASTE PRO USA INC 7%, due 02/01/2033 |
|
94107JAC7 |
2,850,000 |
$2,873,381.40 |
0.08% |
| Wells Fargo Home Equity Trust Series 2007-1, Class A3, Variable rate, due 03/25/2037 |
|
9497EVAC9 |
3,000,000 |
$2,856,094.20 |
0.08% |
| 1211 Avenue of the Americas Trust Series 2015-1211, Class C, Variable rate, due 08/10/2035 |
|
90117PAL9 |
2,385,000 |
$2,251,440.00 |
0.07% |
| 280 Park Avenue Mortgage Trust Series 2017-280P, Class B, Variable rate, due 09/15/2034 |
|
90205FAG5 |
2,500,000 |
$2,440,100.25 |
0.07% |
| 321 Henderson Receivables LLC Series 2017-1A, Class B, 5.43%, due 08/15/2062 |
|
46620JAB7 |
2,565,611 |
$2,400,001.19 |
0.07% |
| AIR LEASE CORP 2.875%, due 01/15/2026 |
|
00914AAJ1 |
2,300,000 |
$2,265,917.50 |
0.07% |
| American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
|
026930AA5 |
2,624,640 |
$2,332,403.47 |
0.07% |
| AMERICAN TOWER CORP 5.25%, due 07/15/2028 |
|
03027XCC2 |
2,500,000 |
$2,543,241.28 |
0.07% |
| AMERICAN TOWER CORP 5.55%, due 07/15/2033 |
|
03027XCD0 |
2,356,000 |
$2,404,103.49 |
0.07% |
| ARIZONA PUBLIC SERVICE 5.70%, due 08/15/2034 |
|
040555DH4 |
2,525,000 |
$2,568,860.61 |
0.07% |
| Bluemountain CLO Ltd Series 2021-31A, Class B, Variable rate, due 04/19/2034 |
|
09631BAE3 |
2,500,000 |
$2,503,542.48 |
0.07% |
| BX Trust Series 2021-LBA, Class CV, Variable rate, due 02/15/2036 |
|
05609BBD0 |
2,261,716 |
$2,249,089.23 |
0.07% |
| BX Trust Series 2021-VIEW, Class A, Variable rate, due 06/15/2036 |
|
05606GAA9 |
2,250,000 |
$2,245,455.90 |
0.07% |
| BX Trust Series 2021-VOLT, Class E, Variable rate, due 09/15/2036 |
|
05609VAN5 |
2,462,000 |
$2,427,662.73 |
0.07% |
| CAL Funding IV Ltd Series 2020-1A, Class A, 2.22%, due 09/25/2045 |
|
12807CAA1 |
2,566,065 |
$2,412,267.16 |
0.07% |
| Carvana Auto Receivables Trust Series 2023-N3, Class R, 0%, due 09/10/2030 |
|
14686RAF9 |
9,800 |
$2,309,427.71 |
0.07% |
| CFK Trust Series 2020-MF2, Class A, 2.387%, due 03/15/2039 |
|
12529AAA2 |
2,756,000 |
$2,575,669.96 |
0.07% |
| Credit Suisse Mortgage Trust Series 2022-RPL1, Class PT, Variable rate, due 02/25/2062 |
|
12661QAH0 |
2,609,124 |
$2,244,825.64 |
0.07% |
| Fannie Mae FN MA4599, 3%, due 05/01/2052 |
|
31418EDD9 |
2,781,300 |
$2,412,820.12 |
0.07% |
| FED REPUBLIC OF BRAZIL 6.125%, due 01/22/2032 |
|
105756CK4 |
2,400,000 |
$2,412,630.58 |
0.07% |
| Firstkey Homes Trust Series 2020-SFR2, Class F1, 3.017%, due 10/19/2037 |
|
33767JAL6 |
2,420,000 |
$2,379,588.42 |
0.07% |
| Freddie Mac Series 5468, Class SE, Variable rate, due 10/25/2054 |
|
3137HHBV2 |
32,787,505 |
$2,307,141.95 |
0.07% |
| Fremont Home Loan Trust Series 2005-A, Class M4, Variable rate, due 01/25/2035 |
|
35729PHP8 |
2,503,617 |
$2,253,914.39 |
0.07% |
| Golub Capital Partners CLO, LTD Series 2023-66A, Class AJ, Variable rate, due 04/25/2036 |
|
38179MAC0 |
2,500,000 |
$2,506,469.25 |
0.07% |
| Hertz Vehicle Financing LLC Series 2023-1A, Class C, 6.91%, due 06/25/2027 |
|
42806MBU2 |
2,500,000 |
$2,528,765.00 |
0.07% |
| HUNGARY N/C, 2.125%, due 09/22/2031 |
|
445545AM8 |
2,972,000 |
$2,419,265.96 |
0.07% |
| INTEL CORP 2%, due 08/12/2031 |
|
458140BU3 |
2,940,000 |
$2,453,588.03 |
0.07% |
| INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 |
|
459506AQ4 |
2,895,000 |
$2,504,727.60 |
0.07% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2027 |
|
46647PCB0 |
2,660,000 |
$2,579,113.31 |
0.07% |
| JPMORGAN CHASE & CO Variable rate, due 04/26/2028 |
|
46647PDA1 |
2,533,000 |
$2,520,667.23 |
0.07% |
| KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 |
|
Y44709AF3 |
2,600,000 |
$2,573,220.00 |
0.07% |
| MODIVCARE INC MODV TL B 1L USD |
|
|
3,345,822 |
$2,504,347.97 |
0.07% |
| Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 |
|
61755AAE6 |
3,306,435 |
$2,531,985.22 |
0.07% |
| NAPA MANAGEMENT SERVICES NAPAMA TL B 1L USD |
|
|
2,460,023 |
$2,280,650.42 |
0.07% |
| Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 |
|
63941VAB7 |
2,500,000 |
$2,511,644.00 |
0.07% |
| One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 |
|
68236JAA9 |
2,800,000 |
$2,499,235.48 |
0.07% |
| Rad CLO Ltd Series 2023-22A, Class D, Variable rate, due 01/20/2037 |
|
74923VAJ9 |
2,350,000 |
$2,388,957.20 |
0.07% |
| RAVEN ACQUISITION HOLDINGS 6.875%, due 11/15/2031 |
|
75420NAA1 |
2,350,000 |
$2,279,880.61 |
0.07% |
| REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 |
|
P5015VAM8 |
3,017,000 |
$2,521,834.88 |
0.07% |
| REPUBLIC OF PANAMA 6.40%, due 02/14/2035 |
|
698299BT0 |
2,534,000 |
$2,384,675.39 |
0.07% |
| REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 |
|
P75744AJ4 |
2,420,000 |
$2,355,023.00 |
0.07% |
| ROMANIA N/C, 6.375%, due 01/30/2034 |
|
X7360WCT7 |
2,500,000 |
$2,415,957.88 |
0.07% |
| SIRIUS XM RADIO LLC 3.875%, due 09/01/2031 |
|
82967NBM9 |
2,695,000 |
$2,307,393.78 |
0.07% |
| SLG Office Trust Series 2021-OVA, Class C, 2.85061%, due 07/15/2041 |
|
78449RAG0 |
2,950,000 |
$2,528,718.17 |
0.07% |
| STATE OF ISRAEL N/C, 5.375%, due 02/19/2030 |
|
46514Y8A8 |
2,300,000 |
$2,312,164.70 |
0.07% |
| WORLDLINE SA/FRANCE Convertible, 0%, due 07/30/2026 |
|
F9867TAJ2 |
21,110 |
$2,300,485.41 |
0.07% |
| AERCAP IRELAND CAP/GLOBAL 2.45%, due 10/29/2026 |
|
00774MAV7 |
2,000,000 |
$1,931,802.68 |
0.06% |
| ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 |
|
00192WAE7 |
2,000,000 |
$2,003,760.36 |
0.06% |
| Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 |
|
040104PD7 |
2,200,000 |
$1,932,467.46 |
0.06% |
| ASP DREAM ACQUISITION CO FULBLO TL B 1L USD |
|
|
2,005,304 |
$1,945,144.54 |
0.06% |
| BAYER US FINANCE LLC 6.875%, due 11/21/2053 |
|
07274EAM5 |
2,045,000 |
$2,103,542.77 |
0.06% |
| BENCHMARK Mortgage Trust Series 2020-B18, Class AGNE, 3.759%, due 07/15/2053 |
|
08163ABP7 |
2,000,000 |
$1,950,662.80 |
0.06% |
| BX Trust Series 2024-BIO, Class B, Variable rate, due 02/15/2041 |
|
05612AAG1 |
2,185,000 |
$2,187,323.09 |
0.06% |
| Carvana Auto Receivables Trust Series 2022-P2, Class R, 0%, due 05/10/2029 |
|
14686JAM2 |
17,100 |
$2,148,468.54 |
0.06% |
| CITIGROUP INC Variable rate, due 10/27/2028 |
|
172967LS8 |
2,000,000 |
$1,943,975.24 |
0.06% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A5, Variable rate, due 03/25/2037 |
|
17311YAE3 |
5,922,991 |
$2,043,083.75 |
0.06% |
| CVS HEALTH CORP 5.05%, due 03/25/2048 |
|
126650CZ1 |
2,440,000 |
$2,076,537.82 |
0.06% |
| DataBank Issuer LLC Series 2021-1A, Class A2, 2.06%, due 02/27/2051 |
|
23802WAA9 |
2,245,000 |
$2,180,709.71 |
0.06% |
| Euro |
$EUR |
|
1,754,959 |
$1,900,620.24 |
0.06% |
| FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 |
|
30958QAA9 |
2,350,000 |
$2,126,750.00 |
0.06% |
| FREMF Mortgage Trust Series 2019-KF64, Class B, Variable rate, due 06/25/2026 |
|
35709DAG6 |
2,282,949 |
$2,240,485.93 |
0.06% |
| GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 |
|
36321PAD2 |
2,245,441 |
$1,977,508.69 |
0.06% |
| GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 |
|
36166VAE5 |
2,073,025 |
$1,900,502.94 |
0.06% |
| GGAM FINANCE LTD 8%, due 06/15/2028 |
|
36170JAA4 |
1,855,000 |
$1,950,085.45 |
0.06% |
| HAH GROUP HOLDING CO LLC 9.75%, due 10/01/2031 |
|
40518JAA7 |
2,250,000 |
$2,168,058.83 |
0.06% |
| ICAHN ENTERPRISES/FIN 9.75%, due 01/15/2029 |
|
451102CF2 |
2,141,000 |
$2,133,916.28 |
0.06% |
| Impac CMB Trust Series 2005-8, Class 1A, Variable rate, due 02/25/2036 |
|
45254NRG4 |
2,186,344 |
$2,068,217.82 |
0.06% |
| JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 |
|
476556DC6 |
2,165,000 |
$2,156,404.73 |
0.06% |
| Long Beach Mortgage Loan Trust Series 2006-10, Class 2A4, Variable rate, due 11/25/2036 |
|
54251YAE8 |
6,438,810 |
$1,926,934.25 |
0.06% |
| Magnetite CLO Ltd Series 2019-21A, Class BR, Variable rate, due 04/20/2034 |
|
55954PAQ7 |
2,000,000 |
$1,999,272.36 |
0.06% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I1A, Variable rate, due 01/25/2047 |
|
576431AA8 |
5,794,562 |
$2,053,560.29 |
0.06% |
| MF1 Multifamily Housing Mortgage Loan Trust Series 2020-FL4, Class A, Variable rate, due 11/15/2035 |
|
58003UAA6 |
2,135,221 |
$2,136,477.64 |
0.06% |
| Nelnet Student Loan Trust Series 2015-3A, Class B, Variable rate, due 06/25/2054 |
|
64033TAB9 |
2,025,000 |
$1,993,167.20 |
0.06% |
| NGL ENRGY OP/FIN CORP 8.125%, due 02/15/2029 |
|
62922LAC2 |
1,935,000 |
$1,937,618.06 |
0.06% |
| NYO Commercial Mortgage Trust Series 2021-1290, Class B, Variable rate, due 12/15/2038 |
|
62955HAE7 |
2,000,000 |
$1,987,149.40 |
0.06% |
| PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 |
|
693475BU8 |
1,915,000 |
$2,113,097.54 |
0.06% |
| REPUBLIC OF GUATEMALA 4.90%, due 06/01/2030 |
|
P5015VAH9 |
2,100,000 |
$2,025,975.00 |
0.06% |
| REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 |
|
455780DR4 |
2,000,000 |
$1,957,729.08 |
0.06% |
| Residential Accredit Loans, Inc. Series 2007-QA3, Class A2, Variable rate, due 05/25/2037 |
|
74923XAB2 |
2,381,469 |
$2,096,961.67 |
0.06% |
| THE BOEING CO 6.528%, due 05/01/2034 |
|
097023DS1 |
1,775,000 |
$1,901,967.04 |
0.06% |
| U.S. Treasury Note, 3.875%, due 03/15/2028 |
|
91282CMS7 |
2,225,000 |
$2,223,348.63 |
0.06% |
| VENTURE GLOBAL LNG INC 9.875%, due 02/01/2032 |
|
92332YAD3 |
1,861,000 |
$1,971,489.44 |
0.06% |
| VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 |
|
92564RAE5 |
2,026,000 |
$1,906,596.23 |
0.06% |
| VNO Mortgage Trust Series 2016-350P, Class D, Variable rate, due 01/10/2035 |
|
91831UAF4 |
2,223,560 |
$2,149,891.46 |
0.06% |
| WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 |
|
93364CAA6 |
2,297,380 |
$2,016,933.67 |
0.06% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2031 |
|
95000U2J1 |
2,155,000 |
$1,941,375.06 |
0.06% |
| ALLIANT ENERGY FINANCE 3.60%, due 03/01/2032 |
|
01882YAD8 |
2,045,000 |
$1,844,170.86 |
0.05% |
| AMERICAN TOWER CORP 4.90%, due 03/15/2030 |
|
03027XCN8 |
1,720,000 |
$1,728,629.33 |
0.05% |
| Apidos CLO Ltd Series 2021-37A, Class B, Variable rate, due 10/22/2034 |
|
03769HAC1 |
1,625,000 |
$1,627,100.05 |
0.05% |
| Bank Series 2020-BN27, Class XA, Variable rate, due 04/15/2063 |
|
06539XAN4 |
33,989,731 |
$1,578,761.81 |
0.05% |
| BERRY GLOBAL INC 4.875%, due 07/15/2026 |
|
085770AA3 |
1,782,000 |
$1,781,892.19 |
0.05% |
| BX Trust Series 2021-RISE, Class D, Variable rate, due 11/15/2036 |
|
12434EAG5 |
1,869,868 |
$1,855,211.57 |
0.05% |
| CHARTER COMM OPT LLC/CAP 3.90%, due 06/01/2052 |
|
161175CA0 |
2,820,000 |
$1,820,581.68 |
0.05% |
| Citigroup Mortgage Loan Trust Inc Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 |
|
17310VAB6 |
2,530,721 |
$1,718,693.55 |
0.05% |
| CLEARWATER PAPER CORP 4.75%, due 08/15/2028 |
|
18538RAJ2 |
1,755,000 |
$1,633,518.90 |
0.05% |
| Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 |
|
19521UAA1 |
1,960,000 |
$1,877,067.11 |
0.05% |
| Colony American Finance Ltd Series 2020-4, Class B, 1.707%, due 12/15/2052 |
|
21873AAG2 |
1,640,000 |
$1,598,229.20 |
0.05% |
| COLT Funding LLC Series 2021-2, Class A1, Variable rate, due 08/25/2066 |
|
19685WAA9 |
2,067,684 |
$1,715,983.20 |
0.05% |
| Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 |
|
126670RE0 |
1,950,000 |
$1,854,604.44 |
0.05% |
| DC Office Trust Series 2019-MTC, Class B, Variable rate, due 09/15/2045 |
|
23312BAE0 |
2,067,000 |
$1,825,224.87 |
0.05% |
| Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 |
|
25150VAM8 |
2,044,279 |
$1,795,010.41 |
0.05% |
| DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 |
BMDT375 |
|
1,945,000 |
$1,744,753.81 |
0.05% |
| ECHOSTAR CORP 10.75%, due 11/30/2029 |
|
278768AC0 |
1,495,000 |
$1,568,319.15 |
0.05% |
| EXTRA SPACE STORAGE LP 2.40%, due 10/15/2031 |
|
30225VAQ0 |
1,978,000 |
$1,683,015.00 |
0.05% |
| FARMERS INS EXCH Variable rate, due 10/15/2064 |
|
309601AG7 |
1,820,000 |
$1,848,662.02 |
0.05% |
| FERRELLGAS LP/FERRELLGAS 5.375%, due 04/01/2026 |
|
315289AA6 |
1,840,000 |
$1,828,364.94 |
0.05% |
| FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 |
|
38381CAE2 |
1,700,000 |
$1,766,397.75 |
0.05% |
| FOUNDRY JV HOLDCO LLC 5.50%, due 01/25/2031 |
|
350930AF0 |
1,835,000 |
$1,863,135.36 |
0.05% |
| GLOBAL SWITCH FINANCE 1.375%, due 10/07/2030 |
BMCMVR1 |
|
1,600,000 |
$1,627,746.27 |
0.05% |
| GoldenTree Loan Management US CLO, LTD Series 2024-20A, Class B, Variable rate, due 07/20/2037 |
|
38139MAE5 |
1,575,000 |
$1,578,108.97 |
0.05% |
| GRIFOLS SA 7.50%, due 05/01/2030 |
BRXM9H1 |
|
1,617,000 |
$1,835,909.30 |
0.05% |
| HEALTHPEAK OP LLC DOC TL GUAR USD |
|
|
1,842,173 |
$1,807,631.92 |
0.05% |
| Intelsat S.A. |
1991211D.LX |
L5217E120 |
46,208 |
$1,725,591.55 |
0.05% |
| JANE STREET GRP/JSG FIN 6.125%, due 11/01/2032 |
|
47077WAD0 |
1,855,000 |
$1,829,311.04 |
0.05% |
| JDE PEET'S NV 2.25%, due 09/24/2031 |
|
47216QAC7 |
1,895,000 |
$1,588,509.20 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 07/23/2029 |
|
46647PAV8 |
1,790,000 |
$1,765,260.80 |
0.05% |
| Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 |
|
53218CAN0 |
1,645,000 |
$1,606,713.78 |
0.05% |
| MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 |
|
57645TAB3 |
4,587,661 |
$1,826,266.94 |
0.05% |
| MASTR Asset Backed Securities Series 2005-NC2, Class A4, Variable rate, due 11/25/2035 |
|
57643LMP8 |
3,292,074 |
$1,868,606.33 |
0.05% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 1A, Variable rate, due 10/25/2037 |
|
59025RAW7 |
2,788,863 |
$1,682,970.16 |
0.05% |
| MOLINA HEALTHCARE INC 6.25%, due 01/15/2033 |
|
60855RAM2 |
1,595,000 |
$1,570,057.39 |
0.05% |
| Morgan Stanley Capital Inc Series 2007-HE2, Class A2B, Variable rate, due 01/25/2037 |
|
61753EAB6 |
4,144,311 |
$1,885,696.26 |
0.05% |
| MORGAN STANLEY Variable rate, due 07/20/2029 |
|
61747YFF7 |
1,635,000 |
$1,672,276.87 |
0.05% |
| NATL GRID ELECT TRANS 0.823%, due 07/07/2032 |
|
G6374WDK0 |
1,975,000 |
$1,785,034.43 |
0.05% |
| Onslow Bay Financial LLC Series 2024-HYB1, Class A1, Variable rate, due 03/25/2053 |
|
67448MAA8 |
1,779,442 |
$1,745,056.00 |
0.05% |
| OT MERGER CORP 7.875%, due 10/15/2029 |
|
688777AA9 |
3,500,000 |
$1,596,700.00 |
0.05% |
| PAPA JOHN'S INTERNATIONAL 3.875%, due 09/15/2029 |
|
698813AA0 |
1,680,000 |
$1,575,817.66 |
0.05% |
| PRIME HEALTHCARE SERVICE 9.375%, due 09/01/2029 |
|
74165HAC2 |
1,625,000 |
$1,557,553.40 |
0.05% |
| REPUBLIC OF PARAGUAY 3.849%, due 06/28/2033 |
|
699149AL4 |
2,000,000 |
$1,766,323.40 |
0.05% |
| REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 |
|
836205AU8 |
1,693,000 |
$1,595,052.33 |
0.05% |
| Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 |
|
751153AA5 |
1,735,711 |
$1,560,101.14 |
0.05% |
| Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 |
|
84751XAD4 |
2,371,403 |
$1,623,582.73 |
0.05% |
| SREIT Trust Series 2021-FLWR, Class D, Variable rate, due 07/15/2036 |
|
78485GAL8 |
1,725,600 |
$1,716,393.76 |
0.05% |
| TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 |
|
87407RAA4 |
1,891,088 |
$1,778,538.67 |
0.05% |
| TRANSMONTAIGNE PARTNERS 8.50%, due 06/15/2030 |
|
89377AAA3 |
1,590,000 |
$1,602,456.06 |
0.05% |
| UNITED MEXICAN STATES 4.75%, due 04/27/2032 |
|
91087BAK6 |
1,900,000 |
$1,773,212.89 |
0.05% |
| VALVOLINE INC 3.625%, due 06/15/2031 |
|
92047WAG6 |
1,819,000 |
$1,585,695.60 |
0.05% |
| VCAT Asset Securitization, LLC Series 2025-NPL1, Class A1, Variable rate, due 01/25/2055 |
|
921962AA4 |
1,858,507 |
$1,865,588.47 |
0.05% |
| VENTURE GLOBAL LNG INC 7%, due 01/15/2030 |
|
92332YAE1 |
1,759,000 |
$1,726,882.17 |
0.05% |
| VOLKSWAGEN INTL FIN NV Variable rate |
|
N93695UE7 |
1,500,000 |
$1,823,839.62 |
0.05% |
| VT TOPCO INC 8.50%, due 08/15/2030 |
|
91838PAA9 |
1,500,000 |
$1,577,935.50 |
0.05% |
| VZ SECURED FINANCING BV 5%, due 01/15/2032 |
|
91845AAA3 |
1,920,000 |
$1,675,598.02 |
0.05% |
| WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A5, Variable rate, due 05/25/2037 |
|
93364EAF1 |
1,803,366 |
$1,591,101.01 |
0.05% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
1,988,423 |
$1,815,753.05 |
0.05% |
| WINDSTREAM SERVICES/ESCROW 8.25%, due 10/01/2031 |
|
97381AAA0 |
1,680,000 |
$1,717,704.24 |
0.05% |
| ZI TECH LLC/ZI FIN CORP 3.875%, due 02/01/2029 |
|
98981BAA0 |
1,815,000 |
$1,667,529.25 |
0.05% |
| AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 |
|
00774MAW5 |
1,650,000 |
$1,550,346.03 |
0.04% |
| AIR LEASE CORP 2.20%, due 01/15/2027 |
|
00914AAR3 |
1,390,000 |
$1,332,014.34 |
0.04% |
| ALCON FINANCE CORP 3%, due 09/23/2029 |
|
01400EAB9 |
1,600,000 |
$1,487,915.12 |
0.04% |
| ALLO Issuer, LLC Series 2024-1A, Class C, 11.19%, due 07/20/2054 |
|
01983KAJ3 |
1,381,200 |
$1,501,528.21 |
0.04% |
| ALTICE FINANCING SA 9.625%, due 07/15/2027 |
|
02154CAJ2 |
1,465,000 |
$1,259,659.49 |
0.04% |
| AMERICAN HOMES 4 RENT 4.30%, due 04/15/2052 |
|
02666TAF4 |
1,835,000 |
$1,422,896.05 |
0.04% |
| ARCHROCK PARTNERS LP/FIN 6.625%, due 09/01/2032 |
|
03959KAD2 |
1,375,000 |
$1,377,538.68 |
0.04% |
| Banc of America Funding Corporation Series 2007-2, Class TA4, Variable rate, due 03/25/2037 |
|
05951GAE2 |
1,611,001 |
$1,500,970.09 |
0.04% |
| BAYER US FINANCE II LLC 4.40%, due 07/15/2044 |
|
07274NBF9 |
1,960,000 |
$1,489,290.21 |
0.04% |
| BAYER US FINANCE II LLC 4.875%, due 06/25/2048 |
|
07274NAQ6 |
1,745,000 |
$1,393,105.99 |
0.04% |
| BERRY GLOBAL INC 5.50%, due 04/15/2028 |
|
08576PAL5 |
1,500,000 |
$1,529,650.76 |
0.04% |
| BLOX Trust 2021-BLOX Series 2021-BLOX, Class D, Variable rate, due 09/15/2026 |
|
055522AG1 |
1,570,000 |
$1,430,267.60 |
0.04% |
| BX Trust Series 2022-VAMF, Class E, Variable rate, due 01/15/2039 |
|
05609TAJ9 |
1,500,000 |
$1,482,806.40 |
0.04% |
| CAPITAL ONE FINANCIAL CORP Variable rate, due 11/02/2027 |
|
14040HCH6 |
1,505,000 |
$1,439,589.42 |
0.04% |
| Carvana Auto Receivables Trust Series 2023-P3, Class R, 0%, due 08/12/2030 |
|
14688GAK0 |
8,700 |
$1,221,831.20 |
0.04% |
| CENTENE CORP 3%, due 10/15/2030 |
|
15135BAW1 |
1,396,000 |
$1,221,883.33 |
0.04% |
| CHARTER COMM OPT LLC/CAP 6.65%, due 02/01/2034 |
|
161175CP7 |
1,500,000 |
$1,553,742.33 |
0.04% |
| CHURCHILL DOWNS INC 5.75%, due 04/01/2030 |
|
12511VAA6 |
1,282,000 |
$1,253,544.73 |
0.04% |
| CONSOLIDATED COMMUNICATIONS 6.50%, due 10/01/2028 |
|
20903XAF0 |
1,315,000 |
$1,278,210.50 |
0.04% |
| Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 |
|
81376WAC9 |
1,939,323 |
$1,299,461.51 |
0.04% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A1, Variable rate, due 03/25/2037 |
|
17311YAA1 |
4,493,853 |
$1,550,287.26 |
0.04% |
| CSAIL Commercial Mortgage Trust Series 2015-C2, Class C, Variable rate, due 06/15/2057 |
|
12634NAZ1 |
1,350,000 |
$1,249,645.19 |
0.04% |
| CVS HEALTH CORP 5.875%, due 06/01/2053 |
|
126650DZ0 |
1,640,000 |
$1,538,061.31 |
0.04% |
| DAVIDE CAMPARI-MILANO NV Convertible, 2.375%, due 01/17/2029 |
|
N24565AE8 |
1,200,000 |
$1,230,713.96 |
0.04% |
| E.ON SE 3.875%, due 09/05/2038 |
|
D2T8J8DP8 |
1,300,000 |
$1,375,955.26 |
0.04% |
| Fanniemae Strip Series 426, Class C40, 2%, due 06/25/2051 |
|
31422M2C9 |
9,508,868 |
$1,226,263.59 |
0.04% |
| FREMF Mortgage Trust Series 20K-1517, Class X2A, 0.10%, due 07/25/2035 |
|
30315VAJ7 |
195,239,205 |
$1,244,005.64 |
0.04% |
| GFL ENVIRONMENTAL INC 4%, due 08/01/2028 |
|
36168QAL8 |
1,400,000 |
$1,332,328.06 |
0.04% |
| GNMA Series 2024-151, Class ES, Variable rate, due 09/20/2054 |
|
38384WFA8 |
23,648,394 |
$1,419,684.02 |
0.04% |
| HEALTHPEAK OP LLC DOC TL DD GUAR USD |
|
|
1,303,328 |
$1,280,519.35 |
0.04% |
| HILTON DOMESTIC OPERATING 3.625%, due 02/15/2032 |
|
432833AN1 |
1,626,000 |
$1,426,317.36 |
0.04% |
| Hotwire Funding LLC Series 2024-1A, Class A2, 5.893%, due 06/20/2054 |
|
44148JAH2 |
1,500,000 |
$1,528,184.55 |
0.04% |
| HSBC HOLDINGS PLC Variable rate, due 06/09/2028 |
|
404280DF3 |
1,481,000 |
$1,480,653.31 |
0.04% |
| HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
|
44409MAA4 |
1,583,000 |
$1,406,252.03 |
0.04% |
| IMPERIAL BRANDS FIN PLC 6.125%, due 07/27/2027 |
|
45262BAF0 |
1,200,000 |
$1,236,288.85 |
0.04% |
| JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 |
|
46590XAM8 |
1,700,000 |
$1,553,713.82 |
0.04% |
| JBS USA/FOOD/FINANCE 5.125%, due 02/01/2028 |
|
46590XAZ9 |
1,500,000 |
$1,515,733.50 |
0.04% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-NLP, Class G, Variable rate, due 04/15/2037 |
|
466317AS3 |
1,757,303 |
$1,533,963.70 |
0.04% |
| Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 |
|
525249AC2 |
1,679,131 |
$1,500,931.77 |
0.04% |
| MODIVCARE INC 5%, due 10/01/2029 |
|
60783XAA2 |
4,637,000 |
$1,249,091.88 |
0.04% |
| MORGAN STANLEY Variable rate, due 01/24/2029 |
|
61744YAP3 |
1,415,000 |
$1,383,577.17 |
0.04% |
| NEW ENGLAND POWER CO 5.936%, due 11/25/2052 |
|
644188BH6 |
1,395,000 |
$1,422,722.32 |
0.04% |
| NOVELIS CORP 3.25%, due 11/15/2026 |
|
670001AG1 |
1,405,000 |
$1,358,389.27 |
0.04% |
| NYC Commercial Mortgage Trust 2021-909 Series 2021-909, Class B, 3.142%, due 04/10/2043 |
|
67076XAC9 |
1,670,000 |
$1,361,051.17 |
0.04% |
| ORACLE CORP 4%, due 11/15/2047 |
|
68389XBQ7 |
1,640,000 |
$1,244,830.29 |
0.04% |
| PENN ENTERTAINMENT INC 4.125%, due 07/01/2029 |
|
707569AV1 |
1,580,000 |
$1,409,078.76 |
0.04% |
| PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 |
|
72147KAH1 |
1,395,000 |
$1,232,594.02 |
0.04% |
| POST HOLDINGS INC 5.50%, due 12/15/2029 |
|
737446AP9 |
1,407,000 |
$1,369,575.91 |
0.04% |
| Pretium Mortgage Credit Partners LLC Series 2021-RN2, Class A1, Variable rate, due 07/25/2051 |
|
74143FAA7 |
1,342,198 |
$1,337,655.30 |
0.04% |
| PRIME SECSRVC BRW/FINANCE 3.375%, due 08/31/2027 |
|
74166MAF3 |
1,475,000 |
$1,393,447.10 |
0.04% |
| PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 |
BPX1YQ8 |
|
1,440,000 |
$1,516,131.80 |
0.04% |
| REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 |
|
195325DS1 |
1,678,000 |
$1,365,625.35 |
0.04% |
| REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 |
|
P5015VAP1 |
1,400,000 |
$1,379,000.00 |
0.04% |
| REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 |
|
836205BA1 |
1,400,000 |
$1,317,979.25 |
0.04% |
| Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 |
|
75116FBH1 |
1,748,719 |
$1,428,224.85 |
0.04% |
| ROMANIA N/C, 6.625%, due 02/17/2028 |
|
77586RAQ3 |
1,500,000 |
$1,541,925.36 |
0.04% |
| SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 |
|
80281LAQ8 |
1,585,000 |
$1,526,603.35 |
0.04% |
| SLM Student Loan Trust Series 2006-2, Class B, Variable rate, due 01/25/2041 |
|
78442GRY4 |
1,606,867 |
$1,520,553.91 |
0.04% |
| SLM Student Loan Trust Series 2007-1, Class B, Variable rate, due 01/27/2042 |
|
78443VAJ1 |
1,460,713 |
$1,389,703.05 |
0.04% |
| SOTERA HEALTH HLDGS LLC 7.375%, due 06/01/2031 |
|
83600WAE9 |
1,350,000 |
$1,384,543.80 |
0.04% |
| SREIT Trust Series 2023-MFP2, Class C, Variable rate, due 11/15/2036 |
|
85236WCJ3 |
1,423,000 |
$1,413,832.04 |
0.04% |
| Stack Infrastructure Issuer LLC Series 2020-1A, Class A2, 1.893%, due 08/25/2045 |
|
85236KAD4 |
1,405,000 |
$1,386,978.77 |
0.04% |
| Starwood Commercial Mortgage Trust Series 2021-LIH, Class AS, Variable rate, due 11/15/2036 |
|
78486EAG3 |
1,550,000 |
$1,539,473.80 |
0.04% |
| STRYKER CORP 3.375%, due 09/11/2032 |
BP4YD58 |
|
1,385,000 |
$1,494,447.37 |
0.04% |
| SUEZ 2.875%, due 05/24/2034 |
|
F9155XNG6 |
1,400,000 |
$1,398,577.35 |
0.04% |
| Symphony CLO Ltd Series 2018-19A, Class B, Variable rate, due 04/16/2031 |
|
87165YAE3 |
1,500,000 |
$1,503,657.77 |
0.04% |
| Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 |
|
88315LAG3 |
1,425,868 |
$1,332,949.31 |
0.04% |
| THE BOEING CO 5.805%, due 05/01/2050 |
|
097023CW3 |
1,620,000 |
$1,537,489.66 |
0.04% |
| TIME WARNER CABLE LLC 4.50%, due 09/15/2042 |
|
88732JBD9 |
1,650,000 |
$1,252,132.41 |
0.04% |
| TK ELEVATOR US NEWCO INC 5.25%, due 07/15/2027 |
|
92537RAA7 |
1,480,000 |
$1,452,964.98 |
0.04% |
| UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 |
|
913903AZ3 |
1,350,000 |
$1,291,806.21 |
0.04% |
| USA COM PART/USA COM FIN 7.125%, due 03/15/2029 |
|
91740PAG3 |
1,460,000 |
$1,484,885.71 |
0.04% |
| Ace Securities Corp. Series 2006-ASP6, Class A2C, Variable rate, due 12/25/2036 |
|
00443KAE0 |
3,007,803 |
$966,046.51 |
0.03% |
| Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 |
|
00443LAA6 |
1,915,397 |
$1,042,854.32 |
0.03% |
| Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 |
|
00442KAA9 |
2,679,301 |
$1,130,967.19 |
0.03% |
| ALTICE FRANCE SA 8.125%, due 02/01/2027 |
|
02156LAA9 |
1,087,000 |
$983,374.44 |
0.03% |
| AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 |
|
02401LAA2 |
1,310,000 |
$1,154,695.20 |
0.03% |
| American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 |
|
02660WAA4 |
951,805 |
$870,631.71 |
0.03% |
| AMERIGAS PART/FIN CORP 9.375%, due 06/01/2028 |
|
030981AM6 |
890,000 |
$878,441.75 |
0.03% |
| ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 |
|
04685A3L3 |
1,115,000 |
$1,075,393.88 |
0.03% |
| BAYER US FINANCE LLC 6.25%, due 01/21/2029 |
|
07274EAJ2 |
1,000,000 |
$1,036,012.95 |
0.03% |
| BLOCK INC 6.50%, due 05/15/2032 |
|
852234AR4 |
1,100,000 |
$1,114,147.29 |
0.03% |
| BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 |
|
05608XAA0 |
1,195,584 |
$1,192,684.49 |
0.03% |
| Carvana Auto Receivables Trust Series 2022-N1, Class R, 0%, due 12/11/2028 |
|
14686GAH9 |
19,300 |
$1,114,277.74 |
0.03% |
| Carvana Auto Receivables Trust Series 2023-N3, Class XS, 0%, due 09/10/2030 |
|
14686RAG7 |
83,391,033 |
$1,193,242.29 |
0.03% |
| CERBA HEALTHCARE SASU 3.50%, due 05/31/2028 |
|
F7163QAA2 |
1,335,000 |
$1,173,673.15 |
0.03% |
| CHARTER COMM OPT LLC/CAP 3.70%, due 04/01/2051 |
|
161175BV5 |
1,690,000 |
$1,062,600.82 |
0.03% |
| CIM Trust Series 2021-R5, Class A1A, Variable rate, due 08/25/2061 |
|
12592SAB3 |
1,119,211 |
$954,019.88 |
0.03% |
| Citigroup Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/12/2050 |
|
17326FAF4 |
45,492,070 |
$909,400.12 |
0.03% |
| Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 |
|
393505X80 |
1,053,679 |
$966,982.61 |
0.03% |
| COX ENTERPRISES INC 7.375%, due 07/15/2027 |
|
224050AE4 |
900,000 |
$948,858.61 |
0.03% |
| Credit Suisse Mortgage Trust Series 2014-11R, Class 17A, Variable rate, due 12/27/2036 |
|
12649FES3 |
1,128,116 |
$1,016,217.67 |
0.03% |
| Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 |
|
12648VAL8 |
843,313 |
$865,278.66 |
0.03% |
| ECOPETROL SA 8.875%, due 01/13/2033 |
|
279158AS8 |
970,000 |
$1,006,295.46 |
0.03% |
| ELO SACA 6%, due 03/22/2029 |
|
F0490QNZ2 |
900,000 |
$895,177.36 |
0.03% |
| ENERGY TRANSFER LP 5%, due 05/15/2050 |
|
29278NAR4 |
1,144,000 |
$961,305.47 |
0.03% |
| EUROGRID GMBH 0.741%, due 04/21/2033 |
|
D25727AJ3 |
1,300,000 |
$1,134,680.75 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K059, Class X3, Variable rate, due 11/25/2044 |
|
3137BSRH8 |
38,206,238 |
$1,038,292.72 |
0.03% |
| First Horizon Alternative Mortgage Securities Series 2005-AA4, Class 2A1, Variable rate, due 06/25/2035 |
|
32051GNK7 |
1,129,594 |
$1,053,399.00 |
0.03% |
| GRIFOLS SA 4.75%, due 10/15/2028 |
|
39843UAA0 |
1,244,000 |
$1,154,200.62 |
0.03% |
| HCA INC 5.25%, due 04/15/2025 |
|
404119BQ1 |
1,090,000 |
$1,089,980.62 |
0.03% |
| Headlands Residential Series 2021-RPL1, Class NOTE, Variable rate, due 09/25/2026 |
|
42210JAA4 |
1,117,266 |
$1,115,450.76 |
0.03% |
| HEALTHPEAK OP LLC DOC TL DD GUAR USD |
|
|
912,773 |
$896,799.41 |
0.03% |
| HEATHROW FUNDING LTD 1.875%, due 03/14/2034 |
|
G4R1JXBD2 |
1,000,000 |
$920,146.67 |
0.03% |
| HELIOS SOFT/ION CORP SOL 8.75%, due 05/01/2029 |
|
42329HAB4 |
1,140,000 |
$1,151,400.72 |
0.03% |
| HLDNG D'INFRA METIERS 4.875%, due 10/24/2029 |
|
F4946UAD8 |
950,000 |
$1,051,476.44 |
0.03% |
| Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 |
|
52523MAD2 |
1,026,520 |
$930,522.13 |
0.03% |
| MEDTRONIC GLOBAL HLDINGS 1.625%, due 03/07/2031 |
|
58507LAJ8 |
900,000 |
$896,225.13 |
0.03% |
| MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 |
|
59217GFP9 |
965,000 |
$965,648.84 |
0.03% |
| MONDELEZ INTL HLDINGS NLD 0.875%, due 10/01/2031 |
|
N6000LAG0 |
990,000 |
$924,964.43 |
0.03% |
| Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 |
|
61691DAA5 |
1,050,000 |
$975,269.61 |
0.03% |
| Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 |
|
65540EAY5 |
1,438,601 |
$1,196,879.43 |
0.03% |
| OPTION CARE HEALTH INC 4.375%, due 10/31/2029 |
|
68404LAA0 |
946,000 |
$878,883.57 |
0.03% |
| ORACLE CORP 6.50%, due 04/15/2038 |
|
68389XAE5 |
895,000 |
$964,788.14 |
0.03% |
| OT MIDCO INC 10%, due 02/15/2030 |
|
68877AAA2 |
1,221,000 |
$1,058,028.57 |
0.03% |
| QUIKRETE HOLDINGS INC 6.375%, due 03/01/2032 |
|
74843PAA8 |
1,060,000 |
$1,062,183.60 |
0.03% |
| REALTY INCOME CORP 5.125%, due 07/06/2034 |
BPXZM88 |
|
1,035,000 |
$1,206,872.99 |
0.03% |
| Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 |
|
761118EN4 |
1,232,035 |
$892,412.63 |
0.03% |
| Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 |
|
75156TAD2 |
1,149,684 |
$1,111,424.91 |
0.03% |
| Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 |
|
75156UAD9 |
1,186,979 |
$1,174,552.03 |
0.03% |
| SAKS GLOBAL ENTERPRISES 11%, due 12/15/2029 |
|
79380MAA3 |
1,140,000 |
$924,285.37 |
0.03% |
| SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 |
|
78444EAE9 |
905,000 |
$919,151.29 |
0.03% |
| Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 |
|
83612TAD4 |
1,766,184 |
$1,155,558.42 |
0.03% |
| Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 |
|
86360UAF3 |
1,395,342 |
$1,004,941.81 |
0.03% |
| Textainer Marine Containers Limited Series 2021-3A, Class A, 1.94%, due 08/20/2046 |
|
88315LAS7 |
1,284,000 |
$1,146,476.02 |
0.03% |
| THE MICHAELS COS INC 5.25%, due 05/01/2028 |
|
55916AAA2 |
1,253,000 |
$870,835.00 |
0.03% |
| THE MICHAELS COS INC 7.875%, due 05/01/2029 |
|
55916AAB0 |
1,615,000 |
$873,270.23 |
0.03% |
| T-MOBILE USA INC 2.625%, due 02/15/2029 |
|
87264ABS3 |
1,000,000 |
$925,585.00 |
0.03% |
| UBS Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/15/2050 |
|
90276RBF4 |
56,452,159 |
$1,201,341.45 |
0.03% |
| UNITED MEXICAN STATES 2.659%, due 05/24/2031 |
|
91087BAM2 |
1,024,000 |
$863,481.29 |
0.03% |
| UPBOUND GROUP INC 6.375%, due 02/15/2029 |
|
76009NAL4 |
1,250,000 |
$1,185,830.41 |
0.03% |
| US BANCORP Variable rate, due 02/01/2029 |
|
91159HJK7 |
1,000,000 |
$1,000,140.85 |
0.03% |
| US BANCORP Variable rate, due 02/01/2034 |
|
91159HJL5 |
1,220,000 |
$1,182,720.10 |
0.03% |
| VENTURE GLOBAL CALCASIEU PASS 6.25%, due 01/15/2030 |
|
92328MAE3 |
951,000 |
$962,742.00 |
0.03% |
| WARNERMEDIA HOLDINGS INC 3.755%, due 03/15/2027 |
|
55903VBA0 |
1,000,000 |
$975,583.89 |
0.03% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 |
|
93935FAC5 |
1,900,572 |
$1,057,960.19 |
0.03% |
| WP CAREY INC 4.25%, due 07/23/2032 |
BSD3KT0 |
|
1,000,000 |
$1,099,725.18 |
0.03% |
| Ace Securities Corp. Series 2006-HE3, Class A2C, Variable rate, due 06/25/2036 |
|
00441TAD5 |
716,862 |
$527,903.08 |
0.02% |
| ALTICE FINANCING SA 5.75%, due 08/15/2029 |
|
02154CAH6 |
1,167,000 |
$851,417.06 |
0.02% |
| AMERICAN ASSETS TRUST LP 6.15%, due 10/01/2034 |
|
02401LAB0 |
720,000 |
$717,679.92 |
0.02% |
| AMERICAN EXPRESS CO Variable rate |
|
025816CH0 |
605,000 |
$586,585.43 |
0.02% |
| AMPRION GMBH 0.625%, due 09/23/2033 |
|
D03614AR1 |
700,000 |
$593,712.31 |
0.02% |
| AMPRION GMBH 4%, due 05/21/2044 |
|
D03614BL3 |
700,000 |
$725,486.03 |
0.02% |
| ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 |
|
03969AAN0 |
795,000 |
$730,541.40 |
0.02% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAR1 |
1,815,000 |
$838,565.43 |
0.02% |
| Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 |
|
040104RV5 |
1,189,996 |
$656,619.44 |
0.02% |
| Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 |
|
04545EAA1 |
846,758 |
$612,610.70 |
0.02% |
| ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 |
|
04685A3G4 |
675,000 |
$625,093.77 |
0.02% |
| BANIJAY ENTERTAINMENT 8.125%, due 05/01/2029 |
|
060335AB2 |
700,000 |
$720,363.70 |
0.02% |
| BANK OF AMERICA CORP Series RR, Variable rate |
|
060505GB4 |
570,000 |
$557,593.49 |
0.02% |
| BANK OF AMERICA CORP Variable rate, due 07/22/2027 |
|
06051GJS9 |
815,000 |
$785,477.52 |
0.02% |
| BARNABAS HEALTH INC 4%, due 07/01/2028 |
|
06769QAA8 |
635,000 |
$624,835.81 |
0.02% |
| BAYER US FINANCE II LLC 2.85%, due 04/15/2025 |
|
07274NAX1 |
810,000 |
$809,097.77 |
0.02% |
| Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 |
|
07386HB83 |
1,122,373 |
$791,588.73 |
0.02% |
| BENCHMARK Mortgage Trust Series 2020-IG3, Class XA, Variable rate, due 09/15/2048 |
|
08162QAJ8 |
60,418,201 |
$800,862.59 |
0.02% |
| BENGAL DEBT MERGER SUB L PEP TL 1L USD |
LX202253 |
|
1,430,404 |
$771,409.71 |
0.02% |
| CBRE GI OPEN END FUND 4.75%, due 03/27/2034 |
BQV0HQ5 |
|
670,000 |
$752,030.51 |
0.02% |
| CHARLES SCHWAB CORP Series K, Variable rate |
|
808513CB9 |
540,000 |
$533,686.32 |
0.02% |
| CHARTER COMM OPT LLC/CAP 4.80%, due 03/01/2050 |
|
161175BT0 |
1,000,000 |
$751,825.51 |
0.02% |
| Chase Auto Owner Trust Series 2022-AA, Class R1, 0%, due 06/25/2030 |
|
16144JAH4 |
10,000 |
$710,651.59 |
0.02% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
721,212 |
$662,650.26 |
0.02% |
| Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 |
|
17316AAF7 |
999,221 |
$710,148.81 |
0.02% |
| CLI Funding LLC Series 2020-1A, Class A, 2.08%, due 09/18/2045 |
|
12563LAN7 |
919,618 |
$850,115.31 |
0.02% |
| COGENT COMM GROUP LLC 7%, due 06/15/2027 |
|
19240CAE3 |
800,000 |
$804,831.20 |
0.02% |
| COMISION FEDERAL DE ELECTRICIDAD 3.348%, due 02/09/2031 |
|
P29595AD0 |
700,000 |
$596,630.79 |
0.02% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 |
|
1248MGAK0 |
2,507,302 |
$707,244.82 |
0.02% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 |
|
1248MGAL8 |
2,483,571 |
$700,520.87 |
0.02% |
| Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 |
|
17311YAD5 |
1,618,904 |
$558,239.17 |
0.02% |
| CSC HOLDINGS LLC 11.25%, due 05/15/2028 |
|
126307BM8 |
545,000 |
$531,838.52 |
0.02% |
| CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
|
126307AZ0 |
1,008,000 |
$837,683.29 |
0.02% |
| CVS HEALTH CORP 4.78%, due 03/25/2038 |
|
126650CY4 |
610,000 |
$548,587.54 |
0.02% |
| ECMC Group Student Loan Trust Series 2021-1A, Class A1B, Variable rate, due 11/25/2070 |
|
26833RAB4 |
871,675 |
$862,399.83 |
0.02% |
| ELIA GROUP SA/NV 3.875%, due 06/11/2031 |
|
B3S09JAB7 |
600,000 |
$656,825.85 |
0.02% |
| ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 |
|
29272WAD1 |
900,000 |
$836,801.68 |
0.02% |
| ENERGY TRANSFER LP Variable rate |
|
29273VAJ9 |
594,000 |
$589,514.89 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K053, Class X3, Variable rate, due 03/25/2044 |
|
3137BN6J8 |
46,915,000 |
$585,541.42 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series Q017, Class X, Variable rate, due 04/25/2030 |
|
3137H74M2 |
54,888,567 |
$625,909.15 |
0.02% |
| First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 |
|
32053DAD2 |
2,163,551 |
$779,131.56 |
0.02% |
| FIRSTCASH INC 5.625%, due 01/01/2030 |
|
31944TAA8 |
788,000 |
$767,346.39 |
0.02% |
| FORVIA SE 8%, due 06/15/2030 |
|
31209DAA3 |
532,000 |
$525,958.57 |
0.02% |
| GFL ENVIRONMENTAL INC 3.50%, due 09/01/2028 |
|
36168QAM6 |
750,000 |
$709,936.28 |
0.02% |
| GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 |
|
361841AK5 |
675,000 |
$687,195.24 |
0.02% |
| GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 |
|
362439AE1 |
558,390 |
$540,553.89 |
0.02% |
| GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 |
|
3622MHAA4 |
1,407,355 |
$823,406.54 |
0.02% |
| HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 |
|
42225UAG9 |
595,000 |
$545,971.95 |
0.02% |
| HEATHROW FUNDING LTD 1.125%, due 10/08/2030 |
|
G4R1K3AX3 |
825,000 |
$791,848.52 |
0.02% |
| ILLUMINA INC 2.55%, due 03/23/2031 |
|
452327AM1 |
1,000,000 |
$862,795.52 |
0.02% |
| INGENOVIS HEALTH INC INHEAL TL B 1L USD |
|
|
1,317,023 |
$566,319.93 |
0.02% |
| J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 |
|
46627MFV4 |
656,798 |
$585,765.99 |
0.02% |
| JPMORGAN CHASE & CO Series KK, Variable rate |
|
48128BAN1 |
595,000 |
$582,023.94 |
0.02% |
| JPMORGAN CHASE & CO Variable rate, due 02/04/2027 |
|
46647PBW5 |
750,000 |
$728,348.78 |
0.02% |
| Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 |
|
525221HD2 |
581,225 |
$520,166.56 |
0.02% |
| LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 |
|
538034AR0 |
590,000 |
$574,559.19 |
0.02% |
| Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 |
|
54251UAD8 |
2,123,758 |
$570,023.30 |
0.02% |
| MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 |
|
57629WCH1 |
750,000 |
$743,677.40 |
0.02% |
| MASTR Asset Backed Securities Trust Series 2006-NC2, Class A3, Variable rate, due 08/25/2036 |
|
55275BAC1 |
1,482,681 |
$545,252.99 |
0.02% |
| MEDTRONIC GLOBAL HLDINGS 3.375%, due 10/15/2034 |
BQV3QW3 |
|
600,000 |
$640,786.86 |
0.02% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 |
|
59023LAA0 |
1,522,528 |
$668,164.69 |
0.02% |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 |
|
59023XAD8 |
2,646,298 |
$855,265.63 |
0.02% |
| MIDAMERICAN ENERGY CO 3.95%, due 08/01/2047 |
|
595620AR6 |
750,000 |
$587,707.09 |
0.02% |
| MODIVCARE INC MODV TL 1L USD |
|
|
951,905 |
$794,840.92 |
0.02% |
| Morgan Stanley Capital I Trust Series 2018-H4, Class XA, Variable rate, due 12/15/2051 |
|
61691RAF3 |
25,389,776 |
$635,214.11 |
0.02% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
|
61750SAD4 |
1,705,518 |
$746,243.80 |
0.02% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2C, Variable rate, due 10/25/2036 |
|
61750SAE2 |
1,651,265 |
$722,501.41 |
0.02% |
| MVM ENERGETIKA ZRT 7.50%, due 06/09/2028 |
|
X5T03SAC1 |
700,000 |
$739,158.00 |
0.02% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 |
|
63861VAF4 |
885,000 |
$856,647.78 |
0.02% |
| NGL ENERGY OPER/NGL ENERGY FIN CORP 8.375%, due 02/15/2032 |
|
62922LAD0 |
800,000 |
$798,679.12 |
0.02% |
| PHH Alternative Mortgage Trust Series 2007-2, Class 1A4, Variable rate, due 05/25/2037 |
|
69337HAD3 |
742,226 |
$661,167.78 |
0.02% |
| PLAYA RESORTS HOLDING B.V. PLYA TL B 1L USD |
|
|
632,340 |
$632,807.91 |
0.02% |
| PNC FINANCIAL SERVICES Variable rate |
|
693475BC8 |
555,000 |
$531,508.63 |
0.02% |
| POTOMAC ENERGY CENTER GRESTO TL 1L USD |
|
|
784,479 |
$785,459.43 |
0.02% |
| PRESTIGE BRANDS INC 5.125%, due 01/15/2028 |
|
74112BAL9 |
550,000 |
$539,227.43 |
0.02% |
| REALTY INCOME CORP 4.875%, due 07/06/2030 |
|
756109BU7 |
624,000 |
$715,529.74 |
0.02% |
| Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 |
|
74922TAA4 |
776,159 |
$724,010.94 |
0.02% |
| RIVERS ENTERPRISE 6.625%, due 02/01/2033 |
|
76883NAA9 |
662,000 |
$652,707.44 |
0.02% |
| Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 |
|
80556UAF0 |
723,076 |
$702,783.61 |
0.02% |
| SLM Student Loan Trust Series 2007-7, Class A4, Variable rate, due 01/25/2022 |
|
78444EAD1 |
706,894 |
$700,151.64 |
0.02% |
| SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
650,000 |
$698,618.83 |
0.02% |
| Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 |
|
86359PAC4 |
761,618 |
$658,383.88 |
0.02% |
| SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 |
|
86765LAT4 |
800,000 |
$759,107.68 |
0.02% |
| TENNET HOLDING BV 2.75%, due 05/17/2042 |
BN4CF52 |
|
805,000 |
$777,412.91 |
0.02% |
| TIME WARNER CABLE LLC 5.875%, due 11/15/2040 |
|
88732JAY4 |
882,000 |
$807,166.05 |
0.02% |
| VMC Finance LLC Series 2021-FL4, Class B, Variable rate, due 06/16/2036 |
|
91835RAE0 |
779,000 |
$759,356.60 |
0.02% |
| Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 |
|
92978JAH6 |
712,232 |
$667,294.30 |
0.02% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 |
|
92926SAD8 |
1,489,157 |
$543,722.85 |
0.02% |
| WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 |
|
93364BAA8 |
654,106 |
$569,013.67 |
0.02% |
| WELLS FARGO & COMPANY Variable rate, due 03/02/2033 |
|
95000U2U6 |
625,000 |
$559,665.81 |
0.02% |
| WORLDLINE SA/FRANCE Convertible, 0%, due 07/30/2025 |
|
F9867TBD4 |
5,000 |
$761,285.08 |
0.02% |
| ZF NA CAPITAL 6.875%, due 04/23/2032 |
|
98877DAG0 |
560,000 |
$523,164.66 |
0.02% |
| ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 |
|
00489LAF0 |
437,000 |
$410,167.81 |
0.01% |
| ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 |
|
00737WAA7 |
279,000 |
$274,537.70 |
0.01% |
| AERCAP IRELAND CAP/GLOBAL 5.75%, due 06/06/2028 |
|
00774MBC8 |
315,000 |
$323,951.35 |
0.01% |
| ALPHA GENERATION LLC 6.75%, due 10/15/2032 |
|
02073LAA9 |
450,000 |
$449,789.49 |
0.01% |
| ALTICE FINANCING SA ALTICE TL B 1L USD |
|
|
414,746 |
$342,372.67 |
0.01% |
| American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
|
02660TGN7 |
424,704 |
$406,263.60 |
0.01% |
| AMERICAN TOWER CORP 2.70%, due 04/15/2031 |
|
03027XBM1 |
330,000 |
$291,774.79 |
0.01% |
| AMGEN INC 5.65%, due 03/02/2053 |
|
031162DT4 |
320,000 |
$312,188.13 |
0.01% |
| APPALACHIAN POWER CO 3.30%, due 06/01/2027 |
|
037735CW5 |
365,000 |
$355,647.32 |
0.01% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAP5 |
1,085,000 |
$501,291.18 |
0.01% |
| ARTERA SERVICES LLC 8.50%, due 02/15/2031 |
|
04302XAA2 |
238,000 |
$222,615.97 |
0.01% |
| BACARDI LTD 2.75%, due 07/15/2026 |
|
067316AD1 |
505,000 |
$492,949.14 |
0.01% |
| Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 |
|
05951FAD6 |
539,085 |
$462,540.23 |
0.01% |
| BAYER US FINANCE II LLC 4.25%, due 12/15/2025 |
|
07274NAJ2 |
180,000 |
$179,271.81 |
0.01% |
| BAYER US FINANCE II LLC 4.625%, due 06/25/2038 |
|
07274NAN3 |
265,000 |
$228,031.08 |
0.01% |
| Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 |
|
07324SCR1 |
444,420 |
$426,217.42 |
0.01% |
| BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 |
|
05530VAA7 |
245,708 |
$234,721.45 |
0.01% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
|
07400HAA1 |
374,015 |
$332,866.76 |
0.01% |
| BERRY GLOBAL INC 1.65%, due 01/15/2027 |
|
08576PAF8 |
295,000 |
$279,766.14 |
0.01% |
| BLACKSTONE PP EUR HOLD 1%, due 05/04/2028 |
|
L1051PAG2 |
495,000 |
$497,871.21 |
0.01% |
| BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 |
|
055683AD8 |
517,579 |
$505,006.29 |
0.01% |
| Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 |
|
09774XBT8 |
2,369,065 |
$199,375.27 |
0.01% |
| BOSTON PROPERTIES LP 2.75%, due 10/01/2026 |
|
10112RAY0 |
250,000 |
$242,315.04 |
0.01% |
| BOSTON PROPERTIES LP 3.40%, due 06/21/2029 |
|
10112RBB9 |
200,000 |
$186,784.28 |
0.01% |
| CARRIAGE SERVICES INC 4.25%, due 05/15/2029 |
|
143905AP2 |
375,000 |
$342,458.59 |
0.01% |
| Carvana Auto Receivables Trust Series 2020-P1, Class R, 0%, due 09/08/2027 |
|
14687AAK4 |
5,450 |
$423,521.65 |
0.01% |
| Carvana Auto Receivables Trust Series 2021-P4, Class R, 0%, due 09/11/2028 |
|
14687KAK2 |
2,800 |
$436,338.16 |
0.01% |
| CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 |
|
1248EPCD3 |
210,000 |
$194,911.94 |
0.01% |
| CENTRAL PARENT/MERGER SUB 7.25%, due 06/15/2029 |
|
15477CAA3 |
225,000 |
$194,542.67 |
0.01% |
| CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 |
|
161175BX1 |
295,000 |
$238,673.64 |
0.01% |
| CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 |
|
161175AY0 |
346,000 |
$345,397.59 |
0.01% |
| CHARTER COMM OPT LLC/CAP 5.125%, due 07/01/2049 |
|
161175BS2 |
542,000 |
$427,983.03 |
0.01% |
| CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 |
|
161175BL7 |
370,000 |
$305,193.39 |
0.01% |
| CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 |
|
161175BN3 |
325,000 |
$280,135.30 |
0.01% |
| CHURCHILL DOWNS INC 5.50%, due 04/01/2027 |
|
171484AG3 |
515,000 |
$510,607.47 |
0.01% |
| CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 |
|
12563GAB4 |
409,538 |
$373,317.14 |
0.01% |
| CITIGROUP INC Variable rate, due 11/05/2030 |
|
17308CC53 |
525,000 |
$483,633.66 |
0.01% |
| Citigroup Mortgage Loan Trust Inc Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 |
|
17307GG28 |
354,649 |
$326,972.09 |
0.01% |
| CLEAN HARBORS INC 4.875%, due 07/15/2027 |
|
184496AN7 |
200,000 |
$196,941.56 |
0.01% |
| COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 |
|
20268JAB9 |
250,000 |
$235,556.67 |
0.01% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 |
|
12667GME0 |
199,617 |
$191,264.81 |
0.01% |
| Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 |
|
12668AZ40 |
610,023 |
$422,352.52 |
0.01% |
| Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 |
|
02151CAQ9 |
803,606 |
$466,481.31 |
0.01% |
| Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 |
|
02150PAB4 |
358,991 |
$331,421.34 |
0.01% |
| Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 |
|
1248P8AK5 |
419,431 |
$416,817.02 |
0.01% |
| CROWN CASTLE INC 2.50%, due 07/15/2031 |
|
22822VAY7 |
534,000 |
$455,679.83 |
0.01% |
| CSC HOLDINGS LLC 4.625%, due 12/01/2030 |
|
126307BD8 |
600,000 |
$296,873.92 |
0.01% |
| CSC HOLDINGS LLC 7.50%, due 04/01/2028 |
|
126307AY3 |
380,000 |
$271,031.88 |
0.01% |
| CUBESMART LP 4.375%, due 02/15/2029 |
|
22966RAE6 |
500,000 |
$490,140.38 |
0.01% |
| DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 |
|
249182PS9 |
220,000 |
$195,984.91 |
0.01% |
| DUKE ENERGY CAROLINAS 3.55%, due 03/15/2052 |
|
26442CBH6 |
540,000 |
$378,904.16 |
0.01% |
| EDGEWELL PERSONAL CARE 5.50%, due 06/01/2028 |
|
28035QAA0 |
243,000 |
$238,111.40 |
0.01% |
| EUROGRID GMBH 1.113%, due 05/15/2032 |
|
D25727AF1 |
200,000 |
$184,474.31 |
0.01% |
| EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 |
|
30225VAH0 |
281,000 |
$271,164.51 |
0.01% |
| Fannie Mae FN AM2974, 4.10%, due 04/01/2043 |
|
3138L3JU0 |
429,354 |
$402,338.67 |
0.01% |
| FARMERS INS EXCH Variable rate, due 11/01/2057 |
|
309601AE2 |
465,000 |
$379,515.99 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 |
|
3137FMCP5 |
2,620,280 |
$271,571.62 |
0.01% |
| FIRSTCASH INC 6.875%, due 03/01/2032 |
|
33767DAD7 |
365,000 |
$371,483.86 |
0.01% |
| Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 |
|
3137FQKX0 |
4,095,000 |
$263,127.05 |
0.01% |
| Freddie Mac Multiclass Certificates Series 2021-P009, Class X, Variable rate, due 01/25/2031 |
|
3137H13X2 |
9,725,144 |
$303,905.88 |
0.01% |
| FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 |
|
35908MAE0 |
240,000 |
$256,128.00 |
0.01% |
| GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
|
361841AH2 |
390,000 |
$391,297.53 |
0.01% |
| GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 |
|
39539LAH4 |
432,718 |
$415,188.37 |
0.01% |
| GS Mortgage Securities Trust Series 2016-GS4, Class XA, Variable rate, due 11/10/2049 |
|
36251XAT4 |
80,897,537 |
$502,867.18 |
0.01% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 |
|
41161PSM6 |
338,297 |
$319,518.10 |
0.01% |
| HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
|
411640AA3 |
562,340 |
$450,935.34 |
0.01% |
| HCA INC 7.58%, due 09/15/2025 |
|
19767QAQ8 |
365,000 |
$369,050.50 |
0.01% |
| HCA INC N/C, 7.05%, due 12/01/2027 |
|
197677AJ6 |
360,000 |
$379,873.71 |
0.01% |
| HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 |
|
42225UAK0 |
490,000 |
$473,243.09 |
0.01% |
| HOLOGIC INC 4.625%, due 02/01/2028 |
|
436440AM3 |
208,000 |
$204,024.15 |
0.01% |
| INTEL CORP 3.734%, due 12/08/2047 |
|
458140BG4 |
415,000 |
$287,919.70 |
0.01% |
| INTEL CORP 5.70%, due 02/10/2053 |
|
458140CJ7 |
440,000 |
$402,744.14 |
0.01% |
| INTERNATIONAL FLAVORS & FRAGRANCES 1.23%, due 10/01/2025 |
|
459506AN1 |
475,000 |
$466,351.26 |
0.01% |
| INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 |
|
459506AE1 |
395,000 |
$307,576.49 |
0.01% |
| JETBLUE AIRWAYS CORP 4%, due 11/15/2032 |
|
477164AA5 |
442,951 |
$415,542.38 |
0.01% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2016-JP3, Class XA, Variable rate, due 08/15/2049 |
|
46590RAG4 |
28,527,689 |
$358,082.40 |
0.01% |
| JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 |
|
46629QAG1 |
560,963 |
$338,123.72 |
0.01% |
| JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 |
|
46630MAG7 |
825,262 |
$412,467.34 |
0.01% |
| KRAFT HEINZ FOODS CO 3.75%, due 04/01/2030 |
|
50077LAV8 |
300,000 |
$286,994.78 |
0.01% |
| KRAFT HEINZ FOODS CO 4.25%, due 03/01/2031 |
|
50077LBF2 |
186,000 |
$180,638.22 |
0.01% |
| LEG IMMOBILIEN SE 1.50%, due 01/17/2034 |
|
D4960ABR3 |
200,000 |
$173,945.72 |
0.01% |
| Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 |
|
52520MFB4 |
702,879 |
$330,861.20 |
0.01% |
| Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 |
|
52524YAC7 |
433,581 |
$418,523.24 |
0.01% |
| LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 |
|
529043AE1 |
505,000 |
$443,733.28 |
0.01% |
| MEDLINE BORROWER LP 5.25%, due 10/01/2029 |
|
62482BAB8 |
465,000 |
$445,817.38 |
0.01% |
| MEDTRONIC GLOBAL HLDINGS 1.75%, due 07/02/2049 |
|
58507LAQ2 |
439,000 |
$302,645.63 |
0.01% |
| MONDELEZ INTERNATIONAL 0.75%, due 03/17/2033 |
|
U6100RDC4 |
470,000 |
$414,248.66 |
0.01% |
| MONDELEZ INTERNATIONAL 2.375%, due 03/06/2035 |
|
609207AF2 |
355,000 |
$343,064.96 |
0.01% |
| Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 |
|
61753VAC6 |
1,214,326 |
$387,443.57 |
0.01% |
| Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 |
|
66989EAA3 |
385,846 |
$378,093.12 |
0.01% |
| PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 |
|
72147KAJ7 |
286,000 |
$269,714.21 |
0.01% |
| Pound Sterling |
$GBP |
|
180,022 |
$233,020.98 |
0.01% |
| QAZAQGAZ NC JSC N/C, 4.375%, due 09/26/2027 |
|
Y4S6FLAB5 |
400,000 |
$387,973.00 |
0.01% |
| REPUBLIC OF GUATEMALA 6.60%, due 06/13/2036 |
|
P5015VAQ9 |
400,000 |
$402,800.00 |
0.01% |
| Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 |
|
74922EAQ2 |
365,821 |
$296,123.28 |
0.01% |
| Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 |
|
78520EAA4 |
486,818 |
$486,122.47 |
0.01% |
| SABRE GLBL INC 10.75%, due 11/15/2029 |
|
78573NAL6 |
475,000 |
$482,138.74 |
0.01% |
| SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 |
|
80281LAR6 |
430,000 |
$413,184.48 |
0.01% |
| SARTORIUS FINANCE BV 4.50%, due 09/14/2032 |
|
N7750FAD0 |
300,000 |
$340,207.26 |
0.01% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 |
|
78413MAN8 |
545,000 |
$462,496.70 |
0.01% |
| Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 |
|
83084RAA3 |
534,739 |
$493,902.89 |
0.01% |
| SLM Student Loan Trust Series 2006-2, Class R, 0%, due 01/25/2041 |
|
78446G102 |
6,525 |
$407,001.17 |
0.01% |
| SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 |
|
784442AD7 |
300,000 |
$317,386.08 |
0.01% |
| SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
|
78444GAD6 |
300,000 |
$312,099.48 |
0.01% |
| SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 |
|
78445AAD8 |
326,099 |
$326,919.69 |
0.01% |
| SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 |
|
78445CAE2 |
340,000 |
$349,079.09 |
0.01% |
| SLM Student Loan Trust Series 2013-M1, Class M1R, 0%, due 10/28/2029 |
|
78447T103 |
1,000 |
$221,346.92 |
0.01% |
| SMITHFIELD FOODS INC 5.20%, due 04/01/2029 |
|
832248BB3 |
387,000 |
$386,249.63 |
0.01% |
| SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 |
|
845437BR2 |
450,000 |
$442,314.39 |
0.01% |
| SPECTRUM BRANDS INC 3.875%, due 03/15/2031 |
|
84762LAX3 |
364,000 |
$311,524.01 |
0.01% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 |
|
86363LAA1 |
448,632 |
$394,370.11 |
0.01% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 |
|
86363LAB9 |
434,823 |
$396,542.24 |
0.01% |
| Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 |
|
86360KAE8 |
279,835 |
$229,849.66 |
0.01% |
| Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 |
|
86360QAE5 |
354,738 |
$309,808.89 |
0.01% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
|
86359LTG4 |
231,446 |
$187,719.48 |
0.01% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 |
|
86361WAA9 |
475,812 |
$426,169.04 |
0.01% |
| Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
86362XAA6 |
288,193 |
$258,246.85 |
0.01% |
| Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 |
|
86364RAA7 |
483,891 |
$408,410.37 |
0.01% |
| SUNOCO LP 6.25%, due 07/01/2033 |
|
86765KAD1 |
375,000 |
$374,468.21 |
0.01% |
| THE CIGNA GROUP 4.375%, due 10/15/2028 |
|
125523AH3 |
330,000 |
$327,521.26 |
0.01% |
| THE CIGNA GROUP 4.90%, due 12/15/2048 |
|
125523AK6 |
400,000 |
$347,461.54 |
0.01% |
| TRANSDIGM INC 6.75%, due 08/15/2028 |
|
893647BR7 |
360,000 |
$365,265.84 |
0.01% |
| UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 |
|
909319AA3 |
358,843 |
$357,435.99 |
0.01% |
| US BANCORP Variable rate, due 01/23/2035 |
|
91159HJR2 |
175,000 |
$178,647.13 |
0.01% |
| US BANCORP Variable rate, due 06/12/2034 |
|
91159HJN1 |
440,000 |
$453,911.31 |
0.01% |
| US BANCORP Variable rate, due 10/21/2033 |
|
91159HJJ0 |
320,000 |
$331,118.20 |
0.01% |
| VICI PROPERTIES LP 5.625%, due 05/15/2052 |
|
925650AE3 |
268,000 |
$244,496.99 |
0.01% |
| VMED O2 UK FINANCING I PLC 7.75%, due 04/15/2032 |
|
92858RAD2 |
375,000 |
$376,435.13 |
0.01% |
| WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A3, Variable rate, due 05/25/2037 |
|
93364EAD6 |
573,586 |
$505,984.75 |
0.01% |
| Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 |
|
93934XAA1 |
361,780 |
$272,594.07 |
0.01% |
| Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 |
|
93936FAD2 |
538,323 |
$488,454.08 |
0.01% |
| WELLS FARGO & COMPANY Variable rate, due 04/04/2051 |
|
95000U2M4 |
385,000 |
$345,338.73 |
0.01% |
| Wells Fargo Commercial Mortgage Trust Series 2016-C35, Class XA, Variable rate, due 07/15/2048 |
|
95000FAW6 |
29,472,209 |
$447,137.62 |
0.01% |
| Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 |
|
007036QH2 |
65,449 |
$46,366.08 |
0.00% |
| AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 |
|
00774MAE5 |
115,000 |
$112,295.91 |
0.00% |
| ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 |
|
015271AL3 |
75,000 |
$74,912.37 |
0.00% |
| AMERIGAS PART/FIN CORP 5.875%, due 08/20/2026 |
|
030981AJ3 |
130,000 |
$129,222.30 |
0.00% |
| Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 |
|
03072SDB8 |
126,790 |
$131,920.22 |
0.00% |
| Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 |
|
040104PC9 |
65,579 |
$63,913.04 |
0.00% |
| Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 |
|
00076BAB0 |
52,729 |
$49,435.49 |
0.00% |
| AXALTA COATING SYSTEMS 7.25%, due 02/15/2031 |
|
05455JAA5 |
150,000 |
$155,493.30 |
0.00% |
| Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class XA, Variable rate, due 09/15/2048 |
|
06054AAY5 |
10,917,981 |
$7,870.77 |
0.00% |
| Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 |
|
07386HKU4 |
110,924 |
$110,876.80 |
0.00% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 |
|
07401VAA9 |
134,179 |
$125,815.30 |
0.00% |
| BENGAL DEBT MERGER SUB L Variable rate, due 01/24/2030 |
LX202256 |
|
619,066 |
$151,361.64 |
0.00% |
| CENTRAL GARDEN & PET CO 4.125%, due 10/15/2030 |
|
153527AN6 |
120,000 |
$108,770.09 |
0.00% |
| CHINA SCE GRP HLDGS LTD 7%, due 05/02/2025 |
|
G21190AG1 |
200,000 |
$10,250.00 |
0.00% |
| Citigroup Mortgage Loan Trust Inc Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 |
|
17313CAD1 |
136,767 |
$136,312.53 |
0.00% |
| Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 |
|
21872UAE4 |
288,205 |
$11,907.35 |
0.00% |
| COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 |
|
12624QAS2 |
307,887 |
$4,480.53 |
0.00% |
| COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 |
|
12598EAC6 |
21,254,000 |
$69,306.11 |
0.00% |
| Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 |
|
12668BDC4 |
52,254 |
$49,521.77 |
0.00% |
| Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 |
|
02148BAC8 |
251,697 |
$131,840.24 |
0.00% |
| Credit Suisse Mortgage Trust Series 2014-2R, Class 28A1, Variable rate, due 06/27/2037 |
|
12648ELW0 |
24,241 |
$23,480.57 |
0.00% |
| CSMCM Trust Certificates Series 2022-RPL1, Class CERT, 3.77782%, due 02/27/2062 |
|
12662JAA0 |
110,294 |
$91,036.57 |
0.00% |
| DG INVESTMENT INTERMEDI CONGNT TL DD 1L USD |
|
|
168,681 |
$166,150.78 |
0.00% |
| DSLA Mortgage Loan Trust Series 2004-AR4, Class 2A1, Variable rate, due 01/19/2045 |
|
23332UBV5 |
38,334 |
$29,362.67 |
0.00% |
| EURO-BOBL FUTURE Jun25 |
OEM5 |
|
-144 |
($18,367,529.04) |
0.00% |
| EURO-BUND FUTURE Jun25 |
RXM5 |
|
-160 |
($22,317,211.36) |
0.00% |
| EURO-BUXL 30Y BND Jun25 |
UBM5 |
|
-28 |
($3,606,626.94) |
0.00% |
| EURO-SCHATZ FUT Jun25 |
DUM5 |
|
-17 |
($1,968,886.77) |
0.00% |
| EVERGY METRO 4.20%, due 06/15/2047 |
|
485134BQ2 |
100,000 |
$80,571.88 |
0.00% |
| Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 |
|
3136A1L60 |
563,594 |
$49,737.69 |
0.00% |
| FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 |
|
3136A9VM7 |
106,085 |
$91,703.40 |
0.00% |
| Fannie Mae Series 2013-18, Class MI, 3%, due 02/25/2033 |
|
3136ACXN6 |
396,702 |
$16,005.97 |
0.00% |
| FANNIEMAE-ACES Series 2016-M11, Class X2, Variable rate, due 07/25/2039 |
|
3136AT5H3 |
83,975 |
$28.88 |
0.00% |
| FANNIEMAE-ACES Series 2016-M2, Class X3, Variable rate, due 04/25/2036 |
|
3136AQ5K2 |
20,090 |
$3.28 |
0.00% |
| FANNIEMAE-ACES Series 2016-M4, Class X2, Variable rate, due 01/25/2039 |
|
3136ARP44 |
963,976 |
$5,279.03 |
0.00% |
| FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 |
|
3136B7HP9 |
6,100,000 |
$134,886.86 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K037, Class X3, Variable rate, due 01/25/2042 |
|
3137B8G68 |
162,179 |
$64.48 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 |
|
3137BDCY0 |
99,384 |
$15,816.44 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K048, Class X3, Variable rate, due 08/25/2043 |
|
3137BLAE8 |
20,449,223 |
$73,310.46 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K051, Class X1, Variable rate, due 09/25/2025 |
|
3137BM7D2 |
13,742,985 |
$24,466.64 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 |
|
3137BQYW1 |
6,897,149 |
$165,981.27 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 |
|
3137BTAF8 |
1,899,979 |
$52,756.72 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series KC04, Class X1, Variable rate, due 12/25/2026 |
|
3137FMCG5 |
1,208,115 |
$17,420.78 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 |
|
3137FPJQ9 |
6,166,290 |
$104,034.57 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 |
|
3137BS5P4 |
2,881,273 |
$19,385.49 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series KS07, Class X, Variable rate, due 09/25/2025 |
|
3137BS6G3 |
4,604,628 |
$12,508.93 |
0.00% |
| First Horizon Alternative Mortgage Securities Series 2004-AA4, Class A1, Variable rate, due 10/25/2034 |
|
32051GAA3 |
16,651 |
$16,425.89 |
0.00% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2031 |
|
361841AQ2 |
55,000 |
$51,219.48 |
0.00% |
| GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 |
|
38374EP35 |
598,239 |
$789.26 |
0.00% |
| GNMA Series 2013-125, Class IO, Variable rate, due 10/16/2054 |
|
38378KQ69 |
264,633 |
$4,388.38 |
0.00% |
| GNMA Series 2014-125, Class IO, Variable rate, due 11/16/2054 |
|
38378XLU3 |
661,560 |
$18,549.43 |
0.00% |
| GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 |
|
38380WUG2 |
743,086 |
$112,350.14 |
0.00% |
| GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 |
|
39538WFH6 |
31,386 |
$28,409.08 |
0.00% |
| GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 |
|
38144RAC1 |
76,351 |
$74,691.30 |
0.00% |
| HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 |
|
41161PSK0 |
122,769 |
$117,357.58 |
0.00% |
| HEALTHCARE RLTY HLDGS LP 2.05%, due 03/15/2031 |
|
42225UAM6 |
85,000 |
$71,148.92 |
0.00% |
| H-FOOD HOLDNG/HEARTHSIDE 8.50%, due 06/01/2026 |
|
577088AA5 |
1,420,000 |
$49,700.00 |
0.00% |
| ICAHN ENTERPRISES/FIN 10%, due 11/15/2029 |
|
451102CK1 |
80,000 |
$79,372.66 |
0.00% |
| Impac CMB Trust Series 2005-1, Class 1A1, Variable rate, due 04/25/2035 |
|
45254NML8 |
26,223 |
$25,292.33 |
0.00% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 |
|
45668RAC2 |
114,780 |
$101,292.05 |
0.00% |
| INGENOVIS HEALTH INC INHEAL TL B 1L USD |
|
|
336,014 |
$151,206.24 |
0.00% |
| INTERNATIONAL FLAVORS & FRAGRANCES 3.268%, due 11/15/2040 |
|
459506AR2 |
60,000 |
$43,445.06 |
0.00% |
| INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 |
|
459506AS0 |
235,000 |
$154,359.78 |
0.00% |
| IRON MOUNTAIN INC 5.625%, due 07/15/2032 |
|
46284VAL5 |
163,000 |
$156,295.60 |
0.00% |
| J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 |
|
466275AB0 |
36,639 |
$35,398.67 |
0.00% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 |
|
46628SAH6 |
552,545 |
$148,894.41 |
0.00% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2029 |
|
46647PAR7 |
160,000 |
$157,210.17 |
0.00% |
| KELSO INDUSTRIES LLC KELIND TL DD 1L USD |
|
|
40,578 |
$40,425.61 |
0.00% |
| KILROY REALTY LP 4.25%, due 08/15/2029 |
|
49427RAK8 |
173,000 |
$164,666.20 |
0.00% |
| Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 |
|
86359DUR6 |
25,647 |
$25,560.69 |
0.00% |
| LONG GILT FUTURE Jun25 |
G M5 |
|
-32 |
($3,789,461.66) |
0.00% |
| MASTR Asset Backed Securities Trust Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 |
|
576455AC3 |
106,338 |
$62,775.26 |
0.00% |
| MATIV HOLDINGS INC MATV TL DD 1L USD |
|
|
26,558 |
$26,558.14 |
0.00% |
| MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 |
|
589929V21 |
34,852 |
$32,981.52 |
0.00% |
| NCR VOYIX CORP 5.125%, due 04/15/2029 |
|
62886EBA5 |
131,000 |
$124,441.55 |
0.00% |
| PETROLEOS MEXICANOS 6.35%, due 02/12/2048 |
|
71654QCL4 |
170,000 |
$112,483.12 |
0.00% |
| PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 |
|
745332CH7 |
100,000 |
$80,856.49 |
0.00% |
| REVVITY INC 2.55%, due 03/15/2031 |
|
714046AH2 |
185,000 |
$160,518.80 |
0.00% |
| REXFORD INDUSTRIAL REALTY 2.15%, due 09/01/2031 |
|
76169XAB0 |
200,000 |
$166,933.21 |
0.00% |
| ROMANIA N/C, 3.625%, due 03/27/2032 |
|
X7360WCA8 |
44,000 |
$36,925.88 |
0.00% |
| RTE RESEAU DE TRANSPORT 3.50%, due 04/30/2033 |
|
F7686GAD6 |
100,000 |
$107,841.22 |
0.00% |
| SEALED AIR CORP 5.50%, due 09/15/2025 |
|
81211KAX8 |
60,000 |
$60,358.80 |
0.00% |
| SERVICE CORP INTL 4.625%, due 12/15/2027 |
|
817565CD4 |
61,000 |
$59,545.74 |
0.00% |
| SLM Student Loan Trust Series 2007-4, Class R, 0%, due 01/25/2042 |
|
78444A107 |
1,375 |
$134,285.07 |
0.00% |
| SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 |
|
78447KAD4 |
100,000 |
$100,009.12 |
0.00% |
| Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 |
|
83613DAE6 |
156,346 |
$125,800.12 |
0.00% |
| Starwood Commercial Mortgage Trust Series 2019-FL1, Class AS, Variable rate, due 07/15/2038 |
|
78485WAC3 |
50,223 |
$50,305.14 |
0.00% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-12, Class 3A1, Variable rate, due 06/25/2035 |
|
863579SU3 |
8,207 |
$7,044.80 |
0.00% |
| Structured Asset Mortgage Investments Inc Series 2007-AR1, Class 2A1, Variable rate, due 01/25/2037 |
|
86362XAP3 |
126,014 |
$111,769.81 |
0.00% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR5, Class 1A1, Variable rate, due 05/25/2036 |
|
86360JAA9 |
36,379 |
$26,109.02 |
0.00% |
| Structured Receivables Finance LLC Series 2010-B, Class A, 3.73%, due 08/15/2036 |
|
86365LAA9 |
10,842 |
$10,799.25 |
0.00% |
| TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 |
|
878091BF3 |
50,000 |
$40,549.81 |
0.00% |
| TIMES CHINA HLDG LTD 6.75%, due 07/08/2025 |
|
G8879TAF7 |
200,000 |
$7,500.00 |
0.00% |
| T-MOBILE USA INC 4.75%, due 02/01/2028 |
|
87264AAV7 |
74,000 |
$74,032.00 |
0.00% |
| US 10yr Ultra Fut Jun25 |
UXYM5 |
|
-2,703 |
($308,226,468.75) |
0.00% |
| US 2YR NOTE (CBT) Jun25 |
TUM5 |
|
2,797 |
$579,481,587.34 |
0.00% |
| US 5YR NOTE (CBT) Jun25 |
FVM5 |
|
192 |
$20,772,000.00 |
0.00% |
| US ULTRA BOND CBT Jun25 |
WNM5 |
|
-1,017 |
($123,883,312.50) |
0.00% |
| VONOVIA SE 2.25%, due 04/07/2030 |
BM638C4 |
|
100,000 |
$102,803.96 |
0.00% |
| VONOVIA SE 5%, due 11/23/2030 |
BP38Y14 |
|
100,000 |
$116,006.87 |
0.00% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR11, Class 1A, Variable rate, due 09/25/2046 |
|
93363TAA0 |
36,916 |
$30,323.15 |
0.00% |
| Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 |
|
94986DAA0 |
160,474 |
$138,972.29 |
0.00% |
| ZHENRO PROPERTIES GROUP 6.63%, due 01/07/2026 |
|
G9897EAX7 |
415,000 |
$2,593.75 |
0.00% |
| US Dollar |
$USD |
|
-234,134,322 |
($234,134,322.08) |
-6.78% |
Currency Forward Positions
| USD->EUR 04-11-2025 |
-56,173,000.00 EUR |
$57,428,910.00 |
$3,431,830.32 |
| USD->GBP 04-11-2025 |
-10,626,000.00 GBP |
$12,956,602.74 |
$798,235.02 |
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.
|
|