Holdings of the Fund as of 5/14/2025
Total Number of Holdings (excluding cash): 648
| U.S. Treasury Note, 4.625%, due 02/15/2035 |
|
91282CMM0 |
244,835,000 |
$246,747,773.44 |
7.04% |
| U.S. Treasury Bond, 4.75%, due 02/15/2045 |
|
912810UJ5 |
231,975,000 |
$224,870,765.66 |
6.41% |
| Freddie Mac FN SD8491, 5%, due 12/01/2054 |
|
3132DWNG4 |
129,388,816 |
$124,470,756.01 |
3.55% |
| U.S. Treasury Note, 4%, due 04/30/2032 |
|
91282CNA5 |
123,885,000 |
$121,339,549.77 |
3.46% |
| U.S. Treasury Note, 4.125%, due 11/30/2029 |
|
91282CMA6 |
89,320,000 |
$89,274,642.41 |
2.55% |
| U.S. Treasury Note, 4.25%, due 11/15/2034 |
|
91282CLW9 |
85,000,000 |
$83,240,234.80 |
2.37% |
| U.S. Treasury Note, 3.875%, due 04/30/2030 |
|
91282CMZ1 |
75,409,000 |
$74,445,767.66 |
2.12% |
| Freddie Mac FR SL0419, 3%, due 10/01/2053 |
|
31427MPD7 |
61,665,030 |
$52,132,772.22 |
1.49% |
| U.S. Treasury Inflation Indexed Note, 2.125%, due 01/15/2035 |
|
91282CML2 |
50,600,000 |
$51,180,672.27 |
1.46% |
| U.S. Treasury Bond, 4.625%, due 02/15/2055 |
|
912810UG1 |
49,626,000 |
$46,943,094.37 |
1.34% |
| Fannie Mae FN MA5583, 4%, due 01/01/2055 |
|
31418FFZ5 |
47,470,235 |
$43,178,710.61 |
1.23% |
| Freddie Mac FD SD5323, 4%, due 01/01/2054 |
|
3132DS4G4 |
45,430,862 |
$41,359,531.79 |
1.18% |
| US Dollar |
$USD |
|
37,593,944 |
$37,593,944.04 |
1.07% |
| Fannie Mae FN MA4577, 2%, due 04/01/2052 |
|
31418ECP3 |
43,295,507 |
$33,390,564.30 |
0.95% |
| Fannie Mae FN MA5107, 5.50%, due 08/01/2053 |
|
31418EU99 |
33,178,265 |
$32,714,478.59 |
0.93% |
| RTX CORP 6.10%, due 03/15/2034 |
|
75513ECW9 |
30,420,000 |
$32,106,931.06 |
0.92% |
| Fannie Mae FN MA4978, 5%, due 04/01/2053 |
|
31418EQ86 |
31,916,831 |
$30,773,320.54 |
0.88% |
| Freddie Mac FR SD8220, 3%, due 06/01/2052 |
|
3132DWDZ3 |
36,058,144 |
$30,541,755.95 |
0.87% |
| KROGER CO 5%, due 09/15/2034 |
|
501044DV0 |
27,645,000 |
$26,644,369.59 |
0.76% |
| Freddie Mac FR SD3246, 4%, due 08/01/2052 |
|
3132DQTB2 |
25,244,940 |
$22,984,080.26 |
0.66% |
| Fannie Mae FN MA4733, 4.50%, due 09/01/2052 |
|
31418EHK9 |
24,447,611 |
$22,946,248.59 |
0.65% |
| GNMA G2 MA8347, 4.50%, due 10/20/2052 |
|
36179XHY5 |
24,331,689 |
$22,967,555.35 |
0.65% |
| Rockford Tower CLO Ltd Series 2019-2A, Class BR2, Variable rate, due 08/20/2032 |
|
77341GAU4 |
22,000,000 |
$21,958,383.70 |
0.63% |
| Fannie Mae FN MA4917, 4.50%, due 02/01/2053 |
|
31418EPB0 |
23,126,407 |
$21,708,634.82 |
0.62% |
| Freddie Mac FR SD8211, 2%, due 05/01/2052 |
|
3132DWDQ3 |
28,017,660 |
$21,615,770.00 |
0.62% |
| L3HARRIS TECH INC 5.35%, due 06/01/2034 |
|
502431AU3 |
21,625,000 |
$21,465,829.84 |
0.61% |
| Fannie Mae FN CB0290, 2%, due 04/01/2051 |
|
3140QKKC1 |
26,568,525 |
$20,589,504.36 |
0.59% |
| Fannie Mae FN BQ6913, 2%, due 12/01/2051 |
|
3140KSVF1 |
25,211,285 |
$19,478,489.45 |
0.56% |
| Freddie Mac FR SD8245, 4.50%, due 09/01/2052 |
|
3132DWES8 |
20,507,988 |
$19,248,562.96 |
0.55% |
| Progress Residential Trust Series 2021-SFR8, Class F, 3.181%, due 10/17/2038 |
|
74333TAN9 |
19,690,000 |
$19,117,446.30 |
0.55% |
| Fannie Mae FN BW8980, 4%, due 10/01/2052 |
|
3140N16S7 |
20,356,438 |
$18,546,137.85 |
0.53% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 |
|
38141GYG3 |
18,965,000 |
$18,159,963.62 |
0.52% |
| THE BOEING CO 7.008%, due 05/01/2064 |
|
097023DU6 |
17,080,000 |
$18,029,562.60 |
0.51% |
| Fannie Mae FN BW9886, 4.50%, due 10/01/2052 |
|
3140N26Y2 |
18,474,531 |
$17,327,367.02 |
0.49% |
| GNMA G2 MA9963, 4.50%, due 10/20/2054 |
|
36180AB85 |
18,299,584 |
$17,166,576.31 |
0.49% |
| BANK OF AMERICA CORP Variable rate, due 03/11/2027 |
|
06051GJQ3 |
17,385,000 |
$16,936,469.96 |
0.48% |
| CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 |
|
12569RAB4 |
17,210,665 |
$16,855,574.92 |
0.48% |
| ALBERTSONS COS/SAFEWAY 6.50%, due 02/15/2028 |
|
01309QAA6 |
16,014,000 |
$16,373,274.10 |
0.47% |
| Freddie Mac FR QE0521, 2.50%, due 04/01/2052 |
|
3133B9SJ4 |
18,942,655 |
$15,365,767.43 |
0.44% |
| CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 |
|
12563GAC2 |
21,112,000 |
$14,966,790.82 |
0.43% |
| Carrington Mortgage Loan Trust Series 2006-NC4, Class A4, Variable rate, due 10/25/2036 |
|
14453MAD6 |
18,000,000 |
$14,584,307.40 |
0.42% |
| PARAMOUNT GLOBAL 4.95%, due 05/19/2050 |
|
92556HAC1 |
20,000,000 |
$14,773,000.00 |
0.42% |
| U.S. Treasury Bond, 4.75%, due 05/15/2055 |
|
912810UK2 |
15,395,000 |
$14,879,027.03 |
0.42% |
| AMGEN INC 5.25%, due 03/02/2033 |
|
031162DR8 |
14,345,000 |
$14,306,568.17 |
0.41% |
| Freddie Mac Series 5473, Class BF, Variable rate, due 11/25/2054 |
|
3137HHFL0 |
14,338,760 |
$14,299,733.74 |
0.41% |
| SOLVENTUM CORP 5.60%, due 03/23/2034 |
|
83444MAR2 |
14,380,000 |
$14,319,670.73 |
0.41% |
| New Residential Mortgage Loan Trust Series 2022-SFR2, Class E1, 4%, due 09/04/2039 |
|
64830RAJ1 |
15,000,000 |
$14,190,514.50 |
0.40% |
| OHA Credit Partners Ltd Series 2015-11A, Class A2R2, Variable rate, due 04/20/2037 |
|
67109FAW5 |
14,000,000 |
$14,061,825.96 |
0.40% |
| WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 |
|
55903VBD4 |
18,840,000 |
$13,655,531.18 |
0.39% |
| Madison Park Funding Ltd Series 2021-39A, Class BR, Variable rate, due 10/22/2034 |
|
55821LAL8 |
13,500,000 |
$13,496,668.88 |
0.38% |
| Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 |
|
92918EAL1 |
13,000,000 |
$13,027,005.81 |
0.37% |
| CVS HEALTH CORP Variable rate, due 03/10/2055 |
|
126650EH9 |
12,380,000 |
$12,512,998.34 |
0.36% |
| FOUNDRY JV HOLDCO LLC 6.10%, due 01/25/2036 |
|
350930AH6 |
12,440,000 |
$12,532,014.57 |
0.36% |
| FOUNDRY JV HOLDCO LLC 6.30%, due 01/25/2039 |
|
350930AK9 |
12,305,000 |
$12,573,495.10 |
0.36% |
| PRKCM Trust Series 2021-AFC2, Class A1, Variable rate, due 11/25/2056 |
|
69361JAA4 |
14,546,793 |
$12,477,112.85 |
0.36% |
| SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 |
|
85208NAE0 |
12,687,000 |
$12,746,264.80 |
0.36% |
| CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 |
|
12570GAB5 |
12,149,954 |
$12,171,515.48 |
0.35% |
| Fannie Mae FN CB6854, 4.50%, due 08/01/2053 |
|
3140QSTL5 |
13,042,026 |
$12,230,683.44 |
0.35% |
| Freddie Mac FR SD8266, 4.50%, due 11/01/2052 |
|
3132DWFF5 |
13,011,247 |
$12,213,148.99 |
0.35% |
| New Residential Mortgage Loan Trust Series 2022-SFR2, Class B, 3.75%, due 09/04/2039 |
|
64830RAC6 |
12,615,000 |
$12,187,284.64 |
0.35% |
| Freddie Mac FR SD8257, 4.50%, due 10/01/2052 |
|
3132DWE66 |
12,859,692 |
$12,069,963.62 |
0.34% |
| Barings Loan Partners CLO Ltd. Series LP-2A, Class CR, Variable rate, due 01/20/2034 |
|
06763BAN9 |
11,745,000 |
$11,637,366.82 |
0.33% |
| BX Trust Series 2020-VIV2, Class C, Variable rate, due 03/09/2044 |
|
05605NAA5 |
12,546,000 |
$11,191,235.25 |
0.32% |
| GNMA Series 2018-78, Class N2, 3.50%, due 06/20/2048 |
|
38380XFR3 |
12,588,350 |
$11,211,318.15 |
0.32% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 |
|
45660LU98 |
14,299,737 |
$11,356,744.22 |
0.32% |
| AMGEN INC 5.75%, due 03/02/2063 |
|
031162DU1 |
11,485,000 |
$10,703,216.05 |
0.31% |
| LEIDOS INC 5.40%, due 03/15/2032 |
|
52532XAK1 |
10,765,000 |
$10,744,923.28 |
0.31% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 |
|
863579U97 |
21,628,604 |
$10,867,233.50 |
0.31% |
| Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 |
|
61753EAD2 |
23,464,192 |
$10,543,113.56 |
0.30% |
| Fannie Mae FN MA4902, 3.50%, due 01/01/2053 |
|
31418ENU0 |
11,580,450 |
$10,201,225.19 |
0.29% |
| Freddie Mac FR RA3078, 3%, due 07/01/2050 |
|
3133KJM33 |
11,847,100 |
$10,197,314.26 |
0.29% |
| Freddie Mac FR ZM1779, 3%, due 09/01/2046 |
|
3131XU6Q5 |
11,752,312 |
$10,183,949.96 |
0.29% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2027 |
|
46647PCB0 |
10,455,000 |
$10,159,159.16 |
0.29% |
| Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 |
|
83084RAA3 |
10,622,700 |
$9,786,162.32 |
0.28% |
| Fannie Mae FN CB4818, 4%, due 10/01/2052 |
|
3140QQK87 |
10,265,458 |
$9,349,116.59 |
0.27% |
| Fannie Mae FN MA4364, 2%, due 06/01/2041 |
|
31418DZ62 |
11,401,100 |
$9,559,446.53 |
0.27% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 |
|
30247DAD3 |
14,449,913 |
$9,407,079.93 |
0.27% |
| BANK OF AMERICA CORP Variable rate |
|
06055HAH6 |
8,935,000 |
$9,046,219.40 |
0.26% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
9,924,093 |
$9,095,094.85 |
0.26% |
| FAIR ISAAC CORP 6%, due 05/15/2033 |
|
303250AG9 |
8,935,000 |
$8,956,691.23 |
0.26% |
| Fannie Mae FN BN7755, 3%, due 09/01/2049 |
|
3140JQTM5 |
10,448,314 |
$9,016,576.70 |
0.26% |
| Freddie Mac FR SD0231, 3%, due 01/01/2050 |
|
3132DMHG3 |
10,751,912 |
$9,279,746.82 |
0.26% |
| NEXSTAR MEDIA INC 4.75%, due 11/01/2028 |
|
65336YAN3 |
9,440,000 |
$9,066,886.83 |
0.26% |
| PERMIAN RESOURCES OPERATING LLC 7%, due 01/15/2032 |
|
71424VAA8 |
8,885,000 |
$9,108,637.76 |
0.26% |
| Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 |
|
81377XAA0 |
20,697,654 |
$9,193,794.26 |
0.26% |
| WARNERMEDIA HOLDINGS INC 4.279%, due 03/15/2032 |
|
55903VBC6 |
10,745,000 |
$9,030,155.26 |
0.26% |
| American Money Management Corporation Series 2021-24A, Class BR, Variable rate, due 01/20/2035 |
|
00177LAL4 |
8,800,000 |
$8,861,524.06 |
0.25% |
| BIOGEN INC 5.75%, due 05/15/2035 |
|
09062XAL7 |
8,990,000 |
$8,927,249.80 |
0.25% |
| BIOGEN INC 6.45%, due 05/15/2055 |
|
09062XAM5 |
8,995,000 |
$8,888,979.62 |
0.25% |
| Fannie Mae FN CA4534, 3%, due 11/01/2049 |
|
3140QCBC9 |
10,124,045 |
$8,736,762.88 |
0.25% |
| GENERAL DYNAMICS CORP 4.95%, due 08/15/2035 |
|
369550BR8 |
9,115,000 |
$8,886,742.08 |
0.25% |
| STARBUCKS CORP 5.40%, due 05/15/2035 |
|
855244BM0 |
9,010,000 |
$8,899,429.73 |
0.25% |
| THE BOEING CO 6.528%, due 05/01/2034 |
|
097023DS1 |
8,435,000 |
$8,914,792.25 |
0.25% |
| Bain Capital Credit CLO, Limited Series 2021-7A, Class CR, Variable rate, due 01/22/2035 |
|
05682NAS2 |
8,500,000 |
$8,413,404.98 |
0.24% |
| BX Trust Series 2020-VIVA, Class D, Variable rate, due 03/11/2044 |
|
12433XAG4 |
9,320,000 |
$8,385,797.68 |
0.24% |
| BXSC Commercial Mortgage Trust Series 2022-WSS, Class D, Variable rate, due 03/15/2035 |
|
05610BAL0 |
8,450,000 |
$8,450,774.02 |
0.24% |
| BX Trust 2019-OC11 Series 2019-OC11, Class D, Variable rate, due 12/09/2041 |
|
05606FAL7 |
8,670,000 |
$7,998,935.06 |
0.23% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 |
|
12659AAH9 |
12,491,115 |
$8,105,603.48 |
0.23% |
| Freddie Mac FR SD7513, 3.50%, due 04/01/2050 |
|
3132DVK20 |
9,013,535 |
$8,074,380.23 |
0.23% |
| WELLS FARGO & COMPANY Variable rate, due 07/25/2029 |
|
95000U3E1 |
8,000,000 |
$8,174,606.24 |
0.23% |
| BXP Trust Series 2017-CC, Class B, Variable rate, due 08/13/2037 |
|
05607CAG4 |
8,500,000 |
$7,878,974.70 |
0.22% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 |
|
12659AAC0 |
10,177,626 |
$7,858,219.16 |
0.22% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/23/2035 |
|
38141GB78 |
8,020,000 |
$7,667,705.94 |
0.22% |
| PRP Advisors, LLC Series 2022-4, Class A1, Variable rate, due 08/25/2027 |
|
693588AA3 |
7,651,316 |
$7,638,880.56 |
0.22% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 |
|
78413MAC2 |
9,265,000 |
$7,650,662.69 |
0.22% |
| AMERICAN EXPRESS CO Variable rate |
|
025816CH0 |
7,465,000 |
$7,276,260.17 |
0.21% |
| BOOST NEWCO BORROWER LLC 7.50%, due 01/15/2031 |
|
36268NAA8 |
6,800,000 |
$7,190,440.23 |
0.21% |
| GOLDMAN SACHS GROUP INC Variable rate |
|
38141GA79 |
6,915,000 |
$7,248,630.56 |
0.21% |
| JANE STREET GRP/JSG FIN 6.75%, due 05/01/2033 |
|
47077WAE8 |
7,258,000 |
$7,392,133.43 |
0.21% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 |
|
46628TAE1 |
17,295,183 |
$7,330,499.35 |
0.21% |
| ROYAL CARIBBEAN CRUISES 6.25%, due 03/15/2032 |
|
780153BU5 |
7,075,000 |
$7,198,105.00 |
0.21% |
| SIRIUS XM RADIO LLC 5%, due 08/01/2027 |
|
82967NBA5 |
7,260,000 |
$7,197,787.25 |
0.21% |
| Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 |
|
00443LAA6 |
13,265,650 |
$7,151,177.72 |
0.20% |
| AIB GROUP PLC Variable rate, due 05/15/2031 |
|
00135TAF1 |
7,170,000 |
$7,173,559.12 |
0.20% |
| BRISTOL-MYERS SQUIBB CO 5.20%, due 02/22/2034 |
|
110122EH7 |
7,175,000 |
$7,134,957.33 |
0.20% |
| ENERGY TRANSFER LP 6.20%, due 04/01/2055 |
|
29273VBF6 |
7,385,000 |
$6,970,718.19 |
0.20% |
| HCA INC 5.45%, due 09/15/2034 |
|
404121AK1 |
7,285,000 |
$7,148,394.89 |
0.20% |
| HCA INC 5.50%, due 06/01/2033 |
|
404119CQ0 |
7,180,000 |
$7,149,713.97 |
0.20% |
| HCA INC 5.75%, due 03/01/2035 |
|
404119DB2 |
7,160,000 |
$7,145,123.95 |
0.20% |
| HOWMET AEROSPACE INC 3%, due 01/15/2029 |
|
443201AB4 |
7,500,000 |
$7,095,369.75 |
0.20% |
| JBS USA HOLD/FOOD/LUX CO 6.75%, due 03/15/2034 |
|
47214BAC2 |
6,660,000 |
$7,116,656.22 |
0.20% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 |
|
46628TAD3 |
16,346,459 |
$6,922,975.30 |
0.20% |
| Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 |
|
74333WAN2 |
7,358,584 |
$6,956,695.79 |
0.20% |
| ROYALTY PHARMA PLC 5.40%, due 09/02/2034 |
|
78081BAR4 |
7,300,000 |
$7,164,074.00 |
0.20% |
| SREIT Trust Series 2021-PALM, Class E, Variable rate, due 10/15/2034 |
|
85237AAJ2 |
7,100,000 |
$7,052,741.69 |
0.20% |
| AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 |
|
00774MAW5 |
7,200,000 |
$6,750,176.04 |
0.19% |
| Angel Oak Mortgage Trust Series 2024-1, Class A1, Variable rate, due 08/25/2068 |
|
03465XAA7 |
6,717,739 |
$6,660,123.49 |
0.19% |
| CENT Trust 2023-CITY Series 2023-CITY, Class A, Variable rate, due 09/15/2028 |
|
12516WAA9 |
6,470,000 |
$6,510,925.34 |
0.19% |
| Fannie Mae FN BV8515, 3%, due 05/01/2052 |
|
3140MNN93 |
8,080,821 |
$6,833,391.57 |
0.19% |
| Fannie Mae FN MA4656, 4.50%, due 07/01/2052 |
|
31418EE63 |
7,230,133 |
$6,785,871.58 |
0.19% |
| GNMA G2 MA3937, 3.50%, due 09/20/2046 |
|
36179SLS4 |
7,496,776 |
$6,740,725.42 |
0.19% |
| Onslow Bay Financial LLC Series 2021-NQM3, Class A1, Variable rate, due 07/25/2061 |
|
67114JAA8 |
8,195,187 |
$6,583,548.10 |
0.19% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
|
95000U2S1 |
6,809,000 |
$6,497,878.00 |
0.19% |
| CITIGROUP INC Variable rate, due 03/27/2036 |
|
17327CBA0 |
6,465,000 |
$6,307,260.09 |
0.18% |
| Freddie Mac FR QA7837, 3.50%, due 03/01/2050 |
|
3133A2V64 |
7,030,254 |
$6,295,920.92 |
0.18% |
| GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 |
|
362463AD3 |
11,427,286 |
$6,204,061.05 |
0.18% |
| SREIT Trust Series 2021-PALM, Class G, Variable rate, due 10/15/2034 |
|
85237AAN3 |
6,430,000 |
$6,400,069.64 |
0.18% |
| WELLS FARGO & COMPANY Variable rate, due 01/24/2031 |
|
95000U3P6 |
6,415,000 |
$6,466,998.13 |
0.18% |
| Carvana Auto Receivables Trust Series 2022-P3, Class R, 0%, due 09/10/2029 |
|
14686MAK9 |
70,350 |
$6,125,222.33 |
0.17% |
| CIM Trust Series 2020-R3, Class A1B, Variable rate, due 01/26/2060 |
|
12559NAC3 |
6,655,000 |
$5,850,806.41 |
0.17% |
| Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 |
|
12638PAB5 |
25,630,100 |
$6,056,161.94 |
0.17% |
| Fannie Mae - CAS Series 2019-R04, Class 2B1, Variable rate, due 06/25/2039 |
|
20753TAC7 |
5,830,304 |
$6,068,266.49 |
0.17% |
| Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 |
|
3132A5HL2 |
6,677,822 |
$5,977,574.62 |
0.17% |
| JETBLUE AIRWAYS CORP 4%, due 11/15/2032 |
|
477164AA5 |
6,644,269 |
$6,112,955.84 |
0.17% |
| T-MOBILE USA INC 5.125%, due 05/15/2032 |
|
87264ADS1 |
5,905,000 |
$5,891,137.01 |
0.17% |
| Woodward Capital Management Series 2024-CES3, Class A1A, Variable rate, due 05/25/2044 |
|
74942AAA1 |
5,973,933 |
$6,047,851.20 |
0.17% |
| BECLE SAB DE CV 2.50%, due 10/14/2031 |
|
07586PAA9 |
7,000,000 |
$5,713,532.93 |
0.16% |
| ENERGY TRANSFER LP Variable rate |
|
29273VAM2 |
5,435,000 |
$5,436,637.57 |
0.16% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 |
|
32029GAA2 |
10,844,426 |
$5,572,652.19 |
0.16% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 |
|
64971XQW1 |
6,940,000 |
$5,595,653.99 |
0.16% |
| SOUTHERN CO GAS CAPITAL 4.95%, due 09/15/2034 |
|
8426EPAH1 |
5,885,000 |
$5,611,786.11 |
0.16% |
| UBS GROUP AG Variable rate |
|
225401BJ6 |
5,560,000 |
$5,449,356.00 |
0.16% |
| CARNIVAL CORP 4%, due 08/01/2028 |
|
143658BQ4 |
5,645,000 |
$5,401,841.63 |
0.15% |
| COMMONWEALTH EDISON CO 6.45%, due 01/15/2038 |
|
202795HT0 |
4,953,000 |
$5,283,151.28 |
0.15% |
| GNMA G2 MA3662, 3%, due 05/20/2046 |
|
36179SB71 |
6,028,919 |
$5,309,691.23 |
0.15% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2032 |
|
46647PCC8 |
5,955,000 |
$5,202,247.69 |
0.15% |
| MARS INC 4.80%, due 03/01/2030 |
|
571676AY1 |
5,370,000 |
$5,362,427.39 |
0.15% |
| MORGAN STANLEY Variable rate, due 04/28/2032 |
|
6174468X0 |
6,500,000 |
$5,415,508.02 |
0.15% |
| PFIZER INVESTMENT ENTER 4.75%, due 05/19/2033 |
|
716973AE2 |
5,515,000 |
$5,359,921.56 |
0.15% |
| SYNOPSYS INC 5.15%, due 04/01/2035 |
|
871607AE7 |
5,430,000 |
$5,347,641.07 |
0.15% |
| UBS GROUP AG Variable rate, due 05/09/2036 |
|
902613BQ0 |
5,410,000 |
$5,365,101.27 |
0.15% |
| UBS GROUP AG Variable rate, due 09/22/2029 |
|
225401BE7 |
5,170,000 |
$5,378,062.98 |
0.15% |
| WELLS FARGO & COMPANY Variable rate, due 10/30/2030 |
|
95000U2G7 |
5,790,000 |
$5,305,821.61 |
0.15% |
| Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 |
|
00442KAA9 |
11,695,821 |
$4,878,151.68 |
0.14% |
| BANK OF NY MELLON CORP Variable rate |
|
064058AH3 |
5,000,000 |
$5,012,250.00 |
0.14% |
| CALPINE CORP 4.50%, due 02/15/2028 |
|
131347CM6 |
5,000,000 |
$4,925,000.00 |
0.14% |
| Fannie Mae FN FM5397, 3%, due 12/01/2050 |
|
3140X87K7 |
5,791,104 |
$4,982,907.12 |
0.14% |
| GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 |
|
3622MHAA4 |
8,325,302 |
$4,831,397.62 |
0.14% |
| MORGAN STANLEY Variable rate, due 01/18/2036 |
|
61748UAF9 |
5,010,000 |
$5,003,423.23 |
0.14% |
| UNITEDHEALTH GROUP INC 5.15%, due 07/15/2034 |
|
91324PFJ6 |
5,000,000 |
$4,891,898.95 |
0.14% |
| AMSR Trust Series 2021-SFR3, Class G, 3.804%, due 10/17/2038 |
|
00180UAH8 |
5,000,000 |
$4,730,297.50 |
0.13% |
| BANK OF AMERICA CORP Variable rate, due 10/24/2031 |
|
06051GJL4 |
5,265,000 |
$4,494,963.21 |
0.13% |
| BXHPP Trust Series 2021-FILM, Class E, Variable rate, due 08/15/2036 |
|
05609JAQ5 |
5,200,000 |
$4,572,278.88 |
0.13% |
| Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 |
|
12668AGN9 |
4,760,136 |
$4,399,852.80 |
0.13% |
| Credit Suisse Mortgage Trust Series 2021-NQM7, Class A1, Variable rate, due 10/25/2066 |
|
12662QAA4 |
5,298,921 |
$4,628,499.26 |
0.13% |
| CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
|
126307AZ0 |
5,486,000 |
$4,604,875.98 |
0.13% |
| Fannie Mae FN MA4128, 2%, due 09/01/2040 |
|
31418DSS2 |
5,273,297 |
$4,596,140.13 |
0.13% |
| Freddie Mac FR SD7518, 3%, due 06/01/2050 |
|
3132DVK79 |
5,408,936 |
$4,668,300.73 |
0.13% |
| GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 |
|
362631AC7 |
21,406,942 |
$4,644,824.83 |
0.13% |
| IQVIA INC 5.70%, due 05/15/2028 |
|
46266TAC2 |
4,500,000 |
$4,547,767.50 |
0.13% |
| MET LIFE GLOB FUNDING I N/C, 3.45%, due 12/18/2026 |
|
59217GBY4 |
4,645,000 |
$4,564,270.74 |
0.13% |
| Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 |
|
61748BAC8 |
9,044,715 |
$4,508,155.49 |
0.13% |
| NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 |
|
64985TBJ9 |
5,140,000 |
$4,390,298.10 |
0.13% |
| PARAMOUNT GLOBAL 4.20%, due 05/19/2032 |
|
92556HAD9 |
5,000,000 |
$4,438,800.00 |
0.13% |
| Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 |
|
762009AD0 |
5,785,917 |
$4,472,699.79 |
0.13% |
| Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 |
|
86361HAA2 |
5,923,209 |
$4,723,611.49 |
0.13% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 |
|
12667GMF7 |
4,296,158 |
$4,033,446.54 |
0.12% |
| Fannie Mae FN BE3774, 4%, due 07/01/2047 |
|
3140FPFQ7 |
4,587,877 |
$4,248,802.34 |
0.12% |
| Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class D, Variable rate, due 12/10/2040 |
|
38406JAJ7 |
5,080,000 |
$4,253,111.64 |
0.12% |
| INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 |
|
459506AQ4 |
5,003,000 |
$4,302,653.59 |
0.12% |
| Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 |
|
61755AAE6 |
5,549,895 |
$4,211,304.44 |
0.12% |
| Progress Residential Trust Series 2021-SFR3, Class G, 4.254%, due 05/17/2026 |
|
74333VAQ7 |
4,130,000 |
$4,034,850.17 |
0.12% |
| Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 |
|
74923WAA6 |
5,295,753 |
$4,228,989.00 |
0.12% |
| ALLY FINANCIAL INC Series C, Variable rate |
|
02005NBN9 |
4,145,000 |
$3,709,775.00 |
0.11% |
| AMERICAN EXPRESS CO Variable rate, due 04/25/2036 |
|
025816EH8 |
3,685,000 |
$3,717,744.14 |
0.11% |
| Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 |
|
00075WAP4 |
7,313,143 |
$4,011,797.08 |
0.11% |
| CITIGROUP INC Variable rate, due 11/05/2030 |
|
17308CC53 |
4,110,000 |
$3,767,654.71 |
0.11% |
| Freddie Mac FG G67706, 3.50%, due 12/01/2047 |
|
3132XCR31 |
4,449,326 |
$4,002,398.24 |
0.11% |
| Magnetite CLO Ltd Series 2015-12A, Class AR4, Variable rate, due 10/15/2031 |
|
55953HBD4 |
3,807,398 |
$3,813,437.61 |
0.11% |
| Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 |
|
83613AAA0 |
5,501,028 |
$3,913,555.32 |
0.11% |
| AMERICAN EXPRESS CO Variable rate, due 07/26/2035 |
|
025816DW6 |
3,640,000 |
$3,579,240.43 |
0.10% |
| APPALACHIAN POWER CO 5.65%, due 04/01/2034 |
|
037735DB0 |
3,415,000 |
$3,409,415.86 |
0.10% |
| CENTENE CORP 2.50%, due 03/01/2031 |
|
15135BAX9 |
4,000,000 |
$3,373,404.80 |
0.10% |
| CHART INDUSTRIES INC 7.50%, due 01/01/2030 |
|
16115QAF7 |
3,244,000 |
$3,396,954.60 |
0.10% |
| CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 |
|
12559NAB5 |
3,664,097 |
$3,543,746.20 |
0.10% |
| CODELCO INC 5.125%, due 02/02/2033 |
|
P3143NBP8 |
3,790,000 |
$3,655,348.89 |
0.10% |
| COOPERATIEVE RABOBANK UA N/C, 3.75%, due 07/21/2026 |
|
21684AAF3 |
3,635,000 |
$3,592,504.41 |
0.10% |
| Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 |
|
12668AJ89 |
4,574,839 |
$3,343,102.83 |
0.10% |
| Fannie Mae FN MA3238, 3.50%, due 01/01/2048 |
|
31418CS47 |
3,906,112 |
$3,491,470.91 |
0.10% |
| Fannie Mae FN MA4158, 2%, due 10/01/2050 |
|
31418DTQ5 |
4,540,390 |
$3,535,611.04 |
0.10% |
| FISERV INC 5.60%, due 03/02/2033 |
|
337738BE7 |
3,545,000 |
$3,587,398.73 |
0.10% |
| Freddie Mac FR ZS4688, 3%, due 11/01/2046 |
|
3132A5F59 |
4,208,061 |
$3,641,266.98 |
0.10% |
| GOLDMAN SACHS GROUP INC Variable rate |
|
38141GB52 |
3,755,000 |
$3,618,017.34 |
0.10% |
| INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 |
|
461070AS3 |
3,855,000 |
$3,394,983.35 |
0.10% |
| IRON MOUNTAIN INC 5.25%, due 03/15/2028 |
|
46284VAE1 |
3,630,000 |
$3,605,427.08 |
0.10% |
| LEIDOS INC 5.50%, due 03/15/2035 |
|
52532XAL9 |
3,645,000 |
$3,598,198.20 |
0.10% |
| Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 |
|
563136AA8 |
3,855,000 |
$3,606,500.92 |
0.10% |
| MARS INC 5.20%, due 03/01/2035 |
|
571676BA2 |
3,620,000 |
$3,560,332.55 |
0.10% |
| MORGAN STANLEY Variable rate, due 04/17/2036 |
|
61747YGA7 |
3,555,000 |
$3,574,511.30 |
0.10% |
| MORGAN STANLEY Variable rate, due 11/01/2034 |
|
61747YFJ9 |
3,340,000 |
$3,587,289.06 |
0.10% |
| NGPL PIPECO LLC 4.875%, due 08/15/2027 |
|
62912XAF1 |
3,640,000 |
$3,595,035.77 |
0.10% |
| PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 |
|
72147KAH1 |
4,075,000 |
$3,574,024.39 |
0.10% |
| STELLANTIS FIN US INC 5.75%, due 03/18/2030 |
|
85855CAK6 |
3,630,000 |
$3,612,963.22 |
0.10% |
| T-MOBILE USA INC 4.70%, due 01/15/2035 |
|
87264ADM4 |
3,625,000 |
$3,428,924.15 |
0.10% |
| UBER TECHNOLOGIES INC 4.80%, due 09/15/2034 |
|
90353TAP5 |
3,810,000 |
$3,643,271.96 |
0.10% |
| WARNERMEDIA HOLDINGS INC 5.391%, due 03/15/2062 |
|
55903VBF9 |
5,530,000 |
$3,593,710.21 |
0.10% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2031 |
|
95000U2J1 |
3,795,000 |
$3,400,396.24 |
0.10% |
| BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 |
|
05523UAP5 |
3,208,000 |
$3,193,382.72 |
0.09% |
| FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 |
|
105756CH1 |
3,330,000 |
$3,245,917.50 |
0.09% |
| FIRSTENERGY TRANSMISSION 5%, due 01/15/2035 |
|
33767BAH2 |
3,455,000 |
$3,330,626.56 |
0.09% |
| FLORIDA POWER & LIGHT CO 5.70%, due 03/15/2055 |
|
341081GY7 |
3,360,000 |
$3,284,958.13 |
0.09% |
| NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 |
|
65364UAP1 |
5,000,000 |
$3,015,122.15 |
0.09% |
| TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 |
|
878091BF3 |
3,910,000 |
$3,065,756.99 |
0.09% |
| AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 |
|
02376UAA3 |
2,978,358 |
$2,848,213.74 |
0.08% |
| CHARLES SCHWAB CORP Series I, Variable rate |
|
808513BK0 |
2,942,000 |
$2,891,218.81 |
0.08% |
| COX ENTERPRISES INC 7.375%, due 07/15/2027 |
|
224050AE4 |
2,670,000 |
$2,802,888.89 |
0.08% |
| Fannie Mae FN FM2870, 3%, due 03/01/2050 |
|
3140X6FL0 |
3,359,650 |
$2,896,322.88 |
0.08% |
| FARMERS INS EXCH Variable rate, due 11/01/2057 |
|
309601AE2 |
3,495,000 |
$2,800,705.32 |
0.08% |
| GNMA Series 2019-1, Class KD, 3.50%, due 01/20/2049 |
|
38381BZK3 |
3,042,000 |
$2,698,724.60 |
0.08% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 |
|
456687AD4 |
3,072,802 |
$2,656,315.62 |
0.08% |
| JBS USA/FOOD/FINANCE 4.375%, due 02/02/2052 |
|
46590XAQ9 |
3,840,000 |
$2,893,832.45 |
0.08% |
| KEDRION SPA 6.50%, due 09/01/2029 |
|
49272YAB9 |
2,780,000 |
$2,662,947.66 |
0.08% |
| Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 |
|
617526AF5 |
5,283,721 |
$2,950,793.78 |
0.08% |
| Onslow Bay Financial LLC Series 2021-NQM2, Class A1, Variable rate, due 05/25/2061 |
|
670857AA9 |
3,539,945 |
$2,855,313.13 |
0.08% |
| TMS ISSUER SARL 5.78%, due 08/23/2032 |
|
L53617AA1 |
2,760,000 |
$2,846,388.00 |
0.08% |
| US BANCORP Variable rate, due 02/01/2034 |
|
91159HJL5 |
2,925,000 |
$2,802,833.25 |
0.08% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 |
|
92926SAD8 |
7,439,234 |
$2,683,951.27 |
0.08% |
| AIR LEASE CORP 4.625%, due 10/01/2028 |
|
00912XBF0 |
2,500,000 |
$2,482,985.48 |
0.07% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 |
|
07401NAP4 |
2,661,806 |
$2,515,846.85 |
0.07% |
| CITIGROUP INC Variable rate, due 01/25/2033 |
|
17327CAQ6 |
2,917,000 |
$2,536,670.98 |
0.07% |
| CSC HOLDINGS LLC 11.75%, due 01/31/2029 |
|
126307BN6 |
2,605,000 |
$2,544,652.05 |
0.07% |
| CVS HEALTH CORP 5.125%, due 07/20/2045 |
|
126650CN8 |
3,023,000 |
$2,549,046.10 |
0.07% |
| FIRST CITIZENS BANCSHARE Variable rate, due 03/12/2040 |
|
31959XAF0 |
2,447,000 |
$2,345,681.97 |
0.07% |
| Freddie Mac FG G67718, 4%, due 01/01/2049 |
|
3132XCSF3 |
2,656,558 |
$2,450,339.48 |
0.07% |
| Freddie Mac FR SD7511, 3.50%, due 01/01/2050 |
|
3132DVKY0 |
2,908,532 |
$2,596,680.07 |
0.07% |
| HCA INC 2.375%, due 07/15/2031 |
|
404119CC1 |
2,943,000 |
$2,492,280.70 |
0.07% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2029 |
|
46647PAR7 |
2,625,000 |
$2,573,808.43 |
0.07% |
| LXP INDUSTRIAL TRUST 2.375%, due 10/01/2031 |
|
529537AA0 |
2,852,000 |
$2,353,447.70 |
0.07% |
| PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 |
|
693475BU8 |
2,365,000 |
$2,567,381.80 |
0.07% |
| PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
|
69370PAH4 |
2,504,000 |
$2,282,137.59 |
0.07% |
| REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 |
|
P5015VAM8 |
2,800,000 |
$2,336,250.00 |
0.07% |
| REPUBLIC OF PANAMA 2.252%, due 09/29/2032 |
|
698299BN3 |
3,448,000 |
$2,527,683.29 |
0.07% |
| AMERICAN HOMES 4 RENT 3.375%, due 07/15/2051 |
|
02666TAD9 |
3,349,000 |
$2,099,827.12 |
0.06% |
| APPALACHIAN POWER CO 3.70%, due 05/01/2050 |
|
037735CY1 |
3,000,000 |
$2,014,480.53 |
0.06% |
| BLACK HILLS CORP 6.15%, due 05/15/2034 |
|
092113AW9 |
2,000,000 |
$2,032,388.92 |
0.06% |
| CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 |
|
12556FAA7 |
2,420,899 |
$2,227,310.79 |
0.06% |
| COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 |
|
P3699PGM3 |
2,200,000 |
$2,262,700.00 |
0.06% |
| DUKE ENERGY CAROLINAS 5.35%, due 01/15/2053 |
|
26442CBK9 |
2,375,000 |
$2,174,862.69 |
0.06% |
| Fannie Mae FN CA1182, 3.50%, due 02/01/2048 |
|
3140Q8J48 |
2,218,260 |
$1,978,875.50 |
0.06% |
| Fannie Mae FN CA3633, 3.50%, due 06/01/2049 |
|
3140QBBB3 |
2,323,914 |
$2,087,373.94 |
0.06% |
| FARMERS EXCHANGE CAP II Variable rate, due 11/01/2053 |
|
30958PAA1 |
2,200,000 |
$2,090,258.94 |
0.06% |
| FIDELITY NATL INFO SERV 3.10%, due 03/01/2041 |
|
31620MBU9 |
2,932,000 |
$2,051,656.39 |
0.06% |
| Freddie Mac FR ZS4667, 3%, due 06/01/2046 |
|
3132A5FG5 |
2,533,937 |
$2,196,308.95 |
0.06% |
| GNMA G2 MA4322, 4%, due 03/20/2047 |
|
36179SYT8 |
2,298,749 |
$2,120,136.85 |
0.06% |
| GNMA G2 MA4382, 3.50%, due 04/20/2047 |
|
36179S2P1 |
2,459,082 |
$2,209,547.70 |
0.06% |
| IMPERIAL BRANDS FIN PLC 3.50%, due 07/26/2026 |
|
45262BAB9 |
2,295,000 |
$2,256,485.31 |
0.06% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 |
|
456612AC4 |
2,612,021 |
$2,228,145.72 |
0.06% |
| JPMORGAN CHASE & CO Variable rate, due 10/22/2035 |
|
46647PER3 |
2,045,000 |
$1,968,392.81 |
0.06% |
| JPMORGAN CHASE & CO Variable rate, due 11/08/2032 |
|
46647PCR5 |
2,260,000 |
$1,939,569.47 |
0.06% |
| Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 |
|
52523DAC4 |
2,423,170 |
$2,135,960.19 |
0.06% |
| MASTR Asset Backed Securities Trust Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 |
|
55291KAB3 |
6,695,331 |
$2,227,102.77 |
0.06% |
| Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 |
|
59024JAA4 |
2,447,050 |
$2,210,705.97 |
0.06% |
| MODIVCARE INC MODV TL B 1L USD |
|
|
2,974,061 |
$2,054,585.43 |
0.06% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
|
61750SAD4 |
5,032,434 |
$2,171,792.68 |
0.06% |
| NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 |
|
64966MYR4 |
2,285,000 |
$2,151,884.13 |
0.06% |
| ONCOR ELECTRIC DELIVERY 4.95%, due 09/15/2052 |
|
68233JCM4 |
2,320,000 |
$1,984,223.06 |
0.06% |
| ONCOR ELECTRIC DELIVERY 5.35%, due 04/01/2035 |
|
68233JCZ5 |
2,185,000 |
$2,165,135.05 |
0.06% |
| PIEDMONT NATURAL GAS CO 5.40%, due 06/15/2033 |
|
720186AQ8 |
2,125,000 |
$2,119,645.38 |
0.06% |
| REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 |
|
P5015VAP1 |
2,000,000 |
$1,977,500.00 |
0.06% |
| SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 |
|
78447KAC6 |
2,017,158 |
$1,956,439.37 |
0.06% |
| SOUTHWESTERN PUBLIC SERVICE 5.15%, due 06/01/2052 |
|
845743BW2 |
2,480,000 |
$2,002,704.95 |
0.06% |
| WELLS FARGO & COMPANY Variable rate, due 04/24/2034 |
|
95000U3D3 |
2,165,000 |
$2,151,996.90 |
0.06% |
| ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 |
|
98919VAA3 |
2,390,000 |
$2,273,629.20 |
0.06% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAP5 |
4,021,000 |
$1,835,204.51 |
0.05% |
| ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 |
|
04685A3L3 |
1,645,000 |
$1,584,661.32 |
0.05% |
| BANK OF AMERICA CORP Variable rate, due 02/12/2036 |
|
06051GMQ9 |
1,820,000 |
$1,794,084.57 |
0.05% |
| BANK OF AMERICA CORP Variable rate, due 04/25/2034 |
|
06051GLH0 |
1,800,000 |
$1,785,964.77 |
0.05% |
| BANK OF AMERICA CORP Variable rate, due 04/29/2031 |
|
06051GJB6 |
2,000,000 |
$1,790,510.00 |
0.05% |
| CITIGROUP INC Variable rate, due 06/11/2035 |
|
172967PL9 |
1,715,000 |
$1,697,592.25 |
0.05% |
| COSTAR GROUP INC 2.80%, due 07/15/2030 |
|
22160NAA7 |
1,880,000 |
$1,651,101.11 |
0.05% |
| CRSO Trust Series 2023-BRND, Class B, Variable rate, due 07/10/2040 |
|
228925AG8 |
1,700,000 |
$1,754,067.48 |
0.05% |
| DANSKE BANK A/S Variable rate, due 09/11/2026 |
|
23636AAZ4 |
1,865,000 |
$1,844,074.70 |
0.05% |
| DELTA AIR LINES 2020-AA 2%, due 06/10/2028 |
|
247361ZV3 |
1,827,318 |
$1,704,274.56 |
0.05% |
| Fannie Mae FN AL8825, 3.50%, due 06/01/2046 |
|
3138ETYX8 |
2,071,297 |
$1,860,770.59 |
0.05% |
| FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 |
|
30958QAA9 |
1,770,000 |
$1,587,969.84 |
0.05% |
| FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 |
|
309588AC5 |
1,650,000 |
$1,724,592.70 |
0.05% |
| Freddie Mac FG G67717, 4%, due 11/01/2048 |
|
3132XCSE6 |
1,713,661 |
$1,586,729.17 |
0.05% |
| Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 |
|
3132ACS27 |
1,814,175 |
$1,629,693.13 |
0.05% |
| GOLDMAN SACHS BANK USA Variable rate, due 03/18/2027 |
|
38151LAF7 |
1,790,000 |
$1,796,604.80 |
0.05% |
| GOLDMAN SACHS GROUP INC Variable rate, due 04/23/2031 |
|
38141GC93 |
1,785,000 |
$1,795,977.48 |
0.05% |
| GOLDMAN SACHS GROUP INC Variable rate, due 04/25/2035 |
|
38141GA95 |
1,760,000 |
$1,790,313.45 |
0.05% |
| HILCORP ENERGY I/HILCORP 7.25%, due 02/15/2035 |
|
431318BG8 |
1,926,000 |
$1,791,700.02 |
0.05% |
| HSBC HOLDINGS PLC Variable rate, due 06/04/2026 |
|
404280CG2 |
1,830,000 |
$1,826,815.76 |
0.05% |
| INTEL CORP 5.60%, due 02/21/2054 |
|
458140CM0 |
2,165,000 |
$1,911,263.82 |
0.05% |
| Jackson Financial Inc., 8.000%, Variable Rate |
JXN.A |
46817M206 |
68,100 |
$1,774,686.00 |
0.05% |
| JBS USA SARL/FOOD/GRP 6.375%, due 02/25/2055 |
|
472140AC6 |
1,800,000 |
$1,781,172.00 |
0.05% |
| JDE PEET'S NV 2.25%, due 09/24/2031 |
|
47216QAC7 |
2,230,000 |
$1,849,349.01 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 01/23/2035 |
|
46647PEC6 |
1,800,000 |
$1,790,857.17 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 02/04/2027 |
|
46647PBW5 |
1,895,000 |
$1,846,369.81 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2028 |
|
46647PEE2 |
1,765,000 |
$1,794,328.30 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2036 |
|
46647PEX0 |
1,780,000 |
$1,788,169.11 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 11/19/2026 |
|
46647PBT2 |
1,650,000 |
$1,617,748.19 |
0.05% |
| Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 |
|
52525BAC6 |
1,849,151 |
$1,610,113.10 |
0.05% |
| MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 |
|
576000XM0 |
1,845,000 |
$1,629,080.20 |
0.05% |
| NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 |
|
646140DU4 |
2,000,000 |
$1,721,392.20 |
0.05% |
| NUSTAR LOGISTICS LP 6.375%, due 10/01/2030 |
|
67059TAH8 |
1,587,000 |
$1,625,992.59 |
0.05% |
| STELLANTIS FIN US INC 6.45%, due 03/18/2035 |
|
85855CAL4 |
1,850,000 |
$1,813,130.37 |
0.05% |
| TENNET HOLDING BV 2.75%, due 05/17/2042 |
BN4CF52 |
|
1,590,000 |
$1,610,137.61 |
0.05% |
| THE BOEING CO 5.805%, due 05/01/2050 |
|
097023CW3 |
2,030,000 |
$1,881,166.74 |
0.05% |
| TRANSDIGM INC 6%, due 12/15/2033 |
|
893647BW6 |
1,934,000 |
$1,917,273.84 |
0.05% |
| U.S. Treasury Bill, 0%, due 07/24/2025 |
|
912797PF8 |
1,735,000 |
$1,720,763.35 |
0.05% |
| WELLS FARGO & COMPANY Variable rate, due 04/23/2036 |
|
95000U3V3 |
1,790,000 |
$1,789,022.19 |
0.05% |
| AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 |
|
00774MAG0 |
1,296,000 |
$1,293,892.67 |
0.04% |
| CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 |
|
161175BM5 |
1,471,000 |
$1,306,730.27 |
0.04% |
| CLEARWATER PAPER CORP 4.75%, due 08/15/2028 |
|
18538RAJ2 |
1,350,000 |
$1,294,685.28 |
0.04% |
| Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 |
|
02150MAA3 |
2,515,313 |
$1,247,241.12 |
0.04% |
| Fannie Mae FN BM5585, 3%, due 11/01/2048 |
|
3140JAF37 |
1,419,751 |
$1,228,393.47 |
0.04% |
| FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 |
|
3136A7N65 |
1,461,089 |
$1,369,918.01 |
0.04% |
| FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 |
|
38381CAE2 |
1,302,000 |
$1,350,540.51 |
0.04% |
| Freddie Mac FG G61748, 3.50%, due 11/01/2048 |
|
31335B5H5 |
1,588,340 |
$1,428,739.02 |
0.04% |
| Freddie Mac FR SD8107, 2.50%, due 11/01/2050 |
|
3132DWAG8 |
1,826,890 |
$1,491,583.63 |
0.04% |
| HAH GROUP HOLDING CO LLC 9.75%, due 10/01/2031 |
|
40518JAA7 |
1,500,000 |
$1,510,025.13 |
0.04% |
| JPMORGAN CHASE & CO Variable rate, due 01/24/2036 |
|
46647PEW2 |
1,300,000 |
$1,300,740.88 |
0.04% |
| JPMORGAN CHASE & CO Variable rate, due 02/04/2032 |
|
46647PBX3 |
1,855,000 |
$1,572,790.04 |
0.04% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2029 |
|
46647PCJ3 |
1,445,000 |
$1,337,520.48 |
0.04% |
| KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 |
|
Y44709AF3 |
1,383,000 |
$1,355,060.63 |
0.04% |
| MODIVCARE INC 5%, due 10/01/2029 |
|
60783XAC8 |
4,689,300 |
$1,359,897.00 |
0.04% |
| MORGAN STANLEY Variable rate, due 04/19/2035 |
|
61747YFR1 |
1,255,000 |
$1,278,644.45 |
0.04% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 |
|
63861VAF4 |
1,550,000 |
$1,502,326.63 |
0.04% |
| SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 |
|
80281LAQ8 |
1,440,000 |
$1,387,633.19 |
0.04% |
| SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 |
|
78445CAD4 |
1,324,946 |
$1,307,133.93 |
0.04% |
| TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 |
|
878091BD8 |
1,790,000 |
$1,552,553.83 |
0.04% |
| THE EAST OHIO GAS CO 2%, due 06/15/2030 |
|
27409LAC7 |
1,765,000 |
$1,531,386.12 |
0.04% |
| T-MOBILE USA INC 5.05%, due 07/15/2033 |
|
87264ACY9 |
1,315,000 |
$1,289,542.80 |
0.04% |
| VENTURE GLOBAL LNG INC 7%, due 01/15/2030 |
|
92332YAE1 |
1,461,000 |
$1,433,220.40 |
0.04% |
| VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 |
|
92564RAE5 |
1,570,000 |
$1,470,008.21 |
0.04% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 |
|
92926SAC0 |
3,471,642 |
$1,251,197.65 |
0.04% |
| ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 |
|
00737WAA7 |
1,109,000 |
$1,101,146.95 |
0.03% |
| AIR LEASE CORP 3.375%, due 07/01/2025 |
|
00914AAH5 |
940,000 |
$937,719.56 |
0.03% |
| AMCOR FINANCE USA INC 3.625%, due 04/28/2026 |
|
02343UAG0 |
1,000,000 |
$989,208.44 |
0.03% |
| AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 |
|
081437AT2 |
1,000,000 |
$887,853.93 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 01/24/2036 |
|
06051GMM8 |
920,000 |
$919,125.23 |
0.03% |
| BXP Trust Series 2017-CC, Class D, Variable rate, due 08/13/2037 |
|
05607CAL3 |
1,440,000 |
$1,224,212.40 |
0.03% |
| CVS HEALTH CORP 1.75%, due 08/21/2030 |
|
126650DN7 |
1,225,000 |
$1,030,898.51 |
0.03% |
| ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 |
|
26828VAA4 |
1,132,446 |
$1,137,360.15 |
0.03% |
| EXTRA SPACE STORAGE LP 2.20%, due 10/15/2030 |
|
30225VAP2 |
1,135,000 |
$973,186.90 |
0.03% |
| Fannie Mae FN AS3134, 3.50%, due 08/01/2044 |
|
3138WCPU1 |
1,006,773 |
$912,922.55 |
0.03% |
| Fannie Mae FN MA4379, 2.50%, due 07/01/2051 |
|
31418D2M3 |
1,123,317 |
$913,251.54 |
0.03% |
| FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 |
|
3136A4GN3 |
1,299,094 |
$1,210,288.32 |
0.03% |
| Freddie Mac FG G08715, 3%, due 07/01/2046 |
|
3128MJYM6 |
1,190,042 |
$1,032,736.75 |
0.03% |
| Freddie Mac FG G60038, 3.50%, due 01/01/2044 |
|
31335ABF4 |
1,023,687 |
$936,909.15 |
0.03% |
| Freddie Mac FG G67707, 3.50%, due 01/01/2048 |
|
3132XCR49 |
1,089,025 |
$978,131.23 |
0.03% |
| Freddie Mac FG G67714, 4%, due 07/01/2048 |
|
3132XCSB2 |
1,247,522 |
$1,155,119.86 |
0.03% |
| Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 |
|
3132ACJW1 |
1,249,252 |
$1,121,892.48 |
0.03% |
| GMAC Mortgage Corporation Loan Trust Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 |
|
36185MDN9 |
1,148,016 |
$940,822.05 |
0.03% |
| HSBC HOLDINGS PLC Variable rate, due 06/09/2028 |
|
404280DF3 |
1,215,000 |
$1,210,939.18 |
0.03% |
| HSBC HOLDINGS PLC Variable rate, due 09/22/2028 |
|
404280CL1 |
1,110,000 |
$1,038,955.10 |
0.03% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 |
|
64971XER5 |
970,000 |
$904,309.85 |
0.03% |
| REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 |
|
195325DS1 |
1,200,000 |
$978,600.00 |
0.03% |
| REPUBLIC OF COLOMBIA 7.75%, due 11/07/2036 |
|
195325EP6 |
980,000 |
$943,273.25 |
0.03% |
| REPUBLIC OF COLOMBIA 8%, due 04/20/2033 |
|
195325EF8 |
1,000,000 |
$1,020,034.06 |
0.03% |
| REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 |
|
455780DR4 |
1,000,000 |
$983,667.18 |
0.03% |
| REPUBLIC OF PERU 3%, due 01/15/2034 |
|
715638DU3 |
1,300,000 |
$1,077,180.00 |
0.03% |
| SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 |
|
80281LAR6 |
995,000 |
$952,796.97 |
0.03% |
| SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 |
|
80281LAM7 |
930,000 |
$921,098.88 |
0.03% |
| SIRIUS XM RADIO LLC 3.875%, due 09/01/2031 |
|
82967NBM9 |
1,297,000 |
$1,122,884.49 |
0.03% |
| T-MOBILE USA INC 3.75%, due 04/15/2027 |
|
87264ABD6 |
915,000 |
$901,663.68 |
0.03% |
| VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75%, due 05/01/2035 |
|
922966AB2 |
875,000 |
$915,780.20 |
0.03% |
| VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 |
|
92564RAL9 |
1,000,000 |
$950,365.71 |
0.03% |
| WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 |
|
55903VBE2 |
1,695,000 |
$1,105,843.66 |
0.03% |
| ALTICE FINANCING SA 9.625%, due 07/15/2027 |
|
02154CAJ2 |
645,000 |
$567,335.55 |
0.02% |
| ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 |
|
03969AAN0 |
760,000 |
$664,213.41 |
0.02% |
| AVOLON HOLDINGS FNDG LTD 3.25%, due 02/15/2027 |
|
05401AAJ0 |
670,000 |
$646,424.11 |
0.02% |
| BANK OF AMERICA CORP Variable rate, due 01/23/2035 |
|
06051GMA4 |
720,000 |
$719,997.51 |
0.02% |
| BAUSCH + LOMB CORP 8.375%, due 10/01/2028 |
|
071705AA5 |
765,000 |
$797,665.50 |
0.02% |
| CCO HLDGS LLC/CAP CORP 4.25%, due 01/15/2034 |
|
1248EPCP6 |
797,000 |
$670,963.68 |
0.02% |
| CSC HOLDINGS LLC 5.75%, due 01/15/2030 |
|
126307BA4 |
1,280,000 |
$710,137.60 |
0.02% |
| ENTERGY TEXAS INC 3.45%, due 12/01/2027 |
|
29365TAF1 |
650,000 |
$624,086.20 |
0.02% |
| Exeter Automobile Receivables Trust Series 2021-4A, Class R, 0%, due 12/15/2033 |
|
30165JAN6 |
10,000 |
$860,969.37 |
0.02% |
| Fannie Mae FN AS0225, 4%, due 08/01/2043 |
|
3138W9HB9 |
843,400 |
$793,752.12 |
0.02% |
| Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 |
|
3140H37E0 |
625,928 |
$559,147.56 |
0.02% |
| Fannie Mae FN BM!903, 3.50%, due 08/01/2047 |
|
3140J6DH7 |
751,159 |
$674,799.82 |
0.02% |
| Fannie Mae FN BM4472, 3.50%, due 07/01/2048 |
|
3140J86J7 |
619,161 |
$556,197.93 |
0.02% |
| Fannie Mae FN CA0854, 3.50%, due 12/01/2047 |
|
3140Q75Q6 |
787,584 |
$704,712.31 |
0.02% |
| Fannie Mae FN MA4093, 2%, due 08/01/2040 |
|
31418DRP9 |
702,531 |
$612,580.16 |
0.02% |
| FOUNDRY JV HOLDCO LLC 5.50%, due 01/25/2031 |
|
350930AF0 |
865,000 |
$867,878.45 |
0.02% |
| Freddie Mac FG G08732, 3%, due 11/01/2046 |
|
3128MJY61 |
654,822 |
$567,384.11 |
0.02% |
| Freddie Mac FG G08792, 3.50%, due 12/01/2047 |
|
3128MJ3A6 |
788,176 |
$705,869.76 |
0.02% |
| Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 |
|
3132ACSU5 |
591,504 |
$531,378.84 |
0.02% |
| Freddie Mac FR ZT1703, 4%, due 01/01/2049 |
|
3132AD3L0 |
877,953 |
$808,721.72 |
0.02% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
|
361841AP4 |
772,000 |
$721,283.53 |
0.02% |
| GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 |
|
36185MEE8 |
960,783 |
$844,313.01 |
0.02% |
| GNMA G2 MA4652, 3.50%, due 08/20/2047 |
|
36179TEZ4 |
784,502 |
$704,405.18 |
0.02% |
| GNMA G2 MA4778, 3.50%, due 10/20/2047 |
|
36179TJX4 |
673,286 |
$604,403.57 |
0.02% |
| GNMA G2 MA4826, 3%, due 11/20/2047 |
|
36179TLR4 |
648,395 |
$569,439.06 |
0.02% |
| GNMA G2 MA4837, 3.50%, due 11/20/2047 |
|
36179TLS2 |
668,685 |
$600,204.21 |
0.02% |
| GNMA Series 2024-30, Class CF, Variable rate, due 02/20/2054 |
|
38384JQR8 |
869,270 |
$867,922.03 |
0.02% |
| GOLDMAN SACHS GROUP INC Variable rate, due 01/28/2036 |
|
38141GC44 |
775,000 |
$771,456.94 |
0.02% |
| GOLDMAN SACHS GROUP INC Variable rate, due 03/09/2027 |
|
38141GYA6 |
860,000 |
$836,234.04 |
0.02% |
| HEALTHPEAK OP LLC DOC TL DD GUAR USD |
|
|
817,573 |
$807,353.39 |
0.02% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 |
|
45660LRX9 |
1,103,037 |
$869,530.90 |
0.02% |
| INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 |
|
459506AP6 |
610,000 |
$566,958.67 |
0.02% |
| INTERNATIONAL FLAVORS & FRAGRANCES 3.268%, due 11/15/2040 |
|
459506AR2 |
1,040,000 |
$733,945.32 |
0.02% |
| INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 |
|
459506AS0 |
1,235,000 |
$786,549.43 |
0.02% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 |
|
46628SAJ2 |
2,046,176 |
$537,642.13 |
0.02% |
| JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 |
|
46628LAA6 |
1,123,061 |
$762,159.60 |
0.02% |
| MORGAN STANLEY Variable rate, due 07/20/2027 |
|
61747YEC5 |
610,000 |
$587,454.71 |
0.02% |
| NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 |
|
64952GAT5 |
1,165,000 |
$825,768.54 |
0.02% |
| Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 |
|
68383NCY7 |
630,941 |
$615,525.52 |
0.02% |
| PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 |
|
744542AC5 |
825,000 |
$820,507.03 |
0.02% |
| REPUBLIC OF INDONESIA 4.75%, due 09/10/2034 |
|
455780DX1 |
600,000 |
$579,099.52 |
0.02% |
| REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 |
|
718286CJ4 |
750,000 |
$680,805.29 |
0.02% |
| SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 |
|
78444LAD5 |
587,156 |
$590,669.03 |
0.02% |
| SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
|
78444GAD6 |
700,000 |
$705,470.22 |
0.02% |
| SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 |
|
78447KAD4 |
555,000 |
$545,219.85 |
0.02% |
| SPECTRUM BRANDS INC 3.875%, due 03/15/2031 |
|
84762LAX3 |
637,000 |
$526,086.58 |
0.02% |
| TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 |
|
893045AE4 |
700,000 |
$699,451.11 |
0.02% |
| VZ SECURED FINANCING BV 5%, due 01/15/2032 |
|
91845AAA3 |
714,000 |
$615,216.23 |
0.02% |
| WELLS FARGO & COMPANY Variable rate, due 12/03/2035 |
|
95000U3N1 |
855,000 |
$829,938.88 |
0.02% |
| AMERIGAS PART/FIN CORP 9.375%, due 06/01/2028 |
|
030981AM6 |
325,000 |
$331,776.58 |
0.01% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAR1 |
1,050,000 |
$479,225.25 |
0.01% |
| Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 |
|
05969KBB8 |
260,978 |
$260,833.88 |
0.01% |
| Bank of Hawaii Corporation, 8.00% |
BOH.B |
062540307 |
18,324 |
$467,445.24 |
0.01% |
| BENGAL DEBT MERGER SUB L PEP TL 1L USD |
LX202253 |
|
557,906 |
$189,688.02 |
0.01% |
| CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 |
|
1248EPCD3 |
490,000 |
$465,026.27 |
0.01% |
| CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 |
|
161175AY0 |
340,000 |
$339,689.66 |
0.01% |
| CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 |
|
12658QAA0 |
535,443 |
$403,477.10 |
0.01% |
| Fannie Mae FN AS6620, 3.50%, due 02/01/2046 |
|
3138WGLA0 |
241,366 |
$216,970.50 |
0.01% |
| Fannie Mae FN BM2000, 3.50%, due 05/01/2047 |
|
3140J6GJ0 |
207,002 |
$185,457.58 |
0.01% |
| Fannie Mae FN BM3260, 3.50%, due 01/01/2048 |
|
3140J7TS4 |
530,696 |
$474,771.32 |
0.01% |
| Fannie Mae FN CA0907, 3.50%, due 12/01/2047 |
|
3140Q8AH8 |
366,752 |
$328,163.06 |
0.01% |
| Fannie Mae FN CA0996, 3.50%, due 01/01/2048 |
|
3140Q8DA0 |
310,042 |
$277,418.63 |
0.01% |
| Fannie Mae FN CA1187, 3.50%, due 02/01/2048 |
|
3140Q8J97 |
377,020 |
$338,009.77 |
0.01% |
| Fannie Mae FN CA1710, 4.50%, due 05/01/2048 |
|
3140Q83U7 |
254,979 |
$242,787.44 |
0.01% |
| Fannie Mae FN CA2327, 4%, due 09/01/2048 |
|
3140Q9SR5 |
376,721 |
$348,688.68 |
0.01% |
| Fannie Mae FN MA1373, 3.50%, due 03/01/2043 |
|
31418AQ35 |
323,772 |
$294,161.85 |
0.01% |
| Fannie Mae FN MA2077, 3.50%, due 11/01/2034 |
|
31418BJX5 |
293,346 |
$282,408.97 |
0.01% |
| Fannie Mae FN MA2670, 3%, due 07/01/2046 |
|
31418B6G6 |
376,033 |
$325,969.54 |
0.01% |
| Fannie Mae FN MA3057, 3.50%, due 07/01/2047 |
|
31418CMF8 |
328,200 |
$293,938.09 |
0.01% |
| Fannie Mae FN MA3210, 3.50%, due 12/01/2047 |
|
31418CR89 |
345,243 |
$308,772.85 |
0.01% |
| Fannie Mae FN MA3239, 4%, due 01/01/2048 |
|
31418CS54 |
326,489 |
$300,725.28 |
0.01% |
| Fannie Mae FN MA3332, 3.50%, due 04/01/2048 |
|
31418CV27 |
469,556 |
$419,337.11 |
0.01% |
| Fannie Mae FN MA3806, 3%, due 11/01/2046 |
|
31418CDL5 |
369,039 |
$319,486.23 |
0.01% |
| Fannie Mae FN MA3846, 3%, due 11/01/2049 |
|
31418DHY1 |
495,295 |
$412,614.52 |
0.01% |
| Fannie Mae FN MA4078, 2.50%, due 07/01/2050 |
|
31418DQ88 |
427,616 |
$349,681.41 |
0.01% |
| FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 |
|
3136B1Z72 |
514,422 |
$449,459.55 |
0.01% |
| FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 |
|
105756CF5 |
500,000 |
$489,225.97 |
0.01% |
| FED REPUBLIC OF BRAZIL 6.125%, due 01/22/2032 |
|
105756CK4 |
500,000 |
$504,638.19 |
0.01% |
| FORTREA HOLDINGS INC 7.50%, due 07/01/2030 |
|
34965KAA5 |
435,000 |
$368,186.60 |
0.01% |
| Freddie Mac FG G07826, 3%, due 10/01/2046 |
|
3128MJYY0 |
271,643 |
$235,483.34 |
0.01% |
| Freddie Mac FG G08750, 3%, due 02/01/2047 |
|
3128MJZQ6 |
391,747 |
$338,951.50 |
0.01% |
| Freddie Mac FG G08788, 3.50%, due 11/01/2047 |
|
3128MJ2W9 |
239,488 |
$214,541.61 |
0.01% |
| Freddie Mac FG G60080, 3.50%, due 06/01/2045 |
|
31335ACR7 |
270,587 |
$245,062.28 |
0.01% |
| Freddie Mac FG G60344, 4%, due 12/01/2045 |
|
31335ALZ9 |
547,568 |
$511,089.50 |
0.01% |
| Freddie Mac FG G60582, 3.50%, due 05/01/2046 |
|
31335AUF3 |
546,250 |
$491,389.55 |
0.01% |
| Freddie Mac FG G60658, 3.50%, due 07/01/2046 |
|
31335AWT1 |
512,674 |
$462,900.66 |
0.01% |
| Freddie Mac FG G61556, 3.50%, due 08/01/2048 |
|
31335BWR3 |
229,065 |
$205,400.42 |
0.01% |
| Freddie Mac FG G67700, 3.50%, due 08/01/2046 |
|
3132XCRV9 |
536,007 |
$482,694.05 |
0.01% |
| Freddie Mac FG U90772, 3.50%, due 01/01/2043 |
|
3132H32D4 |
198,415 |
$180,510.48 |
0.01% |
| Freddie Mac FG U99114, 3.50%, due 02/01/2044 |
|
3132H7DU5 |
242,646 |
$220,748.15 |
0.01% |
| Freddie Mac FR RE6029, 3%, due 02/01/2050 |
|
3133N3VW1 |
327,083 |
$272,479.60 |
0.01% |
| Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 |
|
31329NF94 |
496,329 |
$445,882.39 |
0.01% |
| Freddie Mac FR ZM0063, 4%, due 08/01/2045 |
|
3131XTB82 |
246,207 |
$229,071.80 |
0.01% |
| Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 |
|
3132AA5D2 |
489,996 |
$439,494.05 |
0.01% |
| Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 |
|
3132ACSZ4 |
580,591 |
$519,849.38 |
0.01% |
| Freddie Mac FR ZT0542. 4%, due 07/01/2048 |
|
3132ACS76 |
308,955 |
$285,691.27 |
0.01% |
| FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 |
|
3137BVBM7 |
305,844 |
$285,785.33 |
0.01% |
| GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 |
|
36321PAD2 |
589,720 |
$518,223.69 |
0.01% |
| GNMA G2 MA2825, 3%, due 05/20/2045 |
|
36179RD63 |
420,786 |
$371,254.83 |
0.01% |
| GNMA G2 MA3663, 3.50%, due 05/20/2046 |
|
36179SB89 |
542,899 |
$488,115.83 |
0.01% |
| GNMA G2 MA3735, 3%, due 06/20/2046 |
|
36179SEG8 |
368,169 |
$324,390.48 |
0.01% |
| GNMA G2 MA4261, 3%, due 02/20/2047 |
|
36179SWW3 |
363,370 |
$319,594.36 |
0.01% |
| GNMA G2 MA4519, 3.50%, due 09/20/2047 |
|
36179TG41 |
268,975 |
$240,589.27 |
0.01% |
| GNMA G2 MA4588, 4.50%, due 07/20/2047 |
|
36179TCZ6 |
194,289 |
$187,158.49 |
0.01% |
| GNMA G2 MA4651, 3%, due 08/20/2047 |
|
36179TEY7 |
541,842 |
$475,860.88 |
0.01% |
| GNMA G2 MA4838, 4%, due 11/20/2047 |
|
36179TLT0 |
221,584 |
$204,369.41 |
0.01% |
| GNMA G2 MA4962, 3.50%, due 01/20/2048 |
|
36179TQP3 |
231,401 |
$207,654.97 |
0.01% |
| GNMA G2 MA4963, 4%, due 01/20/2048 |
|
36179TQQ1 |
335,148 |
$308,435.56 |
0.01% |
| GNMA G2 MA5136, 3.50%, due 04/20/2048 |
|
36179TV51 |
466,509 |
$418,028.16 |
0.01% |
| GNMA G2 MA5399, 4.50%, due 08/20/2048 |
|
36179T7L3 |
346,513 |
$329,594.42 |
0.01% |
| GNMA Series 2019-119, Class JE, 3%, due 06/01/2049 |
|
38381YZE7 |
284,336 |
$248,714.35 |
0.01% |
| GNMA Series 2019-12, Class QA, 3.50%, due 09/20/2048 |
|
38381BQQ0 |
271,990 |
$259,214.79 |
0.01% |
| HELIOS SOFT/ION CORP SOL 8.75%, due 05/01/2029 |
|
42329HAB4 |
515,000 |
$523,584.02 |
0.01% |
| Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 |
|
43739EAJ6 |
388,368 |
$366,156.85 |
0.01% |
| Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 |
|
45254NPA9 |
325,341 |
$309,787.78 |
0.01% |
| INGENOVIS HEALTH INC INHEAL TL B 1L USD |
|
|
900,113 |
$372,646.65 |
0.01% |
| INTEL CORP 3.734%, due 12/08/2047 |
|
458140BG4 |
280,000 |
$189,151.52 |
0.01% |
| INTERSTATE POWER & LIGHT 5.70%, due 10/15/2033 |
|
461070AU8 |
450,000 |
$455,261.96 |
0.01% |
| INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 |
|
459506AE1 |
480,000 |
$355,180.74 |
0.01% |
| Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 |
|
542514RH9 |
245,477 |
$241,223.72 |
0.01% |
| MATIV HOLDINGS INC MATV TL DD 1L USD |
|
|
418,715 |
$414,528.31 |
0.01% |
| MODIVCARE INC MODV TL 1L USD |
|
|
573,917 |
$446,220.78 |
0.01% |
| MORGAN STANLEY Variable rate, due 07/19/2035 |
|
61747YFT7 |
410,000 |
$402,904.27 |
0.01% |
| MORGAN STANLEY Variable rate, due 12/10/2026 |
|
6174468V4 |
495,000 |
$484,040.24 |
0.01% |
| NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 |
|
646140CK7 |
500,000 |
$434,839.00 |
0.01% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 |
|
64971MT44 |
400,000 |
$406,342.32 |
0.01% |
| Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 |
|
68383NDT7 |
210,762 |
$196,087.08 |
0.01% |
| ORACLE CORP 3.60%, due 04/01/2050 |
|
68389XBX2 |
740,000 |
$495,740.99 |
0.01% |
| PIEDMONT NATURAL GAS CO 3.35%, due 06/01/2050 |
|
720186AM7 |
500,000 |
$315,888.08 |
0.01% |
| POTOMAC ENERGY CENTER GRESTO TL 1L USD |
|
|
503,843 |
$505,732.81 |
0.01% |
| REPUBLIC OF PANAMA 6.40%, due 02/14/2035 |
|
698299BT0 |
470,000 |
$442,213.58 |
0.01% |
| REPUBLIC OF PANAMA 8%, due 03/01/2038 |
|
698299BY9 |
394,000 |
$406,269.14 |
0.01% |
| Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 |
|
76113ABL4 |
196,644 |
$194,734.15 |
0.01% |
| Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 |
|
80556YAD7 |
483,930 |
$346,265.47 |
0.01% |
| SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 |
|
78445FAE5 |
320,000 |
$323,934.11 |
0.01% |
| SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 |
|
78446YAA1 |
387,496 |
$379,079.36 |
0.01% |
| Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 |
|
86358EJS6 |
397,517 |
$407,620.55 |
0.01% |
| Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 |
|
86359DCR6 |
301,630 |
$313,038.99 |
0.01% |
| TRANSCANADA PIPELINES 5.85%, due 03/15/2036 |
|
89352HAB5 |
275,000 |
$274,611.66 |
0.01% |
| UPBOUND GROUP INC 6.375%, due 02/15/2029 |
|
76009NAL4 |
205,000 |
$198,874.01 |
0.01% |
| Wachovia Student Loan Trust Series 2006-1, Class A6, Variable rate, due 04/25/2040 |
|
92978JAF0 |
329,415 |
$323,355.45 |
0.01% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A1, Variable rate, due 04/25/2037 |
|
92926SAB2 |
1,000,424 |
$360,232.99 |
0.01% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 |
|
93934FPN6 |
243,488 |
$223,517.76 |
0.01% |
| Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 |
|
00969PAA1 |
0 |
$0.16 |
0.00% |
| ALTICE FINANCING SA 5.75%, due 08/15/2029 |
|
02154CAH6 |
161,000 |
$122,567.63 |
0.00% |
| AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 |
|
02377BAB2 |
86,042 |
$82,732.18 |
0.00% |
| American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
|
02660BAA0 |
0 |
$0.07 |
0.00% |
| American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
|
02660TGN7 |
0 |
$0.22 |
0.00% |
| Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 |
|
040104ND9 |
35,718 |
$35,265.42 |
0.00% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 |
|
07401LAA1 |
0 |
$0.09 |
0.00% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
|
07400HAA1 |
0 |
$0.19 |
0.00% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 |
|
07400NAB6 |
140,425 |
$122,054.60 |
0.00% |
| BENGAL DEBT MERGER SUB L Variable rate, due 01/24/2030 |
LX202256 |
|
560,255 |
$111,490.72 |
0.00% |
| CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 |
|
12555VAA3 |
0 |
$0.21 |
0.00% |
| CITIGROUP INC Variable rate, due 10/27/2028 |
|
172967LS8 |
10,000 |
$9,691.89 |
0.00% |
| Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 |
|
126384AD8 |
0 |
($0.01) |
0.00% |
| Fannie Mae FN AS9749, 4%, due 06/01/2047 |
|
3138WKZP3 |
0 |
$0.17 |
0.00% |
| Fannie Mae FN BD7071, 4%, due 03/01/2047 |
|
3140FE2P8 |
0 |
$0.20 |
0.00% |
| Fannie Mae FN BQ7006, 2%, due 01/01/2052 |
|
3140KSYC5 |
1 |
$0.48 |
0.00% |
| Fannie Mae FN BQ7056, 2%, due 01/01/2052 |
|
3140KSZW0 |
0 |
($0.10) |
0.00% |
| Fannie Mae FN BT6179, 2.50%, due 07/01/2051 |
|
3140LU2M2 |
0 |
$0.31 |
0.00% |
| Fannie Mae FN BV2784, 2.50%, due 02/01/2052 |
|
3140MGCW9 |
0 |
$0.18 |
0.00% |
| Fannie Mae FN BV3101, 2%, due 03/01/2052 |
|
3140MGNT4 |
0 |
$0.09 |
0.00% |
| Fannie Mae FN BV4133, 2.50%, due 03/01/2052 |
|
3140MHSX8 |
0 |
$0.20 |
0.00% |
| Fannie Mae FN CA1711, 4.50%, due 05/01/2048 |
|
3140Q83V5 |
0 |
$0.17 |
0.00% |
| Fannie Mae FN CA2208, 4.50%, due 08/01/2048 |
|
3140Q9N25 |
0 |
$0.18 |
0.00% |
| Fannie Mae FN FS1598, 2%, due 04/01/2052 |
|
3140XGX46 |
0 |
($0.14) |
0.00% |
| Fannie Mae FN MA1146, 4%, due 08/01/2042 |
|
31418AHY7 |
170,657 |
$159,330.71 |
0.00% |
| Fannie Mae FN MA120, 2.50%, due 09/01/2050 |
|
31418DSJ2 |
0 |
$0.07 |
0.00% |
| Fannie Mae FN MA2896, 3.50%, due 02/01/2047 |
|
31418CGE8 |
0 |
$0.24 |
0.00% |
| Fannie Mae FN MA3088, 4%, due 08/01/2047 |
|
31418CNE0 |
0 |
$0.22 |
0.00% |
| Fannie Mae FN MA3276, 3.50%, due 02/01/2048 |
|
31418CUA0 |
0 |
$0.19 |
0.00% |
| Fannie Mae FN MA3336, 3.50%, due 04/01/2038 |
|
31418CV68 |
0 |
$0.19 |
0.00% |
| Fannie Mae FN MA3537, 4.50%, due 12/01/2048 |
|
31418C4X9 |
0 |
$0.20 |
0.00% |
| Fannie Mae FN MA4438, 2.50%, due 10/01/2051 |
|
31418D4Y5 |
0 |
$0.07 |
0.00% |
| Fannie Mae FN MA4548, 2.50%, due 02/01/2052 |
|
31418EBS8 |
0 |
$0.07 |
0.00% |
| FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 |
|
3136B1Q80 |
148,698 |
$144,650.01 |
0.00% |
| FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 |
|
3136B3SX9 |
86,322 |
$85,461.66 |
0.00% |
| FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 |
|
3136B3WS5 |
61,859 |
$56,465.32 |
0.00% |
| FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 |
|
3136B3A34 |
78,622 |
$70,163.72 |
0.00% |
| FANNIE MAE Series 2019-20, Class BA, 3.50%, due 02/25/2048 |
|
3136B4MS4 |
10,786 |
$10,663.92 |
0.00% |
| FANNIE MAE Series 2019-52, Class PA, 3%, due 09/25/2049 |
|
3136B53X1 |
38,075 |
$33,125.14 |
0.00% |
| Freddie Mac FG G07961, 3.50%, due 03/01/2045 |
|
3128MAFA2 |
0 |
$0.23 |
0.00% |
| Freddie Mac FG G08692, 3%, due 02/01/2046 |
|
3128MJXW5 |
0 |
$0.20 |
0.00% |
| Freddie Mac FG G08721, 3%, due 09/01/2046 |
|
3128MJYT1 |
0 |
$0.21 |
0.00% |
| Freddie Mac FG G08738, 3.50%, due 12/01/2046 |
|
3128MJZC7 |
0 |
$0.25 |
0.00% |
| Freddie Mac FG G08741, 3%, due 01/01/2047 |
|
3128MJZF0 |
0 |
$0.21 |
0.00% |
| Freddie Mac FG G08747, 3%, due 02/01/2047 |
|
3128MJZM5 |
119,991 |
$103,869.46 |
0.00% |
| Freddie Mac FG G08748, 3.50%, due 02/01/2047 |
|
3128MJZN3 |
0 |
$0.20 |
0.00% |
| Freddie Mac FG G08766, 3.50%, due 06/01/2047 |
|
3128MJZ86 |
0 |
$0.18 |
0.00% |
| Freddie Mac FG G08800, 3.50%, due 02/01/2048 |
|
3128MJ3J7 |
0 |
$0.20 |
0.00% |
| Freddie Mac FG G08816, 3.50%, due 06/01/2048 |
|
3128MJ4A5 |
0 |
$0.19 |
0.00% |
| Freddie Mac FG G08833, 5%, due 07/01/2048 |
|
3128MJ4T4 |
0 |
$0.23 |
0.00% |
| Freddie Mac FG G08838, 5%, due 09/01/2048 |
|
3128MJ4Y3 |
0 |
$0.18 |
0.00% |
| Freddie Mac FG G08843, 4.50%, due 10/01/2048 |
|
3128MJ5D8 |
0 |
$0.22 |
0.00% |
| Freddie Mac FG G08844, 5%, due 10/01/2048 |
|
3128MJ5E6 |
0 |
$0.21 |
0.00% |
| Freddie Mac FG G08849, 5%, due 11/01/2048 |
|
3128MJ5K2 |
0 |
$0.20 |
0.00% |
| Freddie Mac FG G60440, 3.50%, due 03/01/2046 |
|
31335APZ5 |
0 |
$0.21 |
0.00% |
| Freddie Mac FG Q44452, 3%, due 11/01/2046 |
|
3132WH5N1 |
0 |
$0.23 |
0.00% |
| Freddie Mac FG Q50135, 3.50%, due 08/01/2047 |
|
3132XSEH9 |
0 |
$0.20 |
0.00% |
| Freddie Mac FN C91981, 3%, due 02/01/2038 |
|
3128P8FW6 |
0 |
$0.21 |
0.00% |
| Freddie Mac FR SD8043, 2.50%, due 02/01/2050 |
|
3132DV5C5 |
0 |
$0.08 |
0.00% |
| Freddie Mac FR SD8189, 2.50%, due 01/01/2052 |
|
3132DWC27 |
0 |
$0.11 |
0.00% |
| Freddie Mac FR SD8194, 2.50%, due 02/01/2052 |
|
3132DWC76 |
0 |
$0.09 |
0.00% |
| Freddie Mac FR SD8199, 2%, due 03/01/2052 |
|
3132DWDC4 |
0 |
$0.08 |
0.00% |
| Freddie Mac FR SD8205, 2.50%, due 04/01/2052 |
|
3132DWDJ9 |
0 |
$0.13 |
0.00% |
| GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 |
|
367910AE6 |
168,957 |
$165,930.60 |
0.00% |
| GNMA G2 MA1157, 3.50%, due 07/20/2043 |
|
36179NJA7 |
0 |
$0.27 |
0.00% |
| GNMA G2 MA3521, 3.50%, due 03/20/2046 |
|
36179R4E6 |
0 |
$0.07 |
0.00% |
| GNMA G2 MA4069, 3.50%, due 11/20/2046 |
|
36179SQW0 |
0 |
$0.04 |
0.00% |
| GNMA G2 MA4195, 3%, due 01/20/2047 |
|
36179SUU9 |
0 |
$0.20 |
0.00% |
| GNMA G2 MA4196, 3.50%, due 01/20/2047 |
|
36179SUV7 |
0 |
$0.05 |
0.00% |
| GNMA G2 MA4262, 3.50%, due 02/20/2047 |
|
36179SWX1 |
0 |
$0.07 |
0.00% |
| GNMA G2 MA4453, 4.50%, due 05/20/2047 |
|
36179S5N3 |
0 |
$0.19 |
0.00% |
| GNMA G2 MA4586, 3.50%, due 07/20/2047 |
|
36179TCX1 |
0 |
$0.21 |
0.00% |
| GNMA G2 MA4722, 5%, due 09/20/2047 |
|
36179TG74 |
0 |
$0.20 |
0.00% |
| GNMA G2 MA4777, 3%, due 10/20/2047 |
|
36179TJW6 |
0 |
$0.18 |
0.00% |
| GNMA G2 MA4901, 4%, due 12/20/2047 |
|
36179TNS0 |
0 |
$0.21 |
0.00% |
| GNMA G2 MA4961, 3%, due 01/20/2048 |
|
36179TQN8 |
0 |
$0.21 |
0.00% |
| GNMA G2 MA5078, 4%, due 03/20/2048 |
|
36179TUB9 |
0 |
$0.22 |
0.00% |
| GNMA G2 MA5466, 4%, due 09/20/2048 |
|
36179UCB6 |
0 |
$0.08 |
0.00% |
| GNMA G2 MA5467, 4.50%, due 09/20/2048 |
|
36179UCC4 |
0 |
$0.20 |
0.00% |
| GNMA G2 MA5597, 5%, due 11/20/2048 |
|
36179UGE6 |
0 |
$0.13 |
0.00% |
| GNMA G2 MA5976, 3.50%, due 06/20/2049 |
|
36179UT93 |
0 |
$0.15 |
0.00% |
| GNMA G2 MA6030, 3.50%, due 07/20/2049 |
|
36179UVX7 |
0 |
$0.18 |
0.00% |
| GNMA G2 MA6080, 3%, due 08/20/2049 |
|
36179UXH0 |
0 |
$0.18 |
0.00% |
| GNMA Series 2018-115, Class DE, 3.50%, due 08/20/2048 |
|
38380XR74 |
143,233 |
$129,997.32 |
0.00% |
| GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 |
|
38380Y2X2 |
154,534 |
$139,409.99 |
0.00% |
| GNMA Series 2019-71, Class PT, 3%, due 06/20/2049 |
|
38381WDY1 |
24,381 |
$21,664.69 |
0.00% |
| GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 |
|
39538WFH6 |
0 |
$0.24 |
0.00% |
| HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 |
|
41161PTN3 |
142,657 |
$91,665.26 |
0.00% |
| HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
|
411640AA3 |
0 |
$0.03 |
0.00% |
| HOSTESS BRANDS LLC TWNK TL 1L USD |
LX183058 |
|
0 |
$0.00 |
0.00% |
| Impac CMB Trust Series 2005-2, Class 1A1, Variable rate, due 04/25/2035 |
|
45254NMY0 |
106,754 |
$103,413.84 |
0.00% |
| INGENOVIS HEALTH INC INHEAL TL B 1L USD |
|
|
427,682 |
$164,657.50 |
0.00% |
| KELSO INDUSTRIES LLC KELIND TL DD 1L USD |
|
|
27,877 |
$27,703.01 |
0.00% |
| Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 |
|
52522DAM3 |
189,465 |
$163,103.07 |
0.00% |
| Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 |
|
52525BAA0 |
0 |
$0.08 |
0.00% |
| Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 |
|
53218CAN0 |
0 |
$0.01 |
0.00% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 |
|
59024VAF6 |
103,435 |
$102,428.13 |
0.00% |
| Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 |
|
59549WAA1 |
41,296 |
$41,140.05 |
0.00% |
| Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 |
|
61744CYB6 |
42,349 |
$42,175.41 |
0.00% |
| Morgan Stanley Mortgage Loan Trust Series 2005-2AR, Class A, Variable rate, due 04/25/2035 |
|
61745M4E0 |
15,674 |
$15,501.35 |
0.00% |
| MortgageIT Trust Series 2005-5, Class A1, Variable rate, due 12/25/2035 |
|
61915RAU0 |
29,428 |
$28,685.16 |
0.00% |
| NORTHERN STATES PWR-MINN 5.05%, due 05/15/2035 |
|
665772CZ0 |
145,000 |
$142,421.70 |
0.00% |
| Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 |
|
75116FBH1 |
0 |
$0.05 |
0.00% |
| Residential Asset Securities Corporation Series 2006-EMX3, Class A3, Variable rate, due 04/25/2036 |
|
76113ACA7 |
37,239 |
$37,134.78 |
0.00% |
| SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 |
|
78444EAE9 |
80,000 |
$79,505.79 |
0.00% |
| SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 |
|
784442AD7 |
130,000 |
$135,592.03 |
0.00% |
| SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 |
|
78447GAC5 |
133,823 |
$131,165.98 |
0.00% |
| SLM Student Loan Trust Series 2013-2, Class A, Variable rate, due 09/25/2043 |
|
78446CAA9 |
72,349 |
$69,699.11 |
0.00% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2004-12, Class 3A1, Variable rate, due 09/25/2034 |
|
863579AP3 |
6,593 |
$6,382.92 |
0.00% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
|
86359LTG4 |
0 |
$0.18 |
0.00% |
| Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 |
|
86364RAA7 |
0 |
$0.08 |
0.00% |
| US 2YR NOTE (CBT) Jun25 |
TUM5 |
|
-5 |
($1,032,109.38) |
0.00% |
| USA COM PART/USA COM FIN 7.125%, due 03/15/2029 |
|
91740PAG3 |
140,000 |
$141,200.76 |
0.00% |
| VENTURE GLOBAL PLAQUEMINES LNG LLC 7.50%, due 05/01/2033 |
|
922966AA4 |
127,000 |
$132,183.25 |
0.00% |
| WAMU Mortgage Pass-Through Certificates Series 2005-AR1, Class A2A1, Variable rate, due 01/25/2045 |
|
939336X65 |
54,052 |
$52,655.57 |
0.00% |
| WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 |
|
92922F5T1 |
114,541 |
$107,779.03 |
0.00% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
0 |
$0.23 |
0.00% |
| Euro |
$EUR |
|
-1,043,809 |
($1,166,248.18) |
-0.03% |
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.
|
|