Holdings of the Fund as of 5/20/2022
Total Number of Holdings (excluding cash): 917
US 5YR NOTE (CBT) Jun22 |
FVM2 |
|
1,238 |
$140,300,218.75 |
12.74% |
U.S. Treasury Bill, 0%, due 07/07/2022 |
|
912796R68 |
102,830,000 |
$102,731,454.93 |
9.33% |
Fannie Mae or Freddie Mac TBA, 2.50%, due 01/01/2052 |
|
01F022667 |
63,150,000 |
$57,947,524.93 |
5.26% |
Fannie Mae or Freddie Mac TBA, 3%, due 04/01/2052 |
|
01F030660 |
53,200,000 |
$50,639,750.01 |
4.60% |
U.S. Treasury Bill, 0%, due 07/14/2022 |
|
912796K57 |
49,145,000 |
$49,086,257.96 |
4.46% |
Fannie Mae or Freddie Mac TBA, 2%, due 12/01/2051 |
|
01F020661 |
44,425,000 |
$39,236,299.03 |
3.56% |
U.S. Treasury Bill, 0%, due 10/06/2022 |
|
912796M89 |
17,945,000 |
$17,864,485.45 |
1.62% |
U.S. Treasury Bill, 0%, due 09/01/2022 |
|
912796T66 |
14,345,000 |
$14,301,065.14 |
1.30% |
U.S. Treasury Bill, 0%, due 07/21/2022 |
|
912796S42 |
14,115,000 |
$14,094,970.81 |
1.28% |
JAPAN TREASURY DISC BILL N/C, 0%, due 08/01/2022 |
JP1740761N41 |
|
1,475,000,000 |
$11,532,586.41 |
1.05% |
U.S. Treasury Bill, 0%, due 08/18/2022 |
|
912796T41 |
9,015,000 |
$8,993,246.44 |
0.82% |
U.S. Treasury Bill, 0%, due 09/22/2022 |
|
912796U56 |
6,715,000 |
$6,688,027.99 |
0.61% |
U.S. Treasury Bill, 0%, due 10/20/2022 |
|
912796V63 |
6,295,000 |
$6,261,325.02 |
0.57% |
U.S. Treasury Bill, 0%, due 08/25/2022 |
|
912796T58 |
6,080,000 |
$6,063,380.93 |
0.55% |
Credit Suisse Mortgage Trust Series 2020-RPL3, Class A1, Variable rate, due 03/25/2060 |
|
12656PAC0 |
5,571,239 |
$5,456,087.45 |
0.50% |
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2049 |
|
01F032666 |
5,675,000 |
$5,559,504.90 |
0.50% |
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2049 |
|
01F040669 |
5,550,000 |
$5,546,314.42 |
0.50% |
WELLS FARGO & COMPANY Variable rate, due 03/02/2033 |
|
95000U2U6 |
5,830,000 |
$5,295,439.95 |
0.48% |
MASTR Adjustable Rate Mortgages Trust Series 2006-OA2, Class 1A1, Variable rate, due 12/25/2046 |
|
55275NAA9 |
5,945,199 |
$5,093,546.05 |
0.46% |
Impac CMB Trust Series 2005-3, Class A1, Variable rate, due 08/25/2035 |
|
45254NNP8 |
5,144,442 |
$4,846,880.58 |
0.44% |
Structured Asset Securities Corporation Series 2005-2XS, Class M1, Variable rate, due 02/25/2035 |
|
86359B2K6 |
4,812,094 |
$4,814,162.71 |
0.44% |
MORGAN STANLEY Variable rate, due 01/22/2031 |
|
6174468L6 |
5,185,000 |
$4,575,787.96 |
0.42% |
Preston Ridge Partners Mortgage Trust Series 2021-10, Class A1, Variable rate, due 05/01/2054 |
|
69360HAA9 |
4,843,662 |
$4,619,455.75 |
0.42% |
GreenPoint Mortgage Funding Trust Series 2006-AR6, Class A3A, Variable rate, due 10/25/2046 |
|
39538BAE4 |
4,586,377 |
$4,537,330.59 |
0.41% |
DSLA Mortgage Loan Trust Series 2005-AR3, Class 1A, Variable rate, due 07/19/2045 |
|
23332UDT8 |
5,449,346 |
$4,389,189.01 |
0.40% |
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class B, 1.74%, due 08/17/2037 |
|
33767MAC9 |
4,760,000 |
$4,419,327.75 |
0.40% |
Preston Ridge Partners Mortgage Trust Series 2021-9, Class A1, Variable rate, due 10/25/2026 |
|
69360XAA4 |
4,662,588 |
$4,441,824.82 |
0.40% |
Credit Suisse Mortgage Trust Series 2020-RPL6, Class A1, Variable rate, due 03/25/2059 |
|
12656HAC8 |
4,449,440 |
$4,332,579.13 |
0.39% |
Legacy Mortgage Asset Trust Series 2020-GS2, Class A1, Variable rate, due 03/25/2060 |
|
52475AAA2 |
4,322,014 |
$4,326,075.97 |
0.39% |
Impac CMB Trust Series 2055-5, Class A1, Variable rate, due 08/25/2035 |
|
45254NPU5 |
4,385,046 |
$4,190,605.71 |
0.38% |
Navient Student Loan Trust Series 2018-2A, Class A3, Variable rate, due 03/25/2067 |
|
63941DAC5 |
4,269,000 |
$4,159,890.34 |
0.38% |
Opteum Mortgage Acceptance Corporation Series 2006-1, Class 1AC1, Variable rate, due 04/25/2036 |
|
68383NDW0 |
4,394,088 |
$4,179,568.16 |
0.38% |
Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% |
|
12662GAC2 |
4,119,127 |
$3,926,851.86 |
0.36% |
Headlands Residential Series 2021-RPL1, Class NOTE, Variable rate, due 09/25/2026 |
|
42210JAA4 |
4,240,000 |
$3,990,590.06 |
0.36% |
Homebanc Mortgage Trust Series 2005-3, Class M4, Variable rate, due 07/25/2035 |
|
43739EBP1 |
4,057,000 |
$3,980,515.00 |
0.36% |
MASTR Adjustable Rate Mortgage Trust Series 2007-1, Class I2A3, Variable rate, due 01/25/2047 |
|
576431AD2 |
3,905,634 |
$3,845,656.26 |
0.35% |
GOLDMAN SACHS GROUP INC Variable rate, due 07/21/2032 |
|
38141GYJ7 |
4,530,000 |
$3,746,544.38 |
0.34% |
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 |
|
539439AP4 |
3,755,000 |
$3,748,416.59 |
0.34% |
AFN ABSPROP001 Llc Series 2019-1A Class A1, 3.78%, due 05/20/2049 |
|
00109BAA3 |
3,677,496 |
$3,597,713.99 |
0.33% |
Ajax Mortgage Loan Trust Series 2021-D, Class A, Variable rate, due 03/25/2060 |
|
009723AA5 |
3,812,028 |
$3,593,654.69 |
0.33% |
Credit Suisse Mortgage Trust 3.77782%, due 02/25/2062 |
|
BCC35H8L7 |
3,450,000 |
$3,602,285.17 |
0.33% |
GLP CAPITAL LP / FIN II 5.375%, due 04/15/2026 |
|
361841AH2 |
3,625,000 |
$3,631,899.46 |
0.33% |
SPRINT SPECTRUM / SPEC I 4.738%, due 03/20/2025 |
|
85208NAD2 |
3,630,000 |
$3,644,569.40 |
0.33% |
Carvana Auto Receivables Trust Series 2022-N1, Class R, 0%, due 12/11/2028 |
|
14686GAH9 |
19,300 |
$3,541,743.00 |
0.32% |
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2032 |
|
38141GYN8 |
4,125,000 |
$3,483,534.57 |
0.32% |
CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, due 07/15/2060 |
|
12530MAA3 |
3,743,688 |
$3,434,973.13 |
0.31% |
GSAA Home Equity Trust Series 2005-4, Class M2, Variable rate, due 03/25/2035 |
|
36242DZR7 |
3,455,000 |
$3,422,811.15 |
0.31% |
Lehman XS Trust Series 2006-19, Class A3, Variable rate, due 12/25/2036 |
|
52523YAC8 |
3,807,760 |
$3,403,607.88 |
0.31% |
BXMT Ltd Series 2020-FL3, Class A, Variable rate, due 03/15/2037 |
|
05608XAA0 |
3,375,000 |
$3,336,712.18 |
0.30% |
Impac CMB Trust Series 2005-8, Class 1A, Variable rate, due 02/25/2036 |
|
45254NRG4 |
3,404,985 |
$3,281,666.23 |
0.30% |
IndyMac INDX Mortgage Loan Trust Series 2006-AR2, Class 1A1B, Variable rate, due 04/25/2046 |
|
45661EAB0 |
3,641,987 |
$3,313,821.83 |
0.30% |
UNITED MEXICAN STATES 3.75%, due 01/11/2028 |
|
91087BAE0 |
3,350,000 |
$3,257,950.70 |
0.30% |
CIT EDUCATION LOAN TRUST Series 2005-1, Class A4, Variable rate, due 12/15/2033 |
|
12556PAD9 |
3,392,082 |
$3,231,604.32 |
0.29% |
Credit Suisse Mortgage Trust Series 2020-TMIC, Class A, Variable rate, due 12/15/2035 |
|
126390AA1 |
3,180,000 |
$3,157,032.45 |
0.29% |
DROP Mortgage Trust 2021-FILE Series 2021-FILE, Class B, Variable rate, due 04/15/2026 |
|
26210YAG1 |
3,280,000 |
$3,156,022.23 |
0.29% |
Lehman XS Trust Series 2006-4N, Class A1D1, Variable rate, due 04/25/2046 |
|
525221KP1 |
3,462,727 |
$3,228,122.08 |
0.29% |
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class A, Variable rate, due 10/15/2037 |
|
05493BAA6 |
3,140,000 |
$3,110,802.09 |
0.28% |
BAT CAPITAL CORP 5.65%, due 03/16/2052 |
|
05526DBV6 |
3,555,000 |
$3,130,338.36 |
0.28% |
BX Trust Series 2020-VIV3, Class B, Variable rate, due 03/09/2044 |
|
05608EAA2 |
3,420,000 |
$3,106,991.00 |
0.28% |
Hilton USA Trust Series 2016-SPF, Class F, 6.15522%, due 11/05/2035 |
|
43289VAS2 |
3,161,000 |
$3,066,074.54 |
0.28% |
Palmer Square CLO Ltd Series 2020-3A, Class A1AR, Variable rate, due 11/15/2031 |
|
69701RAL1 |
3,100,000 |
$3,062,583.06 |
0.28% |
Residential Accredit Loans, Inc. Series 2007-QA3, Class A2, Variable rate, due 05/25/2037 |
|
74923XAB2 |
3,108,775 |
$3,042,125.58 |
0.28% |
American Home Mortgage Assets Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
|
026930AA5 |
3,257,149 |
$2,993,784.02 |
0.27% |
Banc of America Merrill Lynch Large Loan Inc Series 2020-BHP3, Class A, Variable rate, due 03/15/2037 |
|
05891HAA1 |
2,975,000 |
$2,963,953.83 |
0.27% |
BANK OF AMERICA CORP Variable rate, due 12/20/2023 |
|
06051GHC6 |
3,000,000 |
$2,997,241.68 |
0.27% |
BDS Ltd Series 2021-FL8, Class A, Variable rate, due 01/18/2036 |
|
05493JAA9 |
3,061,297 |
$3,002,497.11 |
0.27% |
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044 |
|
05608MAA4 |
3,350,000 |
$2,980,303.72 |
0.27% |
Dryden Senior Loan Fund Series 2020-85A, Class AR, Variable rate, due 10/15/2035 |
|
26246BAL8 |
3,100,000 |
$2,988,140.19 |
0.27% |
MF1 Ltd Series 2020-FL3, Class B, Variable rate, due 07/15/2035 |
|
59319WAC5 |
2,994,500 |
$3,001,984.66 |
0.27% |
Triton Container Finance LLC Series 2021-1A, Class A, 1.86%, due 03/20/2046 |
|
89680HAE2 |
3,300,277 |
$2,946,375.52 |
0.27% |
BANK OF AMERICA CORP Variable rate, due 07/21/2032 |
|
06051GKA6 |
3,510,000 |
$2,906,343.81 |
0.26% |
Carvana Auto Receivables Trust Series 2022-P2, Class R, 0%, due 05/10/2029 |
|
14686JAM2 |
17,100 |
$2,906,316.00 |
0.26% |
Oak Hill Credit Partners Series 2020-5A, Class B, Variable rate, due 04/18/2033 |
|
67113GAG2 |
3,000,000 |
$2,896,055.61 |
0.26% |
BX Trust Series 2022-AHP, Class AS, Variable rate, due 02/15/2039 |
|
05610FAB3 |
2,845,000 |
$2,776,267.93 |
0.25% |
BXMT Ltd Series 2021-FL4, Class A, Variable rate, due 05/15/2038 |
|
05609GAA6 |
2,758,000 |
$2,713,182.50 |
0.25% |
JPMORGAN CHASE & CO Variable rate, due 04/22/2032 |
|
46647PCC8 |
3,170,000 |
$2,726,163.77 |
0.25% |
TAL Advantage VII LLC Series 2020-1A, Class A, 2.05%, due 09/20/2045 |
|
87407RAA4 |
2,988,994 |
$2,733,733.69 |
0.25% |
WAMU Mortgage Pass-Through Certificates Series 2007-OA4, Class 1A, Variable rate, due 05/25/2047 |
|
93364CAA6 |
2,951,723 |
$2,748,902.29 |
0.25% |
CREDIT SUISSE GROUP AG Variable rate, due 05/14/2032 |
|
225401AU2 |
3,235,000 |
$2,682,130.38 |
0.24% |
Navient Student Loan Trust Series 2016-2A, Class A3, Variable rate, due 06/25/2065 |
|
63940FAC1 |
2,616,733 |
$2,645,741.95 |
0.24% |
UBS Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/15/2050 |
|
90276RBF4 |
66,247,212 |
$2,691,544.72 |
0.24% |
Aimco Series 2015-AA, Class BR2, Variable rate, due 10/17/2034 |
|
00900LAQ7 |
2,600,000 |
$2,483,725.84 |
0.23% |
Banc of America Funding Corporation Series 2007-2, Class TA4, Variable rate, due 03/25/2037 |
|
05951GAE2 |
2,495,470 |
$2,524,462.12 |
0.23% |
BX Trust Series 2019-OC11, Class A, 3.202%, due 12/09/2041 |
|
05606FAA1 |
2,800,000 |
$2,569,362.88 |
0.23% |
CMFT Net Lease Master Issuer LLC Series 2021-1, Class A1, 2.09%, due 07/20/2051 |
|
12575AAA5 |
2,893,370 |
$2,553,032.43 |
0.23% |
Elmwood CLO VI Ltd. Series 2020-3A, Class BR, Variable rate, due 10/20/2034 |
|
29001VAN9 |
2,600,000 |
$2,492,212.14 |
0.23% |
FHLMC Multifamily Structured Pass Through Certs. Series Q017, Class X, Variable rate, due 04/25/2030 |
|
3137H74M2 |
77,050,000 |
$2,582,962.56 |
0.23% |
GOLDMAN SACHS GROUP INC Variable rate, due 04/22/2032 |
|
38141GYB4 |
3,025,000 |
$2,567,097.40 |
0.23% |
Highbridge Loan Management Ltd Series 2021-16A, Class B, Variable rate, due 01/23/2035 |
|
40440XAC5 |
2,700,000 |
$2,587,145.40 |
0.23% |
MAGALLANES INC 5.141%, due 03/15/2052 |
|
55903VAQ6 |
2,923,000 |
$2,540,296.84 |
0.23% |
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049 |
|
68236JAA9 |
2,800,000 |
$2,493,804.60 |
0.23% |
American Money Management Corporation Series 2021-24A, Class B, Variable rate, due 01/20/2035 |
|
00177LAC4 |
2,500,000 |
$2,396,875.00 |
0.22% |
Bluemountain CLO Ltd Series 2021-31A, Class B, Variable rate, due 04/19/2034 |
|
09631BAE3 |
2,500,000 |
$2,411,958.83 |
0.22% |
BX Trust Series 2021-XL2, Class J, Variable rate, due 10/15/2038 |
|
05609KAQ2 |
2,557,686 |
$2,403,953.49 |
0.22% |
DOMINICAN REPUBLIC 4.50%, due 01/30/2030 |
|
25714PED6 |
2,850,000 |
$2,412,001.58 |
0.22% |
FEDERAL HOME LOAN BANK 1.61%, due 09/04/2024 |
|
3130AQUU5 |
2,520,000 |
$2,471,424.40 |
0.22% |
FEDERAL HOME LOAN BANK 1.61%, due 09/04/2024 |
|
3130AQV26 |
2,515,000 |
$2,469,321.19 |
0.22% |
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5, Class 1A, Variable rate, due 10/25/2037 |
|
59025RAW7 |
3,334,495 |
$2,409,849.49 |
0.22% |
Navient Student Loan Trust Series 2019-3A, Class B, Variable rate, due 07/25/2068 |
|
63941VAB7 |
2,500,000 |
$2,429,625.00 |
0.22% |
PETRONAS CAPITAL LTD 3.50%, due 04/21/2030 |
|
716743AP4 |
2,550,000 |
$2,426,242.30 |
0.22% |
Residential Accredit Loans, Inc. Series 2006-Q010, Class A1, Variable rate, due 01/25/2037 |
|
751153AA5 |
2,590,860 |
$2,387,474.77 |
0.22% |
Residential Accredit Loans, Inc. Series 2007-QA3, Class A1, Variable rate, due 05/25/2037 |
|
74923XAA4 |
2,537,775 |
$2,447,664.88 |
0.22% |
SLM Student Loan Trust Series 2008-5, Class A4, Variable rate, due 07/25/2023 |
|
78444YAD7 |
2,463,286 |
$2,462,753.93 |
0.22% |
Starwood Commercial Mortgage Trust Series 2019-FL1, Class AS, Variable rate, due 07/15/2038 |
|
78485WAC3 |
2,483,000 |
$2,469,639.87 |
0.22% |
STATE OF QATAR 4.50%, due 04/23/2028 |
BFYY529 |
|
2,302,000 |
$2,417,758.37 |
0.22% |
U.S. Treasury Bill, 0%, due 06/23/2022 |
|
912796R43 |
2,420,000 |
$2,418,787.17 |
0.22% |
WAMU Mortgage Pass-Through Certificates Series 2006-AR3, Class A1A, Variable rate, due 02/25/2046 |
|
92925CDA7 |
2,499,077 |
$2,447,195.33 |
0.22% |
Barclays Commercial Mortgage Securities LLC Series 2020-BID, Class C, Variable rate, due 10/15/2037 |
|
05493BAJ7 |
2,300,000 |
$2,264,644.86 |
0.21% |
BFLD Trust Series 2020-OBRK, Class A, Variable rate, due 11/15/2028 |
|
05553JAA6 |
2,385,000 |
$2,358,671.99 |
0.21% |
BX Trust Series 2021-BXMF, Class B, Variable rate, due 10/15/2026 |
|
05609RAG9 |
2,500,000 |
$2,367,951.25 |
0.21% |
BX Trust Series 2021-VOLT, Class E, Variable rate, due 09/15/2036 |
|
05609VAN5 |
2,462,000 |
$2,308,599.92 |
0.21% |
CVS HEALTH CORP 5.05%, due 03/05/2048 |
|
126650CZ1 |
2,280,000 |
$2,258,737.46 |
0.21% |
Extended Stay America Trust Series 2021-ESH, Class C, Variable rate, due 07/15/2038 |
|
30227FAG5 |
2,435,014 |
$2,367,148.14 |
0.21% |
MASTR Adjustable Rate Mortgages Trust Series 2007-HF2, Class A2, Variable rate, due 09/25/2037 |
|
57645TAB3 |
4,700,000 |
$2,285,093.94 |
0.21% |
REPUBLIC OF PHILIPPINES N/C, 2.457%, due 05/05/2030 |
|
718286CJ4 |
2,600,000 |
$2,303,882.51 |
0.21% |
Specialty Underwriting & Residential Finance Series 2006-AB3, Class A2C, Variable rate, due 09/25/2037 |
|
84751XAD4 |
2,956,024 |
$2,267,059.67 |
0.21% |
TPG Real Estate Finance Series 2019-FL3, Class AS, Variable rate, due 10/15/2034 |
|
87276VAC9 |
2,303,000 |
$2,290,515.69 |
0.21% |
AT&T INC 3.80%, due 12/01/2057 |
|
00206RMN9 |
2,720,000 |
$2,179,371.77 |
0.20% |
BFLD Trust Series 2019-DPLO, Class A, Variable rate, due 10/15/2034 |
|
054970AA6 |
2,304,000 |
$2,254,131.53 |
0.20% |
BX Trust Series 2021-VIEW, Class A, Variable rate, due 06/15/2023 |
|
05606GAA9 |
2,250,000 |
$2,181,995.55 |
0.20% |
Citigroup Commercial Mortgage Trust Series 2017-C4, Class XA, Variable rate, due 10/12/2050 |
|
17326FAF4 |
57,049,122 |
$2,176,178.71 |
0.20% |
Citigroup Mortgage Loan Trust Inc Series 2006-HE3, Class A2B, Variable rate, due 12/25/2036 |
|
17310VAB6 |
2,846,312 |
$2,197,135.18 |
0.20% |
FREMF Mortgage Trust Series 2019-KF64, Class B, Variable rate, due 06/25/2026 |
|
35709DAG6 |
2,282,949 |
$2,253,842.32 |
0.20% |
MORGAN STANLEY Variable rate, due 07/21/2032 |
|
61747YED3 |
2,630,000 |
$2,180,181.48 |
0.20% |
REPUBLIC OF COLOMBIA 4.50%, due 01/28/2026 |
|
195325CX1 |
2,250,000 |
$2,166,311.25 |
0.20% |
Residential Accredit Loans, Inc. Series 2007-QS9, Class A33, 6.50%, due 07/25/2037 |
|
75116FBH1 |
2,426,677 |
$2,160,440.99 |
0.20% |
Residential Asset Mortgage Products, Inc. Series 2006-RZ2, Class M1, Variable rate, due 05/25/2036 |
|
75156UAD9 |
2,253,269 |
$2,210,269.71 |
0.20% |
SLM Student Loan Trust Series 2007-1, Class B, Variable rate, due 01/27/2042 |
|
78443VAJ1 |
2,412,774 |
$2,158,280.50 |
0.20% |
Aimco Series 2020-11A, Class AR, Variable rate, due 10/17/2034 |
|
00140NAN0 |
2,100,000 |
$2,045,905.85 |
0.19% |
BANK OF AMERICA CORP Variable rate, due 03/11/2027 |
|
06051GJQ3 |
2,305,000 |
$2,091,826.46 |
0.19% |
BENCHMARK Mortgage Trust Series 2020-IG3, Class XA, Variable rate, due 09/15/2048 |
|
08162QAJ8 |
72,642,666 |
$2,075,764.18 |
0.19% |
DataBank Issuer LLC Series 2021-1A, Class A2, 2.06%, due 02/27/2051 |
|
23802WAA9 |
2,245,000 |
$2,039,294.92 |
0.19% |
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 1A1, 6.50%, due 03/25/2036 |
|
46627MER4 |
2,953,852 |
$2,038,599.47 |
0.19% |
JP Morgan Chase Commercial Mortgage Sec Trust Series 2014-C20, Class A4, 3.5382%, due 07/15/2047 |
|
46642CAD2 |
2,056,301 |
$2,050,596.83 |
0.19% |
Octagon Credit Partners 46, LTD Series 2020-2A, Class AR, Variable rate, due 07/15/2036 |
|
67577VAL7 |
2,100,000 |
$2,051,117.06 |
0.19% |
REPUBLIC OF CHILE 3.24%, due 02/06/2028 |
|
168863CF3 |
2,200,000 |
$2,108,029.00 |
0.19% |
REPUBLIC OF SOUTH AFRICA N/C, 4.30%, due 10/12/2028 |
|
836205AU8 |
2,358,000 |
$2,127,812.04 |
0.19% |
SANTANDER UK GROUP HLDGS Variable rate, due 06/14/2027 |
|
80281LAQ8 |
2,390,000 |
$2,129,953.83 |
0.19% |
SLM Student Loan Trust Series 2008-9, Class A, Variable rate, due 04/25/2023 |
|
78445JAA5 |
2,069,221 |
$2,066,616.55 |
0.19% |
SPECTRUM BRANDS INC 5.50%, due 07/15/2030 |
|
84762LAW5 |
2,250,000 |
$2,040,153.75 |
0.19% |
Wells Fargo Commercial Mortgage Trust Series 2016-C35, Class XA, Variable rate, due 07/15/2048 |
|
95000FAW6 |
34,891,303 |
$2,070,202.17 |
0.19% |
1011778 BC / NEW RED FIN 4%, due 10/15/2030 |
|
68245XAM1 |
2,350,000 |
$1,944,354.75 |
0.18% |
AGL CLO 1 Ltd. Series 2021-13A, Class A1, Variable rate, due 10/20/2034 |
|
00120JAA1 |
2,000,000 |
$1,951,926.40 |
0.18% |
AMERICAN HOMES 4 RENT 3.625%, due 04/15/2032 |
|
02666TAE7 |
2,235,000 |
$2,019,529.51 |
0.18% |
BANK OF AMERICA CORP Variable rate, due 10/24/2031 |
|
06051GJL4 |
2,375,000 |
$1,931,374.91 |
0.18% |
Lehman XS Trust Series 2007-11, Class A3, Variable rate, due 02/25/2047 |
|
525249AC2 |
2,058,892 |
$2,001,365.95 |
0.18% |
Nelnet Student Loan Trust Series 2006-1, Class A6, Variable rate, due 08/23/2036 |
|
64033HAA7 |
2,062,310 |
$1,996,685.88 |
0.18% |
Nomura Resecuritization Trust Series 2014-1R, Class 1A13, Variable rate, due 10/26/2036 |
|
65540EAY5 |
2,002,972 |
$1,961,429.70 |
0.18% |
Oak Hill Credit Partners Series 2019-3A, Class AR, Variable rate, due 07/02/2035 |
|
67112RAS3 |
2,000,000 |
$1,953,800.06 |
0.18% |
Starwood Commercial Mortgage Trust Series 2021-LIH, Class A, Variable rate, due 11/15/2036 |
|
78486EAA6 |
2,040,000 |
$1,949,384.02 |
0.18% |
ALLIANT ENERGY FINANCE 3.60%, due 03/01/2032 |
|
01882YAD8 |
2,045,000 |
$1,884,494.23 |
0.17% |
AMGEN INC 3%, due 01/15/2052 |
|
031162DC1 |
2,510,000 |
$1,826,421.48 |
0.17% |
ARES CLO Ltd Series 2021-62A, Class B, Variable rate, due 01/25/2034 |
|
00192WAE7 |
2,000,000 |
$1,908,305.78 |
0.17% |
Argent Securities Inc. Series 2005-W3, Class M2, Variable rate, due 11/25/2035 |
|
040104PD7 |
2,200,000 |
$1,895,210.46 |
0.17% |
BDS Ltd Series 2020-FL6, Class C, Variable rate, due 09/15/2035 |
|
05492XAE1 |
2,000,000 |
$1,910,097.50 |
0.17% |
BX Trust Series 2021-BXMF, Class G, Variable rate, due 10/15/2026 |
|
05609RAS3 |
2,040,000 |
$1,912,034.88 |
0.17% |
Cedar Funding Ltd Series 2021-14A, Class A, Variable rate, due 07/15/2033 |
|
15034AAA3 |
1,850,000 |
$1,821,213.89 |
0.17% |
Cologix Data Centers Issuer LLC Series 2021-1A, Class A2, 3.30%, due 12/26/2051 |
|
19521UAA1 |
1,960,000 |
$1,856,034.35 |
0.17% |
Conseco Financial Corp Series 1999-3, Class A8, Variable rate, due 02/01/2031 |
|
393505X80 |
2,030,710 |
$1,896,901.37 |
0.17% |
ENCOMPASS HEALTH CORP 4.625%, due 04/01/2031 |
|
29261AAE0 |
2,250,000 |
$1,900,400.38 |
0.17% |
HCA INC 3.625%, due 03/15/2032 |
|
404119CF4 |
2,068,000 |
$1,864,249.04 |
0.17% |
MAGALLANES INC 5.05%, due 03/15/2042 |
|
55903VAN3 |
2,165,000 |
$1,913,830.86 |
0.17% |
Magnetite CLO Ltd Series 2019-21A, Class BR, Variable rate, due 04/20/2034 |
|
55954PAQ7 |
2,000,000 |
$1,892,500.00 |
0.17% |
NETFLIX INC 5.875%, due 02/15/2025 |
|
64110LAL0 |
1,775,000 |
$1,839,272.75 |
0.17% |
Progress Residential Trust Series 2019-SFR2, Class E, 4.142%, due 05/17/2036 |
|
74333NAJ1 |
1,889,000 |
$1,854,934.15 |
0.17% |
SAUDI INTERNATIONAL BOND N/C, 3.625%, due 03/04/2028 |
BYZFF68 |
|
1,900,000 |
$1,903,556.80 |
0.17% |
SLM Student Loan Trust Series 2006-2, Class B, Variable rate, due 01/25/2041 |
|
78442GRY4 |
2,127,926 |
$1,912,098.29 |
0.17% |
Trestles CLO LTD Series 2021-5A, Class A1, Variable rate, due 10/20/2034 |
|
89532UAA1 |
1,900,000 |
$1,855,081.21 |
0.17% |
ARDAGH PKG FIN/HLDGS USA 5.25%, due 08/15/2027 |
|
03969AAR1 |
2,200,000 |
$1,741,179.00 |
0.16% |
BENCHMARK Mortgage Trust Series 2020-B18, Class AGNE, 3.759%, due 07/15/2053 |
|
08163ABP7 |
2,000,000 |
$1,797,873.80 |
0.16% |
BERRY GLOBAL INC 4.875%, due 07/15/2026 |
|
085770AA3 |
1,830,000 |
$1,787,333.27 |
0.16% |
CITIGROUP INC Variable rate, due 05/24/2033 |
|
172967NU1 |
1,740,000 |
$1,762,489.50 |
0.16% |
Credit-Based Asset Servicing and Securitization Series 2006-CB5, Class A3, Variable rate, due 06/25/2036 |
|
81376WAC9 |
2,464,274 |
$1,757,705.20 |
0.16% |
Eaton Vance CDO Ltd Series 2019-1A, Class AR, Variable rate, due 04/15/2031 |
|
27830XAL0 |
1,800,000 |
$1,773,717.88 |
0.16% |
Eaton Vance CDO Ltd Series 2020-1A, Class AR, Variable rate, due 10/15/2034 |
|
278300AJ7 |
1,750,000 |
$1,708,579.04 |
0.16% |
ECMC Group Student Loan Trust Series 2017-2A, Class A, Variable rate, due 05/25/2067 |
|
26828VAA4 |
1,750,153 |
$1,723,238.41 |
0.16% |
GS Mortgage Securities Trust Series 2016-GS4, Class XA, Variable rate, due 11/10/2049 |
|
36251XAT4 |
85,235,419 |
$1,805,286.18 |
0.16% |
HCA INC 5.50%, due 06/15/2047 |
|
404119BV0 |
1,830,000 |
$1,776,136.56 |
0.16% |
HSBC HOLDINGS PLC Variable rate, due 09/22/2028 |
|
404280CL1 |
2,070,000 |
$1,799,354.85 |
0.16% |
HUNGARY N/C, 2.125%, due 09/22/2031 |
|
445545AM8 |
2,250,000 |
$1,801,372.50 |
0.16% |
INTELSAT JACKSON HLDG 6.50%, due 03/15/2030 |
|
45824TBC8 |
1,929,000 |
$1,742,446.41 |
0.16% |
JP Morgan Chase Commercial Mortgage Sec Trust Series 2022-NLP, Class G, Variable rate, due 04/15/2037 |
|
466317AS3 |
1,800,000 |
$1,713,609.72 |
0.16% |
Navient Student Loan Trust Series 2016-5A, Class A, Variable rate, due 06/25/2065 |
|
63939QAA4 |
1,747,873 |
$1,721,124.07 |
0.16% |
ORGANON & CO/ORG 5.125%, due 04/30/2031 |
|
68622TAB7 |
1,947,000 |
$1,759,163.18 |
0.16% |
PERUSAHAAN PENERBIT SBSN N/C, 2.80%, due 06/23/2030 |
|
71567PAP5 |
2,000,000 |
$1,810,500.00 |
0.16% |
Sabey Data Center Issuer LLC Series 2020-1, Class A2, 3.812%, due 04/20/2045 |
|
78520EAA4 |
1,785,000 |
$1,764,846.46 |
0.16% |
T-MOBILE USA INC 3.50%, due 04/15/2031 |
|
87264ABW4 |
2,000,000 |
$1,763,750.00 |
0.16% |
TRIVIUM PACKAGING FIN 5.50%, due 08/15/2026 |
|
89686QAA4 |
1,800,000 |
$1,749,177.00 |
0.16% |
WASTE PRO USA INC 5.50%, due 02/15/2026 |
|
94107JAA1 |
1,953,000 |
$1,726,159.05 |
0.16% |
Ace Securities Corp. Series 2007-WM2, Class A1, Variable rate, due 02/25/2037 |
|
00442KAA9 |
3,082,324 |
$1,608,140.98 |
0.15% |
AERCAP IRELAND CAP/GLOBAL 3.30%, due 01/30/2032 |
|
00774MAX3 |
1,940,000 |
$1,606,750.18 |
0.15% |
AVOLON HOLDINGS FNDG LTD 2.528%, due 11/18/2027 |
|
05401AAR2 |
1,975,000 |
$1,691,042.05 |
0.15% |
BAYER US FINANCE II LLC 4.40%, due 07/15/2044 |
|
07274NBF9 |
1,960,000 |
$1,698,584.73 |
0.15% |
BENCHMARK Mortgage Trust Series 2020-IG2, Class UBRD, Variable rate, due 09/15/2048 |
|
08162NBB1 |
1,810,000 |
$1,674,898.16 |
0.15% |
BX Trust Series 2021-21M, Class E, Variable rate, due 10/15/2036 |
|
05609CAN7 |
1,800,000 |
$1,664,219.52 |
0.15% |
CAESARS ENTERTAINMENT INC 4.625%, due 10/15/2029 |
|
12769GAA8 |
2,025,000 |
$1,636,797.38 |
0.15% |
ECMC Group Student Loan Trust Series 2021-1A, Class A1B, Variable rate, due 11/25/2070 |
|
26833RAB4 |
1,680,203 |
$1,634,387.29 |
0.15% |
EMBECTA CORP 5%, due 02/15/2030 |
|
29082KAA3 |
1,950,000 |
$1,669,785.00 |
0.15% |
First Horizon Alternative Mortgage Securities Series 2005-AA4, Class 2A1, Variable rate, due 06/25/2035 |
|
32051GNK7 |
1,777,653 |
$1,675,473.47 |
0.15% |
JP Morgan Chase Commercial Mortgage Sec Trust Series 2016-JP3, Class XA, Variable rate, due 08/15/2049 |
|
46590RAG4 |
37,455,583 |
$1,698,771.74 |
0.15% |
NCR CORP 5.125%, due 04/15/2029 |
|
62886EBA5 |
1,875,000 |
$1,684,518.75 |
0.15% |
PENN NATIONAL GAMING INC 4.125%, due 07/01/2029 |
|
707569AV1 |
2,075,000 |
$1,664,627.25 |
0.15% |
REPUBLIC OF PANAMA 3.16%, due 01/23/2030 |
|
698299BK9 |
1,800,000 |
$1,636,848.00 |
0.15% |
Soundview Home Equity Loan Trust Series 2007-OPT1, Class 2A3, Variable rate, due 06/25/2037 |
|
83612TAD4 |
2,162,435 |
$1,597,771.22 |
0.15% |
ABU DHABI GOVT INT'L N/C, 2.50%, due 09/30/2029 |
BKPGWW8 |
|
1,600,000 |
$1,499,702.40 |
0.14% |
AIG CLO LTD Series 2018-1A, Class BR, Variable rate, due 04/20/2032 |
|
00141UAG8 |
1,600,000 |
$1,559,633.90 |
0.14% |
Apidos CLO Series 2021-37A, Class B, Variable rate, due 10/22/2034 |
|
03769HAC1 |
1,625,000 |
$1,554,224.15 |
0.14% |
Bear Stearns Alt-A Trust Series 2006-1, Class 21A2, Variable rate, due 02/25/2036 |
|
07386HB83 |
1,862,587 |
$1,507,034.99 |
0.14% |
BWAY Mortgage Trust Series 2015-1740, Class A, 2.917%, due 01/10/2035 |
|
05604LAA0 |
1,700,000 |
$1,581,409.70 |
0.14% |
Carvana Auto Receivables Trust Series 2021-N2, Class R, 0%, due 03/10/2028 |
|
14686KAK3 |
3,300 |
$1,536,509.70 |
0.14% |
CCO HLDGS LLC/CAP CORP 4.75%, due 02/01/2032 |
|
1248EPCQ4 |
1,850,000 |
$1,589,964.00 |
0.14% |
CENTENE CORP 2.45%, due 07/15/2028 |
|
15135BAY7 |
1,778,000 |
$1,545,221.26 |
0.14% |
CITIGROUP INC Variable rate, due 01/25/2033 |
|
17327CAQ6 |
1,765,000 |
$1,537,038.57 |
0.14% |
Countrywide Asset-Backed Certificates Series 2005-17, Class MV2, Variable rate, due 05/25/2036 |
|
126670RE0 |
1,600,000 |
$1,552,864.64 |
0.14% |
CREDIT SUISSE GROUP AG Variable rate, due 06/05/2026 |
|
225401AQ1 |
1,640,000 |
$1,513,524.50 |
0.14% |
Credit Suisse Mortgage Trust Series 2014-11R, Class 17A, Variable rate, due 12/27/2036 |
|
12649FES3 |
1,632,800 |
$1,541,439.58 |
0.14% |
Fannie Mae FN AM9897, 3.50%, due 09/01/2035 |
|
3138LA7K9 |
1,507,699 |
$1,496,726.29 |
0.14% |
FED REPUBLIC OF BRAZIL 2.875%, due 06/06/2025 |
|
105756CD0 |
1,650,000 |
$1,584,000.00 |
0.14% |
GALAXY PIPELINE ASSETS 2.16%, due 03/31/2034 |
|
36321PAD2 |
1,825,634 |
$1,587,134.12 |
0.14% |
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 |
|
38141GYL2 |
1,615,000 |
$1,555,442.05 |
0.14% |
Golub Capital Partners CLO Ltd Series 2021-54A, Class A, Variable rate, due 08/05/2033 |
|
381743AA1 |
1,575,000 |
$1,524,056.89 |
0.14% |
GPMT Ltd. Series 2021-FL3, Class A, Variable rate, due 07/16/2035 |
|
36264BAA8 |
1,560,791 |
$1,534,452.54 |
0.14% |
INTERCONTINENTALEXCHANGE 4.60%, due 03/15/2033 |
|
45866FAW4 |
1,505,000 |
$1,518,624.77 |
0.14% |
KRAFT HEINZ FOODS CO 5.20%, due 07/15/2045 |
|
50077LAM8 |
1,650,000 |
$1,574,798.68 |
0.14% |
Morgan Stanley Capital Inc Series 2007-NC3, Class A2D, Variable rate, due 05/25/2037 |
|
61755AAE6 |
1,895,328 |
$1,593,946.87 |
0.14% |
MSCG Trust Series 2018-SELF, Class E, Variable rate, due 10/15/2037 |
|
55358PAN6 |
1,645,000 |
$1,596,037.56 |
0.14% |
NATWEST GROUP PLC Variable rate, due 03/22/2025 |
|
780097BK6 |
1,575,000 |
$1,574,990.22 |
0.14% |
Regatta XII Funding Ltd. Series 2019-1A, Class BR, Variable rate, due 10/15/2032 |
|
75888HAN1 |
1,600,000 |
$1,547,317.31 |
0.14% |
REPUBLIC OF PARAGUAY 4.95%, due 04/28/2031 |
|
699149AJ9 |
1,600,000 |
$1,534,195.70 |
0.14% |
Textainer Marine Containers Limited Series 2020-2A, Class A, 2.10%, due 09/20/2045 |
|
88315LAG3 |
1,699,570 |
$1,559,644.06 |
0.14% |
VENTURE GLOBAL CALCASIEU PASS N/C, 4.125%, due 08/15/2031 |
|
92328MAB9 |
1,705,000 |
$1,535,130.85 |
0.14% |
Washington Mutual Mortgage Pass-Through CTFS Series 2006-AR6, Class 2A, Variable rate, due 08/25/2046 |
|
93935FAC5 |
2,222,505 |
$1,488,591.13 |
0.14% |
ABBVIE INC 4.55%, due 03/15/2035 |
|
00287YCY3 |
1,495,000 |
$1,486,812.34 |
0.13% |
Ace Securities Corp. Series 2006-ASP6, Class A2C, Variable rate, due 12/25/2036 |
|
00443KAE0 |
3,518,886 |
$1,467,775.69 |
0.13% |
Ace Securities Corp. Series 2007-HE1, Class A1, Variable rate, due 01/25/2037 |
|
00443LAA6 |
2,217,376 |
$1,376,996.74 |
0.13% |
AERCAP IRELAND CAP/GLOBAL 3%, due 10/29/2028 |
|
00774MAW5 |
1,650,000 |
$1,427,292.37 |
0.13% |
ALCON FINANCE CORP 3%, due 09/23/2029 |
|
01400EAB9 |
1,600,000 |
$1,450,559.95 |
0.13% |
AREIT CRE Trust Series 2020-CRE4, Class B, Variable rate, due 04/15/2037 |
|
04002RAE0 |
1,460,000 |
$1,463,358.00 |
0.13% |
BERKSHIRE HATHAWAY FINANCE 3.85%, due 03/15/2052 |
|
084664DB4 |
1,635,000 |
$1,441,799.64 |
0.13% |
BLOX Trust 2021-BLOX Series 2021-BLOX, Class D, Variable rate, due 09/15/2026 |
|
055522AG1 |
1,570,000 |
$1,486,465.01 |
0.13% |
Carvana Auto Receivables Trust Series 2021-P4, Class R, 0%, due 09/11/2028 |
|
14687KAK2 |
2,800 |
$1,440,149.48 |
0.13% |
CHARLES SCHWAB CORP 1.95%, due 12/01/2031 |
|
808513BT1 |
1,735,000 |
$1,431,720.63 |
0.13% |
CIM Trust Series 2021-R5, Class A1A, Variable rate, due 08/25/2061 |
|
12592SAB3 |
1,588,860 |
$1,479,015.47 |
0.13% |
Colony American Finance Ltd Series 2020-4, Class B, 1.707%, due 12/15/2052 |
|
21873AAG2 |
1,640,000 |
$1,475,139.82 |
0.13% |
ENERGY TRANSFER LP 5.40%, due 10/01/2047 |
|
86765BAV1 |
1,535,000 |
$1,383,687.72 |
0.13% |
EXELON CORP 3.35%, due 03/15/2032 |
|
30161NBC4 |
1,615,000 |
$1,467,573.55 |
0.13% |
FERTITTA ENTERTAINMENT 6.75%, due 07/15/2030 |
|
31556TAC3 |
1,817,000 |
$1,456,816.09 |
0.13% |
FHLMC Multifamily Structured Pass Through Certs. Series K043, Class X1, Variable rate, due 12/25/2024 |
|
3137BGK32 |
115,784,166 |
$1,392,084.60 |
0.13% |
First Horizon Alternative Mortgage Securities Series 2007-FA1, Class A4, 6.25%, due 03/25/2037 |
|
32053DAD2 |
2,579,924 |
$1,465,793.90 |
0.13% |
GS Mortgage Securities Trust Series 2014-GC18, Class A3, 3.801%, due 01/10/2047 |
|
36252RAJ8 |
1,381,806 |
$1,383,727.97 |
0.13% |
HEALTHEQUITY INC 4.50%, due 10/01/2029 |
|
42226AAA5 |
1,650,000 |
$1,437,562.50 |
0.13% |
Lehman XS Trust Series 2007-16N, Class 1A1, Variable rate, due 09/25/2047 |
|
52525BAA0 |
1,519,460 |
$1,455,260.38 |
0.13% |
LUMEN TECHNOLOGIES INC 5.375%, due 06/15/2029 |
|
550241AA1 |
1,800,000 |
$1,453,104.00 |
0.13% |
NATIONWIDE BLDG SOCIETY Variable rate, due 02/16/2028 |
|
63861VAF4 |
1,520,000 |
$1,411,510.30 |
0.13% |
OCP CLO Ltd Variable rate, due 07/20/2034 |
|
671000AE7 |
1,500,000 |
$1,440,184.20 |
0.13% |
OMAN GOV INTERNTL BOND N/C, 5.625%, due 01/17/2028 |
|
M75242BJ1 |
1,450,000 |
$1,428,345.70 |
0.13% |
PHH Alternative Mortgage Trust Series 2007-2, Class 1A4, Variable rate, due 05/25/2037 |
|
69337HAD3 |
1,473,849 |
$1,414,248.44 |
0.13% |
SANTANDER UK GROUP HLDGS Variable rate, due 11/15/2024 |
|
80281LAJ4 |
1,420,000 |
$1,437,532.37 |
0.13% |
Starwood Commercial Mortgage Trust Series 2021-LIH, Class AS, Variable rate, due 11/15/2036 |
|
78486EAG3 |
1,550,000 |
$1,482,145.50 |
0.13% |
Structured Asset Mortgage Investments Inc Series 2006-AR6, Class 2A1, Variable rate, due 07/25/2046 |
|
86360UAF3 |
1,723,307 |
$1,403,306.72 |
0.13% |
THE HERTZ CORP 5%, due 12/01/2029 |
|
428040DB2 |
1,665,000 |
$1,382,599.35 |
0.13% |
THE MICHAELS COS INC 7.875%, due 05/01/2029 |
|
55916AAB0 |
2,170,000 |
$1,459,459.54 |
0.13% |
Wachovia Student Loan Trust Series 2006-1, Class B, Variable rate, due 04/25/2040 |
|
92978JAH6 |
1,502,000 |
$1,391,768.81 |
0.13% |
ATHENE GLOBAL FUNDING 1.985%, due 08/19/2028 |
|
04685A3C3 |
1,560,000 |
$1,318,525.34 |
0.12% |
BANK OF AMERICA CORP Variable rate, due 10/20/2032 |
|
06051GKD0 |
1,500,000 |
$1,267,307.93 |
0.12% |
BECTON DICKINSON AND CO 2.823%, due 05/20/2030 |
|
075887CJ6 |
1,495,000 |
$1,333,676.25 |
0.12% |
BNC Mortgage Loan Trust Series 2006-2, Class A$, Variable rate, due 11/25/2036 |
|
055683AD8 |
1,327,374 |
$1,296,426.76 |
0.12% |
CAPITAL ONE FINANCIAL CORP Variable rate, due 03/01/2030 |
|
14040HCN3 |
1,505,000 |
$1,365,360.86 |
0.12% |
CIM Trust Series 2021-R3, Class A1A, Variable rate, due 06/25/2057 |
|
12566LAB0 |
1,317,894 |
$1,269,409.08 |
0.12% |
CITIGROUP INC Variable rate, due 03/31/2031 |
|
172967MP3 |
1,390,000 |
$1,359,351.75 |
0.12% |
CITIGROUP INC Variable rate, due 11/03/2032 |
|
172967NE7 |
1,540,000 |
$1,284,592.94 |
0.12% |
COMM Mortgage Trust Series 2014-CR14, Class A2, 3.147%, due 02/10/2047 |
|
12630DAV6 |
1,355,061 |
$1,357,548.86 |
0.12% |
CONSTELLATION BRANDS INC 4.35%, due 05/09/2027 |
|
21036PBK3 |
1,335,000 |
$1,339,797.24 |
0.12% |
Deutsche Alt-A Securities INC Mortgage Loan Trust Series 2007-AR3, Class 2A5, Variable rate, due 06/25/2037 |
|
25150VAM8 |
1,378,261 |
$1,301,945.47 |
0.12% |
GCI Funding I LLC Series 2021-1, Class A, 2.38%, due 06/18/2046 |
|
36166VAE5 |
1,496,083 |
$1,349,096.32 |
0.12% |
HCA INC 5.875%, due 02/01/2029 |
|
404119BW8 |
1,300,000 |
$1,344,349.50 |
0.12% |
IndyMac INDX Mortgage Loan Trust Series 2005-16IP, Class A1, Variable rate, due 07/25/2045 |
|
45660LUD9 |
1,560,964 |
$1,315,558.73 |
0.12% |
Lehman XS Trust Series 2006-15, Class A4, Variable rate, due 10/25/2036 |
|
52523MAD2 |
1,385,741 |
$1,330,498.15 |
0.12% |
MED Trust Series 2021-MDLN, Class G, Variable rate, due 11/15/2038 |
|
58403YBA3 |
1,400,000 |
$1,300,698.70 |
0.12% |
Merrill Lynch Mortgage Investors Trust Series 2006-HE6, Class A2C, Variable rate, due 11/25/2037 |
|
59023XAD8 |
3,041,368 |
$1,328,842.13 |
0.12% |
MODIVCARE ESCROW ISSUER 5%, due 10/01/2029 |
|
60783XAA2 |
1,550,000 |
$1,331,597.25 |
0.12% |
NATIONWIDE MUTUAL INSURANCE Variable rate, due 12/15/2024 |
|
638671AJ6 |
1,360,000 |
$1,360,564.27 |
0.12% |
Neuberger Berman CLO Ltd Series 2021-43A, Class A, Variable rate, due 07/17/2035 |
|
64134AAA0 |
1,300,000 |
$1,268,158.26 |
0.12% |
POST HOLDINGS INC 4.625%, due 04/15/2030 |
|
737446AQ7 |
1,515,000 |
$1,304,846.78 |
0.12% |
REPUBLIC OF PERU N/C, 4.125%, due 08/25/2027 |
|
715638BU5 |
1,300,000 |
$1,291,810.00 |
0.12% |
Residential Asset Mortgage Products, INC. Series 2006-NC2, Class M1, Variable rate, due 02/25/2036 |
|
75156TAD2 |
1,400,000 |
$1,336,219.36 |
0.12% |
Rockford Tower CLO Ltd Series 2019-2A, Class BR, Variable rate, due 08/20/2032 |
|
77341GAL4 |
1,325,000 |
$1,286,040.79 |
0.12% |
ROMANIA N/C, 3%, due 02/14/2031 |
BMVVYM5 |
|
1,650,000 |
$1,374,517.64 |
0.12% |
Saxon Asset Securities Trust Series 2006-1, Class M1, Variable rate, due 03/25/2036 |
|
80556UAF0 |
1,318,390 |
$1,282,217.90 |
0.12% |
T-MOBILE USA INC 3.875%, due 04/15/2030 |
|
87264ABF1 |
1,445,000 |
$1,367,042.20 |
0.12% |
Tricon American Homes Series 2017-SFR2, Class E, 4.216%, due 01/17/2036 |
|
89613FAE8 |
1,400,000 |
$1,368,902.22 |
0.12% |
AGL CLO 1 Ltd. Series 2021-12A, Class A1, Variable rate, due 07/20/2034 |
|
00120BAA8 |
1,200,000 |
$1,172,339.38 |
0.11% |
AIR LEASE CORP 2.20%, due 01/15/2027 |
|
00914AAR3 |
1,390,000 |
$1,237,368.51 |
0.11% |
AMERICAN ASSETS TRUST LP 3.375%, due 02/01/2031 |
|
02401LAA2 |
1,310,000 |
$1,156,992.57 |
0.11% |
AMERICAN ELECTRIC POWER N/C, 2.031%, due 03/15/2024 |
|
025537AK7 |
1,285,000 |
$1,251,608.67 |
0.11% |
American Home Mortgage Assets Series 2006-1, Class 1A1, Variable rate, due 05/25/2046 |
|
02660WAA4 |
1,341,010 |
$1,227,438.71 |
0.11% |
BENCHMARK Mortgage Trust Series 2018-B6, Class A2, 4.203%, due 10/10/2051 |
|
08162CAB6 |
1,150,779 |
$1,158,306.58 |
0.11% |
CAL Funding IV Ltd Series 2020-1A, Class A, 2.22%, due 09/25/2045 |
|
12807CAA1 |
1,298,125 |
$1,192,065.46 |
0.11% |
Carvana Auto Receivables Trust Series 2020-P1, Class R, 0%, due 09/08/2027 |
|
14687AAK4 |
5,450 |
$1,216,251.98 |
0.11% |
CENTENE CORP 3%, due 10/15/2030 |
|
15135BAW1 |
1,396,000 |
$1,198,968.56 |
0.11% |
CLOROX COMPANY 4.60%, due 05/01/2032 |
|
189054AZ2 |
1,155,000 |
$1,170,081.39 |
0.11% |
CSAIL Commercial Mortgage Trust Series 2015-C2, Class C, Variable rate, due 06/15/2057 |
|
12634NAZ1 |
1,350,000 |
$1,231,542.23 |
0.11% |
FED REPUBLIC OF BRAZIL 3.875%, due 06/12/2030 |
|
105756CC2 |
1,350,000 |
$1,185,300.00 |
0.11% |
GFL ENVIRONMENTAL INC 4%, due 08/01/2028 |
|
36168QAL8 |
1,400,000 |
$1,212,099.00 |
0.11% |
GoldenTree Loan Management US CLO1, LTD Series 2019-4A, Class AR, Variable rate, due 04/24/2031 |
|
38137YAN1 |
1,200,000 |
$1,183,076.64 |
0.11% |
Highbridge Loan Management Ltd Series 10A-16, Class A1RR, Variable rate, due 04/20/2034 |
|
40436TAS5 |
1,225,000 |
$1,196,433.65 |
0.11% |
HSBC HOLDINGS PLC Variable rate, due 08/17/2029 |
|
404280CV9 |
1,440,000 |
$1,236,358.24 |
0.11% |
INDONESIA ASAHAN ALUMINIUM 4.75%, due 05/15/2025 |
|
Y7140WAE8 |
1,200,000 |
$1,192,680.00 |
0.11% |
IRON MOUNTAIN INFO MGMT 5%, due 07/15/2032 |
|
46285MAA8 |
1,350,000 |
$1,162,078.35 |
0.11% |
JBS USA/FOOD/FINANCE 3.75%, due 12/01/2031 |
|
46590XAC0 |
1,350,000 |
$1,167,054.75 |
0.11% |
LEVEL 3 FINANCING INC 3.625%, due 01/15/2029 |
|
527298BS1 |
1,515,000 |
$1,203,281.17 |
0.11% |
Morgan Stanley Capital I Trust Series 2018-H4, Class XA, Variable rate, due 12/15/2051 |
|
61691RAF3 |
28,310,489 |
$1,178,877.07 |
0.11% |
NATIONWIDE BLDG SOCIETY Variable rate, due 08/01/2024 |
|
63861VAC1 |
1,165,000 |
$1,173,414.60 |
0.11% |
PRIME SECSRVC BRW/FINANCE 3.375%, due 08/31/2027 |
|
74166MAF3 |
1,475,000 |
$1,258,359.38 |
0.11% |
Progress Residential Trust Series 2019-SFR3, Class F, 3.867%, due 09/17/2036 |
|
74332WAL7 |
1,200,000 |
$1,166,431.20 |
0.11% |
Residential Accredit Loans, Inc. Series 2005-QO1, Class A1, Variable rate, due 08/25/2035 |
|
761118EN4 |
1,563,730 |
$1,252,988.69 |
0.11% |
TEACHERS INSUR & ANNUITY Variable rate, due 09/15/2054 |
|
878091BE6 |
1,260,000 |
$1,242,997.43 |
0.11% |
UNITEDHEALTH GROUP INC 4.75%, due 05/15/2052 |
|
91324PEK4 |
1,165,000 |
$1,198,256.82 |
0.11% |
BDS Ltd Series 2020-FL6, Class D, Variable rate, due 09/15/2035 |
|
05492XAG6 |
1,125,000 |
$1,056,461.40 |
0.10% |
CABLE ONE INC 4%, due 11/15/2030 |
|
12685JAC9 |
1,249,000 |
$1,061,841.75 |
0.10% |
Carvana Auto Receivables Trust Series 2021-P2, Class R, 0%, due 05/10/2028 |
|
14687TAJ6 |
2,500 |
$1,087,500.00 |
0.10% |
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF2, Variable rate, due 01/25/2037 |
|
1248MGAK0 |
2,777,574 |
$1,071,344.55 |
0.10% |
Credit-Based Asset Servicing and Securitization Series 2007-CB1, Class AF3, Variable rate, due 01/25/2037 |
|
1248MGAL8 |
2,751,283 |
$1,061,143.90 |
0.10% |
EVERI HOLDINGS INC 5%, due 07/15/2029 |
|
30034TAA1 |
1,220,000 |
$1,072,001.80 |
0.10% |
FHLMC Multifamily Structured Pass Through Certs. Series KW01, Class X1, Variable rate, due 01/25/2026 |
|
3137BPCR8 |
39,388,962 |
$1,096,545.38 |
0.10% |
GRIFOLS ESCROW ISSUER 4.75%, due 10/15/2028 |
|
39843UAA0 |
1,290,000 |
$1,148,939.85 |
0.10% |
Invitation Homes Trust Series 2018-SFR4, Class A, Variable rate, due 01/17/2038 |
|
46187XAA3 |
1,138,326 |
$1,131,570.03 |
0.10% |
Life Financial Services Trust Series 2021-BMR, Class G, Variable rate, due 03/15/2038 |
|
53218CAN0 |
1,110,756 |
$1,052,813.11 |
0.10% |
LOS ANGELES CA UNIF SCH DIST GO, TAXABLE-BABS-KRY, 5.75%, due 07/01/2034 |
|
544646XZ0 |
1,010,000 |
$1,145,658.45 |
0.10% |
NATIONAL CINEMEDIA LLC 5.875%, due 04/15/2028 |
|
63530QAJ8 |
1,525,000 |
$1,148,413.02 |
0.10% |
PRESTIGE BRANDS INC 3.75%, due 04/01/2031 |
|
74112BAM7 |
1,350,000 |
$1,115,957.25 |
0.10% |
ReadyCap Commercial Mortgage Trust Series 2020-FL4, Class AS, Variable rate, due 02/25/2035 |
|
75575JAC9 |
1,100,000 |
$1,110,162.74 |
0.10% |
RENT-A-CENTER INC 6.375%, due 02/15/2029 |
|
76009NAL4 |
1,250,000 |
$1,065,031.25 |
0.10% |
REPUBLICA ORIENT URUGUAY 4.375%, due 01/23/2031 |
|
917288BK7 |
1,100,000 |
$1,121,736.00 |
0.10% |
SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/26/2026 |
BYQ6MG9 |
|
1,100,000 |
$1,088,829.50 |
0.10% |
SLC Student Loan Trust Series 2008-1, Class A4A, Variable rate, due 12/15/2032 |
|
78444LAD5 |
1,075,030 |
$1,079,030.71 |
0.10% |
TRANSDIGM INC 4.625%, due 01/15/2029 |
|
893647BP1 |
1,345,000 |
$1,134,702.53 |
0.10% |
TRANSOCEAN PHOENIX 2 LTD 7.75%, due 10/15/2024 |
|
893828AA1 |
1,154,250 |
$1,141,270.41 |
0.10% |
UNITED MEXICAN STATES 2.659%, due 05/24/2031 |
|
91087BAM2 |
1,260,000 |
$1,068,431.73 |
0.10% |
VMED O2 UK FINANCING I PLC 4.25%, due 01/31/2031 |
|
92858RAA8 |
1,235,000 |
$1,050,188.42 |
0.10% |
WELLS FARGO & COMPANY Variable rate, due 06/02/2028 |
|
95000U2S1 |
1,175,000 |
$1,068,631.83 |
0.10% |
ATHENE GLOBAL FUNDING N/C, 3.205%, due 03/08/2027 |
|
04685A3L3 |
1,115,000 |
$1,032,676.60 |
0.09% |
BAT CAPITAL CORP 4.54%, due 08/15/2047 |
|
05526DBF1 |
1,250,000 |
$956,558.18 |
0.09% |
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F, Variable rate, due 12/15/2037 |
|
12482HAQ7 |
1,000,000 |
$970,670.20 |
0.09% |
CHOBANI LLC/FINANCE CORP 4.625%, due 11/15/2028 |
|
17027NAB8 |
1,150,000 |
$1,016,336.28 |
0.09% |
Citigroup Mortgage Loan Trust Inc Series 2009-10, Class 2A2, Variable rate, due 12/25/2035 |
|
17316AAF7 |
1,139,277 |
$946,158.59 |
0.09% |
COX ENTERPRISES INC 7.375%, due 07/15/2027 |
|
224050AE4 |
900,000 |
$1,019,373.86 |
0.09% |
Credit Suisse Mortgage Trust Series 2021-980M, Class X, Variable rate, due 07/15/2026 |
|
12659RAC3 |
25,699,000 |
$965,531.99 |
0.09% |
CVS HEALTH CORP 2.75%, due 12/01/2022 |
|
126650BZ2 |
950,000 |
$951,572.25 |
0.09% |
DUKE ENERGY CORP 3.75%, due 04/15/2024 |
|
26441CAN5 |
1,000,000 |
$1,007,925.01 |
0.09% |
Flatiron CLO Ltd Series 2021-1A, Class B, Variable rate, due 07/19/2034 |
|
33883PAE7 |
1,000,000 |
$959,473.57 |
0.09% |
GE CAPITAL INTL FUNDING 4.418%, due 11/15/2035 |
|
36164QNA2 |
1,003,000 |
$977,550.47 |
0.09% |
GRAY ESCROW II INC 5.375%, due 11/15/2031 |
|
389286AA3 |
1,205,000 |
$1,030,552.15 |
0.09% |
HSBC HOLDINGS PLC Variable rate, due 05/24/2032 |
|
404280CT4 |
1,175,000 |
$987,201.30 |
0.09% |
JPMORGAN CHASE & CO Variable rate, due 04/22/2027 |
|
46647PCB0 |
1,150,000 |
$1,040,610.49 |
0.09% |
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 |
|
46647PCK0 |
1,110,000 |
$1,045,505.84 |
0.09% |
JPMORGAN CHASE & CO Variable rate, due 11/08/2032 |
|
46647PCR5 |
1,105,000 |
$939,262.46 |
0.09% |
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A1, Variable rate, due 04/25/2037 |
|
59023LAA0 |
1,810,636 |
$992,394.10 |
0.09% |
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040 |
|
61691DAA5 |
1,050,000 |
$1,038,179.94 |
0.09% |
Morgan Stanley Capital Inc Series 2006-HE8, Class A2B, Variable rate, due 10/25/2036 |
|
61750SAD4 |
1,917,199 |
$1,015,320.57 |
0.09% |
Morgan Stanley Capital Inc Series 2006-HE8, Class A2C, Variable rate, due 10/25/2036 |
|
61750SAE2 |
1,856,212 |
$986,039.74 |
0.09% |
OPTION CARE HEALTH INC 4.375%, due 10/31/2029 |
|
68404LAA0 |
1,105,000 |
$974,284.03 |
0.09% |
PILGRIM'S PRIDE CORP 3.50%, due 03/01/2032 |
|
72147KAG3 |
1,200,000 |
$991,572.00 |
0.09% |
PT PERTAMINA (PERSERO) 3.10%, due 08/25/2030 |
|
69370PAH4 |
1,100,000 |
$975,150.18 |
0.09% |
QATAR ENERGY 2.25%, due 07/12/2031 |
|
M8180AAD0 |
1,150,000 |
$996,365.75 |
0.09% |
REPUBLIC OF GUATEMALA 4.90%, due 06/01/2030 |
|
P5015VAH9 |
1,000,000 |
$951,857.70 |
0.09% |
REPUBLIC OF PANAMA 2.252%, due 09/29/2032 |
|
698299BN3 |
1,300,000 |
$1,042,210.00 |
0.09% |
Residential Accredit Loans, Inc. Series 2007-QH4, Class A1, Variable rate, due 05/25/2037 |
|
74922TAA4 |
1,034,958 |
$953,844.01 |
0.09% |
SLM Student Loan Trust Series 2006-2, Class R, 0%, due 01/25/2041 |
|
78446G102 |
3,400 |
$1,018,019.50 |
0.09% |
Structured Asset Securities Corporation Series 2006-BC3, Class A3, Variable rate, due 10/25/2036 |
|
86359PAC4 |
1,070,874 |
$999,062.58 |
0.09% |
VICI PROPERTIES LP 5.125%, due 05/15/2032 |
|
925650AD5 |
1,025,000 |
$993,337.75 |
0.09% |
ZAYO GROUP HOLDINGS INC 4%, due 03/01/2027 |
|
98919VAA3 |
1,215,000 |
$1,014,889.50 |
0.09% |
ABBVIE INC 4.25%, due 11/21/2049 |
|
00287YCB3 |
1,000,000 |
$903,078.71 |
0.08% |
ABN AMRO BANK NV Variable rate, due 12/13/2029 |
|
00084DAW0 |
1,025,000 |
$894,726.34 |
0.08% |
AON CORP/AON GLOBAL HOLDINGS 3.90%, due 02/28/2052 |
|
03740LAE2 |
1,060,000 |
$884,623.94 |
0.08% |
ARTERA SERVICES LLC 9.033%, due 12/04/2025 |
|
73939VAA2 |
1,113,000 |
$830,592.95 |
0.08% |
BAYER US FINANCE II LLC 4.375%, due 12/15/2028 |
|
07274NAL7 |
880,000 |
$874,932.74 |
0.08% |
BECLE SAB DE CV 2.50%, due 10/14/2031 |
|
07586PAA9 |
1,000,000 |
$828,935.00 |
0.08% |
BOYD GAMING CORP 4.75%, due 06/15/2031 |
|
103304BV2 |
1,050,000 |
$920,204.25 |
0.08% |
CBB INTERNATIONAL SUKUK CO 7 N/C, 6.875%, due 10/05/2025 |
|
M2120JAA3 |
825,000 |
$879,623.25 |
0.08% |
CCO HLDGS LLC/CAP CORP 4.75%, due 03/01/2030 |
|
1248EPCD3 |
1,050,000 |
$927,685.50 |
0.08% |
COMM Mortgage Trust Series 2012-CR1, Class B, 4.612%, due 05/15/2045 |
|
12624BAG1 |
874,520 |
$870,712.59 |
0.08% |
COMMSCOPE INC 4.75%, due 09/01/2029 |
|
203372AX5 |
1,080,000 |
$911,763.00 |
0.08% |
Credit Suisse Mortgage Trust Series 2014-8R, Class 3A2, Variable rate, due 02/27/2036 |
|
12648VAL8 |
907,407 |
$838,365.54 |
0.08% |
Credit-Based Asset Servicing and Securitization Series 2006-MH1, Class B1, Variable rate, due 10/25/2036 |
|
1248P8AK5 |
947,946 |
$926,822.41 |
0.08% |
CSC HOLDINGS LLC 4.125%, due 12/01/2030 |
|
126307BB2 |
1,065,000 |
$875,605.73 |
0.08% |
DNB BANK ASA Variable rate, due 09/30/2025 |
|
25601B2A2 |
955,000 |
$895,559.04 |
0.08% |
ENERGIZER HOLDINGS INC 4.375%, due 03/31/2029 |
|
29272WAD1 |
1,122,000 |
$919,091.91 |
0.08% |
FARMERS INS EXCH N/C, 8.625%, due 05/01/2024 |
|
309601AA0 |
775,000 |
$837,649.86 |
0.08% |
FHLMC Multifamily Structured Pass Through Certs. Series K048, Class X3, Variable rate, due 08/25/2043 |
|
3137BLAE8 |
20,449,223 |
$847,166.32 |
0.08% |
FIRSTENERGY CORP 3.40%, due 03/01/2050 |
|
337932AM9 |
1,254,000 |
$883,342.68 |
0.08% |
FIRSTENERGY TRANSMISSION 2.866%, due 09/15/2028 |
|
33767BAD1 |
955,000 |
$832,761.69 |
0.08% |
GNMA Series 2014-52, Class D, Variable rate, due 05/16/2046 |
|
38378NW66 |
917,852 |
$915,393.28 |
0.08% |
GSAMP Trust Series 2006-HE4, Class A2, Variable rate, due 06/25/2036 |
|
362439AE1 |
952,558 |
$926,581.37 |
0.08% |
ILLUMINA INC 2.55%, due 03/23/2031 |
|
452327AM1 |
1,000,000 |
$840,156.05 |
0.08% |
LEVEL 3 FINANCING INC 3.875%, due 11/15/2029 |
|
527298BQ5 |
1,070,000 |
$911,404.60 |
0.08% |
MACQUARIE GROUP LTD Variable rate, due 01/14/2033 |
|
55608JAZ1 |
1,070,000 |
$890,119.23 |
0.08% |
REPUBLIC OF PERU N/C, 2.844%, due 06/20/2030 |
|
715638DA7 |
1,003,000 |
$893,973.90 |
0.08% |
Residential Accredit Loans, Inc. Series 2007-QH9, Class A1, Variable rate, due 11/25/2037 |
|
749241AA3 |
984,788 |
$910,849.26 |
0.08% |
SINCLAIR TELEVISION GROUP 4.125%, due 12/01/2030 |
|
829259BA7 |
1,145,000 |
$930,187.02 |
0.08% |
SLM Student Loan Trust Series 2008-4, Class A4, Variable rate, due 07/25/2022 |
|
78445AAD8 |
840,619 |
$833,906.26 |
0.08% |
Structured Asset Mortgage Investments Inc. Series 2006-AR8, Class A1A, Variable rate, due 10/25/2036 |
|
86361WAA9 |
955,060 |
$902,330.50 |
0.08% |
TENET HEALTHCARE CORP 4.25%, due 06/01/2029 |
|
88033GDL1 |
1,000,000 |
$885,000.00 |
0.08% |
T-MOBILE USA INC 2.25%, due 02/15/2026 |
|
87264ACC7 |
950,000 |
$877,553.00 |
0.08% |
T-MOBILE USA INC 2.625%, due 02/15/2029 |
|
87264ABS3 |
1,000,000 |
$862,660.00 |
0.08% |
VODAFONE GROUP PLC 5.25%, due 05/30/2048 |
|
92857WBM1 |
895,000 |
$877,657.17 |
0.08% |
AIRPORT AUTHORITY HK 3.25%, due 01/12/2052 |
|
00946AAE4 |
915,000 |
$747,644.44 |
0.07% |
ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 |
|
03522AAJ9 |
775,000 |
$742,800.21 |
0.07% |
Argent Securities Inc. Series 2006-W2, Class A2B, Variable rate, due 03/25/2036 |
|
040104RV5 |
1,312,905 |
$803,147.22 |
0.07% |
ASBURY AUTOMOTIVE GROUP 4.625%, due 11/15/2029 |
|
043436AW4 |
885,000 |
$774,525.45 |
0.07% |
Asset Backed Funding Certificates Series 2007-WMC1, Class A1A, Variable rate, due 06/25/2037 |
|
04545EAA1 |
1,023,932 |
$800,117.05 |
0.07% |
BAYER US FINANCE II LLC 2.85%, due 04/15/2025 |
|
07274NAX1 |
810,000 |
$780,533.08 |
0.07% |
Bear Stearns Alt-A Trust Series 2004-8, Class M1, Variable rate, due 09/25/2034 |
|
07386HKU4 |
761,473 |
$761,222.56 |
0.07% |
BFLD Trust Series 2021-FPM, Class A, Variable rate, due 06/15/2038 |
|
05554BAA2 |
782,000 |
$759,284.93 |
0.07% |
BROWN & BROWN INC 4.95%, due 03/17/2052 |
|
115236AF8 |
810,000 |
$737,263.13 |
0.07% |
CHARTER COMM OPT LLC/CAP 4.80%, due 03/01/2050 |
|
161175BT0 |
1,000,000 |
$815,465.12 |
0.07% |
EVERARC ESCROW SARL 5%, due 10/30/2029 |
|
29977LAA9 |
925,000 |
$787,360.00 |
0.07% |
FIRSTCASH INC 5.625%, due 01/01/2030 |
|
31944TAA8 |
788,000 |
$723,947.42 |
0.07% |
Freddie Mac Multiclass Certificates Seroes 2021-P009, Class X, Variable rate, due 01/25/2031 |
|
3137H13X2 |
11,267,339 |
$793,709.69 |
0.07% |
GSAMP Trust Series 2007-FM2, Class A1, Variable rate, due 01/25/2037 |
|
3622MHAA4 |
1,186,665 |
$783,343.40 |
0.07% |
INDONESIA ASAHAN ALUMINIUM N/C, 6.53%, due 11/15/2028 |
|
74445PAC6 |
700,000 |
$733,761.00 |
0.07% |
JERSEY CENTRAL PWR & LT 4.70%, due 04/01/2024 |
|
476556DB8 |
750,000 |
$759,570.54 |
0.07% |
KAZMUNAYGAS NATIONAL CO N/C, 5.375%, due 04/24/2030 |
|
Y44709AF3 |
900,000 |
$815,932.45 |
0.07% |
LLOYDS BANKING GROUP PLC Variable rate, due 03/18/2028 |
|
53944YAS2 |
760,000 |
$733,173.13 |
0.07% |
Long Beach Mortgage Loan Trust Series 2006-8, Class 2A3, Variable rate, due 09/25/2036 |
|
54251UAD8 |
2,312,692 |
$782,080.01 |
0.07% |
MASSMUTUAL GLOBAL FUNDING II N/C, 3.40%, due 03/08/2026 |
|
57629WCH1 |
750,000 |
$747,433.77 |
0.07% |
MASTR Asset Backed Securities Trust Series 2006-NC2, Class A3, Variable rate, due 08/25/2036 |
|
55275BAC1 |
1,691,791 |
$758,424.87 |
0.07% |
MOLINA HEALTHCARE INC 3.875%, due 11/15/2030 |
|
60855RAK6 |
919,000 |
$815,100.21 |
0.07% |
MORGAN STANLEY Variable rate, due 04/20/2037 |
|
61747YES0 |
730,000 |
$726,474.86 |
0.07% |
ORACLE CORP 2.875%, due 03/25/2031 |
|
68389XCE3 |
960,000 |
$809,552.51 |
0.07% |
ORACLE CORP 3.95%, due 03/25/2051 |
|
68389XCA1 |
1,081,000 |
$814,170.11 |
0.07% |
OT MERGER CORP 7.875%, due 10/15/2029 |
|
688777AA9 |
1,000,000 |
$730,750.00 |
0.07% |
PERKINELMER INC 2.25%, due 09/15/2031 |
|
714046AN9 |
1,000,000 |
$823,707.06 |
0.07% |
PLAINS ALL AMER PIPELINE 3.55%, due 12/15/2029 |
|
72650RBM3 |
845,000 |
$774,286.56 |
0.07% |
REPUBLIC OF INDONESIA N/C, 2.85%, due 02/14/2030 |
|
455780CQ7 |
800,000 |
$729,667.44 |
0.07% |
SLM Student Loan Trust Series 2007-7, Class B, Variable rate, due 10/27/2070 |
|
78444EAE9 |
905,000 |
$811,543.00 |
0.07% |
SLM Student Loan Trust Series 2008-9, Class B, Variable rate, due 10/25/2083 |
|
78445JAB3 |
800,000 |
$776,428.24 |
0.07% |
TENET HEALTHCARE CORP 4.375%, due 01/15/2030 |
|
88033GDN7 |
850,000 |
$747,821.50 |
0.07% |
TRANSMONTAIGE PARTNERS 6.125%, due 02/15/2026 |
|
89376VAA8 |
774,000 |
$762,006.89 |
0.07% |
VMC Finance LLC Series 2021-FL4, Class B, Variable rate, due 06/16/2036 |
|
91835RAE0 |
779,000 |
$757,577.50 |
0.07% |
WAMU Asset-Backed Certificates Series 2007-HE2, Class 2A3, Variable rate, due 04/25/2037 |
|
92926SAD8 |
1,642,319 |
$719,478.52 |
0.07% |
WAMU Mortgage Pass-Through Certificates Series 2007-OA5, Class 1A, Variable rate, due 06/25/2047 |
|
93364BAA8 |
816,424 |
$742,099.90 |
0.07% |
180 MEDICAL INC 3.875%, due 10/15/2029 |
|
682357AA6 |
725,000 |
$636,573.23 |
0.06% |
Ace Securities Corp. Variable rate, due 06/25/2036 |
|
00441TAD5 |
845,867 |
$678,567.90 |
0.06% |
AMERICAN CAMPUS CMNTYS 2.85%, due 02/01/2030 |
|
024836AF5 |
655,000 |
$631,554.81 |
0.06% |
American Home Mortgage Assets Series 2007-1, Class A1, Variable rate, due 02/25/2047 |
|
02660BAA0 |
1,446,036 |
$701,700.96 |
0.06% |
ASBURY AUTOMOTIVE GROUP 5%, due 02/15/2032 |
|
043436AX2 |
750,000 |
$650,826.03 |
0.06% |
AT&T INC 2.55%, due 12/01/2033 |
|
00206RMM1 |
775,000 |
$645,659.84 |
0.06% |
AT&T INC 4.30%, due 12/15/2042 |
|
00206RBH4 |
750,000 |
$687,110.00 |
0.06% |
BACARDI LTD 4.70%, due 05/15/2028 |
|
067316AF6 |
670,000 |
$676,072.42 |
0.06% |
Banc of America Funding Corporation Series 2007-1, Class TA3A, Variable rate, due 01/25/2037 |
|
05951FAD6 |
740,808 |
$693,192.81 |
0.06% |
BANK OF AMERICA CORP Variable rate, due 02/13/2026 |
|
06051GHY8 |
750,000 |
$709,480.55 |
0.06% |
BANK OF AMERICA CORP Variable rate, due 06/14/2029 |
|
06051GJZ3 |
815,000 |
$709,443.91 |
0.06% |
BARNABAS HEALTH INC 4%, due 07/01/2028 |
|
06769QAA8 |
635,000 |
$630,657.81 |
0.06% |
Bayview Commercial Asset Trust Series 2005-4A, Class A1, Variable rate, due 01/25/2036 |
|
07324SCR1 |
736,375 |
$691,191.49 |
0.06% |
BCAP LLC Trust Series 2015-RR2, Cass 25A3, Variable rate, due 10/28/2036 |
|
05544JCL2 |
615,879 |
$612,796.70 |
0.06% |
BLOOMIN' BRANDS INC/OSI 5.125%, due 04/15/2029 |
|
094234AA9 |
760,000 |
$658,350.00 |
0.06% |
CIM Trust Series 2020-R7, Class A1A, Variable rate, due 12/27/2061 |
|
12563GAB4 |
689,103 |
$643,110.01 |
0.06% |
CLEARWATER PAPER CORP 4.75%, due 08/15/2028 |
|
18538RAJ2 |
755,000 |
$669,159.70 |
0.06% |
Countrywide Alternative Loan Trust Series 2005-13CB, Class A8, 5.50%, due 05/25/2035 |
|
12667GAH6 |
731,303 |
$686,831.72 |
0.06% |
Countrywide Alternative Loan Trust Series 2005-65CB, Class 2A4, 5.50%, due 12/25/2035 |
|
12668AZ40 |
766,940 |
$625,085.06 |
0.06% |
Countrywide Alternative Loan Trust Series 2007-15CB, Class A6, 5.75%, due 07/25/2037 |
|
02151CAQ9 |
946,120 |
$681,787.82 |
0.06% |
CSC HOLDINGS LLC 6.50%, due 02/01/2029 |
|
126307AZ0 |
687,000 |
$643,674.35 |
0.06% |
Dryden Senior Loan Fund Series 2019-72A, Class BR, Variable rate, due 05/15/2032 |
|
26252NAQ2 |
625,000 |
$607,469.02 |
0.06% |
FED REPUBLIC OF BRAZIL 4.625%, due 01/13/2028 |
|
105756BZ2 |
700,000 |
$680,039.50 |
0.06% |
FHLMC Multifamily Structured Pass Through Certs. Series K723, Class X3, Variable rate, due 10/25/2034 |
|
3137BSPZ0 |
26,082,170 |
$658,608.71 |
0.06% |
FHLMC Multifamily Structured Pass Through Certs. Series KLU1, Class X3, Variable rate, due 01/25/2031 |
|
3137FMCP5 |
5,602,342 |
$701,350.52 |
0.06% |
GLOBAL PART/GLP FINANCE 6.875%, due 01/15/2029 |
|
37954FAJ3 |
765,000 |
$704,461.73 |
0.06% |
HarborView Mortgage Loan Trust Series 2007-7, Class 1A1, Variable rate, due 10/25/2037 |
|
411640AA3 |
742,836 |
$682,349.22 |
0.06% |
HEALTHCARE TRUST OF AMERICA 2%, due 03/15/2031 |
|
42225UAH7 |
865,000 |
$699,643.02 |
0.06% |
J.P. Morgan Alternative Loan Trust Series 2006-S1, Class 3A4, Variable rate, due 03/25/2036 |
|
46627MFV4 |
676,485 |
$614,526.19 |
0.06% |
JBS USA LUX/JBS USA FIN 6.75%, due 02/15/2028 |
|
472141AA8 |
675,000 |
$693,798.75 |
0.06% |
JP Morgan Mortgage Acquisition Corp Series 2007-CH2, Class AF6, Variable rate, due 01/25/2037 |
|
46630MAG7 |
971,471 |
$620,304.47 |
0.06% |
JPMORGAN CHASE & CO Variable rate, due 02/24/2028 |
|
46647PCW4 |
675,000 |
$635,970.51 |
0.06% |
JPMORGAN CHASE & CO Variable rate, due 04/22/2026 |
|
46647PBK1 |
705,000 |
$665,241.94 |
0.06% |
JPMORGAN CHASE & CO Variable rate, due 09/22/2027 |
|
46647PCP9 |
780,000 |
$693,874.48 |
0.06% |
KRAFT HEINZ FOODS CO 4.875%, due 10/01/2049 |
|
50077LAZ9 |
765,000 |
$699,886.92 |
0.06% |
Lehman XS Trust Series 2006-2N, Class 2A1, Variable rate, due 02/25/2036 |
|
525221HD2 |
729,442 |
$660,210.22 |
0.06% |
MACQUARIE GROUP LTD Variable rate, due 06/21/2033 |
|
55608JBE7 |
700,000 |
$660,554.00 |
0.06% |
MIDAMERICAN ENERGY CO 3.95%, due 08/01/2047 |
|
595620AR6 |
750,000 |
$677,053.94 |
0.06% |
MOLINA HEALTHCARE INC 4.375%, due 06/15/2028 |
|
60855RAJ9 |
700,000 |
$655,900.00 |
0.06% |
Novastar Home Equity Loan Series 2007-2, Class A1A, Variable rate, due 09/25/2037 |
|
66989EAA3 |
680,711 |
$661,340.43 |
0.06% |
OMAN GOV INTERNTL BOND N/C, 6.75%, due 10/28/2027 |
BMYVTK5 |
|
600,000 |
$623,855.40 |
0.06% |
SAUDI ARABIAN OIL CO 1.625%, due 11/24/2025 |
|
M8237RAH7 |
700,000 |
$651,471.10 |
0.06% |
Skyline Aircraft Finance LLC Series 2020-1, Class A, 3.229%, due 5/10/2038 |
|
83084RAA3 |
651,701 |
$606,003.50 |
0.06% |
SLM Student Loan Trust Series 2008-5 Class B, Variable rate, due 07/25/2073 |
|
78444YAE5 |
650,000 |
$643,483.56 |
0.06% |
SLM Student Loan Trust Series 2013-M1, Class M1R, 0%, due 10/28/2029 |
|
78447T103 |
1,000 |
$696,855.40 |
0.06% |
SUNOCO LP/FINANCE CORP 4.50%, due 05/15/2029 |
|
86765LAT4 |
800,000 |
$697,036.04 |
0.06% |
THE BOEING CO 1.433%, due 02/04/2024 |
|
097023DE2 |
635,000 |
$610,798.64 |
0.06% |
Washington Mutual Mortgage Pass-Through CTFS Series 2007-OC1, Class A4, Variable rate, due 01/25/2047 |
|
93936FAD2 |
695,597 |
$680,703.41 |
0.06% |
AIR LEASE CORP 3.875%, due 07/03/2023 |
|
00912XBC7 |
570,000 |
$570,781.92 |
0.05% |
AMERICAN CAMPUS CMNTYS 3.625%, due 11/15/2027 |
|
024836AD0 |
560,000 |
$557,484.89 |
0.05% |
AMERICAN CAMPUS CMNTYS 4.125%, due 07/01/2024 |
|
024836AB4 |
500,000 |
$505,055.77 |
0.05% |
AMERICAN EXPRESS CO Variable rate |
|
025816CH0 |
605,000 |
$498,003.28 |
0.05% |
American Home Mortgage Investment Trust Series 2005-4, Class 1A1, Variable rate, due 11/25/2045 |
|
02660TGN7 |
576,020 |
$539,900.76 |
0.05% |
Ameriquest Mortgage Securities Inc. Series 2002-AR1, Class M1, Variable rate, due 09/25/2032 |
|
03072SDB8 |
517,566 |
$536,892.46 |
0.05% |
ARCHROCK PARTNERS LP/FIN 6.25%, due 04/01/2028 |
|
03959KAC4 |
536,000 |
$507,466.05 |
0.05% |
AT&T INC 4.75%, due 05/15/2046 |
|
00206RCQ3 |
605,000 |
$593,742.52 |
0.05% |
AT&T INC 4.85%, due 03/01/2039 |
|
00206RHK1 |
594,000 |
$591,617.80 |
0.05% |
ATHENE GLOBAL FUNDING N/C, 2.717%, due 01/07/2029 |
|
04685A3G4 |
675,000 |
$592,643.81 |
0.05% |
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 1A1, Variable rate, due 07/25/2036 |
|
07401LAA1 |
568,772 |
$525,900.22 |
0.05% |
BROADCOM INC 3.419%, due 04/15/2033 |
|
11135FBK6 |
660,000 |
$563,523.53 |
0.05% |
CAMDEN PROPERTY TRUST 2.95%, due 12/15/2022 |
|
133131AT9 |
550,000 |
$551,260.38 |
0.05% |
CCO HLDGS LLC/CAP CORP 4.50%, due 05/01/2032 |
|
1248EPCN1 |
600,000 |
$503,073.00 |
0.05% |
CCO HLDGS LLC/CAP CORP 4.50%, due 08/15/2030 |
|
1248EPCE1 |
609,000 |
$524,250.81 |
0.05% |
CHARTER COMM OPT LLC/CAP 5.25%, due 04/01/2053 |
|
161175CK8 |
690,000 |
$597,278.46 |
0.05% |
CHURCHILL DOWNS INC 5.50%, due 04/01/2027 |
|
171484AG3 |
515,000 |
$499,117.40 |
0.05% |
CINEMARK USA INC 5.25%, due 07/15/2028 |
|
172441BF3 |
600,000 |
$505,128.00 |
0.05% |
CITIGROUP INC Variable rate, due 06/03/2031 |
|
172967MS7 |
630,000 |
$541,095.62 |
0.05% |
Citigroup Mortgage Loan Trust Inc Series 2005-8, Class 2A4A, 5.50%, due 09/25/2035 |
|
17307GG28 |
524,192 |
$509,171.90 |
0.05% |
COX COMMUNICATIONS INC 2.60%, due 06/15/2031 |
|
224044CN5 |
680,000 |
$581,131.56 |
0.05% |
CSC HOLDINGS LLC 4.50%, due 11/15/2031 |
|
126307BH9 |
725,000 |
$590,538.50 |
0.05% |
DBWF Mortgage Trust Series 2016-85T, Class A, 3.791%, due 12/10/2036 |
|
23307CAA3 |
600,000 |
$588,866.70 |
0.05% |
DIAMOND SPORTS GR/DIAMON 5.375%, due 08/15/2026 |
|
25277LAF3 |
1,772,000 |
$582,899.40 |
0.05% |
DUKE ENERGY CORP 3.75%, due 09/01/2046 |
|
26441CAT2 |
750,000 |
$601,157.74 |
0.05% |
FannieMae-Aces Series 2018-M10, Class A1, Variable rate, due 07/25/2028 |
|
3136B2GY2 |
492,072 |
$497,953.61 |
0.05% |
FHLMC Multifamily Structured Pass Through Certs. Series K056, Class X3, Variable rate, due 06/25/2044 |
|
3137BQYW1 |
6,897,149 |
$509,861.39 |
0.05% |
Freddie Mac FR WN0006, 3.42%, due 07/01/2030 |
|
3132XEAG6 |
562,733 |
$561,183.51 |
0.05% |
GNMA Series 2011-142, Class B, Variable rate, due 02/16/2044 |
|
38376G5S5 |
601,909 |
$601,281.51 |
0.05% |
GreenPoint Mortgage Funding Trust Series 2007-AR2, Class 2A1, Variable rate, due 05/25/2037 |
|
39539LAH4 |
570,724 |
$556,062.79 |
0.05% |
HSBC HOLDINGS PLC Variable rate, due 05/24/2025 |
|
404280CS6 |
590,000 |
$555,023.96 |
0.05% |
JETBLUE AIRWAYS CORP 4%, due 11/15/2032 |
|
477164AA5 |
560,738 |
$538,931.23 |
0.05% |
JP Morgan Mortgage Acquisition Corp Series 2006-CH2, Class AF, Variable rate, due 10/25/2036 |
|
46629QAG1 |
709,570 |
$496,567.20 |
0.05% |
JPMORGAN CHASE & CO Series KK, Variable rate |
|
48128BAN1 |
595,000 |
$501,287.50 |
0.05% |
Lehman Mortgage Trust Series 2006-1, Class 1A5, 5.50%, due 02/25/2036 |
|
52520MFB4 |
801,479 |
$508,827.11 |
0.05% |
Lehman XS Trust Series 2007-12N, Class 1A3A, Variable rate, due 07/25/2047 |
|
52524YAC7 |
584,161 |
$578,540.90 |
0.05% |
LEVEL 3 FINANCING INC 4.625%, due 09/15/2027 |
|
527298BN2 |
625,000 |
$548,053.13 |
0.05% |
LOS ANGELES CA DEPT OF WTR & PWR TAXABLE-BABS-SER C, 6.008%, due 07/01/2039 |
|
544525NZ7 |
500,000 |
$571,681.50 |
0.05% |
MACQUARIE GROUP LTD Variable rate, due 01/12/2027 |
|
55608JAR9 |
565,000 |
$504,392.84 |
0.05% |
MASTR Adjustable Rate Mortgages Trust Series 2004-14, Class B1, Variable rate, due 01/25/2035 |
|
576433VD5 |
581,141 |
$591,486.88 |
0.05% |
MORGAN STANLEY Variable rate, due 01/22/2025 |
|
61747YEB7 |
540,000 |
$514,408.14 |
0.05% |
MORGAN STANLEY Variable rate, due 04/17/2025 |
|
61747YEQ4 |
510,000 |
$507,944.91 |
0.05% |
NEXTERA ENERGY CAPITAL Variable rate, due 02/22/2023 |
|
65339KBT6 |
550,000 |
$548,907.56 |
0.05% |
NGL ENRGY OP/FIN CORP 7.50%, due 02/01/2026 |
|
62922LAA6 |
607,000 |
$548,439.68 |
0.05% |
OCCIDENTAL PETROLEUM CORP 0%, due 10/10/2036 |
|
674599DG7 |
1,118,000 |
$572,446.75 |
0.05% |
ORACLE CORP 3.80%, due 11/15/2037 |
|
68389XBP9 |
655,000 |
$536,502.50 |
0.05% |
PRIMO WATER HOLDINGS INC 4.375%, due 04/30/2029 |
|
74168LAA4 |
720,000 |
$604,317.60 |
0.05% |
REPUBLIC OF CHILE 2.55%, due 01/27/2032 |
|
168863DN5 |
600,000 |
$519,870.00 |
0.05% |
REPUBLIC OF GUATEMALA 3.70%, due 10/07/2033 |
|
P5015VAM8 |
715,000 |
$583,150.37 |
0.05% |
REPUBLIC OF SOUTH AFRICA N/C, 4.85%, due 09/30/2029 |
|
836205BA1 |
620,000 |
$561,765.26 |
0.05% |
REPUBLICA ORIENT URUGUAY 4.375%, due 10/27/2027 |
|
760942BB7 |
500,000 |
$513,005.00 |
0.05% |
REYNOLDS AMERICAN INC 5.85%, due 08/15/2045 |
|
761713BB1 |
645,000 |
$581,258.35 |
0.05% |
SANTANDER UK GROUP HLDGS Variable rate, due 03/15/2025 |
|
80281LAN5 |
525,000 |
$496,438.01 |
0.05% |
SPRINT CORP 7.875%, due 09/15/2023 |
|
85207UAF2 |
542,000 |
$567,907.60 |
0.05% |
STATE OF QATAR 3.75%, due 04/16/2030 |
BL6BZF3 |
|
600,000 |
$604,676.40 |
0.05% |
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A1, Variable rate, due 05/25/2037 |
|
86363LAA1 |
597,097 |
$596,548.38 |
0.05% |
Structured Adjustable Rate Mortgage Loan Trust Series 2007-4, Class 1A2, Variable rate, due 05/25/2037 |
|
86363LAB9 |
569,891 |
$538,369.50 |
0.05% |
Structured Asset Mortgage Investments Series 2007-AR6, Class A1, Variable rate, due 08/25/2047 |
|
86364RAA7 |
639,615 |
$605,033.30 |
0.05% |
T-MOBILE USA INC 2.55%, due 02/15/2031 |
|
87264ACB9 |
700,000 |
$595,862.82 |
0.05% |
TSMC ARIZONA CORP 4.50%, due 04/22/2052 |
|
872898AJ0 |
560,000 |
$549,501.43 |
0.05% |
VICI PROPERTIES LP 5.625%, due 05/15/2052 |
|
925650AE3 |
625,000 |
$585,531.25 |
0.05% |
VODAFONE GROUP PLC 4.25%, due 09/17/2050 |
|
92857WBU3 |
580,000 |
$496,712.97 |
0.05% |
ABBVIE INC 4.50%, due 05/14/2035 |
|
00287YAR0 |
433,000 |
$427,715.67 |
0.04% |
ADTALEM GLOBAL EDUCATION 5.50%, due 03/01/2028 |
|
00737WAA7 |
436,000 |
$387,384.91 |
0.04% |
ALIMENTATION COUCHE-TARD 3.55%, due 07/26/2027 |
|
01626PAH9 |
510,000 |
$487,280.45 |
0.04% |
AMGEN INC 4.40%, due 02/22/2062 |
|
031162DG2 |
520,000 |
$461,543.80 |
0.04% |
AMWINS GROUP INC 4.875%, due 06/30/2029 |
|
031921AB5 |
550,000 |
$490,275.50 |
0.04% |
BACARDI LTD 2.75%, due 07/15/2026 |
|
067316AD1 |
505,000 |
$472,705.64 |
0.04% |
BANK OF AMERICA CORP Series RR, Variable rate |
|
060505GB4 |
570,000 |
$483,040.60 |
0.04% |
BANK OF AMERICA CORP Variable rate, due 02/07/2030 |
|
06051GHQ5 |
465,000 |
$447,701.36 |
0.04% |
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1, Variable rate, due 10/25/2036 |
|
07400HAA1 |
502,694 |
$464,751.98 |
0.04% |
Bombardier Capital Mortgage Securitization Corp. Series 2000-A, Class A5, Variable rate, due 06/15/2030 |
|
09774XBT8 |
2,369,065 |
$465,725.18 |
0.04% |
CENTENE CORP 2.50%, due 03/01/2031 |
|
15135BAX9 |
500,000 |
$412,557.50 |
0.04% |
CHARLES SCHWAB CORP Variable rate |
|
808513CB9 |
540,000 |
$492,453.15 |
0.04% |
CHARTER COMM OPT LLC/CAP 5.125%, due 07/01/2049 |
|
161175BS2 |
542,000 |
$463,895.34 |
0.04% |
CIGNA CORP 4.90%, due 12/15/2048 |
|
125523AK6 |
400,000 |
$389,606.68 |
0.04% |
CITIGROUP INC Variable rate, due 02/24/2028 |
|
172967NG2 |
520,000 |
$490,471.90 |
0.04% |
CITIGROUP INC Variable rate, due 04/24/2025 |
|
172967MF5 |
500,000 |
$494,041.40 |
0.04% |
CITIGROUP INC Variable rate, due 05/01/2032 |
|
172967MY4 |
520,000 |
$439,066.55 |
0.04% |
COMISION FEDERAL DE ELECTRICIDAD 4.688%, due 05/15/2029 |
|
200447AL4 |
500,000 |
$454,355.00 |
0.04% |
COMM Mortgage Trust Series 2020-SBX, Class X, Variable rate, due 01/10/2038 |
|
12598EAC6 |
21,254,000 |
$408,820.69 |
0.04% |
Countrywide Alternative Loan Trust Series 2007-OA6, Class A1B, Variable rate, due 06/25/2037 |
|
02150PAB4 |
475,501 |
$432,140.43 |
0.04% |
CREDIT SUISSE GROUP AG Variable rate, due 02/02/2027 |
|
225401AT5 |
520,000 |
$454,693.20 |
0.04% |
CSC HOLDINGS LLC 3.375%, due 02/15/2031 |
|
126307BF3 |
500,000 |
$389,265.00 |
0.04% |
CUBESMART LP 4.375%, due 02/15/2029 |
|
22966RAE6 |
500,000 |
$493,805.78 |
0.04% |
DIRECTV FIN LLC/COINC 5.875%, due 08/15/2027 |
|
25461LAA0 |
450,000 |
$408,937.50 |
0.04% |
DUKE ENERGY CAROLINAS 3.55%, due 03/15/2052 |
|
26442CBH6 |
540,000 |
$457,337.46 |
0.04% |
ECOPETROL SA 6.875%, due 04/29/2030 |
|
279158AN9 |
450,000 |
$430,416.00 |
0.04% |
ENERGY TRANSFER LP 5%, due 05/15/2050 |
|
29278NAR4 |
470,000 |
$408,838.67 |
0.04% |
ENERGY TRANSFER LP Variable rate |
|
29273VAJ9 |
594,000 |
$478,108.62 |
0.04% |
Fannie Mae FN AM2974, 4.10%, due 04/01/2043 |
|
3138L3JU0 |
465,603 |
$477,696.70 |
0.04% |
FARMERS INS EXCH Variable rate, due 11/01/2057 |
|
309601AE2 |
465,000 |
$446,959.79 |
0.04% |
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X1, Variable rate, due 07/25/2024 |
|
3137BDCX2 |
31,096,253 |
$396,331.07 |
0.04% |
Freddie Mac Multiclass Certificates Series 2019-P002, Class X, Variable rate, due 07/25/2033 |
|
3137FQKX0 |
4,095,000 |
$392,690.03 |
0.04% |
FRONTIER COMMUNICATIONS 5%, due 05/01/2028 |
|
35906ABF4 |
456,000 |
$406,464.72 |
0.04% |
GLP CAPITAL LP / FIN II 4%, due 01/15/2030 |
|
361841AP4 |
465,000 |
$420,273.08 |
0.04% |
GNMA Series 2013-162, Class C, Variable rate, due 01/16/2044 |
|
38378NEZ2 |
417,126 |
$417,031.44 |
0.04% |
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1C, Variable rate, due 06/20/2035 |
|
41161PSM6 |
469,883 |
$447,315.21 |
0.04% |
HCA INC 4.125%, due 06/15/2029 |
|
404119BX6 |
417,000 |
$400,032.31 |
0.04% |
HCA INC 5.25%, due 06/15/2049 |
|
404119BZ1 |
470,000 |
$440,889.44 |
0.04% |
HCA INC 7.58%, due 09/15/2025 |
|
19767QAQ8 |
365,000 |
$393,654.33 |
0.04% |
HCA INC N/C, 7.05%, due 12/01/2027 |
|
197677AJ6 |
360,000 |
$397,605.60 |
0.04% |
HEALTHCARE REALTY TRUST 3.625%, due 01/15/2028 |
|
421946AK0 |
490,000 |
$469,860.90 |
0.04% |
HSBC HOLDINGS PLC Variable rate, due 05/24/2027 |
|
404280CM9 |
525,000 |
$467,338.86 |
0.04% |
HUDSON PACIFIC PROPERTIES 3.95%, due 11/01/2027 |
|
44409MAA4 |
500,000 |
$482,580.42 |
0.04% |
IndyMac INDX Mortgage Loan Trust Series 2006-AR4, Class A1A, Variable rate, due 05/25/2046 |
|
45661EAV6 |
499,673 |
$466,890.52 |
0.04% |
INTERNATIONAL FLAVORS & FRAGRANCES 1.23%, due 10/01/2025 |
|
459506AN1 |
475,000 |
$434,289.42 |
0.04% |
JBS USA/FOOD/FINANCE 5.50%, due 01/15/2030 |
|
46590XAB2 |
443,000 |
$429,670.29 |
0.04% |
KILROY REALTY LP 3.45%, due 12/15/2024 |
|
49427RAM4 |
400,000 |
$395,035.45 |
0.04% |
KILROY REALTY LP 4.375%, due 10/01/2025 |
|
49427RAL6 |
400,000 |
$402,644.90 |
0.04% |
LXP INDUSTRIAL TRUST 2.70%, due 09/15/2030 |
|
529043AE1 |
505,000 |
$425,237.57 |
0.04% |
MACQUARIE GROUP LTD Variable rate, due 11/28/2023 |
|
55608JAH1 |
390,000 |
$389,933.19 |
0.04% |
MAGALLANES INC 4.279%, due 03/15/2032 |
|
55903VAL7 |
515,000 |
$475,326.35 |
0.04% |
Morgan Stanley Capital Inc Series 2007-HE4, Class A2B, Variable rate, due 02/25/2037 |
|
61753VAC6 |
1,319,099 |
$495,520.07 |
0.04% |
PENNSYLVANIA ELECTRIC CO 4.15%, due 04/15/2025 |
|
708696BX6 |
500,000 |
$495,030.67 |
0.04% |
POST HOLDINGS INC 4.50%, due 09/15/2031 |
|
737446AR5 |
550,000 |
$463,306.25 |
0.04% |
REPUBLIC OF COLOMBIA 3%, due 01/30/2030 |
|
195325DR3 |
550,000 |
$437,885.25 |
0.04% |
REPUBLIC OF PANAMA 3.875%, due 03/17/2028 |
|
698299BF0 |
500,000 |
$484,265.00 |
0.04% |
Residential Accredit Loans, Inc. Series 2006-QS6, Class 1A15, 6%, due 06/25/2036 |
|
74922EAQ2 |
490,994 |
$434,068.72 |
0.04% |
S&P GLOBAL INC 3.70%, due 03/01/2052 |
|
78409VBD5 |
535,000 |
$466,834.77 |
0.04% |
SANTANDER UK GROUP HLDGS Variable rate, due 01/11/2028 |
|
80281LAR6 |
430,000 |
$389,769.69 |
0.04% |
SFAVE Commercial Mortgage Securities Trust Series 2015-SAVE, Class C, Variable rate, due 01/05/2043 |
|
78413MAN8 |
545,000 |
$394,991.64 |
0.04% |
SLM Student Loan Trust Series 2007-4, Class R, 0%, due 01/25/2042 |
|
78444A107 |
1,375 |
$491,638.13 |
0.04% |
SMITHFIELD FOODS INC 5.20%, due 04/01/2029 |
|
832248BB3 |
387,000 |
$391,296.52 |
0.04% |
SOUTHWESTERN ELEC POWER 4.10%, due 09/15/2028 |
|
845437BR2 |
450,000 |
$444,981.40 |
0.04% |
Structured Asset Mortgage Investments Inc. Series 2006-AR1, Class 3A1, Variable rate, due 02/25/2036 |
|
86359LTG4 |
464,913 |
$433,690.28 |
0.04% |
THE WALT DISNEY COMPANY 4%, due 10/01/2023 |
|
254687CR5 |
390,000 |
$395,441.22 |
0.04% |
TIME WARNER CABLE LLC 5.50%, due 09/01/2041 |
|
88732JBB3 |
450,000 |
$411,821.36 |
0.04% |
UNIFRAX ESCROW ISS CORP 7.50%, due 09/30/2029 |
|
90473LAC6 |
625,000 |
$451,973.91 |
0.04% |
UNION PACIFIC CORP 3.50%, due 02/14/2053 |
|
907818FZ6 |
505,000 |
$420,999.67 |
0.04% |
UNITED AIR 2013-1 A PTT 4.30%, due 08/15/2025 |
|
909319AA3 |
471,025 |
$453,457.60 |
0.04% |
US BANCORP Variable rate |
|
902973BC9 |
555,000 |
$451,433.80 |
0.04% |
VICI PROPERTIES / NOTE 4.625%, due 06/15/2025 |
|
92564RAG0 |
399,000 |
$386,808.58 |
0.04% |
WELLS FARGO & COMPANY Variable rate, due 04/04/2051 |
|
95000U2M4 |
385,000 |
$393,700.36 |
0.04% |
ACRISURE LLC / FIN INC 4.25%, due 02/15/2029 |
|
00489LAF0 |
437,000 |
$372,505.36 |
0.03% |
AIR LEASE CORP 2.875%, due 01/15/2026 |
|
00914AAJ1 |
300,000 |
$281,082.64 |
0.03% |
AMER AIRLN 14-1 A PTT 3.70%, due 10/01/2026 |
|
02377AAA6 |
300,146 |
$284,351.15 |
0.03% |
AMERICAN CAMPUS CMNTYS 2.25%, due 01/15/2029 |
|
024836AH1 |
305,000 |
$288,805.20 |
0.03% |
APPALACHIAN POWER CO 3.30%, due 06/01/2027 |
|
037735CW5 |
365,000 |
$356,557.65 |
0.03% |
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 |
|
038461AS8 |
400,000 |
$347,790.00 |
0.03% |
AT&T INC 2.25%, due 02/01/2032 |
|
00206RKH4 |
436,000 |
$365,370.49 |
0.03% |
AVOLON HOLDINGS FNDG LTD 2.875%, due 02/15/2025 |
|
05401AAH4 |
325,000 |
$304,379.00 |
0.03% |
Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class XA, Variable rate, due 09/15/2048 |
|
06054AAY5 |
13,234,922 |
$278,262.92 |
0.03% |
BANK OF AMERICA CORP Variable rate, due 01/20/2028 |
|
06051GGF0 |
390,000 |
$381,027.95 |
0.03% |
BAYER US FINANCE II LLC 4.875%, due 06/25/2048 |
|
07274NAQ6 |
400,000 |
$376,229.93 |
0.03% |
BCAP LLC Trust Series 2007-AA3, Class 1A1, Variable rate, due 04/25/2037 |
|
05530VAA7 |
394,526 |
$372,612.19 |
0.03% |
BROADCOM INC 4.30%, due 11/15/2032 |
|
11135FAS0 |
295,000 |
$276,653.14 |
0.03% |
CARRIAGE SERVICES INC 4.25%, due 05/15/2029 |
|
143905AP2 |
375,000 |
$313,599.38 |
0.03% |
CHARTER COMM OPT LLC/CAP 5.375%, due 05/01/2047 |
|
161175BL7 |
370,000 |
$327,996.18 |
0.03% |
CHARTER COMM OPT LLC/CAP 5.75%, due 04/01/2048 |
|
161175BN3 |
325,000 |
$301,114.45 |
0.03% |
CIGNA CORP 4.375%, due 10/15/2028 |
|
125523AH3 |
330,000 |
$331,557.23 |
0.03% |
Citigroup Mortgage Loan Trust Inc Series 2007-WFH3, Class M1, Variable rate, due 06/25/2037 |
|
17313CAD1 |
386,227 |
$378,994.30 |
0.03% |
COMMONSPIRIT HEALTH 2.782%, due 10/01/2030 |
|
20268JAF0 |
370,000 |
$325,951.83 |
0.03% |
DIAMOND SPORTS GR/DIAMON 6.625%, due 08/15/2027 |
|
25277LAC0 |
1,377,000 |
$276,260.63 |
0.03% |
DNB BANK ASA Variable rate, due 03/30/2028 |
|
25601B2B0 |
435,000 |
$382,787.08 |
0.03% |
DOMINICAN REPUBLIC 4.875%, due 09/23/2032 |
|
P3579ECH8 |
350,000 |
$284,538.16 |
0.03% |
Fannie Mae Series 2019-33, Clas FN, Variable rate, due 07/25/2049 |
|
3136B45N4 |
284,223 |
$283,569.57 |
0.03% |
GNMA Series 2019-86, Class FE, Variable rate, due 07/20/2049 |
|
38381WH50 |
295,001 |
$293,942.29 |
0.03% |
GreenPoint Mortgage Funding Trust SEries 2007-AR1, Class 2A1A, Variable rate, due 03/25/2047 |
|
39539KAD5 |
349,039 |
$326,671.53 |
0.03% |
GSAA Home Equity Trust Series 2007-8, Class A3, Variable rate, due 08/25/2037 |
|
38144RAC1 |
321,913 |
$325,243.62 |
0.03% |
INTEL CORP 3.734%, due 12/08/2047 |
|
458140BG4 |
415,000 |
$361,079.85 |
0.03% |
INTELSAT JACKSON HLDG 8.50%, due 10/15/2024 |
|
45824TBA2 |
750,000 |
$358,237.50 |
0.03% |
JAZZ SECURITIES DAC 4.375%, due 01/15/2029 |
|
47216FAA5 |
365,000 |
$338,037.45 |
0.03% |
JPMORGAN CHASE & CO Variable rate, due 03/13/2026 |
|
46647PBH8 |
355,000 |
$335,694.51 |
0.03% |
KAZTRANSGAS JSC N/C, 4.375%, due 09/26/2027 |
|
Y4S6FLAB5 |
400,000 |
$354,900.00 |
0.03% |
KRAFT HEINZ FOODS CO 3.75%, due 04/01/2030 |
|
50077LAV8 |
300,000 |
$282,850.03 |
0.03% |
LLOYDS BANKING GROUP PLC Variable rate, due 07/09/2025 |
|
53944YAL7 |
365,000 |
$364,574.14 |
0.03% |
MASTR Adjustable Rate Mortgages Trust Series 2007-2, Class A1, Variable rate, due 03/25/2047 |
|
576429AA2 |
338,441 |
$319,683.44 |
0.03% |
MOLINA HEALTHCARE INC 3.875%, due 05/15/2032 |
|
60855RAL4 |
325,000 |
$284,900.97 |
0.03% |
NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 |
|
65339KBU3 |
345,000 |
$340,119.21 |
0.03% |
ORACLE CORP 4%, due 11/15/2047 |
|
68389XBQ7 |
490,000 |
$374,243.41 |
0.03% |
PETROLEOS MEXICANOS 6.625%, due 06/15/2035 |
|
706451BG5 |
370,000 |
$288,886.76 |
0.03% |
QWEST CORP N/C, 7.25%, due 09/15/2025 |
|
912920AK1 |
342,000 |
$359,197.47 |
0.03% |
REPUBLIC OF COLOMBIA 3.125%, due 04/15/2031 |
|
195325DS1 |
400,000 |
$309,820.00 |
0.03% |
REPUBLIC OF PARAGUAY 2.739%, due 01/29/2033 |
|
699149AK6 |
400,000 |
$313,472.62 |
0.03% |
ROCKIES EXPRESS PIPELINE 4.95%, due 07/15/2029 |
|
77340RAR8 |
350,000 |
$311,214.75 |
0.03% |
SES GLOBAL AMERICAS HLDG 5.30%, due 03/25/2044 |
|
78413KAB8 |
335,000 |
$293,979.96 |
0.03% |
SL GREEN OPERATING PARTN 3.25%, due 10/15/2022 |
|
78444FAF3 |
325,000 |
$325,505.28 |
0.03% |
SLM Student Loan Trust Series 2008-6, Class B, Variable rate, due 07/26/2083 |
|
78445CAE2 |
340,000 |
$323,312.97 |
0.03% |
SPRINT SPECTRUM / SPEC I 5.152%, due 03/20/2028 |
|
85208NAE0 |
280,000 |
$288,842.02 |
0.03% |
Structured Adjustable Rate Mortgage Loan Trust Series 2006-11, Class 1A1, Variable rate, due 12/25/2036 |
|
86362HAA1 |
371,597 |
$353,759.57 |
0.03% |
Structured Asset Mortgage Invements Inc Series 2006-AR3, Class 12A1, Variable rate, due 05/25/2036 |
|
86360KAE8 |
365,648 |
$323,148.75 |
0.03% |
Structured Asset Mortgage Investments Inc Series 2005-AR2, Class 2A1, Variable rate, due 05/25/2045 |
|
86359LJA8 |
303,849 |
$279,959.38 |
0.03% |
Structured Asset Mortgage Investments Inc Series 2006-AR4, Class 3A1, Variable rate, due 06/25/2036 |
|
86360QAE5 |
421,212 |
$380,295.17 |
0.03% |
Structured Asset Mortgage Investments Inc. Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
86362XAA6 |
418,171 |
$384,749.36 |
0.03% |
TRANSOCEAN POSEIDON LTD 6.875%, due 02/01/2027 |
|
89383JAA6 |
355,313 |
$337,022.79 |
0.03% |
TRANSOCEAN PROTEUS LTD 6.25%, due 12/01/2024 |
|
893829AA9 |
307,500 |
$297,922.91 |
0.03% |
UNITED MEXICAN STATES 4.75%, due 04/27/2032 |
|
91087BAK6 |
300,000 |
$296,444.09 |
0.03% |
USA COM PART/USA COM FIN 6.875%, due 04/01/2026 |
|
91740PAC2 |
340,000 |
$325,091.00 |
0.03% |
VENTAS REALTY LP 3.75%, due 05/01/2024 |
|
92277GAD9 |
300,000 |
$300,590.68 |
0.03% |
VICI PROPERTIES LP 4.95%, due 02/15/2030 |
|
925650AC7 |
335,000 |
$324,258.22 |
0.03% |
VMED O2 UK FINANCING I PLC 4.75%, due 07/15/2031 |
|
92858RAB6 |
400,000 |
$348,178.00 |
0.03% |
Washington Mutual Asset-Backed CTFS Series 2006-HE5, Class 1A, Variable rate, due 10/25/2036 |
|
93934XAA1 |
437,792 |
$363,307.05 |
0.03% |
WELLS FARGO & COMPANY Variable rate, due 03/24/2028 |
|
95000U2V4 |
310,000 |
$298,288.76 |
0.03% |
321 Henderson Receivables LLC Series 2013-2A, Class A, 4.21%, due 03/15/2062 |
|
46617JAA4 |
274,497 |
$271,407.74 |
0.02% |
ABBVIE INC 4.45%, due 05/14/2046 |
|
00287YAW9 |
200,000 |
$185,956.77 |
0.02% |
ANHEUSER-BUSCH INBEV WORLDWIDE 4.60%, due 04/15/2048 |
|
035240AN0 |
215,000 |
$200,119.75 |
0.02% |
ARAB REPUBLIC OF EGYPT N/C, 5.25%, due 10/06/2025 |
BMCFZF6 |
|
200,000 |
$173,895.00 |
0.02% |
AT&T INC 5.25%, due 03/01/2037 |
|
00206RDR0 |
200,000 |
$214,785.44 |
0.02% |
BANK OF AMERICA CORP Variable rate, due 04/22/2032 |
|
06051GJT7 |
300,000 |
$257,982.76 |
0.02% |
BAYER US FINANCE II LLC 4.25%, due 12/15/2025 |
|
07274NAJ2 |
180,000 |
$180,369.58 |
0.02% |
BAYER US FINANCE II LLC 4.625%, due 06/25/2038 |
|
07274NAN3 |
265,000 |
$247,496.91 |
0.02% |
Bear Stearns Mortgage Funding Trust Series 2007-AR1, Class 1A1, Variable rate, due 01/25/2037 |
|
07401MAA9 |
190,957 |
$175,977.56 |
0.02% |
BERRY GLOBAL INC 1.65%, due 01/15/2027 |
|
08576PAF8 |
295,000 |
$262,539.33 |
0.02% |
BOSTON PROPERTIES LP 2.75%, due 10/01/2026 |
|
10112RAY0 |
250,000 |
$236,511.24 |
0.02% |
BOSTON PROPERTIES LP 3.40%, due 06/21/2029 |
|
10112RBB9 |
200,000 |
$184,951.84 |
0.02% |
C&W SENIOR FINANCING DAC 6.875%, due 09/15/2027 |
|
12674TAA4 |
200,000 |
$187,779.00 |
0.02% |
CHARTER COMM OPT LLC/CAP 2.30%, due 02/01/2032 |
|
161175BX1 |
295,000 |
$229,589.11 |
0.02% |
CITIGROUP INC Variable rate, due 01/29/2031 |
|
172967ML2 |
315,000 |
$274,092.05 |
0.02% |
CITIGROUP INC Variable rate, due 04/23/2029 |
|
172967LW9 |
225,000 |
$218,672.86 |
0.02% |
CLEAN HARBORS INC 4.875%, due 07/15/2027 |
|
184496AN7 |
200,000 |
$190,340.00 |
0.02% |
CODELCO INC 3.15%, due 01/14/2030 |
|
P3143NBH6 |
250,000 |
$222,991.47 |
0.02% |
Colony American Finance Ltd Series 2020-3, Class XB, Variable rate, due 08/15/2053 |
|
21873CAE3 |
1,250,000 |
$186,081.25 |
0.02% |
COMMONSPIRIT HEALTH 3.347%, due 10/01/2029 |
|
20268JAB9 |
250,000 |
$232,884.82 |
0.02% |
Countrywide Alternative Loan Trust Series 2005-16, Class A3, Variable rate, due 06/25/2035 |
|
12667GME0 |
251,123 |
$223,801.81 |
0.02% |
Countrywide Alternative Loan Trust Series 2006-33CB, Class 2A1, 6%, due 11/25/2036 |
|
02148BAC8 |
290,066 |
$198,322.86 |
0.02% |
COX COMMUNICATIONS INC 3.15%, due 08/15/2024 |
|
224044CH8 |
173,000 |
$171,073.99 |
0.02% |
CREDIT SUISSE GROUP AG Variable rate, due 09/11/2025 |
|
225401AM0 |
205,000 |
$195,549.57 |
0.02% |
DENVER CITY & CNTY CO ARPT REV TAXABLE, 2.237%, due 11/15/2030 |
|
249182PS9 |
220,000 |
$190,565.58 |
0.02% |
DP WORLD CRESCENT LTD N/C, 4.848%, due 09/26/2028 |
|
26139PAB9 |
200,000 |
$202,273.60 |
0.02% |
EMPRESA DE TRANSPORTE METRO SA 3.65%, due 05/07/2030 |
|
29246QAD7 |
200,000 |
$181,434.00 |
0.02% |
ENDO DAC/FIN LLC/FINCO 6%, due 06/30/2028 |
|
29273DAC4 |
2,050,000 |
$184,500.00 |
0.02% |
EXXON MOBIL CORPORATION 4.327%, due 03/19/2050 |
|
30231GBG6 |
210,000 |
$204,566.43 |
0.02% |
FannieMae-Aces Series 2019-M29, Class X4, Variable rate, due 03/25/2029 |
|
3136B7HP9 |
6,100,000 |
$215,566.68 |
0.02% |
FARMERS EXCHANGE CAP III Variable rate, due 10/15/2054 |
|
30958QAA9 |
250,000 |
$257,769.22 |
0.02% |
FHLMC Multifamily Structured Pass Through Certs. Series K026, Class X3, Variable rate, due 12/25/2040 |
|
3137B1BU5 |
30,000,000 |
$253,893.00 |
0.02% |
FHLMC Multifamily Structured Pass Through Certs. Series K044, Class X1, Variable rate, due 01/25/2025 |
|
3137BHCZ8 |
11,258,067 |
$191,214.90 |
0.02% |
FHLMC Multifamily Structured Pass Through Certs. Series K051, Class X1, Variable rate, due 09/25/2025 |
|
3137BM7D2 |
15,990,645 |
$233,880.78 |
0.02% |
FHLMC Multifamily Structured Pass Through Certs. Series KC05, Class X1, Variable rate, due 06/25/2027 |
|
3137FPJQ9 |
7,149,865 |
$267,572.27 |
0.02% |
Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049 |
|
3137FP5D3 |
237,492 |
$237,452.13 |
0.02% |
GLOBAL BANK CORPORATION Variable rate, due 04/16/2029 |
|
P47718AE4 |
200,000 |
$190,240.00 |
0.02% |
GLP CAPITAL LP / FIN II 5.30%, due 01/15/2029 |
|
361841AL3 |
185,000 |
$183,478.73 |
0.02% |
GLP CAPITAL LP / FIN II 5.375%, due 11/01/2023 |
|
361841AF6 |
200,000 |
$202,336.64 |
0.02% |
GLP CAPITAL LP / FIN II 5.75%, due 06/01/2028 |
|
361841AK5 |
175,000 |
$179,751.45 |
0.02% |
GNMA Series 2018-63, Class IO, 4%, due 09/20/2047 |
|
38380WUG2 |
1,062,028 |
$170,341.92 |
0.02% |
GNMA Series 2020-133, Class FA, Variable rate, due 02/20/2049 |
|
38382JB47 |
210,023 |
$209,974.00 |
0.02% |
GreenPoint Mortgage Funding Trust Series 2005-AR3, Class 1A1, Variable rate, due 08/25/2045 |
|
39538RBW8 |
267,149 |
$218,248.36 |
0.02% |
HCA INC 5.25%, due 06/15/2026 |
|
404119BT5 |
260,000 |
$267,137.06 |
0.02% |
HERENS HOLDCO SARL 4.75%, due 05/15/2028 |
|
427169AA5 |
275,000 |
$235,811.13 |
0.02% |
HOLOGIC INC 4.625%, due 02/01/2028 |
|
436440AM3 |
208,000 |
$201,352.32 |
0.02% |
HUDSON PACIFIC PROPERTIES 4.65%, due 04/01/2029 |
|
44409MAB2 |
175,000 |
$173,718.81 |
0.02% |
INTELSAT JACKSON HLDG 5.50%, due 08/01/2023 |
|
45824TAP0 |
600,000 |
$260,346.00 |
0.02% |
INVITATION HOMES OPERATING 2.30%, due 11/15/2028 |
|
46188BAB8 |
310,000 |
$269,283.43 |
0.02% |
IRON MOUNTAIN INC 4.50%, due 02/15/2031 |
|
46284VAN1 |
200,000 |
$171,035.00 |
0.02% |
IRON MOUNTAIN INC 5.25%, due 07/15/2030 |
|
46284VAJ0 |
200,000 |
$181,300.00 |
0.02% |
JP Morgan Mortgage Acquisition Corp Series 2006-WF1, Class A5, Variable rate, due 07/25/2036 |
|
46628SAH6 |
614,239 |
$222,449.09 |
0.02% |
JPMORGAN CHASE & CO Variable rate, due 04/23/2029 |
|
46647PAR7 |
200,000 |
$195,118.92 |
0.02% |
KAZMUNAYGAS NATIONAL CO N/C, 4.75%, due 04/19/2027 |
|
Y4596HAC1 |
200,000 |
$185,384.80 |
0.02% |
KINDER MORGAN INC 5.55%, due 06/01/2045 |
|
49456BAH4 |
250,000 |
$247,744.22 |
0.02% |
KRAFT HEINZ FOODS CO 4.25%, due 03/01/2031 |
|
50077LBF2 |
186,000 |
$180,723.76 |
0.02% |
KRAFT HEINZ FOODS CO 4.375%, due 06/01/2046 |
|
50077LAB2 |
240,000 |
$205,399.50 |
0.02% |
LEVEL 3 FINANCING INC 3.75%, due 07/15/2029 |
|
527298BT9 |
300,000 |
$238,936.50 |
0.02% |
LLOYDS BANKING GROUP PLC N/C, 3.90%, due 03/12/2024 |
|
53944YAH6 |
200,000 |
$200,743.56 |
0.02% |
MLCC Mortgage Investors Inc Series 2004-E, Class A2B, Variable rate, due 11/25/2029 |
|
59020UJR7 |
186,976 |
$179,745.34 |
0.02% |
MONG DUONG FIN HLDGS BV 5.125%, due 05/07/2029 |
|
N6000DAA1 |
250,000 |
$212,187.50 |
0.02% |
MORGAN STANLEY Variable rate, due 10/20/2032 |
|
61747YEH4 |
215,000 |
$181,793.60 |
0.02% |
NATIONAL RETAIL PROP INC 3.90%, due 06/15/2024 |
|
637417AG1 |
250,000 |
$251,806.91 |
0.02% |
PILGRIM'S PRIDE CORP 4.25%, due 04/15/2031 |
|
72147KAF5 |
286,000 |
$252,759.65 |
0.02% |
PT FREEPORT INDONESIA 4.763%, due 04/14/2027 |
|
69377FAA4 |
200,000 |
$197,950.00 |
0.02% |
REALTY INCOME CORP 4.625%, due 11/01/2025 |
|
756109BE3 |
250,000 |
$256,562.63 |
0.02% |
REPUBLIC OF PHILIPPINES N/C, 1.95%, due 01/06/2032 |
|
718286CN5 |
300,000 |
$246,221.15 |
0.02% |
REPUBLIC OF SOUTH AFRICA N/C, 5.875%, due 04/20/2032 |
|
836205BC7 |
200,000 |
$184,850.00 |
0.02% |
S&P GLOBAL INC 4.75%, due 08/01/2028 |
|
78409VAY0 |
215,000 |
$224,010.51 |
0.02% |
SA GLOBAL SUKUK LTD 1.602%, due 06/17/2026 |
|
G7777XAA4 |
200,000 |
$183,771.00 |
0.02% |
SAUDI ARABIAN OIL CO 2.25%, due 11/24/2030 |
|
80414L2K0 |
200,000 |
$173,662.00 |
0.02% |
SAUDI INTERNATIONAL BOND N/C, 3.25%, due 10/22/2030 |
BMFH861 |
|
200,000 |
$191,965.00 |
0.02% |
SES SA 3.60%, due 04/04/2023 |
|
78413HAA7 |
200,000 |
$200,207.60 |
0.02% |
SLM Student Loan Trust Series 2008-2, Class B, Variable rate, due 01/25/2083 |
|
784442AD7 |
300,000 |
$247,264.80 |
0.02% |
SLM Student Loan Trust Series 2008-3, Class B, Variable rate, due 04/26/2083 |
|
78444GAD6 |
300,000 |
$266,771.97 |
0.02% |
SLM Student Loan Trust Series 2008-8, Class B, Variable rate, due 10/25/2075 |
|
78445GAE3 |
220,000 |
$217,618.02 |
0.02% |
Soundview Home Equity Loan Trust Series 2007-OPT2, Class 2A4, Variable rate, due 07/25/2037 |
|
83613DAE6 |
210,778 |
$176,223.63 |
0.02% |
SOUTHERN CO GAS CAPITAL 5.875%, due 03/15/2041 |
|
001192AH6 |
155,000 |
$168,067.66 |
0.02% |
SUNOCO LP/FINANCE CORP 4.50%, due 04/30/2030 |
|
86765LAU1 |
196,000 |
$168,156.13 |
0.02% |
TBW Mortgage Backed Pass Through Certificates Series 2006-4, Class A4, Variable rate, due 09/25/2036 |
|
872224AE0 |
213,371 |
$209,690.93 |
0.02% |
TEACHERS INSUR & ANNUITY 3.30%, due 05/15/2050 |
|
878091BG1 |
220,000 |
$169,947.43 |
0.02% |
TENET HEALTHCARE CORP 4.875%, due 01/01/2026 |
|
88033GCY4 |
250,000 |
$240,925.00 |
0.02% |
TITAN ACQ/CO-BORROWER 7.75%, due 04/15/2026 |
|
88827AAA1 |
222,000 |
$209,091.81 |
0.02% |
T-MOBILE USA INC 4.375%, due 04/15/2040 |
|
87264AAX3 |
250,000 |
$228,199.57 |
0.02% |
VENTAS REALTY LP 2.65%, due 01/15/2025 |
|
92277GAT4 |
250,000 |
$242,982.22 |
0.02% |
VICI PROPERTIES / NOTE 3.875%, due 02/15/2029 |
|
92564RAL9 |
280,000 |
$246,363.60 |
0.02% |
VICI PROPERTIES / NOTE 4.50%, due 01/15/2028 |
|
92564RAK1 |
215,000 |
$198,095.09 |
0.02% |
VICI PROPERTIES / NOTE 4.50%, due 09/01/2026 |
|
92564RAH8 |
290,000 |
$271,585.00 |
0.02% |
VICI PROPERTIES / NOTE 5.75%, due 02/01/2027 |
|
92564RAJ4 |
210,000 |
$206,985.46 |
0.02% |
VIRGIN MEDIA SECURED FINANCE 5.50%, due 05/15/2029 |
|
92769XAP0 |
270,000 |
$252,478.35 |
0.02% |
WASTE CONNECTIONS INC 2.60%, due 02/01/2030 |
|
94106BAA9 |
300,000 |
$267,531.92 |
0.02% |
Wells Fargo Mortgage Backed Securities Trust Series 2007-AR5, Class A1, Variable rate, due 10/25/2037 |
|
94986DAA0 |
233,637 |
$224,770.48 |
0.02% |
ABBVIE INC 4.05%, due 11/21/2039 |
|
00287YCA5 |
105,000 |
$94,881.40 |
0.01% |
Adjustable Rate Mortgage Trust Series 2005-8, Class 3A21, Variable rate, due 11/25/2035 |
|
007036QH2 |
88,569 |
$74,562.39 |
0.01% |
AERCAP IRELAND CAP/GLOBAL 3.875%, due 01/23/2028 |
|
00774MAE5 |
115,000 |
$105,832.90 |
0.01% |
ALEXANDRIA REAL ESTATE EQUITIES 3.45%, due 04/30/2025 |
|
015271AL3 |
75,000 |
$74,452.15 |
0.01% |
ALLIANT ENERGY FINANCE 3.75%, due 06/15/2023 |
|
01882YAA4 |
75,000 |
$75,146.94 |
0.01% |
AMERICAN CAMPUS CMNTYS 3.75%, due 04/15/2023 |
|
024836AA6 |
75,000 |
$75,421.82 |
0.01% |
ANTERO RESOURCES CORP 8.375%, due 07/15/2026 |
|
03674XAN6 |
105,000 |
$113,242.50 |
0.01% |
Argent Securities Inc. Series 2005-W3, Class M1, Variable rate, due 11/25/2035 |
|
040104PC9 |
143,919 |
$141,533.44 |
0.01% |
Asset Backed Funding Certificates Series 2007-NC1, Class A2, Variable rate, due 05/25/2037 |
|
00076BAB0 |
76,819 |
$72,983.40 |
0.01% |
AT&T INC 4.50%, due 05/15/2035 |
|
00206RCP5 |
150,000 |
$149,631.06 |
0.01% |
AVOLON HOLDINGS FNDG LTD 3.95%, due 07/01/2024 |
|
05401AAF8 |
100,000 |
$97,691.51 |
0.01% |
BALL CORP 4%, due 11/15/2023 |
|
058498AS5 |
58,000 |
$58,178.35 |
0.01% |
BANK OF AMERICA CORP Variable rate, due 10/22/2030 |
|
06051GHX0 |
165,000 |
$147,022.13 |
0.01% |
Bear Stearns Mortgage Funding Trust Series 2007-AR3, Class 1A1, Variable rate, due 03/25/2037 |
|
07401VAA9 |
176,664 |
$161,878.12 |
0.01% |
BROADCOM INC 3.625%, due 10/15/2024 |
|
11135FAY7 |
75,000 |
$75,069.77 |
0.01% |
CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
135,000 |
$130,606.43 |
0.01% |
CHINA AOYUAN GROUP LTD 6.35%, due 02/08/2024 |
|
G2119ZAE9 |
605,000 |
$125,537.50 |
0.01% |
CHINA SCE GRP HLDGS LTD 7%, due 05/02/2025 |
|
G21190AG1 |
200,000 |
$106,000.00 |
0.01% |
CIM Trust Series 2018-R6, Class A1, Variable rate, due 09/25/2058 |
|
12554EAA2 |
148,007 |
$145,304.53 |
0.01% |
CITIGROUP INC Variable rate, due 07/24/2023 |
|
172967LM1 |
100,000 |
$100,002.39 |
0.01% |
Colony American Finance Ltd Series 2020-1, Class XA, Variable rate, due 03/15/2050 |
|
21872UAE4 |
1,279,625 |
$100,380.20 |
0.01% |
Colony American Finance Ltd Series 2020-3, Class XA, Variable rate, due 08/15/2053 |
|
21873CAC7 |
1,058,020 |
$108,018.52 |
0.01% |
COMERICA INC Variable rate |
|
200340AU1 |
135,000 |
$133,926.64 |
0.01% |
COMM Mortgage Trust Series 2020-CBM, Class XCP, 0.493%, due 11/13/2039 |
|
20049AAC2 |
4,601,344 |
$69,319.25 |
0.01% |
Countrywide Alternative Loan Trust Series 2005-76, Class 1A1, Variable rate, due 01/25/2036 |
|
12668BDC4 |
72,202 |
$69,871.53 |
0.01% |
Countrywide Asset-Backed Certificates Series 2006-6, Class 1A1, Variable rate, due 09/25/2036 |
|
126670ZH4 |
71,849 |
$71,834.96 |
0.01% |
CSMCM Trust Certificates Series 2022-RPL1, Class CERT, 3.77782%, due 02/27/2062 |
|
BCC35GZV7 |
143,359 |
$149,687.22 |
0.01% |
EVERGY METRO 4.20%, due 06/15/2047 |
|
485134BQ2 |
100,000 |
$91,875.83 |
0.01% |
Fannie Mae Series 2011-116, Class SA, Variable rate, due 11/25/2041 |
|
3136A1L60 |
1,019,374 |
$101,028.38 |
0.01% |
FANNIE MAE Series 2012-128, Class UA, 2.50%, due 06/25/2042 |
|
3136A9VM7 |
165,253 |
$158,331.54 |
0.01% |
Fannie Mae Series 2012-56, Class FK, Variable rate, due 06/25/2042 |
|
3136A6VQ4 |
141,546 |
$141,840.53 |
0.01% |
Fannie Mae Series 2013-18, Class MI, 3%, due 02/25/2033 |
|
3136ACXN6 |
1,268,475 |
$75,682.15 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series K025, Class X3, Variable rate, due 11/25/2040 |
|
3137AYCG4 |
11,075,000 |
$74,291.10 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series K031, Class X1, Variable rate, due 04/25/2023 |
|
3137B3NY0 |
72,272,432 |
$107,881.05 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series K035, Class X1, Variable rate, due 08/25/2023 |
|
3137B5KX0 |
16,943,744 |
$64,248.98 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series K035, Class X3, Variable rate, due 12/25/2041 |
|
3137B5KY8 |
4,000,000 |
$80,505.20 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series K037, Class X3, Variable rate, due 01/25/2042 |
|
3137B8G68 |
2,500,000 |
$84,930.75 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042 |
|
3137BDCY0 |
2,145,000 |
$107,532.71 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series K045, Class X1, Variable rate, due 01/25/2025 |
|
3137BHXK8 |
7,347,822 |
$77,645.90 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series K060, Class X3, Variable rate, due 12/25/2044 |
|
3137BTAF8 |
1,900,000 |
$137,129.84 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series K726, Class X1, Variable rate, due 04/25/2024 |
|
3137BYPS3 |
10,054,996 |
$146,535.49 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series K728, Class X3, Variable rate, due 11/25/2045 |
|
3137FBTD8 |
2,230,000 |
$99,697.95 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series KF25, Class A, Variable rate, due 10/25/2023 |
|
3137BTAV3 |
129,695 |
$129,756.77 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series KS06, Class X, Variable rate, due 08/25/2026 |
|
3137BS5P4 |
3,657,087 |
$111,726.57 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series KS07, Class X, Variable rate, due 09/25/2025 |
|
3137BS6G3 |
4,869,078 |
$92,071.35 |
0.01% |
FHLMC Multifamily Structured Pass Through Certs. Series KS11, Class XFX, Variable rate, due 06/25/2029 |
|
3137FNB25 |
1,800,000 |
$157,965.48 |
0.01% |
First Franklin Mtg Loan Asset Backed Certificates Series 2006-FF11, Class 2A, Variable rate, due 08/25/2036 |
|
32028PAE5 |
67,637 |
$63,963.05 |
0.01% |
FIRSTCASH INC 4.625%, due 09/01/2028 |
|
33767DAB1 |
164,000 |
$144,760.30 |
0.01% |
GNMA Series 2003-110, Class S, Variable rate, due 10/20/2033 |
|
38374EP35 |
1,073,328 |
$65,934.54 |
0.01% |
GNMA Series 2011-119, Class D, 3.507%, due 04/16/2045 |
|
38376G3Q1 |
147,033 |
$146,995.62 |
0.01% |
GRAPHIC PACKAGING INTL 4.875%, due 11/15/2022 |
|
38869PAL8 |
58,000 |
$58,060.61 |
0.01% |
HarborView Mortgage Loan Trust Series 2005-9, Class 2A1A, Variable rate, due 06/20/2035 |
|
41161PSK0 |
170,522 |
$162,226.31 |
0.01% |
HCA INC 5%, due 03/15/2024 |
|
404119BN8 |
120,000 |
$122,933.47 |
0.01% |
HCA INC 5.25%, due 04/15/2025 |
|
404119BQ1 |
90,000 |
$92,768.89 |
0.01% |
HUMANA INC 3.15%, due 12/01/2022 |
|
444859BA9 |
100,000 |
$100,240.73 |
0.01% |
IndyMac INDX Mortgage Loan Trust Series 2007-FLX2, Class A1C, Variable rate, due 04/25/2037 |
|
45668RAC2 |
152,962 |
$130,555.20 |
0.01% |
INTEL CORP 3.05%, due 08/12/2051 |
|
458140BW9 |
100,000 |
$76,629.71 |
0.01% |
INTELSAT JACKSON HLDG 9.75%, due 07/15/2025 |
|
45824TAY1 |
303,000 |
$136,053.06 |
0.01% |
J.P. Morgan Alternative Loan Trust Series 2007-S1, Class A2, Variable rate, due 04/25/2047 |
|
466275AB0 |
54,808 |
$55,229.57 |
0.01% |
JPMORGAN CHASE & CO Variable rate, due 03/16/2024 |
|
46647PBZ8 |
130,000 |
$127,306.44 |
0.01% |
Lehman XS Trust Series 2005-5N, Class 3A1A, Variable rate, due 11/25/2035 |
|
86359DUR6 |
133,208 |
$132,134.79 |
0.01% |
MASTR Asset Backed Securities Trust Series 2006-HE5, Class A3, Variable rate, due 11/25/2036 |
|
576455AC3 |
126,997 |
$88,548.58 |
0.01% |
METROPOLITAN EDISON CO 3.50%, due 03/15/2023 |
|
591894BY5 |
100,000 |
$99,917.78 |
0.01% |
MIAMI-DADE CNTY FL AVIATION REV TAXABLE, 3.454%, due 10/01/2030 |
|
59333P2N7 |
105,000 |
$100,702.98 |
0.01% |
MLCC Mortgage Investors Inc Series 2003-D, Class A, Variable rate, due 08/25/2028 |
|
589929V21 |
120,237 |
$118,006.18 |
0.01% |
NATIONWIDE BLDG SOCIETY Variable rate, due 03/08/2024 |
|
63861VAA5 |
135,000 |
$135,133.55 |
0.01% |
PARK AEROSPACE HOLDINGS 5.50%, due 02/15/2024 |
|
70014LAB6 |
82,000 |
$82,767.94 |
0.01% |
PETROLEOS MEXICANOS 6.75%, due 09/21/2047 |
|
71654QCC4 |
105,000 |
$72,975.00 |
0.01% |
PETROLEOS MEXICANOS 6.95%, due 01/28/2060 |
|
71654QDF6 |
110,000 |
$76,383.45 |
0.01% |
PETROLEOS MEXICANOS 7.69%, due 01/23/2050 |
|
71654QDD1 |
180,000 |
$136,395.00 |
0.01% |
PUGET SOUND ENERGY INC 4.223%, due 06/15/2048 |
|
745332CH7 |
100,000 |
$91,826.66 |
0.01% |
Residential Asset Securities Corporation Series 2005-KS11, Class M2, Variable rate, due 12/25/2035 |
|
76110W7E0 |
60,516 |
$60,274.67 |
0.01% |
Residential Asset Securities Corporation Series 2006-KS3, Class M1, Variable rate, due 04/25/2036 |
|
76113ABL4 |
83,107 |
$82,310.29 |
0.01% |
ROCKIES EXPRESS PIPELINE 6.875%, due 04/15/2040 |
|
77340RAM9 |
100,000 |
| | |