Holdings of the Fund as of 3/24/2023
Total Number of Holdings (excluding cash): 852
| US 2YR NOTE (CBT) Jun23 |
TUM3 |
|
4,986 |
$1,035,997,312.50 |
28.13% |
| U.S. Treasury Note, 4.625%, due 02/28/2025 |
|
91282CGN5 |
229,348,000 |
$232,944,999.99 |
6.32% |
| U.S. Treasury Note, 4%, due 02/29/2028 |
|
91282CGP0 |
221,920,000 |
$227,832,086.39 |
6.19% |
| U.S. Treasury Bond, 2%, due 11/15/2041 |
|
912810TC2 |
253,274,000 |
$192,280,476.81 |
5.22% |
| Fannie Mae or Freddie Mac TBA, 2%, due 02/01/2052 |
|
01F020646 |
158,750,000 |
$132,829,101.57 |
3.61% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2052 |
|
01F042640 |
133,450,000 |
$131,510,804.70 |
3.57% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 02/01/2052 |
|
01F022642 |
142,150,000 |
$123,918,270.30 |
3.36% |
| Fannie Mae or Freddie Mac TBA, 5%, due 10/01/2052 |
|
01F050643 |
115,500,000 |
$115,662,421.88 |
3.14% |
| U.S. Treasury Bond, 3.625%, due 02/15/2053 |
|
912810TN8 |
83,076,000 |
$82,835,858.85 |
2.25% |
| Fannie Mae or Freddie Mac 5.50%, due 12/01/2052 |
|
01F052649 |
80,050,000 |
$81,060,006.06 |
2.20% |
| Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2052 |
|
01F040644 |
79,575,000 |
$76,677,972.66 |
2.08% |
| U.S. Treasury Bond, 2.375%, due 02/15/2042 |
|
912810TF5 |
90,055,000 |
$72,837,257.56 |
1.98% |
| Fannie Mae or Freddie Mac TBA, 3%, due 04/01/2052 |
|
01F030645 |
76,775,000 |
$69,637,324.22 |
1.89% |
| U.S. Treasury Note, 4.625%, due 03/15/2026 |
|
91282CGR6 |
60,275,000 |
$62,022,033.50 |
1.68% |
| U.S. Treasury Note, 4.125%, due 01/31/2025 |
|
91282CGG0 |
54,770,000 |
$55,043,850.00 |
1.49% |
| GNMA TBA, 2.50%, due 02/01/2052 |
|
21H022648 |
53,275,000 |
$47,457,664.08 |
1.29% |
| Fannie Mae FN BQ7006, 2%, due 01/01/2052 |
|
3140KSYC5 |
47,672,530 |
$39,967,960.79 |
1.09% |
| U.S. Treasury Bill, 0%, due 09/07/2023 |
|
912796YH6 |
40,670,000 |
$39,830,706.63 |
1.08% |
| U.S. Treasury Inflation Indexed Note, 1.625%, due 10/15/2027 |
|
91282CFR7 |
35,017,000 |
$35,987,027.32 |
0.98% |
| U.S. Treasury Inflation Indexed Note, 1.125%, due 01/15/2033 |
|
91282CGK1 |
27,671,000 |
$27,691,839.94 |
0.75% |
| Fannie Mae FN FS1598, 2%, due 04/01/2052 |
|
3140XGX46 |
29,105,844 |
$24,379,307.53 |
0.66% |
| Fannie Mae FN BQ6913, 2%, due 12/01/2051 |
|
3140KSVF1 |
28,514,154 |
$23,876,485.82 |
0.65% |
| SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 |
|
85208NAE0 |
21,145,000 |
$21,077,066.42 |
0.57% |
| Freddie Mac FR QD8259, 3%, due 03/01/2052 |
|
3133B6E89 |
21,574,750 |
$19,573,020.21 |
0.53% |
| Freddie Mac FR SD8205, 2.50%, due 04/01/2052 |
|
3132DWDJ9 |
22,514,589 |
$19,646,635.08 |
0.53% |
| Freddie Mac FR QE0521, 2.50%, due 04/01/2052 |
|
3133B9SJ4 |
22,097,485 |
$19,283,813.43 |
0.52% |
| BANK OF AMERICA CORP Variable rate, due 03/11/2027 |
|
06051GJQ3 |
20,965,000 |
$18,874,588.03 |
0.51% |
| U.S. Treasury Note, 3.375%, due 03/31/2028 |
|
91282CGT2 |
18,930,000 |
$18,918,730.97 |
0.51% |
| US 5YR NOTE (CBT) Jun23 |
FVM3 |
|
167 |
$18,450,890.63 |
0.50% |
| Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 |
|
69360HAA9 |
18,766,594 |
$17,522,917.06 |
0.48% |
| CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 |
|
12569VAA7 |
17,882,868 |
$17,390,851.09 |
0.47% |
| GNMA TBA, 4.50%, due 08/01/2052 |
|
21H042646 |
17,325,000 |
$17,167,992.19 |
0.47% |
| CREDIT SUISSE GROUP AG Variable rate, due 08/12/2033 |
|
225401AZ1 |
17,385,000 |
$17,018,524.20 |
0.46% |
| Freddie Mac FR SD8212, 2.50%, due 05/01/2052 |
|
3132DWDR1 |
19,213,743 |
$16,765,228.90 |
0.46% |
| CIM Trust Series 2021-NR4, Class A1, Variable rate, due 10/25/2061 |
|
12566DAA0 |
17,307,829 |
$16,264,092.24 |
0.44% |
| Fannie Mae FN MA4548, 2.50%, due 02/01/2052 |
|
31418EBS8 |
18,717,622 |
$16,335,359.40 |
0.44% |
| Freddie Mac FR SD8194, 2.50%, due 02/01/2052 |
|
3132DWC76 |
18,547,370 |
$16,181,270.66 |
0.44% |
| CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 |
|
12569RAB4 |
16,137,167 |
$15,930,174.05 |
0.43% |
| CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 |
|
12563GAC2 |
21,112,000 |
$15,341,695.61 |
0.42% |
| New Residential Mortgage Loan Trust Series 2022-SFR2, Class B, 3.75%, due 09/04/2039 |
|
64830RAC6 |
16,615,000 |
$15,423,664.62 |
0.42% |
| US ULTRA BOND CBT Jun23 |
WNM3 |
|
107 |
$15,257,531.25 |
0.41% |
| Carrington Mortgage Loan Trust Series 2006-NC4, Class A4, Variable rate, due 10/25/2036 |
|
14453MAD6 |
18,000,000 |
$14,559,942.60 |
0.40% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 |
|
45660LU98 |
17,647,211 |
$14,588,419.97 |
0.40% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 |
|
863579U97 |
23,516,822 |
$14,460,054.07 |
0.39% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
15,041,565 |
$13,471,022.36 |
0.37% |
| Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 |
|
67577VAL7 |
14,000,000 |
$13,598,469.08 |
0.37% |
| Carvana Auto Receivables Trust Series 2022-P3, Class R, 0%, due 09/10/2029 |
|
14686MAK9 |
70,350 |
$13,323,649.82 |
0.36% |
| CITIGROUP INC Variable rate, due 01/25/2033 |
|
17327CAQ6 |
15,740,000 |
$13,375,984.07 |
0.36% |
| CREDIT SUISSE GROUP AG Variable rate, due 11/15/2033 |
|
225401BB3 |
11,610,000 |
$13,307,962.50 |
0.36% |
| Freddie Mac FR ZM1779, 3%, due 09/01/2046 |
|
3131XU6Q5 |
14,442,821 |
$13,430,239.44 |
0.36% |
| Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 |
|
29001VAN9 |
13,400,000 |
$12,847,022.07 |
0.35% |
| Freddie Mac FR SD8189, 2.50%, due 01/01/2052 |
|
3132DWC27 |
14,728,852 |
$12,853,351.37 |
0.35% |
| JPMORGAN CHASE & CO Variable rate, due 06/23/2025 |
|
46647PCK0 |
13,465,000 |
$12,735,238.88 |
0.35% |
| Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 |
|
61753EAD2 |
25,964,754 |
$12,817,760.45 |
0.35% |
| New Residential Mortgage Loan Trust Series 2022-SFR2, Class E1, 4%, due 09/04/2039 |
|
64830RAJ1 |
15,000,000 |
$12,889,041.00 |
0.35% |
| AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 |
|
00120BAA8 |
13,000,000 |
$12,635,342.33 |
0.34% |
| Freddie Mac FR QE0312, 2%, due 04/01/2052 |
|
3133B9KZ6 |
15,047,857 |
$12,602,235.57 |
0.34% |
| Freddie Mac FR RA3078, 3%, due 07/01/2050 |
|
3133KJM33 |
13,863,864 |
$12,679,254.45 |
0.34% |
| MORGAN STANLEY Variable rate, due 10/21/2025 |
|
61747YEG6 |
13,355,000 |
$12,501,940.03 |
0.34% |
| Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 |
|
89532UAA1 |
13,000,000 |
$12,675,000.00 |
0.34% |
| Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 |
|
92918EAL1 |
13,000,000 |
$12,656,132.19 |
0.34% |
| Babson CLO Ltd Series 2019-2A, Class A2R, Variable rate, due 04/15/2036 |
|
06761HAN8 |
12,500,000 |
$11,996,738.25 |
0.33% |
| Fannie Mae FN BN7755, 3%, due 09/01/2049 |
|
3140JQTM5 |
13,167,396 |
$12,114,950.29 |
0.33% |
| Freddie Mac FR SD0231, 3%, due 01/01/2050 |
|
3132DMHG3 |
13,162,261 |
$12,098,171.47 |
0.33% |
| Oak Hill Credit Partners Series 2019-4A, Class BR, Variable rate, due 10/22/2036 |
|
67098DAU7 |
12,685,000 |
$12,249,943.44 |
0.33% |
| Fannie Mae FN MA4364, 2%, due 06/01/2041 |
|
31418DZ62 |
13,598,025 |
$11,895,053.55 |
0.32% |
| MSCG Trust Series 2018-SELF, Class F, Variable rate, due 10/15/2037 |
|
55358PAQ9 |
12,732,059 |
$11,840,253.80 |
0.32% |
| Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 |
|
81377XAA0 |
22,874,428 |
$11,927,815.54 |
0.32% |
| Fannie Mae FN CA4534, 3%, due 11/01/2049 |
|
3140QCBC9 |
12,267,638 |
$11,287,132.09 |
0.31% |
| Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 |
|
83084RAA3 |
12,435,455 |
$11,307,559.60 |
0.31% |
| DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
12,284,000 |
$10,909,257.02 |
0.30% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 |
|
30247DAD3 |
16,168,202 |
$10,882,897.77 |
0.30% |
| Wellman Park CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/15/2034 |
|
949723AC4 |
11,650,000 |
$11,131,407.71 |
0.30% |
| Freddie Mac FR SD7513, 3.50%, due 04/01/2050 |
|
3132DVK20 |
11,230,679 |
$10,703,311.67 |
0.29% |
| SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 |
|
80281LAJ4 |
10,775,000 |
$10,610,341.84 |
0.29% |
| Pretium Mortgage Credit Partners LLC Series 2022-RN3, Class A1, Variable rate, due 08/25/2052 |
|
69381PAA6 |
10,289,652 |
$10,216,018.61 |
0.28% |
| BANK OF AMERICA CORP Variable rate, due 06/14/2029 |
|
06051GJZ3 |
11,320,000 |
$9,772,119.27 |
0.27% |
| BARDOT CLO LTD Series 2019-2A, Class BR, Variable rate, due 10/22/2032 |
|
06744NBJ5 |
10,400,000 |
$10,064,875.91 |
0.27% |
| CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 |
|
225401AT5 |
12,020,000 |
$9,959,146.96 |
0.27% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 |
|
12659AAH9 |
14,382,985 |
$9,993,885.35 |
0.27% |
| NCMF Trust Series 2022-MFP, Class C, Variable rate, due 03/15/2039 |
|
628870AE7 |
10,000,000 |
$9,825,462.00 |
0.27% |
| Rockford Tower CLO Ltd Series 2017-3A, Class A, Variable rate, due 10/20/2030 |
|
77341DAA5 |
10,000,000 |
$9,892,776.90 |
0.27% |
| AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 |
|
00774MAW5 |
11,200,000 |
$9,708,228.54 |
0.26% |
| GOLDMAN SACHS GROUP INC 1.217%, due 12/06/2023 |
|
38141GZE7 |
10,000,000 |
$9,718,682.70 |
0.26% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2027 |
|
46647PCB0 |
10,455,000 |
$9,410,437.29 |
0.26% |
| NATWEST GROUP PLC Variable rate, due 03/22/2025 |
|
780097BK6 |
9,800,000 |
$9,595,517.61 |
0.26% |
| Preston Ridge Partners Mortgage Trust Series 2021-7, Class A1, Variable rate, due 08/25/2026 |
|
69360LAA0 |
10,020,453 |
$9,443,273.50 |
0.26% |
| Rad CLO Ltd Series 2021-14A, Class B, Variable rate, due 01/15/2035 |
|
75009RAC7 |
10,000,000 |
$9,712,472.90 |
0.26% |
| WELLS FARGO & COMPANY Variable rate, due 03/02/2033 |
|
95000U2U6 |
11,050,000 |
$9,592,957.60 |
0.26% |
| WELLS FARGO & COMPANY Variable rate, due 03/24/2028 |
|
95000U2V4 |
10,185,000 |
$9,585,517.62 |
0.26% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
|
361841AP4 |
10,578,000 |
$9,374,330.11 |
0.25% |
| GNMA TBA, 5%, due 10/01/2052 |
|
21H050649 |
9,100,000 |
$9,148,343.75 |
0.25% |
| U.S. Treasury Note, 3.50%, due 01/31/2028 |
|
91282CGH8 |
9,281,000 |
$9,306,377.78 |
0.25% |
| WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 |
|
55903VAQ6 |
11,190,000 |
$9,033,769.03 |
0.25% |
| BX Commercial Mortgage Trust 2019-XL Series 2019-XL, Class A, Variable rate, due 10/15/2036 |
|
056054AA7 |
8,789,555 |
$8,693,217.42 |
0.24% |
| CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 |
|
12482HAQ7 |
9,150,000 |
$8,758,608.75 |
0.24% |
| GNMA G2 MA3937, 3.50%, due 09/20/2046 |
|
36179SLS4 |
9,351,043 |
$9,001,472.40 |
0.24% |
| GOLDMAN SACHS GROUP INC Variable rate, due 03/09/2027 |
|
38141GYA6 |
9,860,000 |
$8,844,091.56 |
0.24% |
| CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, due 07/15/2060 |
|
12530MAA3 |
9,286,792 |
$8,483,620.30 |
0.23% |
| Fannie Mae FN BV8515, 3%, due 05/01/2052 |
|
3140MNN93 |
9,234,722 |
$8,379,596.92 |
0.23% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 |
|
46628TAE1 |
18,645,356 |
$8,554,495.08 |
0.23% |
| Onslow Bay Financial LLC Series 2021-NQM3, Class A1, Variable rate, due 07/25/2061 |
|
67114JAA8 |
10,769,363 |
$8,303,090.39 |
0.23% |
| PNC FINANCIAL SERVICES Variable rate, due 01/24/2034 |
|
693475BM6 |
8,545,000 |
$8,452,077.73 |
0.23% |
| US BANCORP Variable rate, due 02/01/2034 |
|
91159HJL5 |
8,755,000 |
$8,488,165.46 |
0.23% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
|
95000U2S1 |
9,444,000 |
$8,530,153.50 |
0.23% |
| BANK OF AMERICA CORP Variable rate, due 02/04/2028 |
|
06051GKJ7 |
8,965,000 |
$8,146,200.83 |
0.22% |
| BXSC Commercial Mortgage Trust Series 2022-WSS, Class D, Variable rate, due 03/15/2035 |
|
05610BAL0 |
8,450,000 |
$8,180,936.79 |
0.22% |
| CENTENE CORP 2.45%, due 07/15/2028 |
|
15135BAY7 |
9,311,000 |
$8,158,018.87 |
0.22% |
| Fannie Mae FN MA4093, 2%, due 08/01/2040 |
|
31418DRP9 |
9,261,326 |
$8,101,675.07 |
0.22% |
| FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 |
|
33767BAD1 |
9,101,000 |
$8,248,533.45 |
0.22% |
| Freddie Mac FR QA7837, 3.50%, due 03/01/2050 |
|
3133A2V64 |
8,504,642 |
$8,097,975.58 |
0.22% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 |
|
38141GYG3 |
9,105,000 |
$8,003,015.66 |
0.22% |
| HCA INC 3.625%, due 03/15/2032 |
|
404119CF4 |
9,248,000 |
$8,120,741.21 |
0.22% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 |
|
46628TAD3 |
17,622,568 |
$8,004,663.95 |
0.22% |
| OCP CLO Ltd Variable rate, due 07/20/2034 |
|
671000AE7 |
8,530,000 |
$8,163,158.99 |
0.22% |
| Progress Residential Trust Series 2021-SFR2, Class G, 4.254%, due 04/19/2038 |
|
74333DAQ7 |
9,120,000 |
$8,027,845.34 |
0.22% |
| TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 |
|
87407RAA4 |
8,850,000 |
$7,990,111.88 |
0.22% |
| THE BOEING CO 1.433%, due 02/04/2024 |
|
097023DE2 |
8,500,000 |
$8,220,901.06 |
0.22% |
| WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 |
|
55903VAN3 |
9,840,000 |
$8,231,437.49 |
0.22% |
| Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 |
|
00443LAA6 |
14,459,524 |
$7,795,910.29 |
0.21% |
| BACARDI LTD 4.45%, due 05/15/2025 |
|
067316AE9 |
7,945,000 |
$7,858,186.34 |
0.21% |
| BAYER US FINANCE II LLC 4.25%, due 12/15/2025 |
|
07274NAJ2 |
7,880,000 |
$7,775,479.91 |
0.21% |
| CAPITAL ONE FINANCIAL CORP Variable rate, due 12/06/2024 |
|
14040HCK9 |
7,930,000 |
$7,646,690.60 |
0.21% |
| CVS HEALTH CORP 5.05%, due 03/05/2048 |
|
126650CZ1 |
8,430,000 |
$7,864,730.98 |
0.21% |
| Fannie Mae - CAS Series 2019-R04, Class 2B1, Variable rate, due 06/25/2039 |
|
20753TAC7 |
7,425,257 |
$7,673,933.18 |
0.21% |
| Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 |
|
3132A5HL2 |
8,177,217 |
$7,686,335.75 |
0.21% |
| HCA INC 4.125%, due 06/15/2029 |
|
404119BX6 |
8,233,000 |
$7,801,408.60 |
0.21% |
| HSBC HOLDINGS PLC Variable rate, due 05/24/2032 |
|
404280CT4 |
9,845,000 |
$7,917,692.98 |
0.21% |
| JPMORGAN CHASE & CO Variable rate, due 12/10/2025 |
|
46647PCT1 |
8,015,000 |
$7,555,499.97 |
0.21% |
| JETBLUE AIRWAYS CORP 4%, due 11/15/2032 |
|
477164AA5 |
7,822,134 |
$7,250,113.44 |
0.20% |
| Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 |
|
53218CAN0 |
7,863,761 |
$7,196,878.85 |
0.20% |
| TIME WARNER CABLE LLC 5.50%, due 09/01/2041 |
|
88732JBB3 |
8,320,000 |
$7,191,935.54 |
0.20% |
| 7-ELEVEN INC 0.80%, due 02/10/2024 |
|
817826AB6 |
7,335,000 |
$7,040,083.86 |
0.19% |
| AMERICAN ELECTRIC POWER 5.625%, due 03/01/2033 |
|
025537AX9 |
6,605,000 |
$6,843,384.09 |
0.19% |
| Freddie Mac FG G67708, 3.50%, due 03/01/2048 |
|
3132XCR56 |
7,336,504 |
$6,996,079.82 |
0.19% |
| GNMA G2 MA3662, 3%, due 05/20/2046 |
|
36179SB71 |
7,544,524 |
$7,055,305.29 |
0.19% |
| GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 |
|
362463AD3 |
12,896,320 |
$6,849,637.68 |
0.19% |
| MOLINA HEALTHCARE INC 3.875%, due 05/15/2032 |
|
60855RAL4 |
8,228,000 |
$6,873,614.75 |
0.19% |
| NATIONAL GENERAL HLDG CO 6.75%, due 05/15/2024 |
|
636220AB1 |
7,000,000 |
$7,035,745.50 |
0.19% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 |
|
78413MAC2 |
9,265,000 |
$6,837,565.37 |
0.19% |
| TIF Funding II LLC Series 2020-1A, Class A, 2.09%, due 08/20/2045 |
|
872480AA6 |
7,743,833 |
$6,913,354.55 |
0.19% |
| CITIGROUP INC Variable rate, due 06/03/2031 |
|
172967MS7 |
7,765,000 |
$6,556,849.55 |
0.18% |
| Fannie Mae FN FM5397, 3%, due 12/01/2050 |
|
3140X87K7 |
7,013,952 |
$6,447,333.39 |
0.18% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 |
|
32029GAA2 |
12,071,446 |
$6,644,242.07 |
0.18% |
| MACQUARIE GROUP LTD Variable rate, due 01/12/2027 |
|
55608JAR9 |
7,600,000 |
$6,794,243.59 |
0.18% |
| MED Trust Series 2021-MDLN, Class D, Variable rate, due 11/15/2038 |
|
58403YAR7 |
6,979,266 |
$6,657,903.24 |
0.18% |
| NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 |
|
65364UAP1 |
10,000,000 |
$6,805,717.20 |
0.18% |
| PRKCM Trust Series 2021-AFC2, Class A1, Variable rate, due 11/25/2056 |
|
69361JAA4 |
7,830,232 |
$6,579,248.68 |
0.18% |
| T-MOBILE USA INC 3.875%, due 04/15/2030 |
|
87264ABF1 |
6,980,000 |
$6,560,034.13 |
0.18% |
| Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 |
|
12638PAB5 |
26,675,337 |
$6,309,103.91 |
0.17% |
| Fannie Mae - CAS Series 2021-R01, Class 1B1, Variable rate, due 10/25/2041 |
|
20754RAF3 |
6,500,000 |
$6,159,413.65 |
0.17% |
| Fannie Mae FN MA4152, 2%, due 09/01/2040 |
|
31418DTJ1 |
7,107,544 |
$6,217,570.59 |
0.17% |
| GOLDMAN SACHS GROUP INC Variable rate, due 07/21/2032 |
|
38141GYJ7 |
7,710,000 |
$6,271,206.52 |
0.17% |
| HSBC HOLDINGS PLC Variable rate, due 08/17/2029 |
|
404280CV9 |
7,800,000 |
$6,438,874.18 |
0.17% |
| MORGAN STANLEY Variable rate, due 07/20/2027 |
|
61747YEC5 |
7,135,000 |
$6,363,280.54 |
0.17% |
| Fannie Mae FN BE3774, 4%, due 07/01/2047 |
|
3140FPFQ7 |
5,862,721 |
$5,765,518.57 |
0.16% |
| FISERV INC 5.60%, due 03/02/2033 |
|
337738BE7 |
5,485,000 |
$5,736,559.32 |
0.16% |
| Freddie Mac FR SD7518, 3%, due 06/01/2050 |
|
3132DVK79 |
6,593,275 |
$6,060,226.78 |
0.16% |
| GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 |
|
362631AC7 |
21,406,942 |
$5,822,801.78 |
0.16% |
| OCP CLO Ltd Series 2020-19A, Class AR, Variable rate, due 10/20/2034 |
|
670881AM3 |
6,200,000 |
$6,052,675.79 |
0.16% |
| Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 |
|
00442KAA9 |
12,728,883 |
$5,596,851.66 |
0.15% |
| BECLE SAB DE CV 2.50%, due 10/14/2031 |
|
07586PAA9 |
7,000,000 |
$5,655,881.70 |
0.15% |
| CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 |
|
161175BL7 |
6,920,000 |
$5,671,567.78 |
0.15% |
| CIFC Funding Ltd Series 2021-7A, Class A1, Variable rate, due 01/23/2035 |
|
12567HAC6 |
5,610,000 |
$5,453,362.24 |
0.15% |
| Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 |
|
126384AD8 |
8,899,519 |
$5,352,199.07 |
0.15% |
| Fannie Mae FN MA4128, 2%, due 09/01/2040 |
|
31418DSS2 |
6,372,613 |
$5,574,668.41 |
0.15% |
| GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 |
|
3622MHAA4 |
9,318,878 |
$5,540,020.11 |
0.15% |
| HEALTHCARE RLTY HLDGS LP 2%, due 03/15/2031 |
|
42225UAH7 |
6,975,000 |
$5,464,026.47 |
0.15% |
| MORGAN STANLEY Variable rate, due 04/28/2032 |
|
6174468X0 |
6,860,000 |
$5,426,965.76 |
0.15% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 |
|
64971XQW1 |
6,940,000 |
$5,442,305.67 |
0.15% |
| VICI PROPERTIES LP 5.125%, due 05/15/2032 |
|
925650AD5 |
5,984,000 |
$5,665,082.73 |
0.15% |
| AMGEN INC 5.65%, due 03/02/2053 |
|
031162DT4 |
4,800,000 |
$4,980,608.26 |
0.14% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 |
|
04685A2X8 |
5,090,000 |
$5,039,432.28 |
0.14% |
| CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 |
|
12564UAA4 |
5,339,703 |
$5,093,365.96 |
0.14% |
| CITIGROUP INC Variable rate, due 01/10/2028 |
|
172967LD1 |
5,310,000 |
$5,096,195.88 |
0.14% |
| Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 |
|
12668AGN9 |
5,691,921 |
$5,018,613.82 |
0.14% |
| COX ENTERPRISES INC 7.375%, due 07/15/2027 |
|
224050AE4 |
4,670,000 |
$5,030,033.88 |
0.14% |
| Freddie Mac FG G67706, 3.50%, due 12/01/2047 |
|
3132XCR31 |
5,551,628 |
$5,296,623.64 |
0.14% |
| HSBC HOLDINGS PLC Variable rate, due 09/22/2028 |
|
404280CL1 |
6,100,000 |
$5,190,777.92 |
0.14% |
| Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 |
|
61748BAC8 |
10,098,456 |
$5,197,191.69 |
0.14% |
| Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 |
|
74923WAA6 |
6,372,259 |
$5,207,796.67 |
0.14% |
| SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 |
|
80281LAN5 |
5,545,000 |
$5,273,725.18 |
0.14% |
| T-MOBILE USA INC 2.55%, due 02/15/2031 |
|
87264ACB9 |
6,231,000 |
$5,286,703.67 |
0.14% |
| WELLS FARGO & COMPANY Variable rate, due 10/30/2030 |
|
95000U2G7 |
5,790,000 |
$5,047,379.41 |
0.14% |
| American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
|
02660BAA0 |
12,041,287 |
$4,847,070.91 |
0.13% |
| Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 |
|
00075WAP4 |
8,375,410 |
$4,853,124.69 |
0.13% |
| AT&T INC 4.75%, due 05/15/2046 |
|
00206RCQ3 |
5,220,000 |
$4,695,277.98 |
0.13% |
| AVOLON TLB BORROWER 1 US AVOL TL B5 1L USD |
|
|
4,924,623 |
$4,927,701.03 |
0.13% |
| CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 |
|
12559NAB5 |
5,174,234 |
$4,925,328.61 |
0.13% |
| Freddie Mac FR ZS4688, 3%, due 11/01/2046 |
|
3132A5F59 |
5,062,799 |
$4,675,521.40 |
0.13% |
| GoldenTree Loan Management US CLO1, LTD Series 2020-8A, Class AR, Variable rate, due 10/20/2034 |
|
38136NAQ9 |
5,000,000 |
$4,860,078.65 |
0.13% |
| Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 |
|
61755AAE6 |
6,646,568 |
$4,678,500.02 |
0.13% |
| ORACLE CORP 3.95%, due 03/25/2051 |
|
68389XCA1 |
6,267,000 |
$4,676,876.42 |
0.13% |
| Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 |
|
762009AD0 |
6,457,005 |
$4,971,201.44 |
0.13% |
| UNITED MEXICAN STATES 2.659%, due 05/24/2031 |
|
91087BAM2 |
5,772,000 |
$4,816,880.72 |
0.13% |
| AMSR Trust Series 2021-SFR3, Class G, 3.804%, due 10/17/2038 |
|
00180UAH8 |
5,000,000 |
$4,371,360.50 |
0.12% |
| ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 |
|
04685A3C3 |
5,585,000 |
$4,553,816.71 |
0.12% |
| AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 |
|
05401AAR2 |
5,256,000 |
$4,472,971.79 |
0.12% |
| Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 |
|
12668AJ89 |
5,494,111 |
$4,272,361.50 |
0.12% |
| CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 |
|
225401AU2 |
5,970,000 |
$4,518,036.30 |
0.12% |
| Fannie Mae FN MA3238, 3.50%, due 01/01/2048 |
|
31418CS47 |
4,715,981 |
$4,488,331.57 |
0.12% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2032 |
|
38141GYN8 |
5,170,000 |
$4,236,085.87 |
0.12% |
| INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 |
|
459506AQ4 |
5,543,000 |
$4,448,079.63 |
0.12% |
| LLOYDS BANKING GROUP PLC Variable rate, due 05/11/2027 |
|
53944YAP8 |
5,000,000 |
$4,382,582.20 |
0.12% |
| MSDB Trust Series 2017-712F, Class A, Variable rate, due 07/11/2039 |
|
55354JAA2 |
4,800,000 |
$4,308,989.28 |
0.12% |
| NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 |
|
64985TBJ9 |
5,140,000 |
$4,361,003.19 |
0.12% |
| SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 |
|
80281LAQ8 |
5,250,000 |
$4,581,321.78 |
0.12% |
| Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 |
|
83613AAA0 |
6,124,023 |
$4,296,745.39 |
0.12% |
| ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 |
|
01882YAA4 |
4,128,000 |
$4,113,549.19 |
0.11% |
| BANK OF AMERICA CORP Variable rate, due 10/24/2031 |
|
06051GJL4 |
5,265,000 |
$4,182,531.00 |
0.11% |
| BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
4,633,575 |
$4,227,599.50 |
0.11% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 |
|
12667GMF7 |
5,025,042 |
$4,161,512.70 |
0.11% |
| CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
|
126307AZ0 |
5,000,000 |
$4,076,900.00 |
0.11% |
| HYATT HOTELS CORP 1.80%, due 10/01/2024 |
|
448579AN2 |
4,385,000 |
$4,157,178.51 |
0.11% |
| JPMORGAN CHASE & CO Variable rate, due 11/08/2032 |
|
46647PCR5 |
4,790,000 |
$3,952,537.09 |
0.11% |
| Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 |
|
52525BAA0 |
4,527,887 |
$3,994,245.30 |
0.11% |
| ORACLE CORP Variable rate, due 08/16/2027 |
|
|
3,987,099 |
$3,967,163.50 |
0.11% |
| PERKINELMER INC 2.55%, due 03/15/2031 |
|
714046AH2 |
5,000,000 |
$4,154,705.20 |
0.11% |
| REYNOLDS AMERICAN INC 5.70%, due 08/15/2035 |
|
761713BA3 |
4,250,000 |
$4,002,871.04 |
0.11% |
| SLC Student Loan Trust Series 2006-1, Class A6, Variable rate, due 03/15/2055 |
|
784427AF3 |
4,244,342 |
$4,026,332.59 |
0.11% |
| SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 |
|
001192AH6 |
3,856,000 |
$4,028,104.11 |
0.11% |
| TPGI Trust Series 2021-DGWD, Class E, Variable rate, due 06/15/2026 |
|
87267HAQ0 |
4,500,000 |
$4,108,034.25 |
0.11% |
| WELLS FARGO & COMPANY Variable rate, due 04/30/2026 |
|
95000U2N2 |
4,320,000 |
$4,065,900.32 |
0.11% |
| AMERICAN TOWER CORP 5.65%, due 03/15/2033 |
|
03027XBZ2 |
3,500,000 |
$3,604,444.80 |
0.10% |
| AMGEN INC 5.60%, due 03/02/2043 |
|
031162DS6 |
3,510,000 |
$3,619,960.58 |
0.10% |
| AT&T INC 5.25%, due 03/01/2037 |
|
00206RDR0 |
3,500,000 |
$3,513,959.03 |
0.10% |
| BAT CAPITAL CORP 4.39%, due 08/15/2037 |
|
05526DBD6 |
4,530,000 |
$3,722,252.26 |
0.10% |
| BERRY GLOBAL INC 1.57%, due 01/15/2026 |
|
08576PAH4 |
4,157,000 |
$3,817,965.89 |
0.10% |
| BX Trust Series 2021-ARIA, Class F, Variable rate, due 10/15/2036 |
|
05608RAN5 |
4,000,000 |
$3,514,744.80 |
0.10% |
| CITIGROUP INC Variable rate, due 11/05/2030 |
|
17308CC53 |
4,110,000 |
$3,601,524.20 |
0.10% |
| COMMSCOPE INC COMM TL B2 1L USD |
LX178454 |
|
3,928,934 |
$3,761,345.36 |
0.10% |
| CONSTELLATION BRANDS INC 2.875%, due 05/01/2030 |
|
21036PBF4 |
4,300,000 |
$3,781,703.33 |
0.10% |
| CREDIT SUISSE GROUP AG Variable rate, due 07/15/2026 |
|
225401AY4 |
3,985,000 |
$3,846,256.77 |
0.10% |
| DELTA AIR LINES 2020-AA 2%, due 06/10/2028 |
|
247361ZV3 |
4,252,576 |
$3,679,123.90 |
0.10% |
| DISCOVER FINANCIAL SVS 3.95%, due 11/06/2024 |
|
254709AK4 |
3,755,000 |
$3,667,813.78 |
0.10% |
| DUKE ENERGY PROGRESS LLC 5.25%, due 03/15/2033 |
|
26442UAQ7 |
3,500,000 |
$3,627,009.47 |
0.10% |
| Fannie Mae FN FM2870, 3%, due 03/01/2050 |
|
3140X6FL0 |
4,116,182 |
$3,766,627.08 |
0.10% |
| HEATHROW FUNDING LTD 1.875%, due 03/14/2034 |
BJJMS61 |
|
4,335,000 |
$3,727,111.18 |
0.10% |
| MACQUARIE GROUP LTD Variable rate, due 01/14/2033 |
|
55608JAZ1 |
4,775,000 |
$3,852,314.57 |
0.10% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 |
|
63861VAF4 |
4,055,000 |
$3,644,655.69 |
0.10% |
| NGPL PIPECO LLC 4.875%, due 08/15/2027 |
|
62912XAF1 |
3,640,000 |
$3,547,813.65 |
0.10% |
| ORACLE CORP 5.55%, due 02/06/2053 |
|
68389XCQ6 |
3,730,000 |
$3,530,001.09 |
0.10% |
| Progress Residential Trust Series 2021-SFR3, Class G, 4.254%, due 05/17/2026 |
|
74333VAQ7 |
4,130,000 |
$3,676,857.64 |
0.10% |
| SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 |
|
78413KAB8 |
4,500,000 |
$3,550,899.70 |
0.10% |
| SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 |
|
78445CAD4 |
3,826,329 |
$3,725,330.03 |
0.10% |
| Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 |
|
86361HAA2 |
4,465,449 |
$3,534,338.19 |
0.10% |
| ALIMENTATION COUCHE-TARD 3.80%, due 01/25/2050 |
|
01626PAN6 |
4,230,000 |
$3,136,032.11 |
0.09% |
| AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 |
|
02376UAA3 |
3,453,175 |
$3,229,299.02 |
0.09% |
| AMWINS GROUP INC AMWINS TL B 1L USD |
LX192658 |
|
3,453,731 |
$3,386,089.47 |
0.09% |
| ARTHUR J GALLAGHER & CO 5.75%, due 03/02/2053 |
|
04316JAE9 |
3,505,000 |
$3,482,982.68 |
0.09% |
| AT&T INC 4.50%, due 03/09/2048 |
|
00206RDJ8 |
3,880,000 |
$3,356,899.72 |
0.09% |
| BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 |
|
05523UAP5 |
3,208,000 |
$3,134,554.68 |
0.09% |
| BAT CAPITAL CORP 3.557%, due 08/15/2027 |
|
05526DBB0 |
3,715,000 |
$3,457,539.14 |
0.09% |
| COMMSCOPE INC 4.75%, due 09/01/2029 |
|
203372AX5 |
4,000,000 |
$3,235,960.00 |
0.09% |
| ENERGY TRANSFER LP 5%, due 05/15/2050 |
|
29278NAR4 |
3,980,000 |
$3,279,906.23 |
0.09% |
| ENERGY TRANSFER LP 5.40%, due 10/01/2047 |
|
86765BAV1 |
3,606,000 |
$3,159,941.91 |
0.09% |
| Fannie Mae FN MA4176, 2%, due 11/01/2040 |
|
31418DUA8 |
3,814,254 |
$3,336,643.39 |
0.09% |
| Freddie Mac FG G67718, 4%, due 01/01/2049 |
|
3132XCSF3 |
3,341,426 |
$3,279,839.32 |
0.09% |
| Freddie Mac FR SD7511, 3.50%, due 01/01/2050 |
|
3132DVKY0 |
3,583,961 |
$3,407,904.28 |
0.09% |
| HCA INC 3.50%, due 09/01/2030 |
|
404119CA5 |
3,800,000 |
$3,385,283.54 |
0.09% |
| INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 |
|
461070AS3 |
3,855,000 |
$3,251,715.13 |
0.09% |
| JBS USA/FOOD/FINANCE 5.75%, due 04/01/2033 |
|
46590XAH9 |
3,500,000 |
$3,324,720.00 |
0.09% |
| JDE PEET'S NV 2.25%, due 09/24/2031 |
|
47216QAC7 |
4,230,000 |
$3,347,035.85 |
0.09% |
| JPMORGAN CHASE & CO Variable rate, due 02/04/2032 |
|
46647PBX3 |
3,900,000 |
$3,137,702.45 |
0.09% |
| Magnetite CLO Ltd Series 2012-7A, Class A1R2, Variable rate, due 01/15/2028 |
|
55951PBA4 |
3,506,136 |
$3,481,593.34 |
0.09% |
| Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 |
|
563136AA8 |
3,855,000 |
$3,368,382.96 |
0.09% |
| Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 |
|
617526AF5 |
5,877,192 |
$3,333,160.20 |
0.09% |
| MORGAN STANLEY Variable rate, due 09/16/2036 |
|
61747YEF8 |
4,615,000 |
$3,466,214.82 |
0.09% |
| Navient Student Loan Trust Series 2016-5A, Class A, Variable rate, due 06/25/2065 |
|
63939QAA4 |
3,387,676 |
$3,382,923.89 |
0.09% |
| Onslow Bay Financial LLC Series 2021-NQM2, Class A1, Variable rate, due 05/25/2061 |
|
670857AA9 |
4,367,164 |
$3,427,080.18 |
0.09% |
| REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 |
|
761713BB1 |
3,735,000 |
$3,317,137.24 |
0.09% |
| SFO Commerical Mortgage Trust Series 2021-555, Class A, Variable rate, due 05/15/2038 |
|
78432WAA1 |
3,787,000 |
$3,428,578.25 |
0.09% |
| SLG Office Trust Series 2021-OVA, Class F, 2.85061%, due 07/15/2041 |
|
78449RAN5 |
5,000,000 |
$3,402,985.00 |
0.09% |
| SOUTHWESTERN PUBLIC SERVICE 5.15%, due 06/01/2052 |
|
845743BW2 |
3,480,000 |
$3,276,649.05 |
0.09% |
| TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 |
|
878091BF3 |
3,910,000 |
$3,381,769.83 |
0.09% |
| THE MICHAELS COS INC 7.875%, due 05/01/2029 |
|
55916AAB0 |
5,035,000 |
$3,454,261.75 |
0.09% |
| T-MOBILE USA INC 3.75%, due 04/15/2027 |
|
87264ABD6 |
3,415,000 |
$3,281,847.37 |
0.09% |
| UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 |
|
913366KC3 |
4,715,000 |
$3,323,187.17 |
0.09% |
| AIR LEASE CORP 4.625%, due 10/01/2028 |
|
00912XBF0 |
3,000,000 |
$2,849,751.75 |
0.08% |
| AMCOR FINANCE USA INC 3.625%, due 04/28/2026 |
|
02343UAG0 |
3,000,000 |
$2,912,801.10 |
0.08% |
| AMERICAN HOMES 4 RENT 3.375%, due 07/15/2051 |
|
02666TAD9 |
4,665,000 |
$3,083,067.85 |
0.08% |
| AT&T INC 4.50%, due 05/15/2035 |
|
00206RCP5 |
3,175,000 |
$2,994,111.93 |
0.08% |
| BAYER US FINANCE II LLC 4.375%, due 12/15/2028 |
|
07274NAL7 |
3,160,000 |
$3,065,127.90 |
0.08% |
| CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 |
|
12556FAA7 |
3,189,966 |
$2,955,932.11 |
0.08% |
| COX COMMUNICATIONS INC 2.60%, due 06/15/2031 |
|
224044CN5 |
3,570,000 |
$2,967,115.47 |
0.08% |
| ENERGY TRANSFER LP 4.90%, due 03/15/2035 |
|
29273RBE8 |
3,200,000 |
$2,959,483.36 |
0.08% |
| Fannie Mae FN CA3633, 3.50%, due 06/01/2049 |
|
3140QBBB3 |
2,949,094 |
$2,812,706.34 |
0.08% |
| FARMERS INS EXCH Variable rate, due 11/01/2057 |
|
309601AE2 |
3,495,000 |
$2,768,851.50 |
0.08% |
| FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 |
|
105756CC2 |
3,330,000 |
$2,980,140.74 |
0.08% |
| Freddie Mac FR ZS4667, 3%, due 06/01/2046 |
|
3132A5FG5 |
3,074,847 |
$2,853,608.05 |
0.08% |
| GNMA G2 MA4322, 4%, due 03/20/2047 |
|
36179SYT8 |
2,882,687 |
$2,829,770.99 |
0.08% |
| GNMA G2 MA4382, 3.50%, due 04/20/2047 |
|
36179S2P1 |
3,056,252 |
$2,925,092.75 |
0.08% |
| HCA INC 3.125%, due 03/15/2027 |
|
404119CD9 |
3,250,000 |
$3,047,430.98 |
0.08% |
| IMPERIAL BRANDS FIN PLC 3.50%, due 07/26/2026 |
|
45262BAB9 |
3,295,000 |
$3,103,777.51 |
0.08% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 |
|
456687AD4 |
3,656,259 |
$3,105,055.75 |
0.08% |
| KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 |
|
50077LAM8 |
2,885,000 |
$2,809,023.90 |
0.08% |
| LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 |
|
53944YAL7 |
3,000,000 |
$2,918,384.25 |
0.08% |
| PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 |
|
72147KAH1 |
3,570,000 |
$2,859,659.25 |
0.08% |
| PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 |
BPX1YQ8 |
|
3,000,000 |
$2,970,012.72 |
0.08% |
| SAN FRANCISCO CA CITY & CNTY PUB UTILS COMMN TAXABLE, 2.825%, due 11/01/2041 |
|
79771FAA5 |
3,955,000 |
$3,067,134.93 |
0.08% |
| SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 |
|
78447KAC6 |
3,043,379 |
$2,947,050.32 |
0.08% |
| Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 |
|
86364RAA7 |
3,259,462 |
$2,812,241.44 |
0.08% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 |
|
92926SAD8 |
7,930,178 |
$3,044,058.45 |
0.08% |
| WRKCO INC 3%, due 06/15/2033 |
|
92940PAG9 |
3,670,000 |
$3,063,867.31 |
0.08% |
| AMERICAN TOWER CORP 2.70%, due 04/15/2031 |
|
03027XBM1 |
3,230,000 |
$2,697,539.28 |
0.07% |
| BANK OF AMERICA CORP Variable rate, due 02/07/2030 |
|
06051GHQ5 |
2,839,000 |
$2,661,588.85 |
0.07% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 |
|
07401NAP4 |
3,115,852 |
$2,670,529.75 |
0.07% |
| CENTENE CORP 3%, due 10/15/2030 |
|
15135BAW1 |
2,982,000 |
$2,515,217.37 |
0.07% |
| CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 |
|
12555VAA3 |
2,819,872 |
$2,513,982.12 |
0.07% |
| DENTSPLY SIRONA INC 3.25%, due 06/01/2030 |
|
24906PAA7 |
3,015,000 |
$2,682,584.16 |
0.07% |
| DUKE ENERGY CAROLINAS 5.35%, due 01/15/2053 |
|
26442CBK9 |
2,375,000 |
$2,450,944.71 |
0.07% |
| ENERGY TRANSFER LP 6.125%, due 12/15/2045 |
|
29273RBJ7 |
2,600,000 |
$2,484,219.74 |
0.07% |
| EXTRA SPACE STORAGE LP 2.35%, due 03/15/2032 |
|
30225VAG2 |
3,315,000 |
$2,612,206.08 |
0.07% |
| Fannie Mae FN CA1182, 3.50%, due 02/01/2048 |
|
3140Q8J48 |
2,786,953 |
$2,652,287.64 |
0.07% |
| GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD |
LX183733 |
|
2,497,046 |
$2,415,892.39 |
0.07% |
| HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
|
44409MAA4 |
3,930,000 |
$2,698,617.04 |
0.07% |
| HUNGARY N/C, 2.125%, due 09/22/2031 |
|
445545AM8 |
3,130,000 |
$2,441,478.26 |
0.07% |
| INTL FLAVORS & FRAGRANCES 5%, due 09/26/2048 |
|
459506AL5 |
3,114,000 |
$2,650,302.33 |
0.07% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2032 |
|
46647PCC8 |
3,145,000 |
$2,640,322.54 |
0.07% |
| Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 |
|
52523DAC4 |
2,847,741 |
$2,469,835.82 |
0.07% |
| LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 |
|
539439AQ2 |
3,000,000 |
$2,720,345.52 |
0.07% |
| MASTR Asset Backed Securities Trust Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 |
|
55291KAB3 |
7,062,852 |
$2,395,829.69 |
0.07% |
| Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 |
|
59024JAA4 |
3,117,560 |
$2,712,064.86 |
0.07% |
| MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 |
|
59217GFP9 |
2,380,000 |
$2,413,036.02 |
0.07% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
|
61750SAD4 |
5,447,627 |
$2,420,060.77 |
0.07% |
| NCR CORP 5.25%, due 10/01/2030 |
|
62886EAZ1 |
3,261,000 |
$2,624,126.70 |
0.07% |
| NEW YORK ST DORM AUTH ST PERSONAL INC TAX REV TAXABLE, 5%, due 03/15/2024 |
|
649902S95 |
2,690,000 |
$2,694,750.54 |
0.07% |
| ORGANON & CO ORGNON TL B 1L USD |
|
|
2,492,413 |
$2,472,947.11 |
0.07% |
| REPUBLIC OF PANAMA 3.16%, due 01/23/2030 |
|
698299BK9 |
3,108,000 |
$2,743,374.09 |
0.07% |
| Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 |
|
75116FBH1 |
3,104,244 |
$2,538,242.69 |
0.07% |
| ROMANIA N/C, 3%, due 02/14/2031 |
BMVVYM5 |
|
3,000,000 |
$2,496,450.00 |
0.07% |
| TENCENT HOLDINGS LTD 3.975%, due 04/11/2029 |
|
88032WAN6 |
2,775,000 |
$2,619,426.84 |
0.07% |
| VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 |
|
92564RAL9 |
2,775,000 |
$2,494,530.75 |
0.07% |
| Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 |
|
00969PAA1 |
2,497,813 |
$2,386,255.09 |
0.06% |
| ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 |
|
01882YAC0 |
2,655,000 |
$2,370,311.81 |
0.06% |
| AMGEN INC 5.25%, due 03/02/2033 |
|
031162DR8 |
2,010,000 |
$2,069,217.13 |
0.06% |
| APPALACHIAN POWER CO 3.70%, due 05/01/2050 |
|
037735CY1 |
3,000,000 |
$2,297,981.49 |
0.06% |
| ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 |
|
04685A3G4 |
2,605,000 |
$2,236,644.82 |
0.06% |
| AVANTOR INC AVTR TL B 1L USD |
|
|
2,101,865 |
$2,092,827.23 |
0.06% |
| BANK OF AMERICA CORP Variable rate, due 04/22/2032 |
|
06051GJT7 |
2,500,000 |
$2,083,753.43 |
0.06% |
| BAT CAPITAL CORP 5.65%, due 03/16/2052 |
|
05526DBV6 |
2,500,000 |
$2,180,830.03 |
0.06% |
| BAYER US FINANCE II LLC 4.875%, due 06/25/2048 |
|
07274NAQ6 |
2,540,000 |
$2,276,457.12 |
0.06% |
| BECTON DICKINSON AND CO 3.734%, due 12/15/2024 |
|
075887BF5 |
2,107,000 |
$2,074,037.65 |
0.06% |
| BERRY GLOBAL INC 1.65%, due 01/15/2027 |
|
08576PAF8 |
2,650,000 |
$2,338,245.47 |
0.06% |
| BERRY GLOBAL INC 4.875%, due 07/15/2026 |
|
085770AA3 |
2,125,000 |
$2,040,726.03 |
0.06% |
| BROADCOM INC 3.419%, due 04/15/2033 |
|
11135FBK6 |
2,540,000 |
$2,140,485.41 |
0.06% |
| CITIGROUP INC Variable rate, due 05/01/2025 |
|
172967MX6 |
2,180,000 |
$2,076,301.63 |
0.06% |
| CITIGROUP INC Variable rate, due 10/27/2028 |
|
172967LS8 |
2,375,000 |
$2,236,390.20 |
0.06% |
| COMMONSPIRIT HEALTH 2.76%, due 10/01/2024 |
|
20268JAA1 |
2,135,000 |
$2,074,236.94 |
0.06% |
| DOMINICAN REPUBLIC 4.50%, due 01/30/2030 |
|
25714PED6 |
2,485,000 |
$2,155,508.68 |
0.06% |
| DUKE ENERGY CORP 3.85%, due 06/15/2034 |
BMY29L9 |
|
2,000,000 |
$2,044,830.34 |
0.06% |
| Fannie Mae FN AL8825, 3.50%, due 06/01/2046 |
|
3138ETYX8 |
2,480,268 |
$2,363,134.47 |
0.06% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2052 |
|
01F032641 |
2,325,000 |
$2,179,687.50 |
0.06% |
| FARMERS EXCHANGE CAP II Variable rate, due 11/01/2053 |
|
30958PAA1 |
2,200,000 |
$2,146,963.72 |
0.06% |
| Freddie Mac FG G67717, 4%, due 11/01/2048 |
|
3132XCSE6 |
2,166,021 |
$2,138,074.31 |
0.06% |
| Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 |
|
3132ACS27 |
2,260,405 |
$2,156,421.75 |
0.06% |
| GLOBAL PAYMENTS INC 5.95%, due 08/15/2052 |
|
37940XAR3 |
2,366,000 |
$2,237,829.75 |
0.06% |
| HSBC HOLDINGS PLC Variable rate, due 03/09/2044 |
|
404280DW6 |
2,075,000 |
$2,101,748.08 |
0.06% |
| IMPERIAL BRANDS FIN PLC 3.125%, due 07/26/2024 |
|
45262BAA1 |
2,325,000 |
$2,261,493.18 |
0.06% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 |
|
456612AC4 |
3,059,307 |
$2,356,373.34 |
0.06% |
| INVITATION HOMES OPERATING 2%, due 08/15/2031 |
|
46188BAA0 |
2,825,000 |
$2,173,808.80 |
0.06% |
| JAZZ FINANCING LUX SARL JAZZ TL B 1L USD |
LX194307 |
|
2,109,536 |
$2,084,105.83 |
0.06% |
| JBS USA/FOOD/FINANCE 4.375%, due 02/02/2052 |
|
46590XAE6 |
3,000,000 |
$2,138,871.48 |
0.06% |
| JPMORGAN CHASE & CO Variable rate, due 10/15/2030 |
|
46647PBE5 |
2,625,000 |
$2,294,473.18 |
0.06% |
| KEYSPAN GAS EAST CORP 5.994%, due 03/06/2033 |
|
49338CAD5 |
2,180,000 |
$2,264,670.11 |
0.06% |
| LEVEL 3 FINANCING INC 3.75%, due 07/15/2029 |
|
527298BT9 |
4,525,000 |
$2,224,852.00 |
0.06% |
| METROPOLITAN EDISON CO 4.30%, due 01/15/2029 |
|
591894CC2 |
2,253,000 |
$2,186,595.62 |
0.06% |
| NETFLIX INC 4.625%, due 05/15/2029 |
BK728B5 |
|
1,945,000 |
$2,095,622.58 |
0.06% |
| NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 |
|
64966MYR4 |
2,285,000 |
$2,140,071.13 |
0.06% |
| ORACLE CORP 4.125%, due 05/15/2045 |
|
68389XBF1 |
3,000,000 |
$2,332,255.08 |
0.06% |
| PETROLEOS MEXICANOS 5.95%, due 01/28/2031 |
|
71654QDE9 |
2,802,000 |
$2,066,745.67 |
0.06% |
| PETROLEOS MEXICANOS 6.75%, due 09/21/2047 |
|
71654QCC4 |
3,660,000 |
$2,301,414.59 |
0.06% |
| PROAMPAC PG BORROWER LLC PROLAM TL B 1L USD |
|
|
2,190,880 |
$2,139,941.59 |
0.06% |
| PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
|
69370PAH4 |
2,504,000 |
$2,187,455.29 |
0.06% |
| REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 |
|
836205BA1 |
2,357,000 |
$2,112,060.56 |
0.06% |
| SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 |
|
85208NAD2 |
2,084,063 |
$2,070,260.96 |
0.06% |
| TUCSON ELECTRIC POWER CO 5.50%, due 04/15/2053 |
|
898813AV2 |
2,310,000 |
$2,336,272.23 |
0.06% |
| U.S. Treasury Note, 3.50%, due 02/15/2033 |
|
91282CGM7 |
2,180,000 |
$2,202,140.63 |
0.06% |
| UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 |
|
913903AZ3 |
2,630,000 |
$2,328,742.44 |
0.06% |
| ZEP INC ZEP TL B 1L USD |
|
|
2,577,031 |
$2,246,320.88 |
0.06% |
| ADMI CORP ASPDEN TL B2 1L USD |
LX192321 |
|
2,112,375 |
$1,936,667.65 |
0.05% |
| AIR LEASE CORP 3.25%, due 03/01/2025 |
|
00912XBA1 |
1,890,000 |
$1,804,179.22 |
0.05% |
| ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 |
|
04685A3L3 |
2,145,000 |
$1,986,370.06 |
0.05% |
| AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 |
|
05401AAH4 |
1,755,000 |
$1,666,054.02 |
0.05% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
|
07400HAA1 |
2,285,784 |
$1,866,982.50 |
0.05% |
| BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 |
BMHRN97 |
|
2,400,000 |
$1,833,690.58 |
0.05% |
| BON SECOURS MERCY 2.095%, due 06/01/2031 |
|
09778PAB1 |
2,105,000 |
$1,699,982.42 |
0.05% |
| BROADCOM INC 3.469%, due 04/15/2034 |
|
11135FBL4 |
2,000,000 |
$1,662,674.12 |
0.05% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
1,845,000 |
$1,768,433.24 |
0.05% |
| CITIGROUP INC Variable rate, due 01/29/2031 |
|
172967ML2 |
2,000,000 |
$1,706,876.20 |
0.05% |
| CVS HEALTH CORP 5.125%, due 07/20/2045 |
|
126650CN8 |
1,850,000 |
$1,758,831.85 |
0.05% |
| EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD |
|
|
2,302,041 |
$1,982,218.27 |
0.05% |
| FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 |
|
3136A7N65 |
1,893,371 |
$1,786,257.36 |
0.05% |
| FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 |
|
309588AC5 |
1,650,000 |
$1,736,748.34 |
0.05% |
| Freddie Mac FG G61748, 3.50%, due 11/01/2048 |
|
31335B5H5 |
2,009,259 |
$1,916,953.22 |
0.05% |
| FRONTIER COMMUNICATIONS 5%, due 05/01/2028 |
|
35906ABF4 |
2,000,000 |
$1,731,820.00 |
0.05% |
| FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 |
|
35908MAE0 |
1,750,000 |
$1,726,375.00 |
0.05% |
| GLOBAL PAYMENTS INC 5.40%, due 08/15/2032 |
|
37940XAQ5 |
1,730,000 |
$1,697,848.38 |
0.05% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 |
|
38141GYL2 |
1,995,000 |
$1,947,638.52 |
0.05% |
| HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 |
|
42225UAG9 |
2,000,000 |
$1,750,209.84 |
0.05% |
| HSBC HOLDINGS PLC Variable rate, due 06/04/2026 |
|
404280CG2 |
1,830,000 |
$1,683,445.15 |
0.05% |
| HSBC HOLDINGS PLC Variable rate, due 06/09/2028 |
|
404280DF3 |
2,095,000 |
$2,012,725.64 |
0.05% |
| IMPERIAL BRANDS FIN PLC 4.25%, due 07/21/2025 |
|
453140AF2 |
1,790,000 |
$1,748,217.86 |
0.05% |
| INTELSAT JACKSON HLDG 6.50%, due 03/15/2030 |
|
45824TBC8 |
2,113,000 |
$1,799,346.28 |
0.05% |
| JBS USA/FOOD/FINANCE 3%, due 05/15/2032 |
|
46590XAD8 |
2,115,000 |
$1,662,686.10 |
0.05% |
| JBS USA/FOOD/FINANCE 6.50%, due 12/01/2052 |
|
46590XAJ5 |
2,015,000 |
$1,914,713.45 |
0.05% |
| JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 |
|
476556DC6 |
1,750,000 |
$1,716,403.62 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 02/04/2027 |
|
46647PBW5 |
1,895,000 |
$1,690,876.08 |
0.05% |
| Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 |
|
52525BAC6 |
2,313,088 |
$1,872,853.62 |
0.05% |
| META PLATFORMS INC 4.45%, due 08/15/2052 |
|
30303M8J4 |
1,905,000 |
$1,659,759.81 |
0.05% |
| NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 |
|
646140DU4 |
2,000,000 |
$1,660,577.00 |
0.05% |
| ORACLE CORP 3.60%, due 04/01/2050 |
|
68389XBX2 |
2,535,000 |
$1,778,368.03 |
0.05% |
| ORACLE CORP 6.90%, due 11/09/2052 |
|
68389XCK9 |
1,510,000 |
$1,676,483.80 |
0.05% |
| PERUSAHAAN PENERBIT SBSN N/C, 2.80%, due 06/23/2030 |
|
71567PAP5 |
2,000,000 |
$1,790,431.58 |
0.05% |
| PHOENIX NEWCO INC PRXL TL 1L USD |
LX196814 |
|
1,985,000 |
$1,941,915.58 |
0.05% |
| REPUBLIC OF COLOMBIA 3%, due 01/30/2030 |
|
195325DR3 |
2,485,000 |
$1,915,088.75 |
0.05% |
| REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 |
|
715638DA7 |
2,275,000 |
$2,002,742.79 |
0.05% |
| REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 |
|
917288BK7 |
2,000,000 |
$2,000,902.82 |
0.05% |
| SABINE PASS LIQUEFACTION 4.50%, due 05/15/2030 |
|
785592AX4 |
1,903,000 |
$1,820,642.27 |
0.05% |
| SLM Student Loan Trust Series 2008-8, Class A4, Variable rate, due 04/25/2023 |
|
78445GAD5 |
1,766,818 |
$1,758,614.38 |
0.05% |
| TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 |
|
878091BD8 |
1,790,000 |
$1,682,152.63 |
0.05% |
| TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 |
|
878091BE6 |
1,980,000 |
$1,934,173.01 |
0.05% |
| TENCENT HOLDINGS LTD 3.84%, due 04/22/2051 |
|
88032WBC9 |
2,380,000 |
$1,689,390.78 |
0.05% |
| THE CIGNA GROUP 3.40%, due 03/01/2027 |
|
125523CB4 |
2,000,000 |
$1,913,752.70 |
0.05% |
| ALCON FINANCE CORP 2.60%, due 05/27/2030 |
|
01400EAD5 |
1,500,000 |
$1,298,352.47 |
0.04% |
| American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
|
02660TGN7 |
1,608,689 |
$1,370,059.72 |
0.04% |
| BAT CAPITAL CORP 4.54%, due 08/15/2047 |
|
05526DBF1 |
1,855,000 |
$1,388,903.13 |
0.04% |
| BAYER US FINANCE II LLC 4.40%, due 07/15/2044 |
|
07274NBF9 |
1,750,000 |
$1,447,783.08 |
0.04% |
| BOEING CO 4.875%, due 05/01/2025 |
|
097023CT0 |
1,610,000 |
$1,615,550.64 |
0.04% |
| CAESARS RESORT COLLECTIO CGPHLC TL 1L USD |
LX188823 |
|
1,348,464 |
$1,337,972.79 |
0.04% |
| CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 |
|
161175AY0 |
1,475,000 |
$1,464,720.92 |
0.04% |
| CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 |
|
161175CK8 |
1,960,000 |
$1,585,862.26 |
0.04% |
| COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 |
|
20268JAB9 |
1,520,000 |
$1,372,516.70 |
0.04% |
| Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 |
|
02150MAA3 |
2,562,572 |
$1,400,575.97 |
0.04% |
| CREDIT SUISSE GROUP AG 4.282%, due 01/09/2028 |
|
225401AC2 |
1,865,000 |
$1,625,179.65 |
0.04% |
| DOMINION ENERGY INC 3.30%, due 03/15/2025 |
|
25746UDE6 |
1,695,000 |
$1,635,822.09 |
0.04% |
| ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 |
|
26828VAA4 |
1,452,647 |
$1,392,959.22 |
0.04% |
| ELANCO ANIMAL HEALTH INC ELAN TL B 1L USD |
LX185454 |
|
1,558,366 |
$1,504,352.60 |
0.04% |
| Fannie Mae FN BM5585, 3%, due 11/01/2048 |
|
3140JAF37 |
1,688,997 |
$1,555,545.99 |
0.04% |
| FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 |
|
3136A4GN3 |
1,726,661 |
$1,639,898.73 |
0.04% |
| FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 |
|
30958QAA9 |
1,770,000 |
$1,629,270.31 |
0.04% |
| FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 |
|
38381CAE2 |
1,302,000 |
$1,328,365.50 |
0.04% |
| Freddie Mac FG G08715, 3%, due 07/01/2046 |
|
3128MJYM6 |
1,435,450 |
$1,332,399.01 |
0.04% |
| Freddie Mac FG G67707, 3.50%, due 01/01/2048 |
|
3132XCR49 |
1,360,999 |
$1,302,164.62 |
0.04% |
| Freddie Mac FG G67709, 3.50%, due 03/01/2048 |
|
3132XCR64 |
1,392,558 |
$1,329,902.80 |
0.04% |
| Freddie Mac FG G67714, 4%, due 07/01/2048 |
|
3132XCSB2 |
1,582,231 |
$1,561,817.04 |
0.04% |
| Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 |
|
3132ACJW1 |
1,629,996 |
$1,552,980.06 |
0.04% |
| GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 |
|
36321PAD2 |
1,664,388 |
$1,444,839.52 |
0.04% |
| GLP CAPITAL LP / FIN II 3.25%, due 01/15/2032 |
|
361841AR0 |
1,913,000 |
$1,571,692.11 |
0.04% |
| HSBC HOLDINGS PLC Variable rate, due 08/18/2031 |
|
404280CK3 |
1,755,000 |
$1,380,357.97 |
0.04% |
| ITC HOLDINGS CORP 2.95%, due 05/14/2030 |
|
465685AQ8 |
1,500,000 |
$1,321,408.74 |
0.04% |
| LXP INDUSTRIAL TRUST 2.375%, due 10/01/2031 |
|
529537AA0 |
1,837,000 |
$1,429,443.27 |
0.04% |
| LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 |
|
529043AE1 |
1,605,000 |
$1,319,969.56 |
0.04% |
| MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 |
|
576000XM0 |
1,845,000 |
$1,606,270.47 |
0.04% |
| MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 |
|
60783XAA2 |
1,719,000 |
$1,425,300.82 |
0.04% |
| MORGAN STANLEY Variable rate, due 07/21/2032 |
|
61747YED3 |
1,975,000 |
$1,585,829.43 |
0.04% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 |
|
63861VAC1 |
1,300,000 |
$1,294,331.62 |
0.04% |
| NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 |
|
638671AJ6 |
1,525,000 |
$1,524,816.72 |
0.04% |
| NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 |
|
64952GAT5 |
1,665,000 |
$1,337,900.17 |
0.04% |
| ORACLE CORP 4%, due 11/15/2047 |
|
68389XBQ7 |
2,050,000 |
$1,541,993.52 |
0.04% |
| PLAZE INC PLAZEI TL B 1L USD |
|
|
1,519,000 |
$1,400,016.73 |
0.04% |
| REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 |
|
718286CJ4 |
1,500,000 |
$1,308,088.82 |
0.04% |
| REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 |
|
836205BC7 |
1,750,000 |
$1,583,610.00 |
0.04% |
| SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 |
|
80281LAR6 |
1,735,000 |
$1,517,289.09 |
0.04% |
| SETANTA AIRCRAFT LEASING SEAILE TL B 1L USD |
|
|
1,450,000 |
$1,449,093.75 |
0.04% |
| SPIN HOLDCO INC DRY TL 1L USD |
|
|
1,665,338 |
$1,388,217.01 |
0.04% |
| US BANCORP Variable rate, due 10/21/2033 |
|
91159HJJ0 |
1,525,000 |
$1,592,003.64 |
0.04% |
| VODAFONE GROUP PLC 4.875%, due 06/19/2049 |
|
92857WBS8 |
1,477,000 |
$1,325,361.40 |
0.04% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 |
|
92926SAC0 |
3,700,750 |
$1,412,628.07 |
0.04% |
| XCEL ENERGY INC 4.80%, due 09/15/2041 |
|
98389BAN0 |
1,505,000 |
$1,359,667.19 |
0.04% |
| ZAYO GROUP HOLDINGS INC ZAYO TL 1L USD |
LX204417 |
|
1,808,405 |
$1,447,293.50 |
0.04% |
| ACRISURE LLC ACRISU TL B 1L USD |
|
|
1,138,295 |
$1,076,286.53 |
0.03% |
| AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 |
|
00774MAC9 |
1,000,000 |
$958,605.87 |
0.03% |
| AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 |
|
00774MAG0 |
1,296,000 |
$1,249,047.80 |
0.03% |
| AMGEN INC 4.40%, due 05/01/2045 |
|
031162BZ2 |
1,412,000 |
$1,241,743.17 |
0.03% |
| ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 |
BMCFZF6 |
|
1,300,000 |
$1,008,540.00 |
0.03% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAR1 |
1,500,000 |
$1,190,655.00 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2029 |
|
06051GHG7 |
1,345,000 |
$1,278,367.50 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 10/20/2032 |
|
06051GKD0 |
1,455,000 |
$1,198,537.86 |
0.03% |
| BAT CAPITAL CORP 2.726%, due 03/25/2031 |
|
05526DBS3 |
1,400,000 |
$1,139,607.36 |
0.03% |
| BAYER US FINANCE II LLC 3.375%, due 07/15/2024 |
|
07274NAW3 |
1,045,000 |
$1,027,924.56 |
0.03% |
| BERRY GLOBAL INC BERY TL Z 1L USD |
LX192988 |
|
1,254,879 |
$1,244,683.17 |
0.03% |
| CENTURYLINK INC CTL TL B 1L USD |
LX185338 |
|
1,434,125 |
$936,483.65 |
0.03% |
| CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 |
|
161175BX1 |
1,410,000 |
$1,077,154.82 |
0.03% |
| CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 |
|
161175BM5 |
1,471,000 |
$1,286,133.28 |
0.03% |
| CHURCHILL DOWNS INC CHDN TL B 1L USD |
LX170107 |
|
1,251,045 |
$1,250,456.63 |
0.03% |
| CVS HEALTH CORP 1.75%, due 08/21/2030 |
|
126650DN7 |
1,225,000 |
$997,663.70 |
0.03% |
| ENBRIDGE INC 5.70%, due 03/08/2033 |
|
29250NBR5 |
1,070,000 |
$1,109,165.02 |
0.03% |
| Fannie Mae FN AS0225, 4%, due 08/01/2043 |
|
3138W9HB9 |
1,013,429 |
$999,503.39 |
0.03% |
| Fannie Mae FN AS3134, 3.50%, due 08/01/2044 |
|
3138WCPU1 |
1,315,051 |
$1,259,058.58 |
0.03% |
| Fannie Mae FN CA0854, 3.50%, due 12/01/2047 |
|
3140Q75Q6 |
974,957 |
$927,998.29 |
0.03% |
| FISERV INC 2.25%, due 06/01/2027 |
|
337738BB3 |
1,400,000 |
$1,266,185.75 |
0.03% |
| Freddie Mac FG G60038, 3.50%, due 01/01/2044 |
|
31335ABF4 |
1,273,034 |
$1,226,666.82 |
0.03% |
| Freddie Mac FR ZT1703, 4%, due 01/01/2049 |
|
3132AD3L0 |
1,104,292 |
$1,082,803.75 |
0.03% |
| GENERAL ELECTRIC CO N/C, Variable rate, due 05/05/2026 |
|
36962GW75 |
943,000 |
$921,782.61 |
0.03% |
| GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 |
|
361841AL3 |
1,210,000 |
$1,168,720.85 |
0.03% |
| GMAC Mortgage Corporation Loan Trust Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 |
|
36185MDN9 |
1,292,843 |
$978,203.52 |
0.03% |
| GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 |
|
36185MEE8 |
1,221,163 |
$1,059,892.40 |
0.03% |
| GNMA G2 MA4652, 3.50%, due 08/20/2047 |
|
36179TEZ4 |
974,646 |
$935,027.65 |
0.03% |
| GOLDMAN SACHS GROUP INC Variable rate, due 01/27/2032 |
|
38141GXR0 |
1,345,000 |
$1,067,867.94 |
0.03% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 |
|
38141GWQ3 |
950,000 |
$925,400.53 |
0.03% |
| GRIFOLS ESCROW ISSUER 4.75%, due 10/15/2028 |
|
39843UAA0 |
1,380,000 |
$1,098,059.10 |
0.03% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 |
|
45660LRX9 |
1,287,461 |
$1,031,468.36 |
0.03% |
| JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 |
|
46590XAC0 |
1,505,000 |
$1,243,202.00 |
0.03% |
| JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 |
|
46628LAA6 |
1,467,070 |
$1,061,463.81 |
0.03% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2029 |
|
46647PCJ3 |
1,445,000 |
$1,251,642.93 |
0.03% |
| KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 |
|
Y44709AF3 |
1,383,000 |
$1,245,205.43 |
0.03% |
| LIFE STORAGE LP 2.20%, due 10/15/2030 |
|
53227JAC8 |
1,135,000 |
$933,718.99 |
0.03% |
| LLOYDS BANKING GROUP PLC Variable rate, due 08/11/2033 |
|
53944YAU7 |
1,245,000 |
$1,165,090.06 |
0.03% |
| MET TRANSPRTN AUTH NY REVENUE TAXABLE, 5.175%, due 11/15/2049 |
|
59261AG76 |
1,225,000 |
$1,113,793.77 |
0.03% |
| NEW YORK ST DORM AUTH ST PERSONAL INC TAX TAXABLE, 2.957%, due 02/15/2032 |
|
64990FQY3 |
1,405,000 |
$1,237,895.48 |
0.03% |
| NORTONLIFELOCK INC GEN TL A2 1L USD |
|
|
996,876 |
$966,969.69 |
0.03% |
| OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 |
|
M75242BJ1 |
1,100,000 |
$1,101,265.00 |
0.03% |
| PETROLEOS MEXICANOS 6.95%, due 01/28/2060 |
|
71654QDF6 |
1,705,000 |
$1,058,100.32 |
0.03% |
| PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 |
|
72147KAE8 |
1,000,000 |
$991,170.00 |
0.03% |
| PLAINS ALL AMER PIPELINE 3.80%, due 09/15/2030 |
|
72650RBN1 |
1,350,000 |
$1,197,511.71 |
0.03% |
| QATAR ENERGY 2.25%, due 07/12/2031 |
|
M8180AAD0 |
1,400,000 |
$1,193,705.80 |
0.03% |
| REGENERON PHARMACEUTICALS 1.75%, due 09/15/2030 |
|
75886FAE7 |
1,510,000 |
$1,218,285.68 |
0.03% |
| REPUBLIC OF CHILE 2.45%, due 01/31/2031 |
|
168863DP0 |
1,300,000 |
$1,125,074.23 |
0.03% |
| REPUBLIC OF CHILE 2.55%, due 01/27/2032 |
|
168863DN5 |
1,500,000 |
$1,283,179.58 |
0.03% |
| ROCKIES EXPRESS PIPELINE 4.80%, due 05/15/2030 |
|
77340RAT4 |
1,500,000 |
$1,287,967.50 |
0.03% |
| ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 |
|
77340RAM9 |
1,360,000 |
$1,124,897.61 |
0.03% |
| SBA SENIOR FINANCE II LLC SBAC TL B 1L USD |
|
|
1,049,052 |
$1,048,395.86 |
0.03% |
| SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 |
|
78444LAD5 |
1,025,530 |
$1,025,567.20 |
0.03% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
|
86359LTG4 |
1,478,708 |
$1,204,366.81 |
0.03% |
| UBS GROUP AG Variable rate, due 01/30/2027 |
|
902613AC2 |
1,200,000 |
$1,052,737.16 |
0.03% |
| UNITED MEXICAN STATES 4.75%, due 04/27/2032 |
|
91087BAK6 |
1,000,000 |
$959,309.95 |
0.03% |
| VENTAS REALTY LP 2.65%, due 01/15/2025 |
|
92277GAT4 |
1,000,000 |
$961,094.41 |
0.03% |
| VICI PROPERTIES / NOTE 4.50%, due 09/01/2026 |
|
92564RAH8 |
1,275,000 |
$1,207,558.88 |
0.03% |
| VODAFONE GROUP PLC 4.25%, due 09/17/2050 |
|
92857WBU3 |
1,375,000 |
$1,128,038.68 |
0.03% |
| VONOVIA SE 1.50%, due 06/14/2041 |
BNBY5K6 |
|
1,800,000 |
$1,055,802.40 |
0.03% |
| AI AQUA MERGER SUB INC CULLHO TL B 1L USD |
|
|
602,998 |
$567,722.34 |
0.02% |
| AIR LEASE CORP 3.375%, due 07/01/2025 |
|
00914AAH5 |
940,000 |
$900,841.21 |
0.02% |
| ALEXANDRIA REAL ESTATE EQUITIES 4.50%, due 07/30/2029 |
|
015271AG4 |
612,000 |
$599,241.60 |
0.02% |
| AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 |
|
081437AT2 |
1,000,000 |
$840,251.43 |
0.02% |
| AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 |
|
02377AAA6 |
863,597 |
$796,306.96 |
0.02% |
| ARAB REPUBLIC OF EGYPT N/C, 7.6003%, due 03/01/2029 |
|
03846JW71 |
1,000,000 |
$679,648.00 |
0.02% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAP5 |
1,000,000 |
$793,770.00 |
0.02% |
| ASCENDAS REIT 0.75%, due 06/23/2028 |
BMBYK48 |
|
1,000,000 |
$871,165.64 |
0.02% |
| AVOLON HOLDINGS FNDG LTD 3.25%, due 02/15/2027 |
|
05401AAJ0 |
670,000 |
$600,788.00 |
0.02% |
| BAYER US FINANCE II LLC 2.85%, due 04/15/2025 |
|
07274NAX1 |
625,000 |
$599,674.07 |
0.02% |
| BAYER US FINANCE II LLC 4.625%, due 06/25/2038 |
|
07274NAN3 |
815,000 |
$743,630.09 |
0.02% |
| CABLE ONE INC 4%, due 11/15/2030 |
|
12685JAC9 |
875,000 |
$696,381.88 |
0.02% |
| CITIGROUP INC Variable rate, due 05/01/2032 |
|
172967MY4 |
720,000 |
$594,597.15 |
0.02% |
| CLECO POWER LLC 6%, due 12/01/2040 |
|
185508AG3 |
750,000 |
$758,787.71 |
0.02% |
| CSC HOLDINGS LLC 5.75%, due 01/15/2030 |
|
126307BA4 |
1,500,000 |
$773,319.48 |
0.02% |
| CUBESMART LP 2.50%, due 02/15/2032 |
|
22966RAJ5 |
1,135,000 |
$915,659.26 |
0.02% |
| CUBESMART LP 4.375%, due 02/15/2029 |
|
22966RAE6 |
750,000 |
$722,175.95 |
0.02% |
| DIRECTV FINANCING LLC DIFILL TL 1L USD |
LX196261 |
|
887,500 |
$847,380.56 |
0.02% |
| DNB BANK ASA Variable rate, due 03/30/2028 |
|
25601B2B0 |
941,000 |
$819,269.34 |
0.02% |
| DOMINICAN REPUBLIC 4.875%, due 09/23/2032 |
|
P3579ECH8 |
790,000 |
$668,447.91 |
0.02% |
| Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 |
|
26250UAQ8 |
787,995 |
$781,641.84 |
0.02% |
| EMPRESAS PUBLIC MEDELLIN N/C, 4.375%, due 02/15/2031 |
|
P9379RBC0 |
1,200,000 |
$849,951.91 |
0.02% |
| ENTEGRIS INC ENTG TL B 1L USD |
|
|
770,000 |
$767,593.75 |
0.02% |
| ENTERGY TEXAS INC 3.45%, due 12/01/2027 |
|
29365TAF1 |
750,000 |
$701,888.06 |
0.02% |
| Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 |
|
3140H37E0 |
761,138 |
$723,887.30 |
0.02% |
| Fannie Mae FN BM!903, 3.50%, due 08/01/2047 |
|
3140J6DH7 |
938,216 |
$894,192.28 |
0.02% |
| Fannie Mae FN BM3260, 3.50%, due 01/01/2048 |
|
3140J7TS4 |
672,788 |
$640,381.56 |
0.02% |
| Fannie Mae FN BM4472, 3.50%, due 07/01/2048 |
|
3140J86J7 |
792,185 |
$755,009.15 |
0.02% |
| FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 |
|
3136B1Z72 |
641,404 |
$585,785.84 |
0.02% |
| FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 |
|
309601AA0 |
600,000 |
$616,609.52 |
0.02% |
| Freddie Mac FG G08732, 3%, due 11/01/2046 |
|
3128MJY61 |
787,829 |
$728,345.06 |
0.02% |
| Freddie Mac FG G08792, 3.50%, due 12/01/2047 |
|
3128MJ3A6 |
964,147 |
$918,663.13 |
0.02% |
| Freddie Mac FG G16524, 3.50%, due 05/01/2033 |
|
3128MFPH5 |
867,813 |
$852,159.02 |
0.02% |
| Freddie Mac FG G60344, 4%, due 12/01/2045 |
|
31335ALZ9 |
689,640 |
$683,158.70 |
0.02% |
| Freddie Mac FG G60582, 3.50%, due 05/01/2046 |
|
31335AUF3 |
681,183 |
$649,688.15 |
0.02% |
| Freddie Mac FG G60658, 3.50%, due 07/01/2046 |
|
31335AWT1 |
647,616 |
$625,234.17 |
0.02% |
| Freddie Mac FG G67700, 3.50%, due 08/01/2046 |
|
3132XCRV9 |
669,519 |
$638,770.53 |
0.02% |
| Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 |
|
31329NF94 |
626,996 |
$597,372.16 |
0.02% |
| Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 |
|
3132ACSU5 |
739,012 |
$704,322.56 |
0.02% |
| Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 |
|
3132ACSZ4 |
712,937 |
$679,135.99 |
0.02% |
| GNMA G2 MA3663, 3.50%, due 05/20/2046 |
|
36179SB89 |
682,206 |
$655,272.00 |
0.02% |
| GNMA G2 MA4651, 3%, due 08/20/2047 |
|
36179TEY7 |
675,554 |
$628,895.55 |
0.02% |
| GNMA G2 MA4778, 3.50%, due 10/20/2047 |
|
36179TJX4 |
841,132 |
$806,769.83 |
0.02% |
| GNMA G2 MA4826, 3%, due 11/20/2047 |
|
36179TLR4 |
804,808 |
$751,925.91 |
0.02% |
| GNMA G2 MA4837, 3.50%, due 11/20/2047 |
|
36179TLS2 |
836,022 |
$801,118.98 |
0.02% |
| GNMA G2 MA5136, 3.50%, due 04/20/2048 |
|
36179TV51 |
583,321 |
$559,254.11 |
0.02% |
| GOLDMAN SACHS GROUP INC Variable rate, due 02/24/2028 |
|
38141GZK3 |
845,000 |
$770,228.04 |
0.02% |
| HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
|
411640AA3 |
1,112,264 |
$887,931.04 |
0.02% |
| HCA INC 4.625%, due 03/15/2052 |
|
404119CG2 |
1,061,000 |
$867,634.55 |
0.02% |
| HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 |
|
42225UAK0 |
895,000 |
$818,938.60 |
0.02% |
| HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 |
|
44409MAB2 |
1,000,000 |
$677,840.91 |
0.02% |
| INDONESIA ASAHAN ALUMINIUM 5.45%, due 05/15/2030 |
|
74445PAF9 |
600,000 |
$591,337.15 |
0.02% |
| INVITATION HOMES OPERATING 2.30%, due 11/15/2028 |
|
46188BAB8 |
890,000 |
$751,498.29 |
0.02% |
| INVITATION HOMES OPERATING 2.70%, due 01/15/2034 |
|
46188BAC6 |
870,000 |
$672,260.93 |
0.02% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 |
|
46628SAJ2 |
2,196,737 |
$635,574.75 |
0.02% |
| KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 |
|
48126PAA0 |
1,200,000 |
$902,652.00 |
0.02% |
| KILROY REALTY LP 2.50%, due 11/15/2032 |
|
49427RAQ5 |
860,000 |
$577,096.40 |
0.02% |
| KILROY REALTY LP 2.65%, due 11/15/2033 |
|
49427RAR3 |
1,093,000 |
$706,286.25 |
0.02% |
| METROPOLITAN EDISON CO 4%, due 04/15/2025 |
|
591894CB4 |
830,000 |
$793,326.94 |
0.02% |
| MOZART BORROWER LP MEDIND TL B 1L USD |
LX198398 |
|
595,500 |
$571,763.37 |
0.02% |
| New Century Home Equity Loan Trust Series 2005-4, Class M3, Variable rate, due 09/25/2035 |
|
64352VMW8 |
566,482 |
$560,726.75 |
0.02% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 |
|
64971XER5 |
970,000 |
$913,718.37 |
0.02% |
| OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 |
BMYVTK5 |
|
800,000 |
$837,489.60 |
0.02% |
| Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 |
|
68383NCY7 |
874,322 |
$792,652.30 |
0.02% |
| PERATON CORP PERCOR TL B 1L USD |
LX192468 |
|
722,666 |
$705,506.73 |
0.02% |
| PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 |
|
744542AC5 |
825,000 |
$804,828.11 |
0.02% |
| RENAISSANCE HOLDINGS COR RLRN TL 1L USD |
|
|
906,854 |
$885,157.28 |
0.02% |
| REPUBLIC OF CHILE 2.55%, due 07/27/2033 |
|
168863DT2 |
700,000 |
$577,483.14 |
0.02% |
| Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 |
|
76113ABL4 |
588,158 |
$578,024.62 |
0.02% |
| ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 |
|
77340RAR8 |
716,000 |
$631,651.25 |
0.02% |
| SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 |
|
80281LAM7 |
930,000 |
$839,097.71 |
0.02% |
| SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 |
BYZFF68 |
|
940,000 |
$912,804.86 |
0.02% |
| SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
|
78444GAD6 |
700,000 |
$625,088.94 |
0.02% |
| SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 |
|
78446YAA1 |
576,482 |
$557,046.93 |
0.02% |
| SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 |
|
Y8T6JPAA4 |
800,000 |
$812,082.40 |
0.02% |
| Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 |
|
86358EJS6 |
603,532 |
$582,424.45 |
0.02% |
| Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 |
|
86359DCR6 |
765,879 |
$762,355.13 |
0.02% |
| SUNSHINE LUXEMBOURG VII SUNLUX TL B 1L USD |
LX193531 |
|
618,952 |
$606,034.09 |
0.02% |
| T-MOBILE USA INC 4.50%, due 04/15/2050 |
|
87264AAZ8 |
750,000 |
$647,650.01 |
0.02% |
| TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 |
|
893045AE4 |
700,000 |
$685,316.81 |
0.02% |
| TRANSDIGM INC TDG TL I 1L USD |
|
|
688,156 |
$682,602.48 |
0.02% |
| VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 |
|
92564RAK1 |
867,000 |
$813,176.49 |
0.02% |
| VIRGIN MEDIA BRISTOL LLC VMED TL 1L USD |
LX183232 |
|
725,000 |
$703,192.00 |
0.02% |
| Wachovia Student Loan Trust Series 2006-1, Class A6, Variable rate, due 04/25/2040 |
|
92978JAF0 |
587,011 |
$567,701.07 |
0.02% |
| AADVANTAGE LOYALTY IP AAL TL 1L USD |
LX193380 |
|
298,565 |
$301,380.84 |
0.01% |
| AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 |
|
00908PAA5 |
577,200 |
$516,023.90 |
0.01% |
| AIR LEASE CORP 2.30%, due 02/01/2025 |
|
00914AAF9 |
360,000 |
$340,226.06 |
0.01% |
| ALCON FINANCE CORP 2.75%, due 09/23/2026 |
|
01400EAA1 |
525,000 |
$494,731.99 |
0.01% |
| AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 |
|
02401LAA2 |
500,000 |
$405,136.73 |
0.01% |
| AMERICAN HOMES 4 RENT 3.625%, due 04/15/2032 |
|
02666TAE7 |
605,000 |
$526,121.65 |
0.01% |
| ARCHES BUYER INC ACOM TL 1L USD |
|
|
353,440 |
$330,907.95 |
0.01% |
| ASURION LLC ASUCOR TL B8 1L USD |
LX191415 |
|
350,613 |
$326,217.20 |
0.01% |
| Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 |
|
05969KBB8 |
421,952 |
$408,853.56 |
0.01% |
| BANK OF AMERICA CORP Variable rate, due 07/22/2027 |
|
06051GJS9 |
325,000 |
$289,916.59 |
0.01% |
| BENGAL DEBT MERGER SUB L PEP TL 1L USD |
LX202253 |
|
513,297 |
$444,702.71 |
0.01% |
| Brazos Higher Education Authority, Inc. Series 2011-2, Class A3, Variable rate, due 10/27/2036 |
|
10620NCL0 |
245,233 |
$243,097.36 |
0.01% |
| Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 |
|
144531FN5 |
540,082 |
$524,250.10 |
0.01% |
| CENTRAL PARENT INC CDK TL 1L USD |
|
|
337,068 |
$335,173.33 |
0.01% |
| Citigroup Mortgage Loan Trust Inc Series 2006-HE2, Class M1, Variable rate, due 08/25/2036 |
|
17309LAF2 |
222,921 |
$221,881.90 |
0.01% |
| CODELCO INC 5.125%, due 02/02/2033 |
|
P3143NBP8 |
325,000 |
$327,832.00 |
0.01% |
| COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 |
|
20268JAF0 |
475,000 |
$408,250.01 |
0.01% |
| CONSOLIDATED EDISON CO OF NY 4.50%, due 05/15/2058 |
|
209111FQ1 |
500,000 |
$429,478.99 |
0.01% |
| CREDIT SUISSE GROUP AG Variable rate, due 09/11/2025 |
|
225401AM0 |
500,000 |
$450,625.00 |
0.01% |
| CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 |
|
12658QAA0 |
622,213 |
$479,989.47 |
0.01% |
| DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 |
|
25277LAF3 |
8,275,000 |
$546,516.17 |
0.01% |
| Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 |
|
26251BAL0 |
551,841 |
$548,245.92 |
0.01% |
| ECOPETROL SA 8.875%, due 01/13/2033 |
|
279158AS8 |
450,000 |
$443,385.00 |
0.01% |
| ENERGY TRANSFER LP 5.15%, due 03/15/2045 |
|
29273RBF5 |
260,000 |
$223,166.96 |
0.01% |
| ENTEGRIS INC ENTG TL B 1L USD |
|
|
265,625 |
$264,795.00 |
0.01% |
| EXTRA SPACE STORAGE LP 2.55%, due 06/01/2031 |
|
30225VAF4 |
615,000 |
$502,160.59 |
0.01% |
| EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 |
|
30225VAH0 |
543,000 |
$503,729.29 |
0.01% |
| Fannie Mae FN AS6620, 3.50%, due 02/01/2046 |
|
3138WGLA0 |
297,943 |
$283,871.99 |
0.01% |
| Fannie Mae FN BM2000, 3.50%, due 05/01/2047 |
|
3140J6GJ0 |
251,420 |
$240,600.48 |
0.01% |
| Fannie Mae FN BM4299, 3%, due 03/01/2030 |
|
3140J8X57 |
317,921 |
$310,879.82 |
0.01% |
| Fannie Mae FN BM4304, 3%, due 02/01/2030 |
|
3140J8YA5 |
282,965 |
$276,851.71 |
0.01% |
| Fannie Mae FN CA0907, 3.50%, due 12/01/2047 |
|
3140Q8AH8 |
455,941 |
$434,051.89 |
0.01% |
| Fannie Mae FN CA0996, 3.50%, due 01/01/2048 |
|
3140Q8DA0 |
382,031 |
$363,630.20 |
0.01% |
| Fannie Mae FN CA1187, 3.50%, due 02/01/2048 |
|
3140Q8J97 |
467,290 |
$445,879.99 |
0.01% |
| Fannie Mae FN CA1710, 4.50%, due 05/01/2048 |
|
3140Q83U7 |
319,493 |
$319,691.01 |
0.01% |
| Fannie Mae FN CA1711, 4.50%, due 05/01/2048 |
|
3140Q83V5 |
210,790 |
$210,856.47 |
0.01% |
| Fannie Mae FN CA2327, 4%, due 09/01/2048 |
|
3140Q9SR5 |
462,136 |
$456,040.92 |
0.01% |
| Fannie Mae FN MA1146, 4%, due 08/01/2042 |
|
31418AHY7 |
223,343 |
$219,949.46 |
0.01% |
| Fannie Mae FN MA1373, 3.50%, due 03/01/2043 |
|
31418AQ35 |
403,215 |
$386,346.08 |
0.01% |
| Fannie Mae FN MA2077, 3.50%, due 11/01/2034 |
|
31418BJX5 |
409,690 |
$402,520.17 |
0.01% |
| Fannie Mae FN MA2670, 3%, due 07/01/2046 |
|
31418B6G6 |
460,738 |
$427,085.11 |
0.01% |
| Fannie Mae FN MA3057, 3.50%, due 07/01/2047 |
|
31418CMF8 |
403,518 |
$384,620.40 |
0.01% |
| Fannie Mae FN MA3210, 3.50%, due 12/01/2047 |
|
31418CR89 |
420,826 |
$401,205.48 |
0.01% |
| Fannie Mae FN MA3239, 4%, due 01/01/2048 |
|
31418CS54 |
399,979 |
$391,761.20 |
0.01% |
| Fannie Mae FN MA3276, 3.50%, due 02/01/2048 |
|
31418CUA0 |
197,536 |
$187,960.64 |
0.01% |
| Fannie Mae FN MA3332, 3.50%, due 04/01/2048 |
|
31418CV27 |
570,438 |
$541,762.62 |
0.01% |
| Fannie Mae FN MA3806, 3%, due 11/01/2046 |
|
31418CDL5 |
443,614 |
$412,081.74 |
0.01% |
| Fannie Mae FN MA3846, 3%, due 11/01/2049 |
|
31418DHY1 |
582,428 |
$520,530.48 |
0.01% |
| FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 |
|
3136B1Q80 |
221,298 |
$214,699.45 |
0.01% |
| FISERV INC 2.65%, due 06/01/2030 |
|
337738BC1 |
510,000 |
$439,075.02 |
0.01% |
| Freddie Mac FG G07826, 3%, due 10/01/2046 |
|
3128MJYY0 |
326,040 |
$302,969.33 |
0.01% |
| Freddie Mac FG G08741, 3%, due 01/01/2047 |
|
3128MJZF0 |
206,162 |
$190,914.71 |
0.01% |
| Freddie Mac FG G08750, 3%, due 02/01/2047 |
|
3128MJZQ6 |
467,326 |
$432,419.67 |
0.01% |
| Freddie Mac FG G08788, 3.50%, due 11/01/2047 |
|
3128MJ2W9 |
290,915 |
$277,236.04 |
0.01% |
| Freddie Mac FG G08816, 3.50%, due 06/01/2048 |
|
3128MJ4A5 |
197,197 |
$187,732.75 |
0.01% |
| Freddie Mac FG G16085, 2.50%, due 02/01/2032 |
|
3128ME6W6 |
413,408 |
$393,478.56 |
0.01% |
| Freddie Mac FG G16350, 2.50%, due 10/01/2032 |
|
3128MFH35 |
250,854 |
$237,521.18 |
0.01% |
| Freddie Mac FG G16396, 3.50%, due 02/01/2033 |
|
3128MFKH0 |
298,921 |
$293,526.31 |
0.01% |
| Freddie Mac FG G60080, 3.50%, due 06/01/2045 |
|
31335ACR7 |
338,876 |
$324,152.98 |
0.01% |
| Freddie Mac FG G60440, 3.50%, due 03/01/2046 |
|
31335APZ5 |
220,047 |
$210,010.12 |
0.01% |
| Freddie Mac FG G61556, 3.50%, due 08/01/2048 |
|
31335BWR3 |
291,839 |
$278,251.42 |
0.01% |
| Freddie Mac FG Q50135, 3.50%, due 08/01/2047 |
|
3132XSEH9 |
208,529 |
$198,853.07 |
0.01% |
| Freddie Mac FG U90772, 3.50%, due 01/01/2043 |
|
3132H32D4 |
253,301 |
$242,959.98 |
0.01% |
| Freddie Mac FG U99114, 3.50%, due 02/01/2044 |
|
3132H7DU5 |
306,530 |
$294,036.94 |
0.01% |
| Freddie Mac FR RE6029, 3%, due 02/01/2050 |
|
3133N3VW1 |
385,804 |
$343,069.78 |
0.01% |
| Freddie Mac FR ZM0063, 4%, due 08/01/2045 |
|
3131XTB82 |
293,682 |
$288,919.49 |
0.01% |
| Freddie Mac FR ZS8602, 3%, due 03/01/2031 |
|
3132A9RX7 |
291,347 |
$281,393.86 |
0.01% |
| Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 |
|
3132AA5D2 |
571,066 |
$544,082.95 |
0.01% |
| Freddie Mac FR ZT0542. 4%, due 07/01/2048 |
|
3132ACS76 |
391,847 |
$386,388.88 |
0.01% |
| FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 |
|
3137BVBM7 |
280,495 |
$272,324.19 |
0.01% |
| FRONT RANGE BIDCO INC ZAYO TL 1L USD |
LX185593 |
|
250,000 |
$200,045.00 |
0.01% |
| GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 |
|
367910AE6 |
377,373 |
$362,308.15 |
0.01% |
| GNMA G2 MA2825, 3%, due 05/20/2045 |
|
36179RD63 |
528,078 |
$497,252.30 |
0.01% |
| GNMA G2 MA3735, 3%, due 06/20/2046 |
|
36179SEG8 |
460,175 |
$430,195.88 |
0.01% |
| GNMA G2 MA4261, 3%, due 02/20/2047 |
|
36179SWW3 |
447,736 |
$417,732.40 |
0.01% |
| GNMA G2 MA4519, 3.50%, due 09/20/2047 |
|
36179TG41 |
337,452 |
$324,738.30 |
0.01% |
| GNMA G2 MA4588, 4.50%, due 07/20/2047 |
|
36179TCZ6 |
246,523 |
$248,165.59 |
0.01% |
| GNMA G2 MA4838, 4%, due 11/20/2047 |
|
36179TLT0 |
280,155 |
$275,093.98 |
0.01% |
| GNMA G2 MA4961, 3%, due 01/20/2048 |
|
36179TQN8 |
215,667 |
$201,257.72 |
0.01% |
| GNMA G2 MA4962, 3.50%, due 01/20/2048 |
|
36179TQP3 |
289,996 |
$278,673.08 |
0.01% |
| GNMA G2 MA4963, 4%, due 01/20/2048 |
|
36179TQQ1 |
423,030 |
$415,258.20 |
0.01% |
| GNMA G2 MA5078, 4%, due 03/20/2048 |
|
36179TUB9 |
213,642 |
$209,783.39 |
0.01% |
| GNMA G2 MA5399, 4.50%, due 08/20/2048 |
|
36179T7L3 |
445,765 |
$447,340.32 |
0.01% |
| GNMA G2 MA6080, 3%, due 08/20/2049 |
|
36179UXH0 |
205,379 |
$186,316.52 |
0.01% |
| GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 |
|
38380Y2X2 |
195,239 |
$189,189.51 |
0.01% |
| GNMA Series 2019-119, Class JE, 3%, due 06/01/2049 |
|
38381YZE7 |
367,711 |
$337,354.49 |
0.01% |
| GNMA Series 2019-12, Class QA, 3.50%, due 09/20/2048 |
|
38381BQQ0 |
323,713 |
$313,624.68 |
0.01% |
| HEALTHCARE RLTY HLDGS LP 2.05%, due 03/15/2031 |
|
42225UAM6 |
283,000 |
$218,743.19 |
0.01% |
| HESS CORP 5.60%, due 02/15/2041 |
|
42809HAD9 |
264,000 |
$251,663.43 |
0.01% |
| Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 |
|
43739EAJ6 |
581,679 |
$530,737.29 |
0.01% |
| HOSTESS BRANDS LLC TWNK TL 1L USD |
LX183058 |
|
460,850 |
$460,681.58 |
0.01% |
| Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 |
|
45254NPA9 |
509,070 |
$459,880.15 |
0.01% |
| IQVIA INC IQV TL B 1L USD |
LX173964 |
|
500,000 |
$499,842.50 |
0.01% |
| Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 |
|
52522DAM3 |
238,531 |
$198,652.81 |
0.01% |
| LIFE STORAGE LP 2.40%, due 10/15/2031 |
|
53227JAD6 |
535,000 |
$434,985.91 |
0.01% |
| Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 |
|
542514RH9 |
413,953 |
$400,051.19 |
0.01% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 |
|
59024VAF6 |
273,570 |
$210,368.36 |
0.01% |
| MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 |
|
N6000DAA1 |
250,000 |
$212,480.42 |
0.01% |
| Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 |
|
61744CYB6 |
267,911 |
$264,067.18 |
0.01% |
| MORGAN STANLEY Variable rate, due 12/10/2026 |
|
6174468V4 |
495,000 |
$441,123.32 |
0.01% |
| Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 |
|
63940JAC3 |
290,885 |
$288,487.19 |
0.01% |
| NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 |
|
646140CK7 |
500,000 |
$455,479.20 |
0.01% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 |
|
64971MT44 |
400,000 |
$412,524.28 |
0.01% |
| Nomura Resecuritization Trust Series 2015-5R, Class 1A1, Variable rate, due 08/26/2037 |
|
65540XAA5 |
506,626 |
$504,045.22 |
0.01% |
| NORTHWEST FIBER LLC/FIN SUB 4.75%, due 04/30/2027 |
|
667449AD4 |
375,000 |
$319,350.00 |
0.01% |
| OPEN TEXT CORP OTEXCN TL B 1L USD |
LX209319 |
|
276,326 |
$273,454.78 |
0.01% |
| Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 |
|
68383NDT7 |
272,611 |
$232,106.27 |
0.01% |
| Other: Pay 13577000 USD, Receive 13577000 SOFRRATE - 09/20/2053 |
|
|
13,577,000 |
$411,779.01 |
0.01% |
| Other: Pay 13837000 USD, Receive 13837000 SOFRRATE - 09/20/2053 |
|
|
13,837,000 |
$419,664.59 |
0.01% |
| PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 |
|
70014LAB6 |
467,000 |
$460,444.50 |
0.01% |
| PERRIGO INVESTMENTS LLC PRGO TL B 1L USD |
|
|
473,523 |
$470,120.47 |
0.01% |
| PERRIGO INVESTMENTS LLC PRGO TL B-DD 1L USD |
|
|
272,727 |
$270,767.72 |
0.01% |
| PHYSICIANS REALTY LP 4.30%, due 03/15/2027 |
|
71951QAA0 |
475,000 |
$463,105.11 |
0.01% |
| PIEDMONT NATURAL GAS CO 3.35%, due 06/01/2050 |
|
720186AM7 |
500,000 |
$354,213.53 |
0.01% |
| PIEDMONT OPERATING PARTNERSHIP 3.15%, due 08/15/2030 |
|
720198AE0 |
670,000 |
$525,859.15 |
0.01% |
| PLAINS ALL AMER PIPELINE 3.55%, due 12/15/2029 |
|
72650RBM3 |
425,000 |
$378,313.95 |
0.01% |
| REPUBLIC OF PANAMA 2.252%, due 09/29/2032 |
|
698299BN3 |
500,000 |
$385,727.91 |
0.01% |
| REPUBLIC OF PERU 2.783%, due 01/23/2031 |
|
715638DF6 |
560,000 |
$481,505.27 |
0.01% |
| REPUBLIC OF POLAND N/C, 5.75%, due 11/16/2032 |
|
857524AE2 |
323,000 |
$351,716.96 |
0.01% |
| REPUBLIC OF SERBIA N/C, 6.50%, due 09/26/2033 |
|
817477AH5 |
250,000 |
$249,030.50 |
0.01% |
| Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 |
|
80556YAD7 |
547,916 |
$387,844.60 |
0.01% |
| SES SA 3.60%, due 04/04/2023 |
|
78413HAA7 |
500,000 |
$500,915.83 |
0.01% |
| SLM Student Loan Trust Series 2005-9, Class A7A, Variable rate, due 01/25/2041 |
|
78442GRA6 |
396,831 |
$382,683.34 |
0.01% |
| SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 |
|
78445FAE5 |
320,000 |
$299,267.65 |
0.01% |
| SLM Student Loan Trust Series 2012-3, Class A, Variable rate, due 12/27/2038 |
|
78447AAA2 |
556,892 |
$547,286.84 |
0.01% |
| SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 |
|
78447GAC5 |
204,525 |
$196,279.98 |
0.01% |
| SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 |
|
78447KAD4 |
555,000 |
$517,458.97 |
0.01% |
| SPIRE INC 3.543%, due 02/27/2024 |
|
84857LAA9 |
200,000 |
$197,216.02 |
0.01% |
| TRANSNET SOC LTD N/C, 8.25%, due 02/06/2028 |
|
89378TAD5 |
500,000 |
$497,317.50 |
0.01% |
| TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 |
|
89383JAA6 |
420,063 |
$406,956.55 |
0.01% |
| UNITED AIRLINES INC UAL TL B 1L USD |
|
|
383,133 |
$377,416.65 |
0.01% |
| US AIRWAYS 2012-1A PTT 5.90%, due 10/01/2024 |
|
90345WAA2 |
348,413 |
$348,415.60 |
0.01% |
| VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 |
|
92564RAE5 |
600,000 |
$533,179.03 |
0.01% |
| VICI PROPERTIES / NOTE 4.625%, due 06/15/2025 |
|
92564RAG0 |
350,000 |
$340,501.00 |
0.01% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A1, Variable rate, due 04/25/2037 |
|
92926SAB2 |
1,066,446 |
$403,880.88 |
0.01% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 |
|
93934FPN6 |
287,214 |
$244,787.80 |
0.01% |
| AI AQUA MERGER SUB INC CULLHO TL DD 1L USD |
|
|
105,155 |
$99,003.36 |
0.00% |
| AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 |
|
02377BAB2 |
103,814 |
$95,443.55 |
0.00% |
| AMEREN ILLINOIS CO 3.70%, due 12/01/2047 |
|
02361DAR1 |
200,000 |
$162,381.68 |
0.00% |
| Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 |
|
040104ND9 |
105,229 |
$102,334.50 |
0.00% |
| AT&T INC 4.30%, due 12/15/2042 |
|
00206RBH4 |
145,000 |
$125,375.47 |
0.00% |
| AZZ INCORPORATED AZZ TL B 1L USD |
|
|
136,754 |
$136,440.62 |
0.00% |
| Babson CLO Ltd Series 2013-IA, Class AR, Variable rate, due 01/20/2028 |
|
06760EAA4 |
144,780 |
$144,779.67 |
0.00% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 |
|
07401LAA1 |
92,118 |
$79,386.61 |
0.00% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 |
|
07400NAB6 |
167,707 |
$134,548.68 |
0.00% |
| BENGAL DEBT MERGER SUB L PEP TL DD 1L USD |
LX202255 |
|
29,771 |
$25,792.33 |
0.00% |
| BENGAL DEBT MERGER SUB L Variable rate, due 01/20/2030 |
LX202256 |
|
41,285 |
$31,599.90 |
0.00% |
| C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 |
|
12674TAA4 |
200,000 |
$176,680.00 |
0.00% |
| CROWN FINANCE US INC CINELN DIP-TL 1L USD |
LX208165 |
|
117,018 |
$118,691.81 |
0.00% |
| DEERFIELD DAKOTA HOLDING DUFPHE TL B 1L USD |
|
|
169,133 |
$159,365.25 |
0.00% |
| DELTA 2 LUX SARL FMUONE TL B 1L USD |
|
|
79,990 |
$79,940.85 |
0.00% |
| DIAMOND SPORTS GROUP LLC DSPORT TL B 1L USD |
LX180415 |
|
933,339 |
$67,667.07 |
0.00% |
| DTI HOLDCO INC DTIHOL TL B 1L USD |
|
|
145,224 |
$135,385.06 |
0.00% |
| EFS Volunteer No 3 LLC Series 2012-1, Class A3, Variable rate, due 04/25/2033 |
|
26845CAC1 |
68,647 |
$68,314.57 |
0.00% |
| Fannie Mae FN AN2786, 2.76%, due 09/01/2036 |
|
3138LFCY2 |
112,833 |
$99,552.07 |
0.00% |
| Fannie Mae FN AS9334, 3%, due 03/01/2032 |
|
3138WKLQ6 |
93,165 |
$89,864.81 |
0.00% |
| Fannie Mae FN AS9749, 4%, due 06/01/2047 |
|
3138WKZP3 |
72,642 |
$71,351.37 |
0.00% |
| Fannie Mae FN BD7071, 4%, due 03/01/2047 |
|
3140FE2P8 |
76,455 |
$74,411.81 |
0.00% |
| Fannie Mae FN CA2208, 4.50%, due 08/01/2048 |
|
3140Q9N25 |
126,381 |
$126,327.18 |
0.00% |
| Fannie Mae FN MA2145, 4%, due 01/01/2045 |
|
31418BL38 |
111,409 |
$109,602.56 |
0.00% |
| Fannie Mae FN MA2896, 3.50%, due 02/01/2047 |
|
31418CGE8 |
12,395 |
$11,809.57 |
0.00% |
| Fannie Mae FN MA3088, 4%, due 08/01/2047 |
|
31418CNE0 |
180,452 |
$177,005.34 |
0.00% |
| Fannie Mae FN MA3336, 3.50%, due 04/01/2038 |
|
31418CV68 |
154,188 |
$149,964.01 |
0.00% |
| Fannie Mae FN MA3410, 3.50%, due 07/01/2033 |
|
31418CYG3 |
103,923 |
$101,935.83 |
0.00% |
| Fannie Mae FN MA3537, 4.50%, due 12/01/2048 |
|
31418C4X9 |
139,840 |
$140,147.50 |
0.00% |
| FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 |
|
3136B3SX9 |
166,830 |
$163,262.33 |
0.00% |
| FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 |
|
3136B3WS5 |
82,696 |
$79,036.76 |
0.00% |
| FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 |
|
3136B3A34 |
98,179 |
$92,325.71 |
0.00% |
| FANNIE MAE Series 2019-20, Class BA, 3.50%, due 02/25/2048 |
|
3136B4MS4 |
56,179 |
$54,956.45 |
0.00% |
| FANNIE MAE Series 2019-52, Class PA, 3%, due 09/25/2049 |
|
3136B53X1 |
48,492 |
$43,128.36 |
0.00% |
| Freddie Mac FG G07961, 3.50%, due 03/01/2045 |
|
3128MAFA2 |
51,473 |
$49,284.96 |
0.00% |
| Freddie Mac FG G08692, 3%, due 02/01/2046 |
|
3128MJXW5 |
49,479 |
$46,008.65 |
0.00% |
| Freddie Mac FG G08721, 3%, due 09/01/2046 |
|
3128MJYT1 |
28,379 |
$26,321.35 |
0.00% |
| Freddie Mac FG G08738, 3.50%, due 12/01/2046 |
|
3128MJZC7 |
103,685 |
$98,890.14 |
0.00% |
| Freddie Mac FG G08747, 3%, due 02/01/2047 |
|
3128MJZM5 |
144,116 |
$133,402.99 |
0.00% |
| Freddie Mac FG G08748, 3.50%, due 02/01/2047 |
|
3128MJZN3 |
100,651 |
$95,996.29 |
0.00% |
| Freddie Mac FG G08766, 3.50%, due 06/01/2047 |
|
3128MJZ86 |
109,491 |
$104,427.95 |
0.00% |
| Freddie Mac FG G08800, 3.50%, due 02/01/2048 |
|
3128MJ3J7 |
130,069 |
$123,838.24 |
0.00% |
| Freddie Mac FG G08833, 5%, due 07/01/2048 |
|
3128MJ4T4 |
54,232 |
$55,271.50 |
0.00% |
| Freddie Mac FG G08838, 5%, due 09/01/2048 |
|
3128MJ4Y3 |
10,568 |
$10,765.98 |
0.00% |
| Freddie Mac FG G08843, 4.50%, due 10/01/2048 |
|
3128MJ5D8 |
182,943 |
$183,568.72 |
0.00% |
| Freddie Mac FG G08844, 5%, due 10/01/2048 |
|
3128MJ5E6 |
40,035 |
$40,778.12 |
0.00% |
| Freddie Mac FG G08849, 5%, due 11/01/2048 |
|
3128MJ5K2 |
115,140 |
$117,196.92 |
0.00% |
| Freddie Mac FG G18670, 3%, due 12/01/2032 |
|
3128MMW82 |
97,142 |
$93,797.39 |
0.00% |
| Freddie Mac FG G18691, 3%, due 06/01/2033 |
|
3128MMXV0 |
28,239 |
$27,127.63 |
0.00% |
| Freddie Mac FG G18713, 3.50%, due 11/01/2033 |
|
3128MMYK3 |
78,802 |
$77,377.76 |
0.00% |
| Freddie Mac FG Q44452, 3%, due 11/01/2046 |
|
3132WH5N1 |
117,586 |
$108,810.43 |
0.00% |
| Freddie Mac FN C91981, 3%, due 02/01/2038 |
|
3128P8FW6 |
56,634 |
$53,697.67 |
0.00% |
| Freddie Mac FR ZT1403, 3.50%, due 11/01/2033 |
|
3132ADRY6 |
80,864 |
$79,321.40 |
0.00% |
| GNMA G2 MA1157, 3.50%, due 07/20/2043 |
|
36179NJA7 |
179,018 |
$172,847.00 |
0.00% |
| GNMA G2 MA3521, 3.50%, due 03/20/2046 |
|
36179R4E6 |
177,590 |
$170,435.59 |
0.00% |
| GNMA G2 MA4069, 3.50%, due 11/20/2046 |
|
36179SQW0 |
128,813 |
$123,332.03 |
0.00% |
| GNMA G2 MA4195, 3%, due 01/20/2047 |
|
36179SUU9 |
74,866 |
$69,825.40 |
0.00% |
| GNMA G2 MA4196, 3.50%, due 01/20/2047 |
|
36179SUV7 |
89,083 |
$85,607.81 |
0.00% |
| GNMA G2 MA4262, 3.50%, due 02/20/2047 |
|
36179SWX1 |
114,719 |
$110,114.51 |
0.00% |
| GNMA G2 MA4453, 4.50%, due 05/20/2047 |
|
36179S5N3 |
36,050 |
$36,384.38 |
0.00% |
| GNMA G2 MA4586, 3.50%, due 07/20/2047 |
|
36179TCX1 |
38,404 |
$36,868.36 |
0.00% |
| GNMA G2 MA4722, 5%, due 09/20/2047 |
|
36179TG74 |
40,887 |
$41,772.63 |
0.00% |
| GNMA G2 MA4777, 3%, due 10/20/2047 |
|
36179TJW6 |
33,700 |
$31,375.15 |
0.00% |
| GNMA G2 MA4901, 4%, due 12/20/2047 |
|
36179TNS0 |
46,486 |
$45,646.30 |
0.00% |
| GNMA G2 MA5466, 4%, due 09/20/2048 |
|
36179UCB6 |
176,418 |
$172,216.47 |
0.00% |
| GNMA G2 MA5467, 4.50%, due 09/20/2048 |
|
36179UCC4 |
46,690 |
$46,855.04 |
0.00% |
| GNMA G2 MA5597, 5%, due 11/20/2048 |
|
36179UGE6 |
124,117 |
$126,716.81 |
0.00% |
| GNMA G2 MA5976, 3.50%, due 06/20/2049 |
|
36179UT93 |
142,717 |
$134,028.71 |
0.00% |
| GNMA G2 MA6030, 3.50%, due 07/20/2049 |
|
36179UVX7 |
37,172 |
$34,846.85 |
0.00% |
| GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 |
|
38380XR74 |
175,186 |
$168,546.38 |
0.00% |
| GNMA Series 2019-71, Class PT, 3%, due 06/20/2049 |
|
38381WDY1 |
27,808 |
$26,049.81 |
0.00% |
| GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 |
|
39538WFH6 |
69,665 |
$58,123.23 |
0.00% |
| HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 |
|
41161PTN3 |
173,642 |
$130,520.23 |
0.00% |
| IJ CVR A 0%, due 01/01/3000 |
|
L5137X109 |
6,251 |
$0.00 |
0.00% |
| IJ CVR B 0%, due 01/01/3000 |
|
L5137X117 |
6,251 |
$0.00 |
0.00% |
| IJ EMERGENCE 0%, due 01/01/3000 |
|
L5217E120 |
59,702 |
$0.00 |
0.00% |
| Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 |
|
45254NMY0 |
156,329 |
$144,641.67 |
0.00% |
| INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 |
|
45824TAP0 |
2,000,000 |
$17,400.00 |
0.00% |
| INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 |
|
45824TBA2 |
3,860,000 |
$28,950.00 |
0.00% |
| INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 |
|
45824TAY1 |
390,000 |
$3,393.00 |
0.00% |
| JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 |
|
46590XAB2 |
150,000 |
$143,049.00 |
0.00% |
| JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 |
|
46630MAX0 |
164,095 |
$163,223.18 |
0.00% |
| Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 |
|
59549WAA1 |
98,133 |
$95,673.35 |
0.00% |
| MILANO ACQUISITION CORP MILACQ TL 1L USD |
LX189433 |
|
123,737 |
$115,261.35 |
0.00% |
| MOLINA | | |