Holdings of the Fund as of 3/31/2023
Total Number of Holdings (excluding cash): 934
US 5YR NOTE (CBT) Jun23 |
FVM3 |
|
2,254 |
$246,830,610.50 |
16.69% |
US 2YR NOTE (CBT) Jun23 |
TUM3 |
|
936 |
$193,240,125.94 |
13.07% |
Fannie Mae or Freddie Mac TBA, 2.50%, due 02/01/2052 |
|
01F022659 |
70,150,000 |
$60,534,517.76 |
4.09% |
Fannie Mae or Freddie Mac TBA, 2%, due 02/01/2052 |
|
01F020653 |
69,350,000 |
$57,393,344.31 |
3.88% |
Fannie Mae or Freddie Mac TBA, 5%, due 10/01/2052 |
|
01F050650 |
56,150,000 |
$55,998,657.78 |
3.79% |
U.S. Treasury Bill, 0%, due 06/08/2023 |
|
912796ZP7 |
52,515,000 |
$52,076,576.42 |
3.52% |
U.S. Treasury Bill, 0%, due 06/01/2023 |
|
912796ZG7 |
49,410,000 |
$49,042,969.68 |
3.32% |
U.S. Treasury Bill, 0%, due 05/18/2023 |
|
912796W47 |
45,230,000 |
$44,965,687.19 |
3.04% |
U.S. Treasury Bill, 0%, due 07/06/2023 |
|
912796ZS1 |
40,650,000 |
$40,157,767.93 |
2.72% |
Fannie Mae or Freddie Mac 5.50%, due 12/01/2052 |
|
01F052649 |
32,525,000 |
$32,855,966.92 |
2.22% |
U.S. Treasury Bill, 0%, due 05/25/2023 |
|
912796ZF9 |
31,345,000 |
$31,136,277.09 |
2.11% |
Fannie Mae or Freddie Mac TBA, 3%, due 04/01/2052 |
|
01F030652 |
33,700,000 |
$30,260,470.84 |
2.05% |
Fannie Mae or Freddie Mac TBA, 4.50%, due 09/01/2052 |
|
01F042657 |
19,900,000 |
$19,504,155.57 |
1.32% |
Fannie Mae or Freddie Mac TBA, 4%, due 08/01/2052 |
|
01F040651 |
19,550,000 |
$18,695,067.75 |
1.26% |
U.S. Treasury Bill, 0%, due 08/10/2023 |
|
912796XY0 |
11,655,000 |
$11,459,336.79 |
0.78% |
U.S. Treasury Inflation Indexed Note, 1.625%, due 10/15/2027 |
|
91282CFR7 |
10,793,000 |
$11,121,362.19 |
0.75% |
Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2052 |
|
01F042640 |
10,400,000 |
$10,190,688.98 |
0.69% |
Countrywide Asset-Backed Certificates Series 2007-12, Class 2A4, Variable rate, due 08/25/2047 |
|
126697AF8 |
9,467,000 |
$8,731,478.48 |
0.59% |
U.S. Treasury Bill, 0%, due 05/11/2023 |
|
912796ZE2 |
8,170,000 |
$8,129,947.80 |
0.55% |
U.S. Treasury Bill, 0%, due 08/03/2023 |
|
912796Y37 |
8,095,000 |
$7,965,927.49 |
0.54% |
APS RESECURITIZATION TRUST Series 2016-3, Class 3MZ, Variable rate, due 09/27/2046 |
|
00214WAF8 |
14,426,514 |
$7,671,093.71 |
0.52% |
CIM Trust Series 2023-NR1, Class A1, Variable rate, due 06/25/2062 |
|
12569VAA7 |
7,913,368 |
$7,657,363.69 |
0.52% |
CREDIT SUISSE GROUP AG Variable rate, due 11/15/2033 |
|
225401BB3 |
6,465,000 |
$7,676,541.00 |
0.52% |
GNMA TBA, 4.50%, due 08/01/2052 |
|
21H042646 |
7,750,000 |
$7,633,983.97 |
0.52% |
Lehman XS Trust Series 2006-19, Class A3, Variable rate, due 12/25/2036 |
|
52523YAC8 |
8,552,209 |
$7,615,685.95 |
0.52% |
Credit Suisse Mortgage Trust Series 2020-RPL6, Class A1, Variable rate, due 03/25/2059 |
|
12656HAC8 |
7,574,327 |
$7,346,221.27 |
0.50% |
Credit Suisse Mortgage Trust Series 2020-RPL3, Class A1, Variable rate, due 03/25/2060 |
|
12656PAC0 |
7,387,995 |
$7,256,116.87 |
0.49% |
CIM Trust Series 2020-R6, Class A1, Variable rate, due 12/25/2060 |
|
12560YAA0 |
8,010,694 |
$6,952,478.29 |
0.47% |
CIM Trust Series 2023-R1, Class A1A, Variable rate, due 04/25/2062 |
|
12569RAB4 |
7,118,174 |
$6,917,441.21 |
0.47% |
New Residential Mortgage Loan Trust Series 2019-RPL3, Class M1, Variable rate, due 07/25/2059 |
|
64830NAE1 |
8,100,000 |
$6,887,469.69 |
0.47% |
Progress Residential Trust SEries 2021-SFR9, Class F, 4.053%, due 11/17/2040 |
|
74333QAN5 |
8,100,000 |
$6,833,847.69 |
0.46% |
Ajax Mortgage Loan Trust Series 2021-C, Class A, Variable rate, due 01/25/2061 |
|
009733AA4 |
6,677,661 |
$6,274,042.66 |
0.42% |
Lehman XS Trust Series 2006-17, Class 1A3, Variable rate, due 08/25/2046 |
|
52523KAQ7 |
6,504,141 |
$5,582,422.93 |
0.38% |
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 2A2, Variable rate, due 10/25/2037 |
|
59025RAU1 |
6,788,116 |
$5,614,482.61 |
0.38% |
CIM Trust Series 2021-NR1, Class A1, Variable rate, due 07/25/2055 |
|
12565YAA5 |
5,712,963 |
$5,487,124.18 |
0.37% |
Structured Asset Mortgage Investments Inc Series 2006-AR8, Class A2, Variable rate, due 10/25/2036 |
|
86361WAC5 |
6,839,628 |
$5,441,238.71 |
0.37% |
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2006-AF1, Class A4, Variable rate, due 04/25/2036 |
|
251510NC3 |
6,043,559 |
$5,300,821.66 |
0.36% |
JP Morgan ReRemic Series 2014-6, Class 3A2, Variable rate, due 07/27/2046 |
|
46643NAF2 |
5,968,879 |
$5,302,073.14 |
0.36% |
Westlake Automobile Receivables Trust Series 2023-1A, Class D, 6.79%, due 11/15/2028 |
|
96042XAG0 |
5,290,000 |
$5,312,109.03 |
0.36% |
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
|
02660BAA0 |
12,760,686 |
$5,124,835.68 |
0.35% |
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 |
|
525221KP1 |
6,097,930 |
$5,233,259.37 |
0.35% |
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% |
|
12662GAC2 |
5,452,290 |
$5,069,408.24 |
0.34% |
LAD Auto Receivables Trust Series 2023-1A, Class D, 7.30%, due 06/17/2030 |
|
505710AF0 |
4,950,000 |
$4,981,436.46 |
0.34% |
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 |
|
52525BAA0 |
5,733,648 |
$5,061,135.59 |
0.34% |
U.S. Treasury Bill, 0%, due 08/24/2023 |
|
912796Z44 |
5,145,000 |
$5,049,201.18 |
0.34% |
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
07401MAA9 |
5,794,701 |
$4,840,892.75 |
0.33% |
CREDIT SUISSE GROUP AG Variable rate, due 08/12/2033 |
|
225401AZ1 |
4,700,000 |
$4,841,000.00 |
0.33% |
HarborView Mortgage Loan Trust Series 2007-5, Class A1A, Variable rate, due 09/19/2037 |
|
41165AAB8 |
5,710,247 |
$4,854,588.59 |
0.33% |
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 |
|
95000U2U6 |
5,555,000 |
$4,819,499.61 |
0.33% |
JP Morgan Mortgage Trust Series 2021-5, Class A4, Variable rate, due 08/25/2051 |
|
46592LAH3 |
5,318,356 |
$4,688,909.56 |
0.32% |
TRP 2021-1 A Series 2021-1, Class A, 2.07%, due 06/19/2051 |
|
87267CAA6 |
5,438,693 |
$4,736,560.90 |
0.32% |
GoodLeap Sustainable Home Improvement Loan Trust GOOD 2023-1GS A |
|
38237VAA4 |
4,642,283 |
$4,547,590.80 |
0.31% |
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 |
|
39539KAD5 |
5,214,052 |
$4,534,318.05 |
0.31% |
HSI Asset Securitization Corporation Trust Series 2007-OPT1, Class 1A, Variable rate, due 12/25/2036 |
|
40431JAA1 |
5,518,873 |
$4,629,590.56 |
0.31% |
Impac Secured Assets Corp. Series 2007-1, Class A3, Variable rate, due 03/25/2037 |
|
452559AC1 |
5,474,855 |
$4,589,424.72 |
0.31% |
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 |
|
68383NDW0 |
5,308,155 |
$4,604,936.72 |
0.31% |
Structured Asset Securities Corporation Series 2005-2XS, Class M1, Variable rate, due 02/25/2035 |
|
86359B2K6 |
4,812,094 |
$4,540,859.35 |
0.31% |
CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 |
|
225401AU2 |
5,550,000 |
$4,475,908.50 |
0.30% |
Progress Residential Trust Series 2021-SFR2, Class E2, 2.647%, due 04/19/2038 |
|
74333DAL8 |
5,135,000 |
$4,466,205.27 |
0.30% |
WAMU Mortgage Pass-Through Certificates Series 2005-AR15, Class A1A2, Variable rate, due 11/25/2045 |
|
92922F5U8 |
5,019,469 |
$4,374,611.86 |
0.30% |
BCAP LLC Trust Series 2012-RR8, Class 4A6, Variable rate, due 11/20/2036 |
|
05541DAX4 |
5,243,883 |
$4,350,236.97 |
0.29% |
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class B, 1.74%, due 08/17/2037 |
|
33767MAC9 |
4,760,000 |
$4,342,528.01 |
0.29% |
Ajax Mortgage Loan Trust Series 2020-A, Class A, Variable rate, due 12/25/2059 |
|
00969WAA6 |
4,216,850 |
$4,164,561.47 |
0.28% |
CIM Trust Series 2021-INV1, Class A2, Variable rate, due 07/01/2051 |
|
12566PAB1 |
5,136,307 |
$4,181,238.77 |
0.28% |
WARNERMEDIA HOLDINGS INC 5.141%, due 03/15/2052 |
|
55903VAQ6 |
5,131,000 |
$4,163,016.44 |
0.28% |
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 |
|
05401AAR2 |
4,645,000 |
$3,934,695.79 |
0.27% |
Freddie Mac - STACR Series 2022-DNA3, Class M1B, Variable rate, due 04/25/2042 |
|
35564KUX5 |
4,000,000 |
$3,975,248.40 |
0.27% |
Headlands Residential Series 2021-RPL1, Class NOTE, Variable rate, due 09/25/2026 |
|
42210JAA4 |
4,240,000 |
$4,048,411.78 |
0.27% |
Impac CMB Trust Series 2005-3, Class A1, Variable rate, due 08/25/2035 |
|
45254NNP8 |
4,427,094 |
$3,926,405.96 |
0.27% |
Long Beach Mortgage Loan Trust Series 2006-10, Class 2A3, Variable rate, due 11/25/2036 |
|
54251YAD0 |
13,178,648 |
$4,039,764.39 |
0.27% |
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 |
|
55275NAA9 |
5,464,291 |
$3,930,425.44 |
0.27% |
Allegro CLO Ltd Series 2017-2A, Class B, Variable rate, due 01/17/2031 |
|
01749BAB5 |
4,000,000 |
$3,878,016.64 |
0.26% |
CITIGROUP INC Variable rate, due 01/25/2033 |
|
17327CAQ6 |
4,610,000 |
$3,904,655.06 |
0.26% |
Credit Suisse Mortgage Trust Series 2021-RP11, Class A1, Variable rate, due 10/25/2061 |
|
12659AAC0 |
4,778,365 |
$3,777,153.31 |
0.26% |
Homebanc Mortgage Trust Series 2005-3, Class M4, Variable rate, due 07/25/2035 |
|
43739EBP1 |
4,057,000 |
$3,783,089.62 |
0.26% |
Legacy Mortgage Asset Trust Series 2020-GS2, Class A1, Variable rate, due 03/25/2060 |
|
52475AAA2 |
3,786,262 |
$3,791,060.64 |
0.26% |
Navient Student Loan Trust Series 2018-2A, Class A3, Variable rate, due 03/25/2067 |
|
63941DAC5 |
3,969,319 |
$3,860,832.29 |
0.26% |
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 |
|
69360HAA9 |
4,165,935 |
$3,861,358.35 |
0.26% |
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 |
|
07401LAA1 |
4,277,698 |
$3,688,030.92 |
0.25% |
Carvana Auto Receivables Trust Series 2022-N1, Class R, 0%, due 12/11/2028 |
|
14686GAH9 |
19,300 |
$3,649,985.12 |
0.25% |
DSLA Mortgage Loan Trust Series 2005-AR3, Class 1A, Variable rate, due 07/19/2045 |
|
23332UDT8 |
4,938,245 |
$3,723,057.33 |
0.25% |
GNMA TBA, 5%, due 10/01/2052 |
|
21H050649 |
3,725,000 |
$3,729,947.28 |
0.25% |
GOLDMAN SACHS GROUP INC Variable rate, due 07/21/2032 |
|
38141GYJ7 |
4,530,000 |
$3,680,826.14 |
0.25% |
GreenPoint Mortgage Funding Trust Series 2006-AR6, Class A3A, Variable rate, due 10/25/2046 |
|
39538BAE4 |
4,001,975 |
$3,694,884.96 |
0.25% |
MORGAN STANLEY Variable rate, due 09/16/2036 |
|
61747YEF8 |
4,790,000 |
$3,642,068.54 |
0.25% |
Preston Ridge Partners Mortgage Trust Series 2021-9, Class A1, Variable rate, due 10/25/2026 |
|
69360XAA4 |
3,870,927 |
$3,672,443.70 |
0.25% |
Pretium Mortgage Credit Partners LLC Series 2022-RN2, Class A1, Variable rate, due 06/25/2052 |
|
69377NAA7 |
3,662,753 |
$3,635,616.27 |
0.25% |
AFN ABSPROP001 Llc Series 2019-1A Class A1, 3.78%, due 05/20/2049 |
|
00109BAA3 |
3,660,028 |
$3,486,676.70 |
0.24% |
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 |
|
00120BAA8 |
3,600,000 |
$3,500,131.47 |
0.24% |
PERUSAHAAN PENERBIT SBSN N/C, 2.80%, due 06/23/2030 |
|
71567PAP5 |
4,050,000 |
$3,608,704.15 |
0.24% |
U.S. Treasury Note, 3.625%, due 03/31/2028 |
|
91282CGT2 |
3,562,000 |
$3,568,122.19 |
0.24% |
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A4, Variable rate, due 05/25/2037 |
|
93364EAE4 |
4,297,606 |
$3,522,196.73 |
0.24% |
BANK OF AMERICA CORP Variable rate, due 10/24/2031 |
|
06051GJL4 |
4,183,000 |
$3,338,958.40 |
0.23% |
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
3,701,300 |
$3,378,450.37 |
0.23% |
BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 |
|
05608XAA0 |
3,375,000 |
$3,339,446.71 |
0.23% |
Carvana Auto Receivables Trust Series 2022-P2, Class R, 0%, due 05/10/2029 |
|
14686JAM2 |
17,100 |
$3,418,551.63 |
0.23% |
CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, due 07/15/2060 |
|
12530MAA3 |
3,670,494 |
$3,336,843.96 |
0.23% |
HCA INC 3.625%, due 03/15/2032 |
|
404119CF4 |
3,773,000 |
$3,329,511.51 |
0.23% |
Impac CMB Trust Series 2055-5, Class A1, Variable rate, due 08/25/2035 |
|
45254NPU5 |
3,761,259 |
$3,347,580.66 |
0.23% |
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 |
|
749241AA3 |
4,073,830 |
$3,344,063.07 |
0.23% |
ARIZONA PUBLIC SERVICE 6.35%, due 12/15/2032 |
|
040555DE1 |
3,000,000 |
$3,262,166.01 |
0.22% |
Bear Stearns Mortgage Funding Trust Series 2007-AR5, Class 2A2, Variable rate, due 06/25/2037 |
|
07400NAT7 |
3,783,310 |
$3,282,858.78 |
0.22% |
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 |
|
05608MAA4 |
4,050,000 |
$3,310,836.12 |
0.22% |
Credit Suisse Mortgage Trust Series 2022-RPL1, Class A1, Variable rate, due 04/25/2061 |
|
12661QAC1 |
3,559,539 |
$3,246,354.39 |
0.22% |
GSAA Home Equity Trust Series 2005-4, Class M2, Variable rate, due 03/25/2035 |
|
36242DZR7 |
3,455,000 |
$3,214,760.03 |
0.22% |
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 |
|
46647PCR5 |
3,975,000 |
$3,298,465.09 |
0.22% |
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 |
|
698299BK9 |
3,700,000 |
$3,256,723.88 |
0.22% |
BANK OF AMERICA CORP Variable rate, due 02/04/2028 |
|
06051GKJ7 |
3,490,000 |
$3,177,815.98 |
0.21% |
Credit Suisse Mortgage Trust Series 2020-TMIC, Class A, Variable rate, due 12/15/2035 |
|
126390AA1 |
3,180,000 |
$3,152,404.91 |
0.21% |
Fannie Mae - CAS Series 2020-R01, Class 1B1, Variable rate, due 01/25/2040 |
|
20754CAF6 |
3,244,000 |
$3,154,448.41 |
0.21% |
Highbridge Loan Management Ltd Series 2021-16A, Class B, Variable rate, due 01/23/2035 |
|
40440XAC5 |
3,244,911 |
$3,143,121.10 |
0.21% |
HSBC HOLDINGS PLC Variable rate, due 06/09/2028 |
|
404280DF3 |
3,180,000 |
$3,084,711.43 |
0.21% |
OKLAHOMA G&E CO 5.40%, due 01/15/2033 |
|
678858BX8 |
3,000,000 |
$3,096,546.00 |
0.21% |
Palmer Square CLO Ltd Series 2020-3A, Class A1AR, Variable rate, due 11/15/2031 |
|
69701RAL1 |
3,100,000 |
$3,062,212.46 |
0.21% |
Regatta XX Funding Ltd Series 2021-2A, Class A, Variable rate, due 10/15/2034 |
|
75884YAA6 |
3,200,000 |
$3,123,840.00 |
0.21% |
Ajax Mortgage Loan Trust Series 2021-D, Class A, Variable rate, due 03/25/2060 |
|
009723AA5 |
3,248,083 |
$2,973,629.42 |
0.20% |
Banc of America Merrill Lynch Large Loan Inc Series 2020-BHP3, Class A, Variable rate, due 03/15/2037 |
|
05891HAA1 |
2,975,000 |
$2,930,151.88 |
0.20% |
BDS Ltd Series 2020-Fl6, Class E, Variable rate, due 09/15/2035 |
|
05492XAJ0 |
2,984,000 |
$2,921,584.78 |
0.20% |
BX Trust Series 2020-VIV3, Class B, Variable rate, due 03/09/2044 |
|
05608EAA2 |
3,420,000 |
$3,000,729.20 |
0.20% |
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 |
|
12482HAQ7 |
3,050,000 |
$2,927,350.05 |
0.20% |
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
3,280,000 |
$2,914,958.30 |
0.20% |
ENERGY TRANSFER LP 5%, due 05/15/2050 |
|
29278NAR4 |
3,380,000 |
$2,890,194.29 |
0.20% |
Oak Hill Credit Partners Series 2020-5A, Class B, Variable rate, due 04/18/2033 |
|
67113GAG2 |
3,000,000 |
$2,922,157.44 |
0.20% |
Regatta XII Funding Ltd. Series 2019-1A, Class BR, Variable rate, due 10/15/2032 |
|
75888HAN1 |
3,000,000 |
$2,910,076.77 |
0.20% |
UNITED MEXICAN STATES 3.75%, due 01/11/2028 |
|
91087BAE0 |
3,150,000 |
$3,025,310.71 |
0.20% |
American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
|
026930AA5 |
3,314,670 |
$2,847,994.67 |
0.19% |
BANK OF AMERICA CORP Variable rate, due 07/21/2032 |
|
06051GKA6 |
3,510,000 |
$2,831,358.42 |
0.19% |
BX Trust Series 2022-AHP, Class AS, Variable rate, due 02/15/2039 |
|
05610FAB3 |
2,845,000 |
$2,740,714.25 |
0.19% |
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 |
|
25714PED6 |
3,150,000 |
$2,750,684.59 |
0.19% |
Freddie Mac - STACR Series 2021-HQA2, Class M2, Variable rate, due 12/25/2033 |
|
35564KFV6 |
2,975,000 |
$2,820,123.29 |
0.19% |
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2032 |
|
38141GYN8 |
3,370,000 |
$2,786,800.07 |
0.19% |
Hilton USA Trust Series 2016-SPF, Class F, 6.15522%, due 11/05/2035 |
|
43289VAS2 |
3,161,000 |
$2,810,552.26 |
0.19% |
MORGAN STANLEY Variable rate, due 07/21/2032 |
|
61747YED3 |
3,585,000 |
$2,879,063.53 |
0.19% |
US BANCORP Variable rate, due 02/01/2034 |
|
91159HJL5 |
2,875,000 |
$2,791,350.47 |
0.19% |
VMC Finance LLC Series 2021-HT1, Class B, Variable rate, due 01/18/2037 |
|
91835TAC0 |
3,000,000 |
$2,828,600.37 |
0.19% |
BDS Ltd Series 2021-FL8, Class A, Variable rate, due 01/18/2036 |
|
05493JAA9 |
2,787,663 |
$2,692,629.73 |
0.18% |
Credit Suisse Mortgage Trust Series 2022-RPL1, Class PT, Variable rate, due 02/25/2062 |
|
12661QAH0 |
3,112,694 |
$2,714,574.78 |
0.18% |
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 |
|
45661EAB0 |
3,314,283 |
$2,690,618.25 |
0.18% |
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 |
|
61755AAE6 |
3,916,730 |
$2,725,686.09 |
0.18% |
Park Place Securities Inc Series 2005-WHQ4, Class M3, Variable rate, due 09/25/2035 |
|
70069FMU8 |
3,200,000 |
$2,636,572.48 |
0.18% |
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 |
|
85208NAD2 |
2,722,500 |
$2,702,858.34 |
0.18% |
Triton Container Finance LLC Series 2021-1A, Class A, 1.86%, due 03/20/2046 |
|
89680HAE2 |
3,017,050 |
$2,596,862.77 |
0.18% |
Wells Fargo Home Equity Trust Series 2007-1, Class A3, Variable rate, due 03/25/2037 |
|
9497EVAC9 |
3,000,000 |
$2,592,895.80 |
0.18% |
Aimco Series 2015-AA, Class BR2, Variable rate, due 10/17/2034 |
|
00900LAQ7 |
2,600,000 |
$2,527,069.84 |
0.17% |
CREDIT SUISSE GROUP AG Variable rate, due 04/01/2031 |
|
225401AP3 |
2,895,000 |
$2,577,418.50 |
0.17% |
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A5, Variable rate, due 03/25/2037 |
|
17311YAE3 |
6,434,542 |
$2,464,102.19 |
0.17% |
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 |
|
29001VAN9 |
2,600,000 |
$2,493,901.90 |
0.17% |
HCA INC 3.50%, due 09/01/2030 |
|
404119CA5 |
2,870,000 |
$2,558,208.10 |
0.17% |
HUNGARY N/C, 2.125%, due 09/22/2031 |
|
445545AM8 |
3,200,000 |
$2,465,324.80 |
0.17% |
Impac CMB Trust Series 2005-8, Class 1A, Variable rate, due 02/25/2036 |
|
45254NRG4 |
2,912,186 |
$2,560,759.93 |
0.17% |
INTERNATIONAL FLAVORS & FRAGRANCES 2.30%, due 11/01/2030 |
|
459506AQ4 |
3,135,000 |
$2,518,131.79 |
0.17% |
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 |
|
M75242BJ1 |
2,450,000 |
$2,453,724.00 |
0.17% |
REPUBLIC OF CHILE 2.55%, due 01/27/2032 |
|
168863DN5 |
2,852,000 |
$2,441,719.01 |
0.17% |
SMRT Series 2022-MINI, Class F, Variable rate, due 01/15/2039 |
|
78457JAQ5 |
2,730,000 |
$2,450,607.16 |
0.17% |
American Money Management Corporation Series 2021-24A, Class B, Variable rate, due 01/20/2035 |
|
00177LAC4 |
2,500,000 |
$2,397,960.40 |
0.16% |
AMERICAN TOWER CORP 5.65%, due 03/15/2033 |
|
03027XBZ2 |
2,230,000 |
$2,296,809.66 |
0.16% |
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 |
|
05493BAA6 |
2,445,000 |
$2,365,722.10 |
0.16% |
BFLD Trust Series 2020-OBRK, Class A, Variable rate, due 11/15/2028 |
|
05553JAA6 |
2,385,000 |
$2,364,072.10 |
0.16% |
Bluemountain CLO Ltd Series 2021-31A, Class B, Variable rate, due 04/19/2034 |
|
09631BAE3 |
2,500,000 |
$2,431,875.00 |
0.16% |
BX Trust Series 2019-OC11, Class A, 3.202%, due 12/09/2041 |
|
05606FAA1 |
2,800,000 |
$2,398,449.20 |
0.16% |
BX Trust Series 2021-VOLT, Class E, Variable rate, due 09/15/2036 |
|
05609VAN5 |
2,462,000 |
$2,303,092.67 |
0.16% |
CIT EDUCATION LOAN TRUST Series 2005-1, Class A4, Variable rate, due 12/15/2033 |
|
12556PAD9 |
2,492,056 |
$2,413,154.55 |
0.16% |
CMFT Net Lease Master Issuer LLC Series 2021-1, Class A1, 2.09%, due 07/20/2051 |
|
12575AAA5 |
2,836,377 |
$2,421,278.72 |
0.16% |
Credit Suisse Mortgage Trust Series 2020-TMIC, Class B, Variable rate, due 12/15/2035 |
|
126390AG8 |
2,450,000 |
$2,420,233.48 |
0.16% |
Extended Stay America Trust Series 2021-ESH, Class C, Variable rate, due 07/15/2038 |
|
30227FAG5 |
2,391,671 |
$2,320,819.12 |
0.16% |
Fannie Mae - CAS Variable rate, due 12/25/2041 |
|
20754AAF0 |
2,500,000 |
$2,301,388.50 |
0.16% |
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 |
|
36321PAD2 |
2,681,514 |
$2,312,587.99 |
0.16% |
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
|
361841AH2 |
2,500,000 |
$2,428,511.17 |
0.16% |
GOLDMAN SACHS GROUP INC Variable rate, due 01/27/2032 |
|
38141GXR0 |
3,025,000 |
$2,418,570.45 |
0.16% |
JPMORGAN CHASE & CO Variable rate, due 04/22/2032 |
|
46647PCC8 |
2,725,000 |
$2,294,870.58 |
0.16% |
MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I1A, Variable rate, due 01/25/2047 |
|
576431AA8 |
6,200,315 |
$2,328,376.87 |
0.16% |
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 |
|
63941VAB7 |
2,500,000 |
$2,350,413.50 |
0.16% |
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 |
|
68236JAA9 |
2,800,000 |
$2,305,348.92 |
0.16% |
Preston Ridge Partners Mortgage Trust Series 2021-6, Class A1, Variable rate, due 07/25/2026 |
|
69360FAA3 |
2,597,227 |
$2,405,691.40 |
0.16% |
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 |
|
195325DR3 |
3,050,000 |
$2,399,861.64 |
0.16% |
Residential Accredit Loans, Inc. Series 2007-QA3, Class A2, Variable rate, due 05/25/2037 |
|
74923XAB2 |
2,781,848 |
$2,327,347.91 |
0.16% |
SLM Student Loan Trust Series 2008-9, Class A, Variable rate, due 04/25/2023 |
|
78445JAA5 |
2,394,505 |
$2,387,483.92 |
0.16% |
Starwood Commercial Mortgage Trust Series 2019-FL1, Class AS, Variable rate, due 07/15/2038 |
|
78485WAC3 |
2,483,000 |
$2,426,190.70 |
0.16% |
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 |
|
87407RAA4 |
2,643,938 |
$2,362,312.95 |
0.16% |
AERCAP IRELAND CAP/GLOBAL 3.30%, due 01/30/2032 |
|
00774MAX3 |
2,720,000 |
$2,255,402.24 |
0.15% |
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class C, Variable rate, due 10/15/2037 |
|
05493BAJ7 |
2,300,000 |
$2,170,721.60 |
0.15% |
BFLD Trust Series 2019-DPLO, Class A, Variable rate, due 10/15/2034 |
|
054970AA6 |
2,304,000 |
$2,270,964.10 |
0.15% |
CABLE ONE INC 4%, due 11/15/2030 |
|
12685JAC9 |
2,729,000 |
$2,224,491.55 |
0.15% |
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 |
|
25150VAM8 |
2,635,096 |
$2,262,588.70 |
0.15% |
Firstkey Homes Trust Series 2020-SFR2, Class F1, 3.017%, due 10/19/2037 |
|
33767JAL6 |
2,420,000 |
$2,198,493.29 |
0.15% |
FREMF Mortgage Trust Series 2019-KF64, Class B, Variable rate, due 06/25/2026 |
|
35709DAG6 |
2,282,949 |
$2,229,970.67 |
0.15% |
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 |
|
36166VAE5 |
2,594,111 |
$2,236,720.61 |
0.15% |
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 |
|
404280CL1 |
2,660,000 |
$2,280,816.97 |
0.15% |
Morgan Stanley Capital Inc Series 2007-HE2, Class A2B, Variable rate, due 01/25/2037 |
|
61753EAB6 |
4,543,515 |
$2,229,060.02 |
0.15% |
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 |
|
63940FAC1 |
2,248,169 |
$2,245,175.14 |
0.15% |
QATAR ENERGY 2.25%, due 07/12/2031 |
|
M8180AAD0 |
2,650,000 |
$2,255,030.75 |
0.15% |
TRANSDIGM INC 6.75%, due 08/15/2028 |
|
893647BR7 |
2,250,000 |
$2,275,312.50 |
0.15% |
TRITON WATER HOLDINGS INC 6.25%, due 04/01/2029 |
|
89680EAA7 |
2,867,000 |
$2,279,293.67 |
0.15% |
UBS Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/15/2050 |
|
90276RBF4 |
58,666,996 |
$2,254,273.47 |
0.15% |
VENTURE GLOBAL CALCASIEU PASS N/C, 4.125%, due 08/15/2031 |
|
92328MAB9 |
2,605,000 |
$2,291,331.95 |
0.15% |
WARNERMEDIA HOLDINGS INC 5.05%, due 03/15/2042 |
|
55903VAN3 |
2,715,000 |
$2,273,373.43 |
0.15% |
WASTE PRO USA INC 5.50%, due 02/15/2026 |
|
94107JAA1 |
2,453,000 |
$2,258,446.44 |
0.15% |
Aimco Series 2020-11A, Class AR, Variable rate, due 10/17/2034 |
|
00140NAN0 |
2,100,000 |
$2,044,702.86 |
0.14% |
AT&T INC 4.50%, due 05/15/2035 |
|
00206RCP5 |
2,150,000 |
$2,015,056.02 |
0.14% |
BX Trust Series 2021-VIEW, Class A, Variable rate, due 06/15/2023 |
|
05606GAA9 |
2,250,000 |
$2,136,283.42 |
0.14% |
COLT Funding LLC Series 2021-2, Class A1, Variable rate, due 08/25/2066 |
|
19685WAA9 |
2,565,539 |
$2,055,052.84 |
0.14% |
GRIFOLS ESCROW ISSUER 4.75%, due 10/15/2028 |
|
39843UAA0 |
2,536,000 |
$2,082,081.36 |
0.14% |
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 |
|
53218CAN0 |
2,309,980 |
$2,115,382.76 |
0.14% |
MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I2A3, Variable rate, due 01/25/2047 |
|
576431AD2 |
2,155,899 |
$2,115,798.76 |
0.14% |
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 |
|
57645TAB3 |
4,700,000 |
$2,023,436.01 |
0.14% |
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 |
|
67577VAL7 |
2,100,000 |
$2,040,439.97 |
0.14% |
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 |
|
698299BN3 |
2,603,000 |
$2,001,394.30 |
0.14% |
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 |
|
80281LAQ8 |
2,390,000 |
$2,082,782.94 |
0.14% |
THE HERTZ CORP 5%, due 12/01/2029 |
|
428040DB2 |
2,515,000 |
$2,085,790.10 |
0.14% |
VZ SECURED FINANCING BV 5%, due 01/15/2032 |
|
91845AAA3 |
2,500,000 |
$2,042,187.50 |
0.14% |
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 |
|
93364CAA6 |
2,613,891 |
$2,044,104.86 |
0.14% |
321 Henderson Receivables LLC Series 2012-1A, Class A, 4.21%, due 02/16/2065 |
|
46616VAA8 |
2,063,085 |
$1,940,520.41 |
0.13% |
Arbor Realty Collateralized Loan Obligation Ltd Series 2021-FL1, Class E, Variable rate, due 12/15/2035 |
|
03881CAL5 |
2,000,000 |
$1,871,312.34 |
0.13% |
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 |
|
00192WAE7 |
2,000,000 |
$1,919,405.60 |
0.13% |
Banc of America Funding Corporation Series 2007-2, Class TA4, Variable rate, due 03/25/2037 |
|
05951GAE2 |
2,179,884 |
$1,962,660.14 |
0.13% |
CAL Funding IV Ltd Series 2020-1A, Class A, 2.22%, due 09/25/2045 |
|
12807CAA1 |
2,165,223 |
$1,925,565.17 |
0.13% |
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 |
|
126670RE0 |
1,950,000 |
$1,853,204.14 |
0.13% |
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A1, Variable rate, due 03/25/2037 |
|
17311YAA1 |
4,881,974 |
$1,869,756.44 |
0.13% |
DataBank Issuer LLC Series 2021-1A, Class A2, 2.06%, due 02/27/2051 |
|
23802WAA9 |
2,245,000 |
$1,995,326.82 |
0.13% |
Magnetite CLO Ltd Series 2019-21A, Class BR, Variable rate, due 04/20/2034 |
|
55954PAQ7 |
2,000,000 |
$1,911,875.24 |
0.13% |
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 1A, Variable rate, due 10/25/2037 |
|
59025RAW7 |
3,082,801 |
$1,974,447.83 |
0.13% |
MOLINA HEALTHCARE INC 3.875%, due 05/15/2032 |
|
60855RAL4 |
2,325,000 |
$1,956,025.20 |
0.13% |
NCR CORP 5.125%, due 04/15/2029 |
|
62886EBA5 |
2,175,000 |
$1,884,090.71 |
0.13% |
Nelnet Student Loan Trust Series 2015-3A, Class B, Variable rate, due 06/25/2054 |
|
64033TAB9 |
2,025,000 |
$1,865,759.27 |
0.13% |
NIAGARA MOHAWK POWER 5.783%, due 09/16/2052 |
|
65364UAS5 |
1,910,000 |
$1,988,560.76 |
0.13% |
Oak Hill Credit Partners Series 2019-3A, Class AR, Variable rate, due 07/02/2035 |
|
67112RAS3 |
2,000,000 |
$1,957,155.48 |
0.13% |
Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 |
|
751153AA5 |
2,284,637 |
$1,899,501.08 |
0.13% |
Residential Accredit Loans, Inc. Series 2007-QA3, Class A1, Variable rate, due 05/25/2037 |
|
74923XAA4 |
2,270,896 |
$1,932,156.63 |
0.13% |
ROMANIA N/C, 3%, due 02/14/2031 |
BMVVYM5 |
|
2,350,000 |
$1,938,674.79 |
0.13% |
SLM Student Loan Trust Series 2006-2, Class B, Variable rate, due 01/25/2041 |
|
78442GRY4 |
2,030,332 |
$1,893,655.43 |
0.13% |
SLM Student Loan Trust Series 2007-1, Class B, Variable rate, due 01/27/2042 |
|
78443VAJ1 |
2,008,249 |
$1,857,438.91 |
0.13% |
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 |
|
84751XAD4 |
2,697,749 |
$1,892,253.44 |
0.13% |
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 |
|
89532UAA1 |
1,900,000 |
$1,854,875.00 |
0.13% |
VICI PROPERTIES LP 5.125%, due 05/15/2032 |
|
925650AD5 |
2,037,000 |
$1,920,972.48 |
0.13% |
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
2,219,312 |
$1,930,722.39 |
0.13% |
ALLIANT ENERGY FINANCE 3.60%, due 03/01/2032 |
|
01882YAD8 |
2,045,000 |
$1,810,434.80 |
0.12% |
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 |
|
040104PD7 |
2,200,000 |
$1,836,983.94 |
0.12% |
Bank Series 2020-BN27, Class XA, Variable rate, due 04/15/2063 |
|
06539XAN4 |
29,205,643 |
$1,825,051.88 |
0.12% |
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNE, 3.759%, due 07/15/2053 |
|
08163ABP7 |
2,000,000 |
$1,740,210.40 |
0.12% |
BERRY GLOBAL INC 4.875%, due 07/15/2026 |
|
085770AA3 |
1,830,000 |
$1,785,549.30 |
0.12% |
BX Trust Series 2021-BXMF, Class G, Variable rate, due 10/15/2026 |
|
05609RAS3 |
2,040,000 |
$1,811,840.48 |
0.12% |
Cedar Funding Ltd Series 2021-14A, Class A, Variable rate, due 07/15/2033 |
|
15034AAA3 |
1,850,000 |
$1,826,691.89 |
0.12% |
Chase Auto Owner Trust Series 2022-AA, Class R1, 0%, due 06/25/2030 |
|
16144JAH4 |
10,000 |
$1,724,158.00 |
0.12% |
CITIGROUP INC Variable rate, due 06/03/2031 |
|
172967MS7 |
2,065,000 |
$1,743,462.45 |
0.12% |
Citigroup Mortgage Loan Trust Inc Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 |
|
17310VAB6 |
2,726,488 |
$1,777,007.34 |
0.12% |
Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 |
|
19521UAA1 |
1,960,000 |
$1,763,281.07 |
0.12% |
CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 |
|
225401AT5 |
2,160,000 |
$1,829,310.27 |
0.12% |
CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
|
126307AZ0 |
2,190,000 |
$1,820,804.33 |
0.12% |
Eaton Vance CDO Ltd Series 2019-1A, Class AR, Variable rate, due 04/15/2031 |
|
27830XAL0 |
1,800,000 |
$1,770,423.19 |
0.12% |
Eaton Vance CDO Ltd Series 2020-1A, Class AR, Variable rate, due 10/15/2034 |
|
278300AJ7 |
1,750,000 |
$1,710,705.87 |
0.12% |
EMBECTA CORP 5%, due 02/15/2030 |
|
29082KAA3 |
1,997,000 |
$1,719,996.13 |
0.12% |
HCA INC 5.50%, due 06/15/2047 |
|
404119BV0 |
1,830,000 |
$1,720,636.38 |
0.12% |
INTELSAT JACKSON HLDG 6.50%, due 03/15/2030 |
|
45824TBC8 |
1,929,000 |
$1,773,194.67 |
0.12% |
Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 |
|
525249AC2 |
2,045,322 |
$1,785,523.14 |
0.12% |
NETFLIX INC 5.875%, due 02/15/2025 |
|
64110LAL0 |
1,775,000 |
$1,812,248.38 |
0.12% |
Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 |
|
65540EAY5 |
1,790,622 |
$1,751,219.01 |
0.12% |
OPTION CARE HEALTH INC 4.375%, due 10/31/2029 |
|
68404LAA0 |
2,005,000 |
$1,772,850.46 |
0.12% |
OT MERGER CORP 7.875%, due 10/15/2029 |
|
688777AA9 |
2,900,000 |
$1,730,104.41 |
0.12% |
Progress Residential Trust Series 2021-SFR6, Class G, 4.003%, due 07/17/2038 |
|
74333HAQ8 |
2,000,000 |
$1,753,736.80 |
0.12% |
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 |
|
75116FBH1 |
2,180,647 |
$1,771,956.70 |
0.12% |
Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 |
|
75156UAD9 |
1,797,102 |
$1,757,566.19 |
0.12% |
Rockford Tower CLO Ltd Series 2020-1A, Class B, Variable rate, due 01/20/2032 |
|
77341EAC9 |
1,800,000 |
$1,755,024.62 |
0.12% |
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 |
|
78520EAA4 |
1,785,000 |
$1,706,433.23 |
0.12% |
SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 |
BYZFF68 |
|
1,900,000 |
$1,830,163.60 |
0.12% |
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 |
|
88315LAG3 |
1,917,045 |
$1,707,324.38 |
0.12% |
T-MOBILE USA INC 3.50%, due 04/15/2031 |
|
87264ABW4 |
2,000,000 |
$1,800,347.00 |
0.12% |
AIG CLO LTD Series 2018-1A, Class BR, Variable rate, due 04/20/2032 |
|
00141UAG8 |
1,600,000 |
$1,555,414.42 |
0.11% |
AMGEN INC 5.65%, due 03/02/2053 |
|
031162DT4 |
1,500,000 |
$1,562,575.05 |
0.11% |
Apidos CLO Series 2021-37A, Class B, Variable rate, due 10/22/2034 |
|
03769HAC1 |
1,625,000 |
$1,572,038.24 |
0.11% |
Arbor Realty Collateralized Loan Obligation Ltd Series 2021-FL1, Class C, Variable rate, due 12/15/2035 |
|
03881CAG6 |
1,831,000 |
$1,699,506.00 |
0.11% |
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAR1 |
2,000,000 |
$1,578,820.00 |
0.11% |
BAT CAPITAL CORP 5.65%, due 03/16/2052 |
|
05526DBV6 |
1,905,000 |
$1,675,486.42 |
0.11% |
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 |
|
07274NBF9 |
1,960,000 |
$1,618,549.67 |
0.11% |
BENCHMARK Mortgage Trust Series 2020-IG3, Class XA, Variable rate, due 09/15/2048 |
|
08162QAJ8 |
72,338,493 |
$1,636,566.54 |
0.11% |
Citigroup Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/12/2050 |
|
17326FAF4 |
50,562,453 |
$1,674,507.09 |
0.11% |
Credit Suisse Mortgage Trust Series 2014-11R, Class 17A, Variable rate, due 12/27/2036 |
|
12649FES3 |
1,632,800 |
$1,553,583.42 |
0.11% |
CVS HEALTH CORP 5.05%, due 03/05/2048 |
|
126650CZ1 |
1,745,000 |
$1,634,138.36 |
0.11% |
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 |
|
26828VAA4 |
1,602,988 |
$1,552,766.78 |
0.11% |
FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 |
|
105756CC2 |
1,850,000 |
$1,660,966.92 |
0.11% |
Freddie Mac - STACR Series 2022-DNA1, Class M2, Variable rate, due 01/25/2042 |
|
35564KQC6 |
1,700,000 |
$1,572,742.76 |
0.11% |
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 |
|
38141GYL2 |
1,615,000 |
$1,571,802.50 |
0.11% |
HSBC HOLDINGS PLC Variable rate, due 03/09/2044 |
|
404280DW6 |
1,485,000 |
$1,572,075.38 |
0.11% |
IRON MOUNTAIN INC 5.625%, due 07/15/2032 |
|
46284VAL5 |
1,807,000 |
$1,652,501.50 |
0.11% |
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 1A1, 6.50%, due 03/25/2036 |
|
46627MER4 |
2,797,451 |
$1,633,573.09 |
0.11% |
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 |
|
60783XAA2 |
2,000,000 |
$1,700,210.82 |
0.11% |
REPUBLIC OF CHILE 2.45%, due 01/31/2031 |
|
168863DP0 |
1,840,000 |
$1,590,379.06 |
0.11% |
TEVA PHARMACEUTICALS FIN BV 8.125%, due 09/15/2031 |
|
88167AAR2 |
1,500,000 |
$1,576,426.28 |
0.11% |
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 |
|
88732JBB3 |
1,885,000 |
$1,630,560.55 |
0.11% |
UNITED MEXICAN STATES 2.659%, due 05/24/2031 |
|
91087BAM2 |
1,960,000 |
$1,640,619.88 |
0.11% |
WAMU Asset-Backed Certificates Series 2007-HE3, Class 2A5, Variable rate, due 05/25/2037 |
|
93364EAF1 |
2,066,747 |
$1,688,616.75 |
0.11% |
1375209 BC LTD 9%, due 01/30/2028 |
|
68251PAA5 |
1,500,000 |
$1,488,750.00 |
0.10% |
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 |
|
00774MAW5 |
1,650,000 |
$1,441,688.69 |
0.10% |
ALCON FINANCE CORP 3%, due 09/23/2029 |
|
01400EAB9 |
1,600,000 |
$1,450,135.54 |
0.10% |
AMGEN INC 5.25%, due 03/02/2033 |
|
031162DR8 |
1,500,000 |
$1,541,918.78 |
0.10% |
AMGEN INC 5.60%, due 03/02/2043 |
|
031162DS6 |
1,500,000 |
$1,546,569.39 |
0.10% |
BAT CAPITAL CORP 4.758%, due 09/06/2049 |
|
05526DBK0 |
1,870,000 |
$1,437,113.76 |
0.10% |
BENCHMARK Mortgage Trust Series 2020-IG2, Class UBRD, Variable rate, due 09/15/2048 |
|
08162NBB1 |
1,810,000 |
$1,472,400.07 |
0.10% |
BERRY GLOBAL INC 5.50%, due 04/15/2028 |
|
08576PAK7 |
1,500,000 |
$1,495,848.30 |
0.10% |
BLOX Trust 2021-BLOX Series 2021-BLOX, Class D, Variable rate, due 09/15/2026 |
|
055522AG1 |
1,570,000 |
$1,427,644.96 |
0.10% |
BWAY Mortgage Trust Series 2015-1740, Class A, 2.917%, due 01/10/2035 |
|
05604LAA0 |
1,700,000 |
$1,441,600.00 |
0.10% |
CCO HLDGS LLC/CAP CORP 4.25%, due 02/01/2031 |
|
1248EPCK7 |
1,850,000 |
$1,514,835.50 |
0.10% |
CENTENE CORP 2.45%, due 07/15/2028 |
|
15135BAY7 |
1,778,000 |
$1,548,460.20 |
0.10% |
Colony American Finance Ltd Series 2020-4, Class B, 1.707%, due 12/15/2052 |
|
21873AAG2 |
1,640,000 |
$1,450,664.62 |
0.10% |
COMMSCOPE INC 4.75%, due 09/01/2029 |
|
203372AX5 |
1,750,000 |
$1,460,375.00 |
0.10% |
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 |
|
393505X80 |
1,676,340 |
$1,464,729.76 |
0.10% |
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 |
|
81376WAC9 |
2,297,878 |
$1,440,836.81 |
0.10% |
Dryden Senior Loan Fund Series 2018-58A, Class C, Variable rate, due 07/17/2031 |
|
26245RAG5 |
1,600,000 |
$1,508,830.40 |
0.10% |
ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 |
|
29272WAD1 |
1,612,000 |
$1,418,592.24 |
0.10% |
Exeter Automobile Receivables Trust Series 2022-6A, Class D, 9.22%, due 04/06/2029 |
|
30168AAF9 |
1,400,000 |
$1,465,279.90 |
0.10% |
Fannie Mae FN AM9897, 3.50%, due 09/01/2035 |
|
3138LA7K9 |
1,480,323 |
$1,407,890.02 |
0.10% |
FERTITTA ENTERTAINMENT 6.75%, due 1/15/2030 |
|
31556TAC3 |
1,817,000 |
$1,496,535.71 |
0.10% |
FREMF Mortgage Trust Series 20K-1517, Class X2A, 0.10%, due 07/25/2035 |
|
30315VAJ7 |
195,671,430 |
$1,466,166.02 |
0.10% |
FRONTIER COMMUNICATIONS 5%, due 05/01/2028 |
|
35906ABF4 |
1,706,000 |
$1,482,309.28 |
0.10% |
Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 |
|
381743AA1 |
1,575,000 |
$1,536,012.80 |
0.10% |
HEALTHEQUITY INC 4.50%, due 10/01/2029 |
|
42226AAA5 |
1,650,000 |
$1,468,035.61 |
0.10% |
HSBC HOLDINGS PLC Variable rate, due 05/24/2032 |
|
404280CT4 |
1,797,000 |
$1,468,547.22 |
0.10% |
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 |
|
46590XAC0 |
1,700,000 |
$1,405,155.45 |
0.10% |
JDE PEET'S NV 2.25%, due 09/24/2031 |
|
47216QAC7 |
1,895,000 |
$1,500,777.35 |
0.10% |
JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-NLP, Class G, Variable rate, due 04/15/2037 |
|
466317AS3 |
1,791,660 |
$1,495,214.28 |
0.10% |
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 |
|
46647PCB0 |
1,660,000 |
$1,492,720.29 |
0.10% |
LIFE STORAGE LP 2.40%, due 10/15/2031 |
|
53227JAD6 |
1,869,000 |
$1,508,694.57 |
0.10% |
LLOYDS BANKING GROUP PLC Variable rate, due 08/11/2033 |
|
53944YAU7 |
1,575,000 |
$1,509,639.06 |
0.10% |
NATWEST GROUP PLC Variable rate, due 03/22/2025 |
|
780097BK6 |
1,575,000 |
$1,546,274.98 |
0.10% |
NEW ENGLAND POWER CO 5.936%, due 11/25/2052 |
|
644188BH6 |
1,395,000 |
$1,535,454.38 |
0.10% |
OCP CLO Ltd Variable rate, due 07/20/2034 |
|
671000AE7 |
1,500,000 |
$1,436,223.54 |
0.10% |
ORACLE CORP 3.80%, due 11/15/2037 |
|
68389XBP9 |
1,755,000 |
$1,459,192.36 |
0.10% |
ORACLE CORP 5.55%, due 02/06/2053 |
|
68389XCQ6 |
1,495,000 |
$1,425,184.79 |
0.10% |
PRESTIGE BRANDS INC 3.75%, due 04/01/2031 |
|
74112BAM7 |
1,721,000 |
$1,460,250.49 |
0.10% |
PROLOGIS EURO FINANCE 4.25%, due 01/31/2043 |
BPX1YQ8 |
|
1,440,000 |
$1,408,167.88 |
0.10% |
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 |
|
P5015VAM8 |
1,717,000 |
$1,439,326.19 |
0.10% |
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 |
|
836205AU8 |
1,693,000 |
$1,522,726.52 |
0.10% |
SIRIUS XM RADIO INC 3.875%, due 09/01/2031 |
|
82967NBM9 |
1,850,000 |
$1,440,197.25 |
0.10% |
SLM Student Loan Trust Series 2007-7, Class A4, Variable rate, due 01/25/2022 |
|
78444EAD1 |
1,481,512 |
$1,426,642.09 |
0.10% |
Starwood Commercial Mortgage Trust Series 2021-LIH, Class AS, Variable rate, due 11/15/2036 |
|
78486EAG3 |
1,550,000 |
$1,476,701.12 |
0.10% |
THE MICHAELS COS INC 7.875%, due 05/01/2029 |
|
55916AAB0 |
2,170,000 |
$1,521,050.64 |
0.10% |
VALVOLINE INC 3.625%, due 06/15/2031 |
|
92047WAG6 |
1,819,000 |
$1,546,677.51 |
0.10% |
Wells Fargo Commercial Mortgage Trust Series 2016-C35, Class XA, Variable rate, due 07/15/2048 |
|
95000FAW6 |
32,513,125 |
$1,503,150.06 |
0.10% |
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 |
|
00442KAA9 |
2,909,751 |
$1,274,897.71 |
0.09% |
AT&T INC 3.80%, due 12/01/2057 |
|
00206RMN9 |
1,770,000 |
$1,317,065.70 |
0.09% |
ATHENE GLOBAL FUNDING N/C, 1.985%, due 08/19/2028 |
|
04685A3C3 |
1,560,000 |
$1,264,002.29 |
0.09% |
BANK OF AMERICA CORP Variable rate, due 10/20/2032 |
|
06051GKD0 |
1,665,000 |
$1,361,982.92 |
0.09% |
BECTON DICKINSON AND CO 2.823%, due 05/20/2030 |
|
075887CJ6 |
1,495,000 |
$1,334,796.98 |
0.09% |
BX Trust Series 2022-VAMF, Class E, Variable rate, due 01/15/2039 |
|
05609TAJ9 |
1,500,000 |
$1,389,394.80 |
0.09% |
CAPITAL ONE FINANCIAL CORP Variable rate, due 11/02/2027 |
|
14040HCH6 |
1,505,000 |
$1,297,373.93 |
0.09% |
CCO HLDGS LLC/CAP CORP 4.50%, due 06/01/2033 |
|
1248EPCL5 |
1,650,000 |
$1,330,337.25 |
0.09% |
COMM Mortgage Trust Series 2014-CR14, Class A2, 3.147%, due 02/10/2047 |
|
12630DAV6 |
1,285,167 |
$1,277,021.58 |
0.09% |
DENTSPLY SIRONA INC 3.25%, due 06/01/2030 |
|
24906PAA7 |
1,425,000 |
$1,260,436.44 |
0.09% |
ENERGY TRANSFER LP 5.40%, due 10/01/2047 |
|
86765BAV1 |
1,535,000 |
$1,366,720.53 |
0.09% |
First Horizon Alternative Mortgage Securities Series 2005-AA4, Class 2A1, Variable rate, due 06/25/2035 |
|
32051GNK7 |
1,595,269 |
$1,395,999.15 |
0.09% |
GEN DIGITAL INC 6.75%, due 09/30/2027 |
|
668771AK4 |
1,250,000 |
$1,257,812.50 |
0.09% |
GFL ENVIRONMENTAL INC 4%, due 08/01/2028 |
|
36168QAL8 |
1,400,000 |
$1,273,258.00 |
0.09% |
GLOBAL SWITCH FINANCE 1.375%, due 10/07/2030 |
BMCMVR1 |
|
1,500,000 |
$1,335,542.17 |
0.09% |
GS Mortgage Securities Trust Series 2016-GS4, Class XA, Variable rate, due 11/10/2049 |
|
36251XAT4 |
84,005,872 |
$1,388,239.04 |
0.09% |
HEALTHCARE RLTY HLDGS LP 2.40%, due 03/15/2030 |
|
42225UAL8 |
1,597,000 |
$1,278,818.52 |
0.09% |
HILTON DOMESTIC OPERATING 3.625%, due 02/15/2032 |
|
432833AN1 |
1,626,000 |
$1,373,400.90 |
0.09% |
JP Morgan Chase Commercial Mortgage Sec Trust Series 2016-JP3, Class XA, Variable rate, due 08/15/2049 |
|
46590RAG4 |
34,690,175 |
$1,266,517.47 |
0.09% |
MED Trust Series 2021-MDLN, Class G, Variable rate, due 11/15/2038 |
|
58403YBA3 |
1,395,853 |
$1,280,015.75 |
0.09% |
MSCG Trust Series 2018-SELF, Class E, Variable rate, due 10/15/2037 |
|
55358PAN6 |
1,503,319 |
$1,403,208.01 |
0.09% |
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 |
|
63861VAF4 |
1,520,000 |
$1,370,813.79 |
0.09% |
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 |
|
638671AJ6 |
1,360,000 |
$1,354,784.18 |
0.09% |
Neuberger Berman CLO Ltd Series 2017-26A, Class D, Variable rate, due 10/18/2030 |
|
64131QAG5 |
1,500,000 |
$1,396,237.04 |
0.09% |
Neuberger Berman CLO Ltd Series 2021-43A, Class A, Variable rate, due 07/17/2035 |
|
64134AAA0 |
1,300,000 |
$1,270,457.31 |
0.09% |
NEWELL BRANDS INC 6.625%, due 09/15/2029 |
|
651229BD7 |
1,270,000 |
$1,282,319.00 |
0.09% |
ORACLE CORP 6.90%, due 11/09/2052 |
|
68389XCK9 |
1,235,000 |
$1,386,005.08 |
0.09% |
ORGANON & CO/ORG 5.125%, due 04/30/2031 |
|
68622TAB7 |
1,431,000 |
$1,271,554.41 |
0.09% |
ORIX CORP N/C, 5.20%, due 09/13/2032 |
|
686330AR2 |
1,250,000 |
$1,260,579.30 |
0.09% |
PENN ENTERTAINMENT INC 4.125%, due 07/01/2029 |
|
707569AV1 |
1,580,000 |
$1,319,070.91 |
0.09% |
PNC FINANCIAL SERVICES Variable rate, due 10/28/2033 |
|
693475BJ3 |
1,245,000 |
$1,311,124.64 |
0.09% |
PRIME SECSRVC BRW/FINANCE 3.375%, due 08/31/2027 |
|
74166MAF3 |
1,475,000 |
$1,323,753.50 |
0.09% |
Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 |
|
75156TAD2 |
1,400,000 |
$1,313,191.04 |
0.09% |
Rockford Tower CLO Ltd Series 2019-2A, Class BR, Variable rate, due 08/20/2032 |
|
77341GAL4 |
1,325,000 |
$1,277,472.02 |
0.09% |
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 |
|
80281LAJ4 |
1,420,000 |
$1,400,665.73 |
0.09% |
SIMMONS FOOD INC/SIMMONS 4.625%, due 03/01/2029 |
|
82873MAA1 |
1,600,000 |
$1,302,256.00 |
0.09% |
SK INVICTUS INTERMEDIATE 5%, due 10/30/2029 |
|
29977LAA9 |
1,675,000 |
$1,392,461.00 |
0.09% |
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 |
|
83612TAD4 |
2,004,811 |
$1,361,210.33 |
0.09% |
TENET HEALTHCARE CORP 4.25%, due 06/01/2029 |
|
88033GDM9 |
1,500,000 |
$1,358,415.00 |
0.09% |
TENNET HOLDING BV 4.50%, due 10/28/2034 |
BMD5VP7 |
|
1,100,000 |
$1,283,866.83 |
0.09% |
Textainer Marine Containers Limited Series 2021-3A, Class A, 1.94%, due 08/20/2046 |
|
88315LAS7 |
1,572,000 |
$1,325,315.33 |
0.09% |
T-MOBILE USA INC 3.875%, due 04/15/2030 |
|
87264ABF1 |
1,445,000 |
$1,357,002.26 |
0.09% |
Tricon American Homes Series 2017-SFR2, Class E, 4.216%, due 01/17/2036 |
|
89613FAE8 |
1,400,000 |
$1,373,661.24 |
0.09% |
US BANCORP Variable rate, due 10/21/2033 |
|
91159HJJ0 |
1,255,000 |
$1,311,921.65 |
0.09% |
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
|
95000U2S1 |
1,485,000 |
$1,338,174.46 |
0.09% |
ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 |
|
98919VAA3 |
1,660,000 |
$1,263,094.00 |
0.09% |
Ace Securities Corp. Series 2006-ASP6, Class A2C, Variable rate, due 12/25/2036 |
|
00443KAE0 |
3,321,439 |
$1,177,829.22 |
0.08% |
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 |
|
00443LAA6 |
2,080,184 |
$1,121,144.39 |
0.08% |
AIR LEASE CORP 2.20%, due 01/15/2027 |
|
00914AAR3 |
1,390,000 |
$1,232,864.48 |
0.08% |
ALLIANT HOLD / CO-ISSUER 6.75%, due 10/15/2027 |
|
01883LAA1 |
1,250,000 |
$1,160,562.50 |
0.08% |
AMERICAN ELECTRIC POWER N/C, 2.031%, due 03/15/2024 |
|
025537AK7 |
1,285,000 |
$1,243,704.20 |
0.08% |
AREIT CRE Trust Series 2020-CRE4, Class B, Variable rate, due 04/15/2037 |
|
04002RAE0 |
1,250,370 |
$1,252,122.28 |
0.08% |
Carvana Auto Receivables Trust Series 2021-P4, Class R, 0%, due 09/11/2028 |
|
14687KAK2 |
2,800 |
$1,170,639.68 |
0.08% |
CENTENE CORP 3%, due 10/15/2030 |
|
15135BAW1 |
1,396,000 |
$1,176,801.51 |
0.08% |
CIM Trust Series 2021-R5, Class A1A, Variable rate, due 08/25/2061 |
|
12592SAB3 |
1,408,734 |
$1,172,460.75 |
0.08% |
CITIGROUP INC Variable rate, due 11/03/2032 |
|
172967NE7 |
1,540,000 |
$1,254,788.61 |
0.08% |
COGENT COMMUNICATIONS GROUP 7%, due 06/15/2027 |
|
19240CAE3 |
1,170,000 |
$1,161,108.00 |
0.08% |
CSAIL Commercial Mortgage Trust Series 2015-C2, Class C, Variable rate, due 06/15/2057 |
|
12634NAZ1 |
1,350,000 |
$1,112,198.85 |
0.08% |
ECMC Group Student Loan Trust Series 2021-1A, Class A1B, Variable rate, due 11/25/2070 |
|
26833RAB4 |
1,295,745 |
$1,245,662.29 |
0.08% |
EXTRA SPACE STORAGE LP 2.35%, due 03/15/2032 |
|
30225VAG2 |
1,450,000 |
$1,141,217.56 |
0.08% |
FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 |
|
105756BZ2 |
1,200,000 |
$1,175,865.60 |
0.08% |
First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 |
|
32053DAD2 |
2,434,321 |
$1,184,504.61 |
0.08% |
FORD MOTOR CREDIT CO LLC 3.37%, due 11/17/2023 |
|
345397A78 |
1,250,000 |
$1,227,834.50 |
0.08% |
FRONTIER COMMUNICATIONS 8.625%, due 03/15/2031 |
|
35908MAE0 |
1,160,000 |
$1,137,130.60 |
0.08% |
GACI FIRST INVESTMENT 5.25%, due 10/13/2032 |
|
G3705QAC1 |
1,140,000 |
$1,186,854.00 |
0.08% |
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
|
361841AP4 |
1,395,000 |
$1,238,732.10 |
0.08% |
GoldenTree Loan Management US CLO1, LTD Series 2019-4A, Class AR, Variable rate, due 04/24/2031 |
|
38137YAN1 |
1,200,000 |
$1,184,323.19 |
0.08% |
Highbridge Loan Management Ltd Series 10A-16, Class A1RR, Variable rate, due 04/20/2034 |
|
40436TAS5 |
1,225,000 |
$1,194,505.10 |
0.08% |
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 |
|
404280CV9 |
1,440,000 |
$1,208,494.40 |
0.08% |
IMPERIAL BRANDS FIN PLC 6.125%, due 07/27/2027 |
|
45262BAF0 |
1,200,000 |
$1,232,418.23 |
0.08% |
IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 |
|
45660LUD9 |
1,408,844 |
$1,148,154.66 |
0.08% |
Invitation Homes Trust Series 2018-SFR4, Class A, Variable rate, due 01/17/2038 |
|
46187XAA3 |
1,113,433 |
$1,110,055.07 |
0.08% |
JBS USA/FOOD/FINANCE 6.50%, due 12/01/2052 |
|
46590XAJ5 |
1,285,000 |
$1,220,758.69 |
0.08% |
MEDLINE BORROWER LP 3.875%, due 04/01/2029 |
|
62482BAA0 |
1,387,000 |
$1,204,831.42 |
0.08% |
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 |
|
63861VAC1 |
1,165,000 |
$1,155,443.40 |
0.08% |
ORACLE CORP 4%, due 11/15/2047 |
|
68389XBQ7 |
1,640,000 |
$1,253,223.41 |
0.08% |
PAPA JOHN'S INTERNATIONAL 3.875%, due 09/15/2029 |
|
698813AA0 |
1,400,000 |
$1,216,516.00 |
0.08% |
PRIME HEALTHCARE SERVICE 7.25%, due 11/01/2025 |
|
74165HAB4 |
1,350,000 |
$1,195,734.57 |
0.08% |
Progress Residential Trust Series 2019-SFR3, Class F, 3.867%, due 09/17/2036 |
|
74332WAL7 |
1,200,000 |
$1,145,443.20 |
0.08% |
REPUBLIC OF POLAND N/C, 5.75%, due 11/16/2032 |
|
857524AE2 |
1,169,000 |
$1,244,985.00 |
0.08% |
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 |
|
878091BE6 |
1,260,000 |
$1,227,457.77 |
0.08% |
UNIVERSAL HEALTH SVCS 1.65%, due 09/01/2026 |
|
913903AZ3 |
1,350,000 |
$1,189,009.13 |
0.08% |
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 |
|
91740PAC2 |
1,190,000 |
$1,157,788.80 |
0.08% |
WASH MULTIFAM ACQ INC 5.75%, due 04/15/2026 |
|
93710WAA3 |
1,250,000 |
$1,184,200.00 |
0.08% |
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 |
|
93935FAC5 |
2,060,503 |
$1,248,647.24 |
0.08% |
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 |
|
02401LAA2 |
1,310,000 |
$1,053,569.28 |
0.07% |
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 |
|
02660WAA4 |
1,179,451 |
$990,103.13 |
0.07% |
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 |
|
04685A3L3 |
1,115,000 |
$1,026,024.25 |
0.07% |
BDS Ltd Series 2020-FL6, Class C, Variable rate, due 09/15/2035 |
|
05492XAE1 |
1,012,309 |
$1,004,058.38 |
0.07% |
BDS Ltd Series 2020-FL6, Class D, Variable rate, due 09/15/2035 |
|
05492XAG6 |
1,125,000 |
$1,107,159.12 |
0.07% |
BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 |
|
055683AD8 |
1,035,690 |
$1,000,768.73 |
0.07% |
CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
1,125,000 |
$1,085,017.50 |
0.07% |
CITIGROUP INC Variable rate, due 05/01/2032 |
|
172967MY4 |
1,230,000 |
$1,021,284.71 |
0.07% |
COX ENTERPRISES INC 7.375%, due 07/15/2027 |
|
224050AE4 |
900,000 |
$962,491.71 |
0.07% |
CUBESMART LP 2.50%, due 02/15/2032 |
|
22966RAJ5 |
1,240,000 |
$996,687.22 |
0.07% |
DUKE ENERGY CORP 3.75%, due 04/15/2024 |
|
26441CAN5 |
1,000,000 |
$988,706.23 |
0.07% |
EVERI HOLDINGS INC 5%, due 07/15/2029 |
|
30034TAA1 |
1,220,000 |
$1,087,222.46 |
0.07% |
FHLMC Multifamily Structured Pass Through Certs. Series Q017, Class X, Variable rate, due 04/25/2030 |
|
3137H74M2 |
77,050,000 |
$1,068,859.17 |
0.07% |
FISERV INC 5.60%, due 03/02/2033 |
|
337738BE7 |
1,000,000 |
$1,037,678.18 |
0.07% |
Flatiron CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/19/2034 |
|
33883PAE7 |
1,000,000 |
$974,671.23 |
0.07% |
INVITATION HOMES OPERATING 2.70%, due 01/15/2034 |
|
46188BAC6 |
1,385,000 |
$1,061,750.94 |
0.07% |
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 |
|
Y44709AF3 |
1,100,000 |
$983,781.90 |
0.07% |
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 |
|
52523MAD2 |
1,213,492 |
$1,072,493.62 |
0.07% |
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 |
|
59023XAD8 |
2,874,312 |
$1,027,266.01 |
0.07% |
MET LIFE GLOB FUNDING I N/C, 5.15%, due 03/28/2033 |
|
59217GFP9 |
965,000 |
$973,739.23 |
0.07% |
Morgan Stanley Capital I Trust Series 2018-H4, Class XA, Variable rate, due 12/15/2051 |
|
61691RAF3 |
28,043,088 |
$995,672.65 |
0.07% |
MORGAN STANLEY Variable rate, due 04/05/2024 |
|
61772BAA1 |
1,100,000 |
$1,099,682.60 |
0.07% |
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 |
|
72147KAH1 |
1,200,000 |
$977,640.00 |
0.07% |
PILGRIM'S PRIDE CORP 5.875%, due 09/30/2027 |
|
72147KAE8 |
1,020,000 |
$1,014,808.20 |
0.07% |
PNC FINANCIAL SERVICES Variable rate, due 01/24/2034 |
|
693475BM6 |
1,090,000 |
$1,076,164.33 |
0.07% |
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
|
69370PAH4 |
1,100,000 |
$971,023.57 |
0.07% |
ReadyCap Commercial Mortgage Trust Series 2020-FL4, Class AS, Variable rate, due 02/25/2035 |
|
75575JAC9 |
1,100,000 |
$1,091,580.44 |
0.07% |
REPUBLIC OF INDONESIA 4.85%, due 01/11/2033 |
|
455780DR4 |
1,000,000 |
$996,446.33 |
0.07% |
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 |
|
715638DA7 |
1,203,000 |
$1,054,200.56 |
0.07% |
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 |
|
761118EN4 |
1,355,613 |
$1,015,690.96 |
0.07% |
ROMANIA N/C, 6.625%, due 02/17/2028 |
|
77586RAQ3 |
1,000,000 |
$1,039,865.00 |
0.07% |
Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 |
|
80556UAF0 |
1,115,823 |
$1,060,008.24 |
0.07% |
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 |
|
86360UAF3 |
1,608,000 |
$1,086,553.32 |
0.07% |
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 |
|
89376VAA8 |
1,274,000 |
$1,098,009.64 |
0.07% |
UPBOUND GROUP INC 6.375%, due 02/15/2029 |
|
76009NAL4 |
1,250,000 |
$1,051,152.34 |
0.07% |
VIRGIN MEDIA SECURED FINANCE 4.50%, due 08/15/2030 |
|
92769XAR6 |
1,250,000 |
$1,076,443.75 |
0.07% |
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 |
|
92978JAH6 |
1,156,684 |
$1,063,485.60 |
0.07% |
ABN AMRO BANK NV Variable rate, due 12/13/2029 |
|
00084DAW0 |
1,025,000 |
$862,520.20 |
0.06% |
AMERICAN HOMES 4 RENT 3.625%, due 04/15/2032 |
|
02666TAE7 |
1,070,000 |
$928,043.70 |
0.06% |
AMERICAN HOMES 4 RENT 4.30%, due 04/15/2052 |
|
02666TAF4 |
1,165,000 |
$919,471.12 |
0.06% |
AON CORP/AON GLOBAL HOLDINGS 3.90%, due 02/28/2052 |
|
03740LAE2 |
1,060,000 |
$857,732.31 |
0.06% |
ARTERA SERVICES LLC 9.033%, due 12/04/2025 |
|
73939VAA2 |
1,113,000 |
$958,693.68 |
0.06% |
BAT CAPITAL CORP 4.54%, due 08/15/2047 |
|
05526DBF1 |
1,250,000 |
$932,532.55 |
0.06% |
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 |
|
07274NAL7 |
880,000 |
$851,239.48 |
0.06% |
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 |
|
07386HB83 |
1,338,109 |
$918,225.39 |
0.06% |
BECLE SAB DE CV 2.50%, due 10/14/2031 |
|
07586PAA9 |
1,000,000 |
$813,348.49 |
0.06% |
Carvana Auto Receivables Trust Series 2021-N2, Class R, 0%, due 03/10/2028 |
|
14686KAK3 |
3,700 |
$924,263.70 |
0.06% |
CATALENT PHARMA SOLUTIONS 5%, due 07/15/2027 |
|
14879EAE8 |
900,000 |
$879,750.00 |
0.06% |
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
1,073,546 |
$954,740.67 |
0.06% |
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 |
|
12648VAL8 |
890,857 |
$855,884.10 |
0.06% |
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 |
|
1248MGAK0 |
2,665,307 |
$819,092.94 |
0.06% |
DIRECTV FIN LLC/COINC 5.875%, due 08/15/2027 |
|
25461LAA0 |
1,032,000 |
$935,673.12 |
0.06% |
DNB BANK ASA Variable rate, due 09/30/2025 |
|
25601B2A2 |
955,000 |
$890,808.82 |
0.06% |
FHLMC Multifamily Structured Pass Through Certs. Series K043, Class X1, Variable rate, due 12/25/2024 |
|
3137BGK32 |
113,797,608 |
$891,592.88 |
0.06% |
FIRSTENERGY CORP 3.40%, due 03/01/2050 |
|
337932AM9 |
1,254,000 |
$861,663.64 |
0.06% |
GLOBAL PAYMENTS INC 5.95%, due 08/15/2052 |
|
37940XAR3 |
958,000 |
$913,471.55 |
0.06% |
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 |
|
3622MHAA4 |
1,562,501 |
$927,558.88 |
0.06% |
ILLUMINA INC 2.55%, due 03/23/2031 |
|
452327AM1 |
1,000,000 |
$827,013.13 |
0.06% |
INVITATION HOMES OPERATING 2%, due 08/15/2031 |
|
46188BAA0 |
1,210,000 |
$929,605.83 |
0.06% |
KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 |
|
50077LAM8 |
880,000 |
$854,047.74 |
0.06% |
LEVEL 3 FINANCING INC 3.625%, due 01/15/2029 |
|
527298BS1 |
1,515,000 |
$839,249.40 |
0.06% |
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 |
|
544646XZ0 |
760,000 |
$824,823.67 |
0.06% |
MACQUARIE GROUP LTD Variable rate, due 01/14/2033 |
|
55608JAZ1 |
1,070,000 |
$867,603.78 |
0.06% |
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 |
|
61691DAA5 |
1,050,000 |
$932,058.96 |
0.06% |
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
|
61750SAD4 |
1,831,824 |
$813,617.96 |
0.06% |
ORACLE CORP 2.875%, due 03/25/2031 |
|
68389XCE3 |
960,000 |
$821,963.31 |
0.06% |
ORACLE CORP 3.95%, due 03/25/2051 |
|
68389XCA1 |
1,080,000 |
$814,279.28 |
0.06% |
PHH Alternative Mortgage Trust Series 2007-2, Class 1A4, Variable rate, due 05/25/2037 |
|
69337HAD3 |
1,061,692 |
$956,006.05 |
0.06% |
REPUBLIC OF PERU N/C, 4.125%, due 08/25/2027 |
|
715638BU5 |
950,000 |
$933,034.94 |
0.06% |
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 |
|
836205BA1 |
920,000 |
$827,862.00 |
0.06% |
SPECTRUM BRANDS INC 5.50%, due 07/15/2030 |
|
84762LAW5 |
952,000 |
$838,577.17 |
0.06% |
T-MOBILE USA INC 2.625%, due 02/15/2029 |
|
87264ABS3 |
1,000,000 |
$882,010.64 |
0.06% |
Wells Fargo Commercial Mortgage Trust Series 2019-JWDR, Class E, Variable rate, due 09/15/2031 |
|
95002NAN7 |
975,000 |
$828,022.94 |
0.06% |
ALLISON TRANSMISSION INC 3.75%, due 01/30/2031 |
|
019736AG2 |
850,000 |
$726,125.25 |
0.05% |
ARCHROCK PARTNERS LP/FIN 6.25%, due 04/01/2028 |
|
03959KAC4 |
750,000 |
$720,720.00 |
0.05% |
ASSUREDPARTNERS INC 5.625%, due 01/15/2029 |
|
04624VAB5 |
800,000 |
$692,268.00 |
0.05% |
AXALTA COAT/DUTCH HLD BV 4.75%, due 06/15/2027 |
|
05454NAA7 |
700,000 |
$665,913.50 |
0.05% |
BANK OF AMERICA CORP Variable rate, due 03/05/2029 |
|
06051GHG7 |
750,000 |
$710,935.01 |
0.05% |
BANK OF AMERICA CORP Variable rate, due 07/22/2027 |
|
06051GJS9 |
815,000 |
$731,487.32 |
0.05% |
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 |
|
07274NAX1 |
810,000 |
$767,686.33 |
0.05% |
BLACKSTONE PP EUR HOLD 1.625%, due 04/20/2030 |
BMHRN97 |
|
1,000,000 |
$755,321.53 |
0.05% |
BROWN & BROWN INC 4.95%, due 03/17/2052 |
|
115236AF8 |
810,000 |
$694,067.27 |
0.05% |
Carvana Auto Receivables Trust Series 2020-P1, Class R, 0%, due 09/08/2027 |
|
14687AAK4 |
5,450 |
$733,325.84 |
0.05% |
Carvana Auto Receivables Trust Series 2021-P2, Class R, 0%, due 05/10/2028 |
|
14687TAJ6 |
2,500 |
$777,907.00 |
0.05% |
CHARTER COMM OPT LLC/CAP 4.80%, due 03/01/2050 |
|
161175BT0 |
1,000,000 |
$763,187.69 |
0.05% |
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 |
|
17316AAF7 |
1,092,663 |
$766,612.13 |
0.05% |
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 |
|
18538RAJ2 |
755,000 |
$679,235.75 |
0.05% |
Credit Suisse Mortgage Trust Series 2021-980M, Class X, Variable rate, due 07/15/2026 |
|
12659RAC3 |
25,699,000 |
$744,299.58 |
0.05% |
Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 |
|
1248P8AK5 |
737,650 |
$704,293.97 |
0.05% |
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 |
|
1248MGAL8 |
2,640,080 |
$811,304.75 |
0.05% |
Credit-Based Asset Servicing and Securitization Series 2007-CB3, Class A4, Variable rate, due 03/25/2037 |
|
17311YAD5 |
1,758,724 |
$673,274.59 |
0.05% |
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 |
|
P3579ECH8 |
825,000 |
$702,597.43 |
0.05% |
EXTRA SPACE STORAGE LP 2.55%, due 06/01/2031 |
|
30225VAF4 |
975,000 |
$792,141.39 |
0.05% |
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 |
|
309601AA0 |
775,000 |
$793,849.31 |
0.05% |
FIRSTCASH INC 5.625%, due 01/01/2030 |
|
31944TAA8 |
788,000 |
$728,009.56 |
0.05% |
FRONTIER COMMUNICATIONS 6.75%, due 05/01/2029 |
|
35906ABG2 |
925,000 |
$733,959.75 |
0.05% |
GFL ENVIRONMENTAL INC 3.50%, due 09/01/2028 |
|
36168QAM6 |
750,000 |
$679,451.25 |
0.05% |
GLOBAL PART/GLP FINANCE 6.875%, due 01/15/2029 |
|
37954FAJ3 |
765,000 |
$711,947.25 |
0.05% |
GNMA Series 2014-52, Class D, Variable rate, due 05/16/2046 |
|
38378NW66 |
696,464 |
$679,783.49 |
0.05% |
GRAPHIC PACKAGING INTL 4.125%, due 08/15/2024 |
|
38869PAM6 |
728,000 |
$711,747.49 |
0.05% |
GRAY ESCROW II INC 5.375%, due 11/15/2031 |
|
389286AA3 |
1,205,000 |
$801,487.67 |
0.05% |
GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 |
|
362439AE1 |
769,139 |
$736,159.76 |
0.05% |
H-FOOD HOLDNG/HEARTHSIDE 8.50%, due 06/01/2026 |
|
577088AA5 |
1,170,000 |
$725,224.50 |
0.05% |
JERSEY CENTRAL PWR & LT 4.70%, due 04/01/2024 |
|
476556DB8 |
750,000 |
$745,323.48 |
0.05% |
JPMORGAN CHASE & CO Variable rate, due 02/04/2027 |
|
46647PBW5 |
750,000 |
$670,027.26 |
0.05% |
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 |
|
46647PCK0 |
715,000 |
$677,726.73 |
0.05% |
JPMORGAN CHASE & CO Variable rate, due 09/22/2027 |
|
46647PCP9 |
780,000 |
$688,583.93 |
0.05% |
KAZMUNAYGAS NATIONAL CO 3.50%, due 04/14/2033 |
|
Y44709AH9 |
1,000,000 |
$752,341.00 |
0.05% |
LEVEL 3 FINANCING INC 4.25%, due 07/01/2028 |
|
527298BR3 |
1,400,000 |
$791,315.00 |
0.05% |
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2028 |
|
539439AQ2 |
760,000 |
$695,604.07 |
0.05% |
MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 |
|
57629WCH1 |
750,000 |
$727,065.86 |
0.05% |
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 |
|
59023LAA0 |
1,691,978 |
$775,412.98 |
0.05% |
META PLATFORMS INC 4.45%, due 08/15/2052 |
|
30303M8J4 |
860,000 |
$757,561.63 |
0.05% |
MOLINA HEALTHCARE INC 3.875%, due 11/15/2030 |
|
60855RAK6 |
919,000 |
$802,670.69 |
0.05% |
Morgan Stanley Capital Inc Series 2006-HE8, Class A2C, Variable rate, due 10/25/2036 |
|
61750SAE2 |
1,773,552 |
$789,035.98 |
0.05% |
MORGAN STANLEY Variable rate, due 01/22/2031 |
|
6174468L6 |
865,000 |
$745,580.25 |
0.05% |
NORTHWEST FIBER LLC/FIN SUB 4.75%, due 04/30/2027 |
|
667449AD4 |
850,000 |
$727,006.00 |
0.05% |
PLAINS ALL AMER PIPELINE 3.55%, due 12/15/2029 |
|
72650RBM3 |
845,000 |
$756,415.11 |
0.05% |
REPUBLIC OF GUATEMALA 4.90%, due 06/01/2030 |
|
P5015VAH9 |
700,000 |
$670,329.42 |
0.05% |
REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 |
|
455780CQ7 |
800,000 |
$724,212.00 |
0.05% |
REPUBLIC OF POLAND N/C, 5.50%, due 11/16/2027 |
|
857524AD4 |
750,000 |
$782,943.00 |
0.05% |
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 |
|
74922TAA4 |
935,231 |
$805,018.97 |
0.05% |
SABINE PASS LIQUEFACTION 4.50%, due 05/15/2030 |
|
785592AX4 |
775,000 |
$747,939.54 |
0.05% |
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 |
|
78444LAD5 |
776,070 |
$776,089.90 |
0.05% |
SLM Student Loan Trust Series 2006-2, Class R, 0%, due 01/25/2041 |
|
78446G102 |
6,525 |
$761,419.22 |
0.05% |
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 |
|
78444EAE9 |
905,000 |
$771,814.86 |
0.05% |
SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 |
|
78445AAD8 |
677,891 |
$676,293.86 |
0.05% |
SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 |
|
78445JAB3 |
800,000 |
$763,474.48 |
0.05% |
Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 |
|
86359PAC4 |
957,342 |
$797,094.71 |
0.05% |
SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 |
|
86765LAT4 |
800,000 |
$735,332.00 |
0.05% |
TENET HEALTHCARE CORP 4.375%, due 01/15/2030 |
|
88033GDR8 |
850,000 |
$763,640.00 |
0.05% |
TRANSOCEAN TITAN FIN LTD 8.375%, due 02/01/2028 |
|
89386MAA6 |
700,000 |
$721,014.00 |
0.05% |
UNITED MEXICAN STATES 6.35%, due 02/09/2035 |
|
91087BAV2 |
700,000 |
$745,078.85 |
0.05% |
VMC Finance LLC Series 2021-FL4, Class B, Variable rate, due 06/16/2036 |
|
91835RAE0 |
779,000 |
$737,764.74 |
0.05% |
180 MEDICAL INC 3.875%, due 10/15/2029 |
|
682357AA6 |
725,000 |
$641,702.04 |
0.04% |
Ace Securities Corp. Variable rate, due 06/25/2036 |
|
00441TAD5 |
799,559 |
$563,511.06 |
0.04% |
ACRISURE LLC / FIN INC 6%, due 08/01/2029 |
|
00489LAH6 |
700,000 |
$579,201.98 |
0.04% |
AIR LEASE CORP 3.875%, due 07/03/2023 |
|
00912XBC7 |
570,000 |
$567,388.40 |
0.04% |
Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 |
|
040104RV5 |
1,261,058 |
$663,413.89 |
0.04% |
Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 |
|
04545EAA1 |
953,158 |
$661,868.52 |
0.04% |
AT&T INC 4.30%, due 12/15/2042 |
|
00206RBH4 |
750,000 |
$653,345.80 |
0.04% |
AT&T INC 4.85%, due 03/01/2039 |
|
00206RHK1 |
594,000 |
$558,138.75 |
0.04% |
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 |
|
04685A3G4 |
675,000 |
$576,405.52 |
0.04% |
BACARDI LTD 4.70%, due 05/15/2028 |
|
067316AF6 |
670,000 |
$664,979.11 |
0.04% |
Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 |
|
05951FAD6 |
641,535 |
$558,173.99 |
0.04% |
BARNABAS HEALTH INC 4%, due 07/01/2028 |
|
06769QAA8 |
635,000 |
$612,516.79 |
0.04% |
Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 |
|
07324SCR1 |
642,711 |
$587,931.79 |
0.04% |
BERKSHIRE HATHAWAY FINANCE 3.85%, due 03/15/2052 |
|
084664DB4 |
760,000 |
$637,807.75 |
0.04% |
BROADCOM INC 3.419%, due 04/15/2033 |
|
11135FBK6 |
660,000 |
$552,696.00 |
0.04% |
CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 |
|
161175CK8 |
690,000 |
$559,940.17 |
0.04% |
CINEMARK USA INC 5.25%, due 07/15/2028 |
|
172441BF3 |
600,000 |
$519,690.00 |
0.04% |
Countrywide Alternative Loan Trust Series 2005-13CB, Class A8, 5.50%, due 05/25/2035 |
|
12667GAH6 |
650,974 |
$558,945.58 |
0.04% |
Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 |
|
02151CAQ9 |
863,563 |
$543,647.96 |
0.04% |
COX COMMUNICATIONS INC 2.60%, due 06/15/2031 |
|
224044CN5 |
680,000 |
$562,167.61 |
0.04% |
CREDIT SUISSE GROUP AG Variable rate, due 07/15/2026 |
|
225401AY4 |
535,000 |
$518,358.83 |
0.04% |
CSC HOLDINGS LLC 5.375%, due 02/01/2028 |
|
126307AS6 |
700,000 |
$574,144.41 |
0.04% |
DBWF Mortgage Trust Series 2016-85T, Class A, 3.791%, due 12/10/2036 |
|
23307CAA3 |
600,000 |
$542,907.96 |
0.04% |
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 |
|
26252NAQ2 |
625,000 |
$604,051.36 |
0.04% |
DUKE ENERGY CORP 3.75%, due 09/01/2046 |
|
26441CAT2 |
750,000 |
$584,388.24 |
0.04% |
DUKE ENERGY CORP 3.85%, due 06/15/2034 |
BMY29L9 |
|
600,000 |
$609,776.60 |
0.04% |
ECOPETROL SA 8.875%, due 01/13/2033 |
|
279158AS8 |
570,000 |
$577,410.00 |
0.04% |
FHLMC Multifamily Structured Pass Through Certs. Series K048, Class X3, Variable rate, due 08/25/2043 |
|
3137BLAE8 |
20,449,223 |
$594,356.67 |
0.04% |
FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 |
|
3137FMCP5 |
4,829,719 |
$550,140.28 |
0.04% |
Freddie Mac FR WN0006, 3.42%, due 07/01/2030 |
|
3132XEAG6 |
555,619 |
$529,174.54 |
0.04% |
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
|
411640AA3 |
677,928 |
$542,086.50 |
0.04% |
HCA INC 4.625%, due 03/15/2052 |
|
404119CG2 |
695,000 |
$578,142.07 |
0.04% |
HEALTHCARE RLTY HLDGS LP 2%, due 03/15/2031 |
|
42225UAH7 |
755,000 |
$590,017.27 |
0.04% |
HEATHROW FUNDING LTD 1.875%, due 03/14/2034 |
BJJMS61 |
|
735,000 |
$628,672.82 |
0.04% |
HUNGARY N/C, 6.125%, due 05/22/2028 |
|
445545AR7 |
550,000 |
$564,715.80 |
0.04% |
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 |
|
46627MFV4 |
669,323 |
$574,726.13 |
0.04% |
JBS USA/FOOD/FINANCE 5.75%, due 04/01/2033 |
|
46590XAH9 |
650,000 |
$622,375.00 |
0.04% |
JPMORGAN CHASE & CO Series KK, Variable rate |
|
48128BAN1 |
595,000 |
$522,112.50 |
0.04% |
JPMORGAN CHASE & CO Variable rate, due 02/24/2028 |
|
46647PCW4 |
675,000 |
$626,269.81 |
0.04% |
Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 |
|
525221HD2 |
672,064 |
$566,922.73 |
0.04% |
LIVE NATION ENTERTAINMENT 4.75%, due 10/15/2027 |
|
538034AR0 |
590,000 |
$546,422.60 |
0.04% |
Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 |
|
54251UAD8 |
2,238,372 |
$624,741.95 |
0.04% |
MACQUARIE GROUP LTD Variable rate, due 06/23/2032 |
|
55607PAG0 |
785,000 |
$628,805.79 |
0.04% |
MASTR Asset Backed Securities Trust Series 2006-NC2, Class A3, Variable rate, due 08/25/2036 |
|
55275BAC1 |
1,599,408 |
$624,592.80 |
0.04% |
MIDAMERICAN ENERGY CO 3.95%, due 08/01/2047 |
|
595620AR6 |
750,000 |
$642,407.43 |
0.04% |
MOLINA HEALTHCARE INC 4.375%, due 06/15/2028 |
|
60855RAJ9 |
700,000 |
$651,840.00 |
0.04% |
NGL ENRGY OP/FIN CORP 7.50%, due 02/01/2026 |
|
62922LAA6 |
607,000 |
$586,230.58 |
0.04% |
Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 |
|
66989EAA3 |
553,667 |
$533,986.41 |
0.04% |
OCCIDENTAL PETROLEUM CORP 0%, due 10/10/2036 |
|
674599DG7 |
1,118,000 |
$571,812.28 |
0.04% |
OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 |
BMYVTK5 |
|
600,000 |
$627,980.40 |
0.04% |
OPEN TEXT CORP 6.90%, due 12/01/2027 |
|
683715AF3 |
625,000 |
$645,312.50 |
0.04% |
PERKINELMER INC 2.25%, due 09/15/2031 |
|
714046AN9 |
770,000 |
$617,075.14 |
0.04% |
PHYSICIANS REALTY LP 2.625%, due 11/01/2031 |
|
71951QAC6 |
830,000 |
$654,749.15 |
0.04% |
PIKE CORP 5.50%, due 09/01/2028 |
|
721283AA7 |
750,000 |
$657,045.00 |
0.04% |
PRESTIGE BRANDS INC 5.125%, due 01/15/2028 |
|
74112BAL9 |
550,000 |
$533,830.79 |
0.04% |
PRIMO WATER HOLDINGS INC 4.375%, due 04/30/2029 |
|
74168LAA4 |
720,000 |
$629,125.78 |
0.04% |
REPUBLIC OF PERU 2.783%, due 01/23/2031 |
|
715638DF6 |
700,000 |
$599,212.46 |
0.04% |
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 |
|
761713BB1 |
645,000 |
$582,449.51 |
0.04% |
SCRIPPS ESCROW II INC 5.375%, due 01/15/2031 |
|
81105DAB1 |
816,000 |
$562,044.48 |
0.04% |
SCRIPPS ESCROW INC 5.875%, due 07/15/2027 |
|
81104PAA7 |
750,000 |
$553,125.00 |
0.04% |
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 |
|
83084RAA3 |
621,773 |
$561,274.29 |
0.04% |
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
650,000 |
$607,681.95 |
0.04% |
SLM Student Loan Trust Series 2013-M1, Class M1R, 0%, due 10/28/2029 |
|
78447T103 |
1,000 |
$543,572.50 |
0.04% |
THE BOEING CO 1.433%, due 02/04/2024 |
|
097023DE2 |
635,000 |
$613,690.64 |
0.04% |
TIME WARNER CABLE LLC 5.875%, due 11/15/2040 |
|
88732JAY4 |
630,000 |
$571,701.09 |
0.04% |
T-MOBILE USA INC 2.55%, due 02/15/2031 |
|
87264ACB9 |
700,000 |
$593,612.05 |
0.04% |
TRANSNET SOC LTD N/C, 8.25%, due 02/06/2028 |
|
89378TAD5 |
600,000 |
$598,449.00 |
0.04% |
UNITED MEXICAN STATES 3.50%, due 02/12/2034 |
|
91087BAR1 |
700,000 |
$595,216.87 |
0.04% |
UNITED MEXICAN STATES 4.875%, due 05/19/2033 |
|
91087BAT7 |
600,000 |
$575,180.32 |
0.04% |
VICI PROPERTIES / NOTE 3.75%, due 02/15/2027 |
|
92564RAD7 |
690,000 |
$637,605.04 |
0.04% |
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 |
|
92926SAD8 |
1,584,971 |
$609,443.04 |
0.04% |
WAMU Asset-Backed Certificates Serues 2007-HE3, Class 2A3, Variable rate, due 05/25/2037 |
|
93364EAD6 |
657,358 |
$536,646.97 |
0.04% |
WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 |
|
93364BAA8 |
767,352 |
$595,862.80 |
0.04% |
Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 |
|
93936FAD2 |
629,613 |
$553,399.02 |
0.04% |
ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 |
|
00489LAF0 |
437,000 |
$373,139.01 |
0.03% |
AMERICAN EXPRESS CO Variable rate |
|
025816CH0 |
605,000 |
$512,858.50 |
0.03% |
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
|
02660TGN7 |
540,685 |
$460,371.25 |
0.03% |
ASCENDAS REIT 0.75%, due 06/23/2028 |
BMBYK48 |
|
510,000 |
$439,171.07 |
0.03% |
BACARDI LTD 2.75%, due 07/15/2026 |
|
067316AD1 |
505,000 |
$467,919.11 |
0.03% |
BANK OF AMERICA CORP Series RR, Variable rate |
|
060505GB4 |
570,000 |
$486,003.56 |
0.03% |
Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 |
|
07386HKU4 |
500,199 |
$493,115.70 |
0.03% |
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
|
07400HAA1 |
458,465 |
$373,229.70 |
0.03% |
BOYD GAMING CORP 4.75%, due 06/15/2031 |
|
103304BV2 |
569,000 |
$517,277.90 |
0.03% |
CANO HEALTH LLC 6.25%, due 10/01/2028 |
|
13782CAA8 |
700,000 |
$386,750.00 |
0.03% |
CENTENE CORP 2.50%, due 03/01/2031 |
|
15135BAX9 |
500,000 |
$405,350.00 |
0.03% |
CHARLES SCHWAB CORP Series K, Variable rate |
|
808513CB9 |
540,000 |
$459,000.00 |
0.03% |
CHARTER COMM OPT LLC/CAP 5.125%, due 07/01/2049 |
|
161175BS2 |
542,000 |
$429,581.22 |
0.03% |
CHURCHILL DOWNS INC 5.50%, due 04/01/2027 |
|
171484AG3 |
515,000 |
$504,700.00 |
0.03% |
CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 |
|
12563GAB4 |
562,661 |
$502,827.53 |
0.03% |
CITIGROUP INC Variable rate, due 02/24/2028 |
|
172967NG2 |
520,000 |
$483,964.16 |
0.03% |
CITIGROUP INC Variable rate, due 10/30/2024 |
|
172967MT5 |
500,000 |
$486,169.94 |
0.03% |
CITIGROUP INC Variable rate, due 11/05/2030 |
|
17308CC53 |
525,000 |
$460,073.71 |
0.03% |
Citigroup Mortgage Loan Trust Inc Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 |
|
17307GG28 |
451,782 |
$408,303.54 |
0.03% |
COMISION FEDERAL DE ELECTRICIDAD 4.688%, due 05/15/2029 |
|
200447AL4 |
500,000 |
$448,930.00 |
0.03% |
Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 |
|
12668AZ40 |
690,559 |
$494,940.64 |
0.03% |
CSC HOLDINGS LLC 7.50%, due 04/01/2028 |
|
126307AY3 |
700,000 |
$446,880.00 |
0.03% |
CUBESMART LP 4.375%, due 02/15/2029 |
|
22966RAE6 |
500,000 |
$477,789.13 |
0.03% |
DIGITAL INTREPID HOLDING 0.625%, due 07/15/2031 |
BMDT375 |
|
590,000 |
$441,614.60 |
0.03% |
DUKE ENERGY CAROLINAS 3.55%, due 03/15/2052 |
|
26442CBH6 |
540,000 |
$421,414.96 |
0.03% |
ENERGY TRANSFER LP Variable rate |
|
29273VAJ9 |
594,000 |
$444,652.56 |
0.03% |
Fannie Mae FN AM2974, 4.10%, due 04/01/2043 |
|
3138L3JU0 |
455,524 |
$427,969.27 |
0.03% |
FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 |
|
3137BQYW1 |
6,897,149 |
$420,064.65 |
0.03% |
Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 |
|
3137H13X2 |
10,772,777 |
$500,152.02 |
0.03% |
GLOBAL PAYMENTS INC 5.40%, due 08/15/2032 |
|
37940XAQ5 |
520,000 |
$510,291.22 |
0.03% |
GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 |
|
39539LAH4 |
517,742 |
$468,472.87 |
0.03% |
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 |
|
41161PSM6 |
427,946 |
$375,825.08 |
0.03% |
HCA INC 4.125%, due 06/15/2029 |
|
404119BX6 |
417,000 |
$391,037.15 |
0.03% |
HCA INC 5.25%, due 06/15/2049 |
|
404119BZ1 |
470,000 |
$424,565.62 |
0.03% |
HCA INC 5.375%, due 09/01/2026 |
|
404121AH8 |
380,000 |
$381,614.45 |
0.03% |
HCA INC 7.58%, due 09/15/2025 |
|
19767QAQ8 |
365,000 |
$375,318.97 |
0.03% |
HCA INC N/C, 7.05%, due 12/01/2027 |
|
197677AJ6 |
360,000 |
$382,033.07 |
0.03% |
HEALTHCARE RLTY HLDGS LP 3.10%, due 02/15/2030 |
|
42225UAG9 |
595,000 |
$516,443.74 |
0.03% |
HEALTHCARE RLTY HLDGS LP 3.625%, due 01/15/2028 |
|
42225UAK0 |
490,000 |
$445,797.01 |
0.03% |
HSBC HOLDINGS PLC Variable rate, due 05/24/2027 |
|
404280CM9 |
505,000 |
$445,611.54 |
0.03% |
HSBC HOLDINGS PLC Variable rate, due 08/18/2031 |
|
404280CK3 |
565,000 |
$455,850.62 |
0.03% |
HUDSON PACIFIC PROPERTIES 5.95%, due 02/15/2028 |
|
44409MAD8 |
560,000 |
$424,559.63 |
0.03% |
IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 |
|
45661EAV6 |
448,998 |
$385,814.77 |
0.03% |
INTERNATIONAL FLAVORS & FRAGRANCES 1.23%, due 10/01/2025 |
|
459506AN1 |
475,000 |
$425,256.84 |
0.03% |
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 |
|
477164AA5 |
521,476 |
$479,355.06 |
0.03% |
JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 |
|
46629QAG1 |
642,791 |
$399,618.46 |
0.03% |
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 |
|
46630MAG7 |
910,323 |
$503,262.87 |
0.03% |
Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 |
|
52520MFB4 |
734,449 |
$383,032.20 |
0.03% |
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 |
|
52524YAC7 |
507,746 |
$474,554.27 |
0.03% |
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 |
|
529043AE1 |
505,000 |
$410,822.98 |
0.03% |
MACQUARIE GROUP LTD Variable rate, due 01/12/2027 |
|
55608JAR9 |
565,000 |
$504,591.57 |
0.03% |
Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 |
|
61753VAC6 |
1,271,497 |
$426,334.48 |
0.03% |
PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 |
|
708696BX6 |
500,000 |
$486,828.02 |
0.03% |
REPUBLIC OF CHILE 2.55%, due 07/27/2033 |
|
168863DT2 |
500,000 |
$412,318.24 |
0.03% |
REPUBLIC OF COLOMBIA 4.50%, due 01/28/2026 |
|
195325CX1 |
478,000 |
$459,387.85 |
0.03% |
REPUBLIC OF PERU 1.862%, due 12/01/2032 |
|
715638DP4 |
550,000 |
$416,903.97 |
0.03% |
S&P GLOBAL INC 2.90%, due 03/01/2032 |
|
78409VBK9 |
535,000 |
$477,950.22 |
0.03% |
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 |
|
80281LAR6 |
430,000 |
$378,699.54 |
0.03% |
SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 |
|
80281LAN5 |
525,000 |
$496,316.03 |
0.03% |
SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 |
|
845437BR2 |
450,000 |
$436,417.21 |
0.03% |
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 |
|
86363LAA1 |
523,366 |
$435,777.56 |
0.03% |
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 |
|
86363LAB9 |
519,484 |
$442,326.91 |
0.03% |
Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 |
|
86361WAA9 |
567,662 |
$479,002.61 |
0.03% |
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 |
|
86364RAA7 |
587,450 |
$506,928.30 |
0.03% |
THE CIGNA GROUP 4.90%, due 12/15/2048 |
|
125523AK6 |
400,000 |
$376,745.34 |
0.03% |
THE WALT DISNEY COMPANY 4%, due 10/01/2023 |
|
254687CR5 |
390,000 |
$387,608.72 |
0.03% |
TREEHOUSE FOODS INC 4%, due 09/01/2028 |
|
89469AAD6 |
561,000 |
$496,564.48 |
0.03% |
UNIFRAX ESCROW ISS CORP 7.50%, due 09/30/2029 |
|
90473LAC6 |
625,000 |
$425,338.71 |
0.03% |
UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 |
|
909319AA3 |
433,635 |
$416,612.10 |
0.03% |
US BANCORP Variable rate |
|
902973BC9 |
555,000 |
$434,287.50 |
0.03% |
VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 |
|
92564RAL9 |
487,000 |
$433,500.63 |
0.03% |
VICI PROPERTIES / NOTE 4.625%, due 06/15/2025 |
|
92564RAG0 |
399,000 |
$386,271.58 |
0.03% |
VMED O2 UK FINANCING I PLC 4.75%, due 07/15/2031 |
|
92858RAB6 |
500,000 |
$429,202.50 |
0.03% |
VODAFONE GROUP PLC 4.25%, due 09/17/2050 |
|
92857WBU3 |
580,000 |
$474,639.04 |
0.03% |
VONOVIA SE 1.50%, due 06/14/2041 |
BNBY5K6 |
|
800,000 |
$457,163.97 |
0.03% |
1011778 BC / NEW RED FIN 3.50%, due 02/15/2029 |
|
68245XAP4 |
345,000 |
$309,220.05 |
0.02% |
321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 |
|
46617JAA4 |
251,059 |
$233,539.91 |
0.02% |
AIR LEASE CORP 2.875%, due 01/15/2026 |
|
00914AAJ1 |
300,000 |
$279,926.53 |
0.02% |
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 |
|
02377AAA6 |
287,866 |
$264,037.17 |
0.02% |
AMERICAN TOWER CORP 2.70%, due 04/15/2031 |
|
03027XBM1 |
330,000 |
$276,979.94 |
0.02% |
Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 |
|
03072SDB8 |
298,927 |
$296,777.95 |
0.02% |
APPALACHIAN POWER CO 3.30%, due 06/01/2027 |
|
037735CW5 |
365,000 |
$345,246.09 |
0.02% |
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 |
|
038461AS8 |
400,000 |
$316,840.00 |
0.02% |
AT&T INC 2.55%, due 12/01/2033 |
|
00206RMM1 |
445,000 |
$358,185.44 |
0.02% |
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 |
|
05401AAH4 |
325,000 |
$305,202.75 |
0.02% |
BANK OF AMERICA CORP Variable rate, due 07/23/2031 |
|
06051GJF7 |
455,000 |
$365,164.48 |
0.02% |
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 |
|
07274NAN3 |
265,000 |
$242,865.40 |
0.02% |
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 |
|
07274NAQ6 |
400,000 |
$359,153.55 |
0.02% |
BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 |
|
05530VAA7 |
320,589 |
$286,638.73 |
0.02% |
BERRY GLOBAL INC 1.65%, due 01/15/2027 |
|
08576PAF8 |
295,000 |
$258,546.42 |
0.02% |
Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 |
|
09774XBT8 |
2,369,065 |
$354,362.32 |
0.02% |
BROADCOM INC 2.60%, due 02/15/2033 |
|
11135FBF7 |
316,000 |
$248,008.10 |
0.02% |
CARRIAGE SERVICES INC 4.25%, due 05/15/2029 |
|
143905AP2 |
375,000 |
$309,288.75 |
0.02% |
CATALENT PHARMA SOLUTIONS 3.125%, due 02/15/2029 |
|
14879EAH1 |
400,000 |
$352,003.24 |
0.02% |
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 |
|
161175BX1 |
295,000 |
$224,968.58 |
0.02% |
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 |
|
161175BL7 |
370,000 |
$305,632.24 |
0.02% |
CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 |
|
161175BN3 |
325,000 |
$280,804.64 |
0.02% |
CITIGROUP INC Variable rate, due 01/29/2031 |
|
172967ML2 |
315,000 |
$269,072.14 |
0.02% |
Citigroup Mortgage Loan Trust Inc Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 |
|
17313CAD1 |
249,732 |
$245,678.00 |
0.02% |
COMM Mortgage Trust Series 2012-CR1, Class B, 4.612%, due 05/15/2045 |
|
12624BAG1 |
359,762 |
$345,928.81 |
0.02% |
COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 |
|
12598EAC6 |
21,254,000 |
$307,384.70 |
0.02% |
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 |
|
20268JAF0 |
370,000 |
$314,720.52 |
0.02% |
COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 |
|
20268JAB9 |
250,000 |
$225,106.69 |
0.02% |
Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 |
|
02150PAB4 |
418,963 |
$360,849.60 |
0.02% |
CSC HOLDINGS LLC 4.625%, due 12/01/2030 |
|
126307BD8 |
600,000 |
$296,430.00 |
0.02% |
EDGEWELL PERSONAL CARE 5.50%, due 06/01/2028 |
|
28035QAA0 |
243,000 |
$233,135.42 |
0.02% |
EXTRA SPACE STORAGE LP 3.90%, due 04/01/2029 |
|
30225VAH0 |
281,000 |
$259,145.88 |
0.02% |
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 |
|
30958QAA9 |
250,000 |
$229,795.20 |
0.02% |
FARMERS INS EXCH Variable rate, due 11/01/2057 |
|
309601AE2 |
465,000 |
$364,843.16 |
0.02% |
FHLMC Multifamily Structured Pass Through Certs. Series K723, Class X3, Variable rate, due 10/25/2034 |
|
3137BSPZ0 |
26,082,170 |
$241,210.52 |
0.02% |
Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 |
|
3137FQKX0 |
4,095,000 |
$318,903.00 |
0.02% |
HUDSON PACIFIC PROPERTIES 3.25%, due 01/15/2030 |
|
44409MAC0 |
405,000 |
$263,146.87 |
0.02% |
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
|
44409MAA4 |
500,000 |
$343,633.44 |
0.02% |
INTEL CORP 3.734%, due 12/08/2047 |
|
458140BG4 |
415,000 |
$329,990.38 |
0.02% |
INVITATION HOMES OPERATING 2.30%, due 11/15/2028 |
|
46188BAB8 |
310,000 |
$260,202.58 |
0.02% |
JAZZ SECURITIES DAC 4.375%, due 01/15/2029 |
|
47216FAA5 |
365,000 |
$336,128.50 |
0.02% |
JPMORGAN CHASE & CO Variable rate, due 11/19/2031 |
|
46647PBU9 |
325,000 |
$258,157.57 |
0.02% |
KAZTRANSGAS JSC N/C, 4.375%, due 09/26/2027 |
|
Y4S6FLAB5 |
400,000 |
$359,606.00 |
0.02% |
KILROY REALTY LP 2.50%, due 11/15/2032 |
|
49427RAQ5 |
400,000 |
$255,661.50 |
0.02% |
KINDER MORGAN INC 5.55%, due 06/01/2045 |
|
49456BAH4 |
250,000 |
$236,887.37 |
0.02% |
KRAFT HEINZ FOODS CO 3.75%, due 04/01/2030 |
|
50077LAV8 |
300,000 |
$284,021.43 |
0.02% |
LEVEL 3 FINANCING INC 4.625%, due 09/15/2027 |
|
527298BN2 |
592,000 |
$356,472.80 |
0.02% |
LLOYDS BANKING GROUP PLC Variable rate, due 08/11/2026 |
|
53944YAT0 |
365,000 |
$355,639.35 |
0.02% |
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
|
576429AA2 |
274,412 |
$233,973.11 |
0.02% |
PETROLEOS MEXICANOS 5.95%, due 01/28/2031 |
|
71654QDE9 |
449,000 |
$343,957.35 |
0.02% |
PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 |
|
72147KAJ7 |
286,000 |
$252,530.85 |
0.02% |
QWEST CORP N/C, 7.25%, due 09/15/2025 |
|
912920AK1 |
342,000 |
$319,987.18 |
0.02% |
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 |
|
836205BC7 |
400,000 |
$364,414.00 |
0.02% |
Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 |
|
74922EAQ2 |
442,024 |
$362,473.53 |
0.02% |
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 |
|
77340RAR8 |
350,000 |
$312,260.13 |
0.02% |
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 |
|
78413KAB8 |
335,000 |
$263,851.98 |
0.02% |
SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 |
|
78413MAN8 |
545,000 |
$326,935.91 |
0.02% |
SLM Student Loan Trust Series 2007-4, Class R, 0%, due 01/25/2042 |
|
78444A107 |
1,375 |
$345,919.48 |
0.02% |
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 |
|
784442AD7 |
300,000 |
$234,470.34 |
0.02% |
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
|
78444GAD6 |
300,000 |
$267,972.42 |
0.02% |
SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 |
|
78445CAE2 |
340,000 |
$315,529.86 |
| | |