Holdings of the Fund as of 12/6/2024
Total Number of Holdings (excluding cash): 874
| US 2YR NOTE (CBT) Mar25 |
TUH5 |
|
6,568 |
$1,355,573,631.57 |
24.60% |
| U.S. Treasury Note, 4.125%, due 11/30/2029 |
|
91282CMA6 |
710,260,000 |
$713,311,902.00 |
12.95% |
| U.S. Treasury Note, 4.25%, due 11/30/2026 |
|
91282CLY5 |
492,535,000 |
$493,987,594.07 |
8.96% |
| U.S. Treasury Bond, 4.50%, due 11/15/2054 |
|
912810UE6 |
285,788,000 |
$293,758,804.50 |
5.33% |
| US 5YR NOTE (CBT) Mar25 |
FVH5 |
|
2,091 |
$225,370,593.75 |
4.09% |
| U.S. Treasury Note, 4.25%, due 11/15/2034 |
|
91282CLW9 |
220,583,000 |
$222,392,468.82 |
4.04% |
| U.S. Treasury Bond, 4.125%, due 08/15/2044 |
|
912810UD8 |
168,555,000 |
$161,602,106.25 |
2.93% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 03/01/2052 |
|
01F032617 |
157,100,000 |
$143,146,013.53 |
2.60% |
| U.S. Treasury Bond, 4.625%, due 11/15/2044 |
|
912810UF3 |
133,095,000 |
$136,786,307.30 |
2.48% |
| U.S. Treasury Note, 4.125%, due 11/15/2027 |
|
91282CLX7 |
101,820,000 |
$102,022,844.79 |
1.85% |
| GNMA TBA, 5%, due 07/01/2054 |
|
21H0506C1 |
80,500,000 |
$79,695,713.22 |
1.45% |
| U.S. Treasury Note, 4.125%, due 10/31/2029 |
|
91282CLR0 |
78,466,000 |
$78,754,117.70 |
1.43% |
| Fannie Mae or Freddie Mac TBA, 5%, due 07/01/2054 |
|
01F050619 |
73,350,000 |
$72,286,880.50 |
1.31% |
| GNMA TBA, 2.50%, due 12/01/2051 |
|
21H0226C0 |
83,250,000 |
$71,578,757.93 |
1.30% |
| GNMA TBA, 4.50%, due 07/01/2054 |
|
21H0426C8 |
70,700,000 |
$68,453,448.82 |
1.24% |
| GNMA TBA, 4%, due 05/01/2052 |
|
21H0406C2 |
66,500,000 |
$62,846,981.44 |
1.14% |
| Freddie Mac FR SD8199, 2%, due 03/01/2052 |
|
3132DWDC4 |
73,554,224 |
$59,382,832.79 |
1.08% |
| US 10yr Ultra Fut Mar25 |
UXYH5 |
|
482 |
$55,512,843.75 |
1.01% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F0406C6 |
58,500,000 |
$54,984,502.75 |
1.00% |
| Freddie Mac FD SD5323, 4%, due 01/01/2054 |
|
3132DS4G4 |
58,096,402 |
$54,618,700.43 |
0.99% |
| Freddie Mac FR SD8205, 2.50%, due 04/01/2052 |
|
3132DWDJ9 |
64,399,921 |
$54,331,906.18 |
0.99% |
| Fannie Mae FN MA4917, 4.50%, due 02/01/2053 |
|
31418EPB0 |
52,606,508 |
$50,797,661.82 |
0.92% |
| Freddie Mac FR SD8220, 3%, due 06/01/2052 |
|
3132DWDZ3 |
56,773,779 |
$49,815,432.59 |
0.90% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 05/01/2054 |
|
01F052615 |
42,625,000 |
$42,704,427.00 |
0.77% |
| GNMA TBA, 5.50%, due 06/01/2054 |
|
21H0526C7 |
39,625,000 |
$39,785,601.31 |
0.72% |
| Fannie Mae FN MA5107, 5.50%, due 08/01/2053 |
|
31418EU99 |
38,638,719 |
$38,756,636.65 |
0.70% |
| Fannie Mae FN BQ7006, 2%, due 01/01/2052 |
|
3140KSYC5 |
43,520,523 |
$35,183,663.89 |
0.64% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 05/01/2054 |
|
01F0426C2 |
36,775,000 |
$35,470,250.95 |
0.64% |
| Fannie Mae FN MA4978, 5%, due 04/01/2053 |
|
31418EQ86 |
33,007,833 |
$32,542,319.14 |
0.59% |
| Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2051 |
|
01F020612 |
40,500,000 |
$32,562,158.35 |
0.59% |
| Fannie Mae or Freddie Mac TBA, 3%, due 02/01/2052 |
|
01F030611 |
35,575,000 |
$31,201,824.66 |
0.57% |
| Freddie Mac FR SD8266, 4.50%, due 11/01/2052 |
|
3132DWFF5 |
30,839,701 |
$29,772,514.96 |
0.54% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 |
|
01F022618 |
32,050,000 |
$27,009,643.61 |
0.49% |
| FANNIE DISCOUNT NOTE N/C, 0%, due 01/21/2025 |
|
313589AW3 |
25,000,000 |
$24,862,958.25 |
0.45% |
| Freddie Mac FR SD3246, 4%, due 08/01/2052 |
|
3132DQTB2 |
26,181,339 |
$24,630,070.18 |
0.45% |
| GNMA G2 MA8347, 4.50%, due 10/20/2052 |
|
36179XHY5 |
25,396,765 |
$24,627,859.78 |
0.45% |
| Fannie Mae FN MA4733, 4.50%, due 09/01/2052 |
|
31418EHK9 |
25,303,353 |
$24,443,424.70 |
0.44% |
| Freddie Mac FN RA6973, 2%, due 03/01/2052 |
|
3133KNXA6 |
29,411,705 |
$23,745,868.35 |
0.43% |
| Freddie Mac FR SD8211, 2%, due 05/01/2052 |
|
3132DWDQ3 |
28,760,674 |
$23,211,569.10 |
0.42% |
| Fannie Mae FN CB0290, 2%, due 04/01/2051 |
|
3140QKKC1 |
27,234,659 |
$22,101,170.76 |
0.40% |
| Rockford Tower CLO Ltd Series 2019-2A, Class BR2, Variable rate, due 08/20/2032 |
|
77341GAU4 |
22,000,000 |
$22,027,819.66 |
0.40% |
| Fannie Mae FN FS1598, 2%, due 04/01/2052 |
|
3140XGX46 |
26,337,164 |
$21,244,825.00 |
0.39% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 08/01/2054 |
|
01F042616 |
22,425,000 |
$21,632,005.81 |
0.39% |
| Fannie Mae FN BQ6913, 2%, due 12/01/2051 |
|
3140KSVF1 |
25,818,867 |
$20,844,854.12 |
0.38% |
| Freddie Mac FR SD7204, 2%, due 04/01/2052 |
|
3132DWDH3 |
24,927,601 |
$20,125,239.38 |
0.37% |
| Freddie Mac FR SD8245, 4.50%, due 09/01/2052 |
|
3132DWES8 |
21,204,074 |
$20,483,459.00 |
0.37% |
| Fannie Mae FN BW8980, 4%, due 10/01/2052 |
|
3140N16S7 |
20,802,692 |
$19,583,408.33 |
0.36% |
| U.S. Treasury Note, 4%, due 12/15/2027 |
|
91282CMB4 |
19,370,000 |
$19,348,832.46 |
0.35% |
| BANK OF AMERICA CORP Variable rate, due 03/11/2027 |
|
06051GJQ3 |
19,640,000 |
$18,914,860.37 |
0.34% |
| Fannie Mae FN BQ7056, 2%, due 01/01/2052 |
|
3140KSZW0 |
23,544,413 |
$18,993,454.19 |
0.34% |
| Fannie Mae FN BT6179, 2.50%, due 07/01/2051 |
|
3140LU2M2 |
21,869,039 |
$18,586,702.23 |
0.34% |
| Fannie Mae FN BW9886, 4.50%, due 10/01/2052 |
|
3140N26Y2 |
19,340,251 |
$18,667,516.65 |
0.34% |
| Progress Residential Trust Series 2021-SFR8, Class F, 3.181%, due 10/17/2038 |
|
74333TAN9 |
19,690,000 |
$18,488,010.17 |
0.34% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 |
|
38141GYG3 |
18,965,000 |
$17,955,434.26 |
0.33% |
| CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 |
|
12569RAB4 |
18,128,310 |
$17,876,301.34 |
0.32% |
| Fannie Mae FN BV4133, 2.50%, due 03/01/2052 |
|
3140MHSX8 |
20,311,436 |
$17,226,410.91 |
0.31% |
| Freddie Mac FR QD8259, 3%, due 03/01/2052 |
|
3133B6E89 |
19,492,192 |
$17,118,068.64 |
0.31% |
| Freddie Mac FR QE0521, 2.50%, due 04/01/2052 |
|
3133B9SJ4 |
19,756,956 |
$16,643,558.58 |
0.30% |
| New Residential Mortgage Loan Trust Series 2022-SFR2, Class B, 3.75%, due 09/04/2039 |
|
64830RAC6 |
16,615,000 |
$15,935,056.05 |
0.29% |
| WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 |
|
55903VBD4 |
18,840,000 |
$16,183,246.50 |
0.29% |
| CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 |
|
12563GAC2 |
21,112,000 |
$15,455,134.60 |
0.28% |
| Freddie Mac Series 5473, Class BF, Variable rate, due 11/25/2054 |
|
3137HHFL0 |
15,610,000 |
$15,635,483.33 |
0.28% |
| Freddie Mac FR SD6705, 4.50%, due 02/01/2053 |
|
3132DUNW3 |
15,281,652 |
$14,743,220.95 |
0.27% |
| Freddie Mac FR SD8212, 2.50%, due 05/01/2052 |
|
3132DWDR1 |
17,438,801 |
$14,710,633.52 |
0.27% |
| SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 |
|
85208NAE0 |
14,801,500 |
$14,918,798.94 |
0.27% |
| Babson CLO Ltd Serues 2018-4A, Class A1R, Variable rate, due 10/15/2030 |
|
06760XAL8 |
14,125,925 |
$14,150,112.12 |
0.26% |
| Carrington Mortgage Loan Trust Series 2006-NC4, Class A4, Variable rate, due 10/25/2036 |
|
14453MAD6 |
18,000,000 |
$14,547,123.00 |
0.26% |
| Freddie Mac FR RA4179, 2.50%, due 12/01/2050 |
|
3133KKUC1 |
16,602,696 |
$14,062,399.94 |
0.26% |
| New Residential Mortgage Loan Trust Series 2022-SFR2, Class E1, 4%, due 09/04/2039 |
|
64830RAJ1 |
15,000,000 |
$14,071,098.00 |
0.26% |
| OHA Credit Partners Ltd Series 2015-11A, Class A2R2, Variable rate, due 04/20/2037 |
|
67109FAW5 |
14,000,000 |
$14,063,741.72 |
0.26% |
| Woodward Capital Management Series 2024-CES3, Class A1A, Variable rate, due 05/25/2044 |
|
74942AAA1 |
14,091,278 |
$14,288,223.30 |
0.26% |
| Fannie Mae FN MA4548, 2.50%, due 02/01/2052 |
|
31418EBS8 |
16,625,459 |
$14,045,962.67 |
0.25% |
| Freddie Mac FR SD8194, 2.50%, due 02/01/2052 |
|
3132DWC76 |
16,476,599 |
$13,925,137.68 |
0.25% |
| Freddie Mac FR SD8213, 3%, due 05/01/2052 |
|
3132DWDS9 |
15,399,038 |
$13,500,646.81 |
0.25% |
| Madison Park Funding Ltd Series 2021-39A, Class BR, Variable rate, due 10/22/2034 |
|
55821LAL8 |
13,500,000 |
$13,587,471.63 |
0.25% |
| Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 |
|
67577VAL7 |
14,000,000 |
$14,016,536.80 |
0.25% |
| Bluemountain CLO Ltd Series 2018-3A, Class BR, Variable rate, due 10/25/2030 |
|
09630AAS5 |
13,000,000 |
$13,024,798.93 |
0.24% |
| Elmwood CLO VI Ltd. Series 2020-3A, Class BRR, Variable rate, due 07/18/2037 |
|
29001VAW9 |
13,400,000 |
$13,418,213.28 |
0.24% |
| Fannie Mae FN CB6854, 4.50%, due 08/01/2053 |
|
3140QSTL5 |
13,460,429 |
$13,011,386.29 |
0.24% |
| Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 |
|
69360HAA9 |
13,420,796 |
$13,494,650.43 |
0.24% |
| PRKCM Trust Series 2021-AFC2, Class A1, Variable rate, due 11/25/2056 |
|
69361JAA4 |
15,358,096 |
$13,498,242.92 |
0.24% |
| Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 |
|
92918EAL1 |
13,000,000 |
$13,037,774.62 |
0.24% |
| ARIZONA PUBLIC SERVICE 6.35%, due 12/15/2032 |
|
040555DE1 |
11,435,000 |
$12,419,058.71 |
0.23% |
| Babson CLO Ltd Series 2019-2A, Class A2R, Variable rate, due 04/15/2036 |
|
06761HAN8 |
12,500,000 |
$12,528,618.88 |
0.23% |
| BANK OF AMERICA CORP Variable rate, due 06/14/2029 |
|
06051GJZ3 |
13,606,000 |
$12,470,019.28 |
0.23% |
| CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 |
|
12570GAB5 |
12,920,577 |
$12,849,092.34 |
0.23% |
| Fannie Mae FN BV3101, 2%, due 03/01/2052 |
|
3140MGNT4 |
15,372,062 |
$12,431,366.46 |
0.23% |
| FIRSTENERGY TRANSMISSION 5%, due 01/15/2035 |
|
33767BAF6 |
12,550,000 |
$12,534,747.23 |
0.23% |
| Freddie Mac FR SD8257, 4.50%, due 10/01/2052 |
|
3132DWE66 |
13,277,436 |
$12,822,225.87 |
0.23% |
| Oak Hill Credit Partners Series 2019-4A, Class BR, Variable rate, due 10/22/2036 |
|
67098DAU7 |
12,685,000 |
$12,721,463.41 |
0.23% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 |
|
45660LU98 |
14,822,875 |
$12,093,451.63 |
0.22% |
| SOUTHERN CO GAS CAPITAL 4.95%, due 09/15/2034 |
|
8426EPAH1 |
12,385,000 |
$12,385,846.76 |
0.22% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 |
|
863579U97 |
22,130,835 |
$12,224,816.31 |
0.22% |
| BX Trust Series 2020-VIV2, Class C, Variable rate, due 03/09/2044 |
|
05605NAA5 |
12,546,000 |
$11,298,217.50 |
0.21% |
| CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 |
|
12569VAA7 |
11,289,258 |
$11,340,423.20 |
0.21% |
| Fannie Mae FN MA4577, 2%, due 04/01/2052 |
|
31418ECP3 |
14,243,991 |
$11,495,582.52 |
0.21% |
| Allegro CLO Ltd Series 2019-1A, Class BRR, Variable rate, due 04/20/2032 |
|
01750FAU0 |
10,925,000 |
$10,949,366.03 |
0.20% |
| CIM Trust Series 2021-NR4, Class A1, Variable rate, due 10/25/2061 |
|
12566DAA0 |
11,097,262 |
$11,058,884.34 |
0.20% |
| Dryden Senior Loan Fund Series 2015-40A, Class AR2, Variable rate, due 08/15/2031 |
|
26244GAS4 |
11,008,913 |
$11,031,900.33 |
0.20% |
| Fannie Mae FN MA4902, 3.50%, due 01/01/2053 |
|
31418ENU0 |
11,907,225 |
$10,855,672.32 |
0.20% |
| Freddie Mac FR QE0312, 2%, due 04/01/2052 |
|
3133B9KZ6 |
13,572,958 |
$10,950,296.83 |
0.20% |
| Freddie Mac FR RA3078, 3%, due 07/01/2050 |
|
3133KJM33 |
12,207,611 |
$10,882,112.88 |
0.20% |
| Freddie Mac FR SD8189, 2.50%, due 01/01/2052 |
|
3132DWC27 |
12,997,599 |
$10,992,665.90 |
0.20% |
| Freddie Mac FR ZM1779, 3%, due 09/01/2046 |
|
3131XU6Q5 |
12,417,225 |
$11,099,986.70 |
0.20% |
| GNMA Series 2018-78, Class N2, 3.50%, due 06/20/2048 |
|
38380XFR3 |
12,406,366 |
$11,219,991.99 |
0.20% |
| Madison Park Funding Ltd Series 2018-29A, Class AR, Variable rate, due 10/18/2030 |
|
55820CAN5 |
11,268,344 |
$11,295,970.46 |
0.20% |
| Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 |
|
61753EAD2 |
23,864,064 |
$10,882,896.27 |
0.20% |
| WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 |
|
55903VBE2 |
13,145,000 |
$10,779,912.18 |
0.20% |
| AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 |
|
00774MAW5 |
11,200,000 |
$10,484,854.35 |
0.19% |
| BARDOT CLO LTD Series 2019-2A, Class BR, Variable rate, due 10/22/2032 |
|
06744NBJ5 |
10,400,000 |
$10,427,955.30 |
0.19% |
| Fannie Mae FN MA4547, 2%, due 02/01/2052 |
|
31418EBR0 |
13,126,889 |
$10,605,477.12 |
0.19% |
| Ziply Fiber Issuer, LLC Series 2024-1A, Class A2, 6.64%, due 04/20/2054 |
|
98979QAA1 |
10,000,000 |
$10,300,640.00 |
0.19% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
10,799,608 |
$9,845,703.59 |
0.18% |
| Fannie Mae FN BN7755, 3%, due 09/01/2049 |
|
3140JQTM5 |
10,916,906 |
$9,748,170.99 |
0.18% |
| Fannie Mae FN CB4818, 4%, due 10/01/2052 |
|
3140QQK87 |
10,558,351 |
$9,935,880.01 |
0.18% |
| Fannie Mae FN FS8864, 4%, due 02/01/2053 |
|
3140XQZ67 |
10,584,251 |
$9,960,253.20 |
0.18% |
| Fannie Mae FN MA4364, 2%, due 06/01/2041 |
|
31418DZ62 |
11,813,742 |
$10,107,103.27 |
0.18% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 |
|
30247DAD3 |
14,688,850 |
$9,699,050.78 |
0.18% |
| Freddie Mac FR SD0231, 3%, due 01/01/2050 |
|
3132DMHG3 |
11,292,121 |
$10,083,216.09 |
0.18% |
| Freddie Mac FR SD8265, 4%, due 11/01/2052 |
|
3132DWFE8 |
10,299,678 |
$9,682,594.75 |
0.18% |
| HPS Loan Management Ltd Series 2024-19A, Class B2, Variable rate, due 04/15/2037 |
|
442924AJ5 |
9,750,000 |
$9,854,828.59 |
0.18% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2027 |
|
46647PCB0 |
10,455,000 |
$10,036,198.10 |
0.18% |
| Rad CLO Ltd Series 2021-14A, Class B, Variable rate, due 01/15/2035 |
|
75009RAC7 |
10,000,000 |
$10,024,688.80 |
0.18% |
| Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 |
|
83084RAA3 |
10,981,213 |
$10,045,236.17 |
0.18% |
| CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 |
|
12482HAQ7 |
9,150,000 |
$9,120,158.19 |
0.17% |
| Fannie Mae FN CA4534, 3%, due 11/01/2049 |
|
3140QCBC9 |
10,488,159 |
$9,365,324.44 |
0.17% |
| Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 |
|
81377XAA0 |
20,912,313 |
$9,524,996.13 |
0.17% |
| American Money Management Corporation Series 2021-24A, Class BR, Variable rate, due 01/20/2035 |
|
00177LAL4 |
8,800,000 |
$8,811,000.00 |
0.16% |
| BANK OF AMERICA CORP Variable rate, due 02/04/2028 |
|
06051GKJ7 |
8,965,000 |
$8,581,407.29 |
0.16% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 |
|
12659AAH9 |
12,910,183 |
$8,988,069.39 |
0.16% |
| Fannie Mae FN FM5608, 2.50%, due 01/01/2051 |
|
3140X9GS8 |
10,145,900 |
$8,629,092.01 |
0.16% |
| Freddie Mac FR SD7513, 3.50%, due 04/01/2050 |
|
3132DVK20 |
9,375,384 |
$8,675,504.41 |
0.16% |
| OCP CLO Ltd Series 2021-21A, Class B, Variable rate, due 07/20/2034 |
|
671000AE7 |
8,530,000 |
$8,554,407.57 |
0.16% |
| Progress Residential Trust Series 2021-SFR2, Class G, 4.254%, due 04/19/2038 |
|
74333DAQ7 |
9,120,000 |
$8,910,657.70 |
0.16% |
| T-MOBILE USA INC 4.70%, due 01/15/2035 |
|
87264ADM4 |
8,795,000 |
$8,600,535.69 |
0.16% |
| BX Trust Series 2020-VIVA, Class D, Variable rate, due 03/11/2044 |
|
12433XAG4 |
9,320,000 |
$8,301,471.26 |
0.15% |
| BXSC Commercial Mortgage Trust Series 2022-WSS, Class D, Variable rate, due 03/15/2035 |
|
05610BAL0 |
8,450,000 |
$8,499,736.70 |
0.15% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 |
|
12659AAC0 |
10,589,172 |
$8,453,533.79 |
0.15% |
| DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
8,933,000 |
$8,151,666.22 |
0.15% |
| Fannie Mae FN BV2784, 2.50%, due 02/01/2052 |
|
3140MGCW9 |
9,937,866 |
$8,419,639.76 |
0.15% |
| FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 |
|
33767BAD1 |
9,101,000 |
$8,525,678.10 |
0.15% |
| JPMORGAN CHASE & CO Variable rate, due 12/10/2025 |
|
46647PCT1 |
8,015,000 |
$8,014,248.19 |
0.15% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 |
|
78413MAC2 |
9,265,000 |
$8,005,361.17 |
0.15% |
| WELLS FARGO & COMPANY Variable rate, due 07/25/2029 |
|
95000U3E1 |
8,000,000 |
$8,223,010.80 |
0.15% |
| Banc of America Merrill Lynch Large Loan Inc Series 2015-200P, Class F, Variable rate, due 04/14/2033 |
|
05526QAN6 |
7,651,000 |
$7,448,877.41 |
0.14% |
| BAYER US FINANCE II LLC 4.25%, due 12/15/2025 |
|
07274NAJ2 |
7,880,000 |
$7,830,539.29 |
0.14% |
| BAYER US FINANCE LLC 6.50%, due 11/21/2033 |
|
07274EAL7 |
7,245,000 |
$7,617,975.72 |
0.14% |
| BX Trust 2019-OC11 Series 2019-OC11, Class D, Variable rate, due 12/09/2041 |
|
05606FAL7 |
8,670,000 |
$7,953,977.65 |
0.14% |
| BXP Trust Series 2017-CC, Class B, Variable rate, due 08/13/2037 |
|
05607CAG4 |
8,500,000 |
$7,900,294.40 |
0.14% |
| Carvana Auto Receivables Trust Series 2022-P3, Class R, 0%, due 09/10/2029 |
|
14686MAK9 |
70,350 |
$7,519,860.08 |
0.14% |
| Dryden Senior Loan Fund Series 2017-54A, Class BR, Variable rate, due 10/19/2029 |
|
26244RAG6 |
7,600,000 |
$7,614,134.40 |
0.14% |
| IQVIA INC 5.70%, due 05/15/2028 |
|
46266TAC2 |
7,530,000 |
$7,732,971.15 |
0.14% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 |
|
46628TAE1 |
17,499,566 |
$7,600,339.55 |
0.14% |
| PRP Advisors, LLC Series 2022-4, Class A1, Variable rate, due 08/25/2027 |
|
693588AA3 |
7,906,722 |
$7,866,720.21 |
0.14% |
| Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 |
|
00443LAA6 |
13,448,808 |
$7,295,672.89 |
0.13% |
| Angel Oak Mortgage Trust Series 2024-1, Class A1, Variable rate, due 08/25/2068 |
|
03465XAA7 |
7,102,054 |
$7,074,021.64 |
0.13% |
| BAYER US FINANCE LLC 6.875%, due 11/21/2053 |
|
07274EAM5 |
6,490,000 |
$7,005,253.37 |
0.13% |
| Fannie Mae FN BV8515, 3%, due 05/01/2052 |
|
3140MNN93 |
8,298,804 |
$7,284,997.28 |
0.13% |
| Fannie Mae FN MA4656, 4.50%, due 07/01/2052 |
|
31418EE63 |
7,483,722 |
$7,229,389.70 |
0.13% |
| GNMA G2 MA3937, 3.50%, due 09/20/2046 |
|
36179SLS4 |
7,780,993 |
$7,228,167.48 |
0.13% |
| INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 |
|
459506AQ4 |
8,003,000 |
$6,912,403.67 |
0.13% |
| JBS USA HOLD/FOOD/LUX CO 6.75%, due 03/15/2034 |
|
47214BAC2 |
6,660,000 |
$7,280,866.65 |
0.13% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 |
|
46628TAD3 |
16,539,630 |
$7,177,001.81 |
0.13% |
| Magnetite CLO Ltd Series 2015-12A, Class AR4, Variable rate, due 10/15/2031 |
|
55953HBD4 |
7,407,789 |
$7,423,133.71 |
0.13% |
| Onslow Bay Financial LLC Series 2021-NQM3, Class A1, Variable rate, due 07/25/2061 |
|
67114JAA8 |
8,596,734 |
$7,059,269.49 |
0.13% |
| Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 |
|
74333WAN2 |
7,849,051 |
$7,318,205.96 |
0.13% |
| SREIT Trust Series 2021-PALM, Class E, Variable rate, due 10/15/2034 |
|
85237AAJ2 |
7,100,000 |
$7,041,099.82 |
0.13% |
| TIME WARNER CABLE LLC 5.50%, due 09/01/2041 |
|
88732JBB3 |
8,320,000 |
$7,405,428.07 |
0.13% |
| UNITEDHEALTH GROUP INC 5.15%, due 07/15/2034 |
|
91324PFJ6 |
7,000,000 |
$7,146,808.06 |
0.13% |
| AMERICAN TOWER CORP 5.55%, due 07/15/2033 |
|
03027XCD0 |
6,465,000 |
$6,685,808.39 |
0.12% |
| CENT Trust 2023-CITY Series 2023-CITY, Class A, Variable rate, due 09/15/2028 |
|
12516WAA9 |
6,470,000 |
$6,539,047.19 |
0.12% |
| CHARTER COMM OPT LLC/CAP 3.70%, due 04/01/2051 |
|
161175BV5 |
10,230,000 |
$6,853,280.07 |
0.12% |
| COMMONWEALTH EDISON CO 6.45%, due 01/15/2038 |
|
202795HT0 |
5,953,000 |
$6,700,090.78 |
0.12% |
| Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 |
|
12638PAB5 |
25,886,192 |
$6,364,769.94 |
0.12% |
| CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
|
126307AZ0 |
7,736,000 |
$6,639,468.42 |
0.12% |
| Fannie Mae - CAS Series 2019-R04, Class 2B1, Variable rate, due 06/25/2039 |
|
20753TAC7 |
6,026,364 |
$6,372,541.76 |
0.12% |
| Fannie Mae FN CB2404, 2.50%, due 12/01/2051 |
|
3140QMU69 |
7,617,770 |
$6,414,153.14 |
0.12% |
| Freddie Mac FR QA7837, 3.50%, due 03/01/2050 |
|
3133A2V64 |
7,402,544 |
$6,854,561.19 |
0.12% |
| Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 |
|
3132A5HL2 |
6,937,184 |
$6,423,650.52 |
0.12% |
| GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 |
|
362463AD3 |
11,678,194 |
$6,475,758.29 |
0.12% |
| Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 |
|
43300LAQ3 |
7,000,000 |
$6,673,778.30 |
0.12% |
| JETBLUE AIRWAYS CORP 4%, due 11/15/2032 |
|
477164AA5 |
6,644,269 |
$6,361,614.94 |
0.12% |
| NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 |
|
65364UAP1 |
10,000,000 |
$6,667,889.30 |
0.12% |
| SLG Office Trust Series 2021-OVA, Class A, 2.5854%, due 07/15/2041 |
|
78449RAA3 |
7,600,000 |
$6,544,404.84 |
0.12% |
| SREIT Trust Series 2021-PALM, Class G, Variable rate, due 10/15/2034 |
|
85237AAN3 |
6,430,000 |
$6,397,959.95 |
0.12% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
|
95000U2S1 |
6,809,000 |
$6,445,517.68 |
0.12% |
| BACARDI LTD 4.45%, due 05/15/2025 |
|
067316AE9 |
6,260,000 |
$6,247,499.59 |
0.11% |
| CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 |
|
161175BL7 |
6,920,000 |
$5,993,531.99 |
0.11% |
| CIM Trust Series 2020-R3, Class A1B, Variable rate, due 01/26/2060 |
|
12559NAC3 |
6,655,000 |
$6,217,810.49 |
0.11% |
| CROWN CASTLE INC 2.50%, due 07/15/2031 |
|
22822VAY7 |
6,901,000 |
$5,943,070.12 |
0.11% |
| Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 |
|
53218CAN0 |
6,345,074 |
$6,165,892.10 |
0.11% |
| OCP CLO Ltd Series 2020-19A, Class AR, Variable rate, due 10/20/2034 |
|
670881AM3 |
6,200,000 |
$6,209,934.94 |
0.11% |
| PIEDMONT NATURAL GAS CO 5.10%, due 02/15/2035 |
|
720186AR6 |
5,800,000 |
$5,790,721.86 |
0.11% |
| TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 |
|
87407RAA4 |
6,750,000 |
$6,292,043.55 |
0.11% |
| TIF Funding II LLC Series 2020-1A, Class A, 2.09%, due 08/20/2045 |
|
872480AA6 |
6,450,500 |
$5,985,658.06 |
0.11% |
| WELLS FARGO & COMPANY Variable rate, due 04/24/2034 |
|
95000U3D3 |
5,920,000 |
$6,037,404.49 |
0.11% |
| ANHEUSER-BUSCH INBEV SA/NV 3.95%, due 03/22/2044 |
BQ9D4B0 |
|
5,020,000 |
$5,636,314.22 |
0.10% |
| BECLE SAB DE CV 2.50%, due 10/14/2031 |
|
07586PAA9 |
7,000,000 |
$5,738,646.20 |
0.10% |
| CIFC Funding Ltd Series 2021-7A, Class A1, Variable rate, due 01/23/2035 |
|
12567HAC6 |
5,610,000 |
$5,618,253.15 |
0.10% |
| Fannie Mae FN FM5397, 3%, due 12/01/2050 |
|
3140X87K7 |
6,005,904 |
$5,346,921.04 |
0.10% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 |
|
32029GAA2 |
11,026,358 |
$5,715,180.76 |
0.10% |
| GNMA G2 MA3662, 3%, due 05/20/2046 |
|
36179SB71 |
6,267,618 |
$5,672,520.17 |
0.10% |
| MORGAN STANLEY Variable rate, due 04/28/2032 |
|
6174468X0 |
6,500,000 |
$5,453,621.23 |
0.10% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 |
|
64971XQW1 |
6,940,000 |
$5,724,792.12 |
0.10% |
| OCP CLO Ltd Series 2014-6A, Class A1R2, Variable rate, due 10/17/2030 |
|
67106BAU1 |
5,622,708 |
$5,628,164.19 |
0.10% |
| UBER TECHNOLOGIES INC 4.80%, due 09/15/2034 |
|
90353TAP5 |
5,810,000 |
$5,731,406.39 |
0.10% |
| WELLS FARGO & COMPANY Variable rate, due 10/30/2030 |
|
95000U2G7 |
5,790,000 |
$5,309,924.64 |
0.10% |
| Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 |
|
00442KAA9 |
11,788,227 |
$4,976,209.20 |
0.09% |
| AMSR Trust Series 2021-SFR3, Class G, 3.804%, due 10/17/2038 |
|
00180UAH8 |
5,000,000 |
$4,706,540.50 |
0.09% |
| AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 |
|
05401AAR2 |
5,256,000 |
$4,899,388.81 |
0.09% |
| BXHPP Trust Series 2021-FILM, Class E, Variable rate, due 08/15/2036 |
|
05609JAQ5 |
5,200,000 |
$4,720,862.12 |
0.09% |
| COX ENTERPRISES INC 7.375%, due 07/15/2027 |
|
224050AE4 |
4,670,000 |
$4,940,789.86 |
0.09% |
| Credit Suisse Mortgage Trust Series 2021-NQM7, Class A1, Variable rate, due 10/25/2066 |
|
12662QAA4 |
5,764,228 |
$4,975,090.70 |
0.09% |
| Fannie Mae FN MA4128, 2%, due 09/01/2040 |
|
31418DSS2 |
5,476,162 |
$4,717,267.97 |
0.09% |
| Freddie Mac FR RA4528, 2.50%, due 02/01/2051 |
|
3133KLA56 |
5,602,636 |
$4,745,404.79 |
0.09% |
| Freddie Mac FR SD7518, 3%, due 06/01/2050 |
|
3132DVK79 |
5,606,495 |
$5,006,278.17 |
0.09% |
| GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 |
|
3622MHAA4 |
8,422,743 |
$4,932,937.22 |
0.09% |
| GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 |
|
362631AC7 |
21,406,942 |
$4,906,158.64 |
0.09% |
| HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
|
44409MAA4 |
5,435,000 |
$4,751,234.08 |
0.09% |
| INVITATION HOMES OP INVH TL A 1L USD |
|
|
4,956,366 |
$4,882,020.21 |
0.09% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2032 |
|
46647PCC8 |
5,955,000 |
$5,220,771.49 |
0.09% |
| Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 |
|
61748BAC8 |
9,272,774 |
$4,745,883.57 |
0.09% |
| NATL GAS TRANSMISSION 4.25%, due 04/05/2030 |
BMB3T48 |
|
4,335,000 |
$4,804,076.93 |
0.09% |
| Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 |
|
86361HAA2 |
6,115,574 |
$5,039,716.41 |
0.09% |
| TENNET HOLDING BV 4.50%, due 10/28/2034 |
BMD5VP7 |
|
4,375,000 |
$5,115,939.03 |
0.09% |
| THE BOEING CO 5.805%, due 05/01/2050 |
|
097023CW3 |
5,400,000 |
$5,229,782.01 |
0.09% |
| WARNERMEDIA HOLDINGS INC 4.279%, due 03/15/2032 |
|
55903VBC6 |
5,435,000 |
$4,958,567.73 |
0.09% |
| American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
|
02660BAA0 |
11,688,332 |
$4,232,982.02 |
0.08% |
| Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 |
|
00075WAP4 |
7,499,984 |
$4,208,035.32 |
0.08% |
| BANK OF AMERICA CORP Variable rate, due 10/24/2031 |
|
06051GJL4 |
5,265,000 |
$4,485,377.44 |
0.08% |
| BLACK HILLS CORP 6.15%, due 05/15/2034 |
|
092113AW9 |
4,000,000 |
$4,282,166.00 |
0.08% |
| BXP Trust Series 2017-GM, Class D, Variable rate, due 06/13/2039 |
|
056083AL2 |
5,000,000 |
$4,651,558.50 |
0.08% |
| Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 |
|
12668AGN9 |
4,922,396 |
$4,582,770.80 |
0.08% |
| Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 |
|
126384AD8 |
8,694,988 |
$4,430,164.18 |
0.08% |
| Fannie Mae FN BE3774, 4%, due 07/01/2047 |
|
3140FPFQ7 |
4,827,140 |
$4,609,511.84 |
0.08% |
| FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 |
|
105756CH1 |
4,330,000 |
$4,298,869.07 |
0.08% |
| Freddie Mac FG G67706, 3.50%, due 12/01/2047 |
|
3132XCR31 |
4,633,134 |
$4,299,471.40 |
0.08% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
|
361841AP4 |
4,779,000 |
$4,527,297.71 |
0.08% |
| Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class D, Variable rate, due 12/10/2040 |
|
38406JAJ7 |
5,080,000 |
$4,175,676.18 |
0.08% |
| MET LIFE GLOB FUNDING I N/C, 3.45%, due 12/18/2026 |
|
59217GBY4 |
4,645,000 |
$4,553,116.79 |
0.08% |
| Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 |
|
61755AAE6 |
5,681,720 |
$4,353,123.51 |
0.08% |
| NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 |
|
64985TBJ9 |
5,140,000 |
$4,525,313.57 |
0.08% |
| PIEDMONT NATURAL GAS CO 5.40%, due 06/15/2033 |
|
720186AQ8 |
4,125,000 |
$4,256,554.13 |
0.08% |
| Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 |
|
74923WAA6 |
5,465,498 |
$4,419,391.21 |
0.08% |
| Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 |
|
762009AD0 |
5,824,545 |
$4,590,275.44 |
0.08% |
| REVVITY INC 2.55%, due 03/15/2031 |
|
714046AH2 |
5,000,000 |
$4,324,719.45 |
0.08% |
| Rockford Tower CLO Ltd Series 2017-3A, Class A, Variable rate, due 10/20/2030 |
|
77341DAA5 |
4,240,000 |
$4,248,203.81 |
0.08% |
| 1375209 BC LTD 9%, due 01/30/2028 |
|
68251PAA5 |
3,870,000 |
$3,878,924.22 |
0.07% |
| BERRY GLOBAL INC 1.57%, due 01/15/2026 |
|
08576PAH4 |
3,948,000 |
$3,813,522.83 |
0.07% |
| CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 |
|
12559NAB5 |
3,967,035 |
$3,852,679.72 |
0.07% |
| CITIGROUP INC Variable rate, due 11/05/2030 |
|
17308CC53 |
4,110,000 |
$3,778,166.86 |
0.07% |
| CODELCO INC 5.125%, due 02/02/2033 |
|
P3143NBP8 |
3,790,000 |
$3,698,268.36 |
0.07% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 |
|
12667GMF7 |
4,426,672 |
$3,967,572.09 |
0.07% |
| DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 |
BMDT375 |
|
4,065,000 |
$3,619,181.58 |
0.07% |
| Fannie Mae FN MA3238, 3.50%, due 01/01/2048 |
|
31418CS47 |
4,032,125 |
$3,733,642.40 |
0.07% |
| Fannie Mae FN MA4158, 2%, due 10/01/2050 |
|
31418DTQ5 |
4,659,588 |
$3,786,390.55 |
0.07% |
| FERRELLGAS LP/FERRELLGAS 5.875%, due 04/01/2029 |
|
315289AC2 |
4,120,000 |
$3,862,781.01 |
0.07% |
| Freddie Mac FR ZS4688, 3%, due 11/01/2046 |
|
3132A5F59 |
4,342,982 |
$3,882,271.95 |
0.07% |
| Life Financial Services Trust Series 2021-BMR, Class F, Variable rate, due 03/15/2038 |
|
53218CAL4 |
3,965,671 |
$3,861,822.51 |
0.07% |
| NGPL PIPECO LLC 4.875%, due 08/15/2027 |
|
62912XAF1 |
3,640,000 |
$3,630,987.51 |
0.07% |
| PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 |
|
72147KAH1 |
4,075,000 |
$3,601,504.56 |
0.07% |
| PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 |
|
693475BU8 |
3,365,000 |
$3,783,952.69 |
0.07% |
| Progress Residential Trust Series 2021-SFR3, Class G, 4.254%, due 05/17/2026 |
|
74333VAQ7 |
4,130,000 |
$4,043,532.67 |
0.07% |
| SLG Office Trust Series 2021-OVA, Class E, 2.85061%, due 07/15/2041 |
|
78449RAL9 |
5,000,000 |
$4,103,141.50 |
0.07% |
| SLG Office Trust Series 2021-OVA, Class F, 2.85061%, due 07/15/2041 |
|
78449RAN5 |
5,000,000 |
$3,955,705.00 |
0.07% |
| Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 |
|
83613AAA0 |
5,578,161 |
$3,957,827.14 |
0.07% |
| Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 |
|
86364RAA7 |
4,440,740 |
$3,719,170.79 |
0.07% |
| TIME WARNER CABLE LLC 5.875%, due 11/15/2040 |
|
88732JAY4 |
4,250,000 |
$3,991,453.16 |
0.07% |
| TMS ISSUER SARL 5.78%, due 08/23/2032 |
|
L53617AA1 |
3,510,000 |
$3,613,299.30 |
0.07% |
| AMERICAN HOMES 4 RENT 3.375%, due 07/15/2051 |
|
02666TAD9 |
4,665,000 |
$3,274,610.19 |
0.06% |
| APPALACHIAN POWER CO 5.65%, due 04/01/2034 |
|
037735DB0 |
3,415,000 |
$3,542,238.39 |
0.06% |
| BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 |
|
05523UAP5 |
3,208,000 |
$3,160,971.88 |
0.06% |
| BERRY GLOBAL INC BERY TL AA 1L USD |
|
|
3,213,228 |
$3,226,755.49 |
0.06% |
| BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
3,500,000 |
$3,456,819.80 |
0.06% |
| CHARTER COMM OPT LLC/CAP 3.90%, due 06/01/2052 |
|
161175CA0 |
4,767,000 |
$3,291,678.86 |
0.06% |
| CITIGROUP INC Variable rate, due 01/25/2033 |
|
17327CAQ6 |
3,917,000 |
$3,457,016.43 |
0.06% |
| COMMSCOPE INC COMM TL B2 1L USD |
LX178454 |
|
3,611,115 |
$3,558,446.72 |
0.06% |
| Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 |
|
12668AJ89 |
4,709,895 |
$3,512,515.16 |
0.06% |
| CPT MORTGAGE TRUST Series 2019-CPT, Class A, 2.865%, due 11/13/2039 |
|
12654YAA7 |
3,500,000 |
$3,108,464.10 |
0.06% |
| CVS HEALTH CORP Variable rate, due 03/10/2055 |
|
126650EH9 |
3,000,000 |
$3,059,551.23 |
0.06% |
| DC Office Trust 2.965%, due 09/15/2045 |
|
23312BAA8 |
3,600,000 |
$3,183,067.08 |
0.06% |
| DELTA AIR LINES 2020-AA 2%, due 06/10/2028 |
|
247361ZV3 |
3,804,121 |
$3,542,990.52 |
0.06% |
| ELO SACA 6%, due 03/22/2029 |
|
F0490QNZ2 |
3,600,000 |
$3,287,255.81 |
0.06% |
| EVERSOURCE ENERGY 5.95%, due 02/01/2029 |
|
30040WAW8 |
3,000,000 |
$3,132,718.05 |
0.06% |
| Fannie Mae FN FM2870, 3%, due 03/01/2050 |
|
3140X6FL0 |
3,484,333 |
$3,111,309.37 |
0.06% |
| Fannie Mae FN MA4598, 2.50%, due 05/01/2052 |
|
31418EDC1 |
4,046,232 |
$3,406,922.26 |
0.06% |
| GRIFOLS SA 3.875%, due 10/15/2028 |
|
E57009AB3 |
3,485,000 |
$3,269,848.92 |
0.06% |
| HEALTHPEAK OP LLC DOC TL GUAR USD |
|
|
3,606,669 |
$3,539,044.24 |
0.06% |
| INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 |
|
461070AS3 |
3,855,000 |
$3,400,010.12 |
0.06% |
| JBS USA/FOOD/FINANCE 4.375%, due 02/02/2052 |
|
46590XAQ9 |
4,340,000 |
$3,475,149.10 |
0.06% |
| JDE PEET'S NV 2.25%, due 09/24/2031 |
|
47216QAC7 |
4,230,000 |
$3,512,900.62 |
0.06% |
| JPMORGAN CHASE & CO Variable rate, due 02/04/2032 |
|
46647PBX3 |
3,855,000 |
$3,270,928.45 |
0.06% |
| Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 |
|
52525BAA0 |
3,885,073 |
$3,568,362.66 |
0.06% |
| LXP INDUSTRIAL TRUST 2.375%, due 10/01/2031 |
|
529537AA0 |
3,852,000 |
$3,192,283.75 |
0.06% |
| Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 |
|
563136AA8 |
3,855,000 |
$3,554,112.62 |
0.06% |
| MODIVCARE INC 5%, due 10/01/2029 |
|
60783XAA2 |
4,466,000 |
$3,122,239.12 |
0.06% |
| Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 |
|
617526AF5 |
5,413,573 |
$3,058,819.36 |
0.06% |
| PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 |
BPX1YQ8 |
|
3,000,000 |
$3,413,615.10 |
0.06% |
| REALTY INCOME CORP 5.125%, due 07/06/2034 |
BPXZM88 |
|
2,920,000 |
$3,498,471.36 |
0.06% |
| SOUTHWESTERN ELEC POWER 5.30%, due 04/01/2033 |
|
845437BU5 |
3,305,000 |
$3,355,969.28 |
0.06% |
| SOUTHWESTERN PUBLIC SERVICE 5.15%, due 06/01/2052 |
|
845743BW2 |
3,480,000 |
$3,337,127.10 |
0.06% |
| TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 |
|
878091BF3 |
3,910,000 |
$3,310,085.81 |
0.06% |
| UNITED MEXICAN STATES 6.35%, due 02/09/2035 |
|
91087BAV2 |
3,000,000 |
$3,063,756.78 |
0.06% |
| UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 |
|
913366KC3 |
4,545,000 |
$3,187,211.24 |
0.06% |
| US BANCORP Variable rate, due 02/01/2034 |
|
91159HJL5 |
3,600,000 |
$3,544,167.86 |
0.06% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2031 |
|
95000U2J1 |
3,795,000 |
$3,407,541.43 |
0.06% |
| AIR LEASE CORP 4.625%, due 10/01/2028 |
|
00912XBF0 |
3,000,000 |
$2,994,188.13 |
0.05% |
| ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 |
|
01882YAC0 |
2,655,000 |
$2,540,844.32 |
0.05% |
| AMCOR FINANCE USA INC 3.625%, due 04/28/2026 |
|
02343UAG0 |
3,000,000 |
$2,955,191.73 |
0.05% |
| AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 |
|
02376UAA3 |
3,097,051 |
$2,995,047.00 |
0.05% |
| AMERICAN ASSETS TRUST LP 6.15%, due 10/01/2034 |
|
02401LAB0 |
2,735,000 |
$2,794,941.68 |
0.05% |
| AMWINS GROUP INC AMWINS TL B 1L USD |
LX192658 |
|
2,875,145 |
$2,891,993.38 |
0.05% |
| AVOLON TLB BORROWER 1 US AVOL TL B 1L USD |
|
|
2,783,364 |
$2,786,843.69 |
0.05% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 |
|
07401NAP4 |
2,775,894 |
$2,643,701.24 |
0.05% |
| BERRY GLOBAL INC 1.65%, due 01/15/2027 |
|
08576PAF8 |
2,809,000 |
$2,640,788.45 |
0.05% |
| CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 |
|
12564UAA4 |
2,581,495 |
$2,581,783.54 |
0.05% |
| Dryden Senior Loan Fund Series 2018-70A, Class B, Variable rate, due 01/16/2032 |
|
26252EAE9 |
2,500,000 |
$2,507,360.72 |
0.05% |
| EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD |
|
|
2,797,117 |
$2,661,638.36 |
0.05% |
| ELEVANCE HEALTH INC 5.20%, due 02/15/2035 |
|
036752BD4 |
2,490,000 |
$2,517,745.10 |
0.05% |
| FARMERS INS EXCH Variable rate, due 11/01/2057 |
|
309601AE2 |
3,495,000 |
$2,916,036.47 |
0.05% |
| Freddie Mac FG G67718, 4%, due 01/01/2049 |
|
3132XCSF3 |
2,764,691 |
$2,641,565.10 |
0.05% |
| Freddie Mac FR SD7511, 3.50%, due 01/01/2050 |
|
3132DVKY0 |
3,011,278 |
$2,786,483.46 |
0.05% |
| FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 |
|
35908MAE0 |
2,666,000 |
$2,879,429.30 |
0.05% |
| GNMA Series 2019-1, Class KD, 3.50%, due 01/20/2049 |
|
38381BZK3 |
3,042,000 |
$2,736,572.86 |
0.05% |
| Hudson Yards Series 2019-30HY, Class D, Variable rate, due 07/10/2039 |
|
44421GAJ2 |
3,537,000 |
$3,023,942.23 |
0.05% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 |
|
456687AD4 |
3,150,556 |
$2,918,427.71 |
0.05% |
| JAZZ FINANCING LUX SARL JAZZ TL B 1L USD |
|
|
2,998,797 |
$3,016,910.04 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2029 |
|
46647PAR7 |
2,625,000 |
$2,573,505.03 |
0.05% |
| KEDRION SPA 6.50%, due 09/01/2029 |
|
49272YAB9 |
2,780,000 |
$2,649,868.20 |
0.05% |
| LONZA FINANCE INTL NV 3.875%, due 04/24/2036 |
|
B5S9JXAC9 |
2,260,000 |
$2,514,312.34 |
0.05% |
| MODIVCARE INC MODV TL B 1L USD |
|
|
2,974,137 |
$2,860,762.91 |
0.05% |
| MSD NETHERLANDS CAPITAL 3.70%, due 05/30/2044 |
|
N59340AC8 |
2,520,000 |
$2,835,475.15 |
0.05% |
| ONCOR ELECTRIC DELIVERY 4.95%, due 09/15/2052 |
|
68233JCM4 |
2,820,000 |
$2,697,279.13 |
0.05% |
| Onslow Bay Financial LLC Series 2021-NQM2, Class A1, Variable rate, due 05/25/2061 |
|
670857AA9 |
3,706,672 |
$3,016,637.74 |
0.05% |
| PERNOD RICARD SA 3.625%, due 05/07/2034 |
|
F7202GAP4 |
2,500,000 |
$2,712,751.28 |
0.05% |
| REPUBLIC OF PANAMA 3.16%, due 01/23/2030 |
|
698299BK9 |
3,148,000 |
$2,714,957.34 |
0.05% |
| ROMANIA N/C, 3%, due 02/14/2031 |
BMVVYM5 |
|
3,000,000 |
$2,513,771.26 |
0.05% |
| RTE RESEAU DE TRANSPORT 3.50%, due 04/30/2033 |
|
F7686GAD6 |
2,500,000 |
$2,701,666.33 |
0.05% |
| SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 |
|
78413KAB8 |
3,500,000 |
$2,693,827.64 |
0.05% |
| SUEZ 2.875%, due 05/24/2034 |
|
F9155XNG6 |
2,600,000 |
$2,623,568.98 |
0.05% |
| THE MICHAELS COS INC 7.875%, due 05/01/2029 |
|
55916AAB0 |
5,035,000 |
$3,025,502.30 |
0.05% |
| UNITED MEXICAN STATES 2.659%, due 05/24/2031 |
|
91087BAM2 |
3,016,000 |
$2,537,417.45 |
0.05% |
| UNITED MEXICAN STATES 4.875%, due 05/19/2033 |
|
91087BAT7 |
2,756,000 |
$2,575,704.88 |
0.05% |
| UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 |
|
913903AZ3 |
2,630,000 |
$2,493,511.89 |
0.05% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 |
|
92926SAD8 |
7,547,566 |
$2,836,861.35 |
0.05% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2026 |
|
95000U2K8 |
2,520,000 |
$2,508,105.47 |
0.05% |
| ACRISURE LLC ACRISU TL B6 1L USD |
|
|
2,009,056 |
$2,019,603.25 |
0.04% |
| AMPRION GMBH 0.625%, due 09/23/2033 |
|
D03614AR1 |
2,500,000 |
$2,131,271.85 |
0.04% |
| APPALACHIAN POWER CO 3.70%, due 05/01/2050 |
|
037735CY1 |
3,000,000 |
$2,234,825.16 |
0.04% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAP5 |
4,021,000 |
$2,315,854.74 |
0.04% |
| ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 |
|
04685A3G4 |
2,605,000 |
$2,389,752.08 |
0.04% |
| ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 |
|
04685A3L3 |
2,145,000 |
$2,054,000.50 |
0.04% |
| BAYER US FINANCE II LLC 4.875%, due 06/25/2048 |
|
07274NAQ6 |
2,540,000 |
$2,116,363.99 |
0.04% |
| BECTON DICKINSON & CO 3.734%, due 12/15/2024 |
|
075887BF5 |
2,107,000 |
$2,106,284.69 |
0.04% |
| BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 |
BMHRN97 |
|
2,285,000 |
$2,173,792.15 |
0.04% |
| CATALENT PHARMA SOLUTIONS 2.375%, due 03/01/2028 |
|
U1478NAJ6 |
2,130,000 |
$2,222,029.95 |
0.04% |
| CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 |
|
12555VAA3 |
2,315,340 |
$2,085,884.95 |
0.04% |
| CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 |
|
12556FAA7 |
2,543,836 |
$2,346,751.69 |
0.04% |
| COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 |
|
P3699PGM3 |
2,200,000 |
$2,282,500.00 |
0.04% |
| CSC HOLDINGS LLC 11.75%, due 01/31/2029 |
|
126307BN6 |
2,405,000 |
$2,408,304.47 |
0.04% |
| CVS HEALTH CORP 5.125%, due 07/20/2045 |
|
126650CN8 |
2,226,000 |
$2,025,471.48 |
0.04% |
| DUKE ENERGY CAROLINAS 5.35%, due 01/15/2053 |
|
26442CBK9 |
2,375,000 |
$2,403,744.82 |
0.04% |
| DUKE ENERGY CORP 3.75%, due 04/01/2031 |
BMDLQD8 |
|
2,000,000 |
$2,172,788.44 |
0.04% |
| DUKE ENERGY CORP 3.85%, due 06/15/2034 |
BMY29L9 |
|
2,000,000 |
$2,153,388.93 |
0.04% |
| EUROGRID GMBH 0.741%, due 04/21/2033 |
|
D25727AJ3 |
2,400,000 |
$2,090,412.64 |
0.04% |
| Fannie Mae FN AL8825, 3.50%, due 06/01/2046 |
|
3138ETYX8 |
2,141,094 |
$1,985,341.23 |
0.04% |
| Fannie Mae FN CA1182, 3.50%, due 02/01/2048 |
|
3140Q8J48 |
2,298,130 |
$2,121,807.80 |
0.04% |
| Fannie Mae FN CA3633, 3.50%, due 06/01/2049 |
|
3140QBBB3 |
2,444,227 |
$2,263,289.88 |
0.04% |
| FARMERS EXCHANGE CAP II Variable rate, due 11/01/2053 |
|
30958PAA1 |
2,200,000 |
$2,153,081.70 |
0.04% |
| FERRELLGAS LP/FERRELLGAS 5.375%, due 04/01/2026 |
|
315289AA6 |
2,100,000 |
$2,077,932.79 |
0.04% |
| Freddie Mac FR ZS4667, 3%, due 06/01/2046 |
|
3132A5FG5 |
2,622,458 |
$2,345,901.33 |
0.04% |
| GNMA G2 MA4322, 4%, due 03/20/2047 |
|
36179SYT8 |
2,398,124 |
$2,298,046.58 |
0.04% |
| GNMA G2 MA4382, 3.50%, due 04/20/2047 |
|
36179S2P1 |
2,554,156 |
$2,372,177.56 |
0.04% |
| HEALTHPEAK OP LLC DOC TL DD GUAR USD |
|
|
2,484,652 |
$2,441,170.13 |
0.04% |
| HSBC HOLDINGS PLC Variable rate, due 09/22/2028 |
|
404280CL1 |
2,310,000 |
$2,140,260.25 |
0.04% |
| HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 |
|
44409MAB2 |
2,515,000 |
$1,988,871.30 |
0.04% |
| HUNGARY N/C, 2.125%, due 09/22/2031 |
|
445545AM8 |
2,630,000 |
$2,134,018.83 |
0.04% |
| ICAHN ENTERPRISES/FIN 9%, due 06/15/2030 |
|
451102CJ4 |
2,459,000 |
$2,452,818.57 |
0.04% |
| IMPERIAL BRANDS FIN PLC 3.50%, due 07/26/2026 |
|
45262BAB9 |
2,295,000 |
$2,248,746.75 |
0.04% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 |
|
456612AC4 |
2,688,758 |
$2,318,404.78 |
0.04% |
| INVITATION HOMES OPERATING 5.50%, due 08/15/2033 |
|
46188BAF9 |
1,960,000 |
$2,004,924.60 |
0.04% |
| JBS USA/FOOD/FINANCE 6.50%, due 12/01/2052 |
|
46590XAX4 |
1,970,000 |
$2,120,571.04 |
0.04% |
| KEYSPAN GAS EAST CORP 5.994%, due 03/06/2033 |
|
49338CAD5 |
2,180,000 |
$2,265,702.93 |
0.04% |
| Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 |
|
52523DAC4 |
2,481,643 |
$2,138,611.71 |
0.04% |
| MASTR Asset Backed Securities Trust Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 |
|
55291KAB3 |
6,733,266 |
$2,298,125.60 |
0.04% |
| Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 |
|
59024JAA4 |
2,541,352 |
$2,323,852.12 |
0.04% |
| MONDELEZ INTERNATIONAL 0.75%, due 03/17/2033 |
|
U6100RDC4 |
2,660,000 |
$2,348,916.74 |
0.04% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
|
61750SAD4 |
5,115,244 |
$2,248,783.99 |
0.04% |
| NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 |
|
64966MYR4 |
2,285,000 |
$2,186,199.80 |
0.04% |
| PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
|
69370PAH4 |
2,504,000 |
$2,272,067.98 |
0.04% |
| REALTY INCOME CORP 4.875%, due 07/06/2030 |
|
756109BU7 |
1,700,000 |
$1,954,066.55 |
0.04% |
| REPUBLIC OF COLOMBIA 8%, due 04/20/2033 |
|
195325EF8 |
2,000,000 |
$2,104,911.96 |
0.04% |
| REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 |
|
P5015VAM8 |
2,800,000 |
$2,332,214.42 |
0.04% |
| REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 |
|
P5015VAP1 |
2,000,000 |
$1,942,645.44 |
0.04% |
| REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 |
|
P75744AJ4 |
2,485,000 |
$2,420,871.38 |
0.04% |
| REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 |
|
718286CJ4 |
2,500,000 |
$2,222,343.77 |
0.04% |
| Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 |
|
75116FBH1 |
2,607,995 |
$2,134,516.33 |
0.04% |
| SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 |
|
78445CAD4 |
2,260,040 |
$2,259,092.98 |
0.04% |
| SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 |
|
78447KAC6 |
2,090,372 |
$2,034,374.24 |
0.04% |
| THE CIGNA GROUP 3.40%, due 03/01/2027 |
|
125523CB4 |
2,000,000 |
$1,952,226.66 |
0.04% |
| THE EAST OHIO GAS CO 2%, due 06/15/2030 |
|
27409LAC7 |
2,765,000 |
$2,411,129.96 |
0.04% |
| WELLS FARGO & COMPANY Variable rate, due 03/02/2033 |
|
95000U2U6 |
2,425,000 |
$2,184,982.59 |
0.04% |
| WORLDLINE SA/FRANCE Convertible, 0%, due 07/30/2026 |
|
F9867TAJ2 |
20,875 |
$2,190,464.02 |
0.04% |
| AIR LEASE CORP 3.25%, due 03/01/2025 |
|
00912XBA1 |
1,890,000 |
$1,882,426.57 |
0.03% |
| Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 |
|
00969PAA1 |
1,699,854 |
$1,629,891.70 |
0.03% |
| ANNINGTON FUNDING PLC 2.308%, due 10/06/2032 |
BMCKV42 |
|
1,700,000 |
$1,699,244.38 |
0.03% |
| AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 |
|
05401AAH4 |
1,755,000 |
$1,746,150.92 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 02/04/2033 |
|
06051GKK4 |
2,020,000 |
$1,782,788.37 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 04/29/2031 |
|
06051GJB6 |
2,000,000 |
$1,793,091.40 |
0.03% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
|
07400HAA1 |
1,933,735 |
$1,739,158.98 |
0.03% |
| BENGAL DEBT MERGER SUB L PEP TL 1L USD |
LX202253 |
|
2,565,903 |
$1,818,288.35 |
0.03% |
| BOEING CO 4.875%, due 05/01/2025 |
|
097023CT0 |
1,610,000 |
$1,608,645.70 |
0.03% |
| BON SECOURS MERCY 2.095%, due 06/01/2031 |
|
09778PAB1 |
2,105,000 |
$1,796,687.89 |
0.03% |
| CATALENT PHARMA SOLUTION CTLT TL B3 1L USD |
|
|
1,594,697 |
$1,595,757.35 |
0.03% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
1,845,000 |
$1,793,611.58 |
0.03% |
| CHEMOURS CO CC TL B2 1L USD |
|
|
1,809,673 |
$1,823,996.34 |
0.03% |
| CRSO Trust Series 2023-BRND, Class B, Variable rate, due 07/10/2040 |
|
228925AG8 |
1,700,000 |
$1,772,168.57 |
0.03% |
| CVS HEALTH CORP 5.05%, due 03/05/2048 |
|
126650CZ1 |
2,095,000 |
$1,867,702.98 |
0.03% |
| DOMINION ENERGY INC 3.30%, due 03/15/2025 |
|
25746UDE6 |
1,695,000 |
$1,687,842.03 |
0.03% |
| FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 |
|
3136A7N65 |
1,533,263 |
$1,447,168.05 |
0.03% |
| FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 |
|
30958QAA9 |
1,770,000 |
$1,634,287.20 |
0.03% |
| FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 |
|
309588AC5 |
1,650,000 |
$1,732,131.62 |
0.03% |
| Freddie Mac FG G61748, 3.50%, due 11/01/2048 |
|
31335B5H5 |
1,652,970 |
$1,532,487.31 |
0.03% |
| Freddie Mac FG G67717, 4%, due 11/01/2048 |
|
3132XCSE6 |
1,785,773 |
$1,709,171.45 |
0.03% |
| Freddie Mac FR SD8107, 2.50%, due 11/01/2050 |
|
3132DWAG8 |
1,884,877 |
$1,599,965.86 |
0.03% |
| Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 |
|
3132ACS27 |
1,887,010 |
$1,747,321.30 |
0.03% |
| GRIFOLS SA 7.50%, due 05/01/2030 |
BRXM9H1 |
|
1,335,000 |
$1,470,232.87 |
0.03% |
| HAH GROUP HOLDING CO LLC 9.75%, due 10/01/2031 |
|
40518JAA7 |
1,500,000 |
$1,528,675.17 |
0.03% |
| HCA INC 3.125%, due 03/15/2027 |
|
404119CH0 |
1,750,000 |
$1,691,150.04 |
0.03% |
| HEALTHPEAK OP LLC DOC TL DD GUAR USD |
|
|
1,667,079 |
$1,639,988.48 |
0.03% |
| HSBC HOLDINGS PLC Variable rate, due 06/04/2026 |
|
404280CG2 |
1,830,000 |
$1,805,728.66 |
0.03% |
| ICAHN ENTERPRISES/FIN 9.75%, due 01/15/2029 |
|
451102CF2 |
1,845,000 |
$1,900,722.69 |
0.03% |
| Intelsat S.A. |
1991211D.LX |
L5217E120 |
59,835 |
$1,822,484.36 |
0.03% |
| INTERSTATE POWER & LIGHT 5.70%, due 10/15/2033 |
|
461070AU8 |
1,450,000 |
$1,521,061.60 |
0.03% |
| JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 |
|
476556DC6 |
1,750,000 |
$1,741,493.79 |
0.03% |
| JPMORGAN CHASE & CO Variable rate, due 02/04/2027 |
|
46647PBW5 |
1,895,000 |
$1,817,886.39 |
0.03% |
| JPMORGAN CHASE & CO Variable rate, due 11/19/2026 |
|
46647PBT2 |
1,650,000 |
$1,596,159.46 |
0.03% |
| KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 |
|
48126PAA0 |
2,200,000 |
$1,884,857.70 |
0.03% |
| Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 |
|
52525BAC6 |
1,939,738 |
$1,723,231.95 |
0.03% |
| LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 |
|
529043AE1 |
1,605,000 |
$1,411,066.57 |
0.03% |
| MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 |
|
576000XM0 |
1,845,000 |
$1,664,621.91 |
0.03% |
| MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 |
|
59217GFP9 |
1,380,000 |
$1,406,653.75 |
0.03% |
| MIDAMERICAN ENERGY CO 5.85%, due 09/15/2054 |
|
595620AY1 |
1,605,000 |
$1,740,895.24 |
0.03% |
| MKT 2020-525M Mortgage Trust Series 2020-525M, Class D, Variable rate, due 02/12/2040 |
|
55316PAJ6 |
2,719,000 |
$1,841,798.13 |
0.03% |
| MVM ENERGETIKA ZRT 6.50%, due 03/13/2031 |
|
X5T03SAD9 |
1,500,000 |
$1,532,893.50 |
0.03% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 |
|
63861VAF4 |
1,550,000 |
$1,488,048.34 |
0.03% |
| NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 |
|
638671AJ6 |
1,525,000 |
$1,525,006.94 |
0.03% |
| NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 |
|
646140DU4 |
2,000,000 |
$1,738,044.20 |
0.03% |
| REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 |
|
455780DR4 |
1,500,000 |
$1,488,735.50 |
0.03% |
| REPUBLIC OF PERU 3%, due 01/15/2034 |
|
715638DU3 |
2,000,000 |
$1,679,391.50 |
0.03% |
| REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 |
|
836205BC7 |
1,550,000 |
$1,514,107.81 |
0.03% |
| REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 06/22/2030 |
|
836205AY0 |
1,759,000 |
$1,739,860.32 |
0.03% |
| STRYKER CORP 3.375%, due 09/11/2032 |
BP4YD58 |
|
1,460,000 |
$1,589,485.71 |
0.03% |
| TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 |
|
878091BD8 |
1,790,000 |
$1,685,708.98 |
0.03% |
| TENNET HOLDING BV 2.75%, due 05/17/2042 |
BN4CF52 |
|
1,590,000 |
$1,536,570.74 |
0.03% |
| T-MOBILE USA INC 3.75%, due 04/15/2027 |
|
87264ABD6 |
1,415,000 |
$1,389,756.21 |
0.03% |
| UNITED MEXICAN STATES 4.75%, due 04/27/2032 |
|
91087BAK6 |
1,700,000 |
$1,603,197.72 |
0.03% |
| VENTURE GLOBAL LNG INC 7%, due 01/15/2030 |
|
92332YAE1 |
1,461,000 |
$1,504,202.03 |
0.03% |
| VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 |
|
92564RAE5 |
1,570,000 |
$1,474,770.08 |
0.03% |
| VONOVIA SE 0.75%, due 09/01/2032 |
|
D9581TAL4 |
1,800,000 |
$1,554,399.00 |
0.03% |
| WORLDLINE SA/FRANCE Convertible, 0%, due 07/30/2025 |
|
F9867TBD4 |
12,349 |
$1,810,425.40 |
0.03% |
| ZAYO GROUP HOLDINGS INC ZAYO TL 1L USD |
LX204417 |
|
1,776,519 |
$1,712,492.82 |
0.03% |
| 1011778 BC ULC BCULC TL B5 1L USD |
LX235201 |
|
1,143,406 |
$1,143,812.40 |
0.02% |
| ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 |
|
00737WAA7 |
1,109,000 |
$1,095,127.19 |
0.02% |
| AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 |
|
00774MAC9 |
1,000,000 |
$998,479.68 |
0.02% |
| AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 |
|
00774MAG0 |
1,296,000 |
$1,293,125.58 |
0.02% |
| AIR LEASE CORP 3.375%, due 07/01/2025 |
|
00914AAH5 |
940,000 |
$932,706.81 |
0.02% |
| ALPHA GENERATION LLC ALPGEN TL B 1L USD |
|
|
1,165,343 |
$1,176,996.85 |
0.02% |
| AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 |
|
081437AT2 |
1,000,000 |
$891,153.37 |
0.02% |
| American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
|
02660TGN7 |
1,289,615 |
$1,183,062.84 |
0.02% |
| ANNINGTON FUNDING PLC 3.685%, due 07/12/2034 |
|
G0390PAE5 |
900,000 |
$960,519.89 |
0.02% |
| ARCHROCK PARTNERS LP/FIN 6.625%, due 09/01/2032 |
|
03959KAD2 |
1,030,000 |
$1,050,232.29 |
0.02% |
| ASURION LLC ASUCOR TL B8 1L USD |
LX191415 |
|
1,374,326 |
$1,376,264.13 |
0.02% |
| BANK OF AMERICA CORP Variable rate, due 10/20/2032 |
|
06051GKD0 |
1,195,000 |
$1,034,642.96 |
0.02% |
| BAT CAPITAL CORP 2.726%, due 03/25/2031 |
|
05526DBS3 |
1,400,000 |
$1,237,384.30 |
0.02% |
| BAUSCH + LOMB CORP BLCOCN TL 1L USD |
|
|
845,897 |
$851,319.18 |
0.02% |
| BAYER US FINANCE II LLC 4.40%, due 07/15/2044 |
|
07274NBF9 |
1,750,000 |
$1,371,156.62 |
0.02% |
| BELRON FINANCE 2019 LLC BELRON TL B 1L USD |
LX247576 |
|
928,600 |
$942,877.45 |
0.02% |
| BERKSHIRE HATHAWAY FINANCE 2%, due 03/18/2034 |
BPQG136 |
|
1,000,000 |
$978,134.63 |
0.02% |
| BERRY GLOBAL INC 4.875%, due 07/15/2026 |
|
085770AA3 |
989,000 |
$988,781.23 |
0.02% |
| BERRY GLOBAL INC 5.65%, due 01/15/2034 |
|
08576PAP6 |
1,005,000 |
$1,034,896.16 |
0.02% |
| BLACKSTONE PP EUR HOLD 1%, due 05/04/2028 |
|
L1051PAG2 |
1,270,000 |
$1,237,879.40 |
0.02% |
| BXP Trust Series 2017-CC, Class D, Variable rate, due 08/13/2037 |
|
05607CAL3 |
1,440,000 |
$1,267,808.69 |
0.02% |
| CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 |
|
161175BX1 |
1,410,000 |
$1,148,340.58 |
0.02% |
| CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 |
|
161175BM5 |
1,471,000 |
$1,366,831.94 |
0.02% |
| CLEARWATER PAPER CORP 4.75%, due 08/15/2028 |
|
18538RAJ2 |
1,350,000 |
$1,270,755.00 |
0.02% |
| Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 |
|
02150MAA3 |
2,515,318 |
$1,321,068.66 |
0.02% |
| CVS HEALTH CORP 1.75%, due 08/21/2030 |
|
126650DN7 |
1,225,000 |
$1,027,060.71 |
0.02% |
| CVS HEALTH CORP 4.78%, due 03/25/2038 |
|
126650CY4 |
1,160,000 |
$1,064,551.92 |
0.02% |
| CVS HEALTH CORP 5.30%, due 06/01/2033 |
|
126650DY3 |
906,000 |
$904,238.83 |
0.02% |
| DEERFIELD DAKOTA HOLDING DUFPHE TL B 1L USD |
|
|
1,379,580 |
$1,350,264.06 |
0.02% |
| E.ON SE N/C, 3.50%, due 10/26/2037 |
|
D249146R5 |
1,000,000 |
$1,077,026.11 |
0.02% |
| ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 |
|
26828VAA4 |
1,148,231 |
$1,147,961.26 |
0.02% |
| ELIA GROUP SA/NV 3.875%, due 06/11/2031 |
|
B3S09JAB7 |
1,100,000 |
$1,188,766.30 |
0.02% |
| ELIA TRANSMISSION BELGIUM 3.75%, due 01/16/2036 |
|
B35657AH6 |
1,200,000 |
$1,319,839.94 |
0.02% |
| Exeter Automobile Receivables Trust Series 2021-4A, Class R, 0%, due 12/15/2033 |
|
30165JAN6 |
10,000 |
$1,085,893.40 |
0.02% |
| EXTRA SPACE STORAGE LP 2.20%, due 10/15/2030 |
|
30225VAP2 |
1,135,000 |
$985,564.82 |
0.02% |
| Fannie Mae FN AS0225, 4%, due 08/01/2043 |
|
3138W9HB9 |
861,328 |
$830,164.32 |
0.02% |
| Fannie Mae FN AS3134, 3.50%, due 08/01/2044 |
|
3138WCPU1 |
1,074,648 |
$1,000,911.99 |
0.02% |
| Fannie Mae FN BM5585, 3%, due 11/01/2048 |
|
3140JAF37 |
1,462,318 |
$1,309,932.64 |
0.02% |
| Fannie Mae FN MA4379, 2.50%, due 07/01/2051 |
|
31418D2M3 |
1,158,467 |
$981,823.07 |
0.02% |
| FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 |
|
3136A4GN3 |
1,359,305 |
$1,277,189.16 |
0.02% |
| FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 |
|
38381CAE2 |
1,302,000 |
$1,372,439.50 |
0.02% |
| FIRSTENERGY PENN ELECTRIC 4%, due 04/15/2025 |
|
591894CB4 |
830,000 |
$826,745.41 |
0.02% |
| Freddie Mac FG G08715, 3%, due 07/01/2046 |
|
3128MJYM6 |
1,229,774 |
$1,101,072.88 |
0.02% |
| Freddie Mac FG G60038, 3.50%, due 01/01/2044 |
|
31335ABF4 |
1,071,212 |
$1,004,728.62 |
0.02% |
| Freddie Mac FG G67707, 3.50%, due 01/01/2048 |
|
3132XCR49 |
1,134,316 |
$1,051,393.93 |
0.02% |
| Freddie Mac FG G67714, 4%, due 07/01/2048 |
|
3132XCSB2 |
1,302,539 |
$1,246,665.47 |
0.02% |
| Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 |
|
3132ACJW1 |
1,294,280 |
$1,198,469.37 |
0.02% |
| Freddie Mac FR ZT1703, 4%, due 01/01/2049 |
|
3132AD3L0 |
913,689 |
$871,929.16 |
0.02% |
| GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 |
|
36321PAD2 |
1,393,722 |
$1,217,592.20 |
0.02% |
| GMAC Mortgage Corporation Loan Trust Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 |
|
36185MDN9 |
1,175,564 |
$966,984.76 |
0.02% |
| GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 |
|
36185MEE8 |
985,324 |
$867,492.42 |
0.02% |
| GNMA Series 2024-30, Class CF, Variable rate, due 02/20/2054 |
|
38384JQR8 |
922,406 |
$927,469.92 |
0.02% |
| GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD |
LX183733 |
|
1,187,185 |
$1,170,772.00 |
0.02% |
| HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 |
|
42225UAG9 |
1,300,000 |
$1,184,194.71 |
0.02% |
| HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 |
|
42225UAK0 |
895,000 |
$858,615.22 |
0.02% |
| HSBC HOLDINGS PLC Variable rate, due 06/09/2028 |
|
404280DF3 |
1,215,000 |
$1,211,731.63 |
0.02% |
| HSBC HOLDINGS PLC Variable rate, due 08/17/2029 |
|
404280CV9 |
1,445,000 |
$1,312,206.73 |
0.02% |
| HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 |
|
44409MAC0 |
1,255,000 |
$898,689.82 |
0.02% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 |
|
45660LRX9 |
1,124,894 |
$906,936.81 |
0.02% |
| INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 |
|
459506AS0 |
1,235,000 |
$862,626.42 |
0.02% |
| INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 |
|
459506AE1 |
1,480,000 |
$1,214,734.26 |
0.02% |
| JOHNSON & JOHNSON 3.55%, due 06/01/2044 |
|
YX0783176 |
1,200,000 |
$1,359,273.70 |
0.02% |
| JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 |
|
46628LAA6 |
1,184,930 |
$829,707.84 |
0.02% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2029 |
|
46647PCJ3 |
1,445,000 |
$1,325,140.92 |
0.02% |
| KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 |
|
Y44709AF3 |
1,383,000 |
$1,372,696.31 |
0.02% |
| MEDTRONIC GLOBAL HLDINGS 3.375%, due 10/15/2034 |
BQV3QW3 |
|
860,000 |
$935,438.62 |
0.02% |
| MEDTRONIC INC 3.65%, due 10/15/2029 |
|
YX3905172 |
980,000 |
$1,079,947.86 |
0.02% |
| MILANO ACQUISITION CORP MILACQ TL 1L USD |
LX189433 |
|
1,108,707 |
$1,083,761.33 |
0.02% |
| NATL GRID ELECT TRANS 0.823%, due 07/07/2032 |
|
G6374WDK0 |
1,000,000 |
$897,958.02 |
0.02% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 |
|
64971XER5 |
970,000 |
$930,828.68 |
0.02% |
| NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 |
|
64952GAT5 |
1,665,000 |
$1,291,010.36 |
0.02% |
| NISOURCE INC 5.40%, due 06/30/2033 |
|
65473PAP0 |
1,080,000 |
$1,106,755.52 |
0.02% |
| PAPA JOHN'S INTERNATIONAL 3.875%, due 09/15/2029 |
|
698813AA0 |
1,190,000 |
$1,095,370.02 |
0.02% |
| PLAZE INC PLAZEI TL B 1L USD |
|
|
1,491,875 |
$1,373,830.39 |
0.02% |
| QUARTZ ACQUIRECO LLC XM TL B 1L USD |
|
|
834,327 |
$840,063.46 |
0.02% |
| REGENERON PHARMACEUTICALS 1.75%, due 09/15/2030 |
|
75886FAE7 |
1,510,000 |
$1,275,482.46 |
0.02% |
| RENAISSANCE HOLDINGS COR RLRN TL B 1L USD |
|
|
949,207 |
$949,206.77 |
0.02% |
| REPUBLIC OF COLOMBIA 3%, due 01/30/2030 |
|
195325DR3 |
1,485,000 |
$1,259,461.84 |
0.02% |
| REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 |
|
195325DS1 |
1,200,000 |
$978,141.27 |
0.02% |
| ROMANIA N/C, 6.375%, due 01/30/2034 |
|
X7360WCT7 |
1,000,000 |
$997,012.50 |
0.02% |
| ROMANIA N/C, 6.625%, due 02/17/2028 |
|
77586RAQ3 |
1,250,000 |
$1,284,940.63 |
0.02% |
| SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 |
|
80281LAR6 |
995,000 |
$944,808.36 |
0.02% |
| SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 |
|
80281LAQ8 |
1,440,000 |
$1,371,271.63 |
0.02% |
| SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 |
|
80281LAM7 |
930,000 |
$907,777.33 |
0.02% |
| SHOWTIME ACQUISITION LLC SHOACQ TL B 1L USD |
|
|
1,156,974 |
$1,163,481.49 |
0.02% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
|
86359LTG4 |
1,261,528 |
$1,014,961.95 |
0.02% |
| THE BOEING CO 6.528%, due 05/01/2034 |
|
097023DL6 |
855,000 |
$914,065.92 |
0.02% |
| TK ELEVATOR US NEWCO INC 5.25%, due 07/15/2027 |
|
92537RAA7 |
1,080,000 |
$1,065,032.46 |
0.02% |
| TRANSDIGM INC TDG TL I 1L USD |
|
|
1,018,609 |
$1,023,524.02 |
0.02% |
| UNITED NATURAL FOODS INC UNFI TL B 1L USD |
|
|
1,155,469 |
$1,177,422.94 |
0.02% |
| VENTAS REALTY LP 2.65%, due 01/15/2025 |
|
92277GAT4 |
1,000,000 |
$997,506.05 |
0.02% |
| VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 |
|
92564RAL9 |
1,000,000 |
$953,442.80 |
0.02% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 |
|
92926SAC0 |
3,522,198 |
$1,322,583.76 |
0.02% |
| WILLIAM MORRIS ENDEAVOR EN WMMORR TL B1 1L USD |
|
|
953,698 |
$956,081.79 |
0.02% |
| XCEL ENERGY INC 4.80%, due 09/15/2041 |
|
98389BAN0 |
1,505,000 |
$1,364,727.47 |
0.02% |
| XEROX CORPORATION XRXCRP TL 1L USD |
|
|
876,600 |
$878,791.20 |
0.02% |
| AI AQUA MERGER SUB INC CULLHO TL B 1L USD |
|
|
431,344 |
$433,873.49 |
0.01% |
| AI AQUA MERGER SUB INC CULLHO TL B 1L USD |
|
|
505,449 |
$508,413.66 |
0.01% |
| AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 |
|
00908PAA5 |
519,600 |
$486,393.97 |
0.01% |
| AIR LEASE CORP 2.30%, due 02/01/2025 |
|
00914AAF9 |
360,000 |
$358,520.96 |
0.01% |
| ALCON FINANCE CORP 2.75%, due 09/23/2026 |
|
01400EAA1 |
525,000 |
$508,639.16 |
0.01% |
| ALEXANDRIA REAL ESTATE EQUITIES 4.50%, due 07/30/2029 |
|
015271AG4 |
612,000 |
$605,086.53 |
0.01% |
| ALLIANCE LAUNDRY SYSTEMS ALH TL B 1L USD |
|
|
768,590 |
$777,306.00 |
0.01% |
| ALPHA GENERATION LLC 6.75%, due 10/15/2032 |
|
02073LAA9 |
650,000 |
$660,903.75 |
0.01% |
| ALTICE FRANCE SA SFRFP TL B14-EXT 1L USD |
|
|
687,243 |
$567,318.91 |
0.01% |
| AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 |
|
02401LAA2 |
500,000 |
$444,068.82 |
0.01% |
| AMPRION GMBH 4%, due 05/21/2044 |
|
D03614BL3 |
500,000 |
$558,894.23 |
0.01% |
| ANNINGTON FUNDING PLC 4.75%, due 08/09/2033 |
|
G0390PAH8 |
650,000 |
$760,301.92 |
0.01% |
| ARCHES BUYER INC ACOM TL 1L USD |
|
|
346,227 |
$339,999.80 |
0.01% |
| ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 |
|
03969AAN0 |
760,000 |
$661,929.60 |
0.01% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAR1 |
1,050,000 |
$604,737.00 |
0.01% |
| ARTERA SERVICES LLC 8.50%, due 02/15/2031 |
|
04302XAA2 |
690,000 |
$686,700.42 |
0.01% |
| ASURION LLC Variable rate, due 01/14/2029 |
LX196395 |
|
300,000 |
$292,062.00 |
0.01% |
| AVOLON HOLDINGS FNDG LTD 3.25%, due 02/15/2027 |
|
05401AAJ0 |
670,000 |
$645,471.76 |
0.01% |
| BALCAN INNOVATIONS INC BALPLA TL B 1L USD |
|
|
649,421 |
$652,668.02 |
0.01% |
| Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 |
|
05969KBB8 |
287,866 |
$286,446.84 |
0.01% |
| BARRACUDA NETWORKS INC CUDA TL 1L USD |
|
|
512,766 |
$479,056.59 |
0.01% |
| BAYER US FINANCE II LLC 2.85%, due 04/15/2025 |
|
07274NAX1 |
625,000 |
$618,552.46 |
0.01% |
| BAYER US FINANCE II LLC 4.625%, due 06/25/2038 |
|
07274NAN3 |
815,000 |
$713,565.41 |
0.01% |
| BCPE NORTH STAR US HOLDC BCPENO TL 1L USD |
|
|
436,902 |
$415,059.05 |
0.01% |
| BOOST NEWCO BORROWER LLC WRLDPY TL B 1L USD |
LX236655 |
|
355,651 |
$359,714.09 |
0.01% |
| CCI BUYER INC CONCEL TL B 1L USD |
|
|
607,108 |
$611,551.79 |
0.01% |
| CCO HLDGS LLC/CAP CORP 4.25%, due 02/01/2031 |
|
1248EPCK7 |
635,000 |
$573,546.16 |
0.01% |
| CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 |
|
1248EPCD3 |
490,000 |
$461,034.88 |
0.01% |
| CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 |
|
161175AY0 |
340,000 |
$339,769.58 |
0.01% |
| CITY BREWING CO LLC CTYBRW PIK-TERM 1L USD |
|
|
1,036,020 |
$414,407.89 |
0.01% |
| CITY BREWING CO LLC CTYBRW TL 1L USD |
|
|
688,128 |
$516,096.26 |
0.01% |
| CORNERSTONE GENERATION L LGHTGN TL B 1L USD |
LX249762 |
|
402,866 |
$406,936.56 |
0.01% |
| CSC HOLDINGS LLC 5.75%, due 01/15/2030 |
|
126307BA4 |
1,280,000 |
$760,797.31 |
0.01% |
| CSC HOLDINGS LLC CSCHLD TL B 1L USD |
LX183042 |
|
514,685 |
$476,083.44 |
0.01% |
| CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 |
|
12658QAA0 |
553,407 |
$427,430.22 |
0.01% |
| CUBESMART LP 4.375%, due 02/15/2029 |
|
22966RAE6 |
750,000 |
$737,655.23 |
0.01% |
| CVS HEALTH CORP 6.05%, due 06/01/2054 |
|
126650EF3 |
625,000 |
$638,671.60 |
0.01% |
| DELIVERY HERO FINCO LLC DEHEHO TL B 1L USD |
|
|
425,003 |
$428,190.44 |
0.01% |
| ECOPETROL SA 8.875%, due 01/13/2033 |
|
279158AS8 |
450,000 |
$469,599.30 |
0.01% |
| EDGEWATER GENERATION LLC EDGGEN TL B 1L USD |
|
|
358,261 |
$363,783.39 |
0.01% |
| EFS COGEN HOLDINGS I LLC EFSCOG TL B 1L USD |
|
|
784,950 |
$791,982.88 |
0.01% |
| ELANCO ANIMAL HEALTH INC ELAN TL B 1L USD |
LX185454 |
|
820,957 |
$821,851.78 |
0.01% |
| ENTERGY TEXAS INC 3.45%, due 12/01/2027 |
|
29365TAF1 |
750,000 |
$722,497.76 |
0.01% |
| EXTRA SPACE STORAGE LP 2.40%, due 10/15/2031 |
|
30225VAQ0 |
872,000 |
$743,809.18 |
0.01% |
| EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 |
|
30225VAH0 |
543,000 |
$525,374.75 |
0.01% |
| Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 |
|
3140H37E0 |
647,406 |
$599,480.88 |
0.01% |
| Fannie Mae FN BM!903, 3.50%, due 08/01/2047 |
|
3140J6DH7 |
781,337 |
$724,295.57 |
0.01% |
| Fannie Mae FN BM3260, 3.50%, due 01/01/2048 |
|
3140J7TS4 |
555,344 |
$514,234.38 |
0.01% |
| Fannie Mae FN BM4472, 3.50%, due 07/01/2048 |
|
3140J86J7 |
654,929 |
$606,447.20 |
0.01% |
| Fannie Mae FN CA0854, 3.50%, due 12/01/2047 |
|
3140Q75Q6 |
823,467 |
$762,508.89 |
0.01% |
| Fannie Mae FN CA0907, 3.50%, due 12/01/2047 |
|
3140Q8AH8 |
380,163 |
$352,020.51 |
0.01% |
| Fannie Mae FN CA0996, 3.50%, due 01/01/2048 |
|
3140Q8DA0 |
319,909 |
$295,940.10 |
0.01% |
| Fannie Mae FN CA1187, 3.50%, due 02/01/2048 |
|
3140Q8J97 |
385,829 |
$358,424.52 |
0.01% |
| Fannie Mae FN CA2327, 4%, due 09/01/2048 |
|
3140Q9SR5 |
387,373 |
$370,938.41 |
0.01% |
| Fannie Mae FN MA1373, 3.50%, due 03/01/2043 |
|
31418AQ35 |
336,333 |
$313,824.63 |
0.01% |
| Fannie Mae FN MA2077, 3.50%, due 11/01/2034 |
|
31418BJX5 |
314,513 |
$302,618.46 |
0.01% |
| Fannie Mae FN MA2670, 3%, due 07/01/2046 |
|
31418B6G6 |
391,288 |
$350,145.77 |
0.01% |
| Fannie Mae FN MA3057, 3.50%, due 07/01/2047 |
|
31418CMF8 |
339,644 |
$314,501.38 |
0.01% |
| Fannie Mae FN MA3210, 3.50%, due 12/01/2047 |
|
31418CR89 |
357,615 |
$330,749.27 |
0.01% |
| Fannie Mae FN MA3239, 4%, due 01/01/2048 |
|
31418CS54 |
335,878 |
$319,949.95 |
0.01% |
| Fannie Mae FN MA3332, 3.50%, due 04/01/2048 |
|
31418CV27 |
486,300 |
$449,086.33 |
0.01% |
| Fannie Mae FN MA3806, 3%, due 11/01/2046 |
|
31418CDL5 |
381,153 |
$339,996.25 |
0.01% |
| Fannie Mae FN MA3846, 3%, due 11/01/2049 |
|
31418DHY1 |
508,875 |
$443,849.53 |
0.01% |
| Fannie Mae FN MA4078, 2.50%, due 07/01/2050 |
|
31418DQ88 |
440,070 |
$374,794.93 |
0.01% |
| Fannie Mae FN MA4093, 2%, due 08/01/2040 |
|
31418DRP9 |
729,088 |
$628,353.29 |
0.01% |
| FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 |
|
3136B1Z72 |
534,031 |
$474,239.08 |
0.01% |
| FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 |
|
105756CF5 |
500,000 |
$495,284.49 |
0.01% |
| FED REPUBLIC OF BRAZIL 6.125%, due 01/22/2032 |
|
105756CK4 |
500,000 |
$501,646.31 |
0.01% |
| Freddie Mac FG G08732, 3%, due 11/01/2046 |
|
3128MJY61 |
675,817 |
$604,878.72 |
0.01% |
| Freddie Mac FG G08750, 3%, due 02/01/2047 |
|
3128MJZQ6 |
404,445 |
$361,991.67 |
0.01% |
| Freddie Mac FG G08792, 3.50%, due 12/01/2047 |
|
3128MJ3A6 |
816,200 |
$756,708.78 |
0.01% |
| Freddie Mac FG G60344, 4%, due 12/01/2045 |
|
31335ALZ9 |
571,671 |
$548,702.18 |
0.01% |
| Freddie Mac FG G60582, 3.50%, due 05/01/2046 |
|
31335AUF3 |
568,543 |
$527,937.59 |
0.01% |
| Freddie Mac FG G60658, 3.50%, due 07/01/2046 |
|
31335AWT1 |
534,727 |
$501,194.78 |
0.01% |
| Freddie Mac FG G67700, 3.50%, due 08/01/2046 |
|
3132XCRV9 |
558,839 |
$520,048.42 |
0.01% |
| Freddie Mac FR RE6029, 3%, due 02/01/2050 |
|
3133N3VW1 |
338,212 |
$291,614.97 |
0.01% |
| Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 |
|
31329NF94 |
523,147 |
$484,420.39 |
0.01% |
| Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 |
|
3132AA5D2 |
505,077 |
$467,687.98 |
0.01% |
| Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 |
|
3132ACSU5 |
616,790 |
$572,241.17 |
0.01% |
| Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 |
|
3132ACSZ4 |
602,202 |
$557,623.69 |
0.01% |
| Freddie Mac FR ZT0542. 4%, due 07/01/2048 |
|
3132ACS76 |
322,580 |
$308,365.24 |
0.01% |
| FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 |
|
3137BVBM7 |
307,943 |
$291,855.38 |
0.01% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2031 |
|
361841AQ2 |
615,000 |
$573,024.53 |
0.01% |
| GNMA G2 MA2825, 3%, due 05/20/2045 |
|
36179RD63 |
437,576 |
$396,585.74 |
0.01% |
| GNMA G2 MA3663, 3.50%, due 05/20/2046 |
|
36179SB89 |
564,398 |
$525,682.31 |
0.01% |
| GNMA G2 MA3735, 3%, due 06/20/2046 |
|
36179SEG8 |
382,996 |
$346,581.85 |
0.01% |
| GNMA G2 MA4261, 3%, due 02/20/2047 |
|
36179SWW3 |
377,395 |
$340,163.63 |
0.01% |
| GNMA G2 MA4651, 3%, due 08/20/2047 |
|
36179TEY7 |
563,472 |
$508,551.90 |
0.01% |
| GNMA G2 MA4652, 3.50%, due 08/20/2047 |
|
36179TEZ4 |
813,650 |
$756,139.86 |
0.01% |
| GNMA G2 MA4778, 3.50%, due 10/20/2047 |
|
36179TJX4 |
699,624 |
$648,694.23 |
0.01% |
| GNMA G2 MA4826, 3%, due 11/20/2047 |
|
36179TLR4 |
675,078 |
$609,131.61 |
0.01% |
| GNMA G2 MA4837, 3.50%, due 11/20/2047 |
|
36179TLS2 |
696,243 |
$646,110.32 |
0.01% |
| GNMA G2 MA4963, 4%, due 01/20/2048 |
|
36179TQQ1 |
347,085 |
$331,978.04 |
0.01% |
| GNMA G2 MA5136, 3.50%, due 04/20/2048 |
|
36179TV51 |
484,756 |
$449,307.04 |
0.01% |
| GNMA G2 MA5399, 4.50%, due 08/20/2048 |
|
36179T7L3 |
361,629 |
$354,854.63 |
0.01% |
| GOLDMAN SACHS GROUP INC Variable rate, due 03/09/2027 |
|
38141GYA6 |
860,000 |
$825,945.95 |
0.01% |
| GUGGENHEIM PARTNERS GUGGPA TL B 1L USD |
|
|
450,305 |
$452,556.46 |
0.01% |
| HANESBRANDS INC HBI TL A 1L USD |
|
|
418,152 |
$417,368.08 |
0.01% |
| HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
|
411640AA3 |
948,083 |
$747,766.52 |
0.01% |
| HEALTHCARE RLTY HLDGS LP 2.05%, due 03/15/2031 |
|
42225UAM6 |
453,000 |
$375,969.61 |
0.01% |
| HELIOS SOFT/ION CORP SOL 8.75%, due 05/01/2029 |
|
42329HAB4 |
515,000 |
$532,584.68 |
0.01% |
| Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 |
|
43739EAJ6 |
410,925 |
$389,798.02 |
0.01% |
| Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 |
|
45254NPA9 |
364,767 |
$350,247.98 |
0.01% |
| INDO ASAHAN/MINERAL IND 5.45%, due 05/15/2030 |
|
74445PAF9 |
600,000 |
$606,006.60 |
0.01% |
| INDY US HOLDCO LLC INDYUS TL B 1L USD |
|
|
356,816 |
$358,301.78 |
0.01% |
| INGENOVIS HEALTH INC INHEAL TL B 1L USD |
|
|
904,717 |
$572,988.84 |
0.01% |
| INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 |
|
459506AP6 |
610,000 |
$562,569.30 |
0.01% |
| INTERNATIONAL FLAVORS & FRAGRANCES 3.268%, due 11/15/2040 |
|
459506AR2 |
1,040,000 |
$779,691.48 |
0.01% |
| JANE STREET GROUP LLC JANEST TL B 1L USD |
|
|
785,492 |
$787,408.44 |
0.01% |
| JEFFERIES FINANCE LLC JEFFIN TL 1L USD |
|
|
372,840 |
$375,170.54 |
0.01% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 |
|
46628SAJ2 |
2,074,602 |
$576,553.20 |
0.01% |
| JPMORGAN CHASE & CO Variable rate, due 11/08/2032 |
|
46647PCR5 |
905,000 |
$783,089.22 |
0.01% |
| KESTREL ACQUISITION LLC KESTRE TL B 1L USD |
|
|
470,478 |
$475,552.60 |
0.01% |
| LEG IMMOBILIEN SE 0.875%, due 03/30/2033 |
|
D4964ZAA2 |
700,000 |
$602,098.13 |
0.01% |
| LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 |
|
539439AQ2 |
730,000 |
$705,612.53 |
0.01% |
| MATIV HOLDINGS INC MATV TL DD 1L USD |
|
|
423,489 |
$421,371.15 |
0.01% |
| MEDTRONIC GLOBAL HLDINGS 1.625%, due 03/07/2031 |
|
58507LAJ8 |
550,000 |
$543,815.91 |
0.01% |
| MEDTRONIC GLOBAL HLDINGS 1.75%, due 07/02/2049 |
|
58507LAQ2 |
1,000,000 |
$772,201.66 |
0.01% |
| MH SUB I LLC INET TL B 1L USD |
LX212015 |
|
322,446 |
$323,345.29 |
0.01% |
| MONDELEZ INTERNATIONAL 2.375%, due 03/06/2035 |
|
609207AF2 |
475,000 |
$464,666.52 |
0.01% |
| MORGAN STANLEY Variable rate, due 07/20/2027 |
|
61747YEC5 |
610,000 |
$580,102.06 |
0.01% |
| MORGAN STANLEY Variable rate, due 07/21/2032 |
|
61747YED3 |
760,000 |
$646,822.04 |
0.01% |
| MORGAN STANLEY Variable rate, due 12/10/2026 |
|
6174468V4 |
495,000 |
$476,901.82 |
0.01% |
| MVM ENERGETIKA ZRT 7.50%, due 06/09/2028 |
|
X5T03SAC1 |
625,000 |
$657,425.00 |
0.01% |
| NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 |
|
646140CK7 |
500,000 |
$458,367.55 |
0.01% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 |
|
64971MT44 |
400,000 |
$409,046.44 |
0.01% |
| NSM TOP HOLDINGS CORP NSMTOP TL 1L USD |
|
|
365,936 |
$370,510.09 |
0.01% |
| OOREDOO INTL FINANCE N/C, 2.625%, due 04/08/2031 |
|
G6753YAB0 |
500,000 |
$440,870.63 |
0.01% |
| Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 |
|
68383NCY7 |
671,380 |
$660,175.54 |
0.01% |
| PEER HOLDING III BV ACTINA TL B5 1L USD |
LX236238 |
|
659,509 |
$665,900.04 |
0.01% |
| PERRIGO INVESTMENTS LLC PRGO TL B 1L USD |
|
|
526,102 |
$527,909.50 |
0.01% |
| PETROLEOS MEXICANOS 6.35%, due 02/12/2048 |
|
71654QCL4 |
768,000 |
$532,421.20 |
0.01% |
| PIEDMONT NATURAL GAS CO 3.35%, due 06/01/2050 |
|
720186AM7 |
500,000 |
$353,992.55 |
0.01% |
| PIEDMONT OPERATING PARTNERSHIP 3.15%, due 08/15/2030 |
|
720198AE0 |
670,000 |
$581,445.97 |
0.01% |
| POTOMAC ENERGY CENTER GRESTO TL 1L USD |
|
|
506,452 |
$508,984.00 |
0.01% |
| POWERTEAM SERVICES LLC POWBUY TL 1L USD |
|
|
755,388 |
$748,570.46 |
0.01% |
| PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 |
|
744542AC5 |
825,000 |
| |