Holdings of the Fund as of 4/25/2024
Total Number of Holdings (excluding cash): 897
| US 2YR NOTE (CBT) Jun24 |
TUM4 |
|
6,413 |
$1,300,887,067.11 |
26.58% |
| U.S. Treasury Note, 4.625%, due 04/30/2029 |
|
91282CKP5 |
487,390,000 |
$485,524,212.59 |
9.92% |
| U.S. Treasury Note, 4.125%, due 03/31/2029 |
|
91282CKG5 |
431,782,000 |
$420,599,519.77 |
8.59% |
| U.S. Treasury Bond, 4.50%, due 02/15/2044 |
|
912810TZ1 |
305,885,000 |
$289,180,809.80 |
5.91% |
| U.S. Treasury Note, 4%, due 02/15/2034 |
|
91282CJZ5 |
258,497,000 |
$244,340,251.51 |
4.99% |
| U.S. Treasury Bond, 4.25%, due 02/15/2054 |
|
912810TX6 |
235,674,000 |
$214,739,521.63 |
4.39% |
| Fannie Mae or Freddie Mac TBA, 4%, due 07/01/2052 |
|
01F040651 |
206,700,000 |
$184,623,805.43 |
3.77% |
| U.S. Treasury Note, 4.50%, due 04/15/2027 |
|
91282CKJ9 |
140,425,000 |
$139,075,602.81 |
2.84% |
| U.S. Treasury Note, 4.875%, due 04/30/2026 |
|
91282CKK6 |
137,575,000 |
$137,268,681.01 |
2.81% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2052 |
|
01F032658 |
132,000,000 |
$113,757,103.69 |
2.32% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 05/01/2053 |
|
01F042657 |
111,875,000 |
$103,022,013.52 |
2.11% |
| Fannie Mae or Freddie Mac TBA, 5%, due 05/01/2053 |
|
01F050650 |
97,550,000 |
$92,395,749.68 |
1.89% |
| Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 |
|
01F030652 |
109,825,000 |
$90,784,367.39 |
1.86% |
| GNMA TBA, 4.50%, due 05/01/2053 |
|
21H042653 |
88,575,000 |
$82,389,929.10 |
1.68% |
| GNMA TBA, 5%, due 06/01/2053 |
|
21H050656 |
80,500,000 |
$76,931,319.08 |
1.57% |
| US 5YR NOTE (CBT) Jun24 |
FVM4 |
|
732 |
$76,705,594.12 |
1.57% |
| Fannie Mae or Freddie Mac TBA, 2%, due 01/01/2052 |
|
01F020653 |
100,425,000 |
$75,966,158.83 |
1.55% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 06/01/2053 |
|
01F052656 |
70,150,000 |
$68,091,414.58 |
1.39% |
| Fannie Mae FN MA4917, 4.50%, due 02/01/2053 |
|
31418EPB0 |
55,241,787 |
$50,906,060.06 |
1.04% |
| GNMA TBA, 2.50%, due 12/01/2051 |
|
21H022655 |
53,275,000 |
$43,684,925.16 |
0.89% |
| Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 |
|
01F022659 |
48,275,000 |
$38,231,015.99 |
0.78% |
| U.S. Treasury Bill, 0%, due 07/18/2024 |
|
912797JS7 |
35,535,000 |
$35,104,673.64 |
0.72% |
| Fannie Mae FN BQ7006, 2%, due 01/01/2052 |
|
3140KSYC5 |
45,560,029 |
$34,615,312.98 |
0.71% |
| FED HOME LN DISCOUNT NT N/C, 0%, due 08/28/2024 |
|
313384D71 |
25,000,000 |
$24,552,083.25 |
0.50% |
| Freddie Mac FR SD8211, 2%, due 05/01/2052 |
|
3132DWDQ3 |
29,991,275 |
$22,728,827.92 |
0.46% |
| Fannie Mae FN CB0290, 2%, due 04/01/2051 |
|
3140QKKC1 |
28,501,504 |
$21,725,284.79 |
0.44% |
| Fannie Mae FN FS1598, 2%, due 04/01/2052 |
|
3140XGX46 |
27,550,361 |
$20,900,145.71 |
0.43% |
| Fannie Mae FN BQ6913, 2%, due 12/01/2051 |
|
3140KSVF1 |
26,849,857 |
$20,388,613.45 |
0.42% |
| Freddie Mac FR SD8245, 4.50%, due 09/01/2052 |
|
3132DWES8 |
22,330,709 |
$20,578,070.80 |
0.42% |
| BANK OF AMERICA CORP Variable rate, due 03/11/2027 |
|
06051GJQ3 |
21,290,000 |
$19,743,557.63 |
0.40% |
| Fannie Mae FN BW8980, 4%, due 10/01/2052 |
|
3140N16S7 |
21,452,231 |
$19,201,076.61 |
0.39% |
| Fannie Mae FN BW9886, 4.50%, due 10/01/2052 |
|
3140N26Y2 |
20,448,775 |
$18,843,935.03 |
0.39% |
| Freddie Mac FR SD8199, 2%, due 03/01/2052 |
|
3132DWDC4 |
24,915,405 |
$18,881,666.00 |
0.39% |
| CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 |
|
12569RAB4 |
19,649,496 |
$18,531,430.06 |
0.38% |
| Fannie Mae FN BQ7056, 2%, due 01/01/2052 |
|
3140KSZW0 |
24,512,638 |
$18,597,878.53 |
0.38% |
| Fannie Mae FN BT6179, 2.50%, due 07/01/2051 |
|
3140LU2M2 |
23,076,061 |
$18,366,991.90 |
0.38% |
| Progress Residential Trust Series 2021-SFR8, Class F, 3.181%, due 10/17/2038 |
|
74333TAN9 |
19,690,000 |
$17,512,370.67 |
0.36% |
| Fannie Mae FN BV4133, 2.50%, due 03/01/2052 |
|
3140MHSX8 |
21,510,641 |
$17,087,935.48 |
0.35% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2027 |
|
38141GYG3 |
18,965,000 |
$17,184,897.69 |
0.35% |
| Freddie Mac FR QD3419, 2%, due 12/01/2051 |
|
3133B0YQ0 |
22,170,774 |
$16,826,039.20 |
0.34% |
| Freddie Mac FR QD8259, 3%, due 03/01/2052 |
|
3133B6E89 |
20,215,788 |
$16,737,244.87 |
0.34% |
| Freddie Mac FR QE0521, 2.50%, due 04/01/2052 |
|
3133B9SJ4 |
20,658,345 |
$16,411,517.79 |
0.34% |
| Freddie Mac FR SD8205, 2.50%, due 04/01/2052 |
|
3132DWDJ9 |
21,160,654 |
$16,794,139.46 |
0.34% |
| GNMA TBA, 5.50%, due 08/01/2053 |
|
21H052652 |
17,125,000 |
$16,773,134.85 |
0.34% |
| GNMA TBA, 5.50%, due 08/01/2053 |
|
21H052660 |
17,125,000 |
$16,742,363.28 |
0.34% |
| SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 |
|
85208NAE0 |
16,916,000 |
$16,817,635.16 |
0.34% |
| Woodward Capital Management Series 2024-CES3, Class A1A, Variable rate, due 05/25/2044 |
|
74942AAA1 |
15,690,000 |
$15,689,497.92 |
0.32% |
| Babson CLO Ltd Serues 2018-4A, Class A1R, Variable rate, due 10/15/2030 |
|
06760XAL8 |
15,275,000 |
$15,274,985.79 |
0.31% |
| New Residential Mortgage Loan Trust Series 2022-SFR2, Class B, 3.75%, due 09/04/2039 |
|
64830RAC6 |
16,615,000 |
$15,294,248.73 |
0.31% |
| Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 |
|
69360HAA9 |
15,472,752 |
$15,070,566.08 |
0.31% |
| Freddie Mac FR SD8212, 2.50%, due 05/01/2052 |
|
3132DWDR1 |
18,196,622 |
$14,452,522.35 |
0.30% |
| Carrington Mortgage Loan Trust Series 2006-NC4, Class A4, Variable rate, due 10/25/2036 |
|
14453MAD6 |
18,000,000 |
$14,312,971.80 |
0.29% |
| CIM Trust Series 2020-R7, Class A1B, Variable rate, due 12/27/2061 |
|
12563GAC2 |
21,112,000 |
$14,384,420.52 |
0.29% |
| Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 |
|
67577VAL7 |
14,000,000 |
$14,008,343.72 |
0.29% |
| Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 |
|
29001VAN9 |
13,400,000 |
$13,502,105.86 |
0.28% |
| Fannie Mae FN MA4548, 2.50%, due 02/01/2052 |
|
31418EBS8 |
17,487,657 |
$13,898,448.10 |
0.28% |
| Freddie Mac FR RA4179, 2.50%, due 12/01/2050 |
|
3133KKUC1 |
17,286,055 |
$13,701,576.58 |
0.28% |
| Freddie Mac FR SD8194, 2.50%, due 02/01/2052 |
|
3132DWC76 |
17,365,684 |
$13,799,013.83 |
0.28% |
| PRKCM Trust Series 2021-AFC2, Class A1, Variable rate, due 11/25/2056 |
|
69361JAA4 |
16,159,013 |
$13,463,889.74 |
0.28% |
| AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 |
|
00120BAA8 |
13,000,000 |
$13,058,141.59 |
0.27% |
| ARIZONA PUBLIC SERVICE 6.35%, due 12/15/2032 |
|
040555DE1 |
12,605,000 |
$13,044,310.34 |
0.27% |
| Bluemountain CLO Ltd Series 2018-3A, Class BR, Variable rate, due 10/25/2030 |
|
09630AAS5 |
13,000,000 |
$13,019,422.13 |
0.27% |
| CIM Trust Series 2021-NR4, Class A1, Variable rate, due 10/25/2061 |
|
12566DAA0 |
13,302,321 |
$13,019,741.59 |
0.27% |
| CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 |
|
12569VAA7 |
13,642,839 |
$13,319,103.74 |
0.27% |
| JPMORGAN CHASE & CO Variable rate, due 06/23/2025 |
|
46647PCK0 |
13,465,000 |
$13,357,290.37 |
0.27% |
| MORGAN STANLEY Variable rate, due 10/21/2025 |
|
61747YEG6 |
13,355,000 |
$13,041,677.15 |
0.27% |
| New Residential Mortgage Loan Trust Series 2022-SFR2, Class E1, 4%, due 09/04/2039 |
|
64830RAJ1 |
15,000,000 |
$13,270,120.50 |
0.27% |
| OCP CLO Ltd Series 2014-6A, Class A1R2, Variable rate, due 10/17/2030 |
|
67106BAU1 |
13,000,000 |
$13,000,001.04 |
0.27% |
| Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 |
|
89532UAA1 |
13,000,000 |
$13,009,750.00 |
0.27% |
| Voya CLO Ltd Series 2020-1A, Class AR, Variable rate, due 07/16/2034 |
|
92918EAL1 |
13,000,000 |
$13,008,159.32 |
0.27% |
| Fannie Mae FN CB6854, 4.50%, due 08/01/2053 |
|
3140QSTL5 |
14,032,060 |
$12,949,101.12 |
0.26% |
| Madison Park Funding Ltd Series 2018-29A, Class AR, Variable rate, due 10/18/2030 |
|
55820CAN5 |
12,727,455 |
$12,724,671.06 |
0.26% |
| Oak Hill Credit Partners Series 2019-4A, Class BR, Variable rate, due 10/22/2036 |
|
67098DAU7 |
12,685,000 |
$12,735,742.28 |
0.26% |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 4A1, Variable rate, due 03/25/2036 |
|
863579U97 |
22,248,266 |
$12,933,201.74 |
0.26% |
| Babson CLO Ltd Series 2019-2A, Class A2R, Variable rate, due 04/15/2036 |
|
06761HAN8 |
12,500,000 |
$12,464,929.00 |
0.25% |
| CIM Trust Series 2023-R3, Class A1A, Variable rate, due 01/25/2063 |
|
12570GAB5 |
13,846,556 |
$12,463,481.20 |
0.25% |
| Fannie Mae FN BV3101, 2%, due 03/01/2052 |
|
3140MGNT4 |
15,918,920 |
$12,080,554.16 |
0.25% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR29, Class A1, Variable rate, due 01/25/2036 |
|
45660LU98 |
15,567,985 |
$12,465,588.96 |
0.25% |
| BANK OF AMERICA CORP Variable rate, due 06/14/2029 |
|
06051GJZ3 |
13,606,000 |
$11,825,195.83 |
0.24% |
| Magnetite CLO Ltd Series 2015-12A, Class AR4, Variable rate, due 10/15/2031 |
|
55953HBD4 |
11,751,957 |
$11,750,595.79 |
0.24% |
| Wellman Park CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/15/2034 |
|
949723AC4 |
11,650,000 |
$11,670,947.17 |
0.24% |
| Fannie Mae FN MA4577, 2%, due 04/01/2052 |
|
31418ECP3 |
14,800,194 |
$11,220,421.88 |
0.23% |
| Freddie Mac FR ZM1779, 3%, due 09/01/2046 |
|
3131XU6Q5 |
13,041,782 |
$11,086,330.35 |
0.23% |
| Morgan Stanley Capital Inc Series 2007-HE2, Class A2D, Variable rate, due 01/25/2037 |
|
61753EAD2 |
24,637,350 |
$11,404,821.27 |
0.23% |
| BX Trust Series 2020-VIV2, Class C, Variable rate, due 03/09/2044 |
|
05605NAA5 |
12,546,000 |
$10,558,003.50 |
0.22% |
| CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
12,252,592 |
$10,865,149.78 |
0.22% |
| Fannie Mae FN MA4733, 4.50%, due 09/01/2052 |
|
31418EHK9 |
11,837,386 |
$10,908,321.87 |
0.22% |
| Fannie Mae FN MA4902, 3.50%, due 01/01/2053 |
|
31418ENU0 |
12,409,984 |
$10,703,614.12 |
0.22% |
| Freddie Mac FR QE0312, 2%, due 04/01/2052 |
|
3133B9KZ6 |
14,238,265 |
$10,793,853.47 |
0.22% |
| Freddie Mac FR RA3078, 3%, due 07/01/2050 |
|
3133KJM33 |
12,847,578 |
$10,796,766.24 |
0.22% |
| Freddie Mac FR SD8189, 2.50%, due 01/01/2052 |
|
3132DWC27 |
13,690,879 |
$10,881,467.08 |
0.22% |
| JBS USA/FOOD/FINANCE 6.75%, due 03/15/2034 |
|
47214BAA6 |
10,605,000 |
$10,740,425.85 |
0.22% |
| BARDOT CLO LTD Series 2019-2A, Class BR, Variable rate, due 10/22/2032 |
|
06744NBJ5 |
10,400,000 |
$10,433,599.80 |
0.21% |
| Fannie Mae FN MA4364, 2%, due 06/01/2041 |
|
31418DZ62 |
12,529,466 |
$10,270,099.88 |
0.21% |
| Freddie Mac FR SD0231, 3%, due 01/01/2050 |
|
3132DMHG3 |
12,093,839 |
$10,215,899.45 |
0.21% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
|
361841AP4 |
11,305,000 |
$10,095,637.45 |
0.21% |
| GNMA Series 2018-78, Class N2, 3.50%, due 06/20/2048 |
|
38380XFR3 |
12,155,998 |
$10,326,377.24 |
0.21% |
| Rad CLO Ltd Series 2021-14A, Class B, Variable rate, due 01/15/2035 |
|
75009RAC7 |
10,000,000 |
$10,033,982.70 |
0.21% |
| Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 |
|
83084RAA3 |
11,475,107 |
$10,106,126.44 |
0.21% |
| AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 |
|
00774MAW5 |
11,200,000 |
$9,965,654.61 |
0.20% |
| Fannie Mae FN BN7755, 3%, due 09/01/2049 |
|
3140JQTM5 |
11,765,574 |
$9,940,939.67 |
0.20% |
| Fannie Mae FN CB4818, 4%, due 10/01/2052 |
|
3140QQK87 |
11,222,377 |
$10,030,909.36 |
0.20% |
| FED HOME LN DISCOUNT NT N/C, 0%, due 10/30/2024 |
|
313384M63 |
10,000,000 |
$9,735,233.30 |
0.20% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF13, Class A2C, Variable rate, due 10/25/2036 |
|
30247DAD3 |
15,169,457 |
$9,638,718.26 |
0.20% |
| HPS Loan Management Ltd Series 2024-19A, Class B2, Variable rate, due 04/15/2037 |
|
442924AJ5 |
9,750,000 |
$9,768,876.00 |
0.20% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2027 |
|
46647PCB0 |
10,455,000 |
$9,647,716.54 |
0.20% |
| Securitized Asset Backed Receivables LLC Trust Series 2006-WM4, Class A1, Variable rate, due 11/25/2036 |
|
81377XAA0 |
21,351,452 |
$9,733,087.18 |
0.20% |
| CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 |
|
12482HAQ7 |
9,150,000 |
$9,084,051.38 |
0.19% |
| Fannie Mae FN CA4534, 3%, due 11/01/2049 |
|
3140QCBC9 |
11,131,963 |
$9,405,643.14 |
0.19% |
| Freddie Mac FR SD7513, 3.50%, due 04/01/2050 |
|
3132DVK20 |
10,039,559 |
$8,851,288.37 |
0.18% |
| WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 |
|
55903VBE2 |
11,190,000 |
$8,594,633.70 |
0.18% |
| BANK OF AMERICA CORP Variable rate, due 02/04/2028 |
|
06051GKJ7 |
8,965,000 |
$8,254,554.05 |
0.17% |
| BXSC Commercial Mortgage Trust Series 2022-WSS, Class D, Variable rate, due 03/15/2035 |
|
05610BAL0 |
8,450,000 |
$8,352,730.36 |
0.17% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 |
|
12659AAC0 |
11,076,607 |
$8,306,550.02 |
0.17% |
| Credit Suisse Mortgage Trust Series 2021-RP11, Class PT, Variable rate, due 10/25/2061 |
|
12659AAH9 |
13,407,629 |
$8,240,914.67 |
0.17% |
| DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
8,933,000 |
$8,087,762.22 |
0.17% |
| Fannie Mae FN BV2784, 2.50%, due 02/01/2052 |
|
3140MGCW9 |
10,770,224 |
$8,549,386.73 |
0.17% |
| FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 |
|
33767BAD1 |
9,101,000 |
$8,145,001.75 |
0.17% |
| OCP CLO Ltd Series 2021-21A, Class B, Variable rate, due 07/20/2034 |
|
671000AE7 |
8,530,000 |
$8,517,305.91 |
0.17% |
| Progress Residential Trust Series 2021-SFR2, Class G, 4.254%, due 04/19/2038 |
|
74333DAQ7 |
9,120,000 |
$8,317,310.50 |
0.17% |
| Angel Oak Mortgage Trust Series 2024-1, Class A1, Variable rate, due 08/25/2068 |
|
03465XAA7 |
7,870,566 |
$7,650,822.51 |
0.16% |
| BAYER US FINANCE II LLC 4.25%, due 12/15/2025 |
|
07274NAJ2 |
7,880,000 |
$7,660,248.71 |
0.16% |
| BX Trust Series 2020-VIVA, Class D, Variable rate, due 03/11/2044 |
|
12433XAG4 |
9,320,000 |
$7,768,919.93 |
0.16% |
| Carvana Auto Receivables Trust Series 2022-P3, Class R, 0%, due 09/10/2029 |
|
14686MAK9 |
70,350 |
$7,630,659.71 |
0.16% |
| Dryden Senior Loan Fund Series 2017-54A, Class BR, Variable rate, due 10/19/2029 |
|
26244RAG6 |
7,600,000 |
$7,600,096.06 |
0.16% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A5, Variable rate, due 07/25/2036 |
|
46628TAE1 |
18,049,313 |
$7,674,062.30 |
0.16% |
| JPMORGAN CHASE & CO Variable rate, due 12/10/2025 |
|
46647PCT1 |
8,015,000 |
$7,803,650.86 |
0.16% |
| Preston Ridge Partners Mortgage Trust Series 2021-7, Class A1, Variable rate, due 08/25/2026 |
|
69360LAA0 |
8,171,012 |
$7,850,228.06 |
0.16% |
| WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 |
|
55903VBD4 |
9,840,000 |
$7,911,235.23 |
0.16% |
| WELLS FARGO & COMPANY Variable rate, due 07/25/2029 |
|
95000U3E1 |
8,000,000 |
$7,962,909.76 |
0.16% |
| Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 |
|
00443LAA6 |
13,881,131 |
$7,367,954.49 |
0.15% |
| AMERICAN TOWER CORP 5.55%, due 07/15/2033 |
|
03027XCD0 |
7,465,000 |
$7,273,118.22 |
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 |
$7,152,778.36 |
0.15% |
| BAYER US FINANCE LLC 6.50%, due 11/21/2033 |
|
07274EAL7 |
7,245,000 |
$7,190,209.76 |
0.15% |
| BX Trust 2019-OC11 Series 2019-OC11, Class D, Variable rate, due 12/09/2041 |
|
05606FAL7 |
8,670,000 |
$7,480,547.09 |
0.15% |
| BXP Trust Series 2017-CC, Class B, Variable rate, due 08/13/2037 |
|
05607CAG4 |
8,500,000 |
$7,448,838.15 |
0.15% |
| Fannie Mae FN BV8515, 3%, due 05/01/2052 |
|
3140MNN93 |
8,733,128 |
$7,232,465.59 |
0.15% |
| GNMA G2 MA3937, 3.50%, due 09/20/2046 |
|
36179SLS4 |
8,355,301 |
$7,480,500.39 |
0.15% |
| IQVIA INC 5.70%, due 05/15/2028 |
|
46266TAC2 |
7,530,000 |
$7,518,780.30 |
0.15% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WMC2, Class A4, Variable rate, due 07/25/2036 |
|
46628TAD3 |
17,059,220 |
$7,253,102.85 |
0.15% |
| Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 |
|
53218CAN0 |
7,863,761 |
$7,562,722.26 |
0.15% |
| Onslow Bay Financial LLC Series 2021-NQM3, Class A1, Variable rate, due 07/25/2061 |
|
67114JAA8 |
9,556,226 |
$7,243,307.00 |
0.15% |
| Progress Residential Trust Series 2021-SFR10, Class F, 4.608%, due 12/17/2040 |
|
74333WAN2 |
8,326,443 |
$7,247,633.87 |
0.15% |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A, Variable rate, due 01/05/2043 |
|
78413MAC2 |
9,265,000 |
$7,394,257.53 |
0.15% |
| CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
|
126307AZ0 |
8,776,000 |
$6,749,863.82 |
0.14% |
| Fannie Mae - CAS Series 2019-R04, Class 2B1, Variable rate, due 06/25/2039 |
|
20753TAC7 |
6,568,672 |
$7,052,631.46 |
0.14% |
| Freddie Mac FR QA7837, 3.50%, due 03/01/2050 |
|
3133A2V64 |
7,733,844 |
$6,813,835.99 |
0.14% |
| GSAMP Trust Series 2006-NC2, Class A2, Variable rate, due 06/25/2036 |
|
362463AD3 |
12,144,379 |
$6,675,881.61 |
0.14% |
| HSBC HOLDINGS PLC Variable rate, due 08/17/2029 |
|
404280CV9 |
8,045,000 |
$6,935,798.04 |
0.14% |
| JETBLUE AIRWAYS CORP 4%, due 11/15/2032 |
|
477164AA5 |
7,233,202 |
$6,663,252.08 |
0.14% |
| MED Trust Series 2021-MDLN, Class D, Variable rate, due 11/15/2038 |
|
58403YAR7 |
6,966,566 |
$6,945,186.82 |
0.14% |
| NATIONAL GENERAL HLDG CO 6.75%, due 05/15/2024 |
|
636220AB1 |
7,000,000 |
$7,000,231.00 |
0.14% |
| SOUTHWESTERN ELEC POWER 5.30%, due 04/01/2033 |
|
845437BU5 |
7,305,000 |
$6,958,421.44 |
0.14% |
| SREIT Trust Series 2021-PALM, Class E, Variable rate, due 10/15/2034 |
|
85237AAJ2 |
7,100,000 |
$6,960,325.25 |
0.14% |
| TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 |
|
87407RAA4 |
7,485,000 |
$6,765,954.97 |
0.14% |
| BACARDI LTD 4.45%, due 05/15/2025 |
|
067316AE9 |
6,260,000 |
$6,175,001.03 |
0.13% |
| BAYER US FINANCE LLC 6.875%, due 11/21/2053 |
|
07274EAM5 |
6,490,000 |
$6,350,997.31 |
0.13% |
| CENT Trust 2023-CITY Series 2023-CITY, Class A, Variable rate, due 09/15/2028 |
|
12516WAA9 |
6,470,000 |
$6,532,700.77 |
0.13% |
| COMMONWEALTH EDISON CO 6.45%, due 01/15/2038 |
|
202795HT0 |
5,953,000 |
$6,263,338.22 |
0.13% |
| Credit Suisse Mortgage Trust Series 2007-3, Class 1A1A, Variable rate, due 04/25/2037 |
|
12638PAB5 |
26,087,751 |
$6,228,747.98 |
0.13% |
| Fannie Mae FN CB2404, 2.50%, due 12/01/2051 |
|
3140QMU69 |
7,914,038 |
$6,281,633.08 |
0.13% |
| Freddie Mac FR ZS4735, 3.50%, due 09/01/2047 |
|
3132A5HL2 |
7,385,467 |
$6,488,806.13 |
0.13% |
| Hilton USA Trust Series 2016-HHV, Class F, Variable rate, due 11/05/2038 |
|
43300LAQ3 |
7,000,000 |
$6,428,156.00 |
0.13% |
| INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 |
|
459506AQ4 |
8,003,000 |
$6,479,123.80 |
0.13% |
| OCP CLO Ltd Series 2020-19A, Class AR, Variable rate, due 10/20/2034 |
|
670881AM3 |
6,200,000 |
$6,214,434.59 |
0.13% |
| Rockford Tower CLO Ltd Series 2017-3A, Class A, Variable rate, due 10/20/2030 |
|
77341DAA5 |
6,205,625 |
$6,222,561.52 |
0.13% |
| SREIT Trust Series 2021-PALM, Class G, Variable rate, due 10/15/2034 |
|
85237AAN3 |
6,430,000 |
$6,331,485.33 |
0.13% |
| TIF Funding II LLC Series 2020-1A, Class A, 2.09%, due 08/20/2045 |
|
872480AA6 |
6,903,167 |
$6,194,205.90 |
0.13% |
| TIME WARNER CABLE LLC 5.50%, due 09/01/2041 |
|
88732JBB3 |
8,320,000 |
$6,579,002.98 |
0.13% |
| US BANCORP Variable rate, due 02/01/2034 |
|
91159HJL5 |
6,700,000 |
$6,161,530.45 |
0.13% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
|
95000U2S1 |
6,809,000 |
$6,191,642.20 |
0.13% |
| CHARTER COMM OPT LLC/CAP 3.70%, due 04/01/2051 |
|
161175BV5 |
10,230,000 |
$5,935,987.99 |
0.12% |
| First Franklin Mtg Loan Asset Backed Certificates Series 2007-FF2, Class A1, Variable rate, due 03/25/2037 |
|
32029GAA2 |
11,413,928 |
$5,891,190.56 |
0.12% |
| GNMA G2 MA3662, 3%, due 05/20/2046 |
|
36179SB71 |
6,709,491 |
$5,793,077.22 |
0.12% |
| NIAGARA MOHAWK POWER 3.025%, due 06/27/2050 |
|
65364UAP1 |
10,000,000 |
$6,022,128.90 |
0.12% |
| SLG Office Trust Series 2021-OVA, Class A, 2.5854%, due 07/15/2041 |
|
78449RAA3 |
7,600,000 |
$6,069,330.36 |
0.12% |
| WELLS FARGO & COMPANY Variable rate, due 04/24/2034 |
|
95000U3D3 |
5,920,000 |
$5,699,074.36 |
0.12% |
| BECLE SAB DE CV 2.50%, due 10/14/2031 |
|
07586PAA9 |
7,000,000 |
$5,455,345.00 |
0.11% |
| CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 |
|
161175BL7 |
6,920,000 |
$5,261,688.63 |
0.11% |
| CIFC Funding Ltd Series 2021-7A, Class A1, Variable rate, due 01/23/2035 |
|
12567HAC6 |
5,610,000 |
$5,627,616.86 |
0.11% |
| Credit Suisse Mortgage Trust Series 2021-NQM7, Class A1, Variable rate, due 10/25/2066 |
|
12662QAA4 |
6,323,336 |
$5,295,949.17 |
0.11% |
| CROWN CASTLE INC 2.50%, due 07/15/2031 |
|
22822VAY7 |
6,901,000 |
$5,547,741.37 |
0.11% |
| Fannie Mae FN FM5397, 3%, due 12/01/2050 |
|
3140X87K7 |
6,404,925 |
$5,409,041.08 |
0.11% |
| Freddie Mac FR SD7204, 2%, due 04/01/2052 |
|
3132DWDH3 |
7,293,058 |
$5,526,913.42 |
0.11% |
| GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2, Variable rate, due 08/25/2046 |
|
362631AC7 |
21,406,942 |
$5,165,638.61 |
0.11% |
| HSBC HOLDINGS PLC Variable rate, due 09/22/2028 |
|
404280CL1 |
6,100,000 |
$5,389,868.75 |
0.11% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV 1.85%, due 08/01/2032 |
|
64971XQW1 |
6,940,000 |
$5,390,515.22 |
0.11% |
| PFIZER INVESTMENT ENTER 5.30%, due 05/19/2053 |
|
716973AG7 |
5,680,000 |
$5,282,262.32 |
0.11% |
| PNC FINANCIAL SERVICES Variable rate, due 01/24/2034 |
|
693475BM6 |
5,710,000 |
$5,355,299.71 |
0.11% |
| Structured Asset Mortgage Investments Inc Series 2006-AR7, Class A1A, Variable rate, due 08/25/2036 |
|
86361HAA2 |
6,500,496 |
$5,168,226.80 |
0.11% |
| TENNET HOLDING BV 4.50%, due 10/28/2034 |
BMD5VP7 |
|
4,860,000 |
$5,593,133.84 |
0.11% |
| Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 |
|
00442KAA9 |
12,171,735 |
$5,097,997.50 |
0.10% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 |
|
04685A2X8 |
5,090,000 |
$5,091,503.99 |
0.10% |
| BLACK HILLS CORP 6.15%, due 05/15/2034 |
|
092113AW9 |
5,000,000 |
$4,984,067.70 |
0.10% |
| Countrywide Alternative Loan Trust Series 2005-56, Class 1A1, Variable rate, due 11/25/2035 |
|
12668AGN9 |
5,283,859 |
$4,737,775.52 |
0.10% |
| COX ENTERPRISES INC 7.375%, due 07/15/2027 |
|
224050AE4 |
4,670,000 |
$4,872,648.07 |
0.10% |
| Fannie Mae FN BE3774, 4%, due 07/01/2047 |
|
3140FPFQ7 |
5,202,122 |
$4,765,187.83 |
0.10% |
| Fannie Mae FN MA4128, 2%, due 09/01/2040 |
|
31418DSS2 |
5,821,436 |
$4,763,463.33 |
0.10% |
| Freddie Mac FR SD7518, 3%, due 06/01/2050 |
|
3132DVK79 |
5,977,593 |
$5,049,336.09 |
0.10% |
| GoldenTree Loan Management US CLO1, LTD Series 2020-8A, Class AR, Variable rate, due 10/20/2034 |
|
38136NAQ9 |
5,000,000 |
$4,995,504.00 |
0.10% |
| GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 |
|
3622MHAA4 |
8,726,125 |
$4,999,279.88 |
0.10% |
| HEALTHCARE RLTY HLDGS LP 2%, due 03/15/2031 |
|
42225UAH7 |
6,020,000 |
$4,652,503.72 |
0.10% |
| JPMORGAN CHASE & CO Variable rate, due 04/22/2032 |
|
46647PCC8 |
5,955,000 |
$4,897,481.80 |
0.10% |
| Life Financial Services Trust Series 2021-BMR, Class F, Variable rate, due 03/15/2038 |
|
53218CAL4 |
4,914,851 |
$4,739,523.28 |
0.10% |
| Morgan Stanley Capital Inc Series 2006-HE4, Class A3, Variable rate, due 06/25/2036 |
|
61748BAC8 |
9,592,391 |
$4,966,642.72 |
0.10% |
| MORGAN STANLEY Variable rate, due 04/28/2032 |
|
6174468X0 |
6,500,000 |
$5,064,092.54 |
0.10% |
| SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 |
|
80281LAQ8 |
5,250,000 |
$4,790,795.83 |
0.10% |
| THE BOEING CO 5.805%, due 05/01/2050 |
|
097023CW3 |
5,400,000 |
$4,738,970.18 |
0.10% |
| UNITED AIR 2023-1 A PTT 5.80%, due 07/15/2036 |
|
90932LAJ6 |
4,915,000 |
$4,884,421.82 |
0.10% |
| UNITED MEXICAN STATES 2.659%, due 05/24/2031 |
|
91087BAM2 |
5,772,000 |
$4,668,121.85 |
0.10% |
| WELLS FARGO & COMPANY Variable rate, due 03/02/2033 |
|
95000U2U6 |
5,905,000 |
$4,974,005.42 |
0.10% |
| WELLS FARGO & COMPANY Variable rate, due 10/30/2030 |
|
95000U2G7 |
5,790,000 |
$5,004,366.95 |
0.10% |
| American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
|
02660BAA0 |
11,688,332 |
$4,275,107.93 |
0.09% |
| AMSR Trust Series 2021-SFR3, Class G, 3.804%, due 10/17/2038 |
|
00180UAH8 |
5,000,000 |
$4,498,074.00 |
0.09% |
| Asset Backed Funding Certificates Series 2006-HE1, Class A2B, Variable rate, due 01/25/2037 |
|
00075WAP4 |
7,768,781 |
$4,303,145.08 |
0.09% |
| AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 |
|
05401AAR2 |
5,256,000 |
$4,633,748.46 |
0.09% |
| BANK OF AMERICA CORP Variable rate, due 10/24/2031 |
|
06051GJL4 |
5,265,000 |
$4,178,482.85 |
0.09% |
| BXHPP Trust Series 2021-FILM, Class E, Variable rate, due 08/15/2036 |
|
05609JAQ5 |
5,200,000 |
$4,611,184.76 |
0.09% |
| BXP Trust Series 2017-GM, Class D, Variable rate, due 06/13/2039 |
|
056083AL2 |
5,000,000 |
$4,402,097.00 |
0.09% |
| Credit Suisse Mortgage Trust Series 2007-2, Class 1A4, 5.75%, due 03/25/2037 |
|
126384AD8 |
8,788,995 |
$4,415,966.27 |
0.09% |
| Freddie Mac FG G67706, 3.50%, due 12/01/2047 |
|
3132XCR31 |
4,964,311 |
$4,415,654.46 |
0.09% |
| Freddie Mac FR RA4528, 2.50%, due 02/01/2051 |
|
3133KLA56 |
5,802,687 |
$4,599,753.86 |
0.09% |
| HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
|
44409MAA4 |
5,125,000 |
$4,494,071.50 |
0.09% |
| HYATT HOTELS CORP 1.80%, due 10/01/2024 |
|
448579AN2 |
4,385,000 |
$4,306,823.61 |
0.09% |
| MET LIFE GLOB FUNDING I N/C, 3.45%, due 12/18/2026 |
|
59217GBY4 |
4,645,000 |
$4,425,127.16 |
0.09% |
| Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 |
|
61755AAE6 |
5,948,191 |
$4,391,930.61 |
0.09% |
| NEW YORK ST URBAN DEV CORP SALES TAX REV TAXABLE, 2.97%, due 03/15/2034 |
|
64985TBJ9 |
5,140,000 |
$4,210,213.58 |
0.09% |
| ONCOR ELECTRIC DELIVERY 4.95%, due 09/15/2052 |
|
68233JCM4 |
4,820,000 |
$4,245,102.02 |
0.09% |
| PILGRIM'S PRIDE CORP 6.25%, due 07/01/2033 |
|
72147KAK4 |
4,536,000 |
$4,491,071.37 |
0.09% |
| PNC FINANCIAL SERVICES Variable rate, due 10/20/2034 |
|
693475BU8 |
4,215,000 |
$4,453,392.52 |
0.09% |
| Residential Accredit Loans, Inc. Series 2007-QS7, Class 1A1, 6%, due 05/25/2037 |
|
74923WAA6 |
5,763,665 |
$4,278,993.60 |
0.09% |
| Residential Funding Mtg Sec I Series 2007-S6, Class 1A4, 6%, due 06/25/2037 |
|
762009AD0 |
5,993,750 |
$4,334,295.03 |
0.09% |
| TRANSCANADA PIPELINES 4.625%, due 03/01/2034 |
|
89352HAM1 |
4,920,000 |
$4,447,026.13 |
0.09% |
| BAT CAPITAL CORP 4.39%, due 08/15/2037 |
|
05526DBD6 |
4,530,000 |
$3,680,429.40 |
0.08% |
| BERRY GLOBAL INC 1.57%, due 01/15/2026 |
|
08576PAH4 |
3,948,000 |
$3,682,162.92 |
0.08% |
| CIM Trust Series 2020-R3, Class A1A, Variable rate, due 01/26/2060 |
|
12559NAB5 |
4,379,810 |
$4,081,234.24 |
0.08% |
| CONSTELLATION BRANDS INC 2.875%, due 05/01/2030 |
|
21036PBF4 |
4,300,000 |
$3,705,564.43 |
0.08% |
| Countrywide Alternative Loan Trust Series 2005-16, Class A4, Variable rate, due 06/25/2035 |
|
12667GMF7 |
4,668,815 |
$4,028,211.98 |
0.08% |
| DISCOVER FINANCIAL SVS 3.95%, due 11/06/2024 |
|
254709AK4 |
3,755,000 |
$3,717,356.91 |
0.08% |
| ELO SACA 6%, due 03/22/2029 |
|
F0490QNZ2 |
3,600,000 |
$3,828,912.84 |
0.08% |
| EVERSOURCE ENERGY 5.95%, due 02/01/2029 |
|
30040WAW8 |
4,000,000 |
$4,043,969.52 |
0.08% |
| Fannie Mae FN MA3238, 3.50%, due 01/01/2048 |
|
31418CS47 |
4,284,870 |
$3,767,604.87 |
0.08% |
| Fannie Mae FN MA4158, 2%, due 10/01/2050 |
|
31418DTQ5 |
4,883,160 |
$3,723,217.89 |
0.08% |
| FED REPUBLIC OF BRAZIL 6.125%, due 03/15/2034 |
|
105756CH1 |
4,330,000 |
$4,119,563.73 |
0.08% |
| Freddie Mac FR ZS4688, 3%, due 11/01/2046 |
|
3132A5F59 |
4,612,373 |
$3,917,221.75 |
0.08% |
| Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class D, Variable rate, due 12/10/2040 |
|
38406JAJ7 |
5,080,000 |
$3,720,523.93 |
0.08% |
| Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 |
|
52525BAA0 |
4,227,113 |
$3,836,144.88 |
0.08% |
| NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 |
|
63861VAF4 |
4,055,000 |
$3,746,654.19 |
0.08% |
| PIEDMONT NATURAL GAS CO 5.40%, due 06/15/2033 |
|
720186AQ8 |
4,125,000 |
$4,022,761.13 |
0.08% |
| Progress Residential Trust Series 2021-SFR3, Class G, 4.254%, due 05/17/2026 |
|
74333VAQ7 |
4,130,000 |
$3,773,956.00 |
0.08% |
| REVVITY INC 2.55%, due 03/15/2031 |
|
714046AH2 |
5,000,000 |
$4,115,073.35 |
0.08% |
| REYNOLDS AMERICAN INC 5.70%, due 08/15/2035 |
|
761713BA3 |
4,250,000 |
$4,032,923.30 |
0.08% |
| SLG Office Trust Series 2021-OVA, Class E, 2.85061%, due 07/15/2041 |
|
78449RAL9 |
5,000,000 |
$3,671,704.50 |
0.08% |
| Soundview Home Equity Loan Trust Series 2007-OPT4, Class 1A1, Variable rate, due 09/25/2037 |
|
83613AAA0 |
5,807,708 |
$3,945,966.95 |
0.08% |
| SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 |
|
001192AH6 |
3,856,000 |
$3,733,189.84 |
0.08% |
| Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 |
|
86364RAA7 |
4,731,653 |
$3,750,969.22 |
0.08% |
| 1375209 BC LTD 9%, due 01/30/2028 |
|
68251PAA5 |
3,250,000 |
$3,191,290.06 |
0.07% |
| APPALACHIAN POWER CO 5.65%, due 04/01/2034 |
|
037735DB0 |
3,415,000 |
$3,317,915.92 |
0.07% |
| BERRY GLOBAL INC BERY TL AA 1L USD |
|
|
3,229,456 |
$3,240,048.84 |
0.07% |
| BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 |
BMHRN97 |
|
3,650,000 |
$3,282,319.91 |
0.07% |
| BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
3,711,845 |
$3,668,404.69 |
0.07% |
| CIM Trust Series 2021-NR3, Class A1, Variable rate, due 06/25/2057 |
|
12564UAA4 |
3,233,043 |
$3,197,395.52 |
0.07% |
| CITIGROUP INC Variable rate, due 01/25/2033 |
|
17327CAQ6 |
4,242,000 |
$3,508,107.23 |
0.07% |
| CITIGROUP INC Variable rate, due 11/05/2030 |
|
17308CC53 |
4,110,000 |
$3,571,829.74 |
0.07% |
| COMMSCOPE INC COMM TL B2 1L USD |
LX178454 |
|
3,630,121 |
$3,210,406.14 |
0.07% |
| Countrywide Alternative Loan Trust Series 2005-67CB, Class A1, 5.50%, due 01/25/2036 |
|
12668AJ89 |
4,915,072 |
$3,549,892.50 |
0.07% |
| DELTA AIR LINES 2020-AA 2%, due 06/10/2028 |
|
247361ZV3 |
3,953,606 |
$3,534,654.62 |
0.07% |
| DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 |
BMDT375 |
|
4,065,000 |
$3,363,809.82 |
0.07% |
| DUKE ENERGY PROGRESS LLC 5.25%, due 03/15/2033 |
|
26442UAQ7 |
3,500,000 |
$3,432,110.99 |
0.07% |
| Fannie Mae FN MA4547, 2%, due 02/01/2052 |
|
31418EBR0 |
4,801,823 |
$3,642,691.52 |
0.07% |
| Fannie Mae FN MA4598, 2.50%, due 05/01/2052 |
|
31418EDC1 |
4,219,943 |
$3,352,276.45 |
0.07% |
| HONEYWELL INTERNATIONAL 3.75%, due 03/01/2036 |
BQBCWZ5 |
|
3,325,000 |
$3,491,819.60 |
0.07% |
| INTERSTATE POWER & LIGHT 2.30%, due 06/01/2030 |
|
461070AS3 |
3,855,000 |
$3,206,337.35 |
0.07% |
| INVITATION HOMES OPERATING 2%, due 08/15/2031 |
|
46188BAA0 |
4,569,000 |
$3,513,692.59 |
0.07% |
| JDE PEET'S NV 2.25%, due 09/24/2031 |
|
47216QAC7 |
4,230,000 |
$3,297,464.78 |
0.07% |
| Manhattan West Series 2020-OMW, Class A, 2.13%, due 09/10/2040 |
|
563136AA8 |
3,855,000 |
$3,376,303.83 |
0.07% |
| NGPL PIPECO LLC 4.875%, due 08/15/2027 |
|
62912XAF1 |
3,640,000 |
$3,509,588.26 |
0.07% |
| PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 |
|
72147KAH1 |
4,075,000 |
$3,345,086.00 |
0.07% |
| REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 |
|
761713BB1 |
3,735,000 |
$3,330,494.57 |
0.07% |
| SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 |
|
78413KAB8 |
4,500,000 |
$3,303,224.37 |
0.07% |
| SLG Office Trust Series 2021-OVA, Class F, 2.85061%, due 07/15/2041 |
|
78449RAN5 |
5,000,000 |
$3,458,487.50 |
0.07% |
| THE MICHAELS COS INC 7.875%, due 05/01/2029 |
|
55916AAB0 |
5,035,000 |
$3,556,604.42 |
0.07% |
| T-MOBILE USA INC 3.75%, due 04/15/2027 |
|
87264ABD6 |
3,415,000 |
$3,256,541.68 |
0.07% |
| TPGI Trust Series 2021-DGWD, Class E, Variable rate, due 06/15/2026 |
|
87267HAQ0 |
3,600,000 |
$3,593,243.89 |
0.07% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2031 |
|
95000U2J1 |
3,795,000 |
$3,205,132.22 |
0.07% |
| AIR LEASE CORP 4.625%, due 10/01/2028 |
|
00912XBF0 |
3,000,000 |
$2,868,101.13 |
0.06% |
| AMCOR FINANCE USA INC 3.625%, due 04/28/2026 |
|
02343UAG0 |
3,000,000 |
$2,877,228.18 |
0.06% |
| AMER AIRLINE 16-1 AA PTT 3.575%, due 01/15/2028 |
|
02376UAA3 |
3,215,751 |
$3,013,315.82 |
0.06% |
| AMERICAN HOMES 4 RENT 3.375%, due 07/15/2051 |
|
02666TAD9 |
4,665,000 |
$2,920,587.21 |
0.06% |
| AMWINS GROUP INC AMWINS TL B 1L USD |
LX192658 |
|
2,890,072 |
$2,897,845.96 |
0.06% |
| ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 |
|
04685A3C3 |
3,395,000 |
$2,895,042.28 |
0.06% |
| BAE SYSTEMS HOLDINGS INC 3.85%, due 12/15/2025 |
|
05523UAP5 |
3,208,000 |
$3,117,616.33 |
0.06% |
| CHARTER COMM OPT LLC/CAP 3.90%, due 06/01/2052 |
|
161175CA0 |
4,767,000 |
$2,846,183.16 |
0.06% |
| CPT MORTGAGE TRUST Series 2019-CPT, Class A, 2.865%, due 11/13/2039 |
|
12654YAA7 |
3,500,000 |
$2,929,047.80 |
0.06% |
| DC Office Trust 2.965%, due 09/15/2045 |
|
23312BAA8 |
3,600,000 |
$3,006,927.72 |
0.06% |
| DOMINICAN REPUBLIC 4.50%, due 01/30/2030 |
|
25714PED6 |
3,235,000 |
$2,885,491.03 |
0.06% |
| ENERGY TRANSFER LP 4.90%, due 03/15/2035 |
|
29273RBE8 |
3,200,000 |
$2,917,924.38 |
0.06% |
| Fannie Mae FN FM2870, 3%, due 03/01/2050 |
|
3140X6FL0 |
3,712,972 |
$3,134,573.36 |
0.06% |
| Freddie Mac FG G67718, 4%, due 01/01/2049 |
|
3132XCSF3 |
2,962,819 |
$2,705,247.86 |
0.06% |
| Freddie Mac FR SD7511, 3.50%, due 01/01/2050 |
|
3132DVKY0 |
3,230,081 |
$2,837,437.21 |
0.06% |
| GLOBAL PAYMENTS INC 4.875%, due 03/17/2031 |
|
37940XAS1 |
2,685,000 |
$2,968,614.19 |
0.06% |
| GRIFOLS SA 3.875%, due 10/15/2028 |
|
E57009AB3 |
3,485,000 |
$2,972,785.33 |
0.06% |
| GRIFOLS WORLDWIDE OPERAT GRFSM TL B 1L USD |
LX183733 |
|
2,981,477 |
$2,914,125.76 |
0.06% |
| HCA INC 3.125%, due 03/15/2027 |
|
404119CH0 |
3,250,000 |
$3,040,678.49 |
0.06% |
| Hudson Yards Series 2019-30HY, Class D, Variable rate, due 07/10/2039 |
|
44421GAJ2 |
3,537,000 |
$2,895,548.43 |
0.06% |
| IMPERIAL BRANDS FIN PLC 3.50%, due 07/26/2026 |
|
45262BAB9 |
3,295,000 |
$3,135,038.20 |
0.06% |
| IndyMac INDX Mortgage Loan Trust Series 2007-FLX4, Class 2A, Variable rate, due 07/25/2037 |
|
456687AD4 |
3,434,818 |
$3,042,305.21 |
0.06% |
| INTL FLAVORS & FRAGRANCES 5%, due 09/26/2048 |
|
459506AL5 |
3,359,000 |
$2,753,817.32 |
0.06% |
| JPMORGAN CHASE & CO Variable rate, due 02/04/2032 |
|
46647PBX3 |
3,855,000 |
$3,052,847.21 |
0.06% |
| KEDRION SPA 6.50%, due 09/01/2029 |
|
49272YAB9 |
3,410,000 |
$3,094,575.00 |
0.06% |
| LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 |
|
53944YAL7 |
3,000,000 |
$2,986,663.50 |
0.06% |
| LXP INDUSTRIAL TRUST 2.375%, due 10/01/2031 |
|
529537AA0 |
3,852,000 |
$2,997,274.79 |
0.06% |
| MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 |
|
60783XAA2 |
4,205,000 |
$2,921,124.77 |
0.06% |
| Morgan Stanley Capital Inc Series 2007-HE1, Class A2D, Variable rate, due 11/25/2036 |
|
617526AF5 |
5,582,166 |
$3,174,893.80 |
0.06% |
| Onslow Bay Financial LLC Series 2021-NQM2, Class A1, Variable rate, due 05/25/2061 |
|
670857AA9 |
3,954,755 |
$3,097,078.84 |
0.06% |
| PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 |
BPX1YQ8 |
|
3,000,000 |
$3,108,689.99 |
0.06% |
| REALTY INCOME CORP 5.125%, due 07/06/2034 |
BPXZM88 |
|
2,510,000 |
$2,857,668.01 |
0.06% |
| REPUBLIC OF PANAMA 3.16%, due 01/23/2030 |
|
698299BK9 |
3,510,000 |
$2,859,665.74 |
0.06% |
| SLM Student Loan Trust Series 2008-6, Class A4, Variable rate, due 07/25/2023 |
|
78445CAD4 |
3,063,849 |
$3,039,056.46 |
0.06% |
| SOUTHWESTERN PUBLIC SERVICE 5.15%, due 06/01/2052 |
|
845743BW2 |
3,480,000 |
$2,857,462.10 |
0.06% |
| TEACHERS INSUR & ANNUITY 4.27%, due 05/15/2047 |
|
878091BF3 |
3,910,000 |
$3,041,993.61 |
0.06% |
| TMS ISSUER SARL 5.78%, due 08/23/2032 |
|
L53617AA1 |
3,010,000 |
$3,034,080.00 |
0.06% |
| UNIV OF CALIFORNIA CA RGTS MED CTR Taxable, 3.256%, due 05/15/2060 |
|
913366KC3 |
4,545,000 |
$2,894,098.29 |
0.06% |
| US BANCORP Variable rate, due 06/12/2034 |
|
91159HJN1 |
2,825,000 |
$2,778,588.22 |
0.06% |
| VICI PROPERTIES LP 5.125%, due 05/15/2032 |
|
925650AD5 |
3,309,000 |
$3,063,131.38 |
0.06% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 |
|
92926SAD8 |
7,755,756 |
$2,910,043.25 |
0.06% |
| ALLIANT ENERGY FINANCE 1.40%, due 03/15/2026 |
|
01882YAC0 |
2,655,000 |
$2,423,484.50 |
0.05% |
| AMERICAN TOWER CORP 2.70%, due 04/15/2031 |
|
03027XBM1 |
3,230,000 |
$2,660,540.15 |
0.05% |
| ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 |
|
04685A3G4 |
2,605,000 |
$2,267,937.38 |
0.05% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR5, Class 2A1, Variable rate, due 01/25/2037 |
|
07401NAP4 |
2,900,363 |
$2,544,715.30 |
0.05% |
| BENGAL DEBT MERGER SUB L PEP TL 1L USD |
LX202253 |
|
2,579,027 |
$2,418,237.89 |
0.05% |
| BERRY GLOBAL INC 1.65%, due 01/15/2027 |
|
08576PAF8 |
2,809,000 |
$2,535,851.89 |
0.05% |
| CENTENE CORP 3%, due 10/15/2030 |
|
15135BAW1 |
2,982,000 |
$2,493,981.98 |
0.05% |
| CIM Trust Series 2019-R4, Class A1, Variable rate, due 10/25/2059 |
|
12556FAA7 |
2,770,811 |
$2,494,443.62 |
0.05% |
| CODELCO INC 5.125%, due 02/02/2033 |
|
P3143NBP8 |
2,790,000 |
$2,580,986.04 |
0.05% |
| Dryden Senior Loan Fund Series 2018-70A, Class B, Variable rate, due 01/16/2032 |
|
26252EAE9 |
2,500,000 |
$2,506,312.40 |
0.05% |
| EAGLEVIEW TECHNOLOGY CO EAGTEC TL B 1L USD |
|
|
2,334,639 |
$2,283,568.56 |
0.05% |
| EXTRA SPACE STORAGE LP 2.35%, due 03/15/2032 |
|
30225VAG2 |
2,930,000 |
$2,271,968.50 |
0.05% |
| Fannie Mae FN CA3633, 3.50%, due 06/01/2049 |
|
3140QBBB3 |
2,641,268 |
$2,329,689.68 |
0.05% |
| FARMERS INS EXCH Variable rate, due 11/01/2057 |
|
309601AE2 |
3,495,000 |
$2,524,132.69 |
0.05% |
| Freddie Mac FR ZS4667, 3%, due 06/01/2046 |
|
3132A5FG5 |
2,790,985 |
$2,374,107.86 |
0.05% |
| FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 |
|
35908MAE0 |
2,666,000 |
$2,685,248.52 |
0.05% |
| GNMA G2 MA4322, 4%, due 03/20/2047 |
|
36179SYT8 |
2,571,721 |
$2,361,880.74 |
0.05% |
| GNMA G2 MA4382, 3.50%, due 04/20/2047 |
|
36179S2P1 |
2,732,010 |
$2,439,831.98 |
0.05% |
| HUNGARY N/C, 2.125%, due 09/22/2031 |
|
445545AM8 |
3,130,000 |
$2,403,192.10 |
0.05% |
| IMPERIAL BRANDS FIN PLC 3.125%, due 07/26/2024 |
|
45262BAA1 |
2,325,000 |
$2,306,987.48 |
0.05% |
| JAZZ FINANCING LUX SARL JAZZ TL B 1L USD |
|
|
2,401,426 |
$2,417,935.30 |
0.05% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2029 |
|
46647PAR7 |
2,625,000 |
$2,477,112.25 |
0.05% |
| Lehman XS Trust Series 2006-9, Class A1C, Variable rate, due 05/25/2046 |
|
52523DAC4 |
2,590,319 |
$2,245,778.30 |
0.05% |
| MASTR Asset Backed Securities Trust Series 2006-WMC3, Class A2, Variable rate, due 08/25/2036 |
|
55291KAB3 |
6,846,674 |
$2,387,334.44 |
0.05% |
| Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3, Class A1, Variable rate, due 07/25/2047 |
|
59024JAA4 |
2,786,488 |
$2,463,536.16 |
0.05% |
| MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 |
|
59217GFP9 |
2,380,000 |
$2,300,613.05 |
0.05% |
| Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
|
61750SAD4 |
5,221,349 |
$2,228,106.29 |
0.05% |
| ORACLE CORP Variable rate, due 08/16/2027 |
|
|
2,588,904 |
$2,592,140.24 |
0.05% |
| ORGANON & CO ORGNON TL B 1L USD |
|
|
2,269,278 |
$2,282,043.00 |
0.05% |
| Other: Pay 27661000 USD, Receive 27661000 SOFRRATE - 12/20/2053 |
|
|
27,661,000 |
$2,505,446.25 |
0.05% |
| REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 |
|
P5015VAM8 |
2,800,000 |
$2,217,250.00 |
0.05% |
| REPUBLIC OF PARAGUAY 3.849%, due 06/28/2033 |
|
P75744AL9 |
2,800,000 |
$2,370,542.05 |
0.05% |
| REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 |
|
P75744AJ4 |
2,485,000 |
$2,333,583.94 |
0.05% |
| ROMANIA N/C, 3%, due 02/14/2031 |
BMVVYM5 |
|
3,000,000 |
$2,450,010.00 |
0.05% |
| SLM Student Loan Trust Series 2012-7, Class A3, Variable rate, due 05/26/2026 |
|
78447KAC6 |
2,470,887 |
$2,423,911.18 |
0.05% |
| SOUTHERN CO GAS CAPITAL 5.75%, due 09/15/2033 |
|
8426EPAG3 |
2,495,000 |
$2,501,768.51 |
0.05% |
| TENNET HOLDING BV 2.75%, due 05/17/2042 |
BN4CF52 |
|
2,390,000 |
$2,317,107.13 |
0.05% |
| THAMES WATER UTIL FIN 4.375%, due 01/18/2031 |
BQFM9R2 |
|
2,530,000 |
$2,346,071.13 |
0.05% |
| THE EAST OHIO GAS CO 2%, due 06/15/2030 |
|
27409LAC7 |
2,765,000 |
$2,219,247.76 |
0.05% |
| UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 |
|
913903AZ3 |
2,630,000 |
$2,386,972.22 |
0.05% |
| WELLS FARGO & COMPANY Variable rate, due 02/11/2026 |
|
95000U2K8 |
2,520,000 |
$2,447,217.96 |
0.05% |
| WORLDLINE SA/FRANCE 4.125%, due 09/12/2028 |
|
F9867TJC8 |
2,500,000 |
$2,628,010.67 |
0.05% |
| AIR LEASE CORP 3.25%, due 03/01/2025 |
|
00912XBA1 |
1,890,000 |
$1,848,583.66 |
0.04% |
| Ajax Mortgage Loan Trust Series 2019-F, Class A1, Variable rate, due 07/25/2059 |
|
00969PAA1 |
1,997,684 |
$1,869,686.95 |
0.04% |
| APPALACHIAN POWER CO 3.70%, due 05/01/2050 |
|
037735CY1 |
3,000,000 |
$2,017,516.50 |
0.04% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAP5 |
4,021,000 |
$2,065,205.70 |
0.04% |
| ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 |
|
04685A3L3 |
2,145,000 |
$1,983,093.10 |
0.04% |
| BANK OF AMERICA CORP Variable rate, due 07/21/2032 |
|
06051GKA6 |
2,500,000 |
$1,986,176.28 |
0.04% |
| BAT CAPITAL CORP 5.65%, due 03/16/2052 |
|
05526DBV6 |
2,143,000 |
$1,844,771.31 |
0.04% |
| BAYER US FINANCE II LLC 4.875%, due 06/25/2048 |
|
07274NAQ6 |
2,540,000 |
$1,947,683.51 |
0.04% |
| BECTON DICKINSON & CO 3.734%, due 12/15/2024 |
|
075887BF5 |
2,107,000 |
$2,078,814.47 |
0.04% |
| BERRY GLOBAL INC 4.875%, due 07/15/2026 |
|
085770AA3 |
2,125,000 |
$2,078,354.13 |
0.04% |
| CATALENT PHARMA SOLUTIONS 2.375%, due 03/01/2028 |
|
U1478NAJ6 |
2,130,000 |
$2,172,838.05 |
0.04% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
1,845,000 |
$1,739,128.24 |
0.04% |
| CIM Trust Series 2019-R1, Class A, Variable rate, due 10/25/2058 |
|
12555VAA3 |
2,466,717 |
$2,157,228.80 |
0.04% |
| CRSO Trust CRSO 2023-BRND B |
|
228925AG8 |
1,700,000 |
$1,732,022.22 |
0.04% |
| DUKE ENERGY CAROLINAS 5.35%, due 01/15/2053 |
|
26442CBK9 |
2,375,000 |
$2,198,687.36 |
0.04% |
| DUKE ENERGY CORP 3.85%, due 06/15/2034 |
BMY29L9 |
|
2,000,000 |
$2,064,009.80 |
0.04% |
| EURO-SCHATZ FUT Jun24 |
DUM4 |
|
18 |
$2,031,071.65 |
0.04% |
| Fannie Mae FN AL8825, 3.50%, due 06/01/2046 |
|
3138ETYX8 |
2,286,487 |
$2,022,734.16 |
0.04% |
| Fannie Mae FN CA1182, 3.50%, due 02/01/2048 |
|
3140Q8J48 |
2,501,259 |
$2,200,495.12 |
0.04% |
| FARMERS EXCHANGE CAP II Variable rate, due 11/01/2053 |
|
30958PAA1 |
2,200,000 |
$1,924,436.93 |
0.04% |
| FIRSTENERGY PENN ELECTRIC 4.30%, due 01/15/2029 |
|
591894CC2 |
2,253,000 |
$2,134,278.86 |
0.04% |
| Freddie Mac FG G67717, 4%, due 11/01/2048 |
|
3132XCSE6 |
1,929,018 |
$1,768,006.85 |
0.04% |
| Freddie Mac FR ZT0537, 3.50%, due 03/01/2048 |
|
3132ACS27 |
2,022,851 |
$1,793,949.16 |
0.04% |
| GACI FIRST INVESTMENT 5.25%, due 10/13/2032 |
|
G3705QAC1 |
2,000,000 |
$1,954,768.00 |
0.04% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 |
|
38141GYL2 |
1,995,000 |
$1,994,934.44 |
0.04% |
| HSBC HOLDINGS PLC Variable rate, due 06/04/2026 |
|
404280CG2 |
1,830,000 |
$1,754,254.45 |
0.04% |
| HSBC HOLDINGS PLC Variable rate, due 06/09/2028 |
|
404280DF3 |
1,765,000 |
$1,714,591.48 |
0.04% |
| HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 |
|
44409MAB2 |
2,515,000 |
$2,109,198.71 |
0.04% |
| ICAHN ENTERPRISES/FIN 5.25%, due 05/15/2027 |
|
451102BZ9 |
2,107,000 |
$1,927,162.08 |
0.04% |
| IMPERIAL BRANDS FIN PLC 4.25%, due 07/21/2025 |
|
453140AF2 |
1,790,000 |
$1,753,531.04 |
0.04% |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1, Variable rate, due 06/25/2046 |
|
456612AC4 |
2,767,354 |
$2,147,867.60 |
0.04% |
| INVITATION HOMES OPERATING 5.50%, due 08/15/2033 |
|
46188BAF9 |
1,960,000 |
$1,885,246.67 |
0.04% |
| JBS USA/FOOD/FINANCE 4.375%, due 02/02/2052 |
|
46590XAQ9 |
3,000,000 |
$2,060,550.30 |
0.04% |
| JBS USA/FOOD/FINANCE 6.50%, due 12/01/2052 |
|
46590XAX4 |
2,015,000 |
$1,902,393.34 |
0.04% |
| JPMORGAN CHASE & CO Variable rate, due 02/04/2027 |
|
46647PBW5 |
1,895,000 |
$1,746,651.97 |
0.04% |
| KEYSPAN GAS EAST CORP 5.994%, due 03/06/2033 |
|
49338CAD5 |
2,180,000 |
$2,148,644.01 |
0.04% |
| Lehman XS Trust Series 2007-16N, Class 2A1, Variable rate, due 09/25/2047 |
|
52525BAC6 |
2,061,395 |
$1,737,128.88 |
0.04% |
| NEW YORK NY TAXABLE, 3.62%, due 04/01/2031 |
|
64966MYR4 |
2,285,000 |
$2,087,386.12 |
0.04% |
| PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
|
69370PAH4 |
2,504,000 |
$2,161,569.49 |
0.04% |
| REALTY INCOME CORP 4.875%, due 07/06/2030 |
|
756109BU7 |
1,700,000 |
$1,895,446.45 |
0.04% |
| REPUBLIC OF COLOMBIA 8%, due 04/20/2033 |
|
195325EF8 |
2,000,000 |
$2,037,968.76 |
0.04% |
| REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 |
|
718286CJ4 |
2,500,000 |
$2,122,595.10 |
0.04% |
| REPUBLIC OF POLAND 4.875%, due 10/04/2033 |
|
731011AV4 |
1,995,000 |
$1,900,367.19 |
0.04% |
| Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 |
|
75116FBH1 |
2,769,453 |
$2,103,653.05 |
0.04% |
| SBA SENIOR FINANCE II LLC SBAC TL B 1L USD |
LX224693 |
|
1,843,106 |
$1,849,952.89 |
0.04% |
| TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 |
|
878091BE6 |
1,980,000 |
$1,960,142.76 |
0.04% |
| THE CIGNA GROUP 3.40%, due 03/01/2027 |
|
125523CB4 |
2,000,000 |
$1,895,857.90 |
0.04% |
| TUCSON ELECTRIC POWER CO 5.50%, due 04/15/2053 |
|
898813AV2 |
2,310,000 |
$2,160,708.67 |
0.04% |
| AERCAP IRELAND CAP/GLOBAL 4.45%, due 10/01/2025 |
|
00774MAG0 |
1,296,000 |
$1,271,258.98 |
0.03% |
| ALCON FINANCE CORP 2.60%, due 05/27/2030 |
|
01400EAD5 |
1,500,000 |
$1,271,882.60 |
0.03% |
| ANNINGTON FUNDING PLC 2.308%, due 10/06/2032 |
BMCKV42 |
|
1,400,000 |
$1,337,210.54 |
0.03% |
| ANNINGTON FUNDING PLC 3.184%, due 07/12/2029 |
|
G0390PAB1 |
1,270,000 |
$1,400,425.41 |
0.03% |
| ASURION LLC ASUCOR TL B8 1L USD |
LX191415 |
|
1,663,825 |
$1,629,042.86 |
0.03% |
| AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 |
|
05401AAH4 |
1,755,000 |
$1,705,909.91 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 02/04/2033 |
|
06051GKK4 |
2,020,000 |
$1,663,919.57 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 04/29/2031 |
|
06051GJB6 |
2,000,000 |
$1,678,950.64 |
0.03% |
| BAT CAPITAL CORP 4.54%, due 08/15/2047 |
|
05526DBF1 |
1,855,000 |
$1,373,604.52 |
0.03% |
| BAYER US FINANCE II LLC 4.40%, due 07/15/2044 |
|
07274NBF9 |
1,750,000 |
$1,294,870.78 |
0.03% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
|
07400HAA1 |
2,029,252 |
$1,676,371.38 |
0.03% |
| BLACKSTONE PP EUR HOLD 1%, due 05/04/2028 |
|
L1051PAG2 |
1,560,000 |
$1,456,597.22 |
0.03% |
| BLACKSTONE PP EUR HOLD 1.75%, due 03/12/2029 |
BK4W8P2 |
|
1,350,000 |
$1,263,328.21 |
0.03% |
| BOEING CO 4.875%, due 05/01/2025 |
|
097023CT0 |
1,610,000 |
$1,591,470.80 |
0.03% |
| BON SECOURS MERCY 2.095%, due 06/01/2031 |
|
09778PAB1 |
2,105,000 |
$1,682,818.38 |
0.03% |
| CAESARS ENTERTAIN INC CZR TL B1 1L USD |
LX225393 |
|
1,328,945 |
$1,332,267.39 |
0.03% |
| CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 |
|
161175AY0 |
1,475,000 |
$1,454,506.25 |
0.03% |
| CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 |
|
161175CK8 |
1,960,000 |
$1,456,249.68 |
0.03% |
| CITY BREWING CO LLC CTYBRW TL B 1L USD |
|
|
2,034,077 |
$1,389,712.11 |
0.03% |
| CLEAN HARBORS INC CLH TL B 1L USD |
|
|
1,317,351 |
$1,323,292.73 |
0.03% |
| CLEARWATER PAPER CORP 4.75%, due 08/15/2028 |
|
18538RAJ2 |
1,350,000 |
$1,224,725.94 |
0.03% |
| Countrywide Alternative Loan Trust Series 2007-13, Class A1, 6%, due 06/25/2047 |
|
02150MAA3 |
2,523,938 |
$1,262,077.77 |
0.03% |
| DOMINION ENERGY INC 3.30%, due 03/15/2025 |
|
25746UDE6 |
1,695,000 |
$1,660,189.02 |
0.03% |
| DUKE ENERGY PROGRESS LLC 5.10%, due 03/15/2034 |
|
26442UAS3 |
1,755,000 |
$1,688,744.75 |
0.03% |
| ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 |
|
26828VAA4 |
1,281,070 |
$1,278,954.36 |
0.03% |
| ELANCO ANIMAL HEALTH INC ELAN TL B 1L USD |
LX185454 |
|
1,536,907 |
$1,536,330.86 |
0.03% |
| Fannie Mae FN BM5585, 3%, due 11/01/2048 |
|
3140JAF37 |
1,538,127 |
$1,307,411.09 |
0.03% |
| FANNIE MAE Series 2012-20, Class ZT, 3.50%, due 03/25/2042 |
|
3136A4GN3 |
1,537,619 |
$1,393,584.13 |
0.03% |
| FANNIE MAE Series 2012-84, Class VZ, 3.50%, due 08/25/2042 |
|
3136A7N65 |
1,655,201 |
$1,466,257.34 |
0.03% |
| FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 |
|
30958QAA9 |
1,770,000 |
$1,437,718.08 |
0.03% |
| FARMERS EXCHANGE CAPITAL N/C, 7.05%, due 07/15/2028 |
|
309588AC5 |
1,650,000 |
$1,656,908.15 |
0.03% |
| FIN DEPT GOVT SHARJAH N/C, 6.50%, due 11/23/2032 |
|
38381CAE2 |
1,302,000 |
$1,321,842.48 |
0.03% |
| FISERV INC 2.25%, due 06/01/2027 |
|
337738BB3 |
1,400,000 |
$1,270,920.34 |
0.03% |
| Freddie Mac FG G61748, 3.50%, due 11/01/2048 |
|
31335B5H5 |
1,790,600 |
$1,590,180.67 |
0.03% |
| Freddie Mac FG G67714, 4%, due 07/01/2048 |
|
3132XCSB2 |
1,397,852 |
$1,281,179.11 |
0.03% |
| Freddie Mac FR SD8107, 2.50%, due 11/01/2050 |
|
3132DWAG8 |
1,987,886 |
$1,588,023.51 |
0.03% |
| Freddie Mac FR ZT0277, 3.50%, due 10/01/2046 |
|
3132ACJW1 |
1,408,558 |
$1,240,234.91 |
0.03% |
| FRONTIER COMMUNICATIONS FTR DIP-TL B 1L USD |
LX194213 |
|
1,496,144 |
$1,494,670.26 |
0.03% |
| HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 |
|
42225UAG9 |
2,000,000 |
$1,701,984.06 |
0.03% |
| INTERSTATE POWER & LIGHT 5.70%, due 10/15/2033 |
|
461070AU8 |
1,450,000 |
$1,440,833.88 |
0.03% |
| ITC HOLDINGS CORP 2.95%, due 05/14/2030 |
|
465685AQ8 |
1,500,000 |
$1,290,453.39 |
0.03% |
| JBS USA/FOOD/FINANCE 3%, due 05/15/2032 |
|
46590XAP1 |
2,115,000 |
$1,670,586.68 |
0.03% |
| JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 |
|
46590XAM8 |
1,505,000 |
$1,270,057.76 |
0.03% |
| JBS USA/FOOD/FINANCE 7.25%, due 11/15/2053 |
|
47214BAB4 |
1,670,000 |
$1,704,323.51 |
0.03% |
| JERSEY CENTRAL PWR & LT 4.30%, due 01/15/2026 |
|
476556DC6 |
1,750,000 |
$1,703,404.27 |
0.03% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2029 |
|
46647PCJ3 |
1,445,000 |
$1,259,521.64 |
0.03% |
| KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 |
|
Y44709AF3 |
1,383,000 |
$1,318,144.22 |
0.03% |
| LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 |
|
529043AE1 |
1,605,000 |
$1,313,422.22 |
0.03% |
| MASSACHUSETTS ST SCH BLDG AUTH TAXABLE, 2.966%, due 10/15/2032 |
|
576000XM0 |
1,845,000 |
$1,579,379.41 |
0.03% |
| MIDAMERICAN ENERGY CO 5.85%, due 09/15/2054 |
|
595620AY1 |
1,605,000 |
$1,607,169.08 |
0.03% |
| MKT 2020-525M Mortgage Trust Series 2020-525M, Class D, Variable rate, due 02/12/2040 |
|
55316PAJ6 |
2,719,000 |
$1,701,489.56 |
0.03% |
| NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 |
|
638671AJ6 |
1,525,000 |
$1,525,081.15 |
0.03% |
| NATL GAS TRANSMISSION 4.25%, due 04/05/2030 |
BMB3T48 |
|
1,555,000 |
$1,689,185.26 |
0.03% |
| NEW JERSEY ST TURNPIKE AUTH TPK REV N/C, TAXABLE, 1.863%, due 01/01/2031 |
|
646140DU4 |
2,000,000 |
$1,641,094.60 |
0.03% |
| ORACLE CORP 3.95%, due 03/25/2051 |
|
68389XCA1 |
2,093,000 |
$1,486,772.82 |
0.03% |
| PLAZE INC PLAZEI TL B 1L USD |
|
|
1,499,625 |
$1,487,440.55 |
0.03% |
| REPUBLIC OF PERU 2.783%, due 01/23/2031 |
|
715638DF6 |
1,510,000 |
$1,259,709.41 |
0.03% |
| REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 |
|
836205BC7 |
1,550,000 |
$1,366,418.00 |
0.03% |
| REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 06/22/2030 |
|
836205AY0 |
1,759,000 |
$1,605,632.79 |
0.03% |
| Rockford Tower CLO Ltd Series 2019-2A, Class AR, Variable rate, due 08/20/2032 |
|
77341GAJ9 |
1,625,000 |
$1,628,656.25 |
0.03% |
| ROCKIES EXPRESS PIPELINE 4.80%, due 05/15/2030 |
|
77340RAT4 |
1,500,000 |
$1,347,352.80 |
0.03% |
| ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 |
|
77340RAM9 |
1,360,000 |
$1,294,986.70 |
0.03% |
| SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 |
|
80281LAR6 |
1,735,000 |
$1,579,764.97 |
0.03% |
| SETANTA AIRCRAFT LEASING SEAILE TL B 1L USD |
|
|
1,450,000 |
$1,456,438.00 |
0.03% |
| SPECTRUM BRANDS INC 3.875%, due 03/15/2031 |
|
84762LAX3 |
1,530,000 |
$1,429,719.98 |
0.03% |
| TEACHERS INSUR & ANNUITY 4.90%, due 09/15/2044 |
|
878091BD8 |
1,790,000 |
$1,545,575.55 |
0.03% |
| TENNET HOLDING BV 4.75%, due 10/28/2042 |
BMD5VL3 |
|
1,190,000 |
$1,416,694.74 |
0.03% |
| TIME WARNER CABLE LLC 5.875%, due 11/15/2040 |
|
88732JAY4 |
2,000,000 |
$1,647,939.66 |
0.03% |
| TRANSDIGM INC TDG TL I 1L USD |
|
|
1,689,998 |
$1,698,912.99 |
0.03% |
| UNITED MEXICAN STATES 4.75%, due 04/27/2032 |
|
91087BAK6 |
1,700,000 |
$1,555,104.41 |
0.03% |
| VICI PROPERTIES / NOTE 4.125%, due 08/15/2030 |
|
92564RAE5 |
1,570,000 |
$1,398,641.25 |
0.03% |
| VONOVIA SE 0.75%, due 09/01/2032 |
|
D9581TAL4 |
1,800,000 |
$1,451,693.83 |
0.03% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A2, Variable rate, due 04/25/2037 |
|
92926SAC0 |
3,619,353 |
$1,358,020.21 |
0.03% |
| XCEL ENERGY INC 4.80%, due 09/15/2041 |
|
98389BAN0 |
1,505,000 |
$1,268,622.61 |
0.03% |
| ZAYO GROUP HOLDINGS INC ZAYO TL 1L USD |
LX204417 |
|
1,785,629 |
$1,579,540.55 |
0.03% |
| ACRISURE LLC ACRISU TL B 1L USD |
|
|
1,123,664 |
$1,123,787.71 |
0.02% |
| ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 |
|
00737WAA7 |
1,118,000 |
$1,056,665.28 |
0.02% |
| AERCAP IRELAND CAP/GLOBAL 3.50%, due 01/15/2025 |
|
00774MAC9 |
1,000,000 |
$983,222.46 |
0.02% |
| AIR LEASE CORP 3.375%, due 07/01/2025 |
|
00914AAH5 |
940,000 |
$913,745.17 |
0.02% |
| AMCOR FLEXIBLES NORTH AMERICA 2.63%, due 06/19/2030 |
|
081437AT2 |
1,000,000 |
$836,076.85 |
0.02% |
| American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
|
02660TGN7 |
1,387,049 |
$1,188,321.00 |
0.02% |
| ANNINGTON FUNDING PLC 3.685%, due 07/12/2034 |
|
G0390PAE5 |
900,000 |
$926,307.15 |
0.02% |
| ANNINGTON FUNDING PLC 4.75%, due 08/09/2033 |
|
G0390PAH8 |
650,000 |
$740,976.62 |
0.02% |
| AVOLON TLB BORROWER 1 US AVOL TL B6 1L USD |
|
|
831,261 |
$833,904.15 |
0.02% |
| BANK OF AMERICA CORP Variable rate, due 10/20/2032 |
|
06051GKD0 |
1,195,000 |
$963,482.99 |
0.02% |
| BAT CAPITAL CORP 2.726%, due 03/25/2031 |
|
05526DBS3 |
1,400,000 |
$1,150,574.01 |
0.02% |
| BAT CAPITAL CORP 3.557%, due 08/15/2027 |
|
05526DBB0 |
979,000 |
$918,494.74 |
0.02% |
| BAUSCH + LOMB CORP BLCOCN TL 1L USD |
|
|
850,169 |
$853,888.67 |
0.02% |
| BAYER US FINANCE II LLC 3.375%, due 07/15/2024 |
|
07274NAW3 |
1,045,000 |
$1,038,908.29 |
0.02% |
| BERRY GLOBAL INC 5.65%, due 01/15/2034 |
|
08576PAP6 |
1,005,000 |
$967,030.32 |
0.02% |
| BXP Trust Series 2017-CC, Class D, Variable rate, due 08/13/2037 |
|
05607CAL3 |
1,440,000 |
$1,194,292.22 |
0.02% |
| CARESTREAM DENTAL CARDEN TL 1L USD |
|
|
1,123,288 |
$932,329.02 |
0.02% |
| CCO HLDGS LLC/CAP CORP 4.25%, due 02/01/2031 |
|
1248EPCK7 |
1,465,000 |
$1,146,587.62 |
0.02% |
| CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 |
|
161175BX1 |
1,410,000 |
$1,046,854.33 |
0.02% |
| CHARTER COMM OPT LLC/CAP 5.375%, due 04/01/2038 |
|
161175BM5 |
1,471,000 |
$1,211,430.94 |
0.02% |
| CHEMOURS CO CC TL B2 1L USD |
|
|
953,482 |
$954,077.69 |
0.02% |
| CVS HEALTH CORP 1.75%, due 08/21/2030 |
|
126650DN7 |
1,225,000 |
$977,012.53 |
0.02% |
| CVS HEALTH CORP 5.125%, due 07/20/2045 |
|
126650CN8 |
926,000 |
$802,121.27 |
0.02% |
| DUKE ENERGY FLORIDA LLC 5.875%, due 11/15/2033 |
|
26444HAQ4 |
1,030,000 |
$1,049,908.92 |
0.02% |
| Euro |
$EUR |
|
1,064,205 |
$1,141,998.61 |
0.02% |
| Exeter Automobile Receivables Trust Series 2021-4A, Class R, 0%, due 12/15/2033 |
|
30165JAN6 |
10,000 |
$1,191,113.26 |
0.02% |
| EXTRA SPACE STORAGE LP 2.20%, due 10/15/2030 |
|
30225VAP2 |
1,135,000 |
$915,385.24 |
0.02% |
| Fannie Mae FN AS0225, 4%, due 08/01/2043 |
|
3138W9HB9 |
933,698 |
$856,061.03 |
0.02% |
| Fannie Mae FN AS3134, 3.50%, due 08/01/2044 |
|
3138WCPU1 |
1,144,970 |
$1,021,197.74 |
0.02% |
| Fannie Mae FN BM!903, 3.50%, due 08/01/2047 |
|
3140J6DH7 |
840,334 |
$746,503.48 |
0.02% |
| Fannie Mae FN CA0854, 3.50%, due 12/01/2047 |
|
3140Q75Q6 |
887,510 |
$783,276.33 |
0.02% |
| Fannie Mae FN MA4379, 2.50%, due 07/01/2051 |
|
31418D2M3 |
1,224,693 |
$975,277.18 |
0.02% |
| FERRELLGAS LP/FERRELLGAS 5.875%, due 04/01/2029 |
|
315289AC2 |
1,250,000 |
$1,184,609.25 |
0.02% |
| FIRSTENERGY PENN ELECTRIC 4%, due 04/15/2025 |
|
591894CB4 |
830,000 |
$814,714.89 |
0.02% |
| Freddie Mac FG G08715, 3%, due 07/01/2046 |
|
3128MJYM6 |
1,307,132 |
$1,113,056.82 |
0.02% |
| Freddie Mac FG G08792, 3.50%, due 12/01/2047 |
|
3128MJ3A6 |
871,017 |
$764,969.92 |
0.02% |
| Freddie Mac FG G60038, 3.50%, due 01/01/2044 |
|
31335ABF4 |
1,149,335 |
$1,031,202.47 |
0.02% |
| Freddie Mac FG G67707, 3.50%, due 01/01/2048 |
|
3132XCR49 |
1,214,313 |
$1,075,475.68 |
0.02% |
| Freddie Mac FR ZT1703, 4%, due 01/01/2049 |
|
3132AD3L0 |
979,168 |
$892,810.31 |
0.02% |
| GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 |
|
36321PAD2 |
1,458,720 |
$1,223,056.07 |
0.02% |
| GENERAL ELECTRIC CO N/C, Variable rate, due 05/05/2026 |
|
36962GW75 |
943,000 |
$945,457.65 |
0.02% |
| GMAC Mortgage Corporation Loan Trust Series 2006-AR1, Class 1A, Variable rate, due 04/19/2036 |
|
36185MDN9 |
1,261,757 |
$981,624.79 |
0.02% |
| GMAC Mortgage Corporation Loan Trust Series 2006-J1, Class A4, 5.75%, due 04/25/2036 |
|
36185MEE8 |
1,087,712 |
$911,756.38 |
0.02% |
| GNMA G2 MA4652, 3.50%, due 08/20/2047 |
|
36179TEZ4 |
871,034 |
$777,051.77 |
0.02% |
| GNMA Series BMOC-5369, Class FA, Variable rate, due 05/01/2053 |
|
BCCXV1UI9 |
999,491 |
$998,891.03 |
0.02% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/29/2025 |
|
38141GWQ3 |
950,000 |
$939,522.33 |
0.02% |
| GTCR W MERGER SUB WRLDPY TL B 1L USD |
LX216844 |
|
783,016 |
$787,142.22 |
0.02% |
| HANESBRANDS INC HBI TL A 1L USD |
|
|
765,261 |
$754,738.18 |
0.02% |
| HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
|
411640AA3 |
997,578 |
$751,705.23 |
0.02% |
| HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 |
|
42225UAK0 |
895,000 |
$814,419.00 |
0.02% |
| HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 |
|
44409MAC0 |
1,135,000 |
$853,589.81 |
0.02% |
| HUNGARY N/C, 5.25%, due 06/16/2029 |
BMY36F5 |
|
1,000,000 |
$969,592.00 |
0.02% |
| ICAHN ENTERPRISES/FIN 9.75%, due 01/15/2029 |
|
451102CD7 |
1,175,000 |
$1,213,236.46 |
0.02% |
| IndyMac INDX Mortgage Loan Trust Series 2005-AR14, Class 2A1A, Variable rate, due 07/25/2035 |
|
45660LRX9 |
1,164,044 |
$913,072.94 |
0.02% |
| INTERNATIONAL FLAVORS & FRAGRANCES 3.468%, due 12/01/2050 |
|
459506AS0 |
1,235,000 |
$776,174.42 |
0.02% |
| INTL FLAVORS & FRAGRANCES 4.375%, due 06/01/2047 |
|
459506AE1 |
1,480,000 |
$1,083,880.46 |
0.02% |
| JANE STREET GROUP LLC JANEST TL B 1L USD |
|
|
1,101,543 |
$1,103,608.58 |
0.02% |
| JP Morgan Mortgage Trust Series 2006-A4, Class 1A1, Variable rate, due 06/25/2036 |
|
46628LAA6 |
1,278,498 |
$869,102.81 |
0.02% |
| KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 |
|
48126PAA0 |
1,200,000 |
$957,607.20 |
0.02% |
| KILROY REALTY LP 2.65%, due 11/15/2033 |
|
49427RAR3 |
1,093,000 |
$779,110.62 |
0.02% |
| LLOYDS BANKING GROUP PLC Variable rate, due 05/11/2027 |
|
53944YAP8 |
860,000 |
$789,462.59 |
0.02% |
| MILANO ACQUISITION CORP MILACQ TL 1L USD |
LX189433 |
|
1,114,467 |
$1,059,857.89 |
0.02% |
| MODIVCARE INC 5.875%, due 11/15/2025 |
|
743815AE2 |
1,250,000 |
$1,214,162.25 |
0.02% |
| MORGAN STANLEY Variable rate, due 09/16/2036 |
|
61747YEF8 |
1,340,000 |
$1,030,916.67 |
0.02% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE, 3.96%, due 08/01/2032 |
|
64971XER5 |
970,000 |
$889,298.04 |
0.02% |
| NEW YORK LIFE INSURANCE 3.75%, due 05/15/2050 |
|
64952GAT5 |
1,665,000 |
$1,199,293.94 |
0.02% |
| NISOURCE INC 5.40%, due 06/30/2033 |
|
65473PAP0 |
1,080,000 |
$1,049,477.91 |
0.02% |
| NORTONLIFELOCK INC GEN TL A2 1L USD |
|
|
1,171,788 |
$1,171,911.01 |
0.02% |
| OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 |
|
M75242BJ1 |
1,100,000 |
$1,084,536.20 |
0.02% |
| OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 |
BMYVTK5 |
|
800,000 |
$818,665.60 |
0.02% |
| ORACLE CORP 6.50%, due 04/15/2038 |
|
68389XAE5 |
1,090,000 |
$1,131,053.42 |
0.02% |
| PHILIP MORRIS INTL INC 1.45%, due 08/01/2039 |
|
718172CM9 |
1,120,000 |
$796,543.40 |
0.02% |
| PHILIP MORRIS INTL INC 2%, due 05/09/2036 |
|
718172BV0 |
1,022,000 |
$868,743.46 |
0.02% |
| PHOENIX NEWCO INC PRXL TL 1L USD |
LX196814 |
|
772,121 |
$774,707.80 |
0.02% |
| POWERTEAM SERVICES LLC POWBUY TL 1L USD |
|
|
759,184 |
$766,145.48 |
0.02% |
| PUBLIC SERVICE CO OF NEW MEXICO 3.85%, due 08/01/2025 |
|
744542AC5 |
825,000 |
$803,837.34 |
0.02% |
| REGENERON PHARMACEUTICALS 1.75%, due 09/15/2030 |
|
75886FAE7 |
1,510,000 |
$1,201,304.72 |
0.02% |
| REPUBLIC OF COLOMBIA 3%, due 01/30/2030 |
|
195325DR3 |
1,485,000 |
$1,192,348.59 |
0.02% |
| REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 |
|
195325DS1 |
1,200,000 |
$926,920.49 |
0.02% |
| REPUBLIC OF GUATEMALA 5.25%, due 08/10/2029 |
|
P5015VAP1 |
1,000,000 |
$943,159.33 |
0.02% |
| SANTANDER UK GROUP HLDGS Variable rate, due 08/21/2026 |
|
80281LAM7 |
930,000 |
$876,011.13 |
0.02% |
| SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 |
|
78444LAD5 |
797,887 |
$809,840.61 |
0.02% |
| SOUTHERN GAS CORRIDOR N/C, 6.875%, due 03/24/2026 |
|
Y8T6JPAA4 |
800,000 |
$805,712.00 |
0.02% |
| SPIN HOLDCO INC DRY TL 1L USD |
|
|
894,150 |
$794,465.69 |
0.02% |
| STAR PARENT INC SYNH TL B 1L USD |
|
|
753,806 |
$754,148.76 |
0.02% |
| Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
|
86359LTG4 |
1,318,522 |
$1,019,339.76 |
0.02% |
| TDC NET AS 6.50%, due 06/01/2031 |
|
K94547AC8 |
900,000 |
$1,027,294.64 |
0.02% |
| UNITED MEXICAN STATES 6.35%, due 02/09/2035 |
|
91087BAV2 |
1,000,000 |
$993,052.35 |
0.02% |
| UNITED NATURAL FOODS INC UNFI TL B 1L USD |
|
|
1,161,275 |
$1,138,049.90 |
0.02% |
| US BANCORP Variable rate, due 01/23/2035 |
|
91159HJR2 |
770,000 |
$748,767.99 |
0.02% |
| US BANCORP Variable rate, due 10/21/2033 |
|
91159HJJ0 |
1,210,000 |
$1,193,540.78 |
0.02% |
| VENTAS REALTY LP 2.65%, due 01/15/2025 |
|
92277GAT4 |
1,000,000 |
$976,968.65 |
0.02% |
| VENTURE GLOBAL LNG INC 9.50%, due 02/01/2029 |
|
92332YAC5 |
1,114,000 |
$1,189,653.97 |
0.02% |
| VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 |
|
92564RAL9 |
1,000,000 |
$903,838.41 |
0.02% |
| VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 |
|
92564RAK1 |
867,000 |
$822,395.80 |
0.02% |
| WILLIAM MORRIS ENDEAVOR EN WMMORR TL B1 1L USD |
|
|
960,166 |
$963,766.95 |
0.02% |
| 1011778 BC ULC BCULC TL B5 1L USD |
LX216566 |
|
520,559 |
$521,860.51 |
0.01% |
| ACRISURE LLC ACRISU TL B2 1L USD |
|
|
556,567 |
$557,957.94 |
0.01% |
| AI AQUA MERGER SUB INC CULLHO TL B 1L USD |
|
|
597,660 |
$600,179.01 |
0.01% |
| AIR CANADA 2017-1AA PTT 3.30%, due 01/15/2030 |
|
00908PAA5 |
538,800 |
$485,705.03 |
0.01% |
| AIR LEASE CORP 2.30%, due 02/01/2025 |
|
00914AAF9 |
360,000 |
$350,211.63 |
0.01% |
| ALCON FINANCE CORP 2.75%, due 09/23/2026 |
|
01400EAA1 |
525,000 |
$492,078.15 |
0.01% |
| ALEXANDRIA REAL ESTATE EQUITIES 4.50%, due 07/30/2029 |
|
015271AG4 |
612,000 |
$582,877.44 |
0.01% |
| AMENTUM GOVERNMENT SERVI AECMAN TL B 1L USD |
|
|
362,178 |
$363,536.01 |
0.01% |
| AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 |
|
02377AAA6 |
757,686 |
$722,344.17 |
0.01% |
| AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 |
|
02401LAA2 |
500,000 |
$399,543.78 |
0.01% |
| ARCHES BUYER INC ACOM TL 1L USD |
|
|
348,932 |
$338,899.80 |
0.01% |
| ARDAGH PKG FIN/HLDGS USA 4.125%, due 08/15/2026 |
|
03969AAN0 |
760,000 |
$621,546.62 |
0.01% |
| ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAR1 |
1,050,000 |
$539,285.25 |
0.01% |
| ASURION LLC Variable rate, due 01/14/2029 |
LX196395 |
|
300,000 |
$271,396.50 |
0.01% |
| AVOLON HOLDINGS FNDG LTD 3.25%, due 02/15/2027 |
|
05401AAJ0 |
670,000 |
$617,594.76 |
0.01% |
| Banc of America Funding Corporation Series 2014-R6, Class 2A13, Variable rate, due 07/26/2036 |
|
05969KBB8 |
351,094 |
$346,303.16 |
0.01% |
| BAT CAPITAL CORP 4.758%, due 09/06/2049 |
|
05526DBK0 |
409,000 |
$309,412.16 |
0.01% |
| BAYER US FINANCE II LLC 2.85%, due 04/15/2025 |
|
07274NAX1 |
625,000 |
$605,185.17 |
0.01% |
| BAYER US FINANCE II LLC 4.625%, due 06/25/2038 |
|
07274NAN3 |
815,000 |
$650,570.03 |
0.01% |
| BENGAL DEBT MERGER SUB L Variable rate, due 01/20/2030 |
LX202256 |
|
303,142 |
$247,914.07 |
0.01% |
| BUZZ FINCO LLC BMBL TL B 1L USD |
|
|
291,856 |
$293,374.69 |
0.01% |
| CABLE ONE INC 4%, due 11/15/2030 |
|
12685JAC9 |
875,000 |
$665,276.24 |
0.01% |
| CARESTREAM DENTAL INC CARDEN TL 1L USD |
|
|
344,035 |
$286,925.52 |
0.01% |
| Carrington Mortgage Loan Trust Series 2006-OPT1, Class M1, Variable rate, due 02/25/2036 |
|
144531FN5 |
265,080 |
$260,467.22 |
0.01% |
| CCI BUYER INC CONCEL TL B 1L USD |
|
|
610,253 |
$609,634.00 |
0.01% |
| CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 |
|
1248EPCD3 |
490,000 |
$408,106.03 |
0.01% |
| CENTRAL PARENT INC CDK TL B 1L USD |
LX217512 |
|
423,360 |
$425,476.83 |
0.01% |
| CITY BREWING CO LLC CTYBRW TL 1L USD |
|
|
287,900 |
$287,180.42 |
0.01% |
| CLECO POWER LLC 6%, due 12/01/2040 |
|
185508AG3 |
750,000 |
$727,830.27 |
0.01% |
| COLUMBIA PIPELINES OPCO 6.036%, due 11/15/2033 |
|
19828TAB2 |
340,000 |
$339,849.51 |
0.01% |
| COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 |
|
20268JAF0 |
475,000 |
$402,333.61 |
0.01% |
| COSTA RICA GOVERNMENT 6.55%, due 04/03/2034 |
|
P3699PGM3 |
600,000 |
$609,000.00 |
0.01% |
| CSC HOLDINGS LLC 11.75%, due 01/31/2029 |
|
126307BN6 |
505,000 |
$464,555.81 |
0.01% |
| CSC HOLDINGS LLC 5.75%, due 01/15/2030 |
|
126307BA4 |
1,280,000 |
$559,445.50 |
0.01% |
| CSC HOLDINGS LLC CSCHLD TL B 1L USD |
LX183042 |
|
517,387 |
$455,732.19 |
0.01% |
| CSMCM Trust Certificates Series 2021-RP11, Class CERT, 3.77782%, due 10/27/2061 |
|
12658QAA0 |
544,144 |
$417,367.83 |
0.01% |
| CUBESMART LP 4.375%, due 02/15/2029 |
|
22966RAE6 |
750,000 |
$706,006.22 |
0.01% |
| DOC DR LLC 4.30%, due 03/15/2027 |
|
71951QAA0 |
475,000 |
$461,076.10 |
0.01% |
| DOMINICAN REPUBLIC 4.875%, due 09/23/2032 |
|
P3579ECH8 |
790,000 |
$690,230.95 |
0.01% |
| Dryden Senior Loan Fund Series 2013-26A, Class AR, Variable rate, due 04/15/2029 |
|
26250UAQ8 |
597,148 |
$597,476.78 |
0.01% |
| Dryden Senior Loan Fund Series 2013-28A, Class A1LR, Variable rate, due 08/15/2030 |
|
26251BAL0 |
486,231 |
$487,806.09 |
0.01% |
| ECOPETROL SA 8.875%, due 01/13/2033 |
|
279158AS8 |
450,000 |
$460,552.83 |
0.01% |
| ENTERGY TEXAS INC 3.45%, due 12/01/2027 |
|
29365TAF1 |
750,000 |
$696,436.70 |
0.01% |
| EXTRA SPACE STORAGE LP 2.40%, due 10/15/2031 |
|
30225VAQ0 |
872,000 |
$690,650.37 |
0.01% |
| EXTRA SPACE STORAGE LP 2.55%, due 06/01/2031 |
|
30225VAF4 |
615,000 |
$498,090.58 |
0.01% |
| EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 |
|
30225VAH0 |
543,000 |
$499,934.60 |
0.01% |
| Fannie Mae FN BJ2692, 3.50%, due 04/01/2048 |
|
3140H37E0 |
695,345 |
$611,400.72 |
0.01% |
| Fannie Mae FN BM3260, 3.50%, due 01/01/2048 |
|
3140J7TS4 |
597,245 |
$525,145.41 |
0.01% |
| Fannie Mae FN BM4472, 3.50%, due 07/01/2048 |
|
3140J86J7 |
707,960 |
$627,750.67 |
0.01% |
| Fannie Mae FN CA0907, 3.50%, due 12/01/2047 |
|
3140Q8AH8 |
408,847 |
$360,883.70 |
0.01% |
| Fannie Mae FN CA0996, 3.50%, due 01/01/2048 |
|
3140Q8DA0 |
342,840 |
$302,575.91 |
0.01% |
| Fannie Mae FN CA1187, 3.50%, due 02/01/2048 |
|
3140Q8J97 |
411,372 |
$362,930.80 |
0.01% |
| Fannie Mae FN CA1710, 4.50%, due 05/01/2048 |
|
3140Q83U7 |
287,081 |
$268,786.23 |
0.01% |
| Fannie Mae FN CA2327, 4%, due 09/01/2048 |
|
3140Q9SR5 |
413,588 |
$381,246.61 |
0.01% |
| Fannie Mae FN MA1373, 3.50%, due 03/01/2043 |
|
31418AQ35 |
357,628 |
$319,404.71 |
0.01% |
| Fannie Mae FN MA2077, 3.50%, due 11/01/2034 |
|
31418BJX5 |
353,539 |
$329,504.81 |
0.01% |
| Fannie Mae FN MA2670, 3%, due 07/01/2046 |
|
31418B6G6 |
415,888 |
$351,161.39 |
0.01% |
| Fannie Mae FN MA3057, 3.50%, due 07/01/2047 |
|
31418CMF8 |
361,327 |
$317,711.20 |
0.01% |
| Fannie Mae FN MA3210, 3.50%, due 12/01/2047 |
|
31418CR89 |
379,570 |
$333,749.75 |
0.01% |
| Fannie Mae FN MA3239, 4%, due 01/01/2048 |
|
31418CS54 |
360,916 |
$329,167.91 |
0.01% |
| Fannie Mae FN MA3332, 3.50%, due 04/01/2048 |
|
31418CV27 |
517,922 |
$455,397.29 |
0.01% |
| Fannie Mae FN MA3806, 3%, due 11/01/2046 |
|
31418CDL5 |
404,081 |
$344,100.70 |
0.01% |
| Fannie Mae FN MA3846, 3%, due 11/01/2049 |
|
31418DHY1 |
531,663 |
$432,536.26 |
0.01% |
| Fannie Mae FN MA4078, 2.50%, due 07/01/2050 |
|
31418DQ88 |
464,070 |
$371,433.44 |
0.01% |
| Fannie Mae FN MA4093, 2%, due 08/01/2040 |
|
31418DRP9 |
775,048 |
$635,317.73 |
0.01% |
| FANNIE MAE Series 2018-43, Class CT, 3%, due 06/25/2048 |
|
3136B1Z72 |
571,174 |
$487,270.49 |
0.01% |
| FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 |
|
309601AA0 |
600,000 |
$600,049.57 |
0.01% |
| FED REPUBLIC OF BRAZIL 6%, due 10/20/2033 |
|
105756CF5 |
500,000 |
$475,699.25 |
0.01% |
| FILTRATION GROUP CORP FILGRO TL 1L USD |
LX212727 |
|
301,635 |
$303,624.52 |
0.01% |
| FIRST BRANDS GROUP LLC TRICGR TL B 1L USD |
|
|
365,584 |
$350,048.12 |
0.01% |
| FISERV INC 2.65%, due 06/01/2030 |
|
337738BC1 |
510,000 |
$433,340.58 |
0.01% |
| FORTREA HOLDINGS INC 7.50%, due 07/01/2030 |
|
34965KAA5 |
473,000 |
$478,291.69 |
0.01% |
| Freddie Mac FG G07826, 3%, due 10/01/2046 |
|
3128MJYY0 |
297,374 |
$252,990.83 |
0.01% |
| Freddie Mac FG G08732, 3%, due 11/01/2046 |
|
3128MJY61 |
717,737 |
$610,428.93 |
0.01% |
| Freddie Mac FG G08750, 3%, due 02/01/2047 |
|
3128MJZQ6 |
427,911 |
$363,568.54 |
0.01% |
| Freddie Mac FG G60080, 3.50%, due 06/01/2045 |
|
31335ACR7 |
303,452 |
$269,995.28 |
0.01% |
| Freddie Mac FG G60344, 4%, due 12/01/2045 |
|
31335ALZ9 |
616,705 |
$565,257.20 |
0.01% |
| Freddie Mac FG G60582, 3.50%, due 05/01/2046 |
|
31335AUF3 |
605,916 |
$536,712.90 |
0.01% |
| Freddie Mac FG G60658, 3.50%, due 07/01/2046 |
|
31335AWT1 |
575,133 |
$514,018.65 |
0.01% |
| Freddie Mac FG G67700, 3.50%, due 08/01/2046 |
|
3132XCRV9 |
599,761 |
$533,907.08 |
0.01% |
| Freddie Mac FR RE6029, 3%, due 02/01/2050 |
|
3133N3VW1 |
355,356 |
$288,948.52 |
0.01% |
| Freddie Mac FR ZA4692, 3.50%, due 06/01/2046 |
|
31329NF94 |
560,142 |
$493,064.09 |
0.01% |
| Freddie Mac FR ZM0063, 4%, due 08/01/2045 |
|
3131XTB82 |
273,077 |
$249,900.40 |
0.01% |
| Freddie Mac FR ZS9844, 3.50%, due 07/01/2046 |
|
3132AA5D2 |
526,772 |
$463,415.17 |
0.01% |
| Freddie Mac FR ZT0531, 3.50%, due 04/01/2047 |
|
3132ACSU5 |
662,456 |
$588,687.23 |
0.01% |
| Freddie Mac FR ZT0536, 3.50%, due 03/01/2048 |
|
3132ACSZ4 |
641,217 |
$566,303.98 |
0.01% |
| Freddie Mac FR ZT0542. 4%, due 07/01/2048 |
|
3132ACS76 |
346,185 |
$316,853.90 |
0.01% |
| FREDDIE MAC Series 4656, Class EZ, 4%, due 02/15/2047 |
|
3137BVBM7 |
292,895 |
$261,538.95 |
0.01% |
| FRONERI US INC ICECR TL B 1L USD |
LX185230 |
|
662,717 |
$663,810.08 |
0.01% |
| GLP CAPITAL LP / FIN II 4%, due 01/15/2031 |
|
361841AQ2 |
615,000 |
$538,016.39 |
0.01% |
| GNMA G2 MA2825, 3%, due 05/20/2045 |
|
36179RD63 |
469,367 |
$406,990.86 |
0.01% |
| GNMA G2 MA3663, 3.50%, due 05/20/2046 |
|
36179SB89 |
606,730 |
$543,365.88 |
0.01% |
| GNMA G2 MA3735, 3%, due 06/20/2046 |
|
36179SEG8 |
411,751 |
$355,405.00 |
0.01% |
| GNMA G2 MA4261, 3%, due 02/20/2047 |
|
36179SWW3 |
402,856 |
$347,576.11 |
0.01% |
| GNMA G2 MA4519, 3.50%, due 09/20/2047 |
|
36179TG41 |
300,169 |
$267,881.61 |
0.01% |
| GNMA G2 MA4651, 3%, due 08/20/2047 |
|
36179TEY7 |
605,256 |
$521,572.02 |
0.01% |
| GNMA G2 MA4778, 3.50%, due 10/20/2047 |
|
36179TJX4 |
749,802 |
$668,439.00 |
0.01% |
| GNMA G2 MA4826, 3%, due 11/20/2047 |
|
36179TLR4 |
722,293 |
$621,143.39 |
0.01% |
| GNMA G2 MA4837, 3.50%, due 11/20/2047 |
|
36179TLS2 |
744,590 |
$664,041.61 |
0.01% |
| GNMA G2 MA4963, 4%, due 01/20/2048 |
|
36179TQQ1 |
371,666 |
$341,089.28 |
0.01% |
| GNMA G2 MA5136, 3.50%, due 04/20/2048 |
|
36179TV51 |
519,336 |
$463,455.91 |
0.01% |
| GNMA G2 MA5399, 4.50%, due 08/20/2048 |
|
36179T7L3 |
390,644 |
$368,520.20 |
0.01% |
| GNMA Series 2019-119, Class JE, 3%, due 06/01/2049 |
|
38381YZE7 |
324,698 |
$276,923.31 |
0.01% |
| GNMA Series 2019-12, Class QA, 3.50%, due 09/20/2048 |
|
38381BQQ0 |
296,674 |
$276,514.11 |
0.01% |
| GRIFOLS SA 4.75%, due 10/15/2028 |
|
39843UAA0 |
785,000 |
$635,061.23 |
0.01% |
| HEALTHCARE RLTY HLDGS LP 2.05%, due 03/15/2031 |
|
42225UAM6 |
453,000 |
$341,652.10 |
0.01% |
| HEARTHSIDE GROUP HOLDINGS HEFOSO TL 1L USD |
LX173322 |
|
390,192 |
$264,991.03 |
0.01% |
| Homebanc Mortgage Trust Series 2004-2, Class A1, Variable rate, due 12/25/2034 |
|
43739EAJ6 |
482,296 |
$448,818.62 |
0.01% |
| ICAHN ENTERPRISES/FIN 4.375%, due 02/01/2029 |
|
451102CC9 |
517,000 |
$432,623.27 |
0.01% |
| Impac CMB Trust Series 2005-4, Class 1A1A, Variable rate, due 05/25/2035 |
|
45254NPA9 |
410,595 |
$373,578.17 |
0.01% |
| INDO ASAHAN/MINERAL IND 5.45%, due 05/15/2030 |
|
74445PAF9 |
600,000 |
$579,609.06 |
0.01% |
| INTERNATIONAL FLAVORS & FRAGRANCES 1.832%, due 10/15/2027 |
|
459506AP6 |
610,000 |
$535,161.56 |
0.01% |
| INTERNATIONAL FLAVORS & FRAGRANCES 3.268%, due 11/15/2040 |
|
459506AR2 |
1,040,000 |
$704,165.83 |
0.01% |
| INVITATION HOMES OP INVH TL A 1L USD |
|
|
523,813 |
$521,193.50 |
0.01% |
| INVITATION HOMES OPERATING 4.15%, due 04/15/2032 |
|
46188BAD4 |
476,000 |
$422,561.78 |
0.01% |
| JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A6, Variable rate, due 07/25/2036 |
|
46628SAJ2 |
2,104,195 |
$586,689.87 |
0.01% |
| JPMORGAN CHASE & CO Variable rate, due 11/08/2032 |
|
46647PCR5 |
905,000 |
$732,426.11 |
0.01% |
| KILROY REALTY LP 2.50%, due 11/15/2032 |
|
49427RAQ5 |
860,000 |
$626,315.02 |
0.01% |
| LEG IMMOBILIEN SE 0.875%, due 03/30/2033 |
|
D4964ZAA2 |
700,000 |
$562,929.47 |
0.01% |
| LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 |
|
539439AQ2 |
730,000 |
$676,396.92 |
0.01% |
| Long Beach Mortgage Loan Trust Series 2006-1, Class 1A, Variable rate, due 02/25/2036 |
|
542514RH9 |
325,377 |
$315,559.81 |
0.01% |
| Madison Park Funding Ltd Series 2018-27A, Class A2, Variable rate, due 04/20/2030 |
|
55820YAC1 |
250,000 |
$250,719.80 |
0.01% |
| MAGNITE INC MGNI TL B 1L USD |
|
|
304,174 |
$305,695.21 |
0.01% |
| MATIV HOLDINGS INC MATV TL DD 1L USD |
|
|
423,489 |
$417,136.25 |
0.01% |
| MH SUB I LLC INET TL B 1L USD |
LX212015 |
|
324,078 |
$323,285.94 |
0.01% |
| MORGAN STANLEY Variable rate, due 07/20/2027 |
|
61747YEC5 |
610,000 |
$556,648.20 |
0.01% |
| MORGAN STANLEY Variable rate, due 07/21/2032 |
|
61747YED3 |
760,000 |
$602,208.60 |
0.01% |
| MORGAN STANLEY Variable rate, due 12/10/2026 |
|
6174468V4 |
495,000 |
$458,057.43 |
0.01% |
| MOZART BORROWER LP MEDIND TL B 1L USD |
LX198398 |
|
535,598 |
$537,705.54 |
0.01% |
| MVM ENERGETIKA ZRT 7.50%, due 06/09/2028 |
|
X5T03SAC1 |
625,000 |
$645,312.50 |
0.01% |
| Navient Student Loan Trust Series 2017-3A, Class A3, Variable rate, due 07/26/2066 |
|
63940JAC3 |
249,528 |
$250,606.21 |
0.01% |
| NEW JERSEY ST TURNPIKE AUTH TPK REV TAXABLE, 3.729%, due 01/01/2036 |
|
646140CK7 |
500,000 |
$431,239.25 |
0.01% |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV TAXABLE-QUAL SCH CONST BDS, 5.267%, due 05/01/2027 |
|
64971MT44 |
400,000 |
$399,514.48 |
0.01% |
| OOREDOO INTL FINANCE N/C, 2.625%, due 04/08/2031 |
|
G6753YAB0 |
500,000 |
$419,755.50 |
0.01% |
| OPEN TEXT CORP OTEXCN TL B 1L USD |
LX173629 |
|
329,770 |
$330,504.91 |
0.01% |
| OPEN TEXT CORP OTEXCN TL B 1L USD |
LX215274 |
|
693,323 |
$695,794.84 |
0.01% |
| Opteum Mortgage Acceptance Corporation Series 2005-5, Class 1A1D, Variable rate, due 12/25/2035 |
|
68383NCY7 |
745,491 |
$718,207.30 |
0.01% |
| PERATON CORP PERCOR TL B 1L USD |
LX192468 |
|
587,566 |
$588,220.96 |
0.01% |
| PERRIGO INVESTMENTS LLC PRGO TL B 1L USD |
|
|
467,898 |
$468,045.12 |
0.01% |
| PERRIGO INVESTMENTS LLC PRGO TL B-DD 1L USD |
|
|
270,852 |
$270,937.59 |
0.01% |
| PETROLEOS MEXICANOS 6.35%, due 02/12/2048 |
|
71654QCL4 |
768,000 |
$469,327.79 |
0.01% |
| PETROLEOS MEXICANOS 6.625%, due 06/15/2035 |
|
706451BG5 |
797,000 |
$585,422.64 |
0.01% |
| PIEDMONT NATURAL GAS CO 3.35%, due 06/01/2050 |
|
720186AM7 |
500,000 |
$317,221.39 |
0.01% |
| PIEDMONT OPERATING PARTNERSHIP 3.15%, due 08/15/2030 |
|
720198AE0 |
670,000 |
$515,281.74 |
0.01% |
| PNC FINANCIAL SERVICES Variable rate, due 10/28/2033 |
|
693475BJ3 |
495,000 |
$496,372.65 |
0.01% |
| PRIME SECURITY SERVICES BOR PRSESE TL A 1L USD |
|
|
481,013 |
$479,408.49 |
0.01% |
| RENAISSANCE HOLDINGS COR RLRN TL 1L USD |
|
|
730,586 |
$732,868.88 |
0.01% |
| REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 |
|
455780DR4 |
500,000 |
$478,665.17 |
0.01% |
| REPUBLIC OF PANAMA 2.252%, due 09/29/2032 |
|
698299BN3 |
500,000 |
$345,866.77 |
0.01% |
| REPUBLIC OF PANAMA 8%, due 03/01/2038 |
|
698299BY9 |
394,000 |
$401,689.00 |
0.01% |
| REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 |
|
836205BA1 |
730,000 |
$644,706.07 |
0.01% |
| RESEARCH NOW GROUP LLC EREWDS TL B 1L USD |
|
|
588,534 |
$368,569.17 |
0.01% |
| Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 |
|
76113ABL4 |
377,065 |
$370,469.90 |
0.01% |
| ROMANIA N/C, 6.625%, due 02/17/2028 |
|
77586RAQ3 |
250,000 |
$253,115.00 |
0.01% |
| Saxon Asset Securities Trust Series 2007-2, Class A2C, Variable rate, due 05/25/2047 |
|
80556YAD7 |
518,096 |
$359,942.24 |
0.01% |
| SIMMONS FOOD INC/SIMMONS 4.625%, due 03/01/2029 |
|
82873MAA1 |
477,000 |
$414,083.18 |
0.01% |
| SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
|
78444GAD6 |
700,000 |
$671,619.41 |
0.01% |
| SLM Student Loan Trust Series 2008-7, Class B, Variable rate, due 07/26/2083 |
|
78445FAE5 |
320,000 |
$302,010.56 |
0.01% |
| SLM Student Loan Trust Series 2012-2, Class A, Variable rate, due 01/25/2029 |
|
78446YAA1 |
465,772 |
$454,323.69 |
0.01% |
| SLM Student Loan Trust Series 2012-7, Class B, Variable rate, due 09/25/2043 |
|
78447KAD4 |
555,000 |
$554,657.23 |
0.01% |
| SS&C TECHNOLOGIES INC SSNC TL B5 1L USD |
LX175547 |
|
533,125 |
$533,946.01 |
0.01% |
| Structured Asset Investment Loan Trust Series 2004-6, Class A3, Variable rate, due 07/25/2034 |
|
86358EJS6 |
501,662 |
$494,465.31 |
0.01% |
| Structured Asset Securities Corporation Series 2005-NC2, Class M5, Variable rate, due 05/25/2035 |
|
86359DCR6 |
554,271 |
$545,431.43 |
0.01% |
| TRANS UNION LLC TRUN TL B 1L USD |
|
|
660,106 |
$661,205.24 |
0.01% |
| TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 |
|
893045AE4 |
700,000 |
$684,836.46 |
0.01% |
| TRANSCANADA PIPELINES 5.85%, due 03/15/2036 |
|
89352HAB5 |
275,000 |
$270,303.54 |
0.01% |
| TRITON WATER HOLDINGS IN TRIWAT TL B 1L USD |
|
|
548,675 |
$547,198.93 |
0.01% |
| TRUGREEN LP SVMSTR TL B 1L USD |
LX190495 |
|
648,325 |
$623,526.32 |
0.01% |
| VICI PROPERTIES / NOTE 4.625%, due 06/15/2025 |
|
92564RAG0 |
320,000 |
$314,833.09 |
0.01% |
| VICI PROPERTIES LP 4.95%, due 02/15/2030 |
|
925650AC7 |
750,000 |
$710,668.06 |
0.01% |
| VIRGIN MEDIA BRISTOL LLC VMED TL 1L USD |
LX183232 |
|
725,000 |
$712,711.25 |
0.01% |
| VONOVIA SE 2.25%, due 04/07/2030 |
BM638C4 |
|
500,000 |
$481,420.61 |
0.01% |
| VONOVIA SE 5%, due 11/23/2030 |
BP38Y14 |
|
400,000 |
$443,746.23 |
0.01% |
| VZ SECURED FINANCING BV 5%, due 01/15/2032 |
|
91845AAA3 |
714,000 |
$600,025.82 |
0.01% |
| Wachovia Student Loan Trust Series 2006-1, Class A6, Variable rate, due 04/25/2040 |
|
92978JAF0 |
484,535 |
$472,865.32 |
0.01% |
| WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A1, Variable rate, due 04/25/2037 |
|
92926SAB2 |
1,042,990 |
$391,341.10 |
0.01% |
| WASH MULTIFAM ACQ INC 5.75%, due 04/15/2026 |
|
93710WAA3 |
345,000 |
$335,183.34 |
0.01% |
| WHATABRANDS LLC WHABRA TL B 1L USD |
LX196456 |
|
367,836 |
$369,791.35 |
0.01% |
| 8TH AVENUE FOOD & PRO POST TL 1L USD |
|
|
115,539 |
$111,531.06 |
0.00% |
| AI AQUA MERGER SUB INC CULLHO TL DD 1L USD |
|
|
101,596 |
$102,024.58 |
0.00% |
| AMER AIRLN 15-2 AA PTT 3.60%, due 09/22/2027 |
|
02377BAB2 |
93,152 |
$87,254.26 |
0.00% |
| AMEREN ILLINOIS CO 3.70%, due 12/01/2047 |
|
02361DAR1 |
200,000 |
$147,018.09 |
0.00% |
| AMERICAN HOMES 4 RENT 4.30%, due 04/15/2052 |
|
02666TAF4 |
300,000 |
$224,317.61 |
0.00% |
| Argent Securities Inc. Series 2005-W2, Class M1, Variable rate, due 10/25/2035 |
|
040104ND9 |
67,998 |
$66,346.06 |
0.00% |
| AT&T INC 4.30%, due 12/15/2042 |
|
00206RBH4 |
145,000 |
$116,970.49 |
0.00% |
| Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 |
|
07401LAA1 |
84,163 |
$73,846.23 |
0.00% |
| Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 1A1G, Variable rate, due 06/25/2047 |
|
07400NAB6 |
155,041 |
$129,134.41 |
0.00% |
| C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 |
|
12674TAA4 |
200,000 |
$187,015.62 |
0.00% |
| CHURCHILL DOWNS INC CHDN TL B1 1L USD |
|
|
150,944 |
$151,014.82 |
0.00% |
| CITIGROUP INC Variable rate, due 10/27/2028 |
|
172967LS8 |
10,000 |
$9,319.73 |
0.00% |
| DEERFIELD DAKOTA HOLDING DUFPHE TL B 1L USD |
|
|
166,964 |
$166,985.18 |
0.00% |
| DOC DR LLC 3.95%, due 01/15/2028 |
|
71951QAB8 |
54,000 |
$50,998.14 |
0.00% |
| DTI HOLDCO INC DTIHOL TL B 1L USD |
|
|
143,404 |
$143,572.64 |
0.00% |
| DUKE ENERGY CORP 3.75%, due 04/01/2031 |
BMDLQD8 |
|
100,000 |
$105,000.50 |
0.00% |
| Fannie Mae FN AN2786, 2.76%, due 09/01/2036 |
|
3138LFCY2 |
110,408 |
$89,441.09 |
0.00% |
| Fannie Mae FN AS6620, 3.50%, due 02/01/2046 |
|
3138WGLA0 |
265,427 |
$233,941.05 |
0.00% |
| Fannie Mae FN AS9334, 3%, due 03/01/2032 |
|
3138WKLQ6 |
75,960 |
$70,912.97 |
0.00% |
| Fannie Mae FN AS9749, 4%, due 06/01/2047 |
|
3138WKZP3 |
63,006 |
$57,620.20 |
0.00% |
| Fannie Mae FN BD7071, 4%, due 03/01/2047 |
|
3140FE2P8 |
66,946 |
$60,617.18 |
0.00% |
| Fannie Mae FN BM2000, 3.50%, due 05/01/2047 |
|
3140J6GJ0 |
228,157 |
$200,618.04 |
0.00% |
| Fannie Mae FN BM4299, 3%, due 03/01/2030 |
|
3140J8X57 |
0 |
$0.15 |
0.00% |
| Fannie Mae FN BM4304, 3%, due 02/01/2030 |
|
3140J8YA5 |
0 |
$0.09 |
0.00% |
| Fannie Mae FN CA1711, 4.50%, due 05/01/2048 |
|
3140Q83V5 |
185,188 |
$173,330.15 |
0.00% |
| Fannie Mae FN CA2208, 4.50%, due 08/01/2048 |
|
3140Q9N25 |
110,762 |
$103,376.20 |
0.00% |
| Fannie Mae FN MA1146, 4%, due 08/01/2042 |
|
31418AHY7 |
197,265 |
$181,029.44 |
0.00% |
| Fannie Mae FN MA120, 2.50%, due 09/01/2050 |
|
31418DSJ2 |
171,489 |
$137,099.21 |
0.00% |
| Fannie Mae FN MA2145, 4%, due 01/01/2045 |
|
31418BL38 |
101,565 |
$92,938.87 |
0.00% |
| Fannie Mae FN MA2896, 3.50%, due 02/01/2047 |
|
31418CGE8 |
11,327 |
$9,959.83 |
0.00% |
| Fannie Mae FN MA3088, 4%, due 08/01/2047 |
|
31418CNE0 |
161,732 |
$147,740.23 |
0.00% |
| Fannie Mae FN MA3276, 3.50%, due 02/01/2048 |
|
31418CUA0 |
179,243 |
$157,605.03 |
0.00% |
| Fannie Mae FN MA3336, 3.50%, due 04/01/2038 |
|
31418CV68 |
136,641 |
$124,975.99 |
0.00% |
| Fannie Mae FN MA3410, 3.50%, due 07/01/2033 |
|
31418CYG3 |
83,179 |
$78,122.44 |
0.00% |
| Fannie Mae FN MA3537, 4.50%, due 12/01/2048 |
|
31418C4X9 |
124,190 |
$116,391.35 |
0.00% |
| Fannie Mae FN MA4438, 2.50%, due 10/01/2051 |
|
31418D4Y5 |
129,276 |
$102,816.80 |
0.00% |
| FANNIE MAE Series 2018-38, Class PA, 3.50%, due 06/25/2047 |
|
3136B1Q80 |
182,487 |
$172,709.32 |
0.00% |
| FANNIE MAE Series 2018-86, Class JA, 4%, due 10/01/2047 |
|
3136B3SX9 |
124,471 |
$119,119.79 |
0.00% |
| FANNIE MAE Series 2018-94, Class KD, 3.50%, due 10/01/2048 |
|
3136B3WS5 |
70,639 |
$61,685.93 |
0.00% |
| FANNIE MAE Series 2019-1, Class KP, 3.25%, due 02/25/2049 |
|
3136B3A34 |
88,114 |
$76,944.62 |
0.00% |
| FANNIE MAE Series 2019-20, Class BA, 3.50%, due 02/25/2048 |
|
3136B4MS4 |
29,785 |
$28,905.64 |
0.00% |
| FANNIE MAE Series 2019-52, Class PA, 3%, due 09/25/2049 |
|
3136B53X1 |
41,459 |
$35,109.15 |
0.00% |
| Freddie Mac FG G07961, 3.50%, due 03/01/2045 |
|
3128MAFA2 |
46,086 |
$41,085.58 |
0.00% |
| Freddie Mac FG G08692, 3%, due 02/01/2046 |
|
3128MJXW5 |
44,459 |
$37,920.43 |
0.00% |
| Freddie Mac FG G08721, 3%, due 09/01/2046 |
|
3128MJYT1 |
25,747 |
$21,917.61 |
0.00% |
| Freddie Mac FG G08738, 3.50%, due 12/01/2046 |
|
3128MJZC7 |
93,701 |
$82,497.61 |
0.00% |
| Freddie Mac FG G08741, 3%, due 01/01/2047 |
|
3128MJZF0 |
188,518 |
$160,284.45 |
0.00% |
| Freddie Mac FG G08747, 3%, due 02/01/2047 |
|
3128MJZM5 |
131,342 |
$111,829.69 |
0.00% |
| Freddie Mac FG G08748, 3.50%, due 02/01/2047 |
|
3128MJZN3 |
91,033 |
$80,148.15 |
0.00% |
| Freddie Mac FG G08766, 3.50%, due 06/01/2047 |
|
3128MJZ86 |
98,421 |
$86,652.01 |
0.00% |
| Freddie Mac FG G08788, 3.50%, due 11/01/2047 |
|
3128MJ2W9 |
263,029 |
$231,340.99 |
0.00% |
| Freddie Mac FG G08800, 3.50%, due 02/01/2048 |
|
3128MJ3J7 |
117,867 |
$103,770.76 |
0.00% |
| Freddie Mac FG G08816, 3.50%, due 06/01/2048 |
|
3128MJ4A5 |
178,620 |
$157,256.89 |
0.00% |
| Freddie Mac FG G08833, 5%, due 07/01/2048 |
|
3128MJ4T4 |
46,031 |
$44,444.59 |
0.00% |
| Freddie Mac FG G08838, 5%, due 09/01/2048 |
|
3128MJ4Y3 |
9,151 |
$8,830.55 |
0.00% |
| Freddie Mac FG G08843, 4.50%, due 10/01/2048 |
|
3128MJ5D8 |
163,737 |
$153,732.95 |
0.00% |
| Freddie Mac FG G08844, 5%, due 10/01/2048 |
|
3128MJ5E6 |
35,629 |
$34,378.99 |
0.00% |
| Freddie Mac FG G08849, 5%, due 11/01/2048 |
|
3128MJ5K2 |
90,515 |
$87,307.23 |
0.00% |
| Freddie Mac FG G16396, 3.50%, due 02/01/2033 |
|
3128MFKH0 |
240,113 |
$228,444.15 |
0.00% |
| Freddie Mac FG G16524, 3.50%, due 05/01/2033 |
|
3128MFPH5 |
0 |
$0.21 |
0.00% |
| Freddie Mac FG G18670, 3%, due 12/01/2032 |
|
3128MMW82 |
79,514 |
$73,722.44 |
0.00% |
| Freddie Mac FG G18691, 3%, due 06/01/2033 |
|
3128MMXV0 |
22,754 |
$20,950.49 |
0.00% |
| Freddie Mac FG G18713, 3.50%, due 11/01/2033 |
|
3128MMYK3 |
65,407 |
$61,511.39 |
0.00% |
| Freddie Mac FG G60440, 3.50%, due 03/01/2046 |
|
31335APZ5 |
196,287 |
$174,736.38 |
0.00% |
| Freddie Mac FG G61556, 3.50%, due 08/01/2048 |
|
31335BWR3 |
252,359 |
$223,236.35 |
0.00% |
| Freddie Mac FG Q44452, 3%, due 11/01/2046 |
|
3132WH5N1 |
107,729 |
$91,580.59 |
0.00% |
| Freddie Mac FG Q50135, 3.50%, due 08/01/2047 |
|
3132XSEH9 |
186,881 |
$164,534.14 |
0.00% |
| Freddie Mac FG U90772, 3.50%, due 01/01/2043 |
|
3132H32D4 |
229,449 |
$205,209.91 |
0.00% |
| Freddie Mac FG U99114, 3.50%, due 02/01/2044 |
|
3132H7DU5 |
272,417 |
$242,969.35 |
0.00% |
| Freddie Mac FN C91981, 3%, due 02/01/2038 |
|
3128P8FW6 |
48,661 |
$43,582.96 |
0.00% |
| Freddie Mac FR SD8043, 2.50%, due 02/01/2050 |
|
3132DV5C5 |
156,858 |
$126,473.66 |
0.00% |
| Freddie Mac FR ZS8602, 3%, due 03/01/2031 |
|
3132A9RX7 |
229,630 |
$215,651.17 |
0.00% |
| Freddie Mac FR ZT1403, 3.50%, due 11/01/2033 |
|
3132ADRY6 |
63,949 |
$60,060.81 |
0.00% |
| FRONT RANGE BIDCO INC ZAYO TL 1L USD |
LX185593 |
|
250,000 |
$216,317.50 |
0.00% |
| FRONTIER COMMUNICATIONS 5%, due 05/01/2028 |
|
35906ABF4 |
80,000 |
$72,647.39 |
0.00% |
| GE-WMC Mortgage Securities LLC Series 2005-1, Class M1, Variable rate, due 10/25/2035 |
|
367910AE6 |
221,579 |
$215,574.36 |
0.00% |
| GNMA G2 MA1157, 3.50%, due 07/20/2043 |
|
36179NJA7 |
160,855 |
$144,920.89 |
0.00% |
| GNMA G2 MA3521, 3.50%, due 03/20/2046 |
|
36179R4E6 |
158,361 |
$141,847.58 |
0.00% |
| GNMA G2 MA4069, 3.50%, due 11/20/2046 |
|
36179SQW0 |
115,456 |
$103,355.42 |
0.00% |
| GNMA G2 MA4195, 3%, due 01/20/2047 |
|
36179SUU9 |
66,926 |
$57,734.19 |
0.00% |
| GNMA G2 MA4196, 3.50%, due 01/20/2047 |
|
36179SUV7 |
79,981 |
$71,474.98 |
0.00% |
| GNMA G2 MA4262, 3.50%, due 02/20/2047 |
|
36179SWX1 |
102,629 |
$91,689.90 |
0.00% |
| GNMA G2 MA4453, 4.50%, due 05/20/2047 |
|
36179S5N3 |
32,343 |
$30,641.47 |
0.00% |
| GNMA G2 MA4586, 3.50%, due 07/20/2047 |
|
36179TCX1 |
34,158 |
$30,559.83 |
0.00% |
| GNMA G2 MA4588, 4.50%, due 07/20/2047 |
|
36179TCZ6 |
218,819 |
$207,307.16 |
0.00% |
| GNMA G2 MA4722, 5%, due 09/20/2047 |
|
36179TG74 |
35,490 |
$34,495.85 |
0.00% |
| GNMA G2 MA4777, 3%, due 10/20/2047 |
|
36179TJW6 |
30,041 |
$25,880.06 |
0.00% |
| GNMA G2 MA4838, 4%, due 11/20/2047 |
|
36179TLT0 |
248,039 |
$228,402.75 |
0.00% |
| GNMA G2 MA4901, 4%, due 12/20/2047 |
|
36179TNS0 |
41,501 |
$38,133.90 |
0.00% |
| GNMA G2 MA4961, 3%, due 01/20/2048 |
|
36179TQN8 |
193,267 |
$166,551.69 |
0.00% |
| GNMA G2 MA4962, 3.50%, due 01/20/2048 |
|
36179TQP3 |
258,214 |
$230,176.01 |
0.00% |
| GNMA G2 MA5078, 4%, due 03/20/2048 |
|
36179TUB9 |
188,104 |
$172,691.85 |
0.00% |
| GNMA G2 MA5466, 4%, due 09/20/2048 |
|
36179UCB6 |
156,551 |
$143,497.41 |
0.00% |
| GNMA G2 MA5467, 4.50%, due 09/20/2048 |
|
36179UCC4 |
41,127 |
$38,795.56 |
0.00% |
| GNMA G2 MA5597, 5%, due 11/20/2048 |
|
36179UGE6 |
106,475 |
$103,446.14 |
0.00% |
| GNMA G2 MA5976, 3.50%, due 06/20/2049 |
|
36179UT93 |
129,665 |
$113,485.05 |
0.00% |
| GNMA G2 MA6030, 3.50%, due 07/20/2049 |
|
36179UVX7 |
32,393 |
$28,278.48 |
0.00% |
| GNMA G2 MA6080, 3%, due 08/20/2049 |
|
36179UXH0 |
191,257 |
$161,604.61 |
0.00% |
| GNMA Series 2018-115, Class DE, 3.50%, due 06/01/2048 |
|
38380XR74 |
159,644 |
$140,665.60 |
0.00% |
| GNMA Series 2018-124, Class NW, 3.50%, due 09/20/2048 |
|
38380Y2X2 |
170,158 |
$150,128.38 |
0.00% |
| GNMA Series 2019-71, Class PT, 3%, due 06/20/2049 |
|
38381WDY1 |
25,265 |
$21,864.53 |
0.00% |
| GreenPoint Mortgage Funding Trust Series 2006-AR1, Class A1A, Variable rate, due 02/25/2036 |
|
39538WFH6 |
61,235 |
$52,677.09 |
0.00% |
| HarborView Mortgage Loan Trust Series 2005-10, Class 2A1A, Variable rate, due 11/19/2035 |
|
41161PTN3 |
158,979 |
$104,324.28 |
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 |
130,065 |
$122,030.33 |
0.00% |
| Intelsat S.A. |
1991211D.LX |
L5217E120 |
59,835 |
$0.00 |
0.00% |
| JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 |
|
46590XAL0 |
150,000 |
$144,426.42 |
0.00% |
| JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class MV, Variable rate, due 01/25/2037 |
|
46630MAX0 |
31,420 |
$31,334.34 |
0.00% |
| Lehman XS Trust Series 2006-16N, Class A4A, Variable rate, due 11/25/2046 |
|
52522DAM3 |
218,272 |
$187,880.30 |
0.00% |
| MATCH GROUP HLD II LLC MTCHII TL B 1L USD |
|
|
221,266 |
$221,266.23 |
0.00% |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B, Variable rate, due 06/25/2037 |
|
59024VAF6 |
118,883 |
$116,638.01 |
0.00% |
| Mid-State Trust Series 11, Class A1, 4.864%, due 07/15/2038 |
|
59549WAA1 |
70,409 |
$68,724.01 |
0.00% |
| MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 |
|
N6000DAA1 |
230,573 |
$220,462.84 |
0.00% |
| Morgan Stanley Capital Inc Series 2006-NC1, Class M1, Variable rate, due 12/25/2035 |
|
61744CYB6 |
130,334 |
$128,810.71 |
0.00% |
| Morgan Stanley Mortgage Loan Trust Series 2005-2AR, Class A, Variable rate, due 04/25/2035 |
|
61745M4E0 |
19,212 |
$17,743.20 |
0.00% |
| MortgageIT Trust Series 2005-5, Class A1, Variable rate, due 12/25/2035 |
|
61915RAU0 |
36,919 |
$35,515.30 |
0.00% |
| Navient Student Loan Trust Series 2014-1, Class A3, Variable rate, due 06/25/2031 |
|
63938EAC8 |
142,806 |
$138,963.16 |
0.00% |
| Nomura Resecuritization Trust Series 2015-5R, Class 1A1, Variable rate, due 08/26/2037 |
|
65540XAA5 |
136,658 |
$135,534.48 |
0.00% |
| NY & PRESBYTERIAN HOSPITAL 3.563%, due 08/01/2036 |
|
649322AC8 |
200,000 |
$165,897.66 |
0.00% |
| Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1APT, Variable rate, due 04/25/2036 |
|
68383NDT7 |
242,075 |
$216,526.62 |
0.00% |
| PATRIOT CONTAINER CORP WASQUI TL B 1L USD |
|
|
162,050 |
$155,694.94 |
0.00% |
| PETROLEOS MEXICANOS 6.75%, due 09/21/2047 |
|
71654QCC4 |
312,000 |
$197,934.61 |
0.00% |
| Pound Sterling |
$GBP |
|
23,686 |
$29,638.23 |
0.00% |
| REPUBLIC OF POLAND N/C, 5.75%, due 11/16/2032 |
|
857524AE2 |
152,000 |
$154,241.39 |
0.00% |
| Residential Asset Securities Corporation Series 2006-EMX3, Class A3, Variable rate, due 04/25/2036 |
|
76113ACA7 |
65,272 |
$64,452.83 |
0.00% |
| REXFORD INDUSTRIAL REALTY 2.15%, due 09/01/2031 |
|
76169XAB0 |
170,000 |
$132,800.62 |
0.00% |
| SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 |
|
78444EAE9 |
80,000 |
$79,986.67 |
0.00% |
| SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 |
|
784442AD7 |
130,000 |
$130,471.33 |
0.00% |
| SLM Student Loan Trust Series 2012-6, Class A3, Variable rate, due 05/26/2026 |
|
78447GAC5 |
164,848 |
$161,534.88 |
0.00% |
| SLM Student Loan Trust Series 2013-2, Class A, Variable rate, due 09/25/2043 |
|
78446CAA9 |
87,271 |
$85,909.43 |
0.00% |
| SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 |
|
85208NAD2 |
134,750 |
$133,890.37 |
0.00% |
| Structured Adjustable Rate Mortgage Loan Trust Variable rate, due 09/25/2034 |
|
863579AP3 |
9,114 |
$8,817.97 |
0.00% |
| THE CIGNA GROUP 3.05%, due 10/15/2027 |
|
125523AZ3 |
75,000 |
$69,583.74 |
0.00% |
| UNITEDHEALTH GROUP INC 4.45%, due 12/15/2048 |
|
91324PDQ2 |
160,000 |
$133,591.50 |
0.00% |
| WAMU Mortgage Pass-Through Certificates Series 2005-AR1, Class A2A1, Variable rate, due 01/25/2045 |
|
939336X65 |
60,599 |
$57,543.33 |
0.00% |
| WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A1, Variable rate, due 11/25/2045 |
|
92922F5T1 |
131,031 |
$119,147.97 |
0.00% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
168,709 |
$146,365.03 |
0.00% |
| WAMU Mortgage Pass-Through Certificates Series 2006-AR4, Class 1A1A, Variable rate, due 05/25/2046 |
|
93934FPN6 |
262,527 |
$232,530.03 |
0.00% |
| LONG GILT FUTURE Jun24 |
G M4 |
|
-5 |
($598,893.72) |
-0.01% |
| EURO-BUXL 30Y BND Jun24 |
UBM4 |
|
-30 |
($4,105,145.28) |
-0.08% |
| US 10YR NOTE (CBT)Jun24 |
TYM4 |
|
-157 |
($16,855,421.88) |
-0.34% |
| EURO-BOBL FUTURE Jun24 |
OEM4 |
|
-145 |
($18,106,918.07) |
-0.37% |
| EURO-BUND FUTURE Jun24 |
RXM4 |
|
-191 |
($26,595,122.87) |
-0.54% |
| US 10yr Ultra Fut Jun24 |
UXYM4 |
|
-418 |
($45,999,593.75) |
-0.94% |
| US Dollar |
$USD |
|
-874,148,280 |
($874,148,280.26) |
-17.86% |
Currency Forward Positions
| USD->EUR 07-12-2024 |
-54,220,000.00 EUR |
$59,224,787.57 |
($856,902.25) |
| USD->GBP 07-12-2024 |
-3,587,000.00 GBP |
$4,557,247.63 |
($66,730.28) |
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.
|
|