Bridge Builder Core Bond Fund
Schedule of Investments
September 30, 2020 (Unaudited)
| Principal Amount |
Value | |||||||
| BONDS & NOTES – 97.34% |
||||||||
| Asset-Backed Obligations – 11.68% |
||||||||
| ABFC 2005-AQ1 Trust |
||||||||
| 4.63%, 01/25/2034(1) |
$ | 114,556 | $ | 116,450 | ||||
| ABFC 2006-OPT1 Trust |
||||||||
| 0.30% (1 Month LIBOR USD + 0.15%, 0.15% Floor), 09/25/2036(2) |
2,646,863 | 2,607,925 | ||||||
| Academic Loan Funding Trust 2013-1 |
||||||||
| 0.95% (1 Month LIBOR USD + 0.80%), 12/26/2044(2)(3) |
729,678 | 712,820 | ||||||
| Allegro CLO VII Ltd. |
||||||||
| 1.38% (3 Month LIBOR USD + 1.10%, 1.10% Floor), 06/13/2031(2)(3) |
12,000,000 | 11,853,000 | ||||||
| Ally Auto Receivables Trust 2019-4 |
||||||||
| 1.84%, 06/17/2024 |
6,027,000 | 6,132,007 | ||||||
| 1.92%, 01/15/2025 |
1,987,000 | 2,038,648 | ||||||
| 1.93%, 10/17/2022 |
4,923,380 | 4,944,527 | ||||||
| American Credit Acceptance Receivables Trust 2017-2 |
||||||||
| 3.69%, 06/12/2023(3) |
2,522,374 | 2,547,999 | ||||||
| American Credit Acceptance Receivables Trust 2019-4 |
||||||||
| 2.18%, 02/13/2023(3) |
4,998,406 | 5,018,974 | ||||||
| American Credit Acceptance Receivables Trust 2020-2 SER 2020-2 |
||||||||
| 1.65%, 12/13/2023(3) |
2,724,518 | 2,744,178 | ||||||
| American Express Credit Account Master Trust |
||||||||
| 0.39% (1 Month LIBOR USD + 0.24%), 04/15/2024(2) |
8,760,000 | 8,771,907 | ||||||
| American Homes 4 Rent 2014-SFR2 Trust |
||||||||
| 3.79%, 10/17/2036(3) |
3,722,440 | 4,019,193 | ||||||
| 4.29%, 10/17/2036(3) |
300,000 | 323,922 | ||||||
| 6.23%, 10/17/2036(3) |
1,000,000 | 1,127,397 | ||||||
| American Homes 4 Rent 2014-SFR3 Trust |
||||||||
| 4.60%, 12/17/2036(3) |
600,000 | 650,573 | ||||||
| 6.42%, 12/17/2036(3) |
1,000,000 | 1,126,790 | ||||||
| American Homes 4 Rent 2015-SFR1 |
||||||||
| 3.47%, 04/17/2052(3) |
2,027,336 | 2,164,955 | ||||||
| 5.64%, 04/17/2052(3) |
3,900,000 | 4,309,564 | ||||||
| American Homes 4 Rent 2015-SFR2 Trust |
||||||||
| 3.73%, 10/17/2052(3) |
1,763,859 | 1,919,430 | ||||||
| AmeriCredit Automobile Receivables Trust 2017-1 |
||||||||
| 2.71%, 08/18/2022 |
559,858 | 564,600 | ||||||
| 3.13%, 01/18/2023 |
1,387,000 | 1,423,356 | ||||||
| AmeriCredit Automobile Receivables Trust 2017-2 |
||||||||
| 3.42%, 04/18/2023 |
6,000,000 | 6,154,214 | ||||||
| AmeriCredit Automobile Receivables Trust 2017-4 |
||||||||
| 2.36%, 12/19/2022 |
5,355,000 | 5,394,321 | ||||||
| AmeriCredit Automobile Receivables Trust 2018-1 |
||||||||
| 3.50%, 01/18/2024 |
6,000,000 | 6,241,294 | ||||||
| AmeriCredit Automobile Receivables Trust 2018-2 |
||||||||
| 3.45%, 06/18/2024 |
7,636,000 | 7,887,053 | ||||||
| AmeriCredit Automobile Receivables Trust 2019-1 |
||||||||
| 3.13%, 02/18/2025 |
3,400,000 | 3,529,175 | ||||||
| 3.36%, 02/18/2025 |
3,500,000 | 3,693,495 | ||||||
| AmeriCredit Automobile Receivables Trust 2019-2 |
||||||||
| 2.43%, 09/19/2022 |
875,684 | 879,297 | ||||||
| AmeriCredit Automobile Receivables Trust 2019-3 |
||||||||
| 2.17%, 01/18/2023 |
913,759 | 920,679 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-1 |
||||||||
| 1.48%, 01/21/2025 |
6,100,000 | 6,203,560 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-2 SER 2020-2 CL A3 REGD |
||||||||
| 0.66%, 12/18/2024 |
3,286,000 | 3,297,264 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-2 SER 2020-2 CL B REGD |
||||||||
| 0.97%, 02/18/2026 |
1,443,000 | 1,447,369 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-2 SER 2020-2 CL C REGD |
||||||||
| 1.48%, 02/18/2026 |
1,663,000 | 1,684,792 | ||||||
| Amortizing Residential Collateral Trust 2002-BC5 |
||||||||
| 1.18% (1 Month LIBOR USD + 1.04%, 0.69% Floor), 07/25/2032(2) |
1,567,715 | 1,561,953 | ||||||
| AMSR 2020-SFR3 Trust SER 2020-SFR3 CL E1 REGD 144A P/P |
||||||||
| 2.56%, 09/17/2037(3) |
6,000,000 | 5,999,668 | ||||||
| AMSR 2020-SFR4 Trust |
||||||||
| 1.86%, 11/17/2037(3) |
9,000,000 | 8,995,286 | ||||||
| Anchorage Capital CLO 2013-1 Ltd. |
||||||||
| 1.52% (3 Month LIBOR USD + 1.25%), 10/13/2030(2)(3) |
2,500,000 | 2,489,887 | ||||||
| Ares LVI CLO Ltd. |
||||||||
| 0.00% (3 Month LIBOR USD + 1.28%, 1.28% Floor), 10/25/2031(2)(3) |
5,000,000 | 5,000,000 | ||||||
| Argent Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-W3 |
||||||||
| 0.49% (1 Month LIBOR USD + 0.34%, 0.34% Floor), 11/25/2035(2) |
993,490 | 990,495 | ||||||
| Asset Backed Securities Corp. Home Equity Loan Trust Series 2003-HE6 |
||||||||
| 0.83% (1 Month LIBOR USD + 0.68%, 0.34% Floor), 11/25/2033(2) |
1,862,969 | 1,791,117 | ||||||
| Asset Backed Securities Corp. Home Equity Loan Trust Series AEG 2006-HE1 |
||||||||
| 0.36% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 01/25/2036(2) |
1,315,248 | 1,309,229 | ||||||
| Asset-Backed Pass-Through Certificates Series 2004-R2 |
||||||||
| 0.93% (1 Month LIBOR USD + 0.78%, 0.39% Floor), 04/25/2034(2) |
157,171 | 156,789 | ||||||
| Atlas Senior Loan Fund III Ltd. |
||||||||
| 1.11% (3 Month LIBOR USD + 0.83%), 11/17/2027(2)(3) |
5,522,497 | 5,469,652 | ||||||
| Avis Budget Rental Car Funding AESOP LLC |
||||||||
| 2.33%, 08/20/2026(3) |
6,100,000 | 6,281,376 | ||||||
| 2.36%, 03/20/2026(3) |
12,000,000 | 12,252,979 | ||||||
| 3.70%, 09/20/2024(3) |
6,200,000 | 6,512,562 | ||||||
| 4.00%, 03/20/2025(3) |
5,800,000 | 6,203,058 | ||||||
| B2R Mortgage Trust 2015-2 |
||||||||
| 3.34%, 11/15/2048(3) |
63,354 | 63,320 | ||||||
| Barings Clo Ltd. 2020-II |
||||||||
| 0.00% (3 Month LIBOR USD + 1.29%, 1.29% Floor), 10/15/2033(2)(3) |
15,000,000 | 15,000,000 | ||||||
| Bayview Financial Mortgage Pass-Through Trust 2007-B |
||||||||
| 6.83%, 08/28/2047(1) |
150,195 | 149,604 | ||||||
| Bayview Opportunity Master Fund V Trust 2020-RPL1 |
||||||||
| 3.10%, 09/25/2035(1)(3) |
2,137,000 | 2,138,069 | ||||||
| Bear Stearns Asset Backed Securities Trust 2003-2 |
||||||||
| 1.65% (1 Month LIBOR USD + 1.50%, 0.75% Floor, 11.00% Cap), 03/25/2043(2) |
3,368,152 | 3,365,410 | ||||||
| BMW Floorplan Master Owner Trust |
||||||||
| 0.47% (1 Month LIBOR USD + 0.32%), 05/15/2023(2)(3) |
6,407,000 | 6,412,642 | ||||||
| BMW Vehicle Owner Trust 2020-A SER 2020-A CL A4 REGD |
||||||||
| 0.62%, 04/26/2027 |
3,009,000 | 3,025,605 | ||||||
| Business Jet Securities 2019-1 LLC |
||||||||
| 4.21%, 07/15/2034(3) |
8,192,525 | 8,210,653 | ||||||
| Business Jet Securities LLC |
||||||||
| 4.34%, 02/15/2033(3) |
2,232,267 | 2,236,210 | ||||||
| Business Jet Securities LLC 2018-2 |
||||||||
| 4.45%, 06/15/2033(3) |
5,110,560 | 5,109,634 | ||||||
| BXG Receivables Note Trust 2012-A |
||||||||
| 2.66%, 12/02/2027(3) |
56,732 | 56,941 | ||||||
| Camillo Issuer LLC 2016-SFR1 A |
||||||||
| 5.00%, 12/05/2023(3)(14) |
4,915,405 | 4,904,653 | ||||||
| Capital Auto Receivables Asset Trust 2018-1 |
||||||||
| 2.79%, 01/20/2022(3) |
746,100 | 747,457 | ||||||
| Capital One Multi-Asset Execution Trust |
||||||||
| 1.72%, 08/15/2024 |
2,808,000 | 2,884,467 | ||||||
| Capital One Prime Auto Receivables Trust 2019-2 |
||||||||
| 1.92%, 05/15/2024 |
3,455,000 | 3,530,117 | ||||||
| Carlyle US Clo 2017-1 Ltd. |
||||||||
| 1.50% (3 Month LIBOR USD + 1.23%), 04/20/2031(2)(3) |
5,468,425 | 5,397,380 | ||||||
| Carlyle US Clo 2017-2 Ltd. |
||||||||
| 1.49% (3 Month LIBOR USD + 1.22%), 07/20/2031(2)(3) |
3,000,000 | 2,978,550 | ||||||
| CarMax Auto Owner Trust |
||||||||
| 1.89%, 12/16/2024 |
3,601,000 | 3,696,099 | ||||||
| 2.03%, 06/16/2025 |
2,415,000 | 2,508,863 | ||||||
| CarMax Auto Owner Trust 2020-3 |
||||||||
| 0.77%, 03/16/2026 |
2,901,000 | 2,930,031 | ||||||
| CarMax Auto Owner Trust 2018-2 |
||||||||
| 3.16%, 07/17/2023 |
2,635,000 | 2,737,197 | ||||||
| CarMax Auto Owner Trust 2019-1 |
||||||||
| 3.26%, 08/15/2024 |
1,614,000 | 1,711,128 | ||||||
| Carnow Auto Receivables Trust 2019-1 |
||||||||
| 3.36%, 06/17/2024(3) |
3,710,000 | 3,755,839 | ||||||
| Carvana Auto Receivables Trust 2019-3 |
||||||||
| 3.04%, 04/15/2025(3) |
11,005,000 | 11,253,696 | ||||||
| Catamaran CLO 2014-2 Ltd. |
||||||||
| 1.67% (3 Month LIBOR USD + 1.40%), 10/18/2026(2)(3) |
249,535 | 249,240 | ||||||
| CBAM 2019-11 Ltd. |
||||||||
| 1.63% (3 Month LIBOR USD + 1.36%, 1.36% Floor), 10/20/2032(2)(3) |
22,000,000 | 21,896,534 | ||||||
| Chase Funding Trust Series 2003-4 |
||||||||
| 5.08%, 05/25/2033(1) |
112,770 | 117,618 | ||||||
| Chase Funding Trust Series 2003-6 |
||||||||
| 5.00%, 11/25/2034(1) |
144,662 | 151,819 | ||||||
| 5.00%, 11/25/2034(1) |
246,306 | 258,142 | ||||||
| CIFC Funding 2018-II Ltd. |
||||||||
| 1.31% (3 Month LIBOR USD + 1.04%), 04/20/2031(2)(3) |
10,000,000 | 9,873,770 | ||||||
| CIG Auto Receivables Trust 2020-1 |
||||||||
| 2.35%, 01/12/2026(3) |
6,200,000 | 6,198,470 | ||||||
| CLUB Credit Trust |
||||||||
| 3.82%, 01/15/2026(3) |
1,152,261 | 1,160,074 | ||||||
| Colony American Finance 2016-2 Ltd. |
||||||||
| 2.55%, 11/15/2048(3) |
777,987 | 779,460 | ||||||
| Commonbond Student Loan Trust 2017-B-GS |
||||||||
| 2.68%, 09/25/2042(3) |
5,400,569 | 5,556,075 | ||||||
| Commonbond Student Loan Trust 2018-A-GS |
||||||||
| 3.21%, 02/25/2044(3) |
4,558,308 | 4,715,194 | ||||||
| Commonbond Student Loan Trust 2018-C-GS |
||||||||
| 3.87%, 02/25/2046(3) |
1,585,923 | 1,651,640 | ||||||
| Conseco Finance Corp. |
||||||||
| 6.18%, 04/01/2030 |
7,936 | 8,115 | ||||||
| 6.22%, 03/01/2030 |
19,734 | 20,089 |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I Series 2019-HP1 |
||||||||
| 2.59%, 12/15/2026(3) |
2,772,774 | 2,804,185 | ||||||
| Consumer Loan Underlying Bond Credit Trust 2019-P1 |
||||||||
| 2.94%, 07/15/2026(3) |
1,369,558 | 1,379,868 | ||||||
| COOF Securitization Trust 2014-1 Ltd. |
||||||||
| 3.07%, 06/25/2040(3)(4) |
669,666 | 69,271 | ||||||
| Corevest American Finance 2019-1 Trust |
||||||||
| 3.88%, 03/15/2052(3) |
4,860,000 | 5,228,595 | ||||||
| Corevest American Finance 2019-3 Trust |
||||||||
| 2.71%, 10/15/2052(3) |
5,538,001 | 5,742,884 | ||||||
| 3.16%, 10/15/2052(3) |
2,250,000 | 2,279,910 | ||||||
| 3.27%, 10/15/2052(3) |
5,862,000 | 5,918,057 | ||||||
| CoreVest American Finance 2020-3 Trust |
||||||||
| 2.20%, 08/15/2053(3) |
6,314,000 | 6,299,735 | ||||||
| Countrywide Asset-Backed Certificates |
||||||||
| 4.29%, 02/25/2036(4) |
38,527 | 39,764 | ||||||
| 5.12%, 02/25/2035(1) |
15,037 | 15,018 | ||||||
| 5.43%, 02/25/2033(4) |
33,898 | 32,290 | ||||||
| 5.97%, 09/25/2046(4) |
46,612 | 44,596 | ||||||
| CPS Auto Receivables Trust 2015-B |
||||||||
| 4.20%, 05/17/2021(3) |
206,949 | 207,296 | ||||||
| CPS Auto Receivables Trust 2015-C |
||||||||
| 4.63%, 08/16/2021(3) |
250,611 | 251,530 | ||||||
| CPS Auto Receivables Trust 2017-B |
||||||||
| 3.95%, 03/15/2023(3) |
3,072,549 | 3,095,246 | ||||||
| CPS Auto Receivables Trust 2017-C |
||||||||
| 2.86%, 06/15/2023(3) |
81,932 | 81,995 | ||||||
| 3.79%, 06/15/2023(3) |
791,000 | 803,864 | ||||||
| CPS Auto Receivables Trust 2019-B |
||||||||
| 2.89%, 05/16/2022(3) |
77,204 | 77,279 | ||||||
| CPS Auto Receivables Trust 2019-C |
||||||||
| 2.55%, 09/15/2022(3) |
1,426,328 | 1,430,472 | ||||||
| CPS Auto Receivables Trust 2019-D |
||||||||
| 2.17%, 12/15/2022(3) |
1,528,507 | 1,536,091 | ||||||
| CPS Auto Receivables Trust 2020-A |
||||||||
| 2.09%, 05/15/2023(3) |
5,956,138 | 6,002,738 | ||||||
| CPS Auto Receivables Trust 2020-B |
||||||||
| 1.15%, 07/17/2023(3) |
1,758,108 | 1,763,840 | ||||||
| 2.11%, 04/15/2026(3) |
1,303,000 | 1,322,497 | ||||||
| Credit Acceptance Auto Loan Trust 2017-2 |
||||||||
| 3.35%, 06/15/2026(3) |
811,000 | 813,196 | ||||||
| Credit Acceptance Auto Loan Trust 2018-1 |
||||||||
| 3.01%, 02/16/2027(3) |
2,058,971 | 2,067,054 | ||||||
| Credit Acceptance Auto Loan Trust 2018-3 |
||||||||
| 3.55%, 08/15/2027(3) |
2,737,472 | 2,776,286 | ||||||
| Credit Acceptance Auto Loan Trust 2019-1 |
||||||||
| 3.33%, 02/15/2028(3) |
7,351,000 | 7,530,606 | ||||||
| Credit Acceptance Auto Loan Trust 2020-1 |
||||||||
| 2.39%, 04/16/2029(3) |
6,680,000 | 6,781,838 | ||||||
| Credit Acceptance Auto Loan Trust 2020-2 SER 2020-2A CL A REGD 144A P/P |
||||||||
| 1.37%, 07/16/2029(3) |
2,850,000 | 2,883,576 | ||||||
| Credit Acceptance Auto Loan Trust 2020-2 SER 2020-2A CL C REGD 144A P/P |
||||||||
| 2.73%, 11/15/2029(3) |
3,500,000 | 3,552,301 | ||||||
| CSMC 2018-RPL8 Trust |
||||||||
| 4.13%, 07/25/2058(3)(4) |
5,764,947 | 5,787,679 | ||||||
| CWABS Asset-Backed Certificates Trust 2004-15 |
||||||||
| 4.61%, 04/25/2035(4) |
779 | 785 | ||||||
| CWABS Asset-Backed Certificates Trust 2005-1 |
||||||||
| 5.03%, 07/25/2035(4) |
2,066 | 2,099 | ||||||
| CWABS Asset-Backed Certificates Trust 2005-17 |
||||||||
| 5.56%, 05/25/2036(4) |
15,758 | 16,186 | ||||||
| CWABS, Inc. Asset-Backed Certificates Series 2004-1 |
||||||||
| 0.71% (1 Month LIBOR USD + 0.56%, 0.28% Floor), 04/25/2034(2) |
1,112 | 988 | ||||||
| 0.90% (1 Month LIBOR USD + 0.75%, 0.50% Floor), 03/25/2034(2) |
18,121 | 18,036 | ||||||
| 0.97% (1 Month LIBOR USD + 0.83%, 0.55% Floor), 03/25/2034(2) |
6,315 | 6,262 | ||||||
| CWABS, Inc. Asset-Backed Certificates Trust 2004-6 |
||||||||
| 0.93% (1 Month LIBOR USD + 0.78%, 0.39% Floor), 11/25/2034(2) |
567,326 | 540,202 | ||||||
| 1.05% (1 Month LIBOR USD + 0.90%, 0.60% Floor), 10/25/2034(2) |
9,424 | 8,862 | ||||||
| Delta Air Lines 2015-1 Class AA Pass Through Trust |
||||||||
| 3.63%, 07/30/2027 |
1,017,839 | 1,020,074 | ||||||
| Diamond Resorts Owner Trust |
||||||||
| 3.27%, 10/22/2029(3) |
1,096,212 | 1,112,037 | ||||||
| Diamond Resorts Owner Trust 2018-1 |
||||||||
| 3.70%, 01/21/2031(3) |
2,546,560 | 2,642,090 | ||||||
| Diamond Resorts Owner Trust 2019-1 |
||||||||
| 3.53%, 02/20/2032(3) |
6,111,196 | 6,180,471 | ||||||
| Discover Card Execution Note Trust |
||||||||
| 0.42% (1 Month LIBOR USD + 0.27%), 12/15/2023(2) |
4,368,000 | 4,374,881 | ||||||
| 3.04%, 07/15/2024 |
3,302,000 | 3,421,277 | ||||||
| Drive Auto Receivables Trust |
||||||||
| 3.66%, 11/15/2024 |
4,824,688 | 4,884,899 | ||||||
| Drive Auto Receivables Trust 2016-C |
||||||||
| 4.18%, 03/15/2024(3) |
1,734,849 | 1,766,444 |
| Drive Auto Receivables Trust 2017-1 |
||||||||
| 3.84%, 03/15/2023 |
2,772,114 | 2,806,455 | ||||||
| Drive Auto Receivables Trust 2017-3 |
||||||||
| 3.53%, 12/15/2023(3) |
7,813,850 | 7,940,599 | ||||||
| Drive Auto Receivables Trust 2017-A |
||||||||
| 4.16%, 05/15/2024(3) |
1,124,420 | 1,137,151 | ||||||
| Drive Auto Receivables Trust 2017-B |
||||||||
| 3.72%, 10/17/2022(3) |
511,051 | 513,527 | ||||||
| Drive Auto Receivables Trust 2019-1 |
||||||||
| 4.09%, 06/15/2026 |
2,645,000 | 2,776,486 | ||||||
| Drive Auto Receivables Trust 2019-2 |
||||||||
| 3.17%, 11/15/2023 |
4,747,000 | 4,808,844 | ||||||
| Drive Auto Receivables Trust 2019-3 |
||||||||
| 2.65%, 02/15/2024 |
4,200,000 | 4,276,086 | ||||||
| Drive Auto Receivables Trust 2019-4 |
||||||||
| 2.23%, 01/16/2024 |
6,016,000 | 6,100,097 | ||||||
| Drive Auto Receivables Trust 2020-1 |
||||||||
| 1.99%, 12/15/2022 |
3,054,186 | 3,067,075 | ||||||
| 2.02%, 11/15/2023 |
7,361,000 | 7,457,378 | ||||||
| Drive Auto Receivables Trust 2020-2 |
||||||||
| 1.42%, 03/17/2025 |
2,260,000 | 2,286,044 | ||||||
| 2.28%, 08/17/2026 |
1,611,000 | 1,656,414 | ||||||
| DT Auto Owner Trust 2017-1 |
||||||||
| 3.55%, 11/15/2022(3) |
883,925 | 887,029 | ||||||
| DT Auto Owner Trust 2017-3 |
||||||||
| 3.58%, 05/15/2023(3) |
812,184 | 817,924 | ||||||
| DT Auto Owner Trust 2018-2 |
||||||||
| 3.67%, 03/15/2024(3) |
3,985,501 | 4,011,950 | ||||||
| DT Auto Owner Trust 2019-1 |
||||||||
| 3.08%, 09/15/2022(3) |
142,895 | 143,055 | ||||||
| DT Auto Owner Trust 2019-2 |
||||||||
| 2.85%, 09/15/2022(3) |
580,430 | 582,648 | ||||||
| DT Auto Owner Trust 2019-3 |
||||||||
| 2.55%, 08/15/2022(3) |
840,146 | 843,745 | ||||||
| DT Auto Owner Trust 2019-4 |
||||||||
| 2.73%, 07/15/2025(3) |
7,080,000 | 7,272,282 | ||||||
| DT Auto Owner Trust 2020-1 |
||||||||
| 1.94%, 09/15/2023(3) |
3,989,378 | 4,014,264 | ||||||
| DT Auto Owner Trust 2020-2 |
||||||||
| 1.14%, 01/16/2024(3) |
3,156,761 | 3,168,246 | ||||||
| 2.08%, 03/16/2026(3) |
951,000 | 971,342 | ||||||
| DT Auto Owner Trust 2020-3 |
||||||||
| 1.47%, 06/15/2026(3) |
2,192,000 | 2,197,872 | ||||||
| DTAT Asset Trust 2017-B |
||||||||
| 5.84%, 12/16/2020(3)(14) |
3,400,000 | 3,404,080 | ||||||
| Exeter Automobile Receivables Trust 2017-1 |
||||||||
| 3.95%, 12/15/2022(3) |
385,069 | 388,684 | ||||||
| Exeter Automobile Receivables Trust 2017-3 |
||||||||
| 3.68%, 07/17/2023(3) |
3,836,000 | 3,912,107 | ||||||
| Exeter Automobile Receivables Trust 2018-4 |
||||||||
| 3.64%, 11/15/2022(3) |
273,694 | 274,041 | ||||||
| Exeter Automobile Receivables Trust 2019-4 |
||||||||
| 2.18%, 01/17/2023(3) |
1,633,251 | 1,640,268 | ||||||
| Exeter Automobile Receivables Trust 2020-1 |
||||||||
| 2.05%, 06/15/2023(3) |
2,471,274 | 2,488,399 | ||||||
| Exeter Automobile Receivables Trust 2020-2 |
||||||||
| 1.13%, 08/15/2023(3) |
7,710,927 | 7,734,884 | ||||||
| 2.08%, 07/15/2024(3) |
2,615,000 | 2,653,984 | ||||||
| Exeter Automobile Receivables Trust 2020-3 |
||||||||
| 1.32%, 07/15/2025 |
2,384,000 | 2,389,562 | ||||||
| First Investors Auto Owner Trust 2017-1 |
||||||||
| 3.60%, 04/17/2023(3) |
2,847,000 | 2,894,203 | ||||||
| First Investors Auto Owner Trust 2019-2 |
||||||||
| 2.21%, 09/16/2024(3) |
3,593,068 | 3,641,328 | ||||||
| Flagship Credit Auto Trust 2015-3 |
||||||||
| 4.65%, 03/15/2022(3) |
148,799 | 149,022 | ||||||
| Flagship Credit Auto Trust 2016-1 |
||||||||
| 6.22%, 06/15/2022(3) |
1,667,346 | 1,687,071 | ||||||
| Flagship Credit Auto Trust 2016-4 |
||||||||
| 2.71%, 11/15/2022(3) |
634,626 | 637,395 | ||||||
| Flagship Credit Auto Trust 2017-2 |
||||||||
| 2.96%, 07/15/2023(3) |
4,812,021 | 4,851,339 | ||||||
| 3.62%, 07/15/2023(3) |
2,995,000 | 3,068,732 | ||||||
| Flagship Credit Auto Trust 2018-3 |
||||||||
| 3.79%, 12/16/2024(3) |
7,710,000 | 7,960,307 | ||||||
| Flagship Credit Auto Trust 2019-1 |
||||||||
| 3.11%, 08/15/2023(3) |
3,754,783 | 3,807,895 | ||||||
| Flagship Credit Auto Trust 2019-2 |
||||||||
| 2.83%, 10/16/2023(3) |
6,559,174 | 6,655,216 | ||||||
| Flagship Credit Auto Trust 2019-4 |
||||||||
| 2.17%, 06/17/2024(3) |
9,206,387 | 9,345,395 | ||||||
| 3.12%, 01/15/2026(3) |
9,275,000 | 9,623,491 |
| Flagship Credit Auto Trust 2020-1 |
||||||||
| 1.90%, 08/15/2024(3) |
8,900,429 | 9,027,296 | ||||||
| Flagship Credit Auto Trust 2020-2 SER 2020-2 CL A REGD 144A P/P |
||||||||
| 1.49%, 07/15/2024(3) |
4,385,194 | 4,425,581 | ||||||
| FLAGSHIP CREDIT AUTO TRUST 2020-3 SER 2020-3 CL A REGD 144A P/P |
||||||||
| 0.70%, 04/15/2025(3) |
2,811,379 | 2,815,669 | ||||||
| Ford Credit Auto Owner Trust 2016-REV1 |
||||||||
| 2.31%, 08/15/2027(3) |
7,000,000 | 7,049,690 | ||||||
| Ford Credit Auto Owner Trust 2016-REV2 |
||||||||
| 2.03%, 12/15/2027(3) |
10,000,000 | 10,115,476 | ||||||
| Ford Credit Auto Owner Trust 2017-C |
||||||||
| 2.01%, 03/15/2022 |
812,834 | 815,502 | ||||||
| Ford Credit Auto Owner Trust 2018-REV1 |
||||||||
| 3.19%, 07/15/2031(3) |
24,024,000 | 26,462,621 | ||||||
| Ford Credit Auto Owner Trust 2019-REV1 |
||||||||
| 3.52%, 07/15/2030(3) |
2,150,000 | 2,350,258 | ||||||
| Ford Credit Auto Owner Trust 2020-A SER 2020-A CL A2 REGD |
||||||||
| 1.03%, 10/15/2022 |
347,643 | 348,770 | ||||||
| Ford Credit Auto Owner Trust 2020-A SER 2020-A CL A3 REGD |
||||||||
| 1.04%, 08/15/2024 |
3,124,000 | 3,162,528 | ||||||
| Ford Credit Auto Owner Trust 2020-A SER 2020-A CL A4 REGD |
||||||||
| 1.35%, 07/15/2025 |
2,163,000 | 2,222,382 | ||||||
| Ford Credit Auto Owner Trust 2020-B |
||||||||
| 0.79%, 11/15/2025 |
3,711,000 | 3,757,526 | ||||||
| Ford Credit Auto Owner Trust 2020-REV1 |
||||||||
| 2.04%, 08/15/2031(3) |
12,300,000 | 12,885,895 | ||||||
| Ford Credit Floorplan Master Owner Trust A |
||||||||
| 1.06%, 09/15/2027 |
19,581,000 | 19,615,371 | ||||||
| FORT CRE 2018-1 LLC |
||||||||
| 2.98% (1 Month LIBOR USD + 2.83%, 2.83% Floor), 11/16/2035(2)(3) |
11,800,000 | 10,873,794 | ||||||
| Foundation Finance Trust 2017-1 |
||||||||
| 3.30%, 07/15/2033(3) |
1,330,674 | 1,353,082 | ||||||
| Foundation Finance Trust 2019-1 |
||||||||
| 3.86%, 11/15/2034(3) |
2,701,573 | 2,787,016 | ||||||
| Foursight Capital Automobile Receivables Trust 2017-1 |
||||||||
| 3.05%, 12/15/2022(3) |
3,033,872 | 3,048,880 | ||||||
| FREED ABS TRUST 2018-1 |
||||||||
| 3.61%, 07/18/2024(3) |
158,647 | 158,771 | ||||||
| FREED ABS TRUST 2018-2 |
||||||||
| 3.99%, 10/20/2025(3) |
845,858 | 846,794 | ||||||
| FREED ABS TRUST 2019-2 |
||||||||
| 2.62%, 11/18/2026(3) |
2,098,173 | 2,100,257 | ||||||
| FTF 2019-1 A FRN |
||||||||
| 5.50%, 08/15/2024(4)(14) |
3,904,690 | 2,869,947 | ||||||
| Galaxy XXIX CLO Ltd. |
||||||||
| 1.07% (3 Month LIBOR USD + 0.79%), 11/15/2026(2)(3) |
4,341,830 | 4,309,305 | ||||||
| GE Capital Mortgage Services, Inc. 1999-HE1 Trust |
||||||||
| 6.27%, 04/25/2029 |
11 | 11 | ||||||
| 6.71%, 04/25/2029(4) |
17,096 | 15,200 | ||||||
| GM Financial Automobile Leasing Trust 2020-2 |
||||||||
| 0.80%, 07/20/2023 |
3,688,000 | 3,717,700 | ||||||
| 1.01%, 07/22/2024 |
1,000,000 | 1,012,811 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2018-1 |
||||||||
| 2.32%, 07/18/2022 |
2,109,788 | 2,124,216 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2018-4 |
||||||||
| 3.62%, 06/17/2024 |
1,400,000 | 1,480,259 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2020-1 |
||||||||
| 1.84%, 09/16/2024 |
8,369,000 | 8,571,941 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2020-2 SER 2020-2 CL A3 REGD |
||||||||
| 1.49%, 12/16/2024 |
3,095,000 | 3,156,552 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2020-3 |
||||||||
| 0.45%, 04/16/2025 |
3,775,000 | 3,777,444 | ||||||
| GMF Floorplan Owner Revolving Trust |
||||||||
| 0.68%, 08/15/2025(3) |
4,031,000 | 4,038,505 | ||||||
| 2.90%, 04/15/2026(3) |
17,200,000 | 18,455,817 | ||||||
| Gold Key Resorts 2014-A LLC |
||||||||
| 3.22%, 03/17/2031(3) |
201,039 | 202,073 | ||||||
| Golden Bear 2016-R LLC |
||||||||
| 5.65%, 09/20/2047(3) |
836,057 | 825,725 | ||||||
| Goodgreen 2017-1 Trust |
||||||||
| 3.74%, 10/15/2052(3) |
1,224,437 | 1,291,189 | ||||||
| Goodgreen 2017-2 Trust |
||||||||
| 3.26%, 10/15/2053(3) |
3,378,826 | 3,490,367 | ||||||
| Goodgreen 2017-R1 Trust |
||||||||
| 5.00%, 10/20/2051(3)(4)(14) |
5,915,653 | 5,963,423 | ||||||
| Goodgreen 2019-2 Trust |
||||||||
| 2.76%, 10/15/2054(3) |
5,019,972 | 5,086,723 | ||||||
| Greenwood Park CLO Ltd. |
||||||||
| 1.29% (3 Month LIBOR USD + 1.01%), 04/15/2031(2)(3) |
23,000,000 | 22,713,121 | ||||||
| GSAMP Trust 2005-WMC2 |
||||||||
| 0.77% (1 Month LIBOR USD + 0.62%, 0.31% Floor), 11/25/2035(2) |
676,183 | 675,370 |
| GSAMP Trust 2006-HE7 |
||||||||
| 0.38% (1 Month LIBOR USD + 0.23%, 0.23% Floor), 10/25/2046(2) |
821,031 | 807,859 | ||||||
| Headlands Residential 2018-RPL1 LLC |
||||||||
| 3.88%, 08/25/2024(1)(3) |
8,245,000 | 8,439,912 | ||||||
| HERO Funding 2017-3 |
||||||||
| 3.95%, 09/20/2048(3) |
2,664,852 | 2,794,463 | ||||||
| HERO Funding II 2016-3B |
||||||||
| 5.24%, 09/20/2042(3) |
396,039 | 400,328 | ||||||
| HERO Funding Trust 2016-2 |
||||||||
| 3.75%, 09/20/2041(3) |
1,468,891 | 1,520,462 | ||||||
| HERO Funding Trust 2016-3 |
||||||||
| 3.08%, 09/20/2042(3) |
647,825 | 656,773 | ||||||
| HERO Funding Trust 2016-4A |
||||||||
| 3.57%, 09/20/2047(3) |
2,056,704 | 2,139,837 | ||||||
| HERO Funding Trust 2017-1A |
||||||||
| 4.46%, 09/20/2047(3) |
3,666,199 | 3,946,506 | ||||||
| HERO Funding Trust 2017-2 |
||||||||
| 3.28%, 09/20/2048(3) |
3,395,262 | 3,512,276 | ||||||
| Hilton Grand Vacations Trust 2017-A |
||||||||
| 2.66%, 12/26/2028(3) |
995,102 | 1,015,809 | ||||||
| HIN Timeshare Trust 2020-A |
||||||||
| 2.23%, 10/09/2039(3) |
4,000,000 | 4,014,979 | ||||||
| Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-A |
||||||||
| 0.35% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 03/25/2036(2) |
18,463 | 18,316 | ||||||
| Honda Auto Receivables 2017-4 Owner Trust |
||||||||
| 2.05%, 11/22/2021 |
719,421 | 721,972 | ||||||
| Honda Auto Receivables 2020-2 Owner Trust SER 2020-2 CL A2 REGD |
||||||||
| 0.74%, 11/15/2022 |
1,140,000 | 1,143,140 | ||||||
| Honda Auto Receivables 2020-2 Owner Trust SER 2020-2 CL A3 REGD |
||||||||
| 0.82%, 07/15/2024 |
3,810,000 | 3,844,884 | ||||||
| Honda Auto Receivables 2020-2 Owner Trust SER 2020-2 CL A4 REGD |
||||||||
| 1.09%, 10/15/2026 |
1,022,000 | 1,041,136 | ||||||
| Honda Auto Receivables 2020-3 Owner Trust |
||||||||
| 0.46%, 04/19/2027 |
5,701,000 | 5,694,268 | ||||||
| Hyundai Auto Receivables Trust 2020-A SER 2020-A CL A3 REGD |
||||||||
| 1.41%, 11/15/2024 |
4,157,000 | 4,246,074 | ||||||
| Hyundai Auto Receivables Trust 2020-A SER 2020-A CL A4 REGD |
||||||||
| 1.72%, 06/15/2026 |
3,308,000 | 3,404,152 | ||||||
| Imc Home Equity Loan Trust 1997-5 |
||||||||
| 6.88%, 11/20/2028 |
26 | 26 | ||||||
| Kabbage Funding LLC |
||||||||
| 3.83%, 03/15/2024(3) |
795,887 | 789,055 | ||||||
| 4.07%, 03/15/2024(3) |
7,519,000 | 7,426,621 | ||||||
| KGS-Alpha SBA COOF Trust |
||||||||
| 0.57%, 05/25/2039(3)(4) |
2,030,956 | 30,032 | ||||||
| KGS-Alpha SBA COOF Trust 2012-2 |
||||||||
| 0.77%, 08/25/2038(3)(4) |
2,174,659 | 33,207 | ||||||
| KGS-Alpha SBA COOF Trust 2014-2 |
||||||||
| 3.20%, 04/25/2040(3)(4) |
705,643 | 41,252 | ||||||
| KKR CLO 11 Ltd. |
||||||||
| 1.46% (3 Month LIBOR USD + 1.18%), 01/15/2031(2)(3) |
6,250,000 | 6,177,931 | ||||||
| KVK CLO 2018-1 Ltd. |
||||||||
| 1.18% (3 Month LIBOR USD + 0.93%), 05/20/2029(2)(3) |
23,928,339 | 23,678,623 | ||||||
| Laurel Road Prime Student Loan Trust 2017-C |
||||||||
| 2.81%, 11/25/2042(3) |
3,114,173 | 3,193,837 | ||||||
| Laurel Road Prime Student Loan Trust 2018-B |
||||||||
| 3.54%, 05/26/2043(3) |
6,116,533 | 6,296,569 | ||||||
| Legacy Mortgage Asset Trust 2019-GS4 |
||||||||
| 3.44%, 05/25/2059(1)(3) |
3,993,541 | 4,002,144 | ||||||
| Lendingpoint 2019-2 Asset Securitization Trust |
||||||||
| 3.07%, 11/10/2025(3) |
2,124,193 | 2,128,057 | ||||||
| Lendmark Funding Trust 2018-1 |
||||||||
| 5.03%, 12/21/2026(3) |
1,900,000 | 1,953,369 | ||||||
| LL ABS Trust 2019-1 |
||||||||
| 2.87%, 03/15/2027(3) |
2,371,014 | 2,381,149 | ||||||
| LL ABS Trust 2020-1 |
||||||||
| 2.33%, 01/17/2028(3) |
7,500,000 | 7,500,914 | ||||||
| Long Beach Mortgage Loan Trust 2004-1 |
||||||||
| 0.90% (1 Month LIBOR USD + 0.75%, 0.50% Floor), 02/25/2034(2) |
135,691 | 132,262 | ||||||
| Long Beach Mortgage Loan Trust 2004-3 |
||||||||
| 1.00% (1 Month LIBOR USD + 0.86%, 0.57% Floor), 07/25/2034(2) |
34,110 | 32,562 | ||||||
| LV Tower 52 Issuer 2013-1 |
||||||||
| 5.75%, 02/15/2023(3)(14) |
2,489,074 | 2,510,455 | ||||||
| 7.75%, 02/15/2023(3)(14) |
949,345 | 957,500 | ||||||
| Man GLG US CLO 2018-2 Ltd. |
||||||||
| 1.52% (3 Month LIBOR USD + 1.24%, 1.24% Floor), 10/15/2028(2)(3) |
8,000,000 | 7,960,256 | ||||||
| Mariner Finance Issuance Trust 2019-A |
||||||||
| 3.51%, 07/20/2032(3) |
5,235,000 | 5,268,039 | ||||||
| MASTR Asset Backed Securities Trust 2006-NC1 |
||||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.30% Floor), 01/25/2036(2) |
333,173 | 332,951 | ||||||
| MidOcean Credit CLO III |
||||||||
| 1.39% (3 Month LIBOR USD + 1.12%, 1.12% Floor), 04/21/2031(2)(3) |
15,324,276 | 15,046,784 |
| MidOcean Credit CLO IX |
||||||||
| 1.42% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 07/20/2031(2)(3) |
4,000,000 | 3,970,520 | ||||||
| Mid-State Capital Corp. 2006-1 Trust |
||||||||
| 6.08%, 10/15/2040(3) |
629,558 | 678,079 | ||||||
| Mid-State Capital Trust 2010-1 |
||||||||
| 3.50%, 12/15/2045(3) |
134,237 | 136,909 | ||||||
| 5.25%, 12/15/2045(3) |
241,554 | 250,199 | ||||||
| MMAF Equipment Finance LLC 2019-B |
||||||||
| 2.29%, 11/12/2041(3) |
7,200,000 | 7,712,727 | ||||||
| Mountain View CLO 2015-9 Ltd. |
||||||||
| 1.40% (3 Month LIBOR USD + 1.12%), 07/15/2031(2)(3) |
20,000,000 | 19,708,220 | ||||||
| MRA Issuance Trust 2020-8 |
||||||||
| 1.91% (1 Month LIBOR USD + 1.75%), 09/23/2021(3) |
12,220,000 | 12,220,000 | ||||||
| 3.16% (1 Month LIBOR USD + 3.00%), 09/23/2021(3) |
7,140,000 | 7,140,000 | ||||||
| Nationstar HECM Loan Trust 2020-1 |
||||||||
| 1.27%, 09/25/2030(3) |
8,900,000 | 8,898,220 | ||||||
| Navient Private Education Refi Loan Trust 2018-A |
||||||||
| 3.19%, 02/18/2042(3) |
12,263,184 | 12,531,501 | ||||||
| Navient Private Education Refi Loan Trust 2018-C |
||||||||
| 3.52%, 06/16/2042(3) |
5,320,621 | 5,470,440 | ||||||
| Navient Private Education Refi Loan Trust 2019-C |
||||||||
| 3.13%, 02/15/2068(3) |
6,600,000 | 6,814,907 | ||||||
| Navient Private Education Refi Loan Trust 2020-B |
||||||||
| 2.12%, 01/15/2069(3) |
5,400,000 | 5,544,837 | ||||||
| Navient Student Loan Trust 2018-EA |
||||||||
| 4.00%, 12/15/2059(3) |
6,200,000 | 6,443,341 | ||||||
| New Century Home Equity Loan Trust Series 2003-5 |
||||||||
| 5.03%, 11/25/2033(1) |
139,313 | 144,087 | ||||||
| New Residential Mortgage Loan Trust 2018-1 |
||||||||
| 4.00%, 12/25/2057(3)(4) |
7,170,975 | 7,740,383 | ||||||
| Nissan Auto Receivables 2019-A Owner Trust |
||||||||
| 2.82%, 01/18/2022 |
1,207,916 | 1,210,687 | ||||||
| Nissan Auto Receivables 2020-A Owner Trust |
||||||||
| 1.38%, 12/16/2024 |
3,974,000 | 4,053,082 | ||||||
| Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2006-FM1 |
||||||||
| 0.38% (1 Month LIBOR USD + 0.23%, 0.23% Floor), 11/25/2035(2) |
7,116,345 | 7,053,309 | ||||||
| Oakwood Mortgage Investors, Inc. |
||||||||
| 6.45%, 12/15/2023 |
1,124 | 1,143 | ||||||
| OL SP 2018-B LLC |
||||||||
| 4.16%, 02/09/2030 |
2,177,734 | 2,249,271 | ||||||
| 4.61%, 02/09/2030 |
473,421 | 476,946 | ||||||
| OnDeck Asset Securitization Trust LLC |
||||||||
| 3.50%, 04/18/2022(3) |
625,342 | 625,997 | ||||||
| OneMain Direct Auto Receivables Trust 2018-1 |
||||||||
| 3.43%, 12/16/2024(3) |
16,242,249 | 16,446,994 | ||||||
| OneMain Financial Issuance Trust 2017-1 |
||||||||
| 0.95% (1 Month LIBOR USD + 0.80%), 09/14/2032(2)(3) |
3,463,755 | 3,466,515 | ||||||
| OneMain Financial Issuance Trust 2020-2 |
||||||||
| 1.75%, 09/14/2035(3) |
6,100,000 | 6,144,476 | ||||||
| OneMain Financial Issuance Trust 2020-A |
||||||||
| 3.84%, 05/14/2032(3) |
3,400,000 | 3,575,754 | ||||||
| Oportun Funding VIII LLC |
||||||||
| 3.61%, 03/08/2024(3) |
2,978,000 | 2,985,720 | ||||||
| Oportun Funding X LLC |
||||||||
| 4.10%, 10/08/2024(3) |
5,900,000 | 6,003,225 | ||||||
| Oportun Funding XII LLC |
||||||||
| 4.15%, 12/09/2024(3) |
4,200,000 | 4,278,125 | ||||||
| Option One Mortgage Loan Trust 2004-3 |
||||||||
| 1.05% (1 Month LIBOR USD + 0.90%, 0.45% Floor), 11/25/2034(2) |
1,691,802 | 1,538,416 | ||||||
| OZLM Funding IV Ltd. |
||||||||
| 1.51% (3 Month LIBOR USD + 1.25%), 10/22/2030(2)(3) |
9,871,920 | 9,787,021 | ||||||
| OZLM XXII Ltd. |
||||||||
| 1.34% (3 Month LIBOR USD + 1.07%), 01/17/2031(2)(3) |
6,991,130 | 6,870,778 | ||||||
| P4 SFR 2019-STL A 7.5 11 OCT 2026 |
||||||||
| 7.50%, 10/11/2022(14) |
5,700,000 | 5,700,000 | ||||||
| Palmer Square CLO 2014-1 Ltd. |
||||||||
| 1.40% (3 Month LIBOR USD + 1.13%, 1.13% Floor), 01/17/2031(2)(3) |
4,000,000 | 3,963,456 | ||||||
| Palmer Square CLO 2018-2 Ltd. |
||||||||
| 1.37% (3 Month LIBOR USD + 1.10%), 07/16/2031(2)(3) |
20,000,000 | 19,797,960 | ||||||
| Park Avenue Institutional Advisers CLO Ltd. 2018-1 |
||||||||
| 1.55% (3 Month LIBOR USD + 1.28%, 1.28% Floor), 10/20/2031(2)(3) |
21,500,000 | 21,478,242 | ||||||
| Progress Residential 2017-SFR1 Trust |
||||||||
| 3.02%, 08/17/2034(3) |
2,000,000 | 2,023,205 | ||||||
| Progress Residential 2018-SFR2 Trust |
||||||||
| 4.34%, 08/17/2035(3) |
2,390,000 | 2,444,115 | ||||||
| 4.66%, 08/17/2035(3) |
3,853,000 | 3,950,045 | ||||||
| Progress Residential 2020-SFR3 Trust |
||||||||
| 2.30%, 10/17/2027(3) |
6,000,000 | 6,000,612 | ||||||
| PRPM 2019-4 LLC |
||||||||
| 3.35%, 11/25/2024(1)(3) |
5,758,498 | 5,772,636 | ||||||
| PRPM 2020-1 LLC |
||||||||
| 2.98%, 02/25/2025(1)(3) |
5,352,408 | 5,332,787 |
| Purchasing Power Funding 2018-A LLC |
||||||||
| 3.34%, 08/15/2022(3) |
640,433 | 640,680 | ||||||
| RAMP Series 2005-RS1 Trust |
||||||||
| 4.71%, 11/25/2034 |
256 | 259 | ||||||
| Regional Management Issuance Trust 2020-1 |
||||||||
| 3.23%, 10/15/2030(3) |
2,590,000 | 2,589,542 | ||||||
| Renaissance Home Equity Loan Trust |
||||||||
| 5.61%, 04/25/2037(1) |
298,832 | 124,914 | ||||||
| Renew 2017-1 |
||||||||
| 3.67%, 09/20/2052(3) |
1,533,065 | 1,591,489 | ||||||
| Rice Park Financing Trust 2016-A |
||||||||
| 4.63%, 10/31/2041(3) |
2,088,945 | 2,068,757 | ||||||
| Santander Consumer Auto Receivables Trust 2020-B |
||||||||
| 0.46%, 08/15/2024(3) |
7,527,000 | 7,534,443 | ||||||
| 1.29%, 04/15/2026(3) |
1,028,000 | 1,031,107 | ||||||
| Santander Drive Auto Receivables Trust 2017-1 |
||||||||
| 3.17%, 04/17/2023 |
4,159,645 | 4,203,942 | ||||||
| Santander Drive Auto Receivables Trust 2017-2 |
||||||||
| 3.49%, 07/17/2023 |
1,547,185 | 1,571,484 | ||||||
| Santander Drive Auto Receivables Trust 2019-1 |
||||||||
| 3.21%, 09/15/2023 |
4,767,113 | 4,799,414 | ||||||
| Santander Drive Auto Receivables Trust 2019-3 |
||||||||
| 2.49%, 10/15/2025 |
5,800,000 | 5,922,117 | ||||||
| Santander Drive Auto Receivables Trust 2020-1 SER 2020-1 CL A2A REGD |
||||||||
| 2.07%, 01/17/2023 |
5,258,969 | 5,295,730 | ||||||
| Santander Drive Auto Receivables Trust 2020-1 SER 2020-1 CL A3 REGD |
||||||||
| 2.03%, 02/15/2024 |
2,239,000 | 2,282,547 | ||||||
| Santander Drive Auto Receivables Trust 2020-2 SER 2020-2 CL A3 REGD |
||||||||
| 0.67%, 04/15/2024 |
3,726,000 | 3,736,741 | ||||||
| Santander Drive Auto Receivables Trust 2020-2 SER 2020-2 CL B REGD |
||||||||
| 0.96%, 11/15/2024 |
2,573,000 | 2,581,270 | ||||||
| Santander Drive Auto Receivables Trust 2020-2 SER 2020-2 CL C REGD |
||||||||
| 1.46%, 09/15/2025 |
2,425,000 | 2,454,425 | ||||||
| Santander Drive Auto Receivables Trust 2020-3 |
||||||||
| 1.12%, 01/15/2026 |
8,000,000 | 8,007,096 | ||||||
| SART 2017-1 |
||||||||
| 4.75%, 07/15/2024(14) |
6,153,140 | 6,183,905 | ||||||
| SART 2018-1 |
||||||||
| 4.76%, 06/15/2025(14) |
7,200,272 | 7,308,276 | ||||||
| Securitized Asset Backed Receivables LLC Trust 2006-CB1 |
||||||||
| 3.20%, 01/25/2036(1) |
56,015 | 55,052 | ||||||
| Sierra Timeshare 2019-3 Receivables Funding LLC |
||||||||
| 2.75%, 08/20/2036(3) |
3,398,855 | 3,438,466 | ||||||
| Sierra Timeshare 2020-2 Receivables Funding LLC |
||||||||
| 1.33%, 07/20/2037(3) |
3,680,426 | 3,681,443 | ||||||
| SoFi Consumer Loan Program 2018-1 Trust |
||||||||
| 3.14%, 02/25/2027(3) |
2,520,015 | 2,536,531 | ||||||
| SoFi Consumer Loan Program 2019-3 Trust |
||||||||
| 2.90%, 05/25/2028(3) |
2,377,235 | 2,404,871 | ||||||
| SoFi Consumer Loan Program 2020-1 Trust |
||||||||
| 2.02%, 01/25/2029(3) |
8,420,033 | 8,509,793 | ||||||
| SoFi Professional Loan Program 2017-F LLC |
||||||||
| 2.84%, 01/25/2041(3) |
13,966,747 | 14,352,344 | ||||||
| SoFi Professional Loan Program 2018-B Trust |
||||||||
| 3.34%, 08/25/2047(3) |
6,198,682 | 6,387,699 | ||||||
| SoFi Professional Loan Program 2019-C LLC |
||||||||
| 2.37%, 11/16/2048(3) |
7,800,000 | 8,016,721 | ||||||
| SoFi Professional Loan Program 2020-ATrust |
||||||||
| 2.54%, 05/15/2046(3) |
7,800,000 | 8,097,595 | ||||||
| Sound Point CLO II Ltd. |
||||||||
| 1.31% (3 Month LIBOR USD + 1.07%, 1.07% Floor), 01/26/2031(2)(3) |
9,000,000 | 8,894,088 | ||||||
| Specialty Underwriting & Residential Finance Trust Series 2004-BC4 |
||||||||
| 0.82% (1 Month LIBOR USD + 0.67%, 0.34% Floor), 10/25/2035(2) |
131,132 | 130,617 | ||||||
| Springleaf Funding Trust 2017-A |
||||||||
| 2.68%, 07/15/2030(3) |
8,133,965 | 8,144,547 | ||||||
| Station Place Securitization Trust Series 2020-10 |
||||||||
| 1.65% (1 Month LIBOR USD + 1.50%), 05/20/2021(2)(3)(14) |
11,520,000 | 11,520,000 | ||||||
| Structured Asset Securities Corp. Mortgage Loan Trust 2005-7XS |
||||||||
| 5.44%, 04/25/2035(1) |
629 | 652 | ||||||
| Structured Asset Securities Corp. Mortgage Pass-Through Ctfs Series 2004-6XS |
||||||||
| 6.03%, 03/25/2034(1) |
64,745 | 65,975 | ||||||
| 6.05%, 03/25/2034(1) |
51,779 | 52,762 | ||||||
| Structured Asset Securities Corp. Pass-Through Certificates Series 2002-AL1 |
||||||||
| 3.45%, 02/25/2032 |
17,869 | 17,267 | ||||||
| 3.45%, 02/25/2032 |
47,302 | 46,053 | ||||||
| Synchrony Card Funding LLC |
||||||||
| 2.95%, 03/15/2025 |
12,384,000 | 12,812,117 | ||||||
| Synchrony Card Issuance Trust |
||||||||
| 3.38%, 09/15/2024 |
5,500,000 | 5,657,356 | ||||||
| Towd Point Mortgage Trust 2017-2 |
||||||||
| 2.75%, 04/25/2057(3)(4) |
4,566,412 | 4,694,159 | ||||||
| Towd Point Mortgage Trust 2017-6 |
||||||||
| 2.75%, 10/25/2057(3)(4) |
4,303,473 | 4,474,754 |
| Towd Point Mortgage Trust 2018-1 |
||||||||
| 3.00%, 01/25/2058(3)(4) |
6,157,234 | 6,422,049 | ||||||
| Towd Point Mortgage Trust 2019-1 |
||||||||
| 3.75%, 03/25/2058(3)(4) |
7,347,343 | 7,958,168 | ||||||
| Towd Point Mortgage Trust 2019-HY3 |
||||||||
| 1.15% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 10/25/2059(2)(3) |
2,088,324 | 2,088,324 | ||||||
| Towd Point Mortgage Trust 2020-MH1 |
||||||||
| 2.25%, 02/25/2060(3)(4) |
7,832,621 | 7,988,006 | ||||||
| Toyota Auto Loan Extended Note Trust 2019-1 |
||||||||
| 2.56%, 11/25/2031(3) |
14,775,000 | 15,764,270 | ||||||
| Toyota Auto Loan Extended Note Trust 2020-1 |
||||||||
| 1.35%, 05/25/2033(3) |
14,933,000 | 15,324,578 | ||||||
| Toyota Auto Receivables 2020-A Owner Trust |
||||||||
| 1.68%, 05/15/2025 |
1,196,000 | 1,235,674 | ||||||
| Toyota Auto Receivables 2020-B Owner Trust SER 2020-B CL A3 REGD |
||||||||
| 1.36%, 08/15/2024 |
3,481,000 | 3,545,999 | ||||||
| Toyota Auto Receivables 2020-B Owner Trust SER 2020-B CL A4 REGD |
||||||||
| 1.66%, 09/15/2025 |
3,189,000 | 3,285,140 | ||||||
| Trafigura Securitisation Finance Plc 2018-1 |
||||||||
| 3.73%, 03/15/2022(3) |
12,666,667 | 12,819,028 | ||||||
| Tricolor Auto Securitization Trust |
||||||||
| 4.88%, 11/15/2026(3)(14) |
9,900,000 | 9,900,000 | ||||||
| Tricolor Auto Securitization Trust 2018-1 |
||||||||
| 5.05%, 12/15/2020(3) |
306,307 | 305,708 | ||||||
| Trinitas CLO IV Ltd. |
||||||||
| 1.45% (3 Month LIBOR USD + 1.18%), 10/18/2031(2)(3) |
7,483,063 | 7,452,217 | ||||||
| US Auto Funding 2018-1 LLC |
||||||||
| 5.50%, 07/15/2023(3) |
1,823,000 | 1,866,568 | ||||||
| USAA Auto Owner Trust 2019-1 |
||||||||
| 2.14%, 11/15/2024 |
4,004,000 | 4,112,112 | ||||||
| VCAT 2020-NPL1 LLC |
||||||||
| 3.67%, 08/25/2050(1)(3) |
5,397,256 | 5,395,390 | ||||||
| Venture 32 CLO Ltd. |
||||||||
| 1.37% (3 Month LIBOR USD + 1.10%, 1.10% Floor), 07/18/2031(2)(3) |
6,000,000 | 5,893,014 | ||||||
| Vericrest Opportunity Loan Trust 2019-NPL5 |
||||||||
| 3.35%, 09/25/2049(1)(3) |
4,386,371 | 4,391,362 | ||||||
| Vericrest Opportunity Loan Trust 2019-NPL8 |
||||||||
| 3.28%, 11/25/2049(1)(3) |
12,249,118 | 12,260,035 | ||||||
| Vericrest Opportunity Loan Trust 2020-NPL2 |
||||||||
| 2.98%, 02/25/2050(1)(3) |
5,977,691 | 5,978,082 | ||||||
| Verizon Owner Trust 2017-3 |
||||||||
| 2.06%, 04/20/2022(3) |
572,831 | 573,796 | ||||||
| Verizon Owner Trust 2018-A SER 2018-A CL A1A REGD |
||||||||
| 3.23%, 04/20/2023 |
9,117,000 | 9,258,217 | ||||||
| Verizon Owner Trust 2019-A |
||||||||
| 2.93%, 09/20/2023 |
5,473,000 | 5,607,935 | ||||||
| Verizon Owner Trust 2019-B |
||||||||
| 2.33%, 12/20/2023 |
10,525,000 | 10,776,733 | ||||||
| Verizon Owner Trust 2020-A |
||||||||
| 1.85%, 07/22/2024 |
9,704,000 | 9,951,986 | ||||||
| VM DEBT 2019-1 TR |
||||||||
| 7.50%, 06/15/2024(14) |
6,598,828 | 6,479,506 | ||||||
| Volkswagen Auto Loan Enhanced Trust 2020-1 SER 2020-1 CL A3 REGD |
||||||||
| 0.98%, 11/20/2024 |
5,114,000 | 5,177,922 | ||||||
| Volkswagen Auto Loan Enhanced Trust 2020-1 SER 2020-1 CL A4 REGD |
||||||||
| 1.26%, 08/20/2026 |
1,923,000 | 1,971,832 | ||||||
| VOLT 2020 FT 1 TRUST VARIABLE REGD |
||||||||
| 3.17%, 07/27/2023(14) |
9,006,172 | 8,830,873 | ||||||
| VOLT LXXXIII LLC |
||||||||
| 3.33%, 11/26/2049(1)(3) |
9,368,447 | 9,391,724 | ||||||
| VOLT LXXXV LLC |
||||||||
| 3.23%, 01/25/2050(1)(3) |
7,781,776 | 7,796,459 | ||||||
| VOLT LXXXVII LLC |
||||||||
| 2.98%, 02/25/2050(1)(3) |
13,565,770 | 13,565,618 | ||||||
| VOLT LXXXVIII LLC |
||||||||
| 2.98%, 03/25/2050(1)(3) |
8,080,254 | 8,063,237 | ||||||
| Voya CLO 2015-1 Ltd. |
||||||||
| 1.17% (3 Month LIBOR USD + 0.90%, 0.90% Floor), 01/18/2029(2)(3) |
6,000,000 | 5,933,196 | ||||||
| VSE 2018-A Voi Mortgage LLC |
||||||||
| 3.56%, 02/20/2036(3) |
1,912,277 | 1,990,629 | ||||||
| Westgate Resorts 2017-1 LLC |
||||||||
| 3.05%, 12/20/2030(3) |
562,729 | 564,809 | ||||||
| 4.05%, 12/20/2030(3) |
1,001,535 | 990,750 | ||||||
| Westgate Resorts 2020-1 LLC SER 2020-1A CL B REGD 144A P/P |
||||||||
| 3.96%, 03/20/2034(3) |
6,045,354 | 6,201,381 | ||||||
| Westlake Automobile Receivables Trust 2019-1 |
||||||||
| 3.06%, 05/16/2022(3) |
1,957,252 | 1,963,133 | ||||||
| Westlake Automobile Receivables Trust 2019-3 |
||||||||
| 2.15%, 02/15/2023(3) |
6,854,343 | 6,904,712 | ||||||
| World Financial Network Credit Card Master Trust |
||||||||
| 3.14%, 12/15/2025 |
5,660,000 | 5,846,782 |
| World Omni Auto Receivables Trust 2018-D |
||||||||
| 3.33%, 04/15/2024 |
15,916,000 | 16,310,551 | ||||||
| World Omni Auto Receivables Trust 2019-B |
||||||||
| 2.59%, 07/15/2024 |
6,018,000 | 6,162,093 | ||||||
| World Omni Auto Receivables Trust 2019-C |
||||||||
| 1.96%, 12/16/2024 |
5,525,000 | 5,668,596 | ||||||
| World Omni Auto Receivables Trust 2020-C |
||||||||
| 0.48%, 11/17/2025 |
2,227,000 | 2,228,776 | ||||||
| 0.61%, 10/15/2026 |
3,043,000 | 3,060,282 | ||||||
| World Omni Select Auto Trust 2020-A |
||||||||
| 0.47%, 06/17/2024 |
7,901,000 | 7,902,022 | ||||||
| 0.55%, 07/15/2025 |
3,022,000 | 3,028,084 | ||||||
| Zais CLO 7 Ltd. |
||||||||
| 1.57% (3 Month LIBOR USD + 1.29%), 04/15/2030(2)(3) |
9,450,705 | 9,421,531 | ||||||
| Zais CLO 8 Ltd. |
||||||||
| 1.23% (3 Month LIBOR USD + 0.95%), 04/15/2029(2)(3) |
39,162,076 | 38,216,312 | ||||||
|
|
|
|||||||
| Total Asset-Backed Obligations (Cost: $1,722,142,931) |
1,742,080,337 | |||||||
|
|
|
|||||||
| Corporate Bonds – 34.18% |
||||||||
| Basic Materials – 1.15% |
||||||||
| Air Liquide Finance SA |
||||||||
| 2.25%, 09/27/2023(3) |
$ | 550,000 | $ | 575,247 | ||||
| Albemarle Corp. |
||||||||
| 5.45%, 12/01/2044 |
600,000 | 657,590 | ||||||
| Anglo American Capital Plc |
||||||||
| 2.63%, 09/10/2030(3) |
1,287,000 | 1,276,575 | ||||||
| 3.63%, 09/11/2024(3) |
630,000 | 677,287 | ||||||
| 4.00%, 09/11/2027(3) |
1,020,000 | 1,125,524 | ||||||
| Barrick Gold Corp. |
||||||||
| 6.45%, 10/15/2035 |
203,000 | 282,732 | ||||||
| Barrick North America Finance LLC |
||||||||
| 5.75%, 05/01/2043 |
4,480,000 | 6,511,483 | ||||||
| BHP Billiton Finance USA Ltd. |
||||||||
| 6.25% (5 Year Swap Rate USD + 4.97%), 10/19/2075(2)(3) |
985,000 | 983,611 | ||||||
| Braskem Netherlands Finance BV |
||||||||
| 5.88%, 01/31/2050(3) |
1,575,000 | 1,449,016 | ||||||
| CF Industries, Inc. |
||||||||
| 5.38%, 03/15/2044 |
2,040,000 | 2,454,895 | ||||||
| Chevron Phillips Chemical Co. LLC |
||||||||
| 5.13%, 04/01/2025(3) |
1,705,000 | 2,004,971 | ||||||
| CNAC HK Finbridge Co. Ltd. |
||||||||
| 4.13%, 03/14/2021 |
4,255,000 | 4,304,443 | ||||||
| Dow Chemical Co. |
||||||||
| 4.55%, 11/30/2025 |
6,660,000 | 7,751,368 | ||||||
| 5.55%, 11/30/2048 |
3,005,000 | 3,957,185 | ||||||
| DuPont de Nemours, Inc. |
||||||||
| 5.32%, 11/15/2038 |
5,665,000 | 7,202,914 | ||||||
| 5.42%, 11/15/2048 |
1,200,000 | 1,604,733 | ||||||
| Eastman Chemical Co. |
||||||||
| 4.50%, 01/15/2021 |
352,000 | 352,500 | ||||||
| Ecolab, Inc. |
||||||||
| 3.25%, 01/14/2023 |
452,000 | 478,483 | ||||||
| FMC Corp. |
||||||||
| 3.95%, 02/01/2022 |
1,725,000 | 1,782,733 | ||||||
| Glencore Finance Canada Ltd. |
||||||||
| 4.25%, 10/25/2022(3) |
5,000,000 | 5,308,715 | ||||||
| 4.95%, 11/15/2021(3) |
2,030,000 | 2,119,095 | ||||||
| Glencore Funding LLC |
||||||||
| 1.63%, 09/01/2025(3) |
5,200,000 | 5,142,231 | ||||||
| 2.50%, 09/01/2030(3) |
5,040,000 | 4,898,871 | ||||||
| 3.88%, 10/27/2027(3) |
875,000 | 954,082 | ||||||
| 4.00%, 03/27/2027(3) |
6,300,000 | 6,876,374 | ||||||
| 4.13%, 05/30/2023(3) |
1,055,000 | 1,131,055 | ||||||
| 4.63%, 04/29/2024(3) |
1,500,000 | 1,652,218 | ||||||
| Indonesia Asahan Alumini |
||||||||
| 4.75%, 05/15/2025(3) |
2,727,000 | 2,999,700 | ||||||
| 5.45%, 05/15/2030(3) |
937,000 | 1,078,018 | ||||||
| 5.80%, 05/15/2050(3) |
505,000 | 588,573 | ||||||
| International Flavors & Fragrances, Inc. |
||||||||
| 4.45%, 09/26/2028 |
720,000 | 844,523 | ||||||
| International Paper Co. |
||||||||
| 6.00%, 11/15/2041 |
3,150,000 | 4,339,715 | ||||||
| 8.70%, 06/15/2038 |
350,000 | 540,569 | ||||||
| LYB International Finance BV |
||||||||
| 4.88%, 03/15/2044 |
610,000 | 721,451 | ||||||
| LYB International Finance III REGD |
||||||||
| 4.20%, 05/01/2050 |
2,829,000 | 3,141,409 | ||||||
| LyondellBasell Industries NV |
||||||||
| 5.75%, 04/15/2024 |
2,550,000 | 2,926,369 | ||||||
| 6.00%, 11/15/2021 |
2,628,000 | 2,750,076 | ||||||
| Mosaic Co. |
||||||||
| 4.25%, 11/15/2023 |
8,533,000 | 9,260,643 | ||||||
| 5.63%, 11/15/2043 |
2,055,000 | 2,414,976 |
| Newmont Goldcorp Corp. |
||||||||
| 3.63%, 06/09/2021 |
1,810,000 | 1,838,858 | ||||||
| Nucor Corp. |
||||||||
| 6.40%, 12/01/2037 |
800,000 | 1,156,798 | ||||||
| Nutrien Ltd. |
||||||||
| 3.15%, 10/01/2022 |
875,000 | 913,998 | ||||||
| 4.13%, 03/15/2035 |
1,960,000 | 2,274,128 | ||||||
| 4.20%, 04/01/2029 |
420,000 | 499,232 | ||||||
| 5.25%, 01/15/2045 |
1,900,000 | 2,421,233 | ||||||
| 6.13%, 01/15/2041 |
2,850,000 | 3,782,671 | ||||||
| Nutrition & Biosciences, Inc. |
||||||||
| 1.83%, 10/15/2027(3) |
9,643,000 | 9,684,064 | ||||||
| 3.27%, 11/15/2040(3) |
1,205,000 | 1,211,792 | ||||||
| 3.47%, 12/01/2050(3) |
930,000 | 931,778 | ||||||
| Orbia Advance Corp. SAB de CV |
||||||||
| 4.88%, 09/19/2022(3) |
3,425,000 | 3,632,281 | ||||||
| Reliance Steel & Aluminum Co. |
||||||||
| 2.15%, 08/15/2030 |
3,100,000 | 3,030,481 | ||||||
| Rio Tinto Alcan, Inc. |
||||||||
| 5.75%, 06/01/2035 |
54,000 | 77,217 | ||||||
| Samarco Mineracao SA |
||||||||
| 5.75%, 10/24/2023(3)(5) |
537,000 | 289,985 | ||||||
| SASOL Financing USA LLC |
||||||||
| 5.88%, 03/27/2024 |
3,249,000 | 3,127,162 | ||||||
| 6.50%, 09/27/2028 |
1,555,000 | 1,469,164 | ||||||
| Sherwin-Williams Co. |
||||||||
| 3.13%, 06/01/2024 |
401,000 | 433,270 | ||||||
| Solvay Finance America LLC |
||||||||
| 4.45%, 12/03/2025(3) |
7,000,000 | 7,878,098 | ||||||
| Southern Copper Corp. |
||||||||
| 5.25%, 11/08/2042 |
1,000,000 | 1,258,940 | ||||||
| Steel Dynamics, Inc. |
||||||||
| 3.45%, 04/15/2030 |
823,000 | 906,797 | ||||||
| Syngenta Finance NV |
||||||||
| 4.89%, 04/24/2025(3) |
7,180,000 | 7,783,128 | ||||||
| Union Carbide Corp. |
||||||||
| 7.75%, 10/01/2096 |
681,000 | 929,725 | ||||||
| Vale Overseas Ltd. |
||||||||
| 3.75%, 07/08/2030 |
1,165,000 | 1,198,785 | ||||||
| 6.25%, 08/10/2026 |
5,000,000 | 5,912,500 | ||||||
| 6.88%, 11/21/2036 |
167,000 | 216,891 | ||||||
| 6.88%, 11/10/2039 |
2,107,000 | 2,771,653 | ||||||
| 8.25%, 01/17/2034 |
984,000 | 1,386,948 | ||||||
|
|
|
|||||||
| Total Basic Materials |
|
172,139,530 | ||||||
|
|
|
|||||||
| Communications – 2.75% |
||||||||
| Amazon.com, Inc. |
||||||||
| 2.50%, 06/03/2050 |
8,494,000 | 8,621,703 | ||||||
| 2.70%, 06/03/2060 |
670,000 | 688,918 | ||||||
| 3.88%, 08/22/2037 |
1,700,000 | 2,113,890 | ||||||
| America Movil SAB de CV |
||||||||
| 3.13%, 07/16/2022 |
374,000 | 389,548 | ||||||
| 3.63%, 04/22/2029 |
1,935,000 | 2,188,408 | ||||||
| 4.38%, 04/22/2049 |
1,214,000 | 1,512,280 | ||||||
| AT&T, Inc. |
||||||||
| 1.65%, 02/01/2028 |
2,075,000 | 2,077,236 | ||||||
| 2.25%, 02/01/2032 |
3,510,000 | 3,505,915 | ||||||
| 2.30%, 06/01/2027 |
9,115,000 | 9,561,553 | ||||||
| 2.75%, 06/01/2031 |
7,819,000 | 8,221,623 | ||||||
| 2.95%, 07/15/2026 |
2,000,000 | 2,183,894 | ||||||
| 3.10%, 02/01/2043 |
11,622,000 | 11,337,937 | ||||||
| 3.50%, 06/01/2041 |
1,353,000 | 1,422,949 | ||||||
| 3.50%, 09/15/2053(3) |
21,165,535 | 20,620,221 | ||||||
| 3.55%, 09/15/2055(3) |
7,332,960 | 7,014,695 | ||||||
| 3.65%, 09/15/2059(3) |
3,645,999 | 3,520,833 | ||||||
| 3.80%, 02/15/2027 |
2,850,000 | 3,212,802 | ||||||
| 4.30%, 02/15/2030 |
1,702,000 | 2,015,083 | ||||||
| 4.30%, 12/15/2042 |
444,000 | 500,352 | ||||||
| 4.50%, 05/15/2035 |
6,175,000 | 7,283,687 | ||||||
| 4.65%, 06/01/2044 |
2,145,000 | 2,438,394 | ||||||
| 4.80%, 06/15/2044 |
389,000 | 462,151 | ||||||
| 6.00%, 08/15/2040 |
2,275,000 | 3,100,180 | ||||||
| 6.38%, 03/01/2041 |
7,828,000 | 11,165,171 | ||||||
| Booking Holdings, Inc. |
||||||||
| 2.75%, 03/15/2023 |
857,000 | 899,549 | ||||||
| CBS Corp. |
||||||||
| 3.70%, 06/01/2028 |
870,000 | 966,013 | ||||||
| 4.00%, 01/15/2026 |
1,000,000 | 1,122,335 | ||||||
| 4.90%, 08/15/2044 |
315,000 | 357,820 | ||||||
| Charter Communications Operating LLC |
||||||||
| 3.70%, 04/01/2051 |
2,580,000 | 2,549,884 | ||||||
| 3.75%, 02/15/2028 |
2,215,000 | 2,447,648 | ||||||
| 4.91%, 07/23/2025 |
16,855,000 | 19,482,189 | ||||||
| 5.05%, 03/30/2029 |
2,560,000 | 3,066,633 | ||||||
| 5.38%, 04/01/2038 |
835,000 | 1,014,780 | ||||||
| 5.38%, 05/01/2047 |
4,610,000 | 5,463,280 | ||||||
| 6.38%, 10/23/2035 |
5,867,000 | 7,999,397 | ||||||
| 6.48%, 10/23/2045 |
1,275,000 | 1,699,590 | ||||||
| 6.83%, 10/23/2055 |
690,000 | 953,676 | ||||||
| Comcast Cable Holdings LLC |
||||||||
| 10.13%, 04/15/2022 |
186,000 | 212,150 | ||||||
| Comcast Corp. |
||||||||
| 1.50%, 02/15/2031 |
9,465,000 | 9,314,093 | ||||||
| 1.95%, 01/15/2031 |
5,376,000 | 5,519,929 | ||||||
| 3.15%, 03/01/2026 |
1,716,000 | 1,907,029 | ||||||
| 3.15%, 02/15/2028 |
1,500,000 | 1,685,990 | ||||||
| 3.25%, 11/01/2039 |
1,595,000 | 1,765,178 | ||||||
| 3.45%, 02/01/2050 |
914,000 | 1,037,872 | ||||||
| 3.55%, 05/01/2028 |
886,000 | 1,026,357 | ||||||
| 3.60%, 03/01/2024 |
542,000 | 596,164 | ||||||
| 3.75%, 04/01/2040 |
2,195,000 | 2,560,521 | ||||||
| 3.90%, 03/01/2038 |
455,000 | 538,713 | ||||||
| 3.95%, 10/15/2025 |
1,614,000 | 1,850,885 | ||||||
| 3.97%, 11/01/2047 |
154,000 | 182,412 | ||||||
| 4.00%, 11/01/2049 |
638,000 | 771,758 | ||||||
| 4.05%, 11/01/2052 |
300,000 | 367,534 | ||||||
| 4.20%, 08/15/2034 |
555,000 | 692,612 | ||||||
| 4.25%, 01/15/2033 |
3,107,000 | 3,863,052 | ||||||
| 4.60%, 10/15/2038 |
4,314,000 | 5,492,440 | ||||||
| 4.70%, 10/15/2048 |
2,712,000 | 3,588,938 | ||||||
| 4.95%, 10/15/2058 |
2,000,000 | 2,862,810 | ||||||
| Corning, Inc. |
||||||||
| 5.35%, 11/15/2048 |
960,000 | 1,298,964 | ||||||
| Cox Communications, Inc. |
||||||||
| 1.80%, 10/01/2030(3) |
1,770,000 | 1,745,560 | ||||||
| 2.95%, 10/01/2050(3) |
1,275,000 | 1,223,860 | ||||||
| 3.25%, 12/15/2022(3) |
348,000 | 366,791 | ||||||
| 3.35%, 09/15/2026(3) |
369,000 | 410,237 | ||||||
| 3.50%, 08/15/2027(3) |
8,245,000 | 9,229,867 | ||||||
| 3.85%, 02/01/2025(3) |
1,250,000 | 1,387,127 | ||||||
| 4.60%, 08/15/2047(3) |
588,000 | 733,707 | ||||||
| 4.80%, 02/01/2035(3) |
6,000,000 | 7,539,623 | ||||||
| 8.38%, 03/01/2039(3) |
1,500,000 | 2,444,558 | ||||||
| Crown Castle Towers LLC |
||||||||
| 3.22%, 05/15/2022(3) |
589,000 | 597,561 | ||||||
| 3.66%, 05/15/2025(3) |
955,000 | 1,022,188 | ||||||
| Deutsche Telekom AG |
||||||||
| 3.63%, 01/21/2050(3) |
1,926,000 | 2,130,069 | ||||||
| Deutsche Telekom International Finance BV |
||||||||
| 3.60%, 01/19/2027(3) |
508,000 | 568,972 | ||||||
| 4.88%, 03/06/2042(3) |
240,000 | 309,386 | ||||||
| 8.75%, 06/15/2030 |
49,000 | 76,087 | ||||||
| Discovery Communications LLC |
||||||||
| 5.20%, 09/20/2047 |
1,375,000 | 1,648,431 | ||||||
| Fox Corp. |
||||||||
| 5.58%, 01/25/2049 |
1,450,000 | 2,003,619 | ||||||
| Grupo Televisa SAB |
||||||||
| 6.13%, 01/31/2046 |
382,000 | 502,723 | ||||||
| Level 3 Financing, Inc. |
||||||||
| 3.40%, 03/01/2027(3) |
7,000,000 | 7,537,447 | ||||||
| NBCUniversal Media LLC |
||||||||
| 4.45%, 01/15/2043 |
15,000 | 18,894 | ||||||
| 5.95%, 04/01/2041 |
527,000 | 784,883 | ||||||
| Qwest Corp. |
||||||||
| 6.75%, 12/01/2021 |
3,866,000 | 4,078,862 | ||||||
| Rogers Communications, Inc. |
||||||||
| 4.35%, 05/01/2049 |
1,335,000 | 1,625,566 | ||||||
| Sky Ltd. |
||||||||
| 3.75%, 09/16/2024(3) |
287,000 | 320,030 | ||||||
| TCI Communications, Inc. |
||||||||
| 7.13%, 02/15/2028 |
138,000 | 191,990 | ||||||
| Telecom Italia Capital SA |
||||||||
| 7.20%, 07/18/2036 |
1,644,000 | 2,073,413 | ||||||
| Telefonica Emisiones SA |
||||||||
| 4.10%, 03/08/2027 |
4,775,000 | 5,428,764 | ||||||
| 4.67%, 03/06/2038 |
1,175,000 | 1,352,104 | ||||||
| 4.90%, 03/06/2048 |
1,075,000 | 1,236,722 | ||||||
| 5.46%, 02/16/2021 |
233,000 | 237,306 | ||||||
| Time Warner Cable LLC |
||||||||
| 5.50%, 09/01/2041 |
6,815,000 | 8,241,900 | ||||||
| 5.88%, 11/15/2040 |
1,275,000 | 1,586,217 | ||||||
| 6.55%, 05/01/2037 |
375,000 | 497,848 | ||||||
| 6.75%, 06/15/2039 |
539,000 | 735,212 | ||||||
| 7.30%, 07/01/2038 |
1,418,000 | 2,004,038 |
| Time Warner Entertainment Co. LP |
||||||||
| 8.38%, 07/15/2033 |
529,000 | 809,629 | ||||||
| T-Mobile USA, Inc. |
||||||||
| 1.50%, 02/15/2026(3) |
4,345,000 | 4,354,472 | ||||||
| 2.05%, 02/15/2028(3) |
5,330,000 | 5,447,473 | ||||||
| 3.00%, 02/15/2041(3) |
1,300,000 | 1,283,412 | ||||||
| 3.30%, 02/15/2051(3) |
445,000 | 438,614 | ||||||
| 3.75%, 04/15/2027(3) |
3,500,000 | 3,918,390 | ||||||
| 3.88%, 04/15/2030(3) |
27,685,000 | 31,478,676 | ||||||
| TWDC Enterprises 18 Corp. |
||||||||
| 3.00%, 07/30/2046 |
160,000 | 163,445 | ||||||
| Verizon Communications, Inc. |
||||||||
| 3.15%, 03/22/2030 |
5,000,000 | 5,646,392 | ||||||
| 3.88%, 02/08/2029 |
765,000 | 904,017 | ||||||
| 4.02%, 12/03/2029 |
712,000 | 852,803 | ||||||
| 4.13%, 03/16/2027 |
2,800,000 | 3,303,649 | ||||||
| 4.27%, 01/15/2036 |
5,624,000 | 6,926,831 | ||||||
| 4.40%, 11/01/2034 |
4,843,000 | 6,042,209 | ||||||
| 4.50%, 08/10/2033 |
7,079,000 | 8,939,185 | ||||||
| 4.52%, 09/15/2048 |
1,065,000 | 1,395,159 | ||||||
| 4.81%, 03/15/2039 |
7,941,000 | 10,409,522 | ||||||
| 4.86%, 08/21/2046 |
10,285,000 | 14,069,279 | ||||||
| 5.25%, 03/16/2037 |
731,000 | 1,010,790 | ||||||
| ViacomCBS, Inc. |
||||||||
| 3.70%, 08/15/2024 |
848,000 | 928,160 | ||||||
| 4.20%, 05/19/2032 |
1,804,000 | 2,059,210 | ||||||
| 4.38%, 03/15/2043 |
718,000 | 760,992 | ||||||
| Vodafone Group Plc |
||||||||
| 4.88%, 06/19/2049 |
4,584,000 | 5,683,237 | ||||||
| 5.25%, 05/30/2048 |
938,000 | 1,209,260 | ||||||
| 6.15%, 02/27/2037 |
4,600,000 | 6,362,738 | ||||||
| Walt Disney Co. |
||||||||
| 3.70%, 10/15/2025 |
380,000 | 430,812 | ||||||
| 6.20%, 12/15/2034 |
150,000 | 220,664 | ||||||
| 6.40%, 12/15/2035 |
1,703,000 | 2,568,210 | ||||||
| 7.63%, 11/30/2028 |
310,000 | 443,212 | ||||||
| 8.88%, 04/26/2023 |
108,000 | 129,465 | ||||||
| 9.50%, 07/15/2024 |
175,000 | 228,465 | ||||||
|
|
|
|||||||
| Total Communications |
|
410,627,552 | ||||||
|
|
|
|||||||
| Consumer, Cyclical – 1.49% |
||||||||
| Air Canada 2013-1 Class A Pass Through Trust |
||||||||
| 4.13%, 05/15/2025(3) |
1,568,340 | 1,407,272 | ||||||
| Air Canada 2015-1 Class A Pass Through Trust |
||||||||
| 3.60%, 03/15/2027(3) |
690,523 | 652,373 | ||||||
| Air Canada 2015-2 Class AA Pass Through Trust |
||||||||
| 3.75%, 12/15/2027(3) |
1,150,136 | 1,105,292 | ||||||
| Air Canada 2017-1 Class A Pass Through Trust |
||||||||
| 3.55%, 01/15/2030(3) |
2,650,613 | 2,183,919 | ||||||
| Air Canada 2017-1 Class AA Pass Through Trust |
||||||||
| 3.30%, 01/15/2030(3) |
1,513,354 | 1,438,214 | ||||||
| Alimentation Couche-Tard, Inc. |
||||||||
| 2.95%, 01/25/2030(3) |
1,100,000 | 1,185,394 | ||||||
| American Airlines 2011-1 Class A Pass Through Trust |
||||||||
| 5.25%, 01/31/2021 |
50,587 | 46,574 | ||||||
| American Airlines 2014-1 Class A Pass Through Trust |
||||||||
| 3.70%, 10/01/2026 |
350,786 | 291,372 | ||||||
| American Airlines 2015-1 Class A Pass Through Trust |
||||||||
| 3.38%, 05/01/2027 |
3,186,320 | 2,620,060 | ||||||
| American Airlines 2015-2 Class AA Pass Through Trust |
||||||||
| 3.60%, 09/22/2027 |
558,668 | 535,596 | ||||||
| American Airlines 2016-2 Class AA Pass Through Trust |
||||||||
| 3.20%, 06/15/2028 |
1,264,640 | 1,188,402 | ||||||
| American Airlines 2016-3 Class AA Pass Through Trust |
||||||||
| 3.00%, 10/15/2028 |
2,360,934 | 2,205,387 | ||||||
| American Airlines 2017-1 Class AA Pass Through Trust |
||||||||
| 3.65%, 02/15/2029 |
1,928,501 | 1,854,363 | ||||||
| American Honda Finance Corp. |
||||||||
| 0.65%, 09/08/2023 |
1,276,000 | 1,275,556 | ||||||
| 2.30%, 09/09/2026 |
185,000 | 197,240 | ||||||
| 2.90%, 02/16/2024 |
300,000 | 320,891 | ||||||
| AutoZone, Inc. |
||||||||
| 1.65%, 01/15/2031 |
3,800,000 | 3,734,047 | ||||||
| BMW US Capital LLC |
||||||||
| 0.68% (3 Month LIBOR USD + 0.41%), 04/12/2021(2)(3) |
1,675,000 | 1,677,325 | ||||||
| 2.25%, 09/15/2023(3) |
894,000 | 933,379 | ||||||
| British Airways 2018-1 Class A Pass Through Trust |
||||||||
| 4.13%, 09/20/2031(3) |
2,413,969 | 1,982,255 | ||||||
| British Airways 2018-1 Class AA Pass Through Trust |
||||||||
| 3.80%, 09/20/2031(3) |
1,141,136 | 1,118,284 | ||||||
| British Airways 2019-1 Class AA Pass Through Trust |
||||||||
| 3.30%, 12/15/2032(3) |
1,556,370 | 1,458,674 | ||||||
| CK Hutchison International 19 Ltd. |
||||||||
| 3.63%, 04/11/2029(3) |
1,615,000 | 1,829,633 | ||||||
| Continental Airlines 2007-1 Class A Pass Through Trust |
||||||||
| 5.98%, 04/19/2022 |
4,583,289 | 4,494,888 | ||||||
| Continental Airlines 2012-1 Class A Pass Through Trust |
||||||||
| 4.15%, 04/11/2024 |
1,081,523 | 1,059,615 | ||||||
| Continental Airlines 2012-2 Class A Pass Through Trust |
||||||||
| 4.00%, 10/29/2024 |
4,482,784 | 4,302,079 | ||||||
| Cummins, Inc. |
||||||||
| 2.60%, 09/01/2050 |
3,845,000 | 3,761,909 | ||||||
| Daimler Finance North America LLC |
||||||||
| 2.88%, 03/10/2021(3) |
700,000 | 707,192 | ||||||
| 3.35%, 02/22/2023(3) |
1,000,000 | 1,058,602 | ||||||
| 8.50%, 01/18/2031 |
155,000 | 239,923 | ||||||
| Delta Air Lines 2007-1 Class A Pass Through Trust |
||||||||
| 6.82%, 08/10/2022 |
3,184,654 | 3,184,774 | ||||||
| Dollar General Corp. |
||||||||
| 4.13%, 05/01/2028 |
835,000 | 978,112 | ||||||
| Dollar Tree, Inc. |
||||||||
| 4.20%, 05/15/2028 |
3,695,000 | 4,353,061 | ||||||
| Ford Motor Co. |
||||||||
| 5.29%, 12/08/2046 |
280,000 | 262,675 | ||||||
| Ford Motor Credit Co. LLC |
||||||||
| 3.34%, 03/18/2021 |
4,321,000 | 4,323,377 | ||||||
| 3.34%, 03/28/2022 |
3,000,000 | 2,988,300 | ||||||
| 3.35%, 11/01/2022 |
620,000 | 610,700 | ||||||
| 3.81%, 10/12/2021 |
6,200,000 | 6,215,500 | ||||||
| 4.25%, 09/20/2022 |
3,800,000 | 3,832,908 | ||||||
| 5.88%, 08/02/2021 |
4,100,000 | 4,176,875 | ||||||
| General Motors Co. |
||||||||
| 5.95%, 04/01/2049 |
1,671,000 | 1,954,318 | ||||||
| 6.60%, 04/01/2036 |
685,000 | 832,619 | ||||||
| General Motors Financial Co., Inc. |
||||||||
| 1.12% (3 Month LIBOR USD + 0.85%), 04/09/2021(2) |
3,590,000 | 3,588,293 | ||||||
| 2.45%, 11/06/2020 |
9,004,000 | 9,018,425 | ||||||
| 3.15%, 06/30/2022 |
2,750,000 | 2,824,758 | ||||||
| 3.25%, 01/05/2023 |
708,000 | 731,668 | ||||||
| 3.45%, 01/14/2022 |
6,500,000 | 6,666,184 | ||||||
| 3.45%, 04/10/2022 |
4,820,000 | 4,955,300 | ||||||
| 3.55%, 04/09/2021 |
2,725,000 | 2,762,307 | ||||||
| 3.70%, 05/09/2023 |
8,820,000 | 9,216,279 | ||||||
| 3.95%, 04/13/2024 |
5,535,000 | 5,855,449 | ||||||
| 4.30%, 07/13/2025 |
1,765,000 | 1,920,464 | ||||||
| 4.38%, 09/25/2021 |
5,000,000 | 5,158,268 | ||||||
| Home Depot, Inc. |
||||||||
| 3.35%, 04/15/2050 |
1,405,000 | 1,619,129 | ||||||
| 4.40%, 03/15/2045 |
268,000 | 345,744 | ||||||
| Hyundai Capital America |
||||||||
| 1.25%, 09/18/2023(3) |
8,840,000 | 8,819,609 | ||||||
| 1.80%, 10/15/2025(3) |
5,013,000 | 4,985,355 | ||||||
| 2.38%, 10/15/2027(3) |
4,335,000 | 4,332,501 | ||||||
| 3.10%, 04/05/2022(3) |
2,500,000 | 2,571,620 | ||||||
| 3.40%, 06/20/2024(3) |
1,500,000 | 1,589,156 | ||||||
| 3.45%, 03/12/2021(3) |
4,170,000 | 4,218,400 | ||||||
| Hyundai Capital Services, Inc. |
||||||||
| 3.00%, 03/06/2022(3) |
3,725,000 | 3,818,869 | ||||||
| Lowe’s Cos, Inc. |
||||||||
| 3.65%, 04/05/2029 |
1,701,000 | 1,963,267 | ||||||
| 4.55%, 04/05/2049 |
1,450,000 | 1,864,993 | ||||||
| 4.65%, 04/15/2042 |
449,000 | 565,680 | ||||||
| 5.13%, 04/15/2050 |
3,422,000 | 4,682,372 | ||||||
| Magna International, Inc. |
||||||||
| 3.63%, 06/15/2024 |
1,658,000 | 1,825,766 | ||||||
| McDonald’s Corp. |
||||||||
| 4.45%, 03/01/2047 |
360,000 | 446,162 | ||||||
| 4.70%, 12/09/2035 |
216,000 | 275,971 | ||||||
| 6.30%, 10/15/2037 |
394,000 | 587,642 | ||||||
| O’Reilly Automotive, Inc. |
||||||||
| 1.75%, 03/15/2031 |
700,000 | 691,341 | ||||||
| 3.55%, 03/15/2026 |
500,000 | 564,784 | ||||||
| 3.60%, 09/01/2027 |
802,000 | 911,855 | ||||||
| Spirit Airlines Pass Through Trust 2017-1AA |
||||||||
| 3.38%, 02/15/2030 |
850,157 | 795,821 | ||||||
| Starbucks Corp. |
||||||||
| 2.55%, 11/15/2030 |
1,480,000 | 1,565,236 | ||||||
| Toyota Motor Credit Corp. |
||||||||
| 1.15%, 08/13/2027 |
1,432,000 | 1,429,652 | ||||||
| United Airlines 2013-1 Class A Pass Through Trust |
||||||||
| 4.30%, 08/15/2025 |
562,244 | 542,421 | ||||||
| United Airlines 2014-1 Class A Pass Through Trust |
||||||||
| 4.00%, 04/11/2026 |
812,815 | 797,131 | ||||||
| United Airlines 2016-1 Class AA Pass Through Trust |
||||||||
| 3.10%, 07/07/2028 |
6,725,193 | 6,583,900 |
| United Airlines 2016-1 Class B Pass Through Trust |
||||||||
| 3.65%, 01/07/2026 |
386,653 | 294,397 | ||||||
| United Airlines 2016-2 Class AA Pass Through Trust |
||||||||
| 2.88%, 10/07/2028 |
1,562,121 | 1,483,374 | ||||||
| United Airlines 2018-1 Class AA Pass Through Trust |
||||||||
| 3.50%, 03/01/2030 |
2,296,041 | 2,174,353 | ||||||
| United Airlines 2018-1 Class B Pass Through Trust |
||||||||
| 4.60%, 03/01/2026 |
483,380 | 374,762 | ||||||
| United Airlines 2019-1 Class A Pass Through Trust |
||||||||
| 4.55%, 08/25/2031 |
1,992,697 | 1,678,620 | ||||||
| United Airlines 2019-1 Class AA Pass Through Trust |
||||||||
| 4.15%, 08/25/2031 |
2,281,136 | 2,274,583 | ||||||
| United Airlines 2019-2 Class AA Pass Through Trust |
||||||||
| 2.70%, 05/01/2032 |
2,904,000 | 2,745,491 | ||||||
| Volkswagen Group of America Finance LLC |
||||||||
| 3.88%, 11/13/2020(3) |
3,795,000 | 3,809,628 | ||||||
| 4.00%, 11/12/2021(3) |
5,045,000 | 5,232,764 | ||||||
| Walgreens Boots Alliance, Inc. |
||||||||
| 4.50%, 11/18/2034 |
5,323,000 | 6,068,642 | ||||||
| Walmart, Inc. |
||||||||
| 4.05%, 06/29/2048 |
3,858,000 | 5,021,812 | ||||||
|
|
|
|||||||
| Total Consumer, Cyclical |
|
222,829,127 | ||||||
|
|
|
|||||||
| Consumer, Non-cyclical – 5.28% |
||||||||
| Abbott Laboratories |
||||||||
| 1.15%, 01/30/2028 |
1,390,000 | 1,401,028 | ||||||
| 1.40%, 06/30/2030 |
1,460,000 | 1,465,760 | ||||||
| 4.75%, 11/30/2036 |
5,000,000 | 6,682,545 | ||||||
| AbbVie, Inc. |
||||||||
| 2.60%, 11/21/2024(3) |
8,919,000 | 9,458,510 | ||||||
| 2.80%, 03/15/2023(3) |
971,000 | 1,014,962 | ||||||
| 2.85%, 05/14/2023 |
4,900,000 | 5,154,201 | ||||||
| 3.25%, 10/01/2022(3) |
4,000,000 | 4,182,467 | ||||||
| 3.45%, 03/15/2022(3) |
1,238,000 | 1,282,548 | ||||||
| 3.60%, 05/14/2025 |
12,060,000 | 13,364,260 | ||||||
| 3.80%, 03/15/2025(3) |
3,000,000 | 3,328,907 | ||||||
| 3.85%, 06/15/2024(3) |
1,198,000 | 1,312,316 | ||||||
| 4.05%, 11/21/2039(3) |
6,902,000 | 7,882,756 | ||||||
| 4.25%, 11/21/2049(3) |
11,691,000 | 13,808,839 | ||||||
| 4.40%, 11/06/2042 |
3,083,000 | 3,663,124 | ||||||
| 4.45%, 05/14/2046 |
425,000 | 505,098 | ||||||
| 4.55%, 03/15/2035(3) |
6,025,000 | 7,364,279 | ||||||
| 4.70%, 05/14/2045 |
4,415,000 | 5,417,288 | ||||||
| 4.88%, 11/14/2048 |
2,641,000 | 3,347,671 | ||||||
| 5.00%, 12/15/2021(3) |
3,500,000 | 3,648,268 | ||||||
| Advocate Health & Hospitals Corp. |
||||||||
| 3.39%, 10/15/2049 |
792,000 | 881,792 | ||||||
| Aetna, Inc. |
||||||||
| 4.50%, 05/15/2042 |
4,205,000 | 4,997,426 | ||||||
| 4.75%, 03/15/2044 |
1,800,000 | 2,219,154 | ||||||
| 6.75%, 12/15/2037 |
341,000 | 493,801 | ||||||
| Ahold Finance USA LLC |
||||||||
| 6.88%, 05/01/2029 |
3,280,000 | 4,640,763 | ||||||
| AmerisourceBergen Corp. |
||||||||
| 4.30%, 12/15/2047 |
1,080,000 | 1,254,107 | ||||||
| Amgen, Inc. |
||||||||
| 2.20%, 02/21/2027 |
1,155,000 | 1,218,415 | ||||||
| 2.70%, 05/01/2022 |
5,600,000 | 5,791,106 | ||||||
| 3.15%, 02/21/2040 |
2,000,000 | 2,122,073 | ||||||
| Anheuser-Busch InBev Finance, Inc. |
||||||||
| 4.63%, 02/01/2044 |
455,000 | 536,744 | ||||||
| Anheuser-Busch InBev Worldwide, Inc. |
||||||||
| 4.35%, 06/01/2040 |
4,110,000 | 4,795,572 | ||||||
| 4.38%, 04/15/2038 |
2,240,000 | 2,605,644 | ||||||
| 4.44%, 10/06/2048 |
590,000 | 687,408 | ||||||
| 4.50%, 06/01/2050 |
5,390,000 | 6,461,050 | ||||||
| 4.60%, 04/15/2048 |
2,939,000 | 3,497,253 | ||||||
| 4.60%, 06/01/2060 |
1,910,000 | 2,309,776 | ||||||
| 4.70%, 02/01/2036 |
8,132,000 | 9,809,804 | ||||||
| 4.75%, 01/23/2029 |
1,150,000 | 1,397,930 | ||||||
| 4.75%, 04/15/2058 |
93,000 | 113,109 | ||||||
| 4.90%, 02/01/2046 |
8,232,000 | 10,204,288 | ||||||
| 4.95%, 01/15/2042 |
2,735,000 | 3,364,045 | ||||||
| 5.45%, 01/23/2039 |
7,035,000 | 9,093,582 | ||||||
| Anthem, Inc. |
||||||||
| 3.13%, 05/15/2022 |
484,000 | 504,736 | ||||||
| 3.30%, 01/15/2023 |
271,000 | 287,005 | ||||||
| 3.50%, 08/15/2024 |
694,000 | 758,617 | ||||||
| 4.10%, 03/01/2028 |
920,000 | 1,069,320 | ||||||
| 4.38%, 12/01/2047 |
4,500,000 | 5,499,895 | ||||||
| 4.63%, 05/15/2042 |
400,000 | 500,525 | ||||||
| 4.65%, 01/15/2043 |
391,000 | 491,675 | ||||||
| 4.65%, 08/15/2044 |
395,000 | 494,573 | ||||||
| 5.10%, 01/15/2044 |
1,690,000 | 2,245,998 | ||||||
| Ascension Health |
||||||||
| 2.53%, 11/15/2029 |
1,740,000 | 1,885,435 | ||||||
| 3.11%, 11/15/2039 |
2,670,000 | 2,860,780 | ||||||
| AstraZeneca Plc |
||||||||
| 1.38%, 08/06/2030 |
1,070,000 | 1,040,807 | ||||||
| 2.13%, 08/06/2050 |
1,040,000 | 942,622 | ||||||
| 4.00%, 09/18/2042 |
540,000 | 658,894 | ||||||
| 6.45%, 09/15/2037 |
500,000 | 756,454 | ||||||
| BAT Capital Corp. |
||||||||
| 2.26%, 03/25/2028 |
2,000,000 | 2,004,876 | ||||||
| 2.73%, 03/25/2031 |
6,820,000 | 6,754,700 | ||||||
| 3.22%, 09/06/2026 |
9,224,000 | 9,924,664 | ||||||
| 3.22%, 08/15/2024 |
7,145,000 | 7,645,448 | ||||||
| 3.73%, 09/25/2040 |
1,240,000 | 1,230,391 | ||||||
| 3.98%, 09/25/2050 |
2,500,000 | 2,442,285 | ||||||
| 4.39%, 08/15/2037 |
1,986,000 | 2,144,211 | ||||||
| 4.54%, 08/15/2047 |
635,000 | 678,645 | ||||||
| BAT International Finance Plc |
||||||||
| 1.67%, 03/25/2026 |
5,767,000 | 5,785,201 | ||||||
| Baxalta, Inc. |
||||||||
| 3.60%, 06/23/2022 |
110,000 | 114,567 | ||||||
| 5.25%, 06/23/2045 |
50,000 | 68,007 | ||||||
| Bayer US Finance II LLC |
||||||||
| 0.86% (3 Month LIBOR USD + 0.63%), 06/25/2021(2)(3) |
4,135,000 | 4,143,231 | ||||||
| 3.50%, 06/25/2021(3) |
1,650,000 | 1,683,089 | ||||||
| Becton Dickinson & Co. |
||||||||
| 3.73%, 12/15/2024 |
1,972,000 | 2,179,633 | ||||||
| Biogen, Inc. |
||||||||
| 2.25%, 05/01/2030 |
2,577,000 | 2,628,388 | ||||||
| 3.15%, 05/01/2050 |
650,000 | 639,877 | ||||||
| Bon Secours Mercy Health Inc |
||||||||
| 3.46%, 06/01/2030 |
2,220,000 | 2,492,240 | ||||||
| Boston Scientific Corp. |
||||||||
| 3.75%, 03/01/2026 |
483,000 | 550,291 | ||||||
| 4.00%, 03/01/2029 |
1,834,000 | 2,132,326 | ||||||
| 4.55%, 03/01/2039 |
725,000 | 906,427 | ||||||
| Bristol-Myers Squibb Co. |
||||||||
| 3.20%, 06/15/2026 |
2,246,000 | 2,531,684 | ||||||
| 3.25%, 02/20/2023 |
2,000,000 | 2,127,066 | ||||||
| 4.13%, 06/15/2039 |
5,151,000 | 6,471,753 | ||||||
| 4.25%, 10/26/2049 |
870,000 | 1,142,576 | ||||||
| 4.35%, 11/15/2047 |
7,950,000 | 10,492,551 | ||||||
| 4.55%, 02/20/2048 |
1,770,000 | 2,391,053 | ||||||
| 4.63%, 05/15/2044 |
2,640,000 | 3,536,667 | ||||||
| 5.00%, 08/15/2045 |
860,000 | 1,200,680 | ||||||
| 5.70%, 10/15/2040 |
302,000 | 442,820 | ||||||
| Bunge Ltd. Finance Corp. |
||||||||
| 3.50%, 11/24/2020 |
283,000 | 284,239 | ||||||
| Campbell Soup Co. |
||||||||
| 2.38%, 04/24/2030 |
895,000 | 930,032 | ||||||
| 3.13%, 04/24/2050 |
494,000 | 498,132 | ||||||
| Cargill, Inc. |
||||||||
| 2.13%, 04/23/2030(3) |
2,783,000 | 2,913,183 | ||||||
| 3.25%, 03/01/2023(3) |
345,000 | 364,938 | ||||||
| 3.30%, 03/01/2022(3) |
800,000 | 826,621 | ||||||
| Children’s Hospital Corp. |
||||||||
| 2.51%, 08/15/2050 |
2,270,000 | 2,150,762 | ||||||
| 2.59%, 02/01/2050 |
1,290,000 | 1,265,550 | ||||||
| 2.93%, 07/15/2050 |
1,340,000 | 1,303,408 | ||||||
| Cigna Corp. |
||||||||
| 2.40%, 03/15/2030 |
8,935,000 | 9,238,714 | ||||||
| 3.05%, 11/30/2022 |
9,105,000 | 9,576,391 | ||||||
| 3.25%, 04/15/2025 |
970,000 | 1,066,119 | ||||||
| 3.40%, 09/17/2021 |
7,505,000 | 7,723,495 | ||||||
| 3.75%, 07/15/2023 |
1,850,000 | 2,004,656 | ||||||
| 4.38%, 10/15/2028 |
30,325,000 | 36,015,570 | ||||||
| 4.50%, 02/25/2026 |
755,000 | 880,404 | ||||||
| 4.80%, 07/15/2046 |
218,000 | 273,610 | ||||||
| 4.90%, 12/15/2048 |
753,000 | 979,619 | ||||||
| Coca-Cola Femsa SAB de CV |
||||||||
| 1.85%, 09/01/2032 |
1,500,000 | 1,503,300 | ||||||
| 2.75%, 01/22/2030 |
1,370,000 | 1,474,477 | ||||||
| Conagra Brands, Inc. |
||||||||
| 5.40%, 11/01/2048 |
1,275,000 | 1,720,139 | ||||||
| 7.00%, 10/01/2028 |
3,250,000 | 4,349,444 | ||||||
| 9.75%, 03/01/2021 |
1,750,000 | 1,809,129 | ||||||
| Constellation Brands, Inc. |
||||||||
| 2.88%, 05/01/2030 |
3,620,000 | 3,905,985 | ||||||
| 4.40%, 11/15/2025 |
760,000 | 883,371 | ||||||
| 4.65%, 11/15/2028 |
4,780,000 | 5,752,447 | ||||||
| Cottage Health Obligated Group |
||||||||
| 3.30%, 11/01/2049 |
4,046,000 | 4,480,665 |
| CVS Health Corp. |
||||||||
| 2.70%, 08/21/2040 |
7,943,000 | 7,597,453 | ||||||
| 4.30%, 03/25/2028 |
3,575,000 | 4,182,107 | ||||||
| 4.78%, 03/25/2038 |
550,000 | 665,606 | ||||||
| 4.88%, 07/20/2035 |
2,515,000 | 3,194,653 | ||||||
| 5.05%, 03/25/2048 |
5,645,000 | 7,178,792 | ||||||
| 5.13%, 07/20/2045 |
4,430,000 | 5,576,585 | ||||||
| 5.30%, 12/05/2043 |
3,260,000 | 4,161,568 | ||||||
| CVS Pass-Through Trust |
||||||||
| 5.77%, 01/10/2033(3) |
749,206 | 864,810 | ||||||
| 5.93%, 01/10/2034(3) |
558,947 | 646,539 | ||||||
| 7.51%, 01/10/2032(3) |
830,737 | 1,036,958 | ||||||
| CVS Pass-Through Trust Series 2009 |
||||||||
| 8.35%, 07/10/2031(3) |
838,791 | 1,057,807 | ||||||
| CVS Pass-Through Trust Series 2014 |
||||||||
| 4.16%, 08/11/2036(3) |
2,547,960 | 2,666,787 | ||||||
| Danaher Corp. |
||||||||
| 2.60%, 10/01/2050 |
4,913,000 | 4,786,269 | ||||||
| DH Europe Finance II Sarl |
||||||||
| 3.25%, 11/15/2039 |
431,000 | 477,578 | ||||||
| Diageo Investment Corp. |
||||||||
| 8.00%, 09/15/2022 |
516,000 | 590,040 | ||||||
| Element Fleet Management Corp. |
||||||||
| 3.85%, 06/15/2025(3) |
3,000,000 | 3,156,919 | ||||||
| Eli Lilly and Co |
||||||||
| 2.25%, 05/15/2050 |
1,075,000 | 1,013,147 | ||||||
| Emory University |
||||||||
| 2.14%, 09/01/2030 |
2,220,000 | 2,324,630 | ||||||
| ERAC USA Finance LLC |
||||||||
| 4.50%, 08/16/2021(3) |
400,000 | 413,414 | ||||||
| 4.50%, 02/15/2045(3) |
300,000 | 354,617 | ||||||
| 5.63%, 03/15/2042(3) |
357,000 | 466,482 | ||||||
| Experian Finance Plc |
||||||||
| 2.75%, 03/08/2030(3) |
9,240,000 | 10,007,791 | ||||||
| Fomento Economico Mexicano SAB de CV |
||||||||
| 3.50%, 01/16/2050 |
2,290,000 | 2,430,288 | ||||||
| 4.38%, 05/10/2043 |
526,000 | 638,622 | ||||||
| Ford Foundation |
||||||||
| 2.82%, 06/01/2070 |
4,835,000 | 5,027,351 | ||||||
| General Mills, Inc. |
||||||||
| 4.00%, 04/17/2025 |
925,000 | 1,050,065 | ||||||
| 4.55%, 04/17/2038 |
3,250,000 | 4,129,578 | ||||||
| Gilead Sciences, Inc. |
||||||||
| 0.75%, 09/29/2023 |
7,164,000 | 7,178,579 | ||||||
| 1.65%, 10/01/2030 |
1,700,000 | 1,696,645 | ||||||
| 2.60%, 10/01/2040 |
4,452,000 | 4,441,855 | ||||||
| 4.60%, 09/01/2035 |
4,225,000 | 5,426,507 | ||||||
| Grupo Bimbo SAB de CV |
||||||||
| 3.88%, 06/27/2024(3) |
5,000,000 | 5,432,000 | ||||||
| 4.70%, 11/10/2047(3) |
4,500,000 | 5,239,935 | ||||||
| Hackensack Meridian Health, Inc. |
||||||||
| 2.88%, 09/01/2050 |
2,000,000 | 1,959,171 | ||||||
| Hartford HealthCare Corp. |
||||||||
| 3.45%, 07/01/2054 |
3,370,000 | 3,295,720 | ||||||
| HCA, Inc. |
||||||||
| 5.13%, 06/15/2039 |
1,715,000 | 2,077,955 | ||||||
| 5.25%, 06/15/2026 |
4,200,000 | 4,899,019 | ||||||
| Highmark, Inc. |
||||||||
| 4.75%, 05/15/2021(3) |
3,322,000 | 3,407,112 | ||||||
| JM Smucker Co. |
||||||||
| 3.00%, 03/15/2022 |
4,750,000 | 4,925,268 | ||||||
| Johnson & Johnson |
||||||||
| 2.10%, 09/01/2040 |
4,113,000 | 4,092,391 | ||||||
| 2.45%, 09/01/2060 |
1,392,000 | 1,390,325 | ||||||
| 4.38%, 12/05/2033 |
1,070,000 | 1,413,845 | ||||||
| Kellogg Co. |
||||||||
| 2.10%, 06/01/2030 |
1,240,000 | 1,269,344 | ||||||
| Keurig Dr Pepper, Inc. |
||||||||
| 3.13%, 12/15/2023 |
925,000 | 994,650 | ||||||
| 3.43%, 06/15/2027 |
1,802,000 | 2,005,425 | ||||||
| 4.06%, 05/25/2023 |
4,575,000 | 4,974,154 | ||||||
| 4.42%, 05/25/2025 |
447,000 | 514,819 | ||||||
| 4.42%, 12/15/2046 |
4,032,000 | 4,955,985 | ||||||
| 4.99%, 05/25/2038 |
646,000 | 838,184 | ||||||
| 5.09%, 05/25/2048 |
500,000 | 667,777 | ||||||
| Kraft Heinz Foods Co. |
||||||||
| 3.00%, 06/01/2026 |
3,625,000 | 3,732,521 | ||||||
| 4.38%, 06/01/2046 |
4,425,000 | 4,542,344 | ||||||
| 4.88%, 10/01/2049(3) |
3,375,000 | 3,554,581 | ||||||
| Kroger Co. |
||||||||
| 3.95%, 01/15/2050 |
1,600,000 | 1,863,353 | ||||||
| 4.45%, 02/01/2047 |
1,010,000 | 1,241,300 | ||||||
| 5.40%, 07/15/2040 |
95,000 | 122,369 |
| Laboratory Corp. of America Holdings |
||||||||
| 2.95%, 12/01/2029 |
7,795,000 | 8,569,262 | ||||||
| 3.20%, 02/01/2022 |
1,127,000 | 1,166,076 | ||||||
| Leland Stanford Junior University |
||||||||
| 2.41%, 06/01/2050 |
1,527,000 | 1,541,097 | ||||||
| MARS INC REGD 144A P/P |
||||||||
| 1.63%, 07/16/2032(3) |
3,470,000 | 3,439,574 | ||||||
| Mars, Inc. |
||||||||
| 3.95%, 04/01/2049(3) |
5,320,000 | 6,425,532 | ||||||
| Massachusetts Institute of Technology |
||||||||
| 3.89%, 07/01/2116 |
2,906,000 | 3,646,600 | ||||||
| 4.68%, 07/01/2114 |
1,645,000 | 2,368,745 | ||||||
| Mead Johnson Nutrition Co. |
||||||||
| 4.13%, 11/15/2025 |
891,000 | 1,029,442 | ||||||
| Medtronic, Inc. |
||||||||
| 3.50%, 03/15/2025 |
5,546,000 | 6,247,022 | ||||||
| Memorial Health Services |
||||||||
| 3.45%, 11/01/2049 |
3,040,000 | 3,178,939 | ||||||
| Mondelez International |
||||||||
| 2.63%, 09/04/2050 |
2,677,000 | 2,579,035 | ||||||
| Mondelez International, Inc. |
||||||||
| 1.50%, 05/04/2025 |
700,000 | 718,501 | ||||||
| 1.50%, 02/04/2031 |
3,281,000 | 3,196,539 | ||||||
| 2.75%, 04/13/2030 |
636,000 | 692,140 | ||||||
| Moody’s Corp. |
||||||||
| 2.55%, 08/18/2060 |
795,000 | 732,953 | ||||||
| Mount Sinai Hospitals Group, Inc. |
||||||||
| 3.98%, 07/01/2048 |
999,000 | 1,138,040 | ||||||
| Multicare Health System |
||||||||
| 2.80%, 08/15/2050 |
1,045,000 | 1,027,174 | ||||||
| Mylan NV |
||||||||
| 3.95%, 06/15/2026 |
532,000 | 597,663 | ||||||
| Mylan, Inc. |
||||||||
| 3.13%, 01/15/2023(3) |
5,000,000 | 5,261,991 | ||||||
| 4.55%, 04/15/2028 |
700,000 | 815,012 | ||||||
| 5.20%, 04/15/2048 |
7,550,000 | 9,342,341 | ||||||
| 5.40%, 11/29/2043 |
1,145,000 | 1,447,860 | ||||||
| New York & Presbyterian Hospital |
||||||||
| 4.02%, 08/01/2045 |
125,000 | 156,334 | ||||||
| NYU Langone Hospitals |
||||||||
| 3.38%, 07/01/2055 |
1,270,000 | 1,280,653 | ||||||
| Orlando Health Obligated Group |
||||||||
| 4.09%, 10/01/2048 |
2,605,000 | 2,931,200 | ||||||
| Partners Healthcare System, Inc. |
||||||||
| 3.34%, 07/01/2060 |
5,470,000 | 5,990,289 | ||||||
| Pepperdine University |
||||||||
| 3.30%, 12/01/2059 |
1,440,000 | 1,574,754 | ||||||
| Pfizer, Inc. |
||||||||
| 2.55%, 05/28/2040 |
4,650,000 | 4,797,036 | ||||||
| 2.70%, 05/28/2050 |
785,000 | 817,257 | ||||||
| 4.40%, 05/15/2044 |
1,655,000 | 2,175,269 | ||||||
| 5.80%, 08/12/2023 |
4,000,000 | 4,595,486 | ||||||
| Philip Morris International, Inc. |
||||||||
| 2.50%, 11/02/2022 |
1,300,000 | 1,353,293 | ||||||
| President & Fellows of Harvard College |
||||||||
| 2.52%, 10/15/2050 |
3,480,000 | 3,603,686 | ||||||
| 3.30%, 07/15/2056 |
5,599,000 | 6,770,620 | ||||||
| Procter & Gamble - Esop |
||||||||
| 9.36%, 01/01/2021 |
18,345 | 18,732 | ||||||
| Providence St Joseph Health Obligated Group |
||||||||
| 2.75%, 10/01/2026 |
1,200,000 | 1,317,980 | ||||||
| Quest Diagnostics, Inc. |
||||||||
| 3.45%, 06/01/2026 |
223,000 | 252,488 | ||||||
| 3.50%, 03/30/2025 |
4,820,000 | 5,339,337 | ||||||
| Reckitt Benckiser Treasury Services Plc |
||||||||
| 2.38%, 06/24/2022(3) |
1,200,000 | 1,235,864 | ||||||
| Regeneron Pharmaceuticals, Inc. |
||||||||
| 1.75%, 09/15/2030 |
2,800,000 | 2,726,180 | ||||||
| 2.80%, 09/15/2050 |
1,655,000 | 1,540,267 | ||||||
| Reynolds American, Inc. |
||||||||
| 4.45%, 06/12/2025 |
5,000,000 | 5,625,608 | ||||||
| Royalty Pharma Plc |
||||||||
| 0.75%, 09/02/2023(3) |
7,105,000 | 7,085,603 | ||||||
| 1.20%, 09/02/2025(3) |
2,080,000 | 2,073,417 | ||||||
| 1.75%, 09/02/2027(3) |
2,080,000 | 2,078,190 | ||||||
| 3.30%, 09/02/2040(3) |
1,720,000 | 1,685,161 | ||||||
| 3.55%, 09/02/2050(3) |
1,765,000 | 1,703,211 | ||||||
| Rush Obligated Group |
||||||||
| 3.92%, 11/15/2029 |
2,316,000 | 2,691,345 | ||||||
| S&P Global, Inc. |
||||||||
| 2.30%, 08/15/2060 |
570,000 | 510,443 |
| Shire Acquisitions Investments Ireland DAC |
||||||||
| 2.40%, 09/23/2021 |
3,549,000 | 3,613,064 | ||||||
| 2.88%, 09/23/2023 |
668,000 | 709,038 | ||||||
| 3.20%, 09/23/2026 |
3,626,000 | 4,030,828 | ||||||
| Smithfield Foods, Inc. |
||||||||
| 3.35%, 02/01/2022(3) |
14,000,000 | 14,147,783 | ||||||
| Takeda Pharmaceutical Co. Ltd. |
||||||||
| 3.03%, 07/09/2040 |
1,785,000 | 1,843,740 | ||||||
| 3.18%, 07/09/2050 |
1,920,000 | 1,965,315 | ||||||
| 3.38%, 07/09/2060 |
1,210,000 | 1,245,475 | ||||||
| Texas Health Resources |
||||||||
| 2.33%, 11/15/2050 |
970,000 | 902,906 | ||||||
| 4.33%, 11/15/2055 |
1,000,000 | 1,337,127 | ||||||
| Thermo Fisher Scientific, Inc. |
||||||||
| 2.95%, 09/19/2026 |
476,000 | 529,759 | ||||||
| 3.00%, 04/15/2023 |
227,000 | 240,083 | ||||||
| Transurban Finance Co. Pty Ltd. |
||||||||
| 2.45%, 03/16/2031(3) |
1,220,000 | 1,244,532 | ||||||
| Tyson Foods, Inc. |
||||||||
| 4.50%, 06/15/2022 |
2,485,000 | 2,631,384 | ||||||
| 4.88%, 08/15/2034 |
400,000 | 521,789 | ||||||
| 5.15%, 08/15/2044 |
588,000 | 778,740 | ||||||
| Unilever Capital Corp. |
||||||||
| 3.38%, 03/22/2025 |
800,000 | 893,820 | ||||||
| UnitedHealth Group, Inc. |
||||||||
| 2.75%, 05/15/2040 |
4,421,000 | 4,642,691 | ||||||
| 3.10%, 03/15/2026 |
550,000 | 613,803 | ||||||
| 3.50%, 08/15/2039 |
1,675,000 | 1,920,865 | ||||||
| 4.63%, 07/15/2035 |
427,000 | 560,938 | ||||||
| Universal Health Services, Inc. |
||||||||
| 2.65%, 10/15/2030(3) |
1,520,000 | 1,513,190 | ||||||
| University of Chicago |
||||||||
| 2.76%, 04/01/2045 |
1,575,000 | 1,607,183 | ||||||
| University of Southern California |
||||||||
| 3.23%, 10/01/2120 |
1,370,000 | 1,455,970 | ||||||
| Upjohn, Inc. |
||||||||
| 2.30%, 06/22/2027(3) |
3,525,000 | 3,637,933 | ||||||
| 3.85%, 06/22/2040(3) |
4,820,000 | 5,189,297 | ||||||
| 4.00%, 06/22/2050(3) |
2,000,000 | 2,129,229 | ||||||
| Verisk Analytics, Inc. |
||||||||
| 4.00%, 06/15/2025 |
7,000,000 | 7,985,272 | ||||||
| Yale University |
||||||||
| 0.87%, 04/15/2025 |
7,538,000 | 7,593,363 | ||||||
| 1.48%, 04/15/2030 |
2,745,000 | 2,775,769 | ||||||
| Yale-New Haven Health Services Corp. |
||||||||
| 2.50%, 07/01/2050 |
1,530,000 | 1,491,439 | ||||||
| Zimmer Biomet Holdings, Inc. |
||||||||
| 3.38%, 11/30/2021 |
3,650,000 | 3,746,324 | ||||||
| 3.55%, 04/01/2025 |
6,000,000 | 6,631,685 | ||||||
| 3.55%, 03/20/2030 |
5,000,000 | 5,602,055 | ||||||
| 3.70%, 03/19/2023 |
407,000 | 434,503 | ||||||
| Zoetis, Inc. |
||||||||
| 2.00%, 05/15/2030 |
1,590,000 | 1,636,492 | ||||||
| 3.00%, 09/12/2027 |
4,685,000 | 5,176,858 | ||||||
|
|
|
|||||||
| Total Consumer, Non-cyclical |
|
787,357,824 | ||||||
|
|
|
|||||||
| Diversified – 0.03% |
||||||||
| CK Hutchison International 16 Ltd. |
||||||||
| 1.88%, 10/03/2021(3) |
402,000 | 405,067 | ||||||
| 2.75%, 10/03/2026(3) |
600,000 | 645,463 | ||||||
| CK Hutchison International 17 II Ltd. |
||||||||
| 2.75%, 03/29/2023(3) |
500,000 | 517,760 | ||||||
| CK Hutchison International 17 Ltd. |
||||||||
| 2.88%, 04/05/2022(3) |
800,000 | 821,088 | ||||||
| CVS Pass-Through Trust Series 2013 |
||||||||
| 4.70%, 01/10/2036(3) |
876,541 | 948,615 | ||||||
| Hutchison Whampoa International 12 II Ltd. |
||||||||
| 3.25%, 11/08/2022(3) |
450,000 | 469,953 | ||||||
|
|
|
|||||||
| Total Diversified |
|
3,807,946 | ||||||
|
|
|
|||||||
| Energy – 3.78% |
||||||||
| Abu Dhabi Crude Oil Pipeline LLC |
||||||||
| 4.60%, 11/02/2047(3) |
4,428,000 | 5,420,226 | ||||||
| ANR Pipeline Co. |
||||||||
| 9.63%, 11/01/2021 |
337,000 | 365,820 | ||||||
| APT Pipelines Ltd. |
||||||||
| 4.20%, 03/23/2025(3) |
2,100,000 | 2,317,280 | ||||||
| Baker Hughes a GE Co. LLC |
||||||||
| 4.49%, 05/01/2030 |
1,365,000 | 1,553,051 | ||||||
| 5.13%, 09/15/2040 |
600,000 | 710,010 | ||||||
| Boardwalk Pipelines LP |
||||||||
| 3.40%, 02/15/2031 |
1,145,000 | 1,121,481 | ||||||
| 4.80%, 05/03/2029 |
960,000 | 1,045,540 | ||||||
| BP Capital Markets America, Inc. |
||||||||
| 1.75%, 08/10/2030 |
1,415,000 | 1,403,230 | ||||||
| 3.02%, 01/16/2027 |
1,052,000 | 1,155,352 | ||||||
| 3.25%, 05/06/2022 |
262,000 | 273,504 | ||||||
| 3.79%, 02/06/2024 |
9,145,000 | 10,027,214 | ||||||
| BP Capital Markets Plc |
||||||||
| 3.28%, 09/19/2027 |
2,309,000 | 2,562,091 | ||||||
| 3.51%, 03/17/2025 |
45,000 | 50,119 | ||||||
| 3.54%, 11/04/2024 |
700,000 | 772,848 | ||||||
| Buckeye Partners LP |
||||||||
| 5.60%, 10/15/2044 |
2,000,000 | 1,773,930 | ||||||
| 5.85%, 11/15/2043 |
591,000 | 547,470 | ||||||
| Canadian Natural Resources Ltd. |
||||||||
| 6.50%, 02/15/2037 |
118,000 | 139,533 | ||||||
| Cenovus Energy, Inc. |
||||||||
| 5.25%, 06/15/2037 |
5,270,000 | 4,570,950 | ||||||
| 5.40%, 06/15/2047 |
322,000 | 271,592 | ||||||
| Chevron Corp |
||||||||
| 2.24%, 05/11/2030 |
1,280,000 | 1,357,335 | ||||||
| CNOOC Finance 2013 Ltd. |
||||||||
| 2.88%, 09/30/2029 |
3,960,000 | 4,219,550 | ||||||
| 3.00%, 05/09/2023 |
2,000,000 | 2,095,938 | ||||||
| Columbia Pipeline Group, Inc. |
||||||||
| 5.80%, 06/01/2045 |
2,700,000 | 3,513,622 | ||||||
| Concho Resources, Inc. |
||||||||
| 2.40%, 02/15/2031 |
1,310,000 | 1,251,774 | ||||||
| 3.75%, 10/01/2027 |
1,000,000 | 1,078,026 | ||||||
| ConocoPhillips Co. |
||||||||
| 4.95%, 03/15/2026 |
598,000 | 713,992 | ||||||
| Diamondback Energy, Inc. |
||||||||
| 3.25%, 12/01/2026 |
1,280,000 | 1,281,593 | ||||||
| 4.75%, 05/31/2025 |
2,000,000 | 2,157,055 | ||||||
| Ecopetrol SA |
||||||||
| 4.13%, 01/16/2025 |
383,000 | 401,675 | ||||||
| 5.38%, 06/26/2026 |
537,000 | 593,385 | ||||||
| 5.88%, 09/18/2023 |
395,000 | 434,500 | ||||||
| Enable Midstream Partners LP |
||||||||
| 4.40%, 03/15/2027 |
900,000 | 864,195 | ||||||
| 4.95%, 05/15/2028 |
615,000 | 602,721 | ||||||
| Enbridge Energy Partners LP |
||||||||
| 7.50%, 04/15/2038 |
1,000,000 | 1,394,550 | ||||||
| Enbridge, Inc. |
||||||||
| 3.70%, 07/15/2027 |
538,000 | 598,244 | ||||||
| 4.50%, 06/10/2044 |
500,000 | 563,935 | ||||||
| 6.25% (3 Month LIBOR USD + 3.64%), 03/01/2078(2) |
950,000 | 964,250 | ||||||
| Encana Corp. |
||||||||
| 6.50%, 08/15/2034 |
268,000 | 249,826 | ||||||
| 7.20%, 11/01/2031 |
500,000 | 495,150 | ||||||
| 7.38%, 11/01/2031 |
274,000 | 273,654 | ||||||
| 8.13%, 09/15/2030 |
400,000 | 408,141 | ||||||
| Energy Transfer Operating LP |
||||||||
| 4.05%, 03/15/2025 |
2,250,000 | 2,364,220 | ||||||
| 4.75%, 01/15/2026 |
2,367,000 | 2,522,170 | ||||||
| 5.00%, 05/15/2050 |
5,545,000 | 5,090,151 | ||||||
| 5.25%, 04/15/2029 |
2,631,000 | 2,829,124 | ||||||
| 6.05%, 06/01/2041 |
500,000 | 501,272 | ||||||
| 6.13%, 12/15/2045 |
810,000 | 811,502 | ||||||
| 6.25%, 04/15/2049 |
3,179,000 | 3,271,323 | ||||||
| 6.50%, 02/01/2042 |
200,000 | 207,253 | ||||||
| Energy Transfer Partners LP |
||||||||
| 5.00%, 10/01/2022 |
3,300,000 | 3,469,017 | ||||||
| 5.88%, 03/01/2022 |
5,000,000 | 5,218,630 | ||||||
| ENI SpA |
||||||||
| 4.25%, 05/09/2029(3) |
2,825,000 | 3,178,459 | ||||||
| 5.70%, 10/01/2040(3) |
557,000 | 667,668 | ||||||
| ENI USA, Inc. |
||||||||
| 7.30%, 11/15/2027 |
400,000 | 517,865 | ||||||
| EnLink Midstream Partners LP |
||||||||
| 4.15%, 06/01/2025 |
1,000,000 | 861,030 | ||||||
| Enterprise Products Operating LLC |
||||||||
| 3.20%, 02/15/2052 |
5,556,000 | 5,022,588 | ||||||
| 3.70%, 02/15/2026 |
304,000 | 340,876 | ||||||
| 3.70%, 01/31/2051 |
514,000 | 506,240 | ||||||
| 3.90%, 02/15/2024 |
3,400,000 | 3,708,227 | ||||||
| 3.95%, 01/31/2060 |
870,000 | 854,250 | ||||||
| 4.20%, 01/31/2050 |
1,335,000 | 1,417,395 | ||||||
| 4.85%, 08/15/2042 |
4,000,000 | 4,525,030 | ||||||
| 4.95%, 10/15/2054 |
177,000 | 206,526 | ||||||
| 5.75%, 03/01/2035 |
1,075,000 | 1,318,278 | ||||||
| 5.75% (5 Year CMT Index + 5.31%), 07/15/2080 |
1,090,000 | 1,127,934 | ||||||
| 5.95%, 02/01/2041 |
201,000 | 253,170 | ||||||
| EOG Resources, Inc. |
||||||||
| 2.63%, 03/15/2023 |
249,000 | 259,377 |
| EQM Midstream Partners LP |
||||||||
| 4.00%, 08/01/2024 |
2,000,000 | 1,958,560 | ||||||
| 4.75%, 07/15/2023 |
5,000,000 | 4,993,750 | ||||||
| EQT Corp. |
||||||||
| 3.90%, 10/01/2027 |
805,000 | 733,556 | ||||||
| Equinor ASA |
||||||||
| 1.75%, 01/22/2026 |
17,673,000 | 18,329,870 | ||||||
| 2.88%, 04/06/2025 |
5,790,000 | 6,292,845 | ||||||
| 3.25%, 11/10/2024 |
508,000 | 558,773 | ||||||
| Exxon Mobil Corp. |
||||||||
| 2.61%, 10/15/2030 |
2,510,000 | 2,707,338 | ||||||
| 2.99%, 03/19/2025 |
2,800,000 | 3,066,468 | ||||||
| 3.00%, 08/16/2039 |
2,035,000 | 2,148,933 | ||||||
| 3.10%, 08/16/2049 |
2,040,000 | 2,081,079 | ||||||
| 3.45%, 04/15/2051 |
6,813,000 | 7,466,201 | ||||||
| 3.48%, 03/19/2030 |
2,250,000 | 2,595,584 | ||||||
| Gazprom OAO Via Gaz Capital SA |
||||||||
| 4.95%, 07/19/2022(3) |
610,000 | 640,256 | ||||||
| 6.51%, 03/07/2022(3) |
1,140,000 | 1,211,168 | ||||||
| Gray Oak Pipeline LLC |
||||||||
| 2.00%, 09/15/2023(3) |
1,220,000 | 1,226,636 | ||||||
| 2.60%, 10/15/2025(3) |
1,480,000 | 1,484,771 | ||||||
| Halliburton Co. |
||||||||
| 3.25%, 11/15/2021 |
12,079,000 | 12,327,696 | ||||||
| 4.75%, 08/01/2043 |
565,000 | 555,318 | ||||||
| 4.85%, 11/15/2035 |
200,000 | 211,357 | ||||||
| 7.60%, 08/15/2096(3) |
258,000 | 278,123 | ||||||
| Helmerich & Payne, Inc. |
||||||||
| 4.65%, 03/15/2025 |
4,710,000 | 5,185,279 | ||||||
| Hess Corp. |
||||||||
| 6.00%, 01/15/2040 |
513,000 | 567,215 | ||||||
| 7.88%, 10/01/2029 |
1,328,000 | 1,660,984 | ||||||
| Husky Energy, Inc. |
||||||||
| 6.80%, 09/15/2037 |
2,100,000 | 2,600,522 | ||||||
| KazMunayGas National Co. JSC |
||||||||
| 4.75%, 04/24/2025(3) |
1,590,000 | 1,746,093 | ||||||
| Kinder Morgan Energy Partners LP |
||||||||
| 4.30%, 05/01/2024 |
3,700,000 | 4,077,460 | ||||||
| 5.00%, 10/01/2021 |
4,875,000 | 5,032,698 | ||||||
| 6.95%, 01/15/2038 |
2,242,000 | 2,929,899 | ||||||
| 7.30%, 08/15/2033 |
1,650,000 | 2,244,329 | ||||||
| 7.50%, 11/15/2040 |
483,000 | 649,979 | ||||||
| Kinder Morgan, Inc. |
||||||||
| 2.00%, 02/15/2031 |
1,290,000 | 1,238,912 | ||||||
| 3.25%, 08/01/2050 |
1,430,000 | 1,291,410 | ||||||
| 5.05%, 02/15/2046 |
600,000 | 679,649 | ||||||
| 7.80%, 08/01/2031 |
4,600,000 | 6,356,995 | ||||||
| Magellan Midstream Partners LP |
||||||||
| 3.20%, 03/15/2025 |
386,000 | 410,673 | ||||||
| 4.20%, 12/01/2042 |
417,000 | 416,494 | ||||||
| 4.20%, 03/15/2045 |
5,725,000 | 5,682,602 | ||||||
| 4.20%, 10/03/2047 |
1,050,000 | 1,091,267 | ||||||
| 5.15%, 10/15/2043 |
441,000 | 513,305 | ||||||
| Marathon Oil Corp. |
||||||||
| 2.80%, 11/01/2022 |
700,000 | 717,003 | ||||||
| Marathon Petroleum Corp. |
||||||||
| 3.40%, 12/15/2020 |
2,544,000 | 2,551,919 | ||||||
| 3.63%, 09/15/2024 |
1,241,000 | 1,328,992 | ||||||
| 4.50%, 05/01/2023 |
3,070,000 | 3,314,894 | ||||||
| 4.50%, 04/01/2048 |
3,000,000 | 3,034,307 | ||||||
| 4.70%, 05/01/2025 |
12,378,000 | 13,971,595 | ||||||
| 4.75%, 12/15/2023 |
5,537,000 | 6,068,154 | ||||||
| 5.13%, 12/15/2026 |
5,379,000 | 6,234,577 | ||||||
| 5.38%, 10/01/2022 |
4,640,000 | 4,640,000 | ||||||
| MPLX LP |
||||||||
| 1.75%, 03/01/2026 |
7,159,000 | 7,142,728 | ||||||
| 2.65%, 08/15/2030 |
9,160,000 | 8,975,368 | ||||||
| 4.13%, 03/01/2027 |
622,000 | 686,744 | ||||||
| 4.50%, 04/15/2038 |
8,016,000 | 8,193,921 | ||||||
| 4.70%, 04/15/2048 |
210,000 | 212,374 | ||||||
| 4.88%, 06/01/2025 |
3,000,000 | 3,400,489 | ||||||
| 5.20%, 03/01/2047 |
1,573,000 | 1,686,949 | ||||||
| 5.25%, 01/15/2025 |
5,103,000 | 5,290,362 | ||||||
| 5.50%, 02/15/2049 |
1,665,000 | 1,860,324 | ||||||
| Newfield Exploration Co. |
||||||||
| 5.75%, 01/30/2022 |
3,820,000 | 3,841,742 | ||||||
| Noble Energy, Inc. |
||||||||
| 3.25%, 10/15/2029 |
1,155,000 | 1,276,303 | ||||||
| 5.05%, 11/15/2044 |
3,740,000 | 4,843,998 | ||||||
| 5.25%, 11/15/2043 |
3,975,000 | 5,260,237 | ||||||
| 6.00%, 03/01/2041 |
1,240,000 | 1,717,393 |
| Occidental Petroleum Corp. |
||||||||
| 0.00%, 10/10/2036 |
4,000,000 | 1,760,000 | ||||||
| 3.20%, 08/15/2026 |
3,000,000 | 2,379,375 | ||||||
| 6.45%, 09/15/2036 |
2,685,000 | 2,282,304 | ||||||
| ONEOK Partners LP |
||||||||
| 3.38%, 10/01/2022 |
151,000 | 156,861 | ||||||
| 5.00%, 09/15/2023 |
3,923,000 | 4,251,582 | ||||||
| 6.20%, 09/15/2043 |
2,500,000 | 2,637,160 | ||||||
| 6.65%, 10/01/2036 |
1,050,000 | 1,180,832 | ||||||
| ONEOK, Inc. |
||||||||
| 3.10%, 03/15/2030 |
13,970,000 | 13,440,479 | ||||||
| 3.40%, 09/01/2029 |
925,000 | 907,341 | ||||||
| 4.50%, 03/15/2050 |
915,000 | 808,302 | ||||||
| 4.95%, 07/13/2047 |
1,850,000 | 1,756,124 | ||||||
| 5.20%, 07/15/2048 |
1,400,000 | 1,347,218 | ||||||
| Petroleos Mexicanos |
||||||||
| 5.50%, 01/21/2021 |
810,000 | 817,088 | ||||||
| 6.35%, 02/12/2048 |
5,187,000 | 3,883,766 | ||||||
| 6.49%, 01/23/2027(3) |
1,185,000 | 1,110,345 | ||||||
| 6.50%, 03/13/2027 |
1,090,000 | 1,016,425 | ||||||
| 6.50%, 01/23/2029 |
970,000 | 868,150 | ||||||
| 6.75%, 09/21/2047 |
9,337,000 | 7,189,490 | ||||||
| 6.88%, 08/04/2026 |
2,390,000 | 2,293,575 | ||||||
| 7.69%, 01/23/2050(3) |
4,534,000 | 3,742,817 | ||||||
| Phillips 66 |
||||||||
| 4.88%, 11/15/2044 |
70,000 | 83,052 | ||||||
| 5.88%, 05/01/2042 |
3,000,000 | 3,945,454 | ||||||
| Phillips 66 Partners LP |
||||||||
| 3.15%, 12/15/2029 |
655,000 | 645,973 | ||||||
| 3.55%, 10/01/2026 |
190,000 | 200,407 | ||||||
| 3.61%, 02/15/2025 |
560,000 | 594,654 | ||||||
| 4.90%, 10/01/2046 |
412,000 | 427,258 | ||||||
| Pioneer Natural Resources Co. |
||||||||
| 1.90%, 08/15/2030 |
2,330,000 | 2,186,038 | ||||||
| Plains All American Pipeline |
||||||||
| 3.65%, 06/01/2022 |
5,672,000 | 5,808,425 | ||||||
| Plains All American Pipeline LP |
||||||||
| 3.55%, 12/15/2029 |
2,800,000 | 2,707,236 | ||||||
| 3.80%, 09/15/2030 |
838,000 | 811,879 | ||||||
| 4.65%, 10/15/2025 |
10,312,000 | 11,077,494 | ||||||
| 4.70%, 06/15/2044 |
3,880,000 | 3,465,670 | ||||||
| 5.15%, 06/01/2042 |
1,540,000 | 1,451,119 | ||||||
| Reliance Industries Ltd. |
||||||||
| 5.40%, 02/14/2022(3) |
1,115,000 | 1,174,705 | ||||||
| Sabal Trail Transmission LLC |
||||||||
| 4.68%, 05/01/2038(3) |
10,000,000 | 11,511,820 | ||||||
| Sabine Pass Liquefaction LLC |
||||||||
| 5.88%, 06/30/2026 |
10,000,000 | 11,822,369 | ||||||
| Schlumberger Finance Canada Ltd. |
||||||||
| 1.40%, 09/17/2025 |
2,640,000 | 2,653,782 | ||||||
| Schlumberger Holdings Corp. |
||||||||
| 3.75%, 05/01/2024(3) |
780,000 | 846,462 | ||||||
| 3.90%, 05/17/2028(3) |
852,000 | 917,201 | ||||||
| Shell International Finance BV |
||||||||
| 2.75%, 04/06/2030 |
3,300,000 | 3,606,078 | ||||||
| Sinopec Group Overseas Development 2018 Ltd. |
||||||||
| 3.68%, 08/08/2049(3) |
4,318,000 | 4,973,429 | ||||||
| Southern Natural Gas Co. LLC |
||||||||
| 4.80%, 03/15/2047(3) |
428,000 | 470,459 | ||||||
| 8.00%, 03/01/2032 |
446,000 | 632,287 | ||||||
| Spectra Energy Partners LP |
||||||||
| 3.50%, 03/15/2025 |
787,000 | 859,479 | ||||||
| 4.50%, 03/15/2045 |
3,000,000 | 3,403,443 | ||||||
| 5.95%, 09/25/2043 |
207,000 | 257,875 | ||||||
| Suncor Energy, Inc. |
||||||||
| 5.95%, 12/01/2034 |
1,048,000 | 1,281,894 | ||||||
| 5.95%, 05/15/2035 |
350,000 | 432,373 | ||||||
| 6.80%, 05/15/2038 |
423,000 | 552,574 | ||||||
| 7.88%, 06/15/2026 |
543,000 | 688,118 | ||||||
| Sunoco Logistics Partners Operations LP |
||||||||
| 4.95%, 01/15/2043 |
1,482,000 | 1,306,359 | ||||||
| 5.30%, 04/01/2044 |
200,000 | 185,382 | ||||||
| 5.40%, 10/01/2047 |
1,500,000 | 1,413,864 | ||||||
| TC PipeLines LP |
||||||||
| 3.90%, 05/25/2027 |
5,457,000 | 5,846,226 | ||||||
| 4.38%, 03/13/2025 |
8,465,000 | 9,263,932 | ||||||
| Tennessee Gas Pipeline Co. LLC |
||||||||
| 2.90%, 03/01/2030(3) |
1,705,000 | 1,764,771 | ||||||
| Texas Eastern Transmission LP |
||||||||
| 2.80%, 10/15/2022(3) |
714,000 | 734,635 | ||||||
| 3.50%, 01/15/2028(3) |
450,000 | 486,807 |
| Total Capital International SA |
||||||||
| 2.99%, 06/29/2041 |
2,600,000 | 2,708,509 | ||||||
| 3.13%, 05/29/2050 |
2,465,000 | 2,546,017 | ||||||
| 3.46%, 07/12/2049 |
1,905,000 | 2,075,938 | ||||||
| TransCanada PipeLines Ltd. |
||||||||
| 4.75%, 05/15/2038 |
1,000,000 | 1,178,178 | ||||||
| 4.88%, 01/15/2026 |
792,000 | 931,696 | ||||||
| 6.20%, 10/15/2037 |
573,000 | 774,022 | ||||||
| Valero Energy Corp. |
||||||||
| 1.20%, 03/15/2024 |
4,208,000 | 4,190,140 | ||||||
| 2.15%, 09/15/2027 |
9,421,000 | 9,357,664 | ||||||
| 2.70%, 04/15/2023 |
1,455,000 | 1,509,625 | ||||||
| 2.85%, 04/15/2025 |
9,154,000 | 9,588,620 | ||||||
| 3.40%, 09/15/2026 |
10,326,000 | 11,093,489 | ||||||
| 6.63%, 06/15/2037 |
5,000,000 | 6,280,745 | ||||||
| 7.50%, 04/15/2032 |
175,000 | 237,281 | ||||||
| Williams Cos, Inc. |
||||||||
| 3.50%, 11/15/2030 |
5,039,000 | 5,475,376 | ||||||
| 3.90%, 01/15/2025 |
700,000 | 765,317 | ||||||
| 4.30%, 03/04/2024 |
2,500,000 | 2,734,867 | ||||||
| 4.85%, 03/01/2048 |
3,000,000 | 3,367,365 | ||||||
| 4.90%, 01/15/2045 |
7,000,000 | 7,472,296 | ||||||
| 5.40%, 03/04/2044 |
2,750,000 | 3,082,502 | ||||||
| 5.75%, 06/24/2044 |
2,500,000 | 2,943,562 | ||||||
| 6.30%, 04/15/2040 |
333,000 | 411,121 | ||||||
| 8.75%, 03/15/2032 |
2,359,000 | 3,360,305 | ||||||
| Woodside Finance Ltd. |
||||||||
| 3.65%, 03/05/2025(3) |
3,300,000 | 3,490,722 | ||||||
|
|
|
|||||||
| Total Energy |
|
564,033,921 | ||||||
|
|
|
|||||||
| Financials – 12.95% |
||||||||
| ABN AMRO Bank NV |
||||||||
| 2.65%, 01/19/2021(3) |
1,000,000 | 1,006,923 | ||||||
| 4.75%, 07/28/2025(3) |
6,031,000 | 6,791,509 | ||||||
| AerCap Ireland Capital DAC |
||||||||
| 2.88%, 08/14/2024 |
1,060,000 | 1,020,648 | ||||||
| 3.15%, 02/15/2024 |
5,315,000 | 5,270,278 | ||||||
| 3.30%, 01/23/2023 |
3,051,000 | 3,061,314 | ||||||
| 3.50%, 01/15/2025 |
1,500,000 | 1,460,916 | ||||||
| 4.13%, 07/03/2023 |
1,050,000 | 1,071,307 | ||||||
| 4.45%, 12/16/2021 |
1,260,000 | 1,287,348 | ||||||
| 4.50%, 09/15/2023 |
5,280,000 | 5,439,650 | ||||||
| 4.63%, 10/15/2027 |
2,500,000 | 2,424,554 | ||||||
| 6.50%, 07/15/2025 |
770,000 | 831,106 | ||||||
| AIA Group Ltd. |
||||||||
| 3.20%, 03/11/2025(3) |
5,545,000 | 5,987,706 | ||||||
| 3.20%, 09/16/2040(3) |
915,000 | 944,856 | ||||||
| 3.60%, 04/09/2029(3) |
795,000 | 893,890 | ||||||
| 3.90%, 04/06/2028(3) |
1,000,000 | 1,136,290 | ||||||
| AIB Group Plc |
||||||||
| 4.75%, 10/12/2023(3) |
3,500,000 | 3,804,686 | ||||||
| AIG SunAmerica Global Financing X |
||||||||
| 6.90%, 03/15/2032(3) |
955,000 | 1,433,044 | ||||||
| Air Lease Corp. |
||||||||
| 2.88%, 01/15/2026 |
1,300,000 | 1,277,227 | ||||||
| 3.25%, 03/01/2025 |
710,000 | 722,591 | ||||||
| 3.25%, 10/01/2029 |
3,950,000 | 3,750,161 | ||||||
| 3.38%, 07/01/2025 |
2,430,000 | 2,480,862 | ||||||
| 3.88%, 07/03/2023 |
2,500,000 | 2,604,036 | ||||||
| Alexandria Real Estate Equities, Inc. |
||||||||
| 1.88%, 02/01/2033 |
1,190,000 | 1,161,217 | ||||||
| 3.80%, 04/15/2026 |
338,000 | 387,491 | ||||||
| 4.00%, 02/01/2050 |
1,451,000 | 1,733,238 | ||||||
| American Express Co. |
||||||||
| 4.20%, 11/06/2025 |
1,400,000 | 1,620,619 | ||||||
| American Financial Group, Inc. |
||||||||
| 3.50%, 08/15/2026 |
1,435,000 | 1,553,168 | ||||||
| American International Group, Inc. |
||||||||
| 3.40%, 06/30/2030 |
4,791,000 | 5,284,955 | ||||||
| 3.88%, 01/15/2035 |
376,000 | 432,146 | ||||||
| 3.90%, 04/01/2026 |
1,370,000 | 1,561,853 | ||||||
| 4.13%, 02/15/2024 |
107,000 | 118,718 | ||||||
| 6.40%, 12/15/2020 |
4,009,000 | 4,057,592 | ||||||
| American Tower Corp. |
||||||||
| 1.88%, 10/15/2030 |
2,485,000 | 2,447,409 | ||||||
| 2.10%, 06/15/2030 |
1,300,000 | 1,312,603 | ||||||
| 2.25%, 01/15/2022 |
600,000 | 613,736 | ||||||
| 2.90%, 01/15/2030 |
120,000 | 129,524 | ||||||
| 3.38%, 10/15/2026 |
506,000 | 560,200 | ||||||
| 3.70%, 10/15/2049 |
2,065,000 | 2,258,747 | ||||||
| 3.80%, 08/15/2029 |
2,500,000 | 2,861,672 | ||||||
| American Tower Trust |
||||||||
| 3.07%, 03/15/2023(3) |
2,900,000 | 2,959,201 | ||||||
| AmSouth Bancorp |
||||||||
| 6.75%, 11/01/2025 |
527,000 | 644,007 | ||||||
| ANZ New Zealand Int’l Ltd. |
||||||||
| 3.45%, 01/21/2028(3) |
500,000 | 570,468 | ||||||
| Aon Corp. |
||||||||
| 2.80%, 05/15/2030 |
4,451,000 | 4,805,440 | ||||||
| Aon Plc |
||||||||
| 3.50%, 06/14/2024 |
815,000 | 887,847 | ||||||
| 4.00%, 11/27/2023 |
5,000,000 | 5,465,296 | ||||||
| ASB Bank Ltd. |
||||||||
| 3.13%, 05/23/2024(3) |
2,050,000 | 2,207,785 | ||||||
| Assurant, Inc. |
||||||||
| 4.20%, 09/27/2023 |
1,210,000 | 1,295,094 | ||||||
| Athene Global Funding |
||||||||
| 2.95%, 11/12/2026(3) |
8,370,000 | 8,812,971 | ||||||
| Australia & New Zealand Banking Group Ltd. |
||||||||
| 4.40%, 05/19/2026(3) |
1,816,000 | 2,045,342 | ||||||
| 4.50%, 03/19/2024(3) |
9,000,000 | 9,892,692 | ||||||
| Avolon Holdings Funding Ltd. |
||||||||
| 2.88%, 02/15/2025(3) |
1,000,000 | 916,427 | ||||||
| 4.38%, 05/01/2026(3) |
790,000 | 749,307 | ||||||
| 5.25%, 05/15/2024(3) |
2,790,000 | 2,802,375 | ||||||
| 5.50%, 01/15/2023(3) |
2,240,000 | 2,261,108 | ||||||
| 5.50%, 01/15/2026(3) |
3,000,000 | 3,011,581 | ||||||
| Banco Bilbao Vizcaya Argentaria SA |
||||||||
| 0.88%, 09/18/2023 |
8,600,000 | 8,589,790 | ||||||
| Banco del Estado de Chile |
||||||||
| 2.67%, 01/08/2021(3) |
6,202,000 | 6,217,505 | ||||||
| Banco Nacional de Panama |
||||||||
| 2.50%, 08/11/2030(3) |
2,750,000 | 2,721,125 | ||||||
| Banco Santander SA |
||||||||
| 1.39% (3 Month LIBOR USD + 1.12%), 04/12/2023(2) |
1,000,000 | 1,004,466 | ||||||
| 2.75%, 05/28/2025 |
1,600,000 | 1,681,328 | ||||||
| 3.13%, 02/23/2023 |
2,200,000 | 2,304,370 | ||||||
| 3.50%, 04/11/2022 |
5,000,000 | 5,186,079 | ||||||
| 3.85%, 04/12/2023 |
2,400,000 | 2,562,701 | ||||||
| 5.18%, 11/19/2025 |
1,500,000 | 1,704,944 | ||||||
| Bank of America Corp. |
||||||||
| 1.90% (Secured Overnight Financing Rate + 1.53%), 07/23/2031 |
1,285,000 | 1,279,346 | ||||||
| 2.46% (3 Month LIBOR USD + 0.87%), 10/22/2025(2) |
2,000,000 | 2,109,027 | ||||||
| 2.50% (3 Month LIBOR USD + 0.99%), 02/13/2031(2) |
2,965,000 | 3,090,683 | ||||||
| 2.59% (Secured Overnight Financing Rate + 2.15%), 04/29/2031(2) |
11,321,000 | 11,954,823 | ||||||
| 2.63%, 04/19/2021 |
2,500,000 | 2,531,622 | ||||||
| 2.68% (Secured Overnight Financing Rate + 1.93%), 06/19/2041(2) |
13,874,000 | 14,150,363 | ||||||
| 2.88% (3 Month LIBOR USD + 1.02%), 04/24/2023(2) |
1,640,000 | 1,695,886 | ||||||
| 2.88% (3 Month LIBOR USD + 1.19%), 10/22/2030(2) |
5,130,000 | 5,537,228 | ||||||
| 3.00% (3 Month LIBOR USD + 0.79%), 12/20/2023(2) |
18,031,000 | 18,931,210 | ||||||
| 3.09% (3 Month LIBOR USD + 1.09%), 10/01/2025(2) |
5,000,000 | 5,390,537 | ||||||
| 3.12% (3 Month LIBOR USD + 1.16%), 01/20/2023(2) |
951,000 | 981,814 | ||||||
| 3.25%, 10/21/2027 |
5,800,000 | 6,405,562 | ||||||
| 3.30%, 01/11/2023 |
3,800,000 | 4,034,422 | ||||||
| 3.37% (3 Month LIBOR USD + 0.81%), 01/23/2026(2) |
1,500,000 | 1,634,371 | ||||||
| 3.55% (3 Month LIBOR USD + 0.78%), 03/05/2024(2) |
1,985,000 | 2,114,317 | ||||||
| 3.56% (3 Month LIBOR USD + 1.06%), 04/23/2027(2) |
14,440,000 | 16,130,791 | ||||||
| 3.59% (3 Month LIBOR USD + 1.37%), 07/21/2028(2) |
7,800,000 | 8,741,643 | ||||||
| 3.71% (3 Month LIBOR USD + 1.51%), 04/24/2028(2) |
4,500,000 | 5,081,046 | ||||||
| 3.82% (3 Month LIBOR USD + 1.58%), 01/20/2028(2) |
10,000,000 | 11,330,236 | ||||||
| 3.86% (3 Month LIBOR USD + 0.94%), 07/23/2024(2) |
8,174,000 | 8,851,674 | ||||||
| 3.95%, 04/21/2025 |
5,201,000 | 5,775,404 | ||||||
| 3.97% (3 Month LIBOR USD + 1.21%), 02/07/2030(2) |
2,820,000 | 3,277,314 | ||||||
| 4.00%, 01/22/2025 |
5,349,000 | 5,957,331 | ||||||
| 4.20%, 08/26/2024 |
4,140,000 | 4,609,705 | ||||||
| 4.27% (3 Month LIBOR USD + 1.31%), 07/23/2029(2) |
1,500,000 | 1,757,684 | ||||||
| 4.30% (3 Month LIBOR USD + 2.66%), 07/28/2168(2) |
3,075,000 | 2,982,750 | ||||||
| 4.45%, 03/03/2026 |
7,140,000 | 8,197,859 | ||||||
| 6.11%, 01/29/2037 |
3,580,000 | 5,050,871 | ||||||
| 7.75%, 05/14/2038 |
137,000 | 226,728 | ||||||
| Bank of Montreal |
||||||||
| 1.85%, 05/01/2025 |
1,950,000 | 2,033,466 | ||||||
| 3.30%, 02/05/2024 |
1,200,000 | 1,299,827 | ||||||
| 3.80% (5 Year Swap Rate USD + 1.43%), 12/15/2032(2) |
7,167,000 | 7,984,068 | ||||||
| Bank of New York Mellon Corp. |
||||||||
| 2.95%, 01/29/2023 |
1,000,000 | 1,053,309 | ||||||
| 3.00%, 02/24/2025 |
5,360,000 | 5,876,214 | ||||||
| 3.25%, 09/11/2024 |
650,000 | 712,541 | ||||||
| Bank of New Zealand |
||||||||
| 3.50%, 02/20/2024(3) |
950,000 | 1,034,534 | ||||||
| Bank of Nova Scotia |
||||||||
| 1.63%, 05/01/2023 |
6,570,000 | 6,738,470 | ||||||
| Banque Federative du Credit Mutuel SA |
||||||||
| 3.75%, 07/20/2023(3) |
1,650,000 | 1,789,734 | ||||||
| Barclays Plc |
||||||||
| 2.65% (1 Year CMT Index + 1.90%), 06/24/2031 |
3,220,000 | 3,211,533 | ||||||
| 3.65%, 03/16/2025 |
2,522,000 | 2,720,187 | ||||||
| 3.68%, 01/10/2023 |
10,650,000 | 10,978,585 |
| 3.93% (3 Month LIBOR USD + 1.61%), 05/07/2025(2) |
4,500,000 | 4,845,416 | ||||||
| 4.34%, 01/10/2028 |
2,360,000 | 2,626,806 | ||||||
| 4.61% (3 Month LIBOR USD + 1.40%), 02/15/2023(2) |
2,300,000 | 2,407,370 | ||||||
| 4.97% (3 Month LIBOR USD + 1.90%), 05/16/2029(2) |
2,450,000 | 2,863,064 | ||||||
| 5.20%, 05/12/2026 |
500,000 | 554,375 | ||||||
| BB&T Corp. |
||||||||
| 2.85%, 10/26/2024 |
1,000,000 | 1,083,456 | ||||||
| BBVA USA |
||||||||
| 2.50%, 08/27/2024 |
1,615,000 | 1,679,492 | ||||||
| Berkshire Hathaway Finance Corp. |
||||||||
| 4.30%, 05/15/2043 |
322,000 | 412,077 | ||||||
| 4.40%, 05/15/2042 |
1,524,000 | 1,938,675 | ||||||
| Berkshire Hathaway, Inc. |
||||||||
| 3.13%, 03/15/2026 |
8,130,000 | 9,074,150 | ||||||
| BlackRock, Inc. |
||||||||
| 1.90%, 01/28/2031 |
1,261,000 | 1,307,575 | ||||||
| Blackstone Holdings Finance Co. LLC |
||||||||
| 4.45%, 07/15/2045(3) |
170,000 | 212,194 | ||||||
| Blackstone Secured |
||||||||
| 3.65%, 07/14/2023(3) |
2,110,000 | 2,126,232 | ||||||
| BNP Paribas SA |
||||||||
| 1.90% (Secured Overnight Financing Rate + 1.61%), 09/30/2028(3) |
6,280,000 | 6,251,212 | ||||||
| 2.22% (Secured Overnight Financing Rate + 2.07%), 06/09/2026(3) |
1,400,000 | 1,443,775 | ||||||
| 2.59% (5 Year CMT Index + 2.05%), 08/12/2035(3) |
2,000,000 | 1,940,810 | ||||||
| 2.82% (3 Month LIBOR USD + 1.11%), 11/19/2025(2)(3) |
4,000,000 | 4,219,580 | ||||||
| 3.38%, 01/09/2025(3) |
10,725,000 | 11,630,910 | ||||||
| 3.50%, 03/01/2023(3) |
430,000 | 455,761 | ||||||
| 3.80%, 01/10/2024(3) |
1,600,000 | 1,731,605 | ||||||
| 4.40%, 08/14/2028(3) |
725,000 | 849,803 | ||||||
| BNZ International Funding Ltd. |
||||||||
| 2.65%, 11/03/2022(3) |
1,516,000 | 1,581,478 | ||||||
| 3.38%, 03/01/2023(3) |
6,000,000 | 6,406,403 | ||||||
| BOC Aviation Ltd. |
||||||||
| 2.38%, 09/15/2021(3) |
3,550,000 | 3,574,530 | ||||||
| 2.75%, 09/18/2022(3) |
780,000 | 794,714 | ||||||
| Boston Properties LP |
||||||||
| 3.13%, 09/01/2023 |
300,000 | 317,293 | ||||||
| 3.20%, 01/15/2025 |
1,139,000 | 1,233,264 | ||||||
| 3.65%, 02/01/2026 |
557,000 | 618,918 | ||||||
| BPCE SA |
||||||||
| 1.65% (Secured Overnight Financing Rate + 1.52%), 10/06/2026(3) |
1,566,000 | 1,566,265 | ||||||
| 2.75%, 01/11/2023(3) |
1,000,000 | 1,047,180 | ||||||
| 3.25%, 01/11/2028(3) |
7,815,000 | 8,621,869 | ||||||
| 4.50%, 03/15/2025(3) |
2,000,000 | 2,211,331 | ||||||
| 4.63%, 07/11/2024(3) |
1,300,000 | 1,431,454 | ||||||
| 5.15%, 07/21/2024(3) |
2,800,000 | 3,135,222 | ||||||
| 5.70%, 10/22/2023(3) |
3,645,000 | 4,084,638 | ||||||
| Brixmor Operating Partnership LP |
||||||||
| 3.85%, 02/01/2025 |
1,100,000 | 1,177,653 | ||||||
| 4.05%, 07/01/2030 |
5,956,000 | 6,389,900 | ||||||
| Brookfield Finance, Inc. |
||||||||
| 3.90%, 01/25/2028 |
770,000 | 857,036 | ||||||
| 4.70%, 09/20/2047 |
769,000 | 896,904 | ||||||
| 4.85%, 03/29/2029 |
875,000 | 1,041,216 | ||||||
| Brown & Brown, Inc. |
||||||||
| 2.38%, 03/15/2031 |
4,150,000 | 4,187,064 | ||||||
| Capital One Bank USA N.A. |
||||||||
| 3.38%, 02/15/2023 |
6,000,000 | 6,340,728 | ||||||
| Capital One Financial Corp. |
||||||||
| 3.20%, 02/05/2025 |
726,000 | 784,172 | ||||||
| 3.65%, 05/11/2027 |
2,039,000 | 2,249,366 | ||||||
| 3.75%, 04/24/2024 |
824,000 | 896,592 | ||||||
| 3.75%, 07/28/2026 |
960,000 | 1,043,623 | ||||||
| 3.90%, 01/29/2024 |
13,708,000 | 14,918,729 | ||||||
| 4.20%, 10/29/2025 |
400,000 | 443,367 | ||||||
| Charles Schwab Corp. |
||||||||
| 3.20%, 03/02/2027 |
1,700,000 | 1,904,956 | ||||||
| 3.23%, 09/01/2022 |
165,000 | 173,691 | ||||||
| Citigroup, Inc. |
||||||||
| 2.57% (Secured Overnight Financing Rate + 2.11%), 06/03/2031(2) |
5,149,000 | 5,412,049 | ||||||
| 2.75%, 04/25/2022 |
13,420,000 | 13,867,832 | ||||||
| 2.88% (3 Month LIBOR USD + 0.95%), 07/24/2023(2) |
12,165,000 | 12,622,423 | ||||||
| 3.14% (3 Month LIBOR USD + 0.72%), 01/24/2023(2) |
3,387,000 | 3,494,347 | ||||||
| 3.20%, 10/21/2026 |
905,000 | 997,880 | ||||||
| 3.40%, 05/01/2026 |
1,000,000 | 1,111,470 | ||||||
| 3.52% (3 Month LIBOR USD + 1.15%), 10/27/2028(2) |
7,000,000 | 7,777,865 | ||||||
| 3.67% (3 Month LIBOR USD + 1.39%), 07/24/2028(2) |
4,625,000 | 5,191,435 | ||||||
| 3.70%, 01/12/2026 |
9,150,000 | 10,277,815 | ||||||
| 3.89% (3 Month LIBOR USD + 1.56%), 01/10/2028(2) |
11,355,000 | 12,843,262 | ||||||
| 4.30%, 11/20/2026 |
5,442,000 | 6,229,002 | ||||||
| 4.40%, 06/10/2025 |
12,181,000 | 13,698,394 |
| 4.41% (Secured Overnight Financing Rate + 3.91%), 03/31/2031(2) |
5,940,000 | 7,124,096 | ||||||
| 4.45%, 09/29/2027 |
7,467,000 | 8,649,191 | ||||||
| 6.63%, 01/15/2028 |
387,000 | 503,569 | ||||||
| Citizens Bank N.A. |
||||||||
| 3.70%, 03/29/2023 |
1,370,000 | 1,467,533 | ||||||
| Citizens Financial Group, Inc. |
||||||||
| 2.38%, 07/28/2021 |
188,000 | 190,718 | ||||||
| 2.64%, 09/30/2032(3) |
343,000 | 341,740 | ||||||
| 3.25%, 04/30/2030 |
5,000,000 | 5,515,559 | ||||||
| CNA Financial Corp. |
||||||||
| 3.45%, 08/15/2027 |
820,000 | 920,815 | ||||||
| 3.95%, 05/15/2024 |
303,000 | 335,689 | ||||||
| 7.25%, 11/15/2023 |
7,470,000 | 8,830,874 | ||||||
| Comerica, Inc. |
||||||||
| 4.00%, 02/01/2029 |
1,900,000 | 2,165,630 | ||||||
| Commonwealth Bank of Australia |
||||||||
| 2.50%, 09/18/2022(3) |
800,000 | 835,011 | ||||||
| 2.85%, 05/18/2026(3) |
1,300,000 | 1,434,460 | ||||||
| 3.45%, 03/16/2023(3) |
1,300,000 | 1,392,174 | ||||||
| 3.74%, 09/12/2039(3) |
6,585,000 | 7,268,708 | ||||||
| 4.50%, 12/09/2025(3) |
778,000 | 877,842 | ||||||
| Compass Bank |
||||||||
| 3.88%, 04/10/2025 |
7,840,000 | 8,410,318 | ||||||
| Cooperatieve Rabobank UA |
||||||||
| 3.88%, 02/08/2022 |
4,000,000 | 4,189,902 | ||||||
| 4.38%, 08/04/2025 |
570,000 | 645,897 | ||||||
| 4.63%, 12/01/2023 |
7,216,000 | 8,025,130 | ||||||
| 5.80%, 09/30/2110(3) |
361,000 | 587,417 | ||||||
| Credit Agricole SA |
||||||||
| 1.91% (Secured Overnight Financing Rate + 1.68%), 06/16/2026(2)(3) |
1,450,000 | 1,482,603 | ||||||
| 3.75%, 04/24/2023(3) |
575,000 | 617,061 | ||||||
| 4.00% (5 Year Swap Rate USD + 1.64%), 01/10/2033(2)(3) |
5,000,000 | 5,483,050 | ||||||
| 4.38%, 03/17/2025(3) |
305,000 | 336,531 | ||||||
| Credit Suisse AG/New York |
||||||||
| 1.00%, 05/05/2023 |
3,241,000 | 3,274,642 | ||||||
| 2.80%, 04/08/2022 |
3,000,000 | 3,106,407 | ||||||
| Credit Suisse Group AG |
||||||||
| 2.19% (Secured Overnight Financing Rate + 2.04%), 06/05/2026(2)(3) |
1,020,000 | 1,053,207 | ||||||
| 2.59% (Secured Overnight Financing Rate + 1.56%), 09/11/2025(2)(3) |
1,450,000 | 1,513,053 | ||||||
| 3.57%, 01/09/2023(3) |
3,216,000 | 3,326,483 | ||||||
| 3.87% (3 Month LIBOR USD + 1.41%), 01/12/2029(2)(3) |
2,000,000 | 2,230,926 | ||||||
| 4.28%, 01/09/2028(3) |
3,973,000 | 4,507,822 | ||||||
| Credit Suisse Group Funding Guernsey Ltd. |
||||||||
| 3.80%, 06/09/2023 |
8,500,000 | 9,140,737 | ||||||
| 4.55%, 04/17/2026 |
1,500,000 | 1,747,689 | ||||||
| Crown Castle International Corp. |
||||||||
| 2.25%, 01/15/2031 |
2,585,000 | 2,604,047 | ||||||
| 4.00%, 03/01/2027 |
261,000 | 296,312 | ||||||
| 5.25%, 01/15/2023 |
400,000 | 439,506 | ||||||
| Dai-ichi Life Insurance Co. Ltd. |
||||||||
| 4.00% (3 Month LIBOR USD + 3.66%), 01/24/2168(2)(3) |
1,179,000 | 1,270,373 | ||||||
| Daiwa Securities Group, Inc. |
||||||||
| 3.13%, 04/19/2022(3) |
854,000 | 882,238 | ||||||
| Danske Bank |
||||||||
| 1.17% (1 Year CMT Index + 1.03%), 12/08/2023(3) |
4,448,000 | 4,448,311 | ||||||
| 2.00%, 09/08/2021(3) |
558,000 | 566,210 | ||||||
| 2.70%, 03/02/2022(3) |
542,000 | 558,243 | ||||||
| Deutsche Bank AG |
||||||||
| 3.15%, 01/22/2021 |
5,000,000 | 5,030,467 | ||||||
| 3.30%, 11/16/2022 |
3,000,000 | 3,102,213 | ||||||
| 3.70%, 05/30/2024 |
850,000 | 890,438 | ||||||
| 3.70%, 05/30/2024 |
2,063,000 | 2,167,424 | ||||||
| 4.25%, 10/14/2021 |
4,165,000 | 4,281,674 | ||||||
| Deutsche Bank AG/New York NY |
||||||||
| 2.22% (Secured Overnight Financing Rate + 2.16%), 09/18/2024 |
2,835,000 | 2,853,608 | ||||||
| 3.95%, 02/27/2023 |
5,000,000 | 5,251,473 | ||||||
| Dexia Credit Local SA |
||||||||
| 3.25%, 09/26/2023(3) |
500,000 | 541,584 | ||||||
| Digital Realty Trust LP |
||||||||
| 3.70%, 08/15/2027 |
462,000 | 519,734 | ||||||
| Discover Bank |
||||||||
| 3.35%, 02/06/2023 |
2,000,000 | 2,115,517 | ||||||
| 3.45%, 07/27/2026 |
3,951,000 | 4,324,108 | ||||||
| 4.20%, 08/08/2023 |
7,156,000 | 7,830,010 | ||||||
| 4.65%, 09/13/2028 |
4,000,000 | 4,705,181 | ||||||
| Discover Financial Services |
||||||||
| 3.75%, 03/04/2025 |
2,920,000 | 3,170,223 | ||||||
| DNB Bank ASA |
||||||||
| 1.13% (5 Year CMT Index + 0.85%), 09/16/2026(3) |
4,000,000 | 3,992,880 | ||||||
| Duke Realty LP |
||||||||
| 2.88%, 11/15/2029 |
800,000 | 872,109 | ||||||
| 3.25%, 06/30/2026 |
203,000 | 225,040 | ||||||
| 3.63%, 04/15/2023 |
7,744,000 | 8,224,700 |
| Equinix, Inc. |
||||||||
| 1.55%, 03/15/2028 |
2,580,000 | 2,577,461 | ||||||
| Essex Portfolio LP |
||||||||
| 1.65%, 01/15/2031 |
910,000 | 885,990 | ||||||
| 2.65%, 03/15/2032 |
1,740,000 | 1,835,980 | ||||||
| Federal Realty Investment Trust |
||||||||
| 3.50%, 06/01/2030 |
3,243,000 | 3,506,171 | ||||||
| 3.95%, 01/15/2024 |
2,978,000 | 3,225,312 | ||||||
| Federation des Caisses Desjardins du Quebec |
||||||||
| 2.05%, 02/10/2025(3) |
5,000,000 | 5,219,777 | ||||||
| Fifth Third Bancorp |
||||||||
| 3.65%, 01/25/2024 |
1,420,000 | 1,547,678 | ||||||
| FMR LLC |
||||||||
| 4.95%, 02/01/2033(3) |
250,000 | 338,266 | ||||||
| 6.45%, 11/15/2039(3) |
258,000 | 393,248 | ||||||
| GAIF Bond Issuer Pty Ltd. |
||||||||
| 3.40%, 09/30/2026(3) |
1,000,000 | 1,058,982 | ||||||
| GE Capital Funding LLC |
||||||||
| 4.05%, 05/15/2027(3) |
4,000,000 | 4,308,563 | ||||||
| 4.40%, 05/15/2030(3) |
5,346,000 | 5,746,415 | ||||||
| GE Capital International Funding Co. Unlimited Co. |
||||||||
| 4.42%, 11/15/2035 |
10,853,000 | 11,469,900 | ||||||
| Globe Life, Inc. |
||||||||
| 4.55%, 09/15/2028 |
3,000,000 | 3,580,114 | ||||||
| Goldman Sachs Capital I |
||||||||
| 6.35%, 02/15/2034 |
127,000 | 176,950 | ||||||
| Goldman Sachs Group, Inc. |
||||||||
| 2.88% (3 Month LIBOR USD + 0.82%), 10/31/2022(2) |
10,097,000 | 10,338,320 | ||||||
| 2.91% (3 Month LIBOR USD + 0.99%), 07/24/2023(2) |
8,773,000 | 9,095,927 | ||||||
| 2.91% (3 Month LIBOR USD + 1.05%), 06/05/2023(2) |
3,076,000 | 3,185,773 | ||||||
| 3.00%, 04/26/2022 |
1,653,000 | 1,676,837 | ||||||
| 3.27% (3 Month LIBOR USD + 1.20%), 09/29/2025(2) |
5,590,000 | 6,050,944 | ||||||
| 3.50%, 01/23/2025 |
6,509,000 | 7,140,404 | ||||||
| 3.50%, 11/16/2026 |
1,700,000 | 1,878,479 | ||||||
| 3.69% (3 Month LIBOR USD + 1.51%), 06/05/2028(2) |
3,488,000 | 3,910,534 | ||||||
| 3.75%, 05/22/2025 |
1,305,000 | 1,450,100 | ||||||
| 3.75%, 02/25/2026 |
9,005,000 | 10,132,957 | ||||||
| 4.22% (3 Month LIBOR USD + 1.30%), 05/01/2029(2) |
5,000,000 | 5,823,384 | ||||||
| 4.41% (3 Month LIBOR USD + 1.43%), 04/23/2039(2) |
6,303,000 | 7,672,134 | ||||||
| 5.15%, 05/22/2045 |
4,000,000 | 5,197,161 | ||||||
| 6.75%, 10/01/2037 |
2,170,000 | 3,139,895 | ||||||
| Goodman US Finance Four LLC |
||||||||
| 4.50%, 10/15/2037(3) |
200,000 | 229,906 | ||||||
| Goodman US Finance Three LLC |
||||||||
| 3.70%, 03/15/2028(3) |
862,000 | 942,759 | ||||||
| Great-West Lifeco Finance 2018 LP |
||||||||
| 4.58%, 05/17/2048(3) |
650,000 | 833,602 | ||||||
| GTP Acquisition Partners I LLC |
||||||||
| 3.48%, 06/16/2025(3) |
1,824,000 | 1,968,022 | ||||||
| Guardian Life Insurance Co. of America |
||||||||
| 4.85%, 01/24/2077(3) |
5,610,000 | 7,260,727 | ||||||
| Hanover Insurance Group, Inc. |
||||||||
| 2.50%, 09/01/2030 |
5,610,000 | 5,756,487 | ||||||
| Hartford Financial Services Group, Inc. |
||||||||
| 3.60%, 08/19/2049 |
1,000,000 | 1,107,951 | ||||||
| 4.30%, 04/15/2043 |
1,080,000 | 1,266,046 | ||||||
| HCP, Inc. |
||||||||
| 3.40%, 02/01/2025 |
662,000 | 724,364 | ||||||
| 3.50%, 07/15/2029 |
1,742,000 | 1,938,954 | ||||||
| 3.88%, 08/15/2024 |
1,981,000 | 2,195,778 | ||||||
| 4.20%, 03/01/2024 |
241,000 | 265,305 | ||||||
| Healthcare Trust of America Holdings LP |
||||||||
| 2.00%, 03/15/2031 |
1,380,000 | 1,350,903 | ||||||
| 3.75%, 07/01/2027 |
1,734,000 | 1,927,987 | ||||||
| HSBC Holdings Plc |
||||||||
| 1.65% (Secured Overnight Financing Rate + 1.54%), 04/18/2026 |
9,613,000 | 9,585,905 | ||||||
| 2.01% (Secured Overnight Financing Rate + 1.73%), 09/22/2028 |
7,470,000 | 7,390,118 | ||||||
| 2.36% (Secured Overnight Financing Rate + 1.95%), 08/18/2031 |
2,975,000 | 2,944,476 | ||||||
| 3.03% (3 Month LIBOR USD + 0.92%), 11/22/2023(2) |
1,784,000 | 1,860,839 | ||||||
| 3.60%, 05/25/2023 |
1,000,000 | 1,067,052 | ||||||
| 3.80% (3 Month LIBOR USD + 1.21%), 03/11/2025(2) |
12,328,000 | 13,317,629 | ||||||
| 3.95% (3 Month LIBOR USD + 0.99%), 05/18/2024(2) |
1,301,000 | 1,393,946 | ||||||
| 3.97% (3 Month LIBOR USD + 1.61%), 05/22/2030(2) |
1,000,000 | 1,118,830 | ||||||
| 4.00%, 03/30/2022 |
780,000 | 819,033 | ||||||
| 4.04% (3 Month LIBOR USD + 1.55%), 03/13/2028(2) |
1,533,000 | 1,693,449 | ||||||
| 4.25%, 03/14/2024 |
1,000,000 | 1,072,594 | ||||||
| 4.25%, 08/18/2025 |
1,009,000 | 1,096,236 | ||||||
| 4.29% (3 Month LIBOR USD + 1.35%), 09/12/2026(2) |
7,000,000 | 7,794,695 | ||||||
| 4.30%, 03/08/2026 |
1,000,000 | 1,128,118 | ||||||
| 6.10%, 01/14/2042 |
1,060,000 | 1,517,308 |
| HSBC USA, Inc. |
||||||||
| 9.13%, 05/15/2021 |
75,000 | 78,784 | ||||||
| Huntington Bancshares, Inc. |
||||||||
| 2.30%, 01/14/2022 |
3,000,000 | 3,065,224 | ||||||
| 2.55%, 02/04/2030 |
1,650,000 | 1,723,084 | ||||||
| Industrial & Commercial Bank of China Ltd. |
||||||||
| 2.45%, 10/20/2021 |
1,150,000 | 1,167,055 | ||||||
| ING Bank NV |
||||||||
| 5.80%, 09/25/2023(3) |
503,000 | 564,693 | ||||||
| ING Groep NV |
||||||||
| 1.40% (1 Year CMT Index + 1.10%), 07/01/2026(3) |
1,940,000 | 1,961,697 | ||||||
| 3.15%, 03/29/2022 |
4,000,000 | 4,150,815 | ||||||
| 4.10%, 10/02/2023 |
3,175,000 | 3,481,417 | ||||||
| International Lease Finance Corp. |
||||||||
| 5.88%, 08/15/2022 |
438,000 | 468,657 | ||||||
| 8.63%, 01/15/2022 |
1,200,000 | 1,290,212 | ||||||
| Intesa Sanpaolo SpA |
||||||||
| 4.00%, 09/23/2029(3) |
10,590,000 | 11,534,440 | ||||||
| Invesco Finance Plc |
||||||||
| 3.75%, 01/15/2026 |
4,249,000 | 4,775,196 | ||||||
| 4.00%, 01/30/2024 |
2,889,000 | 3,158,340 | ||||||
| Jackson National Life Global Funding |
||||||||
| 2.50%, 06/27/2022(3) |
800,000 | 826,351 | ||||||
| 3.05%, 04/29/2026(3) |
473,000 | 520,717 | ||||||
| 3.25%, 01/30/2024(3) |
460,000 | 493,373 | ||||||
| Jefferies Group LLC |
||||||||
| 5.13%, 01/20/2023 |
2,600,000 | 2,830,516 | ||||||
| 6.25%, 01/15/2036 |
155,000 | 191,832 | ||||||
| 6.45%, 06/08/2027 |
428,000 | 521,544 | ||||||
| John Hancock Life Insurance Co. |
||||||||
| 7.38%, 02/15/2024(3) |
731,000 | 865,871 | ||||||
| JPMorgan Chase & Co. |
||||||||
| 2.18% (Secured Overnight Financing Rate + 1.89%), 06/01/2028(2) |
18,322,000 | 19,108,330 | ||||||
| 2.95%, 10/01/2026 |
5,000,000 | 5,500,961 | ||||||
| 3.11% (Secured Overnight Financing Rate + 2.44%), 04/22/2051(2) |
1,474,000 | 1,559,887 | ||||||
| 3.13%, 01/23/2025 |
13,475,000 | 14,696,624 | ||||||
| 3.20%, 06/15/2026 |
3,989,000 | 4,423,409 | ||||||
| 3.30%, 04/01/2026 |
1,870,000 | 2,071,799 | ||||||
| 3.38%, 05/01/2023 |
3,800,000 | 4,055,916 | ||||||
| 3.56% (3 Month LIBOR USD + 0.73%), 04/23/2024(2) |
8,000,000 | 8,581,424 | ||||||
| 3.96% (3 Month LIBOR USD + 1.38%), 11/15/2048(2) |
5,796,000 | 6,985,748 | ||||||
| 4.00% (Secured Overnight Financing Rate + 2.75%), 10/01/2168(2) |
4,275,000 | 4,039,875 | ||||||
| 4.01% (3 Month LIBOR USD + 1.12%), 04/23/2029(2) |
2,320,000 | 2,685,933 | ||||||
| 4.02% (3 Month LIBOR USD + 1.00%), 12/05/2024 |
1,742,000 | 1,915,704 | ||||||
| 4.26% (3 Month LIBOR USD + 1.58%), 02/22/2048(2) |
5,140,000 | 6,454,332 | ||||||
| 4.45% (3 Month LIBOR USD + 1.33%), 12/05/2029(2) |
9,660,000 | 11,610,919 | ||||||
| 4.60% (Secured Overnight Financing Rate + 3.13%), 08/01/2168(2) |
1,985,000 | 1,945,300 | ||||||
| 5.00% (Secured Overnight Financing Rate + 3.38%), 02/01/2168(2) |
5,010,000 | 5,001,364 | ||||||
| KeyBank N.A. |
||||||||
| 3.18%, 05/22/2022 |
567,000 | 590,514 | ||||||
| KeyCorp |
||||||||
| 4.15%, 10/29/2025 |
950,000 | 1,092,307 | ||||||
| Kimco Realty Corp. |
||||||||
| 2.70%, 10/01/2030 |
2,770,000 | 2,811,339 | ||||||
| Liberty Mutual Group, Inc. |
||||||||
| 3.95%, 10/15/2050(3) |
6,769,000 | 7,539,249 | ||||||
| 4.25%, 06/15/2023(3) |
72,000 | 78,703 | ||||||
| 4.57%, 02/01/2029(3) |
2,301,000 | 2,781,072 | ||||||
| Liberty Mutual Insurance Co. |
||||||||
| 7.70%, 10/15/2097(3) |
100,000 | 153,957 | ||||||
| 8.50%, 05/15/2025(3) |
700,000 | 879,453 | ||||||
| Life Storage LP |
||||||||
| 2.20%, 10/15/2030 |
2,630,000 | 2,625,243 | ||||||
| 4.00%, 06/15/2029 |
1,831,000 | 2,078,202 | ||||||
| Lincoln National Corp. |
||||||||
| 4.20%, 03/15/2022 |
873,000 | 922,849 | ||||||
| 7.00%, 06/15/2040 |
1,715,000 | 2,509,850 | ||||||
| Lloyds Banking Group Plc |
||||||||
| 2.91% (3 Month LIBOR USD + 0.81%), 11/07/2023(2) |
8,950,000 | 9,302,060 | ||||||
| 3.57% (3 Month LIBOR USD + 1.21%), 11/07/2028(2) |
1,000,000 | 1,095,015 | ||||||
| 3.75%, 01/11/2027 |
2,000,000 | 2,224,795 | ||||||
| 4.05%, 08/16/2023 |
3,000,000 | 3,254,110 | ||||||
| 4.38%, 03/22/2028 |
949,000 | 1,100,309 | ||||||
| 4.45%, 05/08/2025 |
855,000 | 966,894 | ||||||
| 4.50%, 11/04/2024 |
2,010,000 | 2,194,207 | ||||||
| 4.58%, 12/10/2025 |
550,000 | 605,051 | ||||||
| Macquarie Bank Ltd. |
||||||||
| 4.00%, 07/29/2025(3) |
500,000 | 569,737 | ||||||
| Macquarie Group Ltd. |
||||||||
| 3.19% (3 Month LIBOR USD + 1.02%), 11/28/2023(2)(3) |
6,000,000 | 6,273,822 | ||||||
| 3.76% (3 Month LIBOR USD + 1.37%), 11/28/2028(2)(3) |
2,565,000 | 2,796,466 | ||||||
| 4.15% (3 Month LIBOR USD + 1.33%), 03/27/2024(2)(3) |
2,000,000 | 2,143,799 |
| 5.03% (3 Month LIBOR USD + 1.75%), 01/15/2030(2)(3) |
4,445,000 | 5,298,071 | ||||||
| 6.25%, 01/14/2021(3) |
1,111,000 | 1,129,018 | ||||||
| Manulife Financial Corp. |
||||||||
| 4.06% (5 Year 1100 Run ICE Swap Rate USD + 1.65%), 02/24/2032(2) |
1,910,000 | 2,066,596 | ||||||
| Markel Corp. |
||||||||
| 3.63%, 03/30/2023 |
400,000 | 424,232 | ||||||
| 4.15%, 09/17/2050 |
655,000 | 783,407 | ||||||
| 5.00%, 04/05/2046 |
1,265,000 | 1,674,061 | ||||||
| Marsh & McLennan Cos, Inc. |
||||||||
| 4.80%, 07/15/2021 |
5,000,000 | 5,125,493 | ||||||
| Massachusetts Mutual Life Insurance Co. |
||||||||
| 3.73%, 10/15/2070(3) |
2,690,000 | 2,765,667 | ||||||
| 4.90%, 04/01/2077(3) |
5,000,000 | 6,534,345 | ||||||
| 7.63%, 11/15/2023(3) |
550,000 | 626,544 | ||||||
| MassMutual Global Funding II |
||||||||
| 2.75%, 06/22/2024(3) |
700,000 | 752,323 | ||||||
| Mastercard, Inc. |
||||||||
| 3.85%, 03/26/2050 |
4,200,000 | 5,283,808 | ||||||
| MBIA Insurance Corp. |
||||||||
| 11.54% (3 Month LIBOR USD + 11.26%), 01/15/2033(3) |
86,000 | 30,100 | ||||||
| MetLife, Inc. |
||||||||
| 4.88%, 11/13/2043 |
3,000,000 | 4,016,667 | ||||||
| 6.40%, 12/15/2036 |
3,530,000 | 4,387,207 | ||||||
| Metropolitan Life Global Funding I |
||||||||
| 3.00%, 01/10/2023(3) |
407,000 | 429,097 | ||||||
| 3.00%, 09/19/2027(3) |
1,180,000 | 1,307,680 | ||||||
| 3.88%, 04/11/2022(3) |
1,480,000 | 1,554,863 | ||||||
| Mid-America Apartments LP |
||||||||
| 1.70%, 02/15/2031 |
1,330,000 | 1,308,522 | ||||||
| 4.00%, 11/15/2025 |
1,500,000 | 1,693,044 | ||||||
| Mitsubishi UFJ Financial Group, Inc. |
||||||||
| 0.85% (1 Year CMT Index + 0.68%), 09/15/2024 |
14,354,000 | 14,358,340 | ||||||
| 2.05%, 07/17/2030 |
4,760,000 | 4,806,220 | ||||||
| 2.19%, 02/25/2025 |
5,000,000 | 5,235,754 | ||||||
| 2.53%, 09/13/2023 |
481,000 | 508,773 | ||||||
| 2.67%, 07/25/2022 |
800,000 | 829,947 | ||||||
| 3.00%, 02/22/2022 |
206,000 | 212,873 | ||||||
| 3.41%, 03/07/2024 |
2,520,000 | 2,737,749 | ||||||
| 3.46%, 03/02/2023 |
4,000,000 | 4,258,248 | ||||||
| 3.75%, 07/18/2039 |
1,615,000 | 1,862,586 | ||||||
| Mitsubishi UFJ Lease & Finance Co. Ltd. |
||||||||
| 2.65%, 09/19/2022(3) |
764,000 | 786,341 | ||||||
| 3.96%, 09/19/2023(3) |
2,730,000 | 2,947,062 | ||||||
| Mizuho Bank Ltd. |
||||||||
| 3.60%, 09/25/2024(3) |
1,250,000 | 1,378,188 | ||||||
| Mizuho Financial Group |
||||||||
| 1.24% (3 Month LIBOR USD + 0.99%), 07/10/2024 |
1,480,000 | 1,491,515 | ||||||
| Mizuho Financial Group, Inc. |
||||||||
| 2.23% (3 Month LIBOR USD + 0.83%), 05/25/2026(2) |
1,740,000 | 1,808,344 | ||||||
| 2.60%, 09/11/2022 |
3,500,000 | 3,633,757 | ||||||
| 2.87% (3 Month LIBOR USD + 1.31%), 09/13/2030(2) |
1,620,000 | 1,736,769 | ||||||
| 2.95%, 02/28/2022 |
2,000,000 | 2,066,904 | ||||||
| Morgan Stanley |
||||||||
| 2.19% (Secured Overnight Financing Rate + 1.99%), 04/28/2026 |
9,020,000 | 9,441,921 | ||||||
| 2.50%, 04/21/2021 |
2,000,000 | 2,024,208 | ||||||
| 2.63%, 11/17/2021 |
3,860,000 | 3,956,250 | ||||||
| 2.72%, 07/22/2025 |
873,000 | 927,353 | ||||||
| 2.75%, 05/19/2022 |
7,480,000 | 7,751,479 | ||||||
| 3.59% (3 Month LIBOR USD + 1.34%), 07/22/2028(2) |
5,882,000 | 6,612,116 | ||||||
| 3.63%, 01/20/2027 |
9,804,000 | 11,074,750 | ||||||
| 3.70%, 10/23/2024 |
2,029,000 | 2,248,844 | ||||||
| 3.74% (3 Month LIBOR USD + 0.85%), 04/24/2024(2) |
1,468,000 | 1,579,709 | ||||||
| 3.75%, 02/25/2023 |
1,882,000 | 2,020,090 | ||||||
| 3.77% (3 Month LIBOR USD + 1.14%), 01/24/2029(2) |
4,371,000 | 4,977,437 | ||||||
| 3.88%, 04/29/2024 |
2,050,000 | 2,259,028 | ||||||
| 3.88%, 01/27/2026 |
3,125,000 | 3,561,766 | ||||||
| 3.95%, 04/23/2027 |
14,190,000 | 16,030,640 | ||||||
| 4.10%, 05/22/2023 |
3,460,000 | 3,739,761 | ||||||
| 4.35%, 09/08/2026 |
930,000 | 1,074,941 | ||||||
| 5.00%, 11/24/2025 |
4,959,000 | 5,816,733 | ||||||
| 5.50%, 07/28/2021 |
1,437,000 | 1,497,391 | ||||||
| MUFG Bank Ltd. |
||||||||
| 3.75%, 03/10/2024(3) |
3,215,000 | 3,520,235 | ||||||
| 4.10%, 09/09/2023(3) |
239,000 | 262,251 | ||||||
| National Australia Bank Ltd. |
||||||||
| 2.33%, 08/21/2030(3) |
7,300,000 | 7,215,847 | ||||||
| 3.93% (5 Year CMT Index + 1.88%), 08/02/2034(2)(3) |
2,330,000 | 2,588,252 | ||||||
| National Retail Properties, Inc. |
||||||||
| 3.50%, 10/15/2027 |
400,000 | 425,972 | ||||||
| 3.60%, 12/15/2026 |
700,000 | 756,560 | ||||||
| 3.90%, 06/15/2024 |
1,310,000 | 1,417,396 | ||||||
| Nationwide Building Society |
||||||||
| 1.00%, 08/28/2025(3) |
1,085,000 | 1,070,005 | ||||||
| 4.00%, 09/14/2026(3) |
7,250,000 | 7,850,508 |
| Nationwide Financial Services, Inc. |
||||||||
| 5.38%, 03/25/2021(3) |
2,000,000 | 2,044,304 | ||||||
| Nationwide Mutual Insurance Co. |
||||||||
| 9.38%, 08/15/2039(3) |
7,150,000 | 12,057,712 | ||||||
| NatWest Markets Plc |
||||||||
| 2.38%, 05/21/2023(3) |
4,188,000 | 4,311,546 | ||||||
| 3.63%, 09/29/2022(3) |
3,360,000 | 3,526,623 | ||||||
| New York Life Global Funding |
||||||||
| 3.00%, 01/10/2028(3) |
2,022,000 | 2,261,900 | ||||||
| New York Life Insurance Co. |
||||||||
| 4.45%, 05/15/2069(3) |
4,225,000 | 5,170,069 | ||||||
| Nomura Holdings, Inc. |
||||||||
| 1.85%, 07/16/2025 |
5,000,000 | 5,090,266 | ||||||
| 2.65%, 01/16/2025 |
2,597,000 | 2,734,280 | ||||||
| 2.68%, 07/16/2030 |
1,550,000 | 1,595,334 | ||||||
| Nordea Bank Abp |
||||||||
| 3.75%, 08/30/2023(3) |
4,000,000 | 4,313,507 | ||||||
| 4.25%, 09/21/2022(3) |
12,865,000 | 13,671,131 | ||||||
| Northern Trust Corp. |
||||||||
| 1.95%, 05/01/2030 |
3,650,000 | 3,797,068 | ||||||
| 3.38% (3 Month LIBOR USD + 1.13%), 05/08/2032(2) |
411,000 | 449,260 | ||||||
| Office Properties Income Trust |
||||||||
| 4.00%, 07/15/2022 |
1,255,000 | 1,269,805 | ||||||
| OneBeacon US Holdings, Inc. |
||||||||
| 4.60%, 11/09/2022 |
1,500,000 | 1,575,248 | ||||||
| Ontario Teachers’ Cadillac Fairview Properties Trust |
||||||||
| 3.13%, 03/20/2022(3) |
1,003,000 | 1,026,725 | ||||||
| 3.88%, 03/20/2027(3) |
1,044,000 | 1,139,668 | ||||||
| ORIX Corp. |
||||||||
| 3.25%, 12/04/2024 |
1,500,000 | 1,625,953 | ||||||
| Pacific Life Global Funding II |
||||||||
| 1.20%, 06/24/2025(3) |
7,551,000 | 7,634,641 | ||||||
| Pacific Life Insurance Co. |
||||||||
| 4.30% (3 Month LIBOR USD + 2.80%), 10/24/2067(2)(3) |
743,000 | 797,296 | ||||||
| Park Aerospace Holdings Ltd. |
||||||||
| 5.25%, 08/15/2022(3) |
9,135,000 | 9,171,322 | ||||||
| 5.50%, 02/15/2024(3) |
1,960,000 | 1,972,250 | ||||||
| People’s United Bank N.A. |
||||||||
| 4.00%, 07/15/2024 |
4,350,000 | 4,647,940 | ||||||
| PNC Bank N.A. |
||||||||
| 2.95%, 01/30/2023 |
6,500,000 | 6,843,164 | ||||||
| 4.20%, 11/01/2025 |
322,000 | 373,048 | ||||||
| Pricoa Global Funding I |
||||||||
| 0.80%, 09/01/2025(3) |
12,814,000 | 12,781,947 | ||||||
| Principal Life Global Funding II |
||||||||
| 3.00%, 04/18/2026(3) |
2,000,000 | 2,216,393 | ||||||
| Private Export Funding Corp. |
||||||||
| 2.65%, 02/16/2021(3) |
5,905,000 | 5,959,046 | ||||||
| 2.80%, 05/15/2022 |
1,200,000 | 1,247,348 | ||||||
| 3.25%, 06/15/2025 |
1,280,000 | 1,430,348 | ||||||
| 3.55%, 01/15/2024 |
2,489,000 | 2,699,310 | ||||||
| Progressive Corp. |
||||||||
| 5.38% (3 Month LIBOR USD + 2.54%), 09/15/2167(2) |
780,000 | 780,000 | ||||||
| Prologis LP |
||||||||
| 1.25%, 10/15/2030 |
11,480,000 | 11,195,183 | ||||||
| 3.25%, 10/01/2026 |
303,000 | 342,499 | ||||||
| Protective Life Corp. |
||||||||
| 1.17%, 07/15/2025(3) |
2,721,000 | 2,742,024 | ||||||
| 4.30%, 09/30/2028(3) |
4,500,000 | 4,970,950 | ||||||
| Prudential Financial, Inc. |
||||||||
| 3.91%, 12/07/2047 |
1,231,000 | 1,366,493 | ||||||
| 6.63%, 06/21/2040 |
5,995,000 | 9,051,954 | ||||||
| Prudential Insurance Co. of America |
||||||||
| 8.30%, 07/01/2025(3) |
1,691,000 | 2,204,263 | ||||||
| Realty Income Corp. |
||||||||
| 3.25%, 10/15/2022 |
1,490,000 | 1,562,806 | ||||||
| 3.25%, 01/15/2031 |
1,740,000 | 1,917,684 | ||||||
| Regency Centers LP |
||||||||
| 2.95%, 09/15/2029 |
2,200,000 | 2,277,726 | ||||||
| Regions Financial Corp. |
||||||||
| 2.75%, 08/14/2022 |
326,000 | 338,931 | ||||||
| Royal Bank of Canada |
||||||||
| 2.25%, 11/01/2024 |
10,288,000 | 10,902,851 | ||||||
| Royal Bank of Scotland Group Plc |
||||||||
| 3.75% (5 Year CMT Index + 2.10%), 11/01/2029(2) |
1,833,000 | 1,897,791 | ||||||
| 4.45% (3 Month LIBOR USD + 1.87%), 05/08/2030(2) |
1,500,000 | 1,734,817 | ||||||
| 4.52% (3 Month LIBOR USD + 1.55%), 06/25/2024(2) |
555,000 | 598,153 | ||||||
| 4.89% (3 Month LIBOR USD + 1.75%), 05/18/2029(2) |
5,490,000 | 6,382,358 | ||||||
| 5.08% (3 Month LIBOR USD + 1.91%), 01/27/2030(2) |
7,000,000 | 8,342,468 | ||||||
| Santander Holdings USA, Inc. |
||||||||
| 3.45%, 06/02/2025 |
6,330,000 | 6,755,092 |
| Santander UK Group Holdings Plc |
||||||||
| 3.82% (3 Month LIBOR USD + 1.40%), 11/03/2028(2) |
800,000 | 887,374 | ||||||
| 4.75%, 09/15/2025(3) |
1,810,000 | 1,979,316 | ||||||
| Santander UK Plc |
||||||||
| 5.00%, 11/07/2023(3) |
4,150,000 | 4,525,783 | ||||||
| Scentre Group Trust 1 |
||||||||
| 3.50%, 02/12/2025(3) |
1,390,000 | 1,473,163 | ||||||
| Scentre Group Trust 2 |
||||||||
| 4.75% (5 Year CMT Index + 4.38%), 09/24/2080(3) |
1,865,000 | 1,843,532 | ||||||
| SITE Centers Corp. |
||||||||
| 4.70%, 06/01/2027 |
368,000 | 388,073 | ||||||
| Societe Generale SA |
||||||||
| 2.63%, 10/16/2024(3) |
2,485,000 | 2,573,950 | ||||||
| 2.63%, 01/22/2025(3) |
9,554,000 | 9,857,202 | ||||||
| 3.00%, 01/22/2030(3) |
4,062,000 | 4,201,477 | ||||||
| 3.25%, 01/12/2022(3) |
7,000,000 | 7,199,965 | ||||||
| 3.88%, 03/28/2024(3) |
1,000,000 | 1,074,660 | ||||||
| 4.25%, 04/14/2025(3) |
800,000 | 853,124 | ||||||
| SouthTrust Bank |
||||||||
| 7.69%, 05/15/2025 |
253,000 | 308,302 | ||||||
| Standard Chartered Plc |
||||||||
| 2.74% (3 Month LIBOR USD + 1.20%), 09/10/2022(2)(3) |
800,000 | 812,651 | ||||||
| 2.82% (3 Month LIBOR USD + 1.21%), 01/30/2026(2)(3) |
1,360,000 | 1,408,750 | ||||||
| 4.25% (3 Month LIBOR USD + 1.15%), 01/20/2023(2)(3) |
3,230,000 | 3,350,942 | ||||||
| 4.31% (3 Month LIBOR USD + 1.91%), 05/21/2030(2)(3) |
700,000 | 779,503 | ||||||
| 4.87% (5 Year 1100 Run ICE Swap Rate USD + 1.97%), 03/15/2033(2)(3) |
800,000 | 871,916 | ||||||
| 5.20%, 01/26/2024(3) |
609,000 | 660,666 | ||||||
| State Bank of India |
||||||||
| 4.38%, 01/24/2024(3) |
6,475,000 | 6,909,673 | ||||||
| State Street Corp. |
||||||||
| 2.90% (Secured Overnight Financing Rate + 2.60%), 03/30/2026(2)(3) |
2,274,000 | 2,471,297 | ||||||
| Stifel Financial Corp. |
||||||||
| 3.50%, 12/01/2020 |
5,000,000 | 5,016,756 | ||||||
| Sumitomo Life Insurance Co. |
||||||||
| 4.00% (3 Month LIBOR USD + 2.99%), 09/14/2077(2)(3) |
1,000,000 | 1,107,500 | ||||||
| Sumitomo Mitsui Banking Corp. |
||||||||
| 3.95%, 07/19/2023 |
250,000 | 272,489 | ||||||
| Sumitomo Mitsui Financial Group, Inc. |
||||||||
| 1.47%, 07/08/2025 |
11,687,000 | 11,899,337 | ||||||
| 2.13%, 07/08/2030 |
5,149,000 | 5,228,278 | ||||||
| 2.14%, 09/23/2030 |
4,403,000 | 4,334,062 | ||||||
| 2.44%, 10/19/2021 |
531,000 | 542,455 | ||||||
| 2.63%, 07/14/2026 |
644,000 | 693,859 | ||||||
| 2.78%, 10/18/2022 |
6,718,000 | 7,015,870 | ||||||
| 2.78%, 07/12/2022 |
1,500,000 | 1,558,732 | ||||||
| 2.85%, 01/11/2022 |
1,100,000 | 1,132,769 | ||||||
| 3.04%, 07/16/2029 |
5,005,000 | 5,449,016 | ||||||
| 3.10%, 01/17/2023 |
1,033,000 | 1,090,551 | ||||||
| SunTrust Bank |
||||||||
| 3.30%, 05/15/2026 |
1,000,000 | 1,121,199 | ||||||
| SunTrust Banks, Inc. |
||||||||
| 2.70%, 01/27/2022 |
4,210,000 | 4,332,977 | ||||||
| 4.00%, 05/01/2025 |
424,000 | 481,984 | ||||||
| Synchrony Financial |
||||||||
| 3.75%, 08/15/2021 |
6,000,000 | 6,123,449 | ||||||
| 3.95%, 12/01/2027 |
1,500,000 | 1,613,378 | ||||||
| 4.50%, 07/23/2025 |
4,000,000 | 4,414,711 | ||||||
| Teachers Insurance & Annuity Association of America |
||||||||
| 4.27%, 05/15/2047(3) |
3,360,000 | 3,927,472 | ||||||
| 4.90%, 09/15/2044(3) |
200,000 | 251,874 | ||||||
| 6.85%, 12/16/2039(3) |
218,000 | 324,825 | ||||||
| Toronto-Dominion Bank |
||||||||
| 0.75%, 09/11/2025 |
15,075,000 | 15,029,952 | ||||||
| Trinity Acquisition Plc |
||||||||
| 4.40%, 03/15/2026 |
2,300,000 | 2,655,370 | ||||||
| 6.13%, 08/15/2043 |
5,000,000 | 7,230,809 | ||||||
| Truist Financial Corp. |
||||||||
| 1.95%, 06/05/2030 |
1,190,000 | 1,222,956 | ||||||
| 4.80% (5 Year CMT Index + 3.00%), 12/31/2099(2) |
5,630,000 | 5,651,113 | ||||||
| UBS AG |
||||||||
| 1.75%, 04/21/2022(3) |
1,710,000 | 1,740,941 | ||||||
| UBS Group Funding Switzerland AG |
||||||||
| 1.36% (1 Year CMT Index + 1.08%), 01/30/2027(3) |
1,850,000 | 1,848,578 | ||||||
| 2.86% (3 Month LIBOR USD + 0.95%), 08/15/2023(2)(3) |
7,367,000 | 7,648,882 | ||||||
| 3.49%, 05/23/2023(3) |
9,790,000 | 10,209,672 | ||||||
| 4.13%, 09/24/2025(3) |
800,000 | 911,661 | ||||||
| 4.25%, 03/23/2028(3) |
3,000,000 | 3,478,955 | ||||||
| UDR, Inc. |
||||||||
| 2.10%, 08/01/2032 |
7,089,000 | 7,043,762 | ||||||
| 2.95%, 09/01/2026 |
276,000 | 300,188 | ||||||
| 3.00%, 08/15/2031 |
415,000 | 448,715 | ||||||
| 3.20%, 01/15/2030 |
1,565,000 | 1,732,835 |
| UniCredit SpA |
||||||||
| 2.57% (1 Year CMT Index + 2.30%), 09/22/2026(3) |
2,330,000 | 2,301,306 | ||||||
| 6.57%, 01/14/2022(3) |
2,500,000 | 2,652,916 | ||||||
| United Overseas Bank Ltd. |
||||||||
| 3.20%, 04/23/2021(3) |
765,000 | 776,156 | ||||||
| Ventas Realty LP |
||||||||
| 3.10%, 01/15/2023 |
13,500,000 | 14,036,025 | ||||||
| 3.50%, 02/01/2025 |
251,000 | 271,741 | ||||||
| 3.75%, 05/01/2024 |
382,000 | 409,230 | ||||||
| 3.85%, 04/01/2027 |
677,000 | 737,354 | ||||||
| 4.13%, 01/15/2026 |
449,000 | 504,381 | ||||||
| Visa, Inc. |
||||||||
| 1.10%, 02/15/2031 |
9,861,000 | 9,648,022 | ||||||
| 2.05%, 04/15/2030 |
1,130,000 | 1,207,674 | ||||||
| Vornado Realty LP |
||||||||
| 3.50%, 01/15/2025 |
800,000 | 832,307 | ||||||
| WEA Finance LLC |
||||||||
| 3.15%, 04/05/2022(3) |
1,243,000 | 1,262,933 | ||||||
| WEA Finance LLC / Westfield UK & Europe Finance Plc |
||||||||
| 3.25%, 10/05/2020(3) |
5,130,000 | 5,131,122 | ||||||
| Wells Fargo & Co. |
||||||||
| 2.16% (3 Month LIBOR USD + 0.75%), 02/11/2026(2) |
17,945,000 | 18,627,517 | ||||||
| 2.19% (Secured Overnight Financing Rate + 2.00%), 04/30/2026(2) |
1,365,000 | 1,417,639 | ||||||
| 2.39% (Secured Overnight Financing Rate + 2.10%), 06/02/2028(2) |
2,342,000 | 2,442,426 | ||||||
| 2.57% (3 Month LIBOR USD + 1.00%), 02/11/2031(2) |
12,110,000 | 12,661,583 | ||||||
| 3.00%, 04/22/2026 |
5,000,000 | 5,438,368 | ||||||
| 3.07% (Secured Overnight Financing Rate + 2.53%), 04/30/2041(2) |
3,900,000 | 4,046,434 | ||||||
| 3.07%, 01/24/2023 |
2,655,000 | 2,738,333 | ||||||
| 3.20% (3 Month LIBOR USD + 1.17%), 06/17/2027(2) |
3,145,000 | 3,413,744 | ||||||
| 3.30%, 09/09/2024 |
1,900,000 | 2,071,339 | ||||||
| 3.50%, 03/08/2022 |
1,929,000 | 2,010,534 | ||||||
| 3.55%, 09/29/2025 |
700,000 | 778,316 | ||||||
| 3.75%, 01/24/2024 |
1,690,000 | 1,835,955 | ||||||
| 4.10%, 06/03/2026 |
3,749,000 | 4,220,967 | ||||||
| 4.30%, 07/22/2027 |
729,000 | 833,578 | ||||||
| 4.40%, 06/14/2046 |
626,000 | 744,271 | ||||||
| 4.65%, 11/04/2044 |
675,000 | 818,964 | ||||||
| 4.75%, 12/07/2046 |
1,343,000 | 1,675,217 | ||||||
| 4.90%, 11/17/2045 |
2,117,000 | 2,680,607 | ||||||
| 5.38%, 11/02/2043 |
317,000 | 418,092 | ||||||
| Welltower, Inc. |
||||||||
| 2.70%, 02/15/2027 |
497,000 | 524,500 | ||||||
| 3.10%, 01/15/2030 |
1,085,000 | 1,150,143 | ||||||
| 6.50%, 03/15/2041 |
700,000 | 920,436 | ||||||
| Western Union Co. |
||||||||
| 3.60%, 03/15/2022 |
1,300,000 | 1,347,483 | ||||||
| Westpac Banking Corp. |
||||||||
| 4.42%, 07/24/2039 |
1,010,000 | 1,237,687 | ||||||
| Weyerhaeuser Co. |
||||||||
| 7.38%, 03/15/2032 |
500,000 | 728,453 | ||||||
| Willis North America, Inc. |
||||||||
| 5.05%, 09/15/2048 |
7,500,000 | 10,062,304 | ||||||
| WP Carey, Inc. |
||||||||
| 4.25%, 10/01/2026 |
1,949,000 | 2,199,869 | ||||||
| WR Berkley Corp. |
||||||||
| 4.75%, 08/01/2044 |
3,445,000 | 4,233,203 | ||||||
| XLIT Ltd. |
||||||||
| 5.25%, 12/15/2043 |
2,700,000 | 3,752,983 | ||||||
|
|
|
|||||||
| Total Financials |
|
1,930,843,966 | ||||||
|
|
|
|||||||
| Industrials – 1.62% |
||||||||
| Airbus Finance BV |
||||||||
| 2.70%, 04/17/2023(3) |
376,000 | 392,924 | ||||||
| Airbus SE |
||||||||
| 3.15%, 04/10/2027(3) |
736,000 | 776,293 | ||||||
| 3.95%, 04/10/2047(3) |
150,000 | 166,496 | ||||||
| Allegion US Holding Co., Inc. |
||||||||
| 3.20%, 10/01/2024 |
2,000,000 | 2,119,519 | ||||||
| Amphenol Corp. |
||||||||
| 3.20%, 04/01/2024 |
8,135,000 | 8,777,093 | ||||||
| Arrow Electronics, Inc. |
||||||||
| 3.25%, 09/08/2024 |
219,000 | 236,439 | ||||||
| 3.50%, 04/01/2022 |
965,000 | 997,717 | ||||||
| 3.88%, 01/12/2028 |
221,000 | 245,872 | ||||||
| 4.50%, 03/01/2023 |
183,000 | 195,496 | ||||||
| Aviation Capital Group LLC |
||||||||
| 3.50%, 11/01/2027(3) |
700,000 | 626,879 | ||||||
| 3.88%, 05/01/2023(3) |
780,000 | 771,861 | ||||||
| 5.50%, 12/15/2024(3) |
2,500,000 | 2,578,892 | ||||||
| BAE Systems Plc |
||||||||
| 1.90%, 02/15/2031(3) |
6,886,000 | 6,815,096 | ||||||
| 3.00%, 09/15/2050(3) |
754,000 | 755,877 | ||||||
| 5.80%, 10/11/2041(3) |
400,000 | 560,531 | ||||||
| Boeing Co. |
||||||||
| 3.10%, 05/01/2026 |
1,274,000 | 1,270,542 | ||||||
| 3.30%, 03/01/2035 |
1,410,000 | 1,324,762 | ||||||
| 3.95%, 08/01/2059 |
4,825,000 | 4,357,427 | ||||||
| 4.51%, 05/01/2023 |
4,899,000 | 5,157,417 | ||||||
| 4.88%, 05/01/2025 |
5,582,000 | 6,089,183 | ||||||
| 5.15%, 05/01/2030 |
8,139,000 | 9,117,678 | ||||||
| 5.71%, 05/01/2040 |
1,555,000 | 1,815,105 | ||||||
| 5.81%, 05/01/2050 |
505,000 | 609,135 | ||||||
| Burlington Northern Santa Fe LLC |
||||||||
| 3.55%, 02/15/2050 |
725,000 | 846,398 | ||||||
| 4.38%, 09/01/2042 |
462,000 | 580,107 | ||||||
| 5.15%, 09/01/2043 |
389,000 | 534,726 | ||||||
| 5.40%, 06/01/2041 |
542,000 | 755,348 | ||||||
| 5.75%, 05/01/2040 |
373,000 | 533,773 | ||||||
| 6.15%, 05/01/2037 |
320,000 | 478,221 | ||||||
| 7.29%, 06/01/2036 |
134,000 | 209,115 | ||||||
| Canadian Pacific Railway Co. |
||||||||
| 2.90%, 02/01/2025 |
644,000 | 697,129 | ||||||
| Carlisle Cos, Inc. |
||||||||
| 3.50%, 12/01/2024 |
3,025,000 | 3,315,446 | ||||||
| Caterpillar Financial Services Corp. |
||||||||
| 0.45%, 09/14/2023 |
6,026,000 | 6,025,814 | ||||||
| 0.65%, 07/07/2023 |
705,000 | 707,859 | ||||||
| 2.75%, 08/20/2021 |
420,000 | 428,808 | ||||||
| 3.25%, 12/01/2024 |
1,429,000 | 1,574,523 | ||||||
| 3.75%, 11/24/2023 |
2,175,000 | 2,392,553 | ||||||
| Caterpillar, Inc. |
||||||||
| 2.60%, 06/26/2022 |
220,000 | 227,284 | ||||||
| CH Robinson Worldwide, Inc. |
||||||||
| 4.20%, 04/15/2028 |
6,000,000 | 6,997,211 | ||||||
| CNH Industrial Capital LLC |
||||||||
| 1.88%, 01/15/2026 |
5,511,000 | 5,502,197 | ||||||
| CRH America, Inc. |
||||||||
| 3.40%, 05/09/2027(3) |
200,000 | 217,557 | ||||||
| 3.88%, 05/18/2025(3) |
354,000 | 397,715 | ||||||
| 5.13%, 05/18/2045(3) |
230,000 | 286,784 | ||||||
| CSX Corp. |
||||||||
| 3.35%, 09/15/2049 |
305,000 | 336,513 | ||||||
| 4.65%, 03/01/2068 |
2,000,000 | 2,613,868 | ||||||
| 4.75%, 05/30/2042 |
175,000 | 223,852 | ||||||
| 4.75%, 11/15/2048 |
1,280,000 | 1,695,619 | ||||||
| 5.50%, 04/15/2041 |
402,000 | 547,751 | ||||||
| Deere & Co. |
||||||||
| 2.88%, 09/07/2049 |
3,745,000 | 4,006,410 | ||||||
| Eaton Corp. |
||||||||
| 4.00%, 11/02/2032 |
143,000 | 172,618 | ||||||
| 5.80%, 03/15/2037 |
500,000 | 687,863 | ||||||
| 7.63%, 04/01/2024 |
206,000 | 241,208 | ||||||
| Embraer Netherlands Finance BV |
||||||||
| 5.05%, 06/15/2025 |
2,202,000 | 2,113,920 | ||||||
| Embraer Overseas Ltd. |
||||||||
| 5.70%, 09/16/2023(3) |
4,000,000 | 4,050,000 | ||||||
| Empresa de Transporte de Pasajeros Metro SA |
||||||||
| 4.70%, 05/07/2050(3) |
744,000 | 914,562 | ||||||
| FedEx Corp. |
||||||||
| 4.95%, 10/17/2048 |
3,000,000 | 3,829,832 | ||||||
| General Electric Co. |
||||||||
| 3.15%, 09/07/2022 |
7,800,000 | 8,145,693 | ||||||
| 3.63%, 05/01/2030 |
1,535,000 | 1,591,864 | ||||||
| 5.55%, 01/05/2026 |
1,384,000 | 1,613,982 | ||||||
| 5.88%, 01/14/2038 |
289,000 | 336,835 | ||||||
| JB Hunt Transport Services, Inc. |
||||||||
| 3.85%, 03/15/2024 |
650,000 | 709,614 | ||||||
| 3.88%, 03/01/2026 |
1,380,000 | 1,593,484 | ||||||
| John Deere Capital Corp. |
||||||||
| 2.25%, 09/14/2026 |
970,000 | 1,053,146 | ||||||
| 2.80%, 09/08/2027 |
700,000 | 777,169 | ||||||
| Johnson Controls International Plc |
||||||||
| 3.75%, 12/01/2021 |
12,000 | 12,291 | ||||||
| 4.95%, 07/02/2064(1) |
928,000 | 1,197,276 | ||||||
| Keysight Technologies, Inc. |
||||||||
| 4.60%, 04/06/2027 |
8,000,000 | 9,346,865 | ||||||
| L3Harris Technologies, Inc. |
||||||||
| 3.83%, 04/27/2025 |
1,820,000 | 2,033,594 | ||||||
| 4.85%, 04/27/2035 |
1,000,000 | 1,315,983 | ||||||
| Lennox International, Inc. |
||||||||
| 1.70%, 08/01/2027 |
2,000,000 | 1,998,573 | ||||||
| Lockheed Martin Corp. |
||||||||
| 3.10%, 01/15/2023 |
346,000 | 366,874 |
| Martin Marietta Materials, Inc. |
||||||||
| 3.45%, 06/01/2027 |
811,000 | 899,206 | ||||||
| 3.50%, 12/15/2027 |
6,165,000 | 6,925,561 | ||||||
| 4.25%, 07/02/2024 |
1,705,000 | 1,886,507 | ||||||
| 6.25%, 05/01/2037 |
107,000 | 130,888 | ||||||
| Masco Corp. |
||||||||
| 2.00%, 10/01/2030 |
760,000 | 758,899 | ||||||
| 6.50%, 08/15/2032 |
1,240,000 | 1,605,730 | ||||||
| Mexico City Airport Trust |
||||||||
| 3.88%, 04/30/2028(3) |
3,950,000 | 3,377,290 | ||||||
| 5.50%, 07/31/2047(3) |
3,902,000 | 3,182,276 | ||||||
| Norfolk Southern Corp. |
||||||||
| 2.90%, 02/15/2023 |
294,000 | 309,463 | ||||||
| 3.95%, 10/01/2042 |
332,000 | 390,573 | ||||||
| 4.05%, 08/15/2052 |
1,100,000 | 1,344,023 | ||||||
| 4.80%, 08/15/2043 |
1,273,000 | 1,571,990 | ||||||
| 5.59%, 05/17/2025 |
6,000 | 7,157 | ||||||
| 7.80%, 05/15/2027 |
1,705,000 | 2,332,875 | ||||||
| Northrop Grumman Corp. |
||||||||
| 3.20%, 02/01/2027 |
849,000 | 948,482 | ||||||
| 3.25%, 01/15/2028 |
250,000 | 280,754 | ||||||
| 3.85%, 04/15/2045 |
195,000 | 227,489 | ||||||
| nVent Finance Sarl |
||||||||
| 4.55%, 04/15/2028 |
3,625,000 | 3,910,019 | ||||||
| Otis Worldwide Corp. |
||||||||
| 2.57%, 02/15/2030 |
3,430,000 | 3,683,854 | ||||||
| Pactiv LLC |
||||||||
| 7.95%, 12/15/2025 |
34,000 | 37,060 | ||||||
| Parker-Hannifin Corp. |
||||||||
| 4.10%, 03/01/2047 |
583,000 | 699,653 | ||||||
| 4.45%, 11/21/2044 |
333,000 | 407,526 | ||||||
| Penske Truck Leasing Co. LP |
||||||||
| 2.70%, 03/14/2023(3) |
220,000 | 229,006 | ||||||
| 3.95%, 03/10/2025(3) |
7,000,000 | 7,784,323 | ||||||
| Precision Castparts Corp. |
||||||||
| 4.20%, 06/15/2035 |
75,000 | 93,604 | ||||||
| 4.38%, 06/15/2045 |
415,000 | 515,369 | ||||||
| Raytheon Technologies Corp. |
||||||||
| 3.20%, 03/15/2024(3) |
409,000 | 438,982 | ||||||
| 4.35%, 04/15/2047(3) |
970,000 | 1,210,544 | ||||||
| Republic Services, Inc. |
||||||||
| 1.45%, 02/15/2031 |
1,970,000 | 1,941,283 | ||||||
| Roper Technologies, Inc. |
||||||||
| 1.40%, 09/15/2027 |
3,050,000 | 3,079,268 | ||||||
| 2.00%, 06/30/2030 |
1,150,000 | 1,172,296 | ||||||
| 3.00%, 12/15/2020 |
208,000 | 208,628 | ||||||
| Siemens Financieringsmaatschappij NV |
||||||||
| 2.35%, 10/15/2026(3) |
700,000 | 750,846 | ||||||
| 3.13%, 03/16/2024(3) |
800,000 | 865,303 | ||||||
| 4.40%, 05/27/2045(3) |
513,000 | 670,490 | ||||||
| Textron, Inc. |
||||||||
| 3.65%, 03/01/2021 |
11,600,000 | 11,738,474 | ||||||
| 3.65%, 03/15/2027 |
4,975,000 | 5,428,270 | ||||||
| Timken Co. |
||||||||
| 3.88%, 09/01/2024 |
1,000,000 | 1,063,880 | ||||||
| TTX Co. |
||||||||
| 3.60%, 01/15/2025(3) |
2,000,000 | 2,216,223 | ||||||
| Union Pacific Corp. |
||||||||
| 4.10%, 09/15/2067 |
200,000 | 235,197 | ||||||
| United Technologies Corp. |
||||||||
| 3.75%, 11/01/2046 |
1,130,000 | 1,291,502 | ||||||
| 4.15%, 05/15/2045 |
785,000 | 937,916 | ||||||
| 4.50%, 06/01/2042 |
1,823,000 | 2,297,253 | ||||||
| 4.63%, 11/16/2048 |
3,913,000 | 5,087,972 | ||||||
| Vulcan Materials Co. |
||||||||
| 4.70%, 03/01/2048 |
2,054,000 | 2,503,837 | ||||||
| Wabtec Corp. |
||||||||
| 3.45%, 11/15/2026 |
5,000,000 | 5,307,430 | ||||||
| 4.38%, 08/15/2023 |
322,000 | 340,456 | ||||||
| WestRock MWV LLC |
||||||||
| 8.20%, 01/15/2030 |
537,000 | 758,133 | ||||||
| WRKCo, Inc. |
||||||||
| 3.75%, 03/15/2025 |
1,300,000 | 1,452,886 | ||||||
| Xylem, Inc. |
||||||||
| 1.95%, 01/30/2028 |
2,170,000 | 2,259,667 | ||||||
| 2.25%, 01/30/2031 |
960,000 | 1,017,089 | ||||||
| 3.25%, 11/01/2026 |
1,192,000 | 1,329,230 | ||||||
|
|
|
|||||||
| Total Industrials |
|
241,136,693 | ||||||
|
|
|
|||||||
| Technology – 1.41% |
||||||||
| Analog Devices, Inc. |
||||||||
| 3.13%, 12/05/2023 |
476,000 | 511,855 | ||||||
| 4.50%, 12/05/2036 |
1,020,000 | 1,221,560 | ||||||
| Apple, Inc. |
||||||||
| 1.65%, 05/11/2030 |
3,030,000 | 3,132,165 | ||||||
| 2.45%, 08/04/2026 |
1,111,000 | 1,210,389 | ||||||
| 2.55%, 08/20/2060 |
1,890,000 | 1,880,372 | ||||||
| 2.90%, 09/12/2027 |
1,643,000 | 1,843,999 | ||||||
| 3.00%, 06/20/2027 |
1,462,000 | 1,648,558 | ||||||
| 3.20%, 05/13/2025 |
1,010,000 | 1,125,925 | ||||||
| 3.20%, 05/11/2027 |
743,000 | 844,842 | ||||||
| 3.45%, 02/09/2045 |
1,357,000 | 1,607,886 | ||||||
| 3.85%, 05/04/2043 |
4,000,000 | 4,979,592 | ||||||
| 3.85%, 08/04/2046 |
776,000 | 968,675 | ||||||
| Broadcom Cayman Finance Ltd. |
||||||||
| 3.13%, 01/15/2025 |
7,000,000 | 7,466,024 | ||||||
| Broadcom, Inc. |
||||||||
| 3.46%, 09/15/2026 |
4,111,000 | 4,504,044 | ||||||
| 4.11%, 09/15/2028 |
2,092,000 | 2,339,406 | ||||||
| 4.15%, 11/15/2030 |
7,349,000 | 8,250,618 | ||||||
| 4.25%, 04/15/2026 |
2,300,000 | 2,591,626 | ||||||
| 4.75%, 04/15/2029 |
17,915,000 | 20,805,596 | ||||||
| Dell International LLC / EMC Corp. |
||||||||
| 5.30%, 10/01/2029(3) |
1,100,000 | 1,260,056 | ||||||
| 5.45%, 06/15/2023(3) |
6,070,000 | 6,654,787 | ||||||
| 6.02%, 06/15/2026(3) |
5,936,000 | 6,971,584 | ||||||
| DXC Technology Co. |
||||||||
| 4.25%, 04/15/2024 |
9,435,000 | 10,194,000 | ||||||
| 4.75%, 04/15/2027 |
4,500,000 | 5,012,451 | ||||||
| Fidelity National Information Services, Inc. |
||||||||
| 3.00%, 08/15/2026 |
1,300,000 | 1,442,854 | ||||||
| 3.50%, 04/15/2023 |
1,281,000 | 1,363,975 | ||||||
| 3.88%, 06/05/2024 |
582,000 | 642,082 | ||||||
| Fiserv, Inc. |
||||||||
| 3.20%, 07/01/2026 |
890,000 | 988,594 | ||||||
| 3.85%, 06/01/2025 |
5,000,000 | 5,632,411 | ||||||
| 4.40%, 07/01/2049 |
2,850,000 | 3,555,314 | ||||||
| 4.75%, 06/15/2021 |
5,231,000 | 5,385,008 | ||||||
| Genpact Luxembourg Sarl |
||||||||
| 3.38%, 12/01/2024 |
2,000,000 | 2,094,106 | ||||||
| Hewlett Packard Enterprise Co |
||||||||
| 1.45%, 04/01/2024 |
2,355,000 | 2,384,941 | ||||||
| Hewlett Packard Enterprise Co. |
||||||||
| 4.40%, 10/15/2022 |
7,500,000 | 8,014,105 | ||||||
| HP, Inc. |
||||||||
| 3.00%, 06/17/2027 |
1,380,000 | 1,491,101 | ||||||
| International Business Machines Corp. |
||||||||
| 1.70%, 05/15/2027 |
5,180,000 | 5,349,273 | ||||||
| 3.30%, 05/15/2026 |
3,690,000 | 4,157,766 | ||||||
| 6.50%, 01/15/2028 |
120,000 | 161,499 | ||||||
| Lam Research Corp |
||||||||
| 3.13%, 06/15/2060 |
3,818,000 | 4,076,880 | ||||||
| Leidos, Inc. |
||||||||
| 3.63%, 05/15/2025(3) |
3,500,000 | 3,882,025 | ||||||
| Microchip Technology, Inc. |
||||||||
| 2.67%, 09/01/2023(3) |
8,839,000 | 9,150,015 | ||||||
| Microsoft Corp. |
||||||||
| 2.40%, 08/08/2026 |
600,000 | 653,579 | ||||||
| 2.53%, 06/01/2050 |
9,330,000 | 9,732,854 | ||||||
| 2.68%, 06/01/2060 |
1,637,000 | 1,714,094 | ||||||
| 3.13%, 11/03/2025 |
3,539,000 | 3,956,298 | ||||||
| 3.50%, 02/12/2035 |
318,000 | 393,182 | ||||||
| 3.95%, 08/08/2056 |
589,000 | 776,903 | ||||||
| 4.20%, 11/03/2035 |
231,000 | 303,328 | ||||||
| NXP BV |
||||||||
| 4.30%, 06/18/2029(3) |
2,065,000 | 2,381,386 | ||||||
| 5.35%, 03/01/2026(3) |
3,538,000 | 4,182,738 | ||||||
| Oracle Corp. |
||||||||
| 2.40%, 09/15/2023 |
757,000 | 796,557 | ||||||
| 2.80%, 07/08/2021 |
766,000 | 780,771 | ||||||
| 2.95%, 11/15/2024 |
1,500,000 | 1,626,570 | ||||||
| 3.60%, 04/01/2040 |
2,500,000 | 2,851,127 | ||||||
| 3.60%, 04/01/2050 |
4,108,000 | 4,580,514 | ||||||
| 3.80%, 11/15/2037 |
600,000 | 702,787 | ||||||
| 3.85%, 07/15/2036 |
1,065,000 | 1,256,426 | ||||||
| 3.90%, 05/15/2035 |
936,000 | 1,137,177 | ||||||
| 4.30%, 07/08/2034 |
221,000 | 276,638 | ||||||
| 4.38%, 05/15/2055 |
400,000 | 501,879 | ||||||
| Seagate HDD Cayman |
||||||||
| 4.75%, 06/01/2023 |
1,500,000 | 1,630,545 | ||||||
| ServiceNow, Inc. |
||||||||
| 1.40%, 09/01/2030 |
6,530,000 | 6,346,444 | ||||||
| TSMC Global Ltd. |
||||||||
| 1.38%, 09/28/2030(3) |
5,007,000 | 4,912,121 | ||||||
| VMware, Inc. |
||||||||
| 2.95%, 08/21/2022 |
2,321,000 | 2,416,340 | ||||||
|
|
|
|||||||
| Total Technology |
|
210,708,217 | ||||||
|
|
|
|||||||
| Utilities – 3.72% |
||||||||
| AEP Texas, Inc. |
||||||||
| 3.80%, 10/01/2047 |
3,715,000 | 4,245,780 | ||||||
| AEP Transmission Co. LLC |
||||||||
| 3.15%, 09/15/2049 |
580,000 | 623,252 | ||||||
| 3.75%, 12/01/2047 |
2,600,000 | 3,039,118 | ||||||
| 4.00%, 12/01/2046 |
2,020,000 | 2,445,504 | ||||||
| 4.25%, 09/15/2048 |
4,790,000 | 6,073,422 | ||||||
| Alabama Power Co. |
||||||||
| 2.80%, 04/01/2025 |
2,025,000 | 2,180,649 | ||||||
| 3.75%, 03/01/2045 |
182,000 | 209,942 | ||||||
| 4.10%, 01/15/2042 |
233,000 | 272,564 | ||||||
| 4.15%, 08/15/2044 |
205,000 | 249,892 | ||||||
| 6.13%, 05/15/2038 |
219,000 | 317,855 | ||||||
| Ameren Corp. |
||||||||
| 2.50%, 09/15/2024 |
3,468,000 | 3,672,684 | ||||||
| Ameren Illinois Co. |
||||||||
| 3.25%, 03/15/2050 |
2,007,000 | 2,252,368 | ||||||
| American Water Capital Corp. |
||||||||
| 3.45%, 06/01/2029 |
590,000 | 676,489 | ||||||
| 3.85%, 03/01/2024 |
500,000 | 545,486 | ||||||
| 4.00%, 12/01/2046 |
2,350,000 | 2,836,647 | ||||||
| 6.59%, 10/15/2037 |
386,000 | 586,017 | ||||||
| Appalachian Power Co. |
||||||||
| 6.70%, 08/15/2037 |
430,000 | 595,942 | ||||||
| APT Pipelines Ltd. |
||||||||
| 4.25%, 07/15/2027(3) |
1,098,000 | 1,240,838 | ||||||
| Arizona Public Service Co. |
||||||||
| 3.35%, 06/15/2024 |
676,000 | 724,991 | ||||||
| 3.75%, 05/15/2046 |
2,290,000 | 2,607,319 | ||||||
| 5.05%, 09/01/2041 |
349,000 | 458,221 | ||||||
| Atmos Energy Corp. |
||||||||
| 1.50%, 01/15/2031 |
5,845,000 | 5,817,779 | ||||||
| 4.13%, 10/15/2044 |
1,860,000 | 2,300,419 | ||||||
| 4.15%, 01/15/2043 |
830,000 | 1,031,154 | ||||||
| Ausgrid Finance Pty Ltd. |
||||||||
| 4.35%, 08/01/2028(3) |
10,275,000 | 11,747,540 | ||||||
| Avangrid, Inc. |
||||||||
| 3.15%, 12/01/2024 |
610,000 | 664,997 | ||||||
| Baltimore Gas & Electric Co. |
||||||||
| 2.80%, 08/15/2022 |
509,000 | 528,477 | ||||||
| 2.90%, 06/15/2050 |
950,000 | 970,626 | ||||||
| 3.20%, 09/15/2049 |
1,105,000 | 1,186,893 | ||||||
| 3.50%, 08/15/2046 |
375,000 | 426,395 | ||||||
| Berkshire Hathaway Energy Co. |
||||||||
| 3.50%, 02/01/2025 |
625,000 | 692,186 | ||||||
| 6.13%, 04/01/2036 |
366,000 | 521,755 | ||||||
| Boston Gas Co. |
||||||||
| 4.49%, 02/15/2042(3) |
253,000 | 313,838 | ||||||
| Brooklyn Union Gas Co. |
||||||||
| 3.87%, 03/04/2029(3) |
1,125,000 | 1,306,792 | ||||||
| 4.27%, 03/15/2048(3) |
1,100,000 | 1,372,213 | ||||||
| 4.50%, 03/10/2046(3) |
2,000,000 | 2,546,572 | ||||||
| CenterPoint Energy Houston Electric LLC |
||||||||
| 3.95%, 03/01/2048 |
151,000 | 186,657 | ||||||
| CenterPoint Energy Resources Corp. |
||||||||
| 4.50%, 01/15/2021 |
158,000 | 158,244 | ||||||
| China Southern Power Grid International Finance BVI Co. Ltd. |
||||||||
| 3.50%, 05/08/2027(3) |
1,910,000 | 2,094,563 | ||||||
| Cleveland Electric Illuminating Co. |
||||||||
| 3.50%, 04/01/2028(3) |
1,333,000 | 1,439,741 | ||||||
| CMS Energy Corp. |
||||||||
| 2.95%, 02/15/2027 |
348,000 | 370,483 | ||||||
| 3.00%, 05/15/2026 |
110,000 | 120,888 | ||||||
| 3.45%, 08/15/2027 |
350,000 | 391,926 | ||||||
| Comision Federal de Electricidad |
||||||||
| 4.88%, 05/26/2021(3) |
551,000 | 563,403 | ||||||
| 4.88%, 01/15/2024(3) |
322,000 | 346,153 | ||||||
| Commonwealth Edison Co. |
||||||||
| 3.65%, 06/15/2046 |
364,000 | 428,772 | ||||||
| 3.75%, 08/15/2047 |
1,000,000 | 1,194,344 | ||||||
| 4.00%, 03/01/2048 |
4,615,000 | 5,664,957 | ||||||
| Connecticut Light & Power Co. |
||||||||
| 3.20%, 03/15/2027 |
600,000 | 669,218 | ||||||
| Consolidated Edison Co. of New York, Inc. |
||||||||
| 3.85%, 06/15/2046 |
2,940,000 | 3,445,635 | ||||||
| 4.30%, 12/01/2056 |
3,050,000 | 3,816,019 | ||||||
| 4.50%, 05/15/2058 |
538,000 | 695,706 | ||||||
| 4.65%, 12/01/2048 |
5,900,000 | 7,654,430 | ||||||
| 5.70%, 06/15/2040 |
318,000 | 444,595 | ||||||
| Consumers Energy Co. |
||||||||
| 3.25%, 08/15/2046 |
190,000 | 211,211 | ||||||
| 4.35%, 08/31/2064 |
191,000 | 254,062 |
| Delmarva Power & Light Co. |
||||||||
| 4.00%, 06/01/2042 |
170,000 | 198,102 | ||||||
| Dominion Energy Gas Holdings LLC |
||||||||
| 2.80%, 11/15/2020 |
264,000 | 264,289 | ||||||
| 4.60%, 12/15/2044 |
1,300,000 | 1,611,054 | ||||||
| Dominion Energy Inc. |
||||||||
| 2.85%, 08/15/2026 |
304,000 | 333,195 | ||||||
| 4.90%, 08/01/2041 |
212,000 | 271,893 | ||||||
| 5.25%, 08/01/2033 |
1,161,000 | 1,478,242 | ||||||
| 5.95%, 06/15/2035 |
3,389,000 | 4,610,213 | ||||||
| 7.00%, 06/15/2038 |
124,000 | 189,377 | ||||||
| Dominion Energy, Inc. |
||||||||
| 2.45%, 01/15/2023(3) |
7,054,000 | 7,347,787 | ||||||
| DTE Electric Co. |
||||||||
| 2.65%, 06/15/2022 |
194,000 | 200,038 | ||||||
| DTE Energy Co. |
||||||||
| 1.05%, 06/01/2025 |
5,372,000 | 5,379,621 | ||||||
| 2.53%, 10/01/2024 |
6,316,000 | 6,713,079 | ||||||
| Duke Energy Carolinas LLC |
||||||||
| 4.25%, 12/15/2041 |
141,000 | 174,882 | ||||||
| 6.00%, 12/01/2028 |
235,000 | 307,023 | ||||||
| Duke Energy Corp. |
||||||||
| 3.55%, 09/15/2021 |
306,000 | 312,753 | ||||||
| 3.75%, 09/01/2046 |
10,300,000 | 11,721,952 | ||||||
| 3.95%, 08/15/2047 |
1,740,000 | 2,048,987 | ||||||
| Duke Energy Florida LLC |
||||||||
| 1.75%, 06/15/2030 |
3,061,000 | 3,115,918 | ||||||
| 4.20%, 07/15/2048 |
3,396,000 | 4,320,617 | ||||||
| Duke Energy Indiana LLC |
||||||||
| 3.75%, 05/15/2046 |
600,000 | 700,792 | ||||||
| Duke Energy Progress LLC |
||||||||
| 3.70%, 10/15/2046 |
506,000 | 594,261 | ||||||
| 4.10%, 05/15/2042 |
217,000 | 262,906 | ||||||
| 4.10%, 03/15/2043 |
181,000 | 220,602 | ||||||
| 4.15%, 12/01/2044 |
129,000 | 160,397 | ||||||
| 4.20%, 08/15/2045 |
325,000 | 403,743 | ||||||
| 4.38%, 03/30/2044 |
132,000 | 167,473 | ||||||
| Duquesne Light Holdings, Inc. |
||||||||
| 2.53%, 10/01/2030(3) |
2,500,000 | 2,506,040 | ||||||
| 3.62%, 08/01/2027(3) |
1,675,000 | 1,788,315 | ||||||
| Edison International |
||||||||
| 3.55%, 11/15/2024 |
3,606,000 | 3,801,174 | ||||||
| 5.75%, 06/15/2027 |
7,787,000 | 8,593,856 | ||||||
| EDP Finance BV |
||||||||
| 3.63%, 07/15/2024(3) |
700,000 | 761,181 | ||||||
| Electricite de France SA |
||||||||
| 4.75%, 10/13/2035(3) |
5,000,000 | 6,169,081 | ||||||
| Emera US Finance LP |
||||||||
| 2.70%, 06/15/2021 |
3,799,000 | 3,851,336 | ||||||
| 3.55%, 06/15/2026 |
3,895,000 | 4,345,278 | ||||||
| 4.75%, 06/15/2046 |
900,000 | 1,082,567 | ||||||
| Enel Finance International NV |
||||||||
| 2.65%, 09/10/2024(3) |
1,440,000 | 1,526,521 | ||||||
| 3.50%, 04/06/2028(3) |
5,845,000 | 6,509,635 | ||||||
| 3.63%, 05/25/2027(3) |
12,505,000 | 13,898,342 | ||||||
| 4.63%, 09/14/2025(3) |
1,787,000 | 2,070,085 | ||||||
| 4.75%, 05/25/2047(3) |
5,575,000 | 6,900,214 | ||||||
| 4.88%, 06/14/2029(3) |
215,000 | 263,535 | ||||||
| 6.00%, 10/07/2039(3) |
307,000 | 416,686 | ||||||
| Engie Energia Chile SA |
||||||||
| 3.40%, 01/28/2030(3) |
1,600,000 | 1,728,000 | ||||||
| Entergy Arkansas LLC |
||||||||
| 2.65%, 06/15/2051 |
960,000 | 966,272 | ||||||
| 3.50%, 04/01/2026 |
307,000 | 347,349 | ||||||
| Entergy Corp. |
||||||||
| 0.90%, 09/15/2025 |
1,588,000 | 1,585,795 | ||||||
| 2.95%, 09/01/2026 |
310,000 | 342,224 | ||||||
| Entergy Louisiana LLC |
||||||||
| 2.40%, 10/01/2026 |
650,000 | 699,091 | ||||||
| 3.05%, 06/01/2031 |
440,000 | 503,388 | ||||||
| 3.12%, 09/01/2027 |
370,000 | 413,168 | ||||||
| 4.00%, 03/15/2033 |
2,610,000 | 3,265,432 | ||||||
| Entergy Texas, Inc. |
||||||||
| 4.50%, 03/30/2039 |
11,000,000 | 13,684,599 | ||||||
| Evergy, Inc. |
||||||||
| 2.90%, 09/15/2029 |
2,190,000 | 2,349,070 | ||||||
| Exelon Corp. |
||||||||
| 3.50%, 06/01/2022 |
10,180,000 | 10,647,652 | ||||||
| 4.95%, 06/15/2035 |
1,500,000 | 1,854,802 |
| Exelon Generation Co. LLC |
||||||||
| 3.40%, 03/15/2022 |
1,180,000 | 1,223,056 | ||||||
| 4.25%, 06/15/2022 |
313,000 | 330,471 | ||||||
| 5.75%, 10/01/2041 |
192,000 | 220,957 | ||||||
| 6.25%, 10/01/2039 |
300,000 | 373,132 | ||||||
| FirstEnergy Corp. |
||||||||
| 2.85%, 07/15/2022 |
1,124,000 | 1,152,043 | ||||||
| 3.40%, 03/01/2050 |
3,305,000 | 3,203,240 | ||||||
| 3.90%, 07/15/2027 |
4,137,000 | 4,546,293 | ||||||
| 4.25%, 03/15/2023 |
3,893,000 | 4,133,198 | ||||||
| 4.85%, 07/15/2047 |
263,000 | 316,182 | ||||||
| FirstEnergy Transmission LLC |
||||||||
| 4.55%, 04/01/2049(3) |
1,126,000 | 1,320,860 | ||||||
| 5.45%, 07/15/2044(3) |
4,430,000 | 5,713,565 | ||||||
| Florida Power & Light Co. |
||||||||
| 3.70%, 12/01/2047 |
2,598,000 | 3,153,729 | ||||||
| 5.40%, 09/01/2035 |
700,000 | 985,116 | ||||||
| Fortis, Inc. |
||||||||
| 3.06%, 10/04/2026 |
2,291,000 | 2,503,244 | ||||||
| Indiana Michigan Power Co. |
||||||||
| 3.20%, 03/15/2023 |
991,000 | 1,044,828 | ||||||
| Interstate Power and Light Co |
||||||||
| 2.30%, 06/01/2030 |
2,975,000 | 3,145,260 | ||||||
| Israel Electric Corp. Ltd. |
||||||||
| 5.00%, 11/12/2024(3) |
3,288,000 | 3,699,000 | ||||||
| 6.88%, 06/21/2023(3) |
2,340,000 | 2,679,126 | ||||||
| ITC Holdings Corp. |
||||||||
| 2.70%, 11/15/2022 |
10,512,000 | 10,963,273 | ||||||
| 2.95%, 05/14/2030(3) |
890,000 | 956,405 | ||||||
| Jersey Central Power & Light Co. |
||||||||
| 4.30%, 01/15/2026(3) |
740,000 | 845,798 | ||||||
| 6.15%, 06/01/2037 |
400,000 | 532,741 | ||||||
| John Sevier Combined Cycle Generation LLC |
||||||||
| 4.63%, 01/15/2042 |
424,268 | 542,018 | ||||||
| Kansas City Power & Light Co. |
||||||||
| 3.15%, 03/15/2023 |
375,000 | 396,736 | ||||||
| 4.20%, 03/15/2048 |
500,000 | 628,224 | ||||||
| 5.30%, 10/01/2041 |
1,032,000 | 1,373,032 | ||||||
| KeySpan Gas East Corp. |
||||||||
| 2.74%, 08/15/2026(3) |
538,000 | 591,560 | ||||||
| Massachusetts Electric Co. |
||||||||
| 4.00%, 08/15/2046(3) |
624,000 | 744,291 | ||||||
| Mega Advance Investments Ltd. |
||||||||
| 5.00%, 05/12/2021(3) |
591,000 | 602,513 | ||||||
| MidAmerican Energy Co. |
||||||||
| 3.50%, 10/15/2024 |
317,000 | 350,536 | ||||||
| Mid-Atlantic Interstate Transmission LLC |
||||||||
| 4.10%, 05/15/2028(3) |
9,900,000 | 11,181,659 | ||||||
| National Rural Utilities Cooperative Finance Corp. |
||||||||
| 2.95%, 02/07/2024 |
341,000 | 366,440 | ||||||
| 3.05%, 04/25/2027 |
462,000 | 515,041 | ||||||
| 8.00%, 03/01/2032 |
791,000 | 1,263,342 | ||||||
| Nevada Power Co. |
||||||||
| 2.40%, 05/01/2030 |
3,306,000 | 3,548,851 | ||||||
| 5.38%, 09/15/2040 |
261,000 | 350,922 | ||||||
| 5.45%, 05/15/2041 |
386,000 | 520,245 | ||||||
| New England Power Co. |
||||||||
| 3.80%, 12/05/2047(3) |
6,995,000 | 8,160,984 | ||||||
| New York State Electric & Gas Corp. |
||||||||
| 3.25%, 12/01/2026(3) |
804,000 | 903,827 | ||||||
| NextEra Energy Capital Holdings, Inc. |
||||||||
| 2.25%, 06/01/2030 |
7,955,000 | 8,278,763 | ||||||
| 2.80%, 01/15/2023 |
3,671,000 | 3,854,620 | ||||||
| Niagara Mohawk Power Corp. |
||||||||
| 1.96%, 06/27/2030(3) |
2,150,000 | 2,210,597 | ||||||
| 3.51%, 10/01/2024(3) |
258,000 | 282,671 | ||||||
| NiSource, Inc. |
||||||||
| 0.95%, 08/15/2025 |
11,176,000 | 11,162,036 | ||||||
| 1.70%, 02/15/2031 |
7,899,000 | 7,754,129 | ||||||
| 2.95%, 09/01/2029 |
1,520,000 | 1,648,314 | ||||||
| 3.60%, 05/01/2030 |
5,934,000 | 6,757,167 | ||||||
| 3.95%, 03/30/2048 |
4,480,000 | 5,198,295 | ||||||
| 5.80%, 02/01/2042 |
774,000 | 1,051,905 | ||||||
| Northern States Power Co. |
||||||||
| 3.60%, 09/15/2047 |
2,395,000 | 2,836,744 | ||||||
| 4.13%, 05/15/2044 |
1,480,000 | 1,860,211 | ||||||
| NRG Energy, Inc. |
||||||||
| 4.45%, 06/15/2029(3) |
1,155,000 | 1,273,906 | ||||||
| Ohio Power Co. |
||||||||
| 4.15%, 04/01/2048 |
1,190,000 | 1,478,539 | ||||||
| Oncor Electric Delivery Co. LLC |
||||||||
| 3.10%, 09/15/2049 |
1,895,000 | 2,076,605 | ||||||
| 5.75%, 03/15/2029 |
124,000 | 162,869 |
| Pacific Gas & Electric Co. |
||||||||
| 1.75%, 06/16/2022 |
8,056,000 | 8,063,784 | ||||||
| 3.15%, 01/01/2026 |
4,886,000 | 5,012,602 | ||||||
| 4.00%, 12/01/2046 |
1,573,000 | 1,472,180 | ||||||
| 4.25%, 08/01/2023 |
2,482,000 | 2,643,509 | ||||||
| 4.45%, 04/15/2042 |
1,905,000 | 1,902,758 | ||||||
| PECO Energy Co. |
||||||||
| 2.38%, 09/15/2022 |
578,000 | 597,245 | ||||||
| 2.80%, 06/15/2050 |
860,000 | 889,672 | ||||||
| 3.70%, 09/15/2047 |
2,120,000 | 2,561,963 | ||||||
| 3.90%, 03/01/2048 |
5,235,000 | 6,482,340 | ||||||
| 4.15%, 10/01/2044 |
353,000 | 440,076 | ||||||
| Pennsylvania Electric Co. |
||||||||
| 3.25%, 03/15/2028(3) |
2,386,000 | 2,589,726 | ||||||
| Pepco Holdings LLC |
||||||||
| 7.45%, 08/15/2032 |
222,000 | 315,241 | ||||||
| Perusahaan Listrik Negara PT |
||||||||
| 4.88%, 07/17/2049(3) |
1,541,000 | 1,691,248 | ||||||
| 5.50%, 11/22/2021(3) |
1,959,000 | 2,051,563 | ||||||
| PNM Resources, Inc. |
||||||||
| 3.25%, 03/09/2021 |
165,000 | 166,875 | ||||||
| Potomac Electric Power Co. |
||||||||
| 6.50%, 11/15/2037 |
136,000 | 205,071 | ||||||
| PPL Capital Funding, Inc. |
||||||||
| 4.00%, 09/15/2047 |
200,000 | 229,612 | ||||||
| 4.13%, 04/15/2030 |
2,767,000 | 3,265,389 | ||||||
| 4.20%, 06/15/2022 |
1,082,000 | 1,140,555 | ||||||
| PPL Electric Utilities Corp. |
||||||||
| 2.50%, 09/01/2022 |
178,000 | 184,457 | ||||||
| 3.00%, 10/01/2049 |
2,105,000 | 2,262,457 | ||||||
| 4.13%, 06/15/2044 |
208,000 | 254,106 | ||||||
| Progress Energy, Inc. |
||||||||
| 3.15%, 04/01/2022 |
389,000 | 401,654 | ||||||
| 4.40%, 01/15/2021 |
390,000 | 391,318 | ||||||
| 7.75%, 03/01/2031 |
3,031,000 | 4,422,688 | ||||||
| PSEG Power LLC |
||||||||
| 3.00%, 06/15/2021 |
2,310,000 | 2,347,485 | ||||||
| Public Service Co. of Colorado |
||||||||
| 3.55%, 06/15/2046 |
353,000 | 400,472 | ||||||
| 4.10%, 06/15/2048 |
2,515,000 | 3,224,929 | ||||||
| Public Service Co. of Oklahoma |
||||||||
| 4.40%, 02/01/2021 |
203,000 | 205,523 | ||||||
| 6.63%, 11/15/2037 |
649,000 | 934,699 | ||||||
| Public Service Electric & Gas Co. |
||||||||
| 3.15%, 08/15/2024 |
1,000,000 | 1,082,051 | ||||||
| 3.60%, 12/01/2047 |
1,605,000 | 1,894,463 | ||||||
| 5.38%, 11/01/2039 |
117,000 | 163,157 | ||||||
| Public Service Enterprise Group, Inc. |
||||||||
| 0.80%, 08/15/2025 |
4,041,000 | 4,013,393 | ||||||
| 1.60%, 08/15/2030 |
8,395,000 | 8,255,911 | ||||||
| Puget Energy, Inc. |
||||||||
| 3.65%, 05/15/2025 |
1,200,000 | 1,288,119 | ||||||
| RGS I&M Funding Corp. |
||||||||
| 9.82%, 06/07/2022 |
63,213 | 65,089 | ||||||
| San Diego Gas & Electric Co. |
||||||||
| 1.70%, 10/01/2030 |
7,632,000 | 7,569,910 | ||||||
| 3.75%, 06/01/2047 |
1,737,000 | 1,996,323 | ||||||
| 3.95%, 11/15/2041 |
310,000 | 349,489 | ||||||
| 4.15%, 05/15/2048 |
1,693,000 | 2,056,505 | ||||||
| 5.35%, 05/15/2040 |
3,430,000 | 4,499,662 | ||||||
| 6.00%, 06/01/2026 |
213,000 | 260,165 | ||||||
| Sempra Energy |
||||||||
| 4.05%, 12/01/2023 |
10,325,000 | 11,298,390 | ||||||
| 6.00%, 10/15/2039 |
752,000 | 1,035,488 | ||||||
| Southern California Edison Co. |
||||||||
| 1.85%, 02/01/2022 |
72,000 | 72,083 | ||||||
| 3.50%, 10/01/2023 |
328,000 | 351,514 | ||||||
| 3.65%, 03/01/2028 |
1,200,000 | 1,320,435 | ||||||
| 3.65%, 02/01/2050 |
2,793,000 | 2,901,692 | ||||||
| 3.70%, 08/01/2025 |
1,086,000 | 1,207,766 | ||||||
| 3.90%, 12/01/2041 |
392,000 | 400,944 | ||||||
| 4.05%, 03/15/2042 |
800,000 | 861,723 | ||||||
| 4.13%, 03/01/2048 |
1,880,000 | 2,055,079 | ||||||
| 6.05%, 03/15/2039 |
253,000 | 325,993 | ||||||
| Southern California Gas Co. |
||||||||
| 2.55%, 02/01/2030 |
2,621,000 | 2,825,689 | ||||||
| Southern Co. |
||||||||
| 3.25%, 07/01/2026 |
218,000 | 243,154 | ||||||
| Southern Co. Gas Capital Corp. |
||||||||
| 2.45%, 10/01/2023 |
230,000 | 241,744 | ||||||
| 3.25%, 06/15/2026 |
225,000 | 247,460 | ||||||
| 3.50%, 09/15/2021 |
530,000 | 541,314 |
| 3.95%, 10/01/2046 |
282,000 | 314,849 | ||||||
| 4.40%, 06/01/2043 |
160,000 | 189,922 | ||||||
| 5.88%, 03/15/2041 |
1,210,000 | 1,664,899 | ||||||
| Southern Power Co. |
||||||||
| 5.15%, 09/15/2041 |
746,000 | 877,642 | ||||||
| Southwest Gas Corp. |
||||||||
| 3.80%, 09/29/2046 |
508,000 | 560,045 | ||||||
| Southwestern Public Service Co. |
||||||||
| 4.50%, 08/15/2041 |
350,000 | 439,653 | ||||||
| Talent Yield Investments Ltd. |
||||||||
| 4.50%, 04/25/2022(3) |
715,000 | 745,070 | ||||||
| Toledo Edison Co. |
||||||||
| 6.15%, 05/15/2037 |
680,000 | 970,085 | ||||||
| Tri-State Generation & Transmission Association, Inc. |
||||||||
| 4.25%, 06/01/2046 |
371,000 | 427,539 | ||||||
| Union Electric Co. |
||||||||
| 2.95%, 06/15/2027 |
715,000 | 788,075 | ||||||
| 3.65%, 04/15/2045 |
1,370,000 | 1,599,740 | ||||||
| Virginia Electric & Power Co. |
||||||||
| 3.45%, 02/15/2024 |
191,000 | 207,062 | ||||||
| 3.50%, 03/15/2027 |
4,955,000 | 5,636,768 | ||||||
| 4.45%, 02/15/2044 |
126,000 | 163,962 | ||||||
| 4.60%, 12/01/2048 |
1,705,000 | 2,322,650 | ||||||
| 4.65%, 08/15/2043 |
3,500,000 | 4,599,248 | ||||||
| Vistra Operations Co. LLC |
||||||||
| 3.55%, 07/15/2024(3) |
8,460,000 | 9,010,890 | ||||||
| WEC Energy Group, Inc. |
||||||||
| 3.55%, 06/15/2025 |
865,000 | 970,573 | ||||||
| Westar Energy, Inc. |
||||||||
| 4.13%, 03/01/2042 |
4,175,000 | 5,032,680 | ||||||
| Wisconsin Electric Power Co. |
||||||||
| 3.10%, 06/01/2025 |
285,000 | 311,190 | ||||||
| Xcel Energy, Inc. |
||||||||
| 2.40%, 03/15/2021 |
250,000 | 251,929 | ||||||
| 3.35%, 12/01/2026 |
5,105,000 | 5,749,488 | ||||||
|
|
|
|||||||
| Total Utilities |
|
555,392,477 | ||||||
|
|
|
|||||||
| Total Corporate Bonds (Cost: $4,735,299,424) |
5,098,877,253 | |||||||
|
|
|
|||||||
| Government Related – 16.08% |
||||||||
| Other Government Related – 2.25% |
||||||||
| Abu Dhabi Government International Bond |
||||||||
| 0.75%, 09/02/2023(3) |
7,424,000 | 7,414,720 | ||||||
| 1.70%, 03/02/2031(3) |
4,559,000 | 4,509,827 | ||||||
| Alabama Economic Settlement Authority |
||||||||
| 4.26%, 09/15/2032 |
610,000 | 727,895 | ||||||
| American Municipal Power, Inc. |
||||||||
| 7.50%, 02/15/2050 |
1,350,000 | 2,272,293 | ||||||
| Atlanta Independent School System |
||||||||
| 5.56%, 03/01/2026 |
535,000 | 659,227 | ||||||
| Bay Area Toll Authority |
||||||||
| 2.57%, 04/01/2031 |
6,700,000 | 7,268,562 | ||||||
| 6.26%, 04/01/2049 |
1,650,000 | 2,811,105 | ||||||
| Bermuda Government International Bond |
||||||||
| 2.38%, 08/20/2030(3) |
1,765,000 | 1,784,856 | ||||||
| California Qualified School Bond Joint Powers Authority |
||||||||
| 7.16%, 03/01/2027 |
805,000 | 964,470 | ||||||
| City of Houston TX Combined Utility System Revenue |
||||||||
| 3.83%, 05/15/2028 |
1,850,000 | 2,116,659 | ||||||
| City of Los Angeles Department of Airports |
||||||||
| 6.58%, 05/15/2039 |
1,650,000 | 2,257,101 | ||||||
| Clark County School District |
||||||||
| 5.51%, 06/15/2024 |
3,000,000 | 3,212,280 | ||||||
| Colombia Government International Bond |
||||||||
| 3.88%, 04/25/2027 |
4,746,000 | 5,118,608 | ||||||
| 4.00%, 02/26/2024 |
737,000 | 785,826 | ||||||
| 4.13%, 05/15/2051 |
1,050,000 | 1,090,950 | ||||||
| 4.38%, 07/12/2021 |
1,000,000 | 1,027,500 | ||||||
| 4.50%, 01/28/2026 |
1,192,000 | 1,318,650 | ||||||
| 5.00%, 06/15/2045 |
2,872,000 | 3,345,880 | ||||||
| 5.63%, 02/26/2044 |
200,000 | 247,800 | ||||||
| 7.38%, 09/18/2037 |
2,150,000 | 3,023,438 | ||||||
| Corp. Andina de Fomento |
||||||||
| 2.13%, 09/27/2021 |
2,630,000 | 2,662,901 | ||||||
| 2.75%, 01/06/2023 |
1,125,000 | 1,171,328 | ||||||
| 3.25%, 02/11/2022 |
1,230,000 | 1,268,622 | ||||||
| 4.38%, 06/15/2022 |
2,735,000 | 2,888,871 | ||||||
| County of Cuyahoga OH |
||||||||
| 9.13%, 10/01/2023 |
105,000 | 115,919 | ||||||
| District of Columbia Water & Sewer Authority |
||||||||
| 4.81%, 10/01/2114 |
875,000 | 1,309,893 | ||||||
| Eaton Community City School District |
||||||||
| 5.39%, 08/25/2027 |
275,000 | 275,602 | ||||||
| Export-Import Bank of India |
||||||||
| 3.88%, 02/01/2028(3) |
3,480,000 | 3,654,493 | ||||||
| Fannie Mae |
||||||||
| 0.88%, 08/05/2030 |
3,585,000 | 3,525,682 | ||||||
| 1.63%, 01/07/2025 |
6,247,000 | 6,581,630 | ||||||
| 1.88%, 09/24/2026 |
520,000 | 562,257 | ||||||
| 2.25%, 04/12/2022 |
6,542,000 | 6,753,400 | ||||||
| 2.63%, 09/06/2024 |
5,221,000 | 5,699,714 | ||||||
| 6.25%, 05/15/2029 |
630,000 | 911,235 | ||||||
| 6.63%, 11/15/2030(6) |
2,300,000 | 3,531,516 | ||||||
| 7.13%, 01/15/2030(4)(6) |
1,500,000 | 2,320,641 | ||||||
| Fannie Mae Principal Strip |
||||||||
| 0.00%, 05/15/2030 |
929,000 | 827,003 | ||||||
| Federal Home Loan Banks |
||||||||
| 4.00%, 10/24/2029(4) |
2,000,000 | 2,538,008 | ||||||
| Federal Home Loan Mortgage Corp. |
||||||||
| 6.25%, 07/15/2032 |
3,709,000 | 5,810,639 | ||||||
| 6.75%, 09/15/2029 |
625,000 | 944,573 | ||||||
| Finnvera OYJ |
||||||||
| 2.38%, 06/04/2025(3) |
600,000 | 649,290 | ||||||
| Hydro-Quebec |
||||||||
| 8.05%, 07/07/2024 |
638,000 | 809,340 | ||||||
| 8.40%, 01/15/2022 |
826,000 | 908,898 | ||||||
| 9.40%, 02/01/2021 |
186,000 | 191,485 | ||||||
| Indonesia Government International Bond |
||||||||
| 4.13%, 01/15/2025(3) |
1,325,000 | 1,478,682 | ||||||
| 4.45%, 02/11/2024 |
1,130,000 | 1,250,916 | ||||||
| 5.88%, 01/15/2024(3) |
1,300,000 | 1,495,775 | ||||||
| Iowa Tobacco Settlement Authority |
||||||||
| 6.50%, 06/01/2023 |
645,000 | 651,431 | ||||||
| Israel Government AID Bond |
||||||||
| 0.00%, 09/15/2023 |
1,837,000 | 1,805,757 | ||||||
| 0.00%, 11/01/2024 |
1,000,000 | 973,744 | ||||||
| 5.50%, 09/18/2033 |
619,000 | 926,863 | ||||||
| Japan Finance Organization for Municipalities |
||||||||
| 1.75%, 09/05/2024(3) |
200,000 | 208,649 | ||||||
| 2.13%, 04/13/2021(3) |
400,000 | 403,507 | ||||||
| 2.13%, 10/25/2023(3) |
3,400,000 | 3,560,569 | ||||||
| 2.63%, 04/20/2022(3) |
6,000,000 | 6,198,600 | ||||||
| 3.25%, 04/24/2023(3) |
1,000,000 | 1,068,806 | ||||||
| Korea Gas Corp. |
||||||||
| 4.25%, 11/02/2020(3) |
279,000 | 279,840 | ||||||
| Los Angeles Department of Water & Power Power System Revenue |
||||||||
| 6.60%, 07/01/2050 |
2,400,000 | 4,295,136 | ||||||
| Mexico Government International Bond |
||||||||
| 3.60%, 01/30/2025 |
868,000 | 933,673 | ||||||
| 3.75%, 01/11/2028 |
3,517,000 | 3,781,232 | ||||||
| 4.13%, 01/21/2026 |
1,014,000 | 1,126,808 | ||||||
| 4.35%, 01/15/2047 |
42,000 | 43,386 | ||||||
| 4.50%, 01/31/2050 |
1,275,000 | 1,345,125 | ||||||
| 4.60%, 01/23/2046 |
1,494,000 | 1,601,224 | ||||||
| 4.60%, 02/10/2048 |
1,482,000 | 1,573,158 | ||||||
| 4.75%, 03/08/2044 |
450,000 | 490,950 | ||||||
| 5.00%, 04/27/2051 |
5,568,000 | 6,213,888 | ||||||
| 5.75%, 10/12/2110 |
588,000 | 677,970 | ||||||
| New Hampshire Housing Finance Authority |
||||||||
| 3.05%, 01/01/2021 |
95,000 | 95,391 | ||||||
| 3.75%, 07/01/2034 |
65,000 | 66,152 | ||||||
| New Jersey Transportation Trust Fund Authority |
||||||||
| 4.13%, 06/15/2042 |
1,100,000 | 1,048,366 | ||||||
| 5.75%, 12/15/2028 |
5,100,000 | 5,761,470 | ||||||
| New Jersey Turnpike Authority |
||||||||
| 7.10%, 01/01/2041 |
5,870,000 | 9,642,003 | ||||||
| New York State Dormitory Authority |
||||||||
| 3.19%, 02/15/2043 |
6,730,000 | 7,326,749 | ||||||
| 5.60%, 03/15/2040 |
260,000 | 374,187 | ||||||
| New York State Urban Development Corp. |
||||||||
| 5.84%, 03/15/2040 |
2,000,000 | 2,701,400 | ||||||
| North American Development Bank |
||||||||
| 2.40%, 10/26/2022 |
684,000 | 707,458 | ||||||
| North Carolina Housing Finance Agency |
||||||||
| 3.00%, 01/01/2033 |
1,410,000 | 1,424,523 | ||||||
| North Carolina State Education Assistance Authority |
||||||||
| 1.04% (3 Month LIBOR USD + 0.80%), 07/25/2036(2) |
8,600,000 | 8,466,012 | ||||||
| Ohio State University |
||||||||
| 4.05%, 12/01/2056 |
406,000 | 539,968 | ||||||
| 4.80%, 06/01/2111 |
1,102,000 | 1,613,482 | ||||||
| Panama Government International Bond |
||||||||
| 2.25%, 09/29/2032 |
3,201,000 | 3,233,010 | ||||||
| 3.87%, 07/23/2060 |
859,000 | 983,555 | ||||||
| 4.50%, 04/16/2050 |
1,610,000 | 2,014,513 | ||||||
| Peruvian Government International Bond |
||||||||
| 2.39%, 01/23/2026 |
3,967,000 | 4,155,433 | ||||||
| 5.63%, 11/18/2050 |
190,000 | 302,575 |
| Port Authority of New York & New Jersey |
||||||||
| 1.09%, 07/01/2023 |
4,715,000 | 4,782,566 | ||||||
| 4.46%, 10/01/2062 |
2,065,000 | 2,641,445 | ||||||
| 5.65%, 11/01/2040 |
435,000 | 608,730 | ||||||
| 5.65%, 11/01/2040 |
1,260,000 | 1,763,219 | ||||||
| Province of Manitoba Canada |
||||||||
| 2.13%, 06/22/2026 |
400,000 | 430,862 | ||||||
| 2.60%, 04/16/2024 |
110,000 | 118,064 | ||||||
| Qatar Government International Bond |
||||||||
| 2.38%, 06/02/2021(3) |
829,000 | 837,290 | ||||||
| 3.40%, 04/16/2025(3) |
6,388,000 | 7,001,120 | ||||||
| 4.40%, 04/16/2050(3) |
1,241,000 | 1,596,795 | ||||||
| 4.82%, 03/14/2049(3) |
1,200,000 | 1,615,740 | ||||||
| 5.10%, 04/23/2048(3) |
3,140,000 | 4,362,025 | ||||||
| Regents of the University of California Medical Center Pooled Revenue |
||||||||
| 3.71%, 05/15/2120 |
3,270,000 | 3,467,116 | ||||||
| Republic of South Africa Government International Bond |
||||||||
| 5.88%, 09/16/2025 |
403,000 | 430,718 | ||||||
| Resolution Funding Corp. Interest Strip |
||||||||
| 0.00%, 10/15/2027 |
1,295,000 | 1,233,779 | ||||||
| Rhode Island Housing & Mortgage Finance Corp. |
||||||||
| 4.00%, 10/01/2023 |
2,865,000 | 2,985,874 | ||||||
| Romanian Government International Bond |
||||||||
| 5.13%, 06/15/2048(3) |
5,000,000 | 6,091,600 | ||||||
| 6.75%, 02/07/2022 |
250,000 | 269,113 | ||||||
| Saudi Government International Bond |
||||||||
| 2.88%, 03/04/2023(3) |
5,560,000 | 5,804,529 | ||||||
| 4.00%, 04/17/2025(3) |
3,200,000 | 3,555,200 | ||||||
| St Johns County Industrial Development Authority |
||||||||
| 2.54%, 10/01/2030 |
10,000,000 | 10,181,400 | ||||||
| State of California |
||||||||
| 7.30%, 10/01/2039 |
275,000 | 451,622 | ||||||
| 7.50%, 04/01/2034 |
5,540,000 | 9,207,203 | ||||||
| State of Illinois |
||||||||
| 5.00%, 10/01/2022 |
685,000 | 717,339 | ||||||
| 5.00%, 11/01/2022 |
10,340,000 | 10,766,628 | ||||||
| 5.10%, 06/01/2033 |
5,450,000 | 5,507,716 | ||||||
| Tennessee Valley Authority |
||||||||
| 0.75%, 05/15/2025 |
5,562,000 | 5,662,360 | ||||||
| 2.88%, 02/01/2027 |
1,000,000 | 1,136,007 | ||||||
| 4.25%, 09/15/2065 |
1,720,000 | 2,608,487 | ||||||
| 4.63%, 09/15/2060 |
1,308,000 | 2,056,159 | ||||||
| 5.50%, 06/15/2038 |
57,000 | 89,012 | ||||||
| 5.88%, 04/01/2036 |
2,967,000 | 4,638,487 | ||||||
| 7.13%, 05/01/2030 |
1,615,000 | 2,508,297 | ||||||
| Tennessee Valley Authority Generic Strip |
||||||||
| 0.00%, 07/15/2028 |
2,000,000 | 1,826,217 | ||||||
| 0.00%, 03/15/2032 |
1,514,000 | 1,281,666 | ||||||
| Tennessee Valley Authority Principal Strip |
||||||||
| 0.00%, 11/01/2025 |
1,847,000 | 1,781,900 | ||||||
| 0.00%, 06/15/2035 |
258,000 | 200,101 | ||||||
| Texas Private Activity Bond Surface Transportation Corp. |
||||||||
| 3.92%, 12/31/2049 |
1,810,000 | 2,048,811 | ||||||
| Three Rivers Local School District |
||||||||
| 5.21%, 09/15/2027 |
285,000 | 286,721 | ||||||
| Tokyo Metropolitan Government |
||||||||
| 2.00%, 05/17/2021(3) |
2,400,000 | 2,418,984 | ||||||
| 2.50%, 06/08/2022(3) |
5,000,000 | 5,159,684 | ||||||
| 3.25%, 06/01/2023(3) |
1,200,000 | 1,283,377 | ||||||
| University of Missouri |
||||||||
| 5.96%, 11/01/2039 |
3,445,000 | 4,887,008 | ||||||
| University of Virginia |
||||||||
| 4.18%, 09/01/2117 |
1,540,000 | 2,157,663 | ||||||
| Uruguay Government International Bond |
||||||||
| 4.98%, 04/20/2055 |
2,590,000 | 3,444,700 | ||||||
| 5.10%, 06/18/2050 |
1,150,000 | 1,542,438 | ||||||
| West Contra Costa Unified School District |
||||||||
| 6.25%, 08/01/2030 |
215,000 | 291,519 | ||||||
| Westlake City School District |
||||||||
| 5.23%, 12/01/2026 |
430,000 | 432,408 | ||||||
|
|
|
|||||||
| Total Other Government Related |
|
334,882,222 | ||||||
|
|
|
|||||||
| U.S. Treasury Obligations – 13.83% |
||||||||
| U.S. Treasury Inflation Indexed Bonds |
||||||||
| 0.13%, 01/15/2022(7) |
2,543,679 | 2,583,672 | ||||||
| 1.75%, 01/15/2028(7) |
742,068 | 903,448 | ||||||
| 2.50%, 01/15/2029(7) |
498,413 | 650,740 | ||||||
| 3.63%, 04/15/2028(7) |
1,670,844 | 2,289,970 | ||||||
| U.S. Treasury Note/Bond |
||||||||
| 0.13%, 07/31/2022 |
1,697,000 | 1,696,669 | ||||||
| 0.13%, 08/31/2022 |
35,753,000 | 35,743,224 | ||||||
| 0.13%, 09/30/2022 |
60,000 | 59,993 | ||||||
| 0.13%, 08/15/2023 |
23,491,000 | 23,467,142 | ||||||
| 0.13%, 09/15/2023 |
19,887,000 | 19,868,356 | ||||||
| 0.25%, 05/31/2025 |
3,089,000 | 3,088,517 | ||||||
| 0.25%, 06/30/2025 |
3,339,000 | 3,336,913 | ||||||
| 0.25%, 07/31/2025 |
23,299,000 | 23,277,157 | ||||||
| 0.25%, 08/31/2025 |
15,405,000 | 15,389,354 | ||||||
| 0.25%, 09/30/2025 |
32,465,000 | 32,421,883 | ||||||
| 0.38%, 09/30/2027 |
16,162,000 | 16,053,412 | ||||||
| 0.63%, 08/15/2030 |
4,790,000 | 4,762,308 | ||||||
| 1.13%, 02/28/2021 |
8,000,000 | 8,031,250 | ||||||
| 1.13%, 05/15/2040 |
6,910,000 | 6,800,952 | ||||||
| 1.13%, 08/15/2040 |
9,650,000 | 9,469,062 | ||||||
| 1.25%, 05/15/2050 |
57,123,000 | 54,132,968 | ||||||
| 1.38%, 10/31/2020 |
1,050,000 | 1,051,091 | ||||||
| 1.38%, 08/31/2023 |
12,000,000 | 12,424,687 | ||||||
| 1.50%, 01/31/2022 |
1,250,000 | 1,272,559 | ||||||
| 1.63%, 10/31/2023 |
25,000,000 | 26,125,000 | ||||||
| 1.63%, 08/15/2029 |
56,230,000 | 61,202,841 | ||||||
| 1.75%, 02/28/2022 |
37,900,000 | 38,760,152 | ||||||
| 1.75%, 03/31/2022 |
53,000,000 | 54,275,312 | ||||||
| 1.75%, 01/31/2023 |
12,000,000 | 12,447,656 | ||||||
| 1.75%, 05/15/2023 |
17,221,000 | 17,938,766 | ||||||
| 1.75%, 12/31/2024 |
36,232,800 | 38,556,794 | ||||||
| 1.75%, 12/31/2026 |
2,230,000 | 2,416,588 | ||||||
| 1.88%, 11/30/2021 |
11,500,000 | 11,730,898 | ||||||
| 1.88%, 04/30/2022 |
2,000,000 | 2,054,844 | ||||||
| 2.00%, 11/30/2020 |
1,000,000 | 1,003,097 | ||||||
| 2.00%, 06/30/2024 |
543,000 | 579,483 | ||||||
| 2.00%, 08/15/2025 |
150,100 | 162,618 | ||||||
| 2.00%, 11/15/2026 |
42,225,000 | 46,341,938 | ||||||
| 2.00%, 02/15/2050 |
42,044,000 | 47,555,706 | ||||||
| 2.13%, 08/15/2021 |
2,805,000 | 2,853,320 | ||||||
| 2.13%, 12/31/2022 |
20,450,000 | 21,359,865 | ||||||
| 2.13%, 02/29/2024 |
10,842,000 | 11,559,012 | ||||||
| 2.25%, 04/30/2021 |
1,800,000 | 1,821,938 | ||||||
| 2.25%, 11/15/2024 |
20,529,000 | 22,229,058 | ||||||
| 2.25%, 11/15/2025 |
81,096,000 | 89,126,405 | ||||||
| 2.25%, 11/15/2027 |
35,300,000 | 39,682,164 | ||||||
| 2.25%, 08/15/2046 |
26,502,100 | 31,296,289 | ||||||
| 2.25%, 08/15/2049 |
9,259,000 | 11,010,615 | ||||||
| 2.38%, 11/15/2049 |
8,832,000 | 10,782,975 | ||||||
| 2.50%, 05/15/2024 |
34,388,000 | 37,247,846 | ||||||
| 2.50%, 02/15/2045 |
87,800,000 | 108,059,164 | ||||||
| 2.63%, 11/15/2020 |
4,596,000 | 4,610,127 | ||||||
| 2.63%, 05/15/2021 |
5,277,800 | 5,359,235 | ||||||
| 2.63%, 01/31/2026 |
25,000,000 | 28,051,758 | ||||||
| 2.75%, 05/31/2023 |
1,737,000 | 1,856,826 | ||||||
| 2.75%, 02/15/2024 |
1,000,000 | 1,086,523 | ||||||
| 2.75%, 11/15/2042 |
1,200,000 | 1,536,516 | ||||||
| 2.75%, 08/15/2047 |
6,887,000 | 8,938,842 | ||||||
| 2.75%, 11/15/2047 |
6,648,000 | 8,639,024 | ||||||
| 2.88%, 04/30/2025 |
840,000 | 940,341 | ||||||
| 2.88%, 05/31/2025 |
5,392,000 | 6,045,780 | ||||||
| 2.88%, 05/15/2043 |
97,710,000 | 127,580,252 | ||||||
| 2.88%, 08/15/2045 |
7,800,000 | 10,247,555 | ||||||
| 2.88%, 05/15/2049 |
55,336,000 | 74,087,555 | ||||||
| 3.00%, 11/15/2044 |
44,590,000 | 59,578,162 | ||||||
| 3.00%, 05/15/2047 |
3,861,000 | 5,230,599 | ||||||
| 3.00%, 02/15/2048 |
870,000 | 1,182,282 | ||||||
| 3.00%, 02/15/2049 |
2,144,000 | 2,930,747 | ||||||
| 3.13%, 05/15/2021 |
4,592,000 | 4,677,382 | ||||||
| 3.13%, 11/15/2028 |
52,350,000 | 63,055,166 | ||||||
| 3.13%, 02/15/2043 |
27,100,000 | 36,719,441 | ||||||
| 3.13%, 05/15/2048 |
24,938,000 | 34,669,665 | ||||||
| 3.38%, 05/15/2044 |
49,980,000 | 70,524,513 | ||||||
| 3.38%, 11/15/2048 |
30,280,000 | 44,056,217 | ||||||
| 3.63%, 08/15/2043 |
16,350,000 | 23,837,789 | ||||||
| 3.63%, 02/15/2044 |
32,750,000 | 47,854,658 | ||||||
| 3.75%, 11/15/2043 |
51,815,000 | 76,969,563 | ||||||
| 4.38%, 11/15/2039 |
11,454,000 | 17,895,533 | ||||||
| 4.38%, 05/15/2041 |
1,500,000 | 2,373,867 | ||||||
| 4.75%, 02/15/2037 |
23,248,000 | 36,631,038 | ||||||
| 5.00%, 05/15/2037 |
8,604,000 | 13,939,488 | ||||||
| 8.00%, 11/15/2021 |
4,414,000 | 4,801,604 | ||||||
| 8.13%, 05/15/2021 |
1,718,000 | 1,802,960 | ||||||
| U.S. Treasury Strip Coupon |
||||||||
| 0.00%, 08/15/2021 |
9,469,000 | 9,456,852 | ||||||
| 0.00%, 11/15/2021 |
4,679,000 | 4,670,124 | ||||||
| 0.00%, 02/15/2022 |
25,367,000 | 25,305,775 | ||||||
| 0.00%, 05/15/2022 |
18,154,000 | 18,112,128 | ||||||
| 0.00%, 08/15/2022 |
4,975,000 | 4,961,180 |
| 0.00%, 11/15/2022 |
25,950,000 | 25,860,654 | ||||||
| 0.00%, 08/15/2023 |
22,550,000 | 22,416,115 | ||||||
| 0.00%, 11/15/2023 |
23,218,000 | 23,046,229 | ||||||
| 0.00%, 02/15/2024 |
12,206,000 | 12,104,879 | ||||||
| 0.00%, 05/15/2024 |
21,322,000 | 21,108,819 | ||||||
| 0.00%, 08/15/2024 |
1,834,000 | 1,813,208 | ||||||
| 0.00%, 11/15/2024 |
6,105,000 | 6,029,124 | ||||||
| 0.00%, 02/15/2025 |
799,000 | 787,259 | ||||||
| 0.00%, 05/15/2025 |
3,279,000 | 3,223,544 | ||||||
| 0.00%, 08/15/2027 |
4,314,000 | 4,152,073 | ||||||
| 0.00%, 11/15/2027 |
4,607,000 | 4,415,581 | ||||||
| 0.00%, 02/15/2031 |
12,590,000 | 11,476,681 | ||||||
| 0.00%, 11/15/2034 |
2,487,000 | 2,120,172 | ||||||
| 0.00%, 02/15/2035 |
1,824,000 | 1,549,709 | ||||||
| 0.00%, 05/15/2035 |
1,920,000 | 1,623,559 | ||||||
| 0.00%, 08/15/2035 |
175,000 | 147,108 | ||||||
| 0.00%, 05/15/2036 |
121,000 | 100,329 | ||||||
| 0.00%, 05/15/2039 |
455,000 | 355,724 | ||||||
| 0.00%, 08/15/2041 |
1,225,000 | 911,715 | ||||||
| 0.00%, 11/15/2043 |
4,090,000 | 2,886,473 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Obligations |
|
2,063,301,693 | ||||||
|
|
|
|||||||
| Total Government Related (Cost: $2,172,943,643) |
2,398,183,915 | |||||||
|
|
|
|||||||
| Mortgage-Backed Obligations – 35.40% |
||||||||
| 20 Times Square Trust 2018-20TS |
||||||||
| 3.20%, 05/15/2035(3)(4) |
5,204,000 | 4,979,854 | ||||||
| ACRC Holdings LLC |
||||||||
| 7.08% (1 Month LIBOR USD + 4.60%), 12/22/2021(2)(14) |
6,515,000 | 6,515,000 | ||||||
| Alternative Loan Trust 2003-22CB |
||||||||
| 6.00%, 12/25/2033 |
1,847,489 | 1,901,722 | ||||||
| Alternative Loan Trust 2004-2CB |
||||||||
| 5.75%, 03/25/2034 |
469,316 | 474,570 | ||||||
| Alternative Loan Trust 2004-8CB |
||||||||
| 0.42% (1 Month LIBOR USD + 0.27%, 0.27% Floor), 06/25/2034(2) |
93,083 | 93,037 | ||||||
| Alternative Loan Trust 2005-1CB |
||||||||
| 6.95% (1 Month LIBOR USD + 7.10%, 7.10% Cap), 03/25/2035(2)(8) |
140,733 | 23,338 | ||||||
| Alternative Loan Trust 2005-20CB |
||||||||
| 4.60% (1 Month LIBOR USD + 4.75%, 4.75% Cap), 07/25/2035(2)(8) |
473,899 | 71,501 | ||||||
| Alternative Loan Trust 2005-22T1 |
||||||||
| 4.92% (1 Month LIBOR USD + 5.07%, 5.07% Cap), 06/25/2035(2)(8) |
538,465 | 95,156 | ||||||
| Alternative Loan Trust 2005-28CB |
||||||||
| 5.50%, 08/25/2035 |
195,564 | 193,871 | ||||||
| 6.00%, 08/25/2035 |
6,903 | 4,642 | ||||||
| Alternative Loan Trust 2005-37T1 |
||||||||
| 4.90% (1 Month LIBOR USD + 5.05%, 5.05% Cap), 09/25/2035(2)(8) |
1,864,087 | 318,165 | ||||||
| Alternative Loan Trust 2005-50CB |
||||||||
| 5.00%, 11/25/2020 |
2,377 | 2,242 | ||||||
| Alternative Loan Trust 2005-54CB |
||||||||
| 4.70% (1 Month LIBOR USD + 4.85%, 4.85% Cap), 11/25/2035(2)(8) |
724,612 | 121,392 | ||||||
| 5.50%, 11/25/2035 |
2,558 | 2,532 | ||||||
| 5.50%, 11/25/2035 |
183,404 | 175,814 | ||||||
| Alternative Loan Trust 2005-64CB |
||||||||
| 5.50%, 12/25/2035 |
77,026 | 75,186 | ||||||
| Alternative Loan Trust 2006-28CB |
||||||||
| 6.00%, 10/25/2036 |
63,209 | 46,103 | ||||||
| Alternative Loan Trust 2006-43CB |
||||||||
| 6.00%, 02/25/2022 |
3,365 | 3,364 | ||||||
| American General Mortgage Loan Trust 2006-1 |
||||||||
| 5.75%, 12/25/2035(3)(4) |
2,312 | 2,417 | ||||||
| Antler Mortgage Trust 2018-RTL1 |
||||||||
| 4.34%, 07/25/2022(3) |
7,871,920 | 7,888,573 | ||||||
| ASG Resecuritization Trust 2011-1 |
||||||||
| 6.00%, 09/28/2036(3) |
146,141 | 140,234 | ||||||
| Assurant Commercial Mortgage Trust 2016-1 |
||||||||
| 3.17%, 05/15/2049(3) |
9,100,000 | 9,639,685 | ||||||
| BAMLL Commercial Mortgage Securities Trust 2012-PARK |
||||||||
| 2.96%, 12/10/2030(3) |
809,000 | 844,576 | ||||||
| BAMLL Commercial Mortgage Securities Trust 2014-520M |
||||||||
| 4.35%, 08/15/2046(3)(4) |
1,200,000 | 1,290,304 | ||||||
| BAMLL Re-REMIC Trust 2013-FRR2 |
||||||||
| 0.00%, 09/26/2022(3) |
4,000,000 | 3,693,507 | ||||||
| BAMLL Re-REMIC Trust 2014-FRR5 |
||||||||
| 0.00%, 06/27/2045(3) |
6,300,000 | 5,808,885 | ||||||
| Banc of America Alternative Loan Trust 2004-6 |
||||||||
| 0.00%, 07/25/2049 |
964 | 762 | ||||||
| Banc of America Alternative Loan Trust 2005-10 |
||||||||
| 5.25%, 11/25/2020 |
47 | 47 | ||||||
| Banc of America Alternative Loan Trust 2005-11 |
||||||||
| 5.50%, 12/25/2035 |
8,395 | 8,407 | ||||||
| Banc of America Alternative Loan Trust 2005-5 |
||||||||
| 5.50%, 06/25/2035 |
28,084 | 28,374 | ||||||
| Banc of America Alternative Loan Trust 2005-9 |
||||||||
| 5.50%, 10/25/2035 |
13,491 | 13,365 | ||||||
| Banc of America Alternative Loan Trust 2006-5 |
||||||||
| 6.00%, 06/25/2046 |
30,697 | 29,736 | ||||||
| Banc of America Alternative Loan Trust 2007-1 |
||||||||
| 4.67%, 04/25/2022(4) |
15,263 | 14,528 | ||||||
| Banc of America Commercial Mortgage Trust 2006-5 |
||||||||
| 0.88%, 09/10/2047(3)(4) |
115,528 | 562 | ||||||
| Banc of America Funding 2004-1 Trust |
||||||||
| 0.00%, 03/25/2034 |
21,544 | 17,204 | ||||||
| Banc of America Funding 2004-2 Trust |
||||||||
| 5.75%, 09/20/2034 |
1,559,210 | 1,684,139 | ||||||
| Banc of America Funding 2004-C Trust |
||||||||
| 4.41%, 12/20/2034(4) |
33,849 | 33,709 | ||||||
| Banc of America Funding 2005-6 Trust |
||||||||
| 5.50%, 10/25/2035 |
21,708 | 21,041 | ||||||
| Banc of America Funding 2005-7 Trust |
||||||||
| 0.00%, 11/25/2035 |
20,356 | 18,613 | ||||||
| Banc of America Funding 2005-8 Trust |
||||||||
| 0.00%, 01/25/2036 |
8,669 | 6,492 | ||||||
| Banc of America Funding 2005-C Trust |
||||||||
| 0.40% (1 Month LIBOR USD + 0.24%, 0.24% Floor, 11.00% Cap), 05/20/2035(2) |
1,571,996 | 1,567,137 | ||||||
| Banc of America Funding 2005-E Trust |
||||||||
| 3.77%, 03/20/2035(4) |
5,933 | 6,030 | ||||||
| Banc of America Funding 2006-1 Trust |
||||||||
| 0.00%, 01/25/2036 |
12,156 | 8,812 | ||||||
| Banc of America Mortgage 2003-C Trust |
||||||||
| 4.00%, 04/25/2033(4) |
11,223 | 11,071 | ||||||
| BANK 2017-BNK4 |
||||||||
| 3.63%, 05/15/2050 |
6,790,000 | 7,722,721 | ||||||
| BANK 2017-BNK8 |
||||||||
| 3.49%, 11/15/2050 |
12,745,000 | 14,564,751 | ||||||
| BANK 2017-BNK9 |
||||||||
| 3.54%, 11/15/2054 |
6,100,000 | 6,950,250 | ||||||
| BANK 2019-BNK21 |
||||||||
| 2.85%, 10/17/2052 |
2,742,000 | 3,031,605 | ||||||
| BANK 2020-BNK27 |
||||||||
| 2.14%, 04/15/2063 |
1,538,000 | 1,613,906 | ||||||
| BANK 2020-BNK28 |
||||||||
| 1.84%, 03/15/2063 |
2,047,000 | 2,100,545 | ||||||
| BBCMS Mortgage Trust 2018-C2 |
||||||||
| 4.05%, 12/15/2051 |
20,000,000 | 23,176,072 | ||||||
| BB-UBS Trust |
||||||||
| 2.89%, 06/05/2030(3) |
568,000 | 538,703 | ||||||
| BB-UBS Trust 2012-SHOW |
||||||||
| 3.43%, 11/05/2036(3) |
4,602,000 | 4,457,669 | ||||||
| BCAP LLC 2009-RR5 Trust |
||||||||
| 5.50%, 11/26/2034(3)(4) |
29,827 | 30,027 | ||||||
| Bear Stearns ALT-A Trust 2005-7 |
||||||||
| 0.69% (1 Month LIBOR USD + 0.54%, 0.27% Floor, 11.50% Cap), 08/25/2035(2) |
174,200 | 173,792 | ||||||
| Bear Stearns ARM Trust 2003-2 |
||||||||
| 3.95%, 01/25/2033(3)(4) |
100,211 | 99,493 | ||||||
| Bear Stearns ARM Trust 2003-7 |
||||||||
| 3.31%, 10/25/2033(4) |
5,579 | 5,320 | ||||||
| Bear Stearns ARM Trust 2004-2 |
||||||||
| 3.68%, 05/25/2034(4) |
43,261 | 41,349 | ||||||
| Bear Stearns ARM Trust 2006-1 |
||||||||
| 3.84% (1 Year CMT Index + 2.25%, 2.25% Floor, 9.90% Cap), 02/25/2036(2) |
124,706 | 125,668 | ||||||
| Bear Stearns Asset Backed Securities I Trust 2004-AC2 |
||||||||
| 5.00%, 05/25/2034 |
19,072 | 18,904 | ||||||
| Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14 |
||||||||
| 0.75%, 12/11/2038(3)(4) |
316,552 | 5 | ||||||
| Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 |
||||||||
| 0.01%, 01/12/2045(3)(4) |
10,620,476 | 3,217 | ||||||
| Bellemeade Re 2018-1 Ltd. |
||||||||
| 1.75% (1 Month LIBOR USD + 1.60%), 04/25/2028(2)(3) |
1,650,270 | 1,634,032 | ||||||
| Bellemeade Re 2018-2 Ltd. |
||||||||
| 1.50% (1 Month LIBOR USD + 1.35%), 08/25/2028(2)(3) |
171,432 | 171,279 | ||||||
| 1.75% (1 Month LIBOR USD + 1.60%), 08/25/2028(2)(3) |
1,350,000 | 1,327,429 | ||||||
| Bellemeade Re 2018-3 Ltd. |
||||||||
| 2.00% (1 Month LIBOR USD + 1.85%, 1.85% Floor), 10/25/2028(2)(3) |
1,833,624 | 1,820,536 | ||||||
| Bellemeade Re 2019-3 Ltd. |
||||||||
| 1.25% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 07/25/2029(2)(3) |
1,211,147 | 1,208,708 | ||||||
| 1.75% (1 Month LIBOR USD + 1.60%, 1.60% Floor), 07/25/2029(2)(3) |
3,600,000 | 3,520,290 | ||||||
| Bellemeade Re 2020-1 Ltd. |
||||||||
| 2.80% (1 Month LIBOR USD + 2.65%), 06/25/2030(2)(3) |
2,650,000 | 2,655,447 | ||||||
| 3.55% (1 Month LIBOR USD + 3.40%), 06/25/2030(2)(3) |
690,000 | 699,406 | ||||||
| Bellemeade Re 2020-2 Ltd. |
||||||||
| 2.45% (1 Month LIBOR USD + 2.30%, 2.30% Floor), 08/26/2030(2)(3) |
785,000 | 785,916 | ||||||
| 3.35% (1 Month LIBOR USD + 3.20%, 3.20% Floor), 08/26/2030(2)(3) |
625,000 | 629,625 | ||||||
| Benchmark 2018-B1 Mortgage Trust |
||||||||
| 2.67%, 12/15/2072 |
30,000,000 | 32,769,894 | ||||||
| Benchmark 2020-B16 Mortgage Trust |
||||||||
| 2.73%, 02/15/2053 |
511,000 | 561,042 |
| Benchmark 2020-B17 Mortgage Trust |
||||||||
| 2.29%, 03/15/2053 |
3,637,000 | 3,855,643 | ||||||
| Benchmark 2020-B19 Mortgage Trust |
||||||||
| 1.55%, 09/15/2053 |
21,500,000 | 21,656,318 | ||||||
| 1.85%, 09/15/2053 |
7,572,000 | 7,776,365 | ||||||
| BX Commercial Mortgage Trust 2020-BXLP |
||||||||
| 0.95% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 12/15/2036(2)(3) |
13,487,655 | 13,471,393 | ||||||
| CD 2006-CD3 Mortgage Trust |
||||||||
| 0.86%, 10/15/2048(3)(4) |
2,061,189 | 7,841 | ||||||
| CD 2007-CD4 Commercial Mortgage Trust |
||||||||
| 1.38%, 12/11/2049(3)(4) |
15,632 | 491 | ||||||
| CD 2019-CD8 Mortgage Trust |
||||||||
| 2.66%, 08/15/2057 |
20,000,000 | 21,747,794 | ||||||
| Chase Mortgage Finance Trust Series 2006-A1 |
||||||||
| 3.25%, 09/25/2036(4) |
102,898 | 92,649 | ||||||
| Chase Mortgage Finance Trust Series 2007-A1 |
||||||||
| 3.17%, 02/25/2037(4) |
52,876 | 52,443 | ||||||
| 3.36%, 02/25/2037(4) |
7,916 | 7,849 | ||||||
| 3.50%, 02/25/2037(4) |
29,611 | 29,310 | ||||||
| 3.77%, 02/25/2037(4) |
27,724 | 27,231 | ||||||
| Chase Mortgage Finance Trust Series 2007-A2 |
||||||||
| 3.52%, 06/25/2035(4) |
22,194 | 21,307 | ||||||
| 3.53%, 06/25/2035(4) |
42,087 | 41,718 | ||||||
| CHL Mortgage Pass-Through Trust 2002-18 |
||||||||
| 0.00%, 11/25/2032 |
6,266 | 5,704 | ||||||
| CHL Mortgage Pass-Through Trust 2004-3 |
||||||||
| 5.50%, 04/25/2034 |
24,638 | 25,117 | ||||||
| 5.75%, 04/25/2034 |
16,786 | 17,151 | ||||||
| CHL Mortgage Pass-Through Trust 2004-5 |
||||||||
| 5.50%, 06/25/2034 |
105,849 | 109,520 | ||||||
| CHL Mortgage Pass-Through Trust 2004-7 |
||||||||
| 3.56%, 06/25/2034(4) |
6,148 | 6,373 | ||||||
| CHL Mortgage Pass-Through Trust 2004-8 |
||||||||
| 4.50%, 06/25/2021 |
1,517 | 1,562 | ||||||
| CHL Mortgage Pass-Through Trust 2004-HYB1 |
||||||||
| 3.27%, 05/20/2034(4) |
8,824 | 8,684 | ||||||
| CHL Mortgage Pass-Through Trust 2004-HYB3 |
||||||||
| 3.00%, 06/20/2034(4) |
57,205 | 56,042 | ||||||
| CHL Mortgage Pass-Through Trust 2004-HYB6 |
||||||||
| 3.18%, 11/20/2034(4) |
32,623 | 32,765 | ||||||
| CHL Mortgage Pass-Through Trust 2005-14 |
||||||||
| 5.50%, 07/25/2035 |
19,949 | 17,086 | ||||||
| CHL Mortgage Pass-Through Trust 2005-16 |
||||||||
| 5.50%, 09/25/2035 |
7,590 | 6,829 | ||||||
| CHL Mortgage Pass-Through Trust 2005-22 |
||||||||
| 3.35%, 11/25/2035(4) |
137,339 | 127,205 | ||||||
| CIM Trust 2017-6 |
||||||||
| 3.02%, 06/25/2057(3)(4) |
3,842,643 | 3,879,599 | ||||||
| CIM Trust 2017-8 |
||||||||
| 3.00%, 12/25/2065(3)(4) |
6,889,891 | 6,911,291 | ||||||
| Citicorp Mortgage Securities Trust Series 2006-1 |
||||||||
| 5.00%, 02/25/2021 |
1,495 | 1,509 | ||||||
| Citicorp Mortgage Securities Trust Series 2006-4 |
||||||||
| 6.00%, 08/25/2036 |
44,459 | 45,583 | ||||||
| Citigroup Commercial Mortgage Trust 2014-GC19 |
||||||||
| 3.75%, 03/10/2047 |
3,833,033 | 4,130,439 | ||||||
| Citigroup Commercial Mortgage Trust 2014-GC21 |
||||||||
| 3.58%, 05/10/2047 |
3,225,515 | 3,458,524 | ||||||
| Citigroup Commercial Mortgage Trust 2014-GC23 |
||||||||
| 3.36%, 07/10/2047 |
9,634,692 | 10,358,029 | ||||||
| Citigroup Commercial Mortgage Trust 2015-GC29 |
||||||||
| 2.94%, 04/10/2048 |
10,000,000 | 10,565,007 | ||||||
| Citigroup Commercial Mortgage Trust 2015-GC33 |
||||||||
| 3.78%, 09/10/2058 |
717,000 | 802,359 | ||||||
| Citigroup Commercial Mortgage Trust 2016-C1 |
||||||||
| 2.94%, 05/10/2049 |
10,100,000 | 10,790,707 | ||||||
| Citigroup Commercial Mortgage Trust 2016-C3 |
||||||||
| 3.15%, 11/15/2049 |
2,764,000 | 3,064,590 | ||||||
| Citigroup Commercial Mortgage Trust 2016-GC37 |
||||||||
| 3.05%, 04/10/2049 |
13,750,000 | 14,711,822 | ||||||
| Citigroup Commercial Mortgage Trust 2016-P6 |
||||||||
| 3.72%, 12/10/2049(4) |
2,783,000 | 3,174,503 | ||||||
| Citigroup Commercial Mortgage Trust 2017-P7 |
||||||||
| 3.44%, 04/14/2050 |
16,000,000 | 17,938,688 | ||||||
| Citigroup Commercial Mortgage Trust 2017-P8 |
||||||||
| 3.20%, 09/15/2050 |
21,000,000 | 23,072,998 | ||||||
| Citigroup Commercial Mortgage Trust 2018-B2 |
||||||||
| 3.74%, 03/10/2051 |
22,000,000 | 25,202,903 | ||||||
| Citigroup Commercial Mortgage Trust 2019-C7 |
||||||||
| 2.86%, 12/15/2072 |
10,000,000 | 11,089,219 | ||||||
| 3.10%, 12/15/2072 |
5,196,000 | 5,861,969 |
| Citigroup Commercial Mortgage Trust 2020-GC46 |
||||||||
| 2.72%, 02/15/2053 |
13,520,000 | 14,791,035 | ||||||
| Citigroup Global Markets Mortgage Securities VII, Inc. |
||||||||
| 0.00%, 06/25/2033 |
142 | 129 | ||||||
| 2.86%, 09/25/2033(4) |
47,430 | 47,575 | ||||||
| 7.00%, 06/25/2033(1) |
12,923 | 13,415 | ||||||
| Citigroup Mortgage Loan Trust 2009-10 |
||||||||
| 2.79%, 09/25/2033(3)(4) |
152,822 | 151,721 | ||||||
| Citigroup Mortgage Loan Trust 2015-A |
||||||||
| 4.50%, 06/25/2058(3)(4) |
411,676 | 414,719 | ||||||
| Citigroup Mortgage Loan Trust 2018-A |
||||||||
| 4.00%, 01/25/2068(3)(4) |
2,189,003 | 2,198,757 | ||||||
| Citigroup Mortgage Loan Trust, Inc. |
||||||||
| 0.00%, 09/25/2033 |
3,914 | 3,594 | ||||||
| 0.00%, 10/25/2033 |
2,265 | 1,968 | ||||||
| 2.51%, 02/25/2035(4) |
21,184 | 18,094 | ||||||
| 2.95%, 08/25/2034(4) |
9,287 | 8,770 | ||||||
| 3.00%, 08/25/2035(4) |
60,423 | 47,620 | ||||||
| 5.25%, 10/25/2033 |
14,432 | 14,794 | ||||||
| 5.50%, 05/25/2035 |
94,880 | 98,315 | ||||||
| 5.50%, 11/25/2035 |
1,213 | 1,209 | ||||||
| 6.00%, 11/25/2035 |
2,004,149 | 2,048,771 | ||||||
| 7.00%, 09/25/2033 |
2,850 | 2,906 | ||||||
| COBALT CMBS Commercial Mortgage Trust 2006-C1 |
||||||||
| 1.09%, 08/15/2048(4) |
443,608 | 386 | ||||||
| COMM 2012-CCRE1 Mortgage Trust |
||||||||
| 3.39%, 05/15/2045 |
3,783,014 | 3,862,010 | ||||||
| COMM 2012-CCRE2 Mortgage Trust |
||||||||
| 1.79%, 08/15/2045(4) |
2,639,079 | 58,281 | ||||||
| 3.15%, 08/15/2045 |
9,614,464 | 9,930,718 | ||||||
| COMM 2013-300P Mortgage Trust |
||||||||
| 4.35%, 08/10/2030(3) |
516,000 | 551,580 | ||||||
| COMM 2013-CCRE10 Mortgage Trust |
||||||||
| 3.92%, 08/10/2046 |
4,113,981 | 4,414,446 | ||||||
| COMM 2013-CCRE11 Mortgage Trust |
||||||||
| 4.26%, 08/10/2050 |
8,100,000 | 8,818,620 | ||||||
| COMM 2013-CCRE12 Mortgage Trust |
||||||||
| 3.77%, 10/10/2046 |
9,308,032 | 10,017,677 | ||||||
| COMM 2013-CCRE7 Mortgage Trust |
||||||||
| 3.21%, 03/10/2046 |
1,225,913 | 1,282,217 | ||||||
| COMM 2013-CCRE9 Mortgage Trust |
||||||||
| 4.02%, 07/10/2045 |
3,059,736 | 3,257,051 | ||||||
| COMM 2013-SFS Mortgage Trust |
||||||||
| 3.09%, 04/12/2035(3)(4) |
708,000 | 697,350 | ||||||
| COMM 2014-CCRE15 Mortgage Trust |
||||||||
| 2.93%, 02/10/2047 |
1,799,555 | 1,822,373 | ||||||
| COMM 2014-CCRE19 Mortgage Trust |
||||||||
| 3.80%, 08/10/2047 |
17,769,300 | 19,507,742 | ||||||
| COMM 2014-CCRE20 Mortgage Trust |
||||||||
| 3.33%, 11/10/2047 |
12,000,000 | 12,814,498 | ||||||
| COMM 2014-UBS4 Mortgage Trust |
||||||||
| 2.96%, 08/10/2047 |
417,521 | 419,811 | ||||||
| COMM 2015-CCRE24 Mortgage Trust |
||||||||
| 3.43%, 08/10/2048 |
7,246,822 | 7,981,120 | ||||||
| 3.70%, 08/10/2048 |
770,833 | 862,370 | ||||||
| COMM 2015-CCRE25 Mortgage Trust |
||||||||
| 3.51%, 08/10/2048 |
10,685,803 | 11,575,906 | ||||||
| 3.76%, 08/10/2048 |
2,437,000 | 2,725,882 | ||||||
| COMM 2015-LC23 Mortgage Trust |
||||||||
| 3.77%, 10/10/2048 |
4,039,090 | 4,535,033 | ||||||
| COMM 2018-HOME Mortgage Trust |
||||||||
| 3.94%, 04/10/2033(3)(4) |
10,975,000 | 12,244,124 | ||||||
| COMM 2020-CBM Mortgage Trust |
||||||||
| 3.40%, 02/10/2037(3) |
6,090,000 | 5,933,153 | ||||||
| Credit Suisse Commercial Mortgage Trust Series 2007-C2 |
||||||||
| 0.00%, 01/15/2049(3)(4) |
1,912,407 | 1 | ||||||
| Credit Suisse First Boston Mortgage Securities Corp. |
||||||||
| 0.00%, 10/25/2033 |
35,656 | 30,001 | ||||||
| 3.43%, 03/25/2034(4) |
804,568 | 859,072 | ||||||
| 3.49%, 06/25/2033(4) |
22,909 | 22,769 | ||||||
| 5.25%, 07/25/2033 |
912,392 | 945,789 | ||||||
| 5.25%, 09/25/2033 |
39,038 | 40,410 | ||||||
| 5.25%, 09/25/2034 |
9,388 | 8,608 | ||||||
| 6.72%, 02/25/2033(4) |
65,203 | 66,430 | ||||||
| CSAIL 2015-C4 Commercial Mortgage Trust |
||||||||
| 3.54%, 11/15/2048 |
7,499,370 | 8,221,637 | ||||||
| CSAIL 2016-C7 Commercial Mortgage Trust |
||||||||
| 3.50%, 11/15/2049 |
1,882,000 | 2,085,656 | ||||||
| CSAIL 2017-C8 Commercial Mortgage Trust |
||||||||
| 3.13%, 06/15/2050 |
15,525,000 | 17,037,990 | ||||||
| CSAIL 2019-C16 Commercial Mortgage Trust |
||||||||
| 3.33%, 06/15/2052 |
1,299,000 | 1,452,479 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27 |
||||||||
| 5.25%, 11/25/2033 |
19,169 | 19,429 | ||||||
| 5.25%, 11/25/2033 |
22,079 | 22,600 | ||||||
| 5.75%, 11/25/2033 |
233,020 | 245,270 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates Series 2004-4 |
||||||||
| 5.50%, 09/25/2034 |
32,772 | 34,045 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8 |
||||||||
| 5.50%, 12/25/2034 |
75,334 | 78,663 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 |
||||||||
| 0.00%, 11/25/2035 |
7,025 | 4,977 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9 |
||||||||
| 0.00%, 10/25/2035 |
13,943 | 11,551 | ||||||
| 5.50%, 10/25/2035 |
169,500 | 2,000 | ||||||
| CSMA SFR Holdings II A-1 |
||||||||
| 3.50%, 07/25/2023(14) |
6,424,177 | 6,417,752 | ||||||
| CSMC 2014-USA OA LLC |
||||||||
| 4.37%, 09/15/2037(3) |
3,000,000 | 2,280,778 | ||||||
| CSMC 2018-RPL7 Trust |
||||||||
| 4.00%, 08/26/2058(3) |
3,270,640 | 3,321,508 | ||||||
| CSMC 2018-RPL9 Trust |
||||||||
| 3.85%, 09/25/2057(3)(4) |
7,206,971 | 7,903,349 | ||||||
| CSMC 2020-RPL3 Trust |
||||||||
| 2.69%, 03/25/2060(3) |
3,489,850 | 3,489,742 | ||||||
| CSMC 2020-WL1 TR Variable REGD 144A |
||||||||
| 2.35% (1 Month LIBOR USD + 1.40%), 12/26/2059(2)(3)(14) |
11,144,027 | 11,032,586 | ||||||
| CSMC Series 2019-11R |
||||||||
| 1.50% (1 Month LIBOR USD + 1.35%, 1.35% Floor), 09/25/2045(2)(3) |
6,363,473 | 6,331,638 | ||||||
| CSMCM 2018-RPL4 Trust |
||||||||
| 3.75%, 05/25/2058(3) |
3,522,389 | 3,581,391 | ||||||
| CSMCM 2018-RPL9 Trust |
||||||||
| 3.93%, 09/25/2057(3)(14) |
2,929,036 | 2,820,662 | ||||||
| DBJPM 16-C1 Mortgage Trust |
||||||||
| 3.02%, 05/10/2049 |
15,000,000 | 16,351,366 | ||||||
| DBJPM 20-C9 Mortgage Trust |
||||||||
| 1.64%, 09/15/2053 |
20,600,000 | 20,932,402 | ||||||
| DBUBS 2011-LC2 Mortgage Trust |
||||||||
| 1.15%, 07/10/2044(3)(4) |
2,003,255 | 4,774 | ||||||
| Deephaven Residential Mortgage Trust 2017-1 |
||||||||
| 3.49%, 12/26/2046(3)(4) |
158,043 | 158,804 | ||||||
| Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust Series 2005-1 |
||||||||
| 4.92%, 02/25/2021(4) |
10,770 | 10,707 | ||||||
| Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust Series 2005-3 |
||||||||
| 4.27%, 06/25/2021(4) |
16,222 | 16,160 | ||||||
| Deutsche Mortgage Securities, Inc. Mortgage Loan Trust 2004-4 |
||||||||
| 6.15%, 04/25/2034(1) |
90 | 92 | ||||||
| Eagle RE 2018-1 Ltd. |
||||||||
| 1.88% (1 Month LIBOR USD + 1.70%, 1.70% Floor), 11/25/2028(2)(3) |
1,514,166 | 1,511,039 | ||||||
| Eagle RE 2019-1 Ltd. |
||||||||
| 1.95% (1 Month LIBOR USD + 1.80%), 04/25/2029(2)(3) |
866,253 | 860,545 | ||||||
| Fannie Mae |
||||||||
| 2.00%(9) |
102,841,812 | 106,058,610 | ||||||
| 2.00%, 10/01/2035(9) |
7,075,000 | 7,351,367 | ||||||
| 2.00%, 10/01/2050(9) |
81,075,000 | 83,811,281 | ||||||
| 2.50%, 10/01/2050(9) |
3,899,001 | 4,089,382 | ||||||
| 3.00%, 11/01/2048(9) |
9,000,000 | 9,429,961 | ||||||
| 3.00%, 10/01/2050(9) |
12,690,000 | 13,293,271 | ||||||
| 3.50%, 10/01/2049(9) |
5,635,000 | 5,940,743 | ||||||
| 4.00%, 10/01/2050(9) |
17,300,000 | 18,448,828 | ||||||
| 4.50%, 10/01/2050(9) |
6,945,000 | 7,512,808 | ||||||
| 5.00%, 10/01/2049(9) |
4,970,000 | 5,445,839 | ||||||
| Fannie Mae Grantor Trust 1999-T2 |
||||||||
| 7.50%, 01/19/2039(4) |
57,446 | 62,817 | ||||||
| Fannie Mae Grantor Trust 2001-T3 |
||||||||
| 7.50%, 11/25/2040 |
93,451 | 106,147 | ||||||
| Fannie Mae Grantor Trust 2002-T16 |
||||||||
| 7.00%, 07/25/2042 |
105,912 | 129,073 | ||||||
| Fannie Mae Grantor Trust 2004-T1 |
||||||||
| 6.50%, 01/25/2044 |
20,558 | 24,299 | ||||||
| Fannie Mae Grantor Trust 2004-T2 |
||||||||
| 4.13%, 07/25/2043(4) |
88,743 | 93,783 | ||||||
| 7.50%, 11/25/2043 |
176,110 | 208,811 | ||||||
| Fannie Mae Grantor Trust 2004-T3 |
||||||||
| 6.50%, 02/25/2044 |
263,883 | 313,060 | ||||||
| 7.00%, 02/25/2044 |
110,052 | 132,416 | ||||||
| 10.31%, 01/25/2044(4) |
21,392 | 26,247 | ||||||
| Fannie Mae Grantor Trust 2017-T1 |
||||||||
| 2.90%, 06/25/2027 |
6,526,734 | 7,213,983 | ||||||
| Fannie Mae Interest Strip |
||||||||
| 0.00%, 09/25/2024 |
32,812 | 32,030 | ||||||
| 0.00%, 01/25/2033 |
7,316 | 6,926 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 08/25/2042(2) |
549,238 | 554,987 | ||||||
| 0.70% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/25/2042(2) |
1,297,775 | 1,306,058 |
| 5.00%, 12/25/2033(4) |
9,805 | 1,432 | ||||||
| 5.50%, 05/25/2036 |
37,701 | 7,856 | ||||||
| 5.50%, 08/25/2036 |
25,016 | 4,618 | ||||||
| 5.50%, 04/25/2037 |
11,337 | 1,767 | ||||||
| 6.00%, 01/25/2038 |
25,024 | 4,966 | ||||||
| 7.50%, 04/25/2023 |
348 | 25 | ||||||
| 9.00%, 03/25/2024 |
292 | 318 | ||||||
| Fannie Mae Pool |
||||||||
| 0.51% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 97.76% Cap), 01/01/2023(2) |
1,381,923 | 1,380,014 | ||||||
| 0.64% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 98.56% Cap), 09/01/2024(2) |
3,422,071 | 3,415,160 | ||||||
| 0.96% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 98.04% Cap), 03/01/2022(2) |
856,874 | 855,525 | ||||||
| 1.95% (6 Month LIBOR USD + 1.30%, 1.30% Floor, 11.97% Cap), 07/01/2037(2) |
44,143 | 45,439 | ||||||
| 1.96% (6 Month LIBOR USD + 1.48%, 1.48% Floor, 12.67% Cap), 02/01/2037(2) |
45,867 | 47,516 | ||||||
| 2.00%, 12/01/2020 |
1,548,000 | 1,547,459 | ||||||
| 2.00%, 08/01/2031 |
2,267,810 | 2,368,200 | ||||||
| 2.00% (6 Month LIBOR USD + 1.54%, 1.54% Floor, 10.94% Cap), 02/01/2035(2) |
4,138 | 4,280 | ||||||
| 2.07% (6 Month LIBOR USD + 1.20%, 1.20% Floor, 10.38% Cap), 08/01/2034(2) |
27,672 | 27,944 | ||||||
| 2.11% (1 Year LIBOR USD + 1.49%, 1.49% Floor, 11.86% Cap), 09/01/2037(2) |
3,533 | 3,516 | ||||||
| 2.11% (1 Year LIBOR USD + 1.61%, 1.62% Floor, 9.98% Cap), 08/01/2034(2) |
12,757 | 12,957 | ||||||
| 2.14% (1 Year LIBOR USD + 1.26%, 1.27% Floor, 9.89% Cap), 05/01/2035(2) |
11,088 | 11,137 | ||||||
| 2.22% (1 Year LIBOR USD + 1.47%, 1.47% Floor, 10.72% Cap), 07/01/2037(2) |
7,810 | 7,851 | ||||||
| 2.27% (6 Month LIBOR USD + 1.45%, 1.45% Floor, 12.56% Cap), 01/01/2037(2) |
39,431 | 40,755 | ||||||
| 2.27% (1 Year LIBOR USD + 1.64%, 1.64% Floor, 10.97% Cap), 09/01/2034(2) |
785 | 791 | ||||||
| 2.28%, 12/01/2022 |
942,355 | 969,088 | ||||||
| 2.29%, 10/01/2026 |
9,950,143 | 10,657,025 | ||||||
| 2.31% (1 Year LIBOR USD + 1.68%, 1.68% Floor, 11.09% Cap), 09/01/2036(2) |
77,866 | 80,855 | ||||||
| 2.32%, 12/01/2022 |
344,714 | 354,656 | ||||||
| 2.34%, 12/01/2022 |
2,175,572 | 2,239,295 | ||||||
| 2.34%, 01/01/2023 |
1,255,775 | 1,294,445 | ||||||
| 2.35% (6 Month LIBOR USD + 1.41%, 1.41% Floor, 9.28% Cap), 09/01/2033(2) |
28,429 | 28,606 | ||||||
| 2.37%, 11/01/2022 |
434,851 | 447,196 | ||||||
| 2.37%, 01/01/2023 |
1,001,175 | 1,031,792 | ||||||
| 2.38%, 11/01/2022 |
792,944 | 815,616 | ||||||
| 2.39% (1 Year LIBOR USD + 1.41%, 1.38% Floor, 11.31% Cap), 11/01/2037(2) |
96,431 | 100,017 | ||||||
| 2.39% (1 Year LIBOR USD + 1.46%, 1.46% Floor, 10.53% Cap), 09/01/2037(2) |
23,923 | 24,333 | ||||||
| 2.41%, 11/01/2022 |
142,963 | 147,119 | ||||||
| 2.42%, 12/01/2022 |
1,075,977 | 1,109,103 | ||||||
| 2.42%, 06/01/2023 |
823,900 | 857,161 | ||||||
| 2.42% (1 Year LIBOR USD + 1.75%, 1.75% Floor, 10.00% Cap), 08/01/2034(2) |
6,049 | 6,134 | ||||||
| 2.42% (1 Year LIBOR USD + 1.55%, 1.55% Floor, 11.17% Cap), 06/01/2036(2) |
7,314 | 7,343 | ||||||
| 2.45%, 11/01/2022 |
1,378,404 | 1,420,415 | ||||||
| 2.45%, 02/01/2023 |
1,290,000 | 1,335,220 | ||||||
| 2.48% (1 Year LIBOR USD + 1.85%, 1.85% Floor, 12.02% Cap), 09/01/2037(2) |
12,068 | 12,143 | ||||||
| 2.49% (1 Year LIBOR USD + 1.86%, 1.86% Floor, 10.75% Cap), 08/01/2036(2) |
54,042 | 56,945 | ||||||
| 2.49%, 03/01/2023 |
740,211 | 768,763 | ||||||
| 2.50%, 04/01/2023 |
1,445,000 | 1,506,711 | ||||||
| 2.50%, 09/01/2027 |
313,272 | 327,415 | ||||||
| 2.50%, 04/01/2028 |
3,051,244 | 3,190,407 | ||||||
| 2.50%, 04/01/2030 |
1,672,315 | 1,781,001 | ||||||
| 2.50%, 05/01/2030 |
2,041,184 | 2,161,558 | ||||||
| 2.50%, 11/01/2031 |
2,778,275 | 2,952,842 | ||||||
| 2.50%, 12/01/2034 |
16,963,239 | 17,924,477 | ||||||
| 2.50%, 08/01/2035 |
6,085,956 | 6,434,641 | ||||||
| 2.50%, 09/01/2035 |
7,583,640 | 8,018,140 | ||||||
| 2.50%, 12/01/2036 |
3,318,842 | 3,497,780 | ||||||
| 2.50%, 01/01/2043 |
2,193,094 | 2,336,096 | ||||||
| 2.50%, 02/01/2043 |
981,165 | 1,045,143 | ||||||
| 2.50%, 10/01/2043 |
2,059,262 | 2,193,546 | ||||||
| 2.50%, 05/01/2046 |
1,160,932 | 1,227,225 | ||||||
| 2.50%, 07/01/2046 |
2,447,705 | 2,588,636 | ||||||
| 2.50%, 10/01/2046 |
879,185 | 934,729 | ||||||
| 2.50%, 09/01/2050 |
3,844,006 | 4,067,282 | ||||||
| 2.50%, 09/01/2050 |
8,032,677 | 8,439,822 | ||||||
| 2.50% (1 Year LIBOR USD + 1.61%, 1.61% Floor, 9.37% Cap), 08/01/2033(2) |
21,244 | 22,108 | ||||||
| 2.52% (11th District Cost of Funds Index + 1.25%, 1.92% Floor, 12.65% Cap), 09/01/2027(2) |
2,693 | 2,710 | ||||||
| 2.52%, 05/01/2023 |
3,302,000 | 3,444,761 | ||||||
| 2.52%, 11/01/2029 |
14,750,000 | 16,027,958 | ||||||
| 2.52% (1 Year LIBOR USD + 1.77%, 1.77% Floor, 11.03% Cap), 07/01/2036(2) |
29,806 | 30,410 | ||||||
| 2.53% (1 Year CMT Index + 2.12%, 2.12% Floor, 10.49% Cap), 08/01/2036(2) |
10,270 | 10,368 | ||||||
| 2.53% (1 Year LIBOR USD + 1.88%, 1.88% Floor, 11.53% Cap), 08/01/2036(2) |
16,236 | 16,424 | ||||||
| 2.53% (6 Month LIBOR USD + 1.23%, 1.23% Floor, 12.61% Cap), 09/01/2036(2) |
79,168 | 80,778 | ||||||
| 2.55%, 11/01/2022 |
367,249 | 378,776 | ||||||
| 2.55%, 11/01/2022 |
1,149,687 | 1,185,773 | ||||||
| 2.55%, 10/01/2028 |
9,300,000 | 10,274,248 | ||||||
| 2.57% (6 Month LIBOR USD + 1.51%, 1.51% Floor, 10.85% Cap), 01/01/2035(2) |
140,189 | 144,894 | ||||||
| 2.58%, 09/01/2028 |
3,830,000 | 4,240,348 | ||||||
| 2.59%, 09/01/2028 |
7,552,000 | 8,370,605 | ||||||
| 2.60%, 06/01/2022 |
759,833 | 778,273 | ||||||
| 2.62%, 10/01/2028 |
9,264,517 | 10,256,710 | ||||||
| 2.64%, 04/01/2023 |
328,602 | 342,902 | ||||||
| 2.64%, 07/01/2023 |
413,000 | 433,336 | ||||||
| 2.65%, 08/01/2022 |
1,032,000 | 1,061,626 |
| 2.67%, 07/01/2022 |
624,000 | 641,130 | ||||||
| 2.68%, 05/01/2025 |
1,808,446 | 1,945,676 | ||||||
| 2.70%, 04/01/2023(4) |
381,357 | 398,459 | ||||||
| 2.70%, 04/01/2025 |
4,773,210 | 5,140,825 | ||||||
| 2.75%, 03/01/2022 |
156,362 | 160,455 | ||||||
| 2.76%, 06/01/2022 |
1,568,272 | 1,593,144 | ||||||
| 2.77% (1 Year LIBOR USD + 1.65%, 1.65% Floor, 10.98% Cap), 07/01/2037(2) |
115,367 | 120,615 | ||||||
| 2.77%, 06/01/2023 |
894,330 | 939,571 | ||||||
| 2.79%, 05/01/2027 |
1,988,725 | 2,205,625 | ||||||
| 2.79%, 06/01/2023(4) |
1,430,859 | 1,500,865 | ||||||
| 2.81%, 04/01/2025 |
2,900,000 | 3,144,774 | ||||||
| 2.81%, 05/01/2027 |
1,915,898 | 2,122,593 | ||||||
| 2.81% (1 Year LIBOR USD + 1.83%, 1.83% Floor, 11.11% Cap), 06/01/2036(2) |
86,008 | 90,462 | ||||||
| 2.82%, 07/01/2022 |
980,537 | 1,008,801 | ||||||
| 2.83%, 05/01/2027 |
8,000,000 | 8,903,689 | ||||||
| 2.85% (1 Year LIBOR USD + 1.92%, 1.92% Floor, 10.50% Cap), 06/01/2036(2) |
25,005 | 25,618 | ||||||
| 2.87% (1 Year CMT Index + 1.88%, 1.88% Floor, 9.99% Cap), 07/01/2035(2) |
7,259 | 7,260 | ||||||
| 2.88% (1 Year LIBOR USD + 1.60%, 1.60% Floor, 10.89% Cap), 05/01/2035(2) |
5,601 | 5,684 | ||||||
| 2.90%, 12/01/2024 |
2,000,000 | 2,165,783 | ||||||
| 2.90%, 10/01/2029 |
3,410,539 | 3,863,847 | ||||||
| 2.90% (1 Year CMT Index + 2.30%, 2.30% Floor, 9.20% Cap), 06/01/2034(2) |
31,933 | 33,684 | ||||||
| 2.91% (1 Year LIBOR USD + 1.60%, 1.60% Floor, 10.57% Cap), 09/01/2035(2) |
16,096 | 16,471 | ||||||
| 2.91%, 03/01/2027 |
9,742,520 | 10,828,709 | ||||||
| 2.91%, 12/01/2027 |
9,285,804 | 10,404,244 | ||||||
| 2.92% (1 Year LIBOR USD + 1.80%, 1.80% Floor, 10.21% Cap), 07/01/2037(2) |
33,157 | 33,434 | ||||||
| 2.92%, 12/01/2024 |
987,442 | 1,069,424 | ||||||
| 2.93%, 01/01/2025 |
1,848,323 | 2,001,101 | ||||||
| 2.94%, 05/01/2022 |
955,091 | 979,935 | ||||||
| 2.94% (6 Month LIBOR USD + 2.03%, 2.03% Floor, 10.81% Cap), 02/01/2037(2) |
41,219 | 43,601 | ||||||
| 2.95% (1 Year LIBOR USD + 1.81%, 1.81% Floor, 9.16% Cap), 09/01/2033(2) |
8,842 | 9,252 | ||||||
| 2.97%, 01/01/2022 |
685,914 | 698,798 | ||||||
| 3.00%, 06/01/2027 |
2,000,000 | 2,244,696 | ||||||
| 3.00%, 10/01/2027 |
2,033,991 | 2,136,504 | ||||||
| 3.00%, 08/01/2028 |
994,278 | 1,044,621 | ||||||
| 3.00%, 09/01/2028 |
1,612,668 | 1,717,877 | ||||||
| 3.00%, 12/01/2028 |
587,191 | 616,651 | ||||||
| 3.00%, 05/01/2030 |
1,557,900 | 1,648,859 | ||||||
| 3.00%, 09/01/2030 |
6,491,930 | 6,928,649 | ||||||
| 3.00%, 04/01/2032 |
10,718,654 | 11,310,494 | ||||||
| 3.00%, 02/01/2034 |
5,740,316 | 6,030,676 | ||||||
| 3.00%, 08/01/2036 |
1,239,769 | 1,298,375 | ||||||
| 3.00%, 05/01/2042 |
456,803 | 485,949 | ||||||
| 3.00%, 09/01/2042 |
11,029,075 | 11,420,532 | ||||||
| 3.00%, 10/01/2042 |
354,317 | 366,824 | ||||||
| 3.00%, 10/01/2042 |
4,237,654 | 4,508,671 | ||||||
| 3.00%, 11/01/2042 |
1,884,337 | 2,008,576 | ||||||
| 3.00%, 12/01/2042 |
91,285 | 97,222 | ||||||
| 3.00%, 12/01/2042 |
956,960 | 1,017,780 | ||||||
| 3.00%, 01/01/2043 |
871,749 | 928,871 | ||||||
| 3.00%, 01/01/2043 |
1,360,217 | 1,449,007 | ||||||
| 3.00%, 01/01/2043 |
1,380,566 | 1,467,171 | ||||||
| 3.00%, 01/01/2043 |
1,469,337 | 1,563,860 | ||||||
| 3.00%, 02/01/2043 |
740,728 | 787,247 | ||||||
| 3.00%, 04/01/2043 |
1,817,437 | 1,936,422 | ||||||
| 3.00%, 04/01/2043 |
1,871,840 | 2,000,087 | ||||||
| 3.00%, 04/01/2043 |
3,019,398 | 3,216,424 | ||||||
| 3.00%, 05/01/2043 |
94,111 | 99,671 | ||||||
| 3.00%, 05/01/2043 |
295,832 | 314,755 | ||||||
| 3.00%, 05/01/2043 |
690,817 | 736,688 | ||||||
| 3.00%, 05/01/2043 |
8,707,020 | 9,274,371 | ||||||
| 3.00%, 06/01/2043 |
82,794 | 88,141 | ||||||
| 3.00%, 06/01/2043 |
273,040 | 291,062 | ||||||
| 3.00%, 06/01/2043 |
508,783 | 540,735 | ||||||
| 3.00%, 06/01/2043 |
2,216,917 | 2,406,704 | ||||||
| 3.00%, 06/01/2043 |
5,972,991 | 6,359,794 | ||||||
| 3.00%, 07/01/2043 |
67,213 | 71,582 | ||||||
| 3.00%, 07/01/2043 |
287,239 | 304,531 | ||||||
| 3.00%, 07/01/2043 |
338,062 | 359,923 | ||||||
| 3.00%, 07/01/2043 |
783,885 | 825,099 | ||||||
| 3.00%, 07/01/2043 |
1,342,256 | 1,429,236 | ||||||
| 3.00%, 07/01/2043 |
6,605,433 | 7,056,819 | ||||||
| 3.00%, 08/01/2043 |
944,215 | 1,006,316 | ||||||
| 3.00%, 08/01/2043 |
3,413,220 | 3,637,297 | ||||||
| 3.00%, 08/01/2043 |
5,448,936 | 5,797,567 | ||||||
| 3.00%, 10/01/2043 |
84,562 | 89,984 | ||||||
| 3.00%, 10/01/2043 |
11,787,737 | 12,592,819 | ||||||
| 3.00%, 02/01/2044 |
5,999,402 | 6,391,166 | ||||||
| 3.00%, 04/01/2045 |
6,603,577 | 7,077,393 | ||||||
| 3.00%, 05/01/2046 |
7,364,269 | 7,741,306 | ||||||
| 3.00%, 09/01/2046 |
890,206 | 949,112 | ||||||
| 3.00%, 11/01/2046 |
2,378,030 | 2,493,855 | ||||||
| 3.00%, 11/01/2046 |
5,925,666 | 6,311,948 |
| 3.00%, 11/01/2046 |
8,245,930 | 8,667,848 | ||||||
| 3.00%, 01/01/2047 |
4,730,329 | 4,972,436 | ||||||
| 3.00%, 02/01/2047 |
1,042,165 | 1,109,799 | ||||||
| 3.00%, 02/01/2047 |
1,623,974 | 1,729,635 | ||||||
| 3.00%, 03/01/2047 |
745,964 | 784,002 | ||||||
| 3.00%, 10/01/2047 |
1,882,099 | 1,938,008 | ||||||
| 3.00%, 09/01/2049 |
2,708,413 | 2,909,417 | ||||||
| 3.00%, 11/01/2049 |
4,308,446 | 4,637,273 | ||||||
| 3.00%, 11/01/2049 |
6,696,141 | 7,207,194 | ||||||
| 3.00%, 12/01/2049 |
1,370,555 | 1,461,495 | ||||||
| 3.00%, 12/01/2049 |
1,726,330 | 1,858,087 | ||||||
| 3.00%, 12/01/2049 |
8,949,641 | 9,449,923 | ||||||
| 3.00%, 02/01/2050 |
2,712,597 | 2,921,083 | ||||||
| 3.00%, 02/01/2050 |
3,676,119 | 3,946,944 | ||||||
| 3.00%, 03/01/2050 |
799,245 | 856,717 | ||||||
| 3.00%, 03/01/2050 |
1,177,358 | 1,268,088 | ||||||
| 3.00%, 03/01/2050 |
4,809,098 | 5,091,378 | ||||||
| 3.00%, 04/01/2050 |
4,658,331 | 4,883,362 | ||||||
| 3.00%, 06/01/2050 |
1,715,752 | 1,797,560 | ||||||
| 3.00%, 06/01/2050 |
8,151,860 | 8,753,162 | ||||||
| 3.00%, 09/01/2050 |
8,236,519 | 8,743,924 | ||||||
| 3.02%, 05/01/2022 |
608,194 | 624,598 | ||||||
| 3.02%, 07/01/2029 |
8,200,000 | 9,388,192 | ||||||
| 3.03%, 12/01/2021 |
853,811 | 868,557 | ||||||
| 3.03%, 01/01/2022 |
750,895 | 765,274 | ||||||
| 3.03%, 04/01/2027 |
1,489,966 | 1,670,562 | ||||||
| 3.07%, 02/01/2025 |
4,995,000 | 5,435,458 | ||||||
| 3.07% (1 Year CMT Index + 2.21%, 2.21% Floor, 9.60% Cap), 04/01/2035(2) |
26,088 | 26,497 | ||||||
| 3.08%, 04/01/2022 |
937,580 | 961,878 | ||||||
| 3.08%, 12/01/2024 |
1,835,639 | 1,994,477 | ||||||
| 3.08%, 01/01/2028 |
8,000,000 | 8,941,309 | ||||||
| 3.09%, 01/01/2022 |
1,199,984 | 1,223,727 | ||||||
| 3.09%, 09/01/2029 |
7,484,000 | 8,567,985 | ||||||
| 3.10%, 09/01/2025 |
4,850,828 | 5,360,163 | ||||||
| 3.10%, 01/01/2028 |
6,750,000 | 7,665,011 | ||||||
| 3.11%, 12/01/2024 |
2,468,908 | 2,693,179 | ||||||
| 3.12%, 11/01/2026 |
952,652 | 1,064,968 | ||||||
| 3.12%, 06/01/2035 |
3,400,000 | 3,950,011 | ||||||
| 3.13%, 03/01/2027 |
6,835,000 | 7,703,349 | ||||||
| 3.13% (1 Year CMT Index + 2.38%, 2.38% Floor, 10.18% Cap), 10/01/2034(2) |
27,411 | 28,974 | ||||||
| 3.14%, 03/01/2022 |
268,674 | 275,203 | ||||||
| 3.14%, 12/01/2026 |
1,783,820 | 1,991,193 | ||||||
| 3.15% (1 Year LIBOR USD + 1.77%, 1.77% Floor, 11.62% Cap), 10/01/2036(2) |
27,974 | 28,126 | ||||||
| 3.15% (12 Month U.S. Treasury Average + 1.98%, 1.98% Floor, 8.60% Cap), 01/01/2036(2) |
82,338 | 84,971 | ||||||
| 3.16% (1 Year CMT Index + 2.08%, 2.05% Floor, 10.67% Cap), 11/01/2037(2) |
50,711 | 53,048 | ||||||
| 3.18% (1 Year CMT Index + 2.47%, 2.47% Floor, 10.46% Cap), 10/01/2035(2) |
42,898 | 43,308 | ||||||
| 3.19%, 01/01/2033 |
4,417,106 | 4,928,450 | ||||||
| 3.19%, 03/01/2036 |
2,494,009 | 2,839,843 | ||||||
| 3.20%, 01/01/2022 |
775,484 | 791,632 | ||||||
| 3.20%, 06/01/2029 |
3,432,442 | 3,964,802 | ||||||
| 3.20%, 06/01/2030 |
979,771 | 1,127,339 | ||||||
| 3.20% (1 Year LIBOR USD + 2.37%, 2.37% Floor, 11.23% Cap), 08/01/2037(2) |
50,564 | 51,893 | ||||||
| 3.21%, 03/01/2022 |
310,000 | 317,873 | ||||||
| 3.22%, 09/01/2032 |
6,000,000 | 6,260,913 | ||||||
| 3.23%, 01/01/2030 |
4,448,184 | 5,116,463 | ||||||
| 3.24%, 10/01/2026 |
1,787,020 | 2,000,400 | ||||||
| 3.24%, 12/01/2026 |
1,500,000 | 1,695,394 | ||||||
| 3.25%, 09/01/2026 |
1,448,431 | 1,626,411 | ||||||
| 3.25%, 02/01/2027 |
5,613,668 | 6,306,180 | ||||||
| 3.25% (1 Year LIBOR USD + 1.49%, 1.49% Floor, 9.96% Cap), 10/01/2034(2) |
7,864 | 8,143 | ||||||
| 3.26%, 12/01/2026 |
935,490 | 1,048,592 | ||||||
| 3.26%, 10/01/2030 |
4,787,044 | 5,512,300 | ||||||
| 3.28%, 02/01/2029 |
8,130,850 | 9,424,658 | ||||||
| 3.29%, 08/01/2026 |
2,995,994 | 3,356,565 | ||||||
| 3.31%, 12/01/2021 |
349,791 | 356,575 | ||||||
| 3.32%, 03/01/2029 |
2,832,281 | 3,264,089 | ||||||
| 3.34%, 02/01/2027 |
1,500,000 | 1,689,919 | ||||||
| 3.35% (6 Month LIBOR USD + 1.60%, 1.60% Floor, 10.27% Cap), 09/01/2036(2) |
27,411 | 28,486 | ||||||
| 3.38%, 12/01/2023 |
2,387,977 | 2,583,040 | ||||||
| 3.39%, 09/01/2030 |
1,825,931 | 2,121,374 | ||||||
| 3.40%, 10/01/2021 |
315,499 | 320,386 | ||||||
| 3.43%, 11/01/2021 |
906,896 | 923,293 | ||||||
| 3.45%, 01/01/2024 |
1,696,113 | 1,826,498 | ||||||
| 3.45%, 04/01/2035 |
1,823,774 | 2,162,598 | ||||||
| 3.49% (1 Year LIBOR USD + 1.49%, 1.49% Floor, 10.29% Cap), 11/01/2033(2) |
29,467 | 29,643 | ||||||
| 3.50% (1 Year LIBOR USD + 1.50%, 1.50% Floor, 10.35% Cap), 01/01/2035(2) |
9,512 | 9,549 | ||||||
| 3.50%, 12/01/2023 |
2,177,173 | 2,346,526 | ||||||
| 3.50%, 03/01/2027 |
1,087,487 | 1,154,973 | ||||||
| 3.50%, 12/01/2029 |
2,434,268 | 2,615,405 | ||||||
| 3.50%, 05/01/2030 |
457,268 | 490,884 | ||||||
| 3.50%, 08/01/2030 |
2,740,671 | 2,898,756 | ||||||
| 3.50%, 12/01/2030 |
1,568,204 | 1,667,550 |
| 3.50%, 07/01/2032 |
108,387 | 117,097 | ||||||
| 3.50%, 09/01/2032 |
3,446,687 | 3,646,482 | ||||||
| 3.50%, 11/01/2032 |
760,358 | 830,658 | ||||||
| 3.50%, 12/01/2032 |
245,221 | 263,585 | ||||||
| 3.50%, 12/01/2032 |
11,219,710 | 12,371,022 | ||||||
| 3.50%, 02/01/2033 |
457,197 | 491,487 | ||||||
| 3.50%, 02/01/2033 |
468,234 | 495,579 | ||||||
| 3.50%, 03/01/2033 |
2,562,213 | 2,768,500 | ||||||
| 3.50%, 04/01/2033 |
2,260,861 | 2,392,235 | ||||||
| 3.50%, 06/01/2033 |
182,413 | 196,076 | ||||||
| 3.50%, 10/01/2033 |
8,066,112 | 8,716,215 | ||||||
| 3.50%, 06/01/2040 |
2,405,074 | 2,580,937 | ||||||
| 3.50%, 12/01/2040 |
88,038 | 95,209 | ||||||
| 3.50%, 02/01/2041 |
7,275,671 | 7,871,436 | ||||||
| 3.50%, 11/01/2041 |
296,744 | 321,008 | ||||||
| 3.50%, 11/01/2041 |
2,927,377 | 3,153,635 | ||||||
| 3.50%, 12/01/2041 |
216,579 | 234,423 | ||||||
| 3.50%, 12/01/2041 |
614,571 | 665,130 | ||||||
| 3.50%, 12/01/2041 |
5,702,334 | 6,164,969 | ||||||
| 3.50%, 02/01/2042 |
7,794 | 8,429 | ||||||
| 3.50%, 02/01/2042 |
228,833 | 251,063 | ||||||
| 3.50%, 02/01/2042 |
380,836 | 411,953 | ||||||
| 3.50%, 04/01/2042 |
217,584 | 234,668 | ||||||
| 3.50%, 05/01/2042 |
6,197,190 | 6,702,360 | ||||||
| 3.50%, 06/01/2042 |
1,424,277 | 1,543,948 | ||||||
| 3.50%, 07/01/2042 |
559,937 | 606,971 | ||||||
| 3.50%, 07/01/2042 |
1,048,089 | 1,136,167 | ||||||
| 3.50%, 07/01/2042 |
3,386,672 | 3,673,873 | ||||||
| 3.50%, 07/01/2042 |
16,007,083 | 17,654,809 | ||||||
| 3.50%, 08/01/2042 |
606,544 | 657,836 | ||||||
| 3.50%, 09/01/2042 |
545,159 | 590,328 | ||||||
| 3.50%, 09/01/2042 |
699,033 | 753,366 | ||||||
| 3.50%, 09/01/2042 |
745,479 | 809,680 | ||||||
| 3.50%, 09/01/2042 |
4,284,164 | 4,636,608 | ||||||
| 3.50%, 10/01/2042 |
316,800 | 342,555 | ||||||
| 3.50%, 10/01/2042 |
368,055 | 397,714 | ||||||
| 3.50%, 10/01/2042 |
521,741 | 565,227 | ||||||
| 3.50%, 10/01/2042 |
1,051,870 | 1,137,973 | ||||||
| 3.50%, 11/01/2042 |
2,323,876 | 2,521,227 | ||||||
| 3.50%, 11/01/2042 |
6,474,290 | 7,024,198 | ||||||
| 3.50%, 01/01/2043 |
619,745 | 673,194 | ||||||
| 3.50%, 01/01/2043 |
814,773 | 879,717 | ||||||
| 3.50%, 02/01/2043 |
52,163 | 56,592 | ||||||
| 3.50%, 02/01/2043 |
60,314 | 65,436 | ||||||
| 3.50%, 03/01/2043 |
461,541 | 501,414 | ||||||
| 3.50%, 03/01/2043 |
1,302,923 | 1,422,396 | ||||||
| 3.50%, 03/01/2043 |
3,756,845 | 4,075,231 | ||||||
| 3.50%, 04/01/2043 |
1,611,394 | 1,745,759 | ||||||
| 3.50%, 04/01/2043 |
3,495,406 | 3,785,479 | ||||||
| 3.50%, 05/01/2043 |
68,637 | 75,723 | ||||||
| 3.50%, 05/01/2043 |
316,450 | 342,522 | ||||||
| 3.50%, 05/01/2043 |
574,210 | 623,911 | ||||||
| 3.50%, 05/01/2043 |
1,320,394 | 1,435,212 | ||||||
| 3.50%, 05/01/2043 |
1,627,165 | 1,767,556 | ||||||
| 3.50%, 07/01/2043 |
7,514,467 | 8,207,616 | ||||||
| 3.50%, 06/01/2044 |
4,920,792 | 5,344,639 | ||||||
| 3.50%, 06/01/2044 |
6,067,833 | 6,538,254 | ||||||
| 3.50%, 02/01/2045 |
6,459,849 | 7,001,850 | ||||||
| 3.50%, 04/01/2045 |
10,201,024 | 10,933,530 | ||||||
| 3.50%, 06/01/2045 |
2,058,979 | 2,196,785 | ||||||
| 3.50%, 06/01/2045 |
7,587,958 | 8,095,631 | ||||||
| 3.50%, 11/01/2045 |
2,652,497 | 2,841,272 | ||||||
| 3.50%, 12/01/2045 |
323,764 | 346,894 | ||||||
| 3.50%, 12/01/2045 |
521,443 | 555,639 | ||||||
| 3.50%, 01/01/2046 |
8,443,222 | 9,049,785 | ||||||
| 3.50%, 04/01/2046 |
1,045,028 | 1,134,028 | ||||||
| 3.50%, 08/01/2046 |
5,281,879 | 5,639,106 | ||||||
| 3.50%, 09/01/2046 |
2,915,608 | 3,155,466 | ||||||
| 3.50%, 11/01/2046 |
830,007 | 899,184 | ||||||
| 3.50%, 11/01/2046 |
11,314,886 | 12,097,921 | ||||||
| 3.50%, 12/01/2046 |
3,483,248 | 3,711,349 | ||||||
| 3.50%, 12/01/2046 |
7,090,346 | 7,682,900 | ||||||
| 3.50%, 01/01/2047 |
3,974,376 | 4,217,374 | ||||||
| 3.50%, 02/01/2047 |
6,844,155 | 7,354,767 | ||||||
| 3.50%, 02/01/2047 |
7,468,992 | 7,984,788 | ||||||
| 3.50%, 06/01/2047 |
628,891 | 677,159 | ||||||
| 3.50%, 11/01/2047 |
7,999,974 | 8,458,026 | ||||||
| 3.50%, 10/01/2048 |
5,340,045 | 5,752,976 | ||||||
| 3.50%, 05/01/2049 |
13,652,402 | 14,736,283 | ||||||
| 3.50%, 01/01/2050 |
13,810,743 | 15,070,614 | ||||||
| 3.54% (1 Year LIBOR USD + 1.63%, 1.63% Floor, 11.27% Cap), 09/01/2036(2) |
36,543 | 38,102 | ||||||
| 3.55%, 02/01/2030 |
1,500,000 | 1,752,104 |
| 3.55% (1 Year LIBOR USD + 1.80%, 1.80% Floor, 11.10% Cap), 05/01/2036(2) |
10,470 | 10,612 | ||||||
| 3.57%, 06/01/2028 |
8,361,000 | 9,765,690 | ||||||
| 3.57% (1 Year LIBOR USD + 1.51%, 1.51% Floor, 9.70% Cap), 03/01/2035(2) |
15,117 | 15,174 | ||||||
| 3.59%, 08/01/2023 |
1,135,000 | 1,218,117 | ||||||
| 3.59%, 01/01/2021(4) |
182,026 | 181,979 | ||||||
| 3.61% (1 Year LIBOR USD + 1.73%, 1.73% Floor, 9.88% Cap), 11/01/2034(2) |
5,831 | 5,849 | ||||||
| 3.61%, 04/01/2028 |
2,949,781 | 3,420,809 | ||||||
| 3.64% (1 Year LIBOR USD + 1.58%, 1.58% Floor, 11.18% Cap), 04/01/2037(2) |
27,789 | 28,202 | ||||||
| 3.64% (1 Year CMT Index + 2.32%, 2.32% Floor, 11.02% Cap), 09/01/2037(2) |
14,386 | 15,240 | ||||||
| 3.64%, 01/01/2025 |
532,803 | 588,575 | ||||||
| 3.65% (6 Month LIBOR USD + 2.50%, 2.50% Floor, 11.26% Cap), 03/01/2036(2) |
232,631 | 249,450 | ||||||
| 3.66%, 03/01/2027 |
2,285,875 | 2,611,736 | ||||||
| 3.67% (1 Year CMT Index + 2.26%, 2.26% Floor, 10.74% Cap), 12/01/2037(2) |
79,274 | 83,789 | ||||||
| 3.67%, 07/01/2023 |
4,850,000 | 5,205,426 | ||||||
| 3.68%, 12/01/2020(4) |
347,732 | 347,633 | ||||||
| 3.68%, 09/01/2026 |
3,407,970 | 3,881,102 | ||||||
| 3.70%, 12/01/2020 |
336,502 | 336,376 | ||||||
| 3.71% (1 Year LIBOR USD + 1.65%, 1.65% Floor, 8.85% Cap), 01/01/2034(2) |
9,473 | 9,641 | ||||||
| 3.72%, 07/01/2033 |
11,178,000 | 13,181,762 | ||||||
| 3.74%, 07/01/2023 |
534,632 | 573,981 | ||||||
| 3.75% (1 Year LIBOR USD + 1.86%, 1.86% Floor, 12.47% Cap), 11/01/2036(2) |
6,600 | 6,617 | ||||||
| 3.76%, 03/01/2024 |
1,265,000 | 1,375,244 | ||||||
| 3.77%, 12/01/2025 |
3,403,952 | 3,852,931 | ||||||
| 3.79% (1 Year LIBOR USD + 1.79%, 1.79% Floor, 10.19% Cap), 01/01/2038(2) |
17,349 | 17,417 | ||||||
| 3.80% (1 Year CMT Index + 2.05%, 2.05% Floor, 9.06% Cap), 07/01/2034(2) |
1,466 | 1,467 | ||||||
| 3.81%, 12/01/2028 |
7,000,000 | 8,359,084 | ||||||
| 3.82% (1 Year CMT Index + 2.00%, 2.00% Floor, 9.12% Cap), 11/01/2034(2) |
4,222 | 4,238 | ||||||
| 3.82% (1 Year CMT Index + 2.23%, 2.23% Floor, 9.63% Cap), 01/01/2036(2) |
24,140 | 25,391 | ||||||
| 3.85%, 09/01/2021 |
783,526 | 795,683 | ||||||
| 3.86% (1 Year LIBOR USD + 1.79%, 1.79% Floor, 10.98% Cap), 12/01/2036(2) |
50,886 | 51,714 | ||||||
| 3.86%, 07/01/2021 |
867,380 | 876,446 | ||||||
| 3.92%, 09/01/2021 |
599,299 | 608,812 | ||||||
| 3.94%, 07/01/2021 |
1,032,000 | 1,051,430 | ||||||
| 3.94% (1 Year LIBOR USD + 1.94%, 1.94% Floor, 10.72% Cap), 12/01/2036(2) |
21,536 | 21,647 | ||||||
| 3.97%, 06/01/2021 |
580,276 | 584,932 | ||||||
| 3.99% (1 Year LIBOR USD + 1.90%, 1.90% Floor, 10.87% Cap), 01/01/2037(2) |
17,154 | 17,472 | ||||||
| 4.00% (6 Month LIBOR USD + 2.50%, 2.50% Floor, 10.93% Cap), 02/01/2036(2) |
7,781 | 7,848 | ||||||
| 4.00% (11th District Cost of Funds Index + 1.25%, 3.87% Floor, 13.49% Cap), 03/01/2029(2) |
1,819 | 1,841 | ||||||
| 4.00%, 11/01/2031 |
3,651,573 | 3,981,796 | ||||||
| 4.00%, 06/01/2033 |
914,081 | 980,818 | ||||||
| 4.00%, 12/01/2033 |
45,826 | 49,310 | ||||||
| 4.00%, 05/01/2037 |
8,303,600 | 8,966,468 | ||||||
| 4.00%, 10/01/2037 |
1,585,542 | 1,711,469 | ||||||
| 4.00%, 08/01/2039 |
334,367 | 368,810 | ||||||
| 4.00%, 10/01/2039 |
479,317 | 528,922 | ||||||
| 4.00%, 07/01/2040 |
3,980,735 | 4,389,175 | ||||||
| 4.00%, 08/01/2040 |
131,177 | 144,381 | ||||||
| 4.00%, 09/01/2040 |
996,881 | 1,097,572 | ||||||
| 4.00%, 10/01/2040 |
1,127,623 | 1,241,597 | ||||||
| 4.00%, 12/01/2040 |
214,266 | 236,527 | ||||||
| 4.00%, 12/01/2040 |
263,833 | 290,597 | ||||||
| 4.00%, 12/01/2040 |
322,665 | 353,767 | ||||||
| 4.00%, 12/01/2040 |
506,065 | 557,245 | ||||||
| 4.00%, 12/01/2040 |
1,010,284 | 1,112,591 | ||||||
| 4.00%, 01/01/2041 |
207,734 | 229,264 | ||||||
| 4.00%, 01/01/2041 |
413,460 | 455,484 | ||||||
| 4.00%, 01/01/2041 |
673,310 | 743,127 | ||||||
| 4.00%, 01/01/2041 |
816,321 | 899,232 | ||||||
| 4.00%, 01/01/2041 |
1,191,093 | 1,306,766 | ||||||
| 4.00%, 01/01/2041 |
1,320,266 | 1,449,087 | ||||||
| 4.00%, 01/01/2041 |
1,379,544 | 1,519,730 | ||||||
| 4.00%, 02/01/2041 |
57,449 | 63,353 | ||||||
| 4.00%, 02/01/2041 |
1,129,296 | 1,243,740 | ||||||
| 4.00%, 02/01/2041 |
1,797,532 | 1,977,948 | ||||||
| 4.00%, 03/01/2041 |
6,247,346 | 6,895,464 | ||||||
| 4.00%, 04/01/2041 |
348,294 | 381,249 | ||||||
| 4.00%, 05/01/2041 |
283,268 | 309,885 | ||||||
| 4.00%, 09/01/2041 |
201,646 | 221,172 | ||||||
| 4.00%, 10/01/2041 |
57,593 | 63,233 | ||||||
| 4.00%, 10/01/2041 |
468,275 | 517,009 | ||||||
| 4.00%, 10/01/2041 |
948,265 | 1,047,278 | ||||||
| 4.00%, 12/01/2041 |
1,183,510 | 1,307,465 | ||||||
| 4.00%, 12/01/2041 |
1,725,210 | 1,900,427 | ||||||
| 4.00%, 01/01/2042 |
1,310,789 | 1,443,439 | ||||||
| 4.00%, 01/01/2042 |
2,269,413 | 2,501,033 | ||||||
| 4.00%, 03/01/2042 |
86,436 | 90,629 | ||||||
| 4.00%, 07/01/2042 |
343,909 | 376,893 | ||||||
| 4.00%, 07/01/2042 |
380,799 | 417,519 | ||||||
| 4.00%, 07/01/2042 |
388,272 | 425,842 | ||||||
| 4.00%, 07/01/2042 |
519,983 | 566,226 | ||||||
| 4.00%, 08/01/2042 |
5,423,928 | 5,993,969 | ||||||
| 4.00%, 11/01/2042 |
654,810 | 721,518 |
| 4.00%, 12/01/2042 |
412,894 | 456,296 | ||||||
| 4.00%, 04/01/2043 |
5,650,752 | 6,464,090 | ||||||
| 4.00%, 07/01/2043 |
833,933 | 913,610 | ||||||
| 4.00%, 08/01/2043 |
64,362 | 70,739 | ||||||
| 4.00%, 10/01/2043 |
91,178 | 101,575 | ||||||
| 4.00%, 11/01/2043 |
2,758,372 | 3,026,028 | ||||||
| 4.00%, 12/01/2043 |
118,581 | 130,273 | ||||||
| 4.00%, 12/01/2043 |
1,313,457 | 1,463,236 | ||||||
| 4.00%, 02/01/2044 |
755,350 | 832,575 | ||||||
| 4.00%, 05/01/2044 |
498,572 | 552,150 | ||||||
| 4.00%, 06/01/2044 |
3,785,225 | 4,178,630 | ||||||
| 4.00%, 07/01/2044 |
1,940,499 | 2,138,936 | ||||||
| 4.00%, 08/01/2044 |
4,008,300 | 4,424,853 | ||||||
| 4.00%, 09/01/2044 |
986,139 | 1,071,965 | ||||||
| 4.00%, 01/01/2045 |
7,568,962 | 8,280,025 | ||||||
| 4.00%, 07/01/2045 |
5,976,612 | 6,529,037 | ||||||
| 4.00%, 10/01/2045 |
739,221 | 804,400 | ||||||
| 4.00%, 11/01/2045 |
1,411,297 | 1,534,842 | ||||||
| 4.00%, 12/01/2045 |
1,079,773 | 1,172,385 | ||||||
| 4.00%, 12/01/2045 |
4,833,422 | 5,252,254 | ||||||
| 4.00%, 01/01/2046 |
2,895,746 | 3,135,864 | ||||||
| 4.00%, 08/01/2046 |
3,885,773 | 4,183,856 | ||||||
| 4.00%, 09/01/2046 |
2,142,358 | 2,360,222 | ||||||
| 4.00%, 03/01/2047 |
690,904 | 751,725 | ||||||
| 4.00%, 03/01/2047 |
6,479,982 | 7,110,845 | ||||||
| 4.00%, 03/01/2047 |
6,830,627 | 7,420,786 | ||||||
| 4.00%, 05/01/2047 |
813,325 | 889,511 | ||||||
| 4.00%, 05/01/2047 |
1,349,171 | 1,468,771 | ||||||
| 4.00%, 05/01/2047 |
2,525,181 | 2,744,308 | ||||||
| 4.00%, 06/01/2047 |
2,919,013 | 3,226,309 | ||||||
| 4.00%, 08/01/2047 |
8,161,354 | 8,846,093 | ||||||
| 4.00%, 11/01/2047 |
7,718,485 | 8,286,167 | ||||||
| 4.00%, 01/01/2048 |
7,052,621 | 7,557,080 | ||||||
| 4.00%, 01/01/2048 |
7,910,491 | 8,740,357 | ||||||
| 4.00%, 02/01/2048 |
1,110,471 | 1,211,204 | ||||||
| 4.00%, 03/01/2048 |
2,796,275 | 2,989,711 | ||||||
| 4.00%, 03/01/2048 |
9,357,217 | 10,453,924 | ||||||
| 4.00%, 10/01/2048 |
2,466,959 | 2,706,525 | ||||||
| 4.00%, 07/01/2049 |
3,823,323 | 4,116,608 | ||||||
| 4.00%, 10/01/2049 |
7,274,029 | 7,868,632 | ||||||
| 4.02%, 06/01/2021 |
691,000 | 696,656 | ||||||
| 4.03%, 09/01/2022 |
1,138,729 | 1,193,934 | ||||||
| 4.04% (1 Year LIBOR USD + 2.08%, 2.08% Floor, 11.39% Cap), 10/01/2036(2) |
62,203 | 63,690 | ||||||
| 4.05%, 08/01/2021 |
152,158 | 154,234 | ||||||
| 4.06%, 07/01/2021 |
932,318 | 942,649 | ||||||
| 4.07% (1 Year LIBOR USD + 1.82%, 1.82% Floor, 10.99% Cap), 09/01/2036(2) |
30,310 | 30,435 | ||||||
| 4.10%, 06/01/2021 |
619,442 | 624,617 | ||||||
| 4.15% (1 Year LIBOR USD + 2.28%, 2.28% Floor, 10.53% Cap), 11/01/2036(2) |
8,500 | 8,596 | ||||||
| 4.17%, 09/01/2021(4) |
349,536 | 354,963 | ||||||
| 4.19%, 06/01/2021 |
502,020 | 506,095 | ||||||
| 4.21%, 07/01/2021(4) |
447,963 | 450,527 | ||||||
| 4.26% (1 Year LIBOR USD + 2.08%, 2.08% Floor, 10.94% Cap), 10/01/2036(2) |
50,390 | 53,451 | ||||||
| 4.26%, 07/01/2021 |
2,112,275 | 2,136,027 | ||||||
| 4.30%, 06/01/2021 |
1,153,687 | 1,173,187 | ||||||
| 4.30%, 01/01/2021(4) |
216,391 | 216,316 | ||||||
| 4.31%, 06/01/2021(4) |
281,294 | 283,110 | ||||||
| 4.34%, 06/01/2021 |
1,858,000 | 1,873,849 | ||||||
| 4.50%, 08/01/2029 |
115,069 | 125,427 | ||||||
| 4.50%, 09/01/2029 |
134,084 | 146,475 | ||||||
| 4.50%, 01/01/2030 |
206,432 | 227,625 | ||||||
| 4.50%, 10/01/2033 |
3,592,729 | 3,961,182 | ||||||
| 4.50%, 11/01/2033 |
10,642 | 11,713 | ||||||
| 4.50%, 09/01/2034 |
22,595 | 24,810 | ||||||
| 4.50%, 04/01/2039 |
5,426,920 | 6,074,844 | ||||||
| 4.50%, 11/01/2039 |
18,251 | 20,459 | ||||||
| 4.50%, 08/01/2040 |
2,809,501 | 3,152,498 | ||||||
| 4.50%, 08/01/2040 |
2,907,097 | 3,266,702 | ||||||
| 4.50%, 12/01/2040 |
1,288,247 | 1,448,413 | ||||||
| 4.50%, 12/01/2040 |
4,268,728 | 4,797,914 | ||||||
| 4.50%, 02/01/2041 |
446,765 | 501,392 | ||||||
| 4.50%, 02/01/2041 |
3,547,664 | 3,994,159 | ||||||
| 4.50%, 03/01/2041 |
1,044,824 | 1,174,868 | ||||||
| 4.50%, 04/01/2041 |
682,793 | 755,665 | ||||||
| 4.50%, 05/01/2041 |
1,326,868 | 1,488,361 | ||||||
| 4.50%, 05/01/2041 |
5,439,158 | 6,124,021 | ||||||
| 4.50%, 07/01/2041 |
300,285 | 336,042 | ||||||
| 4.50%, 08/01/2041 |
2,033,341 | 2,287,228 | ||||||
| 4.50%, 01/01/2042 |
1,965,033 | 2,205,935 | ||||||
| 4.50%, 11/01/2042 |
6,431,612 | 7,217,369 | ||||||
| 4.50%, 02/01/2046 |
6,860,049 | 7,693,763 | ||||||
| 4.50%, 08/01/2047 |
976,099 | 1,060,988 | ||||||
| 4.50%, 05/01/2048 |
2,544,065 | 2,775,872 |
| 4.50%, 07/01/2048 |
61,556 | 66,912 | ||||||
| 4.50%, 07/01/2048 |
525,924 | 568,957 | ||||||
| 4.50%, 08/01/2048 |
5,259,434 | 5,687,146 | ||||||
| 4.50%, 03/01/2049 |
6,164,043 | 6,803,371 | ||||||
| 4.50%, 07/01/2049 |
10,220,074 | 11,262,191 | ||||||
| 4.50%, 09/01/2050 |
3,039,529 | 3,296,299 | ||||||
| 4.55%, 08/01/2026 |
842,057 | 959,637 | ||||||
| 4.63%, 12/01/2026(4) |
927,741 | 1,066,629 | ||||||
| 4.76%, 08/01/2026 |
969,022 | 1,123,687 | ||||||
| 4.77%, 08/01/2026 |
616,478 | 714,929 | ||||||
| 5.00%, 11/01/2021 |
40 | 42 | ||||||
| 5.00%, 05/01/2023 |
3,276 | 3,451 | ||||||
| 5.00%, 08/01/2024 |
17,381 | 18,329 | ||||||
| 5.00%, 05/01/2028 |
14,466 | 15,946 | ||||||
| 5.00%, 04/01/2031 |
107,053 | 117,875 | ||||||
| 5.00%, 12/01/2032 |
574 | 595 | ||||||
| 5.00%, 06/01/2033 |
11,906 | 13,446 | ||||||
| 5.00%, 07/01/2033 |
12,807 | 14,590 | ||||||
| 5.00%, 07/01/2033 |
13,698 | 15,729 | ||||||
| 5.00%, 11/01/2033 |
3,905 | 4,488 | ||||||
| 5.00%, 11/01/2033 |
33,592 | 38,613 | ||||||
| 5.00%, 11/01/2033 |
2,668,891 | 3,068,303 | ||||||
| 5.00%, 04/01/2034 |
88,212 | 101,517 | ||||||
| 5.00%, 05/01/2034 |
28,069 | 32,308 | ||||||
| 5.00%, 12/01/2034 |
21,667 | 24,902 | ||||||
| 5.00%, 01/01/2035 |
13,979 | 15,343 | ||||||
| 5.00%, 02/01/2035 |
467,065 | 536,501 | ||||||
| 5.00%, 02/01/2035 |
2,346,132 | 2,695,213 | ||||||
| 5.00%, 06/01/2035 |
411,156 | 472,630 | ||||||
| 5.00%, 07/01/2035 |
11,969 | 13,744 | ||||||
| 5.00%, 07/01/2035 |
1,946,763 | 2,236,664 | ||||||
| 5.00%, 07/01/2035 |
2,206,889 | 2,536,682 | ||||||
| 5.00%, 09/01/2035 |
49,265 | 56,655 | ||||||
| 5.00%, 10/01/2035 |
199,741 | 229,891 | ||||||
| 5.00%, 11/01/2035 |
452,777 | 521,234 | ||||||
| 5.00%, 01/01/2036 |
38,694 | 44,527 | ||||||
| 5.00%, 02/01/2036 |
30,025 | 34,538 | ||||||
| 5.00%, 07/01/2037 |
577,279 | 663,390 | ||||||
| 5.00%, 01/01/2039 |
1,779,993 | 2,040,648 | ||||||
| 5.00%, 09/01/2039 |
103,443 | 118,999 | ||||||
| 5.00%, 04/01/2040 |
228,566 | 263,022 | ||||||
| 5.00%, 08/01/2040 |
235,133 | 269,573 | ||||||
| 5.00%, 05/01/2041 |
109,597 | 126,239 | ||||||
| 5.00%, 05/01/2042 |
1,717,815 | 1,975,737 | ||||||
| 5.00%, 09/01/2043 |
866,579 | 956,869 | ||||||
| 5.00%, 01/01/2048 |
1,086,429 | 1,203,747 | ||||||
| 5.00%, 05/01/2048 |
3,244,888 | 3,582,129 | ||||||
| 5.00%, 01/01/2049 |
7,884,341 | 8,937,289 | ||||||
| 5.50%, 07/01/2025 |
25,360 | 28,119 | ||||||
| 5.50%, 11/01/2032 |
45,091 | 53,020 | ||||||
| 5.50%, 02/01/2033 |
1,476 | 1,727 | ||||||
| 5.50%, 03/01/2033 |
61,478 | 72,096 | ||||||
| 5.50%, 04/01/2033 |
41,250 | 48,373 | ||||||
| 5.50%, 07/01/2033 |
8,531 | 9,876 | ||||||
| 5.50%, 09/01/2033 |
158,296 | 183,155 | ||||||
| 5.50%, 11/01/2033 |
3,109 | 3,573 | ||||||
| 5.50%, 12/01/2033 |
67,881 | 79,766 | ||||||
| 5.50%, 01/01/2034 |
6,431 | 7,571 | ||||||
| 5.50%, 03/01/2034 |
6,374 | 7,216 | ||||||
| 5.50%, 09/01/2034 |
14,232 | 16,754 | ||||||
| 5.50%, 10/01/2034 |
13,121 | 13,647 | ||||||
| 5.50%, 02/01/2035 |
48,351 | 56,927 | ||||||
| 5.50%, 12/01/2035 |
20,053 | 22,948 | ||||||
| 5.50%, 04/01/2036 |
53,900 | 63,060 | ||||||
| 5.50%, 05/01/2036 |
46,067 | 54,120 | ||||||
| 5.50%, 05/01/2036 |
73,291 | 86,371 | ||||||
| 5.50%, 11/01/2036 |
17,883 | 20,845 | ||||||
| 5.50%, 03/01/2037 |
339,089 | 393,303 | ||||||
| 5.50%, 04/01/2037 |
117,202 | 137,499 | ||||||
| 5.50%, 05/01/2037 |
143,776 | 166,918 | ||||||
| 5.50%, 01/01/2038 |
99,888 | 117,663 | ||||||
| 5.50%, 05/01/2038 |
13,860 | 15,689 | ||||||
| 5.50%, 06/01/2038 |
1,372 | 1,594 | ||||||
| 5.50%, 06/01/2038 |
100,773 | 117,066 | ||||||
| 5.50%, 06/01/2038 |
757,779 | 877,306 | ||||||
| 5.50%, 09/01/2038 |
632,407 | 743,415 | ||||||
| 5.50%, 06/01/2039 |
17,304 | 18,816 | ||||||
| 5.50%, 09/01/2039 |
91,881 | 105,568 | ||||||
| 5.50%, 12/01/2039 |
73,272 | 84,124 | ||||||
| 5.50%, 01/01/2040 |
499,229 | 574,117 | ||||||
| 6.00%, 03/01/2021 |
512 | 515 | ||||||
| 6.00%, 04/01/2021 |
184 | 185 |
| 6.00%, 04/01/2021 |
241 | 242 | ||||||
| 6.00%, 08/01/2021 |
3,291 | 3,332 | ||||||
| 6.00%, 12/01/2021 |
1,250 | 1,267 | ||||||
| 6.00%, 02/01/2023 |
40,920 | 42,230 | ||||||
| 6.00%, 01/01/2024 |
15,029 | 15,727 | ||||||
| 6.00%, 01/01/2024 |
40,820 | 42,584 | ||||||
| 6.00%, 07/01/2024 |
11,168 | 11,718 | ||||||
| 6.00%, 07/01/2026 |
20,389 | 22,748 | ||||||
| 6.00%, 07/01/2027 |
29,771 | 33,223 | ||||||
| 6.00%, 11/01/2027 |
13,303 | 14,843 | ||||||
| 6.00%, 12/01/2027 |
40,288 | 44,947 | ||||||
| 6.00%, 01/01/2028 |
71,534 | 79,822 | ||||||
| 6.00%, 10/01/2028 |
51,398 | 57,356 | ||||||
| 6.00%, 12/01/2028 |
2,172 | 2,423 | ||||||
| 6.00%, 01/01/2029 |
2,635 | 2,988 | ||||||
| 6.00%, 09/01/2029 |
34,371 | 38,307 | ||||||
| 6.00%, 12/01/2032 |
20,093 | 22,866 | ||||||
| 6.00%, 12/01/2032 |
110,873 | 129,674 | ||||||
| 6.00%, 03/01/2033 |
916 | 1,022 | ||||||
| 6.00%, 03/01/2033 |
2,280 | 2,552 | ||||||
| 6.00%, 03/01/2033 |
3,174 | 3,619 | ||||||
| 6.00%, 03/01/2033 |
3,913 | 4,593 | ||||||
| 6.00%, 03/01/2033 |
5,391 | 6,028 | ||||||
| 6.00%, 05/01/2033 |
15,470 | 18,246 | ||||||
| 6.00%, 08/01/2033 |
4,033 | 4,513 | ||||||
| 6.00%, 09/01/2033 |
8,111 | 9,358 | ||||||
| 6.00%, 09/01/2033 |
13,336 | 14,896 | ||||||
| 6.00%, 11/01/2034 |
3,902 | 4,620 | ||||||
| 6.00%, 04/01/2035 |
73,114 | 86,586 | ||||||
| 6.00%, 02/01/2036 |
4,328 | 4,943 | ||||||
| 6.00%, 09/01/2036 |
252,482 | 298,914 | ||||||
| 6.00%, 11/01/2036 |
36,815 | 42,512 | ||||||
| 6.00%, 03/01/2037 |
79,483 | 92,503 | ||||||
| 6.00%, 09/01/2037 |
63,816 | 75,260 | ||||||
| 6.00%, 04/01/2038 |
10,490 | 11,694 | ||||||
| 6.00%, 05/01/2038 |
182,015 | 214,440 | ||||||
| 6.00%, 11/01/2038 |
51,048 | 60,428 | ||||||
| 6.00%, 12/01/2039 |
896,945 | 1,052,852 | ||||||
| 6.00%, 10/01/2040 |
1,190,689 | 1,402,376 | ||||||
| 6.00%, 07/01/2041 |
3,118,167 | 3,687,511 | ||||||
| 6.00%, 11/01/2048 |
31,366 | 33,921 | ||||||
| 6.50%, 04/01/2022 |
2,028 | 2,050 | ||||||
| 6.50%, 05/01/2022 |
880 | 985 | ||||||
| 6.50%, 12/01/2022 |
2,803 | 3,135 | ||||||
| 6.50%, 02/01/2024 |
23,021 | 24,186 | ||||||
| 6.50%, 07/01/2024 |
7,379 | 8,252 | ||||||
| 6.50%, 04/01/2025 |
1,127 | 1,260 | ||||||
| 6.50%, 08/01/2026 |
38,784 | 43,377 | ||||||
| 6.50%, 03/01/2029 |
11,056 | 12,421 | ||||||
| 6.50%, 11/01/2029 |
359,908 | 403,375 | ||||||
| 6.50%, 08/01/2031 |
9,316 | 11,164 | ||||||
| 6.50%, 02/01/2032 |
46,680 | 52,208 | ||||||
| 6.50%, 01/01/2036 |
219,432 | 248,542 | ||||||
| 6.50%, 04/01/2036 |
955 | 967 | ||||||
| 6.50%, 07/01/2036 |
4,113 | 4,801 | ||||||
| 6.50%, 08/01/2036 |
135,137 | 154,242 | ||||||
| 6.50%, 10/01/2036 |
29,785 | 34,879 | ||||||
| 6.50%, 01/01/2037 |
67,666 | 81,560 | ||||||
| 6.50%, 08/01/2037 |
25,412 | 29,342 | ||||||
| 6.50%, 08/01/2037 |
27,549 | 31,573 | ||||||
| 6.50%, 10/01/2037 |
52,431 | 62,816 | ||||||
| 6.50%, 10/01/2038 |
63,912 | 73,591 | ||||||
| 6.50%, 10/01/2038 |
257,104 | 296,684 | ||||||
| 7.00%, 01/01/2024 |
157 | 169 | ||||||
| 7.00%, 04/01/2026 |
3,788 | 3,933 | ||||||
| 7.00%, 09/01/2027 |
502 | 561 | ||||||
| 7.00%, 01/01/2029 |
883 | 884 | ||||||
| 7.00%, 06/01/2032 |
4,650 | 5,037 | ||||||
| 7.00%, 02/01/2033 |
1,260 | 1,341 | ||||||
| 7.00%, 06/01/2033 |
70,096 | 83,315 | ||||||
| 7.00%, 02/01/2036 |
41,545 | 50,303 | ||||||
| 7.00%, 03/01/2036 |
1,493 | 1,710 | ||||||
| 7.00%, 12/01/2036 |
7,366 | 8,455 | ||||||
| 7.00%, 03/01/2037 |
5,211 | 5,779 | ||||||
| 7.00%, 04/01/2037 |
7,667 | 8,849 | ||||||
| 7.00%, 09/01/2037 |
43,366 | 52,531 | ||||||
| 7.00%, 09/01/2038 |
44,824 | 55,779 | ||||||
| 7.00%, 10/01/2038 |
65,777 | 82,925 | ||||||
| 7.00%, 11/01/2038 |
48,141 | 57,889 | ||||||
| 7.00%, 12/01/2038 |
138,245 | 163,909 | ||||||
| 7.00%, 01/01/2039 |
207,396 | 248,470 | ||||||
| 7.50%, 11/01/2022 |
306 | 307 |
| 7.50%, 10/01/2024 |
249 | 268 | ||||||
| 7.50%, 01/01/2035 |
30,475 | 35,923 | ||||||
| 7.50%, 03/01/2035 |
31,981 | 38,832 | ||||||
| 7.50%, 05/01/2037 |
26,659 | 33,837 | ||||||
| 7.50%, 10/01/2037 |
129,014 | 154,896 | ||||||
| 7.50%, 11/01/2037 |
45,041 | 53,074 | ||||||
| 7.50%, 11/01/2038 |
40,089 | 48,941 | ||||||
| 7.50%, 04/01/2039 |
137,793 | 183,989 | ||||||
| 8.00%, 03/01/2021 |
5 | 5 | ||||||
| 8.00%, 05/01/2024 |
108 | 116 | ||||||
| 8.00%, 03/01/2027 |
5,064 | 5,622 | ||||||
| 8.00%, 06/01/2027 |
4,310 | 4,810 | ||||||
| 8.00%, 06/01/2028 |
2,078 | 2,271 | ||||||
| 8.00%, 09/01/2028 |
6,289 | 7,031 | ||||||
| 8.00%, 11/01/2028 |
17,565 | 20,339 | ||||||
| 8.00%, 11/01/2037 |
9,234 | 10,188 | ||||||
| 8.00%, 01/01/2038 |
4,053 | 4,905 | ||||||
| 8.50%, 07/01/2024 |
596 | 648 | ||||||
| 8.50%, 05/01/2025 |
50 | 50 | ||||||
| Fannie Mae Pool UMBS P#BA4733 |
||||||||
| 3.50%, 12/01/2045 |
991,682 | 1,083,919 | ||||||
| Fannie Mae Pool UMBS P#BO5032 |
||||||||
| 3.00%, 12/01/2049 |
391,187 | 417,143 | ||||||
| Fannie Mae Pool UMBS P#BP5474 |
||||||||
| 2.50%, 06/01/2050 |
3,336,507 | 3,530,177 | ||||||
| Fannie Mae Pool UMBS P#BP5482 |
||||||||
| 2.50%, 06/01/2050 |
5,503,267 | 5,822,718 | ||||||
| Fannie Mae Pool UMBS P#BP5502 |
||||||||
| 2.50%, 06/01/2050 |
1,410,892 | 1,489,896 | ||||||
| Fannie Mae Pool UMBS P#BP8762 |
||||||||
| 2.50%, 07/01/2050 |
2,983,664 | 3,156,863 | ||||||
| Fannie Mae Pool UMBS P#BP9537 |
||||||||
| 2.50%, 07/01/2050 |
8,439,674 | 8,929,626 | ||||||
| Fannie Mae Pool UMBS P#BQ0212 |
||||||||
| 2.50%, 08/01/2050 |
3,566,768 | 3,773,825 | ||||||
| Fannie Mae Pool UMBS P#MA2248 |
||||||||
| 3.00%, 04/01/2045 |
97,119 | 100,369 | ||||||
| Fannie Mae REMIC Trust 2003-W1 |
||||||||
| 5.21%, 12/25/2042(4) |
91,179 | 100,996 | ||||||
| 5.70%, 12/25/2042(4) |
24,188 | 27,169 | ||||||
| Fannie Mae REMIC Trust 2003-W4 |
||||||||
| 5.76%, 10/25/2042(4) |
12,322 | 14,210 | ||||||
| Fannie Mae REMIC Trust 2004-W10 |
||||||||
| 5.75%, 08/25/2034 |
479,861 | 551,949 | ||||||
| Fannie Mae REMIC Trust 2004-W11 |
||||||||
| 6.00%, 05/25/2044 |
70,547 | 85,781 | ||||||
| Fannie Mae REMIC Trust 2005-W1 |
||||||||
| 6.50%, 10/25/2044 |
130,918 | 157,797 | ||||||
| Fannie Mae REMIC Trust 2006-W3 |
||||||||
| 6.00%, 09/25/2046 |
99,612 | 113,676 | ||||||
| Fannie Mae REMIC Trust 2007-W1 |
||||||||
| 6.30%, 08/25/2047(4) |
11,219 | 12,961 | ||||||
| Fannie Mae REMIC Trust 2007-W3 |
||||||||
| 6.75%, 04/25/2037 |
26,417 | 29,794 | ||||||
| Fannie Mae REMIC Trust 2007-W5 |
||||||||
| 0.00%, 06/25/2037 |
20,166 | 19,029 | ||||||
| Fannie Mae REMIC Trust 2007-W7 |
||||||||
| 38.29% (1 Month LIBOR USD + 39.18%, 39.18% Cap), 07/25/2037(2)(8) |
15,568 | 29,745 | ||||||
| Fannie Mae REMIC Trust 2009-W1 |
||||||||
| 6.00%, 12/25/2049 |
434,523 | 503,667 | ||||||
| Fannie Mae REMICS |
||||||||
| 0.00%, 03/25/2022 |
3,723 | 3,716 | ||||||
| 0.00%, 10/25/2022 |
463 | 462 | ||||||
| 0.00%, 04/25/2023 |
515 | 514 | ||||||
| 0.00%, 09/25/2023 |
310 | 308 | ||||||
| 0.00%, 09/25/2023 |
1,077 | 1,066 | ||||||
| 0.00%, 11/25/2023 |
114 | 113 | ||||||
| 0.00%, 01/25/2032 |
1,596 | 1,561 | ||||||
| 0.00%, 04/25/2032 |
1,352 | 1,336 | ||||||
| 0.00%, 12/25/2032 |
8,407 | 7,984 | ||||||
| 0.00%, 05/25/2033 |
4,909 | 4,639 | ||||||
| 0.00%, 08/25/2033 |
3,104 | 3,024 | ||||||
| 0.00%, 12/25/2033 |
71,819 | 68,182 | ||||||
| 0.00%, 03/25/2034 |
74,940 | 74,192 | ||||||
| 0.00%, 04/25/2035 |
1,647 | 1,645 | ||||||
| 0.00%, 09/25/2035 |
8,641 | 8,547 | ||||||
| 0.00%, 10/25/2035 |
18,992 | 18,521 | ||||||
| 0.00%, 01/25/2036 |
131 | 131 | ||||||
| 0.00%, 03/25/2036 |
14,775 | 13,999 | ||||||
| 0.00%, 03/25/2036 |
154,126 | 141,187 | ||||||
| 0.00%, 04/25/2036 |
17,518 | 17,293 | ||||||
| 0.00%, 04/25/2036 |
35,291 | 33,554 |
| 0.00%, 04/25/2036 |
51,192 | 48,657 | ||||||
| 0.00%, 06/25/2036 |
13,766 | 13,472 | ||||||
| 0.00%, 06/25/2036 |
27,033 | 25,520 | ||||||
| 0.00%, 06/25/2036 |
42,690 | 39,879 | ||||||
| 0.00%, 06/25/2036 |
95,945 | 90,165 | ||||||
| 0.00%, 06/25/2036 |
116,532 | 113,904 | ||||||
| 0.00%, 07/25/2036 |
4,378 | 4,368 | ||||||
| 0.00%, 07/25/2036 |
8,948 | 8,377 | ||||||
| 0.00%, 07/25/2036 |
16,181 | 15,339 | ||||||
| 0.00%, 07/25/2036 |
31,337 | 29,766 | ||||||
| 0.00%, 08/25/2036 |
10,527 | 9,778 | ||||||
| 0.00%, 08/25/2036 |
22,228 | 21,724 | ||||||
| 0.00%, 08/25/2036 |
32,728 | 30,369 | ||||||
| 0.00%, 08/25/2036 |
55,817 | 54,249 | ||||||
| 0.00%, 09/25/2036 |
12,148 | 11,329 | ||||||
| 0.00%, 09/25/2036 |
25,139 | 24,027 | ||||||
| 0.00%, 09/25/2036 |
32,864 | 31,311 | ||||||
| 0.00%, 11/25/2036 |
8,077 | 7,591 | ||||||
| 0.00%, 11/25/2036 |
22,512 | 20,869 | ||||||
| 0.00%, 11/25/2036 |
49,742 | 46,912 | ||||||
| 0.00%, 12/25/2036 |
11,675 | 11,214 | ||||||
| 0.00%, 12/25/2036 |
27,198 | 25,322 | ||||||
| 0.00%, 01/25/2037 |
28,095 | 26,391 | ||||||
| 0.00%, 01/25/2037 |
72,436 | 67,507 | ||||||
| 0.00%, 03/25/2037 |
21,289 | 20,413 | ||||||
| 0.00%, 04/25/2037 |
71,983 | 67,061 | ||||||
| 0.00%, 05/25/2037 |
7,167 | 6,698 | ||||||
| 0.00%, 07/25/2037 |
50,182 | 46,979 | ||||||
| 0.00%, 10/25/2037 |
463,928 | 431,326 | ||||||
| 0.00%, 05/25/2038 |
1,547 | 1,403 | ||||||
| 0.00%, 01/25/2040 |
39,852 | 35,862 | ||||||
| 0.00%, 06/25/2040 |
65,090 | 61,190 | ||||||
| 0.00%, 09/25/2043 |
1,094,604 | 1,007,282 | ||||||
| 0.00%, 10/25/2043 |
817,439 | 754,819 | ||||||
| 0.00%, 12/25/2043 |
2,081,561 | 1,914,946 | ||||||
| 0.20% (1 Month LIBOR USD + 0.02%, 0.02% Floor, 9.32% Cap), 09/25/2022(2) |
204 | 203 | ||||||
| 0.24% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 12/25/2036(2) |
50,115 | 49,823 | ||||||
| 0.24% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 12/25/2036(2) |
219,272 | 217,243 | ||||||
| 0.40% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 7.00% Cap), 08/25/2034(2) |
36,129 | 36,217 | ||||||
| 0.40% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 7.00% Cap), 04/25/2036(2) |
78,252 | 78,162 | ||||||
| 0.40% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 6.50% Cap), 02/25/2037(2) |
62,152 | 62,189 | ||||||
| 0.44% (1 Month LIBOR USD + 0.29%, 0.29% Floor, 7.50% Cap), 07/25/2036(2) |
259,432 | 259,853 | ||||||
| 0.44% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 06/27/2036(2) |
327,114 | 322,005 | ||||||
| 0.45% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.75% Cap), 05/25/2037(2) |
39,165 | 39,197 | ||||||
| 0.50% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 6.75% Cap), 04/25/2035(2) |
91,469 | 91,829 | ||||||
| 0.50% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 7.50% Cap), 08/25/2036(2) |
93,777 | 94,062 | ||||||
| 0.52% (1 Month LIBOR USD + 0.37%, 0.37% Floor, 7.50% Cap), 07/25/2037(2) |
51,551 | 52,023 | ||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 03/25/2034(2) |
68,734 | 68,946 | ||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 05/25/2034(2) |
197,448 | 198,498 | ||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 06/25/2036(2) |
30,045 | 30,117 | ||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 06/25/2037(2) |
194,798 | 196,790 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 6.50% Cap), 06/25/2037(2) |
18,947 | 19,779 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 09/25/2037(2) |
292,493 | 293,050 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 04/25/2039(2) |
110,896 | 111,129 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 09/25/2042(2) |
334,799 | 336,596 | ||||||
| 0.61% (1 Month LIBOR USD + 0.46%, 0.46% Floor, 7.00% Cap), 07/25/2036(2) |
26,123 | 26,337 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 03/25/2037(2) |
55,784 | 56,367 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 07/25/2037(2) |
29,656 | 29,977 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 07/25/2041(2) |
52,871 | 53,213 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 11/25/2041(2) |
192,878 | 194,216 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 09/25/2042(2) |
153,163 | 153,601 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 09/25/2042(2) |
1,197,345 | 1,208,718 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 10/25/2042(2) |
452,287 | 455,632 | ||||||
| 0.70% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 7.00% Cap), 01/25/2041(2) |
76,708 | 77,252 | ||||||
| 0.70% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/25/2041(2) |
124,496 | 125,349 | ||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 04/25/2040(2) |
41,244 | 41,570 | ||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 05/25/2040(2) |
67,908 | 68,812 | ||||||
| 0.78% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.00% Cap), 12/25/2023(2) |
638 | 635 | ||||||
| 0.90% (1 Month LIBOR USD + 0.75%, 0.75% Floor, 8.00% Cap), 01/25/2034(2) |
108,139 | 109,864 | ||||||
| 0.90% (1 Month LIBOR USD + 0.75%, 6.50% Cap), 03/25/2037(2) |
35,010 | 36,422 | ||||||
| 0.95% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 8.00% Cap), 11/25/2032(2) |
222,362 | 225,807 | ||||||
| 1.03% (1 Month LIBOR USD + 0.88%, 0.88% Floor, 9.50% Cap), 08/25/2023(2) |
1,402 | 1,400 | ||||||
| 1.05% (1 Month LIBOR USD + 0.90%, 0.90% Floor, 6.75% Cap), 03/25/2038(2) |
32,141 | 32,839 | ||||||
| 1.15% (1 Month LIBOR USD + 1.00%, 1.00% Floor, 9.50% Cap), 12/25/2023(2) |
1,596 | 1,608 | ||||||
| 1.35% (11th District Cost of Funds Index + 0.70%, 0.70% Floor, 10.00% Cap), 10/25/2022(2) |
192 | 192 | ||||||
| 1.60% (1 Month LIBOR USD + 8.10%, 1.60% Cap), 03/25/2032(2)(8) |
40,564 | 1,453 | ||||||
| 1.84%, 03/25/2027(4) |
1,713 | 35 | ||||||
| 1.84%, 03/25/2027(4) |
4,840 | 97 | ||||||
| 2.16%, 06/25/2038(4) |
120,617 | 6,967 | ||||||
| 2.31%, 01/25/2038(4) |
302,249 | 12,083 | ||||||
| 2.98%, 04/25/2041(4) |
520,910 | 34,074 | ||||||
| 3.00%, 12/25/2028 |
1,237,521 | 1,331,394 |
| 3.00%, 10/25/2033 |
908,000 | 984,597 | ||||||
| 3.00%, 02/25/2043 |
1,000,000 | 1,051,288 | ||||||
| 3.00%, 01/25/2046 |
1,705,290 | 1,838,343 | ||||||
| 3.00%, 02/25/2047 |
2,134,655 | 2,275,220 | ||||||
| 3.03%, 12/25/2039(4) |
153,184 | 159,666 | ||||||
| 3.50%, 04/25/2031 |
783,031 | 847,944 | ||||||
| 3.50%, 09/25/2033 |
1,500,000 | 1,741,761 | ||||||
| 3.50%, 03/25/2042 |
1,000,000 | 1,112,883 | ||||||
| 3.50%, 02/25/2043 |
330,474 | 369,097 | ||||||
| 4.00%, 04/25/2033 |
171,375 | 191,302 | ||||||
| 4.00%, 05/25/2033 |
9,740 | 10,900 | ||||||
| 4.00%, 02/25/2039 |
14,160 | 14,176 | ||||||
| 4.29% (1 Month LIBOR USD + 4.44%, 4.44% Cap), 11/25/2040(2)(8) |
477,770 | 59,718 | ||||||
| 4.50%, 07/25/2023 |
27,881 | 28,795 | ||||||
| 4.50%, 10/25/2036 |
140,843 | 159,410 | ||||||
| 4.50%, 02/25/2039 |
5,478 | 6,080 | ||||||
| 4.50%, 12/25/2040 |
5,359,402 | 6,425,373 | ||||||
| 4.50%, 01/25/2042 |
2,425,985 | 2,718,500 | ||||||
| 4.50%, 04/25/2042 |
1,500,000 | 1,750,797 | ||||||
| 5.00%, 03/25/2021 |
8 | 8 | ||||||
| 5.00%, 02/25/2024(10) |
49 | 0 | ||||||
| 5.00%, 03/25/2024(10) |
2 | — | ||||||
| 5.00%, 11/25/2024 |
107,287 | 112,943 | ||||||
| 5.00%, 03/25/2029 |
134,541 | 143,234 | ||||||
| 5.00%, 11/25/2032 |
10,115 | 11,134 | ||||||
| 5.00%, 03/25/2033 |
16,839 | 1,165 | ||||||
| 5.00%, 03/25/2037 |
4,713 | 5,342 | ||||||
| 5.00%, 07/25/2038 |
33,370 | 37,769 | ||||||
| 5.00%, 07/25/2038 |
39,244 | 45,119 | ||||||
| 5.00%, 07/25/2039 |
71,485 | 11,328 | ||||||
| 5.00%, 08/25/2039 |
258,719 | 296,698 | ||||||
| 5.00%, 09/25/2039 |
136,147 | 148,398 | ||||||
| 5.00%, 06/25/2040 |
454,636 | 514,167 | ||||||
| 5.00%, 09/25/2040 |
206,000 | 241,485 | ||||||
| 5.43%, 07/25/2051(4) |
30,084 | 35,008 | ||||||
| 5.50%, 09/25/2022 |
325 | 334 | ||||||
| 5.50%, 03/25/2023 |
46,498 | 48,409 | ||||||
| 5.50%, 04/25/2023 |
3,069 | 3,191 | ||||||
| 5.50%, 04/25/2023 |
90,489 | 94,326 | ||||||
| 5.50%, 05/25/2023 |
21,074 | 21,910 | ||||||
| 5.50%, 07/25/2024 |
6,053 | 6,341 | ||||||
| 5.50%, 08/25/2024 |
66,914 | 70,422 | ||||||
| 5.50%, 08/25/2025 |
77,979 | 84,027 | ||||||
| 5.50%, 01/25/2026 |
48,411 | 51,733 | ||||||
| 5.50%, 04/18/2029 |
7,373 | 8,034 | ||||||
| 5.50%, 12/25/2032 |
99,569 | 115,856 | ||||||
| 5.50%, 08/25/2033 |
182,294 | 32,674 | ||||||
| 5.50%, 08/25/2033 |
82,766 | 96,519 | ||||||
| 5.50%, 10/25/2033 |
608,551 | 709,558 | ||||||
| 5.50%, 04/25/2034 |
191,761 | 226,551 | ||||||
| 5.50%, 07/25/2034 |
312,513 | 358,165 | ||||||
| 5.50%, 08/25/2035 |
78,784 | 90,116 | ||||||
| 5.50%, 08/25/2035 |
567,265 | 661,065 | ||||||
| 5.50%, 12/25/2035 |
34,474 | 37,213 | ||||||
| 5.50%, 12/25/2035 |
417,123 | 488,818 | ||||||
| 5.50%, 01/25/2036 |
22,873 | 24,904 | ||||||
| 5.50%, 03/25/2036 |
50,176 | 58,186 | ||||||
| 5.50%, 03/25/2036 |
182,385 | 208,872 | ||||||
| 5.50%, 03/25/2036 |
210,245 | 248,850 | ||||||
| 5.50%, 01/25/2037 |
16,520 | 18,075 | ||||||
| 5.50%, 07/25/2037 |
128,253 | 147,281 | ||||||
| 5.50%, 08/25/2037 |
36,193 | 41,215 | ||||||
| 5.50%, 07/25/2038 |
157,239 | 182,993 | ||||||
| 5.50%, 10/25/2039 |
162,265 | 28,907 | ||||||
| 5.50%, 06/25/2040 |
755,078 | 857,837 | ||||||
| 5.50%, 07/25/2040 |
290,429 | 339,661 | ||||||
| 5.50%, 10/25/2040 |
1,054,109 | 1,259,508 | ||||||
| 5.63% (1 Month LIBOR USD + 5.78%, 5.78% Cap), 06/25/2037(2)(8) |
36,654 | 7,347 | ||||||
| 5.70% (1 Month LIBOR USD + 5.85%, 5.85% Cap), 09/25/2038(2)(8) |
126,652 | 21,475 | ||||||
| 5.70% (1 Month LIBOR USD + 5.85%, 5.85% Cap), 09/25/2038(2)(8) |
156,687 | 30,526 | ||||||
| 5.75%, 06/25/2033 |
49,670 | 55,970 | ||||||
| 5.75%, 07/25/2035 |
1,418,022 | 1,705,841 | ||||||
| 5.75%, 10/25/2035 |
66,485 | 75,536 | ||||||
| 5.75% (1 Month LIBOR USD + 5.90%, 5.90% Cap), 10/25/2039(2)(8) |
39,688 | 6,121 | ||||||
| 5.76% (1 Month LIBOR USD + 5.91%, 5.91% Cap), 02/25/2038(2)(8) |
139,434 | 27,488 | ||||||
| 5.85%, 02/25/2051(4) |
87,483 | 100,652 | ||||||
| 5.85% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/25/2038(2)(8) |
350,096 | 65,224 | ||||||
| 5.93% (1 Month LIBOR USD + 6.08%, 6.08% Cap), 03/25/2037(2)(8) |
3,209 | 146 | ||||||
| 5.95% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 04/25/2037(2)(8) |
52,969 | 5,832 | ||||||
| 5.95% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 06/25/2037(2)(8) |
40,544 | 8,356 | ||||||
| 5.95% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 06/25/2037(2)(8) |
111,224 | 19,138 | ||||||
| 5.95% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 11/25/2049(2)(8) |
77,442 | 7,847 |
| 6.00%, 02/25/2022 |
12,202 | 12,467 | ||||||
| 6.00%, 08/25/2022 |
721 | 747 | ||||||
| 6.00%, 09/25/2022 |
22,660 | 23,400 | ||||||
| 6.00% (1 Month LIBOR USD + 28.70%, 6.00% Cap), 04/25/2023(2)(8) |
1,808 | 1,911 | ||||||
| 6.00%, 07/25/2023(4) |
12,874 | 13,635 | ||||||
| 6.00%, 07/18/2028 |
6,361 | 7,151 | ||||||
| 6.00%, 12/25/2028 |
2,616 | 2,772 | ||||||
| 6.00%, 07/25/2031 |
23,747 | 3,870 | ||||||
| 6.00%, 11/25/2031 |
42,373 | 49,298 | ||||||
| 6.00%, 04/25/2032 |
106,717 | 120,533 | ||||||
| 6.00%, 11/25/2032 |
315,102 | 367,135 | ||||||
| 6.00%, 05/25/2033(4) |
7,729 | 1,387 | ||||||
| 6.00%, 05/25/2033 |
29,782 | 35,153 | ||||||
| 6.00%, 05/25/2033 |
64,183 | 73,800 | ||||||
| 6.00%, 05/25/2033 |
135,434 | 159,099 | ||||||
| 6.00%, 12/25/2035 |
11,486 | 12,930 | ||||||
| 6.00%, 12/25/2035 |
213,101 | 217,840 | ||||||
| 6.00%, 07/25/2036 |
354,626 | 419,329 | ||||||
| 6.00%, 03/25/2037 |
248,355 | 280,858 | ||||||
| 6.00%, 05/25/2037 |
109,528 | 128,236 | ||||||
| 6.00%, 08/25/2037 |
11,552 | 13,635 | ||||||
| 6.00%, 08/25/2037 |
47,324 | 55,492 | ||||||
| 6.00%, 08/25/2037 |
54,849 | 63,825 | ||||||
| 6.00%, 08/25/2037 |
60,488 | 69,405 | ||||||
| 6.00%, 08/25/2039 |
326,513 | 387,946 | ||||||
| 6.03%, 09/25/2039(4) |
120,384 | 138,045 | ||||||
| 6.03% (1 Month LIBOR USD + 6.18%, 6.18% Cap), 12/25/2039(2)(8) |
52,424 | 8,177 | ||||||
| 6.05% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 03/25/2038(2)(8) |
41,429 | 6,621 | ||||||
| 6.08% (1 Month LIBOR USD + 6.23%, 6.23% Cap), 03/25/2038(2)(8) |
54,004 | 10,353 | ||||||
| 6.10% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 01/25/2040(2)(8) |
117,625 | 25,049 | ||||||
| 6.21%, 10/25/2037(4) |
50,949 | 58,811 | ||||||
| 6.21% (1 Month LIBOR USD + 6.36%, 6.36% Cap), 12/25/2037(2)(8) |
6,529 | 1,006 | ||||||
| 6.21%, 03/25/2040(4) |
185,921 | 215,512 | ||||||
| 6.22%, 02/25/2040(4) |
51,839 | 59,263 | ||||||
| 6.25% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 07/25/2037(2)(8) |
330,096 | 66,847 | ||||||
| 6.25% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 12/25/2037(2)(8) |
158,979 | 25,178 | ||||||
| 6.25% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 05/25/2040(2)(8) |
49,626 | 9,453 | ||||||
| 6.27% (1 Month LIBOR USD + 6.42%, 6.42% Cap), 04/25/2040(2)(8) |
85,895 | 14,944 | ||||||
| 6.29% (1 Month LIBOR USD + 6.44%, 6.44% Cap), 03/25/2037(2)(8) |
200,066 | 37,685 | ||||||
| 6.30%, 12/25/2039(4) |
265,698 | 306,724 | ||||||
| 6.30% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 10/25/2037(2)(8) |
131,264 | 26,785 | ||||||
| 6.30% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 12/25/2037(2)(8) |
169,458 | 39,063 | ||||||
| 6.31% (1 Month LIBOR USD + 6.46%, 6.46% Cap), 10/25/2037(2)(8) |
185,583 | 40,834 | ||||||
| 6.35%, 04/25/2029 |
3,700 | 4,154 | ||||||
| 6.35% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 06/25/2023(2)(8) |
4,172 | 94 | ||||||
| 6.35% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 08/25/2036(2)(8) |
93,197 | 32,321 | ||||||
| 6.37% (1 Month LIBOR USD + 6.52%, 6.52% Cap), 07/25/2036(2)(8) |
50,410 | 9,171 | ||||||
| 6.38% (1 Month LIBOR USD + 6.53%, 6.53% Cap), 01/25/2041(2)(8) |
571,613 | 134,082 | ||||||
| 6.39% (1 Month LIBOR USD + 6.54%, 6.54% Cap), 09/25/2037(2)(8) |
166,996 | 36,874 | ||||||
| 6.40% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 02/25/2039(2)(8) |
105,190 | 23,893 | ||||||
| 6.43% (1 Month LIBOR USD + 6.58%, 6.58% Cap), 06/25/2036(2)(8) |
116,026 | 22,718 | ||||||
| 6.44%, 03/25/2040(4) |
188,021 | 215,598 | ||||||
| 6.47% (1 Month LIBOR USD + 6.62%, 6.62% Cap), 07/25/2037(2)(8) |
117,713 | 21,468 | ||||||
| 6.50%, 07/25/2021 |
51 | 52 | ||||||
| 6.50%, 09/25/2021 |
8,486 | 8,621 | ||||||
| 6.50%, 02/25/2022 |
2,042 | 2,082 | ||||||
| 6.50%, 08/25/2022 |
768 | 798 | ||||||
| 6.50%, 02/25/2023 |
1,132 | 1,182 | ||||||
| 6.50%, 03/25/2023 |
783 | 818 | ||||||
| 6.50%, 07/25/2023 |
589 | 623 | ||||||
| 6.50%, 09/25/2023 |
1,280 | 1,360 | ||||||
| 6.50%, 10/25/2023 |
6,950 | 7,405 | ||||||
| 6.50%, 10/25/2023 |
19,730 | 21,027 | ||||||
| 6.50%, 11/25/2023 |
7,628 | 8,158 | ||||||
| 6.50%, 12/25/2023 |
2,062 | 2,208 | ||||||
| 6.50%, 03/25/2024 |
6,232 | 6,655 | ||||||
| 6.50%, 03/25/2024 |
39,169 | 42,109 | ||||||
| 6.50%, 04/25/2027 |
11,697 | 13,077 | ||||||
| 6.50%, 07/18/2027 |
972 | 1,087 | ||||||
| 6.50%, 09/25/2031 |
5,745 | 6,739 | ||||||
| 6.50%, 10/25/2031 |
4,328 | 4,937 | ||||||
| 6.50%, 04/25/2032 |
19,016 | 22,378 | ||||||
| 6.50%, 05/25/2032 |
39,228 | 46,124 | ||||||
| 6.50%, 06/25/2032 |
16,499 | 18,797 | ||||||
| 6.50%, 07/25/2032 |
71,821 | 11,874 | ||||||
| 6.50%, 08/25/2032 |
50,290 | 60,113 | ||||||
| 6.50%, 02/25/2033 |
17,332 | 20,142 | ||||||
| 6.50%, 05/25/2033 |
72,178 | 15,697 | ||||||
| 6.50%, 07/25/2036 |
155,812 | 186,590 | ||||||
| 6.50%, 07/25/2036 |
206,515 | 250,765 | ||||||
| 6.50%, 08/25/2036 |
19,504 | 22,916 | ||||||
| 6.50%, 08/25/2036 |
95,546 | 109,951 |
| 6.50%, 09/25/2036 |
9,948 | 11,659 | ||||||
| 6.50%, 06/25/2037 |
21,985 | 25,708 | ||||||
| 6.50%, 12/25/2037 |
137,098 | 166,564 | ||||||
| 6.50%, 04/25/2038 |
9,930 | 10,051 | ||||||
| 6.50%, 06/25/2042 |
51,539 | 60,844 | ||||||
| 6.50% (1 Month LIBOR USD + 6.65%, 6.65% Cap), 12/25/2036(2)(8) |
85,652 | 14,764 | ||||||
| 6.50% (1 Month LIBOR USD + 6.65%, 6.65% Cap), 03/25/2039(2)(8) |
41,789 | 7,562 | ||||||
| 6.55% (1 Month LIBOR USD + 6.70%, 6.70% Cap), 03/25/2036(2)(8) |
565,129 | 137,515 | ||||||
| 6.56% (1 Month LIBOR USD + 6.71%, 6.71% Cap), 07/25/2035(2)(8) |
59,033 | 13,808 | ||||||
| 6.70% (1 Month LIBOR USD + 6.85%, 6.85% Cap), 04/25/2038(2)(8) |
38,450 | 7,419 | ||||||
| 6.75% (1 Month LIBOR USD + 6.90%, 6.90% Cap), 04/25/2038(2)(8) |
60,921 | 12,004 | ||||||
| 6.84% (1 Month LIBOR USD + 6.99%, 6.99% Cap), 03/25/2038(2)(8) |
77,800 | 16,790 | ||||||
| 6.88%, 08/25/2023 |
13,987 | 14,760 | ||||||
| 6.95% (1 Month LIBOR USD + 7.10%, 7.10% Cap), 06/25/2033(2)(8) |
32,832 | 1,793 | ||||||
| 7.00%, 01/25/2021 |
7 | 7 | ||||||
| 7.00%, 03/25/2021 |
294 | 295 | ||||||
| 7.00%, 07/25/2022 |
140 | 143 | ||||||
| 7.00%, 10/25/2022 |
464 | 482 | ||||||
| 7.00%, 02/25/2023 |
11,336 | 11,890 | ||||||
| 7.00%, 03/25/2023 |
8,300 | 8,675 | ||||||
| 7.00%, 04/25/2023 |
2,481 | 2,594 | ||||||
| 7.00%, 05/25/2023 |
29,030 | 30,745 | ||||||
| 7.00%, 07/25/2023 |
9,643 | 10,161 | ||||||
| 7.00%, 07/25/2023 |
14,327 | 15,157 | ||||||
| 7.00%, 08/25/2023 |
23,705 | 25,059 | ||||||
| 7.00%, 04/25/2024 |
24,830 | 26,795 | ||||||
| 7.00%, 04/25/2024 |
58,689 | 62,571 | ||||||
| 7.00%, 11/25/2026 |
15,459 | 16,867 | ||||||
| 7.00%, 12/18/2027 |
5,388 | 472 | ||||||
| 7.00%, 03/25/2031 |
3,946 | 4,734 | ||||||
| 7.00%, 07/25/2031 |
13,765 | 16,577 | ||||||
| 7.00%, 08/25/2031 |
25,251 | 29,930 | ||||||
| 7.00%, 09/25/2031 |
4,113 | 4,942 | ||||||
| 7.00%, 09/25/2031 |
6,873 | 8,181 | ||||||
| 7.00%, 09/25/2031 |
33,845 | 40,640 | ||||||
| 7.00%, 11/25/2031 |
46,659 | 56,156 | ||||||
| 7.00%, 05/25/2033 |
125,503 | 14,299 | ||||||
| 7.00%, 07/25/2039 |
2,236 | 2,658 | ||||||
| 7.00%, 11/25/2041 |
859,437 | 1,062,343 | ||||||
| 7.00%, 11/25/2041 |
900,296 | 1,080,752 | ||||||
| 7.00%, 11/25/2041 |
1,024,632 | 1,260,920 | ||||||
| 7.00% (1 Month LIBOR USD + 7.15%, 7.15% Cap), 07/25/2037(2)(8) |
530,073 | 136,407 | ||||||
| 7.05% (1 Month LIBOR USD + 7.20%, 7.20% Cap), 07/25/2038(2)(8) |
44,721 | 8,273 | ||||||
| 7.26% (1 Month LIBOR USD + 7.47%, 7.47% Cap), 08/25/2033(2)(8) |
79,146 | 93,392 | ||||||
| 7.45% (1 Month LIBOR USD + 7.60%, 7.60% Cap), 07/25/2028(2)(8) |
178,677 | 23,595 | ||||||
| 7.45% (1 Month LIBOR USD + 7.60%, 7.60% Cap), 11/25/2033(2)(8) |
91,597 | 19,433 | ||||||
| 7.50%, 06/25/2022 |
34 | 36 | ||||||
| 7.50%, 07/25/2022 |
2,029 | 2,101 | ||||||
| 7.50%, 09/25/2022 |
1,167 | 1,200 | ||||||
| 7.50%, 10/25/2022 |
2,547 | 2,667 | ||||||
| 7.50%, 03/25/2023 |
2,600 | 2,749 | ||||||
| 7.50%, 04/18/2027 |
3,529 | 4,089 | ||||||
| 7.50%, 04/20/2027 |
5,309 | 6,140 | ||||||
| 7.50%, 05/20/2027 |
19,454 | 22,194 | ||||||
| 7.50%, 12/18/2029 |
6,003 | 6,940 | ||||||
| 7.50%, 02/25/2030 |
31,232 | 36,665 | ||||||
| 7.70%, 03/25/2023 |
1,161 | 1,226 | ||||||
| 7.75%, 09/25/2022 |
1,149 | 1,203 | ||||||
| 7.90%, 01/25/2023 |
2,026 | 2,132 | ||||||
| 7.90% (1 Month LIBOR USD + 8.05%, 8.05% Cap), 08/25/2023(2)(8) |
462 | 33 | ||||||
| 8.00%, 07/25/2022 |
112 | 116 | ||||||
| 8.00%, 07/25/2022 |
3,816 | 3,996 | ||||||
| 8.00%, 09/25/2022 |
4,165 | 4,355 | ||||||
| 8.00% (1 Month LIBOR USD + 8.15%, 8.15% Cap), 12/25/2028(2)(8) |
3,209 | 199 | ||||||
| 8.50%, 06/25/2021 |
3 | 3 | ||||||
| 8.50%, 01/25/2025 |
1,196 | 1,329 | ||||||
| 8.50%, 01/25/2031 |
1,751 | 347 | ||||||
| 8.50% (1 Month LIBOR USD + 51.00%, 8.50% Cap), 11/25/2032(2)(8) |
14,518 | 17,472 | ||||||
| 8.75%, 06/25/2021 |
15 | 15 | ||||||
| 8.80%, 01/25/2025 |
2,500 | 2,831 | ||||||
| 8.95% (1 Month LIBOR USD + 9.10%, 9.10% Cap), 07/25/2030(2)(8) |
9,158 | 1,272 | ||||||
| 9.90% (1 Month LIBOR USD + 10.17%, 10.17% Cap), 08/25/2033(2)(8) |
9,385 | 11,724 | ||||||
| 10.00% (10 year CMT Index + 10.75%, 10.00% Cap), 08/25/2023(2)(8) |
12,702 | 1,279 | ||||||
| 10.00% (1 Month LIBOR USD + 54.00%, 10.00% Cap), 03/25/2032(2)(8) |
566 | 708 | ||||||
| 10.50% (11th District Cost of Funds Index + 63.39%, 10.50% Cap), 10/25/2023(2)(8) |
408 | 457 | ||||||
| 11.30% (1 Month LIBOR USD + 11.52%, 11.52% Cap), 01/25/2034(2)(8) |
2,562 | 3,005 | ||||||
| 12.25% (1 Month LIBOR USD + 12.50%, 12.50% Cap), 09/25/2033(2)(8) |
12,701 | 16,110 | ||||||
| 12.30% (11th District Cost of Funds Index + 12.95%, 4.00% Floor, 12.95% Cap), 12/25/2023(2)(8) |
743 | 827 | ||||||
| 12.36% (1 Month LIBOR USD + 12.66%, 12.66% Cap), 03/25/2040(2)(8) |
234,872 | 319,429 | ||||||
| 13.36% (1 Month LIBOR USD + 13.75%, 13.75% Cap), 07/25/2033(2)(8) |
19,952 | 25,621 | ||||||
| 13.47% (11th District Cost of Funds Index + 14.86%, 14.86% Cap), 09/25/2023(2)(8) |
711 | 773 | ||||||
| 13.70% (1 Month LIBOR USD + 14.00%, 14.00% Cap), 03/25/2038(2)(8) |
19,612 | 24,980 |
| 13.80% (1 Month LIBOR USD + 14.10%, 14.10% Cap), 12/25/2033(2)(8) |
764 | 780 | ||||||
| 13.90% (1 Month LIBOR USD + 14.20%, 14.20% Cap), 06/25/2033(2)(8) |
24,423 | 26,844 | ||||||
| 13.94% (1 Month LIBOR USD + 14.24%, 14.24% Cap), 07/25/2034(2)(8) |
11,909 | 15,192 | ||||||
| 14.21% (1 Month LIBOR USD + 14.48%, 14.48% Cap), 12/25/2032(2)(8) |
6,902 | 9,192 | ||||||
| 15.20% (1 Month LIBOR USD + 15.50%, 15.50% Cap), 11/25/2031(2)(8) |
13,641 | 18,893 | ||||||
| 15.50% (1 Month LIBOR USD + 58.37%, 15.50% Cap), 02/25/2023(2)(8) |
400 | 471 | ||||||
| 15.78% (1 Month LIBOR USD + 16.15%, 16.15% Cap), 09/25/2037(2)(8) |
10,292 | 14,639 | ||||||
| 15.90% (1 Month LIBOR USD + 16.20%, 16.20% Cap), 01/25/2034(2)(8) |
7,808 | 9,104 | ||||||
| 16.09% (1 Month LIBOR USD + 16.50%, 16.50% Cap), 05/25/2034(2)(8) |
10,374 | 14,370 | ||||||
| 16.13% (1 Month LIBOR USD + 16.50%, 16.50% Cap), 07/25/2037(2)(8) |
28,095 | 37,934 | ||||||
| 16.33% (1 Month LIBOR USD + 16.70%, 16.70% Cap), 08/25/2035(2)(8) |
30,758 | 42,641 | ||||||
| 16.50% (1 Month LIBOR USD + 16.88%, 16.88% Cap), 08/25/2035(2)(8) |
25,963 | 36,204 | ||||||
| 16.50% (1 Month LIBOR USD + 16.88%, 16.88% Cap), 10/25/2035(2)(8) |
31,293 | 44,861 | ||||||
| 16.63% (1 Month LIBOR USD + 17.00%, 17.00% Cap), 05/25/2035(2)(8) |
4,339 | 5,633 | ||||||
| 17.00% (1 Month LIBOR USD + 17.38%, 17.38% Cap), 07/25/2035(2)(8) |
25,101 | 37,374 | ||||||
| 17.12% (1 Month LIBOR USD + 17.47%, 17.47% Cap), 12/25/2031(2)(8) |
1,302 | 1,835 | ||||||
| 17.17% (1 Month LIBOR USD + 17.67%, 17.67% Cap), 04/25/2040(2)(8) |
115,205 | 162,127 | ||||||
| 17.42% (1 Month LIBOR USD + 17.68%, 17.68% Cap), 05/25/2021(2)(8) |
13 | 13 | ||||||
| 17.71% (1 Month LIBOR USD + 18.15%, 18.15% Cap), 08/25/2033(2)(8) |
23,227 | 28,924 | ||||||
| 19.01% (11th District Cost of Funds Index + 20.53%, 20.53% Cap), 04/25/2023(2)(8) |
1,190 | 1,350 | ||||||
| 19.12% (1 Month LIBOR USD + 19.53%, 19.53% Cap), 04/25/2034(2)(8) |
37,894 | 56,787 | ||||||
| 19.12% (1 Month LIBOR USD + 19.53%, 19.53% Cap), 05/25/2034(2)(8) |
84,419 | 130,041 | ||||||
| 19.39% (1 Month LIBOR USD + 19.80%, 19.80% Cap), 11/25/2034(2)(8) |
2,897 | 2,993 | ||||||
| 19.61% (1 Month LIBOR USD + 20.02%, 20.02% Cap), 05/25/2035(2)(8) |
75,770 | 98,576 | ||||||
| 19.72% (1 Month LIBOR USD + 20.13%, 20.13% Cap), 05/25/2035(2)(8) |
52,089 | 68,112 | ||||||
| 20.26% (1 Month LIBOR USD + 20.70%, 20.70% Cap), 04/25/2038(2)(8) |
23,141 | 36,013 | ||||||
| 21.20% (7 year CMT Index + 22.30%, 21.83% Cap), 04/25/2023(2)(8) |
2,242 | 423 | ||||||
| 22.17% (1 Month LIBOR USD + 22.67%, 22.67% Cap), 04/25/2037(2)(8) |
36,452 | 60,990 | ||||||
| 22.51% (1 Month LIBOR USD + 22.95%, 22.95% Cap), 10/25/2031(2)(8) |
10,824 | 17,791 | ||||||
| 22.97% (1 Month LIBOR USD + 23.38%, 23.38% Cap), 10/25/2023(2)(8) |
1,139 | 1,456 | ||||||
| 23.41% (1 Month LIBOR USD + 24.00%, 24.00% Cap), 05/25/2034(2)(8) |
15,973 | 25,472 | ||||||
| 23.47% (1 Month LIBOR USD + 24.02%, 24.02% Cap), 08/25/2037(2)(8) |
46,769 | 75,682 | ||||||
| 23.61% (1 Month LIBOR USD + 24.20%, 24.20% Cap), 09/25/2035(2)(8) |
7,055 | 10,733 | ||||||
| 23.66% (1 Month LIBOR USD + 24.20%, 24.20% Cap), 06/25/2036(2)(8) |
4,798 | 7,865 | ||||||
| 23.98% (1 Month LIBOR USD + 24.50%, 24.50% Cap), 12/25/2023(2)(8) |
1,596 | 2,064 | ||||||
| 23.98% (1 Month LIBOR USD + 24.50%, 24.50% Cap), 09/25/2031(2)(8) |
17,639 | 26,318 | ||||||
| 24.02% (1 Month LIBOR USD + 24.57%, 24.57% Cap), 11/25/2035(2)(8) |
144,561 | 220,911 | ||||||
| 24.02% (1 Month LIBOR USD + 24.57%, 24.57% Cap), 03/25/2036(2)(8) |
14,265 | 23,872 | ||||||
| 24.21% (1 Month LIBOR USD + 24.75%, 24.75% Cap), 05/25/2035(2)(8) |
17,394 | 23,202 | ||||||
| 24.71% (1 Month LIBOR USD + 25.19%, 25.19% Cap), 02/25/2032(2)(8) |
3,301 | 4,856 | ||||||
| 24.76% (1 Month LIBOR USD + 25.50%, 25.50% Cap), 06/25/2035(2)(8) |
25,258 | 43,125 | ||||||
| 25.61% (1 Month LIBOR USD + 26.20%, 26.20% Cap), 10/25/2036(2)(8) |
18,466 | 30,544 | ||||||
| 25.97% (1 Month LIBOR USD + 26.56%, 26.56% Cap), 12/25/2036(2)(8) |
3,844 | 6,216 | ||||||
| 26.89% (11th District Cost of Funds Index + 29.75%, 29.75% Cap), 10/25/2023(2)(8) |
613 | 724 | ||||||
| 28.12% (11th District Cost of Funds Index + 31.01%, 31.01% Cap), 12/25/2023(2)(8) |
1,962 | 2,345 | ||||||
| 28.21% (1 Month LIBOR USD + 28.80%, 28.80% Cap), 07/25/2036(2)(8) |
15,777 | 25,529 | ||||||
| 28.60% (7 year CMT Index + 30.01%, 29.59% Cap), 12/25/2021(2)(8) |
9 | 10 | ||||||
| 29.48% (1 Month LIBOR USD + 30.15%, 30.15% Cap), 05/25/2036(2)(8) |
16,182 | 28,124 | ||||||
| 32.51% (1 Month LIBOR USD + 33.25%, 33.25% Cap), 10/25/2026(2)(8) |
10,957 | 16,624 | ||||||
| 38.11% (1 Month LIBOR USD + 39.00%, 39.00% Cap), 02/25/2037(2)(8) |
8,374 | 29,805 | ||||||
| 39.01% (1 Month LIBOR USD + 39.90%, 39.90% Cap), 07/25/2036(2)(8) |
11,891 | 25,879 | ||||||
| Fannie Mae REMICS SER 1990-140 CL K |
||||||||
| 652.15%, 12/25/2020 |
3 | 4 | ||||||
| Fannie Mae REMICS SER 1993-165 CL SK V/R |
||||||||
| 12.50% (1 Month LIBOR USD + 77.31%, 12.50% Cap), 09/25/2023(2)(8) |
883 | 958 | ||||||
| Fannie Mae REMICS SER 2019 CL BA |
||||||||
| 1.99%, 12/25/2029 |
25,524,725 | 26,582,158 | ||||||
| Fannie Mae REMICS SER G92-35 CL G |
||||||||
| 1184.78%, 07/25/2022 |
2 | 14 | ||||||
| Fannie Mae Trust 2003-W2 |
||||||||
| 5.90%, 07/25/2042 |
48,920 | 57,256 | ||||||
| 6.50%, 07/25/2042 |
81,613 | 96,748 | ||||||
| Fannie Mae Trust 2003-W6 |
||||||||
| 5.20%, 09/25/2042 |
307,850 | 350,311 | ||||||
| 6.50%, 09/25/2042 |
112,828 | 133,077 | ||||||
| Fannie Mae Trust 2003-W8 |
||||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 8.00% Cap), 05/25/2042(2) |
26,089 | 25,996 | ||||||
| 7.00%, 10/25/2042 |
123,764 | 148,724 | ||||||
| Fannie Mae Trust 2004-W1 |
||||||||
| 7.00%, 12/25/2033 |
195,395 | 232,245 | ||||||
| Fannie Mae Trust 2004-W15 |
||||||||
| 0.40% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 08/25/2044(2) |
117,995 | 117,329 | ||||||
| Fannie Mae Trust 2004-W2 |
||||||||
| 7.00%, 02/25/2044 |
38,879 | 45,873 | ||||||
| Fannie Mae Trust 2004-W8 |
||||||||
| 7.50%, 06/25/2044 |
38,887 | 46,734 | ||||||
| Fannie Mae Trust 2005-W3 |
||||||||
| 0.37% (1 Month LIBOR USD + 0.22%, 0.22% Floor, 9.50% Cap), 03/25/2045(2) |
943,052 | 939,480 | ||||||
| Fannie Mae Trust 2005-W4 |
||||||||
| 6.00%, 08/25/2045 |
50,799 | 59,007 | ||||||
| Fannie Mae Trust 2006-W2 |
||||||||
| 0.37% (1 Month LIBOR USD + 0.22%, 0.22% Floor, 9.50% Cap), 02/25/2046(2) |
418,159 | 418,139 | ||||||
| 3.58%, 11/25/2045(4) |
120,970 | 128,836 |
| Fannie Mae Whole Loan |
||||||||
| 0.41% (1 Month LIBOR USD + 0.26%, 0.26% Floor, 9.50% Cap), 11/25/2046(2) |
983,803 | 971,769 | ||||||
| Fannie Mae-Aces |
||||||||
| 0.75%, 09/25/2028 |
35,760,000 | 35,410,117 | ||||||
| 1.11% (1 Month LIBOR USD + 0.93%), 11/25/2022(2) |
587,618 | 588,013 | ||||||
| 1.59%, 11/25/2028 |
2,970,000 | 3,042,227 | ||||||
| 2.10%, 08/25/2029 |
20,384,428 | 21,611,758 | ||||||
| 2.11%, 11/25/2028 |
12,600,000 | 1,690,620 | ||||||
| 2.15%, 07/25/2030 |
122,861,915 | 17,276,830 | ||||||
| 2.28%, 12/27/2022 |
712,119 | 733,881 | ||||||
| 2.39%, 01/25/2023(4) |
585,892 | 607,154 | ||||||
| 2.50%, 10/25/2026(4) |
5,335,000 | 5,800,679 | ||||||
| 2.53%, 09/25/2024 |
1,320,831 | 1,401,554 | ||||||
| 2.57%, 12/25/2026(4) |
1,512,023 | 1,649,662 | ||||||
| 2.59%, 12/25/2024 |
1,415,806 | 1,510,007 | ||||||
| 2.67%, 12/25/2026(4) |
9,307,000 | 10,129,826 | ||||||
| 2.83%, 01/25/2025(4) |
587,027 | 628,109 | ||||||
| 2.90%, 01/25/2025(4) |
2,000,000 | 2,159,856 | ||||||
| 2.92%, 08/25/2021 |
287,948 | 292,231 | ||||||
| 2.96%, 02/25/2027(4) |
3,535,000 | 3,953,326 | ||||||
| 2.98%, 08/25/2029 |
2,200,000 | 2,521,917 | ||||||
| 3.01%, 11/25/2025(4) |
8,196,599 | 8,981,657 | ||||||
| 3.02%, 08/25/2024(4) |
1,207,358 | 1,299,865 | ||||||
| 3.06%, 05/25/2027(4) |
29,130,000 | 32,879,028 | ||||||
| 3.09%, 04/25/2027(4) |
23,211,000 | 25,963,119 | ||||||
| 3.10%, 07/25/2024(4) |
1,020,560 | 1,108,273 | ||||||
| 3.15%, 03/25/2028(4) |
3,891,000 | 4,435,814 | ||||||
| 3.18%, 06/25/2027(4) |
5,513,000 | 6,204,367 | ||||||
| 3.19%, 02/25/2030(4) |
2,791,000 | 3,211,509 | ||||||
| 3.29%, 04/25/2029(4) |
4,540,000 | 5,211,688 | ||||||
| 3.44%, 06/25/2028(4) |
5,160,000 | 5,975,512 | ||||||
| 3.48%, 07/25/2028(4) |
4,813,615 | 5,301,324 | ||||||
| 3.48%, 07/25/2028(4) |
35,477,000 | 41,234,328 | ||||||
| 3.50%, 01/25/2024(4) |
11,505,237 | 12,485,412 | ||||||
| 3.51%, 12/25/2023(4) |
1,961,708 | 2,100,434 | ||||||
| 3.66%, 11/25/2020 |
2,691 | 2,689 | ||||||
| 3.67%, 09/25/2028(4) |
7,310,000 | 8,665,219 | ||||||
| 3.76%, 06/25/2021 |
354,500 | 358,347 | ||||||
| 3.78%, 08/25/2030(4) |
7,611,341 | 9,218,751 | ||||||
| FHLMC-Ginnie Mae |
||||||||
| 6.25%, 11/25/2023 |
3,063 | 3,253 | ||||||
| 7.00%, 03/25/2023 |
3,394 | 3,526 | ||||||
| 7.50%, 04/25/2024 |
21,277 | 22,868 | ||||||
| First Horizon Alternative Mortgage Securities Trust 2005-FA8 |
||||||||
| 5.50%, 11/25/2035 |
82,310 | 62,694 | ||||||
| First Horizon Alternative Mortgage Securities Trust 2006-FA6 |
||||||||
| 5.75%, 11/25/2021 |
2,431 | 2,290 | ||||||
| First Horizon Alternative Mortgage Securities Trust 2006-FA8 |
||||||||
| 5.75%, 02/25/2037 |
13,627 | 9,844 | ||||||
| First Horizon Alternative Mortgage Securities Trust 2007-FA4 |
||||||||
| 5.50% (1 Month LIBOR USD + 5.65%, 5.65% Cap), 08/25/2037(2)(8) |
719,759 | 188,943 | ||||||
| FNCL TBA 30 YR 1.5% NOV 20 |
||||||||
| 1.50%, 11/01/2050(9) |
1,899,658 | 1,908,381 | ||||||
| Freddie Mac Gold Pool |
||||||||
| 2.00%, 01/01/2032 |
4,926,908 | 5,145,957 | ||||||
| 2.50%, 04/01/2028 |
1,582,456 | 1,656,908 | ||||||
| 2.50%, 06/01/2028 |
603,917 | 639,930 | ||||||
| 2.50%, 03/01/2030 |
1,228,647 | 1,305,227 | ||||||
| 2.50%, 07/01/2030 |
2,793,204 | 2,977,787 | ||||||
| 2.50%, 07/01/2031 |
2,490,320 | 2,658,516 | ||||||
| 2.50%, 08/01/2031 |
1,467,238 | 1,564,328 | ||||||
| 2.50%, 11/01/2046 |
2,503,545 | 2,666,490 | ||||||
| 3.00%, 07/01/2028 |
1,221,078 | 1,298,830 | ||||||
| 3.00%, 08/01/2028 |
713,673 | 765,079 | ||||||
| 3.00%, 09/01/2028 |
2,506,051 | 2,671,330 | ||||||
| 3.00%, 10/01/2028 |
1,059,041 | 1,138,025 | ||||||
| 3.00%, 05/01/2029 |
949,208 | 1,010,506 | ||||||
| 3.00%, 04/01/2031 |
4,866,518 | 5,219,278 | ||||||
| 3.00%, 09/01/2031 |
1,034,532 | 1,113,482 | ||||||
| 3.00%, 02/01/2032 |
5,345,891 | 5,733,297 | ||||||
| 3.00%, 02/01/2032 |
7,718,663 | 8,313,061 | ||||||
| 3.00%, 08/01/2042 |
1,548,393 | 1,647,611 | ||||||
| 3.00%, 10/01/2042 |
3,950,735 | 4,204,763 | ||||||
| 3.00%, 11/01/2042 |
569,397 | 605,814 | ||||||
| 3.00%, 11/01/2042 |
5,235,534 | 5,652,745 | ||||||
| 3.00%, 02/01/2043 |
341,592 | 363,908 | ||||||
| 3.00%, 03/01/2043 |
2,187,861 | 2,331,174 | ||||||
| 3.00%, 03/01/2043 |
4,394,398 | 4,681,906 | ||||||
| 3.00%, 04/01/2043 |
80,148 | 85,375 | ||||||
| 3.00%, 04/01/2043 |
10,552,890 | 11,319,114 | ||||||
| 3.00%, 06/01/2043 |
29,837 | 31,737 |
| 3.00%, 07/01/2043 |
22,955 | 24,450 | ||||||
| 3.00%, 07/01/2043 |
302,192 | 321,912 | ||||||
| 3.00%, 08/01/2043 |
443,507 | 472,150 | ||||||
| 3.00%, 08/01/2043 |
5,865,304 | 6,248,305 | ||||||
| 3.00%, 01/01/2045 |
181,587 | 187,864 | ||||||
| 3.00%, 05/01/2045 |
1,025,135 | 1,112,714 | ||||||
| 3.00%, 05/01/2045 |
2,135,102 | 2,304,300 | ||||||
| 3.00%, 06/01/2045 |
530,293 | 562,116 | ||||||
| 3.00%, 10/01/2045 |
4,116,240 | 4,385,877 | ||||||
| 3.00%, 10/01/2046 |
6,706,237 | 7,053,989 | ||||||
| 3.00%, 10/01/2046 |
18,304,486 | 19,736,025 | ||||||
| 3.00%, 03/01/2047 |
1,355,576 | 1,423,724 | ||||||
| 3.00%, 05/01/2047 |
13,900,167 | 14,901,719 | ||||||
| 3.50%, 01/01/2027 |
129,978 | 137,690 | ||||||
| 3.50%, 01/01/2032 |
432,344 | 467,313 | ||||||
| 3.50%, 03/01/2032 |
172,966 | 186,829 | ||||||
| 3.50%, 02/01/2033 |
148,623 | 159,773 | ||||||
| 3.50%, 05/01/2033 |
194,957 | 209,570 | ||||||
| 3.50%, 05/01/2033 |
571,389 | 613,090 | ||||||
| 3.50%, 01/01/2034 |
6,262,896 | 6,767,162 | ||||||
| 3.50%, 11/01/2037 |
2,217,517 | 2,352,809 | ||||||
| 3.50%, 05/01/2042 |
750,560 | 813,536 | ||||||
| 3.50%, 06/01/2042 |
360,095 | 389,687 | ||||||
| 3.50%, 06/01/2042 |
2,271,338 | 2,466,953 | ||||||
| 3.50%, 08/01/2042 |
630,415 | 680,869 | ||||||
| 3.50%, 09/01/2042 |
2,691,508 | 2,920,891 | ||||||
| 3.50%, 09/01/2042 |
4,524,452 | 4,894,430 | ||||||
| 3.50%, 10/01/2042 |
2,177,274 | 2,362,398 | ||||||
| 3.50%, 10/01/2042 |
9,543,839 | 10,425,443 | ||||||
| 3.50%, 11/01/2042 |
91,349 | 99,281 | ||||||
| 3.50%, 11/01/2042 |
927,154 | 1,005,699 | ||||||
| 3.50%, 11/01/2042 |
2,518,014 | 2,730,087 | ||||||
| 3.50%, 12/01/2042 |
2,758,984 | 2,986,127 | ||||||
| 3.50%, 01/01/2043 |
6,308,955 | 6,829,394 | ||||||
| 3.50%, 03/01/2043 |
659,064 | 714,208 | ||||||
| 3.50%, 05/01/2043 |
254,402 | 276,364 | ||||||
| 3.50%, 05/01/2043 |
3,628,481 | 3,927,587 | ||||||
| 3.50%, 06/01/2043 |
765,162 | 830,967 | ||||||
| 3.50%, 06/01/2043 |
1,331,124 | 1,441,476 | ||||||
| 3.50%, 07/01/2043 |
467,098 | 506,896 | ||||||
| 3.50%, 10/01/2043 |
192,247 | 208,039 | ||||||
| 3.50%, 05/01/2044 |
12,822,533 | 14,143,820 | ||||||
| 3.50%, 01/01/2045 |
10,916,401 | 11,917,497 | ||||||
| 3.50%, 06/01/2045 |
1,238,089 | 1,340,703 | ||||||
| 3.50%, 08/01/2045 |
3,889,249 | 4,178,031 | ||||||
| 3.50%, 12/01/2045 |
4,022,712 | 4,293,514 | ||||||
| 3.50%, 01/01/2046 |
686,361 | 742,063 | ||||||
| 3.50%, 01/01/2046 |
7,603,174 | 8,272,948 | ||||||
| 3.50%, 05/01/2046 |
2,614,402 | 2,788,146 | ||||||
| 3.50%, 07/01/2046 |
1,727,506 | 1,846,842 | ||||||
| 3.50%, 07/01/2046 |
3,329,903 | 3,554,467 | ||||||
| 3.50%, 08/01/2046 |
6,288,984 | 6,929,985 | ||||||
| 3.50%, 08/01/2046 |
7,798,859 | 8,441,773 | ||||||
| 3.50%, 12/01/2046 |
456,221 | 485,392 | ||||||
| 3.50%, 12/01/2046 |
7,062,264 | 7,652,793 | ||||||
| 3.50%, 01/01/2047 |
3,033,999 | 3,229,023 | ||||||
| 3.50%, 10/01/2047 |
9,275,326 | 9,817,041 | ||||||
| 3.50%, 01/01/2048 |
5,591,229 | 5,944,612 | ||||||
| 3.50%, 03/01/2048 |
5,299,933 | 5,690,592 | ||||||
| 4.00%, 08/01/2040 |
434,057 | 473,986 | ||||||
| 4.00%, 09/01/2040 |
547,382 | 600,882 | ||||||
| 4.00%, 11/01/2040 |
31,317 | 34,581 | ||||||
| 4.00%, 11/01/2040 |
1,451,787 | 1,579,794 | ||||||
| 4.00%, 12/01/2040 |
340,875 | 376,347 | ||||||
| 4.00%, 12/01/2040 |
743,540 | 819,546 | ||||||
| 4.00%, 12/01/2040 |
912,698 | 1,007,211 | ||||||
| 4.00%, 12/01/2040 |
1,060,474 | 1,168,248 | ||||||
| 4.00%, 12/01/2040 |
1,110,095 | 1,222,407 | ||||||
| 4.00%, 01/01/2041 |
621,995 | 682,328 | ||||||
| 4.00%, 01/01/2041 |
1,243,616 | 1,372,133 | ||||||
| 4.00%, 10/01/2041 |
3,369,672 | 3,714,909 | ||||||
| 4.00%, 11/01/2041 |
9,622 | 10,568 | ||||||
| 4.00%, 01/01/2042 |
181,710 | 200,447 | ||||||
| 4.00%, 05/01/2042 |
12,576 | 13,876 | ||||||
| 4.00%, 06/01/2042 |
1,584,363 | 1,736,277 | ||||||
| 4.00%, 10/01/2042 |
41,951 | 44,007 | ||||||
| 4.00%, 01/01/2043 |
209,048 | 229,142 | ||||||
| 4.00%, 06/01/2043 |
15,591 | 16,738 | ||||||
| 4.00%, 09/01/2043 |
132,401 | 146,317 | ||||||
| 4.00%, 09/01/2043 |
5,629,177 | 6,216,916 | ||||||
| 4.00%, 11/01/2043 |
65,893 | 72,438 | ||||||
| 4.00%, 11/01/2043 |
133,299 | 146,332 |
| 4.00%, 12/01/2043 |
184,111 | 203,109 | ||||||
| 4.00%, 12/01/2043 |
678,107 | 736,495 | ||||||
| 4.00%, 12/01/2043 |
1,273,201 | 1,397,358 | ||||||
| 4.00%, 01/01/2044 |
111,137 | 121,537 | ||||||
| 4.00%, 01/01/2044 |
398,404 | 437,512 | ||||||
| 4.00%, 03/01/2044 |
2,132,455 | 2,341,412 | ||||||
| 4.00%, 05/01/2044 |
88,067 | 96,134 | ||||||
| 4.00%, 10/01/2044 |
6,000,743 | 6,593,217 | ||||||
| 4.00%, 01/01/2045 |
346,414 | 378,349 | ||||||
| 4.00%, 10/01/2045 |
480,228 | 520,618 | ||||||
| 4.00%, 10/01/2045 |
6,434,776 | 7,001,817 | ||||||
| 4.00%, 11/01/2045 |
9,654,578 | 10,503,872 | ||||||
| 4.00%, 12/01/2045 |
1,114,365 | 1,217,151 | ||||||
| 4.00%, 01/01/2046 |
3,239,501 | 3,550,661 | ||||||
| 4.00%, 02/01/2046 |
1,903,304 | 2,090,082 | ||||||
| 4.00%, 05/01/2046 |
255,426 | 277,013 | ||||||
| 4.00%, 06/01/2046 |
8,795,197 | 9,592,176 | ||||||
| 4.00%, 08/01/2046 |
2,285,041 | 2,491,934 | ||||||
| 4.00%, 01/01/2047 |
11,421,106 | 12,716,011 | ||||||
| 4.00%, 04/01/2047 |
441,810 | 484,944 | ||||||
| 4.00%, 06/01/2047 |
4,254,988 | 4,565,309 | ||||||
| 4.00%, 09/01/2047 |
6,080,779 | 6,686,438 | ||||||
| 4.50%, 11/01/2035 |
10,174 | 11,322 | ||||||
| 4.50%, 07/01/2039 |
162,526 | 182,450 | ||||||
| 4.50%, 10/01/2039 |
1,255,209 | 1,408,350 | ||||||
| 4.50%, 11/01/2039 |
1,434,612 | 1,609,916 | ||||||
| 4.50%, 11/01/2039 |
1,949,654 | 2,187,296 | ||||||
| 4.50%, 05/01/2040 |
684,980 | 768,524 | ||||||
| 4.50%, 08/01/2040 |
311,900 | 350,240 | ||||||
| 4.50%, 09/01/2040 |
249,623 | 280,934 | ||||||
| 4.50%, 09/01/2040 |
985,483 | 1,101,642 | ||||||
| 4.50%, 03/01/2041 |
198,987 | 223,431 | ||||||
| 4.50%, 05/01/2041 |
1,552,277 | 1,747,166 | ||||||
| 4.50%, 08/01/2041 |
530,014 | 596,918 | ||||||
| 4.50%, 12/01/2043 |
5,655,835 | 6,362,287 | ||||||
| 4.50%, 03/01/2044 |
495,812 | 554,737 | ||||||
| 4.50%, 05/01/2044 |
751,404 | 840,497 | ||||||
| 4.50%, 07/01/2044 |
23,460 | 25,436 | ||||||
| 4.50%, 07/01/2044 |
233,087 | 259,327 | ||||||
| 4.50%, 09/01/2044 |
1,522,086 | 1,698,283 | ||||||
| 4.50%, 09/01/2046 |
3,220,946 | 3,538,117 | ||||||
| 4.50%, 10/01/2046 |
2,639,780 | 2,898,814 | ||||||
| 4.50%, 11/01/2046 |
10,445,906 | 11,746,390 | ||||||
| 4.50%, 03/01/2047 |
881,920 | 979,177 | ||||||
| 4.50%, 07/01/2047 |
1,339,492 | 1,458,380 | ||||||
| 4.50%, 07/01/2047 |
2,571,981 | 2,816,502 | ||||||
| 4.50%, 11/01/2047 |
1,006,813 | 1,094,913 | ||||||
| 4.50%, 09/01/2048 |
294,311 | 318,911 | ||||||
| 5.00%, 01/01/2034 |
23,183 | 26,689 | ||||||
| 5.00%, 06/01/2034 |
66,712 | 76,565 | ||||||
| 5.00%, 09/01/2034 |
71,345 | 82,215 | ||||||
| 5.00%, 03/01/2035 |
19,652 | 21,661 | ||||||
| 5.00%, 08/01/2035 |
1,001,610 | 1,145,157 | ||||||
| 5.00%, 03/01/2036 |
2,138,384 | 2,460,027 | ||||||
| 5.00%, 07/01/2036 |
2,021 | 2,325 | ||||||
| 5.00%, 11/01/2036 |
58,792 | 67,619 | ||||||
| 5.00%, 03/01/2037 |
161,100 | 185,674 | ||||||
| 5.00%, 06/01/2037 |
176,285 | 202,926 | ||||||
| 5.00%, 08/01/2037 |
168,375 | 193,881 | ||||||
| 5.00%, 02/01/2038 |
220,411 | 253,249 | ||||||
| 5.00%, 03/01/2038 |
53,071 | 61,087 | ||||||
| 5.00%, 03/01/2038 |
187,816 | 216,290 | ||||||
| 5.00%, 03/01/2038 |
207,394 | 238,568 | ||||||
| 5.00%, 03/01/2038 |
235,488 | 270,990 | ||||||
| 5.00%, 04/01/2038 |
132,138 | 151,883 | ||||||
| 5.00%, 09/01/2038 |
25,402 | 29,217 | ||||||
| 5.00%, 09/01/2038 |
147,113 | 169,212 | ||||||
| 5.00%, 11/01/2038 |
1,091 | 1,255 | ||||||
| 5.00%, 11/01/2038 |
53,803 | 61,708 | ||||||
| 5.00%, 12/01/2038 |
548 | 629 | ||||||
| 5.00%, 12/01/2038 |
174,975 | 201,293 | ||||||
| 5.00%, 02/01/2039 |
362,118 | 416,555 | ||||||
| 5.00%, 05/01/2039 |
6,735 | 7,779 | ||||||
| 5.00%, 10/01/2039 |
401,093 | 461,463 | ||||||
| 5.00%, 01/01/2040 |
101,567 | 116,947 | ||||||
| 5.00%, 03/01/2040 |
164,728 | 189,046 | ||||||
| 5.00%, 03/01/2040 |
1,860,474 | 2,143,997 | ||||||
| 5.00%, 08/01/2040 |
257,441 | 296,704 | ||||||
| 5.00%, 04/01/2041 |
681,353 | 779,516 | ||||||
| 5.00%, 06/01/2041 |
339,311 | 390,108 | ||||||
| 5.00%, 12/01/2047 |
4,121,459 | 4,546,866 | ||||||
| 5.00%, 02/01/2048 |
1,574,476 | 1,742,715 |
| 5.50%, 02/01/2024 |
2,471 | 2,554 | ||||||
| 5.50%, 01/01/2033 |
38,664 | 44,322 | ||||||
| 5.50%, 10/01/2033 |
33,821 | 39,817 | ||||||
| 5.50%, 07/01/2035 |
64,731 | 75,877 | ||||||
| 5.50%, 01/01/2036 |
15,046 | 17,645 | ||||||
| 5.50%, 12/01/2036 |
29,145 | 33,914 | ||||||
| 5.50%, 05/01/2038 |
46,921 | 54,337 | ||||||
| 5.50%, 08/01/2038 |
59,884 | 69,648 | ||||||
| 5.50%, 01/01/2039 |
2,239,727 | 2,637,617 | ||||||
| 5.50%, 03/01/2040 |
21,431 | 24,735 | ||||||
| 5.50%, 05/01/2040 |
1,497,256 | 1,736,614 | ||||||
| 5.50%, 08/01/2040 |
617,080 | 714,492 | ||||||
| 6.00%, 07/01/2021 |
9 | 9 | ||||||
| 6.00%, 07/01/2021 |
282 | 283 | ||||||
| 6.00%, 03/01/2022 |
7 | 7 | ||||||
| 6.00%, 10/01/2029 |
8,862 | 9,981 | ||||||
| 6.00%, 12/01/2033 |
11,090 | 12,412 | ||||||
| 6.00%, 01/01/2034 |
6,071 | 6,391 | ||||||
| 6.00%, 01/01/2034 |
24,519 | 28,993 | ||||||
| 6.00%, 11/01/2036 |
8,760 | 9,763 | ||||||
| 6.00%, 12/01/2036 |
5,813 | 6,799 | ||||||
| 6.00%, 12/01/2036 |
13,963 | 16,537 | ||||||
| 6.50%, 03/01/2022 |
366 | 369 | ||||||
| 6.50%, 01/01/2028 |
26,789 | 29,397 | ||||||
| 6.50%, 06/01/2029 |
9,608 | 10,769 | ||||||
| 6.50%, 08/01/2029 |
75,956 | 88,260 | ||||||
| 6.50%, 11/01/2034 |
6,058 | 7,196 | ||||||
| 6.50%, 01/01/2035 |
81,792 | 92,385 | ||||||
| 6.50%, 12/01/2035 |
11,233 | 11,774 | ||||||
| 6.50%, 12/01/2035 |
50,337 | 57,921 | ||||||
| 6.50%, 11/01/2036 |
16,524 | 19,123 | ||||||
| 6.50%, 11/01/2036 |
104,766 | 118,476 | ||||||
| 6.50%, 11/01/2036 |
166,656 | 195,037 | ||||||
| 6.50%, 12/01/2036 |
85,970 | 102,562 | ||||||
| 6.50%, 12/01/2036 |
197,438 | 229,387 | ||||||
| 6.50%, 01/01/2037 |
6,037 | 6,258 | ||||||
| 6.50%, 01/01/2037 |
16,595 | 18,872 | ||||||
| 6.50%, 02/01/2037 |
8,294 | 8,647 | ||||||
| 6.50%, 06/01/2037 |
5,350 | 5,600 | ||||||
| 6.50%, 11/01/2037 |
39,743 | 48,758 | ||||||
| 6.50%, 03/01/2038 |
44,794 | 52,353 | ||||||
| 7.00%, 04/01/2026 |
800 | 891 | ||||||
| 7.00%, 12/01/2028 |
31,463 | 35,701 | ||||||
| 7.00%, 07/01/2029 |
845 | 950 | ||||||
| 7.00%, 01/01/2031 |
27,434 | 31,224 | ||||||
| 7.00%, 07/01/2032 |
2,978 | 3,412 | ||||||
| 7.00%, 08/01/2032 |
4,090 | 4,830 | ||||||
| 7.00%, 02/01/2037 |
6,637 | 7,933 | ||||||
| 7.50%, 08/01/2025 |
696 | 760 | ||||||
| 7.50%, 01/01/2032 |
69,153 | 78,350 | ||||||
| 7.50%, 12/01/2036 |
226,303 | 257,423 | ||||||
| 7.50%, 01/01/2038 |
34,105 | 42,350 | ||||||
| 7.50%, 01/01/2038 |
58,277 | 67,547 | ||||||
| 7.50%, 09/01/2038 |
26,085 | 30,797 | ||||||
| 8.00%, 08/01/2024 |
348 | 380 | ||||||
| 8.00%, 11/01/2024 |
245 | 264 | ||||||
| 8.50%, 07/01/2028 |
1,886 | 2,157 | ||||||
| 10.00%, 03/17/2026 |
46 | 46 | ||||||
| 10.00%, 10/01/2030 |
7,146 | 7,729 | ||||||
| Freddie Mac Multifamily Structured Pass Through Certificates |
||||||||
| 0.86% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 09/25/2022(2) |
127,729 | 127,878 | ||||||
| 0.93%, 10/25/2022(4) |
20,643,297 | 278,092 | ||||||
| 1.49%, 05/25/2022(4) |
48,781,058 | 875,986 | ||||||
| 1.50%, 03/25/2026(4) |
27,271,218 | 1,753,100 | ||||||
| 1.64%, 01/25/2030 |
1,890,000 | 1,977,088 | ||||||
| 2.31%, 12/25/2022 |
4,183,790 | 4,338,722 | ||||||
| 2.36%, 08/25/2022 |
1,766,679 | 1,801,114 | ||||||
| 2.52%, 01/25/2023 |
1,887,036 | 1,946,415 | ||||||
| 2.57%, 07/25/2026 |
10,075,000 | 11,059,972 | ||||||
| 2.77%, 05/25/2025 |
4,250,000 | 4,609,085 | ||||||
| 2.81%, 09/25/2024 |
6,287,000 | 6,721,278 | ||||||
| 2.84%, 09/25/2022 |
1,516,581 | 1,570,855 | ||||||
| 2.86%, 08/25/2022 |
4,195,605 | 4,327,787 | ||||||
| 2.91%, 04/25/2024 |
9,211,440 | 9,853,881 | ||||||
| 3.04%, 07/25/2024 |
10,000,000 | 10,855,102 | ||||||
| 3.07%, 08/25/2022 |
1,665,380 | 1,714,485 | ||||||
| 3.08%, 01/25/2031 |
4,126,000 | 4,734,439 | ||||||
| 3.10%, 02/25/2024(4) |
11,250,000 | 12,122,788 | ||||||
| 3.11%, 02/25/2023 |
13,450,000 | 14,180,907 | ||||||
| 3.12%, 06/25/2027 |
4,263,000 | 4,830,512 | ||||||
| 3.17%, 09/25/2026(4) |
9,915,000 | 11,145,739 | ||||||
| 3.19%, 09/25/2027(4) |
17,996,000 | 20,656,934 |
| 3.22%, 03/25/2027 |
8,625,000 | 9,845,214 | ||||||
| 3.24%, 04/25/2027 |
7,030,000 | 8,037,593 | ||||||
| 3.24%, 08/25/2027 |
2,846,000 | 3,272,214 | ||||||
| 3.25%, 09/25/2027(4) |
4,900,000 | 5,597,550 | ||||||
| 3.30%, 11/25/2027(4) |
4,589,000 | 5,278,637 | ||||||
| 3.32%, 02/25/2023 |
5,550,000 | 5,884,512 | ||||||
| 3.33%, 05/25/2027 |
1,779,000 | 2,038,807 | ||||||
| 3.33%, 08/25/2025(4) |
10,000,000 | 11,214,809 | ||||||
| 3.34%, 04/25/2028(4) |
3,315,000 | 3,752,011 | ||||||
| 3.35%, 01/25/2028 |
5,167,000 | 5,975,185 | ||||||
| 3.36%, 11/25/2027(4) |
18,922,000 | 21,801,211 | ||||||
| 3.36%, 12/25/2026(4) |
27,000,000 | 30,385,503 | ||||||
| 3.39%, 03/25/2024 |
4,286,000 | 4,664,729 | ||||||
| 3.41%, 12/25/2026 |
15,125,000 | 17,402,435 | ||||||
| 3.49%, 01/25/2024 |
18,300,000 | 19,877,074 | ||||||
| 3.51%, 03/25/2029 |
2,527,000 | 2,984,480 | ||||||
| 3.51%, 01/25/2027(4) |
23,250,000 | 26,873,622 | ||||||
| 3.76%, 01/25/2029(4) |
11,600,000 | 13,855,063 | ||||||
| 3.85%, 05/25/2028(4) |
3,550,000 | 4,229,394 | ||||||
| 3.85%, 05/25/2028(4) |
6,340,000 | 7,556,792 | ||||||
| 3.85%, 06/25/2028 |
7,875,000 | 9,393,649 | ||||||
| 3.90%, 04/25/2028 |
8,575,000 | 10,266,429 | ||||||
| 3.90%, 10/25/2033(4) |
6,500,000 | 8,173,070 | ||||||
| 3.92%, 12/25/2028(4) |
4,100,000 | 4,938,906 | ||||||
| 3.92%, 09/25/2028(4) |
10,000,000 | 12,067,822 | ||||||
| 3.99%, 05/25/2033(4) |
16,700,000 | 20,752,529 | ||||||
| 4.03%, 10/25/2028(4) |
5,600,000 | 6,817,452 | ||||||
| 4.06%, 10/25/2028 |
9,600,000 | 11,582,512 | ||||||
| Freddie Mac Non Gold Pool |
||||||||
| 2.06% (6 Month LIBOR USD + 1.68%, 1.68% Floor, 13.14% Cap), 08/01/2036(2) |
124,258 | 129,319 | ||||||
| 2.15% (6 Month LIBOR USD + 1.71%, 1.71% Floor, 12.78% Cap), 08/01/2036(2) |
38,604 | 40,236 | ||||||
| 2.29% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 11.29% Cap), 08/01/2035(2) |
5,807 | 5,825 | ||||||
| 2.38% (1 Year LIBOR USD + 1.75%, 1.75% Floor, 11.75% Cap), 11/01/2037(2) |
5,300 | 5,316 | ||||||
| 2.48% (6 Month LIBOR USD + 1.75%, 1.76% Floor, 12.56% Cap), 07/01/2036(2) |
33,580 | 35,081 | ||||||
| 2.50% (1 Year CMT Index + 2.13%, 2.13% Floor, 12.13% Cap), 07/01/2026(2) |
2,897 | 2,908 | ||||||
| 2.50% (6 Month LIBOR USD + 1.63%, 1.63% Floor, 11.75% Cap), 08/01/2036(2) |
1,786 | 1,796 | ||||||
| 2.55% (6 Month LIBOR USD + 1.93%, 1.94% Floor, 12.42% Cap), 03/01/2037(2) |
94,078 | 98,966 | ||||||
| 2.57% (6 Month LIBOR USD + 2.11%, 2.11% Floor, 12.44% Cap), 02/01/2037(2) |
27,950 | 28,601 | ||||||
| 2.64% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.86% Cap), 07/01/2036(2) |
18,235 | 19,242 | ||||||
| 2.65% (1 Year LIBOR USD + 1.75%, 1.74% Floor, 11.44% Cap), 09/01/2036(2) |
49,464 | 51,981 | ||||||
| 2.71% (1 Year LIBOR USD + 1.87%, 1.87% Floor, 11.71% Cap), 07/01/2037(2) |
11,850 | 11,999 | ||||||
| 2.76% (6 Month LIBOR USD + 1.70%, 1.70% Floor, 12.34% Cap), 10/01/2036(2) |
39,518 | 40,209 | ||||||
| 2.81% (6 Month LIBOR USD + 2.14%, 2.14% Floor, 11.85% Cap), 12/01/2035(2) |
18,278 | 18,584 | ||||||
| 3.00% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 11.98% Cap), 12/01/2036(2) |
147,208 | 154,505 | ||||||
| 3.01% (6 Month LIBOR USD + 1.54%, 1.54% Floor, 11.81% Cap), 05/01/2037(2) |
60,802 | 63,066 | ||||||
| 3.04% (6 Month LIBOR USD + 1.67%, 1.67% Floor, 10.68% Cap), 01/01/2037(2) |
14,090 | 14,187 | ||||||
| 3.11% (6 Month LIBOR USD + 1.73%, 1.73% Floor, 13.10% Cap), 10/01/2036(2) |
72,563 | 75,786 | ||||||
| 3.16% (1 Year LIBOR USD + 1.60%, 1.60% Floor, 11.32% Cap), 10/01/2036(2) |
13,561 | 13,648 | ||||||
| 3.21% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.20% Cap), 07/01/2036(2) |
29,341 | 30,966 | ||||||
| 3.22% (6 Month LIBOR USD + 1.81%, 1.81% Floor, 12.46% Cap), 10/01/2036(2) |
34,653 | 36,305 | ||||||
| 3.23% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.66% Cap), 05/01/2036(2) |
46,224 | 48,957 | ||||||
| 3.24% (1 Year CMT Index + 2.25%, 2.25% Floor, 11.19% Cap), 11/01/2036(2) |
94,741 | 100,156 | ||||||
| 3.24% (1 Year LIBOR USD + 1.84%, 1.84% Floor, 9.09% Cap), 07/01/2040(2) |
31,189 | 32,589 | ||||||
| 3.25% (1 Year LIBOR USD + 1.77%, 1.77% Floor, 11.42% Cap), 11/01/2036(2) |
35,489 | 36,108 | ||||||
| 3.33% (1 Year LIBOR USD + 1.58%, 1.58% Floor, 11.11% Cap), 12/01/2036(2) |
158,726 | 165,731 | ||||||
| 3.34% (1 Year LIBOR USD + 1.88%, 1.88% Floor, 11.04% Cap), 09/01/2036(2) |
102,223 | 108,151 | ||||||
| 3.37% (6 Month LIBOR USD + 2.01%, 2.01% Floor, 12.46% Cap), 05/01/2037(2) |
47,876 | 48,272 | ||||||
| 3.47% (1 Year LIBOR USD + 1.71%, 1.71% Floor, 10.10% Cap), 02/01/2036(2) |
10,762 | 11,296 | ||||||
| 3.47% (6 Month LIBOR USD + 2.01%, 2.01% Floor, 12.14% Cap), 05/01/2037(2) |
20,769 | 21,946 | ||||||
| 3.51% (1 Year LIBOR USD + 1.93%, 1.93% Floor, 10.94% Cap), 06/01/2036(2) |
156,627 | 166,096 | ||||||
| 3.54% (1 Year LIBOR USD + 1.99%, 1.99% Floor, 10.89% Cap), 06/01/2036(2) |
61,100 | 61,505 | ||||||
| 3.57% (1 Year CMT Index + 2.37%, 2.37% Floor, 10.64% Cap), 09/01/2034(2) |
70,594 | 74,655 | ||||||
| 3.58% (1 Year CMT Index + 2.25%, 2.25% Floor, 9.97% Cap), 02/01/2036(2) |
44,096 | 46,548 | ||||||
| 3.60% (1 Year LIBOR USD + 2.20%, 2.20% Floor, 10.78% Cap), 10/01/2036(2) |
23,897 | 24,140 | ||||||
| 3.64% (1 Year LIBOR USD + 1.75%, 1.75% Floor, 9.14% Cap), 04/01/2034(2) |
16,273 | 16,676 | ||||||
| 3.68% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 11.05% Cap), 11/01/2036(2) |
12,621 | 12,874 | ||||||
| 3.70% (1 Year LIBOR USD + 1.70%, 1.70% Floor, 11.06% Cap), 02/01/2037(2) |
9,041 | 9,493 | ||||||
| 3.70% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.29% Cap), 05/01/2033(2) |
83,356 | 87,768 | ||||||
| 3.71% (6 Month LIBOR USD + 2.12%, 2.12% Floor, 10.89% Cap), 05/01/2037(2) |
3,288 | 3,321 | ||||||
| 3.74% (1 Year CMT Index + 2.26%, 2.26% Floor, 11.83% Cap), 04/01/2030(2) |
1,004 | 1,007 | ||||||
| 3.75% (1 Year CMT Index + 2.24%, 2.24% Floor, 9.83% Cap), 11/01/2036(2) |
28,249 | 29,638 | ||||||
| 3.75% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.55% Cap), 05/01/2036(2) |
38,722 | 41,102 | ||||||
| 3.77% (1 Year LIBOR USD + 1.64%, 1.64% Floor, 10.95% Cap), 11/01/2036(2) |
42,975 | 44,931 | ||||||
| 3.77% (1 Year CMT Index + 2.11%, 2.11% Floor, 12.18% Cap), 01/01/2027(2) |
2,939 | 2,949 | ||||||
| 3.78% (1 Year LIBOR USD + 1.87%, 1.86% Floor, 10.67% Cap), 05/01/2038(2) |
16,558 | 16,681 | ||||||
| 3.82% (1 Year LIBOR USD + 1.69%, 1.69% Floor, 11.32% Cap), 12/01/2036(2) |
4,260 | 4,281 | ||||||
| 3.88% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.03% Cap), 01/01/2035(2) |
38,697 | 40,895 | ||||||
| 3.88% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.09% Cap), 01/01/2035(2) |
98,533 | 104,092 | ||||||
| 3.88% (1 Year LIBOR USD + 1.88%, 1.88% Floor, 10.80% Cap), 02/01/2037(2) |
4,380 | 4,405 | ||||||
| 3.89% (1 Year LIBOR USD + 1.89%, 1.89% Floor, 10.97% Cap), 02/01/2037(2) |
31,276 | 31,446 | ||||||
| 3.91% (1 Year LIBOR USD + 1.92%, 1.92% Floor, 11.12% Cap), 12/01/2036(2) |
45,443 | 47,609 | ||||||
| 3.91% (1 Year LIBOR USD + 1.91%, 1.91% Floor, 10.91% Cap), 04/01/2037(2) |
1,701 | 1,708 |
| 3.92% (1 Year LIBOR USD + 1.92%, 1.92% Floor, 10.89% Cap), 01/01/2037(2) |
31,573 | 32,240 | ||||||
| 3.93% (1 Year LIBOR USD + 2.18%, 2.18% Floor, 11.07% Cap), 05/01/2037(2) |
38,388 | 41,159 | ||||||
| 3.95% (1 Year LIBOR USD + 2.05%, 2.05% Floor, 10.98% Cap), 04/01/2038(2) |
37,410 | 39,837 | ||||||
| 3.98% (1 Year LIBOR USD + 1.98%, 1.98% Floor, 10.62% Cap), 04/01/2037(2) |
27,300 | 27,589 | ||||||
| 3.98% (1 Year CMT Index + 2.23%, 2.23% Floor, 9.36% Cap), 12/01/2033(2) |
20,383 | 20,771 | ||||||
| 4.03% (1 Year LIBOR USD + 2.04%, 2.05% Floor, 11.04% Cap), 05/01/2037(2) |
66,037 | 67,065 | ||||||
| 4.04% (1 Year LIBOR USD + 2.04%, 2.04% Floor, 10.71% Cap), 03/01/2036(2) |
55,515 | 59,135 | ||||||
| 4.07% (1 Year CMT Index + 2.37%, 2.37% Floor, 10.25% Cap), 09/01/2032(2) |
3,476 | 3,491 | ||||||
| 4.10% (1 Year LIBOR USD + 2.13%, 2.13% Floor, 11.19% Cap), 12/01/2036(2) |
1,901 | 1,916 | ||||||
| 4.13% (1 Year LIBOR USD + 2.33%, 2.33% Floor, 11.01% Cap), 05/01/2036(2) |
9,620 | 10,376 | ||||||
| 4.20% (1 Year LIBOR USD + 2.47%, 2.47% Floor, 11.85% Cap), 03/01/2036(2) |
38,876 | 41,506 | ||||||
| 4.36% (1 Year CMT Index + 2.36%, 2.36% Floor, 11.18% Cap), 10/01/2036(2) |
40,046 | 40,543 | ||||||
| 4.36% (1 Year LIBOR USD + 2.36%, 2.36% Floor, 10.68% Cap), 02/01/2037(2) |
5,576 | 5,597 | ||||||
| 4.52% (1 Year LIBOR USD + 2.44%, 2.45% Floor, 11.79% Cap), 03/01/2037(2) |
6,943 | 7,061 | ||||||
| Freddie Mac Pool |
||||||||
| 2.50%, 09/01/2050 |
1,018,304 | 1,075,394 | ||||||
| 2.50%, 10/01/2050 |
9,470,000 | 9,961,051 | ||||||
| 3.00%, 12/01/2034 |
299,201 | 320,979 | ||||||
| 3.00%, 01/01/2046 |
12,383,005 | 13,585,886 | ||||||
| 3.00%, 02/01/2047 |
2,122,472 | 2,285,313 | ||||||
| 3.00%, 08/01/2048 |
3,719,288 | 3,950,961 | ||||||
| 3.00%, 10/01/2049 |
3,296,961 | 3,496,232 | ||||||
| 3.00%, 12/01/2049 |
793,386 | 846,030 | ||||||
| 3.00%, 01/01/2050 |
2,236,543 | 2,386,382 | ||||||
| 3.00%, 01/01/2050 |
3,831,039 | 4,064,818 | ||||||
| 3.00%, 03/01/2050 |
6,172,926 | 6,648,601 | ||||||
| 3.00%, 06/01/2050 |
1,164,506 | 1,220,031 | ||||||
| 3.00%, 06/01/2050 |
10,742,213 | 11,496,525 | ||||||
| 3.50%, 02/01/2042 |
2,048,100 | 2,214,452 | ||||||
| 3.50%, 08/01/2042 |
1,839,653 | 1,994,179 | ||||||
| 3.50%, 07/01/2045 |
8,822,178 | 9,548,024 | ||||||
| 3.50%, 07/01/2046 |
417,474 | 446,169 | ||||||
| 3.50%, 10/01/2046 |
9,848,536 | 10,669,347 | ||||||
| 3.50%, 06/01/2047 |
424,508 | 458,903 | ||||||
| 3.50%, 10/01/2047 |
394,285 | 424,035 | ||||||
| 3.50%, 01/01/2048 |
1,345,366 | 1,430,014 | ||||||
| 3.50%, 03/01/2048 |
395,627 | 425,828 | ||||||
| 3.50%, 03/01/2048 |
7,819,515 | 8,393,687 | ||||||
| 3.50%, 10/01/2049 |
3,358,149 | 3,538,611 | ||||||
| 4.00%, 12/01/2044 |
3,495,671 | 3,857,681 | ||||||
| 4.00%, 12/01/2045 |
376,913 | 411,598 | ||||||
| 4.00%, 02/01/2046 |
8,862,297 | 9,760,536 | ||||||
| 4.00%, 04/01/2047 |
683,496 | 743,780 | ||||||
| 4.00%, 05/01/2047 |
4,384,311 | 4,796,874 | ||||||
| 4.00%, 01/01/2048 |
236,406 | 256,620 | ||||||
| 4.00%, 06/01/2048 |
202,251 | 223,466 | ||||||
| 4.50%, 12/01/2045 |
1,030,862 | 1,154,188 | ||||||
| 4.50%, 06/01/2048 |
6,682,924 | 7,408,176 | ||||||
| 4.50%, 09/01/2048 |
319,948 | 346,602 | ||||||
| 4.50%, 11/01/2048 |
4,691,629 | 5,075,399 | ||||||
| 5.00%, 12/01/2049 |
5,180,970 | 5,872,906 | ||||||
| Freddie Mac Pool UMBS P#QA4675 |
||||||||
| 3.00%, 11/01/2049 |
2,030,523 | 2,153,246 | ||||||
| Freddie Mac Pool UMBS P#QA9949 |
||||||||
| 3.00%, 04/01/2050 |
762,290 | 818,271 | ||||||
| Freddie Mac Pool UMBS P#RB5085 |
||||||||
| 2.00%, 11/01/2040 |
11,930,000 | 12,339,674 | ||||||
| Freddie Mac Pool UMBS P#SD0268 |
||||||||
| 4.00%, 03/01/2046 |
2,799,875 | 3,075,521 | ||||||
| Freddie Mac Pool UMBS P#ZM2487 |
||||||||
| 3.50%, 01/01/2047 |
3,793,106 | 4,142,244 | ||||||
| Freddie Mac PoolL UMBS P#QA6370 |
||||||||
| 3.00%, 01/01/2050 |
2,555,393 | 2,701,821 | ||||||
| Freddie Mac Reference REMIC |
||||||||
| 6.00%, 04/15/2036 |
262,480 | 314,831 | ||||||
| 6.00%, 05/15/2036 |
349,539 | 417,633 | ||||||
| Freddie Mac REMICS |
||||||||
| 0.00% (10 year CMT Index + -0.70%, 10.00% Cap), 07/15/2023(2) |
3,143 | 3,094 | ||||||
| 0.00%, 02/15/2024 |
1,309 | 1,293 | ||||||
| 0.00%, 02/15/2024 |
5,776 | 5,743 | ||||||
| 0.00% (10 year CMT Index + -0.85%, 10.00% Cap), 03/15/2024(2) |
206 | 203 | ||||||
| 0.00%, 05/15/2024 |
2,472 | 2,451 | ||||||
| 0.00%, 09/15/2032 |
905,573 | 850,912 | ||||||
| 0.00%, 12/15/2032 |
17,113 | 16,226 | ||||||
| 0.00%, 07/15/2034 |
92,915 | 88,641 | ||||||
| 0.00%, 02/15/2035 |
28,630 | 26,649 | ||||||
| 0.00%, 04/15/2035 |
38,384 | 37,428 | ||||||
| 0.00%, 08/15/2035 |
6,687 | 6,078 | ||||||
| 0.00%, 09/15/2035 |
18,076 | 17,849 | ||||||
| 0.00%, 02/15/2036 |
19,565 | 18,609 | ||||||
| 0.00%, 02/15/2036 |
20,800 | 19,692 | ||||||
| 0.00%, 02/15/2036 |
23,781 | 22,424 |
| 0.00%, 02/15/2036 |
60,886 | 60,231 | ||||||
| 0.00%, 03/15/2036 |
5,567 | 5,378 | ||||||
| 0.00%, 03/15/2036 |
34,909 | 34,534 | ||||||
| 0.00%, 03/15/2036 |
37,562 | 35,375 | ||||||
| 0.00%, 04/15/2036 |
28,969 | 28,376 | ||||||
| 0.00%, 04/15/2036 |
56,886 | 52,550 | ||||||
| 0.00%, 04/15/2036 |
71,901 | 71,132 | ||||||
| 0.00%, 04/15/2036 |
104,371 | 99,294 | ||||||
| 0.00%, 05/15/2036 |
8,271 | 7,775 | ||||||
| 0.00%, 05/15/2036 |
13,689 | 11,761 | ||||||
| 0.00%, 05/15/2036 |
32,012 | 30,321 | ||||||
| 0.00%, 05/15/2036 |
45,069 | 41,542 | ||||||
| 0.00%, 06/15/2036 |
74,592 | 73,606 | ||||||
| 0.00%, 07/15/2036 |
21,161 | 20,159 | ||||||
| 0.00%, 08/15/2036 |
29,719 | 28,401 | ||||||
| 0.00%, 09/15/2036 |
13,924 | 12,083 | ||||||
| 0.00%, 09/15/2036 |
17,595 | 16,259 | ||||||
| 0.00%, 10/15/2036 |
35,334 | 33,566 | ||||||
| 0.00%, 12/15/2036 |
17,849 | 16,782 | ||||||
| 0.00%, 01/15/2037 |
18,682 | 17,498 | ||||||
| 0.00%, 02/15/2037 |
4,987 | 4,819 | ||||||
| 0.00%, 02/15/2037 |
51,737 | 50,904 | ||||||
| 0.00%, 03/15/2037 |
7,444 | 6,944 | ||||||
| 0.00%, 04/15/2037 |
19,248 | 18,000 | ||||||
| 0.00%, 05/15/2037 |
1,171 | 1,113 | ||||||
| 0.00%, 05/15/2037 |
34,496 | 31,650 | ||||||
| 0.00%, 05/15/2037 |
194,820 | 182,234 | ||||||
| 0.00%, 06/15/2037 |
3,624 | 3,384 | ||||||
| 0.00%, 06/15/2037 |
19,309 | 18,445 | ||||||
| 0.00%, 07/15/2037 |
269,247 | 247,000 | ||||||
| 0.00%, 09/15/2037 |
27,036 | 24,955 | ||||||
| 0.00%, 10/15/2039 |
95,559 | 89,202 | ||||||
| 0.00%, 01/15/2040 |
84,460 | 80,222 | ||||||
| 0.00%, 10/15/2049 |
306,811 | 300,990 | ||||||
| 0.45% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap), 06/15/2035(2) |
63,503 | 63,548 | ||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap), 05/15/2035(2) |
47,018 | 47,293 | ||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap), 04/15/2039(2) |
212,304 | 212,774 | ||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 10/15/2041(2) |
531,765 | 533,352 | ||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 09/15/2042(2) |
571,815 | 571,945 | ||||||
| 0.56% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 9999.00% Cap), 07/15/2037(2) |
586,735 | 586,751 | ||||||
| 0.59% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 6.50% Cap), 02/15/2037(2) |
36,903 | 37,138 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap), 05/15/2036(2) |
211,397 | 211,883 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 05/15/2039(2) |
106,876 | 107,001 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 08/15/2039(2) |
23,855 | 23,885 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap), 08/15/2042(2) |
1,731,396 | 1,741,783 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 10/15/2040(2) |
88,669 | 89,012 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 03/15/2042(2) |
685,187 | 690,392 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 07/15/2042(2) |
320,082 | 322,759 | ||||||
| 0.70% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 12/15/2040(2) |
946,199 | 950,749 | ||||||
| 0.70% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 03/15/2041(2) |
749,798 | 753,783 | ||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 8.50% Cap), 01/15/2029(2) |
10,540 | 10,606 | ||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.50% Cap), 12/15/2033(2) |
145,125 | 145,456 | ||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 09/15/2037(2) |
13,616 | 13,787 | ||||||
| 0.76% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.00% Cap), 03/15/2024(2) |
546 | 547 | ||||||
| 0.83% (1 Month LIBOR USD + 0.68%, 0.68% Floor, 7.00% Cap), 11/15/2037(2) |
525,676 | 534,630 | ||||||
| 0.85% (1 Month LIBOR USD + 0.70%, 0.70% Floor, 9.00% Cap), 02/15/2027(2) |
372 | 374 | ||||||
| 0.90% (1 Month LIBOR USD + 0.75%, 0.75% Floor, 8.50% Cap), 12/15/2032(2) |
35,113 | 35,687 | ||||||
| 0.95% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 7.50% Cap), 08/15/2035(2) |
46,272 | 47,124 | ||||||
| 1.05% (1 Month LIBOR USD + 0.90%, 0.90% Floor, 9.00% Cap), 02/15/2032(2) |
53,622 | 54,222 | ||||||
| 1.10% (1 Month LIBOR USD + 0.95%, 0.95% Floor, 11.00% Cap), 05/15/2021(2) |
2 | 2 | ||||||
| 1.30% (1 Month LIBOR USD + 1.15%, 1.15% Floor, 10.00% Cap), 09/15/2022(2) |
662 | 662 | ||||||
| 1.30% (1 Month LIBOR USD + 1.15%, 1.15% Floor, 10.00% Cap), 04/15/2023(2) |
4,268 | 4,302 | ||||||
| 1.35% (1 Month LIBOR USD + 1.20%, 1.20% Floor, 7.00% Cap), 07/15/2039(2) |
22,043 | 22,314 | ||||||
| 1.68% (11th District Cost of Funds Index + 1.00%, 1.00% Floor, 10.00% Cap), 02/15/2023(2) |
117 | 118 | ||||||
| 2.15% (11th District Cost of Funds Index + 1.50%, 1.50% Floor, 9.00% Cap), 08/15/2023(2) |
172 | 175 | ||||||
| 2.37% (1 Month LIBOR USD + 2.22%, 8.32% Cap), 07/15/2034(2) |
36,431 | 39,253 | ||||||
| 2.63%, 02/15/2039(4) |
53,014 | 54,906 | ||||||
| 2.86%, 01/15/2040(4) |
497,321 | 25,488 | ||||||
| 3.00%, 08/15/2033 |
495,000 | 538,594 | ||||||
| 3.00%, 06/15/2043 |
206,000 | 230,334 | ||||||
| 3.00%, 12/15/2047 |
2,527,874 | 2,669,822 | ||||||
| 3.50%, 01/15/2026 |
1,207,450 | 1,269,348 | ||||||
| 3.50%, 08/15/2039 |
251,255 | 256,834 | ||||||
| 3.50%, 01/15/2042 |
1,700,000 | 1,910,564 | ||||||
| 3.50%, 06/15/2048 |
2,328,354 | 2,370,255 | ||||||
| 3.50%, 10/15/2053 |
5,259,557 | 5,547,974 | ||||||
| 3.75%, 02/15/2046(1) |
80,949 | 81,102 | ||||||
| 4.00%, 12/15/2024 |
121,566 | 127,468 | ||||||
| 4.00%, 11/15/2029 |
39,401 | 560 | ||||||
| 4.00%, 11/15/2041 |
434,755 | 484,753 | ||||||
| 4.00%, 12/15/2041 |
269,071 | 301,348 | ||||||
| 4.00%, 12/15/2043 |
1,500,000 | 1,521,297 |
| 4.50%, 06/15/2025 |
416,400 | 441,421 | ||||||
| 4.50%, 07/15/2039 |
338,863 | 359,119 | ||||||
| 4.50%, 12/15/2039 |
2,789,379 | 3,129,319 | ||||||
| 4.50%, 05/15/2041 |
838,036 | 943,405 | ||||||
| 4.50%, 09/15/2043 |
1,000,000 | 1,278,010 | ||||||
| 4.59% (1 Month LIBOR USD + 4.68%, 4.68% Cap), 12/15/2022(2)(8) |
739 | 766 | ||||||
| 5.00%, 03/15/2022 |
16 | 16 | ||||||
| 5.00%, 05/15/2023 |
6,633 | 6,873 | ||||||
| 5.00%, 11/15/2023 |
95,248 | 99,706 | ||||||
| 5.00%, 12/15/2023 |
9,890 | 10,349 | ||||||
| 5.00%, 12/15/2024 |
29,336 | 31,464 | ||||||
| 5.00%, 04/15/2030 |
702,000 | 817,724 | ||||||
| 5.00%, 07/15/2033 |
371,952 | 414,518 | ||||||
| 5.00%, 01/15/2034 |
225,059 | 260,634 | ||||||
| 5.00%, 10/15/2039 |
177,467 | 12,765 | ||||||
| 5.00%, 12/15/2040 |
1,058,543 | 1,166,888 | ||||||
| 5.00%, 05/15/2041 |
1,352,563 | 1,641,221 | ||||||
| 5.50%, 10/15/2022 |
17,442 | 18,066 | ||||||
| 5.50%, 12/15/2022 |
5,284 | 5,427 | ||||||
| 5.50%, 03/15/2023 |
67,506 | 70,576 | ||||||
| 5.50%, 04/15/2023 |
79,388 | 83,172 | ||||||
| 5.50%, 11/15/2023 |
19,755 | 20,529 | ||||||
| 5.50%, 02/15/2034 |
2,366 | 2,513 | ||||||
| 5.50%, 08/15/2036 |
48,170 | 56,284 | ||||||
| 5.50%, 08/15/2036 |
135,098 | 158,612 | ||||||
| 5.50%, 03/15/2038 |
372,385 | 435,607 | ||||||
| 5.50%, 05/15/2038 |
23,699 | 27,047 | ||||||
| 5.50%, 01/15/2039 |
151,548 | 176,715 | ||||||
| 5.50% (1 Month LIBOR USD + 27.21%, 5.50% Cap), 05/15/2041(2)(8) |
193,175 | 215,711 | ||||||
| 5.50% (1 Month LIBOR USD + 27.50%, 5.50% Cap), 05/15/2041(2)(8) |
534,105 | 591,254 | ||||||
| 5.60%, 06/15/2023 |
14,791 | 15,469 | ||||||
| 5.69%, 10/15/2038(4) |
91,885 | 105,128 | ||||||
| 5.70% (1 Month LIBOR USD + 5.85%, 5.85% Cap), 08/15/2038(2)(8) |
194,629 | 38,623 | ||||||
| 5.85% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 01/15/2038(2)(8) |
258,464 | 53,366 | ||||||
| 5.85% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/15/2039(2)(8) |
78,177 | 14,430 | ||||||
| 5.85% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 10/15/2040(2)(8) |
263,314 | 48,597 | ||||||
| 5.85% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 10/15/2040(2)(8) |
344,607 | 53,968 | ||||||
| 5.95% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 05/15/2039(2)(8) |
14,613 | 2,540 | ||||||
| 5.99% (1 Month LIBOR USD + 6.14%, 6.14% Cap), 01/15/2037(2)(8) |
30,284 | 6,111 | ||||||
| 6.00%, 11/15/2023 |
8,488 | 8,986 | ||||||
| 6.00%, 06/15/2024 |
10,215 | 10,941 | ||||||
| 6.00%, 05/15/2027 |
11,015 | 12,043 | ||||||
| 6.00%, 07/15/2028 |
7,317 | 8,238 | ||||||
| 6.00%, 09/15/2028 |
5,027 | 5,694 | ||||||
| 6.00%, 11/15/2028 |
23,575 | 26,662 | ||||||
| 6.00%, 12/15/2028 |
44,056 | 49,877 | ||||||
| 6.00%, 01/15/2029 |
61,435 | 69,832 | ||||||
| 6.00%, 02/15/2029 |
13,511 | 14,845 | ||||||
| 6.00%, 07/15/2031 |
9,010 | 10,506 | ||||||
| 6.00%, 09/15/2032 |
32,254 | 37,823 | ||||||
| 6.00%, 12/15/2032 |
35,118 | 40,823 | ||||||
| 6.00%, 12/15/2032 |
66,109 | 75,760 | ||||||
| 6.00%, 01/15/2033 |
40,913 | 48,272 | ||||||
| 6.00%, 02/15/2033 |
38,488 | 45,597 | ||||||
| 6.00%, 02/15/2033 |
164,213 | 191,702 | ||||||
| 6.00%, 03/15/2033 |
27,178 | 30,570 | ||||||
| 6.00%, 05/15/2034 |
109,668 | 122,969 | ||||||
| 6.00%, 04/15/2035 |
1,057,000 | 1,222,354 | ||||||
| 6.00%, 01/15/2036 |
104,117 | 124,744 | ||||||
| 6.00%, 03/15/2036 |
2,663 | 4,065 | ||||||
| 6.00%, 04/15/2036 |
56,825 | 12,160 | ||||||
| 6.00%, 04/15/2036 |
67,970 | 81,092 | ||||||
| 6.00%, 04/15/2036 |
569,595 | 680,036 | ||||||
| 6.00%, 06/15/2036 |
13,823 | 15,124 | ||||||
| 6.00%, 02/15/2037 |
32,343 | 36,581 | ||||||
| 6.00%, 04/15/2037 |
52,478 | 62,101 | ||||||
| 6.00%, 05/15/2037 |
53,583 | 61,373 | ||||||
| 6.00%, 06/15/2038 |
13,050 | 15,277 | ||||||
| 6.00%, 06/15/2038 |
303,847 | 351,698 | ||||||
| 6.05% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 06/15/2038(2)(8) |
107,034 | 19,558 | ||||||
| 6.10% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 12/15/2039(2)(8) |
80,680 | 15,357 | ||||||
| 6.15% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 05/15/2039(2)(8) |
93,064 | 8,548 | ||||||
| 6.25%, 10/15/2023 |
3,080 | 3,265 | ||||||
| 6.25%, 08/15/2028 |
27,495 | 30,729 | ||||||
| 6.25%, 02/15/2029 |
63,817 | 71,313 | ||||||
| 6.27% (1 Month LIBOR USD + 6.42%, 6.42% Cap), 11/15/2037(2)(8) |
200,809 | 38,554 | ||||||
| 6.30% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 03/15/2037(2)(8) |
52,551 | 10,693 | ||||||
| 6.30% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 11/15/2037(2)(8) |
127,967 | 28,162 | ||||||
| 6.38%, 02/15/2032 |
13,093 | 14,336 | ||||||
| 6.45% (1 Month LIBOR USD + 6.60%, 6.60% Cap), 07/15/2037(2)(8) |
37,419 | 7,326 | ||||||
| 6.50% (1 Month LIBOR USD + 6.65%, 6.65% Cap), 08/15/2036(2)(8) |
448,071 | 98,164 | ||||||
| 6.50%, 09/15/2023 |
21,087 | 22,531 |
| 6.50%, 12/15/2023 |
5,320 | 5,686 | ||||||
| 6.50%, 12/15/2023 |
6,339 | 6,740 | ||||||
| 6.50%, 03/15/2026 |
1,387 | 1,483 | ||||||
| 6.50%, 07/15/2026 |
10,666 | 11,401 | ||||||
| 6.50%, 01/15/2027 |
8,593 | 9,601 | ||||||
| 6.50%, 12/15/2027 |
6,561 | 7,399 | ||||||
| 6.50%, 06/15/2028 |
12,942 | 14,616 | ||||||
| 6.50%, 08/15/2028 |
25,683 | 29,341 | ||||||
| 6.50%, 05/15/2031 |
4,221 | 4,867 | ||||||
| 6.50%, 08/15/2031 |
9,969 | 11,747 | ||||||
| 6.50%, 08/15/2031 |
12,413 | 14,211 | ||||||
| 6.50%, 08/15/2031 |
14,536 | 17,348 | ||||||
| 6.50%, 08/15/2031 |
138,373 | 161,170 | ||||||
| 6.50%, 10/15/2031 |
13,271 | 14,941 | ||||||
| 6.50%, 01/15/2032 |
17,441 | 20,536 | ||||||
| 6.50%, 01/15/2032 |
20,086 | 23,694 | ||||||
| 6.50%, 02/15/2032 |
23,000 | 27,138 | ||||||
| 6.50%, 02/15/2032 |
27,682 | 32,628 | ||||||
| 6.50%, 03/15/2032 |
36,842 | 41,707 | ||||||
| 6.50%, 03/15/2032 |
35,981 | 42,894 | ||||||
| 6.50%, 04/15/2032 |
8,446 | 9,965 | ||||||
| 6.50%, 04/15/2032 |
60,978 | 71,782 | ||||||
| 6.50%, 04/15/2032 |
75,476 | 85,148 | ||||||
| 6.50%, 05/15/2032 |
25,431 | 29,855 | ||||||
| 6.50%, 06/15/2032 |
15,792 | 17,817 | ||||||
| 6.50%, 06/15/2032 |
22,955 | 26,149 | ||||||
| 6.50%, 06/15/2032 |
29,567 | 34,846 | ||||||
| 6.50%, 07/15/2032 |
29,703 | 33,901 | ||||||
| 6.50%, 07/15/2032 |
35,864 | 43,259 | ||||||
| 6.50%, 03/15/2033 |
17,786 | 3,508 | ||||||
| 6.50%, 07/15/2036 |
61,733 | 71,545 | ||||||
| 6.50%, 07/15/2036 |
80,201 | 94,205 | ||||||
| 6.55% (1 Month LIBOR USD + 6.70%, 6.70% Cap), 10/15/2036(2)(8) |
46,290 | 9,756 | ||||||
| 6.65% (1 Month LIBOR USD + 6.80%, 6.80% Cap), 04/15/2038(2)(8) |
123,512 | 29,325 | ||||||
| 6.72% (1 Month LIBOR USD + 6.80%, 4.00% Floor, 6.80% Cap), 07/15/2033(2)(8) |
462 | 552 | ||||||
| 6.91%, 11/15/2021(4) |
3,665 | 3,710 | ||||||
| 6.95% (1 Month LIBOR USD + 7.10%, 7.10% Cap), 07/15/2036(2)(8) |
7,207 | 1,310 | ||||||
| 7.00%, 05/15/2021 |
295 | 298 | ||||||
| 7.00%, 03/15/2022 |
138 | 142 | ||||||
| 7.00%, 05/15/2022 |
249 | 257 | ||||||
| 7.00%, 04/15/2023 |
6,755 | 7,114 | ||||||
| 7.00%, 05/15/2023 |
786 | 833 | ||||||
| 7.00%, 09/15/2023 |
5,245 | 5,589 | ||||||
| 7.00%, 01/15/2024 |
3,004 | 3,215 | ||||||
| 7.00%, 02/15/2024 |
1,605 | 1,696 | ||||||
| 7.00%, 03/15/2024 |
2,699 | 2,887 | ||||||
| 7.00%, 03/15/2024 |
15,787 | 16,859 | ||||||
| 7.00%, 03/15/2028 |
8,137 | 1,220 | ||||||
| 7.00%, 06/15/2028 |
1,590 | 1,848 | ||||||
| 7.00%, 10/15/2028 |
10,405 | 1,054 | ||||||
| 7.00%, 04/15/2029 |
882 | 87 | ||||||
| 7.00%, 06/15/2029 |
54,213 | 62,808 | ||||||
| 7.00%, 07/15/2029 |
30,741 | 36,169 | ||||||
| 7.00%, 08/15/2029 |
13,503 | 15,824 | ||||||
| 7.00%, 01/15/2030 |
27,144 | 32,163 | ||||||
| 7.00%, 10/15/2030 |
19,096 | 22,677 | ||||||
| 7.00%, 03/15/2031 |
11,393 | 13,521 | ||||||
| 7.00%, 06/15/2031 |
9,556 | 11,429 | ||||||
| 7.00%, 07/15/2031 |
22,831 | 27,226 | ||||||
| 7.00%, 03/15/2032 |
20,792 | 24,843 | ||||||
| 7.00%, 03/15/2032 |
25,459 | 30,569 | ||||||
| 7.00%, 04/15/2032 |
12,978 | 14,930 | ||||||
| 7.00%, 04/15/2032 |
44,741 | 53,378 | ||||||
| 7.00%, 05/15/2032 |
24,085 | 29,153 | ||||||
| 7.00%, 12/15/2036 |
1,073,782 | 1,311,919 | ||||||
| 7.25%, 07/15/2027 |
625 | 718 | ||||||
| 7.25%, 09/15/2030 |
14,802 | 17,812 | ||||||
| 7.25%, 12/15/2030 |
19,382 | 23,162 | ||||||
| 7.39%, 11/15/2046(4) |
518,918 | 618,145 | ||||||
| 7.50%, 08/15/2022 |
376 | 394 | ||||||
| 7.50%, 02/15/2023 |
6,422 | 6,778 | ||||||
| 7.50%, 04/15/2023 |
1,310 | 1,387 | ||||||
| 7.50%, 04/15/2024 |
9,346 | 9,983 | ||||||
| 7.50%, 08/15/2024 |
3,756 | 4,110 | ||||||
| 7.50%, 09/15/2026 |
1,979 | 2,234 | ||||||
| 7.50%, 01/15/2027 |
5,214 | 6,000 | ||||||
| 7.50%, 01/15/2027 |
14,151 | 16,197 | ||||||
| 7.50%, 09/15/2027 |
4,766 | 5,580 | ||||||
| 7.50%, 03/15/2028 |
24,331 | 28,392 | ||||||
| 7.50%, 05/15/2028 |
8,665 | 10,020 | ||||||
| 7.50%, 06/15/2029 |
4,280 | 459 | ||||||
| 7.50%, 11/15/2029 |
73 | 87 |
| 7.50%, 05/15/2030 |
6,344 | 7,627 | ||||||
| 7.50%, 08/15/2030 |
6,096 | 7,229 | ||||||
| 7.50%, 10/15/2030 |
1,694 | 2,052 | ||||||
| 7.50%, 11/15/2036 |
463,112 | 570,131 | ||||||
| 7.50%, 12/15/2036 |
383,399 | 478,346 | ||||||
| 7.80% (1 Month LIBOR USD + 7.95%, 7.95% Cap), 03/15/2032(2)(8) |
23,232 | 4,786 | ||||||
| 7.85% (1 Month LIBOR USD + 8.00%, 8.00% Cap), 02/15/2032(2)(8) |
55,368 | 11,280 | ||||||
| 7.85% (1 Month LIBOR USD + 8.00%, 8.00% Cap), 03/15/2032(2)(8) |
15,155 | 3,070 | ||||||
| 7.87% (1 Month LIBOR USD + 8.01%, 8.01% Cap), 10/15/2033(2)(8) |
480,028 | 569,239 | ||||||
| 8.00%, 08/15/2022 |
944 | 989 | ||||||
| 8.00%, 09/15/2026 |
5,373 | 6,218 | ||||||
| 8.00%, 11/15/2029 |
11,144 | 12,839 | ||||||
| 8.00%, 01/15/2030 |
7,302 | 8,739 | ||||||
| 8.00%, 01/15/2030 |
26,164 | 31,723 | ||||||
| 8.00%, 03/15/2030 |
6,085 | 7,355 | ||||||
| 8.00%, 04/15/2030 |
8,623 | 10,324 | ||||||
| 8.45% (1 Month LIBOR USD + 8.60%, 3.00% Floor, 8.60% Cap), 07/15/2023(2)(8) |
4,806 | 5,096 | ||||||
| 8.50% (1 Month LIBOR USD + 8.65%, 8.65% Cap), 02/15/2032(2)(8) |
11,944 | 2,561 | ||||||
| 8.50%, 09/15/2021 |
385 | 397 | ||||||
| 8.50%, 06/15/2031 |
23,105 | 28,355 | ||||||
| 8.78% (3 Month CMT Index + 8.90%, 8.90% Cap), 05/15/2023(2)(8) |
2,937 | 3,174 | ||||||
| 9.00%, 04/15/2021 |
11 | 11 | ||||||
| 9.93% (10 year CMT Index + 10.60%, 10.00% Cap), 05/15/2024(2)(8) |
5,918 | 734 | ||||||
| 10.00% (11th District Cost of Funds Index + 44.15%, 10.00% Cap), 02/15/2024(2)(8) |
2,098 | 2,347 | ||||||
| 12.98% (1 Month LIBOR USD + 13.29%, 13.29% Cap), 07/15/2033(2)(8) |
21,819 | 29,268 | ||||||
| 14.48% (1 Month LIBOR USD + 14.76%, 14.76% Cap), 09/15/2033(2)(8) |
17,107 | 24,035 | ||||||
| 14.57% (1 Month LIBOR USD + 14.85%, 14.85% Cap), 06/15/2033(2)(8) |
63,226 | 84,864 | ||||||
| 15.80% (1 Month LIBOR USD + 16.10%, 16.10% Cap), 02/15/2032(2)(8) |
31,241 | 41,078 | ||||||
| 16.16% (1 Month LIBOR USD + 16.50%, 16.50% Cap), 11/15/2033(2)(8) |
8,618 | 12,094 | ||||||
| 16.49% (1 Month LIBOR USD + 16.88%, 16.88% Cap), 08/15/2025(2)(8) |
3,853 | 4,754 | ||||||
| 16.61% (1 Month LIBOR USD + 17.03%, 17.03% Cap), 06/15/2035(2)(8) |
1,313 | 1,810 | ||||||
| 16.99% (1 Month LIBOR USD + 17.50%, 17.50% Cap), 02/15/2040(2)(8) |
273,412 | 403,127 | ||||||
| 17.07% (1 Month LIBOR USD + 17.45%, 17.45% Cap), 02/15/2038(2)(8) |
9,979 | 13,107 | ||||||
| 18.23% (1 Month LIBOR USD + 18.60%, 18.60% Cap), 12/15/2032(2)(8) |
20,701 | 30,416 | ||||||
| 18.87% (1 Month LIBOR USD + 10.13%, 19.24% Cap), 02/15/2024(2) |
339 | 405 | ||||||
| 19.10% (1 Month LIBOR USD + 19.50%, 19.50% Cap), 02/15/2032(2)(8) |
28,679 | 45,502 | ||||||
| 19.24% (1 Month LIBOR USD + 19.66%, 19.66% Cap), 06/15/2036(2)(8) |
18,026 | 25,341 | ||||||
| 19.49% (1 Month LIBOR USD + 20.00%, 20.00% Cap), 11/15/2035(2)(8) |
29,712 | 45,672 | ||||||
| 22.22% (1 Month LIBOR USD + 22.75%, 22.75% Cap), 10/15/2023(2)(8) |
2,626 | 3,203 | ||||||
| 23.93% (1 Month LIBOR USD + 24.49%, 24.49% Cap), 06/15/2034(2)(8) |
31,737 | 40,284 | ||||||
| 24.01% (1 Month LIBOR USD + 24.57%, 24.57% Cap), 01/15/2036(2)(8) |
6,282 | 9,333 | ||||||
| 24.79% (11th District Cost of Funds Index + 27.47%, 27.47% Cap), 07/15/2023(2)(8) |
660 | 772 | ||||||
| 27.36% (1 Month LIBOR USD + 28.03%, 28.03% Cap), 10/15/2025(2)(8) |
11,831 | 16,763 | ||||||
| 27.49% (1 Month LIBOR USD + 28.16%, 28.16% Cap), 02/15/2035(2)(8) |
35,702 | 55,212 | ||||||
| 28.50% (11th District Cost of Funds Index + 31.43%, 31.43% Cap), 03/15/2024(2)(8) |
1,769 | 322 | ||||||
| 29.88% (1 Month LIBOR USD + 30.55%, 30.55% Cap), 03/15/2029(2)(8) |
1,624 | 2,683 | ||||||
| 32.99% (1 Month LIBOR USD + 33.83%, 33.83% Cap), 04/15/2025(2)(8) |
9,133 | 12,024 | ||||||
| 33.84% (1 Month LIBOR USD + 34.50%, 34.50% Cap), 09/15/2023(2)(8) |
2,321 | 3,162 | ||||||
| 44.54% (1 Month LIBOR USD + 45.23%, 45.23% Cap), 05/15/2021(2)(8) |
1 | 1 | ||||||
| Freddie Mac REMICS SER 3443 CL SY V/R |
||||||||
| 9.00% (1 Month LIBOR USD + 70.64%, 9.00% Cap), 03/15/2037(2)(8) |
17,227 | 21,531 | ||||||
| Freddie Mac Strips |
||||||||
| 0.00%, 04/01/2028 |
45,539 | 44,248 | ||||||
| 0.00%, 09/15/2043 |
745,020 | 679,045 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 08/15/2042(2) |
1,096,939 | 1,113,754 | ||||||
| 0.70% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 07/15/2042(2) |
1,807,958 | 1,819,248 | ||||||
| 0.70% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/15/2042(2) |
934,268 | 951,147 | ||||||
| 3.00%, 08/15/2042 |
1,373,404 | 1,446,225 | ||||||
| 3.00%, 01/15/2043 |
332,067 | 351,719 | ||||||
| 3.50%, 07/15/2042 |
4,488,385 | 5,002,686 | ||||||
| 4.50%, 11/15/2020(10) |
2 | – | ||||||
| 5.00%, 09/15/2035 |
84,875 | 15,836 | ||||||
| 5.00%, 09/15/2035 |
100,030 | 17,443 | ||||||
| 5.00%, 09/15/2035 |
160,140 | 27,622 | ||||||
| 7.55% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 08/15/2036(2)(8) |
291,754 | 73,735 | ||||||
| Freddie Mac Structured Pass-Through Certificates |
||||||||
| 0.00%, 07/25/2043 |
18,278 | 16,182 | ||||||
| 0.00%, 09/25/2043 |
19,951 | 17,432 | ||||||
| 0.00%, 10/25/2043 |
23,520 | 18,542 | ||||||
| 1.77%, 10/25/2037(4) |
1,055,319 | 1,134,158 | ||||||
| 2.22% (12 Month U.S. Treasury Average + 1.20%, 1.20% Floor), 10/25/2044(2) |
413,347 | 425,148 | ||||||
| 4.82%, 07/25/2033(4) |
152,981 | 171,900 | ||||||
| 5.23%, 05/25/2043 |
486,701 | 565,067 | ||||||
| 5.26%, 07/25/2032(4) |
51,324 | 58,401 | ||||||
| 6.50%, 02/25/2043 |
217,008 | 266,974 | ||||||
| 7.00%, 02/25/2043 |
70,428 | 87,328 | ||||||
| 7.00%, 10/25/2043 |
273,008 | 330,795 | ||||||
| 7.50%, 02/25/2042 |
207,191 | 256,339 | ||||||
| 7.50%, 08/25/2042(4) |
36,460 | 48,994 | ||||||
| 7.50%, 07/25/2043 |
48,251 | 62,345 | ||||||
| 7.50%, 09/25/2043 |
261,002 | 312,970 | ||||||
| FREMF 2013-K25 Mortgage Trust |
||||||||
| 3.74%, 11/25/2045(3)(4) |
2,000,000 | 2,073,974 |
| FREMF 2013-K35 Mortgage Trust |
||||||||
| 4.07%, 12/25/2046(3)(4) |
2,951,000 | 3,136,844 | ||||||
| FREMF 2014-K40 Mortgage Trust |
||||||||
| 4.21%, 11/25/2047(3)(4) |
2,273,000 | 2,467,062 | ||||||
| FREMF 2014-K41 Mortgage Trust |
||||||||
| 3.96%, 11/25/2047(3)(4) |
6,000,000 | 6,475,408 | ||||||
| FREMF 2015-K44 Mortgage Trust |
||||||||
| 3.81%, 01/25/2048(3)(4) |
3,510,000 | 3,805,172 | ||||||
| FREMF 2015-K45 Mortgage Trust |
||||||||
| 3.71%, 04/25/2048(3)(4) |
2,135,000 | 2,303,497 | ||||||
| FREMF 2015-K49 Mortgage Trust |
||||||||
| 3.85%, 10/25/2048(3)(4) |
4,000,000 | 4,188,597 | ||||||
| FREMF 2015-K51 Mortgage Trust |
||||||||
| 4.09%, 10/25/2048(3)(4) |
1,500,000 | 1,590,090 | ||||||
| FREMF 2015-K720 Mortgage Trust |
||||||||
| 3.51%, 07/25/2022(3)(4) |
4,000,000 | 4,085,400 | ||||||
| FREMF 2016-K52 Mortgage Trust |
||||||||
| 4.06%, 01/25/2049(3)(4) |
4,750,000 | 5,247,768 | ||||||
| FREMF 2016-K59 Mortgage Trust |
||||||||
| 3.70%, 11/25/2049(3)(4) |
2,450,000 | 2,673,782 | ||||||
| FREMF 2016-K722 Mortgage Trust |
||||||||
| 3.98%, 07/25/2049(3)(4) |
1,845,000 | 1,945,498 | ||||||
| GCAT 2020-1 LLC |
||||||||
| 2.98%, 01/26/2060(1)(3) |
2,075,582 | 2,041,473 | ||||||
| Ginnie Mae |
||||||||
| 0.00%, 12/20/2032 |
3,361 | 3,360 | ||||||
| 0.00%, 02/17/2033 |
4,459 | 4,438 | ||||||
| 0.00%, 03/16/2033 |
5,972 | 5,905 | ||||||
| 0.00%, 06/16/2033 |
32,785 | 31,252 | ||||||
| 0.00%, 10/20/2033 |
4,859 | 4,720 | ||||||
| 0.00%, 06/20/2034 |
55,454 | 55,038 | ||||||
| 0.00%, 08/20/2035 |
129,941 | 123,142 | ||||||
| 0.00%, 10/20/2035 |
29,113 | 26,532 | ||||||
| 0.00%, 11/20/2035 |
40,679 | 38,673 | ||||||
| 0.00%, 03/20/2036 |
35,483 | 33,558 | ||||||
| 0.00%, 05/20/2036 |
49,968 | 49,428 | ||||||
| 0.00%, 07/20/2036 |
6,901 | 6,700 | ||||||
| 0.00%, 03/20/2037 |
107,584 | 103,919 | ||||||
| 0.00%, 04/16/2037 |
67,092 | 61,378 | ||||||
| 0.00%, 05/20/2037 |
10,362 | 9,777 | ||||||
| 0.00%, 06/16/2037 |
18,187 | 16,998 | ||||||
| 0.00%, 06/16/2037 |
177,830 | 170,389 | ||||||
| 0.00%, 09/20/2037 |
12,647 | 12,585 | ||||||
| 0.00%, 11/16/2037 |
185,488 | 177,616 | ||||||
| 0.00%, 01/20/2038 |
7,147 | 6,769 | ||||||
| 0.00%, 12/20/2040 |
460,513 | 438,639 | ||||||
| 0.45% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap), 05/16/2037(2) |
51,104 | 51,056 | ||||||
| 0.45% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 5.59% Cap), 08/20/2060(2) |
959 | 956 | ||||||
| 0.45% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 11/20/2062(2) |
4,531 | 4,514 | ||||||
| 0.47% (1 Month LIBOR USD + 0.32%, 0.32% Floor, 10.50% Cap), 01/20/2063(2) |
905,872 | 903,837 | ||||||
| 0.49% (1 Month LIBOR USD + 0.34%, 0.34% Floor, 11.00% Cap), 12/20/2062(2) |
1,782,014 | 1,777,968 | ||||||
| 0.56% (1 Month LIBOR USD + 0.41%, 0.41% Floor, 11.00% Cap), 03/20/2063(2) |
778,060 | 777,763 | ||||||
| 0.57% (1 Month LIBOR USD + 0.42%, 0.42% Floor, 10.50% Cap), 02/20/2063(2) |
207,605 | 207,552 | ||||||
| 0.58% (1 Month LIBOR USD + 0.43%, 0.43% Floor, 5.59% Cap), 04/20/2060(2) |
10,240 | 10,233 | ||||||
| 0.59% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 11.00% Cap), 07/20/2065(2) |
3,048,261 | 3,049,665 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 5.50% Cap), 03/20/2060(2) |
18,957 | 18,952 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 5.50% Cap), 05/20/2062(2) |
377 | 378 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 06/20/2065(2) |
1,381,389 | 1,382,240 | ||||||
| 0.60% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 08/20/2067(2) |
2,632,678 | 2,633,897 | ||||||
| 0.62% (1 Month LIBOR USD + 0.47%, 0.47% Floor), 08/20/2061(2) |
442,135 | 442,572 | ||||||
| 0.62% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 10.50% Cap), 03/20/2063(2) |
236,890 | 237,119 | ||||||
| 0.62% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 06/20/2063(2) |
1,947,595 | 1,949,341 | ||||||
| 0.62% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 07/20/2064(2) |
2,852,798 | 2,855,629 | ||||||
| 0.62% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 09/20/2064(2) |
3,503,702 | 3,508,693 | ||||||
| 0.62% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 08/20/2065(2) |
510,513 | 511,315 | ||||||
| 0.63% (1 Month LIBOR USD + 0.47%, 11.00% Cap), 02/20/2065(2) |
1,589,429 | 1,589,878 | ||||||
| 0.63% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 11.00% Cap), 02/20/2065(2) |
3,330,847 | 3,325,105 | ||||||
| 0.63% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 11.00% Cap), 03/20/2065(2) |
6,570,009 | 6,582,168 | ||||||
| 0.63% (1 Month LIBOR USD + 0.48%, 11.00% Cap), 04/20/2065(2) |
4,905,377 | 4,914,912 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 10.66% Cap), 03/20/2061(2) |
1,470,788 | 1,473,511 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor), 01/20/2063(2) |
12,404 | 12,421 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 06/20/2064(2) |
2,048,220 | 2,053,842 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 07/20/2064(2) |
1,604,496 | 1,608,817 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 07/20/2064(2) |
2,050,428 | 2,055,989 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 12/20/2064(2) |
2,487,286 | 2,491,369 | ||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 06/20/2067(2) |
5,537,109 | 5,551,311 | ||||||
| 0.67% (1 Month LIBOR USD + 0.52%, 0.52% Floor, 11.50% Cap), 10/20/2062(2) |
1,676,589 | 1,679,578 | ||||||
| 0.70% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 10/20/2061(2) |
5,908 | 5,914 | ||||||
| 0.70% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 04/20/2062(2) |
1,199 | 1,201 | ||||||
| 0.70% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 07/20/2062(2) |
19,459 | 19,479 | ||||||
| 0.71% (1 Month LIBOR USD + 0.56%, 0.56% Floor, 11.00% Cap), 03/20/2067(2) |
5,558,436 | 5,586,436 |
| 0.73% (1 Month LIBOR USD + 0.58%, 0.58% Floor), 09/20/2062(2) |
33,660 | 33,713 | ||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 4.60% Cap), 10/20/2062(2) |
9,838 | 9,886 | ||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 04/20/2064(2) |
2,640,371 | 2,653,219 | ||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.00% Cap), 04/20/2064(2) |
3,020,634 | 3,032,744 | ||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.00% Cap), 05/20/2064(2) |
4,835,479 | 4,866,948 | ||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 10/20/2064(2) |
1,249,222 | 1,256,066 | ||||||
| 0.80% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 05/20/2061(2) |
23,897 | 24,025 | ||||||
| 0.80% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 01/20/2064(2) |
2,397,438 | 2,409,861 | ||||||
| 0.80% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 02/20/2064(2) |
4,685,392 | 4,711,163 | ||||||
| 0.80% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 03/20/2064(2) |
2,027,705 | 2,038,204 | ||||||
| 0.84% (1 Month LIBOR USD + 0.69%, 0.69% Floor, 11.00% Cap), 02/20/2064(2) |
2,481,722 | 2,505,806 | ||||||
| 0.85% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 05/20/2061(2) |
23,435 | 23,589 | ||||||
| 0.85% (1 Month LIBOR USD + 0.70%, 0.70% Floor, 11.00% Cap), 04/20/2062(2) |
825,810 | 832,880 | ||||||
| 0.98% (1 Month LIBOR USD + 0.82%, 0.82% Floor, 7.00% Cap), 07/20/2038(2) |
298,623 | 303,852 | ||||||
| 1.65%, 01/20/2063 |
312,616 | 313,227 | ||||||
| 1.65%, 02/20/2063 |
307,581 | 308,284 | ||||||
| 1.65%, 04/20/2063 |
200,223 | 200,937 | ||||||
| 1.81% (1 Year LIBOR USD + 0.00%), 06/20/2067(2) |
12,998,163 | 1,090,546 | ||||||
| 2.35% (1 Year LIBOR USD + 0.00%), 05/20/2067(2) |
12,969,576 | 1,493,710 | ||||||
| 2.50%, 07/20/2047 |
3,861,171 | 4,053,743 | ||||||
| 2.50%, 10/01/2050(9) |
60,560,000 | 63,583,268 | ||||||
| 2.50%, 11/01/2050(9) |
27,000,000 | 28,298,320 | ||||||
| 3.00%, 12/20/2041 |
1,000,000 | 1,100,928 | ||||||
| 3.00%, 10/20/2045 |
1,200,345 | 1,290,237 | ||||||
| 3.00%, 02/20/2047 |
2,913,858 | 3,011,531 | ||||||
| 3.00%, 09/20/2047 |
1,848,802 | 1,978,783 | ||||||
| 3.00%, 11/20/2047 |
7,002,826 | 7,422,356 | ||||||
| 3.00%, 10/01/2049(9) |
6,500,000 | 6,805,703 | ||||||
| 3.00%, 11/01/2049(9) |
30,760,000 | 32,192,263 | ||||||
| 3.50%, 07/20/2046 |
3,693,903 | 3,844,112 | ||||||
| 3.50%, 09/20/2046 |
1,266,381 | 1,388,487 | ||||||
| 3.50%, 11/01/2049(9) |
17,895,000 | 18,854,763 | ||||||
| 3.69%, 01/20/2042(4) |
284,422 | 315,346 | ||||||
| 3.99%, 09/16/2042(4) |
174,136 | 196,528 | ||||||
| 4.00%, 10/01/2050(9) |
625,000 | 664,062 | ||||||
| 4.48%, 04/20/2043(4) |
189,144 | 209,681 | ||||||
| 4.54%, 11/16/2041(4) |
297,647 | 332,647 | ||||||
| 4.61%, 10/20/2041(4) |
492,968 | 549,246 | ||||||
| 4.69%, 09/20/2041(4) |
281,687 | 321,976 | ||||||
| 4.70%, 10/20/2042(4) |
955,873 | 1,077,150 | ||||||
| 4.76%, 03/20/2048(4) |
11,130,356 | 12,666,415 | ||||||
| 4.83%, 11/20/2042(4) |
168,797 | 193,237 | ||||||
| 5.15%, 06/20/2040(4) |
130,366 | 150,201 | ||||||
| 5.29%, 07/20/2060(4) |
25,041 | 26,993 | ||||||
| 5.40%, 01/20/2039(4) |
578,647 | 667,630 | ||||||
| 5.50%, 01/16/2033 |
309,582 | 335,947 | ||||||
| 5.50%, 04/20/2033 |
170,149 | 183,496 | ||||||
| 5.50%, 03/16/2034 |
2,453,502 | 2,716,631 | ||||||
| 5.50%, 07/20/2035 |
22,040 | 3,899 | ||||||
| 5.50%, 09/20/2035 |
120,185 | 136,646 | ||||||
| 5.50%, 10/16/2037 |
110,040 | 6,772 | ||||||
| 5.50%, 02/20/2038 |
24,518 | 2,002 | ||||||
| 5.50%, 05/20/2039 |
28,595 | 4,090 | ||||||
| 5.50%, 09/20/2039 |
317,000 | 391,376 | ||||||
| 5.50%, 10/20/2039 |
716,517 | 826,282 | ||||||
| 5.50%, 01/20/2038(4) |
550,039 | 648,601 | ||||||
| 5.54% (1 Month LIBOR USD + 5.70%, 5.70% Cap), 12/20/2038(2)(8) |
173,302 | 23,918 | ||||||
| 5.56%, 10/20/2036 |
125,096 | 138,330 | ||||||
| 5.57%, 07/20/2040(4) |
199,611 | 235,208 | ||||||
| 5.58%, 08/20/2038(4) |
188,721 | 219,104 | ||||||
| 5.71%, 08/20/2034(4) |
63,236 | 72,962 | ||||||
| 5.74% (1 Month LIBOR USD + 5.90%, 5.90% Cap), 09/20/2038(2)(8) |
163,065 | 29,380 | ||||||
| 5.75%, 02/20/2036 |
17,798 | 18,830 | ||||||
| 5.75%, 07/20/2038 |
110,436 | 119,168 | ||||||
| 5.79% (1 Month LIBOR USD + 5.95%, 5.95% Cap), 02/20/2039(2)(8) |
133,653 | 20,100 | ||||||
| 5.79% (1 Month LIBOR USD + 5.95%, 5.95% Cap), 06/20/2039(2)(8) |
128,435 | 18,634 | ||||||
| 5.82%, 10/20/2033(4) |
116,927 | 132,255 | ||||||
| 5.84% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 11/20/2037(2)(8) |
119,236 | 15,859 | ||||||
| 5.84% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/20/2038(2)(8) |
999,721 | 177,108 | ||||||
| 5.84% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 08/20/2038(2)(8) |
47,809 | 6,872 | ||||||
| 5.84% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 12/20/2038(2)(8) |
97,087 | 9,096 | ||||||
| 5.86%, 02/20/2037(4) |
42,446 | 49,197 | ||||||
| 5.87%, 12/20/2038(4) |
464,915 | 543,337 | ||||||
| 5.88% (1 Month LIBOR USD + 6.04%, 6.04% Cap), 02/20/2039(2)(8) |
81,869 | 9,402 | ||||||
| 5.92% (1 Month LIBOR USD + 6.08%, 6.08% Cap), 11/20/2034(2)(8) |
173,046 | 856 | ||||||
| 5.92% (1 Month LIBOR USD + 6.08%, 6.08% Cap), 06/20/2039(2)(8) |
182,607 | 26,957 | ||||||
| 5.93% (1 Month LIBOR USD + 6.09%, 6.09% Cap), 09/20/2039(2)(8) |
334,266 | 68,476 | ||||||
| 5.94% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 10/20/2034(2)(8) |
323,541 | 55,087 | ||||||
| 5.95% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 02/16/2039(2)(8) |
76,463 | 9,605 | ||||||
| 5.95% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 07/16/2039(2)(8) |
204,893 | 30,677 | ||||||
| 5.95%, 04/20/2037(4) |
81,345 | 93,858 | ||||||
| 5.99% (1 Month LIBOR USD + 6.15%, 6.15% Cap), 07/20/2038(2)(8) |
133,817 | 17,561 |
| 6.00% (1 Month LIBOR USD + 6.15%, 6.15% Cap), 02/16/2039(2)(8) |
105,117 | 10,148 | ||||||
| 6.00%, 02/20/2029 |
67,871 | 67,865 | ||||||
| 6.00%, 11/20/2032 |
110,031 | 114,490 | ||||||
| 6.00%, 09/16/2033 |
97,985 | 112,025 | ||||||
| 6.00%, 06/20/2034 |
209,482 | 239,873 | ||||||
| 6.00%, 12/20/2035 |
43,755 | 6,937 | ||||||
| 6.00%, 06/20/2038 |
81,456 | 95,545 | ||||||
| 6.00%, 12/20/2038 |
24,965 | 1,243 | ||||||
| 6.00%, 05/20/2039 |
39,065 | 7,345 | ||||||
| 6.04% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 03/20/2037(2)(8) |
120,705 | 20,828 | ||||||
| 6.04% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 04/20/2037(2)(8) |
66,353 | 7,065 | ||||||
| 6.04% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 05/20/2037(2)(8) |
129,501 | 20,577 | ||||||
| 6.04% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 05/20/2037(2)(8) |
122,234 | 21,373 | ||||||
| 6.04% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 06/20/2038(2)(8) |
38,764 | 6,552 | ||||||
| 6.04% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 09/20/2038(2)(8) |
337,169 | 33,536 | ||||||
| 6.09% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 06/20/2037(2)(8) |
103,135 | 11,030 | ||||||
| 6.10% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 08/16/2039(2)(8) |
199,255 | 36,557 | ||||||
| 6.11%, 11/20/2038(4) |
129,201 | 151,632 | ||||||
| 6.11% (1 Month LIBOR USD + 6.27%, 6.27% Cap), 04/20/2039(2)(8) |
237,994 | 39,364 | ||||||
| 6.14% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 09/20/2035(2)(8) |
451,410 | 96,917 | ||||||
| 6.14% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 04/20/2038(2)(8) |
161,223 | 549 | ||||||
| 6.14% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 03/20/2039(2)(8) |
118,169 | 9,017 | ||||||
| 6.25% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 05/16/2038(2)(8) |
519,115 | 100,752 | ||||||
| 6.25% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 06/16/2039(2)(8) |
12,573 | 81 | ||||||
| 6.25% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 11/16/2039(2)(8) |
258,643 | 48,904 | ||||||
| 6.32% (1 Month LIBOR USD + 6.47%, 6.47% Cap), 06/16/2037(2)(8) |
77,988 | 11,464 | ||||||
| 6.34% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 06/20/2036(2)(8) |
4,891 | 317 | ||||||
| 6.34% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 11/20/2037(2)(8) |
229,285 | 25,520 | ||||||
| 6.35% (1 Month LIBOR USD + 6.51%, 6.51% Cap), 11/20/2037(2)(8) |
131,490 | 26,103 | ||||||
| 6.39% (1 Month LIBOR USD + 6.54%, 6.54% Cap), 11/16/2037(2)(8) |
117,002 | 18,734 | ||||||
| 6.39% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 09/20/2037(2)(8) |
109,654 | 16,173 | ||||||
| 6.39% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 11/20/2037(2)(8) |
103,813 | 14,709 | ||||||
| 6.39% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 12/20/2037(2)(8) |
155,822 | 23,634 | ||||||
| 6.40% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 11/16/2033(2)(8) |
62,911 | 6,802 | ||||||
| 6.40% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 12/16/2033(2)(8) |
63,065 | 7,760 | ||||||
| 6.40% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 09/16/2034(2)(8) |
218,892 | 45,072 | ||||||
| 6.44% (1 Month LIBOR USD + 6.60%, 6.60% Cap), 05/20/2041(2)(8) |
250,735 | 45,386 | ||||||
| 6.48% (1 Month LIBOR USD + 6.64%, 6.64% Cap), 07/20/2037(2)(8) |
147,838 | 22,850 | ||||||
| 6.50%, 07/20/2032 |
55,655 | 55,651 | ||||||
| 6.50%, 01/20/2033 |
81,351 | 88,902 | ||||||
| 6.50%, 03/20/2033 |
45,675 | 50,815 | ||||||
| 6.50%, 03/20/2033 |
155,653 | 170,619 | ||||||
| 6.50%, 05/20/2033 |
60,598 | 69,327 | ||||||
| 6.50%, 07/20/2036 |
211,395 | 247,081 | ||||||
| 6.50%, 08/20/2036 |
281,896 | 322,551 | ||||||
| 6.50%, 03/20/2039 |
44,152 | 7,710 | ||||||
| 6.50%, 03/20/2039 |
98,860 | 21,372 | ||||||
| 6.52% (1 Month LIBOR USD + 6.68%, 6.68% Cap), 07/20/2037(2)(8) |
144,732 | 28,725 | ||||||
| 6.54% (1 Month LIBOR USD + 6.70%, 6.70% Cap), 10/20/2036(2)(8) |
63,345 | 10,075 | ||||||
| 6.59% (1 Month LIBOR USD + 6.75%, 6.75% Cap), 01/20/2035(2)(8) |
214,764 | 51,675 | ||||||
| 6.59% (1 Month LIBOR USD + 6.75%, 6.75% Cap), 07/20/2037(2)(8) |
101,348 | 17,664 | ||||||
| 6.62% (1 Month LIBOR USD + 6.78%, 6.78% Cap), 08/20/2037(2)(8) |
35,792 | 3,012 | ||||||
| 6.64% (1 Month LIBOR USD + 6.80%, 6.80% Cap), 06/20/2035(2)(8) |
111,609 | 123,792 | ||||||
| 6.64% (1 Month LIBOR USD + 6.80%, 6.80% Cap), 11/20/2036(2)(8) |
110,935 | 15,726 | ||||||
| 6.66% (1 Month LIBOR USD + 6.81%, 6.81% Cap), 04/16/2037(2)(8) |
172,909 | 39,047 | ||||||
| 7.00% (1 Month LIBOR USD + 44.50%, 7.00% Cap), 09/20/2034(2)(8) |
23,503 | 25,765 | ||||||
| 7.00%, 08/16/2039 |
93,712 | 104,123 | ||||||
| 7.00%, 10/16/2040 |
362,911 | 437,444 | ||||||
| 7.14% (1 Month LIBOR USD + 7.30%, 7.30% Cap), 12/20/2038(2)(8) |
304,231 | 59,731 | ||||||
| 7.44% (1 Month LIBOR USD + 7.60%, 7.60% Cap), 09/20/2038(2)(8) |
70,632 | 11,732 | ||||||
| 7.54% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 02/20/2033(2)(8) |
18,028 | 2,529 | ||||||
| 7.55% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 02/16/2033(2)(8) |
26,626 | 89 | ||||||
| 7.55% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 04/16/2038(2)(8) |
66,208 | 12,376 | ||||||
| 8.10% (1 Month LIBOR USD + 8.25%, 8.25% Cap), 08/16/2031(2)(8) |
12,084 | 43 | ||||||
| 13.09% (1 Month LIBOR USD + 13.40%, 13.40% Cap), 10/20/2037(2)(8) |
18,351 | 21,583 | ||||||
| 13.93% (1 Month LIBOR USD + 14.26%, 14.26% Cap), 10/16/2034(2)(8) |
1,729 | 1,949 | ||||||
| 14.42% (1 Month LIBOR USD + 14.70%, 14.70% Cap), 11/17/2032(2)(8) |
9,914 | 11,114 | ||||||
| 14.54% (1 Month LIBOR USD + 14.86%, 14.86% Cap), 08/17/2034(2)(8) |
9,874 | 10,397 | ||||||
| 16.07% (1 Month LIBOR USD + 16.43%, 16.43% Cap), 06/17/2035(2)(8) |
71,124 | 92,601 | ||||||
| 16.39% (1 Month LIBOR USD + 16.72%, 16.72% Cap), 05/18/2034(2)(8) |
2,055 | 2,583 | ||||||
| 19.24% (1 Month LIBOR USD + 19.66%, 19.66% Cap), 04/16/2034(2)(8) |
32,016 | 48,340 | ||||||
| 19.48% (1 Month LIBOR USD + 19.95%, 19.95% Cap), 11/20/2037(2)(8) |
12,787 | 16,943 | ||||||
| 19.74% (1 Month LIBOR USD + 20.21%, 20.21% Cap), 09/20/2037(2)(8) |
25,186 | 34,210 | ||||||
| 20.33% (1 Month LIBOR USD + 20.83%, 20.83% Cap), 08/16/2035(2)(8) |
12,174 | 19,617 | ||||||
| 22.14% (1 Month LIBOR USD + 22.73%, 22.73% Cap), 08/20/2035(2)(8) |
3,093 | 5,604 | ||||||
| 23.83% (1 Month LIBOR USD + 24.38%, 24.38% Cap), 10/16/2034(2)(8) |
19,414 | 31,573 | ||||||
| 28.70% (1 Month LIBOR USD + 29.46%, 29.46% Cap), 09/20/2034(2)(8) |
23,503 | 38,375 | ||||||
| Ginnie Mae I Pool |
||||||||
| 3.00%, 05/15/2043 |
421,153 | 450,054 | ||||||
| 3.00%, 07/15/2045 |
1,367,532 | 1,423,051 | ||||||
| 3.50%, 01/15/2042 |
3,703,254 | 4,005,170 | ||||||
| 3.50%, 03/15/2043 |
1,129,579 | 1,263,235 |
| 3.50%, 04/15/2043 |
2,876,781 | 3,027,907 | ||||||
| 3.50%, 06/15/2043 |
1,454,730 | 1,565,302 | ||||||
| 3.50%, 07/15/2043 |
579,279 | 648,033 | ||||||
| 4.00%, 06/15/2039 |
343,872 | 369,459 | ||||||
| 4.00%, 10/15/2040 |
184,395 | 199,169 | ||||||
| 4.50%, 04/15/2040 |
1,666,469 | 1,845,691 | ||||||
| 5.50%, 04/15/2033 |
239,296 | 280,780 | ||||||
| 5.50%, 06/15/2033 |
2,150 | 2,441 | ||||||
| 5.50%, 12/15/2033 |
9,241 | 10,830 | ||||||
| 5.50%, 07/15/2034 |
2,838 | 3,145 | ||||||
| 5.50%, 09/15/2034 |
8,287 | 9,149 | ||||||
| 6.00%, 11/15/2028 |
8,393 | 9,353 | ||||||
| 6.50%, 01/15/2024 |
2,070 | 2,288 | ||||||
| 6.50%, 03/15/2028 |
6,352 | 7,033 | ||||||
| 6.50%, 09/15/2028 |
13,510 | 15,016 | ||||||
| 6.50%, 10/15/2028 |
722 | 807 | ||||||
| 6.50%, 01/15/2032 |
52,013 | 60,687 | ||||||
| 6.50%, 07/15/2032 |
2,177 | 2,406 | ||||||
| 6.50%, 02/15/2033 |
8,461 | 9,681 | ||||||
| 6.50%, 04/15/2033 |
5,691 | 6,536 | ||||||
| 6.50%, 12/15/2035 |
55,192 | 65,513 | ||||||
| 7.00%, 08/15/2023 |
133 | 135 | ||||||
| 7.00%, 09/15/2023 |
4,725 | 4,964 | ||||||
| 7.00%, 11/15/2023 |
281 | 297 | ||||||
| 7.00%, 02/15/2024 |
933 | 937 | ||||||
| 7.00%, 09/15/2031 |
61,865 | 74,653 | ||||||
| 7.00%, 02/15/2033 |
5,332 | 6,170 | ||||||
| 7.00%, 06/15/2033 |
16,316 | 20,081 | ||||||
| 7.00%, 06/15/2035 |
154,659 | 183,325 | ||||||
| 7.00%, 04/15/2037 |
26,252 | 30,981 | ||||||
| 7.50%, 11/15/2022 |
3 | 3 | ||||||
| 7.50%, 03/15/2023 |
127 | 128 | ||||||
| 7.50%, 11/15/2026 |
329 | 329 | ||||||
| 7.50%, 07/15/2027 |
773 | 776 | ||||||
| 7.50%, 07/15/2028 |
565 | 575 | ||||||
| 7.50%, 09/15/2028 |
2,409 | 2,654 | ||||||
| 7.50%, 10/15/2037 |
30,144 | 35,675 | ||||||
| 8.00%, 08/15/2028 |
922 | 926 | ||||||
| 9.00%, 11/15/2024 |
40 | 40 | ||||||
| 9.50%, 10/15/2024 |
620 | 641 | ||||||
| 9.50%, 12/15/2025 |
189 | 189 | ||||||
| Ginnie Mae II Pool |
||||||||
| 2.50%, 12/20/2046 |
2,402,781 | 2,530,960 | ||||||
| 2.50%, 09/20/2050 |
4,295,508 | 4,514,462 | ||||||
| 2.50%, 09/20/2050 |
6,400,000 | 6,789,905 | ||||||
| 3.00%, 06/20/2042 |
265,877 | 280,602 | ||||||
| 3.00%, 08/20/2042 |
3,592,763 | 3,790,347 | ||||||
| 3.00%, 11/20/2042 |
1,987,595 | 2,096,131 | ||||||
| 3.00%, 12/20/2042 |
1,018,167 | 1,077,087 | ||||||
| 3.00%, 01/20/2043 |
1,022,546 | 1,078,434 | ||||||
| 3.00%, 04/20/2043 |
2,555,373 | 2,695,302 | ||||||
| 3.00%, 09/20/2043 |
791,626 | 834,941 | ||||||
| 3.00%, 10/20/2043 |
119,544 | 126,091 | ||||||
| 3.00%, 01/20/2044 |
646,568 | 680,643 | ||||||
| 3.00%, 07/20/2044 |
287,114 | 302,166 | ||||||
| 3.00%, 12/20/2044 |
546,931 | 576,610 | ||||||
| 3.00%, 04/20/2045 |
5,071,811 | 5,375,988 | ||||||
| 3.00%, 05/20/2045 |
895,033 | 950,175 | ||||||
| 3.00%, 07/20/2045 |
2,092,054 | 2,210,716 | ||||||
| 3.00%, 10/20/2045 |
2,369,090 | 2,488,441 | ||||||
| 3.00%, 11/20/2045 |
563,218 | 591,452 | ||||||
| 3.00%, 02/20/2046 |
827,246 | 869,063 | ||||||
| 3.00%, 04/20/2046 |
5,491,188 | 5,813,005 | ||||||
| 3.00%, 05/20/2046 |
229,364 | 242,618 | ||||||
| 3.00%, 07/20/2046 |
4,437,899 | 4,688,050 | ||||||
| 3.00%, 08/20/2046 |
5,125,397 | 5,424,274 | ||||||
| 3.00%, 09/20/2046 |
1,526,381 | 1,614,842 | ||||||
| 3.00%, 01/20/2047 |
3,434,238 | 3,616,158 | ||||||
| 3.00%, 02/20/2047 |
4,806,619 | 5,037,219 | ||||||
| 3.00%, 03/20/2047 |
519,082 | 547,259 | ||||||
| 3.00%, 09/20/2050 |
3,564,911 | 3,772,699 | ||||||
| 3.00%, 09/20/2050 |
9,718,138 | 10,563,696 | ||||||
| 3.06%, 06/20/2070 |
5,726,611 | 6,363,997 | ||||||
| 3.50%, 10/20/2042 |
4,019,463 | 4,362,645 | ||||||
| 3.50%, 11/20/2042 |
1,372,622 | 1,489,819 | ||||||
| 3.50%, 05/20/2043 |
935,527 | 1,014,085 | ||||||
| 3.50%, 03/20/2045 |
1,234,759 | 1,318,512 | ||||||
| 3.50%, 04/20/2045 |
9,671,766 | 10,328,224 | ||||||
| 3.50%, 10/20/2045 |
8,152,687 | 8,728,475 | ||||||
| 3.50%, 03/20/2046 |
747,263 | 798,149 | ||||||
| 3.50%, 04/20/2046 |
17,188,883 | 18,389,400 | ||||||
| 3.50%, 05/20/2046 |
9,444,622 | 10,082,555 |
| 3.50%, 06/20/2046 |
3,534,602 | 3,774,330 | ||||||
| 3.50%, 07/20/2046(4)(6) |
9,452,458 | 10,094,067 | ||||||
| 3.50%, 09/20/2046 |
1,056,929 | 1,130,370 | ||||||
| 3.50%, 12/20/2046 |
6,763,448 | 7,193,786 | ||||||
| 3.50%, 01/20/2047 |
524,952 | 560,480 | ||||||
| 3.50%, 02/20/2047 |
5,910,853 | 6,280,169 | ||||||
| 3.50%, 03/20/2047 |
4,744,259 | 5,062,709 | ||||||
| 3.50%, 05/20/2047 |
4,248,692 | 4,512,164 | ||||||
| 3.50%, 06/20/2047 |
4,411,308 | 4,672,726 | ||||||
| 3.50%, 11/20/2047 |
14,105,881 | 15,053,937 | ||||||
| 3.50%, 12/20/2047 |
2,560,716 | 2,728,986 | ||||||
| 3.50%, 04/20/2048 |
7,184,656 | 7,633,186 | ||||||
| 3.50%, 06/20/2049 |
2,999,903 | 3,156,739 | ||||||
| 3.50%, 11/20/2049 |
4,720,949 | 4,983,049 | ||||||
| 3.50%, 11/20/2049 |
6,133,449 | 6,523,085 | ||||||
| 3.50%, 08/20/2050 |
9,885,035 | 10,889,390 | ||||||
| 4.00%, 10/20/2040 |
1,737,032 | 1,896,073 | ||||||
| 4.00%, 06/20/2042 |
2,254,153 | 2,474,958 | ||||||
| 4.00%, 10/20/2042 |
4,923,035 | 5,409,791 | ||||||
| 4.00%, 12/20/2042 |
2,387,162 | 2,623,417 | ||||||
| 4.00%, 02/20/2043 |
1,078,812 | 1,190,173 | ||||||
| 4.00%, 10/20/2043 |
3,365,729 | 3,659,905 | ||||||
| 4.00%, 11/20/2044 |
1,874,235 | 2,038,996 | ||||||
| 4.00%, 12/20/2044 |
1,332,101 | 1,449,070 | ||||||
| 4.00%, 03/20/2045 |
339,544 | 367,603 | ||||||
| 4.00%, 05/20/2045 |
4,417,872 | 4,786,272 | ||||||
| 4.00%, 06/20/2045 |
887,777 | 964,537 | ||||||
| 4.00%, 08/20/2045 |
11,482,335 | 12,382,338 | ||||||
| 4.00%, 11/20/2045 |
4,251,755 | 4,583,426 | ||||||
| 4.00%, 01/20/2046 |
1,409,833 | 1,523,688 | ||||||
| 4.00%, 03/20/2046 |
896,169 | 965,767 | ||||||
| 4.00%, 04/20/2046 |
2,406,895 | 2,590,791 | ||||||
| 4.00%, 05/20/2046 |
4,046,569 | 4,355,569 | ||||||
| 4.00%, 06/20/2046 |
1,907,133 | 2,052,434 | ||||||
| 4.00%, 11/20/2046 |
1,735,785 | 1,867,943 | ||||||
| 4.00%, 02/20/2047 |
2,969,746 | 3,186,723 | ||||||
| 4.00%, 03/20/2047 |
6,203,006 | 6,670,951 | ||||||
| 4.00%, 05/20/2047 |
525,210 | 565,008 | ||||||
| 4.00%, 06/20/2047 |
1,884,542 | 2,026,737 | ||||||
| 4.00%, 07/20/2047 |
7,616,813 | 8,201,447 | ||||||
| 4.00%, 09/20/2047 |
2,892,049 | 3,103,595 | ||||||
| 4.00%, 12/20/2047 |
4,127,747 | 4,426,131 | ||||||
| 4.00%, 01/20/2048 |
2,370,577 | 2,539,746 | ||||||
| 4.17%, 05/20/2063(4) |
69,338 | 70,115 | ||||||
| 4.25%, 12/20/2047 |
1,504,866 | 1,670,454 | ||||||
| 4.50%, 06/20/2040 |
595,705 | 661,438 | ||||||
| 4.50%, 01/20/2041 |
490,867 | 552,101 | ||||||
| 4.50%, 03/20/2041 |
451,209 | 500,793 | ||||||
| 4.50%, 05/20/2041 |
224,998 | 249,799 | ||||||
| 4.50%, 06/20/2041 |
1,587,047 | 1,761,783 | ||||||
| 4.50%, 09/20/2041 |
509,831 | 566,121 | ||||||
| 4.50%, 09/20/2043 |
1,312,701 | 1,458,542 | ||||||
| 4.50%, 10/20/2043 |
2,510,177 | 2,788,520 | ||||||
| 4.50%, 12/20/2043 |
1,341,145 | 1,490,252 | ||||||
| 4.50%, 01/20/2046 |
2,120,541 | 2,354,476 | ||||||
| 4.50%, 07/20/2046 |
1,134,041 | 1,259,232 | ||||||
| 4.50%, 09/20/2046 |
1,847,790 | 2,036,145 | ||||||
| 4.50%, 11/20/2046 |
3,191,973 | 3,542,741 | ||||||
| 4.50%, 03/20/2047 |
651,553 | 708,900 | ||||||
| 4.50%, 07/20/2047 |
6,766,312 | 7,350,852 | ||||||
| 4.50%, 08/20/2047 |
1,759,239 | 1,920,182 | ||||||
| 4.50%, 09/20/2047 |
9,214,765 | 10,038,519 | ||||||
| 4.50%, 01/20/2048 |
1,370,054 | 1,482,993 | ||||||
| 4.50%, 02/20/2048 |
6,644,428 | 7,195,514 | ||||||
| 4.50%, 03/20/2048 |
722,084 | 778,486 | ||||||
| 4.50%, 04/20/2048 |
648,153 | 701,470 | ||||||
| 4.50%, 04/20/2048 |
1,971,406 | 2,152,828 | ||||||
| 4.50%, 04/20/2048 |
2,819,380 | 3,048,752 | ||||||
| 4.50%, 04/20/2048 |
3,403,036 | 3,706,352 | ||||||
| 4.50%, 05/20/2048 |
2,295,469 | 2,468,960 | ||||||
| 4.50%, 05/20/2048 |
5,144,291 | 5,692,946 | ||||||
| 4.50%, 05/20/2048 |
7,823,960 | 8,444,052 | ||||||
| 4.50%, 09/20/2048 |
1,653,966 | 1,788,332 | ||||||
| 4.50%, 11/20/2049 |
10,669,824 | 11,723,298 | ||||||
| 5.00%, 10/20/2037 |
219,666 | 247,972 | ||||||
| 5.00%, 07/20/2040 |
149,994 | 171,165 | ||||||
| 5.00%, 06/20/2044 |
640,077 | 730,871 | ||||||
| 5.00%, 07/20/2044 |
543,905 | 621,205 | ||||||
| 5.00%, 08/20/2045 |
725,436 | 818,566 | ||||||
| 5.00%, 09/20/2046 |
1,644,238 | 1,851,707 | ||||||
| 5.00%, 10/20/2047 |
341,777 | 378,447 | ||||||
| 5.00%, 11/20/2047 |
1,691,610 | 1,873,433 |
| 5.00%, 06/20/2048 |
3,101,279 | 3,430,000 | ||||||
| 5.00%, 07/20/2048 |
903,147 | 1,006,657 | ||||||
| 5.00%, 07/20/2048 |
4,488,054 | 4,910,834 | ||||||
| 5.00%, 07/20/2049 |
982,317 | 1,101,964 | ||||||
| 5.00%, 08/20/2049 |
8,722,869 | 9,723,096 | ||||||
| 5.50%, 09/20/2039 |
97,154 | 111,976 | ||||||
| 6.00%, 03/20/2028 |
4,536 | 5,105 | ||||||
| 6.00%, 11/20/2033 |
3,723 | 4,280 | ||||||
| 6.00%, 09/20/2038 |
368,995 | 424,318 | ||||||
| 6.00%, 11/20/2038 |
3,096 | 3,451 | ||||||
| 6.00%, 08/20/2039 |
172,416 | 196,523 | ||||||
| 6.50%, 07/20/2029 |
54,182 | 62,425 | ||||||
| 7.00%, 08/20/2038 |
17,467 | 20,225 | ||||||
| 7.50%, 02/20/2028 |
936 | 1,052 | ||||||
| 7.50%, 09/20/2028 |
2,952 | 3,354 | ||||||
| 8.00%, 12/20/2025 |
356 | 390 | ||||||
| 8.00%, 06/20/2026 |
858 | 952 | ||||||
| 8.00%, 08/20/2026 |
682 | 784 | ||||||
| 8.00%, 09/20/2026 |
821 | 949 | ||||||
| 8.00%, 11/20/2026 |
669 | 765 | ||||||
| 8.00%, 10/20/2027 |
1,535 | 1,732 | ||||||
| 8.00%, 11/20/2027 |
1,612 | 1,812 | ||||||
| 8.00%, 12/20/2027 |
822 | 934 | ||||||
| 8.00%, 06/20/2028 |
466 | 471 | ||||||
| 8.00%, 08/20/2028 |
103 | 107 | ||||||
| 8.00%, 09/20/2028 |
242 | 247 | ||||||
| 8.50%, 03/20/2025 |
177 | 181 | ||||||
| 8.50%, 04/20/2025 |
974 | 1,068 | ||||||
| 8.50%, 05/20/2025 |
2,158 | 2,360 | ||||||
| Ginnie Mae II Pool P#MA3455 |
||||||||
| 4.00%, 02/20/2046 |
467,861 | 503,913 | ||||||
| GMACM Mortgage Loan Trust 2005-AR3 |
||||||||
| 3.50%, 06/19/2035(4) |
54,129 | 51,094 | ||||||
| GS Mortgage Securities Corp. II |
||||||||
| 4.26%, 07/10/2051(4) |
28,521,000 | 31,788,029 | ||||||
| GS Mortgage Securities Corp. Trust 2012-ALOHA |
||||||||
| 3.55%, 04/10/2034(3) |
4,200,000 | 4,233,809 | ||||||
| GS Mortgage Securities Trust 2006-GG8 |
||||||||
| 1.27%, 11/10/2039(3)(4) |
1,200,464 | 1,991 | ||||||
| GS Mortgage Securities Trust 2012-GCJ9 |
||||||||
| 2.77%, 11/10/2045 |
12,926,324 | 13,252,733 | ||||||
| GS Mortgage Securities Trust 2013-GC13 |
||||||||
| 3.87%, 07/10/2046(4) |
5,880,000 | 6,191,978 | ||||||
| GS Mortgage Securities Trust 2013-GC16 |
||||||||
| 1.20%, 11/10/2046(4) |
16,193,120 | 435,459 | ||||||
| GS Mortgage Securities Trust 2013-GCJ12 |
||||||||
| 3.14%, 06/10/2046 |
1,260,000 | 1,315,905 | ||||||
| GS Mortgage Securities Trust 2014-GC18 |
||||||||
| 3.80%, 01/10/2047 |
4,458,693 | 4,742,999 | ||||||
| 4.07%, 01/10/2047 |
4,338,000 | 4,699,393 | ||||||
| GS Mortgage Securities Trust 2014-GC26 |
||||||||
| 3.36%, 11/10/2047 |
8,000,000 | 8,575,151 | ||||||
| GS Mortgage Securities Trust 2015-GC28 |
||||||||
| 3.14%, 02/10/2048 |
9,000,000 | 9,734,172 | ||||||
| GS Mortgage Securities Trust 2016-GS4 |
||||||||
| 3.18%, 11/10/2049 |
12,000,000 | 13,129,603 | ||||||
| 3.44%, 11/10/2049(4) |
1,317,000 | 1,466,857 | ||||||
| GS Mortgage Securities Trust 2020-GC45 |
||||||||
| 2.91%, 02/13/2053 |
2,550,000 | 2,849,946 | ||||||
| GSMPS Mortgage Loan Trust 2004-4 |
||||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 06/25/2034(2)(3) |
49,956 | 41,892 | ||||||
| GSMPS Mortgage Loan Trust 2005-RP2 |
||||||||
| 0.50% (1 Month LIBOR USD + 0.35%, 0.35% Floor), 03/25/2035(2)(3) |
85,821 | 77,176 | ||||||
| GSMPS Mortgage Loan Trust 2005-RP3 |
||||||||
| 0.50% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 9.50% Cap), 09/25/2035(2)(3) |
560,025 | 463,133 | ||||||
| 4.24%, 09/25/2035(3)(4) |
412,886 | 58,979 | ||||||
| GSR Mortgage Loan Trust 2003-3F |
||||||||
| 5.75%, 04/25/2033 |
19,286 | 20,125 | ||||||
| GSR Mortgage Loan Trust 2003-6F |
||||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 09/25/2032(2) |
552 | 551 | ||||||
| GSR Mortgage Loan Trust 2004-13F |
||||||||
| 6.00%, 11/25/2034 |
53,512 | 56,066 | ||||||
| GSR Mortgage Loan Trust 2004-6F |
||||||||
| 5.50%, 05/25/2034 |
63,345 | 65,951 | ||||||
| 6.50%, 05/25/2034 |
44,368 | 48,047 | ||||||
| GSR Mortgage Loan Trust 2005-5F |
||||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 5.50% Cap), 06/25/2035(2) |
17,762 | 16,540 | ||||||
| GSR Mortgage Loan Trust 2005-7F |
||||||||
| 6.00%, 09/25/2035 |
81,824 | 84,902 | ||||||
| GSR Mortgage Loan Trust 2005-AR6 |
||||||||
| 3.68%, 09/25/2035(4) |
5,237 | 5,237 | ||||||
| GSR Mortgage Loan Trust 2006-1F |
||||||||
| 5.50%, 02/25/2036 |
41,430 | 54,134 | ||||||
| 6.00%, 02/25/2036 |
268,054 | 199,326 |
| Headlands Residential 2019-RPL1 LLC |
||||||||
| 3.97%, 06/25/2024(1)(3) |
9,000,000 | 9,053,086 | ||||||
| Headlands Residential LLC |
||||||||
| 3.88%, 11/25/2024(1)(3) |
6,170,000 | 6,322,046 | ||||||
| Home Re 2018-1 Ltd. |
||||||||
| 1.75% (1 Month LIBOR USD + 1.60%), 10/25/2028(2)(3) |
556,358 | 549,258 | ||||||
| Home RE 2019-1 Ltd. |
||||||||
| 1.80% (1 Month LIBOR USD + 1.65%), 05/25/2029(2)(3) |
513,119 | 507,076 | ||||||
| HomeBanc Mortgage Trust 2005-3 |
||||||||
| 0.39% (1 Month LIBOR USD + 0.24%, 0.24% Floor, 11.50% Cap), 07/25/2035(2) |
155,351 | 155,478 | ||||||
| Impac CMB Trust Series 2004-4 |
||||||||
| 4.94%, 09/25/2034(1) |
8,085 | 8,625 | ||||||
| Impac CMB Trust Series 2004-7 |
||||||||
| 0.89% (1 Month LIBOR USD + 0.74%, 11.25% Cap), 11/25/2034(2) |
662,947 | 654,921 | ||||||
| Impac CMB Trust Series 2005-4 |
||||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.30% Floor, 10.25% Cap), 05/25/2035(2) |
91,352 | 86,359 | ||||||
| Impac Secured Assets CMN Owner Trust |
||||||||
| 5.50%, 08/25/2033 |
61,064 | 62,084 | ||||||
| Impac Secured Assets Trust 2006-1 |
||||||||
| 0.50% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 11.50% Cap), 05/25/2036(2) |
209,547 | 199,069 | ||||||
| Impac Secured Assets Trust 2006-2 |
||||||||
| 0.50% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 11.50% Cap), 08/25/2036(2) |
100,926 | 100,497 | ||||||
| Independence Plaza Trust 2018-INDP |
||||||||
| 3.76%, 07/10/2035(3) |
5,445,000 | 5,806,590 | ||||||
| JP Morgan Alternative Loan Trust |
||||||||
| 3.71%, 03/25/2036(4) |
25,274 | 23,270 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Corp. |
||||||||
| 1.15% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 09/15/2029(2)(3) |
9,200,000 | 8,978,462 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC11 |
||||||||
| 0.19%, 08/12/2037(3)(4) |
973,708 | 157 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC15 |
||||||||
| 0.39%, 06/12/2043(4) |
1,816,897 | 1,606 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12 |
||||||||
| 0.00%, 02/15/2051(4) |
921,744 | 9 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 |
||||||||
| 2.96%, 04/15/2046 |
7,152,087 | 7,471,287 | ||||||
| JP Morgan Mortgage Trust 2004-A3 |
||||||||
| 3.26%, 07/25/2034(4) |
4,204 | 4,260 | ||||||
| JP Morgan Mortgage Trust 2004-A4 |
||||||||
| 2.88%, 09/25/2034(4) |
22,899 | 22,164 | ||||||
| JP Morgan Mortgage Trust 2004-S1 |
||||||||
| 5.00%, 09/25/2034 |
4,197 | 4,269 | ||||||
| JP Morgan Mortgage Trust 2005-A1 |
||||||||
| 3.56%, 02/25/2035(4) |
61,196 | 59,117 | ||||||
| JP Morgan Mortgage Trust 2005-A4 |
||||||||
| 3.04%, 07/25/2035(4) |
61,117 | 61,300 | ||||||
| JP Morgan Mortgage Trust 2006-A2 |
||||||||
| 3.08%, 08/25/2034(4) |
339,849 | 346,615 | ||||||
| 3.47%, 11/25/2033(4) |
201,334 | 203,642 | ||||||
| JP Morgan Mortgage Trust 2006-A3 |
||||||||
| 2.97%, 08/25/2034(4) |
47,541 | 45,878 | ||||||
| JP Morgan Mortgage Trust 2006-A7 |
||||||||
| 3.63%, 01/25/2037(4) |
51,241 | 47,014 | ||||||
| 3.63%, 01/25/2037(4) |
89,883 | 82,470 | ||||||
| JP Morgan Mortgage Trust 2007-A1 |
||||||||
| 3.60%, 07/25/2035(4) |
45,200 | 44,241 | ||||||
| 3.60%, 07/25/2035(4) |
689,495 | 675,550 | ||||||
| JP Morgan Mortgage Trust 2007-A2 |
||||||||
| 3.68%, 04/25/2037(4) |
185,702 | 167,181 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2013-C17 |
||||||||
| 3.93%, 01/15/2047 |
2,288,937 | 2,454,365 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2014-C19 |
||||||||
| 3.67%, 04/15/2047 |
2,010,000 | 2,032,854 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2014-C25 |
||||||||
| 3.41%, 11/15/2047 |
7,826,823 | 8,431,227 | ||||||
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 |
||||||||
| 3.46%, 03/15/2050 |
12,460,000 | 13,987,535 | ||||||
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 |
||||||||
| 3.19%, 09/15/2050 |
20,000,000 | 22,351,166 | ||||||
| Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust |
||||||||
| 3.99%, 02/15/2036(3) |
1,027,000 | 1,148,591 | ||||||
| LB-UBS Commercial Mortgage Trust 2007-C2 |
||||||||
| 0.36%, 02/15/2040(4) |
306,199 | 16 | ||||||
| LCCM 2017-LC26 |
||||||||
| 3.29%, 07/12/2050(3) |
20,300,000 | 22,046,295 | ||||||
| Legacy Mortgage Asset Trust 2019-GS6 |
||||||||
| 3.00%, 06/25/2059(1)(3) |
915,400 | 918,528 | ||||||
| Legacy Mortgage Asset Trust 2019-PR1 |
||||||||
| 3.86%, 09/25/2059(1)(3) |
8,785,568 | 9,225,611 | ||||||
| Legacy Mortgage Asset Trust 2020-GS1 |
||||||||
| 2.88%, 10/25/2059(1)(3) |
5,645,414 | 5,659,656 |
| Lehman Mortgage Trust 2006-2 |
||||||||
| 5.95%, 04/25/2036(4) |
47,683 | 41,733 | ||||||
| Lehman Mortgage Trust 2007-6 |
||||||||
| 6.00%, 07/25/2037 |
23,832 | 23,735 | ||||||
| Lehman Mortgage Trust 2008-2 |
||||||||
| 6.00%, 03/25/2038 |
272,724 | 159,463 | ||||||
| LHOME Mortgage Trust 2019-RTL3 |
||||||||
| 3.87%, 07/25/2024(3) |
9,210,000 | 9,285,770 | ||||||
| Luminent Mortgage Trust 2005-1 |
||||||||
| 0.41% (1 Month LIBOR USD + 0.26%, 0.26% Floor, 11.50% Cap), 11/25/2035(2) |
1,151,127 | 1,090,435 | ||||||
| MASTR Adjustable Rate Mortgages Trust 2004-13 |
||||||||
| 3.74%, 04/21/2034(4) |
92,640 | 92,898 | ||||||
| MASTR Adjustable Rate Mortgages Trust 2004-15 |
||||||||
| 4.16%, 12/25/2034(4) |
26,387 | 24,493 | ||||||
| MASTR Adjustable Rate Mortgages Trust 2004-3 |
||||||||
| 2.71%, 04/25/2034(4) |
24,839 | 22,410 | ||||||
| MASTR Alternative Loan Trust 2003-9 |
||||||||
| 6.00%, 12/25/2033 |
24,518 | 25,573 | ||||||
| 6.00%, 01/25/2034 |
18,665 | 19,436 | ||||||
| MASTR Alternative Loan Trust 2004-13 |
||||||||
| 5.50%, 01/25/2025 |
17,046 | 18,040 | ||||||
| MASTR Alternative Loan Trust 2004-3 |
||||||||
| 6.00%, 04/25/2034 |
172,431 | 176,238 | ||||||
| 6.25%, 04/25/2034 |
34,120 | 34,954 | ||||||
| MASTR Alternative Loan Trust 2004-6 |
||||||||
| 0.00%, 07/25/2034 |
24,010 | 20,547 | ||||||
| 6.00%, 07/25/2034 |
16,271 | 17,278 | ||||||
| MASTR Alternative Loan Trust 2004-7 |
||||||||
| 0.00%, 08/25/2034 |
16,698 | 14,096 | ||||||
| MASTR Alternative Loan Trust 2005-6 |
||||||||
| 5.50%, 11/25/2020 |
13,646 | 12,996 | ||||||
| MASTR Asset Securitization Trust 2003-12 |
||||||||
| 0.00%, 12/25/2033 |
1,805 | 1,630 | ||||||
| 5.00%, 12/25/2033 |
9,748 | 9,956 | ||||||
| MASTR Asset Securitization Trust 2004-1 |
||||||||
| 0.00%, 02/25/2034 |
1,618 | 1,344 | ||||||
| MASTR Asset Securitization Trust 2004-4 |
||||||||
| 5.25%, 12/26/2033 |
48,219 | 48,731 | ||||||
| MASTR Asset Securitization Trust 2004-6 |
||||||||
| 0.00%, 07/25/2021 |
37 | 37 | ||||||
| MASTR Reperforming Loan Trust 2005-2 |
||||||||
| 0.50% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 9.50% Cap), 05/25/2035(2)(3) |
799,771 | 436,406 | ||||||
| MASTR Reperforming Loan Trust 2006-2 |
||||||||
| 4.34%, 05/25/2036(3)(4) |
93,069 | 88,129 | ||||||
| MASTR Resecuritization Trust 2005-PO |
||||||||
| 0.00%, 05/28/2035(3) |
18,663 | 13,713 | ||||||
| Merrill Lynch Mortgage Backed Securities Trust Series 2007-3 |
||||||||
| 1.32%, 06/25/2037(4) |
59,346 | 54,812 | ||||||
| Merrill Lynch Mortgage Investors Trust Series 2003-A5 |
||||||||
| 2.88%, 08/25/2033(4) |
30,216 | 29,624 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E |
||||||||
| 0.77% (1 Month LIBOR USD + 0.62%, 0.31% Floor, 11.75% Cap), 10/25/2028(2) |
59,575 | 58,770 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F |
||||||||
| 0.79% (1 Month LIBOR USD + 0.64%, 0.32% Floor, 11.75% Cap), 10/25/2028(2) |
71,003 | 69,741 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1 |
||||||||
| 2.89%, 12/25/2034(4) |
58,592 | 58,071 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A |
||||||||
| 0.61% (1 Month LIBOR USD + 0.46%, 0.23% Floor, 11.75% Cap), 04/25/2029(2) |
24,207 | 23,292 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C |
||||||||
| 0.98% (6 Month LIBOR USD + 0.60%, 0.30% Floor, 11.75% Cap), 07/25/2029(2) |
44,471 | 43,076 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4 |
||||||||
| 3.17%, 08/25/2034(4) |
57,986 | 59,810 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 |
||||||||
| 3.78%, 02/25/2035(4) |
93,050 | 95,143 | ||||||
| ML-CFC Commercial Mortgage Trust 2006-4 |
||||||||
| 0.74%, 12/12/2049(3)(4) |
565,475 | 8 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 |
||||||||
| 2.86%, 11/15/2045 |
7,404,156 | 7,611,997 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 |
||||||||
| 3.67%, 02/15/2047 |
1,739,147 | 1,744,669 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 |
||||||||
| 3.25%, 02/15/2048 |
3,652,000 | 3,954,747 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 |
||||||||
| 3.45%, 07/15/2050 |
17,606,533 | 19,263,662 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 |
||||||||
| 3.48%, 05/15/2048 |
5,000,000 | 5,503,624 | ||||||
| 3.73%, 05/15/2048 |
6,507,000 | 7,260,278 | ||||||
| Morgan Stanley Capital I Trust 2006-IQ12 |
||||||||
| 0.29%, 12/15/2043(3)(4) |
198,069 | 2 | ||||||
| Morgan Stanley Capital I Trust 2007-HQ11 |
||||||||
| 0.37%, 02/12/2044(3)(4) |
215,457 | 62 |
| Morgan Stanley Capital I Trust 2007-HQ13 |
||||||||
| 0.00%, 12/15/2044(3)(4) |
164,156 | 2 | ||||||
| Morgan Stanley Capital I Trust 2007-IQ13 |
||||||||
| 0.66%, 03/15/2044(3)(4) |
447,044 | 1,309 | ||||||
| Morgan Stanley Capital I Trust 2012-C4 |
||||||||
| 2.99%, 03/15/2045 |
90,133 | 90,409 | ||||||
| Morgan Stanley Capital I Trust 2014-CPT |
||||||||
| 3.35%, 07/13/2029(3) |
4,241,000 | 4,298,329 | ||||||
| Morgan Stanley Capital I Trust 2016-UB11 |
||||||||
| 2.53%, 08/15/2049 |
20,000,000 | 21,207,322 | ||||||
| Morgan Stanley Capital I Trust 2018-H4 |
||||||||
| 4.31%, 12/15/2051 |
2,552,000 | 3,044,454 | ||||||
| Morgan Stanley Capital I Trust 2019-H7 |
||||||||
| 3.01%, 07/15/2052 |
1,372,854 | 1,519,977 | ||||||
| Morgan Stanley Mortgage Loan Trust 2004-3 |
||||||||
| 5.62%, 04/25/2034(4) |
148,613 | 161,043 | ||||||
| Morgan Stanley Mortgage Loan Trust 2004-9 |
||||||||
| 3.44%, 10/25/2020(4) |
12,933 | 12,856 | ||||||
| Mortgage Insurance-Linked Notes Series 2020-1 |
||||||||
| 1.10% (1 Month LIBOR USD + 0.95%, 0.95% Floor), 02/25/2030(2)(3) |
1,100,000 | 1,095,936 | ||||||
| Mortgage Repurchase Agreement Financing SER 2020-3 |
||||||||
| 1.41% (1 Month LIBOR USD + 1.25%, 1.25% Floor), 01/23/2023(2)(3) |
1,690,000 | 1,690,063 | ||||||
| Mortgage Repurchase Agreement Financing SER 2020-4 |
||||||||
| 1.51% (1 Month LIBOR USD + 1.35%), 04/23/2023(2)(3) |
1,605,000 | 1,605,254 | ||||||
| MortgageIT Trust 2005-2 |
||||||||
| 0.67% (1 Month LIBOR USD + 0.52%, 0.26% Floor, 11.50% Cap), 05/25/2035(2) |
463,256 | 466,026 | ||||||
| MRA Issuance Trust 2020-1 |
||||||||
| 1.56% (1 Month LIBOR USD + 1.40%), 12/08/2020(2)(3) |
16,888,302 | 16,906,298 | ||||||
| MRA Issuance Trust 2020-7 |
||||||||
| 1.60% (1 Month LIBOR USD + 1.60%), 12/11/2021(2)(3) |
30,440,000 | 30,440,000 | ||||||
| MRAFT 20-4 A2 REGD |
||||||||
| 1.51% (1 Month LIBOR USD + 1.35%), 04/23/2023(2)(3) |
3,110,000 | 3,110,492 | ||||||
| MRCD 2019-MARK Mortgage Trust |
||||||||
| 2.72%, 12/15/2036(3) |
6,108,000 | 6,085,436 | ||||||
| 2.72%, 12/15/2036(3) |
9,990,000 | 10,271,828 | ||||||
| MRFC Mortgage Pass-Through Trust Series 1999-TBC2 |
||||||||
| 0.63% (1 Month LIBOR USD + 0.48%, 0.24% Floor, 10.00% Cap), 06/15/2030(2) |
157,831 | 154,954 | ||||||
| MRFC Mortgage Pass-Through Trust Series 2000-TBC3 |
||||||||
| 0.59% (1 Month LIBOR USD + 0.44%, 0.22% Floor, 10.00% Cap), 12/15/2030(2) |
35,244 | 33,969 | ||||||
| NACC Reperforming Loan REMIC Trust 2004-R2 |
||||||||
| 6.50%, 10/25/2034(3)(4) |
48,735 | 48,509 | ||||||
| NCUA Guaranteed Notes Trust 2010-R3 |
||||||||
| 0.71% (1 Month LIBOR USD + 0.56%, 0.56% Floor, 8.00% Cap), 12/08/2020(2) |
989,348 | 989,585 | ||||||
| 2.40%, 12/08/2020 |
1,088 | 1,088 | ||||||
| New Residential Mortgage Loan Trust 2017-2 |
||||||||
| 4.00%, 03/25/2057(3)(4) |
2,862,621 | 3,096,414 | ||||||
| New Residential Mortgage Loan Trust 2017-3 |
||||||||
| 4.00%, 04/25/2057(3)(4) |
4,800,948 | 5,186,409 | ||||||
| New Residential Mortgage Loan Trust 2017-4 |
||||||||
| 4.00%, 05/25/2057(3)(4) |
3,120,056 | 3,410,116 | ||||||
| New Residential Mortgage Loan Trust 2020-NPL2 |
||||||||
| 3.23%, 08/25/2060(1)(3) |
7,865,357 | 7,866,159 | ||||||
| New Residential Mortgage Loan Trust 2020-RPL2 |
||||||||
| 3.58%, 08/25/2025(3) |
342,210 | 342,081 | ||||||
| Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2003-A1 |
||||||||
| 5.50%, 05/25/2033 |
8,511 | 8,769 | ||||||
| 6.00%, 05/25/2033 |
13,883 | 14,176 | ||||||
| 7.00%, 04/25/2033 |
7,947 | 8,210 | ||||||
| Oaktown Re II Ltd. |
||||||||
| 1.70% (1 Month LIBOR USD + 1.55%), 07/25/2028(2)(3) |
547,366 | 545,742 | ||||||
| Oaktown Re III Ltd. |
||||||||
| 1.55% (1 Month LIBOR USD + 1.40%, 1.40% Floor), 07/25/2029(2)(3) |
145,680 | 145,617 | ||||||
| Oaktown Re IV Ltd SER 2020-1A |
||||||||
| 3.35% (1 Month LIBOR USD + 3.20%, 3.20% Floor), 07/25/2030(2)(3) |
1,500,000 | 1,510,979 | ||||||
| Prime Mortgage Trust 2004-CL1 |
||||||||
| 6.00%, 02/25/2034 |
54,386 | 57,952 | ||||||
| PRPM 2020-3 LLC SER 2020-3 CL A1 V/R REGD 144A P/P |
||||||||
| 2.86%, 09/25/2025(3) |
2,650,000 | 2,649,955 | ||||||
| Radnor Re 2018-1 Ltd. |
||||||||
| 1.55% (1 Month LIBOR USD + 1.40%), 03/25/2028(2)(3) |
191,943 | 191,591 | ||||||
| RALI Series 2002-QS16 Trust |
||||||||
| 16.31% (1 Month LIBOR USD + 16.62%, 16.62% Cap), 10/25/2049(2)(8) |
102 | 70 | ||||||
| RALI Series 2003-QS14 Trust |
||||||||
| 5.00%, 07/25/2021 |
1,005 | 999 | ||||||
| RALI Series 2003-QS9 Trust |
||||||||
| 7.40% (1 Month LIBOR USD + 7.55%, 7.55% Cap), 05/25/2049(2)(8)(10) |
1,019 | 0 | ||||||
| RALI Series 2004-QS6 Trust |
||||||||
| 5.00%, 05/25/2023 |
956 | 921 | ||||||
| RALI Series 2005-QA6 Trust |
||||||||
| 4.41%, 05/25/2035(4) |
101,458 | 71,001 | ||||||
| RALI Series 2007-QS1 Trust |
||||||||
| 6.00%, 01/25/2037 |
13,611 | 13,226 |
| RBS Commercial Funding, Inc. 2013-SMV Trust |
||||||||
| 3.26%, 03/11/2031(3) |
512,000 | 502,434 | ||||||
| RBSSP Resecuritization Trust 2009-1 |
||||||||
| 6.50%, 02/26/2036(3)(4) |
110,547 | 113,437 | ||||||
| RBSSP Resecuritization Trust 2009-12 |
||||||||
| 5.36%, 11/25/2033(3)(4) |
104,504 | 104,840 | ||||||
| RCO V Mortgage LLC 2020-1 |
||||||||
| 3.10%, 09/25/2025(1)(3) |
11,200,000 | 11,200,800 | ||||||
| Reperforming Loan REMIC Trust 2005-R1 |
||||||||
| 0.00%, 03/25/2035(3) |
5,818 | 4,319 | ||||||
| Residential Asset Securitization Trust 2003-A8 |
||||||||
| 4.25%, 10/25/2021 |
1,399 | 1,438 | ||||||
| Residential Asset Securitization Trust 2004-A7 |
||||||||
| 5.50%, 10/25/2034 |
1,670,083 | 1,739,746 | ||||||
| Residential Asset Securitization Trust 2005-A2 |
||||||||
| 4.90% (1 Month LIBOR USD + 5.05%, 5.05% Cap), 03/25/2035(2)(8) |
607,507 | 125,392 | ||||||
| Residential Asset Securitization Trust 2006-A4IP |
||||||||
| 6.00%, 05/25/2036 |
53,620 | 52,473 | ||||||
| RFMSI Series 2005-SA4 Trust |
||||||||
| 2.86%, 09/25/2035(4) |
31,796 | 28,221 | ||||||
| Seasoned Credit Risk Transfer Trust 2017-4 |
||||||||
| 3.50%, 06/25/2057 |
4,048,345 | 4,555,506 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2018-4 |
||||||||
| 3.50%, 03/25/2058 |
8,554,241 | 10,501,055 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2019-1 |
||||||||
| 3.50%, 07/25/2058 |
10,220,920 | 11,524,525 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2019-3 |
||||||||
| 3.50%, 10/25/2058 |
3,880,000 | 4,647,044 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2019-4 |
||||||||
| 4.00%, 02/25/2059 |
7,563,453 | 8,402,438 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2020-1 |
||||||||
| 3.00%, 08/25/2059 |
8,573,341 | 9,167,411 | ||||||
| Sequoia Mortgage Trust 2004-10 |
||||||||
| 0.78% (1 Month LIBOR USD + 0.62%, 0.31% Floor, 11.50% Cap), 11/20/2034(2) |
34,213 | 32,478 | ||||||
| Sequoia Mortgage Trust 2004-11 |
||||||||
| 0.76% (1 Month LIBOR USD + 0.60%, 0.30% Floor, 11.50% Cap), 12/20/2034(2) |
103,232 | 101,297 | ||||||
| Sequoia Mortgage Trust 2004-12 |
||||||||
| 0.74% (6 Month LIBOR USD + 0.32%, 0.32% Floor, 11.50% Cap), 01/20/2035(2) |
84,455 | 78,575 | ||||||
| Sequoia Mortgage Trust 2004-8 |
||||||||
| 0.86% (1 Month LIBOR USD + 0.70%, 0.35% Floor, 11.50% Cap), 09/20/2034(2) |
681,102 | 654,552 | ||||||
| 1.06% (6 Month LIBOR USD + 0.74%, 0.37% Floor, 11.50% Cap), 09/20/2034(2) |
96,894 | 94,885 | ||||||
| Series RR 2014-1 Trust |
||||||||
| 0.00%, 05/25/2047(3) |
1,603,000 | 1,464,886 | ||||||
| Structured Asset Mortgage Investments II Trust 2004-AR5 |
||||||||
| 0.82% (1 Month LIBOR USD + 0.66%, 0.33% Floor, 11.00% Cap), 10/19/2034(2) |
99,884 | 98,836 | ||||||
| Structured Asset Mortgage Investments II Trust 2005-AR5 |
||||||||
| 0.41% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 11.00% Cap), 07/19/2035(2) |
348,532 | 339,222 | ||||||
| Structured Asset Mortgage Investments Trust 2003-CL1 |
||||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 8.00% Cap), 07/25/2032(2) |
220,990 | 215,109 | ||||||
| Structured Asset Securities Corp. |
||||||||
| 0.50% (1 Month LIBOR USD + 0.35%, 0.35% Floor), 06/25/2035(2)(3) |
63,636 | 54,879 | ||||||
| 2.95%, 12/25/2033(4) |
109,030 | 105,163 | ||||||
| 3.48%, 12/25/2033(4) |
1,000,228 | 974,775 | ||||||
| 5.19%, 02/25/2034(1) |
165,789 | 171,239 | ||||||
| Structured Asset Securities Corp. Mortgage Pass-Through Ctfs Series 2003-34A |
||||||||
| 3.35%, 11/25/2033(4) |
24,115 | 23,941 | ||||||
| Thornburg Mortgage Securities Trust 2003-4 |
||||||||
| 0.79% (1 Month LIBOR USD + 0.64%, 0.32% Floor, 11.50% Cap), 09/25/2043(2) |
405,806 | 400,333 | ||||||
| Thornburg Mortgage Securities Trust 2003-5 |
||||||||
| 2.84%, 10/25/2043(4) |
1,941,056 | 1,893,789 | ||||||
| Thornburg Mortgage Securities Trust 2004-4 |
||||||||
| 3.35%, 12/25/2044(4) |
183,847 | 180,470 | ||||||
| Thornburg Mortgage Securities Trust 2005-1 |
||||||||
| 3.58%, 04/25/2045(4) |
514,704 | 492,582 | ||||||
| Toorak Mortgage Corp. 2019-2 Ltd. |
||||||||
| 3.72%, 09/25/2022(1) |
6,665,000 | 6,790,838 | ||||||
| UBS Commercial Mortgage Trust 2012-C1 |
||||||||
| 2.25%, 05/10/2045(3)(4) |
1,442,040 | 30,121 | ||||||
| UBS Commercial Mortgage Trust 2017-C2 |
||||||||
| 3.26%, 08/15/2050 |
10,114,000 | 11,065,724 | ||||||
| UBS Commercial Mortgage Trust 2017-C5 |
||||||||
| 3.21%, 11/15/2050 |
21,500,000 | 23,739,730 | ||||||
| UBS Commercial Mortgage Trust 2018-C9 |
||||||||
| 3.85%, 03/15/2051 |
9,650,000 | 11,026,663 | ||||||
| UBS-BAMLL Trust |
||||||||
| 3.66%, 06/10/2030(3) |
1,787,000 | 1,809,822 | ||||||
| UBS-Barclays Commercial Mortgage Trust 2012-C2 |
||||||||
| 1.45%, 05/10/2063(3)(4) |
5,120,218 | 94,162 | ||||||
| 3.53%, 05/10/2063 |
1,073,000 | 1,105,804 | ||||||
| UBS-Barclays Commercial Mortgage Trust 2013-C6 |
||||||||
| 3.24%, 04/10/2046 |
271,000 | 283,791 |
| Vendee Mortgage Trust 1993-1 |
||||||||
| 7.25%, 02/15/2023 |
93,426 | 98,914 | ||||||
| Vendee Mortgage Trust 1994-1 |
||||||||
| 5.26%, 02/15/2024(4) |
32,783 | 34,702 | ||||||
| 6.50%, 02/15/2024 |
96,441 | 103,409 | ||||||
| Vendee Mortgage Trust 1996-1 |
||||||||
| 6.75%, 02/15/2026 |
71,668 | 81,480 | ||||||
| Vendee Mortgage Trust 1996-2 |
||||||||
| 6.75%, 06/15/2026 |
32,482 | 36,741 | ||||||
| Vendee Mortgage Trust 1997-1 |
||||||||
| 7.50%, 02/15/2027 |
107,894 | 123,316 | ||||||
| Vendee Mortgage Trust 1998-1 |
||||||||
| 7.00%, 03/15/2028 |
72,820 | 81,958 | ||||||
| VNDO 2012-6AVE Mortgage Trust |
||||||||
| 3.00%, 11/15/2030(3) |
2,283,000 | 2,355,367 | ||||||
| VNDO 2013-PENN Mortgage Trust |
||||||||
| 3.81%, 12/13/2029(3) |
2,500,000 | 2,498,352 | ||||||
| Wachovia Bank Commercial Mortgage Trust Series 2006-C24 |
||||||||
| 0.00%, 03/15/2045(3)(4) |
353,028 | 4 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-AR11 Trust |
||||||||
| 2.88%, 10/25/2033(4) |
164,280 | 163,095 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust |
||||||||
| 2.69%, 08/25/2033(4) |
47,922 | 46,954 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust |
||||||||
| 2.77%, 09/25/2033(4) |
49,544 | 46,988 | ||||||
| 2.79%, 09/25/2033(4) |
305,098 | 299,377 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-S1 Trust |
||||||||
| 5.50%, 04/25/2033 |
48,168 | 49,646 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-S4 |
||||||||
| 17.06% (1 Month LIBOR USD + 17.46%, 17.46% Cap), 06/25/2033(2)(8) |
19,556 | 24,569 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-S9 Trust |
||||||||
| 0.00%, 10/25/2033 |
2,967 | 2,619 | ||||||
| 5.25%, 10/25/2033 |
201,261 | 207,239 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust |
||||||||
| 3.82%, 01/25/2035(4) |
1,642,435 | 1,654,218 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust |
||||||||
| 3.67%, 06/25/2034(4) |
91,288 | 91,579 | ||||||
| 3.67%, 06/25/2034(4) |
1,620,043 | 1,629,570 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust |
||||||||
| 6.00%, 08/25/2034 |
623,355 | 678,244 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust |
||||||||
| 6.50%, 10/25/2034 |
1,798,620 | 1,879,258 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-RS2 |
||||||||
| 5.00%, 11/25/2033 |
33,077 | 34,307 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust |
||||||||
| 5.50%, 06/25/2034 |
228,632 | 236,270 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-S3 Trust |
||||||||
| 5.00%, 07/25/2034 |
22,384 | 22,780 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust |
||||||||
| 3.07%, 09/25/2036(4) |
6,353 | 5,221 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust |
||||||||
| 3.14%, 08/25/2046(4) |
44,613 | 42,054 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust |
||||||||
| 0.00%, 03/25/2035 |
8,202 | 6,518 | ||||||
| 5.50%, 03/25/2035 |
73,359 | 73,787 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust |
||||||||
| 4.85% (1 Month LIBOR USD + 5.00%, 5.00% Cap), 04/25/2035(2)(8) |
177,927 | 29,738 | ||||||
| 4.90% (1 Month LIBOR USD + 5.05%, 5.05% Cap), 04/25/2035(2)(8) |
562,311 | 84,923 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust |
||||||||
| 5.50%, 06/25/2035 |
194,574 | 34,424 | ||||||
| 5.50%, 06/25/2035 |
202,949 | 193,397 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust |
||||||||
| 5.50%, 08/25/2035 |
32,573 | 32,036 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust |
||||||||
| 5.75%, 02/25/2036 |
15,186 | 14,051 | ||||||
| Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS7 Trust |
||||||||
| 0.00%, 03/25/2033 |
98 | 86 | ||||||
| Wells Fargo Alternative Loan 2003-1 Trust |
||||||||
| 0.00%, 09/25/2033 |
4,260 | 3,668 | ||||||
| Wells Fargo Alternative Loan 2007-PA3 Trust |
||||||||
| 5.75%, 07/25/2037 |
16,980 | 16,108 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-C26 |
||||||||
| 2.99%, 02/15/2048 |
8,255,531 | 8,615,336 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-C29 |
||||||||
| 3.37%, 06/15/2048 |
9,481,249 | 10,386,674 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-C30 |
||||||||
| 3.66%, 09/15/2058 |
729,000 | 812,853 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-C31 |
||||||||
| 3.70%, 11/15/2048 |
3,280,000 | 3,668,018 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 |
||||||||
| 3.50%, 07/15/2058 |
15,000,000 | 16,437,867 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-P2 |
||||||||
| 3.81%, 12/15/2048 |
7,272,631 | 8,169,291 | ||||||
| Wells Fargo Commercial Mortgage Trust 2016-C34 |
||||||||
| 3.10%, 06/15/2049 |
3,698,000 | 3,995,888 | ||||||
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 |
||||||||
| 2.64%, 11/15/2049 |
20,000,000 | 21,298,354 | ||||||
| Wells Fargo Commercial Mortgage Trust 2017-C38 |
||||||||
| 3.19%, 07/15/2050 |
13,800,000 | 15,356,448 | ||||||
| Wells Fargo Commercial Mortgage Trust 2017-RC1 |
||||||||
| 3.63%, 01/15/2060 |
10,000,000 | 11,362,399 | ||||||
| Wells Fargo Commercial Mortgage Trust 2019-C49 |
||||||||
| 3.76%, 03/15/2052 |
1,085,000 | 1,242,763 | ||||||
| Wells Fargo Commercial Mortgage Trust 2019-C54 |
||||||||
| 3.15%, 12/15/2052 |
3,079,000 | 3,469,214 | ||||||
| Wells Fargo Commercial Mortgage Trust 2020-C55 |
||||||||
| 2.73%, 02/15/2053 |
3,380,000 | 3,707,067 | ||||||
| Wells Fargo Commercial Mortgage Trust 2020-C57 |
||||||||
| 1.86%, 08/15/2053 |
19,500,000 | 19,716,479 | ||||||
| 2.12%, 08/15/2053 |
3,518,000 | 3,651,483 | ||||||
| Wells Fargo Mortgage Backed Securities 2007-7 Trust |
||||||||
| 6.00%, 06/25/2037 |
13,101 | 12,260 | ||||||
| WFRBS Commercial Mortgage Trust 2011-C3 |
||||||||
| 4.38%, 03/15/2044(3) |
976,133 | 982,807 | ||||||
| WFRBS Commercial Mortgage Trust 2012-C6 |
||||||||
| 3.44%, 04/15/2045 |
9,037,236 | 9,169,260 | ||||||
| WFRBS Commercial Mortgage Trust 2013-C11 |
||||||||
| 4.40%, 03/15/2045(3)(4) |
300,000 | 267,062 | ||||||
| WFRBS Commercial Mortgage Trust 2013-C14 |
||||||||
| 3.34%, 06/15/2046 |
229,750 | 242,456 |
| WFRBS Commercial Mortgage Trust 2014-C21 |
||||||||
| 3.68%, 08/15/2047 |
7,000,000 | 7,653,882 | ||||||
| WFRBS Commercial Mortgage Trust 2014-C23 |
||||||||
| 3.64%, 10/15/2057 |
2,879,201 | 3,029,597 | ||||||
| WFRBS Commercial Mortgage Trust 2014-C25 |
||||||||
| 3.63%, 11/15/2047 |
3,846,000 | 4,180,566 | ||||||
| WFRBS Commercial Mortgage Trust 2014-LC14 |
||||||||
| 3.77%, 03/15/2047 |
10,000,000 | 10,709,918 | ||||||
|
|
|
|||||||
| Total Mortgage-Backed Obligations (Cost: $4,991,571,254) |
5,279,581,452 | |||||||
|
|
|
|||||||
| Total Bonds & Notes (Cost: $13,621,957,252) |
|
14,518,722,957 | ||||||
|
|
|
|||||||
| Shares | Value | |||||||
| PREFERRED STOCKS – 0.02% |
||||||||
| Financials – 0.02% |
||||||||
| State Street Corp., 5.35%(2) |
95,000 | $ | 2,634,350 | |||||
|
|
|
|||||||
| Total Financials |
|
2,634,350 | ||||||
|
|
|
|||||||
| Total Preferred Stocks (Cost: $2,375,000) |
|
2,634,350 | ||||||
|
|
|
|||||||
| Shares | Value | |||||||
| SHORT-TERM INVESTMENTS – 5.80% |
||||||||
| Money Market Funds – 5.47% |
||||||||
| Fidelity Institutional Money Market Government Fund - Class I, 0.03%(11)(12) |
816,435,508 | 816,435,508 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $816,435,508) |
816,435,508 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| U.S. Treasury Bills – 0.02% |
||||||||
| U.S. Treasury Bill, 0.00%, 01/28/2021 |
2,000,000 | 1,999,314 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Bills (Cost: $1,990,546) |
1,999,314 | |||||||
|
|
|
|||||||
| Time Deposits – 0.31% |
||||||||
| Barclays Bank, London, 0.01% due 10/01/2020 |
46,308,606 | 46,308,605 | ||||||
| Brown Brothers Harriman, 0.01% due 10/01/2020 |
4 | 4 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $46,308,609) |
46,308,609 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $864,734,663) |
|
864,743,431 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 103.16% |
||||||||
| (Cost: $14,489,066,915) |
15,386,100,738 | |||||||
|
|
|
|||||||
| TBA SALES COMMITMENTS – (0.05)% |
||||||||
| Mortgage-Backed Obligations – (0.05)% |
||||||||
| Fannie Mae |
||||||||
| 3.00%, 10/01/2050(13) |
(7,500,000 | ) | (7,856,543 | ) | ||||
|
|
|
|||||||
| Total TBA Sales Commitments (Proceeds Received: $7,852,734) |
(7,856,543 | ) | ||||||
|
|
|
|||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS – (3.11)% |
(462,634,266 | ) | ||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 14,915,609,929 | ||||||
|
|
|
|||||||
Percentages are stated as a percent of net assets.
| (1) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. The rate reported is the rate in effect as of September 30, 2020. |
| (2) | Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2020. |
| (3) | Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities total $2,917,979,905, which represents 19.56% of total net assets. |
| (4) | Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in effect as of September 30, 2020. |
| (5) | Security in default as of September 30, 2020. The value of these securities total $289,985, which represents 0.00% of total net assets. |
| (6) | Partially assigned as collateral for certain future contracts. The value of these pledged issues totals $15,508,903, which represents 0.10% of total net assets. |
| (7) | Inflation protected security. The value of these securities total $6,427,830, which represents 0.04% of total net assets. |
| (8) | Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope. |
| (9) | Delayed delivery purchase commitment security. The value of these securities total $413,688,850, which represents 2.77% of total net assets. |
| (10) | Amount calculated is less than $0.5. |
| (11) | Represents annualized seven-day yield as of the close of the reporting period. |
| (12) | Partially assigned as collateral for certain delayed delivery securities. |
| (13) | Delayed delivery sales commitment security. The value of this security totals $(7,856,543), which represents (0.05)% of total net assets. |
| (14) | Security that is categorized as Level 3 per the Trust’s fair value hierarchy. These securities represent $103,318,618 or 0.69% of the Fund’s net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
Open Futures Contracts
| Number of Contracts Purchased |
Reference Entity |
Counterparty |
Expiration Date |
Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||
| 1,813 | U.S. 5 Year Note Future |
J.P. Morgan |
Dec. 2020 |
$ | 228,229,391 | $ | 228,494,656 | $ | 265,265 | |||||||||||
| 40 | U.S. Long Bond Future |
J.P. Morgan |
Dec. 2020 |
7,051,802 | 7,051,250 | (552 | ) | |||||||||||||
| 1,775 | U.S. 2 Year Note Future |
J.P. Morgan |
Dec. 2020 |
392,077,422 | 392,205,665 | 128,243 | ||||||||||||||
| 834 | U.S. Ultra Bond Future |
J.P. Morgan |
Dec. 2020 |
185,598,599 | 184,991,625 | (606,974 | ) | |||||||||||||
|
|
|
|||||||||||||||||||
| (214,018 | ) | |||||||||||||||||||
|
|
|
|||||||||||||||||||
|
Number of Contracts Sold |
Reference Entity |
Counterparty |
Expiration Date |
Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||
| (521) | U.S. 10 Year Note Future |
J.P. Morgan | Dec. 2020 |
$ | (72,731,164 | ) | $ | (72,695,781 | ) | $ | 35,383 | |||||||||
| (67) | U.S. Ultra 10 Year Note Future |
J.P. Morgan | Dec. 2020 |
(10,728,899 | ) | (10,714,766 | ) | 14,133 | ||||||||||||
|
|
|
|||||||||||||||||||
| 49,516 | ||||||||||||||||||||
|
|
|
|||||||||||||||||||
| $ | (164,502 | ) | ||||||||||||||||||
|
|
|
|||||||||||||||||||
Bridge Builder Core Plus Bond Fund
Schedule of Investments
September 30, 2020 (Unaudited)
| Principal Amount |
Value | |||||||
| BONDS & NOTES – 93.57% |
||||||||
| Asset-Backed Obligations – 10.88% |
||||||||
| ABFC 2005-WMC1 Trust |
||||||||
| 0.88% (1 Month LIBOR USD + 0.74%, 0.49% Floor), 06/25/2035(1) |
$ | 7,005,762 | $ | 6,830,621 | ||||
| ABFC 2007-NC1 Trust |
||||||||
| 0.45% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 05/25/2037(1)(2) |
6,322,059 | 6,003,734 | ||||||
| Accredited Mortgage Loan Trust 2003-2 |
||||||||
| 0.85% (1 Month LIBOR USD + 0.70%, 0.35% Floor, 13.00% Cap), 10/25/2033(1) |
1,311,293 | 1,300,145 | ||||||
| Accredited Mortgage Loan Trust 2006-2 |
||||||||
| 0.41% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 09/25/2036(1) |
498,613 | 485,227 | ||||||
| ACE Securities Corp. Home Equity Loan Trust Series 2004-HE3 |
||||||||
| 1.08% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 11/25/2034(1) |
2,800,881 | 2,773,816 | ||||||
| ACE Securities Corp. Home Equity Loan Trust Series 2005-HE3 |
||||||||
| 0.85% (1 Month LIBOR USD + 0.71%, 0.47% Floor), 05/25/2035(1) |
7,185,000 | 7,114,011 | ||||||
| Adams Outdoor Advertising LP |
||||||||
| 5.65%, 11/15/2048(2) |
1,475,000 | 1,491,954 | ||||||
| Aegis Asset Backed Securities Trust 2005-5 |
||||||||
| 0.40% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 12/25/2035(1) |
1,722,258 | 1,717,106 | ||||||
| Aimco CLO 11 Ltd. |
||||||||
| 0.00% (3 Month LIBOR USD + 1.38%, 1.38% Floor), 10/15/2031(1)(2)(3) |
2,900,000 | 2,900,000 | ||||||
| Ajax Mortgage Loan Trust 2019-F |
||||||||
| 2.86%, 07/25/2059(2)(4) |
24,938,581 | 25,518,752 | ||||||
| Ally Auto Receivables Trust 2018-2 |
||||||||
| 2.92%, 11/15/2022 |
2,680,942 | 2,712,095 | ||||||
| Ally Auto Receivables Trust 2019-2 |
||||||||
| 2.23%, 01/16/2024 |
12,460,000 | 12,701,237 | ||||||
| ALME Loan Funding II DAC |
||||||||
| 0.75% (3 Month EURIBOR + 0.75%, 0.75% Floor), 01/15/2031(1)(2) |
EUR | 23,900,000 | 27,888,144 | |||||
| Ambac LSNI LLC |
||||||||
| 6.00% (3 Month LIBOR USD + 5.00%), 02/12/2023(1)(2) |
$ | 4,248,186 | 4,248,186 | |||||
| American Credit Acceptance Receivables Trust 2019-3 |
||||||||
| 2.89%, 09/12/2025(2) |
3,810,000 | 3,898,013 | ||||||
| American Express Credit Account Master Trust |
||||||||
| 2.04%, 05/15/2023 |
100,000 | 100,070 | ||||||
| 2.87%, 10/15/2024 |
805,000 | 835,952 | ||||||
| 3.18%, 04/15/2024 |
2,420,000 | 2,487,893 | ||||||
| American Homes 4 Rent 2014-SFR2 Trust |
||||||||
| 6.23%, 10/17/2036(2) |
515,000 | 580,610 | ||||||
| American Homes 4 Rent 2015-SFR1 |
||||||||
| 5.64%, 04/17/2052(2) |
6,400,000 | 7,072,104 | ||||||
| 5.89%, 04/17/2052(2) |
2,378,000 | 2,610,374 | ||||||
| AmeriCredit Automobile Receivables 2016-1 |
||||||||
| 3.59%, 02/08/2022 |
665,308 | 665,797 | ||||||
| AmeriCredit Automobile Receivables Trust 2016-2 |
||||||||
| 3.65%, 05/09/2022 |
530,960 | 531,251 | ||||||
| AmeriCredit Automobile Receivables Trust 2016-3 |
||||||||
| 2.24%, 04/08/2022 |
669,002 | 670,528 | ||||||
| Americredit Automobile Receivables Trust 2016-4 |
||||||||
| 2.74%, 12/08/2022 |
1,795,000 | 1,821,374 | ||||||
| Americredit Automobile Receivables Trust 2018-2 |
||||||||
| 3.59%, 06/18/2024 |
5,970,000 | 6,273,263 | ||||||
| 4.01%, 07/18/2024 |
2,940,000 | 3,123,328 | ||||||
| Americredit Automobile Receivables Trust 2018-3 |
||||||||
| 4.04%, 11/18/2024 |
4,310,000 | 4,556,071 | ||||||
| AmeriCredit Automobile Receivables Trust 2019-3 |
||||||||
| 2.58%, 09/18/2025 |
1,330,000 | 1,354,174 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-1 |
||||||||
| 1.59%, 10/20/2025 |
5,410,000 | 5,484,702 | ||||||
| 1.80%, 12/18/2025 |
5,410,000 | 5,450,833 | ||||||
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Ctfs Series 2004-R9 |
||||||||
| 1.12% (1 Month LIBOR USD + 0.98%, 0.65% Floor), 10/25/2034(1) |
27,865 | 27,864 | ||||||
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Ctfs Series 2005-R5 |
||||||||
| 0.88% (1 Month LIBOR USD + 0.74%, 0.49% Floor), 07/25/2035(1) |
3,166,061 | 3,154,844 | ||||||
| Ammc Clo 19 Ltd. |
||||||||
| 1.42% (3 Month LIBOR USD + 1.14%, 1.14% Floor), 10/16/2028(1)(2) |
7,275,000 | 7,210,056 | ||||||
| Applebee’s Funding LLC / IHOP Funding LLC |
||||||||
| 4.19%, 06/07/2049(2) |
6,740,000 | 6,245,082 | ||||||
| Arbor Realty Commercial Real Estate Notes 2019-FL1 Ltd. |
||||||||
| 1.30% (1 Month LIBOR USD + 1.15%), 05/15/2037(1)(2) |
5,000,000 | 4,943,750 | ||||||
| Arbour CLO IV DAC |
||||||||
| 0.87% (3 Month EURIBOR + 0.87%, 0.87% Floor), 01/15/2030(1)(2) |
EUR | 2,400,000 | 2,795,244 | |||||
| Asset Backed Securities Corp. Home Equity Loan Trust Series OOMC 2006-HE3 |
||||||||
| 0.32% (1 Month LIBOR USD + 0.17%, 0.17% Floor), 03/25/2036(1) |
$ | 907,203 | 903,854 | |||||
| Aurium CLO III DAC |
||||||||
| 0.67% (3 Month EURIBOR + 0.67%, 0.67% Floor), 04/16/2030(1)(2) |
EUR | 900,000 | 1,041,891 | |||||
| Avis Budget Rental Car Funding AESOP LLC |
||||||||
| 2.33%, 08/20/2026(2) |
$ | 2,585,000 | 2,661,862 | |||||
| 2.72%, 11/20/2022(2) |
1,545,000 | 1,568,023 | ||||||
| 2.97%, 03/20/2024(2) |
19,773,000 | 20,403,875 | ||||||
| Ayresome CDO I Ltd. |
||||||||
| 0.52% (3 Month LIBOR USD + 0.27%), 12/08/2045(1)(2) |
396,467 | 390,163 | ||||||
| Barings BDC Static CLO Ltd. 2019-1 |
||||||||
| 1.30% (3 Month LIBOR USD + 1.02%, 1.02% Floor), 04/15/2027(1)(2) |
5,200,724 | 5,190,510 | ||||||
| Barings CLO Ltd. 2013-I |
||||||||
| 1.07% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 01/20/2028(1)(2) |
4,805,641 | 4,762,626 | ||||||
| Barings CLO Ltd. 2016-II |
||||||||
| 1.35% (3 Month LIBOR USD + 1.08%, 1.08% Floor), 07/20/2028(1)(2) |
3,710,000 | 3,698,054 | ||||||
| Bayview Opportunity Master Fund IVa Trust 2017-RT1 |
||||||||
| 3.00%, 03/28/2057(2)(5) |
122,051 | 125,159 |
| Bayview Opportunity Master Fund IVb Trust 2017-RT2 |
||||||||
| 3.50%, 08/28/2057(2)(5) |
831,551 | 847,161 | ||||||
| Bayview Opportunity Master Fund IVb Trust 2017-SPL4 |
||||||||
| 4.75%, 01/28/2055(2)(5) |
655,000 | 700,738 | ||||||
| Bayview Opportunity Master Fund IVb Trust 2019-RN4 |
||||||||
| 3.28%, 10/28/2034(2)(4) |
1,422,576 | 1,417,924 | ||||||
| Bayview Opportunity Master Fund V Trust 2020-RPL1 |
||||||||
| 3.10%, 09/25/2035(2)(4) |
2,125,000 | 2,126,062 | ||||||
| BCMSC Trust 1999-B |
||||||||
| 6.61%, 12/15/2029(5) |
3,594,315 | 819,947 | ||||||
| Bear Stearns Asset Backed Securities I Trust 2005-EC1 |
||||||||
| 0.93% (1 Month LIBOR USD + 0.78%, 0.52% Floor), 11/25/2035(1) |
12,157,000 | 12,065,284 | ||||||
| Bear Stearns Asset Backed Securities I Trust 2007-HE2 |
||||||||
| 0.31% (1 Month LIBOR USD + 0.16%, 0.16% Floor), 02/25/2037(1) |
16,556,489 | 16,835,283 | ||||||
| Betony CLO 2 Ltd. |
||||||||
| 1.35% (3 Month LIBOR USD + 1.08%), 04/30/2031(1)(2) |
1,000,000 | 988,108 | ||||||
| Blackbird Capital Aircraft Lease Securitization Ltd. 2016-1 |
||||||||
| 4.21%, 12/16/2041(2)(4) |
1,148,542 | 1,021,932 | ||||||
| BlueMountain CLO 2012-2 Ltd. |
||||||||
| 1.30% (3 Month LIBOR USD + 1.05%, 1.05% Floor), 11/20/2028(1)(2) |
6,900,000 | 6,864,410 | ||||||
| BlueMountain CLO 2013-1 Ltd. |
||||||||
| 1.50% (3 Month LIBOR USD + 1.23%, 1.23% Floor), 01/20/2029(1)(2) |
3,467,340 | 3,462,791 | ||||||
| BlueMountain CLO 2015-2 Ltd. |
||||||||
| 1.20% (3 Month LIBOR USD + 0.93%, 0.93% Floor), 07/18/2027(1)(2) |
3,355,247 | 3,328,723 | ||||||
| 1.77% (3 Month LIBOR USD + 1.50%, 1.50% Floor), 07/18/2027(1)(2) |
1,915,000 | 1,877,855 | ||||||
| BMW Canada Auto Trust |
||||||||
| 2.15%, 10/20/2021(2) |
CAD | 578,734 | 435,932 | |||||
| BMW Vehicle Owner Trust 2018-A |
||||||||
| 2.51%, 06/25/2024 |
$ | 4,020,000 | 4,097,391 | |||||
| BRE Grand Islander Timeshare Issuer 2019-A LLC |
||||||||
| 3.28%, 09/26/2033(2) |
2,412,540 | 2,474,236 | ||||||
| California Republic Auto Receivables Trust 2017-1 |
||||||||
| 3.76%, 12/15/2023 |
1,300,000 | 1,320,642 | ||||||
| California Republic Auto Receivables Trust 2018-1 |
||||||||
| 4.33%, 04/15/2025 |
2,050,000 | 2,125,784 | ||||||
| Capital One Multi-Asset Execution Trust |
||||||||
| 2.43%, 01/15/2025 |
8,440,000 | 8,707,855 | ||||||
| 2.84%, 12/15/2024 |
1,290,000 | 1,335,330 | ||||||
| Capitalsource Real Estate Loan Trust |
||||||||
| 2.24% (3 Month LIBOR USD + 0.39%), 01/20/2037(1)(2) |
230,063 | 228,986 | ||||||
| 2.50% (3 Month LIBOR USD + 0.65%), 01/20/2037(1)(2) |
3,400,000 | 3,254,677 | ||||||
| 2.60% (3 Month LIBOR USD + 0.75%), 01/20/2037(1)(2) |
1,200,000 | 1,128,510 | ||||||
| 2.70% (3 Month LIBOR USD + 0.85%), 01/20/2037(1)(2) |
700,000 | 658,995 | ||||||
| Carlyle Euro CLO 2019-2 |
||||||||
| 1.11% (3 Month EURIBOR + 1.11%, 1.11% Floor), 08/15/2032(1)(2) |
EUR | 2,000,000 | 2,339,127 | |||||
| Carlyle Global Market Strategies CLO 2015-3 Ltd. |
||||||||
| 1.25% (3 Month LIBOR USD + 1.00%), 07/28/2028(1)(2) |
$ | 11,615,000 | 11,526,691 |
| Carlyle Global Market Strategies Euro CLO 2016-2 DAC |
||||||||
| 0.87% (3 Month EURIBOR + 0.87%, 0.87% Floor), 01/18/2030(1)(2) |
EUR | 3,900,000 | 4,526,601 | |||||
| Carmax Auto Owner Trust 2019-2 |
||||||||
| 3.41%, 10/15/2025 |
$ | 2,055,000 | 2,102,269 | |||||
| Carmax Auto Owner Trust 2019-3 |
||||||||
| 2.85%, 01/15/2026 |
1,120,000 | 1,157,881 | ||||||
| Carmax Auto Owner Trust 2020-1 |
||||||||
| 2.64%, 07/15/2026 |
2,622,000 | 2,672,796 | ||||||
| CarMax Auto Owner Trust 2020-3 |
||||||||
| 2.53%, 01/15/2027 |
1,510,000 | 1,540,478 | ||||||
| Castlelake Aircraft Securitization Trust |
||||||||
| 3.97%, 07/15/2042 |
797,982 | 718,429 | ||||||
| Castlelake Aircraft Securitization Trust 2018-1 |
||||||||
| 4.13%, 06/15/2043(2) |
5,695,480 | 5,316,255 | ||||||
| CBAM 2017-3 Ltd. |
||||||||
| 1.50% (3 Month LIBOR USD + 1.23%), 10/17/2029(1)(2) |
8,900,000 | 8,871,858 | ||||||
| CBAM 2019-9 Ltd. |
||||||||
| 1.56% (3 Month LIBOR USD + 1.28%, 1.28% Floor), 02/12/2030(1)(2) |
9,410,000 | 9,392,657 | ||||||
| Cent CLO 24 Ltd. |
||||||||
| 1.35% (3 Month LIBOR USD + 1.07%), 10/15/2026(1)(2) |
18,517,898 | 18,492,843 | ||||||
| Centex Home Equity Loan Trust 2005-B |
||||||||
| 0.79% (1 Month LIBOR USD + 0.65%, 0.43% Floor), 03/25/2035(1) |
5,182,714 | 5,072,825 | ||||||
| CHEC Loan Trust 2004-2 |
||||||||
| 0.79% (1 Month LIBOR USD + 0.64%, 0.64% Floor), 06/25/2034(1) |
1,144,705 | 1,106,993 | ||||||
| CIFC Funding 2015-IV Ltd. |
||||||||
| 1.42% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 10/20/2027(1)(2) |
3,920,000 | 3,900,749 | ||||||
| CIFC Funding 2015-V Ltd. |
||||||||
| 1.10% (3 Month LIBOR USD + 0.86%), 10/25/2027(1)(2) |
2,951,370 | 2,916,285 | ||||||
| CIFC Funding 2020-III Ltd. |
||||||||
| 0.00% (3 Month LIBOR USD + 1.35%, 1.35% Floor), 10/20/2031(1)(2)(3) |
5,945,000 | 5,945,000 | ||||||
| Citibank Credit Card Issuance Trust |
||||||||
| 2.19%, 11/20/2023 |
3,010,000 | 3,076,613 | ||||||
| Citigroup Mortgage Loan Trust 2007-AHL1 |
||||||||
| 0.29% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 12/25/2036(1) |
2,283,083 | 2,259,394 | ||||||
| Citigroup Mortgage Loan Trust, Inc. |
||||||||
| 0.75% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 10/25/2035(1) |
14,327,000 | 12,943,906 | ||||||
| 0.78% (1 Month LIBOR USD + 0.63%, 0.42% Floor), 02/25/2035(1) |
2,434,193 | 2,363,538 | ||||||
| 1.05% (1 Month LIBOR USD + 0.90%, 0.60% Floor), 09/25/2035(1) |
7,900,000 | 7,357,035 | ||||||
| CNH Equipment Trust 2017-C |
||||||||
| 2.54%, 05/15/2025 |
60,000 | 61,026 | ||||||
| Coinstar Funding LLC Series 2017-1 |
||||||||
| 5.22%, 04/25/2047(2) |
11,247,188 | 10,669,976 | ||||||
| Cole Park CLO Ltd. 2015-1 |
||||||||
| 1.32% (3 Month LIBOR USD + 1.05%), 10/20/2028(1)(2) |
6,820,000 | 6,779,939 | ||||||
| College Avenue Student Loans 2018-A LLC |
||||||||
| 1.35% (1 Month LIBOR USD + 1.20%), 12/26/2047(1)(2) |
1,996,344 | 1,911,205 | ||||||
| 4.13%, 12/26/2047(2) |
2,722,287 | 2,872,273 |
| College Avenue Student Loans LLC |
||||||||
| 1.80% (1 Month LIBOR USD + 1.65%, 1.65% Floor), 11/26/2046(1)(2) |
4,118,640 | 4,131,245 | ||||||
| Colony American Finance 2015-1 Ltd. |
||||||||
| 4.83%, 10/15/2047(2) |
725,000 | 726,945 | ||||||
| Conseco Finance Securitizations Corp. |
||||||||
| 7.97%, 05/01/2032 |
733,953 | 249,863 | ||||||
| 8.06%, 09/01/2029(5) |
13,034,752 | 4,664,961 | ||||||
| 8.31%, 05/01/2032(5) |
8,504,715 | 3,018,810 | ||||||
| Conseco Financial Corp. |
||||||||
| 7.70%, 05/15/2027 |
5,927,548 | 5,773,550 | ||||||
| Continental Airlines 2000-1 Class A-1 Pass Through Trust |
||||||||
| 8.05%, 11/01/2020 |
43 | 41 | ||||||
| CoreVest American Finance 2018-1 Trust |
||||||||
| 3.80%, 06/15/2051(2) |
1,422,460 | 1,494,609 | ||||||
| Corevest American Finance 2019-3 Trust |
||||||||
| 2.71%, 10/15/2052(2) |
2,736,889 | 2,838,143 | ||||||
| 3.16%, 10/15/2052(2) |
1,470,000 | 1,489,541 | ||||||
| Countrywide Asset-Backed Certificates |
||||||||
| 0.32% (1 Month LIBOR USD + 0.17%, 0.17% Floor), 03/25/2037(1) |
2,897,041 | 2,759,475 | ||||||
| 0.33% (1 Month LIBOR USD + 0.18%, 0.18% Floor), 06/25/2047(1) |
38,829,414 | 36,482,125 | ||||||
| 0.37% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 05/25/2047(1) |
10,884,730 | 10,065,908 | ||||||
| 0.39% (1 Month LIBOR USD + 0.24%, 0.24% Floor), 03/25/2036(1) |
2,564,921 | 2,381,865 | ||||||
| 0.40% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 02/25/2036(1) |
990,000 | 912,342 | ||||||
| 0.44% (1 Month LIBOR USD + 0.29%, 0.29% Floor), 06/25/2037(1) |
8,448,500 | 8,045,528 | ||||||
| 0.54% (1 Month LIBOR USD + 0.39%, 0.39% Floor), 04/25/2036(1) |
1,000,000 | 820,489 | ||||||
| 0.57% (1 Month LIBOR USD + 0.42%, 0.42% Floor), 06/25/2036(1) |
2,000,000 | 1,821,247 | ||||||
| 0.64% (1 Month LIBOR USD + 0.49%, 0.49% Floor), 02/25/2036(1) |
4,405,433 | 4,386,891 | ||||||
| 1.57% (1 Month LIBOR USD + 1.43%, 0.95% Floor), 06/25/2035(1) |
6,448,610 | 6,450,669 | ||||||
| CPS Auto Receivables Trust 2016-C |
||||||||
| 5.92%, 06/15/2022(2) |
1,190,214 | 1,205,355 | ||||||
| CPS Auto Receivables Trust 2017-C |
||||||||
| 3.79%, 06/15/2023(2) |
1,530,000 | 1,554,882 | ||||||
| CPS Auto Receivables Trust 2017-D |
||||||||
| 3.73%, 09/15/2023(2) |
645,000 | 656,643 | ||||||
| CPS Auto Receivables Trust 2018-B |
||||||||
| 4.26%, 03/15/2024(2) |
1,715,000 | 1,777,874 | ||||||
| CPS Auto Receivables Trust 2020-C |
||||||||
| 1.71%, 08/17/2026(2) |
1,070,000 | 1,072,065 | ||||||
| CPS Auto Trust |
||||||||
| 4.53%, 01/17/2023(2) |
1,345,583 | 1,359,761 | ||||||
| Credit Acceptance Auto Loan Trust 2017-3 |
||||||||
| 3.48%, 10/15/2026(2) |
1,980,000 | 2,001,096 | ||||||
| Credit Acceptance Auto Loan Trust 2018-1 |
||||||||
| 3.77%, 06/15/2027(2) |
2,255,000 | 2,301,383 | ||||||
| Credit Acceptance Auto Loan Trust 2018-2 |
||||||||
| 4.16%, 09/15/2027(2) |
3,045,000 | 3,145,598 |
| Credit Acceptance Auto Loan Trust 2018-3 |
||||||||
| 4.04%, 12/15/2027(2) |
3,110,000 | 3,230,824 | ||||||
| Credit Acceptance Auto Loan Trust 2019-1 |
||||||||
| 3.94%, 06/15/2028(2) |
9,810,000 | 10,256,424 | ||||||
| CVS Pass-Through Trust |
||||||||
| 6.94%, 01/10/2030 |
967,548 | 1,153,856 | ||||||
| CWABS Asset-Backed Certificates Trust 2005-7 |
||||||||
| 0.85% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 11/25/2035(1) |
615,870 | 614,508 | ||||||
| CWABS Asset-Backed Certificates Trust 2007-12 |
||||||||
| 0.89% (1 Month LIBOR USD + 0.74%, 0.74% Floor), 08/25/2047(1) |
5,434,601 | 5,279,495 | ||||||
| CWABS Revolving Home Equity Loan Trust Series 2004-T |
||||||||
| 0.39% (1 Month LIBOR USD + 0.24%, 0.24% Floor, 16.00% Cap), 02/15/2030(1) |
6,614,307 | 6,510,551 | ||||||
| DB Master Finance LLC |
||||||||
| 4.03%, 11/20/2047(2) |
1,574,625 | 1,668,425 | ||||||
| 4.35%, 05/20/2049(2) |
3,286,800 | 3,576,531 | ||||||
| Dell Equipment Finance Trust 2020-2 |
||||||||
| 1.37%, 01/22/2024(2) |
500,000 | 499,918 | ||||||
| 1.92%, 03/23/2026(2) |
500,000 | 499,847 | ||||||
| Delta Air Lines 2002-1 Class G-1 Pass Through Trust |
||||||||
| 6.72%, 01/02/2023 |
1,400,259 | 1,348,955 | ||||||
| Denali Capital CLO X LLC |
||||||||
| 1.29% (3 Month LIBOR USD + 1.05%), 10/26/2027(1)(2) |
6,283,229 | 6,248,545 | ||||||
| Domino’s Pizza Master Issuer LLC |
||||||||
| 3.67%, 10/25/2049(2) |
2,077,303 | 2,208,027 | ||||||
| 4.12%, 07/25/2047(2) |
3,501,000 | 3,776,179 | ||||||
| 4.33%, 07/25/2048(2) |
2,440,200 | 2,655,230 | ||||||
| Drive Auto Receivables Trust |
||||||||
| 4.30%, 09/16/2024 |
3,195,000 | 3,337,642 | ||||||
| Drive Auto Receivables Trust 2018-2 |
||||||||
| 4.14%, 08/15/2024 |
1,715,000 | 1,780,705 | ||||||
| Drive Auto Receivables Trust 2018-5 |
||||||||
| 4.30%, 04/15/2026 |
2,685,000 | 2,849,109 | ||||||
| Drive Auto Receivables Trust 2019-1 |
||||||||
| 4.09%, 06/15/2026 |
3,590,000 | 3,768,462 | ||||||
| Driven Brands Funding LLC |
||||||||
| 4.64%, 04/20/2049(2) |
2,275,350 | 2,406,706 | ||||||
| Dryden 30 Senior Loan Fund |
||||||||
| 1.10% (3 Month LIBOR USD + 0.82%), 11/15/2028(1)(2) |
1,200,000 | 1,187,803 | ||||||
| Dryden 46 Euro CLO 2016 BV |
||||||||
| 0.88% (3 Month EURIBOR + 0.88%, 0.88% Floor), 01/15/2030(1)(2) |
EUR | 3,700,000 | 4,295,574 | |||||
| Dryden 86 CLO Ltd. |
||||||||
| 1.88% (3 Month LIBOR USD + 1.65%, 1.65% Floor), 07/17/2030(1)(2) |
$ | 12,585,000 | 12,575,159 | |||||
| Dryden XXVI Senior Loan Fund |
||||||||
| 1.18% (3 Month LIBOR USD + 0.90%), 04/15/2029(1)(2) |
4,500,000 | 4,451,184 | ||||||
| DT Auto Owner Trust 2017-2 |
||||||||
| 3.89%, 01/15/2023(2) |
1,251,710 | 1,260,453 | ||||||
| DT Auto Owner Trust 2018-2 |
||||||||
| 4.15%, 03/15/2024(2) |
1,435,000 | 1,481,359 |
| DT Auto Owner Trust 2019-3 |
||||||||
| 2.96%, 04/15/2025(2) |
1,635,000 | 1,674,547 | ||||||
| DT Auto Owner Trust 2020-2 |
||||||||
| 4.73%, 03/16/2026(2) |
450,000 | 484,338 | ||||||
| DT Auto Owner Trust 2020-3 |
||||||||
| 1.47%, 06/15/2026(2) |
1,650,000 | 1,654,420 | ||||||
| Earnest Student Loan Program 2017-A LLC |
||||||||
| 2.65%, 01/25/2041(2) |
2,299,340 | 2,331,361 | ||||||
| Eaton Vance CLO 2013-1 Ltd. |
||||||||
| 2.13% (3 Month LIBOR USD + 1.85%), 01/15/2028(1)(2) |
6,855,000 | 6,837,835 | ||||||
| ECAF I Ltd. |
||||||||
| 3.47%, 06/15/2040(2) |
428,635 | 393,008 | ||||||
| ECMC Group Student Loan Trust |
||||||||
| 1.15% (1 Month LIBOR USD + 1.00%), 07/25/2069(1)(2) |
1,009,570 | 999,323 | ||||||
| ECMC Group Student Loan Trust 2017-2 |
||||||||
| 1.20% (1 Month LIBOR USD + 1.05%), 05/25/2067(1)(2) |
7,907,508 | 7,830,665 | ||||||
| ELFI Graduate Loan Program 2019-A LLC |
||||||||
| 2.54%, 03/25/2044(2) |
4,005,299 | 4,115,448 | ||||||
| Ellington Loan Acquisition Trust 2007-1 |
||||||||
| 1.25% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 05/25/2037(1)(2) |
944,241 | 936,443 | ||||||
| Euro Galaxy III CLO BV |
||||||||
| 0.75% (3 Month EURIBOR + 0.75%, 0.75% Floor), 01/17/2031(1)(2) |
EUR | 600,000 | 702,081 | |||||
| Exeter Automobile Receivables Trust 2020-2 |
||||||||
| 4.73%, 04/15/2026(2) |
$ | 3,090,000 | 3,333,550 | |||||
| Exeter Automobile Receivables Trust 2020-3 |
||||||||
| 1.73%, 07/15/2026 |
1,175,000 | 1,177,986 | ||||||
| Fairstone Financial Issuance Trust I |
||||||||
| 3.95%, 03/21/2033(2) |
CAD | 9,840,000 | 7,396,461 | |||||
| Fieldstone Mortgage Investment Trust Series 2005-1 |
||||||||
| 1.27% (1 Month LIBOR USD + 1.13%, 0.75% Floor, 12.25% Cap), 03/25/2035(1) |
$ | 2,646,919 | 2,628,313 | |||||
| Fieldstone Mortgage Investment Trust Series 2006-3 |
||||||||
| 0.46% (1 Month LIBOR USD + 0.14%, 0.14% Floor, 12.25% Cap), 11/25/2036(1) |
7,121,929 | 6,541,320 | ||||||
| First Franklin Mortgage Loan Trust 2004-FF7 |
||||||||
| 2.32% (1 Month LIBOR USD + 2.18%, 1.45% Floor), 09/25/2034(1) |
854,074 | 865,716 | ||||||
| First Franklin Mortgage Loan Trust 2006-FF16 |
||||||||
| 0.36% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 12/25/2036(1) |
6,421,681 | 4,028,248 | ||||||
| First Franklin Mortgage Loan Trust 2006-FF17 |
||||||||
| 0.30% (1 Month LIBOR USD + 0.15%, 0.15% Floor), 12/25/2036(1) |
4,805,400 | 4,377,964 | ||||||
| First Investors Auto Owner Trust 2016-2 |
||||||||
| 3.35%, 11/15/2022(2) |
850,000 | 860,474 | ||||||
| First Investors Auto Owner Trust 2017-2 |
||||||||
| 3.56%, 09/15/2023(2) |
975,000 | 1,002,872 | ||||||
| First Investors Auto Owner Trust 2018-1 |
||||||||
| 4.11%, 06/17/2024(2) |
605,000 | 625,737 | ||||||
| First Investors Auto Owner Trust 2019-2 |
||||||||
| 2.71%, 12/15/2025(2) |
1,254,000 | 1,293,296 |
| FirstKey Homes 2020-SFR1 Trust |
||||||||
| 2.24%, 09/17/2025(2) |
1,590,000 | 1,599,943 | ||||||
| 2.79%, 08/17/2037(2) |
805,000 | 823,086 | ||||||
| Flagship Credit Auto Trust 2016-3 |
||||||||
| 3.89%, 11/15/2022(2) |
810,000 | 824,390 | ||||||
| Flagship Credit Auto Trust 2017-1 |
||||||||
| 4.23%, 05/15/2023(2) |
260,000 | 266,480 | ||||||
| Flagship Credit Auto Trust 2018-1 |
||||||||
| 3.86%, 04/15/2024(2) |
1,285,000 | 1,323,160 | ||||||
| Flagship Credit Auto Trust 2018-2 |
||||||||
| 4.23%, 09/16/2024(2) |
1,580,000 | 1,660,900 | ||||||
| Flagship Credit Auto Trust 2019-3 |
||||||||
| 2.86%, 12/15/2025(2) |
2,235,000 | 2,286,797 | ||||||
| Flatiron CLO 2015-1 Ltd. |
||||||||
| 1.17% (3 Month LIBOR USD + 0.89%), 04/15/2027(1)(2) |
3,088,096 | 3,079,987 | ||||||
| Ford Auto Securitization Trust |
||||||||
| 2.47%, 02/15/2025(2) |
CAD | 4,925,000 | 3,813,505 | |||||
| 2.55%, 09/15/2024(2) |
5,725,000 | 4,427,712 | ||||||
| Ford Credit Auto Owner Trust 2017-B |
||||||||
| 1.69%, 11/15/2021 |
$ | 221,875 | 222,037 | |||||
| Ford Credit Auto Owner Trust 2017-C |
||||||||
| 2.01%, 03/15/2022 |
292,869 | 293,831 | ||||||
| Ford Credit Auto Owner Trust 2018-A |
||||||||
| 3.16%, 10/15/2023 |
8,225,000 | 8,506,587 | ||||||
| Ford Credit Auto Owner Trust 2019-REV1 |
||||||||
| 3.52%, 07/15/2030(2) |
9,385,000 | 10,259,150 | ||||||
| Ford Credit Auto Owner Trust 2020-B |
||||||||
| 0.56%, 10/15/2024 |
10,520,000 | 10,569,601 | ||||||
| Fremont Home Loan Trust 2004-C |
||||||||
| 1.12% (1 Month LIBOR USD + 0.98%, 0.65% Floor), 08/25/2034(1) |
4,896,645 | 4,677,803 | ||||||
| Fremont Home Loan Trust 2005-2 |
||||||||
| 0.90% (1 Month LIBOR USD + 0.75%, 0.50% Floor), 06/25/2035(1) |
4,782,254 | 4,734,995 | ||||||
| Fremont Home Loan Trust 2005-C |
||||||||
| 1.08% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 07/25/2035(1) |
6,220,773 | 5,107,288 | ||||||
| Gallatin CLO IX 2018-1 Ltd. |
||||||||
| 1.32% (3 Month LIBOR USD + 1.05%, 1.05% Floor), 01/21/2028(1)(2) |
11,778,609 | 11,693,485 | ||||||
| GCAT 2019-3 LLC |
||||||||
| 3.35%, 10/25/2049(2)(4) |
1,664,818 | 1,629,939 | ||||||
| GLS Auto Receivables Issuer Trust 2019-3 |
||||||||
| 2.58%, 07/17/2023(2) |
7,704,456 | 7,780,078 | ||||||
| GLS Auto Receivables Issuer Trust 2020-1 |
||||||||
| 2.17%, 02/15/2024(2) |
8,976,354 | 9,080,522 | ||||||
| GM Financial Automobile Leasing Trust 2020-3 |
||||||||
| 1.11%, 10/21/2024 |
2,675,000 | 2,674,900 | ||||||
| GM Financial Consumer Automobile 2017-1 |
||||||||
| 2.45%, 07/17/2023(2) |
100,000 | 100,404 |
| GM Financial Consumer Automobile Receivables Trust 2017-3 |
||||||||
| 1.97%, 05/16/2022(2) |
1,708,149 | 1,713,813 | ||||||
| 2.33%, 03/16/2023(2) |
155,000 | 157,096 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2018-2 |
||||||||
| 3.31%, 12/18/2023 |
1,615,000 | 1,669,588 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2019-4 |
||||||||
| 1.75%, 07/16/2024 |
5,540,000 | 5,642,480 | ||||||
| 2.04%, 02/18/2025 |
2,645,000 | 2,744,472 | ||||||
| GMF Floorplan Owner Revolving Trust |
||||||||
| 1.48%, 08/15/2025(2) |
735,000 | 734,818 | ||||||
| 3.06%, 04/15/2024(2) |
3,180,000 | 3,261,105 | ||||||
| 3.30%, 04/15/2026(2) |
6,875,000 | 7,263,094 | ||||||
| GoldenTree Loan Opportunities IX Ltd. |
||||||||
| 1.38% (3 Month LIBOR USD + 1.11%, 1.11% Floor), 10/29/2029(1)(2) |
11,000,000 | 10,971,653 | ||||||
| GoldentTree Loan Management US CLO 1 Ltd. |
||||||||
| 1.22% (3 Month LIBOR USD + 0.95%, 0.95% Floor), 04/20/2029(1)(2) |
9,600,000 | 9,517,114 | ||||||
| Golub Capital Partners CLO 39B Ltd. |
||||||||
| 1.42% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 10/20/2028(1)(2) |
5,295,000 | 5,270,002 | ||||||
| GreatAmerica Leasing Receivables Funding LLC Series 2018-1 |
||||||||
| 2.99%, 06/17/2024(2) |
1,685,000 | 1,723,179 | ||||||
| Greystone Commercial Real Estate Notes 2019-FL2 Ltd. |
||||||||
| 1.33% (1 Month LIBOR USD + 1.18%, 1.18% Floor), 09/15/2037(1)(2) |
1,900,000 | 1,853,687 | ||||||
| GSAMP Trust 2005-AHL |
||||||||
| 1.12% (1 Month LIBOR USD + 0.98%, 0.65% Floor), 04/25/2035(1) |
5,781,567 | 5,644,045 | ||||||
| GSAMP Trust 2007-FM2 |
||||||||
| 0.21% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 01/25/2037(1) |
1,956,775 | 1,417,151 | ||||||
| Hardee’s Funding LLC |
||||||||
| 4.25%, 06/20/2048(2) |
8,217,300 | 8,257,811 | ||||||
| 4.96%, 06/20/2048(2) |
4,223,800 | 4,367,071 | ||||||
| Harley Marine Financing LLC |
||||||||
| 5.68%, 05/15/2043(2) |
924,473 | 836,055 | ||||||
| Harvest SBA Loan Trust 2018-1 |
||||||||
| 2.41% (1 Month LIBOR USD + 2.25%), 08/25/2044(1)(2) |
7,695,592 | 7,424,577 | ||||||
| Hilton Grand Vacations Trust 2017-A |
||||||||
| 2.66%, 12/26/2028(2) |
145,948 | 148,985 | ||||||
| 2.96%, 12/26/2028(2) |
66,340 | 66,719 | ||||||
| Home Equity Asset Trust 2006-3 |
||||||||
| 0.35% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 07/25/2036(1) |
594,904 | 594,426 | ||||||
| Home Equity Asset Trust 2007-1 |
||||||||
| 0.26% (1 Month LIBOR USD + 0.11%, 0.11% Floor), 05/25/2037(1) |
1,524,579 | 1,521,431 | ||||||
| Home Partners of America 2019-1 Trust |
||||||||
| 3.41%, 09/17/2039(2) |
1,367,920 | 1,386,890 | ||||||
| Home Partners of America 2019-2 Trust |
||||||||
| 3.12%, 10/19/2039(2) |
1,267,765 | 1,318,699 | ||||||
| Honda Auto Receivables 2017-4 Owner Trust |
||||||||
| 2.05%, 11/22/2021 |
1,422,870 | 1,427,916 | ||||||
| Honda Auto Receivables 2018-1 Owner Trust |
||||||||
| 2.64%, 02/15/2022 |
1,707,510 | 1,721,964 |
| Honda Auto Receivables 2020-1 Owner Trust |
||||||||
| 1.61%, 04/22/2024 |
9,675,000 | 9,902,237 | ||||||
| Honda Auto Receivables 2020-3 Owner Trust |
||||||||
| 0.37%, 10/18/2024 |
7,490,000 | 7,488,223 | ||||||
| Horizon Aircraft Finance I Ltd. |
||||||||
| 4.46%, 12/15/2038(2) |
4,966,314 | 4,690,771 | ||||||
| Horizon Aircraft Finance II Ltd. |
||||||||
| 3.72%, 07/15/2039(2) |
1,353,079 | 1,263,124 | ||||||
| HPEFS Equipment Trust |
||||||||
| 2.00%, 07/22/2030(2) |
1,030,000 | 1,041,787 | ||||||
| HPEFS Equipment Trust 2019-1 |
||||||||
| 2.49%, 09/20/2029(2) |
970,000 | 991,220 | ||||||
| HPEFS Equipment Trust 2020-1 |
||||||||
| 2.26%, 02/20/2030(2) |
1,900,000 | 1,910,353 | ||||||
| Invitation Homes 2018-SFR1 Trust |
||||||||
| 2.15% (1 Month LIBOR USD + 2.00%), 03/17/2037(1)(2) |
2,811,616 | 2,814,685 | ||||||
| Invitation Homes 2018-SFR2 Trust |
||||||||
| 2.15% (1 Month LIBOR USD + 2.00%, 2.10% Floor), 06/17/2037(1)(2) |
5,355,000 | 5,360,865 | ||||||
| Invitation Homes 2018-SFR3 Trust |
||||||||
| 2.15% (1 Month LIBOR USD + 2.00%, 2.00% Floor), 07/17/2037(1)(2) |
2,645,000 | 2,646,757 | ||||||
| Invitation Homes 2018-SFR4 Trust |
||||||||
| 1.80% (1 Month LIBOR USD + 1.65%, 1.60% Floor), 01/17/2038(1)(2) |
615,000 | 615,000 | ||||||
| IXIS Real Estate Capital Trust 2005-HE2 |
||||||||
| 1.12% (1 Month LIBOR USD + 0.98%, 0.65% Floor), 09/25/2035(1) |
7,500,000 | 6,927,564 | ||||||
| Jack In The Box Funding LLC |
||||||||
| 3.98%, 08/25/2049(2) |
4,992,275 | 5,117,631 | ||||||
| Jamestown CLO IV Ltd. |
||||||||
| 0.97% (3 Month LIBOR USD + 0.69%), 07/15/2026(1)(2) |
2,197,137 | 2,190,447 | ||||||
| Jimmy Johns Funding LLC |
||||||||
| 3.61%, 07/30/2047(2) |
392,850 | 397,808 | ||||||
| JP Morgan Mortgage Acquisition Corp. 2005-FRE1 |
||||||||
| 0.58% (1 Month LIBOR USD + 0.43%, 0.43% Floor), 10/25/2035(1) |
7,044,106 | 6,138,333 | ||||||
| JP Morgan Mortgage Acquisition Corp. 2006-FRE2 |
||||||||
| 0.51% (1 Month LIBOR USD + 0.36%, 0.36% Floor), 02/25/2036(1) |
8,467,499 | 7,054,198 | ||||||
| JP Morgan Mortgage Acquisition Trust 2006-CW1 |
||||||||
| 0.44% (1 Month LIBOR USD + 0.29%, 0.29% Floor), 05/25/2036(1) |
11,322,000 | 9,157,324 | ||||||
| JP Morgan Mortgage Acquisition Trust 2006-WMC4 |
||||||||
| 0.27% (1 Month LIBOR USD + 0.12%, 0.12% Floor), 12/25/2036(1) |
23,355,927 | 15,099,338 | ||||||
| 0.30% (1 Month LIBOR USD + 0.15%, 0.15% Floor), 12/25/2036(1) |
21,271,336 | 13,842,035 | ||||||
| JP Morgan Mortgage Acquisition Trust 2007-CH3 |
||||||||
| 0.41% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 03/25/2037(1) |
29,375,922 | 28,874,730 | ||||||
| Kestrel Aircraft Funding Ltd. |
||||||||
| 4.25%, 12/15/2038(2) |
3,143,810 | 2,728,599 | ||||||
| KKR CLO 13 Ltd. |
||||||||
| 1.07% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 01/16/2028(1)(2) |
2,561,591 | 2,536,433 | ||||||
| Laurel Road Prime Student Loan Trust 2020-A |
||||||||
| 1.40%, 11/25/2050(2) |
4,680,000 | 4,675,056 |
| Legacy Mortgage Asset Trust 2019-GS3 |
||||||||
| 3.75%, 04/25/2059(2)(4) |
2,551,653 | 2,596,539 | ||||||
| Legacy Mortgage Asset Trust 2019-GS4 |
||||||||
| 3.44%, 05/25/2059(2)(4) |
217,040 | 217,508 | ||||||
| Lehman XS Trust 2007-6 |
||||||||
| 0.36% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 05/25/2037(1) |
11,380,514 | 9,625,664 | ||||||
| Lendmark Funding Trust 2018-1 |
||||||||
| 3.81%, 12/21/2026(2) |
1,655,000 | 1,694,349 | ||||||
| LoanCore 2019-CRE2 Issuer Ltd. |
||||||||
| 1.28% (1 Month LIBOR USD + 1.13%, 1.13% Floor), 05/15/2036(1)(2) |
3,600,000 | 3,555,000 | ||||||
| Long Beach Mortgage Loan Trust 2005-WL2 |
||||||||
| 0.93% (1 Month LIBOR USD + 0.78%, 0.52% Floor), 08/25/2035(1) |
10,000,000 | 9,463,580 | ||||||
| Long Beach Mortgage Loan Trust 2006-WL1 |
||||||||
| 0.78% (1 Month LIBOR USD + 0.63%, 0.42% Floor), 01/25/2046(1) |
15,000,000 | 14,164,079 | ||||||
| LP Credit Card ABS Master Trust |
||||||||
| 1.74% (1 Month LIBOR USD + 1.55%), 08/20/2024(1)(2) |
4,125,105 | 4,224,189 | ||||||
| Madison Park Funding XVIII Ltd. |
||||||||
| 1.46% (3 Month LIBOR USD + 1.19%), 10/21/2030(1)(2) |
4,815,000 | 4,782,017 | ||||||
| Madison Park Funding XXXIII Ltd. |
||||||||
| 1.61% (3 Month LIBOR USD + 1.33%, 1.33% Floor), 10/15/2032(1)(2) |
4,180,000 | 4,179,110 | ||||||
| Madison Park Funding XXXVII Ltd. |
||||||||
| 1.58% (3 Month LIBOR USD + 1.30%), 07/15/2032(1)(2) |
2,965,000 | 2,961,288 | ||||||
| Magnetite XVI Ltd. |
||||||||
| 1.47% (3 Month LIBOR USD + 1.20%), 01/18/2028(1)(2) |
2,760,000 | 2,707,052 | ||||||
| Magnetite XXI Ltd. |
||||||||
| 1.55% (3 Month LIBOR USD + 1.28%, 1.28% Floor), 04/20/2030(1)(2) |
6,500,000 | 6,487,761 | ||||||
| Magnetite XXIII Ltd. |
||||||||
| 1.54% (3 Month LIBOR USD + 1.30%, 1.30% Floor), 10/25/2032(1)(2) |
1,255,000 | 1,253,696 | ||||||
| MAPS 2018-1 Ltd. |
||||||||
| 4.21%, 05/15/2043(2) |
6,413,352 | 5,900,568 | ||||||
| MAPS 2019-1 Ltd. |
||||||||
| 4.46%, 03/15/2044(2) |
1,638,112 | 1,516,243 | ||||||
| Mariner Finance Issuance Trust 2018-A |
||||||||
| 4.20%, 11/20/2030(2) |
5,575,000 | 5,602,562 | ||||||
| Marlette Funding Trust 2019-4 |
||||||||
| 2.39%, 12/17/2029(2) |
1,921,715 | 1,939,810 | ||||||
| MASTR Asset Backed Securities Trust 2004-WMC1 |
||||||||
| 0.93% (1 Month LIBOR USD + 0.78%, 0.52% Floor), 02/25/2034(1) |
1,526,956 | 1,516,956 | ||||||
| MASTR Specialized Loan Trust |
||||||||
| 0.41% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 02/25/2036(1)(2) |
803,631 | 771,462 | ||||||
| Merlin Aviation Holdings DAC |
||||||||
| 4.50%, 12/15/2032(2)(4) |
236,496 | 210,399 | ||||||
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 |
||||||||
| 0.39% (1 Month LIBOR USD + 0.24%, 0.24% Floor), 05/25/2037(1) |
2,675,229 | 2,011,658 | ||||||
| METAL 2017-1 LLC |
||||||||
| 4.58%, 10/15/2042(2) |
3,212,691 | 2,377,921 | ||||||
| Mill City Mortgage Loan Trust 2016-1 |
||||||||
| 2.50%, 04/25/2057(2)(5) |
148,626 | 150,652 |
| Mill City Mortgage Loan Trust 2017-2 |
||||||||
| 2.75%, 07/25/2059(2)(5) |
358,862 | 366,056 | ||||||
| Mill City Mortgage Loan Trust 2018-1 |
||||||||
| 3.25%, 05/25/2062(2)(5) |
4,268,427 | 4,440,769 | ||||||
| Mill City Mortgage Loan Trust 2018-2 |
||||||||
| 3.75%, 05/25/2058(2)(5) |
494,254 | 528,261 | ||||||
| Mill City Mortgage Loan Trust 2018-3 |
||||||||
| 3.50%, 08/25/2058(2)(5) |
2,268,085 | 2,416,816 | ||||||
| MMAF Equipment Finance LLC 2018-A |
||||||||
| 3.39%, 01/10/2025(2) |
1,180,000 | 1,229,283 | ||||||
| Morgan Stanley ABS Capital I, Inc. Trust 2005-WMC2 |
||||||||
| 1.08% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 02/25/2035(1) |
1,568,504 | 1,458,069 | ||||||
| Morgan Stanley ABS Capital I, Inc. Trust 2006-HE8 |
||||||||
| 0.28% (1 Month LIBOR USD + 0.13%, 0.13% Floor), 10/25/2036(1) |
644,747 | 595,203 | ||||||
| Morgan Stanley Capital I, Inc. Trust 2006-HE1 |
||||||||
| 0.44% (1 Month LIBOR USD + 0.29%, 0.29% Floor), 01/25/2036(1) |
9,931,983 | 9,683,425 | ||||||
| Morgan Stanley Mortgage Loan Trust 2006-15XS |
||||||||
| 6.20%, 11/25/2036(4) |
13,787,377 | 5,086,507 | ||||||
| Morgan Stanley Mortgage Loan Trust 2007-8XS |
||||||||
| 0.68% (1 Month LIBOR USD + 0.53%, 0.53% Floor, 6.25% Cap), 04/25/2037(1) |
23,030,127 | 10,170,528 | ||||||
| 0.69% (1 Month LIBOR USD + 0.54%, 0.54% Floor, 6.26% Cap), 04/25/2037(1) |
2,223,887 | 982,931 | ||||||
| Mountain View CLO 2014-1 Ltd. |
||||||||
| 1.08% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 10/15/2026(1)(2) |
4,737,439 | 4,706,840 | ||||||
| Mountain View CLO 2017-1 LLC |
||||||||
| 1.36% (3 Month LIBOR USD + 1.09%, 1.09% Floor), 10/16/2029(1)(2) |
11,100,000 | 11,064,491 | ||||||
| Mountain View CLO X Ltd. |
||||||||
| 1.09% (3 Month LIBOR USD + 0.82%, 0.82% Floor), 10/13/2027(1)(2) |
1,094,938 | 1,086,523 | ||||||
| MVW Owner Trust 2015-1 |
||||||||
| 2.52%, 12/20/2032(2) |
305,841 | 307,233 | ||||||
| MVW Owner Trust 2017-1 |
||||||||
| 2.75%, 12/20/2034(2) |
80,437 | 81,390 | ||||||
| Nassau 2017-I Ltd. |
||||||||
| 1.43% (3 Month LIBOR USD + 1.15%), 10/15/2029(1)(2) |
15,200,000 | 15,123,544 | ||||||
| National Collegiate Student Loan Trust 2004-2 |
||||||||
| 0.63% (1 Month LIBOR USD + 0.48%), 12/26/2033(1) |
5,655,573 | 5,581,083 | ||||||
| National Collegiate Student Loan Trust 2005-3 |
||||||||
| 0.55% (1 Month LIBOR USD + 0.29%), 10/25/2033(1)(2) |
10,124,680 | 9,747,731 | ||||||
| Navient Private Education Loan Trust 2017-A |
||||||||
| 2.88%, 12/16/2058(2) |
503,171 | 510,799 | ||||||
| 3.91%, 12/16/2058(2) |
440,000 | 448,381 | ||||||
| Navient Private Education Loan Trust 2018-B |
||||||||
| 3.61%, 12/15/2059(2) |
1,939,569 | 2,012,507 | ||||||
| Navient Private Education Refi Loan Trust 2018-A |
||||||||
| 3.19%, 02/18/2042(2) |
3,469,190 | 3,545,096 | ||||||
| Navient Private Education Refi Loan Trust 2018-C |
||||||||
| 3.52%, 06/16/2042(2) |
1,213,475 | 1,247,644 |
| Navient Private Education Refi Loan Trust 2019-F |
||||||||
| 2.60%, 08/15/2068(2) |
6,965,000 | 7,207,962 | ||||||
| Navient Private Education Refi Loan Trust 2019-G |
||||||||
| 2.40%, 10/15/2068(2) |
1,774,201 | 1,816,132 | ||||||
| Navient Private Education Refi Loan Trust 2020-B |
||||||||
| 2.12%, 01/15/2069(2) |
5,635,000 | 5,786,140 | ||||||
| Navient Private Education Refi Loan Trust 2020-C |
||||||||
| 2.15%, 11/15/2068(2) |
4,795,000 | 4,953,033 | ||||||
| 2.83%, 11/15/2068(2) |
4,665,000 | 4,550,847 | ||||||
| Navient Private Education Refi Loan Trust 2020-D |
||||||||
| 1.69%, 05/15/2069(2) |
14,999,739 | 15,190,185 | ||||||
| Navient Private Education Refi Loan Trust 2020-G |
||||||||
| 1.17%, 09/16/2069(2) |
10,900,000 | 10,917,503 | ||||||
| Navient Student Loan Trust 2014-3 |
||||||||
| 0.77% (1 Month LIBOR USD + 0.62%), 03/25/2083(1) |
277,923 | 268,466 | ||||||
| Navient Student Loan Trust 2016-2 |
||||||||
| 1.65% (1 Month LIBOR USD + 1.50%), 06/25/2065(1)(2) |
6,200,000 | 6,258,687 | ||||||
| Navient Student Loan Trust 2017-3 |
||||||||
| 1.20% (1 Month LIBOR USD + 1.05%), 07/26/2066(1)(2) |
5,000,000 | 5,001,514 | ||||||
| Navient Student Loan Trust 2018-2 |
||||||||
| 0.90% (1 Month LIBOR USD + 0.75%), 03/25/2067(1)(2) |
15,000,000 | 14,650,190 | ||||||
| Navient Student Loan Trust 2018-4 |
||||||||
| 0.40% (1 Month LIBOR USD + 0.25%), 06/27/2067(1)(2) |
95,068 | 95,029 | ||||||
| Nelnet Student Loan Trust 2014-2 |
||||||||
| 1.03% (1 Month LIBOR USD + 0.85%), 07/27/2037(1)(2) |
4,250,000 | 4,137,157 | ||||||
| Nelnet Student Loan Trust 2020-1 |
||||||||
| 0.89% (1 Month LIBOR USD + 0.74%, 0.74% Floor), 03/26/2068(1)(2) |
2,469,620 | 2,441,657 | ||||||
| Neuberger Berman CLO XIX Ltd. |
||||||||
| 1.43% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 07/15/2027(1)(2) |
3,010,000 | 2,924,754 | ||||||
| Neuberger Berman Loan Advisers CLO 38 Ltd. |
||||||||
| 0.00% (3 Month LIBOR USD + 1.30%), 10/20/2032(1)(2)(3) |
6,440,000 | 6,440,000 | ||||||
| New Century Home Equity Loan Trust 2005-1 |
||||||||
| 0.82% (1 Month LIBOR USD + 0.68%, 0.45% Floor, 12.50% Cap), 03/25/2035(1) |
11,689,265 | 11,556,039 | ||||||
| New Century Home Equity Loan Trust 2005-3 |
||||||||
| 0.91% (1 Month LIBOR USD + 0.77%, 0.51% Floor, 12.50% Cap), 07/25/2035(1) |
2,553,254 | 2,549,863 | ||||||
| Nissan Auto Receivables 2017-B Owner Trust |
||||||||
| 1.75%, 10/15/2021 |
285,404 | 285,872 | ||||||
| Nissan Auto Receivables 2017-C Owner Trust |
||||||||
| 2.12%, 04/18/2022 |
2,238,410 | 2,248,552 | ||||||
| Nissan Auto Receivables 2018-A Owner Trust |
||||||||
| 2.65%, 05/16/2022 |
1,283,675 | 1,292,075 | ||||||
| Nissan Auto Receivables 2018-B Owner Trust |
||||||||
| 3.06%, 03/15/2023 |
4,328,223 | 4,401,100 | ||||||
| Nissan Auto Receivables 2019-C Owner Trust |
||||||||
| 1.93%, 07/15/2024 |
5,940,000 | 6,086,703 | ||||||
| Nissan Auto Receivables 2020-A Owner Trust |
||||||||
| 1.38%, 12/16/2024 |
7,765,000 | 7,919,522 |
| Nissan Auto Receivables 2020-B Owner Trust |
||||||||
| 0.55%, 07/15/2024 |
5,470,000 | 5,491,900 | ||||||
| Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2006-HE1 |
||||||||
| 0.56% (1 Month LIBOR USD + 0.41%, 0.41% Floor), 02/25/2036(1) |
3,325,445 | 3,302,911 | ||||||
| OAK Hill European Credit Partners V Designated Activity Co |
||||||||
| 0.72% (3 Month EURIBOR + 0.72%, 0.72% Floor), 02/21/2030(1)(2) |
EUR | 34,900,000 | 40,694,598 | |||||
| Ocean Trails CLO VI |
||||||||
| 1.43% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 07/15/2028(1)(2) |
$ | 494,927 | 492,189 | |||||
| OCP CLO 2014-7 Ltd. |
||||||||
| 1.39% (3 Month LIBOR USD + 1.12%), 07/20/2029(1)(2) |
14,635,000 | 14,481,976 | ||||||
| OCP CLO 2020-19 Ltd. |
||||||||
| 2.07% (3 Month LIBOR USD + 1.75%, 1.75% Floor), 07/20/2031(1)(2) |
3,735,000 | 3,748,341 | ||||||
| Octagon Investment Partners 29 Ltd. |
||||||||
| 1.44% (3 Month LIBOR USD + 1.18%), 01/24/2033(1)(2) |
7,880,000 | 7,829,623 | ||||||
| Octagon Investment Partners XXIII Ltd. |
||||||||
| 1.13% (3 Month LIBOR USD + 0.85%), 07/15/2027(1)(2) |
3,115,497 | 3,090,159 | ||||||
| 1.48% (3 Month LIBOR USD + 1.20%), 07/15/2027(1)(2) |
1,685,000 | 1,642,098 | ||||||
| OFSI Fund VII Ltd. |
||||||||
| 1.17% (3 Month LIBOR USD + 0.90%), 10/18/2026(1)(2) |
195,485 | 195,194 | ||||||
| OneMain Financial Issuance Trust 2015-3 |
||||||||
| 4.16%, 11/20/2028(2) |
710,000 | 717,539 | ||||||
| OneMain Financial Issuance Trust 2017-1 |
||||||||
| 3.35%, 09/14/2032(2) |
1,645,000 | 1,649,910 | ||||||
| Onemain Financial Issuance Trust 2018-1 |
||||||||
| 4.08%, 03/14/2029(2) |
1,220,000 | 1,246,807 | ||||||
| OneMain Financial Issuance Trust 2019-1 |
||||||||
| 4.22%, 02/14/2031(2) |
3,360,000 | 3,453,739 | ||||||
| OneMain Financial Issuance Trust 2020-2 |
||||||||
| 1.75%, 09/14/2035(2) |
3,465,000 | 3,490,264 | ||||||
| OneMain Financial Issuance Trust 2020-A |
||||||||
| 4.83%, 05/14/2032(2) |
2,425,000 | 2,608,667 | ||||||
| Option One Mortgage Loan Trust 2005-2 |
||||||||
| 0.81% (1 Month LIBOR USD + 0.66%, 0.44% Floor), 05/25/2035(1) |
462,838 | 462,030 | ||||||
| Option One Mortgage Loan Trust 2005-4 Asset-Backed Certificates Series 2005-4 |
||||||||
| 0.81% (1 Month LIBOR USD + 0.66%, 0.44% Floor), 11/25/2035(1) |
1,855,840 | 1,852,549 | ||||||
| Option One Mortgage Loan Trust 2006-1 |
||||||||
| 0.37% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 01/25/2036(1) |
5,044,400 | 5,002,311 | ||||||
| 0.45% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 01/25/2036(1) |
15,996,921 | 15,757,151 | ||||||
| Option One Mortgage Loan Trust 2006-3 |
||||||||
| 0.29% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 02/25/2037(1) |
20,693,513 | 15,610,551 | ||||||
| OSAT 2020-RPL1 Trust |
||||||||
| 3.07%, 12/26/2059(2)(4) |
2,874,639 | 2,917,666 | ||||||
| OSCAR US Funding Trust V |
||||||||
| 2.99%, 12/15/2023(2) |
209,245 | 210,764 | ||||||
| Oscar US Funding XI LLC |
||||||||
| 2.49%, 08/10/2022(2) |
387,680 | 390,300 | ||||||
| OZLM VII Ltd. |
||||||||
| 1.28% (3 Month LIBOR USD + 1.01%, 1.01% Floor), 07/17/2029(1)(2) |
7,272,016 | 7,175,967 |
| OZLM VIII Ltd. |
||||||||
| 1.44% (3 Month LIBOR USD + 1.17%, 1.17% Floor), 10/17/2029(1)(2) |
2,893,095 | 2,879,503 | ||||||
| 2.07% (3 Month LIBOR USD + 1.80%, 1.80% Floor), 10/17/2029(1)(2) |
2,955,000 | 2,924,794 | ||||||
| OZLM XXIII Ltd. |
||||||||
| 1.75% (3 Month LIBOR USD + 1.47%, 1.47% Floor), 04/15/2032(1)(2) |
29,112,000 | 29,130,748 | ||||||
| Ozlme BV |
||||||||
| 0.82% (3 Month EURIBOR + 0.82%, 0.82% Floor), 01/18/2030(1)(2) |
EUR | 1,200,000 | 1,404,400 | |||||
| Palmer Square CLO 2015-1 Ltd. |
||||||||
| 2.50% (3 Month LIBOR USD + 2.25%), 05/21/2029(1)(2) |
$ | 4,975,000 | 4,848,376 | |||||
| Palmer Square CLO 2020-2 Ltd. |
||||||||
| 1.90% (3 Month LIBOR USD + 1.70%, 1.70% Floor), 07/15/2031(1)(2) |
2,380,000 | 2,379,807 | ||||||
| Palmer Square Loan Funding 2019-4 Ltd. |
||||||||
| 1.16% (3 Month LIBOR USD + 0.90%, 0.90% Floor), 10/24/2027(1)(2) |
1,530,562 | 1,517,169 | ||||||
| Planet Fitness Master Issuer LLC |
||||||||
| 3.86%, 12/05/2049(2) |
387,075 | 363,065 | ||||||
| 4.26%, 09/05/2048(2) |
5,581,100 | 5,582,160 | ||||||
| Prestige Auto Receivables Trust 2018-1 |
||||||||
| 3.75%, 10/15/2024(2) |
2,765,000 | 2,838,154 | ||||||
| Progress Residential 2018-SFR3 Trust |
||||||||
| 4.43%, 10/17/2035(2) |
2,430,000 | 2,503,991 | ||||||
| 4.87%, 10/17/2035(2) |
1,340,000 | 1,377,642 | ||||||
| Progress Residential 2019-SFR1 Trust |
||||||||
| 4.17%, 08/17/2035(2) |
1,190,000 | 1,223,757 | ||||||
| Progress Residential 2019-SFR2 Trust |
||||||||
| 3.79%, 05/17/2036(2) |
2,165,000 | 2,236,562 | ||||||
| Progress Residential 2019-SFR4 Trust |
||||||||
| 3.14%, 10/17/2036(2) |
1,915,000 | 1,964,538 | ||||||
| Progress Residential 2020-SFR3 Trust |
||||||||
| 2.30%, 10/17/2027(2) |
545,000 | 545,056 | ||||||
| PRPM 2019-3 LLC |
||||||||
| 3.35%, 07/25/2024(2)(4) |
1,404,479 | 1,400,300 | ||||||
| PRPM 2019-4 LLC |
||||||||
| 3.35%, 11/25/2024(2)(4) |
2,519,287 | 2,525,472 | ||||||
| PRPM 2020-1 LLC |
||||||||
| 2.98%, 02/25/2025(2)(4) |
4,955,438 | 4,937,272 | ||||||
| RASC Series 2005-KS10 Trust |
||||||||
| 0.59% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 14.00% Cap), 11/25/2035(1) |
8,919,385 | 8,850,810 | ||||||
| RASC Series 2006-KS9 Trust |
||||||||
| 0.31% (1 Month LIBOR USD + 0.16%, 0.16% Floor, 14.00% Cap), 11/25/2036(1) |
3,156,048 | 3,190,208 | ||||||
| RASC Series 2007-KS3 Trust |
||||||||
| 0.49% (1 Month LIBOR USD + 0.34%, 0.34% Floor, 14.00% Cap), 04/25/2037(1) |
31,155,046 | 29,165,989 | ||||||
| Rockford Tower CLO 2019-2 Ltd. |
||||||||
| 1.58% (3 Month LIBOR USD + 1.33%, 1.33% Floor), 08/20/2032(1)(2) |
13,850,000 | 13,818,699 | ||||||
| Santander Drive Auto Receivables Trust 2018-2 |
||||||||
| 3.88%, 02/15/2024 |
1,160,000 | 1,200,950 | ||||||
| Santander Drive Auto Receivables Trust 2018-3 |
||||||||
| 4.07%, 08/15/2024 |
3,770,000 | 3,928,042 |
| Santander Drive Auto Receivables Trust 2018-4 |
||||||||
| 3.98%, 12/15/2025 |
3,390,000 | 3,552,166 | ||||||
| Santander Drive Auto Receivables Trust 2018-5 |
||||||||
| 4.19%, 12/16/2024 |
3,070,000 | 3,195,150 | ||||||
| Santander Drive Auto Receivables Trust 2019-1 |
||||||||
| 3.65%, 04/15/2025 |
11,435,000 | 11,887,052 | ||||||
| Santander Drive Auto Receivables Trust 2019-3 |
||||||||
| 2.68%, 10/15/2025 |
4,095,000 | 4,212,341 | ||||||
| Santander Drive Auto Receivables Trust 2020-1 |
||||||||
| 5.35%, 03/15/2028 |
6,795,000 | 7,341,737 | ||||||
| Santander Retail Auto Lease Trust 2019-B |
||||||||
| 3.31%, 06/20/2024(2) |
6,610,000 | 6,799,183 | ||||||
| Santander Retail Auto Lease Trust 2019-C |
||||||||
| 2.88%, 06/20/2024(2) |
10,280,000 | 10,450,573 | ||||||
| Saxon Asset Securities Trust 2006-1 |
||||||||
| 0.61% (1 Month LIBOR USD + 0.47%, 0.31% Floor, 12.25% Cap), 03/25/2036(1) |
1,839,878 | 1,794,087 | ||||||
| Saxon Asset Securities Trust 2007-2 |
||||||||
| 0.35% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 05/25/2047(1) |
24,865,674 | 22,434,651 | ||||||
| Saxon Asset Securities Trust 2007-3 |
||||||||
| 0.46% (1 Month LIBOR USD + 0.31%, 0.31% Floor), 09/25/2037(1) |
26,544,187 | 25,613,590 | ||||||
| Securitized Asset Backed Receivables LLC Trust 2004-OP1 |
||||||||
| 0.91% (1 Month LIBOR USD + 0.77%, 0.51% Floor), 02/25/2034(1) |
5,384,716 | 5,279,258 | ||||||
| Securitized Asset Backed Receivables LLC Trust 2006-CB5 |
||||||||
| 0.29% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 06/25/2036(1) |
5,166,183 | 3,940,534 | ||||||
| Shackleton 2016-IX CLO Ltd. |
||||||||
| 1.40% (3 Month LIBOR USD + 1.13%, 1.13% Floor), 10/20/2028(1)(2) |
1,497,605 | 1,489,207 | ||||||
| Sierra Timeshare 2016-2 Receivables Funding LLC |
||||||||
| 2.33%, 07/20/2033(2) |
121,637 | 122,225 | ||||||
| Sierra Timeshare 2019-1 Receivables Funding LLC |
||||||||
| 3.20%, 01/20/2036(2) |
1,545,096 | 1,598,318 | ||||||
| Sierra Timeshare Conduit Receivables Funding LLC |
||||||||
| 2.91%, 03/20/2034(2) |
84,967 | 86,411 | ||||||
| S-Jets 2017-1 Ltd. |
||||||||
| 3.97%, 08/15/2042(2) |
14,009,979 | 12,685,872 | ||||||
| SLC Student Loan Trust 2005-2 |
||||||||
| 0.41% (3 Month LIBOR USD + 0.16%), 12/15/2039(1) |
4,900,000 | 4,623,759 | ||||||
| SLM Private Credit Student Loan Trust 2003-B |
||||||||
| 0.00%, 03/15/2033(5) |
2,354,000 | 2,252,825 | ||||||
| SLM Student Loan Trust 2003-7 |
||||||||
| 1.45% (3 Month LIBOR USD + 1.20%, 1.20% Floor), 12/15/2033(1)(2) |
8,809,779 | 8,556,613 | ||||||
| SLM Student Loan Trust 2004-3 |
||||||||
| 0.79% (3 Month LIBOR USD + 0.55%, 0.55% Floor), 10/25/2064(1)(2) |
16,324,578 | 15,781,556 | ||||||
| SLM Student Loan Trust 2005-4 |
||||||||
| 0.41% (3 Month LIBOR USD + 0.17%), 07/25/2040(1) |
11,000,000 | 10,302,049 | ||||||
| SLM Student Loan Trust 2006-10 |
||||||||
| 0.46% (3 Month LIBOR USD + 0.22%), 03/25/2044(1) |
1,997,668 | 1,774,727 |
| SLM Student Loan Trust 2007-2 |
||||||||
| 0.41% (3 Month LIBOR USD + 0.17%), 07/25/2025(1) |
6,950,000 | 5,959,642 | ||||||
| SLM Student Loan Trust 2007-3 |
||||||||
| 0.30% (3 Month LIBOR USD + 0.06%), 01/25/2022(1) |
3,314,102 | 3,126,932 | ||||||
| SLM Student Loan Trust 2007-7 |
||||||||
| 0.57% (3 Month LIBOR USD + 0.33%), 01/25/2022(1) |
2,440,568 | 2,323,510 | ||||||
| SLM Student Loan Trust 2008-2 |
||||||||
| 0.99% (3 Month LIBOR USD + 0.75%), 04/25/2023(1) |
8,014,545 | 7,555,879 | ||||||
| SLM Student Loan Trust 2008-5 |
||||||||
| 1.94% (3 Month LIBOR USD + 1.70%, 1.70% Floor), 07/25/2023(1) |
4,110,999 | 4,058,597 | ||||||
| 2.09% (3 Month LIBOR USD + 1.85%, 1.85% Floor), 07/25/2073(1) |
7,350,000 | 6,705,393 | ||||||
| SLM Student Loan Trust 2008-6 |
||||||||
| 1.34% (3 Month LIBOR USD + 1.10%), 07/25/2023(1) |
12,359,420 | 11,917,616 | ||||||
| SLM Student Loan Trust 2008-7 |
||||||||
| 1.14% (3 Month LIBOR USD + 0.90%), 07/25/2023(1) |
9,632,595 | 9,165,069 | ||||||
| SLM Student Loan Trust 2012-1 |
||||||||
| 1.10% (1 Month LIBOR USD + 0.95%, 0.95% Floor), 09/25/2028(1) |
11,773,208 | 11,271,984 | ||||||
| SLM Student Loan Trust 2012-2 |
||||||||
| 0.85% (1 Month LIBOR USD + 0.70%), 01/25/2029(1) |
13,772,734 | 12,967,282 | ||||||
| SLM Student Loan Trust 2012-7 |
||||||||
| 0.80% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 05/26/2026(1) |
4,616,345 | 4,362,812 | ||||||
| 1.95% (1 Month LIBOR USD + 1.80%, 1.80% Floor), 09/25/2043(1) |
2,220,000 | 2,100,090 | ||||||
| SLM Student Loan Trust 2014-1 |
||||||||
| 0.75% (1 Month LIBOR USD + 0.60%), 02/26/2029(1) |
2,871,602 | 2,690,949 | ||||||
| SMART ABS Series 2016-2US Trust |
||||||||
| 2.05%, 12/14/2022 |
1,421,581 | 1,424,765 | ||||||
| SMB Private Education Loan Trust 2014-A |
||||||||
| 3.05%, 05/15/2026(2) |
117,870 | 119,055 | ||||||
| SMB Private Education Loan Trust 2015-B |
||||||||
| 1.90% (1 Month LIBOR USD + 1.75%), 05/17/2032(1)(2) |
1,685,000 | 1,714,629 | ||||||
| 2.98%, 07/15/2027(2) |
102,915 | 104,588 | ||||||
| SMB Private Education Loan Trust 2015-C |
||||||||
| 3.50%, 09/15/2043(2) |
1,295,000 | 1,356,645 | ||||||
| SMB Private Education Loan Trust 2016-A |
||||||||
| 2.70%, 05/15/2031(2) |
259,207 | 265,422 | ||||||
| SMB Private Education Loan Trust 2016-B |
||||||||
| 2.43%, 02/17/2032(2) |
1,456,246 | 1,490,468 | ||||||
| SMB Private Education Loan Trust 2016-C |
||||||||
| 2.34%, 09/15/2034(2) |
453,206 | 461,616 | ||||||
| SMB Private Education Loan Trust 2017-A |
||||||||
| 2.88%, 09/15/2034(2) |
1,277,054 | 1,321,691 | ||||||
| SMB Private Education Loan Trust 2017-B |
||||||||
| 2.82%, 10/15/2035(2) |
2,524,788 | 2,609,346 | ||||||
| SMB Private Education Loan Trust 2018-B |
||||||||
| 0.87% (1 Month LIBOR USD + 0.72%), 01/15/2037(1)(2) |
1,763,166 | 1,748,237 | ||||||
| 3.60%, 01/15/2037(2) |
5,345,955 | 5,685,578 | ||||||
| 4.00%, 07/15/2042(2) |
285,000 | 284,929 |
| SMB Private Education Loan Trust 2018-C |
||||||||
| 3.63%, 11/15/2035(2) |
6,232,697 | 6,584,464 | ||||||
| 4.00%, 11/17/2042(2) |
770,000 | 781,049 | ||||||
| SMB Private Education Loan Trust 2019-A |
||||||||
| 3.44%, 07/15/2036(2) |
2,190,000 | 2,306,182 | ||||||
| SMB Private Education Loan Trust 2019-B |
||||||||
| 2.84%, 06/15/2037(2) |
7,675,000 | 8,085,701 | ||||||
| SMB Private Education Loan Trust 2020-A |
||||||||
| 2.23%, 09/15/2037(2) |
3,090,000 | 3,202,750 | ||||||
| SoFi Consumer Loan Program 2017-3 LLC |
||||||||
| 2.77%, 05/25/2026(2) |
1,100,087 | 1,106,170 | ||||||
| SoFi Consumer Loan Program 2017-4 LLC |
||||||||
| 2.50%, 05/26/2026(2) |
1,531,584 | 1,542,867 | ||||||
| SoFi Consumer Loan Program 2017-6 LLC |
||||||||
| 3.52%, 11/25/2026(2) |
1,765,000 | 1,809,401 | ||||||
| SoFi Consumer Loan Program 2018-2 Trust |
||||||||
| 3.79%, 04/26/2027(2) |
2,210,000 | 2,266,399 | ||||||
| SoFi Consumer Loan Program 2018-3 Trust |
||||||||
| 4.02%, 08/25/2027(2) |
1,375,000 | 1,396,820 | ||||||
| SoFi Consumer Loan Program 2018-4 Trust |
||||||||
| 4.17%, 11/26/2027(2) |
2,745,000 | 2,811,827 | ||||||
| SoFi Consumer Loan Program 2019-1 Trust |
||||||||
| 3.73%, 02/25/2028(2) |
5,690,000 | 5,752,801 | ||||||
| SoFi Consumer Loan Program 2019-2 Trust |
||||||||
| 3.01%, 04/25/2028(2) |
3,703,529 | 3,745,684 | ||||||
| 3.46%, 04/25/2028(2) |
3,145,000 | 3,214,652 | ||||||
| SoFi Consumer Loan Program 2019-3 Trust |
||||||||
| 3.35%, 05/25/2028(2) |
5,965,000 | 6,147,926 | ||||||
| SoFi Consumer Loan Program 2020-1 Trust |
||||||||
| 2.02%, 01/25/2029(2) |
5,352,269 | 5,409,326 | ||||||
| SoFi Professional Loan Program 2015-B LLC |
||||||||
| 3.52%, 03/25/2036(2) |
190,569 | 190,991 | ||||||
| SoFi Professional Loan Program 2015-C LLC |
||||||||
| 2.51%, 08/25/2033(2) |
267,924 | 269,925 | ||||||
| 3.58%, 08/25/2036(2) |
233,818 | 235,824 | ||||||
| SoFi Professional Loan Program 2015-D LLC |
||||||||
| 3.59%, 10/26/2037(2) |
505,449 | 512,422 | ||||||
| SoFi Professional Loan Program 2016-B LLC |
||||||||
| 3.80%, 04/25/2037(2) |
195,000 | 201,908 | ||||||
| SoFi Professional Loan Program 2016-C LLC |
||||||||
| 3.35%, 05/25/2037(2)(5) |
310,000 | 316,469 | ||||||
| SoFi Professional Loan Program 2016-D LLC |
||||||||
| 3.23%, 01/25/2039(2)(5) |
490,000 | 503,731 | ||||||
| SoFi Professional Loan Program 2016-E LLC |
||||||||
| 3.44%, 07/25/2040(2)(5) |
1,600,000 | 1,686,237 | ||||||
| SoFi Professional Loan Program 2017-A LLC |
||||||||
| 4.43%, 03/26/2040(2)(5) |
165,000 | 173,239 |
| SoFi Professional Loan Program 2017-C LLC |
||||||||
| 0.75% (1 Month LIBOR USD + 0.60%), 07/25/2040(1)(2) |
1,828,441 | 1,822,483 | ||||||
| SoFi Professional Loan Program 2017-D LLC |
||||||||
| 2.65%, 09/25/2040(2) |
2,898,310 | 2,972,558 | ||||||
| SoFi Professional Loan Program 2017-E LLC |
||||||||
| 4.16%, 11/26/2040(2) |
695,000 | 729,493 | ||||||
| SoFi Professional Loan Program 2017-F LLC |
||||||||
| 3.62%, 01/25/2041(2) |
1,405,000 | 1,462,042 | ||||||
| SoFi Professional Loan Program 2018-C Trust |
||||||||
| 4.13%, 01/25/2048(2) |
1,875,000 | 1,991,408 | ||||||
| SoFi Professional Loan Program 2018-D Trust |
||||||||
| 3.12%, 02/25/2048(2) |
1,201,851 | 1,205,504 | ||||||
| SoFi Professional Loan Program 2019-B LLC |
||||||||
| 2.78%, 08/17/2048(2) |
297,143 | 298,817 | ||||||
| Sound Point Clo XIV Ltd. |
||||||||
| 1.41% (3 Month LIBOR USD + 1.15%), 01/23/2029(1)(2) |
3,400,000 | 3,381,994 | ||||||
| Southwick Park CLO LLC |
||||||||
| 1.57% (3 Month LIBOR USD + 1.30%), 07/20/2032(1)(2) |
11,400,000 | 11,393,035 | ||||||
| Specialty Underwriting & Residential Finance Trust Series 2006-BC2 |
||||||||
| 3.79%, 02/25/2037(4) |
12,920,102 | 6,850,983 | ||||||
| Springleaf Funding Trust 2017-A |
||||||||
| 2.68%, 07/15/2030(2) |
6,490,740 | 6,499,184 | ||||||
| 3.86%, 07/15/2030(2) |
1,270,000 | 1,271,401 | ||||||
| Sprite 2017-1 Ltd. |
||||||||
| 4.25%, 12/15/2037(2) |
913,731 | 831,237 | ||||||
| St Paul’s CLO VI DAC |
||||||||
| 0.85% (3 Month EURIBOR + 0.85%, 0.85% Floor), 08/20/2030(1)(2) |
EUR | 38,000,000 | 44,143,790 | |||||
| Stack Infrastructure Issuer LLC Series 2019-1 |
||||||||
| 4.54%, 02/25/2044(2) |
$ | 7,327,121 | 7,894,249 | |||||
| Structured Adjustable Rate Mortgage Loan Trust |
||||||||
| 3.07%, 02/25/2035(5) |
5,957,849 | 5,817,990 | ||||||
| Structured Asset Investment Loan Trust 2004-8 |
||||||||
| 1.05% (1 Month LIBOR USD + 0.90%, 0.60% Floor), 09/25/2034(1) |
846,202 | 821,386 | ||||||
| Structured Asset Mortgage Investments II Trust 2007-AR3 |
||||||||
| 0.34% (1 Month LIBOR USD + 0.19%, 0.19% Floor, 10.50% Cap), 09/25/2047(1) |
25,485,346 | 23,613,595 | ||||||
| Structured Asset Securities Corp. Mortgage Loan Trust 2007-WF2 |
||||||||
| 1.15% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 08/25/2037(1) |
511,104 | 512,084 | ||||||
| STWD 2019-FL1 Ltd. |
||||||||
| 1.23% (1 Month LIBOR USD + 1.08%, 1.08% Floor), 07/15/2038(1)(2) |
3,600,000 | 3,552,750 | ||||||
| Symphony CLO XVII Ltd. |
||||||||
| 1.16% (3 Month LIBOR USD + 0.88%), 04/15/2028(1)(2) |
4,004,983 | 3,976,063 | ||||||
| Synchrony Credit Card Master Note Trust |
||||||||
| 3.36%, 03/15/2024 |
2,835,000 | 2,849,638 | ||||||
| Taco Bell Funding LLC |
||||||||
| 4.32%, 11/25/2048(2) |
5,133,563 | 5,241,932 | ||||||
| TCI-Flatiron CLO 2016-1 Ltd. |
||||||||
| 1.49% (3 Month LIBOR USD + 1.22%, 1.22% Floor), 07/17/2028(1)(2) |
1,800,000 | 1,792,471 |
| THL Credit Wind River 2016-1 CLO Ltd. |
||||||||
| 1.93% (3 Month LIBOR USD + 1.65%), 07/15/2028(1)(2) |
1,320,000 | 1,304,411 | ||||||
| 2.38% (3 Month LIBOR USD + 2.10%), 07/15/2028(1)(2) |
1,395,000 | 1,354,034 | ||||||
| Tikehau CLO II BV |
||||||||
| 0.88% (3 Month EURIBOR + 0.88%, 0.88% Floor), 12/07/2029(1)(2) |
EUR | 2,300,000 | 2,666,888 | |||||
| Towd Point Mortgage Trust 2015-2 |
||||||||
| 2.50%, 11/25/2060(2)(5) |
$ | 1,015,721 | 1,025,179 | |||||
| Towd Point Mortgage Trust 2015-3 |
||||||||
| 3.00%, 03/25/2054(2)(5) |
57,359 | 57,741 | ||||||
| Towd Point Mortgage Trust 2015-4 |
||||||||
| 2.75%, 04/25/2055(2)(5) |
84,624 | 85,128 | ||||||
| 3.75%, 04/25/2055(2)(5) |
960,000 | 1,024,107 | ||||||
| Towd Point Mortgage Trust 2015-5 |
||||||||
| 2.75%, 05/25/2055(2)(5) |
97,360 | 98,213 | ||||||
| Towd Point Mortgage Trust 2016-1 |
||||||||
| 2.75%, 02/25/2055(2)(5) |
491,272 | 498,695 | ||||||
| 3.00%, 02/25/2055(2)(5) |
169,264 | 173,541 | ||||||
| Towd Point Mortgage Trust 2016-2 |
||||||||
| 2.75%, 08/25/2055(2)(5) |
117,742 | 120,686 | ||||||
| Towd Point Mortgage Trust 2016-3 |
||||||||
| 2.25%, 04/25/2056(2)(5) |
165,900 | 167,895 | ||||||
| Towd Point Mortgage Trust 2016-4 |
||||||||
| 2.25%, 07/25/2056(2)(5) |
378,791 | 384,872 | ||||||
| Towd Point Mortgage Trust 2017-1 |
||||||||
| 2.75%, 10/25/2056(2)(5) |
331,749 | 340,257 | ||||||
| 3.75%, 10/25/2056(2)(5) |
6,315,000 | 6,887,120 | ||||||
| Towd Point Mortgage Trust 2017-2 |
||||||||
| 2.75%, 04/25/2057(2)(5) |
158,108 | 162,531 | ||||||
| Towd Point Mortgage Trust 2017-4 |
||||||||
| 3.25%, 06/25/2057(2)(5) |
2,465,000 | 2,585,042 | ||||||
| Towd Point Mortgage Trust 2017-5 |
||||||||
| 0.75% (1 Month LIBOR USD + 0.60%), 02/25/2057(1)(2) |
456,877 | 456,031 | ||||||
| 1.65% (1 Month LIBOR USD + 1.50%), 02/25/2057(1)(2) |
3,310,000 | 3,252,962 | ||||||
| Towd Point Mortgage Trust 2018-3 |
||||||||
| 3.75%, 05/25/2058(2)(5) |
6,003,740 | 6,492,411 | ||||||
| Towd Point Mortgage Trust 2018-4 |
||||||||
| 3.00%, 06/25/2058(2)(5) |
1,015,000 | 1,069,120 | ||||||
| Towd Point Mortgage Trust 2018-5 |
||||||||
| 3.25%, 07/25/2058(2)(5) |
1,515,000 | 1,541,588 | ||||||
| Towd Point Mortgage Trust 2018-SJ1 |
||||||||
| 4.00%, 10/25/2058(2)(5) |
1,569,483 | 1,585,033 | ||||||
| Towd Point Mortgage Trust 2019-1 |
||||||||
| 3.75%, 03/25/2058(2)(5) |
10,579,413 | 11,458,937 | ||||||
| Towd Point Mortgage Trust 2019-2 |
||||||||
| 3.75%, 12/25/2058(2)(5) |
9,810,000 | 10,541,637 | ||||||
| Towd Point Mortgage Trust 2019-MH1 |
||||||||
| 3.00%, 11/25/2058(2)(5) |
501,426 | 513,999 |
| Towd Point Mortgage Trust 2019-SJ1 |
||||||||
| 4.17%, 11/25/2058(2)(5) |
6,100,000 | 6,280,417 | ||||||
| Towd Point Mortgage Trust 2019-SJ2 |
||||||||
| 4.50%, 11/25/2058(2)(5) |
12,971,000 | 13,502,303 | ||||||
| Towd Point Mortgage Trust 2019-SJ3 |
||||||||
| 3.00%, 11/25/2059(2)(5) |
5,225,064 | 5,314,097 | ||||||
| Toyota Auto Receivables 2017-B Owner Trust |
||||||||
| 1.76%, 07/15/2021 |
103,391 | 103,443 | ||||||
| Toyota Auto Receivables 2017-C Owner Trust |
||||||||
| 1.78%, 11/15/2021 |
710,215 | 711,533 | ||||||
| Toyota Auto Receivables 2020-C Owner Trust |
||||||||
| 0.44%, 10/15/2024 |
9,070,000 | 9,089,894 | ||||||
| Tralee CLO V Ltd. |
||||||||
| 1.38% (3 Month LIBOR USD + 1.11%, 1.11% Floor), 10/20/2028(1)(2) |
2,000,000 | 1,990,914 | ||||||
| Tricon American Homes 2019-SFR1 Trust |
||||||||
| 3.20%, 03/17/2038(2) |
1,270,000 | 1,325,266 | ||||||
| Tricon American Homes 2020-SFR1 |
||||||||
| 2.55%, 07/17/2038(2) |
1,220,000 | 1,245,211 | ||||||
| Upstart Securitization Trust 2019-2 |
||||||||
| 2.90%, 09/20/2029(2) |
255,503 | 257,601 | ||||||
| Upstart Securitization Trust 2019-3 |
||||||||
| 2.68%, 01/21/2030(2) |
4,210,751 | 4,246,002 | ||||||
| Upstart Securitization Trust 2020-1 |
||||||||
| 2.32%, 04/22/2030(2) |
2,421,130 | 2,438,695 | ||||||
| Venture XIV CLO Ltd. |
||||||||
| 1.29% (3 Month LIBOR USD + 1.03%, 1.03% Floor), 08/28/2029(1)(2) |
15,300,000 | 15,179,543 | ||||||
| Venture Xxv Clo Ltd. |
||||||||
| 1.50% (3 Month LIBOR USD + 1.23%), 04/20/2029(1)(2) |
25,570,000 | 25,375,566 | ||||||
| Vericrest Opportunity Loan Trust 2019-NPL5 |
||||||||
| 3.35%, 09/25/2049(2)(4) |
4,913,443 | 4,919,034 | ||||||
| Vericrest Opportunity Loan Trust 2019-NPL8 |
||||||||
| 3.28%, 11/25/2049(2)(4) |
4,893,333 | 4,897,694 | ||||||
| Vericrest Opportunity Loan Trust 2020-NPL2 |
||||||||
| 2.98%, 02/25/2050(2)(4) |
2,564,084 | 2,564,252 | ||||||
| Verizon Owner Trust 2017-3 |
||||||||
| 2.53%, 04/20/2022(2) |
1,360,000 | 1,369,202 | ||||||
| Verizon Owner Trust 2018-1 |
||||||||
| 3.20%, 09/20/2022(2) |
1,105,000 | 1,127,418 | ||||||
| VOLT LXXXIII LLC |
||||||||
| 3.33%, 11/26/2049(2)(4) |
1,878,551 | 1,883,218 | ||||||
| VOLT LXXXV LLC |
||||||||
| 3.23%, 01/25/2050(2)(4) |
4,371,245 | 4,379,492 | ||||||
| VOLT LXXXVII LLC |
||||||||
| 2.98%, 02/25/2050(2)(4) |
132,643 | 132,642 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust |
||||||||
| 3.55%, 02/25/2037(5) |
8,830,844 | 8,407,433 | ||||||
| WAVE 2017-1 Trust |
||||||||
| 3.84%, 11/15/2042(2) |
2,151,092 | 1,946,111 |
| Wellfleet CLO 2017-2A Ltd. |
||||||||
| 1.33% (3 Month LIBOR USD + 1.06%), 10/20/2029(1)(2) |
6,900,000 | 6,806,960 | ||||||
| Westlake Automobile Receivables Trust 2018-2 |
||||||||
| 4.00%, 01/16/2024(2) |
1,540,000 | 1,574,752 | ||||||
| Westlake Automobile Receivables Trust 2018-3 |
||||||||
| 4.00%, 10/16/2023(2) |
1,215,000 | 1,254,162 | ||||||
| Westlake Automobile Receivables Trust 2019-1 |
||||||||
| 3.67%, 03/15/2024(2) |
6,545,000 | 6,778,937 | ||||||
| World Omni Auto Receivables Trust |
||||||||
| 1.64%, 08/17/2026 |
3,190,000 | 3,239,339 | ||||||
| World Omni Select Auto Trust 2019-A |
||||||||
| 2.17%, 12/15/2025 |
4,785,000 | 4,920,544 | ||||||
| Zais CLO 1 Ltd. |
||||||||
| 1.43% (3 Month LIBOR USD + 1.15%), 04/15/2028(1)(2) |
13,644,972 | 13,603,041 | ||||||
|
|
|
|||||||
| Total Asset-Backed Obligations (Cost: $2,309,765,442) |
2,296,525,197 | |||||||
|
|
|
|||||||
| Corporate Bonds – 36.48% |
||||||||
| Basic Materials – 1.08% |
||||||||
| ABJA Investment Co. Pte Ltd. |
||||||||
| 5.45%, 01/24/2028 |
4,800,000 | 4,634,501 | ||||||
| Alcoa Nederland Holding BV |
||||||||
| 5.50%, 12/15/2027(2) |
2,745,000 | 2,860,839 | ||||||
| Anglo American Capital Plc |
||||||||
| 2.63%, 09/10/2030(2) |
2,270,000 | 2,251,613 | ||||||
| 4.00%, 09/11/2027(2) |
1,000,000 | 1,103,455 | ||||||
| 4.13%, 09/27/2022(2) |
3,883,000 | 4,083,579 | ||||||
| 4.50%, 03/15/2028(2) |
19,220,000 | 21,975,460 | ||||||
| 5.38%, 04/01/2025(2) |
450,000 | 517,180 | ||||||
| ArcelorMittal SA |
||||||||
| 4.55%, 03/11/2026 |
5,950,000 | 6,424,531 | ||||||
| 6.13%, 06/01/2025 |
565,000 | 651,321 | ||||||
| Arconic Corp. |
||||||||
| 6.00%, 05/15/2025(2) |
463,000 | 494,449 | ||||||
| 6.13%, 02/15/2028(2) |
1,275,000 | 1,309,266 | ||||||
| Ashland Services BV |
||||||||
| 2.00%, 01/30/2028(2) |
EUR | 625,000 | 696,142 | |||||
| Braskem Netherlands Finance BV |
||||||||
| 4.50%, 01/31/2030(2) |
$ | 3,735,000 | 3,487,556 | |||||
| Celulosa Arauco y Constitucion SA |
||||||||
| 3.88%, 11/02/2027 |
860,000 | 911,927 | ||||||
| CF Industries, Inc. |
||||||||
| 4.50%, 12/01/2026(2) |
5,145,000 | 5,968,753 | ||||||
| CNAC HK Finbridge Co. Ltd. |
||||||||
| 4.88%, 03/14/2025 |
2,880,000 | 3,178,696 | ||||||
| Corp. Nacional del Cobre de Chile |
||||||||
| 3.15%, 01/14/2030 |
2,456,000 | 2,610,040 | ||||||
| 3.63%, 08/01/2027 |
300,000 | 327,866 |
| DuPont de Nemours, Inc. |
||||||||
| 3.77%, 11/15/2020 |
6,165,000 | 6,190,300 | ||||||
| Equate Petrochemical BV |
||||||||
| 4.25%, 11/03/2026 |
1,060,000 | 1,111,675 | ||||||
| First Quantum Minerals Ltd. |
||||||||
| 6.50%, 03/01/2024(2) |
200,000 | 191,750 | ||||||
| 6.88%, 03/01/2026(2) |
200,000 | 192,750 | ||||||
| 6.88%, 10/15/2027(2) |
3,130,000 | 3,015,129 | ||||||
| FMC Corp. |
||||||||
| 3.45%, 10/01/2029 |
1,850,000 | 2,069,317 | ||||||
| 4.50%, 10/01/2049 |
1,025,000 | 1,280,724 | ||||||
| Freeport-McMoRan, Inc. |
||||||||
| 4.38%, 08/01/2028 |
1,505,000 | 1,556,102 | ||||||
| 4.63%, 08/01/2030 |
1,010,000 | 1,061,964 | ||||||
| Glencore Finance Canada Ltd. |
||||||||
| 4.95%, 11/15/2021(2) |
1,170,000 | 1,221,350 | ||||||
| Glencore Funding LLC |
||||||||
| 3.88%, 10/27/2027(2) |
11,555,000 | 12,599,341 | ||||||
| 4.00%, 04/16/2025(2) |
4,450,000 | 4,884,275 | ||||||
| 4.00%, 03/27/2027(2) |
1,000,000 | 1,091,488 | ||||||
| 4.13%, 03/12/2024(2) |
4,920,000 | 5,330,468 | ||||||
| 4.88%, 03/12/2029(2) |
8,160,000 | 9,539,477 | ||||||
| Hudbay Minerals, Inc. |
||||||||
| 6.13%, 04/01/2029(2) |
1,890,000 | 1,871,100 | ||||||
| Huntsman International LLC |
||||||||
| 5.13%, 11/15/2022 |
1,797,000 | 1,932,174 | ||||||
| ICL Group Ltd. |
||||||||
| 6.38%, 05/31/2038(2) |
10,200,000 | 12,796,025 | ||||||
| Indonesia Asahan Aluminium Persero PT |
||||||||
| 6.53%, 11/15/2028 |
200,000 | 243,376 | ||||||
| 6.53%, 11/15/2028(2) |
1,200,000 | 1,460,254 | ||||||
| 6.76%, 11/15/2048 |
834,000 | 1,069,207 | ||||||
| International Flavors & Fragrances, Inc. |
||||||||
| 5.00%, 09/26/2048 |
9,965,000 | 12,305,194 | ||||||
| LYB International Finance III LLC |
||||||||
| 4.20%, 10/15/2049 |
4,050,000 | 4,508,408 | ||||||
| Methanex Corp. |
||||||||
| 5.13%, 10/15/2027 |
4,150,000 | 4,129,250 | ||||||
| Newcrest Finance Pty Ltd. |
||||||||
| 3.25%, 05/13/2030(2) |
2,260,000 | 2,463,556 | ||||||
| Newmont Corp. |
||||||||
| 3.70%, 03/15/2023 |
430,000 | 452,216 | ||||||
| Nutrition & Biosciences, Inc. |
||||||||
| 1.83%, 10/15/2027(2) |
5,600,000 | 5,623,847 | ||||||
| 2.30%, 11/01/2030(2) |
17,045,000 | 17,154,751 | ||||||
| 3.47%, 12/01/2050(2) |
5,860,000 | 5,871,204 |
| Orbia Advance Corp. SAB de CV |
||||||||
| 4.00%, 10/04/2027(2) |
1,255,000 | 1,352,262 | ||||||
| Reliance Steel & Aluminum Co. |
||||||||
| 2.15%, 08/15/2030 |
960,000 | 938,471 | ||||||
| Steel Dynamics, Inc. |
||||||||
| 3.25%, 01/15/2031 |
200,000 | 213,852 | ||||||
| 3.45%, 04/15/2030 |
7,590,000 | 8,362,804 | ||||||
| Suzano Austria GmbH |
||||||||
| 5.00%, 01/15/2030 |
3,465,000 | 3,733,538 | ||||||
| 6.00%, 01/15/2029 |
5,035,000 | 5,739,900 | ||||||
| Syngenta Finance NV |
||||||||
| 3.93%, 04/23/2021(2) |
7,942,000 | 8,044,409 | ||||||
| 4.44%, 04/24/2023(2) |
200,000 | 211,215 | ||||||
| 4.89%, 04/24/2025(2) |
550,000 | 596,201 | ||||||
| 5.18%, 04/24/2028(2) |
500,000 | 550,324 | ||||||
| Vale Overseas Ltd. |
||||||||
| 6.25%, 08/10/2026 |
1,299,000 | 1,536,068 | ||||||
| 6.88%, 11/21/2036 |
1,132,000 | 1,470,185 | ||||||
| 6.88%, 11/10/2039 |
316,000 | 415,682 | ||||||
| Vale SA |
||||||||
| 3.75%, 01/10/2023 |
EUR | 400,000 | 490,788 | |||||
| Westlake Chemical Corp. |
||||||||
| 1.63%, 07/17/2029 |
2,025,000 | 2,332,947 | ||||||
| 3.60%, 08/15/2026 |
$ | 1,925,000 | 2,114,081 | |||||
| Yara International ASA |
||||||||
| 3.15%, 06/04/2030(2) |
2,130,000 | 2,277,755 | ||||||
|
|
|
|||||||
| Total Basic Materials |
|
227,084,328 | ||||||
|
|
|
|||||||
| Communications – 4.95% |
||||||||
| Alibaba Group Holding Ltd. |
||||||||
| 3.40%, 12/06/2027 |
1,935,000 | 2,168,477 | ||||||
| Altice Financing SA |
||||||||
| 2.25%, 01/15/2025(2) |
EUR | 2,700,000 | 3,029,177 | |||||
| 3.00%, 01/15/2028 |
4,700,000 | 5,107,277 | ||||||
| 5.00%, 01/15/2028(2) |
$ | 2,700,000 | 2,622,375 | |||||
| Altice France SA |
||||||||
| 5.50%, 01/15/2028(2) |
3,615,000 | 3,660,187 | ||||||
| 7.38%, 05/01/2026(2) |
1,400,000 | 1,467,060 | ||||||
| 8.13%, 02/01/2027(2) |
700,000 | 762,797 | ||||||
| Amazon.com, Inc. |
||||||||
| 2.50%, 06/03/2050 |
10,675,000 | 10,835,494 | ||||||
| AT&T, Inc. |
||||||||
| 1.65%, 02/01/2028 |
1,610,000 | 1,611,735 | ||||||
| 2.25%, 02/01/2032 |
8,753,000 | 8,742,812 | ||||||
| 2.30%, 06/01/2027 |
4,475,000 | 4,694,235 | ||||||
| 2.75%, 06/01/2031 |
34,179,000 | 35,938,974 | ||||||
| 3.10%, 02/01/2043 |
5,980,000 | 5,833,838 | ||||||
| 3.30%, 02/01/2052 |
10,300,000 | 9,584,277 | ||||||
| 3.50%, 06/01/2041 |
6,608,000 | 6,949,630 | ||||||
| 3.50%, 09/15/2053(2) |
19,831,498 | 19,320,555 | ||||||
| 3.50%, 02/01/2061 |
7,324,000 | 6,954,183 | ||||||
| 3.55%, 09/15/2055(2) |
1,992,033 | 1,905,575 | ||||||
| 3.65%, 06/01/2051 |
10,820,000 | 10,920,503 | ||||||
| 3.65%, 09/15/2059(2) |
9,300,152 | 8,980,881 | ||||||
| 3.80%, 02/15/2027 |
2,235,000 | 2,519,513 | ||||||
| 3.85%, 06/01/2060 |
6,797,000 | 6,898,541 | ||||||
| 4.30%, 02/15/2030 |
9,820,000 | 11,626,390 | ||||||
| 4.35%, 03/01/2029 |
12,237,000 | 14,363,300 | ||||||
| 4.35%, 06/15/2045 |
12,099,000 | 13,554,341 | ||||||
| 4.50%, 05/15/2035 |
1,637,000 | 1,930,914 | ||||||
| 4.50%, 03/09/2048 |
33,035,000 | 37,714,363 | ||||||
| 4.75%, 05/15/2046 |
10,425,000 | 12,199,342 | ||||||
| 4.80%, 06/15/2044 |
14,210,000 | 16,882,175 | ||||||
| 5.25%, 03/01/2037 |
6,052,000 | 7,572,830 | ||||||
| Baidu, Inc. |
||||||||
| 2.88%, 07/06/2022 |
5,105,000 | 5,251,327 | ||||||
| 3.88%, 09/29/2023 |
11,655,000 | 12,501,149 | ||||||
| Booking Holdings, Inc. |
||||||||
| 4.10%, 04/13/2025 |
1,940,000 | 2,185,191 | ||||||
| 4.50%, 04/13/2027 |
7,250,000 | 8,508,171 | ||||||
| 4.63%, 04/13/2030 |
10,865,000 | 12,984,889 | ||||||
| British Telecommunications Plc |
||||||||
| 3.25%, 11/08/2029(2) |
4,870,000 | 5,224,495 | ||||||
| C&W Senior Financing DAC |
||||||||
| 6.88%, 09/15/2027(2) |
200,000 | 207,750 | ||||||
| CCO Holdings LLC / CCO Holdings Capital Corp. |
||||||||
| 4.25%, 02/01/2031(2) |
12,025,000 | 12,456,713 | ||||||
| 4.50%, 08/15/2030(2) |
12,407,000 | 13,027,908 | ||||||
| 4.50%, 05/01/2032(2) |
185,000 | 193,094 | ||||||
| 5.38%, 06/01/2029(2) |
2,466,000 | 2,672,527 | ||||||
| CenturyLink, Inc. |
||||||||
| 4.00%, 02/15/2027(2) |
1,158,000 | 1,176,424 | ||||||
| Charter Communications Operating LLC |
||||||||
| 3.70%, 04/01/2051 |
4,980,000 | 4,921,868 | ||||||
| 3.75%, 02/15/2028 |
5,855,000 | 6,469,967 | ||||||
| 4.91%, 07/23/2025 |
1,000,000 | 1,155,870 | ||||||
| 5.38%, 04/01/2038 |
980,000 | 1,190,999 | ||||||
| 6.48%, 10/23/2045 |
1,515,000 | 2,019,513 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
| 1.90% (3 Month LIBOR USD + 1.65%), 02/01/2024(1) |
402,000 | 411,268 | ||||||
| 2.80%, 04/01/2031 |
7,940,000 | 8,235,619 | ||||||
| 4.80%, 03/01/2050 |
7,125,000 | 8,143,479 | ||||||
| 5.75%, 04/01/2048 |
4,240,000 | 5,243,498 | ||||||
| Clear Channel Worldwide Holdings, Inc. |
||||||||
| 9.25%, 02/15/2024 |
1,730,000 | 1,677,062 |
| Comcast Corp. |
||||||||
| 2.45%, 08/15/2052 |
2,335,000 | 2,182,888 | ||||||
| 2.80%, 01/15/2051 |
9,160,000 | 9,178,906 | ||||||
| 3.25%, 11/01/2039 |
5,115,000 | 5,660,742 | ||||||
| 3.30%, 02/01/2027 |
12,230,000 | 13,788,225 | ||||||
| 3.38%, 08/15/2025 |
4,345,000 | 4,843,267 | ||||||
| 4.70%, 10/15/2048 |
9,000,000 | 11,910,191 | ||||||
| CommScope Technologies LLC |
||||||||
| 5.00%, 03/15/2027(2) |
530,000 | 508,800 | ||||||
| CommScope, Inc. |
||||||||
| 6.00%, 03/01/2026(2) |
2,205,000 | 2,298,492 | ||||||
| 7.13%, 07/01/2028(2) |
2,050,000 | 2,106,375 | ||||||
| Connect Finco SARL / Connect US Finco LLC |
||||||||
| 6.75%, 10/01/2026(2) |
646,000 | 648,035 | ||||||
| Cox Communications, Inc. |
||||||||
| 4.50%, 06/30/2043(2) |
950,000 | 1,145,211 | ||||||
| 4.70%, 12/15/2042(2) |
810,000 | 1,000,765 | ||||||
| 4.80%, 02/01/2035(2) |
8,725,000 | 10,963,868 | ||||||
| Crown Castle Towers LLC |
||||||||
| 3.22%, 05/15/2022(2) |
700,000 | 710,174 | ||||||
| 3.66%, 05/15/2025(2) |
1,300,000 | 1,391,461 | ||||||
| CSC Holdings LLC |
||||||||
| 4.13%, 12/01/2030(2) |
200,000 | 203,850 | ||||||
| 4.63%, 12/01/2030(2) |
200,000 | 200,946 | ||||||
| 5.38%, 02/01/2028(2) |
530,000 | 559,812 | ||||||
| 5.50%, 04/15/2027(2) |
2,300,000 | 2,420,980 | ||||||
| 6.50%, 02/01/2029(2) |
1,060,000 | 1,181,900 | ||||||
| Discovery Communications LLC |
||||||||
| 3.95%, 03/20/2028 |
8,250,000 | 9,380,293 | ||||||
| 5.00%, 09/20/2037 |
5,630,000 | 6,700,612 | ||||||
| DISH DBS Corp. |
||||||||
| 6.75%, 06/01/2021 |
4,250,000 | 4,356,250 | ||||||
| eBay, Inc. |
||||||||
| 2.70%, 03/11/2030 |
2,400,000 | 2,543,650 | ||||||
| 4.00%, 07/15/2042 |
720,000 | 807,713 | ||||||
| Expedia Group, Inc. |
||||||||
| 3.25%, 02/15/2030 |
19,675,000 | 18,909,948 | ||||||
| 3.60%, 12/15/2023(2) |
1,700,000 | 1,736,774 | ||||||
| 4.63%, 08/01/2027(2) |
6,930,000 | 7,278,111 | ||||||
| 5.00%, 02/15/2026 |
4,395,000 | 4,693,099 | ||||||
| 6.25%, 05/01/2025(2) |
5,885,000 | 6,485,035 | ||||||
| 7.00%, 05/01/2025(2) |
2,729,000 | 2,951,388 | ||||||
| Fox Corp. |
||||||||
| 4.71%, 01/25/2029 |
1,505,000 | 1,802,400 | ||||||
| Frontier Communications Corp. |
||||||||
| 8.00%, 04/01/2027(2)(6) |
864,000 | 861,015 | ||||||
| Globo Comunicacao e Participacoes SA |
||||||||
| 4.88%, 01/22/2030(2) |
5,800,000 | 5,713,870 |
| HKT Capital No 4 Ltd. |
||||||||
| 3.00%, 07/14/2026 |
3,135,000 | 3,330,964 | ||||||
| iHeartCommunications, Inc. |
||||||||
| 5.25%, 08/15/2027(2) |
1,710,000 | 1,667,250 | ||||||
| 6.38%, 05/01/2026 |
5,266,000 | 5,485,987 | ||||||
| 8.38%, 05/01/2027 |
6,299,000 | 6,204,515 | ||||||
| Intelsat Connect Finance SA |
||||||||
| 9.50%, 02/15/2023(2)(6) |
710,000 | 234,300 | ||||||
| Intelsat Jackson Holdings SA |
||||||||
| 5.50%, 08/01/2023(6) |
960,000 | 602,400 | ||||||
| 8.00%, 02/15/2024(2)(6) |
10,156,000 | 10,308,340 | ||||||
| 8.50%, 10/15/2024(2)(6) |
11,280,000 | 7,275,600 | ||||||
| 9.75%, 07/15/2025(2)(6) |
15,687,000 | 10,274,985 | ||||||
| Intelsat Luxembourg SA |
||||||||
| 7.75%, 06/01/2021(6) |
8,455,000 | 338,200 | ||||||
| Interpublic Group of Companies, Inc. |
||||||||
| 3.50%, 10/01/2020 |
1,130,000 | 1,130,000 | ||||||
| 4.00%, 03/15/2022 |
216,000 | 225,352 | ||||||
| Koninklijke KPN NV |
||||||||
| 8.38%, 10/01/2030 |
2,750,000 | 4,000,669 | ||||||
| Level 3 Financing, Inc. |
||||||||
| 3.88%, 11/15/2029(2) |
3,000,000 | 3,247,172 | ||||||
| 4.63%, 09/15/2027(2) |
2,216,000 | 2,276,940 | ||||||
| 5.38%, 01/15/2024 |
600,000 | 605,520 | ||||||
| 5.38%, 05/01/2025 |
1,474,000 | 1,518,404 | ||||||
| Motorola Solutions, Inc. |
||||||||
| 2.30%, 11/15/2030 |
7,753,000 | 7,690,881 | ||||||
| Netflix, Inc. |
||||||||
| 3.63%, 05/15/2027 |
EUR | 15,245,000 | 19,298,558 | |||||
| 3.63%, 06/15/2030 |
12,461,000 | 15,815,216 | ||||||
| 3.88%, 11/15/2029 |
2,000,000 | 2,585,252 | ||||||
| 4.63%, 05/15/2029 |
5,400,000 | 7,312,571 | ||||||
| 4.88%, 04/15/2028 |
$ | 145,000 | 162,037 | |||||
| 4.88%, 06/15/2030(2) |
1,005,000 | 1,145,700 | ||||||
| 5.38%, 11/15/2029(2) |
481,000 | 566,931 | ||||||
| 5.50%, 02/15/2022 |
300,000 | 314,250 | ||||||
| Nokia OYJ |
||||||||
| 3.38%, 06/12/2022 |
280,000 | 286,132 | ||||||
| 4.38%, 06/12/2027 |
4,255,000 | 4,518,278 | ||||||
| Sirius XM Radio, Inc. |
||||||||
| 4.63%, 07/15/2024(2) |
275,000 | 284,453 | ||||||
| 5.00%, 08/01/2027(2) |
1,385,000 | 1,446,729 | ||||||
| 5.38%, 07/15/2026(2) |
510,000 | 530,757 | ||||||
| 5.50%, 07/01/2029(2) |
115,000 | 123,648 | ||||||
| Sprint Capital Corp. |
||||||||
| 6.88%, 11/15/2028 |
150,000 | 186,800 |
| Sprint Communications, Inc. |
||||||||
| 6.00%, 11/15/2022 |
4,570,000 | 4,924,175 | ||||||
| 11.50%, 11/15/2021 |
700,000 | 767,690 | ||||||
| Sprint Corp. |
||||||||
| 7.13%, 06/15/2024 |
200,000 | 230,122 | ||||||
| 7.25%, 09/15/2021 |
19,338,000 | 20,232,382 | ||||||
| 7.63%, 03/01/2026 |
137,000 | 165,549 | ||||||
| 7.88%, 09/15/2023 |
9,883,000 | 11,323,447 | ||||||
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC |
||||||||
| 3.36%, 09/20/2021(2) |
4,451,750 | 4,501,610 | ||||||
| 4.74%, 03/20/2025(2) |
27,610,000 | 29,853,312 | ||||||
| 5.15%, 03/20/2028(2) |
17,736,000 | 20,884,140 | ||||||
| Telefonica Emisiones SA |
||||||||
| 5.52%, 03/01/2049 |
10,675,000 | 13,267,903 | ||||||
| Tencent Holdings Ltd. |
||||||||
| 1.81%, 01/26/2026 |
5,757,000 | 5,869,423 | ||||||
| 3.58%, 04/11/2026 |
6,583,000 | 7,285,726 | ||||||
| Time Warner Cable LLC |
||||||||
| 4.00%, 09/01/2021 |
370,000 | 377,926 | ||||||
| 4.50%, 09/15/2042 |
13,975,000 | 15,153,392 | ||||||
| 5.50%, 09/01/2041 |
11,204,000 | 13,549,854 | ||||||
| 5.88%, 11/15/2040 |
6,491,000 | 8,075,400 | ||||||
| T-Mobile USA, Inc. |
||||||||
| 2.05%, 02/15/2028(2) |
2,720,000 | 2,779,949 | ||||||
| 2.55%, 02/15/2031(2) |
13,701,000 | 14,195,332 | ||||||
| 3.75%, 04/15/2027(2) |
22,255,000 | 24,915,363 | ||||||
| 3.88%, 04/15/2030(2) |
39,568,000 | 44,990,003 | ||||||
| 4.50%, 02/01/2026 |
1,238,000 | 1,275,635 | ||||||
| 4.50%, 04/15/2050(2) |
2,613,000 | 3,140,721 | ||||||
| 4.75%, 02/01/2028 |
3,143,000 | 3,362,193 | ||||||
| 6.00%, 03/01/2023 |
876,000 | 878,278 | ||||||
| 6.00%, 04/15/2024 |
329,000 | 335,889 | ||||||
| Uber Technologies, Inc. |
||||||||
| 6.25%, 01/15/2028(2) |
3,200,000 | 3,284,000 | ||||||
| United Group BV |
||||||||
| 4.88%, 07/01/2024(2) |
EUR | 200,000 | 236,835 | |||||
| 4.88%, 07/01/2024 |
8,300,000 | 9,828,648 | ||||||
| Univision Communications, Inc. |
||||||||
| 5.13%, 02/15/2025(2) |
$ | 7,686,000 | 7,282,485 | |||||
| 6.63%, 06/01/2027(2) |
6,678,000 | 6,519,398 | ||||||
| Verizon Communications, Inc. |
||||||||
| 4.75%, 11/01/2041 |
685,000 | 913,701 | ||||||
| ViacomCBS, Inc. |
||||||||
| 3.70%, 08/15/2024 |
1,500,000 | 1,641,793 | ||||||
| 4.20%, 05/19/2032 |
2,355,000 | 2,688,159 | ||||||
| 4.95%, 01/15/2031 |
10,430,000 | 12,472,849 |
| ViaSat, Inc. |
||||||||
| 5.63%, 09/15/2025(2) |
175,000 | 171,500 | ||||||
| 5.63%, 04/15/2027(2) |
105,000 | 108,019 | ||||||
| Virgin Media Secured Finance Plc |
||||||||
| 5.50%, 08/15/2026(2) |
1,285,000 | 1,339,613 | ||||||
| 5.50%, 05/15/2029(2) |
6,899,000 | 7,405,732 | ||||||
| Vodafone Group Plc |
||||||||
| 4.25%, 09/17/2050 |
6,885,000 | 7,967,126 | ||||||
| 4.38%, 05/30/2028 |
8,820,000 | 10,437,993 | ||||||
| 4.88%, 06/19/2049 |
6,963,000 | 8,632,718 | ||||||
| 5.00%, 05/30/2038 |
5,045,000 | 6,278,666 | ||||||
| 5.25%, 05/30/2048 |
15,065,000 | 19,421,649 | ||||||
| Walt Disney Co. |
||||||||
| 2.65%, 01/13/2031 |
5,465,000 | 5,883,241 | ||||||
| 3.60%, 01/13/2051 |
11,500,000 | 12,949,633 | ||||||
| Windstream Escrow LLC / Windstream Escrow Finance Corp. |
||||||||
| 7.75%, 08/15/2028(2) |
222,000 | 218,115 | ||||||
| Ziggo BV |
||||||||
| 5.50%, 01/15/2027(2) |
6,005,000 | 6,290,238 | ||||||
|
|
|
|||||||
| Total Communications |
|
1,044,637,894 | ||||||
|
|
|
|||||||
| Consumer, Cyclical – 2.90% |
||||||||
| 1011778 BC ULC / New Red Finance, Inc. |
||||||||
| 4.25%, 05/15/2024(2) |
132,000 | 134,435 | ||||||
| Air Canada 2013-1 Class B Pass Through Trust |
||||||||
| 5.38%, 05/15/2021(2) |
212,770 | 194,769 | ||||||
| Air Canada 2015-2 Class B Pass Through Trust |
||||||||
| 5.00%, 12/15/2023(2) |
1,538,463 | 1,276,436 | ||||||
| Air Canada 2017-1 Class B Pass Through Trust |
||||||||
| 3.70%, 01/15/2026(2) |
11,894,603 | 9,701,752 | ||||||
| Alaska Airlines 2020-1 Class A Pass Through Trust |
||||||||
| 4.80%, 08/15/2027(2) |
1,545,000 | 1,617,773 | ||||||
| Alimentation Couche-Tard, Inc. |
||||||||
| 2.70%, 07/26/2022(2) |
995,000 | 1,027,254 | ||||||
| 3.55%, 07/26/2027(2) |
3,000,000 | 3,356,133 | ||||||
| 3.80%, 01/25/2050(2) |
4,513,000 | 4,948,856 | ||||||
| America West Airlines 2001-1 Pass Through Trust |
||||||||
| 7.10%, 04/02/2021 |
742,423 | 723,812 | ||||||
| American Airlines 2013-1 Class A Pass Through Trust |
||||||||
| 4.00%, 07/15/2025 |
1,307,378 | 1,086,509 | ||||||
| American Airlines 2015-2 Class B Pass Through Trust |
||||||||
| 4.40%, 09/22/2023 |
7,893,648 | 5,680,830 | ||||||
| American Airlines 2016-1 Class AA Pass Through Trust |
||||||||
| 3.58%, 01/15/2028 |
493,715 | 473,697 | ||||||
| American Airlines 2016-1 Class B Pass Through Trust |
||||||||
| 5.25%, 01/15/2024 |
395,969 | 273,498 | ||||||
| American Airlines 2016-2 Class B Pass Through Trust |
||||||||
| 4.38%, 06/15/2024(2) |
3,329,100 | 2,253,686 | ||||||
| American Airlines 2016-3 Class B Pass Through Trust |
||||||||
| 3.75%, 10/15/2025 |
4,615,819 | 3,224,853 | ||||||
| American Airlines 2017-2 Class AA Pass Through Trust |
||||||||
| 3.35%, 10/15/2029 |
731,240 | 692,468 | ||||||
| American Airlines 2017-2 Class B Pass Through Trust |
||||||||
| 3.70%, 10/15/2025 |
6,726,147 | 4,278,406 | ||||||
| American Airlines 2019-1 Class B Pass Through Trust |
||||||||
| 3.85%, 02/15/2028 |
10,959,574 | 7,241,050 | ||||||
| AutoNation, Inc. |
||||||||
| 3.35%, 01/15/2021 |
770,000 | 773,367 | ||||||
| 4.75%, 06/01/2030 |
1,030,000 | 1,218,960 | ||||||
| AutoZone, Inc. |
||||||||
| 3.63%, 04/15/2025 |
5,645,000 | 6,293,485 | ||||||
| 4.00%, 04/15/2030 |
8,465,000 | 10,033,336 | ||||||
| BMW US Capital LLC |
||||||||
| 3.10%, 04/12/2021(2) |
5,495,000 | 5,573,396 | ||||||
| British Airways 2019-1 Class A Pass Through Trust |
||||||||
| 3.35%, 06/15/2029(2) |
3,224,590 | 2,679,633 | ||||||
| Caesars Entertainment, Inc. |
||||||||
| 6.25%, 07/01/2025(2) |
7,328,000 | 7,639,440 | ||||||
| Churchill Downs, Inc. |
||||||||
| 4.75%, 01/15/2028(2) |
2,652,000 | 2,665,260 | ||||||
| 5.50%, 04/01/2027(2) |
4,997,000 | 5,215,869 | ||||||
| Continental Airlines 2007-1 Class A Pass Through Trust |
||||||||
| 5.98%, 04/19/2022 |
3,760,009 | 3,687,487 | ||||||
| Continental Airlines 2012-2 Class A Pass Through Trust |
||||||||
| 4.00%, 10/29/2024 |
1,547,997 | 1,485,596 | ||||||
| Daimler Finance North America LLC |
||||||||
| 1.18% (3 Month LIBOR USD + 0.90%), 02/15/2022(1)(2) |
8,420,000 | 8,450,171 | ||||||
| 2.70%, 06/14/2024(2) |
500,000 | 528,985 | ||||||
| 3.00%, 02/22/2021(2) |
2,210,000 | 2,231,221 | ||||||
| Delta Air Lines 2007-1 Class A Pass Through Trust |
||||||||
| 6.82%, 08/10/2022 |
21,991 | 21,992 | ||||||
| Delta Air Lines, Inc. |
||||||||
| 3.40%, 04/19/2021 |
350,000 | 348,654 | ||||||
| 3.63%, 03/15/2022 |
3,757,000 | 3,694,347 | ||||||
| 7.00%, 05/01/2025(2) |
6,960,000 | 7,640,827 | ||||||
| Delta Air Lines, Inc. / SkyMiles IP Ltd. |
||||||||
| 4.50%, 10/20/2025(2) |
80,000 | 82,100 | ||||||
| Diamond Resorts International, Inc. |
||||||||
| 7.75%, 09/01/2023(2) |
4,234,000 | 4,064,640 | ||||||
| Dillard’s, Inc. |
||||||||
| 7.00%, 12/01/2028 |
380,000 | 392,510 | ||||||
| 7.75%, 07/15/2026 |
135,000 | 140,300 | ||||||
| 7.75%, 05/15/2027 |
85,000 | 91,613 | ||||||
| Dollar General Corp. |
||||||||
| 3.50%, 04/03/2030 |
3,125,000 | 3,554,409 | ||||||
| DR Horton, Inc. |
||||||||
| 4.38%, 09/15/2022 |
10,658,000 | 11,304,771 |
| FCE Bank Plc |
||||||||
| 1.88%, 06/24/2021 |
EUR | 300,000 | 348,168 | |||||
| Ferguson Finance Plc |
||||||||
| 3.25%, 06/02/2030(2) |
$ | 5,220,000 | 5,667,784 | |||||
| Ford Motor Credit Co. LLC |
||||||||
| 0.00% (3 Month EURIBOR + 0.43%), 05/14/2021(1)(3) |
EUR | 220,000 | 252,527 | |||||
| 0.00% (3 Month EURIBOR + 0.37%), 12/01/2021(1)(3) |
610,000 | 687,871 | ||||||
| 0.68% (3 Month LIBOR USD + 0.43%), 11/02/2020(1) |
$ | 3,110,000 | 3,100,303 | |||||
| 1.11% (3 Month LIBOR USD + 0.81%), 04/05/2021(1) |
400,000 | 394,152 | ||||||
| 1.15% (3 Month LIBOR USD + 0.88%), 10/12/2021(1) |
3,390,000 | 3,256,851 | ||||||
| 1.50% (3 Month LIBOR USD + 1.27%), 03/28/2022(1) |
350,000 | 334,308 | ||||||
| 1.52% (3 Month LIBOR USD + 1.24%), 02/15/2023(1) |
500,000 | 460,095 | ||||||
| 1.74%, 07/19/2024 |
EUR | 1,200,000 | 1,308,792 | |||||
| 2.34%, 11/02/2020 |
$ | 7,795,000 | 7,785,256 | |||||
| 3.20%, 01/15/2021 |
3,750,000 | 3,742,078 | ||||||
| 3.22%, 01/09/2022 |
3,950,000 | 3,944,865 | ||||||
| 3.34%, 03/18/2021 |
12,400,000 | 12,406,820 | ||||||
| 3.34%, 03/28/2022 |
6,489,000 | 6,463,693 | ||||||
| 3.55%, 10/07/2022 |
4,200,000 | 4,147,500 | ||||||
| 3.81%, 10/12/2021 |
4,810,000 | 4,822,025 | ||||||
| 5.75%, 02/01/2021 |
2,865,000 | 2,887,548 | ||||||
| 5.88%, 08/02/2021 |
3,600,000 | 3,667,500 | ||||||
| Gap, Inc. |
||||||||
| 8.38%, 05/15/2023(2) |
1,225,000 | 1,353,625 | ||||||
| 8.63%, 05/15/2025(2) |
5,413,000 | 5,927,235 | ||||||
| 8.88%, 05/15/2027(2) |
2,759,000 | 3,138,362 | ||||||
| General Motors Co. |
||||||||
| 1.15% (3 Month LIBOR USD + 0.90%), 09/10/2021(1) |
3,000,000 | 2,999,979 | ||||||
| 5.20%, 04/01/2045 |
8,720,000 | 9,379,063 | ||||||
| 5.40%, 04/01/2048 |
17,865,000 | 19,739,246 | ||||||
| 6.25%, 10/02/2043 |
65,000 | 76,897 | ||||||
| 6.60%, 04/01/2036 |
975,000 | 1,185,114 | ||||||
| 6.80%, 10/01/2027(14) |
516,000 | 627,081 | ||||||
| General Motors Financial Co., Inc. |
||||||||
| 0.06% (3 Month EURIBOR + 0.55%), 03/26/2022(1)(3) |
EUR | 450,000 | 521,193 | |||||
| 1.12% (3 Month LIBOR USD + 0.85%), 04/09/2021(1) |
$ | 290,000 | 289,862 | |||||
| 3.15%, 06/30/2022 |
3,715,000 | 3,815,991 | ||||||
| 3.20%, 07/06/2021 |
3,525,000 | 3,578,300 | ||||||
| 3.45%, 04/10/2022 |
1,470,000 | 1,511,264 | ||||||
| 3.55%, 04/09/2021 |
11,000,000 | 11,150,598 | ||||||
| 4.00%, 10/06/2026 |
1,590,000 | 1,706,249 | ||||||
| 4.20%, 03/01/2021 |
1,655,000 | 1,675,251 | ||||||
| 4.20%, 11/06/2021 |
2,110,000 | 2,178,607 | ||||||
| 4.30%, 07/13/2025 |
540,000 | 587,564 | ||||||
| 4.35%, 04/09/2025 |
1,530,000 | 1,659,468 | ||||||
| 4.38%, 09/25/2021 |
8,020,000 | 8,273,862 | ||||||
| 5.10%, 01/17/2024 |
13,185,000 | 14,419,211 |
| Harley-Davidson Financial Services, Inc. |
||||||||
| 2.85%, 01/15/2021(2) |
3,287,000 | 3,298,921 | ||||||
| Hasbro, Inc. |
||||||||
| 3.00%, 11/19/2024 |
4,910,000 | 5,201,509 | ||||||
| 3.55%, 11/19/2026 |
2,270,000 | 2,412,283 | ||||||
| Hyatt Hotels Corp. |
||||||||
| 3.25% (3 Month LIBOR USD + 3.00%), 09/01/2022(1) |
5,000,000 | 5,006,716 | ||||||
| Hyundai Capital America |
||||||||
| 1.80%, 10/15/2025(2) |
2,695,000 | 2,680,138 | ||||||
| 2.38%, 02/10/2023(2) |
4,575,000 | 4,696,597 | ||||||
| InterContinental Hotels Group Plc |
||||||||
| 2.13%, 08/24/2026 |
GBP | 400,000 | 484,922 | |||||
| 2.13%, 05/15/2027 |
EUR | 200,000 | 232,811 | |||||
| JetBlue 2020-1 Class A Pass Through Trust |
||||||||
| 4.00%, 11/15/2032 |
$ | 3,500,000 | 3,619,806 | |||||
| L Brands, Inc. |
||||||||
| 6.63%, 10/01/2030(2) |
3,790,000 | 3,856,325 | ||||||
| Las Vegas Sands Corp. |
||||||||
| 3.20%, 08/08/2024 |
1,200,000 | 1,215,529 | ||||||
| 3.50%, 08/18/2026 |
1,965,000 | 1,990,768 | ||||||
| Latam Airlines 2015-1 Pass Through Trust A |
||||||||
| 4.20%, 11/15/2027 |
2,647,488 | 2,197,415 | ||||||
| Lennar Corp. |
||||||||
| 4.75%, 11/29/2027 |
4,275,000 | 4,880,981 | ||||||
| 4.88%, 12/15/2023 |
510,000 | 548,314 | ||||||
| Live Nation Entertainment, Inc. |
||||||||
| 4.75%, 10/15/2027(2) |
1,819,000 | 1,703,603 | ||||||
| Magna International, Inc. |
||||||||
| 4.15%, 10/01/2025 |
665,000 | 758,674 | ||||||
| Marriott International, Inc. |
||||||||
| 4.63%, 06/15/2030 |
1,174,000 | 1,256,295 | ||||||
| 5.75%, 05/01/2025 |
4,300,000 | 4,794,454 | ||||||
| Marriott Ownership Resorts, Inc. |
||||||||
| 6.13%, 09/15/2025(2) |
590,000 | 615,978 | ||||||
| Melco Resorts Finance Ltd. |
||||||||
| 5.38%, 12/04/2029(2) |
2,900,000 | 2,880,857 | ||||||
| 5.63%, 07/17/2027(2) |
400,000 | 414,715 | ||||||
| MGM China Holdings Ltd. |
||||||||
| 5.25%, 06/18/2025(2) |
2,100,000 | 2,126,250 | ||||||
| 5.88%, 05/15/2026(2) |
700,000 | 721,000 | ||||||
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. |
||||||||
| 6.50%, 06/20/2027(2) |
4,860,000 | 5,060,475 | ||||||
| Mitchells & Butlers Finance Plc |
||||||||
| 0.70% (3 Month LIBOR USD + 0.45%), 12/15/2030(1) |
8,880,277 | 7,459,433 | ||||||
| 6.01%, 12/15/2028 |
GBP | 306,614 | 403,549 |
| Nissan Motor Acceptance Corp. |
||||||||
| 1.16% (3 Month LIBOR USD + 0.89%), 01/13/2022(1)(2) |
$ | 791,000 | 781,818 | |||||
| 1.90%, 09/14/2021(2) |
650,000 | 652,628 | ||||||
| 3.15%, 03/15/2021(2) |
400,000 | 403,243 | ||||||
| 3.65%, 09/21/2021(2) |
300,000 | 305,949 | ||||||
| Nissan Motor Co. Ltd. |
||||||||
| 4.81%, 09/17/2030(2) |
42,000,000 | 42,116,592 | ||||||
| NVR, Inc. |
||||||||
| 3.00%, 05/15/2030 |
6,227,000 | 6,719,653 | ||||||
| Panasonic Corp. |
||||||||
| 2.54%, 07/19/2022(2) |
985,000 | 1,016,408 | ||||||
| PetSmart, Inc. |
||||||||
| 5.88%, 06/01/2025(2) |
172,000 | 176,059 | ||||||
| QVC, Inc. |
||||||||
| 4.38%, 03/15/2023 |
4,322,000 | 4,493,238 | ||||||
| 4.45%, 02/15/2025 |
482,000 | 495,255 | ||||||
| 4.85%, 04/01/2024 |
3,107,000 | 3,247,126 | ||||||
| Rite Aid Corp. |
||||||||
| 8.00%, 11/15/2026(2) |
1,528,000 | 1,526,090 | ||||||
| Ross Stores, Inc. |
||||||||
| 4.80%, 04/15/2030 |
2,215,000 | 2,684,760 | ||||||
| 5.45%, 04/15/2050 |
3,575,000 | 4,657,624 | ||||||
| Royal Caribbean Cruises Ltd. |
||||||||
| 10.88%, 06/01/2023(2) |
3,439,000 | 3,847,105 | ||||||
| 11.50%, 06/01/2025(2) |
5,306,000 | 6,166,891 | ||||||
| Sands China Ltd. |
||||||||
| 3.80%, 01/08/2026(2) |
1,200,000 | 1,252,788 | ||||||
| 4.38%, 06/18/2030(2) |
1,000,000 | 1,054,900 | ||||||
| 4.60%, 08/08/2023 |
4,200,000 | 4,477,662 | ||||||
| 5.13%, 08/08/2025 |
9,223,000 | 10,062,016 | ||||||
| 5.40%, 08/08/2028 |
2,000,000 | 2,224,840 | ||||||
| Shea Homes LP / Shea Homes Funding Corp. |
||||||||
| 4.75%, 04/01/2029(2) |
1,415,000 | 1,409,694 | ||||||
| Southwest Airlines Co. |
||||||||
| 4.75%, 05/04/2023 |
611,000 | 652,462 | ||||||
| 5.13%, 06/15/2027 |
1,458,000 | 1,588,048 | ||||||
| 5.25%, 05/04/2025 |
516,000 | 568,193 | ||||||
| Southwest Airlines Co. 2007-1 Pass Through Trust |
||||||||
| 6.65%, 08/01/2022 |
55,531 | 54,885 | ||||||
| Staples, Inc. |
||||||||
| 7.50%, 04/15/2026(2) |
111,000 | 102,282 | ||||||
| Starbucks Corp. |
||||||||
| 2.25%, 03/12/2030 |
310,000 | 321,729 | ||||||
| 3.80%, 08/15/2025 |
5,465,000 | 6,174,649 | ||||||
| Toyota Motor Credit Corp. |
||||||||
| 2.65%, 04/12/2022 |
17,580,000 | 18,182,207 | ||||||
| 2.95%, 04/13/2021 |
14,545,000 | 14,748,802 | ||||||
| Toyota Motor Finance Netherlands BV |
||||||||
| 2.76%, 04/26/2021 |
1,500,000 | 1,514,163 |
| United Airlines 2018-1 Class A Pass Through Trust |
||||||||
| 3.70%, 03/01/2030 |
581,276 | 481,323 | ||||||
| United Airlines 2018-1 Class B Pass Through Trust |
||||||||
| 4.60%, 03/01/2026 |
5,607,870 | 4,347,745 | ||||||
| United Airlines 2019-2 Class A Pass Through Trust |
||||||||
| 2.90%, 05/01/2028 |
1,495,000 | 1,299,283 | ||||||
| United Airlines 2019-2 Class AA Pass Through Trust |
||||||||
| 2.70%, 05/01/2032 |
930,000 | 879,238 | ||||||
| US Airways 2011-1 Class A Pass Through Trust |
||||||||
| 7.13%, 10/22/2023 |
1,408,374 | 1,199,929 | ||||||
| US Airways 2013-1 Class A Pass Through Trust |
||||||||
| 3.95%, 11/15/2025 |
1,396,963 | 1,149,142 | ||||||
| Vail Resorts, Inc. |
||||||||
| 6.25%, 05/15/2025(2) |
330,000 | 350,213 | ||||||
| Volkswagen Bank GmbH |
||||||||
| 0.00% (3 Month EURIBOR + 0.42%), 06/15/2021(1)(3) |
EUR | 1,400,000 | 1,640,668 | |||||
| 0.63%, 09/08/2021 |
7,500,000 | 8,845,185 | ||||||
| 1.88%, 01/31/2024 |
300,000 | 366,019 | ||||||
| Volkswagen Group of America Finance LLC |
||||||||
| 1.02% (3 Month LIBOR USD + 0.77%), 11/13/2020(1)(2) |
$ | 8,300,000 | 8,305,367 | |||||
| 1.08% (3 Month LIBOR USD + 0.86%), 09/24/2021(1)(2) |
4,300,000 | 4,316,236 | ||||||
| 1.20% (3 Month LIBOR USD + 0.94%), 11/12/2021(1)(2) |
8,300,000 | 8,340,603 | ||||||
| 2.50%, 09/24/2021(2) |
2,350,000 | 2,393,566 | ||||||
| 2.70%, 09/26/2022(2) |
6,040,000 | 6,260,887 | ||||||
| 2.85%, 09/26/2024(2) |
2,640,000 | 2,805,502 | ||||||
| 3.20%, 09/26/2026(2) |
2,970,000 | 3,245,793 | ||||||
| 3.35%, 05/13/2025(2) |
9,230,000 | 10,076,611 | ||||||
| 4.63%, 11/13/2025(2) |
6,525,000 | 7,580,740 | ||||||
| Volkswagen Leasing GmbH |
||||||||
| 0.02% (3 Month EURIBOR + 0.45%), 07/06/2021(1)(3) |
EUR | 400,000 | 468,566 | |||||
| 1.63%, 08/15/2025 |
3,095,000 | 3,768,940 | ||||||
| Walgreens Boots Alliance, Inc. |
||||||||
| 3.80%, 11/18/2024 |
$ | 2,550,000 | 2,807,773 | |||||
| 4.80%, 11/18/2044 |
926,000 | 1,011,478 | ||||||
| Wyndham Destinations, Inc. |
||||||||
| 3.90%, 03/01/2023 |
1,170,000 | 1,146,600 | ||||||
| 4.25%, 03/01/2022 |
40,000 | 39,760 | ||||||
| 5.65%, 04/01/2024 |
72,000 | 73,080 | ||||||
| 6.00%, 04/01/2027 |
6,035,000 | 6,189,647 | ||||||
| 6.60%, 10/01/2025 |
1,120,000 | 1,173,435 | ||||||
| Wynn Macau Ltd. |
||||||||
| 5.13%, 12/15/2029(2) |
600,000 | 575,685 | ||||||
| 5.50%, 01/15/2026(2) |
2,600,000 | 2,562,300 | ||||||
| 5.50%, 10/01/2027(2) |
2,000,000 | 1,940,000 | ||||||
| Yum! Brands, Inc. |
||||||||
| 4.75%, 01/15/2030(2) |
750,000 | 808,125 | ||||||
| 7.75%, 04/01/2025(2) |
1,050,000 | 1,160,250 | ||||||
|
|
|
|||||||
| Total Consumer, Cyclical |
|
611,278,510 | ||||||
|
|
|
|||||||
| Consumer, Non-cyclical – 5.53% |
||||||||
| AA Bond Co. Ltd. |
||||||||
| 2.88%, 01/31/2022 |
GBP | 5,547,000 | 7,101,170 | |||||
| AbbVie, Inc. |
||||||||
| 2.85%, 05/14/2023 |
$ | 1,000,000 | 1,051,878 | |||||
| 2.95%, 11/21/2026(2) |
10,520,000 | 11,459,747 | ||||||
| 3.20%, 11/21/2029(2) |
1,270,000 | 1,396,411 | ||||||
| 3.45%, 03/15/2022(2) |
29,820,000 | 30,893,033 | ||||||
| 3.60%, 05/14/2025 |
2,850,000 | 3,158,221 | ||||||
| 3.80%, 03/15/2025(2) |
3,618,000 | 4,014,662 | ||||||
| 4.05%, 11/21/2039(2) |
6,934,000 | 7,919,303 | ||||||
| 4.25%, 11/14/2028 |
4,500,000 | 5,347,156 | ||||||
| 4.25%, 11/21/2049(2) |
15,370,000 | 18,154,295 | ||||||
| 4.40%, 11/06/2042 |
1,994,000 | 2,369,208 | ||||||
| 4.45%, 05/14/2046 |
5,880,000 | 6,988,175 | ||||||
| 4.70%, 05/14/2045 |
5,020,000 | 6,159,634 | ||||||
| 4.88%, 11/14/2048 |
10,355,000 | 13,125,762 | ||||||
| Adani Ports & Special Economic Zone Ltd. |
||||||||
| 4.20%, 08/04/2027(2) |
4,985,000 | 5,001,743 | ||||||
| Aetna, Inc. |
||||||||
| 2.80%, 06/15/2023 |
2,000,000 | 2,107,475 | ||||||
| 3.50%, 11/15/2024 |
3,370,000 | 3,692,260 | ||||||
| Albertsons Companies, Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC |
||||||||
| 7.50%, 03/15/2026(2) |
1,640,000 | 1,799,146 | ||||||
| Alcon Finance Corp. |
||||||||
| 2.60%, 05/27/2030(2) |
3,200,000 | 3,386,495 | ||||||
| Amgen, Inc. |
||||||||
| 2.60%, 08/19/2026 |
3,200,000 | 3,473,958 | ||||||
| 4.40%, 05/01/2045 |
6,151,000 | 7,624,694 | ||||||
| Anheuser-Busch InBev Worldwide, Inc. |
||||||||
| 4.50%, 06/01/2050 |
5,425,000 | 6,503,004 | ||||||
| 4.60%, 04/15/2048 |
5,200,000 | 6,187,721 | ||||||
| 4.90%, 02/01/2046 |
2,455,000 | 3,043,188 | ||||||
| Anthem, Inc. |
||||||||
| 2.25%, 05/15/2030 |
2,945,000 | 3,022,416 | ||||||
| 2.50%, 11/21/2020 |
15,420,000 | 15,465,915 | ||||||
| 3.65%, 12/01/2027 |
2,580,000 | 2,937,617 | ||||||
| 4.38%, 12/01/2047 |
1,000,000 | 1,222,199 | ||||||
| Ascension Health |
||||||||
| 3.95%, 11/15/2046 |
825,000 | 1,024,714 | ||||||
| Ashtead Capital, Inc. |
||||||||
| 5.25%, 08/01/2026(2) |
4,585,000 | 4,831,444 | ||||||
| Avantor Funding, Inc. |
||||||||
| 4.63%, 07/15/2028(2) |
1,025,000 | 1,063,437 | ||||||
| Avon International Capital Plc |
||||||||
| 6.50%, 08/15/2022(2) |
184,000 | 184,460 |
| B&G Foods, Inc. |
||||||||
| 5.25%, 09/15/2027 |
1,390,000 | 1,450,215 | ||||||
| Bacardi Ltd. |
||||||||
| 4.70%, 05/15/2028(2) |
2,047,000 | 2,377,637 | ||||||
| 5.30%, 05/15/2048(2) |
2,730,000 | 3,414,950 | ||||||
| Banner Health |
||||||||
| 2.34%, 01/01/2030 |
781,000 | 810,581 | ||||||
| 3.18%, 01/01/2050 |
543,000 | 589,857 | ||||||
| BAT Capital Corp. |
||||||||
| 2.26%, 03/25/2028 |
13,100,000 | 13,131,938 | ||||||
| 2.73%, 03/25/2031 |
29,370,000 | 29,088,790 | ||||||
| 3.56%, 08/15/2027 |
7,240,000 | 7,822,560 | ||||||
| 4.54%, 08/15/2047 |
10,555,000 | 11,280,474 | ||||||
| BAT International Finance Plc |
||||||||
| 1.67%, 03/25/2026 |
1,870,000 | 1,875,902 | ||||||
| 3.25%, 06/07/2022(2) |
2,200,000 | 2,293,072 | ||||||
| Bausch Health Americas, Inc. |
||||||||
| 8.50%, 01/31/2027(2) |
1,395,000 | 1,532,756 | ||||||
| Bayer US Finance II LLC |
||||||||
| 2.75%, 07/15/2021(2) |
3,100,000 | 3,151,378 | ||||||
| 3.38%, 07/15/2024(2) |
915,000 | 991,356 | ||||||
| 4.25%, 12/15/2025(2) |
5,060,000 | 5,784,426 | ||||||
| 4.38%, 12/15/2028(2) |
6,085,000 | 7,140,942 | ||||||
| 4.40%, 07/15/2044(2) |
4,200,000 | 4,747,938 | ||||||
| 4.88%, 06/25/2048(2) |
11,025,000 | 13,652,073 | ||||||
| Bayer US Finance LLC |
||||||||
| 3.38%, 10/08/2024(2) |
5,000,000 | 5,438,419 | ||||||
| Becton Dickinson & Co. |
||||||||
| 2.82%, 05/20/2030 |
5,385,000 | 5,803,292 | ||||||
| 3.36%, 06/06/2024 |
10,060,000 | 10,882,908 | ||||||
| 3.70%, 06/06/2027 |
13,027,000 | 14,763,524 | ||||||
| 3.73%, 12/15/2024 |
1,560,000 | 1,724,253 | ||||||
| 3.79%, 05/20/2050 |
5,285,000 | 5,897,615 | ||||||
| 4.67%, 06/06/2047 |
3,490,000 | 4,300,534 | ||||||
| 7.00%, 08/01/2027 |
361,000 | 454,716 | ||||||
| Bristol-Myers Squibb Co. |
||||||||
| 5.25%, 08/15/2043 |
1,940,000 | 2,737,316 | ||||||
| Cardinal Health, Inc. |
||||||||
| 3.75%, 09/15/2025 |
3,935,000 | 4,402,212 | ||||||
| 4.50%, 11/15/2044 |
905,000 | 984,378 | ||||||
| 4.90%, 09/15/2045 |
960,000 | 1,108,559 | ||||||
| Centene Corp. |
||||||||
| 3.00%, 10/15/2030 |
17,298,000 | 17,622,338 | ||||||
| 3.38%, 02/15/2030 |
8,485,000 | 8,803,188 | ||||||
| 4.25%, 12/15/2027 |
14,005,000 | 14,655,252 | ||||||
| 4.63%, 12/15/2029 |
4,275,000 | 4,611,272 |
| 4.75%, 05/15/2022 |
383,000 | 387,788 | ||||||
| 5.38%, 06/01/2026(2) |
3,100,000 | 3,271,957 | ||||||
| 5.38%, 08/15/2026(2) |
5,000,000 | 5,295,875 | ||||||
| CHS/Community Health Systems, Inc. |
||||||||
| 6.25%, 03/31/2023 |
28,091,000 | 27,458,952 | ||||||
| 6.63%, 02/15/2025(2) |
3,869,000 | 3,742,871 | ||||||
| 8.00%, 03/15/2026(2) |
4,312,000 | 4,233,899 | ||||||
| 8.63%, 01/15/2024(2) |
8,172,000 | 8,131,140 | ||||||
| Cigna Corp. |
||||||||
| 3.40%, 03/01/2027 |
6,858,000 | 7,686,285 | ||||||
| 4.38%, 10/15/2028 |
15,030,000 | 17,850,421 | ||||||
| 4.50%, 02/25/2026 |
16,415,000 | 19,141,502 | ||||||
| 4.80%, 08/15/2038 |
3,350,000 | 4,152,005 | ||||||
| 4.90%, 12/15/2048 |
8,640,000 | 11,240,253 | ||||||
| Cintas Corp. No 2 |
||||||||
| 4.30%, 06/01/2021 |
165,000 | 169,338 | ||||||
| Constellation Brands, Inc. |
||||||||
| 3.75%, 05/01/2050 |
5,000,000 | 5,570,816 | ||||||
| CoStar Group, Inc. |
||||||||
| 2.80%, 07/15/2030(2) |
1,000,000 | 1,035,470 | ||||||
| CVS Health Corp. |
||||||||
| 1.30%, 08/21/2027 |
4,125,000 | 4,060,664 | ||||||
| 2.70%, 08/21/2040 |
1,640,000 | 1,568,655 | ||||||
| 3.25%, 08/15/2029 |
6,270,000 | 6,936,918 | ||||||
| 4.10%, 03/25/2025 |
2,002,000 | 2,261,955 | ||||||
| 4.25%, 04/01/2050 |
5,265,000 | 6,174,523 | ||||||
| 4.75%, 12/01/2022(2) |
56,000 | 60,380 | ||||||
| 5.05%, 03/25/2048 |
32,635,000 | 41,502,193 | ||||||
| 5.13%, 07/20/2045 |
3,735,000 | 4,701,703 | ||||||
| CVS Pass-Through Trust |
||||||||
| 5.77%, 01/10/2033(2) |
63,612 | 73,427 | ||||||
| 5.77%, 01/10/2033 |
2,335,952 | 2,696,393 | ||||||
| 6.04%, 12/10/2028 |
1,288,176 | 1,464,281 | ||||||
| CVS Pass-Through Trust Series 2014 |
||||||||
| 4.16%, 08/11/2036(2) |
10,341,245 | 10,823,522 | ||||||
| DP World Crescent Ltd. |
||||||||
| 4.85%, 09/26/2028 |
1,050,000 | 1,162,455 | ||||||
| Duke University |
||||||||
| 2.83%, 10/01/2055 |
3,000,000 | 3,171,510 | ||||||
| Elanco Animal Health, Inc. |
||||||||
| 5.27%, 08/28/2023 |
2,840,000 | 3,042,350 | ||||||
| 5.90%, 08/28/2028 |
4,195,000 | 4,845,225 | ||||||
| Encompass Health Corp. |
||||||||
| 4.75%, 02/01/2030 |
2,977,000 | 3,020,286 | ||||||
| Equifax, Inc. |
||||||||
| 3.10%, 05/15/2030 |
1,380,000 | 1,502,445 | ||||||
| 3.60%, 08/15/2021 |
2,285,000 | 2,344,960 |
| ERAC USA Finance LLC |
||||||||
| 2.60%, 12/01/2021(2) |
1,180,000 | 1,200,483 | ||||||
| 3.80%, 11/01/2025(2) |
4,605,000 | 5,129,074 | ||||||
| Fomento Economico Mexicano SAB de CV |
||||||||
| 3.50%, 01/16/2050 |
8,105,000 | 8,601,521 | ||||||
| Ford Foundation |
||||||||
| 2.82%, 06/01/2070 |
880,000 | 915,009 | ||||||
| Fresenius Medical Care US Finance III, Inc. |
||||||||
| 2.38%, 02/16/2031(2) |
20,000,000 | 19,771,835 | ||||||
| Fresenius Medical Care US Finance, Inc. |
||||||||
| 5.75%, 02/15/2021(2) |
570,000 | 580,326 | ||||||
| G4S International Finance Plc |
||||||||
| 1.50%, 01/09/2023 |
EUR | 100,000 | 117,665 | |||||
| General Mills, Inc. |
||||||||
| 3.20%, 04/16/2021 |
$ | 1,645,000 | 1,669,416 | |||||
| George Washington University |
||||||||
| 3.55%, 09/15/2046 |
740,000 | 812,198 | ||||||
| Gilead Sciences, Inc. |
||||||||
| 4.60%, 09/01/2035 |
3,961,000 | 5,087,431 | ||||||
| GlaxoSmithKline Capital Plc |
||||||||
| 0.53%, 10/01/2023 |
16,375,000 | 16,387,108 | ||||||
| Greene King Finance Plc |
||||||||
| 4.06%, 03/15/2035 |
GBP | 3,650,985 | 4,787,235 | |||||
| 5.11%, 03/15/2034 |
450,000 | 627,572 | ||||||
| Hackensack Meridian Health, Inc. |
||||||||
| 2.88%, 09/01/2050 |
$ | 6,060,000 | 5,936,288 | |||||
| HCA, Inc. |
||||||||
| 4.13%, 06/15/2029 |
1,540,000 | 1,740,051 | ||||||
| 4.50%, 02/15/2027 |
4,000,000 | 4,490,850 | ||||||
| 5.00%, 03/15/2024 |
7,416,000 | 8,310,345 | ||||||
| 5.13%, 06/15/2039 |
3,000,000 | 3,634,906 | ||||||
| 5.25%, 04/15/2025 |
5,314,000 | 6,133,078 | ||||||
| 5.25%, 06/15/2049 |
29,105,000 | 35,387,174 | ||||||
| 5.88%, 05/01/2023 |
844,000 | 918,732 | ||||||
| 7.50%, 11/06/2033 |
1,035,000 | 1,376,550 | ||||||
| Hologic, Inc. |
||||||||
| 4.63%, 02/01/2028(2) |
3,215,000 | 3,376,972 | ||||||
| Humana, Inc. |
||||||||
| 3.15%, 12/01/2022 |
3,503,000 | 3,678,110 | ||||||
| 3.85%, 10/01/2024 |
4,014,000 | 4,435,826 | ||||||
| 4.88%, 04/01/2030 |
7,665,000 | 9,573,889 | ||||||
| IHS Markit Ltd. |
||||||||
| 4.00%, 03/01/2026(2) |
1,500,000 | 1,672,500 | ||||||
| 4.25%, 05/01/2029 |
2,585,000 | 2,998,807 | ||||||
| 4.75%, 02/15/2025(2) |
3,900,000 | 4,418,544 | ||||||
| 4.75%, 08/01/2028 |
3,425,000 | 4,074,346 | ||||||
| 5.00%, 11/01/2022(2) |
5,186,000 | 5,565,352 |
| Imperial Brands Finance Plc |
||||||||
| 3.75%, 07/21/2022(2) |
3,710,000 | 3,876,208 | ||||||
| IQVIA, Inc. |
||||||||
| 2.88%, 09/15/2025(2) |
EUR | 100,000 | 117,840 | |||||
| 2.88%, 06/15/2028 |
4,000,000 | 4,736,698 | ||||||
| Japan Tobacco, Inc. |
||||||||
| 2.00%, 04/13/2021 |
$ | 5,230,000 | 5,267,192 | |||||
| JBS USA LUX SA / JBS USA Finance, Inc. |
||||||||
| 5.75%, 06/15/2025(2) |
3,530,000 | 3,638,724 | ||||||
| 6.75%, 02/15/2028(2) |
2,130,000 | 2,316,205 | ||||||
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. |
||||||||
| 5.50%, 01/15/2030(2) |
5,675,000 | 6,185,750 | ||||||
| 6.50%, 04/15/2029(2) |
735,000 | 815,828 | ||||||
| Kimberly-Clark de Mexico SAB de CV |
||||||||
| 2.43%, 07/01/2031(2) |
2,380,000 | 2,422,293 | ||||||
| Kraft Heinz Foods Co. |
||||||||
| 3.00%, 06/01/2026 |
2,108,000 | 2,170,525 | ||||||
| 3.88%, 05/15/2027(2) |
16,583,000 | 17,664,212 | ||||||
| 3.95%, 07/15/2025 |
64,000 | 69,496 | ||||||
| 4.25%, 03/01/2031(2) |
11,316,000 | 12,406,866 | ||||||
| 4.38%, 06/01/2046 |
20,816,000 | 21,368,008 | ||||||
| 4.88%, 10/01/2049(2) |
13,110,000 | 13,807,572 | ||||||
| 5.00%, 06/04/2042 |
8,171,000 | 8,937,154 | ||||||
| 5.50%, 06/01/2050(2) |
1,086,000 | 1,242,171 | ||||||
| Kroger Co. |
||||||||
| 5.40%, 01/15/2049 |
3,561,000 | 4,904,956 | ||||||
| Merck & Co., Inc. |
||||||||
| 2.45%, 06/24/2050 |
4,355,000 | 4,331,808 | ||||||
| Methodist Hospital |
||||||||
| 2.71%, 12/01/2050 |
6,060,000 | 6,047,895 | ||||||
| Molina Healthcare, Inc. |
||||||||
| 4.38%, 06/15/2028(2) |
4,418,000 | 4,508,569 | ||||||
| 5.38%, 11/15/2022 |
1,913,000 | 1,999,085 | ||||||
| Moody’s Corp. |
||||||||
| 3.25%, 05/20/2050 |
52,000 | 55,536 | ||||||
| Mylan NV |
||||||||
| 5.25%, 06/15/2046 |
5,065,000 | 6,274,072 | ||||||
| Mylan, Inc. |
||||||||
| 5.20%, 04/15/2048 |
1,145,000 | 1,416,819 | ||||||
| 5.40%, 11/29/2043 |
1,290,000 | 1,631,213 | ||||||
| NBM US Holdings, Inc. |
||||||||
| 7.00%, 05/14/2026(2) |
2,980,000 | 3,160,350 | ||||||
| Nestle Holdings, Inc. |
||||||||
| 0.38%, 01/15/2024(2) |
19,580,000 | 19,499,165 | ||||||
| New York & Presbyterian Hospital |
||||||||
| 3.56%, 08/01/2036 |
2,630,000 | 2,968,375 | ||||||
| NYU Langone Hospitals |
||||||||
| 4.43%, 07/01/2042 |
2,000,000 | 2,344,339 |
| Ortho-Clinical Diagnostics, Inc. / Ortho-Clinical Diagnostics SA |
||||||||
| 7.25%, 02/01/2028(2) |
944,000 | 981,760 | ||||||
| 7.38%, 06/01/2025(2) |
386,000 | 391,790 | ||||||
| Par Pharmaceutical, Inc. |
||||||||
| 7.50%, 04/01/2027(2) |
879,000 | 920,911 | ||||||
| Partners Healthcare System, Inc. |
||||||||
| 3.34%, 07/01/2060 |
4,375,000 | 4,791,136 | ||||||
| Perrigo Finance Unlimited Co. |
||||||||
| 3.15%, 06/15/2030 |
9,205,000 | 9,539,238 | ||||||
| 3.90%, 12/15/2024 |
3,800,000 | 4,109,398 | ||||||
| 4.38%, 03/15/2026 |
5,490,000 | 6,134,017 | ||||||
| Pilgrim’s Pride Corp. |
||||||||
| 5.88%, 09/30/2027(2) |
530,000 | 547,225 | ||||||
| Post Holdings, Inc. |
||||||||
| 4.63%, 04/15/2030(2) |
2,260,000 | 2,324,975 | ||||||
| 5.00%, 08/15/2026(2) |
1,570,000 | 1,609,250 | ||||||
| 5.75%, 03/01/2027(2) |
3,220,000 | 3,385,025 | ||||||
| Refinitiv US Holdings, Inc. |
||||||||
| 4.50%, 05/15/2026 |
EUR | 1,200,000 | 1,470,449 | |||||
| Regeneron Pharmaceuticals, Inc. |
||||||||
| 1.75%, 09/15/2030 |
$ | 6,480,000 | 6,309,160 | |||||
| 2.80%, 09/15/2050 |
1,900,000 | 1,768,282 | ||||||
| RELX Capital, Inc. |
||||||||
| 3.00%, 05/22/2030 |
1,142,000 | 1,248,804 | ||||||
| Reynolds American, Inc. |
||||||||
| 3.25%, 11/01/2022 |
1,215,000 | 1,254,041 | ||||||
| 4.45%, 06/12/2025 |
10,905,000 | 12,269,450 | ||||||
| 5.70%, 08/15/2035 |
3,650,000 | 4,552,695 | ||||||
| 5.85%, 08/15/2045 |
9,235,000 | 11,193,517 | ||||||
| Royalty Pharma Plc |
||||||||
| 1.75%, 09/02/2027(2) |
4,500,000 | 4,496,085 | ||||||
| 2.20%, 09/02/2030(2) |
7,500,000 | 7,456,162 | ||||||
| Sigma Alimentos SA de CV |
||||||||
| 4.13%, 05/02/2026 |
3,300,000 | 3,512,850 | ||||||
| Sigma Finance Netherlands BV |
||||||||
| 4.88%, 03/27/2028 |
2,500,000 | 2,756,275 | ||||||
| Smithfield Foods, Inc. |
||||||||
| 3.00%, 10/15/2030(2) |
925,000 | 934,324 | ||||||
| 4.25%, 02/01/2027(2) |
1,290,000 | 1,408,919 | ||||||
| Spectrum Brands, Inc. |
||||||||
| 6.13%, 12/15/2024 |
500,000 | 513,750 | ||||||
| Suntory Holdings Ltd. |
||||||||
| 2.55%, 06/28/2022(2) |
810,000 | 834,010 | ||||||
| Tenet Healthcare Corp. |
||||||||
| 4.63%, 07/15/2024 |
61,000 | 61,153 | ||||||
| 4.63%, 09/01/2024(2) |
4,500,000 | 4,536,540 |
| 4.88%, 01/01/2026(2) |
4,987,000 | 5,061,805 | ||||||
| 7.50%, 04/01/2025(2) |
2,325,000 | 2,505,188 | ||||||
| Teva Pharmaceutical Finance Co. BV |
||||||||
| 2.95%, 12/18/2022 |
1,350,000 | 1,312,376 | ||||||
| Teva Pharmaceutical Finance Netherlands II BV |
||||||||
| 1.25%, 03/31/2023 |
EUR | 300,000 | 324,447 | |||||
| 3.25%, 04/15/2022 |
1,300,000 | 1,517,326 | ||||||
| Teva Pharmaceutical Finance Netherlands III BV |
||||||||
| 2.20%, 07/21/2021 |
$ | 11,174,000 | 11,079,021 | |||||
| 2.80%, 07/21/2023 |
4,490,000 | 4,293,563 | ||||||
| 3.15%, 10/01/2026 |
8,710,000 | 7,686,575 | ||||||
| 4.10%, 10/01/2046 |
2,340,000 | 1,946,178 | ||||||
| Transurban Finance Co. Pty Ltd. |
||||||||
| 2.45%, 03/16/2031(2) |
2,915,000 | 2,973,615 | ||||||
| 3.38%, 03/22/2027(2) |
2,635,000 | 2,847,364 | ||||||
| Unilever Capital Corp. |
||||||||
| 3.00%, 03/07/2022 |
5,625,000 | 5,839,668 | ||||||
| UnitedHealth Group, Inc. |
||||||||
| 2.00%, 05/15/2030 |
2,695,000 | 2,815,895 | ||||||
| 2.75%, 05/15/2040 |
5,320,000 | 5,586,772 | ||||||
| 3.50%, 08/15/2039 |
1,430,000 | 1,639,903 | ||||||
| 3.70%, 08/15/2049 |
475,000 | 566,955 | ||||||
| 3.88%, 12/15/2028 |
1,070,000 | 1,269,888 | ||||||
| 3.88%, 08/15/2059 |
1,367,000 | 1,653,185 | ||||||
| 4.20%, 01/15/2047 |
1,288,000 | 1,625,253 | ||||||
| 4.25%, 06/15/2048 |
5,000,000 | 6,360,738 | ||||||
| 4.75%, 07/15/2045 |
1,712,000 | 2,309,620 | ||||||
| Universal Health Services, Inc. |
||||||||
| 5.00%, 06/01/2026(2) |
7,497,000 | 7,759,395 | ||||||
| Upjohn, Inc. |
||||||||
| 4.00%, 06/22/2050(2) |
8,745,000 | 9,310,054 | ||||||
| US Renal Care, Inc. |
||||||||
| 10.63%, 07/15/2027(2) |
558,000 | 591,480 | ||||||
| Verisk Analytics, Inc. |
||||||||
| 4.13%, 03/15/2029 |
3,835,000 | 4,519,949 | ||||||
| William Marsh Rice University |
||||||||
| 3.77%, 05/15/2055 |
2,100,000 | 2,671,744 | ||||||
| Zimmer Biomet Holdings, Inc. |
||||||||
| 0.98% (3 Month LIBOR USD + 0.75%), 03/19/2021(1) |
970,000 | 970,167 | ||||||
| 1.16%, 11/15/2027 |
EUR | 1,200,000 | 1,415,901 | |||||
| Zoetis, Inc. |
||||||||
| 3.45%, 11/13/2020 |
$ | 600,000 | 600,558 | |||||
|
|
|
|||||||
| Total Consumer, Non-cyclical |
1,167,779,470 | |||||||
|
|
|
|||||||
| Diversified – 0.02% |
||||||||
| CVS Pass-Through Trust Series 2013 |
||||||||
| 4.70%, 01/10/2036(2) |
4,215,368 | 4,561,977 | ||||||
|
|
|
|||||||
| Total Diversified |
4,561,977 | |||||||
|
|
|
| Energy – 3.00% |
||||||||
| Aker BP ASA |
||||||||
| 2.88%, 01/15/2026(2) |
1,685,000 | 1,668,339 | ||||||
| 3.00%, 01/15/2025(2) |
1,645,000 | 1,649,774 | ||||||
| 3.75%, 01/15/2030(2) |
5,720,000 | 5,543,798 | ||||||
| 4.00%, 01/15/2031(2) |
3,590,000 | 3,540,076 | ||||||
| 5.88%, 03/31/2025(2) |
4,870,000 | 5,063,805 | ||||||
| Antero Resources Corp. |
||||||||
| 5.00%, 03/01/2025 |
5,461,000 | 3,413,125 | ||||||
| 5.13%, 12/01/2022 |
1,893,000 | 1,542,795 | ||||||
| 5.63%, 06/01/2023 |
1,250,000 | 906,250 | ||||||
| BG Energy Capital Plc |
||||||||
| 4.00%, 10/15/2021(2) |
1,100,000 | 1,138,359 | ||||||
| Boardwalk Pipelines LP |
||||||||
| 3.38%, 02/01/2023 |
330,000 | 338,809 | ||||||
| 3.40%, 02/15/2031 |
5,475,000 | 5,362,538 | ||||||
| 4.95%, 12/15/2024 |
2,655,000 | 2,914,546 | ||||||
| 5.95%, 06/01/2026 |
8,415,000 | 9,795,164 | ||||||
| BP Capital Markets America, Inc. |
||||||||
| 2.11%, 09/16/2021 |
5,210,000 | 5,288,716 | ||||||
| 3.00%, 02/24/2050 |
1,280,000 | 1,217,333 | ||||||
| 3.63%, 04/06/2030 |
11,060,000 | 12,696,738 | ||||||
| 4.74%, 03/11/2021 |
3,025,000 | 3,082,622 | ||||||
| Cameron LNG LLC |
||||||||
| 2.90%, 07/15/2031(2) |
1,630,000 | 1,794,748 | ||||||
| 3.30%, 01/15/2035(2) |
1,785,000 | 2,012,057 | ||||||
| 3.70%, 01/15/2039(2) |
1,330,000 | 1,490,986 | ||||||
| Canadian Natural Resources Ltd. |
||||||||
| 3.45%, 11/15/2021 |
1,320,000 | 1,349,981 | ||||||
| 3.85%, 06/01/2027 |
890,000 | 958,757 | ||||||
| 6.25%, 03/15/2038 |
1,345,000 | 1,595,067 | ||||||
| Cheniere Corpus Christi Holdings LLC |
||||||||
| 3.70%, 11/15/2029(2) |
16,815,000 | 17,466,636 | ||||||
| 5.13%, 06/30/2027 |
2,500,000 | 2,783,511 | ||||||
| 5.88%, 03/31/2025 |
3,220,000 | 3,669,689 | ||||||
| Cheniere Energy Partners LP |
||||||||
| 5.25%, 10/01/2025 |
510,000 | 521,730 | ||||||
| Cheniere Energy, Inc. |
||||||||
| 4.63%, 10/15/2028(2) |
5,005,000 | 5,136,381 | ||||||
| Chevron Corp. |
||||||||
| 2.42%, 11/17/2020 |
1,550,000 | 1,552,464 | ||||||
| CNOOC Finance 2015 USA LLC |
||||||||
| 3.50%, 05/05/2025 |
8,650,000 | 9,493,634 | ||||||
| CNOOC Nexen Finance 2014 ULC |
||||||||
| 4.25%, 04/30/2024 |
2,750,000 | 3,033,073 | ||||||
| Concho Resources, Inc. |
||||||||
| 2.40%, 02/15/2031 |
960,000 | 917,331 |
| Continental Resources, Inc. |
||||||||
| 3.80%, 06/01/2024 |
4,910,000 | 4,552,110 | ||||||
| DCP Midstream Operating LP |
||||||||
| 6.75%, 09/15/2037(2) |
1,830,000 | 1,756,800 | ||||||
| 8.13%, 08/16/2030 |
205,000 | 231,750 | ||||||
| Diamondback Energy, Inc. |
||||||||
| 2.88%, 12/01/2024 |
4,750,000 | 4,808,540 | ||||||
| 3.25%, 12/01/2026 |
4,940,000 | 4,946,148 | ||||||
| 3.50%, 12/01/2029 |
11,250,000 | 10,846,687 | ||||||
| 5.38%, 05/31/2025 |
7,025,000 | 7,294,146 | ||||||
| Energy Transfer Operating LP |
||||||||
| 2.90%, 05/15/2025 |
6,950,000 | 6,986,156 | ||||||
| 4.05%, 03/15/2025 |
415,000 | 436,067 | ||||||
| 4.50%, 04/15/2024 |
985,000 | 1,043,191 | ||||||
| 4.65%, 06/01/2021 |
860,000 | 873,477 | ||||||
| 4.75%, 01/15/2026 |
4,720,000 | 5,029,422 | ||||||
| 4.95%, 06/15/2028 |
3,235,000 | 3,424,169 | ||||||
| 5.00%, 05/15/2050 |
4,179,000 | 3,836,202 | ||||||
| 5.15%, 03/15/2045 |
700,000 | 632,707 | ||||||
| 5.25%, 04/15/2029 |
2,155,000 | 2,317,279 | ||||||
| 5.50%, 06/01/2027 |
4,105,000 | 4,476,988 | ||||||
| 5.88%, 01/15/2024 |
3,180,000 | 3,497,454 | ||||||
| 6.00%, 06/15/2048 |
3,990,000 | 4,006,259 | ||||||
| 6.25%, 04/15/2049 |
5,275,000 | 5,428,193 | ||||||
| 6.50%, 02/01/2042 |
1,000,000 | 1,036,264 | ||||||
| Energy Transfer Partners LP |
||||||||
| 4.50%, 11/01/2023 |
2,385,000 | 2,534,366 | ||||||
| 5.00%, 10/01/2022 |
1,600,000 | 1,681,948 | ||||||
| 5.88%, 03/01/2022 |
1,521,000 | 1,587,507 | ||||||
| ENI SpA |
||||||||
| 4.75%, 09/12/2028(2) |
4,075,000 | 4,736,683 | ||||||
| EnLink Midstream Partners LP |
||||||||
| 4.15%, 06/01/2025 |
3,885,000 | 3,345,102 | ||||||
| 5.05%, 04/01/2045 |
3,141,000 | 2,000,597 | ||||||
| 5.60%, 04/01/2044 |
3,568,000 | 2,292,440 | ||||||
| EQT Corp. |
||||||||
| 3.90%, 10/01/2027 |
2,023,000 | 1,843,459 | ||||||
| 7.88%, 02/01/2025 |
1,770,000 | 1,961,956 | ||||||
| 8.75%, 02/01/2030 |
1,175,000 | 1,388,345 | ||||||
| Equinor ASA |
||||||||
| 3.70%, 04/06/2050 |
4,490,000 | 5,138,548 | ||||||
| Exxon Mobil Corp. |
||||||||
| 2.61%, 10/15/2030 |
2,895,000 | 3,122,607 | ||||||
| 3.48%, 03/19/2030 |
2,765,000 | 3,189,685 | ||||||
| 4.23%, 03/19/2040 |
2,505,000 | 3,063,897 | ||||||
| 4.33%, 03/19/2050 |
12,045,000 | 14,970,347 | ||||||
| Gazprom Neft OAO Via GPN Capital SA |
||||||||
| 4.38%, 09/19/2022 |
3,400,000 | 3,551,314 |
| Gazprom PJSC Via Gaz Capital SA |
||||||||
| 4.95%, 07/19/2022 |
3,000,000 | 3,148,800 | ||||||
| 6.51%, 03/07/2022 |
4,045,000 | 4,297,521 | ||||||
| Gray Oak Pipeline LLC |
||||||||
| 2.00%, 09/15/2023(2) |
510,000 | 512,774 | ||||||
| 2.60%, 10/15/2025(2) |
1,575,000 | 1,580,077 | ||||||
| 3.45%, 10/15/2027(2) |
1,420,000 | 1,452,944 | ||||||
| Gulfport Energy Corp. |
||||||||
| 6.38%, 05/15/2025 |
215,000 | 131,150 | ||||||
| Hess Corp. |
||||||||
| 4.30%, 04/01/2027 |
4,305,000 | 4,491,197 | ||||||
| 5.60%, 02/15/2041 |
4,660,000 | 5,034,278 | ||||||
| KazMunayGas National Co. JSC |
||||||||
| 5.38%, 04/24/2030 |
1,367,000 | 1,595,726 | ||||||
| 5.75%, 04/19/2047 |
1,187,000 | 1,406,263 | ||||||
| Kinder Morgan Energy Partners LP |
||||||||
| 4.25%, 09/01/2024 |
150,000 | 165,833 | ||||||
| 5.00%, 08/15/2042 |
30,000 | 33,294 | ||||||
| Kinder Morgan, Inc. |
||||||||
| 4.30%, 06/01/2025 |
14,500,000 | 16,314,440 | ||||||
| 5.05%, 02/15/2046 |
150,000 | 169,912 | ||||||
| 5.30%, 12/01/2034 |
2,450,000 | 2,886,017 | ||||||
| Leviathan Bond Ltd. |
||||||||
| 6.13%, 06/30/2025(2) |
2,440,000 | 2,516,250 | ||||||
| MPLX LP |
||||||||
| 4.25%, 12/01/2027 |
5,655,000 | 6,354,229 | ||||||
| 5.25%, 01/15/2025 |
390,000 | 404,319 | ||||||
| Newfield Exploration Co. |
||||||||
| 5.63%, 07/01/2024 |
6,390,000 | 6,215,062 | ||||||
| NGL Energy Partners LP / NGL Energy Finance Corp. |
||||||||
| 7.50%, 04/15/2026 |
1,850,000 | 1,147,130 | ||||||
| Noble Holding International Ltd. |
||||||||
| 7.88%, 02/01/2026(2)(6) |
306,000 | 73,881 | ||||||
| NuStar Logistics LP |
||||||||
| 5.75%, 10/01/2025 |
2,345,000 | 2,421,916 | ||||||
| Occidental Petroleum Corp. |
||||||||
| 1.73% (3 Month LIBOR USD + 1.45%), 08/15/2022(1) |
313,000 | 285,613 | ||||||
| 2.90%, 08/15/2024 |
8,795,000 | 7,461,942 | ||||||
| 5.55%, 03/15/2026 |
2,820,000 | 2,554,666 | ||||||
| Odebrecht Drilling Norbe VIII/IX Ltd. |
||||||||
| 6.35%, 12/01/2021 |
77,708 | 71,103 | ||||||
| Odebrecht Offshore Drilling Finance Ltd. |
||||||||
| 6.72%, 12/01/2022 |
37,092 | 33,383 | ||||||
| ONEOK Partners LP |
||||||||
| 3.38%, 10/01/2022 |
1,100,000 | 1,142,697 | ||||||
| ONEOK, Inc. |
||||||||
| 4.25%, 02/01/2022 |
470,000 | 486,469 |
| Pan American Energy LLC/Argentina |
||||||||
| 29.68% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 0.00%), 11/20/2020(1) |
ARS | 94,653,000 | 1,259,919 | |||||
| Pertamina Persero PT |
||||||||
| 3.10%, 08/27/2030(2) |
$ | 3,063,000 | 3,155,339 | |||||
| 6.00%, 05/03/2042 |
480,000 | 580,880 | ||||||
| Petrobras Global Finance BV |
||||||||
| 5.09%, 01/15/2030 |
7,528,000 | 7,910,799 | ||||||
| 6.25%, 12/14/2026 |
GBP | 4,359,000 | 6,203,725 | |||||
| 6.90%, 03/19/2049 |
$ | 1,445,000 | 1,606,985 | |||||
| Petroleos de Venezuela SA |
||||||||
| 5.38%, 04/12/2027(6) |
2,052,000 | 51,300 | ||||||
| 5.50%, 04/12/2037(6) |
2,500,000 | 62,500 | ||||||
| 6.00%, 05/16/2024(6) |
2,312,000 | 57,800 | ||||||
| 6.00%, 11/15/2026(6) |
4,600,000 | 115,000 | ||||||
| 9.00%, 11/17/2021(6) |
200,000 | 5,000 | ||||||
| 9.75%, 05/17/2035(6) |
830,000 | 20,750 | ||||||
| Petroleos del Peru SA |
||||||||
| 4.75%, 06/19/2032 |
2,378,000 | 2,575,374 | ||||||
| Petroleos Mexicanos |
||||||||
| 5.35%, 02/12/2028 |
274,000 | 234,536 | ||||||
| 5.95%, 01/28/2031(2) |
8,650,000 | 7,193,513 | ||||||
| 6.49%, 01/23/2027(2) |
1,540,000 | 1,442,980 | ||||||
| 6.50%, 03/13/2027 |
1,566,000 | 1,460,295 | ||||||
| 6.50%, 01/23/2029 |
21,083,000 | 18,869,285 | ||||||
| 6.63%, 06/15/2035 |
940,000 | 780,618 | ||||||
| 6.75%, 09/21/2047 |
13,741,000 | 10,580,570 | ||||||
| 6.84%, 01/23/2030(2) |
7,010,000 | 6,238,900 | ||||||
| 6.95%, 01/28/2060(2) |
3,895,000 | 2,979,675 | ||||||
| 7.69%, 01/23/2050(2) |
3,502,000 | 2,890,901 | ||||||
| Petronas Capital Ltd. |
||||||||
| 3.50%, 04/21/2030(2) |
2,000,000 | 2,235,155 | ||||||
| 4.55%, 04/21/2050(2) |
1,400,000 | 1,778,575 | ||||||
| 4.80%, 04/21/2060(2) |
1,200,000 | 1,632,432 | ||||||
| Plains All American Pipeline LP |
||||||||
| 3.55%, 12/15/2029 |
800,000 | 773,496 | ||||||
| 4.65%, 10/15/2025 |
1,500,000 | 1,611,350 | ||||||
| Plains All American Pipeline LP / PAA Finance Corp. |
||||||||
| 4.50%, 12/15/2026 |
1,168,000 | 1,246,018 | ||||||
| PTTEP Treasury Center Co. Ltd. |
||||||||
| 2.59%, 06/10/2027 |
765,000 | 789,723 | ||||||
| Range Resources Corp. |
||||||||
| 4.88%, 05/15/2025 |
1,008,000 | 909,821 | ||||||
| Reliance Industries Ltd. |
||||||||
| 3.67%, 11/30/2027 |
2,900,000 | 3,181,424 | ||||||
| Rio Oil Finance Trust Series 2014-1 |
||||||||
| 9.25%, 07/06/2024 |
255,493 | 276,573 |
| Rio Oil Finance Trust Series 2014-3 |
||||||||
| 9.75%, 01/06/2027 |
224,298 | 252,336 | ||||||
| Rio Oil Finance Trust Series 2018-1 |
||||||||
| 8.20%, 04/06/2028(2) |
495,000 | 529,655 | ||||||
| Rockies Express Pipeline LLC |
||||||||
| 4.95%, 07/15/2029(2) |
2,700,000 | 2,622,375 | ||||||
| 6.88%, 04/15/2040(2) |
2,535,000 | 2,638,251 | ||||||
| Ruby Pipeline LLC |
||||||||
| 7.75%, 04/01/2022(2) |
3,409,091 | 2,866,577 | ||||||
| Sabine Pass Liquefaction LLC |
||||||||
| 4.20%, 03/15/2028 |
1,700,000 | 1,844,306 | ||||||
| 4.50%, 05/15/2030(2) |
10,555,000 | 11,879,430 | ||||||
| 5.00%, 03/15/2027 |
6,865,000 | 7,723,947 | ||||||
| 5.63%, 03/01/2025 |
18,735,000 | 21,418,630 | ||||||
| 5.75%, 05/15/2024 |
2,982,000 | 3,375,727 | ||||||
| 5.88%, 06/30/2026 |
6,040,000 | 7,140,711 | ||||||
| 6.25%, 03/15/2022 |
3,725,000 | 3,952,811 | ||||||
| Saudi Arabian Oil Co. |
||||||||
| 3.50%, 04/16/2029(2) |
6,300,000 | 6,933,391 | ||||||
| 4.25%, 04/16/2039 |
200,000 | 229,510 | ||||||
| 4.38%, 04/16/2049(2) |
4,200,000 | 5,049,326 | ||||||
| Seven Generations Energy Ltd. |
||||||||
| 5.38%, 09/30/2025(2) |
3,110,000 | 2,942,900 | ||||||
| Shell International Finance BV |
||||||||
| 4.38%, 05/11/2045 |
1,000,000 | 1,217,821 | ||||||
| Southern Gas Corridor CJSC |
||||||||
| 6.88%, 03/24/2026 |
1,684,000 | 1,912,350 | ||||||
| Southern Natural Gas Co. LLC |
||||||||
| 4.80%, 03/15/2047(2) |
1,000,000 | 1,099,204 | ||||||
| Suncor Energy, Inc. |
||||||||
| 3.10%, 05/15/2025 |
810,000 | 869,974 | ||||||
| Sunoco Logistics Partners Operations LP |
||||||||
| 4.00%, 10/01/2027 |
17,750,000 | 18,122,185 | ||||||
| 5.35%, 05/15/2045 |
2,250,000 | 2,088,341 | ||||||
| 5.40%, 10/01/2047 |
17,719,000 | 16,701,508 | ||||||
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. |
||||||||
| 7.50%, 10/01/2025(2) |
2,785,000 | 2,796,279 | ||||||
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. |
||||||||
| 6.88%, 01/15/2029 |
3,163,000 | 3,391,369 | ||||||
| TC PipeLines LP |
||||||||
| 3.90%, 05/25/2027 |
3,325,000 | 3,562,159 | ||||||
| 4.38%, 03/13/2025 |
6,000,000 | 6,566,284 | ||||||
| Texas Eastern Transmission LP |
||||||||
| 2.80%, 10/15/2022(2) |
6,320,000 | 6,502,652 | ||||||
| Thaioil Treasury Center Co. Ltd. |
||||||||
| 4.63%, 11/20/2028 |
610,000 | 705,666 |
| Topaz Solar Farms LLC |
||||||||
| 4.88%, 09/30/2039(2) |
360,232 | 398,249 | ||||||
| 5.75%, 09/30/2039(2) |
2,826,325 | 3,292,997 | ||||||
| Transcontinental Gas Pipe Line Co. LLC |
||||||||
| 3.25%, 05/15/2030(2) |
1,610,000 | 1,739,043 | ||||||
| 4.00%, 03/15/2028 |
5,410,000 | 6,028,502 | ||||||
| 4.60%, 03/15/2048 |
3,995,000 | 4,544,400 | ||||||
| TransMontaigne Partners LP / TLP Finance Corp. |
||||||||
| 6.13%, 02/15/2026 |
540,000 | 558,900 | ||||||
| Transocean Phoenix 2 Ltd. |
||||||||
| 7.75%, 10/15/2024(2) |
1,361,100 | 1,252,212 | ||||||
| Transocean Pontus Ltd. |
||||||||
| 6.13%, 08/01/2025(2) |
1,939,080 | 1,735,477 | ||||||
| Transocean Poseidon Ltd. |
||||||||
| 6.88%, 02/01/2027(2) |
2,280,000 | 1,824,000 | ||||||
| Transocean Proteus Ltd. |
||||||||
| 6.25%, 12/01/2024(2) |
503,100 | 445,872 | ||||||
| Transocean Sentry Ltd. |
||||||||
| 5.38%, 05/15/2023(2) |
500,000 | 340,000 | ||||||
| Transocean, Inc. |
||||||||
| 7.25%, 11/01/2025(2) |
100,000 | 28,000 | ||||||
| 8.00%, 02/01/2027(2) |
70,000 | 19,600 | ||||||
| USA Compression Partners LP / USA Compression Finance Corp. |
||||||||
| 6.88%, 04/01/2026 |
495,000 | 490,669 | ||||||
| 6.88%, 09/01/2027 |
1,310,000 | 1,299,022 | ||||||
| Valero Energy Corp. |
||||||||
| 2.15%, 09/15/2027 |
1,915,000 | 1,902,126 | ||||||
| Valero Energy Partners LP |
||||||||
| 4.50%, 03/15/2028 |
5,370,000 | 6,011,776 | ||||||
| Williams Companies, Inc. |
||||||||
| 3.35%, 08/15/2022 |
1,000,000 | 1,038,379 | ||||||
| 3.70%, 01/15/2023 |
1,728,000 | 1,826,115 | ||||||
| 3.90%, 01/15/2025 |
3,071,000 | 3,357,557 | ||||||
| 4.00%, 09/15/2025 |
420,000 | 464,819 | ||||||
| 4.30%, 03/04/2024 |
175,000 | 191,441 | ||||||
| 4.50%, 11/15/2023 |
2,595,000 | 2,841,255 | ||||||
| 4.55%, 06/24/2024 |
6,990,000 | 7,744,984 | ||||||
| 5.10%, 09/15/2045 |
960,000 | 1,076,550 | ||||||
| 6.30%, 04/15/2040 |
1,323,000 | 1,633,372 | ||||||
| Woodside Finance Ltd. |
||||||||
| 3.65%, 03/05/2025(2) |
5,610,000 | 5,934,227 | ||||||
| 3.70%, 09/15/2026(2) |
2,885,000 | 3,100,537 | ||||||
| 3.70%, 03/15/2028(2) |
2,659,000 | 2,829,104 | ||||||
| 4.50%, 03/04/2029(2) |
3,845,000 | 4,308,693 | ||||||
| YPF Sociedad Anonima |
||||||||
| 35.64% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 6.00%), 03/04/2021(1) |
ARS | 62,240,000 | 790,485 | |||||
|
|
|
|||||||
| Total Energy |
|
633,891,777 | ||||||
|
|
|
|||||||
| Financials – 12.87% |
||||||||
| AerCap Ireland Capital DAC |
||||||||
| 3.50%, 01/15/2025 |
$ | 2,837,000 | 2,763,079 | |||||
| 4.13%, 07/03/2023 |
8,300,000 | 8,468,430 | ||||||
| 6.50%, 07/15/2025 |
740,000 | 798,725 | ||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
||||||||
| 3.50%, 05/26/2022 |
2,440,000 | 2,464,046 | ||||||
| 3.65%, 07/21/2027 |
4,920,000 | 4,504,491 | ||||||
| 3.88%, 01/23/2028 |
925,000 | 852,161 | ||||||
| 3.95%, 02/01/2022 |
12,762,000 | 12,919,946 | ||||||
| 4.50%, 05/15/2021 |
8,325,000 | 8,483,518 | ||||||
| 4.63%, 07/01/2022 |
450,000 | 461,933 | ||||||
| 4.88%, 01/16/2024 |
3,800,000 | 3,934,800 | ||||||
| 5.00%, 10/01/2021 |
2,200,000 | 2,267,506 | ||||||
| Aflac, Inc. |
||||||||
| 3.60%, 04/01/2030 |
1,615,000 | 1,890,800 | ||||||
| AIA Group Ltd. |
||||||||
| 3.90%, 04/06/2028(2) |
2,945,000 | 3,346,374 | ||||||
| AIB Group Plc |
||||||||
| 4.26% (3 Month LIBOR USD + 1.87%), 04/10/2025(1)(2) |
8,720,000 | 9,376,772 | ||||||
| 4.75%, 10/12/2023(2) |
2,219,000 | 2,412,171 | ||||||
| Air Lease Corp. |
||||||||
| 2.25%, 01/15/2023 |
735,000 | 736,532 | ||||||
| 2.50%, 03/01/2021 |
648,000 | 651,900 | ||||||
| 3.00%, 02/01/2030 |
4,635,000 | 4,314,143 | ||||||
| 3.25%, 10/01/2029 |
1,250,000 | 1,186,760 | ||||||
| 3.38%, 07/01/2025 |
5,360,000 | 5,472,189 | ||||||
| 3.50%, 01/15/2022 |
6,690,000 | 6,863,070 | ||||||
| 3.88%, 04/01/2021 |
2,540,000 | 2,564,780 | ||||||
| 3.88%, 07/03/2023 |
4,000,000 | 4,166,457 | ||||||
| 4.63%, 10/01/2028 |
30,000 | 31,092 | ||||||
| Aircastle Ltd. |
||||||||
| 4.13%, 05/01/2024 |
5,440,000 | 5,360,866 | ||||||
| 5.00%, 04/01/2023 |
5,090,000 | 5,101,155 | ||||||
| 5.13%, 03/15/2021 |
1,060,000 | 1,075,478 | ||||||
| Alexandria Real Estate Equities, Inc. |
||||||||
| 3.38%, 08/15/2031 |
7,175,000 | 8,090,237 | ||||||
| 3.80%, 04/15/2026 |
2,215,000 | 2,539,330 | ||||||
| 3.95%, 01/15/2027 |
3,440,000 | 3,913,289 | ||||||
| 4.30%, 01/15/2026 |
5,995,000 | 6,922,767 | ||||||
| 4.70%, 07/01/2030 |
575,000 | 708,931 | ||||||
| Allied World Assurance Co. Holdings Ltd. |
||||||||
| 4.35%, 10/29/2025 |
2,490,000 | 2,695,370 | ||||||
| Allstate Corp. |
||||||||
| 4.20%, 12/15/2046 |
1,430,000 | 1,781,954 | ||||||
| Ally Financial, Inc. |
||||||||
| 3.88%, 05/21/2024 |
15,000 | 15,983 | ||||||
| 4.13%, 02/13/2022 |
105,000 | 108,938 |
| 4.25%, 04/15/2021 |
568,000 | 577,679 | ||||||
| 4.63%, 05/19/2022 |
100,000 | 105,045 | ||||||
| 4.63%, 03/30/2025 |
16,915,000 | 18,576,636 | ||||||
| 5.13%, 09/30/2024 |
400,000 | 446,032 | ||||||
| 5.75%, 11/20/2025 |
1,315,000 | 1,476,191 | ||||||
| 5.80%, 05/01/2025 |
9,805,000 | 11,289,392 | ||||||
| 8.00%, 11/01/2031 |
5,000 | 6,654 | ||||||
| 8.00%, 11/01/2031 |
3,663,000 | 5,011,823 | ||||||
| American Campus Communities Operating Partnership LP |
||||||||
| 2.85%, 02/01/2030 |
7,225,000 | 7,313,040 | ||||||
| 3.30%, 07/15/2026 |
2,950,000 | 3,156,636 | ||||||
| 3.63%, 11/15/2027 |
3,733,000 | 3,972,716 | ||||||
| 3.75%, 04/15/2023 |
2,000,000 | 2,103,320 | ||||||
| 4.13%, 07/01/2024 |
2,750,000 | 2,963,769 | ||||||
| American Homes 4 Rent LP |
||||||||
| 4.25%, 02/15/2028 |
73,000 | 82,705 | ||||||
| American International Group, Inc. |
||||||||
| 3.90%, 04/01/2026 |
5,715,000 | 6,515,319 | ||||||
| 4.20%, 04/01/2028 |
2,522,000 | 2,919,720 | ||||||
| American Tower Corp. |
||||||||
| 2.10%, 06/15/2030 |
4,100,000 | 4,139,747 | ||||||
| Aon Corp. |
||||||||
| 2.80%, 05/15/2030 |
1,104,000 | 1,191,913 | ||||||
| Athene Holding Ltd. |
||||||||
| 4.13%, 01/12/2028 |
11,630,000 | 12,599,501 | ||||||
| Avolon Holdings Funding Ltd. |
||||||||
| 2.88%, 02/15/2025(2) |
8,154,000 | 7,472,548 | ||||||
| 3.95%, 07/01/2024(2) |
3,119,000 | 2,962,746 | ||||||
| 4.38%, 05/01/2026(2) |
3,202,000 | 3,037,065 | ||||||
| 5.13%, 10/01/2023(2) |
19,938,000 | 19,987,845 | ||||||
| 5.25%, 05/15/2024(2) |
480,000 | 482,129 | ||||||
| 5.50%, 01/15/2023(2) |
6,425,000 | 6,485,544 | ||||||
| 5.50%, 01/15/2026(2) |
3,165,000 | 3,177,218 | ||||||
| Banco Bilbao Vizcaya Argentaria SA |
||||||||
| 8.88% (5 Year Swap Rate EUR + 9.18%), 07/14/2169(1)(3) |
EUR | 4,000,000 | 4,841,749 | |||||
| Banco Bradesco SA |
||||||||
| 3.20%, 01/27/2025(2) |
$ | 1,600,000 | 1,630,016 | |||||
| Banco de Bogota SA |
||||||||
| 4.38%, 08/03/2027 |
4,700,000 | 4,931,710 | ||||||
| Banco Nacional de Comercio Exterior SNC/Cayman Islands |
||||||||
| 3.80% (5 Year CMT Index + 3.00%), 08/11/2026(1)(2) |
500,000 | 498,755 | ||||||
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand |
||||||||
| 5.38%, 04/17/2025(2) |
5,395,000 | 5,999,240 | ||||||
| Banco Santander SA |
||||||||
| 3.49%, 05/28/2030 |
2,000,000 | 2,175,529 | ||||||
| 3.85%, 04/12/2023 |
200,000 | 213,558 | ||||||
| 5.18%, 11/19/2025 |
2,400,000 | 2,727,910 | ||||||
| 6.75% (5 Year Swap Rate EUR + 6.80%), 07/25/2169(1)(3) |
EUR | 500,000 | 611,652 |
| Bangkok Bank PCL/Hong Kong |
||||||||
| 3.73% (5 Year CMT Index + 1.90%), 09/25/2034(1) |
$ | 5,000,000 | 4,900,868 | |||||
| 4.45%, 09/19/2028 |
1,260,000 | 1,458,223 | ||||||
| Bank of America Corp. |
||||||||
| 1.32% (Secured Overnight Financing Rate + 1.15%), 06/19/2026(1) |
5,000,000 | 5,030,127 | ||||||
| 1.90% (Secured Overnight Financing Rate + 1.53%), 07/23/2031(1) |
12,435,000 | 12,380,286 | ||||||
| 2.50% (3 Month LIBOR USD + 0.99%), 02/13/2031(1) |
11,215,000 | 11,690,392 | ||||||
| 2.59% (Secured Overnight Financing Rate + 2.15%), 04/29/2031(1) |
6,285,000 | 6,636,875 | ||||||
| 2.88% (3 Month LIBOR USD + 1.19%), 10/22/2030(1) |
2,600,000 | 2,806,393 | ||||||
| 4.08% (3 Month LIBOR USD + 3.15%), 03/20/2051(1) |
8,595,000 | 10,620,080 | ||||||
| 4.18%, 11/25/2027 |
16,659,000 | 19,105,576 | ||||||
| 4.25%, 10/22/2026 |
17,295,000 | 20,015,184 | ||||||
| 4.27% (3 Month LIBOR USD + 1.31%), 07/23/2029(1) |
16,470,000 | 19,299,366 | ||||||
| 4.45%, 03/03/2026 |
855,000 | 981,676 | ||||||
| Bank of Ireland Group Plc |
||||||||
| 4.50%, 11/25/2023(2) |
19,613,000 | 21,193,473 | ||||||
| Bank of New York Mellon Corp. |
||||||||
| 4.70% (5 Year CMT Index + 4.36%), 09/20/2169(1) |
451,000 | 478,511 | ||||||
| Barclays Bank Plc |
||||||||
| 5.14%, 10/14/2020 |
665,000 | 665,939 | ||||||
| 7.63%, 11/21/2022 |
13,576,000 | 14,933,059 | ||||||
| Barclays Plc |
||||||||
| 1.66% (3 Month LIBOR USD + 1.38%), 05/16/2024(1) |
200,000 | 200,545 | ||||||
| 1.71% (3 Month LIBOR USD + 1.43%), 02/15/2023(1) |
1,000,000 | 1,004,977 | ||||||
| 2.85% (3 Month LIBOR USD + 2.45%), 05/07/2026(1) |
5,450,000 | 5,658,183 | ||||||
| 3.25%, 02/12/2027 |
GBP | 6,200,000 | 8,543,381 | |||||
| 3.25%, 01/17/2033 |
600,000 | 824,766 | ||||||
| 3.38% (1 Year Swap Rate EUR + 3.70%), 04/02/2025(1)(3) |
EUR | 1,600,000 | 2,035,433 | |||||
| 3.56% (5 Year CMT Index + 2.90%), 09/23/2035(1) |
$ | 8,040,000 | 7,908,868 | |||||
| 3.68%, 01/10/2023 |
4,200,000 | 4,329,583 | ||||||
| 3.93% (3 Month LIBOR USD + 1.61%), 05/07/2025(1) |
3,615,000 | 3,892,484 | ||||||
| 4.38%, 01/12/2026 |
2,670,000 | 2,990,572 | ||||||
| 4.61% (3 Month LIBOR USD + 1.40%), 02/15/2023(1) |
6,845,000 | 7,164,542 | ||||||
| 4.97% (3 Month LIBOR USD + 1.90%), 05/16/2029(1) |
3,700,000 | 4,323,811 | ||||||
| 5.09% (3 Month LIBOR USD + 3.05%), 06/20/2030(1) |
1,570,000 | 1,769,233 | ||||||
| 5.88% (5 Year Swap Rate GBP + 4.91%), 12/15/2168(1) |
GBP | 2,400,000 | 2,973,090 | |||||
| 6.13% (5 Year CMT Index + 5.87%), 12/15/2168(1) |
$ | 3,800,000 | 3,852,250 | |||||
| 6.38% (UK Government Bonds 5 Year Note Generic Bid Yield + 6.02%), 03/15/2169(1) |
GBP | 4,100,000 | 5,231,394 | |||||
| 7.13% (UK Government Bonds 5 Year Note Generic Bid Yield + 6.58%), 09/15/2169(1) |
3,200,000 | 4,296,349 | ||||||
| 7.25% (5 Year Swap Rate GBP + 6.46%), 06/15/2169(1) |
18,283,000 | 24,006,678 | ||||||
| 7.75% (5 Year Swap Rate USD + 4.84%), 12/15/2168(1) |
$ | 4,450,000 | 4,598,185 | |||||
| 7.88% (5 Year Swap Rate USD + 6.77%), 12/15/2168(1) |
600,000 | 617,250 | ||||||
| 7.88% (5 Year Swap Rate GBP + 6.10%), 12/15/2168(1) |
GBP | 1,200,000 | 1,577,066 | |||||
| 8.00% (5 Year Swap Rate EUR + 6.75%), 03/15/2169(1) |
EUR | 12,100,000 | 14,310,778 | |||||
| BBVA Bancomer SA |
||||||||
| 4.38%, 04/10/2024(2) |
$ | 2,800,000 | 3,013,528 | |||||
| 5.13% (5 Year CMT Index + 2.65%), 01/18/2033(1) |
10,200,000 | 9,817,500 |
| BBVA Bancomer SA/Texas |
||||||||
| 1.88%, 09/18/2025(2) |
1,775,000 | 1,734,175 | ||||||
| Berkshire Hathaway Finance Corp. |
||||||||
| 4.20%, 08/15/2048 |
2,000,000 | 2,566,065 | ||||||
| 4.25%, 01/15/2049 |
2,595,000 | 3,376,950 | ||||||
| 4.40%, 05/15/2042 |
1,000,000 | 1,272,096 | ||||||
| BGC Partners, Inc. |
||||||||
| 5.38%, 07/24/2023 |
380,000 | 403,539 | ||||||
| BNP Paribas SA |
||||||||
| 4.40%, 08/14/2028(2) |
400,000 | 468,857 | ||||||
| 7.63% (5 Year Swap Rate USD + 6.31%), 09/30/2169(1)(2) |
200,000 | 203,500 | ||||||
| BOC Aviation Ltd. |
||||||||
| 1.30% (3 Month LIBOR USD + 1.05%), 05/02/2021(1)(2) |
600,000 | 598,392 | ||||||
| 1.36% (3 Month LIBOR USD + 1.13%), 09/26/2023(1)(2) |
500,000 | 488,330 | ||||||
| 2.75%, 09/18/2022(2) |
300,000 | 305,659 | ||||||
| Boston Properties LP |
||||||||
| 2.75%, 10/01/2026 |
2,660,000 | 2,849,336 | ||||||
| 3.20%, 01/15/2025 |
5,555,000 | 6,014,733 | ||||||
| 3.25%, 01/30/2031 |
2,245,000 | 2,417,899 | ||||||
| 3.85%, 02/01/2023 |
3,245,000 | 3,455,381 | ||||||
| Brixmor Operating Partnership LP |
||||||||
| 1.30% (3 Month LIBOR USD + 1.05%), 02/01/2022(1) |
4,860,000 | 4,799,255 | ||||||
| 3.65%, 06/15/2024 |
3,624,000 | 3,813,317 | ||||||
| 3.85%, 02/01/2025 |
1,680,000 | 1,798,598 | ||||||
| 3.90%, 03/15/2027 |
7,198,000 | 7,613,409 | ||||||
| 4.05%, 07/01/2030 |
3,735,000 | 4,007,098 | ||||||
| 4.13%, 06/15/2026 |
2,980,000 | 3,244,128 | ||||||
| 4.13%, 05/15/2029 |
10,235,000 | 11,097,325 | ||||||
| Brookfield Finance, Inc. |
||||||||
| 3.90%, 01/25/2028 |
38,000 | 42,295 | ||||||
| 4.70%, 09/20/2047 |
408,000 | 475,861 | ||||||
| Brown & Brown, Inc. |
||||||||
| 2.38%, 03/15/2031 |
1,400,000 | 1,412,504 | ||||||
| Capital One Bank USA N.A. |
||||||||
| 3.38%, 02/15/2023 |
7,443,000 | 7,865,674 | ||||||
| Capital One Financial Corp. |
||||||||
| 0.80%, 06/12/2024 |
EUR | 2,940,000 | 3,449,071 | |||||
| 3.65%, 05/11/2027 |
$ | 9,310,000 | 10,270,524 | |||||
| 3.80%, 01/31/2028 |
8,795,000 | 9,824,283 | ||||||
| 3.90%, 01/29/2024 |
2,845,000 | 3,096,278 | ||||||
| 4.20%, 10/29/2025 |
195,000 | 216,141 | ||||||
| 4.25%, 04/30/2025 |
2,880,000 | 3,266,701 | ||||||
| Carlyle Holdings Finance LLC |
||||||||
| 3.88%, 02/01/2023(2) |
428,000 | 458,769 | ||||||
| CBL & Associates LP |
||||||||
| 5.95%, 12/15/2026 |
708,000 | 265,500 |
| CBRE Services, Inc. |
||||||||
| 4.88%, 03/01/2026 |
445,000 | 521,231 | ||||||
| CDBL Funding 2 |
||||||||
| 3.00%, 08/01/2022 |
1,700,000 | 1,742,041 | ||||||
| Charles Schwab Corp. |
||||||||
| 5.38% (5 Year CMT Index + 4.97%), 09/01/2169(1) |
1,049,000 | 1,136,644 | ||||||
| China Construction Bank New Zealand Ltd. |
||||||||
| 0.98% (3 Month LIBOR USD + 0.75%), 12/20/2021(1) |
7,100,000 | 7,099,834 | ||||||
| CIT Bank N.A. |
||||||||
| 2.97% (Secured Overnight Financing Rate + 1.72%), 09/27/2025(1) |
1,700,000 | 1,686,706 | ||||||
| CIT Group, Inc. |
||||||||
| 4.13%, 03/09/2021 |
148,000 | 148,000 | ||||||
| 5.00%, 08/15/2022 |
250,000 | 257,812 | ||||||
| Citigroup, Inc. |
||||||||
| 2.57% (Secured Overnight Financing Rate + 2.11%), 06/03/2031(1) |
8,975,000 | 9,433,510 | ||||||
| 2.88% (3 Month LIBOR USD + 0.95%), 07/24/2023(1) |
1,290,000 | 1,338,506 | ||||||
| 3.11% (Secured Overnight Financing Rate + 2.75%), 04/08/2026(1) |
5,200,000 | 5,590,870 | ||||||
| 4.13%, 07/25/2028 |
1,675,000 | 1,925,450 | ||||||
| 4.41% (Secured Overnight Financing Rate + 3.91%), 03/31/2031(1) |
6,395,000 | 7,669,797 | ||||||
| CNA Financial Corp. |
||||||||
| 2.05%, 08/15/2030 |
1,900,000 | 1,882,903 | ||||||
| CNO Financial Group, Inc. |
||||||||
| 5.25%, 05/30/2025 |
6,110,000 | 7,006,629 | ||||||
| 5.25%, 05/30/2029 |
3,840,000 | 4,438,517 | ||||||
| Cooperatieve Rabobank UA |
||||||||
| 4.38%, 08/04/2025 |
1,225,000 | 1,388,111 | ||||||
| 6.63% (5 Year Swap Rate EUR + 6.70%), 06/29/2169(1)(3) |
EUR | 6,000,000 | 7,245,741 | |||||
| Corporate Office Properties LP |
||||||||
| 2.25%, 03/15/2026 |
$ | 3,300,000 | 3,337,022 | |||||
| CPI Property Group SA |
||||||||
| 1.63%, 04/23/2027 |
EUR | 100,000 | 113,282 | |||||
| Credit Agricole SA |
||||||||
| 1.28% (3 Month LIBOR USD + 1.02%), 04/24/2023(1)(2) |
$ | 250,000 | 251,958 | |||||
| 1.91% (Secured Overnight Financing Rate + 1.68%), 06/16/2026(1)(2) |
16,700,000 | 17,075,501 | ||||||
| 4.00% (5 Year Swap Rate USD + 1.64%), 01/10/2033(1)(2) |
21,168,000 | 23,213,042 | ||||||
| 4.38%, 03/17/2025(2) |
1,717,000 | 1,894,505 | ||||||
| Credit Suisse AG |
||||||||
| 6.50%, 08/08/2023(2) |
1,400,000 | 1,585,500 | ||||||
| Credit Suisse Group AG |
||||||||
| 2.19% (Secured Overnight Financing Rate + 2.04%), 06/05/2026(1)(2) |
9,700,000 | 10,015,788 | ||||||
| 2.59% (Secured Overnight Financing Rate + 1.56%), 09/11/2025(1)(2) |
8,255,000 | 8,613,968 | ||||||
| 4.19% (Secured Overnight Financing Rate + 3.73%), 04/01/2031(1)(2) |
14,455,000 | 16,677,230 | ||||||
| 6.25% (5 Year Swap Rate USD + 3.46%), 12/18/2168(1)(2) |
700,000 | 749,797 | ||||||
| 7.13% (5 Year Swap Rate USD + 5.11%), 07/29/2169(1) |
900,000 | 937,125 | ||||||
| 7.25% (5 Year CMT Index + 4.33%), 03/12/2169(1)(2) |
400,000 | 433,500 | ||||||
| 7.50% (5 Year Swap Rate USD + 4.60%), 01/17/2169(1)(2) |
1,400,000 | 1,477,434 | ||||||
| 7.50% (5 Year Swap Rate USD + 4.60%), 06/11/2169(1)(2) |
800,000 | 872,000 | ||||||
| 7.50% (5 Year Swap Rate USD + 4.60%), 06/11/2169(1) |
1,400,000 | 1,526,000 |
| Credit Suisse Group Funding Guernsey Ltd. |
||||||||
| 3.75%, 03/26/2025 |
5,500,000 | 6,093,395 | ||||||
| Crown Castle International Corp. |
||||||||
| 3.30%, 07/01/2030 |
1,085,000 | 1,184,722 | ||||||
| 3.65%, 09/01/2027 |
7,580,000 | 8,477,672 | ||||||
| 3.80%, 02/15/2028 |
3,220,000 | 3,645,935 | ||||||
| 4.15%, 07/01/2050 |
215,000 | 245,194 | ||||||
| 4.30%, 02/15/2029 |
11,875,000 | 13,841,871 | ||||||
| 4.45%, 02/15/2026 |
7,275,000 | 8,333,147 | ||||||
| CTR Partnership LP / CareTrust Capital Corp. |
||||||||
| 5.25%, 06/01/2025 |
194,000 | 198,850 | ||||||
| CubeSmart LP |
||||||||
| 4.80%, 07/15/2022 |
1,783,000 | 1,891,541 | ||||||
| CyrusOne LP / CyrusOne Finance Corp. |
||||||||
| 1.45%, 01/22/2027 |
EUR | 1,300,000 | 1,511,940 | |||||
| 2.15%, 11/01/2030 |
$ | 10,250,000 | 10,015,275 | |||||
| Danske Bank |
||||||||
| 1.62% (1 Year CMT Index + 1.35%), 09/11/2026(1)(2) |
20,000,000 | 19,827,523 | ||||||
| 3.00% (3 Month LIBOR USD + 1.25%), 09/20/2022(1)(2) |
8,535,000 | 8,700,758 | ||||||
| 3.24% (3 Month LIBOR USD + 1.59%), 12/20/2025(1)(2) |
4,210,000 | 4,479,850 | ||||||
| 3.88%, 09/12/2023(2) |
2,003,000 | 2,156,393 | ||||||
| 5.00%, 01/12/2022(2) |
7,540,000 | 7,920,749 | ||||||
| 5.38%, 01/12/2024(2) |
9,455,000 | 10,633,491 | ||||||
| Deutsche Bank AG |
||||||||
| 0.02% (3 Month EURIBOR + 0.50%), 12/07/2020(1)(3) |
EUR | 4,600,000 | 5,393,270 | |||||
| 0.16% (3 Month EURIBOR + 0.65%), 09/10/2021(1)(3) |
2,800,000 | 3,274,561 | ||||||
| 0.32% (3 Month EURIBOR + 0.80%), 05/16/2022(1)(3) |
700,000 | 813,575 | ||||||
| 1.63%, 01/20/2027 |
4,000,000 | 4,688,431 | ||||||
| 1.75%, 01/17/2028 |
6,000,000 | 7,063,528 | ||||||
| 2.63%, 02/12/2026 |
15,100,000 | 18,586,503 | ||||||
| 4.25%, 10/14/2021 |
$ | 3,000,000 | 3,084,039 | |||||
| Deutsche Bank AG/New York NY |
||||||||
| 1.07% (3 Month LIBOR USD + 0.82%), 01/22/2021(1) |
21,400,000 | 21,399,719 | ||||||
| 1.47% (3 Month LIBOR USD + 1.19%), 11/16/2022(1) |
100,000 | 98,492 | ||||||
| 1.54% (3 Month LIBOR USD + 1.29%), 02/04/2021(1) |
31,460,000 | 31,494,472 | ||||||
| 2.22% (Secured Overnight Financing Rate + 2.16%), 09/18/2024(1) |
4,895,000 | 4,927,130 | ||||||
| 3.55% (Secured Overnight Financing Rate + 3.04%), 09/18/2031(1) |
4,790,000 | 4,813,368 | ||||||
| 3.95%, 02/27/2023 |
200,000 | 210,059 | ||||||
| 3.96% (Secured Overnight Financing Rate + 2.58%), 11/26/2025(1) |
15,420,000 | 16,387,132 | ||||||
| Digital Realty Trust LP |
||||||||
| 2.75%, 02/01/2023 |
1,445,000 | 1,511,344 | ||||||
| 4.75%, 10/01/2025 |
1,640,000 | 1,918,062 | ||||||
| Discover Bank |
||||||||
| 4.65%, 09/13/2028 |
2,640,000 | 3,105,419 | ||||||
| Discover Financial Services |
||||||||
| 3.75%, 03/04/2025 |
8,845,000 | 9,602,953 | ||||||
| 4.10%, 02/09/2027 |
2,625,000 | 2,909,741 |
| Doric Nimrod Air Finance Alpha Ltd. 2012-1 Class A Pass Through Trust |
||||||||
| 5.13%, 11/30/2022(2) |
2,468,092 | 2,204,387 | ||||||
| EPR Properties |
||||||||
| 4.75%, 12/15/2026 |
140,000 | 133,970 | ||||||
| 4.95%, 04/15/2028 |
414,000 | 399,737 | ||||||
| Equinix, Inc. |
||||||||
| 2.15%, 07/15/2030 |
5,445,000 | 5,512,141 | ||||||
| 2.88%, 02/01/2026 |
EUR | 200,000 | 238,741 | |||||
| 2.90%, 11/18/2026 |
$ | 2,700,000 | 2,911,274 | |||||
| 3.20%, 11/18/2029 |
8,645,000 | 9,524,160 | ||||||
| Equitable Holdings, Inc. |
||||||||
| 3.90%, 04/20/2023 |
6,474,000 | 6,956,367 | ||||||
| 4.35%, 04/20/2028 |
1,820,000 | 2,072,335 | ||||||
| 5.00%, 04/20/2048 |
30,000 | 35,390 | ||||||
| Erste Group Bank AG |
||||||||
| 8.88% (5 Year Swap Rate EUR + 9.02%), 10/15/2168(1)(3) |
EUR | 1,000,000 | 1,251,079 | |||||
| ESH Hospitality, Inc. |
||||||||
| 4.63%, 10/01/2027(2) |
$ | 223,000 | 218,823 | |||||
| Essex Portfolio LP |
||||||||
| 3.63%, 05/01/2027 |
2,785,000 | 3,109,427 | ||||||
| 3.88%, 05/01/2024 |
4,200,000 | 4,591,946 | ||||||
| Fairfax Financial Holdings Ltd. |
||||||||
| 4.63%, 04/29/2030(2) |
4,361,000 | 4,727,964 | ||||||
| 4.85%, 04/17/2028 |
138,000 | 151,151 | ||||||
| Farmers Exchange Capital II |
||||||||
| 6.15% (3 Month LIBOR USD + 3.74%), 11/01/2053(1)(2) |
280,000 | 342,936 | ||||||
| Farmers Exchange Capital III |
||||||||
| 5.45% (3 Month LIBOR USD + 3.45%), 10/15/2054(1)(2) |
4,000,000 | 4,832,239 | ||||||
| Farmers Insurance Exchange |
||||||||
| 4.75% (3 Month LIBOR USD + 3.23%), 11/01/2057(1)(2) |
3,000,000 | 3,052,191 | ||||||
| Fidelity & Guaranty Life Holdings, Inc. |
||||||||
| 5.50%, 05/01/2025(2) |
2,360,000 | 2,646,150 | ||||||
| Fidelity National Financial, Inc. |
||||||||
| 2.45%, 03/15/2031 |
7,270,000 | 7,204,294 | ||||||
| 3.40%, 06/15/2030 |
5,874,000 | 6,307,893 | ||||||
| 4.50%, 08/15/2028 |
15,455,000 | 17,934,632 | ||||||
| Fifth Third Bancorp |
||||||||
| 2.55%, 05/05/2027 |
8,760,000 | 9,427,572 | ||||||
| GE Capital Funding LLC |
||||||||
| 4.40%, 05/15/2030(2) |
22,270,000 | 23,938,023 | ||||||
| GE Capital International Funding Co. Unlimited Co. |
||||||||
| 3.37%, 11/15/2025 |
8,985,000 | 9,581,929 | ||||||
| 4.42%, 11/15/2035 |
40,925,000 | 43,251,236 | ||||||
| GE Capital UK Funding Unlimited Co. |
||||||||
| 4.13%, 09/13/2023 |
GBP | 200,000 | 274,121 | |||||
| Genworth Holdings, Inc. |
||||||||
| 7.20%, 02/15/2021 |
$ | 2,535,000 | 2,547,675 |
| Global Atlantic Finance Co. |
||||||||
| 4.40%, 10/15/2029(2) |
1,667,000 | 1,735,745 | ||||||
| Global Bank Corp. |
||||||||
| 5.25% (3 Month LIBOR USD + 3.30%), 04/16/2029(1) |
550,000 | 576,125 | ||||||
| Globe Life, Inc. |
||||||||
| 2.15%, 08/15/2030 |
5,700,000 | 5,729,641 | ||||||
| GLP Capital LP / GLP Financing II, Inc. |
||||||||
| 3.35%, 09/01/2024 |
3,795,000 | 3,849,306 | ||||||
| 4.00%, 01/15/2030 |
2,100,000 | 2,173,374 | ||||||
| 4.00%, 01/15/2031 |
565,000 | 588,182 | ||||||
| 5.25%, 06/01/2025 |
2,239,000 | 2,431,151 | ||||||
| 5.30%, 01/15/2029 |
5,325,000 | 5,930,293 | ||||||
| 5.38%, 04/15/2026 |
4,285,000 | 4,749,066 | ||||||
| 5.75%, 06/01/2028 |
4,034,000 | 4,605,577 | ||||||
| Goldman Sachs Group, Inc. |
||||||||
| 2.60%, 02/07/2030 |
360,000 | 379,864 | ||||||
| Goodman US Finance Three LLC |
||||||||
| 3.70%, 03/15/2028(2) |
463,000 | 506,378 | ||||||
| Growthpoint Properties International Pty Ltd. |
||||||||
| 5.87%, 05/02/2023(2) |
200,000 | 206,892 | ||||||
| Hanover Insurance Group, Inc. |
||||||||
| 2.50%, 09/01/2030 |
2,300,000 | 2,360,057 | ||||||
| Healthcare Realty Trust, Inc. |
||||||||
| 2.05%, 03/15/2031 |
7,195,000 | 7,098,525 | ||||||
| 3.63%, 01/15/2028 |
4,375,000 | 4,792,584 | ||||||
| 3.75%, 04/15/2023 |
3,356,000 | 3,601,991 | ||||||
| Healthcare Trust of America Holdings LP |
||||||||
| 2.00%, 03/15/2031 |
8,200,000 | 8,027,106 | ||||||
| Healthpeak Properties, Inc. |
||||||||
| 2.88%, 01/15/2031 |
5,865,000 | 6,208,623 | ||||||
| 3.00%, 01/15/2030 |
70,000 | 75,544 | ||||||
| 3.25%, 07/15/2026 |
610,000 | 680,816 | ||||||
| 3.40%, 02/01/2025 |
2,625,000 | 2,872,289 | ||||||
| 3.50%, 07/15/2029 |
685,000 | 762,448 | ||||||
| 4.00%, 06/01/2025 |
4,375,000 | 4,919,350 | ||||||
| 4.20%, 03/01/2024 |
1,175,000 | 1,293,497 | ||||||
| 4.25%, 11/15/2023 |
16,000 | 17,509 | ||||||
| Highwoods Realty LP |
||||||||
| 3.05%, 02/15/2030 |
200,000 | 206,655 | ||||||
| 4.13%, 03/15/2028 |
4,875,000 | 5,375,657 | ||||||
| 4.20%, 04/15/2029 |
1,148,000 | 1,288,184 | ||||||
| Host Hotels & Resorts LP |
||||||||
| 3.75%, 10/15/2023 |
2,175,000 | 2,243,742 | ||||||
| 4.50%, 02/01/2026 |
1,600,000 | 1,693,846 | ||||||
| Howard Hughes Corp. |
||||||||
| 5.38%, 03/15/2025(2) |
1,777,000 | 1,805,610 |
| HSBC Holdings Plc |
||||||||
| 1.27% (3 Month LIBOR USD + 1.00%), 05/18/2024(1) |
400,000 | 398,482 | ||||||
| 2.01% (Secured Overnight Financing Rate + 1.73%), 09/22/2028(1) |
12,965,000 | 12,826,356 | ||||||
| 2.10% (Secured Overnight Financing Rate + 1.93%), 06/04/2026(1) |
12,870,000 | 13,021,210 | ||||||
| 2.36% (Secured Overnight Financing Rate + 1.95%), 08/18/2031(1) |
3,805,000 | 3,765,960 | ||||||
| 2.85% (Secured Overnight Financing Rate + 2.39%), 06/04/2031(1) |
34,320,000 | 35,510,300 | ||||||
| 3.00% (1 Year Swap Rate GBP + 1.77%), 05/29/2030(1) |
GBP | 2,400,000 | 3,299,156 | |||||
| 3.26% (3 Month LIBOR USD + 1.06%), 03/13/2023(1) |
$ | 1,585,000 | 1,638,864 | |||||
| 3.95% (3 Month LIBOR USD + 0.99%), 05/18/2024(1) |
7,615,000 | 8,159,032 | ||||||
| 3.97% (3 Month LIBOR USD + 1.61%), 05/22/2030(1) |
13,200,000 | 14,768,556 | ||||||
| 4.29% (3 Month LIBOR USD + 1.35%), 09/12/2026(1) |
10,000,000 | 11,135,278 | ||||||
| 4.58% (3 Month LIBOR USD + 1.53%), 06/19/2029(1) |
3,200,000 | 3,678,099 | ||||||
| 4.95%, 03/31/2030 |
9,500,000 | 11,433,612 | ||||||
| 5.88% (5 Year Swap Rate GBP + 4.28%), 03/28/2169(1) |
GBP | 6,400,000 | 8,324,041 | |||||
| 6.00% (5 Year Swap Rate EUR + 5.34%), 03/29/2169(1) |
EUR | 600,000 | 740,495 | |||||
| 6.50% (5 Year 1100 Run ICE Swap Rate USD + 3.61%), 09/23/2169(1) |
$ | 3,420,000 | 3,631,595 | |||||
| 6.88% (5 Year 1100 Run ICE Swap Rate USD + 5.51%), 12/01/2168(1) |
200,000 | 204,000 | ||||||
| Hudson Pacific Properties LP |
||||||||
| 3.95%, 11/01/2027 |
2,399,000 | 2,579,407 | ||||||
| Hunt Companies, Inc. |
||||||||
| 6.25%, 02/15/2026(2) |
82,000 | 78,720 | ||||||
| Icahn Enterprises LP / Icahn Enterprises Finance Corp. |
||||||||
| 5.25%, 05/15/2027 |
1,870,000 | 1,948,166 | ||||||
| ICICI Bank Ltd./Hong Kong |
||||||||
| 5.75%, 11/16/2020(2) |
200,000 | 200,822 | ||||||
| 5.75%, 11/16/2020 |
200,000 | 200,822 | ||||||
| Industrial & Commercial Bank of China Ltd. |
||||||||
| 0.98% (3 Month LIBOR USD + 0.75%), 12/21/2021(1) |
3,500,000 | 3,495,288 | ||||||
| 0.99% (3 Month LIBOR USD + 0.75%), 11/08/2020(1) |
25,826,000 | 25,830,667 | ||||||
| ING Bank NV |
||||||||
| 5.80%, 09/25/2023(2) |
1,026,000 | 1,151,839 | ||||||
| ING Groep NV |
||||||||
| 6.88% (5 Year Swap Rate USD + 5.12%), 04/16/2169(1) |
300,000 | 312,375 | ||||||
| Intercontinental Exchange, Inc. |
||||||||
| 1.85%, 09/15/2032 |
15,265,000 | 15,185,027 | ||||||
| 2.65%, 09/15/2040 |
7,600,000 | 7,561,514 | ||||||
| 3.00%, 09/15/2060 |
9,700,000 | 9,804,566 | ||||||
| International Lease Finance Corp. |
||||||||
| 8.63%, 01/15/2022 |
1,056,000 | 1,135,387 | ||||||
| Intesa Sanpaolo SpA |
||||||||
| 7.00% (5 Year Swap Rate EUR + 6.88%), 07/19/2169(1) |
EUR | 5,570,000 | 6,595,852 | |||||
| Itau Unibanco Holding SA |
||||||||
| 2.90%, 01/24/2023(2) |
$ | 5,500,000 | 5,562,590 | |||||
| 3.25%, 01/24/2025(2) |
3,800,000 | 3,864,600 | ||||||
| Jefferies Group LLC |
||||||||
| 6.25%, 01/15/2036 |
1,430,000 | 1,769,802 | ||||||
| 6.45%, 06/08/2027 |
3,660,000 | 4,459,933 |
| Jefferies Group LLC / Jefferies Group Capital Finance, Inc. |
||||||||
| 4.15%, 01/23/2030 |
7,180,000 | 8,084,577 | ||||||
| 4.85%, 01/15/2027 |
1,500,000 | 1,703,640 | ||||||
| Jones Lang LaSalle, Inc. |
||||||||
| 4.40%, 11/15/2022 |
1,270,000 | 1,343,039 | ||||||
| JPMorgan Chase & Co. |
||||||||
| 2.18% (Secured Overnight Financing Rate + 1.89%), 06/01/2028(1) |
7,115,000 | 7,420,356 | ||||||
| 2.52% (Secured Overnight Financing Rate + 2.04%), 04/22/2031(1) |
13,005,000 | 13,842,430 | ||||||
| 2.74% (Secured Overnight Financing Rate + 1.51%), 10/15/2030(1) |
4,350,000 | 4,683,030 | ||||||
| 2.95%, 10/01/2026 |
2,340,000 | 2,574,450 | ||||||
| 2.96% (Secured Overnight Financing Rate + 2.52%), 05/13/2031(1) |
13,240,000 | 14,152,365 | ||||||
| 3.11% (Secured Overnight Financing Rate + 2.44%), 04/22/2051(1) |
8,590,000 | 9,090,523 | ||||||
| 3.20%, 06/15/2026 |
6,585,000 | 7,302,119 | ||||||
| 4.49% (Secured Overnight Financing Rate + 3.79%), 03/24/2031(1) |
13,825,000 | 16,846,270 | ||||||
| Kennedy-Wilson, Inc. |
||||||||
| 5.88%, 04/01/2024 |
224,000 | 222,880 | ||||||
| Kilroy Realty LP |
||||||||
| 2.50%, 11/15/2032 |
3,600,000 | 3,502,328 | ||||||
| 3.05%, 02/15/2030 |
200,000 | 209,258 | ||||||
| 3.45%, 12/15/2024 |
1,845,000 | 1,946,525 | ||||||
| 4.38%, 10/01/2025 |
2,345,000 | 2,588,477 | ||||||
| KKR Group Finance Co. VIII LLC |
||||||||
| 3.50%, 08/25/2050(2) |
6,500,000 | 6,608,222 | ||||||
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. |
||||||||
| 4.25%, 02/01/2027(2) |
6,245,000 | 5,401,925 | ||||||
| 5.25%, 10/01/2025(2) |
4,265,000 | 3,950,456 | ||||||
| 5.88%, 08/01/2021(2) |
1,025,000 | 1,023,719 | ||||||
| LeasePlan Corp. NV |
||||||||
| 2.88%, 10/24/2024(2) |
300,000 | 309,549 | ||||||
| Life Storage LP |
||||||||
| 2.20%, 10/15/2030 |
1,200,000 | 1,197,830 | ||||||
| Lloyds Banking Group Plc |
||||||||
| 2.91% (3 Month LIBOR USD + 0.81%), 11/07/2023(1) |
12,390,000 | 12,877,377 | ||||||
| 3.50% (1 Year Swap Rate EUR + 3.75%), 04/01/2026(1)(3) |
EUR | 35,567,000 | 46,824,732 | |||||
| 3.57% (3 Month LIBOR USD + 1.21%), 11/07/2028(1) |
$ | 420,000 | 459,906 | |||||
| 3.87% (1 Year CMT Index + 3.50%), 07/09/2025(1) |
1,675,000 | 1,823,905 | ||||||
| 4.38%, 03/22/2028 |
400,000 | 463,776 | ||||||
| 4.45%, 05/08/2025 |
3,665,000 | 4,144,638 | ||||||
| 4.55%, 08/16/2028 |
1,600,000 | 1,885,035 | ||||||
| 4.95% (CMS 5 Year Rate EUR + 5.29%), 06/27/2169(1)(3) |
EUR | 7,781,000 | 9,008,798 | |||||
| 7.50% (5 Year Swap Rate USD + 4.50%), 12/27/2168(1) |
$ | 3,100,000 | 3,301,500 | |||||
| 7.50% (5 Year Swap Rate USD + 4.76%), 06/27/2169(1) |
3,330,000 | 3,492,338 | ||||||
| 7.63% (5 Year Swap Rate GBP + 5.01%), 06/27/2169(1) |
GBP | 1,900,000 | 2,543,161 | |||||
| 7.88% (5 Year Swap Rate GBP + 4.83%), 06/27/2169(1) |
900,000 | 1,333,875 | ||||||
| Logicor Financing SARL |
||||||||
| 3.25%, 11/13/2028 |
EUR | 265,000 | 352,058 | |||||
| Marsh & McLennan Companies, Inc. |
||||||||
| 2.25%, 11/15/2030 |
$ | 1,965,000 | 2,055,441 |
| Massachusetts Mutual Life Insurance Co. |
||||||||
| 3.38%, 04/15/2050(2) |
5,745,000 | 5,851,024 | ||||||
| MGIC Investment Corp. |
||||||||
| 5.25%, 08/15/2028 |
875,000 | 905,363 | ||||||
| MGM Growth Properties Operating Partnership LP / MGP Finance Co.-Issuer, Inc. |
||||||||
| 5.63%, 05/01/2024 |
1,079,000 | 1,144,042 | ||||||
| Mid-America Apartments LP |
||||||||
| 3.95%, 03/15/2029 |
700,000 | 810,018 | ||||||
| Mitsubishi UFJ Financial Group, Inc. |
||||||||
| 2.05%, 07/17/2030 |
18,600,000 | 18,780,609 | ||||||
| Mitsubishi UFJ Lease & Finance Co. Ltd. |
||||||||
| 2.65%, 09/19/2022(2) |
600,000 | 617,546 | ||||||
| 3.41%, 02/28/2022(2) |
200,000 | 206,232 | ||||||
| 3.96%, 09/19/2023(2) |
300,000 | 323,853 | ||||||
| Mizuho Financial Group, Inc. |
||||||||
| 2.20% (3 Month LIBOR USD + 1.51%), 07/10/2031(1) |
24,000,000 | 24,257,391 | ||||||
| Morgan Stanley |
||||||||
| 2.70% (Secured Overnight Financing Rate + 1.14%), 01/22/2031(1) |
10,000,000 | 10,676,000 | ||||||
| 3.13%, 07/27/2026 |
2,030,000 | 2,240,971 | ||||||
| 3.95%, 04/23/2027 |
10,130,000 | 11,444,001 | ||||||
| 4.00%, 07/23/2025 |
8,000,000 | 9,026,831 | ||||||
| 4.35%, 09/08/2026 |
8,350,000 | 9,651,353 | ||||||
| 5.00%, 11/24/2025 |
10,320,000 | 12,104,998 | ||||||
| 7.50%, 04/02/2032(4)(14) |
14,800,000 | 13,184,385 | ||||||
| National Retail Properties, Inc. |
||||||||
| 2.50%, 04/15/2030 |
200,000 | 199,433 | ||||||
| Nationwide Building Society |
||||||||
| 3.62% (3 Month LIBOR USD + 1.18%), 04/26/2023(1)(2) |
4,250,000 | 4,415,547 | ||||||
| 3.77% (3 Month LIBOR USD + 1.06%), 03/08/2024(1)(2) |
6,600,000 | 7,013,121 | ||||||
| 3.96% (3 Month LIBOR USD + 1.86%), 07/18/2030(1)(2) |
5,650,000 | 6,375,656 | ||||||
| 4.30% (3 Month LIBOR USD + 1.45%), 03/08/2029(1)(2) |
8,600,000 | 9,710,129 | ||||||
| 4.36% (3 Month LIBOR USD + 1.39%), 08/01/2024(1)(2) |
4,600,000 | 4,987,016 | ||||||
| Nationwide Mutual Insurance Co. |
||||||||
| 2.54% (3 Month LIBOR USD + 2.29%), 12/15/2024(1)(2) |
1,790,000 | 1,789,993 | ||||||
| Natwest Group Plc |
||||||||
| 0.75% (3 Month EURIBOR + 1.08%), 11/15/2025(1)(3) |
EUR | 4,000,000 | 4,657,846 | |||||
| 1.75% (3 Month EURIBOR + 1.08%), 03/02/2026(1) |
23,579,000 | 28,561,305 | ||||||
| 1.75% (3 Month LIBOR USD + 1.47%), 05/15/2023(1) |
$ | 3,217,000 | 3,230,808 | |||||
| 1.78% (3 Month LIBOR USD + 1.55%), 06/25/2024(1) |
5,845,000 | 5,871,904 | ||||||
| 2.00% (3 Month EURIBOR + 2.04%), 03/08/2023(1)(3) |
EUR | 1,100,000 | 1,317,697 | |||||
| 2.00% (3 Month EURIBOR + 1.74%), 03/04/2025(1) |
400,000 | 487,214 | ||||||
| 2.50%, 03/22/2023 |
3,600,000 | 4,430,907 | ||||||
| 3.50% (3 Month LIBOR USD + 1.48%), 05/15/2023(1) |
$ | 855,000 | 885,470 | |||||
| 3.88%, 09/12/2023 |
10,543,000 | 11,322,760 | ||||||
| 4.27% (3 Month LIBOR USD + 1.76%), 03/22/2025(1) |
16,200,000 | 17,607,643 | ||||||
| 4.45% (3 Month LIBOR USD + 1.87%), 05/08/2030(1) |
4,390,000 | 5,077,231 |
| 4.52% (3 Month LIBOR USD + 1.55%), 06/25/2024(1) |
1,600,000 | 1,724,404 | ||||||
| 4.80%, 04/05/2026 |
200,000 | 231,164 | ||||||
| 4.89% (3 Month LIBOR USD + 1.75%), 05/18/2029(1) |
2,900,000 | 3,371,373 | ||||||
| 5.08% (3 Month LIBOR USD + 1.91%), 01/27/2030(1) |
6,600,000 | 7,865,755 | ||||||
| 5.13%, 05/28/2024 |
3,650,000 | 4,006,844 | ||||||
| 6.00% (5 Year CMT Index + 5.63%), 09/30/2169(1) |
8,300,000 | 8,445,250 | ||||||
| 8.00% (5 Year Swap Rate USD + 5.72%), 09/30/2169(1) |
7,151,000 | 7,937,610 | ||||||
| 8.63% (5 Year Swap Rate USD + 7.60%), 09/30/2169(1) |
3,500,000 | 3,587,500 | ||||||
| NatWest Markets Plc |
||||||||
| 0.63%, 03/02/2022 |
EUR | 4,750,000 | 5,594,577 | |||||
| 3.63%, 09/29/2022(2) |
$ | 12,800,000 | 13,434,755 | |||||
| Navient Corp. |
||||||||
| 5.00%, 10/26/2020 |
300,000 | 300,000 | ||||||
| 5.00%, 03/15/2027 |
1,997,000 | 1,875,243 | ||||||
| 5.50%, 01/25/2023 |
3,000,000 | 3,027,480 | ||||||
| 5.88%, 03/25/2021 |
9,693,000 | 9,753,581 | ||||||
| 5.88%, 10/25/2024 |
30,000 | 29,831 | ||||||
| 6.13%, 03/25/2024 |
14,000 | 14,140 | ||||||
| 6.50%, 06/15/2022 |
3,941,000 | 4,019,820 | ||||||
| 6.63%, 07/26/2021 |
2,969,000 | 3,013,535 | ||||||
| 6.75%, 06/15/2026 |
5,089,000 | 5,089,000 | ||||||
| 7.25%, 01/25/2022 |
15,500,000 | 15,921,135 | ||||||
| 7.25%, 09/25/2023 |
221,000 | 228,735 | ||||||
| New York Life Global Funding |
||||||||
| 1.70%, 09/14/2021(2) |
6,775,000 | 6,869,636 | ||||||
| 2.35%, 07/14/2026(2) |
1,000,000 | 1,076,999 | ||||||
| New York Life Insurance Co. |
||||||||
| 3.75%, 05/15/2050(2) |
11,846,000 | 13,324,168 | ||||||
| Newmark Group, Inc. |
||||||||
| 6.13%, 11/15/2023 |
602,000 | 625,988 | ||||||
| Nomura Holdings, Inc. |
||||||||
| 1.85%, 07/16/2025 |
16,000,000 | 16,288,851 | ||||||
| 2.68%, 07/16/2030 |
16,300,000 | 16,776,743 | ||||||
| Old Republic International Corp. |
||||||||
| 3.88%, 08/26/2026 |
5,155,000 | 5,859,080 | ||||||
| 4.88%, 10/01/2024 |
335,000 | 380,213 | ||||||
| Omega Healthcare Investors, Inc. |
||||||||
| 4.50%, 01/15/2025 |
5,050,000 | 5,361,850 | ||||||
| OneAmerica Financial Partners, Inc. |
||||||||
| 4.25%, 10/15/2050(2) |
1,000,000 | 1,012,155 | ||||||
| OneMain Finance Corp. |
||||||||
| 5.63%, 03/15/2023 |
3,658,000 | 3,795,193 | ||||||
| 6.13%, 05/15/2022 |
3,548,000 | 3,681,050 | ||||||
| 6.13%, 03/15/2024 |
2,400,000 | 2,514,000 | ||||||
| 6.88%, 03/15/2025 |
363,000 | 402,812 | ||||||
| 7.75%, 10/01/2021 |
5,960,000 | 6,233,713 | ||||||
| Pacific LifeCorp |
||||||||
| 3.35%, 09/15/2050(2) |
2,500,000 | 2,505,468 |
| Park Aerospace Holdings Ltd. |
||||||||
| 3.63%, 03/15/2021(2) |
451,000 | 449,050 | ||||||
| 4.50%, 03/15/2023(2) |
9,484,000 | 9,408,479 | ||||||
| 5.25%, 08/15/2022(2) |
6,248,000 | 6,272,843 | ||||||
| 5.50%, 02/15/2024(2) |
4,459,000 | 4,486,869 | ||||||
| Physicians Realty LP |
||||||||
| 3.95%, 01/15/2028 |
177,000 | 184,310 | ||||||
| Prologis LP |
||||||||
| 1.25%, 10/15/2030 |
1,985,000 | 1,935,752 | ||||||
| 3.75%, 11/01/2025 |
1,325,000 | 1,511,654 | ||||||
| QNB Finance Ltd. |
||||||||
| 1.70% (3 Month LIBOR USD + 1.45%), 08/11/2021(1) |
3,400,000 | 3,408,464 | ||||||
| 1.84% (3 Month LIBOR USD + 1.57%), 07/18/2021(1) |
2,400,000 | 2,407,056 | ||||||
| 2.63%, 05/12/2025 |
2,450,000 | 2,531,487 | ||||||
| 2.75%, 02/12/2027 |
4,950,000 | 5,160,323 | ||||||
| Quicken Loans LLC |
||||||||
| 5.25%, 01/15/2028(2) |
3,595,000 | 3,787,908 | ||||||
| Quicken Loans LLC / Quicken Loans Co.-Issuer, Inc. |
||||||||
| 3.63%, 03/01/2029(2) |
1,825,000 | 1,809,031 | ||||||
| 3.88%, 03/01/2031(2) |
1,830,000 | 1,807,125 | ||||||
| Raymond James Financial, Inc. |
||||||||
| 4.95%, 07/15/2046 |
4,420,000 | 5,704,712 | ||||||
| 5.63%, 04/01/2024 |
1,617,000 | 1,865,615 | ||||||
| Realty Income Corp. |
||||||||
| 3.25%, 06/15/2029 |
300,000 | 331,595 | ||||||
| Regency Centers LP |
||||||||
| 2.95%, 09/15/2029 |
200,000 | 207,066 | ||||||
| 3.60%, 02/01/2027 |
4,271,000 | 4,619,632 | ||||||
| 3.70%, 06/15/2030 |
4,801,000 | 5,266,534 | ||||||
| 4.13%, 03/15/2028 |
970,000 | 1,084,485 | ||||||
| Retail Opportunity Investments Partnership LP |
||||||||
| 4.00%, 12/15/2024 |
895,000 | 895,994 | ||||||
| Sabra Health Care LP |
||||||||
| 3.90%, 10/15/2029 |
200,000 | 194,707 | ||||||
| Santander Holdings USA, Inc. |
||||||||
| 3.24%, 10/05/2026 |
6,342,000 | 6,784,735 | ||||||
| 3.40%, 01/18/2023 |
184,000 | 192,630 | ||||||
| 3.50%, 06/07/2024 |
50,000 | 53,622 | ||||||
| 4.40%, 07/13/2027 |
153,000 | 168,445 | ||||||
| Santander UK Group Holdings Plc |
||||||||
| 0.30% (3 Month EURIBOR + 0.78%), 05/18/2023(1)(3) |
EUR | 200,000 | 232,888 | |||||
| 0.36% (3 Month EURIBOR + 0.85%), 03/27/2024(1)(3) |
1,200,000 | 1,390,563 | ||||||
| 1.13%, 09/08/2023 |
400,000 | 476,706 | ||||||
| 1.53% (1 Year CMT Index + 1.25%), 08/21/2026(1) |
$ | 6,315,000 | 6,211,707 | |||||
| 2.88%, 10/16/2020 |
2,800,000 | 2,802,690 | ||||||
| 2.92% (1 Year Swap Rate GBP + 1.38%), 05/08/2026(1) |
GBP | 520,000 | 708,124 |
| 3.37% (3 Month LIBOR USD + 1.08%), 01/05/2024(1) |
$ | 1,000,000 | 1,045,061 | |||||
| 3.57%, 01/10/2023 |
6,395,000 | 6,597,146 | ||||||
| 3.82% (3 Month LIBOR USD + 1.40%), 11/03/2028(1) |
4,990,000 | 5,534,997 | ||||||
| 4.75%, 09/15/2025(2) |
1,025,000 | 1,120,883 | ||||||
| 4.80% (3 Month LIBOR USD + 1.57%), 11/15/2024(1) |
18,285,000 | 20,141,546 | ||||||
| 6.75% (5 Year Swap Rate GBP + 5.79%), 06/24/2169(1) |
GBP | 5,800,000 | 7,863,994 | |||||
| 7.38% (5 Year Swap Rate GBP + 5.54%), 09/24/2169(1) |
5,647,000 | 7,566,324 | ||||||
| SBA Tower Trust |
||||||||
| 2.33%, 01/15/2028(2) |
$ | 1,555,000 | 1,578,362 | |||||
| 2.84%, 01/15/2025(2) |
3,250,000 | 3,477,590 | ||||||
| 3.17%, 04/11/2022(2) |
2,825,000 | 2,859,155 | ||||||
| 3.45%, 03/15/2023(2) |
600,000 | 632,609 | ||||||
| 3.72%, 04/11/2023(2) |
3,515,000 | 3,635,288 | ||||||
| 3.87%, 10/08/2024(2) |
10,376,000 | 10,922,729 | ||||||
| Sberbank of Russia Via SB Capital SA |
||||||||
| 5.13%, 10/29/2022 |
1,300,000 | 1,363,346 | ||||||
| 5.72%, 06/16/2021 |
3,720,000 | 3,834,219 | ||||||
| Shimao Group Holdings Ltd. |
||||||||
| 4.75%, 07/03/2022 |
8,900,000 | 9,124,504 | ||||||
| Shinhan Bank Co. Ltd. |
||||||||
| 3.88%, 03/24/2026 |
1,385,000 | 1,525,214 | ||||||
| Simon Property Group LP |
||||||||
| 2.65%, 07/15/2030 |
7,550,000 | 7,585,749 | ||||||
| 3.30%, 01/15/2026 |
1,515,000 | 1,640,914 | ||||||
| 3.50%, 09/01/2025 |
3,535,000 | 3,874,167 | ||||||
| 3.80%, 07/15/2050 |
2,570,000 | 2,597,525 | ||||||
| Sirius International Group Ltd. |
||||||||
| 4.60%, 11/01/2026(2) |
2,520,000 | 2,426,760 | ||||||
| SITE Centers Corp. |
||||||||
| 3.63%, 02/01/2025 |
1,914,000 | 1,955,426 | ||||||
| 4.25%, 02/01/2026 |
2,500,000 | 2,676,156 | ||||||
| 4.70%, 06/01/2027 |
8,000,000 | 8,436,365 | ||||||
| SL Green Operating Partnership LP |
||||||||
| 3.25%, 10/15/2022 |
6,000,000 | 6,122,140 | ||||||
| SL Green Realty Corp. |
||||||||
| 4.50%, 12/01/2022 |
850,000 | 886,445 | ||||||
| Societe Generale SA |
||||||||
| 4.25%, 04/14/2025(2) |
2,340,000 | 2,495,388 | ||||||
| 4.75%, 11/24/2025(2) |
9,285,000 | 10,184,240 | ||||||
| 6.75% (5 Year Swap Rate USD + 3.93%), 10/06/2169(1)(2) |
400,000 | 418,500 | ||||||
| 6.75% (5 Year Swap Rate EUR + 5.54%), 10/07/2169(1) |
EUR | 300,000 | 355,692 | |||||
| 7.38% (5 Year Swap Rate USD + 6.24%), 03/13/2169(1)(2) |
$ | 2,100,000 | 2,152,500 | |||||
| 7.38% (5 Year Swap Rate USD + 4.30%), 04/04/2169(1)(2) |
3,700,000 | 3,806,375 | ||||||
| Spirit Realty LP |
||||||||
| 3.40%, 01/15/2030 |
200,000 | 198,720 |
| Standard Chartered Plc |
||||||||
| 1.42% (3 Month LIBOR USD + 1.15%), 01/20/2023(1)(2) |
6,475,000 | 6,498,924 | ||||||
| 1.45% (3 Month LIBOR USD + 1.20%), 09/10/2022(1)(2) |
3,900,000 | 3,912,833 | ||||||
| 4.25% (3 Month LIBOR USD + 1.15%), 01/20/2023(1)(2) |
1,730,000 | 1,794,777 | ||||||
| 4.64% (5 Year CMT Index + 3.85%), 04/01/2031(1)(2) |
15,280,000 | 17,577,237 | ||||||
| Starwood Property Trust, Inc. |
||||||||
| 4.75%, 03/15/2025 |
133,000 | 127,348 | ||||||
| Stichting AK Rabobank Certificaten |
||||||||
| 6.50%, 03/29/2169(5) |
EUR | 3,690,000 | 5,146,243 | |||||
| STORE Capital Corp. |
||||||||
| 4.50%, 03/15/2028 |
$ | 128,000 | 137,095 | |||||
| 4.63%, 03/15/2029 |
200,000 | 214,340 | ||||||
| Synchrony Financial |
||||||||
| 2.85%, 07/25/2022 |
3,720,000 | 3,831,593 | ||||||
| 4.25%, 08/15/2024 |
955,000 | 1,037,585 | ||||||
| 4.38%, 03/19/2024 |
2,923,000 | 3,162,933 | ||||||
| 4.50%, 07/23/2025 |
2,778,000 | 3,066,017 | ||||||
| Teachers Insurance & Annuity Association of America |
||||||||
| 3.30%, 05/15/2050(2) |
7,205,000 | 7,418,115 | ||||||
| 4.27%, 05/15/2047(2) |
515,000 | 601,979 | ||||||
| 4.38% (3 Month LIBOR USD + 2.66%), 09/15/2054(1)(2) |
4,500,000 | 4,769,654 | ||||||
| 4.90%, 09/15/2044(2) |
1,505,000 | 1,895,349 | ||||||
| TP ICAP Plc |
||||||||
| 5.25%, 01/26/2024 |
GBP | 100,000 | 138,391 | |||||
| Travelers Companies, Inc. |
||||||||
| 2.55%, 04/27/2050 |
$ | 850,000 | 831,968 | |||||
| UBS AG |
||||||||
| 4.75% (5 Year Swap Rate EUR + 3.40%), 02/12/2026(1) |
EUR | 5,400,000 | 6,402,456 | |||||
| 5.13%, 05/15/2024 |
$ | 200,000 | 220,000 | |||||
| UBS Group AG |
||||||||
| 5.75% (5 Year Swap Rate EUR + 5.29%), 02/19/2169(1) |
EUR | 600,000 | 731,609 | |||||
| 6.88% (5 Year Swap Rate USD + 5.50%), 03/22/2169(1) |
$ | 300,000 | 303,817 | |||||
| 7.00% (5 Year Swap Rate USD + 4.87%), 02/19/2169(1) |
200,000 | 222,250 | ||||||
| 7.13% (5 Year Swap Rate USD + 5.88%), 08/10/2169(1) |
300,000 | 307,500 | ||||||
| UDR, Inc. |
||||||||
| 2.10%, 08/01/2032 |
1,300,000 | 1,291,704 | ||||||
| UniCredit SpA |
||||||||
| 6.75% (5 Year Swap Rate EUR + 6.10%), 03/10/2169(1) |
EUR | 4,200,000 | 4,928,170 | |||||
| 7.83%, 12/04/2023(2) |
$ | 13,400,000 | 15,688,404 | |||||
| Unique Pub Finance Co. Plc |
||||||||
| 5.66%, 06/30/2027 |
GBP | 3,156,584 | 4,182,472 | |||||
| 7.40%, 03/28/2024 |
3,107,000 | 4,169,465 | ||||||
| Ventas Realty LP |
||||||||
| 3.00%, 01/15/2030 |
$ | 1,765,000 | 1,798,476 | |||||
| 3.25%, 10/15/2026 |
7,052,000 | 7,484,356 | ||||||
| 3.85%, 04/01/2027 |
1,485,000 | 1,617,386 | ||||||
| 4.40%, 01/15/2029 |
3,000,000 | 3,406,245 |
| VEREIT Operating Partnership LP |
||||||||
| 3.40%, 01/15/2028 |
2,855,000 | 2,973,464 | ||||||
| 3.95%, 08/15/2027 |
4,155,000 | 4,423,125 | ||||||
| 4.60%, 02/06/2024 |
6,215,000 | 6,666,536 | ||||||
| 4.63%, 11/01/2025 |
14,740,000 | 16,282,894 | ||||||
| 4.88%, 06/01/2026 |
4,800,000 | 5,350,909 | ||||||
| VIVAT NV |
||||||||
| 2.38%, 05/17/2024 |
EUR | 500,000 | 600,574 | |||||
| Voyager Aviation Holdings LLC / Voyager Finance Co. |
||||||||
| 8.50%, 08/15/2021(2) |
$ | 186,000 | 92,535 | |||||
| WEA Finance LLC |
||||||||
| 3.15%, 04/05/2022(2) |
3,000,000 | 3,048,108 | ||||||
| Weingarten Realty Investors |
||||||||
| 3.25%, 08/15/2026 |
1,665,000 | 1,723,992 | ||||||
| Wells Fargo & Co. |
||||||||
| 1.65% (Secured Overnight Financing Rate + 1.60%), 06/02/2024(1) |
7,275,000 | 7,408,721 | ||||||
| 2.19% (Secured Overnight Financing Rate + 2.00%), 04/30/2026(1) |
3,600,000 | 3,738,829 | ||||||
| 2.39% (Secured Overnight Financing Rate + 2.10%), 06/02/2028(1) |
10,650,000 | 11,106,675 | ||||||
| 2.88% (3 Month LIBOR USD + 1.17%), 10/30/2030(1) |
30,992,000 | 33,056,408 | ||||||
| 3.07% (Secured Overnight Financing Rate + 2.53%), 04/30/2041(1) |
19,485,000 | 20,216,605 | ||||||
| 3.20% (3 Month LIBOR USD + 1.17%), 06/17/2027(1) |
7,000,000 | 7,598,159 | ||||||
| 3.58% (3 Month LIBOR USD + 1.31%), 05/22/2028(1) |
9,455,000 | 10,579,129 | ||||||
| 3.75%, 01/24/2024 |
2,905,000 | 3,155,887 | ||||||
| 4.30%, 07/22/2027 |
3,980,000 | 4,550,945 | ||||||
| Welltower, Inc. |
||||||||
| 3.95%, 09/01/2023 |
13,500,000 | 14,608,537 | ||||||
| 4.00%, 06/01/2025 |
4,690,000 | 5,241,850 | ||||||
| 4.25%, 04/15/2028 |
111,000 | 125,640 | ||||||
| 4.50%, 01/15/2024 |
650,000 | 715,330 | ||||||
| Weyerhaeuser Co. |
||||||||
| 4.00%, 04/15/2030 |
9,630,000 | 11,315,390 | ||||||
| Willis North America, Inc. |
||||||||
| 3.60%, 05/15/2024 |
9,380,000 | 10,240,590 | ||||||
| WPC Eurobond BV |
||||||||
| 1.35%, 04/15/2028 |
EUR | 3,425,000 | 4,058,424 | |||||
| 2.13%, 04/15/2027 |
400,000 | 497,147 | ||||||
| 2.25%, 04/09/2026 |
1,300,000 | 1,630,701 | ||||||
|
|
|
|||||||
| Total Financials |
|
2,716,230,104 | ||||||
|
|
|
|||||||
| Government – 0.15% |
||||||||
| European Investment Bank |
||||||||
| 0.25%, 09/15/2023 |
$ | 30,865,000 | 30,850,622 | |||||
|
|
|
|||||||
| Total Government |
|
30,850,622 | ||||||
|
|
|
|||||||
| Industrials – 2.19% |
||||||||
| Amcor Finance USA, Inc. |
||||||||
| 3.63%, 04/28/2026 |
2,990,000 | 3,330,001 | ||||||
| 4.50%, 05/15/2028 |
4,100,000 | 4,803,368 | ||||||
| Ardagh Packaging Finance Plc / Ardagh Holdings USA, Inc. |
||||||||
| 5.25%, 04/30/2025(2) |
2,410,000 | 2,518,450 | ||||||
| Arrow Electronics, Inc. |
||||||||
| 3.50%, 04/01/2022 |
480,000 | 496,274 | ||||||
| 4.00%, 04/01/2025 |
3,622,000 | 3,938,885 | ||||||
| 4.50%, 03/01/2023 |
380,000 | 405,947 | ||||||
| Associated Materials LLC / AMH New Finance, Inc. |
||||||||
| 9.00%, 09/01/2025(2) |
540,000 | 564,300 | ||||||
| Aviation Capital Group LLC |
||||||||
| 2.88%, 01/20/2022(2) |
8,869,000 | 8,801,378 | ||||||
| 3.88%, 05/01/2023(2) |
100,000 | 98,957 | ||||||
| 4.13%, 08/01/2025(2) |
168,000 | 160,914 | ||||||
| 4.88%, 10/01/2025(2) |
3,007,000 | 2,959,233 | ||||||
| 5.50%, 12/15/2024(2) |
3,900,000 | 4,023,071 | ||||||
| Avnet, Inc. |
||||||||
| 3.75%, 12/01/2021 |
2,210,000 | 2,273,340 | ||||||
| 4.63%, 04/15/2026 |
10,485,000 | 11,724,793 | ||||||
| 4.88%, 12/01/2022 |
5,855,000 | 6,273,133 | ||||||
| BAE Systems Plc |
||||||||
| 3.40%, 04/15/2030(2) |
8,145,000 | 9,114,263 | ||||||
| Ball Corp. |
||||||||
| 4.00%, 11/15/2023 |
750,000 | 796,125 | ||||||
| Boeing Co. |
||||||||
| 2.25%, 06/15/2026 |
2,170,000 | 2,111,643 | ||||||
| 2.95%, 02/01/2030 |
2,790,000 | 2,698,093 | ||||||
| 3.10%, 05/01/2026 |
370,000 | 368,996 | ||||||
| 3.20%, 03/01/2029 |
1,855,000 | 1,825,786 | ||||||
| 3.25%, 02/01/2035 |
1,109,000 | 1,041,461 | ||||||
| 3.38%, 06/15/2046 |
4,940,000 | 4,225,028 | ||||||
| 3.50%, 03/01/2039 |
735,000 | 666,763 | ||||||
| 3.55%, 03/01/2038 |
375,000 | 341,052 | ||||||
| 3.63%, 03/01/2048 |
1,941,000 | 1,702,166 | ||||||
| 3.65%, 03/01/2047 |
1,140,000 | 1,004,470 | ||||||
| 3.75%, 02/01/2050 |
6,354,000 | 5,813,613 | ||||||
| 3.83%, 03/01/2059 |
1,023,000 | 899,833 | ||||||
| 3.85%, 11/01/2048 |
1,840,000 | 1,682,496 | ||||||
| 3.90%, 05/01/2049 |
3,893,000 | 3,580,525 | ||||||
| 3.95%, 08/01/2059 |
2,715,000 | 2,451,899 | ||||||
| 4.51%, 05/01/2023 |
1,439,000 | 1,514,906 | ||||||
| 4.88%, 05/01/2025 |
1,977,000 | 2,156,631 | ||||||
| 5.04%, 05/01/2027 |
2,860,000 | 3,139,752 | ||||||
| 5.15%, 05/01/2030 |
8,833,000 | 9,895,129 | ||||||
| 5.71%, 05/01/2040 |
10,110,000 | 11,801,101 | ||||||
| 5.81%, 05/01/2050 |
25,499,000 | 30,757,110 | ||||||
| 5.93%, 05/01/2060 |
13,022,000 | 16,081,124 | ||||||
| Bombardier, Inc. |
||||||||
| 6.00%, 10/15/2022(2) |
248,000 | 229,400 | ||||||
| 6.13%, 01/15/2023(2) |
100,000 | 85,500 | ||||||
| 7.88%, 04/15/2027(2) |
1,492,000 | 1,131,592 |
| Boral Finance Pty Ltd. |
||||||||
| 3.00%, 11/01/2022(2) |
4,439,000 | 4,534,595 | ||||||
| 3.75%, 05/01/2028(2) |
3,520,000 | 3,646,961 | ||||||
| Canadian Pacific Railway Co. |
||||||||
| 4.50%, 01/15/2022 |
110,000 | 115,347 | ||||||
| Carrier Global Corp. |
||||||||
| 2.72%, 02/15/2030(2) |
7,345,000 | 7,669,762 | ||||||
| 3.58%, 04/05/2050(2) |
940,000 | 991,787 | ||||||
| Caterpillar, Inc. |
||||||||
| 3.90%, 05/27/2021 |
3,110,000 | 3,183,613 | ||||||
| CEMEX Finance LLC |
||||||||
| 6.00%, 04/01/2024(2) |
450,000 | 459,810 | ||||||
| Cemex SAB de CV |
||||||||
| 5.20%, 09/17/2030(2) |
8,900,000 | 8,943,610 | ||||||
| 5.45%, 11/19/2029(2) |
3,460,000 | 3,498,925 | ||||||
| 5.70%, 01/11/2025(2) |
900,000 | 918,868 | ||||||
| 7.75%, 04/16/2026(2) |
250,000 | 263,437 | ||||||
| Clean Harbors, Inc. |
||||||||
| 4.88%, 07/15/2027(2) |
1,639,000 | 1,700,463 | ||||||
| 5.13%, 07/15/2029(2) |
680,000 | 737,712 | ||||||
| DAE Funding LLC |
||||||||
| 4.50%, 08/01/2022(2) |
183,000 | 180,941 | ||||||
| 5.00%, 08/01/2024(2) |
8,307,000 | 8,348,535 | ||||||
| 5.25%, 11/15/2021(2) |
6,844,000 | 6,912,440 | ||||||
| 5.75%, 11/15/2023(2) |
2,501,000 | 2,526,010 | ||||||
| Embraer Netherlands Finance BV |
||||||||
| 5.05%, 06/15/2025 |
1,795,000 | 1,723,200 | ||||||
| 5.40%, 02/01/2027 |
1,190,000 | 1,127,537 | ||||||
| Empresa de los Ferrocarriles del Estado |
||||||||
| 3.07%, 08/18/2050(2) |
2,075,000 | 2,033,500 | ||||||
| Empresa de Transporte de Pasajeros Metro SA |
||||||||
| 3.65%, 05/07/2030(2) |
600,000 | 664,500 | ||||||
| 4.70%, 05/07/2050(2) |
1,400,000 | 1,720,950 | ||||||
| Fortress Transportation & Infrastructure Investors LLC |
||||||||
| 6.50%, 10/01/2025(2) |
1,561,000 | 1,533,683 | ||||||
| 6.75%, 03/15/2022(2) |
4,576,000 | 4,507,360 | ||||||
| General Dynamics Corp. |
||||||||
| 3.00%, 05/11/2021 |
5,585,000 | 5,678,320 | ||||||
| General Electric Co. |
||||||||
| 3.45%, 05/15/2024 |
915,000 | 981,734 | ||||||
| 3.63%, 05/01/2030 |
3,370,000 | 3,494,842 | ||||||
| 4.35%, 05/01/2050 |
13,905,000 | 14,147,801 | ||||||
| 5.00% (3 Month LIBOR USD + 3.33%), 06/15/2169(1) |
7,944,000 | 6,329,488 | ||||||
| 5.50%, 06/07/2021 |
GBP | 100,000 | 132,293 | |||||
| 5.55%, 01/05/2026 |
$ | 4,748,000 | 5,536,984 | |||||
| 6.15%, 08/07/2037 |
36,000 | 43,211 | ||||||
| 6.75%, 03/15/2032 |
5,231,000 | 6,575,681 | ||||||
| 6.88%, 01/10/2039 |
27,000 | 34,540 |
| Graphic Packaging International LLC |
||||||||
| 4.13%, 08/15/2024 |
50,000 | 52,375 | ||||||
| 4.75%, 07/15/2027(2) |
1,500,000 | 1,623,750 | ||||||
| Heathrow Funding Ltd. |
||||||||
| 4.88%, 07/15/2021(2) |
7,220,000 | 7,388,355 | ||||||
| Huntington Ingalls Industries, Inc. |
||||||||
| 3.84%, 05/01/2025(2) |
3,995,000 | 4,388,822 | ||||||
| 4.20%, 05/01/2030(2) |
3,565,000 | 4,087,981 | ||||||
| Jabil, Inc. |
||||||||
| 3.00%, 01/15/2031 |
2,470,000 | 2,519,988 | ||||||
| 4.70%, 09/15/2022 |
3,685,000 | 3,950,442 | ||||||
| John Deere Capital Corp. |
||||||||
| 0.73% (3 Month LIBOR USD + 0.48%), 09/08/2022(1) |
10,000,000 | 10,045,152 | ||||||
| 2.95%, 04/01/2022 |
7,475,000 | 7,767,507 | ||||||
| Keysight Technologies, Inc. |
||||||||
| 3.00%, 10/30/2029 |
5,800,000 | 6,336,239 | ||||||
| 4.55%, 10/30/2024 |
1,374,000 | 1,551,562 | ||||||
| 4.60%, 04/06/2027 |
1,695,000 | 1,980,367 | ||||||
| Komatsu Finance America, Inc. |
||||||||
| 2.44%, 09/11/2022 |
860,000 | 884,061 | ||||||
| Matthews International Corp. |
||||||||
| 5.25%, 12/01/2025(2) |
1,064,000 | 1,005,480 | ||||||
| Mauser Packaging Solutions Holding Co. |
||||||||
| 5.50%, 04/15/2024(2) |
510,000 | 511,805 | ||||||
| OI European Group BV |
||||||||
| 4.00%, 03/15/2023(2) |
216,000 | 219,240 | ||||||
| Pelabuhan Indonesia III Persero PT |
||||||||
| 4.50%, 05/02/2023 |
200,000 | 211,700 | ||||||
| PerkinElmer, Inc. |
||||||||
| 3.30%, 09/15/2029 |
4,070,000 | 4,516,777 | ||||||
| PowerTeam Services LLC |
||||||||
| 9.03%, 12/04/2025(2) |
5,121,000 | 5,396,254 | ||||||
| Roper Technologies, Inc. |
||||||||
| 2.00%, 06/30/2030 |
1,015,000 | 1,034,678 | ||||||
| 2.95%, 09/15/2029 |
1,930,000 | 2,123,059 | ||||||
| Sealed Air Corp. |
||||||||
| 4.00%, 12/01/2027(2) |
505,000 | 527,624 | ||||||
| 5.25%, 04/01/2023(2) |
1,000,000 | 1,055,000 | ||||||
| 5.50%, 09/15/2025(2) |
1,545,000 | 1,714,950 | ||||||
| Siemens Financieringsmaatschappij NV |
||||||||
| 0.85% (3 Month LIBOR USD + 0.61%), 03/16/2022(1)(2) |
13,690,000 | 13,762,969 | ||||||
| SIG Combibloc PurchaseCo SARL |
||||||||
| 1.88%, 06/18/2023(2) |
EUR | 9,357,000 | 11,159,309 | |||||
| 2.13%, 06/18/2025(2) |
7,592,000 | 9,135,040 | ||||||
| SMBC Aviation Capital Finance DAC |
||||||||
| 2.65%, 07/15/2021(2) |
$ | 200,000 | 201,678 | |||||
| 4.13%, 07/15/2023(2) |
13,215,000 | 13,967,786 |
| Spirit AeroSystems, Inc. |
||||||||
| 1.05% (3 Month LIBOR USD + 0.80%), 06/15/2021(1) |
3,080,000 | 2,913,558 | ||||||
| 4.60%, 06/15/2028 |
695,000 | 570,498 | ||||||
| Textron, Inc. |
||||||||
| 0.79% (3 Month LIBOR USD + 0.55%), 11/10/2020(1) |
830,000 | 830,022 | ||||||
| 3.00%, 06/01/2030 |
23,695,000 | 24,940,036 | ||||||
| TransDigm, Inc. |
||||||||
| 6.25%, 03/15/2026(2) |
2,115,000 | 2,217,683 | ||||||
| 8.00%, 12/15/2025(2) |
1,470,000 | 1,598,625 | ||||||
| Triumph Group, Inc. |
||||||||
| 5.25%, 06/01/2022 |
482,000 | 395,240 | ||||||
| 6.25%, 09/15/2024(2) |
751,000 | 639,131 | ||||||
| Trivium Packaging Finance BV |
||||||||
| 3.75%, 08/15/2026(2) |
EUR | 340,000 | 393,578 | |||||
| 5.50%, 08/15/2026(2) |
$ | 6,909,000 | 7,154,097 | |||||
| Vertical US Newco, Inc. |
||||||||
| 5.25%, 07/15/2027(2) |
3,445,000 | 3,580,268 | ||||||
| Vulcan Materials Co. |
||||||||
| 3.50%, 06/01/2030 |
1,400,000 | 1,566,846 | ||||||
| Waste Pro USA, Inc. |
||||||||
| 5.50%, 02/15/2026(2) |
2,121,000 | 2,146,431 | ||||||
| Weekley Homes LLC / Weekley Finance Corp. |
||||||||
| 4.88%, 09/15/2028(2) |
1,115,000 | 1,126,150 | ||||||
| Westinghouse Air Brake Technologies Corp. |
||||||||
| 3.20%, 06/15/2025 |
5,200,000 | 5,478,565 | ||||||
| WRKCo, Inc. |
||||||||
| 3.00%, 09/15/2024 |
4,000,000 | 4,292,823 | ||||||
| 3.00%, 06/15/2033 |
1,445,000 | 1,570,511 | ||||||
| 3.75%, 03/15/2025 |
815,000 | 910,848 | ||||||
|
|
|
|||||||
| Total Industrials |
|
461,831,801 | ||||||
|
|
|
|||||||
| Technology – 1.61% |
||||||||
| Amdocs Ltd. |
||||||||
| 2.54%, 06/15/2030 |
15,503,000 | 16,089,927 | ||||||
| Apple, Inc. |
||||||||
| 1.65%, 05/11/2030 |
4,685,000 | 4,842,968 | ||||||
| 3.85%, 05/04/2043 |
2,805,000 | 3,491,939 | ||||||
| 4.65%, 02/23/2046 |
1,250,000 | 1,740,594 | ||||||
| Broadcom Corp. / Broadcom Cayman Finance Ltd. |
||||||||
| 3.50%, 01/15/2028 |
685,000 | 741,800 | ||||||
| 3.63%, 01/15/2024 |
5,935,000 | 6,382,440 | ||||||
| 3.88%, 01/15/2027 |
9,150,000 | 10,146,099 | ||||||
| Broadcom, Inc. |
||||||||
| 3.13%, 10/15/2022 |
3,000,000 | 3,139,404 | ||||||
| 3.15%, 11/15/2025 |
1,721,000 | 1,856,221 | ||||||
| 3.46%, 09/15/2026 |
21,327,000 | 23,366,028 | ||||||
| 3.63%, 10/15/2024 |
4,875,000 | 5,320,770 | ||||||
| 4.11%, 09/15/2028 |
3,068,000 | 3,430,830 | ||||||
| 4.15%, 11/15/2030 |
15,072,000 | 16,921,121 | ||||||
| 4.30%, 11/15/2032 |
23,727,000 | 27,050,428 | ||||||
| 4.75%, 04/15/2029 |
16,122,000 | 18,723,295 | ||||||
| 5.00%, 04/15/2030 |
15,567,000 | 18,361,129 | ||||||
| Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. |
||||||||
| 5.75%, 03/01/2025(2) |
248,000 | 251,100 | ||||||
| Citrix Systems, Inc. |
||||||||
| 3.30%, 03/01/2030 |
400,000 | 426,911 | ||||||
| 4.50%, 12/01/2027 |
600,000 | 687,186 | ||||||
| Dell International LLC / EMC Corp. |
||||||||
| 4.42%, 06/15/2021(2) |
1,890,000 | 1,934,647 | ||||||
| 4.90%, 10/01/2026(2) |
2,400,000 | 2,712,357 | ||||||
| 5.30%, 10/01/2029(2) |
3,695,000 | 4,232,641 | ||||||
| 5.85%, 07/15/2025(2) |
4,300,000 | 5,017,353 | ||||||
| 6.02%, 06/15/2026(2) |
4,200,000 | 4,932,725 | ||||||
| 6.10%, 07/15/2027(2) |
1,600,000 | 1,888,749 | ||||||
| 6.20%, 07/15/2030(2) |
1,900,000 | 2,278,217 | ||||||
| Exela Intermediate LLC / Exela Finance, Inc. |
||||||||
| 10.00%, 07/15/2023(2) |
300,000 | 91,500 | ||||||
| Fiserv, Inc. |
||||||||
| 1.13%, 07/01/2027 |
EUR | 1,465,000 | 1,782,188 | |||||
| 3.20%, 07/01/2026 |
$ | 2,995,000 | 3,326,785 | |||||
| Hewlett Packard Enterprise Co. |
||||||||
| 1.02% (3 Month LIBOR USD + 0.72%), 10/05/2021(1) |
2,500,000 | 2,500,346 | ||||||
| Leidos, Inc. |
||||||||
| 4.38%, 05/15/2030(2) |
212,000 | 248,099 | ||||||
| Microchip Technology, Inc. |
||||||||
| 3.92%, 06/01/2021 |
1,670,000 | 1,706,319 | ||||||
| 4.33%, 06/01/2023 |
17,400,000 | 18,740,318 | ||||||
| Micron Technology, Inc. |
||||||||
| 4.19%, 02/15/2027 |
3,800,000 | 4,316,451 | ||||||
| 4.64%, 02/06/2024 |
6,512,000 | 7,260,936 | ||||||
| 4.66%, 02/15/2030 |
9,500,000 | 11,149,925 | ||||||
| 5.33%, 02/06/2029 |
7,324,000 | 8,803,358 | ||||||
| NetApp, Inc. |
||||||||
| 2.70%, 06/22/2030 |
3,500,000 | 3,621,494 | ||||||
| NXP BV |
||||||||
| 4.30%, 06/18/2029(2) |
566,000 | 652,719 | ||||||
| 5.35%, 03/01/2026(2) |
1,945,000 | 2,299,442 | ||||||
| NXP BV / NXP Funding LLC |
||||||||
| 3.88%, 09/01/2022(2) |
6,840,000 | 7,228,810 | ||||||
| 4.63%, 06/01/2023(2) |
460,000 | 503,687 | ||||||
| 4.88%, 03/01/2024(2) |
5,935,000 | 6,673,028 | ||||||
| NXP BV / NXP Funding LLC / NXP USA, Inc. |
||||||||
| 2.70%, 05/01/2025(2) |
500,000 | 529,234 | ||||||
| 3.15%, 05/01/2027(2) |
5,863,000 | 6,349,312 | ||||||
| 3.40%, 05/01/2030(2) |
212,000 | 231,911 |
| Open Text Corp. |
||||||||
| 3.88%, 02/15/2028(2) |
445,000 | 450,144 | ||||||
| Oracle Corp. |
||||||||
| 2.80%, 04/01/2027 |
4,565,000 | 5,008,361 | ||||||
| 2.95%, 04/01/2030 |
7,480,000 | 8,359,495 | ||||||
| 3.60%, 04/01/2050 |
14,135,000 | 15,760,847 | ||||||
| 3.85%, 04/01/2060 |
5,663,000 | 6,645,432 | ||||||
| 4.00%, 07/15/2046 |
1,909,000 | 2,256,340 | ||||||
| Seagate HDD Cayman |
||||||||
| 4.09%, 06/01/2029(2) |
4,079,000 | 4,408,642 | ||||||
| 4.13%, 01/15/2031(2) |
3,500,000 | 3,774,608 | ||||||
| 4.88%, 06/01/2027 |
431,000 | 482,583 | ||||||
| 5.75%, 12/01/2034 |
1,022,000 | 1,160,394 | ||||||
| TSMC Global Ltd. |
||||||||
| 1.00%, 09/28/2027(2) |
5,575,000 | 5,475,605 | ||||||
| VMware, Inc. |
||||||||
| 3.90%, 08/21/2027 |
160,000 | 178,609 | ||||||
| 4.65%, 05/15/2027 |
3,290,000 | 3,833,382 | ||||||
| 4.70%, 05/15/2030 |
6,036,000 | 7,140,953 | ||||||
| Western Digital Corp. |
||||||||
| 4.75%, 02/15/2026 |
744,000 | 803,520 | ||||||
|
|
|
|||||||
| Total Technology |
|
339,721,656 | ||||||
|
|
|
|||||||
| Utilities – 2.18% |
||||||||
| AEP Texas, Inc. |
||||||||
| 3.85%, 10/01/2025(2) |
1,500,000 | 1,627,004 | ||||||
| AEP Transmission Co. LLC |
||||||||
| 3.10%, 12/01/2026 |
1,575,000 | 1,771,923 | ||||||
| AES Corp. |
||||||||
| 3.95%, 07/15/2030(2) |
2,040,000 | 2,254,118 | ||||||
| 5.13%, 09/01/2027 |
60,000 | 63,906 | ||||||
| 5.50%, 04/15/2025 |
345,000 | 355,719 | ||||||
| 6.00%, 05/15/2026 |
120,000 | 126,228 | ||||||
| AES Gener SA |
||||||||
| 7.13% (5 Year Swap Rate USD + 4.64%), 03/26/2079(1) |
4,500,000 | 4,598,145 | ||||||
| American Electric Power Co., Inc. |
||||||||
| 2.15%, 11/13/2020 |
330,000 | 330,617 | ||||||
| American Transmission Systems, Inc. |
||||||||
| 5.25%, 01/15/2022(2) |
100,000 | 105,199 | ||||||
| American Water Capital Corp. |
||||||||
| 4.15%, 06/01/2049 |
1,425,000 | 1,785,891 | ||||||
| APT Pipelines Ltd. |
||||||||
| 3.88%, 10/11/2022(2) |
1,360,000 | 1,428,204 | ||||||
| 4.25%, 07/15/2027(2) |
11,420,000 | 12,905,616 | ||||||
| Ausgrid Finance Pty Ltd. |
||||||||
| 3.85%, 05/01/2023(2) |
9,410,000 | 9,962,455 | ||||||
| Black Hills Corp. |
||||||||
| 4.35%, 05/01/2033 |
6,250,000 | 7,504,799 | ||||||
| Cleco Power LLC |
||||||||
| 6.00%, 12/01/2040 |
1,000,000 | 1,318,964 | ||||||
| DPL, Inc. |
||||||||
| 4.13%, 07/01/2025(2) |
1,525,000 | 1,595,836 | ||||||
| Duke Energy Carolinas LLC |
||||||||
| 3.70%, 12/01/2047 |
2,500,000 | 2,952,955 | ||||||
| 3.88%, 03/15/2046 |
2,750,000 | 3,320,669 | ||||||
| 4.25%, 12/15/2041 |
1,650,000 | 2,046,490 | ||||||
| Duke Energy Progress LLC |
||||||||
| 4.10%, 03/15/2043 |
900,000 | 1,096,917 | ||||||
| 4.20%, 08/15/2045 |
1,000,000 | 1,242,287 | ||||||
| Duquesne Light Holdings, Inc. |
||||||||
| 5.90%, 12/01/2021(2) |
1,500,000 | 1,575,797 | ||||||
| Edison International |
||||||||
| 4.95%, 04/15/2025 |
315,000 | 344,733 | ||||||
| Enel Finance International NV |
||||||||
| 2.75%, 04/06/2023(2) |
8,060,000 | 8,421,353 | ||||||
| 3.63%, 05/25/2027(2) |
7,675,000 | 8,530,170 | ||||||
| FirstEnergy Corp. |
||||||||
| 1.60%, 01/15/2026 |
1,385,000 | 1,376,068 | ||||||
| 2.25%, 09/01/2030 |
1,090,000 | 1,065,285 | ||||||
| 2.85%, 07/15/2022 |
2,075,000 | 2,126,769 | ||||||
| 3.40%, 03/01/2050 |
11,050,000 | 10,709,774 | ||||||
| 3.90%, 07/15/2027 |
5,035,000 | 5,533,137 | ||||||
| FirstEnergy Transmission LLC |
||||||||
| 4.35%, 01/15/2025(2) |
7,535,000 | 8,408,295 | ||||||
| IPALCO Enterprises, Inc. |
||||||||
| 4.25%, 05/01/2030(2) |
1,245,000 | 1,407,756 | ||||||
| ITC Holdings Corp. |
||||||||
| 3.25%, 06/30/2026 |
2,000,000 | 2,232,541 | ||||||
| 4.05%, 07/01/2023 |
3,812,000 | 4,121,292 | ||||||
| Jersey Central Power & Light Co. |
||||||||
| 4.30%, 01/15/2026(2) |
1,000,000 | 1,142,970 | ||||||
| 4.70%, 04/01/2024(2) |
150,000 | 166,414 | ||||||
| KeySpan Gas East Corp. |
||||||||
| 2.74%, 08/15/2026(2) |
4,500,000 | 4,947,996 | ||||||
| LG&E & KU Energy LLC |
||||||||
| 4.38%, 10/01/2021 |
700,000 | 720,076 | ||||||
| Metropolitan Edison Co. |
||||||||
| 4.00%, 04/15/2025(2) |
4,000,000 | 4,434,790 | ||||||
| 4.30%, 01/15/2029(2) |
5,000,000 | 5,870,711 | ||||||
| Mong Duong Finance Holdings BV |
||||||||
| 5.13%, 05/07/2029 |
1,150,000 | 1,171,646 | ||||||
| NiSource, Inc. |
||||||||
| 0.95%, 08/15/2025 |
545,000 | 544,319 | ||||||
| 1.70%, 02/15/2031 |
3,395,000 | 3,332,734 | ||||||
| 3.60%, 05/01/2030 |
3,820,000 | 4,349,912 |
| Northern States Power Co. |
||||||||
| 3.60%, 09/15/2047 |
1,800,000 | 2,132,000 | ||||||
| 4.00%, 08/15/2045 |
1,000,000 | 1,250,530 | ||||||
| NRG Energy, Inc. |
||||||||
| 3.75%, 06/15/2024(2) |
700,000 | 746,918 | ||||||
| 4.45%, 06/15/2029(2) |
7,405,000 | 8,167,336 | ||||||
| 5.25%, 06/15/2029(2) |
850,000 | 924,375 | ||||||
| 5.75%, 01/15/2028 |
1,990,000 | 2,146,712 | ||||||
| Pacific Gas & Electric Co. |
||||||||
| 2.10%, 08/01/2027 |
18,609,000 | 18,084,044 | ||||||
| 2.50%, 02/01/2031 |
6,150,000 | 5,855,643 | ||||||
| 2.95%, 03/01/2026 |
3,312,000 | 3,374,848 | ||||||
| 3.15%, 01/01/2026 |
10,609,000 | 10,883,891 | ||||||
| 3.25%, 06/15/2023 |
2,670,000 | 2,765,225 | ||||||
| 3.30%, 03/15/2027 |
2,052,000 | 2,090,544 | ||||||
| 3.30%, 12/01/2027 |
3,700,000 | 3,802,795 | ||||||
| 3.30%, 08/01/2040 |
4,970,000 | 4,539,279 | ||||||
| 3.40%, 08/15/2024 |
2,476,000 | 2,587,551 | ||||||
| 3.45%, 07/01/2025 |
7,759,500 | 8,118,428 | ||||||
| 3.50%, 06/15/2025 |
10,754,000 | 11,317,404 | ||||||
| 3.50%, 08/01/2050 |
5,748,000 | 5,178,108 | ||||||
| 3.75%, 02/15/2024 |
2,914,000 | 3,051,628 | ||||||
| 3.75%, 07/01/2028 |
18,443,500 | 19,157,524 | ||||||
| 3.75%, 08/15/2042 |
1,883,000 | 1,745,728 | ||||||
| 3.85%, 11/15/2023 |
1,559,000 | 1,644,864 | ||||||
| 3.95%, 12/01/2047 |
4,606,000 | 4,251,976 | ||||||
| 4.00%, 12/01/2046 |
3,182,000 | 2,978,053 | ||||||
| 4.25%, 08/01/2023 |
15,600,000 | 16,615,127 | ||||||
| 4.25%, 03/15/2046 |
309,000 | 297,836 | ||||||
| 4.30%, 03/15/2045 |
1,254,000 | 1,223,221 | ||||||
| 4.45%, 04/15/2042 |
1,206,000 | 1,204,581 | ||||||
| 4.50%, 07/01/2040 |
6,103,000 | 6,196,405 | ||||||
| 4.50%, 12/15/2041 |
203,000 | 199,472 | ||||||
| 4.55%, 07/01/2030 |
30,339,500 | 32,867,796 | ||||||
| 4.60%, 06/15/2043 |
1,248,000 | 1,251,645 | ||||||
| 4.65%, 08/01/2028 |
100,000 | 108,514 | ||||||
| 4.75%, 02/15/2044 |
2,811,000 | 2,870,222 | ||||||
| 4.95%, 07/01/2050 |
4,087,500 | 4,362,608 | ||||||
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara |
||||||||
| 5.45%, 05/21/2028(2) |
11,800,000 | 13,806,000 | ||||||
| PPL WEM Ltd. / Western Power Distribution Plc |
||||||||
| 5.38%, 05/01/2021(2) |
2,615,000 | 2,652,757 | ||||||
| Public Service Co. of New Mexico |
||||||||
| 3.85%, 08/01/2025 |
7,000,000 | 7,692,636 | ||||||
| San Diego Gas & Electric Co. |
||||||||
| 3.75%, 06/01/2047 |
24,000 | 27,583 |
| Sempra Energy |
||||||||
| 3.25%, 06/15/2027 |
8,634,000 | 9,483,280 | ||||||
| 3.40%, 02/01/2028 |
3,037,000 | 3,338,396 | ||||||
| Southern California Edison Co. |
||||||||
| 3.65%, 03/01/2028 |
40,000 | 44,014 | ||||||
| 5.75%, 04/01/2035 |
70,000 | 94,815 | ||||||
| 6.00%, 01/15/2034 |
20,000 | 26,370 | ||||||
| 6.65%, 04/01/2029 |
192,000 | 238,068 | ||||||
| Southern California Gas Co. |
||||||||
| 5.13%, 11/15/2040 |
12,000 | 15,473 | ||||||
| Southern Co. |
||||||||
| 3.25%, 07/01/2026 |
8,000,000 | 8,923,094 | ||||||
| Southern Co. Gas Capital Corp. |
||||||||
| 4.40%, 05/30/2047 |
1,915,000 | 2,311,865 | ||||||
| 5.88%, 03/15/2041 |
1,920,000 | 2,641,823 | ||||||
| Southern Power Co. |
||||||||
| 0.78% (3 Month LIBOR USD + 0.55%), 12/20/2020(1)(2) |
600,000 | 600,069 | ||||||
| Southwestern Electric Power Co. |
||||||||
| 4.10%, 09/15/2028 |
10,000,000 | 11,652,237 | ||||||
| Spire, Inc. |
||||||||
| 3.54%, 02/27/2024 |
5,000,000 | 5,276,988 | ||||||
| State Grid Overseas Investment 2016 Ltd. |
||||||||
| 2.75%, 05/04/2022(2) |
404,000 | 414,916 | ||||||
| 3.50%, 05/04/2027 |
5,330,000 | 5,955,325 | ||||||
| 3.75%, 05/02/2023(2) |
4,235,000 | 4,522,514 | ||||||
| Talen Energy Supply LLC |
||||||||
| 6.63%, 01/15/2028(2) |
250,000 | 242,187 | ||||||
| Tucson Electric Power Co. |
||||||||
| 3.05%, 03/15/2025 |
3,000,000 | 3,271,453 | ||||||
| 5.15%, 11/15/2021 |
678,000 | 702,992 | ||||||
| Vistra Operations Co. LLC |
||||||||
| 3.55%, 07/15/2024(2) |
8,385,000 | 8,931,006 | ||||||
| 3.70%, 01/30/2027(2) |
26,455,000 | 27,809,164 | ||||||
| 4.30%, 07/15/2029(2) |
4,415,000 | 4,810,208 | ||||||
|
|
|
|||||||
| Total Utilities |
|
460,406,544 | ||||||
|
|
|
|||||||
| Total Corporate Bonds (Cost: $7,337,685,226) |
7,698,274,683 | |||||||
|
|
|
|||||||
| Convertible Securities – 0.11% |
||||||||
| Communications – 0.05% |
||||||||
| DISH Network Corp. |
||||||||
| 2.38%, 03/15/2024 |
7,520,000 | 6,767,622 | ||||||
| 3.38%, 08/15/2026 |
4,385,000 | 4,025,415 | ||||||
|
|
|
|||||||
| Total Communications |
|
10,793,037 | ||||||
|
|
|
|||||||
| Consumer, Non-cyclical – 0.04% |
||||||||
| BioMarin Pharmaceutical, Inc. |
||||||||
| 0.60%, 08/01/2024 |
3,155,000 | 3,310,709 | ||||||
| 1.25%, 05/15/2027(2) |
5,715,000 | 5,589,220 | ||||||
|
|
|
|||||||
| Total Consumer, Non-cyclical |
|
8,899,929 | ||||||
|
|
|
|||||||
| Energy – 0.00%(7) |
||||||||
| Chesapeake Energy Corp. |
||||||||
| 5.50%, 09/15/2026(6) |
3,940,000 | 128,444 | ||||||
|
|
|
|||||||
| Total Energy |
|
128,444 | ||||||
|
|
|
|||||||
| Industrials – 0.01% |
||||||||
| Greenbrier Companies, Inc. |
||||||||
| 2.88%, 02/01/2024 |
1,993,000 | 1,823,080 | ||||||
|
|
|
|||||||
| Total Industrials |
|
1,823,080 | ||||||
|
|
|
|||||||
| Utilities – 0.01% |
||||||||
| NRG Energy, Inc. |
||||||||
| 2.75%, 06/01/2048 |
1,860,000 | 1,926,469 | ||||||
|
|
|
|||||||
| Total Utilities |
|
1,926,469 | ||||||
|
|
|
|||||||
| Total Convertible Securities (Cost: $27,339,306) |
23,570,959 | |||||||
|
|
|
|||||||
| Government Related – 17.09% |
||||||||
| Other Government Related – 1.69% |
||||||||
| Abu Dhabi Government International Bond |
||||||||
| 1.70%, 03/02/2031(2) |
4,295,000 | 4,248,674 | ||||||
| 2.50%, 09/30/2029 |
1,891,000 | 2,020,412 | ||||||
| 2.70%, 09/02/2070(2) |
6,469,000 | 6,250,671 | ||||||
| 3.13%, 10/11/2027(2) |
1,200,000 | 1,333,505 | ||||||
| 3.88%, 04/16/2050 |
200,000 | 244,000 | ||||||
| 3.88%, 04/16/2050(2) |
5,400,000 | 6,588,000 | ||||||
| Africa Finance Corp. |
||||||||
| 3.88%, 04/13/2024(2) |
1,085,000 | 1,144,762 | ||||||
| Argentina Bocon |
||||||||
| 29.41% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 0.00%), 10/04/2022(1) |
ARS | 3,900,000 | 65,224 | |||||
| Argentina Treasury Bond BONCER |
||||||||
| 1.00%, 08/05/2021 |
8,690,000 | 135,978 | ||||||
| 1.50%, 03/25/2024 |
9,677,000 | 130,018 | ||||||
| Argentine Bonos del Tesoro |
||||||||
| 15.50%, 10/17/2026 |
110,804,000 | 721,457 | ||||||
| Argentine Republic Government International Bond |
||||||||
| 0.13%, 07/09/2030(4) |
$ | 29,002,672 | 12,094,114 | |||||
| 0.13%, 07/09/2035(4) |
4,446,707 | 1,669,783 | ||||||
| 0.13%, 01/09/2038(4) |
261,019 | 112,108 | ||||||
| 0.13%, 07/09/2041(4) |
8,908,204 | 3,536,557 | ||||||
| 0.13%, 07/09/2046(4) |
114,993 | 44,215 | ||||||
| 1.00%, 07/09/2029 |
1,108,815 | 505,076 | ||||||
| Autonomous Community of Catalonia |
||||||||
| 4.90%, 09/15/2021 |
EUR | 50,000 | 61,175 | |||||
| Bonos del Tesoro Nacional en Pesos Badlar |
||||||||
| 31.64% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 2.00%), 04/03/2022(1) |
ARS | 219,181,000 | 3,049,875 | |||||
| City of New York NY |
||||||||
| 3.55%, 12/01/2028 |
$ | 3,645,000 | 4,143,417 | |||||
| Ciudad Autonoma de Buenos Aires/Government Bonds |
||||||||
| 32.86% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.25%), 03/29/2024(1) |
ARS | 314,346,000 | 3,724,161 | |||||
| 33.40% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.75%), 02/22/2028(1) |
401,380,000 | 4,742,109 | ||||||
| 34.63% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 5.00%), 01/23/2022(1) |
566,081,000 | 7,936,392 | ||||||
| Colombia Government International Bond |
||||||||
| 3.00%, 01/30/2030 |
$ | 1,400,000 | 1,422,400 | |||||
| 3.88%, 04/25/2027 |
364,000 | 392,578 | ||||||
| 4.50%, 01/28/2026 |
525,000 | 580,781 | ||||||
| 5.00%, 06/15/2045 |
874,000 | 1,018,210 | ||||||
| 5.20%, 05/15/2049 |
700,000 | 839,916 | ||||||
| Commonwealth of Massachusetts |
||||||||
| 3.00%, 03/01/2049 |
10,015,000 | 10,695,619 | ||||||
| Commonwealth of Puerto Rico |
||||||||
| 4.13%, 07/01/2022(6) |
100,000 | 62,000 | ||||||
| 5.00%, 07/01/2021(6) |
240,000 | 157,200 | ||||||
| 5.00%, 07/01/2028(6) |
20,000 | 14,225 | ||||||
| 5.00%, 07/01/2041(6) |
395,000 | 248,850 | ||||||
| 5.13%, 07/01/2028(6) |
30,000 | 21,263 | ||||||
| 5.13%, 07/01/2031(6) |
2,590,000 | 1,848,612 | ||||||
| 5.13%, 07/01/2037(6) |
190,000 | 123,025 | ||||||
| 5.25%, 07/01/2026(6) |
200,000 | 143,250 | ||||||
| 5.25%, 07/01/2037(6) |
100,000 | 71,625 | ||||||
| 5.38%, 07/01/2030(6) |
165,000 | 111,581 | ||||||
| 5.50%, 07/01/2032(6) |
1,610,000 | 1,137,063 | ||||||
| 5.50%, 07/01/2039(6) |
520,000 | 344,500 | ||||||
| 5.70%, 07/01/2023(6) |
170,000 | 115,600 | ||||||
| 5.75%, 07/01/2038(6) |
80,000 | 56,200 | ||||||
| 5.75%, 07/01/2041(6) |
100,000 | 67,875 | ||||||
| 6.00%, 07/01/2038(6) |
610,000 | 438,438 | ||||||
| 6.00%, 07/01/2039(6) |
55,000 | 38,775 | ||||||
| 6.50%, 07/01/2040(6) |
30,000 | 20,250 | ||||||
| 8.00%, 07/01/2035(6) |
800,000 | 508,000 | ||||||
| Croatia Government International Bond |
||||||||
| 6.00%, 01/26/2024 |
1,253,000 | 1,450,097 | ||||||
| Dominican Republic International Bond |
||||||||
| 4.50%, 01/30/2030(2) |
300,000 | 294,750 | ||||||
| 5.50%, 01/27/2025 |
1,250,000 | 1,329,688 | ||||||
| 6.00%, 07/19/2028 |
1,665,000 | 1,789,892 | ||||||
| Egypt Government International Bond |
||||||||
| 5.58%, 02/21/2023(2) |
400,000 | 410,508 | ||||||
| 7.60%, 03/01/2029(2) |
250,000 | 256,095 | ||||||
| Export Credit Bank of Turkey |
||||||||
| 8.25%, 01/24/2024(2) |
1,000,000 | 1,016,032 | ||||||
| Export-Import Bank of India |
||||||||
| 1.25% (3 Month LIBOR USD + 1.02%), 03/28/2022(1)(14) |
9,600,000 | 9,588,480 | ||||||
| Guatemala Government Bond |
||||||||
| 5.38%, 04/24/2032(2) |
600,000 | 688,200 | ||||||
| 6.13%, 06/01/2050(2) |
800,000 | 954,000 | ||||||
| Hazine Mustesarligi Varlik Kiralama AS |
||||||||
| 5.80%, 02/21/2022(2) |
7,960,000 | 7,919,404 |
| Health & Educational Facilities Authority of the State of Missouri |
||||||||
| 3.65%, 08/15/2057 |
2,735,000 | 3,373,185 | ||||||
| Hungary Government International Bond |
||||||||
| 5.38%, 03/25/2024 |
1,596,000 | 1,828,537 | ||||||
| Indonesia Government International Bond |
||||||||
| 2.85%, 02/14/2030 |
1,200,000 | 1,260,188 | ||||||
| 4.20%, 10/15/2050 |
200,000 | 230,991 | ||||||
| Korea National Oil Corp. |
||||||||
| 1.63%, 10/05/2030(2) |
4,180,000 | 4,118,750 | ||||||
| Korea South-East Power Co. Ltd. |
||||||||
| 1.00%, 02/03/2026 |
1,260,000 | 1,260,009 | ||||||
| Los Angeles Department of Water |
||||||||
| 6.01%, 07/01/2039 |
675,000 | 944,568 | ||||||
| Metropolitan Transportation Authority |
||||||||
| 5.18%, 11/15/2049 |
2,720,000 | 2,969,723 | ||||||
| Mexico Government International Bond |
||||||||
| 3.25%, 04/16/2030 |
3,731,000 | 3,807,523 | ||||||
| 3.75%, 01/11/2028 |
726,000 | 780,544 | ||||||
| 3.90%, 04/27/2025 |
900,000 | 983,700 | ||||||
| 4.50%, 04/22/2029 |
773,000 | 865,374 | ||||||
| 4.60%, 01/23/2046 |
713,000 | 764,172 | ||||||
| 4.75%, 04/27/2032 |
2,400,000 | 2,712,000 | ||||||
| 4.75%, 03/08/2044 |
1,000,000 | 1,091,000 | ||||||
| 5.00%, 04/27/2051 |
2,400,000 | 2,678,400 | ||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue |
||||||||
| 2.80%, 02/01/2026 |
1,850,000 | 2,018,720 | ||||||
| 3.95%, 08/01/2032 |
1,900,000 | 2,170,123 | ||||||
| 5.27%, 05/01/2027 |
3,500,000 | 4,237,695 | ||||||
| New York City Water & Sewer System |
||||||||
| 5.75%, 06/15/2041 |
240,000 | 370,440 | ||||||
| New York State Dormitory Authority |
||||||||
| 4.00%, 07/01/2050 |
1,855,000 | 2,070,922 | ||||||
| 5.05%, 09/15/2027 |
1,800,000 | 2,187,792 | ||||||
| Panama Government International Bond |
||||||||
| 3.16%, 01/23/2030 |
5,109,000 | 5,556,037 | ||||||
| 3.88%, 03/17/2028 |
600,000 | 679,500 | ||||||
| Paraguay Government International Bond |
||||||||
| 4.70%, 03/27/2027 |
1,380,000 | 1,564,244 | ||||||
| 4.95%, 04/28/2031(2) |
932,000 | 1,073,198 | ||||||
| Peru Government Bond |
||||||||
| 5.94%, 02/12/2029 |
PEN | 21,282,000 | 6,928,201 | |||||
| 6.15%, 08/12/2032 |
17,826,000 | 5,675,514 | ||||||
| 6.95%, 08/12/2031 |
5,192,000 | 1,763,604 | ||||||
| Perusahaan Penerbit SBSN Indonesia III |
||||||||
| 2.30%, 06/23/2025(2) |
$ | 4,200,000 | 4,364,010 | |||||
| 2.80%, 06/23/2030(2) |
4,800,000 | 4,943,040 | ||||||
| 3.80%, 06/23/2050(2) |
3,100,000 | 3,311,265 |
| Peruvian Government International Bond |
||||||||
| 2.39%, 01/23/2026 |
758,000 | 794,005 | ||||||
| 2.78%, 01/23/2031 |
1,503,000 | 1,625,510 | ||||||
| 2.84%, 06/20/2030 |
1,270,000 | 1,381,125 | ||||||
| 4.13%, 08/25/2027 |
2,141,000 | 2,496,941 | ||||||
| 5.94%, 02/12/2029 |
PEN | 11,140,000 | 3,619,223 | |||||
| 5.94%, 02/12/2029(2) |
11,637,000 | 3,788,341 | ||||||
| 6.15%, 08/12/2032(2) |
2,151,000 | 690,199 | ||||||
| 6.35%, 08/12/2028(2) |
12,544,000 | 4,202,624 | ||||||
| 6.90%, 08/12/2037(2) |
879,000 | 290,700 | ||||||
| 6.95%, 08/12/2031 |
1,183,000 | 401,838 | ||||||
| 6.95%, 08/12/2031(2) |
11,230,000 | 3,814,575 | ||||||
| 8.20%, 08/12/2026(2) |
15,908,000 | 5,863,325 | ||||||
| Province of Quebec Canada |
||||||||
| 0.60%, 07/23/2025 |
$ | 7,535,000 | 7,546,909 | |||||
| Provincia de Buenos Aires/Government Bonds |
||||||||
| 33.38% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.75%), 04/12/2025(1)(2) |
ARS | 1,284,476,000 | 15,192,319 | |||||
| 33.48% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.83%), 05/31/2022(1) |
52,056,000 | 621,850 | ||||||
| Puerto Rico Electric Power Authority |
||||||||
| 6.05%, 07/01/2032(6) |
$ | 100,000 | 70,875 | |||||
| Qatar Government International Bond |
||||||||
| 3.88%, 04/23/2023 |
700,000 | 751,100 | ||||||
| 4.50%, 04/23/2028 |
2,059,000 | 2,460,505 | ||||||
| 4.63%, 06/02/2046 |
1,257,000 | 1,648,480 | ||||||
| 5.10%, 04/23/2048 |
600,000 | 833,508 | ||||||
| Regents of the University of California Medical Center Pooled Revenue |
||||||||
| 3.01%, 05/15/2050 |
1,395,000 | 1,507,590 | ||||||
| 3.26%, 05/15/2060 |
15,790,000 | 17,222,469 | ||||||
| Republic of South Africa Government International Bond |
||||||||
| 4.30%, 10/12/2028 |
3,234,000 | 3,012,277 | ||||||
| 4.85%, 09/30/2029 |
7,600,000 | 7,241,310 | ||||||
| 4.88%, 04/14/2026 |
700,000 | 706,975 | ||||||
| 5.75%, 09/30/2049 |
5,200,000 | 4,402,736 | ||||||
| Russian Foreign Bond - Eurobond |
||||||||
| 4.25%, 06/23/2027 |
400,000 | 450,240 | ||||||
| 4.38%, 03/21/2029 |
1,200,000 | 1,376,827 | ||||||
| 4.75%, 05/27/2026 |
600,000 | 687,606 | ||||||
| San Francisco City & County Airport Comm-San Francisco International Airport |
||||||||
| 5.00%, 05/01/2037 |
1,220,000 | 1,511,055 | ||||||
| 5.00%, 05/01/2044 |
1,460,000 | 1,741,430 | ||||||
| Saudi Government International Bond |
||||||||
| 2.75%, 02/03/2032(2) |
300,000 | 312,024 | ||||||
| 3.25%, 10/22/2030 |
700,000 | 760,186 | ||||||
| 3.63%, 03/04/2028 |
2,500,000 | 2,769,400 | ||||||
| 3.75%, 01/21/2055(2) |
200,000 | 216,440 | ||||||
| 4.00%, 04/17/2025 |
16,200,000 | 17,998,200 |
| 4.50%, 10/26/2046 |
750,000 | 900,090 | ||||||
| 4.63%, 10/04/2047 |
800,000 | 977,840 | ||||||
| 5.00%, 04/17/2049 |
1,400,000 | 1,810,060 | ||||||
| Serbia International Bond |
||||||||
| 3.13%, 05/15/2027(2) |
EUR | 1,998,000 | 2,501,380 | |||||
| State of California |
||||||||
| 7.95%, 03/01/2036 |
$ | 429 | 398 | |||||
| State of Illinois |
||||||||
| 5.10%, 06/01/2033 |
225,000 | 227,383 | ||||||
| 6.73%, 04/01/2035 |
70,000 | 77,559 | ||||||
| 7.35%, 07/01/2035 |
55,000 | 62,312 | ||||||
| State of Israel |
||||||||
| 3.80%, 05/13/2060 |
3,300,000 | 3,927,000 | ||||||
| Texas Public Finance Authority |
||||||||
| 8.25%, 07/01/2024 |
3,300,000 | 3,312,639 | ||||||
| Turkey Government International Bond |
||||||||
| 4.63%, 03/31/2025 |
EUR | 6,300,000 | 7,183,899 | |||||
| 5.63%, 03/30/2021 |
$ | 800,000 | 803,016 | |||||
| 5.75%, 03/22/2024 |
600,000 | 588,780 | ||||||
| 5.75%, 05/11/2047 |
2,800,000 | 2,213,960 | ||||||
| 6.35%, 08/10/2024 |
1,782,000 | 1,775,246 | ||||||
| 7.25%, 12/23/2023 |
4,000,000 | 4,119,840 | ||||||
| 7.63%, 04/26/2029 |
11,900,000 | 12,245,695 | ||||||
| Uruguay Government International Bond |
||||||||
| 4.38%, 10/27/2027 |
2,000,000 | 2,310,000 | ||||||
| 4.38%, 01/23/2031 |
1,100,000 | 1,307,625 | ||||||
| Venezuela Government International Bond |
||||||||
| 6.00%, 12/09/2020(6) |
30,000 | 2,250 | ||||||
| 7.00%, 03/31/2038(6) |
187,000 | 14,025 | ||||||
| 7.65%, 04/21/2025(6) |
534,000 | 40,050 | ||||||
| 7.75%, 04/13/2022(6) |
100,000 | 7,500 | ||||||
| 8.25%, 10/13/2024(6) |
7,294,000 | 547,050 | ||||||
| 9.00%, 05/07/2023(6) |
110,000 | 8,250 | ||||||
| 9.00%, 05/07/2023(6) |
7,405,000 | 555,375 | ||||||
| 9.25%, 09/15/2027(6) |
1,049,000 | 78,675 | ||||||
| 9.25%, 05/07/2028(6) |
420,000 | 31,500 | ||||||
| 11.75%, 10/21/2026(6) |
120,000 | 9,000 | ||||||
| 11.95%, 08/05/2031(6) |
3,200,000 | 240,000 | ||||||
|
|
|
|||||||
| Total Other Government Related |
|
357,148,748 | ||||||
|
|
|
|||||||
| U.S. Treasury Obligations – 15.40% |
||||||||
| U.S. Treasury Inflation Indexed Bonds |
||||||||
| 0.13%, 04/15/2025(8) |
14,325,272 | 15,242,797 | ||||||
| 0.13%, 07/15/2030(8) |
31,723,813 | 35,246,066 | ||||||
| 0.25%, 07/15/2029(8)(9) |
44,366,334 | 49,600,175 | ||||||
| 0.25%, 02/15/2050(8) |
23,364,835 | 27,480,149 | ||||||
| 0.75%, 02/15/2042(8) |
573,330 | 719,544 | ||||||
| 0.75%, 02/15/2045(8) |
220,060 | 279,387 | ||||||
| 0.88%, 02/15/2047(8) |
1,824,712 | 2,419,906 | ||||||
| 1.00%, 02/15/2046(8) |
437,404 | 588,382 | ||||||
| 1.00%, 02/15/2048(8) |
2,521,704 | 3,466,949 | ||||||
| 1.00%, 02/15/2049(8) |
1,750,439 | 2,434,181 | ||||||
| 1.38%, 02/15/2044(8) |
111,174 | 157,695 | ||||||
| 2.13%, 02/15/2040(8) |
239,754 | 366,649 | ||||||
| U.S. Treasury Note/Bond |
||||||||
| 0.13%, 04/30/2022 |
140,350,000 | 140,333,552 | ||||||
| 0.13%, 05/31/2022 |
57,150,000 | 57,136,605 | ||||||
| 0.13%, 07/31/2022 |
58,815,000 | 58,803,513 | ||||||
| 0.13%, 08/31/2022 |
319,905,000 | 319,817,525 | ||||||
| 0.13%, 09/30/2022 |
363,345,000 | 363,302,420 | ||||||
| 0.25%, 05/31/2025 |
17,200,000 | 17,197,313 | ||||||
| 0.25%, 06/30/2025 |
85,400,000 | 85,346,625 | ||||||
| 0.25%, 08/31/2025 |
122,735,000 | 122,610,348 | ||||||
| 0.25%, 09/30/2025 |
139,825,000 | 139,639,296 | ||||||
| 0.38%, 03/31/2022 |
83,370,000 | 83,650,072 | ||||||
| 0.38%, 09/30/2027 |
85,075,000 | 84,503,402 | ||||||
| 0.63%, 08/15/2030 |
235,233,000 | 233,873,059 | ||||||
| 1.25%, 05/15/2050 |
112,370,000 | 106,488,133 | ||||||
| 1.38%, 08/15/2050 |
224,755,000 | 219,908,720 | ||||||
| 1.50%, 11/30/2021 |
43,085,000 | 43,754,837 | ||||||
| 1.50%, 09/15/2022(9) |
34,990,000 | 35,920,789 | ||||||
| 1.50%, 01/15/2023(9) |
229,835,000 | 236,927,566 | ||||||
| 1.63%, 11/15/2022 |
205,170,000 | 211,589,577 | ||||||
| 1.63%, 12/15/2022 |
44,950,000 | 46,419,654 | ||||||
| 2.00%, 02/15/2050 |
29,775,000 | 33,678,316 | ||||||
| 2.25%, 08/15/2049 |
116,300,000 | 138,301,598 | ||||||
| 2.38%, 11/15/2049 |
53,640,000 | 65,488,992 | ||||||
| 2.50%, 02/15/2045 |
49,400,000 | 60,798,664 | ||||||
| 2.75%, 11/15/2047 |
250,000 | 324,873 | ||||||
| 3.00%, 05/15/2045 |
30,000,000 | 40,164,844 | ||||||
| 3.00%, 02/15/2048 |
15,800,000 | 21,471,336 | ||||||
| 3.00%, 08/15/2048(9) |
10,405,000 | 14,181,283 | ||||||
| 3.00%, 02/15/2049 |
82,878,400 | 113,290,888 | ||||||
| 3.13%, 05/15/2048(9) |
12,780,000 | 17,767,195 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Obligations |
|
3,250,692,875 | ||||||
|
|
|
|||||||
| Total Government Related (Cost: $3,488,756,814) |
3,607,841,623 | |||||||
|
|
|
|||||||
| Mortgage-Backed Obligations – 29.01% |
||||||||
| 280 Park Avenue 2017-280P Mortgage Trust |
||||||||
| 1.03% (1 Month LIBOR USD + 0.88%, 0.88% Floor), 09/15/2034(1)(2) |
1,315,633 | 1,313,160 | ||||||
| Alternative Loan Trust 2003-22CB |
||||||||
| 5.75%, 12/25/2033 |
531,947 | 553,151 | ||||||
| 6.00%, 12/25/2033 |
167,220 | 172,128 | ||||||
| Alternative Loan Trust 2004-16CB |
||||||||
| 5.50%, 07/25/2034 |
352,061 | 363,638 | ||||||
| 5.50%, 08/25/2034 |
379,867 | 392,722 | ||||||
| Alternative Loan Trust 2005-56 |
||||||||
| 0.88% (1 Month LIBOR USD + 0.73%, 0.73% Floor), 11/25/2035(1) |
4,724,395 | 4,644,129 | ||||||
| Alternative Loan Trust 2005-74T1 |
||||||||
| 6.00%, 01/25/2036 |
10,496,162 | 8,253,787 | ||||||
| Alternative Loan Trust 2006-HY12 |
||||||||
| 3.23%, 08/25/2036(5) |
247,419 | 255,649 | ||||||
| Alternative Loan Trust 2006-OA17 |
||||||||
| 0.35% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 12/20/2046(1) |
15,579,201 | 12,857,475 | ||||||
| Alternative Loan Trust 2006-OA22 |
||||||||
| 0.36% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 02/25/2047(1) |
14,291,259 | 12,705,070 | ||||||
| Alternative Loan Trust 2006-OA3 |
||||||||
| 0.35% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 05/25/2036(1) |
5,745,552 | 4,840,813 | ||||||
| Alternative Loan Trust 2006-OA7 |
||||||||
| 1.96% (12 Month U.S. Treasury Average + 0.94%, 0.94% Floor), 06/25/2046(1) |
11,120,304 | 9,547,978 | ||||||
| Alternative Loan Trust 2006-OC5 |
||||||||
| 0.41% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 06/25/2046(1) |
8,092,566 | 7,136,533 | ||||||
| Alternative Loan Trust 2007-HY7C |
||||||||
| 0.29% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 08/25/2037(1) |
2,842,838 | 2,676,048 | ||||||
| Alternative Loan Trust 2007-OA2 |
||||||||
| 0.28% (1 Month LIBOR USD + 0.13%, 0.13% Floor), 03/25/2047(1) |
12,156,889 | 9,827,624 | ||||||
| 1.86% (12 Month U.S. Treasury Average + 0.84%, 0.84% Floor), 03/25/2047(1) |
26,405,036 | 22,022,291 | ||||||
| Alternative Loan Trust 2007-OA4 |
||||||||
| 0.32% (1 Month LIBOR USD + 0.17%, 0.17% Floor), 05/25/2047(1) |
1,935,126 | 1,764,659 | ||||||
| Angel Oak Mortgage Trust 2019-3 |
||||||||
| 3.24%, 05/25/2059(2)(5) |
3,288,448 | 3,325,454 | ||||||
| Angel Oak Mortgage Trust I LLC 2019-1 |
||||||||
| 3.92%, 11/25/2048(2)(5) |
5,057,683 | 5,167,464 | ||||||
| 4.02%, 11/25/2048(2)(5) |
1,136,819 | 1,160,379 | ||||||
| Angel Oak Mortgage Trust I LLC 2019-2 |
||||||||
| 3.63%, 03/25/2049(2)(5) |
1,993,058 | 2,037,495 | ||||||
| 3.78%, 03/25/2049(2)(5) |
2,167,842 | 2,212,377 | ||||||
| 4.07%, 03/25/2049(2)(5) |
3,460,000 | 3,577,760 | ||||||
| Angel Oak Mortgage Trust LLC |
||||||||
| 1.69%, 04/25/2065(2)(5) |
5,065,964 | 5,095,469 | ||||||
| Angel Oak Mortgage Trust LLC 2020-5 |
||||||||
| 2.04%, 05/25/2065(2)(5) |
2,795,000 | 2,796,463 | ||||||
| 2.97%, 05/25/2065(2)(5) |
2,480,000 | 2,492,760 | ||||||
| Ashford Hospitality Trust 2018-ASHF |
||||||||
| 1.05% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 04/15/2035(1)(2) |
1,061,043 | 1,011,014 | ||||||
| 1.40% (1 Month LIBOR USD + 1.25%, 1.25% Floor), 04/15/2035(1)(2) |
1,530,000 | 1,426,381 | ||||||
| 1.55% (1 Month LIBOR USD + 1.40%, 1.40% Floor), 04/15/2035(1)(2) |
715,000 | 645,555 | ||||||
| Atrium Hotel Portfolio Trust 2017-ATRM |
||||||||
| 1.08% (1 Month LIBOR USD + 0.93%, 0.93% Floor), 12/15/2036(1)(2) |
3,120,000 | 2,994,824 | ||||||
| 1.65% (1 Month LIBOR USD + 1.50%, 1.50% Floor), 12/15/2036(1)(2) |
1,095,000 | 1,015,102 | ||||||
| Austin Fairmont Hotel Trust 2019-FAIR |
||||||||
| 1.40% (1 Month LIBOR USD + 1.25%, 1.25% Floor), 09/15/2032(1)(2) |
2,155,000 | 2,040,706 | ||||||
| 1.60% (1 Month LIBOR USD + 1.45%, 1.45% Floor), 09/15/2032(1)(2) |
5,500,000 | 5,149,319 |
| Aventura Mall Trust |
||||||||
| 4.25%, 07/05/2040(2)(5) |
5,325,000 | 5,663,138 | ||||||
| BAMLL Commercial Mortgage Securities Trust 2018-PARK |
||||||||
| 4.23%, 08/10/2038(2)(5) |
6,575,000 | 7,720,520 | ||||||
| BAMLL Re-REMIC Trust 2016-RRLD11 |
||||||||
| 6.01%, 06/17/2050(2)(5) |
100,000 | 47,000 | ||||||
| 6.01%, 06/17/2050(2)(5) |
231,753 | 231,782 | ||||||
| Banc of America Commercial Mortgage Trust 2007-5 |
||||||||
| 6.02%, 02/10/2051(5) |
5,899,605 | 6,241,777 | ||||||
| Banc of America Funding 2015-R7 Trust |
||||||||
| 2.24% (12 Month U.S. Treasury Average + 0.92%), 09/26/2046(1)(2) |
1,055,758 | 1,059,204 | ||||||
| Banc of America Funding 2015-R8 Trust |
||||||||
| 2.16%, 11/26/2046(2)(5) |
1,450,324 | 1,466,288 | ||||||
| Banc of America Funding 2015-R9 Trust |
||||||||
| 0.35% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 02/26/2037(1)(2) |
12,762,160 | 12,359,145 | ||||||
| Bank 2019-BNK21 |
||||||||
| 3.52%, 10/17/2052 |
1,960,000 | 1,890,066 | ||||||
| Bank 2019-BNK22 |
||||||||
| 2.50%, 11/15/2062(2) |
3,945,000 | 3,059,214 | ||||||
| Bank 2020-BNK25 |
||||||||
| 2.84%, 01/15/2063 |
1,890,000 | 2,040,870 | ||||||
| BBCCRE Trust 2015-GTP |
||||||||
| 4.70%, 08/10/2033(2)(5) |
2,715,000 | 2,750,640 | ||||||
| BBCMS 2019-BWAY Mortgage Trust |
||||||||
| 2.31% (1 Month LIBOR USD + 2.16%, 2.16% Floor), 11/25/2034(1)(2) |
2,025,000 | 1,873,748 | ||||||
| BBCMS Trust 2018-CBM |
||||||||
| 1.15% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 07/15/2037(1)(2) |
2,305,000 | 2,201,803 | ||||||
| BCAP LLC 2014-RR2 |
||||||||
| 0.41% (1 Month LIBOR USD + 0.24%, 0.24% Floor), 10/26/2036(1)(2) |
16,382,834 | 15,569,849 | ||||||
| Bear Stearns ALT-A Trust 2005-1 |
||||||||
| 1.27% (1 Month LIBOR USD + 1.13%, 0.75% Floor, 11.50% Cap), 01/25/2035(1) |
6,131,301 | 5,979,124 | ||||||
| Bear Stearns ARM Trust 2003-3 |
||||||||
| 4.08%, 05/25/2033(5) |
500,555 | 491,959 | ||||||
| Bear Stearns Commercial Mortgage Securities Trust 2006-TOP24 |
||||||||
| 5.66%, 10/12/2041(2)(5) |
8,610,885 | 8,795,158 | ||||||
| Benchmark 2018-B1 Mortgage Trust |
||||||||
| 3.88%, 01/15/2051(5) |
3,095,000 | 3,524,511 | ||||||
| Benchmark 2019-B13 Mortgage Trust |
||||||||
| 2.70%, 08/15/2057 |
7,750,000 | 8,469,946 | ||||||
| 3.18%, 08/15/2057 |
2,902,000 | 3,201,267 | ||||||
| Benchmark 2020-B16 Mortgage Trust |
||||||||
| 3.66%, 02/15/2053(5) |
3,051,000 | 3,019,945 | ||||||
| BFLD 2019-DPLO |
||||||||
| 1.69% (1 Month LIBOR USD + 1.54%, 1.54% Floor), 10/15/2034(1)(2) |
4,650,000 | 4,288,487 | ||||||
| Braemar Hotels & Resorts Trust 2018-Prime |
||||||||
| 1.20% (1 Month LIBOR USD + 1.05%, 1.05% Floor), 06/15/2035(1)(2) |
3,000,000 | 2,790,631 |
| Brass NO 8 Plc |
||||||||
| 0.98% (3 Month LIBOR USD + 0.70%), 11/16/2066(1)(2) |
2,370,760 | 2,326,206 | ||||||
| BX Commercial Mortgage Trust 2019-IMC |
||||||||
| 1.45% (1 Month LIBOR USD + 1.30%, 1.30% Floor), 04/15/2034(1)(2) |
4,870,000 | 4,591,536 | ||||||
| 2.30% (1 Month LIBOR USD + 2.15%, 2.15% Floor), 04/15/2034(1)(2) |
4,215,000 | 3,743,336 | ||||||
| BX Trust 2018-GW |
||||||||
| 0.95% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 05/15/2035(1)(2) |
2,485,000 | 2,397,742 | ||||||
| BX Trust 2019-OC11 |
||||||||
| 3.20%, 12/09/2041(2) |
2,755,000 | 2,914,331 | ||||||
| BXP Trust 2017-GM |
||||||||
| 3.38%, 06/13/2039(2) |
3,800,000 | 4,226,842 | ||||||
| CALI Mortgage Trust 2019-101C |
||||||||
| 3.96%, 03/10/2039(2) |
5,010,000 | 5,862,455 | ||||||
| Cantor Commercial Real Estate Lending 2019-CF1 |
||||||||
| 4.35%, 05/15/2052(5) |
3,220,000 | 3,492,694 | ||||||
| Cantor Commercial Real Estate Lending 2019-CF2 |
||||||||
| 2.50%, 11/15/2052(2) |
7,935,000 | 6,614,428 | ||||||
| 3.27%, 11/15/2052(5) |
2,780,000 | 2,894,502 | ||||||
| CD 2018-CD7 Mortgage Trust |
||||||||
| 5.01%, 08/15/2051(5) |
8,190,000 | 8,772,196 | ||||||
| Century Plaza Towers 2019-CPT |
||||||||
| 2.87%, 11/13/2039(2) |
5,185,000 | 5,643,970 | ||||||
| CHL Mortgage Pass-Through Trust Resecuritization 2008-3R |
||||||||
| 6.00%, 08/25/2037(2) |
6,467,597 | 5,190,736 | ||||||
| CIM Trust 2017-8 |
||||||||
| 4.00%, 12/25/2065(2)(5) |
27,000,000 | 27,394,983 | ||||||
| CIM Trust 2018-R4 |
||||||||
| 4.07%, 12/26/2057(2)(5) |
15,947,930 | 16,468,327 | ||||||
| CIM Trust 2018-R5 |
||||||||
| 3.75%, 07/25/2058(2)(5) |
11,774,210 | 11,975,307 | ||||||
| CIM Trust 2018-R6 |
||||||||
| 1.23% (1 Month LIBOR USD + 1.08%, 1.08% Floor), 09/25/2058(1)(2) |
14,518,171 | 14,336,163 | ||||||
| CIM Trust 2019-R3 |
||||||||
| 2.63%, 06/25/2058(2)(5) |
21,260,249 | 20,748,961 | ||||||
| CIM Trust 2019-R4 |
||||||||
| 3.00%, 10/25/2059(2)(5) |
24,859,441 | 23,154,347 | ||||||
| CIM Trust 2020-R1 |
||||||||
| 2.85%, 10/27/2059(2)(5) |
29,601,682 | 25,725,354 | ||||||
| Citigroup Commercial Mortgage Trust 2013-375P |
||||||||
| 3.63%, 05/10/2035(2)(5) |
3,120,000 | 3,098,149 | ||||||
| Citigroup Commercial Mortgage Trust 2015-GC27 |
||||||||
| 2.69%, 02/10/2048 |
91,997 | 91,975 | ||||||
| 3.57%, 02/10/2048 |
430,000 | 462,824 | ||||||
| Citigroup Commercial Mortgage Trust 2015-GC33 |
||||||||
| 4.11%, 09/10/2058 |
1,350,000 | 1,500,432 | ||||||
| Citigroup Commercial Mortgage Trust 2016-P3 |
||||||||
| 3.06%, 04/15/2049 |
1,225,000 | 1,327,989 |
| Citigroup Commercial Mortgage Trust 2017-P7 |
||||||||
| 3.92%, 04/14/2050 |
2,140,000 | 2,433,164 | ||||||
| Citigroup Commercial Mortgage Trust 2018-B2 |
||||||||
| 4.83%, 03/10/2051(5) |
1,195,000 | 1,167,255 | ||||||
| Citigroup Commercial Mortgage Trust 2020-555 |
||||||||
| 2.83%, 12/10/2041(2) |
2,150,000 | 2,162,941 | ||||||
| 3.03%, 12/10/2041(2) |
1,530,000 | 1,509,403 | ||||||
| Citigroup Mortgage Loan Trust 2018-A |
||||||||
| 4.00%, 01/25/2068(2)(5) |
1,425,403 | 1,431,755 | ||||||
| Citigroup Mortgage Loan Trust 2018-C |
||||||||
| 4.13%, 03/25/2059(2)(4) |
4,245,470 | 4,315,895 | ||||||
| Citigroup Mortgage Loan Trust 2019-B |
||||||||
| 3.26%, 04/25/2066(2)(5) |
3,176,018 | 3,211,482 | ||||||
| Citigroup Mortgage Loan Trust 2019-RP1 |
||||||||
| 3.50%, 01/25/2066(2)(5) |
3,120,432 | 3,334,391 | ||||||
| Clavis Securities Plc |
||||||||
| 0.23% (3 Month LIBOR GBP + 0.17%), 12/15/2032(1) |
GBP | 984,169 | 1,222,358 | |||||
| COLT 2018-4 Mortgage Loan Trust |
||||||||
| 4.01%, 12/28/2048(2)(5) |
$ | 1,556,819 | 1,577,181 | |||||
| 4.11%, 12/28/2048(2)(5) |
1,291,601 | 1,308,657 | ||||||
| COLT 2019-1 Mortgage Loan Trust |
||||||||
| 3.71%, 03/25/2049(2)(5) |
4,167,986 | 4,202,715 | ||||||
| COLT 2019-2 Mortgage Loan Trust |
||||||||
| 3.34%, 05/25/2049(2)(5) |
3,377,917 | 3,408,835 | ||||||
| 3.54%, 05/25/2049(2)(5) |
2,318,340 | 2,339,362 | ||||||
| COLT 2019-3 Mortgage Loan Trust |
||||||||
| 2.76%, 08/25/2049(2)(5) |
1,882,758 | 1,904,096 | ||||||
| COLT 2020-3 Mortgage Loan Trust |
||||||||
| 1.51%, 04/27/2065(2)(5) |
3,079,460 | 3,094,965 | ||||||
| COMM 2014-CCRE20 Mortgage Trust |
||||||||
| 3.94%, 11/10/2047 |
1,115,000 | 1,211,805 | ||||||
| COMM 2014-CR14 Mortgage Trust |
||||||||
| 4.77%, 02/10/2047(5) |
6,770,000 | 6,876,283 | ||||||
| COMM 2014-UBS2 Mortgage Trust |
||||||||
| 5.13%, 03/10/2047(5) |
800,000 | 786,357 | ||||||
| COMM 2015-CCRE24 Mortgage Trust |
||||||||
| 3.70%, 08/10/2048 |
1,990,000 | 2,226,315 | ||||||
| COMM 2015-DC1 Mortgage Trust |
||||||||
| 3.72%, 02/10/2048 |
2,495,000 | 2,697,865 | ||||||
| COMM 2015-PC1 Mortgage Trust |
||||||||
| 3.90%, 07/10/2050 |
515,000 | 572,179 | ||||||
| 4.58%, 07/10/2050(5) |
440,000 | 467,673 | ||||||
| COMM 2017-COR2 Mortgage Trust |
||||||||
| 3.51%, 09/10/2050 |
3,110,000 | 3,477,819 | ||||||
| COMM 2017-PANW Mortgage Trust |
||||||||
| 3.53%, 10/10/2029(2)(5) |
1,285,000 | 1,352,480 | ||||||
| COMM 2020-CBM Mortgage Trust |
||||||||
| 3.40%, 02/10/2037(2) |
5,150,000 | 5,017,362 |
| Connecticut Avenue Securities Trust 2020-R02 |
||||||||
| 0.90% (1 Month LIBOR USD + 0.75%), 01/25/2040(1)(2) |
2,044,932 | 2,039,738 | ||||||
| Credit Suisse Mortgage Capital Certificates 19-RPL4 |
||||||||
| 3.51%, 08/26/2058(2) |
689,994 | 694,532 | ||||||
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 |
||||||||
| 1.75% (1 Month LIBOR USD + 1.60%, 1.60% Floor), 05/15/2036(1)(2) |
5,465,000 | 5,410,142 | ||||||
| 2.30% (1 Month LIBOR USD + 2.15%, 2.15% Floor), 05/15/2036(1)(2) |
2,375,000 | 2,342,222 | ||||||
| Csail 2015-C2 Commercial Mortgage Trust |
||||||||
| 3.85%, 06/15/2057(5) |
8,560,000 | 9,013,522 | ||||||
| CSAIL 2016-C6 Commercial Mortgage Trust |
||||||||
| 3.09%, 01/15/2049 |
840,000 | 914,361 | ||||||
| CSAIL 2016-C7 Commercial Mortgage Trust |
||||||||
| 3.96%, 11/15/2049(5) |
6,160,000 | 6,915,057 | ||||||
| CSAIL 2019-C17 Commercial Mortgage Trust |
||||||||
| 2.76%, 09/15/2052 |
6,050,000 | 6,577,889 | ||||||
| 3.28%, 09/15/2052 |
2,625,000 | 2,888,046 | ||||||
| 3.48%, 09/15/2052 |
3,015,000 | 3,165,907 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27 |
||||||||
| 5.75%, 11/25/2033 |
102,318 | 107,697 | ||||||
| CSMC 2014-USA OA LLC |
||||||||
| 4.37%, 09/15/2037(2) |
6,175,000 | 4,694,601 | ||||||
| CSMC 2018-RPL2 Trust |
||||||||
| 4.31%, 08/25/2062(2)(4) |
2,385,067 | 2,403,324 | ||||||
| CSMC 2018-RPL7 Trust |
||||||||
| 4.00%, 08/26/2058(2) |
1,546,752 | 1,570,809 | ||||||
| CSMC 2020-NET |
||||||||
| 2.26%, 08/15/2037(2) |
2,800,000 | 2,887,000 | ||||||
| 3.53%, 08/15/2037(2) |
4,405,000 | 4,551,715 | ||||||
| CSMC 2020-RPL3 Trust |
||||||||
| 2.69%, 03/25/2060(2)(5) |
12,400,000 | 12,399,616 | ||||||
| CSMC Trust 2013-5R |
||||||||
| 0.68% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 02/27/2036(1)(2) |
4,898,010 | 4,953,539 | ||||||
| DBCG 2017-BBG Mortgage Trust |
||||||||
| 0.85% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 06/15/2034(1)(2) |
2,645,000 | 2,628,440 | ||||||
| DBJPM 17-C6 Mortgage Trust |
||||||||
| 3.79%, 06/10/2050(5) |
2,750,000 | 2,911,776 | ||||||
| DBUBS 2017-BRBK Mortgage Trust |
||||||||
| 3.65%, 10/10/2034(2)(5) |
2,540,000 | 2,620,730 | ||||||
| DC Office Trust 2019-MTC |
||||||||
| 2.97%, 09/15/2045(2) |
5,545,000 | 6,103,647 | ||||||
| 3.17%, 09/15/2045(2)(5) |
4,450,000 | 4,353,892 | ||||||
| Deephaven Residential Mortgage Trust 2018-1 |
||||||||
| 2.98%, 12/25/2057(2)(5) |
210,366 | 211,656 | ||||||
| Deephaven Residential Mortgage Trust 2018-2 |
||||||||
| 3.48%, 04/25/2058(2)(5) |
1,335,193 | 1,360,266 | ||||||
| Deephaven Residential Mortgage Trust 2019-1 |
||||||||
| 3.74%, 01/25/2059(2)(5) |
1,852,587 | 1,871,641 |
| Deephaven Residential Mortgage Trust 2019-2 |
||||||||
| 3.56%, 04/25/2059(2)(5) |
2,460,642 | 2,489,225 | ||||||
| Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust Series 2005-2 |
||||||||
| 0.55% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 04/25/2035(1) |
4,627,313 | 4,030,383 | ||||||
| Durham Mortgages Plc |
||||||||
| 0.62% (3 Month LIBOR GBP + 0.55%), 03/31/2053(1) |
GBP | 23,529,077 | 30,286,785 | |||||
| 0.67% (3 Month LIBOR GBP + 0.60%), 03/31/2054(1) |
20,011,332 | 25,695,328 | ||||||
| Eleven Madison Trust 2015-11MD Mortgage Trust |
||||||||
| 3.67%, 09/10/2035(2)(5) |
$ | 3,110,000 | 3,389,931 | |||||
| Ellington Financial Mortgage Trust 2019-2 |
||||||||
| 2.74%, 11/25/2059(2)(5) |
4,964,493 | 5,059,312 | ||||||
| EOS European Loan Conduit No 35 DAC |
||||||||
| 1.00% (3 Month EURIBOR + 1.00%, 1.00% Floor, 6.00% Cap), 04/23/2029(1)(2) |
EUR | 780,523 | 908,835 | |||||
| Eurosail-UK 2007-5np Plc |
||||||||
| 0.83% (3 Month LIBOR GBP + 0.77%), 09/13/2045(1) |
GBP | 9,633,470 | 11,571,584 | |||||
| Eurosail-UK 2007-6nc Plc |
||||||||
| 0.76% (3 Month LIBOR GBP + 0.70%, 0.70% Floor), 09/13/2045(1) |
241,830 | 299,527 | ||||||
| Fannie Mae |
||||||||
| 1.50%, 10/01/2035(10) |
$ | 27,975,000 | 28,615,365 | |||||
| 2.00%, 10/01/2035(10) |
90,200,000 | 93,723,438 | ||||||
| 2.00%, 10/01/2050(10) |
512,440,000 | 529,734,850 | ||||||
| 2.00%, 12/01/2050(10) |
916,000,000 | 942,948,729 | ||||||
| 2.50%, 10/01/2050(10) |
161,800,000 | 169,700,390 | ||||||
| 2.50%, 11/01/2050(10) |
89,375,000 | 93,546,105 | ||||||
| 3.00%, 10/01/2050(10) |
17,355,000 | 18,180,040 | ||||||
| 3.50%, 10/01/2035(10) |
6,180,000 | 6,535,229 | ||||||
| 4.00%, 10/01/2050(10) |
3,280,000 | 3,497,813 | ||||||
| 4.50%, 10/01/2050(10) |
9,890,000 | 10,698,585 | ||||||
| Fannie Mae Connecticut Avenue Securities |
||||||||
| 1.00% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 07/25/2030(1) |
5,951,759 | 5,848,799 | ||||||
| 1.05% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 08/25/2030(1) |
2,986,692 | 2,899,676 | ||||||
| 1.15% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 02/25/2030(1) |
3,723,302 | 3,664,989 | ||||||
| 1.25% (1 Month LIBOR USD + 1.10%), 11/25/2029(1) |
6,972,997 | 6,892,753 | ||||||
| 1.50% (1 Month LIBOR USD + 1.35%), 09/25/2029(1) |
6,117,752 | 6,059,977 | ||||||
| 3.70% (1 Month LIBOR USD + 3.55%), 07/25/2029(1) |
2,320,362 | 2,386,973 | ||||||
| 4.70% (1 Month LIBOR USD + 4.55%), 02/25/2025(1) |
437,418 | 441,810 | ||||||
| Fannie Mae Pool |
||||||||
| 2.00%, 10/01/2040 |
8,750,000 | 9,050,472 | ||||||
| 2.00%, 10/01/2040 |
25,910,000 | 26,799,740 | ||||||
| 2.00%, 08/01/2050 |
11,479,806 | 11,869,482 | ||||||
| 2.46%, 04/01/2040 |
8,775,000 | 9,313,527 | ||||||
| 2.50%, 07/01/2030 |
483,547 | 514,422 | ||||||
| 2.50%, 07/01/2030 |
636,008 | 676,028 | ||||||
| 2.50%, 08/01/2030 |
1,168,924 | 1,243,466 | ||||||
| 2.50%, 11/01/2031 |
1,605,711 | 1,714,135 | ||||||
| 2.50%, 01/01/2032 |
1,872,945 | 1,959,049 |
| 2.50%, 08/01/2035 |
6,627,479 | 6,940,533 | ||||||
| 3.00%, 10/01/2028 |
282,864 | 297,152 | ||||||
| 3.00%, 02/01/2030 |
8,378,686 | 8,785,373 | ||||||
| 3.00%, 03/01/2030 |
8,623,198 | 9,041,752 | ||||||
| 3.00%, 05/01/2030 |
157,250 | 165,347 | ||||||
| 3.00%, 09/01/2030 |
1,716,653 | 1,838,321 | ||||||
| 3.00%, 12/01/2030 |
736,368 | 774,218 | ||||||
| 3.00%, 09/01/2031 |
595,773 | 625,412 | ||||||
| 3.00%, 06/01/2032 |
1,327,004 | 1,391,780 | ||||||
| 3.00%, 09/01/2032 |
2,686,702 | 2,821,433 | ||||||
| 3.00%, 06/01/2033 |
9,453 | 9,914 | ||||||
| 3.00%, 10/01/2033 |
1,824,175 | 1,933,648 | ||||||
| 3.00%, 11/01/2033 |
1,154,744 | 1,242,909 | ||||||
| 3.00%, 02/01/2034 |
4,410,276 | 4,633,359 | ||||||
| 3.00%, 12/01/2034 |
4,991,512 | 5,424,602 | ||||||
| 3.00%, 01/01/2035 |
1,610,119 | 1,734,019 | ||||||
| 3.00%, 01/01/2035 |
3,517,702 | 3,788,304 | ||||||
| 3.00%, 02/01/2035 |
2,666,540 | 2,897,921 | ||||||
| 3.00%, 11/01/2036 |
208,671 | 224,908 | ||||||
| 3.00%, 11/01/2036 |
1,406,089 | 1,501,804 | ||||||
| 3.00%, 11/01/2036 |
1,644,504 | 1,770,541 | ||||||
| 3.00%, 12/01/2036 |
242,855 | 261,752 | ||||||
| 3.00%, 12/01/2036 |
1,848,480 | 1,974,315 | ||||||
| 3.00%, 10/01/2037 |
32,841 | 34,387 | ||||||
| 3.00%, 03/01/2038 |
2,489,611 | 2,612,608 | ||||||
| 3.00%, 04/01/2040 |
4,204,161 | 4,532,814 | ||||||
| 3.00%, 04/01/2040 |
4,607,409 | 4,945,045 | ||||||
| 3.00%, 04/01/2040 |
5,333,054 | 5,697,776 | ||||||
| 3.00%, 01/01/2043 |
2,275,543 | 2,424,337 | ||||||
| 3.00%, 02/01/2043 |
3,442,104 | 3,667,004 | ||||||
| 3.00%, 04/01/2043 |
2,341,779 | 2,512,143 | ||||||
| 3.00%, 05/01/2043 |
1,101,027 | 1,169,875 | ||||||
| 3.00%, 06/01/2043 |
2,751,750 | 2,931,264 | ||||||
| 3.00%, 07/01/2043 |
279,224 | 298,305 | ||||||
| 3.00%, 08/01/2043 |
141,054 | 148,489 | ||||||
| 3.00%, 08/01/2043 |
7,069,378 | 7,582,557 | ||||||
| 3.00%, 09/01/2043 |
1,152,402 | 1,255,299 | ||||||
| 3.00%, 02/01/2044 |
36,782 | 38,719 | ||||||
| 3.00%, 05/01/2045 |
537,886 | 573,076 | ||||||
| 3.00%, 05/01/2045 |
1,108,652 | 1,188,382 | ||||||
| 3.00%, 07/01/2045 |
5,103,163 | 5,537,871 | ||||||
| 3.00%, 05/01/2046 |
9,921,369 | 10,425,533 | ||||||
| 3.00%, 06/01/2046 |
339,111 | 363,582 | ||||||
| 3.00%, 07/01/2046 |
2,111,070 | 2,217,182 | ||||||
| 3.00%, 08/01/2046 |
107,902 | 113,571 | ||||||
| 3.00%, 11/01/2046 |
470,531 | 507,790 | ||||||
| 3.00%, 11/01/2046 |
509,059 | 535,106 |
| 3.00%, 11/01/2046 |
779,598 | 836,021 | ||||||
| 3.00%, 11/01/2046 |
1,594,840 | 1,678,826 | ||||||
| 3.00%, 11/01/2046 |
1,721,572 | 1,836,349 | ||||||
| 3.00%, 11/01/2046 |
1,762,897 | 1,885,133 | ||||||
| 3.00%, 11/01/2046 |
1,906,725 | 2,044,922 | ||||||
| 3.00%, 11/01/2046 |
4,515,868 | 4,815,912 | ||||||
| 3.00%, 12/01/2046 |
42,966 | 45,201 | ||||||
| 3.00%, 01/01/2047 |
2,980,478 | 3,132,773 | ||||||
| 3.00%, 01/01/2047 |
17,374,815 | 18,264,088 | ||||||
| 3.00%, 06/01/2047 |
2,153,324 | 2,343,808 | ||||||
| 3.00%, 08/01/2047 |
10,652,238 | 11,491,166 | ||||||
| 3.00%, 09/01/2048 |
918,444 | 963,706 | ||||||
| 3.00%, 09/01/2048 |
1,771,640 | 1,864,319 | ||||||
| 3.00%, 08/01/2049 |
1,777,616 | 1,934,852 | ||||||
| 3.00%, 03/01/2050 |
11,958,286 | 12,791,635 | ||||||
| 3.00%, 07/01/2050 |
3,672,594 | 3,898,836 | ||||||
| 3.21%, 11/01/2037 |
10,996,994 | 12,882,583 | ||||||
| 3.22%, 01/01/2027 |
3,565,000 | 4,029,743 | ||||||
| 3.45%, 05/01/2034 |
10,464,000 | 12,543,512 | ||||||
| 3.48%, 07/01/2042 |
4,031,118 | 4,745,045 | ||||||
| 3.50%, 01/01/2030 |
794,120 | 844,893 | ||||||
| 3.50%, 12/01/2030 |
2,475,104 | 2,630,853 | ||||||
| 3.50%, 04/01/2031 |
1,254,486 | 1,331,598 | ||||||
| 3.50%, 11/01/2031 |
1,991,899 | 2,115,307 | ||||||
| 3.50%, 08/01/2032 |
897,362 | 954,891 | ||||||
| 3.50%, 08/01/2032 |
4,059,473 | 4,306,873 | ||||||
| 3.50%, 11/01/2032 |
1,472,447 | 1,602,508 | ||||||
| 3.50%, 12/01/2033 |
2,456,584 | 2,612,345 | ||||||
| 3.50%, 02/01/2035 |
109,200 | 117,400 | ||||||
| 3.50%, 01/01/2036 |
1,093,888 | 1,181,013 | ||||||
| 3.50%, 01/01/2038 |
5,527,219 | 5,835,753 | ||||||
| 3.50%, 12/01/2041 |
61,043 | 67,921 | ||||||
| 3.50%, 06/01/2042 |
50,272 | 54,572 | ||||||
| 3.50%, 06/01/2042 |
81,176 | 88,172 | ||||||
| 3.50%, 07/01/2042 |
64,810 | 70,334 | ||||||
| 3.50%, 07/01/2042 |
481,803 | 522,513 | ||||||
| 3.50%, 08/01/2042 |
133,047 | 144,449 | ||||||
| 3.50%, 09/01/2042 |
156,551 | 170,033 | ||||||
| 3.50%, 09/01/2042 |
205,374 | 222,941 | ||||||
| 3.50%, 12/01/2042 |
1,007,200 | 1,094,268 | ||||||
| 3.50%, 12/01/2042 |
1,733,387 | 1,883,886 | ||||||
| 3.50%, 01/01/2043 |
89,085 | 96,756 | ||||||
| 3.50%, 01/01/2043 |
234,234 | 254,543 | ||||||
| 3.50%, 03/01/2043 |
980,328 | 1,065,019 | ||||||
| 3.50%, 04/01/2043 |
92,323 | 100,021 | ||||||
| 3.50%, 06/01/2043 |
126,467 | 139,834 | ||||||
| 3.50%, 06/01/2043 |
825,883 | 896,011 |
| 3.50%, 06/01/2043 |
1,507,832 | 1,635,860 | ||||||
| 3.50%, 06/01/2043 |
2,050,612 | 2,227,892 | ||||||
| 3.50%, 07/01/2043 |
103,918 | 112,425 | ||||||
| 3.50%, 07/01/2043 |
155,583 | 172,026 | ||||||
| 3.50%, 08/01/2043 |
94,506 | 102,668 | ||||||
| 3.50%, 08/01/2043 |
110,582 | 119,668 | ||||||
| 3.50%, 09/01/2043 |
439,971 | 485,184 | ||||||
| 3.50%, 01/01/2044 |
462,208 | 502,101 | ||||||
| 3.50%, 01/01/2044 |
650,026 | 706,277 | ||||||
| 3.50%, 01/01/2044 |
944,521 | 1,041,132 | ||||||
| 3.50%, 01/01/2044 |
4,787,825 | 5,200,342 | ||||||
| 3.50%, 03/01/2044 |
197,447 | 219,661 | ||||||
| 3.50%, 07/01/2044 |
623,615 | 674,467 | ||||||
| 3.50%, 12/01/2044 |
333,228 | 361,924 | ||||||
| 3.50%, 02/01/2045 |
407,263 | 442,213 | ||||||
| 3.50%, 04/01/2045 |
52,970 | 57,820 | ||||||
| 3.50%, 04/01/2045 |
1,107,131 | 1,180,816 | ||||||
| 3.50%, 05/01/2045 |
1,519,540 | 1,621,164 | ||||||
| 3.50%, 06/01/2045 |
1,898,049 | 2,071,916 | ||||||
| 3.50%, 06/01/2045 |
1,979,477 | 2,110,016 | ||||||
| 3.50%, 07/01/2045 |
2,220,942 | 2,397,960 | ||||||
| 3.50%, 08/01/2045 |
45,799 | 49,190 | ||||||
| 3.50%, 09/01/2045 |
3,725,689 | 4,019,082 | ||||||
| 3.50%, 10/01/2045 |
307,893 | 332,821 | ||||||
| 3.50%, 11/01/2045 |
312,237 | 336,661 | ||||||
| 3.50%, 11/01/2045 |
5,325,869 | 5,675,686 | ||||||
| 3.50%, 12/01/2045 |
1,060,099 | 1,132,123 | ||||||
| 3.50%, 01/01/2046 |
27,994 | 30,556 | ||||||
| 3.50%, 01/01/2046 |
72,371 | 77,209 | ||||||
| 3.50%, 04/01/2046 |
460,633 | 491,411 | ||||||
| 3.50%, 05/01/2046 |
544,492 | 591,324 | ||||||
| 3.50%, 06/01/2046 |
540,331 | 576,718 | ||||||
| 3.50%, 06/01/2046 |
1,177,422 | 1,253,665 | ||||||
| 3.50%, 06/01/2046 |
2,282,786 | 2,523,038 | ||||||
| 3.50%, 06/01/2046 |
2,925,006 | 3,192,854 | ||||||
| 3.50%, 06/01/2046 |
4,031,868 | 4,311,881 | ||||||
| 3.50%, 07/01/2046 |
1,046,065 | 1,111,920 | ||||||
| 3.50%, 09/01/2046 |
4,944,163 | 5,258,190 | ||||||
| 3.50%, 12/01/2046 |
1,631,951 | 1,735,413 | ||||||
| 3.50%, 01/01/2047 |
796,868 | 849,480 | ||||||
| 3.50%, 01/01/2047 |
1,276,979 | 1,355,055 | ||||||
| 3.50%, 01/01/2047 |
3,947,275 | 4,309,883 | ||||||
| 3.50%, 01/01/2047 |
17,555,612 | 18,635,913 | ||||||
| 3.50%, 02/01/2047 |
858,485 | 909,731 | ||||||
| 3.50%, 02/01/2047 |
1,124,694 | 1,195,786 | ||||||
| 3.50%, 03/01/2047 |
159,717 | 169,222 | ||||||
| 3.50%, 08/01/2047 |
12,544,900 | 13,665,486 |
| 3.50%, 11/01/2047 |
8,679,821 | 9,176,798 | ||||||
| 3.50%, 12/01/2047 |
3,656,453 | 3,990,626 | ||||||
| 3.50%, 12/01/2047 |
4,049,688 | 4,285,698 | ||||||
| 3.50%, 12/01/2047 |
4,045,383 | 4,403,777 | ||||||
| 3.50%, 01/01/2048 |
3,307,168 | 3,644,838 | ||||||
| 3.50%, 01/01/2048 |
7,603,295 | 8,304,059 | ||||||
| 3.50%, 02/01/2048 |
1,872,041 | 1,995,618 | ||||||
| 3.50%, 02/01/2048 |
13,400,271 | 14,171,131 | ||||||
| 3.50%, 06/01/2049 |
11,269,372 | 12,270,514 | ||||||
| 3.50%, 08/01/2049 |
525,440 | 553,685 | ||||||
| 3.50%, 09/01/2049 |
4,245,159 | 4,473,315 | ||||||
| 3.50%, 09/01/2049 |
4,923,739 | 5,317,474 | ||||||
| 3.50%, 10/01/2049 |
2,564,397 | 2,702,222 | ||||||
| 3.50%, 10/01/2049 |
4,082,665 | 4,302,088 | ||||||
| 3.50%, 02/01/2050 |
857,607 | 903,614 | ||||||
| 3.50%, 05/01/2050 |
10,074,424 | 10,636,939 | ||||||
| 3.50%, 07/01/2050 |
5,564,178 | 5,936,755 | ||||||
| 4.00%, 11/01/2040 |
76,250 | 83,969 | ||||||
| 4.00%, 11/01/2040 |
285,706 | 315,284 | ||||||
| 4.00%, 11/01/2040 |
2,274,534 | 2,477,723 | ||||||
| 4.00%, 12/01/2040 |
186,911 | 205,814 | ||||||
| 4.00%, 01/01/2041 |
141,770 | 156,169 | ||||||
| 4.00%, 02/01/2041 |
145,665 | 160,798 | ||||||
| 4.00%, 02/01/2041 |
452,787 | 498,695 | ||||||
| 4.00%, 02/01/2041 |
618,259 | 680,914 | ||||||
| 4.00%, 09/01/2041 |
277,375 | 305,904 | ||||||
| 4.00%, 01/01/2042 |
40,746 | 44,871 | ||||||
| 4.00%, 01/01/2042 |
2,490,177 | 2,743,383 | ||||||
| 4.00%, 02/01/2042 |
65,416 | 72,057 | ||||||
| 4.00%, 03/01/2042 |
2,653,815 | 2,972,333 | ||||||
| 4.00%, 06/01/2042 |
9,560,176 | 10,559,999 | ||||||
| 4.00%, 08/01/2042 |
2,466,477 | 2,700,564 | ||||||
| 4.00%, 09/01/2043 |
1,368,484 | 1,500,915 | ||||||
| 4.00%, 12/01/2043 |
2,712,506 | 2,976,553 | ||||||
| 4.00%, 06/01/2045 |
5,499,564 | 6,007,638 | ||||||
| 4.00%, 07/01/2045 |
743,168 | 805,914 | ||||||
| 4.00%, 09/01/2045 |
89,199 | 96,707 | ||||||
| 4.00%, 09/01/2045 |
121,189 | 132,280 | ||||||
| 4.00%, 10/01/2045 |
2,573,237 | 2,808,403 | ||||||
| 4.00%, 12/01/2045 |
394,304 | 425,668 | ||||||
| 4.00%, 12/01/2045 |
4,266,004 | 4,638,077 | ||||||
| 4.00%, 03/01/2046 |
1,172,892 | 1,273,277 | ||||||
| 4.00%, 09/01/2046 |
66,965 | 72,890 | ||||||
| 4.00%, 09/01/2046 |
1,655,693 | 1,790,910 | ||||||
| 4.00%, 12/01/2046 |
4,422,031 | 4,781,952 | ||||||
| 4.00%, 02/01/2047 |
1,710,347 | 1,848,456 | ||||||
| 4.00%, 02/01/2047 |
3,745,897 | 4,054,992 |
| 4.00%, 03/01/2047 |
1,898,843 | 2,039,079 | ||||||
| 4.00%, 04/01/2047 |
2,002,862 | 2,149,967 | ||||||
| 4.00%, 05/01/2047 |
2,477,938 | 2,655,792 | ||||||
| 4.00%, 06/01/2047 |
1,117,462 | 1,199,945 | ||||||
| 4.00%, 06/01/2047 |
2,758,009 | 2,954,956 | ||||||
| 4.00%, 07/01/2047 |
2,532,641 | 2,711,939 | ||||||
| 4.00%, 08/01/2047 |
2,037,654 | 2,184,878 | ||||||
| 4.00%, 08/01/2047 |
2,838,544 | 3,076,698 | ||||||
| 4.00%, 06/01/2048 |
1,923,861 | 2,055,191 | ||||||
| 4.00%, 09/01/2048 |
21,467,094 | 23,890,347 | ||||||
| 4.00%, 10/01/2048 |
351,056 | 390,008 | ||||||
| 4.00%, 12/01/2048 |
2,224,274 | 2,369,922 | ||||||
| 4.00%, 01/01/2049 |
7,272,518 | 7,945,447 | ||||||
| 4.00%, 02/01/2049 |
996,581 | 1,061,963 | ||||||
| 4.00%, 02/01/2049 |
7,711,547 | 8,327,672 | ||||||
| 4.00%, 11/01/2049 |
2,202,042 | 2,352,359 | ||||||
| 4.00%, 12/01/2049 |
412,368 | 440,163 | ||||||
| 4.00%, 01/01/2050 |
9,726,777 | 10,365,856 | ||||||
| 4.50%, 11/01/2035 |
283,834 | 312,633 | ||||||
| 4.50%, 08/01/2040 |
77,085 | 86,419 | ||||||
| 4.50%, 09/01/2040 |
30,474 | 34,193 | ||||||
| 4.50%, 11/01/2040 |
2,085,870 | 2,346,922 | ||||||
| 4.50%, 01/01/2041 |
21,566 | 24,245 | ||||||
| 4.50%, 02/01/2041 |
277,065 | 311,737 | ||||||
| 4.50%, 05/01/2041 |
2,935,384 | 3,302,136 | ||||||
| 4.50%, 05/01/2041 |
5,037,710 | 5,663,864 | ||||||
| 4.50%, 08/01/2041 |
34,466 | 38,693 | ||||||
| 4.50%, 11/01/2041 |
561,005 | 631,114 | ||||||
| 4.50%, 02/01/2045 |
456,821 | 510,879 | ||||||
| 4.50%, 06/01/2045 |
315,761 | 352,459 | ||||||
| 4.50%, 02/01/2046 |
2,110,545 | 2,330,892 | ||||||
| 4.50%, 03/01/2046 |
1,619,292 | 1,814,311 | ||||||
| 4.50%, 09/01/2046 |
1,924,290 | 2,152,915 | ||||||
| 4.50%, 11/01/2047 |
2,728,010 | 3,064,339 | ||||||
| 4.50%, 04/01/2048 |
3,116,822 | 3,376,459 | ||||||
| 4.50%, 05/01/2048 |
5,885,048 | 6,373,530 | ||||||
| 4.50%, 05/01/2048 |
14,014,114 | 15,150,350 | ||||||
| 4.50%, 08/01/2048 |
989,661 | 1,070,083 | ||||||
| 4.50%, 08/01/2048 |
1,853,106 | 2,003,205 | ||||||
| 4.50%, 08/01/2048 |
10,176,633 | 11,009,167 | ||||||
| 4.50%, 09/01/2048 |
4,007,241 | 4,336,210 | ||||||
| 4.50%, 11/01/2048 |
2,169,867 | 2,353,262 | ||||||
| 4.50%, 12/01/2048 |
5,309,110 | 5,737,927 | ||||||
| 4.50%, 05/01/2049 |
6,884,119 | 7,481,723 | ||||||
| 4.50%, 01/01/2050 |
704,366 | 761,587 | ||||||
| 4.50%, 05/01/2050 |
3,273,747 | 3,566,179 | ||||||
| 5.00%, 07/01/2035 |
686,848 | 789,793 |
| 5.00%, 02/01/2036 |
1,090,159 | 1,254,031 | ||||||
| 5.00%, 05/01/2040 |
25,422 | 29,242 | ||||||
| 5.00%, 06/01/2040 |
8,615 | 9,910 | ||||||
| 5.00%, 06/01/2040 |
730,512 | 834,998 | ||||||
| 5.00%, 02/01/2041 |
623,841 | 718,680 | ||||||
| 5.00%, 07/01/2041 |
805,257 | 924,872 | ||||||
| 5.00%, 08/01/2041 |
255,058 | 293,148 | ||||||
| 5.00%, 03/01/2042 |
432,016 | 494,613 | ||||||
| 5.00%, 11/01/2044 |
2,662,690 | 3,060,100 | ||||||
| 5.00%, 02/01/2045 |
969,446 | 1,074,510 | ||||||
| 5.00%, 07/01/2045 |
544,955 | 626,892 | ||||||
| 5.00%, 12/01/2047 |
990,228 | 1,126,914 | ||||||
| 5.50%, 05/01/2034 |
1,407,559 | 1,657,166 | ||||||
| 5.50%, 07/01/2034 |
339,374 | 399,562 | ||||||
| 5.50%, 07/01/2036 |
132,788 | 156,350 | ||||||
| 5.50%, 12/01/2039 |
288,209 | 332,767 | ||||||
| 5.50%, 03/01/2040 |
1,592,117 | 1,873,534 | ||||||
| 5.50%, 06/01/2041 |
297,485 | 345,217 | ||||||
| 5.50%, 02/01/2042 |
673,922 | 775,395 | ||||||
| 5.50%, 02/01/2042 |
1,116,232 | 1,283,697 | ||||||
| 5.50%, 10/01/2043 |
541,008 | 633,129 | ||||||
| 5.50%, 05/01/2044 |
374,313 | 440,596 | ||||||
| 5.50%, 05/01/2044 |
5,749,927 | 6,769,406 | ||||||
| 6.00%, 03/01/2034 |
1,669,198 | 1,957,056 | ||||||
| 6.00%, 06/01/2036 |
11,136 | 13,198 | ||||||
| 6.00%, 07/01/2038 |
1,155,121 | 1,369,144 | ||||||
| 6.00%, 10/01/2038 |
64,989 | 76,858 | ||||||
| 6.00%, 07/01/2041 |
5,375,099 | 6,370,068 | ||||||
| 6.50%, 05/01/2040 |
387,560 | 450,543 | ||||||
| Fannie Mae REMICS |
||||||||
| 0.65% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 01/25/2050(1) |
4,304,699 | 4,338,219 | ||||||
| 3.00%, 09/25/2049 |
1,702,823 | 1,752,387 | ||||||
| 3.50%, 03/25/2042 |
4,373,452 | 4,809,945 | ||||||
| 3.50%, 01/25/2047 |
13,106,865 | 13,593,060 | ||||||
| 3.50%, 06/25/2047 |
12,323,479 | 12,919,642 | ||||||
| 4.00%, 06/25/2044 |
852,665 | 872,560 | ||||||
| 4.00%, 05/25/2047 |
5,642,807 | 5,906,200 | ||||||
| Fannie Mae-Aces |
||||||||
| 3.48%, 07/25/2028(5) |
5,305,000 | 6,165,913 | ||||||
| Feldspar 2016-1 Plc |
||||||||
| 0.76% (3 Month LIBOR GBP + 0.70%), 09/15/2045(1) |
GBP | 772,474 | 996,523 | |||||
| Finsbury Square 2018-2 Plc |
||||||||
| 1.01% (3 Month LIBOR GBP + 0.95%), 09/12/2068(1) |
2,109,362 | 2,725,759 | ||||||
| Finsbury Square 2019-1 Plc |
||||||||
| 1.02% (3 Month LIBOR GBP + 0.97%), 06/16/2069(1) |
4,118,657 | 5,322,976 | ||||||
| Flagstar Mortgage Trust 2017-2 |
||||||||
| 4.10%, 10/25/2047(2)(5) |
$ | 1,281,253 | 1,355,157 |
| Flagstar Mortgage Trust 2018-6RR |
||||||||
| 4.00%, 09/25/2048(2)(5) |
1,411,050 | 1,510,601 | ||||||
| Flagstar Mortgage Trust 2020-1NV |
||||||||
| 1.00% (1 Month LIBOR USD + 0.85%), 03/25/2050(1)(2) |
2,183,137 | 2,175,050 | ||||||
| Fontainebleau Miami Beach Trust 2019-FBLU |
||||||||
| 3.75%, 12/10/2036(2) |
7,500,000 | 7,387,974 | ||||||
| Freddie Mac Gold Pool |
||||||||
| 2.50%, 07/01/2030 |
1,011,033 | 1,058,484 | ||||||
| 2.50%, 09/01/2031 |
3,679,240 | 3,943,070 | ||||||
| 2.50%, 12/01/2031 |
5,203,311 | 5,555,589 | ||||||
| 2.50%, 12/01/2031 |
10,207,583 | 10,687,845 | ||||||
| 2.50%, 02/01/2032 |
7,261,717 | 7,802,741 | ||||||
| 3.00%, 03/01/2031 |
601,887 | 632,441 | ||||||
| 3.00%, 12/01/2032 |
2,180,000 | 2,291,116 | ||||||
| 3.00%, 06/01/2033 |
978,510 | 1,027,231 | ||||||
| 3.00%, 02/01/2038 |
3,621,565 | 3,793,009 | ||||||
| 3.00%, 02/01/2043 |
654,672 | 697,839 | ||||||
| 3.00%, 04/01/2046 |
159,668 | 167,882 | ||||||
| 3.00%, 06/01/2046 |
5,686,668 | 5,986,389 | ||||||
| 3.00%, 08/01/2046 |
6,831,101 | 7,185,890 | ||||||
| 3.00%, 09/01/2046 |
20,790,201 | 21,866,002 | ||||||
| 3.00%, 10/01/2046 |
6,716,955 | 7,065,419 | ||||||
| 3.00%, 11/01/2046 |
7,361,741 | 7,742,586 | ||||||
| 3.00%, 12/01/2046 |
4,598,320 | 4,843,350 | ||||||
| 3.00%, 01/01/2047 |
8,637,258 | 9,096,701 | ||||||
| 3.00%, 02/01/2047 |
8,094,082 | 8,489,614 | ||||||
| 3.00%, 03/01/2047 |
4,801,005 | 5,042,361 | ||||||
| 3.00%, 04/01/2047 |
2,964,702 | 3,109,337 | ||||||
| 3.50%, 05/01/2033 |
472,166 | 500,521 | ||||||
| 3.50%, 08/01/2033 |
4,445,123 | 4,702,635 | ||||||
| 3.50%, 08/01/2033 |
12,523,522 | 13,260,453 | ||||||
| 3.50%, 11/01/2033 |
8,574,874 | 9,067,353 | ||||||
| 3.50%, 09/01/2042 |
304,554 | 327,371 | ||||||
| 3.50%, 11/01/2042 |
37,711 | 40,949 | ||||||
| 3.50%, 07/01/2043 |
320,294 | 348,152 | ||||||
| 3.50%, 10/01/2043 |
657,599 | 710,726 | ||||||
| 3.50%, 01/01/2044 |
842,876 | 913,944 | ||||||
| 3.50%, 10/01/2045 |
9,535,940 | 10,518,730 | ||||||
| 3.50%, 03/01/2046 |
867,035 | 947,227 | ||||||
| 3.50%, 06/01/2046 |
5,298,688 | 5,611,497 | ||||||
| 3.50%, 08/01/2046 |
8,335,546 | 8,924,750 | ||||||
| 3.50%, 08/01/2046 |
16,794,286 | 18,506,031 | ||||||
| 3.50%, 11/01/2046 |
1,875,839 | 2,000,487 | ||||||
| 3.50%, 02/01/2047 |
955,158 | 1,014,109 | ||||||
| 3.50%, 04/01/2047 |
4,250,791 | 4,503,030 | ||||||
| 3.50%, 04/01/2047 |
13,109,845 | 14,455,833 | ||||||
| 3.50%, 09/01/2047 |
15,052,236 | 15,944,368 |
| 3.50%, 10/01/2047 |
3,260,811 | 3,448,187 | ||||||
| 3.50%, 11/01/2047 |
2,286,887 | 2,421,492 | ||||||
| 3.50%, 11/01/2047 |
3,327,489 | 3,519,635 | ||||||
| 3.50%, 12/01/2047 |
32,060,338 | 35,128,343 | ||||||
| 3.50%, 01/01/2048 |
2,677,114 | 2,833,884 | ||||||
| 3.50%, 01/01/2048 |
19,607,771 | 21,806,390 | ||||||
| 3.50%, 02/01/2048 |
2,456,164 | 2,599,933 | ||||||
| 3.50%, 03/01/2048 |
30,228,968 | 32,546,254 | ||||||
| 3.50%, 03/01/2048 |
30,096,778 | 32,607,574 | ||||||
| 3.50%, 03/01/2048 |
33,111,279 | 36,201,764 | ||||||
| 4.00%, 01/01/2045 |
1,601,840 | 1,798,134 | ||||||
| 4.00%, 07/01/2045 |
448,224 | 488,221 | ||||||
| 4.00%, 12/01/2045 |
3,371,969 | 3,747,258 | ||||||
| 4.00%, 03/01/2048 |
8,357,941 | 9,302,366 | ||||||
| 4.00%, 07/01/2048 |
9,763,712 | 10,743,139 | ||||||
| 4.00%, 11/01/2048 |
38,520,974 | 42,477,496 | ||||||
| 4.50%, 07/01/2042 |
537,655 | 604,512 | ||||||
| 4.50%, 05/01/2044 |
320,007 | 357,154 | ||||||
| 4.50%, 06/01/2045 |
628,199 | 730,503 | ||||||
| 4.50%, 02/01/2046 |
664,624 | 772,424 | ||||||
| 4.50%, 05/01/2046 |
694,043 | 806,621 | ||||||
| 4.50%, 06/01/2046 |
800,259 | 916,408 | ||||||
| 4.50%, 02/01/2047 |
624,282 | 725,228 | ||||||
| 4.50%, 12/01/2047 |
3,205,602 | 3,482,673 | ||||||
| 4.50%, 10/01/2048 |
8,930,400 | 9,671,228 | ||||||
| 5.00%, 11/01/2041 |
855,099 | 983,190 | ||||||
| 5.00%, 07/01/2048 |
1,851,187 | 2,037,188 | ||||||
| 5.00%, 08/01/2048 |
914,239 | 1,004,524 | ||||||
| 5.00%, 09/01/2048 |
508,435 | 558,566 | ||||||
| 5.00%, 10/01/2048 |
2,493,470 | 2,736,393 | ||||||
| 5.00%, 11/01/2048 |
3,878,038 | 4,253,943 | ||||||
| 5.50%, 08/01/2041 |
5,591,195 | 6,545,379 | ||||||
| 8.00%, 04/01/2032 |
176,866 | 218,565 | ||||||
| Freddie Mac Multifamily Structured Pass Through Certificates |
||||||||
| 0.86%, 01/25/2031(5) |
293,159,355 | 9,813,275 | ||||||
| 1.06%, 04/25/2034(5) |
18,961,066 | 1,690,948 | ||||||
| 2.86%, 10/25/2034 |
22,150,000 | 25,378,004 | ||||||
| 2.98%, 12/25/2047(5) |
521,286 | 546,279 | ||||||
| 3.03%, 10/25/2046(5) |
512,036 | 557,852 | ||||||
| 3.75%, 04/25/2033 |
5,505,000 | 6,733,488 | ||||||
| Freddie Mac Pool |
||||||||
| 2.00%, 09/01/2040 |
14,911,768 | 15,423,837 | ||||||
| 2.00%, 10/01/2040 |
10,925,000 | 11,300,163 | ||||||
| 3.00%, 05/01/2031 |
6,964,768 | 7,460,640 | ||||||
| 3.00%, 11/01/2034 |
1,770,545 | 1,924,759 | ||||||
| 3.00%, 09/01/2046 |
17,206,658 | 18,161,992 | ||||||
| 3.00%, 09/01/2049 |
1,991,069 | 2,167,180 |
| 3.00%, 01/01/2050 |
12,289,065 | 13,071,433 | ||||||
| 3.00%, 02/01/2050 |
16,957,005 | 17,381,128 | ||||||
| 3.00%, 03/01/2050 |
2,535,427 | 2,658,617 | ||||||
| 3.00%, 04/01/2050 |
11,008,494 | 11,538,699 | ||||||
| 3.50%, 06/01/2033 |
1,161,949 | 1,234,013 | ||||||
| 3.50%, 06/01/2046 |
705,022 | 761,482 | ||||||
| 3.50%, 12/01/2047 |
589,846 | 624,103 | ||||||
| 3.50%, 01/01/2050 |
950,586 | 1,028,296 | ||||||
| 3.98%, 04/01/2034 |
9,206,749 | 11,033,955 | ||||||
| 4.00%, 12/01/2049 |
3,514,587 | 3,845,348 | ||||||
| 4.00%, 01/01/2050 |
7,307,516 | 7,787,640 | ||||||
| 4.00%, 02/01/2050 |
3,782,670 | 4,053,493 | ||||||
| 4.50%, 04/01/2049 |
1,006,091 | 1,119,478 | ||||||
| 4.50%, 05/01/2050 |
2,128,905 | 2,313,913 | ||||||
| 5.00%, 12/01/2041 |
1,284,562 | 1,477,682 | ||||||
| 5.00%, 03/01/2042 |
315,151 | 369,972 | ||||||
| Freddie Mac REMICS |
||||||||
| 3.00%, 01/15/2049 |
2,756,877 | 2,910,232 | ||||||
| 3.00%, 04/15/2049 |
11,483,197 | 11,832,718 | ||||||
| 4.50%, 05/25/2050 |
5,047,735 | 784,186 | ||||||
| Freddie Mac STACR Remic Trust 2019-HQA4 |
||||||||
| 2.20% (1 Month LIBOR USD + 2.05%), 11/25/2049(1)(2) |
1,143,107 | 1,128,160 | ||||||
| Freddie Mac STACR Remic Trust 2020-DNA3 |
||||||||
| 1.65% (1 Month LIBOR USD + 1.50%), 06/25/2050(1)(2) |
3,260,000 | 3,266,689 | ||||||
| Freddie Mac STACR REMIC Trust 2020-DNA4 |
||||||||
| 1.65% (1 Month LIBOR USD + 1.50%), 08/25/2050(1)(2) |
6,890,000 | 6,907,221 | ||||||
| Freddie Mac STACR Remic Trust 2020-HQA2 |
||||||||
| 1.25% (1 Month LIBOR USD + 1.10%), 03/25/2050(1)(2) |
9,436,771 | 9,427,340 | ||||||
| Freddie Mac STACR REMIC Trust 2020-HQA3 |
||||||||
| 1.70% (1 Month LIBOR USD + 1.55%), 07/25/2050(1)(2) |
7,220,000 | 7,235,575 | ||||||
| Freddie Mac STACR Trust 2018-HQA2 |
||||||||
| 0.90% (1 Month LIBOR USD + 0.75%), 10/25/2048(1)(2) |
257,540 | 256,905 | ||||||
| Freddie Mac STACR Trust 2019-HQA2 |
||||||||
| 2.20% (1 Month LIBOR USD + 2.05%), 04/25/2049(1)(2) |
1,039,799 | 1,023,186 | ||||||
| Freddie Mac STACR Trust 2019-HRP1 |
||||||||
| 1.55% (1 Month LIBOR USD + 1.40%), 02/25/2049(1)(2) |
3,730,536 | 3,469,097 | ||||||
| Freddie Mac Strips |
||||||||
| 3.00%, 09/15/2044 |
76,805,076 | 83,294,575 | ||||||
| Freddie Mac Structured Agency Credit Risk Debt Notes |
||||||||
| 0.90% (1 Month LIBOR USD + 0.75%), 03/25/2030(1) |
222,251 | 221,987 | ||||||
| 1.20% (1 Month LIBOR USD + 1.05%), 07/25/2030(1) |
4,437,901 | 4,347,267 | ||||||
| 1.35% (1 Month LIBOR USD + 1.20%), 10/25/2029(1) |
1,087,120 | 1,087,120 | ||||||
| 3.81%, 05/25/2048(2)(5) |
356,006 | 353,010 | ||||||
| 4.14%, 08/25/2048(2)(5) |
2,275,892 | 2,255,963 | ||||||
| 4.85% (1 Month LIBOR USD + 4.70%, 4.70% Floor), 04/25/2028(1) |
4,078,430 | 4,241,963 | ||||||
| Freddie Mac Whole Loan Securities Trust |
||||||||
| 3.59%, 12/25/2046(2)(5) |
2,607,753 | 2,604,201 |
| FREMF 2018-K731 Mortgage Trust |
||||||||
| 4.06%, 02/25/2025(2)(5) |
4,525,000 | 4,940,900 | ||||||
| FREMF 2019-K736 Mortgage Trust |
||||||||
| 3.88%, 07/25/2026(2)(5) |
5,440,000 | 5,995,774 | ||||||
| FREMF 2019-K94 Mortgage Trust |
||||||||
| 4.10%, 07/25/2052(2)(5) |
2,800,000 | 3,193,320 | ||||||
| FREMF 2019-K98 Mortgage Trust |
||||||||
| 3.86%, 10/25/2052(2)(5) |
2,895,000 | 3,238,678 | ||||||
| FREMF K-100 Mortgage Trust |
||||||||
| 3.61%, 11/25/2052(2)(5) |
6,980,000 | 7,673,746 | ||||||
| Galton Funding Mortgage Trust 2017-1 |
||||||||
| 3.50%, 11/25/2057(2)(5) |
1,331,327 | 1,370,718 | ||||||
| Galton Funding Mortgage Trust 2018-2 |
||||||||
| 4.00%, 10/25/2058(2)(5) |
3,241,429 | 3,352,452 | ||||||
| Galton Funding Mortgage Trust 2019-1 |
||||||||
| 4.00%, 02/25/2059(2)(5) |
565,898 | 572,437 | ||||||
| 4.00%, 02/25/2059(2)(5) |
832,189 | 858,458 | ||||||
| Galton Funding Mortgage Trust 2019-2 |
||||||||
| 3.50%, 06/25/2059(2)(5) |
1,648,156 | 1,665,781 | ||||||
| Galton Funding Mortgage Trust 2019-H1 |
||||||||
| 2.66%, 10/25/2059(2)(5) |
4,026,589 | 4,106,067 | ||||||
| 2.96%, 10/25/2059(2)(5) |
4,332,573 | 4,381,677 | ||||||
| Galton Funding Mortgage Trust 2020-H1 |
||||||||
| 2.31%, 01/25/2060(2)(5) |
5,413,278 | 5,515,690 | ||||||
| GCAT 2019-RPL1 Trust |
||||||||
| 2.65%, 10/25/2068(2)(5) |
3,871,864 | 4,026,430 | ||||||
| GCAT 2020-1 LLC |
||||||||
| 2.98%, 01/26/2060(2)(4) |
2,007,689 | 1,974,696 | ||||||
| Ginnie Mae |
||||||||
| 2.00%, 10/01/2050(10) |
112,305,000 | 116,656,819 | ||||||
| 2.50%, 10/01/2050(10) |
83,325,000 | 87,484,740 | ||||||
| 3.00%, 11/20/2047 |
597,342 | 630,964 | ||||||
| 3.00%, 12/20/2047 |
428,659 | 444,317 | ||||||
| 3.00%, 07/20/2049 |
859,601 | 898,158 | ||||||
| 3.00%, 09/20/2049 |
8,022,699 | 8,310,648 | ||||||
| 3.50%, 05/20/2043 |
211,584 | 30,186 | ||||||
| 3.50%, 08/20/2048 |
6,498,392 | 6,936,223 | ||||||
| 3.50%, 09/20/2048 |
4,256,785 | 4,600,792 | ||||||
| 3.50%, 12/20/2048 |
703,483 | 734,972 | ||||||
| 4.00%, 10/01/2050(10) |
4,775,000 | 5,073,438 | ||||||
| Ginnie Mae I Pool |
||||||||
| 3.00%, 10/15/2042 |
152,942 | 159,887 | ||||||
| 3.00%, 12/15/2042 |
27,206 | 29,221 | ||||||
| 3.00%, 05/15/2043 |
85,222 | 91,536 | ||||||
| 3.00%, 06/15/2043 |
6,322 | 6,589 | ||||||
| 3.00%, 06/15/2043 |
6,571 | 6,850 | ||||||
| 3.50%, 12/15/2042 |
7,623 | 8,224 |
| 3.50%, 01/15/2043 |
10,870 | 11,608 | ||||||
| 3.50%, 10/15/2043 |
62,647 | 67,966 | ||||||
| 4.50%, 05/15/2041 |
441,940 | 491,989 | ||||||
| 4.50%, 09/15/2045 |
161,680 | 179,775 | ||||||
| 5.00%, 09/15/2039 |
30,017 | 34,019 | ||||||
| 5.00%, 10/15/2039 |
205,976 | 230,944 | ||||||
| 5.00%, 12/15/2039 |
394,279 | 448,808 | ||||||
| 5.00%, 02/15/2040 |
56,297 | 64,444 | ||||||
| 5.00%, 02/15/2040 |
56,297 | 64,444 | ||||||
| 5.00%, 06/15/2040 |
151,967 | 172,968 | ||||||
| 5.00%, 09/15/2041 |
145,563 | 166,788 | ||||||
| 5.00%, 07/15/2044 |
141,627 | 157,890 | ||||||
| 7.50%, 08/15/2033 |
207,140 | 239,527 | ||||||
| Ginnie Mae II Pool |
||||||||
| 3.00%, 12/20/2044 |
452,130 | 476,664 | ||||||
| 3.00%, 06/20/2045 |
20,357,434 | 21,585,438 | ||||||
| 3.00%, 05/20/2046 |
28,756 | 31,299 | ||||||
| 3.00%, 05/20/2046 |
76,371 | 83,978 | ||||||
| 3.00%, 05/20/2046 |
10,859,561 | 11,487,113 | ||||||
| 3.00%, 06/20/2046 |
166,849 | 178,465 | ||||||
| 3.00%, 07/20/2046 |
44,922 | 48,889 | ||||||
| 3.00%, 07/20/2046 |
75,240 | 82,735 | ||||||
| 3.00%, 07/20/2046 |
109,328 | 118,016 | ||||||
| 3.00%, 07/20/2046 |
138,862 | 151,141 | ||||||
| 3.00%, 07/20/2046 |
213,215 | 230,161 | ||||||
| 3.00%, 07/20/2046 |
229,677 | 249,868 | ||||||
| 3.00%, 07/20/2046 |
1,536,202 | 1,622,793 | ||||||
| 3.00%, 08/20/2046 |
66,458 | 71,986 | ||||||
| 3.00%, 08/20/2046 |
100,077 | 109,657 | ||||||
| 3.00%, 08/20/2046 |
106,936 | 117,589 | ||||||
| 3.00%, 09/20/2046 |
54,089 | 58,584 | ||||||
| 3.00%, 09/20/2046 |
66,707 | 73,069 | ||||||
| 3.00%, 10/20/2046 |
2,049,748 | 2,160,940 | ||||||
| 3.00%, 12/20/2046 |
4,890,228 | 5,171,504 | ||||||
| 3.00%, 03/20/2047 |
1,241,844 | 1,309,256 | ||||||
| 3.00%, 09/20/2047 |
13,854,992 | 14,599,826 | ||||||
| 3.00%, 11/20/2047 |
5,122,529 | 5,411,560 | ||||||
| 3.00%, 01/20/2048 |
6,396,533 | 6,755,673 | ||||||
| 3.00%, 09/20/2049 |
808,520 | 830,299 | ||||||
| 3.00%, 10/20/2049 |
26,200,574 | 26,707,115 | ||||||
| 3.00%, 03/20/2050 |
13,350,002 | 13,714,010 | ||||||
| 3.50%, 08/20/2042 |
14,564 | 15,807 | ||||||
| 3.50%, 12/20/2042 |
6,238 | 6,771 | ||||||
| 3.50%, 02/20/2043 |
17,208 | 18,847 | ||||||
| 3.50%, 05/20/2043 |
8,044 | 8,720 | ||||||
| 3.50%, 06/20/2043 |
2,330,227 | 2,526,427 | ||||||
| 3.50%, 07/20/2043 |
1,569,481 | 1,701,704 |
| 3.50%, 09/20/2043 |
110,892 | 120,496 | ||||||
| 3.50%, 10/20/2044 |
59,134 | 66,633 | ||||||
| 3.50%, 10/20/2044 |
350,770 | 378,715 | ||||||
| 3.50%, 12/20/2044 |
8,010 | 8,586 | ||||||
| 3.50%, 01/20/2045 |
1,918,017 | 2,073,054 | ||||||
| 3.50%, 03/20/2045 |
322,828 | 344,725 | ||||||
| 3.50%, 05/20/2045 |
9,406 | 10,029 | ||||||
| 3.50%, 07/20/2045 |
438,645 | 468,502 | ||||||
| 3.50%, 10/20/2045 |
74,751 | 80,918 | ||||||
| 3.50%, 10/20/2045 |
105,631 | 114,336 | ||||||
| 3.50%, 12/20/2045 |
2,330,691 | 2,489,271 | ||||||
| 3.50%, 01/20/2046 |
1,643,212 | 1,754,700 | ||||||
| 3.50%, 02/20/2046 |
567,941 | 612,378 | ||||||
| 3.50%, 03/20/2046 |
6,160,625 | 6,580,141 | ||||||
| 3.50%, 04/20/2046 |
4,176,258 | 4,467,938 | ||||||
| 3.50%, 05/20/2046 |
7,322 | 7,899 | ||||||
| 3.50%, 05/20/2046 |
21,098 | 23,178 | ||||||
| 3.50%, 05/20/2046 |
73,710 | 80,484 | ||||||
| 3.50%, 05/20/2046 |
2,839,075 | 3,030,839 | ||||||
| 3.50%, 06/20/2046 |
82,070 | 90,164 | ||||||
| 3.50%, 06/20/2046 |
1,765,773 | 1,903,068 | ||||||
| 3.50%, 07/20/2046 |
579,277 | 618,597 | ||||||
| 3.50%, 09/20/2046 |
1,049,601 | 1,122,533 | ||||||
| 3.50%, 12/20/2046 |
3,930,147 | 4,180,210 | ||||||
| 3.50%, 01/20/2047 |
5,185,592 | 5,536,544 | ||||||
| 3.50%, 04/20/2047 |
7,510,435 | 8,010,099 | ||||||
| 3.50%, 05/20/2047 |
333,519 | 354,202 | ||||||
| 3.50%, 06/20/2047 |
11,414,229 | 12,090,645 | ||||||
| 3.50%, 08/20/2047 |
5,282,641 | 5,637,795 | ||||||
| 3.50%, 09/20/2047 |
13,971,017 | 14,915,213 | ||||||
| 3.50%, 10/20/2047 |
1,103,809 | 1,178,107 | ||||||
| 3.50%, 11/20/2047 |
18,859,853 | 20,127,423 | ||||||
| 3.50%, 01/20/2048 |
18,961,089 | 20,171,127 | ||||||
| 3.50%, 02/20/2048 |
2,933,929 | 3,170,941 | ||||||
| 3.50%, 02/20/2048 |
7,238,247 | 7,815,971 | ||||||
| 3.50%, 04/20/2048 |
394,095 | 424,323 | ||||||
| 3.50%, 06/20/2049 |
2,399,891 | 2,488,087 | ||||||
| 3.50%, 07/20/2049 |
11,162,693 | 11,572,928 | ||||||
| 4.00%, 09/20/2045 |
1,767,692 | 1,905,915 | ||||||
| 4.00%, 05/20/2046 |
904,988 | 974,094 | ||||||
| 4.00%, 03/20/2047 |
2,329,819 | 2,505,578 | ||||||
| 4.00%, 04/20/2047 |
4,978,307 | 5,368,205 | ||||||
| 4.00%, 05/20/2047 |
3,890,793 | 4,185,619 | ||||||
| 4.00%, 06/20/2047 |
1,874,803 | 2,016,264 | ||||||
| 4.00%, 07/20/2047 |
951,187 | 1,024,196 | ||||||
| 4.00%, 08/20/2047 |
791,893 | 852,750 | ||||||
| 4.00%, 09/20/2047 |
4,101,748 | 4,401,779 |
| 4.00%, 11/20/2047 |
2,945,472 | 3,153,650 | ||||||
| 4.00%, 12/20/2047 |
2,801,002 | 3,003,480 | ||||||
| 4.00%, 01/20/2048 |
764,407 | 840,995 | ||||||
| 4.00%, 01/20/2048 |
3,995,718 | 4,280,861 | ||||||
| 4.00%, 08/20/2048 |
4,628,889 | 4,947,414 | ||||||
| 4.00%, 09/20/2048 |
3,497,835 | 3,742,306 | ||||||
| 4.00%, 10/20/2048 |
1,386,659 | 1,479,125 | ||||||
| 4.50%, 07/20/2045 |
3,320,725 | 3,687,986 | ||||||
| 4.50%, 12/20/2045 |
64,197 | 71,314 | ||||||
| 4.50%, 01/20/2046 |
545,375 | 605,540 | ||||||
| 4.50%, 01/20/2047 |
2,820,292 | 3,104,736 | ||||||
| 4.50%, 05/20/2047 |
5,741,615 | 6,251,472 | ||||||
| 4.50%, 06/20/2047 |
7,915,070 | 8,610,501 | ||||||
| 4.50%, 07/20/2047 |
943,128 | 1,024,605 | ||||||
| 4.50%, 09/20/2047 |
2,396,267 | 2,610,482 | ||||||
| 4.50%, 11/20/2047 |
870,624 | 951,544 | ||||||
| 4.50%, 01/20/2048 |
288,644 | 312,439 | ||||||
| 4.50%, 08/20/2048 |
12,216,842 | 13,162,767 | ||||||
| 4.50%, 09/20/2048 |
1,352,534 | 1,462,411 | ||||||
| 4.50%, 09/20/2048 |
1,463,041 | 1,573,610 | ||||||
| 4.50%, 01/20/2049 |
1,361,679 | 1,463,100 | ||||||
| 4.50%, 12/20/2049 |
3,041,294 | 3,257,303 | ||||||
| 5.00%, 05/20/2040 |
144,363 | 164,763 | ||||||
| 5.00%, 06/20/2040 |
78,470 | 89,555 | ||||||
| 5.00%, 08/20/2040 |
60,086 | 68,571 | ||||||
| 5.00%, 09/20/2040 |
52,789 | 60,242 | ||||||
| 5.00%, 12/20/2044 |
266,454 | 297,796 | ||||||
| 5.00%, 06/20/2047 |
4,141,199 | 4,586,357 | ||||||
| 5.00%, 07/20/2047 |
589,855 | 653,244 | ||||||
| 5.00%, 08/20/2047 |
402,441 | 445,513 | ||||||
| 5.00%, 09/20/2047 |
4,066,850 | 4,502,524 | ||||||
| 5.00%, 10/20/2047 |
374,444 | 414,619 | ||||||
| 5.00%, 11/20/2047 |
838,805 | 928,963 | ||||||
| 5.00%, 12/20/2047 |
1,539,859 | 1,696,858 | ||||||
| 5.00%, 01/20/2048 |
1,962,226 | 2,153,390 | ||||||
| 5.00%, 02/20/2048 |
1,734,670 | 1,900,843 | ||||||
| 5.00%, 06/20/2048 |
1,776,069 | 1,956,124 | ||||||
| 5.00%, 08/20/2048 |
4,723,864 | 5,146,052 | ||||||
| 5.00%, 10/20/2048 |
4,347,459 | 4,757,910 | ||||||
| 5.00%, 11/20/2048 |
5,183,863 | 5,645,292 | ||||||
| 5.50%, 07/20/2036 |
79,561 | 94,362 | ||||||
| 5.50%, 01/20/2040 |
173,665 | 203,135 | ||||||
| 5.50%, 06/20/2045 |
202,233 | 239,909 | ||||||
| 5.50%, 10/20/2047 |
728,819 | 824,736 | ||||||
| 5.50%, 05/20/2048 |
2,356,270 | 2,603,898 | ||||||
| 5.50%, 12/20/2048 |
1,563,655 | 1,713,816 | ||||||
| 5.50%, 01/20/2049 |
446,683 | 490,612 | ||||||
| 5.50%, 03/20/2049 |
2,679,851 | 2,937,204 |
| Gosforth Funding 2018-1 Plc |
||||||||
| 0.70% (3 Month LIBOR USD + 0.45%), 08/25/2060(1)(2) |
1,245,785 | 1,243,910 | ||||||
| Grand Avenue Mortgage Loan Trust 2017-RPL1 |
||||||||
| 3.25%, 08/25/2064(2) |
2,324,912 | 2,277,325 | ||||||
| Great Wolf Trust 2019-WOLF |
||||||||
| 1.19% (1 Month LIBOR USD + 1.03%, 1.03% Floor), 12/15/2036(1)(2) |
13,655,000 | 13,167,290 | ||||||
| 2.09% (1 Month LIBOR USD + 1.93%, 1.93% Floor), 12/15/2036(1)(2) |
3,400,000 | 3,112,326 | ||||||
| GS Mortgage Securities Corp. Trust 2013-PEMB |
||||||||
| 3.67%, 03/05/2033(2)(5) |
4,860,000 | 3,852,265 | ||||||
| GS Mortgage Securities Corp. Trust 2017-SLP |
||||||||
| 3.92%, 10/10/2032(2) |
8,029,000 | 7,828,808 | ||||||
| GS Mortgage Securities Corp. Trust 2019-SOHO |
||||||||
| 1.45% (1 Month LIBOR USD + 1.30%, 1.30% Floor), 06/15/2036(1)(2) |
7,090,000 | 6,812,882 | ||||||
| GS Mortgage Securities Trust 2011-GC3 |
||||||||
| 5.75%, 03/10/2044(2)(5) |
340,000 | 335,396 | ||||||
| GS Mortgage Securities Trust 2011-GC5 |
||||||||
| 5.55%, 08/10/2044(2)(5) |
220,000 | 175,141 | ||||||
| GS Mortgage Securities Trust 2013-GC16 |
||||||||
| 5.16%, 11/10/2046(5) |
7,561,000 | 7,970,605 | ||||||
| GS Mortgage Securities Trust 2017-GS8 |
||||||||
| 4.48%, 11/10/2050(5) |
5,365,000 | 5,379,752 | ||||||
| GS Mortgage Securities Trust 2019-GC40 |
||||||||
| 3.16%, 07/10/2052 |
9,560,000 | 10,772,631 | ||||||
| GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 |
||||||||
| 4.00%, 08/25/2049(2)(5) |
3,855,000 | 3,981,639 | ||||||
| GS Mortgage-Backed Securities Trust 2020-INV1 |
||||||||
| 3.00%, 08/25/2050(2)(5) |
11,101,126 | 11,363,890 | ||||||
| HarborView Mortgage Loan Trust 2005-9 |
||||||||
| 0.61% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 06/20/2035(1) |
7,023,331 | 6,699,748 | ||||||
| HarborView Mortgage Loan Trust 2006-7 |
||||||||
| 0.36% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 09/19/2046(1) |
4,111,253 | 3,606,768 | ||||||
| HarborView Mortgage Loan Trust 2006-10 |
||||||||
| 0.36% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 11/19/2036(1) |
9,611,327 | 8,386,067 | ||||||
| HarborView Mortgage Loan Trust 2006-12 |
||||||||
| 0.36% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 12/19/2036(1) |
32,067,829 | 27,999,204 | ||||||
| HarborView Mortgage Loan Trust 2007-6 |
||||||||
| 0.36% (1 Month LIBOR USD + 0.20%, 10.50% Cap), 08/19/2037(1) |
8,819,499 | 7,716,998 | ||||||
| Harvest Commercial Capital Loan Trust 2019-1 |
||||||||
| 3.29%, 09/25/2046(2)(5) |
9,361,833 | 9,433,003 | ||||||
| Hawksmoor Mortgages |
||||||||
| 1.11% (3 Month Sterling Overnight Interbank Average Rate + 1.05%), 05/25/2053(1)(2) |
GBP | 20,324,205 | 26,269,973 | |||||
| Hilton Orlando Trust 2018-ORL |
||||||||
| 0.92% (1 Month LIBOR USD + 0.77%, 0.77% Floor), 12/15/2034(1)(2) |
$ | 2,085,000 | 2,007,342 | |||||
| 1.20% (1 Month LIBOR USD + 1.05%, 1.05% Floor), 12/15/2034(1)(2) |
350,000 | 329,849 | ||||||
| Homeward Opportunities Fund I Trust 2018-1 |
||||||||
| 3.77%, 06/25/2048(2)(5) |
3,732,350 | 3,745,085 | ||||||
| 4.00%, 06/25/2048(2)(5) |
3,551,257 | 3,531,844 |
| Homeward Opportunities Fund I Trust 2019-1 |
||||||||
| 3.45%, 01/25/2059(2)(5) |
2,264,205 | 2,302,481 | ||||||
| 3.61%, 01/25/2059(2)(5) |
3,539,839 | 3,590,828 | ||||||
| 3.95%, 01/25/2059(2)(5) |
4,495,000 | 4,565,087 | ||||||
| Homeward Opportunities Fund I Trust 2019-2 |
||||||||
| 2.70%, 09/25/2059(2)(5) |
5,464,343 | 5,519,202 | ||||||
| Homeward Opportunities Fund I Trust 2019-3 |
||||||||
| 2.68%, 11/25/2059(2)(5) |
2,796,059 | 2,835,368 | ||||||
| 3.03%, 11/25/2059(2)(5) |
3,277,761 | 3,274,495 | ||||||
| Homeward Opportunities Fund I Trust 2020-2 |
||||||||
| 1.66%, 05/25/2065(2)(5) |
4,438,059 | 4,470,426 | ||||||
| HSI Asset Securitization Corp. Trust 2005-NC1 |
||||||||
| 1.11% (1 Month LIBOR USD + 0.96%, 0.64% Floor), 07/25/2035(1) |
6,336,000 | 5,939,820 | ||||||
| Hudson Yards 2019-30HY Mortgage Trust |
||||||||
| 3.23%, 07/10/2039(2) |
6,570,000 | 7,355,799 | ||||||
| 3.38%, 07/10/2039(2)(5) |
3,905,000 | 4,264,800 | ||||||
| 3.56%, 07/10/2039(2)(5) |
4,500,000 | 4,626,846 | ||||||
| Hudson Yards 2019-55HY Mortgage Trust |
||||||||
| 3.04%, 12/10/2041(2)(5) |
5,545,000 | 6,119,600 | ||||||
| Hudsons Bay Simon JV Trust 2015-HBS |
||||||||
| 4.15%, 08/05/2034(2) |
3,540,000 | 2,819,967 | ||||||
| ILPT Trust 2019-SURF |
||||||||
| 4.15%, 02/11/2041(2) |
7,575,000 | 8,632,971 | ||||||
| Impac CMB Trust Series 2004-7 |
||||||||
| 0.79% (1 Month LIBOR USD + 0.64%, 11.25% Cap), 11/25/2034(1) |
5,021,367 | 4,982,195 | ||||||
| Independence Plaza Trust 2018-INDP |
||||||||
| 3.76%, 07/10/2035(2) |
3,265,000 | 3,481,821 | ||||||
| 3.91%, 07/10/2035(2) |
2,780,000 | 2,931,874 | ||||||
| IndyMac INDX Mortgage Loan Trust 2006-AR19 |
||||||||
| 3.30%, 08/25/2036(5) |
10,236,986 | 8,965,399 | ||||||
| IndyMac INDX Mortgage Loan Trust 2007-AR15 |
||||||||
| 3.26%, 08/25/2037(5) |
4,664,908 | 4,092,932 | ||||||
| InTown Hotel Portfolio Trust 2018-STAY |
||||||||
| 1.20% (1 Month LIBOR USD + 1.05%, 1.05% Floor), 01/15/2033(1)(2) |
430,000 | 418,210 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 |
||||||||
| 3.06%, 08/15/2049 |
1,993,000 | 2,131,523 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 |
||||||||
| 3.40%, 08/15/2049(5) |
565,000 | 568,821 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-NINE |
||||||||
| 2.95%, 09/06/2038(2)(5) |
910,000 | 957,312 | ||||||
| 2.95%, 09/06/2038(2)(5) |
3,597,500 | 3,867,661 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT |
||||||||
| 4.25%, 07/05/2033(2) |
965,000 | 1,019,251 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-OSB |
||||||||
| 3.40%, 06/05/2039(2) |
8,012,500 | 9,057,779 |
| JP Morgan Mortgage Trust 2019-INV3 |
||||||||
| 3.50%, 05/25/2050(2)(5) |
3,338,097 | 3,416,034 | ||||||
| 3.50%, 05/25/2050(2)(5) |
3,907,188 | 4,020,324 | ||||||
| JP Morgan Mortgage Trust 2020-INV1 |
||||||||
| 1.01% (1 Month LIBOR USD + 0.83%, 6.00% Cap), 08/25/2050(1)(2) |
1,979,201 | 1,971,858 | ||||||
| 3.50%, 08/25/2050(2)(5) |
3,286,078 | 3,383,418 | ||||||
| JP Morgan Mortgage Trust 2020-INV2 |
||||||||
| 3.00%, 10/25/2050(2)(5) |
4,218,310 | 4,295,589 | ||||||
| JP Morgan Resecuritization Trust Series 2014-6 |
||||||||
| 0.75% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 07/27/2046(1)(2) |
302,014 | 301,437 | ||||||
| JP Morgan Seasoned Mortgage Trust 2010-1 |
||||||||
| 0.00%, 03/25/2050(2)(5) |
12,268,970 | 10,576,936 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2014-C24 |
||||||||
| 2.94%, 11/15/2047 |
674,188 | 673,852 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2015-C30 |
||||||||
| 3.82%, 07/15/2048 |
2,780,000 | 3,121,044 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2015-C31 |
||||||||
| 3.80%, 08/15/2048 |
5,065,000 | 5,670,936 | ||||||
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 |
||||||||
| 3.88%, 03/15/2050(5) |
4,990,000 | 5,618,501 | ||||||
| JPMDB Commercial Mortgage Securities Trust 2016-C4 |
||||||||
| 3.38%, 12/15/2049 |
4,040,000 | 4,454,370 | ||||||
| Lanark Master Issuer Plc |
||||||||
| 1.03% (3 Month LIBOR USD + 0.77%), 12/22/2069(1)(2) |
7,770,000 | 7,719,406 | ||||||
| 2.28%, 12/22/2069(2)(5) |
695,000 | 722,618 | ||||||
| 2.71%, 12/22/2069(2)(4) |
3,285,000 | 3,415,735 | ||||||
| Legacy Mortgage Asset Trust 2019-GS7 |
||||||||
| 3.25%, 11/25/2059(2)(4) |
5,618,477 | 5,618,138 | ||||||
| Legacy Mortgage Asset Trust 2020-GS1 |
||||||||
| 2.88%, 10/25/2059(2)(4) |
4,219,707 | 4,230,353 | ||||||
| Legacy Mortgage Asset Trust 2020-GS5 |
||||||||
| 3.25%, 06/25/2060(2) |
1,077,221 | 1,084,092 | ||||||
| Legacy Mortgage Asset Trust 2020-SL1 |
||||||||
| 2.73%, 01/25/2060(2)(4) |
2,800,000 | 2,799,983 | ||||||
| Mansard Mortgages 2007-1 Plc |
||||||||
| 0.38% (3 Month LIBOR GBP + 0.30%), 04/15/2049(1) |
GBP | 5,835,638 | 6,908,872 | |||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-HB1 |
||||||||
| 2.61%, 04/25/2029(5) |
$ | 646,433 | 622,485 | |||||
| Metlife Securitization Trust 2018-1 |
||||||||
| 3.75%, 03/25/2057(2)(5) |
14,229,285 | 15,299,581 | ||||||
| Mill City Mortgage Loan Trust 2019-1 |
||||||||
| 3.25%, 10/25/2069(2)(5) |
2,069,719 | 2,198,684 | ||||||
| 3.50%, 10/25/2069(2)(5) |
1,187,812 | 1,303,774 | ||||||
| Mill City Mortgage Loan Trust 2019-GS1 |
||||||||
| 2.75%, 07/25/2059(2)(5) |
5,438,133 | 5,681,150 | ||||||
| Mill City Mortgage Loan Trust 2019-GS2 |
||||||||
| 2.75%, 08/25/2059(2)(5) |
13,297,995 | 13,916,855 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 |
||||||||
| 4.26%, 04/15/2047 |
1,940,000 | 2,104,080 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17 |
||||||||
| 3.74%, 08/15/2047 |
974,000 | 1,058,637 | ||||||
| 4.46%, 08/15/2047(5) |
1,655,000 | 1,745,459 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 |
||||||||
| 4.00%, 08/15/2031 |
310,000 | 322,531 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 |
||||||||
| 3.73%, 05/15/2048 |
6,000,000 | 6,694,585 | ||||||
| 4.04%, 05/15/2048(5) |
190,000 | 210,574 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 |
||||||||
| 2.86%, 09/15/2049 |
3,220,000 | 3,466,570 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 |
||||||||
| 4.32%, 11/15/2052(5) |
845,000 | 819,949 | ||||||
| Morgan Stanley Capital I Trust 2011-C2 |
||||||||
| 5.66%, 06/15/2044(2)(5) |
1,415,000 | 814,889 | ||||||
| Morgan Stanley Capital I Trust 2017-H1 |
||||||||
| 4.28%, 06/15/2050(5) |
1,490,089 | 1,512,897 | ||||||
| Morgan Stanley Capital I Trust 2018-H4 |
||||||||
| 4.31%, 12/15/2051 |
4,030,000 | 4,807,660 | ||||||
| Morgan Stanley Resecuritization Trust 2013-R7 |
||||||||
| 0.72% (1 Month LIBOR USD + 0.27%, 0.27% Floor, 11.50% Cap), 12/26/2046(1)(2) |
6,897,669 | 6,807,773 | ||||||
| Motel 6 Trust 2017-MTL6 |
||||||||
| 1.07% (1 Month LIBOR USD + 0.92%, 0.92% Floor), 08/15/2034(1)(2) |
1,788,959 | 1,757,524 | ||||||
| 1.34% (1 Month LIBOR USD + 1.19%, 1.19% Floor), 08/15/2034(1)(2) |
6,178,848 | 6,031,526 | ||||||
| 2.30% (1 Month LIBOR USD + 2.15%, 2.15% Floor), 08/15/2034(1)(2) |
641,958 | 623,435 | ||||||
| MSCG Trust 2018-SELF |
||||||||
| 1.05% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 10/15/2037(1)(2) |
4,110,000 | 4,109,344 | ||||||
| Natixis Commercial Mortgage Securities Trust 2020-2PAC |
||||||||
| 2.97%, 12/15/2038(2) |
6,668,500 | 6,954,188 | ||||||
| New Orleans Hotel Trust 2019-HNLA |
||||||||
| 1.14% (1 Month LIBOR USD + 0.99%, 0.99% Floor), 04/15/2032(1)(2) |
5,000,000 | 4,799,256 | ||||||
| 1.44% (1 Month LIBOR USD + 1.29%, 1.29% Floor), 04/15/2032(1)(2) |
6,425,000 | 5,945,734 | ||||||
| New Residential Mortgage Loan Trust 2019-NQM1 |
||||||||
| 3.67%, 01/25/2049(2)(5) |
2,889,788 | 2,942,602 | ||||||
| 3.93%, 01/25/2049(2)(5) |
2,915,580 | 2,938,256 | ||||||
| New Residential Mortgage Loan Trust 2019-NQM2 |
||||||||
| 3.60%, 04/25/2049(2)(5) |
4,207,217 | 4,256,102 | ||||||
| 3.70%, 04/25/2049(2)(5) |
1,482,688 | 1,498,481 | ||||||
| New Residential Mortgage Loan Trust 2019-NQM3 |
||||||||
| 2.80%, 07/25/2049(2)(5) |
5,476,918 | 5,577,467 | ||||||
| 3.09%, 07/25/2049(2)(5) |
2,389,006 | 2,417,753 | ||||||
| New Residential Mortgage Loan Trust 2019-NQM5 |
||||||||
| 2.71%, 11/25/2059(2)(5) |
3,295,161 | 3,379,406 | ||||||
| New Residential Mortgage Loan Trust 2019-RPL3 |
||||||||
| 2.75%, 07/25/2059(2)(5) |
34,208,893 | 35,969,002 | ||||||
| New Residential Mortgage Loan Trust 2020-NPL2 |
||||||||
| 3.23%, 08/25/2060(2)(4) |
879,903 | 879,993 |
| New Residential Mortgage Loan Trust 2020-NQM1 |
||||||||
| 2.46%, 01/26/2060(2)(5) |
4,246,308 | 4,296,272 | ||||||
| Nomura Resecuritization Trust 2015-7R |
||||||||
| 3.49%, 08/26/2036(2)(5) |
245,637 | 246,962 | ||||||
| OBX 2018-EXP1 Trust |
||||||||
| 1.00% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 04/25/2048(1)(2) |
2,065,375 | 2,068,001 | ||||||
| 4.00%, 04/25/2048(2)(5) |
1,135,861 | 1,181,220 | ||||||
| OBX 2019-EXP2 Trust |
||||||||
| 4.00%, 06/25/2059(2)(5) |
3,152,470 | 3,284,353 | ||||||
| OBX 2019-EXP3 Trust |
||||||||
| 3.50%, 10/25/2059(2)(5) |
2,252,974 | 2,312,794 | ||||||
| OBX 2020-EXP1 Trust |
||||||||
| 0.90% (1 Month LIBOR USD + 0.75%), 02/25/2060(1)(2) |
1,026,892 | 1,026,173 | ||||||
| 3.50%, 02/25/2060(2)(5) |
2,929,401 | 3,016,283 | ||||||
| OBX 2020-EXP2 Trust |
||||||||
| 3.00%, 05/25/2060(2)(5) |
9,006,805 | 9,245,618 | ||||||
| OBX 2020-INV1 Trust |
||||||||
| 3.50%, 12/25/2049(2)(5) |
5,157,843 | 5,323,054 | ||||||
| One Bryant Park Trust 2019-OBP |
||||||||
| 2.52%, 09/15/2054(2) |
7,390,000 | 7,858,200 | ||||||
| Precise Mortgage Funding 2018-2B Plc |
||||||||
| 0.74% (3 Month LIBOR GBP + 0.68%), 03/12/2055(1) |
GBP | 3,606,374 | 4,621,054 | |||||
| PRPM 2020-2 LLC |
||||||||
| 3.67%, 08/25/2025(2)(4) |
$ | 1,141,251 | 1,141,340 | |||||
| PRPM 2020-3 LLC |
||||||||
| 2.86%, 09/25/2025(2)(4) |
3,871,000 | 3,870,935 | ||||||
| Queens Center Mortgage Trust 2013-QC |
||||||||
| 3.28%, 01/11/2037(2) |
3,915,000 | 3,925,768 | ||||||
| RALI Series 2006-QS9 Trust |
||||||||
| 6.00%, 07/25/2036 |
4,167,675 | 3,985,886 | ||||||
| RALI Series 2007-QH8 Trust |
||||||||
| 2.03%, 10/25/2037(5) |
1,264,562 | 1,138,634 | ||||||
| RBS Commercial Funding, Inc. 2013-GSP Trust |
||||||||
| 3.96%, 01/15/2032(2)(5) |
765,000 | 798,092 | ||||||
| RCO V Mortgage LLC 2019-1 |
||||||||
| 3.72%, 05/24/2024(2)(4) |
23,717 | 23,717 | ||||||
| RCO V Mortgage LLC 2020-1 |
||||||||
| 3.10%, 09/25/2025(2)(4) |
1,985,000 | 1,985,142 | ||||||
| Real Estate Asset Liquidity Trust |
||||||||
| 2.42%, 06/12/2054(2)(5) |
CAD | 10,548,977 | 8,029,914 | |||||
| RESIMAC Bastille Trust Series 2018-1NC |
||||||||
| 1.00% (1 Month LIBOR USD + 0.85%), 12/05/2059(1)(2) |
$ | 1,263,251 | 1,248,946 | |||||
| RETL 2019-RVP |
||||||||
| 1.30% (1 Month LIBOR USD + 1.15%, 1.15% Floor), 03/15/2036(1)(2) |
316,453 | 316,465 | ||||||
| Rosslyn Portfolio Trust 2017-ROSS |
||||||||
| 1.94% (1 Month LIBOR USD + 0.95%, 1.94% Floor), 06/15/2033(1)(2) |
13,479,987 | 13,257,653 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2016-1 |
||||||||
| 3.00%, 09/25/2055(2)(5) |
328,313 | 327,483 |
| Seasoned Credit Risk Transfer Trust Series 2017-2 |
||||||||
| 4.00%, 08/25/2056(2)(5) |
910,000 | 912,864 | ||||||
| Sequoia Mortgage Trust 2003-2 |
||||||||
| 0.82% (1 Month LIBOR USD + 0.66%, 0.33% Floor, 11.50% Cap), 06/20/2033(1) |
479,603 | 464,025 | ||||||
| Sequoia Mortgage Trust 2004-9 |
||||||||
| 1.00% (6 Month LIBOR USD + 0.72%, 0.36% Floor, 11.50% Cap), 10/20/2034(1) |
1,035,276 | 1,022,560 | ||||||
| Sequoia Mortgage Trust 2013-4 |
||||||||
| 3.48%, 04/25/2043(5) |
2,161,074 | 2,206,936 | ||||||
| Sequoia Mortgage Trust 2017-CH2 |
||||||||
| 4.00%, 12/25/2047(2)(5) |
1,103,524 | 1,134,374 | ||||||
| 4.00%, 12/25/2047(2)(5) |
1,143,613 | 1,169,807 | ||||||
| Sequoia Mortgage Trust 2018-CH1 |
||||||||
| 3.50%, 02/25/2048(2)(5) |
350,636 | 359,177 | ||||||
| Sequoia Mortgage Trust 2018-CH2 |
||||||||
| 4.00%, 06/25/2048(2)(5) |
1,105,311 | 1,131,462 | ||||||
| Sequoia Mortgage Trust 2018-CH3 |
||||||||
| 4.00%, 08/25/2048(2)(5) |
3,367,156 | 3,461,664 | ||||||
| 4.50%, 08/25/2048(2)(5) |
1,411,062 | 1,471,875 | ||||||
| 4.50%, 08/25/2048(2)(5) |
5,000,000 | 5,204,019 | ||||||
| Sequoia Mortgage Trust 2018-CH4 |
||||||||
| 4.00%, 10/25/2048(2)(5) |
1,156,409 | 1,183,860 | ||||||
| Sequoia Mortgage Trust 2019-CH2 |
||||||||
| 4.50%, 08/25/2049(2)(5) |
1,916,632 | 1,971,592 | ||||||
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE |
||||||||
| 4.14%, 01/05/2043(2)(5) |
780,000 | 720,677 | ||||||
| SG Residential Mortgage Trust 2019-3 |
||||||||
| 2.70%, 09/25/2059(2)(5) |
3,064,891 | 3,099,067 | ||||||
| SLM Student Loan Trust 2008-9 |
||||||||
| 1.74% (3 Month LIBOR USD + 1.50%), 04/25/2023(1) |
7,595,264 | 7,453,751 | ||||||
| Southern Pacific Securities 06-1 Plc |
||||||||
| 0.36% (3 Month LIBOR GBP + 0.30%), 03/10/2044(1) |
GBP | 1,436,239 | 1,848,753 | |||||
| STACR Trust 2018-DNA2 |
||||||||
| 0.95% (1 Month LIBOR USD + 0.80%), 12/25/2030(1)(2) |
$ | 497,685 | 496,433 | |||||
| 1.10% (1 Month LIBOR USD + 0.95%), 12/25/2030(1)(2) |
6,800,000 | 6,741,222 | ||||||
| STACR Trust 2018-DNA3 |
||||||||
| 1.05% (1 Month LIBOR USD + 0.90%), 09/25/2048(1)(2) |
4,965,000 | 4,933,181 | ||||||
| STACR Trust 2018-HRP2 |
||||||||
| 1.40% (1 Month LIBOR USD + 1.25%), 02/25/2047(1)(2) |
2,653,673 | 2,579,408 | ||||||
| Starwood Mortgage Residential Trust 2018-IMC2 |
||||||||
| 4.12%, 10/25/2048(2)(5) |
4,101,175 | 4,242,049 | ||||||
| Starwood Mortgage Residential Trust 2019-1 |
||||||||
| 2.94%, 06/25/2049(2)(5) |
5,126,798 | 5,208,940 | ||||||
| Starwood Mortgage Residential Trust 2019-IMC1 |
||||||||
| 3.47%, 02/25/2049(2)(5) |
2,189,716 | 2,243,414 | ||||||
| 3.75%, 02/25/2049(2)(5) |
1,431,289 | 1,423,924 | ||||||
| 4.09%, 02/25/2049(2)(5) |
2,160,000 | 2,142,297 |
| Starwood Mortgage Residential Trust 2019-INV1 |
||||||||
| 2.61%, 09/27/2049(2)(5) |
4,644,767 | 4,712,666 | ||||||
| Sutherland Commercial Mortgage Loans 2017-SBC6 |
||||||||
| 3.19%, 05/25/2037(2)(5) |
2,951,832 | 2,932,632 | ||||||
| Towd Point Mortgage Funding |
||||||||
| 0.97% (3 Month Sterling Overnight Interbank Average Rate + 0.90%), 07/20/2045(1)(2) |
GBP | 92,162,870 | 118,623,741 | |||||
| Towd Point Mortgage Funding 2018 - Auburn 12 Plc |
||||||||
| 0.87% (3 Month LIBOR GBP + 0.80%), 02/20/2045(1) |
2,529,436 | 3,252,665 | ||||||
| Towd Point Mortgage Funding 2019 - Granite4 Plc |
||||||||
| 1.10% (3 Month LIBOR GBP + 1.03%), 10/20/2051(1)(2) |
27,334,255 | 35,170,815 | ||||||
| Towd Point Mortgage Trust 2019-4 |
||||||||
| 2.90%, 10/25/2059(2)(5) |
$ | 99,823,478 | 105,733,068 | |||||
| UBS Commercial Mortgage Trust 2018-C9 |
||||||||
| 4.32%, 03/15/2051(5) |
1,718,000 | 2,003,842 | ||||||
| UBS-Barclays Commercial Mortgage Trust 2012-C2 |
||||||||
| 5.05%, 05/10/2063(2)(5) |
1,135,000 | 586,060 | ||||||
| 5.05%, 05/10/2063(2)(5) |
2,750,000 | 1,118,051 | ||||||
| Verus Securitization Trust 2018-2 |
||||||||
| 3.68%, 06/01/2058(2)(5) |
1,136,186 | 1,152,014 | ||||||
| 3.78%, 06/01/2058(2)(5) |
721,915 | 728,946 | ||||||
| Verus Securitization Trust 2018-3 |
||||||||
| 4.11%, 10/25/2058(2)(5) |
2,968,270 | 3,040,966 | ||||||
| 4.18%, 10/25/2058(2)(5) |
2,739,915 | 2,749,207 | ||||||
| Verus Securitization Trust 2018-INV1 |
||||||||
| 3.63%, 03/25/2058(2)(5) |
596,661 | 600,495 | ||||||
| Verus Securitization Trust 2018-INV2 |
||||||||
| 4.15%, 10/25/2058(2)(5) |
2,899,158 | 2,939,785 | ||||||
| Verus Securitization Trust 2019-1 |
||||||||
| 3.84%, 02/25/2059(2)(5) |
3,924,944 | 3,978,253 | ||||||
| Verus Securitization Trust 2019-2 |
||||||||
| 3.78%, 05/25/2059(2)(5) |
12,360,000 | 12,610,751 | ||||||
| Verus Securitization Trust 2019-3 |
||||||||
| 3.04%, 07/25/2059(2)(4) |
2,302,370 | 2,337,377 | ||||||
| Verus Securitization Trust 2019-4 |
||||||||
| 2.64%, 11/25/2059(2)(4) |
3,502,885 | 3,571,186 | ||||||
| Verus Securitization Trust 2019-INV1 |
||||||||
| 3.40%, 12/25/2059(2)(5) |
3,888,386 | 3,990,072 | ||||||
| 3.66%, 12/25/2059(2)(5) |
1,286,394 | 1,313,584 | ||||||
| Verus Securitization Trust 2019-INV2 |
||||||||
| 3.12%, 07/25/2059(2)(5) |
4,954,854 | 5,057,328 | ||||||
| Verus Securitization Trust 2019-INV3 |
||||||||
| 2.69%, 11/25/2059(2)(5) |
7,595,106 | 7,784,117 | ||||||
| Verus Securitization Trust 2020-1 |
||||||||
| 2.72%, 01/25/2060(2)(4) |
4,383,330 | 4,469,551 | ||||||
| Verus Securitization Trust 2020-INV1 |
||||||||
| 3.89%, 03/25/2060(2)(5) |
805,000 | 837,635 |
| Vista Point Securitization Trust 2020-1 |
||||||||
| 1.76%, 03/25/2065(2)(5) |
3,731,852 | 3,751,279 | ||||||
| 3.20%, 03/25/2065(2)(5) |
3,765,000 | 3,803,043 | ||||||
| Vista Point Securitization Trust 2020-2 |
||||||||
| 1.48%, 04/25/2065(2)(5) |
3,800,072 | 3,802,526 | ||||||
| Wachovia Bank Commercial Mortgage Trust Series 2006-C29 |
||||||||
| 5.44%, 11/15/2048(5) |
2,083,674 | 2,088,775 | ||||||
| Wachovia Bank Commercial Mortgage Trust Series 2007-C33 |
||||||||
| 5.84%, 02/15/2051(5) |
3,205,066 | 2,461,902 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust |
||||||||
| 0.48% (1 Month LIBOR USD + 0.33%, 0.33% Floor, 10.50% Cap), 01/25/2045(1) |
4,946,152 | 4,721,680 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust |
||||||||
| 0.47% (1 Month LIBOR USD + 0.32%, 0.32% Floor, 10.50% Cap), 08/25/2045(1) |
2,463,627 | 2,517,226 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust |
||||||||
| 0.44% (1 Month LIBOR USD + 0.29%, 0.29% Floor, 10.50% Cap), 10/25/2045(1) |
3,822,032 | 3,769,176 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust |
||||||||
| 0.41% (1 Month LIBOR USD + 0.26%, 0.26% Floor, 10.50% Cap), 11/25/2045(1) |
5,026,494 | 4,849,873 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust |
||||||||
| 1.77% (12 Month U.S. Treasury Average + 0.75%, 0.75% Floor), 06/25/2047(1) |
12,413,449 | 11,379,156 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust |
||||||||
| 5.50%, 04/25/2037 |
9,103,213 | 9,503,489 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-C30 |
||||||||
| 3.66%, 09/15/2058 |
1,280,000 | 1,427,232 | ||||||
| Wells Fargo Commercial Mortgage Trust 2016-C33 |
||||||||
| 3.16%, 03/15/2059 |
1,225,000 | 1,310,674 | ||||||
| 4.51%, 03/15/2059(5) |
4,317,000 | 4,721,345 | ||||||
| Wells Fargo Commercial Mortgage Trust 2016-C35 |
||||||||
| 3.18%, 07/15/2048 |
3,155,000 | 3,394,643 | ||||||
| Wells Fargo Commercial Mortgage Trust 2016-LC24 |
||||||||
| 3.37%, 10/15/2049 |
6,000,000 | 6,524,629 | ||||||
| Wells Fargo Commercial Mortgage Trust 2017-C38 |
||||||||
| 3.45%, 07/15/2050 |
1,695,000 | 1,918,196 | ||||||
| Wells Fargo Commercial Mortgage Trust 2017-HSDB |
||||||||
| 1.00% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 12/13/2031(1)(2) |
8,100,000 | 7,777,993 | ||||||
| 1.25% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 12/13/2031(1)(2) |
6,700,000 | 6,175,059 | ||||||
| 2.00% (1 Month LIBOR USD + 1.84%, 1.85% Floor), 12/13/2031(1)(2) |
100,000 | 82,852 | ||||||
| Wells Fargo Commercial Mortgage Trust 2019-C50 |
||||||||
| 4.19%, 05/15/2052 |
2,085,000 | 2,173,834 | ||||||
| Wells Fargo Commercial Mortgage Trust 2019-C51 |
||||||||
| 3.31%, 06/15/2052 |
3,181,131 | 3,614,876 | ||||||
| Wells Fargo Commercial Mortgage Trust 2019-C54 |
||||||||
| 3.67%, 12/15/2052 |
4,420,000 | 4,789,182 | ||||||
| Wells Fargo Commercial Mortgage Trust 2019-JWDR |
||||||||
| 2.58%, 09/15/2031(2)(5) |
6,560,000 | 6,546,688 | ||||||
| 2.79%, 09/15/2031(2)(5) |
1,880,000 | 1,811,138 | ||||||
| Wells Fargo Commercial Mortgage Trust 2020-C55 |
||||||||
| 2.73%, 02/15/2053 |
11,075,000 | 12,146,676 | ||||||
| 3.14%, 02/15/2053 |
2,375,000 | 2,437,541 |
| WFRBS Commercial Mortgage Trust 2011-C2 |
||||||||
| 5.86%, 02/15/2044(2)(5) |
3,500,000 | 3,471,310 | ||||||
| WFRBS Commercial Mortgage Trust 2011-C5 |
||||||||
| 5.84%, 11/15/2044(2)(5) |
115,000 | 111,298 | ||||||
| WFRBS Commercial Mortgage Trust 2012-C7 |
||||||||
| 4.97%, 06/15/2045(2)(5) |
690,000 | 243,276 | ||||||
| WFRBS Commercial Mortgage Trust 2014-C19 |
||||||||
| 4.72%, 03/15/2047(5) |
329,000 | 351,449 | ||||||
| WFRBS Commercial Mortgage Trust 2014-C22 |
||||||||
| 4.07%, 09/15/2057(5) |
4,250,000 | 4,606,541 | ||||||
| Worldwide Plaza Trust 2017-WWP |
||||||||
| 3.53%, 11/10/2036(2) |
1,740,000 | 1,908,074 | ||||||
| 3.72%, 11/10/2036(2)(5) |
320,000 | 330,044 | ||||||
|
|
|
|||||||
| Total Mortgage-Backed Obligations (Cost: $6,001,907,654) |
6,122,528,537 | |||||||
|
|
|
|||||||
| Total Bonds & Notes (Cost: $19,165,454,442) |
|
19,748,740,999 | ||||||
|
|
|
|||||||
| BANK LOANS – 2.23% |
||||||||
| 1011778 BC ULC |
||||||||
| 1.90% (LIBOR + 1.75%), 11/19/2026(1) |
1,579,380 | 1,511,594 | ||||||
| ABG Intermediate Holdings 2 LLC |
||||||||
| 3.72% (LIBOR + 3.50%), 09/27/2024(1) |
2,347,139 | 2,296,418 | ||||||
| Acrisure LLC |
||||||||
| 3.65% (LIBOR + 3.50%), 02/15/2027(1) |
2,487,499 | 2,397,328 | ||||||
| Advanced Drainage Systems, Inc. |
||||||||
| 2.44% (LIBOR + 2.25%), 07/31/2026(1) |
404,671 | 403,324 | ||||||
| Advanz Pharma Corp. |
||||||||
| 6.50% (LIBOR + 5.50%), 09/06/2024(1) |
1,750,904 | 1,696,188 | ||||||
| AI Alpine U.S. Bidco, Inc. |
||||||||
| 4.21% (LIBOR + 3.00%), 10/31/2025(1) |
1,600,463 | 1,472,426 | ||||||
| AI Convoy SARL |
||||||||
| 3.75% (EURIBOR + 3.75%), 01/18/2027(1) |
EUR | 1,000,000 | 1,149,658 | |||||
| Aldevron LLC |
||||||||
| 5.25% (LIBOR + 4.25%), 10/12/2026(1) |
$ | 4,359,733 | 4,357,902 | |||||
| Alliant Holdings Intermediate LLC |
||||||||
| 2.90% (LIBOR + 2.75%), 05/09/2025(1) |
2,936,290 | 2,847,849 | ||||||
| Alphabet Holding Company, Inc. |
||||||||
| 3.65% (LIBOR + 3.50%), 09/26/2024(1) |
97,000 | 94,107 | ||||||
| Altice France SA |
||||||||
| 4.15% (LIBOR + 4.00%), 08/14/2026(1) |
1,375,500 | 1,333,492 | ||||||
| American Airlines, Inc. |
||||||||
| 1.90% (LIBOR + 1.75%), 01/29/2027(1) |
500,000 | 362,815 | ||||||
| Applied Systems, Inc. |
||||||||
| 4.25% (LIBOR + 3.25%), 09/19/2024(1) |
4,301,130 | 4,270,204 | ||||||
| Aramark Intermediate HoldCo Corp. |
||||||||
| 1.90% (LIBOR + 1.75%), 03/28/2024(1) |
1,631,808 | 1,564,496 | ||||||
| 1.90% (LIBOR + 1.75%), 03/11/2025(1) |
186,533 | 177,999 | ||||||
| Ascend Learning LLC |
||||||||
| 4.00% (LIBOR + 3.00%), 07/12/2024(1) |
4,577,013 | 4,508,358 | ||||||
| Asurion LLC |
||||||||
| 3.15% (LIBOR + 3.00%), 11/03/2023(1) |
436,481 | 429,572 | ||||||
| 3.15% (LIBOR + 3.00%), 11/03/2024(1) |
6,793,016 | 6,669,927 | ||||||
| 6.65% (LIBOR + 6.50%), 08/04/2025(1) |
807,879 | 808,048 | ||||||
| ATI Holdings Acquisition, Inc. |
||||||||
| 0.00%, 05/10/2023 |
1,651,365 | 1,561,581 | ||||||
| Avantor Funding, Inc. |
||||||||
| 3.25% (LIBOR + 2.25%), 11/21/2024(1) |
2,232,544 | 2,199,994 | ||||||
| Avolon TLB Borrower 1 U.S. LLC |
||||||||
| 2.25% (LIBOR + 1.50%), 02/12/2027(1) |
707,445 | 677,881 | ||||||
| 2.50% (LIBOR + 1.75%), 01/15/2025(1) |
281,300 | 273,055 | ||||||
| Axalta Coating Systems Dutch Holding B BV |
||||||||
| 1.97% (LIBOR + 1.75%), 06/01/2024(1) |
68,123 | 66,433 | ||||||
| Azalea TopCo, Inc. |
||||||||
| 3.76% (LIBOR + 3.50%), 07/24/2026(1) |
2,777,389 | 2,668,043 | ||||||
| B&G Foods, Inc. |
||||||||
| 2.65% (LIBOR + 2.50%), 10/10/2026(1) |
631,763 | 629,198 | ||||||
| Bausch Health Companies, Inc. |
||||||||
| 2.90% (LIBOR + 2.75%), 11/27/2025(1) |
1,359,579 | 1,325,589 | ||||||
| 3.15% (LIBOR + 3.00%), 06/02/2025(1) |
7,835,143 | 7,670,292 | ||||||
| Beacon Roofing Supply, Inc. |
||||||||
| 2.40% (LIBOR + 2.25%), 01/02/2025(1) |
117,000 | 113,155 | ||||||
| Berry Global, Inc. |
||||||||
| 2.16% (LIBOR + 2.00%), 07/01/2026(1) |
1,602,213 | 1,552,352 | ||||||
| Brookfield WEC Holdings, Inc. |
||||||||
| 3.75% (LIBOR + 3.00%), 08/01/2025(1) |
3,016,375 | 2,936,653 | ||||||
| Buckeye Partners, LP |
||||||||
| 2.90% (LIBOR + 2.75%), 11/01/2026(1) |
3,596,925 | 3,524,986 | ||||||
| Caesars Resort Collection LLC |
||||||||
| 2.90% (LIBOR + 2.75%), 12/23/2024(1) |
7,600,476 | 7,102,037 | ||||||
| 4.69% (LIBOR + 4.50%), 07/21/2025(1) |
3,485,000 | 3,367,869 | ||||||
| Calpine Corp. |
||||||||
| 2.40% (LIBOR + 2.25%), 04/05/2026(1) |
4,542,500 | 4,415,673 | ||||||
| Camelot U.S. Acquisition 1 Co. |
||||||||
| 3.15% (LIBOR + 3.00%), 10/30/2026(1) |
3,920,375 | 3,840,752 | ||||||
| Carnival Corp. |
||||||||
| 7.50% (EURIBOR + 7.50%), 06/30/2025(1) |
EUR | 4,987,500 | 5,774,499 | |||||
| 8.50% (LIBOR + 7.50%), 06/30/2025(1) |
$ | 10,773,000 | 10,883,746 | |||||
| Catalent Pharma Solutions, Inc. |
||||||||
| 3.25% (LIBOR + 2.25%), 05/18/2026(1) |
3,851,350 | 3,827,279 | ||||||
| CCC Information Services, Inc. |
||||||||
| 4.00% (LIBOR + 3.00%), 04/29/2024(1) |
3,433,572 | 3,404,249 | ||||||
| CenturyLink, Inc. |
||||||||
| 2.15% (LIBOR + 2.00%), 01/31/2025(1) |
1,443,750 | 1,393,219 | ||||||
| 2.40% (LIBOR + 2.25%), 03/15/2027(1) |
2,077,203 | 1,992,266 | ||||||
| Ceridian HCM Holding, Inc. |
||||||||
| 2.60% (LIBOR + 2.50%), 04/30/2025(1) |
2,924,829 | 2,830,678 |
| Change Healthcare Holdings LLC |
||||||||
| 3.50% (LIBOR + 2.50%), 03/01/2024(1) |
1,941,420 | 1,898,048 | ||||||
| Charter Communications Operating LLC |
||||||||
| 1.90% (LIBOR + 1.75%), 02/01/2027(1) |
7,440,262 | 7,260,878 | ||||||
| Charter NEX US, Inc. |
||||||||
| 3.40% (LIBOR + 3.25%), 05/16/2024(1) |
6,410,407 | 6,243,480 | ||||||
| Churchill Downs, Inc. |
||||||||
| 2.15% (LIBOR + 2.00%), 12/27/2024(1) |
488,693 | 471,741 | ||||||
| Clarios Global, LP |
||||||||
| 3.65% (LIBOR + 3.50%), 04/30/2026(1) |
4,690,113 | 4,562,588 | ||||||
| Clean Harbors, Inc. |
||||||||
| 1.90% (LIBOR + 1.75%), 06/28/2024(1) |
488,636 | 486,926 | ||||||
| Clear Channel Outdoor Holdings, Inc. |
||||||||
| 3.76% (LIBOR + 3.50%), 08/21/2026(1) |
2,243,011 | 2,036,093 | ||||||
| CommScope, Inc. |
||||||||
| 3.40% (LIBOR + 3.25%), 04/06/2026(1) |
2,871,000 | 2,792,564 | ||||||
| Core & Main, LP |
||||||||
| 3.75% (LIBOR + 2.75%), 08/01/2024(1) |
97,250 | 95,092 | ||||||
| CPI Holdco LLC |
||||||||
| 4.40% (LIBOR + 4.25%), 11/04/2026(1) |
5,196,877 | 5,157,901 | ||||||
| CSC Holdings LLC |
||||||||
| 2.40% (LIBOR + 2.25%), 07/17/2025(1) |
3,920,088 | 3,785,668 | ||||||
| 2.40% (LIBOR + 2.25%), 01/15/2026(1) |
5,812,435 | 5,607,779 | ||||||
| 2.65% (LIBOR + 2.50%), 04/15/2027(1) |
3,130,509 | 3,029,425 | ||||||
| Dell International LLC |
||||||||
| 2.75% (LIBOR + 2.00%), 09/19/2025(1) |
93,813 | 93,318 | ||||||
| Delos Finance SARL |
||||||||
| 1.97% (LIBOR + 1.75%), 10/06/2023(1) |
1,690,000 | 1,648,595 | ||||||
| Delta Air Lines, Inc. |
||||||||
| 5.75% (LIBOR + 4.75%), 04/29/2023(1) |
1,908,218 | 1,903,447 | ||||||
| Diamond Resorts International, Inc. |
||||||||
| 4.75% (LIBOR + 3.75%), 09/02/2023(1) |
6,302,734 | 5,572,688 | ||||||
| Dun & Bradstreet Corp. |
||||||||
| 3.89% (LIBOR + 3.75%), 02/06/2026(1) |
2,686,500 | 2,655,605 | ||||||
| Dynasty Acquisition Co., Inc. |
||||||||
| 3.72% (LIBOR + 3.50%), 04/06/2026(1) |
1,049,500 | 922,815 | ||||||
| 3.72% (LIBOR + 3.50%), 04/06/2026(1) |
1,952,070 | 1,716,436 | ||||||
| Eastern Power LLC |
||||||||
| 4.75% (LIBOR + 3.75%), 10/02/2025(1) |
4,643,005 | 4,599,500 | ||||||
| Elanco Animal Health, Inc. |
||||||||
| 1.91% (LIBOR + 1.75%), 08/01/2027(1) |
6,592,105 | 6,399,814 | ||||||
| Envision Healthcare Corp. |
||||||||
| 3.90% (LIBOR + 3.75%), 10/10/2025(1) |
4,707,064 | 3,384,897 | ||||||
| ExamWorks Group, Inc. |
||||||||
| 4.25% (LIBOR + 3.25%), 07/27/2023(1) |
2,397,707 | 2,377,926 | ||||||
| Filtration Group Corp. |
||||||||
| 3.15% (LIBOR + 3.00%), 03/31/2025(1) |
6,940,136 | 6,793,769 |
| Flutter Entertainment Plc |
||||||||
| 3.72% (LIBOR + 3.50%), 07/10/2025(1) |
1,209,137 | 1,205,026 | ||||||
| Forest City Enterprises, LP |
||||||||
| 3.65% (LIBOR + 3.50%), 12/08/2025(1) |
786,000 | 766,845 | ||||||
| Four Seasons Holdings, Inc. |
||||||||
| 2.15% (LIBOR + 2.00%), 11/30/2023(1) |
625,129 | 607,156 | ||||||
| Frontier Communications Corp. |
||||||||
| 0.00%, 06/15/2024 |
4,898,376 | 4,807,903 | ||||||
| Gentiva Health Services, Inc. |
||||||||
| 3.44% (LIBOR + 3.25%), 07/02/2025(1) |
314,420 | 307,544 | ||||||
| GFL Environmental, Inc. |
||||||||
| 4.00% (LIBOR + 3.00%), 05/30/2025(1) |
4,142,559 | 4,119,775 | ||||||
| Gray Television, Inc. |
||||||||
| 2.66% (LIBOR + 2.50%), 01/02/2026(1) |
509,786 | 500,171 | ||||||
| Grifols Worldwide Operations Ltd. |
||||||||
| 2.10% (LIBOR + 2.00%), 11/15/2027(1) |
496,250 | 485,397 | ||||||
| HCA, Inc. |
||||||||
| 1.90% (LIBOR + 1.75%), 03/13/2025(1) |
3,179,618 | 3,162,003 | ||||||
| Hilton Worldwide Finance LLC |
||||||||
| 1.90% (LIBOR + 1.75%), 06/22/2026(1) |
7,631,741 | 7,354,174 | ||||||
| Hostess Brands LLC |
||||||||
| 3.00% (LIBOR + 2.25%), 08/03/2025(1) |
1,687,218 | 1,656,747 | ||||||
| HUB International Ltd. |
||||||||
| 3.26% (LIBOR + 3.00%), 04/25/2025(1) |
3,975,570 | 3,837,181 | ||||||
| 5.00% (LIBOR + 4.00%), 04/25/2025(1) |
2,367,113 | 2,356,011 | ||||||
| Hyland Software, Inc. |
||||||||
| 4.00% (LIBOR + 3.25%), 07/01/2024(1) |
4,705,514 | 4,680,998 | ||||||
| Ineos Finance Plc |
||||||||
| 2.50% (EURIBOR + 2.00%), 04/01/2024(1) |
EUR | 5,938,931 | 6,806,430 | |||||
| Intelsat Jackson Holdings SA |
||||||||
| 5.05% (LIBOR + 5.50%), 07/13/2022(1)(3) |
$ | 2,647,518 | 2,689,428 | |||||
| 8.00% (LIBOR + 5.75%), 11/27/2023(1) |
13,900,000 | 13,948,233 | ||||||
| IPS Acquisition LLC |
||||||||
| 4.25% (LIBOR + 3.25%), 11/07/2024(1) |
540,608 | 529,795 | ||||||
| IQVIA, Inc. |
||||||||
| 1.90% (LIBOR + 1.75%), 01/17/2025(1) |
732,997 | 722,156 | ||||||
| 1.97% (LIBOR + 1.75%), 06/11/2025(1) |
1,240,482 | 1,221,565 | ||||||
| IRB Holding Corp. |
||||||||
| 3.75% (LIBOR + 2.75%), 02/05/2025(1) |
97,500 | 92,936 | ||||||
| Iridium Satellite LLC |
||||||||
| 4.75% (LIBOR + 3.75%), 11/04/2026(1) |
3,756,125 | 3,744,068 | ||||||
| Jaguar Holding Co. I LLC |
||||||||
| 3.50% (LIBOR + 2.50%), 08/18/2022(1) |
2,524,309 | 2,512,824 | ||||||
| KAR Auction Services, Inc. |
||||||||
| 2.44% (LIBOR + 2.25%), 09/19/2026(1) |
544,500 | 524,081 | ||||||
| KFC Holding Co. |
||||||||
| 1.90% (LIBOR + 1.75%), 04/03/2025(1) |
13,776,507 | 13,429,201 |
| Lamar Media Corp. |
||||||||
| 1.66% (LIBOR + 1.50%), 02/05/2027(1) |
3,160,000 | 3,087,573 | ||||||
| Lealand Finance Company BV |
||||||||
| 3.15% (LIBOR + 3.00%), 06/28/2024(1) |
148,837 | 128,000 | ||||||
| 4.15% (LIBOR + 3.00%), 06/30/2025(1) |
590,937 | 441,235 | ||||||
| Level 3 Financing, Inc. |
||||||||
| 1.90% (LIBOR + 1.75%), 03/01/2027(1) |
11,790,353 | 11,410,822 | ||||||
| LifePoint Health, Inc. |
||||||||
| 3.90% (LIBOR + 3.75%), 11/16/2025(1) |
4,651,741 | 4,512,189 | ||||||
| Marriott Ownership Resorts, Inc. |
||||||||
| 1.90% (LIBOR + 1.75%), 08/29/2025(1) |
2,627,892 | 2,506,352 | ||||||
| Meredith Corp. |
||||||||
| 2.65% (LIBOR + 2.50%), 01/31/2025(1) |
57,874 | 55,668 | ||||||
| Messer Industries GmbH |
||||||||
| 2.72% (LIBOR + 2.50%), 03/02/2026(1) |
2,674,875 | 2,614,690 | ||||||
| MH Sub I LLC |
||||||||
| 3.65% (LIBOR + 3.50%), 09/13/2024(1) |
300,700 | 292,055 | ||||||
| Mileage Plus Holdings LLC |
||||||||
| 6.25% (LIBOR + 5.25%), 06/21/2027(1) |
2,515,000 | 2,554,133 | ||||||
| MPH Acquisition Holdings LLC |
||||||||
| 3.75% (LIBOR + 2.75%), 06/07/2023(1) |
1,242,681 | 1,221,381 | ||||||
| Nascar Holdings, Inc. |
||||||||
| 2.89% (LIBOR + 2.75%), 10/19/2026(1) |
726,490 | 707,724 | ||||||
| Neiman Marcus Group LLC Ltd. |
||||||||
| 0.00%, 09/25/2025 |
710,421 | 726,995 | ||||||
| Nexstar Broadcasting, Inc. |
||||||||
| 2.39% (LIBOR + 2.25%), 01/17/2024(1) |
1,156,689 | 1,126,326 | ||||||
| Nouryon Finance BV |
||||||||
| 3.15% (LIBOR + 3.00%), 10/01/2025(1) |
1,544,827 | 1,493,523 | ||||||
| PAREXEL International Corp. |
||||||||
| 2.90% (LIBOR + 2.75%), 09/27/2024(1) |
10,288,065 | 9,857,303 | ||||||
| Penn National Gaming, Inc. |
||||||||
| 3.00% (LIBOR + 2.25%), 10/15/2025(1) |
491,250 | 476,689 | ||||||
| PetSmart, Inc. |
||||||||
| 4.50% (LIBOR + 3.50%), 03/11/2022(1) |
36,090,447 | 35,980,732 | ||||||
| Pike Corp. |
||||||||
| 3.15% (LIBOR + 3.00%), 07/24/2026(1) |
1,250,000 | 1,237,500 | ||||||
| Ply Gem Midco, Inc. |
||||||||
| 3.90% (LIBOR + 3.75%), 04/12/2025(1) |
1,144,626 | 1,121,379 | ||||||
| PODS LLC |
||||||||
| 3.75% (LIBOR + 2.75%), 12/06/2024(1) |
738,162 | 721,864 | ||||||
| PQ Corp. |
||||||||
| 2.51% (LIBOR + 2.25%), 02/07/2027(1) |
3,314,926 | 3,227,909 | ||||||
| Qatar National Bank SAQ |
||||||||
| 1.15% (LIBOR + 0.90%), 12/22/2020(1) |
2,650,000 | 2,583,750 |
| Refinitiv U.S. Holdings, Inc. |
||||||||
| 3.40% (LIBOR + 3.25%), 10/01/2025(1) |
9,056,241 | 8,957,618 | ||||||
| Reynolds Consumer Products LLC |
||||||||
| 1.90% (LIBOR + 1.75%), 02/04/2027(1) |
4,677,520 | 4,613,204 | ||||||
| Reynolds Group Holdings, Inc. |
||||||||
| 3.98% (LIBOR + 2.75%), 02/05/2023(1) |
2,925,061 | 2,885,953 | ||||||
| SBA Senior Finance II LLC |
||||||||
| 1.90% (LIBOR + 1.75%), 04/11/2025(1) |
1,564,000 | 1,521,522 | ||||||
| Sequa Mezzanine Holdings LLC |
||||||||
| 5.00% (LIBOR + 4.00%), 04/28/2024(1) |
676,500 | 527,670 | ||||||
| 7.75% (LIBOR + 6.75%), 11/28/2023(1) |
8,845,590 | 8,370,139 | ||||||
| Servicemaster Company LLC |
||||||||
| 1.94% (LIBOR + 1.75%), 11/05/2026(1) |
1,288,525 | 1,266,672 | ||||||
| Sigma Holdco BV |
||||||||
| 3.50% (EURIBOR + 3.50%), 07/02/2025(1) |
EUR | 7,690,000 | 8,738,443 | |||||
| Simply Good Foods USA, Inc. |
||||||||
| 4.75% (LIBOR + 3.75%), 07/07/2024(1) |
$ | 1,101,045 | 1,101,739 | |||||
| Sinclair Television Group, Inc. |
||||||||
| 2.65% (LIBOR + 2.50%), 09/30/2026(1) |
630,630 | 613,603 | ||||||
| Solera LLC |
||||||||
| 2.94% (LIBOR + 2.75%), 03/03/2023(1) |
4,540,569 | 4,440,948 | ||||||
| SS&C Technologies Holdings, Inc. |
||||||||
| 1.90% (LIBOR + 1.75%), 04/16/2025(1) |
413,726 | 399,937 | ||||||
| 1.90% (LIBOR + 1.75%), 04/16/2025(1) |
578,616 | 559,331 | ||||||
| Sunshine Luxembourg VII SARL |
||||||||
| 3.75% (EURIBOR + 3.75%), 10/01/2026(1) |
EUR | 1,000,000 | 1,149,669 | |||||
| 4.47% (LIBOR + 4.25%), 10/01/2026(1) |
$ | 5,173,935 | 5,139,166 | |||||
| Syniverse Holdings, Inc. |
||||||||
| 6.00% (LIBOR + 5.00%), 03/09/2023(1) |
459,820 | 352,912 | ||||||
| Telenet Financing USD LLC |
||||||||
| 2.15% (LIBOR + 2.00%), 04/30/2028(1) |
1,250,000 | 1,204,888 | ||||||
| T-Mobile USA, Inc. |
||||||||
| 3.15% (LIBOR + 3.00%), 04/01/2027(1) |
6,633,375 | 6,623,292 | ||||||
| Trans Union LLC |
||||||||
| 1.90% (LIBOR + 1.75%), 11/16/2026(1) |
2,350,472 | 2,288,396 | ||||||
| TransDigm, Inc. |
||||||||
| 2.40% (LIBOR + 2.25%), 08/22/2024(1) |
2,653,317 | 2,507,092 | ||||||
| 2.40% (LIBOR + 2.25%), 05/30/2025(1) |
1,233,125 | 1,163,614 | ||||||
| Uber Technologies, Inc. |
||||||||
| 5.00% (LIBOR + 4.00%), 04/04/2025(1) |
2,788,985 | 2,763,578 | ||||||
| UFC Holdings LLC |
||||||||
| 4.25% (LIBOR + 3.25%), 04/29/2026(1) |
5,997,347 | 5,884,897 | ||||||
| Ultimate Software Group, Inc. |
||||||||
| 4.75% (LIBOR + 4.00%), 05/04/2026(1) |
9,185,000 | 9,151,750 | ||||||
| 7.50% (LIBOR + 6.75%), 05/03/2027(1) |
450,000 | 457,502 | ||||||
| Univision Communications, Inc. |
||||||||
| 3.75% (LIBOR + 2.75%), 03/15/2024(1) |
3,829,674 | 3,678,555 | ||||||
| USI, Inc. |
||||||||
| 4.22% (LIBOR + 4.00%), 12/02/2026(1) |
605,425 | 598,360 |
| Vertical Midco GmbH |
||||||||
| 4.57% (LIBOR + 4.25%), 07/30/2027(1) |
2,210,000 | 2,189,093 | ||||||
| VICI Properties 1 LLC |
||||||||
| 1.91% (LIBOR + 1.75%), 12/20/2024(1) |
500,000 | 482,445 | ||||||
| Wand Newco 3, Inc. |
||||||||
| 3.15% (LIBOR + 3.00%), 02/05/2026(1) |
1,852,005 | 1,784,296 | ||||||
| Weight Watchers International, Inc. |
||||||||
| 5.50% (LIBOR + 4.75%), 11/29/2024(1) |
861,022 | 856,932 | ||||||
| Western Digital Corp. |
||||||||
| 1.66% (LIBOR + 1.50%), 02/27/2023(1) |
4,071,154 | 3,965,996 | ||||||
| 1.91% (LIBOR + 1.75%), 04/29/2023(1) |
2,982,653 | 2,953,900 | ||||||
| Whatabrands LLC |
||||||||
| 2.91% (LIBOR + 2.75%), 07/31/2026(1) |
230,674 | 225,304 | ||||||
| Windstream Services LLC |
||||||||
| 0.00%, 03/29/2021 |
195,661 | 117,788 | ||||||
| 0.00%, 02/17/2024 |
23,189 | 13,914 | ||||||
| 7.25% (LIBOR + 6.25%), 08/24/2027(1) |
73,815 | 71,262 | ||||||
| Wink Holdco, Inc. |
||||||||
| 4.00% (LIBOR + 3.00%), 12/02/2024(1) |
1,960,549 | 1,953,197 | ||||||
| Wyndham Hotels & Resorts, Inc. |
||||||||
| 1.90% (LIBOR + 1.75%), 05/30/2025(1) |
196,000 | 188,711 | ||||||
| Zayo Group Holdings, Inc. |
||||||||
| 3.15% (LIBOR + 3.00%), 03/09/2027(1) |
4,596,900 | 4,454,902 | ||||||
|
|
|
|||||||
| Total Bank Loans (Cost: $476,491,392) |
|
470,251,807 | ||||||
|
|
|
|||||||
| Shares | Value | |||||||
| COMMON STOCKS – 0.03% |
||||||||
| Communications – 0.01% |
||||||||
| Clear Channel Outdoor Holdings, Inc. - Class A(11) |
2,064,946 | 2,064,946 | ||||||
| iHeartMedia, Inc. - Class A(11) |
139,553 | 1,133,170 | ||||||
| iHeartMedia, Inc. - Class B(11)(15) |
1,787 | 13,060 | ||||||
|
|
|
|||||||
| Total Communications |
|
3,211,176 | ||||||
|
|
|
|||||||
| Consumer Discretionary – 0.01% |
||||||||
| Neiman Marcus Group, Inc.(11)(14)(15) |
62,326 | 2,006,897 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
2,006,897 | ||||||
|
|
|
|||||||
| Industrials – 0.01% |
||||||||
| AMI Investments LLC(11)(14)(15) |
206,310 | 1,180,093 | ||||||
| Mcdermott International Ltd.(11) |
261,298 | 627,115 | ||||||
|
|
|
|||||||
| Total Industrials |
|
1,807,208 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $18,119,536) |
|
7,025,281 | ||||||
|
|
|
|||||||
| CONVERTIBLE PREFERRED STOCKS – 0.12% |
||||||||
| Consumer, Non-cyclical – 0.04% |
||||||||
| Bunge Ltd., 4.88% |
82,720 | 8,127,240 | ||||||
|
|
|
|||||||
| Total Consumer, Non-cyclical |
|
8,127,240 | ||||||
|
|
|
|||||||
| Financials – 0.07% |
||||||||
| Bank of America Corp., 7.25% |
4,827 | 7,182,576 | ||||||
| Wells Fargo & Co., 7.50% |
5,600 | 7,515,480 | ||||||
|
|
|
|||||||
| Total Financials |
|
14,698,056 | ||||||
|
|
|
|||||||
| Utilities – 0.01% |
||||||||
| NextEra Energy, Inc., 5.28% |
34,441 | 1,607,706 | ||||||
|
|
|
|||||||
| Total Utilities |
|
1,607,706 | ||||||
|
|
|
|||||||
| Total Convertible Preferred Stocks (Cost: $23,987,057) |
|
24,433,002 | ||||||
|
|
|
|||||||
| PREFERRED STOCKS – 0.13% |
||||||||
| Communications – 0.13% |
||||||||
| AT&T Mobility II LLC, 7.00%(11)(14) |
1,036,052 | 28,023,049 | ||||||
|
|
|
|||||||
| Total Communications |
|
28,023,049 | ||||||
|
|
|
|||||||
| Total Preferred Stocks (Cost: $28,023,048) |
|
28,023,049 | ||||||
|
|
|
|||||||
| WARRANTS – 0.03% |
||||||||
| Communications – 0.03% |
||||||||
| iHeartMedia, Inc., expires 05/01/2039(11)(15) |
723,037 | 5,283,954 | ||||||
|
|
|
|||||||
| Total Communications |
|
5,283,954 | ||||||
|
|
|
|||||||
| Total Warrants (Cost: $14,531,679) |
|
5,283,954 | ||||||
|
|
|
|||||||
| SHORT-TERM INVESTMENTS – 16.50% |
||||||||
| Money Market Funds – 2.48% |
||||||||
| Fidelity Institutional Money Market Government Fund - Class I, 0.03%(12) |
522,791,506 | 522,791,506 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $522,791,506) |
522,791,506 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Government Related – 0.04% |
||||||||
| Argentina Treasury Bond BONCER, 1.10%, 04/17/2021 |
ARS | 86,830,000 | 1,285,737 | |||||
| Republic of Argentina, 0.00%, 10/13/2020 |
471,161,000 | 6,845,542 | ||||||
|
|
|
|||||||
| Total Government Related (Cost: $8,087,634) |
8,131,279 | |||||||
|
|
|
|||||||
| Commercial Paper – 0.08% |
||||||||
| Ford Motor Credit Co. LLC, 3.20%, 10/14/2020(14) |
$ | 17,380,000 | 17,370,957 | |||||
|
|
|
|||||||
| Total Commercial Paper (Cost: $17,360,544) |
17,370,957 | |||||||
|
|
|
|||||||
| Repurchase Agreements – 7.51% |
||||||||
| Bank of America Securities, Inc., 0.11% dated 09/29/2020, due 10/01/2020, repurchase price $449,402,746 (collateralized by U.S. Treasury Note, value $458,549,603, 1.75%, 06/15/2022) |
449,400,000 | 449,400,000 | ||||||
| Bank of America Securities, Inc., 0.12% dated 09/16/2020, due 10/01/2020, repurchase price $170,006,233 (collateralized by U.S. Treasury Bond, value $173,335,991, 3.00%, 05/15/2047) |
170,000,000 | 170,000,000 | ||||||
| J.P. Morgan Securities, 0.11% dated 09/30/2020, due 10/01/2020, repurchase price $404,601,236 (collateralized by U.S. Treasury Bond, value $410,692,857, 3.38%, 11/15/2048) |
404,600,000 | 404,600,000 | ||||||
| J.P. Morgan Securities, 0.11% dated 09/30/2020, due 10/02/2020, repurchase price $561,703,433 (collateralized by U.S. Treasury Bond, value $568,027,469, 3.00%, 11/15/2044) |
561,700,000 | 561,700,000 | ||||||
|
|
|
|||||||
| Total Repurchase Agreements (Cost: $1,585,700,000) |
1,585,700,000 | |||||||
|
|
|
|||||||
| U.S. Treasury Bills – 6.18% |
||||||||
| U.S. Cash Management Bill, 0.00%, 01/19/2021 |
72,775,000 | 72,751,652 | ||||||
| U.S. Cash Management Bill, 0.00%, 01/26/2021 |
31,060,000 | 31,047,382 | ||||||
| U.S. Cash Management Bill, 0.00%, 02/16/2021 |
227,900,000 | 227,808,270 | ||||||
| U.S. Treasury Bill, 0.00%, 10/27/2020 |
203,275,000 | 203,263,255 | ||||||
| U.S. Treasury Bill, 0.00%, 11/03/2020 |
53,685,000 | 53,680,433 | ||||||
| U.S. Treasury Bill, 0.00%, 11/24/2020 |
30,095,000 | 30,090,824 | ||||||
| U.S. Treasury Bill, 0.00%, 11/27/2020 |
250,000,000 | 249,960,418 | ||||||
| U.S. Treasury Bill, 0.00%, 12/03/2020 |
37,200,000 | 37,193,490 | ||||||
| U.S. Treasury Bill, 0.00%, 12/10/2020(9) |
12,100,000 | 12,097,647 | ||||||
| U.S. Treasury Bill, 0.00%, 01/07/2021 |
99,195,000 | 99,168,335 | ||||||
| U.S. Treasury Bill, 0.00%, 01/14/2021 |
132,560,000 | 132,518,437 | ||||||
| U.S. Treasury Bill, 0.00%, 01/21/2021 |
66,125,000 | 66,103,399 | ||||||
| U.S. Treasury Bill, 0.00%, 02/04/2021 |
48,465,000 | 48,447,189 | ||||||
| U.S. Treasury Bill, 0.00%, 02/11/2021 |
40,530,000 | 40,513,529 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Bills (Cost: $1,304,569,536) |
1,304,644,260 | |||||||
|
|
|
|||||||
| Time Deposits – 0.21% |
||||||||
| ANZ, London, 0.01% due 10/01/2020 |
53,985 | 53,985 | ||||||
| BNP Paribas, Paris, -1.49% due 10/01/2020 |
CHF | 119,526 | 129,772 | |||||
| Brown Brothers Harriman, -0.69% due 10/01/2020 |
EUR | 3,021 | 3,542 | |||||
| Brown Brothers Harriman, -0.28% due 10/01/2020 |
SEK | 387 | 43 | |||||
| Brown Brothers Harriman, 0.00% due 10/01/2020 |
AUD | 2,109,092 | 1,510,637 | |||||
| Brown Brothers Harriman, 0.03% due 10/01/2020 |
CAD | 120,720 | 90,662 | |||||
| Citibank, London, -0.69% due 10/01/2020 |
EUR | 468,759 | 549,596 | |||||
| Citibank, London, 0.01% due 10/01/2020 |
GBP | 1,272,717 | 1,642,250 | |||||
| Citibank, New York, 0.01% due 10/01/2020 |
$ | 26,006,952 | 26,006,952 | |||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2020 |
14,255,647 | 14,255,647 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $44,243,086) |
44,243,086 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $3,482,752,306) |
|
3,482,881,088 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 112.61% (Cost: $23,209,359,460) |
23,766,639,180 | |||||||
|
|
|
|||||||
| TBA SALES COMMITMENTS – (0.79)% |
||||||||
| Mortgage-Backed Obligations – (0.79)% |
||||||||
| Fannie Mae |
||||||||
| 2.00%, 10/01/2050(13) |
(120,000,000 | ) | (124,050,000 | ) | ||||
| 2.50%, 10/01/2050(13) |
(34,720,000 | ) | (36,415,312 | ) | ||||
| 3.50%, 10/01/2035(13) |
(6,180,000 | ) | (6,535,229 | ) | ||||
|
|
|
|||||||
| Total TBA Sales Commitments (Proceeds Received: $166,482,934) |
(167,000,541 | ) | ||||||
|
|
|
|||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS – (11.82)% |
(2,494,537,903 | ) | ||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 21,105,100,736 | ||||||
|
|
|
|||||||
Percentages are stated as a percent of net assets.
Principal amounts are denominated in the currency in which the security was purchased.
ARS Argentine Peso
AUD Australian Dollar
CAD Canadian Dollar
CHF Swiss Franc
EUR Euro
GBP British Pound
PEN Peruvian Sol
SEK Swedish Krona
| (1) | Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2020. |
| (2) | Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities totals $5,030,001,730, which represents 23.83% of total net assets. |
| (3) | Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope. |
| (4) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. The rate reported is the rate in effect as of September 30, 2020. |
| (5) | Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in effect as of September 30, 2020. |
| (6) | Security in default as of September 30, 2020. The value of these securities totals $37,542,397, which represents 0.18% of total net assets. |
| (7) | Amount calculated is less than 0.005%. |
| (8) | Inflation protected security. The value of these securities totals $138,001,880, which represents 0.65% of total net assets. |
| (9) | Partially assigned as collateral for certain future contracts, swap contracts and repurchase agreements. The value of these pledged issues totals $58,880,812, which represents 0.28% of total net assets. |
| (10) | Delayed delivery purchase commitment security. The value of these securities totals $2,106,395,541, which represents 9.98% of total net assets. |
| (11) | Non-income producing security. |
| (12) | Represents annualized seven-day yield as of the close of the reporting period. |
| (13) | Delayed delivery sales commitment security. The value of these securities totals $(167,000,541), which represents (0.79)% of total net assets. |
| (14) | Security that is restricted at September 30, 2020. The value of the restricted securities totals $71,980,942, which represents 0.34% of total net assets. |
| (15) | Security that is categorized as Level 3 per the Trust’s fair value hierarchy. These securities represent $8,484,004 or 0.04% of the Fund’s net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
Open Futures Contracts
| Number of Contracts Purchased |
Reference Entity |
Counterparty |
Expiration Date | Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||||
| 275 | Australian 10 Year Bond Future | Goldman Sachs | Dec. 2020 | AUD | 40,715,046 | $ | 29,425,716 | $ | 263,566 | |||||||||||||
| 641 | Euro-Btp Future | Goldman Sachs | Dec. 2020 | EUR | 93,213,770 | 110,912,338 | 1,623,855 | |||||||||||||||
| 9,808 | U.S. 10 Year Note Future | Goldman Sachs | Dec. 2020 | $ | 1,365,727,526 | 1,368,522,500 | 2,794,974 | |||||||||||||||
| 4,193 | U.S. 5 Year Note Future | Citigroup Global Markets | Dec. 2020 | 528,120,147 | 528,449,032 | 328,885 | ||||||||||||||||
| 2,070 | U.S. Long Bond | Goldman Sachs | Dec. 2020 | 367,007,345 | 364,902,188 | (2,105,157 | ) | |||||||||||||||
| 605 | U.S. Treasury 2-Year Notes | Goldman Sachs | Dec. 2020 | 133,653,008 | 133,681,368 | 28,360 | ||||||||||||||||
| 41 | U.S. Ultra Bond | Citigroup Global Markets | Dec. 2020 | 9,153,664 | 9,094,313 | (59,351 | ) | |||||||||||||||
| 1,303 | U.S. Ultra Bond | Goldman Sachs | Dec. 2020 | 291,111,543 | 289,021,687 | (2,089,856 | ) | |||||||||||||||
|
|
|
|||||||||||||||||||||
| $ | 785,276 | |||||||||||||||||||||
|
|
|
|||||||||||||||||||||
| Number of Contracts Sold |
Reference Entity |
Counterparty |
Expiration Date | Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||||
| (2,080) | U.S. 5 Year Note Future | Goldman Sachs | Dec. 2020 | $ | (261,901,251 | ) | $ | (262,145,000 | ) | $ | (243,749 | ) | ||||||||||
| (118) | U.S. Ultra 10-Year Notes | Citigroup Global Markets | Dec. 2020 | (18,849,953 | ) | (18,870,781 | ) | (20,828 | ) | |||||||||||||
| (1,513) | U.S. Ultra 10-Year Notes | Goldman Sachs | Dec. 2020 | (241,465,356 | ) | (241,961,797 | ) | (496,441 | ) | |||||||||||||
| (78) | U.S. Ultra Bond | Goldman Sachs | Dec. 2020 | (17,423,762 | ) | (17,301,375 | ) | 122,387 | ||||||||||||||
|
|
|
|||||||||||||||||||||
| $ | (638,631 | ) | ||||||||||||||||||||
|
|
|
|||||||||||||||||||||
| $ | 146,645 | |||||||||||||||||||||
|
|
|
|||||||||||||||||||||
Over-the-Counter Forward Foreign Currency Exchange Contracts
| Currency Purchased |
Currency Sold | Settlement Date |
Counterparty |
Unrealized Appreciation/ (Depreciation) |
||||||||||||||||
| AUD |
13,995,000 | USD | 9,876,252 | 10/23/20 | Citibank | $ | 148,080 | |||||||||||||
| BRL* |
156,049,575 | USD | 27,664,931 | 10/02/20 | Deutsche Bank | 122,169 | ||||||||||||||
| CAD |
13,275,000 | USD | 9,859,361 | 10/23/20 | HSBC | 110,890 | ||||||||||||||
| CHF |
5,035,000 | USD | 5,382,177 | 10/23/20 | Credit Suisse International | 87,670 | ||||||||||||||
| CHF |
4,160,000 | USD | 4,489,134 | 10/23/20 | J.P. Morgan | 30,144 | ||||||||||||||
| EUR |
875,000 | USD | 1,025,064 | 10/02/20 | Morgan Stanley | 829 | ||||||||||||||
| GBP |
14,205,000 | USD | 18,083,478 | 10/02/20 | BNP Paribas | 245,933 | ||||||||||||||
| GBP |
863,000 | USD | 1,110,021 | 10/02/20 | J.P. Morgan | 3,551 | ||||||||||||||
| GBP |
4,270,000 | USD | 5,408,475 | 10/23/20 | Barclays Bank | 101,920 | ||||||||||||||
| GBP |
3,495,000 | USD | 4,451,987 | 10/23/20 | J.P. Morgan | 58,278 | ||||||||||||||
| IDR* |
402,636,139,000 | USD | 26,771,732 | 12/16/20 | Bank Of America | 79,180 | ||||||||||||||
| INR* |
2,063,547,450 | USD | 27,426,494 | 12/16/20 | BNP Paribas | 399,119 | ||||||||||||||
| JPY |
475,950,000 | USD | 4,446,572 | 10/23/20 | Barclays Bank | 67,365 | ||||||||||||||
| JPY |
577,920,000 | USD | 5,397,333 | 10/23/20 | J.P. Morgan | 83,694 | ||||||||||||||
| JPY |
740,705,000 | USD | 7,000,511 | 10/23/20 | UBS | 24,378 | ||||||||||||||
| MXN |
33,876,000 | USD | 1,489,317 | 10/21/20 | J.P. Morgan | 39,186 | ||||||||||||||
| MXN |
142,098,000 | USD | 6,374,708 | 12/09/20 | BNP Paribas | 783 | ||||||||||||||
| NOK |
50,610,000 | USD | 5,402,599 | 10/23/20 | J.P. Morgan | 23,418 | ||||||||||||||
| NZD |
8,200,000 | USD | 5,399,700 | 10/23/20 | HSBC | 25,016 | ||||||||||||||
| USD |
1,688,129 | EUR | 1,427,000 | 10/02/20 | Bank Of America | 15,043 | ||||||||||||||
| USD |
5,726,702 | GBP | 4,308,000 | 10/02/20 | Bank Of America | 167,878 | ||||||||||||||
| USD |
389,218,671 | EUR | 325,232,000 | 10/02/20 | BNP Paribas | 7,900,485 | ||||||||||||||
| USD |
28,086,677 | BRL* | 156,049,575 | 10/02/20 | Deutsche Bank | 299,577 | ||||||||||||||
| USD |
76,826,848 | EUR | 64,674,000 | 10/02/20 | J.P. Morgan | 999,831 | ||||||||||||||
| USD |
15,893,188 | EUR | 13,434,000 | 10/02/20 | Morgan Stanley | 142,497 | ||||||||||||||
| USD |
413,974,798 | GBP | 309,520,000 | 10/02/20 | Morgan Stanley | 14,585,907 | ||||||||||||||
| USD |
1,585,984 | MXN | 33,876,000 | 10/21/20 | Goldman Sachs | 57,482 | ||||||||||||||
| USD |
6,446,693 | NZD | 9,720,000 | 10/23/20 | Bank Of America | 16,420 | ||||||||||||||
| USD |
10,152,592 | AUD | 14,090,000 | 10/23/20 | Barclays Bank | 60,213 | ||||||||||||||
| USD |
6,539,600 | CAD | 8,625,000 | 10/23/20 | Canadian Imperial Bank | 61,754 | ||||||||||||||
| USD |
6,351,432 | AUD | 8,795,000 | 10/23/20 | Citibank | 51,753 | ||||||||||||||
| USD |
6,370,399 | CHF | 5,845,000 | 10/23/20 | Credit Suisse International | 20,596 | ||||||||||||||
| USD |
10,204,108 | NZD | 15,330,000 | 10/23/20 | Credit Suisse International | 62,536 | ||||||||||||||
| USD |
10,103,518 | CAD | 13,430,000 | 10/23/20 | HSBC | 16,854 | ||||||||||||||
| USD |
6,113,224 | NOK | 55,440,000 | 10/23/20 | J.P. Morgan | 169,371 | ||||||||||||||
| USD |
6,330,344 | GBP | 4,860,000 | 10/23/20 | Morgan Stanley | 58,559 | ||||||||||||||
| USD |
9,818,479 | NOK | 91,480,000 | 10/23/20 | Morgan Stanley | 10,693 | ||||||||||||||
| USD |
10,224,637 | CHF | 9,375,000 | 10/23/20 | UBS | 39,965 | ||||||||||||||
| USD |
10,406,795 | JPY | 1,090,690,000 | 10/23/20 | UBS | 62,627 | ||||||||||||||
| USD |
480,292,068 | EUR | 409,311,000 | 11/03/20 | BNP Paribas | 70,607 | ||||||||||||||
| USD |
9,462,451 | CAD | 12,524,000 | 11/17/20 | BNP Paribas | 55,557 | ||||||||||||||
| USD |
8,327,347 | EUR | 7,007,698 | 11/20/20 | Citibank | 102,716 | ||||||||||||||
| USD |
5,383,815 | EUR | 4,565,000 | 11/20/20 | HSBC | 26,073 | ||||||||||||||
| USD |
10,401,048 | EUR | 8,855,000 | 11/20/20 | J.P. Morgan | 8,319 | ||||||||||||||
| USD |
10,089,624 | SEK | 89,750,000 | 11/20/20 | J.P. Morgan | 63,099 | ||||||||||||||
| USD |
6,371,729 | SEK | 56,155,000 | 11/20/20 | UBS | 98,308 | ||||||||||||||
| USD |
13,385,462 | CAD | 17,615,000 | 12/16/20 | BNP Paribas | 151,897 | ||||||||||||||
| USD |
7,998,957 | PEN* | 28,785,047 | 02/26/21 | Deutsche Bank | 19,086 | ||||||||||||||
|
|
|
|||||||||||||||||||
| Total Unrealized Appreciation | 27,047,306 | |||||||||||||||||||
|
|
|
|||||||||||||||||||
| AUD |
6,715,000 | USD | 4,949,660 | 10/23/20 | Goldman Sachs | (139,843 | ) | |||||||||||||
| AUD |
2,175,000 | USD | 1,566,283 | 10/23/20 | UBS | (8,375 | ) | |||||||||||||
| BRL* |
156,049,575 | USD | 27,827,236 | 10/02/20 | Morgan Stanley | (40,136 | ) | |||||||||||||
| BRL* |
156,049,575 | USD | 28,064,956 | 11/04/20 | Deutsche Bank | (302,549 | ) | |||||||||||||
| CAD |
2,185,000 | USD | 1,644,576 | 10/23/20 | Goldman Sachs | (3,522 | ) | |||||||||||||
| CAD |
6,595,000 | USD | 5,045,096 | 10/23/20 | HSBC | (91,890 | ) | |||||||||||||
| CAD |
1,389,000 | USD | 1,055,945 | 11/17/20 | BNP Paribas | (12,654 | ) | |||||||||||||
| CHF |
4,650,000 | USD | 5,120,581 | 10/23/20 | Credit Suisse International | (68,984 | ) | |||||||||||||
| CHF |
1,375,000 | USD | 1,518,570 | 10/23/20 | Goldman Sachs | (24,818 | ) | |||||||||||||
| EUR |
9,882,000 | USD | 11,728,034 | 10/02/20 | J.P. Morgan | (141,885 | ) | |||||||||||||
| EUR |
1,975,886 | USD | 2,351,140 | 11/20/20 | Bank Of America | (32,128 | ) | |||||||||||||
| EUR |
1,296,232 | USD | 1,537,317 | 11/20/20 | HSBC | (15,986 | ) | |||||||||||||
| EUR |
3,285,000 | USD | 3,918,401 | 11/20/20 | J.P. Morgan | (62,939 | ) | |||||||||||||
| GBP |
2,397,000 | USD | 3,104,326 | 10/02/20 | J.P. Morgan | (11,359 | ) | |||||||||||||
| GBP |
3,775,000 | USD | 5,052,015 | 10/23/20 | J.P. Morgan | (180,412 | ) | |||||||||||||
| GBP |
1,100,000 | USD | 1,443,855 | 10/23/20 | UBS | (24,315 | ) | |||||||||||||
| MXN |
931,395,152 | USD | 42,125,516 | 12/09/20 | Goldman Sachs | (336,743 | ) | |||||||||||||
| MXN |
33,876,000 | USD | 1,560,739 | 03/10/21 | Goldman Sachs | (57,146 | ) | |||||||||||||
| NOK |
54,870,000 | USD | 6,042,608 | 10/23/20 | Citibank | (159,866 | ) | |||||||||||||
| NOK |
41,440,000 | USD | 4,718,615 | 10/23/20 | J.P. Morgan | (275,735 | ) | |||||||||||||
| NZD |
10,125,000 | USD | 6,806,240 | 10/23/20 | HSBC | (108,039 | ) | |||||||||||||
| NZD |
6,725,000 | USD | 4,483,275 | 10/23/20 | J.P. Morgan | (34,347 | ) | |||||||||||||
| RUB* |
2,490,255,417 | USD | 34,852,145 | 10/13/20 | Goldman Sachs | (2,836,340 | ) | |||||||||||||
| RUB* |
485,190,814 | USD | 6,794,961 | 10/16/20 | BNP Paribas | (558,555 | ) | |||||||||||||
| RUB* |
341,447,018 | USD | 4,732,355 | 10/16/20 | Goldman Sachs | (343,562 | ) | |||||||||||||
| SEK |
101,205,000 | USD | 11,671,979 | 11/20/20 | Citibank | (365,746 | ) | |||||||||||||
| SEK |
44,700,000 | USD | 5,150,901 | 11/20/20 | J.P. Morgan | (157,189 | ) | |||||||||||||
| TRY |
4,979,000 | USD | 655,400 | 10/20/20 | J.P. Morgan | (13,388 | ) | |||||||||||||
| TRY |
5,430,000 | USD | 716,289 | 10/26/20 | BNP Paribas | (17,433 | ) | |||||||||||||
| USD |
83,529 | JPY | 8,855,584 | 10/02/20 | BNP Paribas | (438 | ) | |||||||||||||
| USD |
27,664,931 | BRL* | 156,049,575 | 10/02/20 | Morgan Stanley | (122,169 | ) | |||||||||||||
| USD |
17,896,259 | EUR | 15,301,000 | 10/02/20 | Morgan Stanley | (43,395 | ) | |||||||||||||
| USD |
55,112 | JPY | 5,844,416 | 10/02/20 | Morgan Stanley | (304 | ) | |||||||||||||
| USD |
9,931,909 | GBP | 7,780,000 | 10/23/20 | Barclays Bank | (108,109 | ) | |||||||||||||
| USD |
6,644,140 | JPY | 703,885,000 | 10/23/20 | Barclays Bank | (31,546 | ) | |||||||||||||
| USD |
380,245,880 | GBP | 296,363,000 | 11/03/20 | Goldman Sachs | (2,230,538 | ) | |||||||||||||
| USD |
21,813,062 | NZD | 33,217,000 | 11/17/20 | BNP Paribas | (161,027 | ) | |||||||||||||
|
|
|
|||||||||||||||||||
| Total Unrealized Depreciation | (9,123,410 | ) | ||||||||||||||||||
|
|
|
|||||||||||||||||||
| Net Unrealized Appreciation | $ | 17,923,896 | ||||||||||||||||||
|
|
|
|||||||||||||||||||
| * | Non-deliverable forward |
| AUD | Australian Dollar | |
| BRL | Brazilian Real | |
| CAD | Canadian Dollar | |
| CHF | Swiss Franc | |
| EUR | Euro | |
| GBP | British Pound | |
| IDR | Indonesian Rupiah | |
| INR | Indian Rupee | |
| JPY | Japanese Yen | |
| MXN | Mexican Peso | |
| NOK | Norwegian Krone | |
| NZD | New Zealand Dollar | |
| PEN | Peruvian Sol | |
| RUB | Russian Ruble | |
| SEK | Swedish Krona | |
| TRY | Turkish Lira | |
| USD | United States Dollar |
Centrally Cleared Credit Default Swaps – Sell Protection
| Reference Entity |
Fixed Annual Rate Received by Fund |
Maturity Date |
Implied Credit Spread at September 30, 2020 |
Notional Amount |
Upfront Premium Paid/ (Received) |
Unrealized Appreciation/ (Depreciation) |
Value | |||||||||||||||||||||
| AT&T Inc. |
1.00 | % | 12/20/2020 | 0.34 | $ | 34,600,000 | $ | 22,648 | $ | 39,279 | $ | 61,927 | ||||||||||||||||
| CDX.EM.28 |
1.00 | 12/20/2022 | 1.54 | 9,588,000 | (237,472 | ) | 126,437 | (111,035 | ) | |||||||||||||||||||
| CDX.EM.29 |
1.00 | 6/20/2023 | 1.59 | 1,880,000 | (31,920 | ) | 2,693 | (29,227 | ) | |||||||||||||||||||
| CDX.EM.30 |
1.00 | 12/20/2023 | 1.74 | 7,708,000 | (274,168 | ) | 97,315 | (176,853 | ) | |||||||||||||||||||
| CDX.EM.31 |
1.00 | 6/20/2024 | 1.68 | 8,178,000 | (291,531 | ) | 94,928 | (196,603 | ) | |||||||||||||||||||
| CDX.EM.32 |
1.00 | 12/20/2024 | 1.75 | 12,090,000 | (572,907 | ) | 207,656 | (365,251 | ) | |||||||||||||||||||
| AT&T Inc. |
1.00 | 12/20/2024 | 0.68 | 12,100,000 | 102,371 | 45,866 | 148,237 | |||||||||||||||||||||
| CDX.EM.33 |
1.00 | 6/20/2025 | 1.88 | 4,560,000 | (480,126 | ) | 302,367 | (177,759 | ) | |||||||||||||||||||
| CDX.NA.IG.34 |
1.00 | 6/20/2025 | 0.85 | 256,249,000 | (735,577 | ) | 2,550,002 | 1,814,425 | ||||||||||||||||||||
| CDX.EM.34 |
1.00 | 12/20/2025 | 2.31 | 2,800,000 | (181,550 | ) | 4,198 | (177,352 | ) | |||||||||||||||||||
| CDX.NA.IG.35 |
1.00 | 12/20/2025 | 0.59 | 76,342,000 | (28,008,930 | ) | 19,751 | (27,989,179 | ) | |||||||||||||||||||
| CDX.NA.HY.35 |
5.00 | 12/20/2025 | 4.09 | 131,200,000 | 5,535,350 | 67,950 | 5,603,300 | |||||||||||||||||||||
| General Electric Co. |
1.00 | 12/20/2023 | 1.07 | 700,000 | (23,753 | ) | 22,402 | (1,351 | ) | |||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||
| $ | (25,177,565 | ) | $ | 3,580,844 | $ | (21,596,721 | ) | |||||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||
Over-the-Counter Credit Default Swaps – Sell Protection
| Counterparty |
Reference Entity |
Fixed Annual Rate Received by Fund |
Payment Frequency |
Maturity Date | Implied Credit Spread at September 30, 2020 |
Notional Amount | Upfront Premium Paid/(Received) |
Unrealized Appreciation/ (Depreciation) |
Value | |||||||||||||||||||||||||
| Deutsche Bank |
CMBX.NA.AAA.10 | 0.50 | % | Monthly | 11/17/2059 | 0.00 | % | $ | 16,450,000 | $ | (269,224 | ) | $ | 376,191 | $ | 106,967 | ||||||||||||||||||
| J.P. Morgan |
Barclays Bank Plc | 1.00 | Quarterly | 6/20/2024 | 0.53 | 1,000,000 | 10,163 | 10,790 | 20,953 | |||||||||||||||||||||||||
| Bank of America |
Boeing Co. | 1.00 | Quarterly | 12/20/2021 | 2.81 | 12,300,000 | 60,829 | (324,949 | ) | (264,120 | ) | |||||||||||||||||||||||
| Goldman Sachs |
Brazilian Government International | 1.00 | Quarterly | 12/20/2024 | 2.18 | 3,200,000 | (42,762 | ) | (109,411 | ) | (152,173 | ) | ||||||||||||||||||||||
| Morgan Stanley |
Chile Government International | 1.00 | Quarterly | 12/20/2025 | 0.68 | 31,000,000 | 543,842 | (25,127 | ) | 518,715 | ||||||||||||||||||||||||
| Morgan Stanley |
Colombia Government International | 1.00 | Quarterly | 12/20/2025 | 1.49 | 26,000,000 | (386,231 | ) | (251,014 | ) | (637,245 | ) | ||||||||||||||||||||||
| Barclays Bank |
Devon Energy Corp. | 1.00 | Quarterly | 12/20/2024 | 1.73 | 455,000 | 186 | (13,472 | ) | (13,286 | ) | |||||||||||||||||||||||
| Morgan Stanley |
Devon Energy Corp. | 1.00 | Quarterly | 12/20/2024 | 1.73 | 525,000 | — | (15,330 | ) | (15,330 | ) | |||||||||||||||||||||||
| Morgan Stanley |
Devon Energy Corp. | 1.00 | Quarterly | 12/20/2024 | 1.73 | 1,170,000 | (6,219 | ) | (27,944 | ) | (34,163 | ) | ||||||||||||||||||||||
| Goldman Sachs |
Federative Republic of Brazil | 1.00 | Quarterly | 6/20/2024 | 2.05 | 300,000 | (7,505 | ) | (3,736 | ) | (11,241 | ) | ||||||||||||||||||||||
| Barclays Bank |
General Electric Co. | 1.00 | Quarterly | 12/20/2020 | 0.57 | 1,860,000 | 181 | 2,131 | 2,312 | |||||||||||||||||||||||||
| Barclays Bank |
General Electric Co. | 1.00 | Quarterly | 12/20/2020 | 0.57 | 3,415,000 | (930 | ) | 5,175 | 4,245 | ||||||||||||||||||||||||
| Goldman Sachs |
General Electric Co. | 1.00 | Quarterly | 12/20/2020 | 0.57 | 2,640,000 | 261 | 3,020 | 3,281 | |||||||||||||||||||||||||
| Goldman Sachs |
General Electric Co. | 1.00 | Quarterly | 12/20/2020 | 0.57 | 1,685,000 | (444 | ) | 2,539 | 2,095 | ||||||||||||||||||||||||
| Barclays Bank |
Indonesia Government International | 1.00 | Quarterly | 12/20/2025 | 1.16 | 18,000,000 | (7,380 | ) | (130,150 | ) | (137,530 | ) | ||||||||||||||||||||||
| Goldman Sachs |
Indonesia Government International | 1.00 | Quarterly | 12/20/2025 | 1.16 | 10,161,000 | (17,260 | ) | (60,376 | ) | (77,636 | ) | ||||||||||||||||||||||
| Morgan Stanley |
Indonesia Government International | 1.00 | Quarterly | 12/20/2025 | 1.16 | 23,839,000 | (40,615 | ) | (141,528 | ) | (182,143 | ) | ||||||||||||||||||||||
| Morgan Stanley |
Mexico Government International | 1.00 | Quarterly | 12/20/2024 | 1.23 | 1,600,000 | (10,165 | ) | (4,768 | ) | (14,933 | ) | ||||||||||||||||||||||
| Morgan Stanley |
Mexico Government International | 1.00 | Quarterly | 12/20/2025 | 1.49 | 1,000,000 | (13,770 | ) | (10,920 | ) | (24,690 | ) | ||||||||||||||||||||||
| Goldman Sachs |
Republic of South Africa | 1.00 | Quarterly | 6/20/2024 | 2.76 | 4,700,000 | (154,393 | ) | (137,653 | ) | (292,046 | ) | ||||||||||||||||||||||
| J.P. Morgan |
Republic of South Africa | 1.00 | Quarterly | 6/20/2023 | 2.47 | 9,400,000 | (412,143 | ) | 49,071 | (363,072 | ) | |||||||||||||||||||||||
| Goldman Sachs |
Russia Emerging Markets SPMYC | 1.00 | Quarterly | 12/20/2022 | 0.74 | 1,500,000 | (17,736 | ) | 26,834 | 9,098 | ||||||||||||||||||||||||
| J.P. Morgan |
Russia Emerging Markets SPMYC | 1.00 | Quarterly | 6/20/2023 | 0.83 | 18,200,000 | (336,203 | ) | 426,430 | 90,227 | ||||||||||||||||||||||||
| Goldman Sachs |
Russian Foreign Bond - Eurobon | 1.00 | Quarterly | 12/20/2024 | 1.06 | 16,400,000 | 84,457 | (122,196 | ) | (37,739 | ) | |||||||||||||||||||||||
| Goldman Sachs |
Teva Pharmaceutical Finance Ne | 1.00 | Quarterly | 6/20/2022 | 2.99 | 210,000 | (9,437 | ) | 2,494 | (6,943 | ) | |||||||||||||||||||||||
| Goldman Sachs |
United Mexican States | 1.00 | Quarterly | 6/20/2023 | 0.89 | 29,900,000 | (150,396 | ) | 246,035 | 95,639 | ||||||||||||||||||||||||
| Goldman Sachs |
United Mexican States | 1.00 | Quarterly | 12/20/2023 | 0.98 | 9,100,000 | (136,435 | ) | 145,289 | 8,854 | ||||||||||||||||||||||||
| J.P. Morgan |
United Mexican States | 1.00 | Quarterly | 12/20/2023 | 0.98 | 5,400,000 | (81,798 | ) | 87,052 | 5,254 | ||||||||||||||||||||||||
| J.P. Morgan |
United Mexican States | 1.00 | Quarterly | 6/20/2024 | 1.12 | 300,000 | (3,739 | ) | 2,476 | (1,263 | ) | |||||||||||||||||||||||
| Morgan Stanley |
United Mexican States | 1.00 | Quarterly | 12/20/2022 | 0.77 | 3,800,000 | 2,499 | 18,160 | 20,659 | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||||||||
| $ | (1,402,367 | ) | $ | 25,113 | $ | (1,377,254 | ) | |||||||||||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||||||||
Centrally Cleared Interest Rate Swaps
| Fixed Annual Rate |
Floating Rate Index |
Floating Rate Paid or Received |
Payment Frequency |
Maturity Date | Notional Amount |
Upfront Premium Paid/ (Received) |
Unrealized Appreciation/ (Depreciation) |
Value | ||||||||||||||||||||||
| (0.15) | % | 6 Month EURIBOR | Received | Semi-Annual | 3/18/2030 | EUR | 16,100,000 | $ | 274,419 | $ | (449,855 | ) | $ | (175,436 | ) | |||||||||||||||
| 0.50 | 6 Month EURIBOR | Received | Semi-Annual | 6/17/2050 | 9,000,000 | (283,674 | ) | (1,384,550 | ) | (1,668,224 | ) | |||||||||||||||||||
| 0.75 | 6 Month GBP LIBOR | Received | Semi-Annual | 3/18/2030 | GBP | 18,700,000 | 179,861 | (1,034,537 | ) | (854,676 | ) | |||||||||||||||||||
| 0.75 | 6 Month GBP LIBOR | Received | Semi-Annual | 3/18/2050 | 6,000,000 | 142,394 | (528,173 | ) | (385,779 | ) | ||||||||||||||||||||
| 1.25 | 3 Month USD LIBOR | Paid | Quarterly | 6/17/2027 | USD | 283,200,000 | (7,436,653 | ) | 23,179,055 | 15,742,402 | ||||||||||||||||||||
| 1.25 | 3 Month USD LIBOR | Received | Quarterly | 6/17/2030 | — | (452,910 | ) | 398,417 | (54,493 | ) | ||||||||||||||||||||
| 1.50 | 3 Month USD LIBOR | Received | Quarterly | 6/17/2050 | 81,200,000 | (15,012,714 | ) | 6,234,131 | (8,778,583 | ) | ||||||||||||||||||||
| 2.25 | 3 Month USD LIBOR | Received | Quarterly | 3/12/2050 | 3,200,000 | (9,885 | ) | (952,636 | ) | (962,521 | ) | |||||||||||||||||||
| 2.50 | 3 Month USD LIBOR | Paid | Quarterly | 12/20/2027 | 107,900,000 | (1,107,549 | ) | 17,250,421 | 16,142,872 | |||||||||||||||||||||
| 2.50 | 3 Month USD LIBOR | Paid | Quarterly | 12/20/2027 | 94,300,000 | 1,744,029 | 12,364,153 | 14,108,182 | ||||||||||||||||||||||
| 3.00 | 6 Month Australian Bank Bill | Paid | Semi-Annual | 3/21/2027 | AUD | 109,400,000 | 625,604 | 12,271,854 | 12,897,458 | |||||||||||||||||||||
| 3.00 | 3 Month USD LIBOR | Paid | Quarterly | 6/19/2029 | USD | 47,200,000 | 3,382,167 | 6,705,729 | 10,087,896 | |||||||||||||||||||||
| 4.58 | Mexico Interbank TIIE 28 Day | Received | Lunar | 6/10/2022 | MXN | 4,000,000 | — | (203 | ) | (203 | ) | |||||||||||||||||||
| 4.65 | Mexico Interbank TIIE 28 Day | Received | Lunar | 5/10/2022 | 15,400,000 | 208 | (1,897 | ) | (1,689 | ) | ||||||||||||||||||||
| 4.74 | Mexico Interbank TIIE 28 Day | Received | Lunar | 6/3/2022 | 3,900,000 | — | (668 | ) | (668 | ) | ||||||||||||||||||||
| 4.83 | Mexico Interbank TIIE 28 Day |
Received | Lunar | 5/27/2022 | 1,600,000 | — | (376 | ) | (376 | ) | ||||||||||||||||||||
| 5.12 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 5/6/2025 | 2,000,000 | (134 | ) | 613 | 479 | |||||||||||||||||||||
| 5.16 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 6/6/2025 | 1,700,000 | — | 513 | 513 | ||||||||||||||||||||||
| 5.28 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 5/23/2025 | 700,000 | — | 375 | 375 | ||||||||||||||||||||||
| 5.28 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 5/30/2025 | 1,600,000 | — | 839 | 839 | ||||||||||||||||||||||
| 5.54 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 5/4/2027 | 3,400,000 | 1 | 1,185 | 1,186 | ||||||||||||||||||||||
| 7.15 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 6/11/2027 | 25,800,000 | (17,507 | ) | 136,023 | 118,516 | |||||||||||||||||||||
| 7.36 | Mexico Interbank TIIE 28 Day |
Received | Lunar | 8/21/2037 | 900,000 | 3,247 | (7,347 | ) | (4,100 | ) | ||||||||||||||||||||
| 7.37 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 10/11/2027 | 40,300,000 | (1,906 | ) | 211,256 | 209,350 | |||||||||||||||||||||
| 7.38 | Mexico Interbank TIIE 28 Day |
Received | Lunar | 8/14/2037 | 1,300,000 | 4,578 | (10,665 | ) | (6,087 | ) | ||||||||||||||||||||
| 7.61 | Mexico Interbank TIIE 28 Day |
Received | Lunar | 1/23/2023 | 222,400,000 | 126,021 | (826,022 | ) | (700,001 | ) | ||||||||||||||||||||
| 7.75 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 1/5/2023 | 1,400,000 | — | 4,465 | 4,465 | ||||||||||||||||||||||
| 7.81 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 2/6/2023 | 2,800,000 | — | 9,353 | 9,353 | ||||||||||||||||||||||
| 7.82 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 2/6/2023 | 2,800,000 | (341 | ) | 9,738 | 9,397 | |||||||||||||||||||||
| 7.87 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 12/27/2022 | 3,400,000 | — | 11,273 | 11,273 | ||||||||||||||||||||||
| 7.88 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 12/16/2022 | 2,000,000 | — | 6,436 | 6,436 | ||||||||||||||||||||||
| 7.88 | Mexico Interbank TIIE 28 Day |
Paid | Lunar | 12/27/2022 | 36,000,000 | 9,174 | 110,734 | 119,908 | ||||||||||||||||||||||
| 7.91 | Mexico Interbank TIIE 28 Day |
Received | Lunar | 12/30/2027 | 800,000 | — | (5,408 | ) | (5,408 | ) | ||||||||||||||||||||
| 7.98 | Mexico Interbank TIIE 28 Day |
Received | Lunar | 12/10/2027 | 3,300,000 | (21 | ) | (22,803 | ) | (22,824 | ) | |||||||||||||||||||
| 7.99 | Mexico Interbank TIIE 28 Day |
Received | Lunar | 12/21/2027 | 100,000 | — | (702 | ) | (702 | ) | ||||||||||||||||||||
| 8.01 | Mexico Interbank TIIE 28 Day |
Received | Lunar | 12/21/2027 | 20,200,000 | (8,874 | ) | (133,701 | ) | (142,575 | ) | |||||||||||||||||||
| 8.03 | Mexico Interbank TIIE 28 Day |
Received | Lunar | 1/31/2028 | 1,600,000 | 12 | (11,391 | ) | (11,379 | ) | ||||||||||||||||||||
| 8.05 | Mexico Interbank TIIE 28 Day |
Received | Lunar | 1/31/2028 | 2,400,000 | 585 | (17,789 | ) | (17,204 | ) | ||||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||||
| $ | (17,839,868 | ) | $ | 73,517,840 | $ | 55,677,972 | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Lunar - payment frequency equal periods of 28 days (a lunar month).
Bridge Builder Municipal Bond Fund
Schedule of Investments
September 30, 2020 (Unaudited)
| Principal Amount |
Value | |||||||
| MUNICIPAL BONDS – 97.84% |
||||||||
| Alabama – 1.32% |
||||||||
| Alabama Federal Aid Highway Finance Authority |
||||||||
| 5.00%, 09/01/2031 |
$ | 4,845,000 | $ | 5,641,615 | ||||
| 5.00%, 09/01/2036 |
10,000,000 | 12,226,800 | ||||||
| Alabama Public School & College Authority |
||||||||
| 5.00%, 06/01/2035 |
4,000,000 | 4,651,440 | ||||||
| Birmingham Airport Authority |
||||||||
| 5.00%, 07/01/2028 |
700,000 | 885,493 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,303,810 | ||||||
| 5.00%, 07/01/2031 |
350,000 | 453,050 | ||||||
| 5.00%, 07/01/2032 |
300,000 | 385,500 | ||||||
| 5.00%, 07/01/2034 |
800,000 | 1,018,080 | ||||||
| Black Belt Energy Gas District |
||||||||
| 4.00%, 07/01/2046(1) |
1,705,000 | 1,739,646 | ||||||
| 4.00%, 10/01/2049(1) |
2,000,000 | 2,325,920 | ||||||
| Columbia Industrial Development Board |
||||||||
| 0.16%, 06/01/2028(1) |
3,900,000 | 3,900,000 | ||||||
| County of Jefferson AL |
||||||||
| 5.00%, 04/01/2021 |
1,085,000 | 1,110,595 | ||||||
| 5.00%, 04/01/2023 |
1,550,000 | 1,724,794 | ||||||
| County of Jefferson AL Sewer Revenue |
||||||||
| 5.00%, 10/01/2044 |
1,500,000 | 1,651,800 | ||||||
| 5.25%, 10/01/2048 |
1,650,000 | 1,825,197 | ||||||
| 5.50%, 10/01/2053 |
715,000 | 794,687 | ||||||
| Homewood Educational Building Authority |
||||||||
| 4.00%, 12/01/2038 |
1,385,000 | 1,507,960 | ||||||
| Industrial Development Board of the City of Mobile Alabama |
||||||||
| 1.00%, 06/01/2034(1) |
3,870,000 | 3,880,991 | ||||||
| Lower Alabama Gas District |
||||||||
| 4.00%, 12/01/2050(1) |
15,610,000 | 17,877,509 | ||||||
| Mobile County Board of School Commissioners |
||||||||
| 5.00%, 03/01/2028 |
1,030,000 | 1,244,312 | ||||||
| Montgomery Medical Clinic Board |
||||||||
| 5.00%, 03/01/2029 |
1,000,000 | 1,145,390 | ||||||
| Southeast Alabama Gas Supply District |
||||||||
| 0.95% (1 Month LIBOR USD + 0.85%), 06/01/2049(2) |
5,365,000 | 5,348,529 | ||||||
| 4.00%, 06/01/2049(1) |
11,010,000 | 12,192,254 | ||||||
| Tuscaloosa County Industrial Development Authority |
||||||||
| 4.50%, 05/01/2032(3) |
500,000 | 537,540 | ||||||
| 5.25%, 05/01/2044(3) |
6,700,000 | 7,389,966 | ||||||
| University of Alabama |
||||||||
| 4.00%, 06/01/2033 |
1,070,000 | 1,289,125 | ||||||
| Water Works Board of the City of Birmingham |
||||||||
| 5.00%, 01/01/2023 |
430,000 | 475,253 | ||||||
|
|
|
|||||||
| Total Alabama |
|
94,527,256 | ||||||
|
|
|
|||||||
| Alaska – 0.08% |
||||||||
| Alaska Industrial Development & Export Authority |
||||||||
| 5.00%, 10/01/2030 |
1,385,000 | 1,783,561 | ||||||
| City of Valdez AK |
||||||||
| 5.00%, 01/01/2021 |
4,000,000 | 4,047,320 | ||||||
|
|
|
|||||||
| Total Alaska |
|
5,830,881 | ||||||
|
|
|
|||||||
| Arizona – 2.51% |
||||||||
| Apache County Industrial Development Authority |
||||||||
| 4.50%, 03/01/2030 |
1,000,000 | 1,035,240 | ||||||
| Arizona Health Facilities Authority |
||||||||
| 4.00%, 01/01/2043 |
24,000,000 | 24,602,400 | ||||||
| 5.00%, 02/01/2042 |
2,000,000 | 2,086,120 | ||||||
| Arizona Industrial Development Authority |
||||||||
| 4.00%, 07/15/2050(3) |
1,500,000 | 1,409,625 | ||||||
| 5.00%, 07/01/2049(3) |
650,000 | 689,643 | ||||||
| 5.00%, 07/15/2049(3) |
500,000 | 520,345 | ||||||
| 5.50%, 07/01/2052(3) |
655,000 | 703,955 | ||||||
| Chandler Industrial Development Authority |
||||||||
| 5.00%, 06/01/2049(1) |
18,960,000 | 21,881,546 | ||||||
| City of Glendale AZ |
||||||||
| 5.00%, 07/01/2030 |
1,780,000 | 2,182,405 | ||||||
| City of Mesa AZ |
||||||||
| 4.00%, 07/01/2028 |
1,265,000 | 1,522,870 | ||||||
| City of Phoenix AZ |
||||||||
| 4.00%, 07/01/2022 |
900,000 | 960,606 | ||||||
| City of Phoenix Civic Improvement Corp. |
||||||||
| 4.00%, 07/01/2045 |
5,000,000 | 5,105,800 | ||||||
| 5.00%, 07/01/2026 |
1,675,000 | 2,021,541 | ||||||
| 5.00%, 07/01/2027 |
4,600,000 | 5,690,154 | ||||||
| 5.00%, 07/01/2028 |
4,440,000 | 5,538,944 | ||||||
| 5.00%, 07/01/2029 |
12,865,000 | 14,193,183 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,163,860 | ||||||
| 5.00%, 07/01/2030 |
1,500,000 | 1,651,845 | ||||||
| 5.00%, 07/01/2032 |
800,000 | 953,040 | ||||||
| 5.00%, 07/01/2036 |
3,000,000 | 3,550,620 | ||||||
| 5.00%, 07/01/2042 |
540,000 | 624,910 | ||||||
| County of Pima AZ Sewer System Revenue |
||||||||
| 5.00%, 07/01/2022 |
10,000,000 | 10,844,100 | ||||||
| Glendale Industrial Development Authority |
||||||||
| 4.00%, 07/01/2028 |
300,000 | 303,882 | ||||||
| 5.00%, 07/01/2033 |
435,000 | 457,059 | ||||||
| 5.00%, 07/01/2038 |
450,000 | 466,114 | ||||||
| 5.00%, 07/01/2048 |
915,000 | 933,300 | ||||||
| Industrial Development Authority of the City of Phoenix |
||||||||
| 5.00%, 07/01/2030 |
700,000 | 771,176 | ||||||
| 5.00%, 07/01/2033 |
415,000 | 450,777 | ||||||
| 5.00%, 07/01/2034 |
765,000 | 827,998 | ||||||
| 5.00%, 07/01/2037 |
4,750,000 | 5,092,902 | ||||||
| 5.00%, 07/01/2038 |
1,295,000 | 1,383,798 | ||||||
| 5.00%, 07/01/2049 |
525,000 | 548,793 | ||||||
| Industrial Development Authority of the County of Pima |
||||||||
| 4.75%, 06/15/2037(3) |
2,250,000 | 2,270,363 | ||||||
| Industrial Development Authority of the County of Yavapai |
||||||||
| 0.25%, 04/01/2029(1) |
3,200,000 | 3,200,416 | ||||||
| 2.20%, 03/01/2028(1) |
2,100,000 | 2,194,437 | ||||||
| Maricopa County Industrial Development Authority |
||||||||
| 5.00%, 01/01/2046(1) |
3,175,000 | 3,892,550 | ||||||
| 5.00%, 07/01/2047 |
1,000,000 | 1,182,280 | ||||||
| 5.00%, 01/01/2048(1) |
1,000,000 | 1,172,550 | ||||||
| 5.00%, 01/01/2048(1) |
1,300,000 | 1,418,261 | ||||||
| 5.75%, 01/01/2036(3) |
500,000 | 504,645 | ||||||
| 6.00%, 01/01/2048(3) |
635,000 | 612,667 | ||||||
| Maricopa County Special Health Care District |
||||||||
| 5.00%, 07/01/2025 |
5,000,000 | 6,004,850 | ||||||
| 5.00%, 07/01/2026 |
7,000,000 | 8,622,950 | ||||||
| McAllister Academic Village LLC |
||||||||
| 5.00%, 07/01/2021 |
200,000 | 207,226 | ||||||
| Salt River Project Agricultural Improvement & Power District |
||||||||
| 5.00%, 01/01/2022 |
1,200,000 | 1,272,804 | ||||||
| 5.00%, 01/01/2024 |
1,600,000 | 1,849,536 | ||||||
| 5.00%, 01/01/2033 |
1,000,000 | 1,273,320 | ||||||
| Salt Verde Financial Corp. |
||||||||
| 5.00%, 12/01/2032 |
5,020,000 | 6,553,811 | ||||||
| 5.00%, 12/01/2037 |
3,500,000 | 4,722,270 | ||||||
| State of Arizona |
||||||||
| 5.00%, 10/01/2020 |
840,000 | 840,000 | ||||||
| 5.00%, 10/01/2021 |
740,000 | 775,594 | ||||||
| 5.00%, 10/01/2024 |
1,075,000 | 1,276,788 | ||||||
| Tempe Industrial Development Authority |
||||||||
| 4.00%, 10/01/2023(3) |
1,250,000 | 1,246,513 | ||||||
| 5.00%, 12/01/2050 |
500,000 | 492,725 | ||||||
| 5.00%, 12/01/2054 |
750,000 | 734,310 | ||||||
| University of Arizona |
||||||||
| 5.00%, 06/01/2038 |
1,955,000 | 2,501,833 | ||||||
| 5.00%, 06/01/2039 |
860,000 | 1,097,248 | ||||||
| Western Maricopa Education Center District No 402 |
||||||||
| 5.00%, 07/01/2022 |
2,000,000 | 2,167,720 | ||||||
| 5.00%, 07/01/2024 |
320,000 | 376,128 | ||||||
| 5.00%, 07/01/2025 |
1,410,000 | 1,715,477 | ||||||
|
|
|
|||||||
| Total Arizona |
|
180,347,823 | ||||||
|
|
|
|||||||
| Arkansas – 0.15% |
||||||||
| Arkansas Development Finance Authority |
||||||||
| 1.20%, 03/01/2024(1) |
5,000,000 | 5,072,300 | ||||||
| 4.50%, 09/01/2049(3) |
2,900,000 | 2,929,000 | ||||||
| 4.75%, 09/01/2049(3) |
2,500,000 | 2,504,600 | ||||||
|
|
|
|||||||
| Total Arkansas |
|
10,505,900 | ||||||
|
|
|
|||||||
| California – 4.71% |
||||||||
| Abag Finance Authority for Nonprofit Corps |
||||||||
| 5.00%, 08/01/2033 |
1,300,000 | 1,433,185 | ||||||
| Alameda Corridor Transportation Authority |
||||||||
| 5.00%, 10/01/2036 |
2,500,000 | 2,888,975 | ||||||
| 5.00%, 10/01/2037 |
2,000,000 | 2,305,680 | ||||||
| Alisal Union School District |
||||||||
| 5.25%, 08/01/2042 |
740,000 | 898,123 | ||||||
| Anaheim Public Financing Authority |
||||||||
| 5.00%, 09/01/2029 |
1,860,000 | 2,384,092 | ||||||
| Bay Area Toll Authority |
||||||||
| 1.37% (SIFMA Municipal Swap Index Yield + 1.25%), 04/01/2036(2) |
1,000,000 | 1,006,830 | ||||||
| 2.10%, 04/01/2045(1) |
2,790,000 | 2,842,508 | ||||||
| 2.85%, 04/01/2047(1) |
1,000,000 | 1,085,640 | ||||||
| 2.95%, 04/01/2047(1) |
1,170,000 | 1,298,595 | ||||||
| California County Tobacco Securitization Agency |
||||||||
| 4.00%, 06/01/2034 |
400,000 | 474,996 | ||||||
| 4.00%, 06/01/2036 |
275,000 | 321,263 | ||||||
| 4.00%, 06/01/2037 |
275,000 | 320,218 | ||||||
| 4.00%, 06/01/2038 |
275,000 | 319,173 | ||||||
| California Health Facilities Financing Authority |
||||||||
| 1.25%, 10/01/2036(1) |
2,500,000 | 2,500,000 | ||||||
| 5.00%, 11/01/2032(1) |
1,400,000 | 1,537,186 | ||||||
| 5.00%, 07/01/2034(1) |
1,710,000 | 1,872,176 | ||||||
| 5.00%, 08/15/2034 |
125,000 | 151,729 | ||||||
| 5.63%, 07/01/2025 |
2,130,000 | 2,138,158 | ||||||
| California Housing Finance |
||||||||
| 4.00%, 03/20/2033 |
3,460,523 | 3,827,546 | ||||||
| 4.25%, 01/15/2035 |
521,890 | 588,844 | ||||||
| California Infrastructure & Economic Development Bank |
||||||||
| 0.45%, 01/01/2050(1)(3) |
16,000,000 | 16,000,000 | ||||||
| California Municipal Finance Authority |
||||||||
| 0.38%, 09/01/2021(1) |
10,700,000 | 10,700,000 | ||||||
| 4.00%, 08/15/2037 |
1,560,000 | 1,683,287 | ||||||
| 4.00%, 08/15/2042 |
1,635,000 | 1,743,090 | ||||||
| 5.00%, 08/15/2029 |
1,000,000 | 1,251,170 | ||||||
| 5.00%, 12/31/2029 |
2,300,000 | 2,775,272 | ||||||
| 5.00%, 08/15/2034 |
1,065,000 | 1,300,099 | ||||||
| 5.00%, 12/31/2043 |
10,835,000 | 12,371,078 | ||||||
| 5.00%, 12/31/2047 |
555,000 | 630,391 | ||||||
| 5.00%, 05/15/2049 |
1,000,000 | 1,166,320 | ||||||
| 5.00%, 10/01/2049(3) |
515,000 | 532,592 | ||||||
| 5.00%, 10/01/2057(3) |
1,000,000 | 1,029,120 | ||||||
| California Public Finance Authority |
||||||||
| 5.00%, 07/01/2027(3) |
180,000 | 151,200 | ||||||
| 5.00%, 07/01/2047(3) |
140,000 | 117,600 | ||||||
| 5.00%, 10/15/2047 |
1,775,000 | 1,963,807 | ||||||
| California State Public Works Board |
||||||||
| 5.00%, 03/01/2024 |
2,500,000 | 2,897,800 | ||||||
| 5.00%, 03/01/2025 |
3,280,000 | 3,943,413 | ||||||
| 5.00%, 11/01/2037 |
235,000 | 255,053 | ||||||
| 5.00%, 09/01/2039 |
10,705,000 | 12,357,852 | ||||||
| California Statewide Communities Development Authority |
||||||||
| 0.08%, 09/01/2038(1) |
5,610,000 | 5,610,000 | ||||||
| 4.00%, 09/02/2029 |
200,000 | 220,410 | ||||||
| 4.00%, 04/01/2036 |
675,000 | 784,505 | ||||||
| 4.00%, 04/01/2037 |
700,000 | 810,201 | ||||||
| 5.00%, 10/01/2028 |
1,100,000 | 1,162,293 | ||||||
| 5.00%, 11/01/2032(3) |
1,135,000 | 1,215,914 | ||||||
| 5.00%, 04/01/2035 |
1,300,000 | 1,663,207 | ||||||
| 5.00%, 01/01/2038 |
750,000 | 880,552 | ||||||
| 5.00%, 09/02/2039 |
745,000 | 857,622 | ||||||
| 5.00%, 05/15/2040 |
400,000 | 438,688 | ||||||
| 5.00%, 11/01/2041(3) |
875,000 | 913,106 | ||||||
| 5.00%, 04/01/2042 |
2,000,000 | 2,099,080 | ||||||
| 5.00%, 01/01/2043 |
1,000,000 | 1,154,590 | ||||||
| 5.00%, 09/02/2044 |
500,000 | 564,665 | ||||||
| 5.00%, 09/02/2044 |
700,000 | 792,841 | ||||||
| 5.00%, 09/02/2044 |
1,350,000 | 1,559,533 | ||||||
| 5.00%, 02/01/2045 |
1,175,000 | 1,172,709 | ||||||
| 5.00%, 04/01/2046(1) |
4,300,000 | 5,692,770 | ||||||
| 5.00%, 01/01/2048 |
2,840,000 | 3,243,308 | ||||||
| 5.00%, 09/02/2049 |
700,000 | 788,501 | ||||||
| 5.25%, 12/01/2048(3) |
800,000 | 894,992 | ||||||
| 5.25%, 12/01/2056(3) |
6,635,000 | 7,180,397 |
| 5.38%, 11/01/2049(3) |
100,000 | 103,300 | ||||||
| 5.50%, 12/01/2054 |
1,960,000 | 2,119,877 | ||||||
| 5.50%, 12/01/2058(3) |
4,845,000 | 5,421,991 | ||||||
| City of Long Beach CA Harbor Revenue |
||||||||
| 4.00%, 07/15/2021 |
6,000,000 | 6,180,900 | ||||||
| City of Los Angeles Department of Airports |
||||||||
| 4.75%, 05/15/2035 |
8,340,000 | 9,493,172 | ||||||
| 5.00%, 05/15/2033 |
1,325,000 | 1,617,534 | ||||||
| 5.00%, 05/15/2037 |
9,795,000 | 12,254,035 | ||||||
| 5.00%, 05/15/2040 |
1,095,000 | 1,258,013 | ||||||
| 5.25%, 05/15/2031 |
4,805,000 | 6,016,004 | ||||||
| 5.25%, 05/15/2032 |
3,210,000 | 3,995,969 | ||||||
| County of Sacramento CA Airport System Revenue |
||||||||
| 5.00%, 07/01/2034 |
3,000,000 | 3,621,390 | ||||||
| Cucamonga Valley Water District |
||||||||
| 5.38%, 09/01/2035 |
3,320,000 | 3,468,636 | ||||||
| Foothill-de Anza Community College District |
||||||||
| 5.00%, 04/01/2035 |
250,000 | 290,422 | ||||||
| 5.00%, 04/01/2036 |
200,000 | 231,824 | ||||||
| Golden State Tobacco Securitization Corp. |
||||||||
| 0.00%, 06/01/2024 |
1,000,000 | 970,630 | ||||||
| 5.00%, 06/01/2021 |
285,000 | 293,604 | ||||||
| 5.00%, 06/01/2022 |
400,000 | 429,300 | ||||||
| 5.00%, 06/01/2023 |
455,000 | 506,925 | ||||||
| 5.00%, 06/01/2024 |
255,000 | 294,293 | ||||||
| 5.00%, 06/01/2047 |
925,000 | 953,564 | ||||||
| 5.25%, 06/01/2047 |
2,500,000 | 2,581,875 | ||||||
| 5.30%, 06/01/2037 |
1,000,000 | 1,034,380 | ||||||
| Irvine Unified School District |
||||||||
| 5.00%, 03/01/2057 |
800,000 | 919,664 | ||||||
| Los Angeles County Public Works Financing Authority |
||||||||
| 5.00%, 12/01/2029 |
1,200,000 | 1,455,144 | ||||||
| 5.00%, 12/01/2030 |
2,520,000 | 3,051,544 | ||||||
| Los Angeles Unified School District |
||||||||
| 4.00%, 07/01/2037 |
3,000,000 | 3,596,730 | ||||||
| Mendocino-Lake Community College District |
||||||||
| 5.00%, 08/01/2027 |
1,700,000 | 2,051,509 | ||||||
| 5.00%, 08/01/2028 |
1,000,000 | 1,205,180 | ||||||
| 5.00%, 08/01/2029 |
775,000 | 932,379 | ||||||
| 5.00%, 08/01/2030 |
2,530,000 | 3,038,429 | ||||||
| Metropolitan Water District of Southern California |
||||||||
| 0.37% (SIFMA Municipal Swap Index Yield + 0.25%), 07/01/2037(2) |
3,000,000 | 3,000,000 | ||||||
| 0.37% (SIFMA Municipal Swap Index Yield + 0.25%), 07/01/2037(2) |
3,000,000 | 3,001,380 | ||||||
| 0.37% (SIFMA Municipal Swap Index Yield + 0.25%), 07/01/2047(2) |
3,000,000 | 3,001,380 | ||||||
| Mizuho Floater/Residual Trust |
||||||||
| 0.47%, 12/01/2039(1)(3)(6) |
8,800,000 | 8,800,000 | ||||||
| Natomas Unified School District |
||||||||
| 4.00%, 08/01/2045 |
4,000,000 | 4,481,200 | ||||||
| 4.00%, 08/01/2049 |
2,915,000 | 3,253,694 | ||||||
| Norman Y Mineta San Jose International Airport SJC |
||||||||
| 5.00%, 03/01/2022 |
1,675,000 | 1,766,874 | ||||||
| 5.00%, 03/01/2028 |
1,340,000 | 1,636,060 | ||||||
| 5.00%, 03/01/2030 |
1,700,000 | 2,044,165 | ||||||
| Orange County Community Facilities District |
||||||||
| 5.25%, 08/15/2045 |
975,000 | 1,095,432 | ||||||
| Orchard School District |
||||||||
| 0.00%, 08/01/2022 |
2,940,000 | 2,914,892 | ||||||
| Port of Oakland |
||||||||
| 5.00%, 05/01/2026 |
4,450,000 | 4,765,950 | ||||||
| Sacramento City Financing Authority |
||||||||
| 5.00%, 12/01/2033 |
875,000 | 1,057,595 | ||||||
| San Diego County Regional Airport Authority |
||||||||
| 5.00%, 07/01/2030 |
205,000 | 265,352 | ||||||
| San Francisco City & County Airport Comm-San Francisco International Airport |
||||||||
| 5.00%, 05/01/2027 |
3,000,000 | 3,204,540 | ||||||
| 5.00%, 05/01/2037 |
945,000 | 1,149,082 | ||||||
| State of California |
||||||||
| 0.87% (1 Month LIBOR USD + 0.76%), 12/01/2031(2) |
750,000 | 750,187 | ||||||
| 4.00%, 03/01/2025 |
3,500,000 | 4,061,540 | ||||||
| 4.00%, 03/01/2026 |
375,000 | 446,501 | ||||||
| 4.00%, 11/01/2035 |
1,750,000 | 2,139,130 | ||||||
| 4.00%, 03/01/2036 |
2,385,000 | 2,864,552 | ||||||
| 4.00%, 11/01/2036 |
2,735,000 | 3,310,143 | ||||||
| 4.00%, 11/01/2037 |
1,625,000 | 1,959,197 |
| 4.00%, 11/01/2041 |
2,000,000 | 2,263,340 | ||||||
| 5.00%, 08/01/2022 |
1,535,000 | 1,671,630 | ||||||
| 5.00%, 08/01/2023 |
3,000,000 | 3,405,150 | ||||||
| 5.00%, 09/01/2026 |
2,000,000 | 2,523,940 | ||||||
| 5.00%, 08/01/2027 |
620,000 | 751,490 | ||||||
| 5.00%, 08/01/2029 |
935,000 | 1,160,195 | ||||||
| 5.00%, 09/01/2029 |
370,000 | 460,335 | ||||||
| 5.00%, 11/01/2029 |
3,170,000 | 4,059,407 | ||||||
| 5.00%, 04/01/2030 |
5,130,000 | 6,920,473 | ||||||
| 5.00%, 08/01/2030 |
3,500,000 | 4,331,705 | ||||||
| 5.00%, 08/01/2030 |
3,910,000 | 4,962,181 | ||||||
| 5.00%, 11/01/2032 |
11,555,000 | 15,609,881 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.22%, 10/01/2049(1)(3) |
1,060,000 | 1,060,000 | ||||||
| Tobacco Securitization Authority of Northern California |
||||||||
| 4.75%, 06/01/2023 |
3,910,000 | 3,916,373 | ||||||
| Transbay Joint Powers Authority |
||||||||
| 5.00%, 10/01/2033 |
250,000 | 303,898 | ||||||
| 5.00%, 10/01/2034 |
250,000 | 302,575 | ||||||
| 5.00%, 10/01/2035 |
240,000 | 289,150 | ||||||
| 5.00%, 10/01/2038 |
600,000 | 712,542 | ||||||
|
|
|
|||||||
| Total California |
|
337,825,273 | ||||||
|
|
|
|||||||
| Colorado – 2.51% |
||||||||
| Adams 12 Five Star Schools |
||||||||
| 5.00%, 12/15/2028 |
2,050,000 | 2,593,906 | ||||||
| Amber Creek Metropolitan District |
||||||||
| 5.00%, 12/01/2037 |
750,000 | 764,490 | ||||||
| 5.13%, 12/01/2047 |
1,075,000 | 1,087,782 | ||||||
| Arapahoe County School District No 6 Littleton |
||||||||
| 5.50%, 12/01/2033 |
1,150,000 | 1,529,362 | ||||||
| Aurora Crossroads Metropolitan District No 2 |
||||||||
| 5.00%, 12/01/2040 |
500,000 | 513,935 | ||||||
| 5.00%, 12/01/2050 |
1,000,000 | 1,011,290 | ||||||
| Belleview Station Metropolitan District No 2 |
||||||||
| 5.00%, 12/01/2036 |
500,000 | 509,110 | ||||||
| Berthoud-Heritage Metropolitan District No 1 |
||||||||
| 5.63%, 12/01/2048 |
1,400,000 | 1,462,678 | ||||||
| Brighton Crossing Metropolitan District No 4 |
||||||||
| 5.00%, 12/01/2037 |
525,000 | 545,769 | ||||||
| Broadway Station Metropolitan District No 2 |
||||||||
| 5.00%, 12/01/2035 |
730,000 | 766,945 | ||||||
| 5.13%, 12/01/2048 |
1,450,000 | 1,503,867 | ||||||
| Canyons Metropolitan District No 5 |
||||||||
| 6.00%, 12/01/2037 |
500,000 | 522,005 | ||||||
| City & County of Denver CO |
||||||||
| 5.00%, 10/01/2032 |
9,405,000 | 9,450,238 | ||||||
| City & County of Denver CO Airport System Revenue |
||||||||
| 4.00%, 11/15/2023 |
4,465,000 | 4,897,971 | ||||||
| 5.00%, 11/15/2029 |
3,105,000 | 3,816,356 | ||||||
| 5.00%, 12/01/2031 |
7,045,000 | 8,681,201 | ||||||
| 5.00%, 12/01/2032 |
385,000 | 470,797 | ||||||
| 5.00%, 12/01/2035 |
5,520,000 | 6,670,368 | ||||||
| City of Colorado Springs CO Utilities System Revenue |
||||||||
| 5.00%, 11/15/2035 |
1,500,000 | 2,023,845 | ||||||
| Colorado Health Facilities Authority |
||||||||
| 0.00%, 07/15/2022 |
980,000 | 974,071 | ||||||
| 1.36% (1 Month LIBOR USD + 1.25%), 10/01/2039(2) |
2,000,000 | 1,998,460 | ||||||
| 2.80%, 05/15/2042(1) |
3,800,000 | 3,968,036 | ||||||
| 4.00%, 11/01/2039 |
3,775,000 | 4,302,519 | ||||||
| 5.00%, 12/01/2022 |
1,855,000 | 2,001,359 | ||||||
| 5.00%, 11/01/2023 |
1,350,000 | 1,532,317 | ||||||
| 5.00%, 11/01/2024 |
1,125,000 | 1,319,715 | ||||||
| 5.00%, 11/01/2025 |
1,715,000 | 2,072,080 | ||||||
| 5.00%, 11/01/2026 |
1,330,000 | 1,644,093 | ||||||
| 5.00%, 01/01/2031 |
100,000 | 102,260 | ||||||
| 5.00%, 11/15/2036(1) |
6,770,000 | 7,729,106 | ||||||
| 5.00%, 01/01/2037 |
250,000 | 250,895 | ||||||
| 5.00%, 10/01/2038(1) |
630,000 | 658,633 | ||||||
| 5.00%, 02/01/2041 |
500,000 | 507,925 | ||||||
| 5.00%, 08/01/2044 |
2,200,000 | 2,631,486 | ||||||
| 5.00%, 09/01/2046 |
1,000,000 | 1,125,350 | ||||||
| 5.00%, 08/01/2049(1) |
3,830,000 | 4,564,900 | ||||||
| 5.00%, 11/15/2049(1) |
2,585,000 | 3,239,574 | ||||||
| 5.25%, 01/01/2040 |
540,000 | 599,432 | ||||||
| 6.13%, 12/01/2045(3) |
375,000 | 375,045 | ||||||
| 6.25%, 12/01/2050(3) |
205,000 | 205,695 | ||||||
| Colorado High Performance Transportation Enterprise |
||||||||
| 5.00%, 12/31/2047 |
645,000 | 697,755 | ||||||
| 5.00%, 12/31/2051 |
2,150,000 | 2,320,989 | ||||||
| 5.00%, 12/31/2056 |
4,790,000 | 5,149,106 | ||||||
| Colorado Housing & Finance Authority |
||||||||
| 4.25%, 11/01/2049 |
565,000 | 637,162 | ||||||
| 4.25%, 11/01/2049 |
1,075,000 | 1,210,160 | ||||||
| Colorado International Center Metropolitan District No 14 |
||||||||
| 5.88%, 12/01/2046 |
635,000 | 670,795 | ||||||
| Copperleaf Metropolitan District No 4 |
||||||||
| 5.00%, 12/01/2039 |
775,000 | 799,661 | ||||||
| 5.00%, 12/01/2049 |
1,500,000 | 1,518,870 | ||||||
| Cornerstar Metropolitan District |
||||||||
| 5.13%, 12/01/2037 |
500,000 | 512,505 | ||||||
| Cottonwood Highlands Metropolitan District No 1 |
||||||||
| 5.00%, 12/01/2049 |
900,000 | 914,724 | ||||||
| County of El Paso CO |
||||||||
| 4.00%, 12/01/2033 |
800,000 | 967,680 | ||||||
| 4.00%, 12/01/2035 |
910,000 | 1,087,996 | ||||||
| 5.00%, 12/01/2031 |
600,000 | 792,210 | ||||||
| Denver City & County School District No 1 |
||||||||
| 5.25%, 12/01/2038 |
3,595,000 | 3,661,400 | ||||||
| Denver Convention Center Hotel Authority |
||||||||
| 5.00%, 12/01/2022 |
4,950,000 | 5,201,955 | ||||||
| Denver Gateway Center Metropolitan District |
||||||||
| 5.50%, 12/01/2038 |
1,360,000 | 1,416,794 | ||||||
| 5.63%, 12/01/2048 |
2,130,000 | 2,211,153 | ||||||
| Denver Health & Hospital Authority |
||||||||
| 5.00%, 12/01/2048 |
1,800,000 | 2,048,922 | ||||||
| Denver International Business Center Metropolitan District No 1 |
||||||||
| 6.00%, 12/01/2048 |
500,000 | 518,690 | ||||||
| Denver Urban Renewal Authority |
||||||||
| 5.25%, 12/01/2039(3) |
1,000,000 | 1,029,070 | ||||||
| E-470 Public Highway Authority |
||||||||
| 1.15% (1 Month LIBOR USD + 1.05%), 09/01/2039(2) |
275,000 | 275,776 | ||||||
| 5.00%, 09/01/2040 |
5,165,000 | 5,881,489 | ||||||
| Eagle County Airport Terminal Corp. |
||||||||
| 5.00%, 05/01/2033 |
2,000,000 | 2,268,680 | ||||||
| Mesa County Valley School District No 51 Grand Junction CO |
||||||||
| 5.25%, 12/01/2033 |
2,000,000 | 2,604,080 | ||||||
| Mirabelle Metropolitan District No 2 |
||||||||
| 5.00%, 12/01/2039 |
700,000 | 717,962 | ||||||
| Painted Prairie Metropolitan District No 2 |
||||||||
| 5.25%, 12/01/2048 |
500,000 | 511,985 | ||||||
| Park Creek Metropolitan District |
||||||||
| 5.00%, 12/01/2045 |
1,775,000 | 2,040,647 | ||||||
| Rampart Range Metropolitan District No 1 |
||||||||
| 5.00%, 12/01/2047 |
650,000 | 774,365 | ||||||
| Regional Transportation District |
||||||||
| 5.00%, 06/01/2031 |
1,315,000 | 1,713,511 | ||||||
| Serenity Ridge Metropolitan District No 2 |
||||||||
| 5.13%, 12/01/2037 |
1,290,000 | 1,336,943 | ||||||
| Sierra Ridge Metropolitan District No 2 |
||||||||
| 4.50%, 12/01/2031 |
750,000 | 763,350 | ||||||
| 5.50%, 12/01/2046 |
1,500,000 | 1,547,925 | ||||||
| Solaris Metropolitan District No 3 |
||||||||
| 5.00%, 12/01/2036 |
850,000 | 876,333 | ||||||
| 5.00%, 12/01/2046 |
1,880,000 | 1,928,128 | ||||||
| Southglenn Metropolitan District |
||||||||
| 5.00%, 12/01/2046 |
500,000 | 507,090 | ||||||
| Southlands Metropolitan District No 1 |
||||||||
| 3.00%, 12/01/2022 |
232,000 | 232,986 | ||||||
| 3.50%, 12/01/2027 |
500,000 | 511,255 | ||||||
| St Vrain Lakes Metropolitan District No 2 |
||||||||
| 5.00%, 12/01/2037 |
500,000 | 512,790 | ||||||
| STC Metropolitan District No 2 |
||||||||
| 3.00%, 12/01/2025 |
555,000 | 540,936 | ||||||
| 5.00%, 12/01/2038 |
500,000 | 513,275 | ||||||
| University of Colorado |
||||||||
| 2.00%, 06/01/2054(1) |
11,455,000 | 12,108,622 | ||||||
| 5.00%, 06/01/2047 |
500,000 | 631,555 |
| University of Colorado Hospital Authority |
||||||||
| 5.00%, 11/15/2038(1) |
1,020,000 | 1,058,729 | ||||||
| 5.00%, 11/15/2047(1) |
9,495,000 | 11,002,331 | ||||||
| Vauxmont Metropolitan District |
||||||||
| 5.00%, 12/15/2021 |
100,000 | 105,029 | ||||||
| 5.00%, 12/01/2024 |
200,000 | 233,552 | ||||||
| 5.00%, 12/15/2024 |
135,000 | 157,784 | ||||||
| 5.00%, 12/01/2025 |
180,000 | 216,452 | ||||||
| 5.00%, 12/15/2025 |
85,000 | 101,663 | ||||||
| 5.00%, 12/01/2026 |
195,000 | 240,236 | ||||||
| 5.00%, 12/01/2027 |
205,000 | 258,239 | ||||||
| 5.00%, 12/01/2028 |
210,000 | 269,457 | ||||||
| 5.00%, 12/15/2028 |
130,000 | 153,342 | ||||||
| 5.00%, 12/01/2029 |
210,000 | 274,428 | ||||||
| 5.00%, 12/15/2029 |
5,000 | 5,877 | ||||||
| 5.00%, 12/15/2030 |
500,000 | 585,830 | ||||||
| 5.00%, 12/01/2031 |
230,000 | 296,785 | ||||||
| 5.00%, 12/01/2032 |
250,000 | 320,355 | ||||||
| 5.00%, 12/01/2035 |
100,000 | 126,562 | ||||||
| Willow Bend Metropolitan District |
||||||||
| 5.00%, 12/01/2039 |
600,000 | 617,994 | ||||||
| 5.00%, 12/01/2049 |
1,000,000 | 1,021,040 | ||||||
|
|
|
|||||||
| Total Colorado |
|
179,837,831 | ||||||
|
|
|
|||||||
| Connecticut – 2.51% |
||||||||
| City of Bridgeport CT |
||||||||
| 4.00%, 06/01/2037 |
2,460,000 | 2,694,094 | ||||||
| 5.00%, 09/15/2029 |
2,600,000 | 3,334,656 | ||||||
| 5.00%, 09/15/2030 |
2,250,000 | 2,867,197 | ||||||
| 5.00%, 06/01/2033 |
1,985,000 | 2,387,955 | ||||||
| City of Hartford CT |
||||||||
| 5.00%, 07/15/2021 |
3,300,000 | 3,416,886 | ||||||
| 5.00%, 07/15/2022 |
2,250,000 | 2,426,018 | ||||||
| 5.00%, 07/15/2023 |
2,000,000 | 2,256,960 | ||||||
| 5.00%, 07/15/2026 |
2,430,000 | 2,901,663 | ||||||
| City of New Britain CT |
||||||||
| 5.00%, 03/01/2027 |
1,260,000 | 1,575,643 | ||||||
| 5.00%, 03/01/2028 |
1,490,000 | 1,852,279 | ||||||
| 5.00%, 03/01/2033 |
1,900,000 | 2,303,636 | ||||||
| City of New Haven CT |
||||||||
| 5.00%, 08/15/2023 |
900,000 | 1,022,427 | ||||||
| 5.00%, 08/15/2029 |
2,000,000 | 2,386,480 | ||||||
| 5.00%, 08/15/2031 |
1,000,000 | 1,187,070 | ||||||
| 5.25%, 08/01/2023 |
1,115,000 | 1,244,853 | ||||||
| City of West Haven CT |
||||||||
| 5.00%, 08/01/2021 |
2,495,000 | 2,582,175 | ||||||
| Connecticut Housing Finance Authority |
||||||||
| 2.25%, 11/15/2023 |
1,250,000 | 1,302,825 | ||||||
| 3.40%, 11/15/2042 |
815,000 | 823,590 | ||||||
| Connecticut State Health & Educational Facilities Authority |
||||||||
| 0.55%, 07/01/2037(1) |
4,500,000 | 4,513,635 | ||||||
| 1.10%, 07/01/2048(1) |
9,000,000 | 9,163,980 | ||||||
| 1.80%, 07/01/2049(1) |
2,005,000 | 2,084,839 | ||||||
| 1.80%, 07/01/2049(1) |
5,280,000 | 5,310,149 | ||||||
| 2.00%, 07/01/2042(1) |
4,370,000 | 4,708,194 | ||||||
| 2.05%, 07/01/2035(1) |
6,570,000 | 6,665,462 | ||||||
| 4.00%, 07/01/2021(3) |
875,000 | 880,933 | ||||||
| 4.00%, 07/01/2022(3) |
1,010,000 | 1,025,473 | ||||||
| 4.00%, 07/01/2044 |
710,000 | 689,105 | ||||||
| 4.00%, 07/01/2046 |
880,000 | 928,558 | ||||||
| 4.00%, 07/01/2049 |
645,000 | 615,872 | ||||||
| 5.00%, 11/01/2023 |
695,000 | 790,000 | ||||||
| 5.00%, 11/01/2024 |
475,000 | 559,521 | ||||||
| 5.00%, 07/01/2025(3) |
435,000 | 468,826 | ||||||
| 5.00%, 06/01/2027 |
200,000 | 250,002 | ||||||
| 5.00%, 06/01/2028 |
400,000 | 507,608 | ||||||
| 5.00%, 11/01/2028 |
1,245,000 | 1,604,830 | ||||||
| 5.00%, 06/01/2029 |
250,000 | 321,690 | ||||||
| 5.00%, 07/01/2029(3) |
440,000 | 483,388 | ||||||
| 5.00%, 07/01/2029 |
1,000,000 | 1,259,140 | ||||||
| 5.00%, 06/01/2031 |
600,000 | 778,146 | ||||||
| 5.00%, 07/01/2032 |
700,000 | 897,337 | ||||||
| 5.00%, 07/01/2032 |
2,000,000 | 2,545,060 | ||||||
| 5.00%, 07/01/2033 |
600,000 | 764,448 | ||||||
| 5.00%, 07/01/2034 |
700,000 | 887,971 | ||||||
| 5.00%, 07/01/2035 |
525,000 | 663,154 | ||||||
| 5.00%, 07/01/2036 |
1,000,000 | 1,256,310 | ||||||
| 5.00%, 07/01/2043 |
1,750,000 | 1,838,952 | ||||||
| 5.00%, 07/01/2049(3) |
1,550,000 | 1,597,043 | ||||||
| 5.00%, 07/01/2053(1) |
2,625,000 | 3,270,173 | ||||||
| 5.00%, 07/01/2053(1) |
3,445,000 | 4,062,826 | ||||||
| Mohegan Tribe of Indians of Connecticut |
||||||||
| 5.25%, 02/01/2022(3) |
955,000 | 967,415 | ||||||
| State of Connecticut |
||||||||
| 5.00%, 09/01/2022 |
5,725,000 | 6,248,494 | ||||||
| 5.00%, 11/01/2022 |
315,000 | 331,096 | ||||||
| 5.00%, 04/15/2023 |
3,200,000 | 3,581,024 | ||||||
| 5.00%, 01/15/2026 |
850,000 | 1,038,547 | ||||||
| 5.00%, 04/15/2026 |
1,500,000 | 1,845,120 | ||||||
| 5.00%, 06/15/2027 |
1,680,000 | 2,000,460 | ||||||
| 5.00%, 09/15/2027 |
1,000,000 | 1,275,040 | ||||||
| 5.00%, 03/01/2029 |
1,500,000 | 1,700,805 | ||||||
| 5.00%, 04/15/2030 |
565,000 | 737,624 | ||||||
| 5.00%, 06/15/2032 |
710,000 | 829,280 | ||||||
| 5.00%, 11/15/2032 |
200,000 | 236,082 | ||||||
| 5.00%, 04/15/2034 |
645,000 | 820,956 | ||||||
| 5.00%, 04/15/2035 |
225,000 | 285,385 | ||||||
| State of Connecticut Special Tax Revenue |
||||||||
| 4.00%, 05/01/2036 |
3,260,000 | 3,806,930 | ||||||
| 5.00%, 09/01/2023 |
900,000 | 1,021,950 | ||||||
| 5.00%, 05/01/2030 |
2,000,000 | 2,663,760 | ||||||
| 5.00%, 10/01/2031 |
26,000,000 | 29,255,720 | ||||||
| 5.00%, 05/01/2033 |
3,000,000 | 3,886,080 | ||||||
| 5.00%, 01/01/2038 |
4,400,000 | 5,338,828 | ||||||
| Town of Hamden CT |
||||||||
| 5.00%, 08/15/2026 |
500,000 | 567,405 | ||||||
| 5.00%, 08/15/2026 |
1,335,000 | 1,601,266 | ||||||
| 5.00%, 08/01/2028 |
500,000 | 622,885 | ||||||
| 5.00%, 08/01/2030 |
500,000 | 631,965 | ||||||
| 5.00%, 08/01/2032 |
500,000 | 623,300 | ||||||
| 5.00%, 01/01/2040 |
1,875,000 | 1,890,281 | ||||||
| University of Connecticut |
||||||||
| 5.00%, 11/01/2028 |
1,290,000 | 1,662,836 | ||||||
| 5.25%, 11/15/2034 |
3,705,000 | 4,693,309 | ||||||
|
|
|
|||||||
| Total Connecticut |
|
180,122,875 | ||||||
|
|
|
|||||||
| Delaware – 0.36% |
||||||||
| County of Kent DE |
||||||||
| 5.00%, 07/01/2040 |
645,000 | 626,818 | ||||||
| 5.00%, 07/01/2048 |
2,305,000 | 2,211,371 | ||||||
| County of Sussex DE |
||||||||
| 5.00%, 01/01/2036 |
2,425,000 | 2,585,074 | ||||||
| Delaware State Economic Development Authority |
||||||||
| 1.05%, 01/01/2031(1) |
4,630,000 | 4,662,410 | ||||||
| 4.00%, 09/01/2030 |
180,000 | 207,023 | ||||||
| 5.00%, 09/01/2036 |
1,225,000 | 1,381,567 | ||||||
| 5.00%, 08/01/2039 |
715,000 | 808,193 | ||||||
| 5.00%, 09/01/2040 |
250,000 | 296,868 | ||||||
| 5.00%, 09/01/2046 |
700,000 | 774,431 | ||||||
| 5.00%, 11/15/2048 |
2,000,000 | 2,267,700 | ||||||
| 5.00%, 08/01/2049 |
900,000 | 997,713 | ||||||
| 5.00%, 09/01/2050 |
250,000 | 291,213 | ||||||
| 5.00%, 08/01/2054 |
835,000 | 923,477 | ||||||
| Delaware State Health Facilities Authority |
||||||||
| 5.00%, 06/01/2037 |
1,385,000 | 1,626,336 | ||||||
| 5.00%, 06/01/2043 |
1,000,000 | 1,154,630 | ||||||
| 5.00%, 06/01/2048 |
500,000 | 572,935 | ||||||
| Delaware Transportation Authority |
||||||||
| 5.00%, 07/01/2032 |
3,210,000 | 4,346,789 | ||||||
|
|
|
|||||||
| Total Delaware |
|
25,734,548 | ||||||
|
|
|
|||||||
| District of Columbia – 1.76% |
||||||||
| District of Columbia |
||||||||
| 5.00%, 10/01/2022 |
3,730,000 | 4,091,437 | ||||||
| 5.00%, 03/01/2024 |
400,000 | 465,280 | ||||||
| 5.00%, 10/01/2029 |
5,000,000 | 6,802,200 | ||||||
| 5.00%, 12/01/2033 |
5,000,000 | 6,503,600 | ||||||
| 5.00%, 06/01/2034 |
1,000,000 | 1,192,230 | ||||||
| 5.00%, 06/01/2034 |
2,100,000 | 2,629,914 | ||||||
| 5.00%, 06/01/2035 |
3,000,000 | 3,466,350 | ||||||
| 5.00%, 12/01/2036 |
250,000 | 263,912 | ||||||
| 5.00%, 12/01/2036 |
420,000 | 441,340 | ||||||
| 5.00%, 07/01/2042 |
730,000 | 682,214 | ||||||
| 5.00%, 06/01/2046 |
3,370,000 | 3,673,367 | ||||||
| 5.00%, 07/01/2052 |
915,000 | 831,351 | ||||||
| District of Columbia Housing Finance Agency |
||||||||
| 0.70%, 06/01/2024(1) |
10,000,000 | 10,023,600 | ||||||
| 2.45%, 11/01/2021(1) |
13,750,000 | 13,773,375 | ||||||
| District of Columbia Tobacco Settlement Financing Corp. |
||||||||
| 0.00%, 06/15/2046 |
2,000,000 | 256,120 | ||||||
| 0.00%, 06/15/2046 |
10,000,000 | 2,060,700 | ||||||
| District of Columbia Water & Sewer Authority |
||||||||
| 1.75%, 10/01/2054(1) |
9,340,000 | 9,698,469 | ||||||
| Metropolitan Washington Airports Authority |
||||||||
| 5.00%, 10/01/2022 |
1,000,000 | 1,090,580 | ||||||
| 5.00%, 10/01/2023 |
850,000 | 960,220 | ||||||
| 5.00%, 10/01/2024 |
1,325,000 | 1,548,342 | ||||||
| 5.00%, 10/01/2024 |
1,500,000 | 1,763,220 | ||||||
| 5.00%, 10/01/2025 |
1,185,000 | 1,438,211 | ||||||
| 5.00%, 10/01/2027 |
500,000 | 629,705 | ||||||
| 5.00%, 10/01/2030 |
1,735,000 | 1,866,478 | ||||||
| 5.00%, 10/01/2030 |
5,280,000 | 6,471,907 | ||||||
| 5.00%, 10/01/2031 |
5,335,000 | 6,633,912 | ||||||
| 5.00%, 10/01/2032 |
5,000,000 | 5,939,300 | ||||||
| 5.00%, 10/01/2037 |
1,000,000 | 1,190,640 | ||||||
| 5.00%, 10/01/2043 |
8,000,000 | 9,511,440 | ||||||
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue |
||||||||
| 0.00%, 10/01/2037 |
1,000,000 | 616,050 | ||||||
| 4.00%, 10/01/2038 |
415,000 | 465,120 | ||||||
| 5.00%, 10/01/2033 |
1,250,000 | 1,547,775 | ||||||
| 5.00%, 10/01/2034 |
1,500,000 | 1,852,335 | ||||||
| 5.00%, 10/01/2053 |
4,890,000 | 5,118,608 | ||||||
| 6.50%, 10/01/2041 |
2,000,000 | 2,511,400 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.37%, 07/01/2042(1)(3) |
1,765,000 | 1,765,000 | ||||||
| Washington Convention & Sports Authority |
||||||||
| 5.00%, 10/01/2023 |
1,330,000 | 1,418,844 | ||||||
| 5.00%, 10/01/2024 |
1,030,000 | 1,118,178 | ||||||
| Washington Metropolitan Area Transit Authority |
||||||||
| 5.00%, 07/01/2032 |
3,250,000 | 4,034,063 | ||||||
|
|
|
|||||||
| Total District of Columbia |
|
126,346,787 | ||||||
|
|
|
|||||||
| Florida – 6.60% |
||||||||
| Alachua County Health Facilities Authority |
||||||||
| 4.00%, 12/01/2049 |
5,000,000 | 5,592,800 | ||||||
| 5.00%, 12/01/2036 |
1,000,000 | 1,144,110 | ||||||
| 5.00%, 12/01/2044 |
3,350,000 | 3,811,429 | ||||||
| 6.00%, 11/15/2034 |
35,000 | 34,701 | ||||||
| 6.38%, 11/15/2049 |
300,000 | 297,423 | ||||||
| Alachua County School Board |
||||||||
| 5.00%, 07/01/2021 |
1,000,000 | 1,035,740 | ||||||
| 5.00%, 07/01/2027 |
1,155,000 | 1,446,499 | ||||||
| 5.00%, 07/01/2030 |
2,140,000 | 2,812,709 | ||||||
| Brevard County Health Facilities Authority |
||||||||
| 5.00%, 04/01/2039 |
1,335,000 | 1,466,618 | ||||||
| Celebration Pointe Community Development District |
||||||||
| 4.00%, 05/01/2022(3) |
170,000 | 172,360 | ||||||
| Central Florida Expressway Authority |
||||||||
| 5.00%, 07/01/2035 |
5,000,000 | 6,381,050 | ||||||
| Citizens Property Insurance, Inc. |
||||||||
| 5.00%, 06/01/2021 |
355,000 | 365,788 | ||||||
| 5.00%, 06/01/2022 |
2,150,000 | 2,313,099 | ||||||
| City of Jacksonville FL |
||||||||
| 5.00%, 08/15/2028 |
3,045,000 | 3,885,816 | ||||||
| 5.00%, 08/15/2029 |
2,500,000 | 3,250,075 | ||||||
| 5.00%, 08/15/2030 |
1,700,000 | 2,195,856 | ||||||
| 5.00%, 08/15/2031 |
2,250,000 | 2,889,292 | ||||||
| 5.00%, 08/15/2032 |
1,200,000 | 1,530,324 | ||||||
| 5.00%, 08/15/2033 |
1,200,000 | 1,522,020 | ||||||
| 5.00%, 06/01/2053(3) |
1,015,000 | 988,163 | ||||||
| City of Miami Gardens FL |
||||||||
| 5.00%, 07/01/2034 |
1,725,000 | 2,029,704 | ||||||
| City of Orlando FL |
||||||||
| 5.00%, 10/01/2031 |
1,120,000 | 1,456,773 | ||||||
| 5.00%, 10/01/2032 |
1,300,000 | 1,616,511 | ||||||
| 5.00%, 10/01/2032 |
1,680,000 | 2,170,946 | ||||||
| 5.00%, 10/01/2035 |
1,200,000 | 1,533,324 | ||||||
| 5.00%, 10/01/2036 |
1,000,000 | 1,272,760 | ||||||
| City of Orlando FL Tourist Development Tax Revenue |
||||||||
| 5.00%, 11/01/2029 |
2,000,000 | 2,498,900 | ||||||
| City Of South Miami Health Facilities Authority, Inc. |
||||||||
| 5.00%, 08/15/2023 |
250,000 | 281,528 | ||||||
| 5.00%, 08/15/2024 |
400,000 | 465,252 | ||||||
| 5.00%, 08/15/2025 |
700,000 | 840,560 | ||||||
| City of Tallahassee FL |
||||||||
| 5.00%, 12/01/2026 |
1,380,000 | 1,615,580 | ||||||
| City of Tampa FL |
||||||||
| 0.00%, 09/01/2036 |
800,000 | 488,000 | ||||||
| 0.00%, 09/01/2037 |
800,000 | 465,560 | ||||||
| 5.00%, 04/01/2040 |
1,115,000 | 1,253,940 | ||||||
| County of Broward FL |
||||||||
| 5.00%, 04/01/2028 |
560,000 | 616,666 | ||||||
| County of Broward FL Airport System Revenue |
||||||||
| 5.00%, 10/01/2022 |
1,185,000 | 1,284,647 | ||||||
| 5.00%, 10/01/2022 |
1,500,000 | 1,630,830 | ||||||
| 5.00%, 10/01/2023 |
3,620,000 | 4,069,821 | ||||||
| 5.00%, 10/01/2025 |
2,125,000 | 2,538,589 | ||||||
| 5.00%, 10/01/2026 |
1,000,000 | 1,221,200 | ||||||
| 5.00%, 10/01/2026 |
2,915,000 | 3,559,798 | ||||||
| 5.00%, 10/01/2027 |
1,650,000 | 2,054,167 | ||||||
| 5.00%, 10/01/2027 |
3,500,000 | 4,357,325 | ||||||
| 5.00%, 10/01/2028 |
1,500,000 | 1,895,070 | ||||||
| 5.00%, 10/01/2029 |
500,000 | 585,590 | ||||||
| 5.00%, 10/01/2029 |
1,150,000 | 1,474,932 | ||||||
| 5.00%, 10/01/2030 |
405,000 | 493,132 | ||||||
| 5.00%, 10/01/2031 |
1,525,000 | 1,924,733 | ||||||
| 5.00%, 10/01/2036 |
1,350,000 | 1,663,834 | ||||||
| 5.00%, 10/01/2036 |
1,500,000 | 1,780,080 | ||||||
| 5.00%, 10/01/2040 |
10,000,000 | 11,385,400 | ||||||
| 5.00%, 10/01/2042 |
110,000 | 120,565 | ||||||
| County of Broward FL Port Facilities Revenue |
||||||||
| 4.00%, 09/01/2037 |
11,250,000 | 12,136,162 | ||||||
| 5.00%, 09/01/2030 |
310,000 | 394,797 | ||||||
| 5.00%, 09/01/2030 |
1,780,000 | 2,198,852 | ||||||
| 5.00%, 09/01/2032 |
265,000 | 333,184 | ||||||
| 5.00%, 09/01/2034 |
1,925,000 | 2,311,501 | ||||||
| 5.00%, 09/01/2035 |
2,000,000 | 2,391,520 | ||||||
| County of Clay FL Sales Surtax Revenue |
||||||||
| 5.00%, 10/01/2026 |
1,170,000 | 1,470,456 | ||||||
| 5.00%, 10/01/2030 |
1,680,000 | 2,222,993 | ||||||
| 5.00%, 10/01/2031 |
1,375,000 | 1,800,576 | ||||||
| 5.00%, 10/01/2035 |
1,805,000 | 2,300,436 | ||||||
| County of Hillsborough FL Community Investment Tax Revenue |
||||||||
| 5.00%, 11/01/2025 |
1,800,000 | 2,186,784 | ||||||
| County of Lee FL Solid Waste System Revenue |
||||||||
| 5.00%, 10/01/2025 |
3,045,000 | 3,585,548 | ||||||
| County of Miami-Dade FL |
||||||||
| 5.00%, 07/01/2023 |
1,000,000 | 1,130,850 | ||||||
| 5.00%, 07/01/2023 |
7,135,000 | 8,049,707 | ||||||
| 5.00%, 10/01/2024 |
1,785,000 | 2,085,112 | ||||||
| County of Miami-Dade FL Aviation Revenue |
||||||||
| 5.00%, 10/01/2020 |
1,000,000 | 1,000,000 | ||||||
| 5.00%, 10/01/2021 |
690,000 | 720,988 | ||||||
| 5.00%, 10/01/2022 |
485,000 | 486,605 | ||||||
| 5.00%, 10/01/2029 |
200,000 | 227,352 | ||||||
| 5.00%, 10/01/2031 |
3,000,000 | 3,278,670 | ||||||
| 5.00%, 10/01/2031 |
7,500,000 | 8,478,900 | ||||||
| 5.00%, 10/01/2033 |
7,000,000 | 7,867,370 | ||||||
| 5.00%, 10/01/2034 |
5,520,000 | 6,199,457 | ||||||
| 5.00%, 10/01/2035 |
1,000,000 | 1,120,630 | ||||||
| 5.00%, 10/01/2037 |
2,990,000 | 3,383,992 | ||||||
| County of Miami-Dade FL Transit System |
||||||||
| 4.00%, 07/01/2036 |
1,755,000 | 1,978,096 | ||||||
| County of Miami-Dade FL Water & Sewer System Revenue |
||||||||
| 5.00%, 10/01/2031 |
4,000,000 | 4,789,320 | ||||||
| 5.00%, 10/01/2032 |
1,275,000 | 1,525,219 | ||||||
| County of Miami-Dade Seaport Department |
||||||||
| 6.00%, 10/01/2038 |
7,000,000 | 7,933,940 | ||||||
| 6.25%, 10/01/2038 |
2,000,000 | 2,270,720 | ||||||
| County of Palm Beach FL |
||||||||
| 5.00%, 05/01/2029 |
1,915,000 | 2,364,316 |
| County of St Lucie FL |
||||||||
| 0.15%, 09/01/2028(1) |
5,000,000 | 5,000,000 | ||||||
| 0.17%, 05/01/2024(1) |
2,500,000 | 2,500,000 | ||||||
| Crossings At Fleming Island Community Development District |
||||||||
| 4.50%, 05/01/2030 |
190,000 | 195,797 | ||||||
| Escambia County Health Facilities Authority |
||||||||
| 4.00%, 08/15/2045 |
1,305,000 | 1,426,835 | ||||||
| Esplanade Lake Club Community Development District |
||||||||
| 3.25%, 11/01/2025 |
250,000 | 254,602 | ||||||
| 3.25%, 11/01/2025 |
250,000 | 254,605 | ||||||
| Florida Development Finance Corp. |
||||||||
| 5.00%, 04/01/2028 |
315,000 | 386,675 | ||||||
| 5.00%, 04/01/2029 |
250,000 | 309,915 | ||||||
| 5.00%, 05/01/2029(3) |
2,625,000 | 2,804,104 | ||||||
| 5.00%, 02/15/2031 |
750,000 | 828,825 | ||||||
| 5.00%, 02/15/2038 |
600,000 | 655,308 | ||||||
| 5.00%, 02/15/2048 |
1,600,000 | 1,735,568 | ||||||
| Florida Higher Educational Facilities Financial Authority |
||||||||
| 5.00%, 10/01/2029 |
1,000,000 | 1,136,410 | ||||||
| 5.00%, 10/01/2033 |
1,000,000 | 1,110,840 | ||||||
| 5.00%, 06/01/2048(3) |
2,310,000 | 2,269,067 | ||||||
| Florida Housing Finance Corp. |
||||||||
| 3.50%, 07/01/2051 |
2,750,000 | 3,072,905 | ||||||
| Florida Municipal Power Agency |
||||||||
| 5.00%, 10/01/2025 |
3,475,000 | 4,192,796 | ||||||
| Greater Orlando Aviation Authority |
||||||||
| 5.00%, 10/01/2022 |
1,000,000 | 1,084,720 | ||||||
| 5.00%, 10/01/2024 |
8,935,000 | 10,375,858 | ||||||
| 5.00%, 10/01/2026 |
500,000 | 609,305 | ||||||
| 5.00%, 10/01/2030 |
1,000,000 | 1,211,000 | ||||||
| 5.00%, 10/01/2031 |
2,000,000 | 2,347,640 | ||||||
| 5.00%, 10/01/2033 |
2,020,000 | 2,355,179 | ||||||
| 5.00%, 10/01/2033 |
6,705,000 | 8,327,141 | ||||||
| Halifax Hospital Medical Center |
||||||||
| 5.00%, 06/01/2036 |
3,000,000 | 3,438,750 | ||||||
| Harbor Bay Community Development District |
||||||||
| 3.10%, 05/01/2024 |
95,000 | 96,346 | ||||||
| 3.10%, 05/01/2024 |
400,000 | 405,636 | ||||||
| 3.10%, 05/01/2024 |
455,000 | 461,438 | ||||||
| Hernando County School District |
||||||||
| 5.00%, 07/01/2024 |
805,000 | 939,298 | ||||||
| Highlands County Health Facilities Authority |
||||||||
| 0.12%, 11/15/2035(1) |
1,000,000 | 1,000,000 | ||||||
| Hillsborough County Aviation Authority |
||||||||
| 5.00%, 10/01/2032 |
375,000 | 468,352 | ||||||
| 5.00%, 10/01/2033 |
465,000 | 578,000 | ||||||
| 5.00%, 10/01/2034 |
2,150,000 | 2,665,935 | ||||||
| 5.00%, 10/01/2035 |
2,275,000 | 2,809,739 | ||||||
| 5.00%, 10/01/2036 |
2,650,000 | 3,260,109 | ||||||
| 5.00%, 10/01/2040 |
12,500,000 | 14,141,875 | ||||||
| Hillsborough County Port District |
||||||||
| 5.00%, 06/01/2038 |
900,000 | 1,054,035 | ||||||
| Hillsborough County School Board |
||||||||
| 5.00%, 07/01/2029 |
1,795,000 | 2,382,342 | ||||||
| JEA Electric System Revenue |
||||||||
| 5.00%, 10/01/2026 |
1,120,000 | 1,383,827 | ||||||
| 5.00%, 10/01/2031 |
1,360,000 | 1,773,250 | ||||||
| 5.00%, 10/01/2033 |
2,130,000 | 2,741,310 | ||||||
| 5.00%, 10/01/2034 |
1,215,000 | 1,559,270 | ||||||
| JEA Water & Sewer System Revenue |
||||||||
| 0.16%, 10/01/2036(1) |
530,000 | 530,000 | ||||||
| Lakewood Ranch Stewardship District |
||||||||
| 3.13%, 05/01/2025 |
315,000 | 320,043 | ||||||
| 3.13%, 05/01/2030(3) |
310,000 | 310,518 | ||||||
| 3.40%, 05/01/2030 |
370,000 | 377,448 | ||||||
| 3.50%, 05/01/2024 |
120,000 | 122,466 | ||||||
| 4.00%, 05/01/2022 |
260,000 | 263,887 | ||||||
| 4.00%, 05/01/2040 |
600,000 | 617,856 | ||||||
| 4.00%, 05/01/2050 |
1,000,000 | 1,013,500 | ||||||
| 4.35%, 05/01/2024 |
1,275,000 | 1,307,347 | ||||||
| 4.55%, 05/01/2024(3) |
775,000 | 794,561 | ||||||
| Lee County Industrial Development Authority |
||||||||
| 5.00%, 11/15/2039 |
1,850,000 | 2,028,118 | ||||||
| 5.63%, 12/01/2037(3) |
250,000 | 252,398 |
| 5.75%, 12/01/2052(3) |
750,000 | 744,495 | ||||||
| Lee County School Board |
||||||||
| 5.00%, 08/01/2028 |
3,275,000 | 4,247,217 | ||||||
| Lee Memorial Health System |
||||||||
| 5.00%, 04/01/2033(1) |
2,850,000 | 3,306,485 | ||||||
| 5.00%, 04/01/2035 |
6,575,000 | 8,221,117 | ||||||
| 5.00%, 04/01/2037 |
2,060,000 | 2,548,385 | ||||||
| LT Ranch Community Development District |
||||||||
| 3.00%, 05/01/2025 |
835,000 | 839,208 | ||||||
| Manatee County School District |
||||||||
| 5.00%, 10/01/2025 |
520,000 | 622,892 | ||||||
| Marion County School Board |
||||||||
| 5.00%, 06/01/2026 |
1,455,000 | 1,733,953 | ||||||
| Martin County Health Facilities Authority |
||||||||
| 5.00%, 11/15/2023 |
800,000 | 918,000 | ||||||
| Miami-Dade County Educational Facilities Authority |
||||||||
| 5.00%, 04/01/2040 |
2,855,000 | 3,184,753 | ||||||
| 5.00%, 04/01/2045 |
1,010,000 | 1,118,696 | ||||||
| Miami-Dade County Expressway Authority |
||||||||
| 5.00%, 07/01/2030 |
1,225,000 | 1,476,934 | ||||||
| Miami-Dade County Health Facilities Authority |
||||||||
| 5.00%, 08/01/2025 |
110,000 | 131,067 | ||||||
| 5.00%, 08/01/2026 |
155,000 | 189,458 | ||||||
| 5.00%, 08/01/2027 |
345,000 | 430,315 | ||||||
| 5.00%, 08/01/2028 |
400,000 | 493,716 | ||||||
| 5.00%, 08/01/2029 |
480,000 | 589,075 | ||||||
| 5.00%, 08/01/2030 |
680,000 | 827,784 | ||||||
| 5.00%, 08/01/2032 |
750,000 | 903,758 | ||||||
| Miami-Dade County Industrial Development Authority |
||||||||
| 1.50%, 09/01/2027(1) |
6,500,000 | 6,506,500 | ||||||
| Monroe County School District |
||||||||
| 5.00%, 06/01/2033 |
540,000 | 664,443 | ||||||
| 5.00%, 06/01/2035 |
500,000 | 611,360 | ||||||
| Orange County Convention Center |
||||||||
| 5.00%, 10/01/2023 |
1,510,000 | 1,685,236 | ||||||
| Orange County Health Facilities Authority |
||||||||
| 0.11%, 01/01/2037(1) |
900,000 | 900,000 | ||||||
| 5.00%, 10/01/2039 |
750,000 | 875,933 | ||||||
| Orange County School Board |
||||||||
| 5.00%, 08/01/2029 |
1,000,000 | 1,198,860 | ||||||
| Palm Beach County Health Facilities Authority |
||||||||
| 5.00%, 12/01/2023 |
50,000 | 57,394 | ||||||
| 5.00%, 05/15/2024 |
615,000 | 668,321 | ||||||
| 5.00%, 12/01/2024 |
105,000 | 125,213 | ||||||
| 5.00%, 06/01/2055 |
2,500,000 | 2,581,750 | ||||||
| 7.50%, 06/01/2049 |
100,000 | 109,441 | ||||||
| 7.50%, 06/01/2049 |
1,875,000 | 2,052,581 | ||||||
| Palm Beach County School District |
||||||||
| 5.00%, 08/01/2023 |
500,000 | 565,550 | ||||||
| 5.00%, 08/01/2024 |
220,000 | 258,936 | ||||||
| 5.00%, 08/01/2026 |
1,065,000 | 1,338,098 | ||||||
| 5.00%, 08/01/2026 |
3,750,000 | 4,711,613 | ||||||
| 5.00%, 08/01/2030 |
4,520,000 | 5,433,130 | ||||||
| 5.00%, 08/01/2032 |
3,000,000 | 3,576,150 | ||||||
| Pasco County School Board |
||||||||
| 5.00%, 08/01/2030 |
450,000 | 601,938 | ||||||
| 5.00%, 08/01/2033 |
1,000,000 | 1,311,180 | ||||||
| Pinellas County Industrial Development Authority |
||||||||
| 5.00%, 07/01/2039 |
375,000 | 420,353 | ||||||
| Portico Community Development District |
||||||||
| 2.80%, 05/01/2025 |
1,000,000 | 1,001,730 | ||||||
| Sarasota County Health Facilities Authority |
||||||||
| 5.00%, 01/01/2042 |
750,000 | 796,163 | ||||||
| 5.00%, 01/01/2047 |
875,000 | 925,873 | ||||||
| School Board of Miami-Dade County |
||||||||
| 5.00%, 05/01/2025 |
3,000,000 | 3,614,010 | ||||||
| 5.00%, 05/01/2026 |
1,000,000 | 1,195,640 | ||||||
| 5.00%, 05/01/2028 |
2,785,000 | 3,310,418 | ||||||
| 5.00%, 02/01/2030 |
500,000 | 604,665 | ||||||
| 5.00%, 05/01/2031(1) |
5,000,000 | 5,789,650 | ||||||
| 5.00%, 05/01/2031 |
5,000,000 | 5,925,950 | ||||||
| School District of Broward County |
||||||||
| 5.00%, 07/01/2022 |
1,000,000 | 1,083,310 | ||||||
| 5.00%, 07/01/2028 |
1,500,000 | 1,881,480 |
| 5.00%, 07/01/2029 |
2,545,000 | 3,173,488 | ||||||
| 5.00%, 07/01/2030 |
3,955,000 | 5,282,812 | ||||||
| 5.00%, 07/01/2030 |
5,500,000 | 6,481,200 | ||||||
| 5.00%, 07/01/2031 |
1,000,000 | 1,327,150 | ||||||
| 5.00%, 07/01/2033 |
5,000,000 | 6,546,800 | ||||||
| Seminole County Industrial Development Authority |
||||||||
| 3.75%, 11/15/2025 |
2,690,000 | 2,513,079 | ||||||
| St Johns County School Board |
||||||||
| 5.00%, 07/01/2029 |
1,250,000 | 1,645,588 | ||||||
| 5.00%, 07/01/2030 |
1,500,000 | 1,954,845 | ||||||
| 5.00%, 07/01/2031 |
1,000,000 | 1,295,590 | ||||||
| State of Florida |
||||||||
| 5.00%, 06/01/2023 |
2,425,000 | 2,734,939 | ||||||
| 5.00%, 06/01/2024 |
2,415,000 | 2,834,534 | ||||||
| 5.00%, 07/01/2024 |
2,460,000 | 2,895,518 | ||||||
| State of Florida Lottery Revenue |
||||||||
| 5.00%, 07/01/2024 |
1,400,000 | 1,644,986 | ||||||
| 5.00%, 07/01/2024 |
4,000,000 | 4,699,960 | ||||||
| Sunshine Skyway Bridge |
||||||||
| 4.00%, 07/01/2037 |
2,355,000 | 2,774,802 | ||||||
| Tampa Bay Water |
||||||||
| 5.50%, 10/01/2022 |
1,000,000 | 1,105,800 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.27%, 01/01/2028(1)(3) |
6,300,000 | 6,300,000 | ||||||
| 0.39%, 10/01/2023(1)(3) |
2,700,000 | 2,700,000 | ||||||
| Tolomato Community Development District |
||||||||
| 2.00%, 05/01/2021 |
580,000 | 584,936 | ||||||
| 2.00%, 05/01/2022 |
605,000 | 618,885 | ||||||
| 2.00%, 05/01/2023 |
1,250,000 | 1,295,863 | ||||||
| 2.00%, 05/01/2024 |
1,300,000 | 1,361,516 | ||||||
| 2.10%, 05/01/2025 |
1,345,000 | 1,424,274 | ||||||
| 3.50%, 05/01/2024 |
465,000 | 478,745 | ||||||
| Town of Davie FL |
||||||||
| 5.00%, 04/01/2048 |
1,440,000 | 1,637,050 | ||||||
| Village Community Development District No 13 |
||||||||
| 3.00%, 05/01/2029 |
1,000,000 | 1,034,040 | ||||||
| 3.38%, 05/01/2034 |
1,000,000 | 1,039,780 | ||||||
| Volusia County Educational Facility Authority |
||||||||
| 4.00%, 10/15/2037 |
740,000 | 848,469 | ||||||
| 5.00%, 10/15/2044 |
390,000 | 475,601 | ||||||
| 5.00%, 10/15/2049 |
730,000 | 884,015 | ||||||
| Volusia County School Board |
||||||||
| 5.00%, 08/01/2024 |
2,100,000 | 2,439,381 | ||||||
| West Villages Improvement District |
||||||||
| 4.00%, 05/01/2024 |
400,000 | 409,748 | ||||||
| Westside Community Development District |
||||||||
| 3.50%, 05/01/2024(3) |
470,000 | 475,664 | ||||||
|
|
|
|||||||
| Total Florida |
|
473,377,626 | ||||||
|
|
|
|||||||
| Georgia – 3.61% |
||||||||
| Atlanta Development Authority |
||||||||
| 6.75%, 01/01/2035 |
2,200,000 | 1,834,228 | ||||||
| 7.00%, 01/01/2040 |
985,000 | 820,761 | ||||||
| Augusta GA Airport Revenue |
||||||||
| 5.00%, 01/01/2027 |
370,000 | 400,580 | ||||||
| Bartow County Development Authority |
||||||||
| 1.55%, 08/01/2043(1) |
3,000,000 | 3,036,840 | ||||||
| Brookhaven Development Authority |
||||||||
| 5.00%, 07/01/2025 |
1,400,000 | 1,693,034 | ||||||
| 5.00%, 07/01/2031 |
650,000 | 848,360 | ||||||
| 5.00%, 07/01/2032 |
1,000,000 | 1,294,540 | ||||||
| 5.00%, 07/01/2033 |
1,135,000 | 1,458,918 | ||||||
| 5.00%, 07/01/2037 |
1,800,000 | 2,277,666 | ||||||
| Burke County Development Authority |
||||||||
| 0.16%, 11/01/2052(1) |
5,195,000 | 5,195,000 | ||||||
| 2.25%, 10/01/2032(1) |
2,800,000 | 2,901,836 | ||||||
| 2.93%, 11/01/2053(1) |
2,940,000 | 3,138,097 | ||||||
| 3.25%, 11/01/2045(1) |
3,000,000 | 3,237,960 | ||||||
| City of Atlanta GA Department of Aviation |
||||||||
| 5.00%, 01/07/2024 |
1,400,000 | 1,636,502 | ||||||
| 5.00%, 01/07/2024 |
1,530,000 | 1,772,429 | ||||||
| 5.00%, 01/07/2025 |
2,580,000 | 3,084,751 | ||||||
| 5.00%, 01/07/2025 |
5,735,000 | 6,940,210 | ||||||
| 5.00%, 01/07/2026 |
6,945,000 | 8,642,983 | ||||||
| 5.00%, 01/07/2027 |
2,635,000 | 3,355,304 | ||||||
| City of Atlanta GA Water & Wastewater Revenue |
||||||||
| 5.00%, 11/01/2040 |
14,595,000 | 17,255,377 | ||||||
| City of East Point GA |
||||||||
| 5.00%, 08/01/2021 |
250,000 | 259,182 | ||||||
| Cobb County Kennestone Hospital Authority |
||||||||
| 4.00%, 04/01/2033 |
500,000 | 590,005 | ||||||
| 5.00%, 04/01/2047 |
1,150,000 | 1,345,442 | ||||||
| Columbus Medical Center Hospital Authority |
||||||||
| 5.00%, 07/01/2054(1) |
2,700,000 | 3,409,857 | ||||||
| 5.00%, 07/01/2054(1) |
3,330,000 | 4,028,035 | ||||||
| DeKalb Private Hospital Authority |
||||||||
| 5.00%, 07/01/2027 |
1,235,000 | 1,575,267 | ||||||
| Development Authority for Fulton County |
||||||||
| 5.00%, 04/01/2023 |
300,000 | 333,354 | ||||||
| 5.00%, 06/15/2044 |
580,000 | 716,497 | ||||||
| 5.00%, 04/01/2047 |
1,750,000 | 2,047,412 | ||||||
| Development Authority of Burke County |
||||||||
| 1.50%, 01/01/2040(1) |
4,000,000 | 4,023,520 | ||||||
| 1.70%, 12/01/2049(1) |
2,400,000 | 2,469,624 | ||||||
| Development Authority of Monroe County |
||||||||
| 0.15%, 09/01/2037(1) |
3,000,000 | 3,000,000 | ||||||
| Development Authority Of The City Of Marietta |
||||||||
| 5.00%, 11/01/2037(3) |
625,000 | 651,581 | ||||||
| 5.00%, 11/01/2047(3) |
500,000 | 513,165 | ||||||
| Fayette County Hospital Authority |
||||||||
| 5.00%, 07/01/2054(1) |
1,300,000 | 1,483,625 | ||||||
| Fulton County Residential Care Facilities for the Elderly Authority |
||||||||
| 5.00%, 04/01/2047(3) |
700,000 | 689,885 | ||||||
| 5.00%, 04/01/2054(3) |
550,000 | 535,183 | ||||||
| Gainesville & Hall County Hospital Authority |
||||||||
| 5.50%, 02/15/2042 |
650,000 | 790,049 | ||||||
| Griffin-Spalding County Hospital Authority |
||||||||
| 3.00%, 04/01/2027 |
635,000 | 711,232 | ||||||
| LaGrange-Troup County Hospital Authority |
||||||||
| 5.00%, 04/01/2024 |
500,000 | 576,110 | ||||||
| Macon-Bibb County Urban Development Authority |
||||||||
| 5.75%, 06/15/2037(3) |
1,000,000 | 1,037,570 | ||||||
| Main Street Natural Gas, Inc. |
||||||||
| 0.85% (1 Month LIBOR USD + 0.75%), 04/01/2048(2) |
6,400,000 | 6,392,896 | ||||||
| 0.93% (1 Month LIBOR USD + 0.83%), 08/01/2048(2) |
1,700,000 | 1,701,122 | ||||||
| 4.00%, 04/01/2048(1) |
3,600,000 | 3,937,824 | ||||||
| 4.00%, 08/01/2048(1) |
7,975,000 | 8,780,395 | ||||||
| 4.00%, 08/01/2049(1) |
52,070,000 | 59,070,291 | ||||||
| 4.00%, 03/01/2050(1) |
20,000,000 | 23,228,800 | ||||||
| 5.00%, 05/15/2027 |
3,000,000 | 3,639,390 | ||||||
| 5.00%, 05/15/2028 |
2,500,000 | 3,080,250 | ||||||
| 5.00%, 05/15/2043 |
4,520,000 | 5,318,006 | ||||||
| Monroe County Development Authority |
||||||||
| 2.35%, 10/01/2048(1) |
500,000 | 501,785 | ||||||
| Municipal Electric Authority of Georgia |
||||||||
| 5.00%, 01/01/2024 |
830,000 | 945,793 | ||||||
| 5.00%, 01/01/2025 |
350,000 | 412,174 | ||||||
| 5.00%, 01/01/2025 |
900,000 | 1,059,876 | ||||||
| 5.00%, 01/01/2026 |
300,000 | 364,089 | ||||||
| 5.00%, 01/01/2026 |
320,000 | 388,362 | ||||||
| 5.00%, 01/01/2027 |
300,000 | 373,404 | ||||||
| 5.00%, 01/01/2028 |
25,000 | 31,842 | ||||||
| 5.00%, 01/01/2028 |
750,000 | 955,245 | ||||||
| 5.00%, 01/01/2030 |
1,000,000 | 1,273,940 | ||||||
| 5.00%, 01/01/2031 |
685,000 | 878,951 | ||||||
| 5.00%, 01/01/2049 |
3,610,000 | 4,316,838 | ||||||
| Private Colleges & Universities Authority |
||||||||
| 4.00%, 09/01/2037 |
8,350,000 | 10,055,905 | ||||||
| 4.00%, 09/01/2038 |
4,665,000 | 5,597,860 | ||||||
| 5.00%, 09/01/2025 |
1,810,000 | 2,223,513 | ||||||
| 5.00%, 04/01/2027 |
1,900,000 | 2,135,315 | ||||||
| 5.00%, 04/01/2044 |
1,000,000 | 1,084,690 | ||||||
| Savannah Economic Development Authority |
||||||||
| 7.25%, 01/01/2049 |
120,000 | 130,612 | ||||||
| State of Georgia |
||||||||
| 4.00%, 08/01/2034 |
6,455,000 | 8,076,754 | ||||||
| 5.00%, 07/01/2023 |
1,000,000 | 1,132,920 | ||||||
|
|
|
|||||||
| Total Georgia |
|
258,700,813 | ||||||
|
|
|
|||||||
| Guam – 0.06% |
||||||||
| Guam Government Waterworks Authority |
||||||||
| 5.00%, 07/01/2035 |
1,550,000 | 1,709,774 | ||||||
| Territory of Guam |
||||||||
| 5.00%, 11/15/2031 |
2,410,000 | 2,526,475 | ||||||
|
|
|
|||||||
| Total Guam |
|
4,236,249 | ||||||
|
|
|
|||||||
| Hawaii – 0.62% |
||||||||
| City & County of Honolulu HI |
||||||||
| 5.00%, 09/01/2024 |
1,275,000 | 1,511,283 | ||||||
| 5.00%, 10/01/2029 |
2,000,000 | 2,425,160 | ||||||
| 5.00%, 07/01/2034 |
810,000 | 1,079,179 | ||||||
| 5.00%, 07/01/2035 |
1,345,000 | 1,784,304 | ||||||
| State of Hawaii |
||||||||
| 5.00%, 08/01/2023 |
1,925,000 | 2,184,971 | ||||||
| 5.00%, 01/01/2030 |
2,330,000 | 3,067,072 | ||||||
| 5.00%, 01/01/2032 |
12,800,000 | 16,653,568 | ||||||
| 5.00%, 01/01/2033 |
9,500,000 | 12,283,120 | ||||||
| State of Hawaii Airports System Revenue |
||||||||
| 5.00%, 07/01/2031 |
1,275,000 | 1,559,708 | ||||||
| 5.00%, 07/01/2032 |
1,500,000 | 1,821,555 | ||||||
|
|
|
|||||||
| Total Hawaii |
|
44,369,920 | ||||||
|
|
|
|||||||
| Idaho – 0.05% |
||||||||
| Idaho Health Facilities Authority |
||||||||
| 5.00%, 03/01/2034 |
3,155,000 | 3,510,221 | ||||||
| Idaho Housing & Finance Association |
||||||||
| 4.00%, 01/01/2050 |
265,000 | 296,143 | ||||||
|
|
|
|||||||
| Total Idaho |
|
3,806,364 | ||||||
|
|
|
|||||||
| Illinois – 9.05% |
||||||||
| Champaign County Community Unit School District No 4 Champaign |
||||||||
| 0.00%, 01/01/2025 |
485,000 | 469,562 | ||||||
| Chicago Board of Education |
||||||||
| 0.00%, 12/01/2025 |
265,000 | 232,503 | ||||||
| 0.00%, 12/01/2025 |
345,000 | 297,645 | ||||||
| 5.00%, 12/01/2021 |
1,000,000 | 1,034,900 | ||||||
| 5.00%, 12/01/2023 |
2,000,000 | 2,160,800 | ||||||
| 5.00%, 12/01/2024 |
130,000 | 142,629 | ||||||
| 5.00%, 12/01/2024 |
2,175,000 | 2,386,301 | ||||||
| 5.00%, 12/01/2025 |
475,000 | 528,884 | ||||||
| 5.00%, 12/01/2025 |
1,160,000 | 1,291,590 | ||||||
| 5.00%, 12/01/2025 |
2,500,000 | 2,967,400 | ||||||
| 5.00%, 12/01/2026 |
145,000 | 162,968 | ||||||
| 5.00%, 12/01/2026 |
3,660,000 | 4,113,547 | ||||||
| 5.00%, 12/01/2027 |
850,000 | 958,910 | ||||||
| 5.00%, 12/01/2028 |
310,000 | 351,531 | ||||||
| 5.00%, 12/01/2028 |
1,270,000 | 1,440,142 | ||||||
| 5.00%, 12/01/2029 |
385,000 | 436,782 | ||||||
| 5.00%, 12/01/2029 |
540,000 | 612,630 | ||||||
| 5.00%, 12/01/2030 |
2,000,000 | 2,246,420 | ||||||
| 5.00%, 12/01/2030 |
2,430,000 | 2,729,400 | ||||||
| 5.00%, 12/01/2031 |
2,185,000 | 2,439,531 | ||||||
| 5.00%, 12/01/2033 |
300,000 | 329,346 | ||||||
| 5.00%, 12/01/2034 |
250,000 | 303,527 | ||||||
| 5.00%, 12/01/2041 |
785,000 | 792,677 | ||||||
| 5.00%, 12/01/2042 |
200,000 | 203,018 | ||||||
| 5.00%, 12/01/2046 |
1,455,000 | 1,549,284 | ||||||
| 5.25%, 12/01/2041 |
3,000,000 | 3,041,190 | ||||||
| 6.50%, 12/01/2046 |
100,000 | 116,892 | ||||||
| 6.75%, 12/01/2030(3) |
1,500,000 | 1,865,970 | ||||||
| 7.00%, 12/01/2046(3) |
400,000 | 493,464 | ||||||
| Chicago Midway International Airport |
||||||||
| 5.00%, 01/01/2021 |
5,000,000 | 5,048,650 | ||||||
| 5.00%, 01/01/2027 |
1,800,000 | 2,116,152 | ||||||
| 5.00%, 01/01/2032 |
2,000,000 | 2,198,220 | ||||||
| 5.00%, 01/01/2034 |
1,000,000 | 1,094,470 | ||||||
| 5.00%, 01/01/2041 |
835,000 | 954,063 | ||||||
| 5.00%, 01/01/2046 |
300,000 | 340,986 | ||||||
| 5.50%, 01/01/2028 |
5,000,000 | 5,466,150 | ||||||
| Chicago O’Hare International Airport |
||||||||
| 4.00%, 01/01/2035 |
4,060,000 | 4,640,742 | ||||||
| 4.00%, 01/01/2036 |
3,285,000 | 3,737,739 | ||||||
| 5.00%, 01/01/2021 |
1,535,000 | 1,549,982 | ||||||
| 5.00%, 01/01/2022 |
520,000 | 545,511 | ||||||
| 5.00%, 01/01/2023 |
1,000,000 | 1,103,100 | ||||||
| 5.00%, 01/01/2024 |
500,000 | 572,580 | ||||||
| 5.00%, 01/01/2024 |
1,865,000 | 2,106,517 | ||||||
| 5.00%, 01/01/2025 |
415,000 | 484,927 | ||||||
| 5.00%, 01/01/2026 |
1,500,000 | 1,828,215 | ||||||
| 5.00%, 01/01/2027 |
385,000 | 468,761 | ||||||
| 5.00%, 01/01/2028 |
1,000,000 | 1,207,560 | ||||||
| 5.00%, 01/01/2028 |
1,500,000 | 1,901,370 | ||||||
| 5.00%, 01/01/2030 |
520,000 | 649,022 | ||||||
| 5.00%, 01/01/2030 |
2,000,000 | 2,327,000 | ||||||
| 5.00%, 01/01/2030 |
3,105,000 | 3,580,500 | ||||||
| 5.00%, 01/01/2031 |
660,000 | 782,146 | ||||||
| 5.00%, 01/01/2031 |
700,000 | 805,322 | ||||||
| 5.00%, 01/01/2031 |
835,000 | 1,035,375 | ||||||
| 5.00%, 01/01/2032 |
1,140,000 | 1,405,506 | ||||||
| 5.00%, 01/01/2032 |
1,300,000 | 1,490,957 | ||||||
| 5.00%, 01/01/2032 |
11,555,000 | 13,376,530 | ||||||
| 5.00%, 01/01/2033 |
345,000 | 399,279 | ||||||
| 5.00%, 01/01/2033 |
1,200,000 | 1,470,348 | ||||||
| 5.00%, 01/01/2033 |
2,520,000 | 2,909,315 | ||||||
| 5.00%, 07/01/2033 |
550,000 | 640,161 | ||||||
| 5.00%, 01/01/2034 |
400,000 | 461,600 | ||||||
| 5.00%, 01/01/2035 |
1,285,000 | 1,563,254 | ||||||
| 5.00%, 01/01/2036 |
430,000 | 493,898 | ||||||
| 5.00%, 01/01/2042 |
500,000 | 572,540 | ||||||
| 5.00%, 01/01/2048 |
1,025,000 | 1,201,607 | ||||||
| 5.00%, 01/01/2053 |
615,000 | 722,268 | ||||||
| Chicago Park District |
||||||||
| 4.00%, 01/01/2022 |
500,000 | 515,945 | ||||||
| 5.00%, 01/01/2025 |
500,000 | 505,990 | ||||||
| 5.00%, 01/01/2029 |
3,000,000 | 3,327,870 | ||||||
| 5.00%, 01/01/2036 |
480,000 | 494,976 | ||||||
| Chicago Transit Authority |
||||||||
| 5.00%, 06/01/2022 |
265,000 | 283,860 | ||||||
| 5.00%, 06/01/2023 |
240,000 | 266,798 | ||||||
| 5.00%, 06/01/2024 |
200,000 | 229,836 | ||||||
| 5.00%, 06/01/2025 |
200,000 | 237,134 | ||||||
| 5.00%, 06/01/2026 |
160,000 | 194,309 | ||||||
| 5.00%, 06/01/2026 |
8,275,000 | 10,049,408 | ||||||
| 5.25%, 06/01/2024 |
2,000,000 | 2,062,320 | ||||||
| City of Chicago IL |
||||||||
| 5.00%, 01/01/2022 |
460,000 | 487,430 | ||||||
| 5.00%, 01/01/2027 |
500,000 | 598,865 | ||||||
| 5.00%, 01/01/2027 |
2,000,000 | 2,150,680 | ||||||
| 5.00%, 01/01/2031 |
1,000,000 | 1,066,510 | ||||||
| 5.00%, 01/01/2035 |
750,000 | 772,672 | ||||||
| 5.00%, 01/01/2035 |
2,650,000 | 2,705,729 | ||||||
| 5.00%, 01/01/2039 |
1,200,000 | 1,233,084 | ||||||
| 5.25%, 01/01/2027 |
2,435,000 | 2,585,897 | ||||||
| 5.50%, 01/01/2035 |
1,000,000 | 1,049,980 | ||||||
| 5.75%, 01/01/2034 |
2,000,000 | 2,164,500 | ||||||
| City of Chicago IL Motor Fuel Tax Revenue |
||||||||
| 5.00%, 01/01/2025 |
2,000,000 | 2,107,480 | ||||||
| City of Chicago IL Wastewater Transmission Revenue |
||||||||
| 5.00%, 01/01/2023 |
450,000 | 491,080 | ||||||
| 5.00%, 01/01/2024 |
500,000 | 565,095 | ||||||
| 5.00%, 01/01/2028 |
3,000,000 | 3,129,090 | ||||||
| 5.00%, 01/01/2028 |
2,900,000 | 3,211,605 | ||||||
| 5.00%, 01/01/2029 |
1,300,000 | 1,447,563 | ||||||
| 5.00%, 01/01/2030 |
1,000,000 | 1,216,940 | ||||||
| 5.00%, 01/01/2030 |
1,310,000 | 1,518,866 | ||||||
| 5.00%, 01/01/2033 |
2,000,000 | 2,276,060 | ||||||
| 5.00%, 01/01/2039 |
1,000,000 | 1,139,790 | ||||||
| City of Chicago IL Waterworks Revenue |
||||||||
| 4.00%, 11/01/2023 |
1,025,000 | 1,080,514 | ||||||
| 5.00%, 11/01/2020 |
1,030,000 | 1,033,626 | ||||||
| 5.00%, 11/01/2021 |
1,525,000 | 1,596,812 | ||||||
| 5.00%, 11/01/2022 |
1,000,000 | 1,083,590 | ||||||
| 5.00%, 11/01/2023 |
650,000 | 729,709 | ||||||
| 5.00%, 11/01/2024 |
250,000 | 289,765 | ||||||
| 5.00%, 11/01/2024 |
1,000,000 | 1,159,060 | ||||||
| 5.00%, 11/01/2024 |
1,150,000 | 1,332,919 | ||||||
| 5.00%, 11/01/2025 |
1,000,000 | 1,154,820 | ||||||
| 5.00%, 11/01/2026 |
1,000,000 | 1,144,920 | ||||||
| 5.00%, 11/01/2033 |
500,000 | 563,600 | ||||||
| City of Springfield IL |
||||||||
| 5.00%, 12/01/2024 |
340,000 | 395,825 |
| 5.00%, 12/01/2025 |
395,000 | 473,226 | ||||||
| 5.00%, 12/01/2026 |
160,000 | 188,061 | ||||||
| City of Waukegan IL |
||||||||
| 4.00%, 12/30/2024 |
540,000 | 610,929 | ||||||
| City of Waukegan IL Water & Sewer System Revenue |
||||||||
| 4.00%, 12/30/2036 |
500,000 | 569,585 | ||||||
| 5.00%, 12/30/2031 |
635,000 | 799,643 | ||||||
| Cook County Community College District No 508 |
||||||||
| 5.25%, 12/01/2028 |
1,150,000 | 1,225,474 | ||||||
| Cook Kane Lake & McHenry Counties Community College District No 512 |
||||||||
| 5.00%, 12/01/2024 |
850,000 | 1,010,242 | ||||||
| County of Cook IL |
||||||||
| 5.00%, 11/15/2023 |
3,090,000 | 3,501,990 | ||||||
| 5.00%, 11/15/2026 |
1,000,000 | 1,004,510 | ||||||
| 5.00%, 11/15/2026 |
1,450,000 | 1,765,273 | ||||||
| 5.00%, 11/15/2029 |
1,000,000 | 1,196,510 | ||||||
| 5.00%, 11/15/2030 |
500,000 | 595,525 | ||||||
| 5.00%, 11/15/2034 |
1,200,000 | 1,406,640 | ||||||
| 5.25%, 11/15/2022 |
405,000 | 407,146 | ||||||
| 5.25%, 11/15/2028 |
1,035,000 | 1,078,791 | ||||||
| County of Cook IL Sales Tax Revenue |
||||||||
| 5.00%, 11/15/2029 |
1,085,000 | 1,180,947 | ||||||
| 5.00%, 11/15/2033 |
2,795,000 | 3,355,509 | ||||||
| 5.25%, 11/15/2035 |
3,000,000 | 3,629,610 | ||||||
| County of Kankakee IL |
||||||||
| 4.00%, 12/01/2020 |
515,000 | 517,596 | ||||||
| County of Kendall IL |
||||||||
| 5.00%, 12/15/2024 |
2,190,000 | 2,583,302 | ||||||
| Illinois Development Finance Authority |
||||||||
| 0.10%, 10/01/2029(1) |
5,415,000 | 5,415,000 | ||||||
| Illinois Finance Authority |
||||||||
| 1.75%, 11/15/2042(1) |
1,770,000 | 1,782,833 | ||||||
| 2.25%, 11/15/2042(1) |
500,000 | 515,310 | ||||||
| 3.00%, 07/01/2035 |
2,250,000 | 2,414,430 | ||||||
| 3.63%, 02/15/2032 |
355,000 | 390,376 | ||||||
| 3.75%, 02/15/2034 |
200,000 | 221,254 | ||||||
| 4.00%, 05/15/2023 |
35,000 | 38,347 | ||||||
| 4.00%, 05/15/2023 |
245,000 | 253,815 | ||||||
| 4.00%, 11/01/2030 |
2,500,000 | 2,851,850 | ||||||
| 4.00%, 09/01/2032 |
40,000 | 41,644 | ||||||
| 4.00%, 02/15/2036 |
800,000 | 895,776 | ||||||
| 4.00%, 02/15/2041 |
5,000 | 6,085 | ||||||
| 4.00%, 02/15/2041 |
130,000 | 158,215 | ||||||
| 4.13%, 08/15/2037 |
1,090,000 | 1,165,810 | ||||||
| 4.75%, 05/15/2033 |
125,000 | 139,398 | ||||||
| 4.75%, 05/15/2033 |
835,000 | 858,347 | ||||||
| 4.75%, 10/15/2040(1)(3) |
2,625,000 | 2,666,081 | ||||||
| 5.00%, 08/01/2021 |
445,000 | 458,248 | ||||||
| 5.00%, 02/15/2022 |
215,000 | 227,943 | ||||||
| 5.00%, 07/01/2022 |
1,000,000 | 1,083,860 | ||||||
| 5.00%, 12/01/2022 |
325,000 | 343,086 | ||||||
| 5.00%, 11/15/2023 |
1,680,000 | 1,890,101 | ||||||
| 5.00%, 12/01/2023 |
1,880,000 | 2,121,392 | ||||||
| 5.00%, 01/01/2024 |
250,000 | 283,753 | ||||||
| 5.00%, 02/15/2024 |
215,000 | 246,988 | ||||||
| 5.00%, 05/15/2024 |
350,000 | 400,274 | ||||||
| 5.00%, 02/15/2025 |
695,000 | 816,736 | ||||||
| 5.00%, 07/15/2025 |
230,000 | 277,286 | ||||||
| 5.00%, 08/01/2025 |
1,605,000 | 1,814,132 | ||||||
| 5.00%, 02/15/2026 |
360,000 | 441,482 | ||||||
| 5.00%, 02/15/2026 |
1,345,000 | 1,625,742 | ||||||
| 5.00%, 08/15/2026 |
1,500,000 | 1,869,930 | ||||||
| 5.00%, 08/15/2027 |
2,000,000 | 2,549,600 | ||||||
| 5.00%, 03/01/2028 |
15,000 | 18,183 | ||||||
| 5.00%, 05/15/2028 |
12,620,000 | 15,866,747 | ||||||
| 5.00%, 09/01/2028 |
500,000 | 569,215 | ||||||
| 5.00%, 01/01/2029 |
1,650,000 | 2,089,131 | ||||||
| 5.00%, 02/15/2029 |
1,445,000 | 1,785,948 | ||||||
| 5.00%, 10/01/2029 |
505,000 | 643,319 | ||||||
| 5.00%, 12/01/2029 |
340,000 | 401,183 | ||||||
| 5.00%, 02/15/2030 |
1,240,000 | 1,525,014 | ||||||
| 5.00%, 07/01/2030 |
275,000 | 325,839 | ||||||
| 5.00%, 07/15/2030 |
710,000 | 891,959 | ||||||
| 5.00%, 08/01/2030 |
870,000 | 989,651 |
| 5.00%, 09/01/2030 |
430,000 | 488,889 | ||||||
| 5.00%, 10/01/2030 |
565,000 | 714,584 | ||||||
| 5.00%, 11/15/2030 |
2,000,000 | 2,306,480 | ||||||
| 5.00%, 01/01/2031 |
3,545,000 | 4,240,387 | ||||||
| 5.00%, 02/15/2031 |
300,000 | 367,248 | ||||||
| 5.00%, 05/15/2031 |
5,000,000 | 6,212,900 | ||||||
| 5.00%, 07/01/2031 |
1,420,000 | 1,783,903 | ||||||
| 5.00%, 08/15/2031 |
1,525,000 | 2,026,512 | ||||||
| 5.00%, 05/15/2033 |
795,000 | 745,352 | ||||||
| 5.00%, 08/15/2033 |
250,000 | 315,650 | ||||||
| 5.00%, 10/01/2033 |
500,000 | 626,415 | ||||||
| 5.00%, 10/01/2033 |
700,000 | 866,754 | ||||||
| 5.00%, 01/01/2034 |
605,000 | 712,170 | ||||||
| 5.00%, 02/15/2034 |
1,890,000 | 2,284,462 | ||||||
| 5.00%, 07/01/2034 |
300,000 | 350,226 | ||||||
| 5.00%, 08/15/2034 |
2,500,000 | 3,037,375 | ||||||
| 5.00%, 10/01/2034 |
430,000 | 536,696 | ||||||
| 5.00%, 11/15/2034 |
300,000 | 341,991 | ||||||
| 5.00%, 11/15/2034 |
3,000,000 | 3,419,910 | ||||||
| 5.00%, 08/15/2035 |
100,000 | 113,205 | ||||||
| 5.00%, 08/15/2035 |
600,000 | 757,560 | ||||||
| 5.00%, 10/01/2035 |
400,000 | 496,876 | ||||||
| 5.00%, 02/15/2036 |
905,000 | 1,087,620 | ||||||
| 5.00%, 07/01/2036 |
830,000 | 963,514 | ||||||
| 5.00%, 08/15/2036 |
1,000,000 | 1,262,600 | ||||||
| 5.00%, 10/01/2036 |
620,000 | 757,882 | ||||||
| 5.00%, 01/01/2037 |
2,785,000 | 3,297,189 | ||||||
| 5.00%, 05/15/2037 |
395,000 | 421,781 | ||||||
| 5.00%, 05/15/2037 |
1,050,000 | 1,075,588 | ||||||
| 5.00%, 08/15/2037 |
1,000,000 | 1,262,600 | ||||||
| 5.00%, 11/15/2038 |
3,795,000 | 4,289,830 | ||||||
| 5.00%, 02/15/2041 |
1,075,000 | 1,272,596 | ||||||
| 5.00%, 08/01/2042 |
120,000 | 131,081 | ||||||
| 5.00%, 01/01/2044 |
4,145,000 | 4,837,049 | ||||||
| 5.00%, 08/15/2044 |
200,000 | 221,614 | ||||||
| 5.00%, 12/01/2046 |
5,950,000 | 6,732,009 | ||||||
| 5.00%, 05/15/2047 |
100,000 | 104,989 | ||||||
| 5.00%, 08/01/2049 |
140,000 | 151,805 | ||||||
| 5.00%, 05/15/2050(1) |
1,625,000 | 1,870,960 | ||||||
| 5.00%, 05/15/2050(1) |
2,170,000 | 2,637,809 | ||||||
| 5.00%, 07/15/2057(1) |
11,305,000 | 12,442,622 | ||||||
| 5.13%, 05/15/2038 |
1,000,000 | 910,630 | ||||||
| 5.25%, 08/15/2031 |
500,000 | 638,530 | ||||||
| 5.25%, 07/01/2035 |
20,085,000 | 26,775,113 | ||||||
| 5.25%, 02/15/2037 |
380,000 | 353,514 | ||||||
| 5.25%, 05/15/2047 |
35,000 | 39,487 | ||||||
| 5.25%, 05/15/2047 |
245,000 | 251,735 | ||||||
| 5.25%, 05/15/2054 |
1,000,000 | 850,300 | ||||||
| Illinois Municipal Electric Agency |
||||||||
| 5.00%, 02/01/2022 |
1,280,000 | 1,358,054 | ||||||
| 5.00%, 02/01/2023 |
275,000 | 304,318 | ||||||
| 5.00%, 02/01/2031 |
470,000 | 555,380 | ||||||
| Illinois Sports Facilities Authority |
||||||||
| 5.25%, 06/15/2032 |
1,735,000 | 1,926,197 | ||||||
| Illinois State Toll Highway Authority |
||||||||
| 5.00%, 01/01/2024 |
935,000 | 1,067,387 | ||||||
| 5.00%, 01/01/2028 |
3,000,000 | 3,820,980 | ||||||
| 5.00%, 12/01/2031 |
235,000 | 280,531 | ||||||
| 5.00%, 12/01/2032 |
425,000 | 505,436 | ||||||
| 5.00%, 01/01/2034 |
1,300,000 | 1,603,108 | ||||||
| 5.00%, 01/01/2037 |
1,260,000 | 1,473,973 | ||||||
| Illinois State University |
||||||||
| 5.00%, 04/01/2032 |
1,745,000 | 2,123,368 | ||||||
| Kane & DeKalb Counties Community Unit School District No 302 Kaneland |
||||||||
| 5.00%, 02/01/2025 |
4,125,000 | 4,870,759 | ||||||
| 5.00%, 02/01/2026 |
1,930,000 | 2,347,459 | ||||||
| Lake County Community Unit School District No 60 Waukegan |
||||||||
| 5.00%, 01/01/2026 |
1,000,000 | 1,158,190 | ||||||
| 5.00%, 01/01/2027 |
100,000 | 119,539 | ||||||
| 5.00%, 01/01/2027 |
2,100,000 | 2,419,473 | ||||||
| Macon County School District No 61 Decatur |
||||||||
| 4.00%, 01/01/2029 |
1,240,000 | 1,426,484 | ||||||
| 4.00%, 01/01/2033 |
1,950,000 | 2,200,595 | ||||||
| 4.00%, 01/01/2034 |
1,750,000 | 1,968,120 |
| McHenry County Community Unit School District No 12 Johnsburg |
||||||||
| 5.00%, 01/01/2026 |
925,000 | 1,053,723 | ||||||
| McHenry County Community Unit School District No 200 Woodstock |
||||||||
| 0.00%, 01/15/2024 |
1,000,000 | 971,770 | ||||||
| 0.00%, 01/15/2025 |
1,000,000 | 958,720 | ||||||
| 0.00%, 01/15/2026 |
1,000,000 | 941,870 | ||||||
| Metropolitan Pier & Exposition Authority |
||||||||
| 0.00%, 12/15/2023 |
165,000 | 156,153 | ||||||
| 0.00%, 06/15/2028 |
14,270,000 | 11,645,747 | ||||||
| 0.00%, 06/15/2029 |
2,540,000 | 1,984,273 | ||||||
| 0.00%, 12/15/2030 |
11,000,000 | 8,064,650 | ||||||
| 0.00%, 12/15/2034 |
550,000 | 338,784 | ||||||
| 0.00%, 12/15/2035 |
10,000,000 | 5,901,300 | ||||||
| 5.00%, 12/15/2026 |
2,000,000 | 2,088,360 | ||||||
| 5.00%, 12/15/2028 |
1,000,000 | 1,154,030 | ||||||
| 5.00%, 12/15/2028 |
2,815,000 | 2,937,734 | ||||||
| 5.00%, 12/15/2032 |
550,000 | 621,649 | ||||||
| 5.00%, 06/15/2042 |
4,500,000 | 5,098,770 | ||||||
| 5.00%, 06/15/2050 |
16,465,000 | 18,247,007 | ||||||
| 5.00%, 06/15/2057 |
3,275,000 | 3,557,141 | ||||||
| Metropolitan Water Reclamation District of Greater Chicago |
||||||||
| 5.00%, 12/01/2031 |
5,700,000 | 5,974,569 | ||||||
| 5.25%, 12/01/2032 |
1,800,000 | 2,522,484 | ||||||
| Peoria Metropolitan Airport Authority |
||||||||
| 5.00%, 12/01/2026 |
1,375,000 | 1,662,966 | ||||||
| Peoria Public Building Commission |
||||||||
| 5.00%, 12/01/2022 |
1,500,000 | 1,644,555 | ||||||
| Railsplitter Tobacco Settlement Authority |
||||||||
| 5.00%, 06/01/2023 |
2,265,000 | 2,524,275 | ||||||
| 5.00%, 06/01/2024 |
5,275,000 | 6,086,717 | ||||||
| 5.50%, 06/01/2023 |
1,240,000 | 1,284,342 | ||||||
| Regional Transportation Authority |
||||||||
| 5.00%, 07/01/2021 |
400,000 | 413,008 | ||||||
| Sales Tax Securitization Corp. |
||||||||
| 5.00%, 01/01/2025 |
1,000,000 | 1,148,230 | ||||||
| 5.00%, 01/01/2025 |
4,000,000 | 4,592,920 | ||||||
| 5.00%, 01/01/2026 |
2,000,000 | 2,348,520 | ||||||
| 5.00%, 01/01/2029 |
1,000,000 | 1,236,770 | ||||||
| Sangamon Logan & Menard Counties Community Unit School Distributors No 15 Williamsville |
||||||||
| 5.00%, 12/01/2027 |
325,000 | 403,855 | ||||||
| 5.00%, 12/01/2029 |
710,000 | 903,340 | ||||||
| 5.00%, 12/01/2031 |
600,000 | 750,402 | ||||||
| 5.00%, 12/01/2032 |
400,000 | 497,572 | ||||||
| 5.00%, 12/01/2033 |
375,000 | 463,148 | ||||||
| State of Illinois |
||||||||
| 4.00%, 01/01/2023 |
330,000 | 335,069 | ||||||
| 5.00%, 11/01/2020 |
610,000 | 611,421 | ||||||
| 5.00%, 02/01/2021 |
6,000,000 | 6,056,760 | ||||||
| 5.00%, 09/01/2021 |
1,365,000 | 1,400,872 | ||||||
| 5.00%, 10/01/2021 |
2,000,000 | 2,057,340 | ||||||
| 5.00%, 11/01/2021 |
12,555,000 | 12,892,730 | ||||||
| 5.00%, 08/01/2022 |
3,000,000 | 3,178,170 | ||||||
| 5.00%, 09/01/2022 |
1,340,000 | 1,403,730 | ||||||
| 5.00%, 11/01/2022 |
570,000 | 593,518 | ||||||
| 5.00%, 02/01/2023 |
200,000 | 209,720 | ||||||
| 5.00%, 02/01/2023 |
235,000 | 246,421 | ||||||
| 5.00%, 09/01/2023 |
1,365,000 | 1,444,893 | ||||||
| 5.00%, 11/01/2023 |
4,160,000 | 4,387,926 | ||||||
| 5.00%, 06/15/2024 |
2,305,000 | 2,488,824 | ||||||
| 5.00%, 09/01/2024 |
1,365,000 | 1,464,167 | ||||||
| 5.00%, 02/01/2025 |
455,000 | 482,819 | ||||||
| 5.00%, 05/01/2025 |
3,050,000 | 3,248,006 | ||||||
| 5.00%, 06/01/2025 |
880,000 | 952,996 | ||||||
| 5.00%, 06/15/2025 |
4,190,000 | 4,522,099 | ||||||
| 5.00%, 10/01/2025 |
355,000 | 386,009 | ||||||
| 5.00%, 11/01/2025 |
2,040,000 | 2,219,806 | ||||||
| 5.00%, 11/01/2025 |
13,700,000 | 14,727,774 | ||||||
| 5.00%, 06/01/2026 |
125,000 | 136,655 | ||||||
| 5.00%, 10/01/2026 |
2,270,000 | 2,487,489 | ||||||
| 5.00%, 11/01/2026 |
9,230,000 | 9,966,369 | ||||||
| 5.00%, 02/01/2027 |
1,635,000 | 1,796,064 | ||||||
| 5.00%, 11/01/2027 |
1,040,000 | 1,128,234 | ||||||
| 5.00%, 02/01/2028 |
1,000,000 | 1,090,990 | ||||||
| 5.00%, 05/01/2028 |
265,000 | 278,807 |
| 5.00%, 11/01/2028 |
3,000,000 | 3,225,420 | ||||||
| 5.00%, 02/01/2029 |
1,000,000 | 1,081,570 | ||||||
| 5.00%, 04/01/2029 |
605,000 | 633,163 | ||||||
| 5.00%, 01/01/2031 |
11,000,000 | 11,184,690 | ||||||
| 5.00%, 10/01/2031 |
7,300,000 | 7,870,422 | ||||||
| 5.00%, 05/01/2032 |
800,000 | 828,296 | ||||||
| 5.00%, 05/01/2034 |
2,500,000 | 2,572,525 | ||||||
| 5.13%, 05/01/2022 |
325,000 | 339,216 | ||||||
| 5.25%, 02/01/2029 |
3,720,000 | 3,916,937 | ||||||
| 5.25%, 02/01/2030 |
100,000 | 104,904 | ||||||
| 5.25%, 12/01/2030 |
11,685,000 | 12,768,550 | ||||||
| 5.25%, 02/01/2031 |
760,000 | 794,534 | ||||||
| 5.50%, 07/01/2024 |
1,000,000 | 1,065,150 | ||||||
| 5.50%, 05/01/2025 |
840,000 | 926,554 | ||||||
| 5.50%, 07/01/2025 |
400,000 | 425,816 | ||||||
| 5.50%, 07/01/2038 |
1,500,000 | 1,551,780 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.32%, 12/01/2049(1)(3) |
1,900,000 | 1,900,000 | ||||||
| 0.47%, 06/15/2036(1)(3) |
1,400,000 | 1,400,000 | ||||||
| University of Illinois |
||||||||
| 4.00%, 04/01/2036 |
1,500,000 | 1,668,525 | ||||||
| Upper Illinois River Valley Development Authority |
||||||||
| 5.25%, 12/01/2037(3) |
2,005,000 | 2,067,596 | ||||||
| Village of Bedford Park IL |
||||||||
| 4.00%, 12/01/2020 |
1,180,000 | 1,185,452 | ||||||
| Village of Bolingbrook IL |
||||||||
| 4.00%, 03/01/2023 |
500,000 | 542,295 | ||||||
| 4.00%, 03/01/2025 |
500,000 | 572,405 | ||||||
| 4.00%, 03/01/2027 |
1,000,000 | 1,187,770 | ||||||
| Village of Hillside IL |
||||||||
| 5.00%, 01/01/2024 |
725,000 | 740,537 | ||||||
| Will County Community Unit School District No 365 Valley View |
||||||||
| 0.00%, 11/01/2025 |
1,520,000 | 1,444,988 | ||||||
| 0.00%, 11/01/2026 |
905,000 | 853,877 | ||||||
| 5.00%, 11/01/2023 |
420,000 | 477,137 | ||||||
| 5.00%, 11/01/2024 |
2,390,000 | 2,811,046 | ||||||
| 5.00%, 11/01/2026 |
1,800,000 | 2,241,918 | ||||||
|
|
|
|||||||
| Total Illinois |
|
648,749,558 | ||||||
|
|
|
|||||||
| Indiana – 1.78% |
||||||||
| Ball State University |
||||||||
| 5.00%, 07/01/2033 |
955,000 | 1,172,473 | ||||||
| City of Whiting IN |
||||||||
| 5.00%, 12/01/2044(1) |
19,260,000 | 23,547,276 | ||||||
| 5.00%, 11/01/2045(1) |
3,000,000 | 3,271,200 | ||||||
| 5.25%, 01/01/2021 |
1,745,000 | 1,766,725 | ||||||
| County of St Joseph IN |
||||||||
| 5.00%, 04/01/2033 |
1,245,000 | 1,517,045 | ||||||
| Indiana Finance Authority |
||||||||
| 0.25%, 05/01/2028(1) |
3,000,000 | 3,001,140 | ||||||
| 1.65%, 12/01/2042(1) |
2,145,000 | 2,179,663 | ||||||
| 2.25%, 12/01/2058(1) |
1,285,000 | 1,362,640 | ||||||
| 5.00%, 12/01/2024 |
3,000,000 | 3,582,030 | ||||||
| 5.00%, 05/01/2026 |
1,100,000 | 1,359,446 | ||||||
| 5.00%, 11/01/2026 |
1,200,000 | 1,502,700 | ||||||
| 5.00%, 05/01/2027 |
700,000 | 887,061 | ||||||
| 5.00%, 05/01/2029 |
685,000 | 902,768 | ||||||
| 5.00%, 11/01/2029 |
2,350,000 | 2,916,468 | ||||||
| 5.00%, 09/01/2031 |
440,000 | 526,262 | ||||||
| 5.00%, 06/01/2032 |
2,750,000 | 2,857,112 | ||||||
| 5.00%, 03/01/2036 |
4,000,000 | 4,547,720 | ||||||
| 5.00%, 09/01/2036 |
1,000,000 | 1,176,270 | ||||||
| 5.00%, 06/01/2039 |
1,200,000 | 1,239,216 | ||||||
| 5.00%, 07/01/2048 |
3,600,000 | 3,824,100 | ||||||
| 5.25%, 02/01/2033 |
2,500,000 | 2,894,000 | ||||||
| 5.25%, 10/01/2038 |
15,010,000 | 15,718,322 | ||||||
| 5.25%, 01/01/2051 |
5,450,000 | 5,817,930 | ||||||
| 6.00%, 12/01/2026 |
2,035,000 | 1,934,288 | ||||||
| Indiana Health & Educational Facilities Financing Authority |
||||||||
| 1.75%, 11/15/2031(1) |
45,000 | 45,695 | ||||||
| 1.75%, 11/15/2031(1) |
2,955,000 | 3,001,630 | ||||||
| Indiana Health Facility Financing Authority |
||||||||
| 2.00%, 11/15/2036(1) |
2,070,000 | 2,148,246 | ||||||
| Indiana Housing & Community Development Authority |
||||||||
| 1.65%, 04/01/2022(1) |
7,500,000 | 7,547,250 | ||||||
| 3.50%, 01/01/2049 |
1,210,000 | 1,332,355 | ||||||
| Indianapolis Local Public Improvement Bond Bank |
||||||||
| 5.00%, 01/01/2021 |
370,000 | 373,704 | ||||||
| 5.00%, 01/01/2022 |
755,000 | 793,007 | ||||||
| 5.00%, 01/01/2023 |
285,000 | 309,883 | ||||||
| 5.00%, 07/15/2023 |
300,000 | 338,994 | ||||||
| 5.00%, 07/15/2024 |
1,000,000 | 1,171,740 | ||||||
| 5.00%, 01/01/2025 |
1,195,000 | 1,384,455 | ||||||
| 5.00%, 07/15/2025 |
750,000 | 907,740 | ||||||
| 5.00%, 01/15/2026 |
720,000 | 883,908 | ||||||
| 5.00%, 01/15/2027 |
700,000 | 880,866 | ||||||
| 5.00%, 01/15/2028 |
500,000 | 641,770 | ||||||
| 5.00%, 01/01/2029 |
1,000,000 | 1,183,770 | ||||||
| 5.00%, 01/01/2030 |
3,000,000 | 3,307,320 | ||||||
| 5.00%, 01/01/2031 |
1,000,000 | 1,173,410 | ||||||
| 5.00%, 01/01/2032 |
5,000,000 | 5,626,600 | ||||||
| Lebanon Middle School Building Corp. |
||||||||
| 5.00%, 01/10/2023 |
1,065,000 | 1,177,283 | ||||||
| 5.00%, 07/10/2023 |
1,740,000 | 1,961,432 | ||||||
| Westfield-Washington Multi-School Building Corp. |
||||||||
| 5.00%, 01/15/2028 |
390,000 | 475,488 | ||||||
| 5.00%, 01/15/2029 |
540,000 | 655,290 | ||||||
| 5.00%, 01/15/2030 |
700,000 | 846,279 | ||||||
|
|
|
|||||||
| Total Indiana |
|
127,671,970 | ||||||
|
|
|
|||||||
| Iowa – 0.48% |
||||||||
| City of Coralville IA |
||||||||
| 4.00%, 05/01/2030 |
1,005,000 | 1,043,934 | ||||||
| Iowa Finance Authority |
||||||||
| 2.88%, 05/15/2049 |
895,000 | 898,634 | ||||||
| 3.13%, 12/01/2022 |
6,770,000 | 6,861,327 | ||||||
| 4.75%, 08/01/2042 |
1,180,000 | 1,204,402 | ||||||
| 5.00%, 05/15/2043 |
270,000 | 286,845 | ||||||
| 5.00%, 05/15/2048 |
335,000 | 353,104 | ||||||
| 5.25%, 12/01/2025 |
3,000,000 | 3,164,100 | ||||||
| Iowa Student Loan Liquidity Corp. |
||||||||
| 5.00%, 12/01/2025 |
1,000,000 | 1,141,730 | ||||||
| 5.00%, 12/01/2025 |
1,775,000 | 2,026,571 | ||||||
| 5.00%, 12/01/2028 |
1,640,000 | 1,953,207 | ||||||
| PEFA, Inc. |
||||||||
| 5.00%, 09/01/2049(1) |
13,000,000 | 15,773,810 | ||||||
|
|
|
|||||||
| Total Iowa |
|
34,707,664 | ||||||
|
|
|
|||||||
| Kansas – 0.13% |
||||||||
| City of Lenexa KS |
||||||||
| 5.00%, 05/15/2021 |
500,000 | 505,920 | ||||||
| 5.00%, 05/15/2039 |
325,000 | 348,121 | ||||||
| Johnson County Unified School District No 232 de Soto |
||||||||
| 5.00%, 09/01/2022 |
350,000 | 382,357 | ||||||
| Kansas Development Finance Authority |
||||||||
| 5.00%, 11/15/2032 |
7,325,000 | 7,796,730 | ||||||
|
|
|
|||||||
| Total Kansas |
|
9,033,128 | ||||||
|
|
|
|||||||
| Kentucky – 2.23% |
||||||||
| City of Ashland KY |
||||||||
| 4.00%, 02/01/2034 |
500,000 | 533,080 | ||||||
| 4.00%, 02/01/2038 |
620,000 | 652,314 | ||||||
| 5.00%, 02/01/2028 |
255,000 | 301,821 | ||||||
| 5.00%, 02/01/2032 |
395,000 | 470,947 | ||||||
| City of Russell KY |
||||||||
| 5.00%, 11/01/2022 |
3,200,000 | 3,509,600 | ||||||
| County of Carroll KY |
||||||||
| 1.55%, 09/01/2042(1) |
10,750,000 | 10,754,622 | ||||||
| 1.75%, 10/01/2034(1) |
1,045,000 | 1,048,574 | ||||||
| County of Trimble KY |
||||||||
| 1.30%, 09/01/2044(1) |
3,000,000 | 2,989,650 | ||||||
| 2.55%, 11/01/2027(1) |
6,730,000 | 6,801,876 | ||||||
| Kentucky Asset Liability Commission |
||||||||
| 5.00%, 09/01/2024 |
1,000,000 | 1,148,580 | ||||||
| 5.00%, 09/01/2025 |
1,250,000 | 1,477,212 | ||||||
| Kentucky Economic Development Finance Authority |
||||||||
| 0.25%, 04/01/2031(1) |
3,500,000 | 3,501,330 | ||||||
| 5.00%, 08/01/2030 |
2,160,000 | 2,728,944 | ||||||
| 5.00%, 05/15/2031 |
100,000 | 102,403 | ||||||
| 5.00%, 06/01/2037 |
325,000 | 358,504 | ||||||
| 5.00%, 06/01/2041 |
225,000 | 246,245 | ||||||
| 5.00%, 06/01/2045 |
1,000,000 | 1,088,320 | ||||||
| 5.00%, 12/01/2045 |
300,000 | 351,177 | ||||||
| 5.00%, 05/15/2046 |
500,000 | 487,285 | ||||||
| 5.00%, 12/01/2047 |
375,000 | 397,646 | ||||||
| 5.00%, 05/15/2051 |
325,000 | 313,628 | ||||||
| 5.25%, 06/01/2041 |
725,000 | 809,673 | ||||||
| 6.25%, 11/15/2046 |
750,000 | 636,870 | ||||||
| Kentucky Higher Education Student Loan Corp. |
||||||||
| 5.00%, 06/01/2021 |
610,000 | 623,713 | ||||||
| Kentucky Housing Corp. |
||||||||
| 1.16%, 02/01/2023(1) |
3,000,000 | 3,040,110 | ||||||
| Kentucky Public Energy Authority |
||||||||
| 4.00%, 04/01/2048(1) |
5,000,000 | 5,519,950 | ||||||
| 4.00%, 01/01/2049(1) |
12,500,000 | 14,009,000 | ||||||
| 4.00%, 12/01/2049(1) |
10,000,000 | 11,318,500 | ||||||
| 4.00%, 12/01/2049(1) |
11,270,000 | 12,766,769 | ||||||
| 4.00%, 02/01/2050(1) |
6,500,000 | 7,637,695 | ||||||
| 4.00%, 12/01/2050(1) |
16,560,000 | 19,155,449 | ||||||
| Kentucky Public Transportation Infrastructure Authority |
||||||||
| 5.75%, 07/01/2049 |
1,000,000 | 1,087,120 | ||||||
| 6.00%, 07/01/2053 |
970,000 | 1,059,550 | ||||||
| Kentucky State Property & Building Commission |
||||||||
| 5.00%, 05/01/2021 |
500,000 | 513,440 | ||||||
| 5.00%, 11/01/2026 |
1,495,000 | 1,849,046 | ||||||
| 5.00%, 04/01/2027 |
1,000,000 | 1,245,920 | ||||||
| 5.00%, 11/01/2027 |
2,435,000 | 2,986,576 | ||||||
| 5.00%, 05/01/2029 |
1,000,000 | 1,225,120 | ||||||
| 5.00%, 05/01/2029 |
1,025,000 | 1,288,989 | ||||||
| 5.00%, 11/01/2031 |
1,685,000 | 2,109,603 | ||||||
| 5.00%, 05/01/2032 |
270,000 | 337,846 | ||||||
| Louisville & Jefferson County Metropolitan Government |
||||||||
| 1.85%, 10/01/2033(1) |
15,900,000 | 15,989,040 | ||||||
| 5.00%, 10/01/2020 |
1,140,000 | 1,140,000 | ||||||
| 5.00%, 10/01/2023 |
1,565,000 | 1,765,946 | ||||||
| 5.00%, 12/01/2028 |
430,000 | 463,742 | ||||||
| 5.00%, 12/01/2029 |
1,250,000 | 1,348,088 | ||||||
| 5.00%, 10/01/2030 |
2,500,000 | 2,985,875 | ||||||
| 5.00%, 10/01/2032 |
430,000 | 508,892 | ||||||
| Louisville/Jefferson County Metropolitan Government |
||||||||
| 5.00%, 10/01/2037 |
1,200,000 | 1,486,128 | ||||||
| 5.00%, 10/01/2047(1) |
740,000 | 903,385 | ||||||
| 5.00%, 10/01/2047(1) |
1,100,000 | 1,396,043 | ||||||
| 5.00%, 10/01/2047(1) |
2,165,000 | 2,437,335 | ||||||
| University of Louisville |
||||||||
| 3.00%, 09/01/2021 |
1,230,000 | 1,259,249 | ||||||
|
|
|
|||||||
| Total Kentucky |
|
160,168,420 | ||||||
|
|
|
|||||||
| Louisiana – 1.83% |
||||||||
| East Baton Rouge Sewerage Commission |
||||||||
| 5.00%, 02/01/2029 |
900,000 | 1,187,586 | ||||||
| 5.00%, 02/01/2030 |
800,000 | 1,077,440 | ||||||
| 5.00%, 02/01/2031 |
1,000,000 | 1,338,070 | ||||||
| Greater New Orleans Expressway Commission |
||||||||
| 5.00%, 11/01/2034 |
1,000,000 | 1,171,990 | ||||||
| Greater Ouachita Water Co. |
||||||||
| 5.00%, 09/01/2027 |
1,000,000 | 1,260,880 | ||||||
| 5.00%, 09/01/2028 |
960,000 | 1,232,698 | ||||||
| 5.00%, 09/01/2029 |
365,000 | 477,029 | ||||||
| Jefferson Parish Economic Development & Port District |
||||||||
| 5.50%, 06/15/2038(3) |
600,000 | 648,786 | ||||||
| 5.63%, 06/15/2048(3) |
700,000 | 749,791 | ||||||
| Jefferson Parish Hospital Service District No 1 |
||||||||
| 5.50%, 01/01/2026 |
3,000,000 | 3,039,270 | ||||||
| Louisiana Local Government Environmental Facilities & Community Development Auth |
||||||||
| 0.88%, 02/01/2046(1) |
4,420,000 | 4,385,789 | ||||||
| 3.50%, 11/01/2032 |
6,000,000 | 6,403,140 | ||||||
| 5.00%, 10/01/2028 |
1,045,000 | 1,347,517 | ||||||
| Louisiana Offshore Terminal Authority |
||||||||
| 1.65%, 09/01/2027(1) |
2,500,000 | 2,511,075 | ||||||
| 1.65%, 09/01/2034(1) |
4,500,000 | 4,519,935 | ||||||
| Louisiana Public Facilities Authority |
||||||||
| 0.00%, 10/01/2027 |
2,000,000 | 1,915,500 | ||||||
| 5.00%, 06/01/2021 |
7,695,000 | 7,933,622 | ||||||
| 5.00%, 12/15/2022 |
230,000 | 253,251 | ||||||
| 5.00%, 12/15/2023 |
335,000 | 383,779 | ||||||
| 5.00%, 12/15/2024 |
330,000 | 391,076 | ||||||
| 5.00%, 12/15/2025 |
275,000 | 335,703 | ||||||
| 5.00%, 12/15/2026 |
300,000 | 375,039 | ||||||
| 5.00%, 12/15/2028 |
250,000 | 314,725 | ||||||
| 5.00%, 12/15/2029 |
200,000 | 251,168 | ||||||
| 5.00%, 12/15/2030 |
150,000 | 187,974 | ||||||
| 5.00%, 05/15/2031 |
1,250,000 | 1,511,712 | ||||||
| 5.00%, 12/15/2031 |
390,000 | 486,260 | ||||||
| 5.00%, 05/15/2032 |
1,000,000 | 1,203,200 | ||||||
| Louisiana State Citizens Property Insurance Corp. |
||||||||
| 5.00%, 06/01/2021 |
4,000,000 | 4,121,560 | ||||||
| New Orleans Aviation Board |
||||||||
| 5.00%, 01/01/2023 |
50,000 | 54,284 | ||||||
| 5.00%, 01/01/2024 |
55,000 | 61,671 | ||||||
| 5.00%, 01/01/2024 |
1,400,000 | 1,569,820 | ||||||
| 5.00%, 01/01/2027 |
850,000 | 977,134 | ||||||
| 5.00%, 01/01/2028 |
155,000 | 185,537 | ||||||
| 5.00%, 01/01/2029 |
810,000 | 923,951 | ||||||
| 5.00%, 01/01/2030 |
275,000 | 324,541 | ||||||
| 5.00%, 01/01/2033 |
740,000 | 860,761 | ||||||
| 5.00%, 01/01/2033 |
2,600,000 | 3,137,316 | ||||||
| 5.00%, 01/01/2034 |
170,000 | 196,758 | ||||||
| 5.00%, 01/01/2034 |
750,000 | 868,050 | ||||||
| 5.00%, 01/01/2034 |
2,750,000 | 3,305,638 | ||||||
| 5.00%, 01/01/2036 |
500,000 | 575,550 | ||||||
| 5.00%, 01/01/2037 |
500,000 | 573,845 | ||||||
| 5.00%, 01/01/2040 |
1,540,000 | 1,736,350 | ||||||
| 5.00%, 01/01/2040 |
8,375,000 | 9,344,741 | ||||||
| Parish of St James LA |
||||||||
| 0.20%, 11/01/2040(1) |
3,600,000 | 3,600,000 | ||||||
| 6.10%, 06/01/2038(1)(3) |
1,000,000 | 1,180,970 | ||||||
| 6.10%, 12/01/2040(1)(3) |
1,930,000 | 2,279,272 | ||||||
| 6.35%, 07/01/2040(3) |
3,015,000 | 3,580,735 | ||||||
| 6.35%, 10/01/2040(3) |
440,000 | 522,562 | ||||||
| Parish of St John the Baptist LA |
||||||||
| 2.00%, 06/01/2037(1) |
5,035,000 | 5,050,911 | ||||||
| 2.10%, 06/01/2037(1) |
5,995,000 | 6,027,253 | ||||||
| 2.13%, 06/01/2037(1) |
8,175,000 | 8,226,339 | ||||||
| 2.20%, 06/01/2037(1) |
2,475,000 | 2,482,945 | ||||||
| 2.38%, 06/01/2037(1) |
1,000,000 | 1,012,630 | ||||||
| Port New Orleans Board of Commissioners |
||||||||
| 5.00%, 04/01/2034 |
750,000 | 918,960 | ||||||
| 5.00%, 04/01/2035 |
420,000 | 513,517 | ||||||
| 5.00%, 04/01/2037 |
500,000 | 608,030 | ||||||
| State of Louisiana |
||||||||
| 4.00%, 05/01/2032 |
5,000,000 | 5,592,950 | ||||||
| 4.00%, 05/01/2034 |
10,685,000 | 11,871,249 | ||||||
| 5.00%, 07/15/2021 |
1,695,000 | 1,759,563 | ||||||
|
|
|
|||||||
| Total Louisiana |
|
130,939,398 | ||||||
|
|
|
|||||||
| Maine – 0.14% |
||||||||
| Maine Health & Higher Educational Facilities Authority |
||||||||
| 4.00%, 07/01/2041 |
1,480,000 | 1,512,160 | ||||||
| 4.00%, 07/01/2046 |
330,000 | 333,901 | ||||||
| 5.00%, 07/01/2034 |
1,000,000 | 1,283,880 | ||||||
| 5.00%, 07/01/2041 |
1,235,000 | 1,334,800 | ||||||
| 5.00%, 07/01/2043 |
610,000 | 635,297 | ||||||
| 5.00%, 07/01/2046 |
1,735,000 | 1,861,065 | ||||||
| Maine Municipal Bond Bank |
||||||||
| 5.00%, 11/01/2033 |
650,000 | 818,903 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.27%, 07/01/2028(1)(3) |
1,900,000 | 1,900,000 | ||||||
|
|
|
|||||||
| Total Maine |
|
9,680,006 | ||||||
|
|
|
|||||||
| Maryland – 1.80% |
||||||||
| City of Baltimore MD |
||||||||
| 5.00%, 09/01/2023 |
1,000,000 | 940,430 | ||||||
| 5.00%, 07/01/2026 |
720,000 | 898,841 | ||||||
| 5.00%, 07/01/2029 |
4,770,000 | 5,912,510 | ||||||
| 5.00%, 09/01/2030 |
3,000,000 | 2,684,340 | ||||||
| 5.00%, 09/01/2032 |
1,000,000 | 892,550 | ||||||
| 5.00%, 09/01/2036 |
1,770,000 | 1,566,751 | ||||||
| 5.00%, 09/01/2046 |
2,500,000 | 2,193,250 | ||||||
| City of Gaithersburg MD |
||||||||
| 5.00%, 01/01/2027 |
1,335,000 | 1,476,069 | ||||||
| 5.00%, 01/01/2033 |
130,000 | 141,379 | ||||||
| 5.00%, 01/01/2036 |
85,000 | 92,218 | ||||||
| City of Rockville MD |
||||||||
| 3.00%, 11/01/2025 |
220,000 | 220,000 | ||||||
| 5.00%, 11/01/2042 |
1,250,000 | 1,231,875 | ||||||
| 5.00%, 11/01/2047 |
1,230,000 | 1,184,047 | ||||||
| City of Westminster MD |
||||||||
| 6.25%, 07/01/2044 |
1,100,000 | 1,189,628 | ||||||
| County of Anne Arundel MD |
||||||||
| 4.00%, 10/01/2033 |
2,325,000 | 2,866,888 | ||||||
| County of Baltimore MD |
||||||||
| 5.00%, 10/01/2023 |
2,495,000 | 2,844,949 | ||||||
| County of Howard MD |
||||||||
| 4.00%, 08/15/2031 |
1,665,000 | 2,045,269 | ||||||
| County of Montgomery MD |
||||||||
| 5.00%, 10/01/2024 |
1,210,000 | 1,440,324 | ||||||
| 5.38%, 07/01/2048 |
625,000 | 613,894 | ||||||
| County of Prince George’s MD |
||||||||
| 4.00%, 08/01/2029 |
4,035,000 | 4,468,763 | ||||||
| 5.13%, 07/01/2039(3) |
1,500,000 | 1,580,700 | ||||||
| Maryland Community Development Administration |
||||||||
| 2.06%, 09/01/2021 |
3,000,000 | 3,027,480 | ||||||
| 2.60%, 09/01/2022 |
2,630,000 | 2,732,991 | ||||||
| 2.70%, 03/01/2023 |
3,195,000 | 3,355,421 | ||||||
| 2.75%, 09/01/2023 |
1,010,000 | 1,071,307 | ||||||
| 2.85%, 03/01/2024 |
2,560,000 | 2,741,709 | ||||||
| 2.95%, 03/01/2025 |
3,025,000 | 3,298,914 | ||||||
| 3.10%, 03/01/2026 |
1,445,000 | 1,608,328 | ||||||
| 3.25%, 03/01/2027 |
2,325,000 | 2,637,898 | ||||||
| 3.50%, 03/01/2050 |
1,300,000 | 1,434,641 | ||||||
| 4.00%, 09/01/2049 |
1,530,000 | 1,710,265 | ||||||
| Maryland Community Development Administration Multi-Family Mortgage Revenue |
||||||||
| 2.34%, 04/01/2021(3) |
10,000,000 | 10,061,300 | ||||||
| Maryland Economic Development Corp. |
||||||||
| 5.00%, 07/01/2021 |
500,000 | 513,360 | ||||||
| 5.00%, 06/01/2023 |
215,000 | 232,299 | ||||||
| 5.00%, 03/31/2024 |
3,305,000 | 3,287,219 | ||||||
| 5.00%, 09/30/2027 |
50,000 | 49,603 | ||||||
| 5.00%, 06/01/2028 |
2,000,000 | 2,346,640 | ||||||
| 5.00%, 09/30/2030 |
905,000 | 896,511 | ||||||
| 5.00%, 06/01/2035 |
1,415,000 | 1,587,036 | ||||||
| 5.00%, 03/31/2046 |
1,680,000 | 1,659,974 | ||||||
| 5.00%, 06/01/2049 |
1,000,000 | 1,074,660 | ||||||
| 5.00%, 03/31/2051 |
2,600,000 | 2,567,916 | ||||||
| 5.00%, 06/01/2058 |
600,000 | 629,940 | ||||||
| Maryland Health & Higher Educational Facilities Authority |
||||||||
| 4.00%, 07/01/2042 |
120,000 | 126,767 | ||||||
| 5.00%, 07/01/2024 |
535,000 | 627,309 | ||||||
| 5.00%, 07/01/2024 |
745,000 | 855,498 | ||||||
| 5.00%, 07/01/2030 |
600,000 | 667,194 | ||||||
| 5.00%, 07/01/2032 |
750,000 | 858,457 | ||||||
| 5.00%, 07/01/2035 |
75,000 | 85,093 | ||||||
| 5.00%, 08/15/2038 |
1,945,000 | 2,212,593 | ||||||
| 5.00%, 07/01/2043 |
500,000 | 546,165 | ||||||
| 5.00%, 07/01/2045 |
2,000,000 | 2,225,860 | ||||||
| 5.00%, 07/01/2048 |
1,000,000 | 1,087,710 | ||||||
| 5.50%, 01/01/2029 |
1,500,000 | 1,764,765 | ||||||
| 5.50%, 01/01/2030 |
1,750,000 | 2,046,870 | ||||||
| 5.50%, 01/01/2046 |
1,290,000 | 1,445,393 | ||||||
| Maryland Stadium Authority |
||||||||
| 5.00%, 06/15/2021 |
900,000 | 930,384 | ||||||
| 5.00%, 05/01/2032 |
765,000 | 911,291 | ||||||
| 5.00%, 05/01/2041 |
5,000,000 | 6,299,550 | ||||||
| Maryland State Transportation Authority |
||||||||
| 5.00%, 07/01/2030 |
4,655,000 | 5,877,962 | ||||||
| 5.00%, 07/01/2034 |
1,550,000 | 2,073,451 | ||||||
| Prince George’s County Revenue Authority |
||||||||
| 5.00%, 05/01/2030 |
1,085,000 | 1,400,724 | ||||||
| Rib Floater Trust Various States |
||||||||
| 0.42%, 02/01/2021(1)(3)(6) |
4,400,000 | 4,400,000 | ||||||
| State of Maryland |
||||||||
| 5.00%, 08/01/2024 |
1,450,000 | 1,714,523 | ||||||
| Washington Suburban Sanitary Commission |
||||||||
| 3.00%, 06/01/2026 |
5,000,000 | 5,671,450 | ||||||
|
|
|
|||||||
| Total Maryland |
|
128,839,096 | ||||||
|
|
|
|||||||
| Massachusetts – 2.50% |
||||||||
| Boston Water & Sewer Commission |
||||||||
| 3.75%, 11/01/2037 |
13,450,000 | 14,072,062 | ||||||
| City of Boston MA |
||||||||
| 5.00%, 04/01/2023 |
2,095,000 | 2,350,213 | ||||||
| City of Worcester MA |
||||||||
| 2.00%, 02/16/2021 |
4,000,000 | 4,026,960 | ||||||
| Commonwealth of Massachusetts |
||||||||
| 1.70%, 08/01/2043(1) |
1,750,000 | 1,793,068 | ||||||
| 5.00%, 07/01/2022 |
485,000 | 526,206 | ||||||
| 5.00%, 12/01/2030 |
1,500,000 | 1,883,025 | ||||||
| 5.00%, 07/01/2036 |
12,630,000 | 15,082,493 | ||||||
| 5.00%, 03/01/2046 |
205,000 | 233,489 | ||||||
| 5.25%, 09/01/2043 |
1,250,000 | 1,592,300 | ||||||
| 5.50%, 12/01/2022 |
1,195,000 | 1,333,190 | ||||||
| Commonwealth of Massachusetts Transportation Fund Revenue |
||||||||
| 3.75%, 06/01/2040 |
45,000,000 | 45,608,850 | ||||||
| Massachusetts Bay Transportation Authority |
||||||||
| 5.25%, 07/01/2031 |
5,440,000 | 7,764,458 | ||||||
| Massachusetts Development Finance Agency |
||||||||
| 4.00%, 10/01/2038 |
495,000 | 536,006 | ||||||
| 5.00%, 07/15/2022 |
355,000 | 386,034 | ||||||
| 5.00%, 07/01/2023 |
900,000 | 1,010,097 | ||||||
| 5.00%, 10/01/2024 |
2,020,000 | 2,355,280 | ||||||
| 5.00%, 07/01/2025 |
1,090,000 | 1,291,116 | ||||||
| 5.00%, 10/01/2025 |
905,000 | 1,046,198 | ||||||
| 5.00%, 07/01/2026 |
1,140,000 | 1,385,032 | ||||||
| 5.00%, 10/01/2026 |
955,000 | 1,120,874 | ||||||
| 5.00%, 10/01/2028 |
475,000 | 607,511 | ||||||
| 5.00%, 10/01/2029 |
405,000 | 527,711 | ||||||
| 5.00%, 07/01/2030 |
590,000 | 739,665 | ||||||
| 5.00%, 01/01/2031 |
475,000 | 549,247 | ||||||
| 5.00%, 10/01/2031 |
355,000 | 467,354 | ||||||
| 5.00%, 01/01/2032 |
635,000 | 729,386 | ||||||
| 5.00%, 07/01/2032 |
500,000 | 600,740 | ||||||
| 5.00%, 01/01/2033 |
540,000 | 616,934 | ||||||
| 5.00%, 07/15/2033(3) |
315,000 | 365,803 | ||||||
| 5.00%, 01/01/2034 |
710,000 | 807,568 | ||||||
| 5.00%, 07/01/2034 |
500,000 | 592,475 | ||||||
| 5.00%, 07/15/2034(3) |
270,000 | 312,236 | ||||||
| 5.00%, 01/01/2035 |
745,000 | 845,001 | ||||||
| 5.00%, 07/15/2035(3) |
275,000 | 316,665 | ||||||
| 5.00%, 01/01/2036 |
1,100,000 | 1,245,728 | ||||||
| 5.00%, 07/15/2036(3) |
465,000 | 533,857 | ||||||
| 5.00%, 07/15/2037(3) |
490,000 | 560,442 | ||||||
| 5.00%, 10/01/2037(3) |
500,000 | 536,960 | ||||||
| 5.00%, 07/01/2038(1) |
8,525,000 | 9,819,266 | ||||||
| 5.00%, 01/01/2040 |
755,000 | 859,877 | ||||||
| 5.00%, 07/15/2046(3) |
1,000,000 | 1,139,390 | ||||||
| 5.00%, 10/01/2047(3) |
1,375,000 | 1,468,266 | ||||||
| 5.00%, 10/01/2048 |
1,750,000 | 1,914,955 | ||||||
| 5.00%, 10/01/2057(3) |
1,000,000 | 1,062,390 | ||||||
| 5.13%, 11/15/2046(3) |
800,000 | 828,152 | ||||||
| Massachusetts Educational Financing Authority |
||||||||
| 5.00%, 07/01/2024 |
2,190,000 | 2,476,780 | ||||||
| 5.00%, 07/01/2026 |
5,000,000 | 5,894,600 | ||||||
| Massachusetts Housing Finance Agency |
||||||||
| 0.67% (SIFMA Municipal Swap Index Yield + 0.55%), 11/01/2048(2) |
9,800,000 | 9,800,000 | ||||||
| Massachusetts Port Authority |
||||||||
| 5.00%, 07/01/2024 |
800,000 | 928,608 | ||||||
| Massachusetts School Building Authority |
||||||||
| 5.00%, 01/15/2028 |
1,500,000 | 1,787,895 | ||||||
| 5.00%, 08/15/2030 |
2,000,000 | 2,180,220 | ||||||
| 5.00%, 10/15/2032 |
1,000,000 | 1,050,090 | ||||||
| 5.00%, 08/15/2037 |
10,000,000 | 11,941,200 | ||||||
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue |
||||||||
| 5.00%, 01/01/2039(1) |
4,055,000 | 4,460,541 | ||||||
| Metropolitan Boston Transit Parking Corp. |
||||||||
| 5.00%, 07/01/2041 |
5,000,000 | 5,135,600 | ||||||
|
|
|
|||||||
| Total Massachusetts |
|
179,100,064 | ||||||
|
|
|
|||||||
| Michigan – 2.78% |
||||||||
| Avondale School District |
||||||||
| 5.00%, 11/01/2022 |
600,000 | 659,322 | ||||||
| 5.00%, 11/01/2023 |
680,000 | 777,451 | ||||||
| 5.00%, 11/01/2024 |
800,000 | 949,472 | ||||||
| 5.00%, 11/01/2025 |
785,000 | 963,823 | ||||||
| 5.00%, 11/01/2026 |
765,000 | 966,279 | ||||||
| Calhoun County Hospital Finance Authority |
||||||||
| 5.00%, 02/15/2037 |
1,695,000 | 1,884,738 | ||||||
| City of Detroit MI |
||||||||
| 5.00%, 04/01/2021 |
1,000,000 | 1,009,300 | ||||||
| 5.00%, 04/01/2022 |
835,000 | 857,962 | ||||||
| 5.00%, 04/01/2023 |
750,000 | 782,640 | ||||||
| 5.00%, 04/01/2024 |
900,000 | 952,722 | ||||||
| 5.00%, 04/01/2025 |
900,000 | 964,188 | ||||||
| 5.00%, 04/01/2034 |
1,000,000 | 1,054,900 | ||||||
| City of Detroit MI Sewage Disposal System Revenue |
||||||||
| 5.25%, 07/01/2039 |
4,050,000 | 4,408,789 | ||||||
| City of Detroit MI Water Supply System Revenue |
||||||||
| 5.25%, 07/01/2041 |
1,000,000 | 1,038,220 | ||||||
| City of Royal Oak MI |
||||||||
| 5.00%, 04/01/2029 |
500,000 | 650,040 | ||||||
| 5.00%, 04/01/2031 |
1,045,000 | 1,343,724 | ||||||
| City of Wyandotte MI Electric System Revenue |
||||||||
| 5.00%, 10/01/2021 |
750,000 | 781,688 | ||||||
| 5.00%, 10/01/2022 |
800,000 | 867,776 | ||||||
| 5.00%, 10/01/2023 |
500,000 | 563,400 | ||||||
| 5.00%, 10/01/2024 |
765,000 | 889,022 | ||||||
| Clarkston Community Schools |
||||||||
| 5.00%, 05/01/2022 |
445,000 | 478,028 | ||||||
| County of Kent MI |
||||||||
| 5.00%, 06/01/2028 |
700,000 | 878,542 | ||||||
| Detroit City School District |
||||||||
| 5.25%, 05/01/2030 |
3,345,000 | 4,526,621 | ||||||
| Detroit Downtown Development Authority |
||||||||
| 5.00%, 07/01/2037 |
540,000 | 608,812 | ||||||
| 5.00%, 07/01/2038 |
1,000,000 | 1,125,870 | ||||||
| Grand Rapids Public Schools |
||||||||
| 5.00%, 05/01/2025 |
1,075,000 | 1,296,654 | ||||||
| 5.00%, 11/01/2037 |
1,750,000 | 2,232,667 | ||||||
| 5.00%, 11/01/2038 |
1,000,000 | 1,271,890 | ||||||
| Great Lakes Water Authority Sewage Disposal System Revenue |
||||||||
| 5.00%, 07/01/2030 |
3,000,000 | 3,669,120 | ||||||
| 5.00%, 07/01/2036 |
1,000,000 | 1,200,130 | ||||||
| Great Lakes Water Authority Water Supply System Revenue |
||||||||
| 5.00%, 07/01/2023 |
1,000,000 | 1,126,430 | ||||||
| Karegnondi Water Authority |
||||||||
| 5.25%, 11/01/2040 |
130,000 | 147,053 | ||||||
| Lake Orion Community School District |
||||||||
| 5.00%, 05/01/2021 |
1,385,000 | 1,422,894 | ||||||
| 5.00%, 05/01/2025 |
3,275,000 | 3,955,217 | ||||||
| Michigan Finance Authority |
||||||||
| 3.50%, 11/01/2023 |
5,500,000 | 5,683,095 | ||||||
| 3.75%, 11/01/2024 |
5,500,000 | 5,705,260 | ||||||
| 3.75%, 11/15/2049(1) |
3,600,000 | 4,139,604 | ||||||
| 4.00%, 12/01/2035 |
1,500,000 | 1,758,645 | ||||||
| 5.00%, 07/01/2022 |
1,235,000 | 1,337,653 | ||||||
| 5.00%, 11/15/2022 |
275,000 | 300,723 | ||||||
| 5.00%, 10/01/2023 |
1,000,000 | 1,093,180 | ||||||
| 5.00%, 10/01/2024 |
3,000,000 | 3,565,770 | ||||||
| 5.00%, 11/01/2024 |
750,000 | 887,452 | ||||||
| 5.00%, 11/01/2025 |
1,000,000 | 1,221,040 | ||||||
| 5.00%, 12/01/2026 |
1,190,000 | 1,494,307 | ||||||
| 5.00%, 12/01/2029 |
500,000 | 630,520 | ||||||
| 5.00%, 07/01/2030 |
600,000 | 709,482 | ||||||
| 5.00%, 10/01/2030 |
800,000 | 931,248 | ||||||
| 5.00%, 11/15/2032 |
1,445,000 | 1,737,627 | ||||||
| 5.00%, 07/01/2033 |
350,000 | 411,022 | ||||||
| 5.00%, 12/01/2044(1) |
2,550,000 | 3,014,610 | ||||||
| Michigan State Building Authority |
||||||||
| 5.00%, 10/15/2021 |
1,750,000 | 1,837,832 | ||||||
| 5.00%, 04/15/2022 |
1,250,000 | 1,342,787 | ||||||
| 5.00%, 04/15/2035 |
1,250,000 | 1,629,387 | ||||||
| Michigan State Hospital Finance Authority |
||||||||
| 1.90%, 11/15/2047(1) |
3,850,000 | 3,880,761 | ||||||
| 2.40%, 11/15/2047(1) |
850,000 | 892,041 | ||||||
| 4.00%, 11/15/2047(1) |
4,505,000 | 5,096,732 | ||||||
| 4.00%, 11/15/2047(1) |
9,750,000 | 10,685,123 | ||||||
| 5.00%, 12/01/2022 |
125,000 | 137,246 |
| 5.00%, 12/01/2023 |
1,150,000 | 1,313,174 | ||||||
| 5.00%, 12/01/2024 |
275,000 | 325,468 | ||||||
| 5.00%, 12/01/2025 |
700,000 | 855,589 | ||||||
| 5.00%, 12/01/2027 |
415,000 | 533,615 | ||||||
| Michigan State Housing Development Authority |
||||||||
| 3.50%, 12/01/2050 |
8,100,000 | 9,041,868 | ||||||
| Michigan Strategic Fund |
||||||||
| 1.45%, 09/01/2030(1) |
1,260,000 | 1,265,834 | ||||||
| 1.80%, 10/01/2049(1) |
2,075,000 | 2,146,546 | ||||||
| 5.00%, 06/30/2025 |
2,000,000 | 2,320,440 | ||||||
| 5.00%, 12/31/2025 |
2,595,000 | 3,045,777 | ||||||
| 5.00%, 06/30/2026 |
2,800,000 | 3,317,580 | ||||||
| 5.00%, 12/31/2026 |
355,000 | 424,711 | ||||||
| 5.00%, 06/30/2032 |
150,000 | 180,525 | ||||||
| Michigan Tobacco Settlement Finance Authority |
||||||||
| 0.00%, 06/01/2052 |
12,780,000 | 1,274,933 | ||||||
| 6.00%, 06/01/2048 |
8,025,000 | 8,064,644 | ||||||
| Oakland University |
||||||||
| 5.00%, 03/01/2041 |
2,190,000 | 2,492,702 | ||||||
| Portage Public Schools |
||||||||
| 5.00%, 11/01/2028 |
1,000,000 | 1,222,970 | ||||||
| Royal Oak Hospital Finance Authority |
||||||||
| 5.00%, 09/01/2039 |
10,320,000 | 11,412,062 | ||||||
| Royal Oak School District |
||||||||
| 5.00%, 05/01/2023 |
600,000 | 671,844 | ||||||
| 5.00%, 05/01/2024 |
600,000 | 697,080 | ||||||
| Saginaw Hospital Finance Authority |
||||||||
| 5.00%, 07/01/2027 |
825,000 | 1,033,214 | ||||||
| 5.00%, 07/01/2028 |
435,000 | 553,938 | ||||||
| State of Michigan |
||||||||
| 5.00%, 03/15/2021 |
1,000,000 | 1,020,420 | ||||||
| 5.00%, 03/15/2022 |
1,170,000 | 1,246,471 | ||||||
| 5.00%, 03/15/2023 |
2,000,000 | 2,222,100 | ||||||
| State of Michigan Trunk Line Revenue |
||||||||
| 5.00%, 11/15/2036 |
7,550,000 | 10,013,339 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.27%, 11/15/2024(1)(3) |
1,400,000 | 1,400,000 | ||||||
| University of Michigan |
||||||||
| 5.00%, 04/01/2024 |
1,670,000 | 1,946,318 | ||||||
| Wayne County Airport Authority |
||||||||
| 5.00%, 12/01/2022 |
200,000 | 218,004 | ||||||
| 5.00%, 12/01/2023 |
250,000 | 282,018 | ||||||
| 5.00%, 12/01/2023 |
400,000 | 451,896 | ||||||
| 5.00%, 12/01/2023 |
550,000 | 617,865 | ||||||
| 5.00%, 12/01/2024 |
375,000 | 437,573 | ||||||
| 5.00%, 12/01/2024 |
500,000 | 578,770 | ||||||
| 5.00%, 12/01/2025 |
600,000 | 712,842 | ||||||
| 5.00%, 12/01/2025 |
1,000,000 | 1,190,830 | ||||||
| 5.00%, 12/01/2027 |
4,055,000 | 4,815,394 | ||||||
| 5.00%, 12/01/2031 |
350,000 | 425,919 | ||||||
| 5.00%, 12/01/2032 |
1,400,000 | 1,583,302 | ||||||
| 5.00%, 12/01/2033 |
325,000 | 392,932 | ||||||
| 5.00%, 12/01/2040 |
4,000,000 | 4,647,760 | ||||||
| 5.00%, 12/01/2042 |
900,000 | 1,039,086 | ||||||
| 5.00%, 12/01/2042 |
1,000,000 | 1,073,890 | ||||||
| 5.00%, 12/01/2047 |
1,000,000 | 1,146,200 | ||||||
| Wayne-Westland Community Schools |
||||||||
| 5.00%, 11/01/2022 |
190,000 | 208,160 | ||||||
| 5.00%, 11/01/2023 |
80,000 | 91,120 | ||||||
| 5.00%, 11/01/2024 |
185,000 | 217,919 | ||||||
| 5.00%, 11/01/2025 |
95,000 | 115,414 | ||||||
| 5.00%, 11/01/2026 |
1,000,000 | 1,247,530 | ||||||
| 5.00%, 11/01/2027 |
600,000 | 766,290 | ||||||
| 5.00%, 11/01/2029 |
585,000 | 767,924 | ||||||
|
|
|
|||||||
| Total Michigan |
|
199,500,331 | ||||||
|
|
|
|||||||
| Minnesota – 0.35% |
||||||||
| City of Deephaven MN |
||||||||
| 5.00%, 10/01/2037 |
1,250,000 | 1,275,837 | ||||||
| 5.00%, 10/01/2049 |
2,200,000 | 2,226,994 | ||||||
| City of Minneapolis MN/St Paul Housing & Redevelopment Authority |
||||||||
| 5.00%, 11/15/2022 |
1,100,000 | 1,203,631 | ||||||
| City of Moorhead MN |
||||||||
| 5.00%, 12/01/2025 |
775,000 | 857,282 | ||||||
| City of Rochester MN |
||||||||
| 5.00%, 12/01/2025 |
900,000 | 952,740 | ||||||
| 5.25%, 12/01/2038 |
1,000,000 | 1,019,360 | ||||||
| Duluth Economic Development Authority |
||||||||
| 5.00%, 02/15/2033 |
500,000 | 598,915 | ||||||
| 5.00%, 02/15/2034 |
750,000 | 895,147 | ||||||
| 5.00%, 02/15/2037 |
1,250,000 | 1,477,337 | ||||||
| Roseville Independent School District No 623 |
||||||||
| 5.00%, 02/01/2025 |
3,895,000 | 4,632,168 | ||||||
| 5.00%, 02/01/2026 |
2,315,000 | 2,840,135 | ||||||
| Shakopee Independent School District No 720 |
||||||||
| 5.00%, 02/01/2024 |
3,185,000 | 3,650,297 | ||||||
| State of Minnesota |
||||||||
| 5.00%, 08/01/2023 |
1,465,000 | 1,664,636 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.35%, 11/15/2026(1)(3) |
2,025,000 | 2,025,000 | ||||||
|
|
|
|||||||
| Total Minnesota |
|
25,319,479 | ||||||
|
|
|
|||||||
| Mississippi – 0.55% |
||||||||
| Mississippi Business Finance Corp. |
||||||||
| 0.13%, 11/01/2035(1) |
22,500,000 | 22,500,000 | ||||||
| Mississippi Hospital Equipment & Facilities Authority |
||||||||
| 0.65%, 09/01/2036(1) |
1,720,000 | 1,720,310 | ||||||
| 5.00%, 01/01/2021 |
350,000 | 353,769 | ||||||
| 5.00%, 01/01/2029 |
910,000 | 1,161,360 | ||||||
| 5.00%, 01/01/2033 |
1,750,000 | 2,219,875 | ||||||
| 5.00%, 10/01/2035 |
700,000 | 880,166 | ||||||
| 5.00%, 10/01/2036 |
2,000,000 | 2,503,940 | ||||||
| 5.00%, 10/01/2040(1) |
3,865,000 | 4,671,896 | ||||||
| 5.00%, 09/01/2044(1) |
2,000,000 | 2,315,260 | ||||||
| State of Mississippi |
||||||||
| 5.00%, 10/01/2030 |
1,000,000 | 1,274,360 | ||||||
|
|
|
|||||||
| Total Mississippi |
|
39,600,936 | ||||||
|
|
|
|||||||
| Missouri – 0.87% |
||||||||
| Belton School District No 124 |
||||||||
| 5.00%, 03/01/2028 |
250,000 | 328,637 | ||||||
| 5.50%, 03/01/2030 |
500,000 | 645,575 | ||||||
| 5.50%, 03/01/2033 |
500,000 | 637,585 | ||||||
| 5.50%, 03/01/2036 |
500,000 | 632,990 | ||||||
| Cape Girardeau County Industrial Development Authority |
||||||||
| 5.00%, 03/01/2032 |
500,000 | 547,635 | ||||||
| City of Kansas City MO Sanitary Sewer System Revenue |
||||||||
| 5.00%, 01/01/2026 |
285,000 | 350,493 | ||||||
| 5.00%, 01/01/2031 |
135,000 | 171,804 | ||||||
| City of St Louis MO Airport Revenue |
||||||||
| 5.00%, 07/01/2025 |
400,000 | 469,336 | ||||||
| Hannibal Industrial Development Authority |
||||||||
| 5.00%, 10/01/2047 |
1,580,000 | 1,815,041 | ||||||
| Health & Educational Facilities Authority of the State of Missouri |
||||||||
| 4.00%, 02/01/2040 |
100,000 | 108,555 | ||||||
| 5.00%, 06/01/2025 |
7,000,000 | 8,327,900 | ||||||
| 5.00%, 04/01/2027 |
1,705,000 | 1,868,032 | ||||||
| 5.00%, 02/01/2029 |
1,000,000 | 1,192,140 | ||||||
| 5.00%, 02/01/2035 |
1,000,000 | 1,113,970 | ||||||
| 5.00%, 02/01/2036 |
200,000 | 232,226 | ||||||
| 5.00%, 08/01/2040 |
1,145,000 | 1,195,151 | ||||||
| 5.00%, 10/01/2042 |
6,370,000 | 7,590,810 | ||||||
| 5.00%, 10/01/2046 |
6,000,000 | 7,149,660 | ||||||
| Industrial Development Authority of the City of St Louis Missouri |
||||||||
| 3.88%, 11/15/2029 |
90,000 | 82,741 | ||||||
| 4.38%, 11/15/2035 |
230,000 | 200,438 | ||||||
| 4.75%, 11/15/2047 |
250,000 | 222,115 | ||||||
| Kirkwood Industrial Development Authority |
||||||||
| 5.00%, 05/15/2021 |
1,500,000 | 1,519,245 | ||||||
| Missouri Development Finance Board |
||||||||
| 0.12%, 06/01/2037(1) |
16,775,000 | 16,775,000 | ||||||
| Missouri Housing Development Commission |
||||||||
| 4.00%, 05/01/2050 |
325,000 | 363,831 | ||||||
| St Louis County Industrial Development Authority |
||||||||
| 5.00%, 12/01/2025 |
875,000 | 890,523 | ||||||
| 5.00%, 09/01/2038 |
500,000 | 537,005 | ||||||
| 5.13%, 08/15/2045 |
200,000 | 200,800 | ||||||
| 5.13%, 09/01/2048 |
2,345,000 | 2,497,800 | ||||||
| 5.50%, 09/01/2033 |
1,000,000 | 1,057,190 | ||||||
| St Louis Land Clearance for Redevelopment Authority |
||||||||
| 5.00%, 06/01/2029 |
1,000,000 | 1,147,280 | ||||||
| 5.38%, 06/01/2043 |
2,000,000 | 2,256,760 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.37%, 05/15/2041(1)(3) |
300,000 | 300,000 | ||||||
|
|
|
|||||||
| Total Missouri |
|
62,428,268 | ||||||
|
|
|
|||||||
| Montana – 0.03% |
||||||||
| City of Kalispell MT |
||||||||
| 5.25%, 05/15/2037 |
765,000 | 773,048 | ||||||
| 5.25%, 05/15/2047 |
500,000 | 497,130 | ||||||
| Montana Board of Housing |
||||||||
| 4.00%, 12/01/2047 |
375,000 | 396,495 | ||||||
| 4.00%, 06/01/2050 |
165,000 | 188,544 | ||||||
|
|
|
|||||||
| Total Montana |
|
1,855,217 | ||||||
|
|
|
|||||||
| Nebraska – 0.73% |
||||||||
| Central Plains Energy Project |
||||||||
| 4.00%, 12/01/2049(1) |
32,420,000 | 37,261,603 | ||||||
| 5.00%, 09/01/2033 |
1,500,000 | 1,978,410 | ||||||
| 5.00%, 09/01/2035 |
930,000 | 1,249,306 | ||||||
| 5.00%, 03/01/2050(1) |
5,000,000 | 5,623,750 | ||||||
| City of Omaha NE |
||||||||
| 5.00%, 01/15/2026 |
1,700,000 | 2,110,023 | ||||||
| Douglas County Hospital Authority No 2 |
||||||||
| 4.00%, 11/15/2036 |
425,000 | 498,652 | ||||||
| Nebraska Investment Finance Authority |
||||||||
| 3.50%, 09/01/2050 |
1,000,000 | 1,115,430 | ||||||
| 3.75%, 09/01/2049 |
1,090,000 | 1,181,255 | ||||||
| 4.00%, 09/01/2049 |
880,000 | 970,394 | ||||||
| Omaha Airport Authority |
||||||||
| 5.00%, 12/15/2031 |
515,000 | 613,396 | ||||||
|
|
|
|||||||
| Total Nebraska |
|
52,602,219 | ||||||
|
|
|
|||||||
| Nevada – 1.64% |
||||||||
| City of Carson City NV |
||||||||
| 5.00%, 09/01/2026 |
550,000 | 657,888 | ||||||
| City of Henderson NV |
||||||||
| 4.00%, 06/01/2035 |
900,000 | 1,096,461 | ||||||
| 4.00%, 06/01/2036 |
925,000 | 1,121,562 | ||||||
| 4.00%, 06/01/2038 |
3,540,000 | 4,259,576 | ||||||
| 5.00%, 06/01/2036 |
1,755,000 | 2,284,361 | ||||||
| 5.00%, 06/01/2037 |
3,230,000 | 4,187,727 | ||||||
| City of Las Vegas NV Special Improvement District No 814 |
||||||||
| 4.00%, 06/01/2039 |
450,000 | 459,310 | ||||||
| 4.00%, 06/01/2049 |
1,100,000 | 1,103,476 | ||||||
| City of Las Vegas NV Special Improvement District No 815 |
||||||||
| 4.75%, 12/01/2040 |
900,000 | 952,020 | ||||||
| City of Reno NV |
||||||||
| 0.00%, 07/01/2058(3) |
2,000,000 | 273,980 | ||||||
| 5.00%, 06/01/2038 |
150,000 | 178,033 | ||||||
| City of Sparks NV |
||||||||
| 2.50%, 06/15/2024(3) |
1,700,000 | 1,689,256 | ||||||
| Clark County School District |
||||||||
| 4.00%, 06/15/2034 |
5,000,000 | 5,671,850 | ||||||
| 4.00%, 06/15/2038 |
775,000 | 906,541 | ||||||
| 5.00%, 06/15/2021 |
420,000 | 433,453 | ||||||
| 5.00%, 06/15/2023 |
370,000 | 412,428 | ||||||
| 5.00%, 06/15/2023 |
1,665,000 | 1,855,925 | ||||||
| 5.00%, 06/15/2024 |
4,500,000 | 5,186,745 | ||||||
| 5.00%, 06/15/2025 |
25,000 | 29,676 | ||||||
| 5.00%, 06/15/2025 |
6,060,000 | 7,193,402 | ||||||
| 5.00%, 06/15/2026 |
3,670,000 | 4,472,299 | ||||||
| 5.00%, 06/15/2029 |
4,080,000 | 5,122,685 | ||||||
| 5.00%, 06/15/2035 |
500,000 | 641,315 | ||||||
| County of Clark Department of Aviation |
||||||||
| 5.00%, 07/01/2021 |
830,000 | 857,307 | ||||||
| 5.00%, 07/01/2021 |
1,000,000 | 1,032,130 | ||||||
| 5.00%, 07/01/2024 |
3,320,000 | 3,809,800 | ||||||
| County of Clark NV |
||||||||
| 1.65%, 01/01/2036(1) |
1,560,000 | 1,573,307 | ||||||
| 5.00%, 11/01/2028 |
3,000,000 | 3,732,510 | ||||||
| 5.00%, 06/01/2032 |
3,000,000 | 3,774,510 | ||||||
| 5.00%, 12/01/2032 |
5,385,000 | 6,840,135 | ||||||
| County of Clark NV Passenger Facility Charge Revenue |
||||||||
| 5.00%, 07/01/2024 |
1,250,000 | 1,429,437 | ||||||
| 5.00%, 07/01/2025 |
2,220,000 | 2,613,806 | ||||||
| County of Washoe NV |
||||||||
| 2.05%, 03/01/2036(1) |
4,500,000 | 4,597,875 | ||||||
| 2.05%, 03/01/2036(1) |
5,000,000 | 5,108,750 | ||||||
| 3.00%, 03/01/2036(1) |
700,000 | 728,658 | ||||||
| Las Vegas Convention & Visitors Authority |
||||||||
| 5.00%, 07/01/2031 |
600,000 | 696,708 | ||||||
| Las Vegas Redevelopment Agency |
||||||||
| 5.00%, 06/15/2030 |
1,000,000 | 1,154,220 | ||||||
| 5.00%, 06/15/2040 |
685,000 | 767,693 | ||||||
| Las Vegas Valley Water District |
||||||||
| 4.00%, 06/01/2028 |
1,000,000 | 1,145,200 | ||||||
| 5.00%, 06/01/2039 |
2,815,000 | 3,257,208 | ||||||
| Nevada Housing Division |
||||||||
| 4.00%, 10/01/2049 |
525,000 | 588,478 | ||||||
| State of Nevada Department of Business & Industry |
||||||||
| 0.50%, 01/01/2050(1)(3) |
22,500,000 | 22,500,000 | ||||||
| 0.88%, 12/01/2026(1)(3) |
1,300,000 | 1,301,391 | ||||||
|
|
|
|||||||
| Total Nevada |
|
117,699,092 | ||||||
|
|
|
|||||||
| New Hampshire – 0.48% |
||||||||
| New Hampshire Business Finance Authority |
||||||||
| 0.40%, 09/01/2021(1) |
4,000,000 | 4,000,120 | ||||||
| 0.87% (SIFMA Municipal Swap Index Yield + 0.75%), 10/01/2033(2) |
9,500,000 | 9,501,045 | ||||||
| 3.75%, 07/01/2045(1)(3) |
1,000,000 | 988,940 | ||||||
| 4.13%, 01/20/2034 |
5,075,166 | 5,480,875 | ||||||
| 5.00%, 01/01/2024 |
720,000 | 824,227 | ||||||
| 5.25%, 07/01/2039(3) |
240,000 | 243,487 | ||||||
| 5.63%, 07/01/2046(3) |
125,000 | 128,181 | ||||||
| 5.75%, 07/01/2054(3) |
315,000 | 323,883 | ||||||
| New Hampshire Health & Education Facilities Authority Act |
||||||||
| 4.00%, 10/01/2038 |
115,000 | 124,398 | ||||||
| 4.13%, 07/01/2024(3) |
100,000 | 91,088 | ||||||
| 5.00%, 07/01/2023 |
500,000 | 561,165 | ||||||
| 5.00%, 08/01/2027 |
1,575,000 | 1,964,482 | ||||||
| 5.00%, 10/01/2028 |
1,580,000 | 1,894,657 | ||||||
| 5.00%, 07/01/2030 |
390,000 | 488,931 | ||||||
| 5.00%, 08/01/2030 |
305,000 | 377,041 | ||||||
| 5.00%, 10/01/2032 |
2,825,000 | 3,308,216 | ||||||
| 5.00%, 10/01/2038 |
425,000 | 489,630 | ||||||
| 5.00%, 07/01/2044 |
2,445,000 | 2,715,295 | ||||||
| 5.25%, 07/01/2027(3) |
550,000 | 494,401 | ||||||
| 6.13%, 07/01/2052(3) |
245,000 | 188,194 | ||||||
| 6.25%, 07/01/2042(3) |
700,000 | 574,658 | ||||||
|
|
|
|||||||
| Total New Hampshire |
|
34,762,914 | ||||||
|
|
|
|||||||
| New Jersey – 3.33% |
||||||||
| Camden County Improvement Authority |
||||||||
| 5.00%, 01/15/2028 |
500,000 | 627,055 | ||||||
| 5.00%, 01/15/2029 |
1,000,000 | 1,243,110 | ||||||
| 5.00%, 01/15/2033 |
500,000 | 608,510 | ||||||
| City of Newark NJ |
||||||||
| 5.00%, 10/01/2026 |
700,000 | 861,679 | ||||||
| 5.00%, 10/01/2027 |
750,000 | 941,115 | ||||||
| County of Union NJ |
||||||||
| 3.00%, 03/01/2026 |
3,000,000 | 3,358,500 | ||||||
| Garden State Preservation Trust |
||||||||
| 5.75%, 11/01/2028 |
2,000,000 | 2,515,840 | ||||||
| Hudson County Improvement Authority |
||||||||
| 4.00%, 01/01/2036 |
1,125,000 | 1,324,069 | ||||||
| 4.00%, 01/01/2037 |
855,000 | 1,002,376 | ||||||
| New Brunswick Parking Authority |
||||||||
| 5.00%, 09/01/2039 |
2,000,000 | 2,330,740 | ||||||
| New Jersey Economic Development Authority |
||||||||
| 1.15%, 06/01/2023 |
2,550,000 | 2,587,842 | ||||||
| 1.20%, 11/01/2034(1) |
3,000,000 | 3,044,490 | ||||||
| 2.20%, 10/01/2039(1) |
1,400,000 | 1,480,738 | ||||||
| 3.13%, 07/01/2029 |
445,000 | 445,659 | ||||||
| 4.00%, 11/01/2038 |
825,000 | 868,931 | ||||||
| 4.00%, 11/01/2044 |
1,000,000 | 1,034,530 | ||||||
| 4.00%, 08/01/2059 |
355,000 | 393,677 | ||||||
| 5.00%, 01/01/2023 |
400,000 | 433,260 | ||||||
| 5.00%, 03/01/2023 |
4,160,000 | 4,514,016 | ||||||
| 5.00%, 03/01/2024 |
2,405,000 | 2,564,812 | ||||||
| 5.00%, 06/15/2024 |
2,000,000 | 2,244,800 | ||||||
| 5.00%, 06/15/2025 |
5,190,000 | 5,954,695 | ||||||
| 5.00%, 06/01/2026 |
900,000 | 1,084,752 | ||||||
| 5.00%, 06/15/2028 |
605,000 | 619,683 | ||||||
| 5.00%, 06/15/2029 |
1,000,000 | 1,021,750 | ||||||
| 5.00%, 06/15/2030 |
4,000,000 | 4,716,760 | ||||||
| 5.00%, 11/01/2030 |
1,000,000 | 1,193,440 | ||||||
| 5.00%, 01/01/2031 |
500,000 | 560,325 | ||||||
| 5.00%, 11/01/2031 |
2,200,000 | 2,611,642 | ||||||
| 5.00%, 06/15/2033 |
5,000,000 | 5,867,500 | ||||||
| 5.00%, 06/15/2034 |
1,000,000 | 1,166,560 | ||||||
| 5.00%, 06/15/2035 |
1,595,000 | 1,832,464 | ||||||
| 5.00%, 10/01/2037 |
3,185,000 | 3,510,380 | ||||||
| 5.00%, 06/15/2038 |
10,200,000 | 11,510,190 | ||||||
| 5.00%, 10/01/2039(3) |
355,000 | 340,292 | ||||||
| 5.00%, 01/01/2040(3) |
540,000 | 514,053 | ||||||
| 5.00%, 10/01/2047 |
3,450,000 | 3,733,107 | ||||||
| 5.00%, 06/15/2054(3) |
2,900,000 | 3,000,021 | ||||||
| 5.00%, 08/01/2059 |
1,000,000 | 1,210,160 | ||||||
| 5.13%, 01/01/2034 |
705,000 | 775,077 | ||||||
| 5.13%, 06/15/2043 |
2,450,000 | 2,573,970 | ||||||
| 5.25%, 01/01/2044 |
190,000 | 175,822 | ||||||
| 5.50%, 01/01/2027 |
500,000 | 561,880 | ||||||
| 5.50%, 06/15/2030 |
2,000,000 | 2,354,460 | ||||||
| 5.63%, 11/15/2030 |
2,095,000 | 2,172,285 | ||||||
| 5.63%, 01/01/2052 |
2,000,000 | 2,204,860 | ||||||
| New Jersey Educational Facilities Authority |
||||||||
| 5.00%, 06/01/2023 |
930,000 | 1,017,011 | ||||||
| 5.00%, 07/01/2023 |
3,390,000 | 3,736,085 | ||||||
| 5.00%, 07/01/2029 |
1,500,000 | 1,744,815 | ||||||
| 5.00%, 07/01/2032 |
4,920,000 | 5,672,170 | ||||||
| New Jersey Health Care Facilities Financing Authority |
||||||||
| 5.00%, 07/01/2021 |
40,000 | 41,200 | ||||||
| 5.00%, 07/01/2022 |
540,000 | 577,211 | ||||||
| 5.00%, 07/01/2023 |
140,000 | 154,935 | ||||||
| 5.00%, 07/01/2023 |
530,000 | 595,148 | ||||||
| 5.00%, 07/01/2024 |
110,000 | 125,573 | ||||||
| 5.00%, 07/01/2024 |
2,500,000 | 2,700,925 | ||||||
| 5.00%, 07/01/2025 |
120,000 | 140,801 | ||||||
| 5.00%, 07/01/2026 |
40,000 | 47,981 | ||||||
| 5.00%, 07/01/2027 |
60,000 | 71,713 | ||||||
| 5.00%, 07/01/2028 |
155,000 | 189,627 | ||||||
| 5.00%, 07/01/2030 |
165,000 | 193,327 | ||||||
| 5.00%, 07/01/2033 |
500,000 | 594,025 | ||||||
| 5.00%, 07/01/2041 |
815,000 | 914,715 | ||||||
| 5.00%, 07/01/2042(1) |
2,755,000 | 3,295,641 | ||||||
| 5.00%, 07/01/2043(1) |
2,250,000 | 2,604,825 | ||||||
| 5.00%, 07/01/2045(1) |
2,795,000 | 3,438,074 | ||||||
| 5.00%, 07/01/2046 |
2,375,000 | 2,628,056 | ||||||
| New Jersey Higher Education Student Assistance Authority |
||||||||
| 3.35%, 12/01/2029 |
2,970,000 | 3,099,047 | ||||||
| 5.00%, 12/01/2021 |
660,000 | 689,581 | ||||||
| 5.00%, 12/01/2023 |
460,000 | 514,772 | ||||||
| 5.00%, 12/01/2024 |
265,000 | 305,577 | ||||||
| 5.00%, 12/01/2024 |
1,000,000 | 1,140,440 | ||||||
| 5.00%, 12/01/2025 |
490,000 | 580,263 | ||||||
| 5.00%, 12/01/2025 |
2,600,000 | 3,029,442 | ||||||
| 5.00%, 12/01/2026 |
1,330,000 | 1,574,906 | ||||||
| 5.00%, 12/01/2026 |
1,550,000 | 1,835,417 | ||||||
| 5.00%, 12/01/2027 |
1,455,000 | 1,746,567 | ||||||
| 5.00%, 12/01/2027 |
1,470,000 | 1,764,573 | ||||||
| 5.00%, 12/01/2044 |
1,000,000 | 1,054,350 | ||||||
| 5.50%, 12/01/2021 |
2,260,000 | 2,375,147 | ||||||
| New Jersey Housing & Mortgage Finance Agency |
||||||||
| 2.41%, 10/01/2021(1) |
5,000,000 | 5,000,000 | ||||||
| 3.50%, 04/01/2051 |
5,000,000 | 5,607,350 | ||||||
| 3.55%, 04/01/2027 |
2,045,000 | 2,312,875 | ||||||
| 3.65%, 04/01/2028 |
1,480,000 | 1,685,498 | ||||||
| New Jersey Transportation Trust Fund Authority |
||||||||
| 0.00%, 12/15/2026 |
2,600,000 | 2,231,216 | ||||||
| 0.00%, 12/15/2027 |
3,260,000 | 2,698,791 | ||||||
| 0.00%, 12/15/2028 |
770,000 | 612,350 | ||||||
| 0.00%, 12/15/2028 |
780,000 | 620,303 | ||||||
| 0.00%, 12/15/2030 |
2,000,000 | 1,461,880 | ||||||
| 0.00%, 12/15/2030 |
2,000,000 | 1,491,580 | ||||||
| 0.00%, 12/15/2031 |
2,000,000 | 1,431,580 | ||||||
| 5.00%, 12/15/2023 |
2,720,000 | 3,023,008 | ||||||
| 5.00%, 12/15/2024 |
1,335,000 | 1,517,962 | ||||||
| 5.00%, 06/15/2025 |
450,000 | 488,754 |
| 5.00%, 12/15/2025 |
1,255,000 | 1,455,223 | ||||||
| 5.00%, 12/15/2026 |
2,000,000 | 2,356,160 | ||||||
| 5.00%, 06/15/2027 |
235,000 | 276,233 | ||||||
| 5.00%, 12/15/2028 |
5,510,000 | 6,635,307 | ||||||
| 5.00%, 06/15/2029 |
665,000 | 698,456 | ||||||
| 5.00%, 06/15/2029 |
1,200,000 | 1,389,756 | ||||||
| 5.00%, 12/15/2029 |
820,000 | 992,085 | ||||||
| 5.00%, 12/15/2030 |
2,000,000 | 2,351,680 | ||||||
| 5.00%, 06/15/2031 |
3,545,000 | 4,060,939 | ||||||
| 5.00%, 06/15/2032 |
235,000 | 257,790 | ||||||
| 5.00%, 06/15/2032 |
1,860,000 | 1,945,486 | ||||||
| 5.00%, 06/15/2032 |
2,725,000 | 3,171,927 | ||||||
| 5.00%, 12/15/2032 |
1,340,000 | 1,555,351 | ||||||
| 5.00%, 12/15/2033 |
2,200,000 | 2,540,208 | ||||||
| 5.25%, 12/15/2022 |
1,760,000 | 1,907,629 | ||||||
| 5.25%, 12/15/2023 |
3,940,000 | 4,410,948 | ||||||
| 5.25%, 06/15/2036 |
10,180,000 | 10,391,235 | ||||||
| 5.25%, 06/15/2043 |
3,000,000 | 3,395,280 | ||||||
| 5.50%, 12/15/2023 |
190,000 | 214,193 | ||||||
| 5.50%, 06/15/2031 |
1,000,000 | 1,024,750 | ||||||
| New Jersey Turnpike Authority |
||||||||
| 5.00%, 01/01/2033 |
5,000,000 | 5,765,700 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.32%, 01/01/2024(1)(3) |
2,800,000 | 2,800,000 | ||||||
| 0.47%, 12/15/2034(1)(3) |
1,600,000 | 1,600,000 | ||||||
| Tobacco Settlement Financing Corp. |
||||||||
| 5.00%, 06/01/2023 |
570,000 | 632,808 | ||||||
| Township of Montclair NJ |
||||||||
| 4.00%, 03/01/2023 |
800,000 | 873,952 | ||||||
| 4.00%, 03/01/2027 |
325,000 | 395,957 | ||||||
|
|
|
|||||||
| Total New Jersey |
|
239,168,017 | ||||||
|
|
|
|||||||
| New Mexico – 0.45% |
||||||||
| Albuquerque Bernalillo County Water Utility Authority |
||||||||
| 5.00%, 07/01/2027 |
2,400,000 | 3,014,664 | ||||||
| 5.00%, 07/01/2028 |
1,700,000 | 2,128,808 | ||||||
| Albuquerque Municipal School District No 12 |
||||||||
| 5.00%, 08/01/2025 |
800,000 | 970,088 | ||||||
| City of Farmington NM |
||||||||
| 1.88%, 04/01/2033(1) |
10,500,000 | 10,619,280 | ||||||
| City of Santa Fe NM |
||||||||
| 2.25%, 05/15/2024 |
555,000 | 538,955 | ||||||
| 2.63%, 05/15/2025 |
995,000 | 971,428 | ||||||
| Farmington Municipal School District No 5 |
||||||||
| 5.00%, 09/01/2024 |
490,000 | 579,543 | ||||||
| New Mexico Hospital Equipment Loan Council |
||||||||
| 5.00%, 08/01/2049(1) |
2,360,000 | 2,763,300 | ||||||
| New Mexico Mortgage Finance Authority |
||||||||
| 3.75%, 01/01/2050 |
735,000 | 817,717 | ||||||
| New Mexico Municipal Energy Acquisition Authority |
||||||||
| 5.00%, 11/01/2039(1) |
5,140,000 | 6,116,035 | ||||||
| Town of Clayton NM |
||||||||
| 4.00%, 11/01/2020 |
3,545,000 | 3,554,181 | ||||||
|
|
|
|||||||
| Total New Mexico |
|
32,073,999 | ||||||
|
|
|
|||||||
| New York – 8.94% |
||||||||
| Albany County Airport Authority |
||||||||
| 5.00%, 12/15/2021 |
800,000 | 838,448 | ||||||
| Broome County Local Development Corp. |
||||||||
| 4.00%, 04/01/2034 |
1,000,000 | 1,188,310 | ||||||
| Build NYC Resource Corp. |
||||||||
| 4.88%, 05/01/2031(3) |
750,000 | 808,800 | ||||||
| 5.00%, 08/01/2022 |
200,000 | 213,528 | ||||||
| 5.00%, 08/01/2023 |
515,000 | 565,331 | ||||||
| 5.00%, 01/01/2035(3) |
3,900,000 | 4,270,617 | ||||||
| 5.50%, 05/01/2048(3) |
1,350,000 | 1,452,897 | ||||||
| City of Long Beach NY |
||||||||
| 5.00%, 09/01/2028 |
2,000,000 | 2,428,480 | ||||||
| 5.00%, 09/01/2029 |
2,800,000 | 3,376,464 | ||||||
| City of New York NY |
||||||||
| 0.13%, 04/01/2042(1) |
900,000 | 900,000 | ||||||
| 0.14%, 04/01/2035(1) |
41,695,000 | 41,695,000 | ||||||
| 5.00%, 08/01/2025 |
1,600,000 | 1,935,920 | ||||||
| 5.00%, 08/01/2027 |
400,000 | 472,504 | ||||||
| 5.00%, 08/01/2027 |
2,975,000 | 3,576,010 | ||||||
| 5.00%, 08/01/2028 |
400,000 | 482,576 | ||||||
| 5.00%, 08/01/2028 |
700,000 | 857,836 | ||||||
| 5.00%, 08/01/2028 |
3,975,000 | 4,755,014 | ||||||
| 5.00%, 08/01/2029 |
1,305,000 | 1,631,354 | ||||||
| 5.00%, 08/01/2029 |
1,500,000 | 1,875,120 | ||||||
| 5.00%, 08/01/2031 |
1,000,000 | 1,233,940 | ||||||
| 5.00%, 08/01/2032 |
1,745,000 | 2,139,196 | ||||||
| 5.00%, 11/01/2032 |
2,200,000 | 2,863,168 | ||||||
| City of Yonkers NY |
||||||||
| 5.00%, 09/01/2022 |
2,350,000 | 2,537,554 | ||||||
| 5.00%, 09/01/2025 |
1,015,000 | 1,212,895 | ||||||
| County of Erie NY |
||||||||
| 5.00%, 06/01/2021 |
750,000 | 774,180 | ||||||
| 5.00%, 09/15/2021 |
225,000 | 235,408 | ||||||
| 5.00%, 06/01/2025 |
1,000,000 | 1,210,620 | ||||||
| County of Nassau NY |
||||||||
| 5.00%, 10/01/2024 |
3,000,000 | 3,491,490 | ||||||
| County of Rockland NY |
||||||||
| 4.00%, 01/01/2021 |
1,100,000 | 1,110,384 | ||||||
| County of Suffolk NY |
||||||||
| 4.00%, 02/01/2028 |
1,865,000 | 2,242,439 | ||||||
| 5.00%, 03/19/2021 |
4,000,000 | 4,074,840 | ||||||
| Erie County Fiscal Stability Authority |
||||||||
| 5.00%, 09/01/2033 |
525,000 | 662,266 | ||||||
| Glen Cove Local Economic Assistance Corp. |
||||||||
| 0.00%, 01/01/2045 |
3,550,000 | 1,089,601 | ||||||
| 0.00%, 01/01/2055 |
710,000 | 661,883 | ||||||
| 5.00%, 01/01/2056 |
485,000 | 499,904 | ||||||
| Hempstead Town Local Development Corp. |
||||||||
| 5.53%, 02/01/2040 |
3,500,000 | 3,586,870 | ||||||
| 5.89%, 02/01/2032 |
1,250,000 | 1,334,062 | ||||||
| 6.24%, 02/01/2047 |
1,000,000 | 1,058,160 | ||||||
| 6.47%, 02/01/2033 |
1,000,000 | 1,106,000 | ||||||
| Hudson Yards Infrastructure Corp. |
||||||||
| 5.00%, 02/15/2032 |
2,325,000 | 2,781,118 | ||||||
| 5.00%, 02/15/2035 |
1,700,000 | 2,010,114 | ||||||
| Long Island Power Authority |
||||||||
| 0.85%, 09/01/2050(1) |
6,125,000 | 6,155,502 | ||||||
| 1.65%, 09/01/2049(1) |
4,395,000 | 4,532,476 | ||||||
| 5.00%, 09/01/2023 |
550,000 | 626,252 | ||||||
| 5.00%, 09/01/2024 |
565,000 | 668,734 | ||||||
| 5.00%, 09/01/2025 |
1,000,000 | 1,225,720 | ||||||
| 5.00%, 09/01/2026 |
2,000,000 | 2,519,940 | ||||||
| 5.00%, 09/01/2027 |
6,500,000 | 8,380,840 | ||||||
| 5.00%, 09/01/2039 |
1,725,000 | 2,150,557 | ||||||
| Metropolitan Transportation Authority |
||||||||
| 0.00%, 11/15/2033 |
1,600,000 | 968,016 | ||||||
| 0.57% (SIFMA Municipal Swap Index Yield + 0.45%), 11/01/2026(2) |
2,530,000 | 2,507,913 | ||||||
| 0.75% (1 Month LIBOR USD + 0.65%), 11/01/2035(2) |
8,305,000 | 8,157,171 | ||||||
| 4.00%, 02/01/2022 |
4,370,000 | 4,415,972 | ||||||
| 5.00%, 09/01/2021 |
25,000,000 | 25,483,250 | ||||||
| 5.00%, 11/15/2021 |
500,000 | 510,290 | ||||||
| 5.00%, 11/15/2021 |
640,000 | 653,171 | ||||||
| 5.00%, 11/15/2022 |
1,430,000 | 1,482,753 | ||||||
| 5.00%, 11/15/2024 |
1,885,000 | 2,104,112 | ||||||
| 5.00%, 11/15/2025 |
1,155,000 | 1,231,057 | ||||||
| 5.00%, 11/15/2026 |
1,600,000 | 1,710,192 | ||||||
| 5.00%, 11/15/2026 |
2,350,000 | 2,511,844 | ||||||
| 5.00%, 11/15/2029 |
2,220,000 | 2,318,146 | ||||||
| 5.00%, 11/15/2031 |
1,055,000 | 1,105,418 | ||||||
| 5.00%, 11/15/2033 |
1,025,000 | 1,065,518 | ||||||
| 5.00%, 11/15/2033 |
1,715,000 | 1,811,606 | ||||||
| 5.00%, 11/15/2033 |
3,645,000 | 3,849,266 | ||||||
| 5.00%, 11/15/2034 |
4,000,000 | 4,219,960 | ||||||
| 5.00%, 11/15/2035 |
1,750,000 | 1,817,900 | ||||||
| 5.00%, 11/15/2036 |
1,865,000 | 2,168,212 | ||||||
| 5.00%, 11/15/2039 |
2,000,000 | 2,065,140 | ||||||
| 5.00%, 11/15/2045(1) |
4,470,000 | 4,478,448 | ||||||
| 5.25%, 11/15/2030 |
1,570,000 | 1,659,961 | ||||||
| 5.25%, 11/15/2036 |
1,015,000 | 1,195,244 | ||||||
| MTA Hudson Rail Yards Trust Obligations |
||||||||
| 5.00%, 11/15/2051 |
1,500,000 | 1,565,385 | ||||||
| 5.00%, 11/15/2056 |
4,380,000 | 4,795,750 | ||||||
| Nassau County Industrial Development Agency |
||||||||
| 6.50%, 01/01/2034 |
672,500 | 553,629 | ||||||
| 6.70%, 01/01/2049 |
793,750 | 588,105 |
| New York City Housing Development Corp. |
||||||||
| 1.13%, 05/01/2060(1) |
7,500,000 | 7,555,125 | ||||||
| 2.75%, 05/01/2050(1) |
6,500,000 | 6,791,265 | ||||||
| 5.00%, 05/01/2026 |
110,000 | 133,658 | ||||||
| 5.00%, 05/01/2027 |
600,000 | 744,270 | ||||||
| 5.00%, 11/01/2027 |
855,000 | 1,071,999 | ||||||
| 5.00%, 05/01/2028 |
875,000 | 1,103,708 | ||||||
| 5.00%, 11/01/2028 |
600,000 | 763,362 | ||||||
| 5.00%, 05/01/2029 |
300,000 | 385,182 | ||||||
| 5.00%, 11/01/2029 |
875,000 | 1,133,151 | ||||||
| 5.00%, 11/01/2030 |
500,000 | 655,175 | ||||||
| New York City Industrial Development Agency |
||||||||
| 4.00%, 03/01/2045 |
3,500,000 | 3,972,570 | ||||||
| 5.00%, 03/01/2028 |
850,000 | 1,067,337 | ||||||
| New York City Transitional Finance Authority Building Aid Revenue |
||||||||
| 5.00%, 07/15/2024 |
200,000 | 234,780 | ||||||
| 5.00%, 07/15/2032 |
2,000,000 | 2,469,940 | ||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue |
||||||||
| 0.14%, 08/01/2041(1) |
6,000,000 | 6,000,000 | ||||||
| 4.00%, 05/01/2036 |
2,000,000 | 2,365,280 | ||||||
| 4.00%, 11/01/2038 |
4,000,000 | 4,676,680 | ||||||
| 5.00%, 11/01/2028 |
1,500,000 | 1,814,820 | ||||||
| 5.00%, 11/01/2029 |
2,000,000 | 2,373,360 | ||||||
| 5.00%, 02/01/2030 |
4,480,000 | 5,430,790 | ||||||
| 5.00%, 02/01/2031 |
2,720,000 | 3,004,621 | ||||||
| 5.00%, 05/01/2032 |
3,500,000 | 4,648,595 | ||||||
| 5.00%, 05/01/2033 |
2,535,000 | 3,159,523 | ||||||
| 5.00%, 08/01/2034 |
700,000 | 873,747 | ||||||
| 5.00%, 08/01/2035 |
1,600,000 | 1,989,824 | ||||||
| 5.00%, 08/01/2038 |
1,975,000 | 2,432,015 | ||||||
| 5.00%, 02/01/2041 |
200,000 | 230,338 | ||||||
| New York City Water & Sewer System |
||||||||
| 4.00%, 06/15/2039 |
5,290,000 | 6,213,105 | ||||||
| 5.00%, 06/15/2031 |
6,075,000 | 7,291,883 | ||||||
| 5.00%, 06/15/2032 |
5,000,000 | 5,165,900 | ||||||
| 5.00%, 06/15/2033 |
2,525,000 | 2,608,426 | ||||||
| 5.00%, 06/15/2034 |
4,800,000 | 5,162,496 | ||||||
| 5.00%, 06/15/2035 |
9,025,000 | 10,934,780 | ||||||
| 5.00%, 06/15/2036 |
5,000,000 | 6,046,700 | ||||||
| 5.00%, 06/15/2037 |
6,000,000 | 7,128,240 | ||||||
| 5.00%, 06/15/2039 |
8,320,000 | 9,867,603 | ||||||
| 5.00%, 06/15/2046 |
9,785,000 | 10,890,216 | ||||||
| 5.00%, 06/15/2048 |
20,000 | 24,344 | ||||||
| New York Convention Center Development Corp. |
||||||||
| 5.00%, 11/15/2033 |
3,000,000 | 3,395,640 | ||||||
| 5.00%, 11/15/2040 |
1,085,000 | 1,210,242 | ||||||
| New York Liberty Development Corp. |
||||||||
| 2.63%, 09/15/2069 |
400,000 | 402,696 | ||||||
| 2.80%, 09/15/2069 |
1,025,000 | 990,939 | ||||||
| 5.00%, 09/15/2031 |
4,000,000 | 4,241,240 | ||||||
| 5.00%, 11/15/2044(3) |
1,100,000 | 1,127,654 | ||||||
| 5.25%, 10/01/2035 |
2,285,000 | 3,168,495 | ||||||
| 5.38%, 11/15/2040(3) |
6,200,000 | 6,415,698 | ||||||
| 5.75%, 11/15/2051 |
2,000,000 | 2,102,660 | ||||||
| New York State Dormitory Authority |
||||||||
| 4.00%, 02/15/2037 |
5,000,000 | 5,835,450 | ||||||
| 5.00%, 03/31/2021 |
13,750,000 | 14,080,413 | ||||||
| 5.00%, 12/01/2022(3) |
900,000 | 971,910 | ||||||
| 5.00%, 07/01/2023 |
5,000 | 5,642 | ||||||
| 5.00%, 07/01/2023 |
245,000 | 277,132 | ||||||
| 5.00%, 12/15/2023 |
1,000,000 | 1,105,060 | ||||||
| 5.00%, 03/15/2024 |
3,700,000 | 4,292,629 | ||||||
| 5.00%, 05/01/2024 |
4,870,000 | 5,581,166 | ||||||
| 5.00%, 07/01/2024 |
5,000 | 5,869 | ||||||
| 5.00%, 07/01/2024 |
345,000 | 405,513 | ||||||
| 5.00%, 07/01/2025 |
5,000 | 6,086 | ||||||
| 5.00%, 07/01/2025 |
255,000 | 310,113 | ||||||
| 5.00%, 03/15/2027 |
2,500,000 | 2,977,975 | ||||||
| 5.00%, 10/01/2028 |
1,000,000 | 1,172,020 | ||||||
| 5.00%, 10/01/2028 |
1,735,000 | 2,163,857 | ||||||
| 5.00%, 03/15/2029 |
3,700,000 | 4,252,336 | ||||||
| 5.00%, 10/01/2029 |
1,430,000 | 1,771,627 | ||||||
| 5.00%, 10/01/2030 |
1,910,000 | 2,351,115 |
| 5.00%, 02/15/2032 |
8,610,000 | 9,108,261 | ||||||
| 5.00%, 12/01/2033(3) |
700,000 | 813,372 | ||||||
| 5.00%, 05/01/2048(1) |
1,145,000 | 1,200,452 | ||||||
| 5.00%, 05/01/2048(1) |
1,040,000 | 1,231,464 | ||||||
| 5.00%, 05/01/2048(1) |
5,695,000 | 6,447,253 | ||||||
| 5.25%, 03/15/2033 |
6,000,000 | 7,201,980 | ||||||
| 5.25%, 03/15/2038 |
1,930,000 | 2,414,816 | ||||||
| New York State Environmental Facilities Corp. |
||||||||
| 5.00%, 06/15/2033 |
500,000 | 661,775 | ||||||
| New York State Thruway Authority |
||||||||
| 5.00%, 01/01/2032 |
2,835,000 | 3,295,971 | ||||||
| New York State Urban Development Corp. |
||||||||
| 4.00%, 03/15/2037 |
2,500,000 | 2,947,750 | ||||||
| 5.00%, 03/15/2022 |
360,000 | 385,330 | ||||||
| 5.00%, 03/15/2023 |
700,000 | 781,228 | ||||||
| 5.00%, 03/15/2024 |
400,000 | 463,920 | ||||||
| 5.00%, 03/15/2035 |
2,800,000 | 3,205,580 | ||||||
| 5.00%, 03/15/2035 |
3,000,000 | 3,878,880 | ||||||
| 5.00%, 03/15/2036 |
8,560,000 | 11,015,265 | ||||||
| New York Transportation Development Corp. |
||||||||
| 4.00%, 10/01/2030 |
3,860,000 | 3,943,067 | ||||||
| 5.00%, 01/01/2023 |
270,000 | 286,799 | ||||||
| 5.00%, 08/01/2026 |
1,000,000 | 1,002,340 | ||||||
| 5.00%, 01/01/2031 |
1,015,000 | 1,097,763 | ||||||
| 5.00%, 08/01/2031 |
5,105,000 | 5,089,430 | ||||||
| 5.00%, 01/01/2033 |
5,500,000 | 5,887,090 | ||||||
| 5.00%, 10/01/2035 |
9,000,000 | 9,710,010 | ||||||
| 5.00%, 10/01/2040 |
2,200,000 | 2,342,472 | ||||||
| 5.00%, 07/01/2041 |
2,300,000 | 2,467,072 | ||||||
| 5.00%, 07/01/2046 |
800,000 | 852,224 | ||||||
| 5.25%, 08/01/2031 |
500,000 | 515,630 | ||||||
| 5.38%, 08/01/2036 |
800,000 | 829,248 | ||||||
| Oneida County Local Development Corp. |
||||||||
| 5.00%, 12/01/2025 |
320,000 | 364,387 | ||||||
| 5.00%, 12/01/2027 |
1,425,000 | 1,608,497 | ||||||
| 5.00%, 12/01/2028 |
1,000,000 | 1,123,630 | ||||||
| Onondaga Civic Development Corp. |
||||||||
| 5.00%, 12/01/2033 |
1,000,000 | 1,327,640 | ||||||
| Port Authority of New York & New Jersey |
||||||||
| 4.00%, 07/15/2037 |
2,500,000 | 2,832,750 | ||||||
| 5.00%, 09/15/2024 |
5,115,000 | 5,979,179 | ||||||
| 5.00%, 09/15/2025 |
1,000,000 | 1,019,590 | ||||||
| 5.00%, 09/15/2026 |
1,000,000 | 1,231,610 | ||||||
| 5.00%, 10/15/2028 |
4,000,000 | 4,729,280 | ||||||
| 5.00%, 07/15/2031 |
5,000,000 | 5,059,800 | ||||||
| 5.00%, 10/15/2033 |
3,500,000 | 3,973,900 | ||||||
| 5.00%, 12/01/2033 |
5,070,000 | 5,655,230 | ||||||
| 5.00%, 10/15/2037 |
4,665,000 | 5,259,554 | ||||||
| 5.25%, 07/15/2030 |
9,705,000 | 9,830,874 | ||||||
| 5.25%, 07/15/2036 |
6,000,000 | 6,074,820 | ||||||
| State of New York Mortgage Agency |
||||||||
| 2.20%, 10/01/2029 |
1,000,000 | 1,052,300 | ||||||
| 3.45%, 04/01/2026 |
2,185,000 | 2,444,075 | ||||||
| Suffolk County Economic Development Corp. |
||||||||
| 5.00%, 07/01/2028 |
300,000 | 310,629 | ||||||
| 5.00%, 07/01/2028 |
1,750,000 | 1,798,878 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.22%, 11/15/2026(1)(3) |
1,600,000 | 1,600,000 | ||||||
| 0.22%, 11/15/2044(1)(3) |
1,700,000 | 1,700,000 | ||||||
| 0.32%, 01/01/2028(1)(3) |
2,900,000 | 2,900,000 | ||||||
| 0.38%, 01/01/2028(1)(3) |
500,000 | 500,000 | ||||||
| Tompkins County Development Corp. |
||||||||
| 5.00%, 07/01/2044 |
115,000 | 119,323 | ||||||
| Town of Hempstead NY |
||||||||
| 4.00%, 06/15/2028 |
3,665,000 | 4,291,642 | ||||||
| Triborough Bridge & Tunnel Authority |
||||||||
| 0.55% (Secured Overnight Financing Rate + 0.50%), 11/15/2038(2) |
20,000,000 | 20,000,000 | ||||||
| 5.00%, 11/15/2030 |
4,000,000 | 5,394,880 | ||||||
| 5.00%, 11/15/2033 |
6,000,000 | 7,848,360 | ||||||
| Utility Debt Securitization Authority |
||||||||
| 5.00%, 12/15/2032 |
640,000 | 732,525 | ||||||
| 5.00%, 12/15/2041 |
9,385,000 | 11,650,821 | ||||||
| Westchester County Local Development Corp. |
||||||||
| 5.50%, 05/01/2042 |
150,000 | 162,107 | ||||||
|
|
|
|||||||
| Total New York |
|
641,182,459 | ||||||
|
|
|
|||||||
| North Carolina – 0.88% |
||||||||
| Charlotte-Mecklenburg Hospital Authority |
||||||||
| 5.00%, 01/15/2031 |
1,500,000 | 1,573,245 | ||||||
| 5.00%, 01/15/2048(1) |
5,000,000 | 5,317,450 | ||||||
| County of New Hanover NC |
||||||||
| 5.00%, 10/01/2023 |
1,125,000 | 1,273,039 | ||||||
| 5.00%, 10/01/2027 |
100,000 | 125,941 | ||||||
| 5.00%, 10/01/2034 |
1,000,000 | 1,208,120 | ||||||
| 5.00%, 10/01/2047 |
840,000 | 985,446 | ||||||
| Mecklenburg County Public Facilities Corp. |
||||||||
| 5.00%, 02/01/2023 |
2,160,000 | 2,399,890 | ||||||
| North Carolina Capital Facilities Finance Agency |
||||||||
| 0.25%, 07/01/2034(1) |
3,800,000 | 3,800,494 | ||||||
| 0.28%, 06/01/2038(1) |
5,000,000 | 5,000,600 | ||||||
| 5.00%, 06/01/2021 |
500,000 | 514,890 | ||||||
| North Carolina Eastern Municipal Power Agency |
||||||||
| 5.00%, 01/01/2021 |
1,965,000 | 1,988,541 | ||||||
| North Carolina Medical Care Commission |
||||||||
| 2.20%, 12/01/2048(1) |
2,285,000 | 2,316,921 | ||||||
| 2.55%, 06/01/2048(1) |
3,955,000 | 4,158,603 | ||||||
| 3.55%, 10/01/2024 |
220,000 | 220,000 | ||||||
| 4.88%, 07/01/2040 |
550,000 | 551,232 | ||||||
| 5.00%, 10/01/2023 |
110,000 | 118,158 | ||||||
| 5.00%, 10/01/2024 |
300,000 | 328,362 | ||||||
| 5.00%, 10/01/2025 |
250,000 | 266,168 | ||||||
| 5.00%, 10/01/2030 |
420,000 | 446,695 | ||||||
| 5.00%, 10/01/2030 |
2,100,000 | 2,253,930 | ||||||
| 5.00%, 10/01/2031 |
2,950,000 | 3,102,692 | ||||||
| 5.00%, 09/01/2037 |
3,000,000 | 3,038,130 | ||||||
| 5.00%, 10/01/2037 |
250,000 | 257,832 | ||||||
| 5.00%, 01/01/2039 |
1,225,000 | 1,280,260 | ||||||
| 5.00%, 07/01/2039 |
800,000 | 860,344 | ||||||
| 5.00%, 10/01/2040 |
900,000 | 1,058,004 | ||||||
| 5.00%, 09/01/2041 |
440,000 | 444,466 | ||||||
| 5.00%, 10/01/2043 |
2,000,000 | 2,120,280 | ||||||
| 5.00%, 07/01/2049 |
900,000 | 952,875 | ||||||
| 6.25%, 07/01/2035 |
1,000,000 | 1,048,350 | ||||||
| North Carolina Turnpike Authority |
||||||||
| 4.00%, 01/01/2055 |
1,000,000 | 1,093,490 | ||||||
| 5.00%, 01/01/2027 |
530,000 | 656,050 | ||||||
| 5.00%, 01/01/2032 |
1,000,000 | 1,177,180 | ||||||
| 5.00%, 07/01/2051 |
1,700,000 | 1,896,452 | ||||||
| Raleigh Durham Airport Authority |
||||||||
| 5.00%, 05/01/2024 |
2,000,000 | 2,283,680 | ||||||
| 5.00%, 05/01/2025 |
3,000,000 | 3,530,460 | ||||||
| State of North Carolina |
||||||||
| 5.00%, 03/01/2022 |
1,000,000 | 1,067,290 | ||||||
| 5.00%, 03/01/2023 |
2,335,000 | 2,598,668 | ||||||
|
|
|
|||||||
| Total North Carolina |
|
63,314,228 | ||||||
|
|
|
|||||||
| North Dakota – 0.07% |
||||||||
| North Dakota Housing Finance Agency |
||||||||
| 0.12%, 07/01/2036(1) |
5,000,000 | 5,000,000 | ||||||
|
|
|
|||||||
| Total North Dakota |
|
5,000,000 | ||||||
|
|
|
|||||||
| Ohio – 2.56% |
||||||||
| Akron Bath Copley Joint Township Hospital District |
||||||||
| 4.00%, 11/15/2033 |
425,000 | 485,703 | ||||||
| 4.00%, 11/15/2034 |
500,000 | 569,540 | ||||||
| 4.00%, 11/15/2036 |
2,000,000 | 2,260,100 | ||||||
| 4.00%, 11/15/2037 |
1,600,000 | 1,805,792 | ||||||
| 5.25%, 11/15/2031 |
530,000 | 639,609 | ||||||
| 5.25%, 11/15/2032 |
645,000 | 774,561 | ||||||
| 5.25%, 11/15/2033 |
1,770,000 | 2,118,088 | ||||||
| 5.25%, 11/15/2046 |
1,255,000 | 1,463,142 | ||||||
| American Municipal Power, Inc. |
||||||||
| 2.30%, 02/15/2038(1) |
2,900,000 | 2,936,743 | ||||||
| Buckeye Tobacco Settlement Financing Authority |
||||||||
| 4.00%, 06/01/2038 |
1,000,000 | 1,169,380 | ||||||
| 5.00%, 06/01/2055 |
28,350,000 | 30,157,879 | ||||||
| City of Cleveland OH Airport System Revenue |
||||||||
| 5.00%, 01/01/2024 |
2,450,000 | 2,786,703 | ||||||
| 5.00%, 01/01/2048 |
2,000,000 | 2,357,960 | ||||||
| City of Columbus OH |
||||||||
| 5.00%, 04/01/2033 |
1,345,000 | 1,763,335 | ||||||
| City of Dayton OH Airport Revenue |
||||||||
| 5.00%, 12/01/2021 |
1,050,000 | 1,097,460 | ||||||
| City of Hamilton OH Electric System Revenue |
||||||||
| 4.00%, 10/01/2037 |
1,000,000 | 1,152,340 | ||||||
| Clermont County Port Authority |
||||||||
| 5.00%, 12/01/2029 |
750,000 | 903,135 | ||||||
| 5.00%, 12/01/2030 |
850,000 | 1,022,133 | ||||||
| 5.00%, 12/01/2031 |
650,000 | 780,175 | ||||||
| Cleveland-Cuyahoga County Port Authority |
||||||||
| 5.50%, 12/01/2043 |
125,000 | 131,880 | ||||||
| 5.50%, 12/01/2053 |
900,000 | 934,074 | ||||||
| County of Allen OH Hospital Facilities Revenue |
||||||||
| 4.00%, 05/01/2033 |
9,620,000 | 9,955,353 | ||||||
| 5.00%, 12/01/2029 |
585,000 | 778,085 | ||||||
| 5.00%, 12/01/2030 |
585,000 | 778,302 | ||||||
| 5.00%, 08/01/2047(1) |
500,000 | 532,815 | ||||||
| County of Cuyahoga OH |
||||||||
| 5.00%, 12/01/2026 |
2,500,000 | 2,792,225 | ||||||
| 5.00%, 02/15/2042 |
525,000 | 592,494 | ||||||
| 5.50%, 02/15/2052 |
1,790,000 | 2,074,162 | ||||||
| 5.50%, 02/15/2057 |
1,245,000 | 1,438,224 | ||||||
| County of Fairfield OH |
||||||||
| 4.25%, 06/15/2024 |
1,470,000 | 1,572,297 | ||||||
| County of Franklin OH |
||||||||
| 0.12%, 12/01/2028(1) |
900,000 | 900,000 | ||||||
| 5.00%, 11/15/2033(1) |
12,780,000 | 14,243,949 | ||||||
| County of Hamilton OH |
||||||||
| 4.00%, 01/01/2021 |
450,000 | 451,854 | ||||||
| 5.00%, 01/01/2022 |
465,000 | 479,927 | ||||||
| 5.00%, 09/15/2034 |
1,050,000 | 1,310,096 | ||||||
| 5.25%, 06/01/2026 |
660,000 | 704,392 | ||||||
| County of Marion OH |
||||||||
| 5.13%, 12/01/2049 |
575,000 | 586,546 | ||||||
| County of Muskingum OH |
||||||||
| 4.00%, 02/15/2023 |
1,700,000 | 1,798,515 | ||||||
| 5.00%, 02/15/2048 |
2,080,000 | 2,144,979 | ||||||
| County of Scioto OH |
||||||||
| 5.00%, 02/15/2029 |
1,500,000 | 1,722,450 | ||||||
| County of Wood OH |
||||||||
| 5.00%, 12/01/2032 |
115,000 | 117,969 | ||||||
| 5.00%, 12/01/2042 |
145,000 | 146,443 | ||||||
| Franklin County Convention Facilities Authority |
||||||||
| 5.00%, 12/01/2044 |
1,550,000 | 1,524,394 | ||||||
| 5.00%, 12/01/2051 |
2,135,000 | 2,094,542 | ||||||
| Lancaster Port Authority |
||||||||
| 5.00%, 08/01/2049(1) |
2,000,000 | 2,359,740 | ||||||
| Miami University/Oxford OH |
||||||||
| 5.00%, 09/01/2030 |
475,000 | 640,471 | ||||||
| 5.00%, 09/01/2032 |
1,000,000 | 1,326,180 | ||||||
| 5.00%, 09/01/2034 |
700,000 | 844,494 | ||||||
| Ohio Air Quality Development Authority |
||||||||
| 2.10%, 12/01/2027(1) |
5,000,000 | 5,180,100 | ||||||
| 2.10%, 07/01/2028(1) |
12,500,000 | 12,952,125 | ||||||
| 2.88%, 02/01/2026 |
5,400,000 | 5,505,300 | ||||||
| 3.25%, 09/01/2029 |
2,995,000 | 3,077,722 | ||||||
| 5.00%, 07/01/2049(3) |
2,800,000 | 2,857,456 | ||||||
| Ohio Higher Educational Facility Commission |
||||||||
| 5.00%, 05/01/2028 |
1,535,000 | 1,946,334 | ||||||
| 5.00%, 10/01/2032 |
1,000,000 | 1,213,540 | ||||||
| 5.00%, 05/01/2033 |
995,000 | 1,272,655 | ||||||
| Ohio Housing Finance Agency |
||||||||
| 2.45%, 11/01/2021(1) |
2,385,000 | 2,389,055 | ||||||
| 2.50%, 10/01/2021(1) |
2,850,000 | 2,850,000 | ||||||
| 4.50%, 03/01/2050 |
230,000 | 261,867 | ||||||
| Ohio Water Development Authority Water Pollution Control Loan Fund |
||||||||
| 5.00%, 12/01/2037 |
3,000,000 | 3,973,740 | ||||||
| Southeastern Ohio Port Authority |
||||||||
| 5.50%, 12/01/2043 |
1,000,000 | 1,038,820 | ||||||
| 5.75%, 12/01/2032 |
445,000 | 466,858 | ||||||
| 6.00%, 12/01/2042 |
550,000 | 569,668 | ||||||
| State of Ohio |
||||||||
| 0.09%, 12/01/2040(1) |
5,000,000 | 5,000,000 | ||||||
| 4.00%, 11/15/2037 |
1,340,000 | 1,466,496 | ||||||
| 4.00%, 01/15/2050 |
450,000 | 501,957 |
| 5.00%, 08/01/2024 |
2,500,000 | 2,953,975 | ||||||
| 5.00%, 01/01/2030 |
1,170,000 | 1,487,456 | ||||||
| 5.00%, 10/01/2035 |
1,410,000 | 1,744,297 | ||||||
| 5.00%, 01/15/2050 |
1,000,000 | 1,211,290 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.22%, 12/01/2043(1)(3) |
600,000 | 600,000 | ||||||
| University of Akron |
||||||||
| 4.00%, 01/01/2027 |
2,780,000 | 3,246,067 | ||||||
| 5.00%, 01/01/2037 |
6,675,000 | 7,758,286 | ||||||
| University of Cincinnati |
||||||||
| 5.00%, 06/01/2028 |
250,000 | 314,303 | ||||||
| 5.00%, 06/01/2029 |
400,000 | 499,864 | ||||||
|
|
|
|||||||
| Total Ohio |
|
183,559,861 | ||||||
|
|
|
|||||||
| Oklahoma – 0.79% |
||||||||
| Cache Educational Facilities Authority |
||||||||
| 5.00%, 09/01/2023 |
500,000 | 563,235 | ||||||
| 5.00%, 09/01/2026 |
3,220,000 | 3,985,136 | ||||||
| Canadian County Educational Facilities Authority |
||||||||
| 4.00%, 09/01/2025 |
1,500,000 | 1,743,300 | ||||||
| 5.00%, 09/01/2026 |
1,725,000 | 2,150,678 | ||||||
| 5.00%, 09/01/2028 |
1,120,000 | 1,379,302 | ||||||
| Cleveland County Educational Facilities Authority |
||||||||
| 5.00%, 09/01/2024 |
440,000 | 510,695 | ||||||
| 5.00%, 09/01/2025 |
300,000 | 359,130 | ||||||
| 5.00%, 09/01/2026 |
375,000 | 460,466 | ||||||
| Dewey County Educational Facilities Authority |
||||||||
| 5.00%, 09/01/2030 |
2,470,000 | 2,944,759 | ||||||
| Garvin County Educational Facilities Authority |
||||||||
| 5.00%, 12/01/2024 |
515,000 | 603,704 | ||||||
| 5.00%, 12/01/2025 |
545,000 | 657,810 | ||||||
| 5.00%, 12/01/2026 |
820,000 | 1,013,528 | ||||||
| Grady County School Finance Authority |
||||||||
| 5.00%, 09/01/2028 |
375,000 | 483,810 | ||||||
| 5.00%, 09/01/2030 |
1,235,000 | 1,579,454 | ||||||
| Grand River Dam Authority |
||||||||
| 5.00%, 06/01/2023 |
1,000,000 | 1,125,810 | ||||||
| Muskogee Industrial Trust |
||||||||
| 4.00%, 09/01/2030 |
2,000,000 | 2,376,720 | ||||||
| Norman Regional Hospital Authority |
||||||||
| 4.00%, 09/01/2045 |
750,000 | 811,447 | ||||||
| Oklahoma City Airport Trust |
||||||||
| 5.00%, 07/01/2025 |
2,040,000 | 2,404,976 | ||||||
| 5.00%, 07/01/2026 |
2,195,000 | 2,650,484 | ||||||
| 5.00%, 07/01/2030 |
1,350,000 | 1,668,965 | ||||||
| 5.00%, 07/01/2032 |
2,960,000 | 3,613,538 | ||||||
| 5.00%, 07/01/2035 |
3,240,000 | 3,910,324 | ||||||
| 5.00%, 07/01/2043 |
1,065,000 | 1,256,018 | ||||||
| Oklahoma County Finance Authority |
||||||||
| 5.13%, 04/01/2042 |
1,900,000 | 1,607,438 | ||||||
| 5.70%, 04/01/2025 |
410,000 | 410,090 | ||||||
| Oklahoma Department of Transportation |
||||||||
| 5.00%, 09/01/2030 |
1,015,000 | 1,303,372 | ||||||
| Oklahoma Development Finance Authority |
||||||||
| 3.00%, 06/01/2022 |
1,015,000 | 1,060,624 | ||||||
| 4.00%, 12/01/2022 |
530,000 | 568,971 | ||||||
| 4.00%, 06/01/2023 |
1,305,000 | 1,422,515 | ||||||
| 5.00%, 08/01/2023 |
515,000 | 557,122 | ||||||
| 5.00%, 08/01/2026 |
75,000 | 85,821 | ||||||
| 5.00%, 08/15/2029 |
420,000 | 509,200 | ||||||
| 5.00%, 08/01/2030 |
1,010,000 | 1,175,418 | ||||||
| 5.25%, 08/15/2048 |
1,500,000 | 1,742,235 | ||||||
| 5.50%, 08/15/2052 |
830,000 | 968,187 | ||||||
| 5.50%, 08/15/2057 |
1,000,000 | 1,164,120 | ||||||
| Oklahoma State University |
||||||||
| 5.00%, 09/01/2031 |
1,500,000 | 2,019,480 | ||||||
| Tulsa Airports Improvement Trust |
||||||||
| 5.00%, 06/01/2031 |
1,120,000 | 1,362,816 | ||||||
| 5.00%, 06/01/2033 |
1,240,000 | 1,491,410 | ||||||
| Tulsa County Industrial Authority |
||||||||
| 5.00%, 11/15/2023 |
230,000 | 242,471 | ||||||
| 5.00%, 11/15/2029 |
400,000 | 432,620 | ||||||
|
|
|
|||||||
| Total Oklahoma |
|
56,377,199 | ||||||
|
|
|
|||||||
| Oregon – 0.65% |
||||||||
| City of Eugene OR Electric Utility System Revenue |
||||||||
| 4.00%, 08/01/2036 |
300,000 | 367,524 | ||||||
| Hillsboro School District No 1J |
||||||||
| 5.00%, 06/15/2028 |
1,525,000 | 1,952,976 | ||||||
| Klamath Falls Intercommunity Hospital Authority |
||||||||
| 5.00%, 09/01/2031 |
200,000 | 234,146 | ||||||
| 5.00%, 09/01/2032 |
270,000 | 314,555 | ||||||
| 5.00%, 09/01/2046 |
1,000,000 | 1,127,090 | ||||||
| Medford Hospital Facilities Authority |
||||||||
| 5.00%, 08/15/2036 |
1,145,000 | 1,471,611 | ||||||
| Oregon State Business Development Commission |
||||||||
| 5.00%, 03/01/2049(1) |
10,000,000 | 10,586,300 | ||||||
| Oregon State Lottery |
||||||||
| 5.00%, 04/01/2036 |
2,500,000 | 3,099,775 | ||||||
| Port of Portland OR Airport Revenue |
||||||||
| 4.00%, 07/01/2040 |
5,800,000 | 6,483,066 | ||||||
| 5.00%, 07/01/2026 |
1,700,000 | 2,075,989 | ||||||
| 5.00%, 07/01/2027 |
1,000,000 | 1,234,080 | ||||||
| 5.00%, 07/01/2027 |
2,000,000 | 2,491,520 | ||||||
| 5.00%, 07/01/2028 |
2,000,000 | 2,529,980 | ||||||
| 5.00%, 07/01/2028 |
2,190,000 | 2,742,931 | ||||||
| 5.00%, 07/01/2029 |
750,000 | 942,938 | ||||||
| 5.00%, 07/01/2031 |
1,000,000 | 1,185,150 | ||||||
| 5.00%, 07/01/2032 |
1,000,000 | 1,124,700 | ||||||
| 5.00%, 07/01/2033 |
3,485,000 | 3,908,776 | ||||||
| State of Oregon Housing & Community Services Department |
||||||||
| 3.50%, 01/01/2051 |
1,385,000 | 1,544,954 | ||||||
| Yamhill County Hospital Authority |
||||||||
| 5.00%, 11/15/2051 |
1,005,000 | 1,032,648 | ||||||
|
|
|
|||||||
| Total Oregon |
|
46,450,709 | ||||||
|
|
|
|||||||
| Pennsylvania – 5.04% |
||||||||
| Allegheny County Hospital Development Authority |
||||||||
| 5.00%, 07/15/2025 |
2,370,000 | 2,851,015 | ||||||
| 5.00%, 07/15/2034 |
5,100,000 | 6,434,262 | ||||||
| Allentown City School District |
||||||||
| 2.38%, 03/31/2021 |
1,400,000 | 1,400,070 | ||||||
| 5.00%, 02/01/2031 |
500,000 | 641,105 | ||||||
| 5.00%, 02/01/2033 |
470,000 | 595,081 | ||||||
| Allentown Neighborhood Improvement Zone Development Authority |
||||||||
| 5.00%, 05/01/2022(3) |
2,550,000 | 2,637,465 | ||||||
| 5.00%, 05/01/2025 |
1,000,000 | 1,053,850 | ||||||
| 5.00%, 05/01/2027(3) |
1,250,000 | 1,395,800 | ||||||
| 5.00%, 05/01/2032(3) |
2,025,000 | 2,154,337 | ||||||
| 5.00%, 05/01/2042(3) |
1,750,000 | 1,835,400 | ||||||
| 5.00%, 05/01/2042(3) |
1,845,000 | 1,924,722 | ||||||
| Berks County Municipal Authority |
||||||||
| 5.00%, 02/01/2040(1) |
500,000 | 564,060 | ||||||
| 5.00%, 02/01/2040(1) |
875,000 | 972,169 | ||||||
| 5.00%, 02/01/2040(1) |
6,510,000 | 7,060,551 | ||||||
| Butler County General Authority |
||||||||
| 0.15%, 09/01/2027(1) |
1,000,000 | 1,000,000 | ||||||
| Capital Region Water Revenue |
||||||||
| 5.00%, 07/15/2023 |
1,750,000 | 1,964,445 | ||||||
| 5.00%, 07/15/2025 |
1,000,000 | 1,192,550 | ||||||
| Capital Region Water Sewer Revenue |
||||||||
| 5.00%, 07/15/2024 |
430,000 | 496,994 | ||||||
| 5.00%, 07/15/2028 |
350,000 | 439,106 | ||||||
| Chester County Industrial Development Authority |
||||||||
| 4.38%, 03/01/2028(3) |
175,000 | 175,901 | ||||||
| 5.00%, 03/01/2038(3) |
425,000 | 429,705 | ||||||
| 5.13%, 03/01/2048(3) |
1,049,000 | 1,053,773 | ||||||
| City of Philadelphia PA |
||||||||
| 5.00%, 08/01/2022 |
2,940,000 | 3,175,141 | ||||||
| 5.00%, 08/01/2023 |
4,000,000 | 4,489,360 | ||||||
| 5.00%, 07/15/2026 |
2,475,000 | 2,838,132 | ||||||
| 5.00%, 08/01/2027 |
1,500,000 | 1,895,640 | ||||||
| 5.00%, 08/01/2028 |
6,000,000 | 7,183,680 | ||||||
| 5.00%, 02/01/2029 |
3,175,000 | 4,136,422 | ||||||
| 5.00%, 08/01/2031 |
500,000 | 683,040 | ||||||
| 5.00%, 08/01/2031 |
8,000,000 | 9,967,440 | ||||||
| 5.00%, 08/01/2033 |
2,000,000 | 2,443,920 | ||||||
| City of Philadelphia PA Airport Revenue |
||||||||
| 5.00%, 06/15/2027 |
2,315,000 | 2,380,815 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,198,350 | ||||||
| 5.00%, 07/01/2031 |
2,000,000 | 2,385,540 | ||||||
| 5.00%, 07/01/2032 |
1,745,000 | 2,070,338 | ||||||
| 5.00%, 07/01/2033 |
1,000,000 | 1,181,160 | ||||||
| City of Philadelphia PA Water & Wastewater Revenue |
||||||||
| 5.00%, 11/01/2026 |
1,165,000 | 1,464,393 | ||||||
| 5.00%, 11/01/2027 |
1,540,000 | 1,977,760 | ||||||
| 5.00%, 11/01/2032 |
1,000,000 | 1,252,690 | ||||||
| City of Reading PA |
||||||||
| 5.00%, 11/01/2027 |
2,330,000 | 2,914,178 | ||||||
| Coatesville School District |
||||||||
| 5.00%, 08/01/2025 |
875,000 | 1,048,539 | ||||||
| Commonwealth Financing Authority |
||||||||
| 5.00%, 06/01/2023 |
750,000 | 838,395 | ||||||
| 5.00%, 06/01/2027 |
750,000 | 943,545 | ||||||
| 5.00%, 06/01/2027 |
1,500,000 | 1,894,815 | ||||||
| 5.00%, 06/01/2027 |
2,165,000 | 2,723,700 | ||||||
| 5.00%, 06/01/2028 |
2,555,000 | 3,291,836 | ||||||
| 5.00%, 06/01/2030 |
1,750,000 | 2,332,295 | ||||||
| Commonwealth of Pennsylvania |
||||||||
| 4.00%, 11/15/2028 |
6,325,000 | 6,561,998 | ||||||
| 4.00%, 04/01/2033 |
20,000,000 | 21,461,800 | ||||||
| 5.00%, 11/01/2020 |
2,800,000 | 2,810,220 | ||||||
| 5.00%, 08/15/2021 |
1,015,000 | 1,057,112 | ||||||
| 5.00%, 11/01/2021 |
2,000,000 | 2,097,520 | ||||||
| 5.00%, 02/01/2023 |
895,000 | 993,960 | ||||||
| 5.00%, 01/01/2024 |
5,800,000 | 6,682,064 | ||||||
| 5.00%, 01/01/2027 |
2,095,000 | 2,648,248 | ||||||
| County of Lancaster PA |
||||||||
| 4.00%, 11/01/2029 |
625,000 | 745,906 | ||||||
| 4.00%, 11/01/2030 |
560,000 | 664,541 | ||||||
| County of Luzerne PA |
||||||||
| 5.00%, 12/15/2029 |
750,000 | 936,030 | ||||||
| Cumberland County Municipal Authority |
||||||||
| 4.00%, 01/01/2033 |
1,500,000 | 1,531,080 | ||||||
| Dauphin County General Authority |
||||||||
| 5.00%, 06/01/2035 |
1,000,000 | 1,164,640 | ||||||
| Delaware County Authority |
||||||||
| 5.00%, 08/01/2030 |
1,150,000 | 1,347,087 | ||||||
| Delaware River Joint Toll Bridge Commission |
||||||||
| 5.00%, 07/01/2042 |
1,100,000 | 1,333,871 | ||||||
| Doylestown Hospital Authority |
||||||||
| 4.00%, 07/01/2045 |
750,000 | 787,027 | ||||||
| 5.00%, 07/01/2046 |
3,700,000 | 3,996,777 | ||||||
| 5.00%, 07/01/2049 |
3,620,000 | 3,998,905 | ||||||
| Easton Area School District |
||||||||
| 5.00%, 04/01/2029 |
1,000,000 | 1,233,080 | ||||||
| 5.00%, 04/01/2030 |
2,805,000 | 3,453,684 | ||||||
| Franklin County Industrial Development Authority |
||||||||
| 5.00%, 12/01/2053 |
500,000 | 516,880 | ||||||
| Geisinger Authority |
||||||||
| 5.00%, 04/01/2035 |
3,000,000 | 3,838,170 | ||||||
| 5.00%, 02/15/2039 |
1,500,000 | 1,788,750 | ||||||
| General Authority of Southcentral Pennsylvania |
||||||||
| 5.00%, 06/01/2038 |
1,970,000 | 2,457,654 | ||||||
| 5.00%, 06/01/2044 |
1,085,000 | 1,326,901 | ||||||
| Hospitals & Higher Education Facilities Authority of Philadelphia |
||||||||
| 5.00%, 07/01/2021 |
275,000 | 282,285 | ||||||
| 5.00%, 07/01/2023 |
325,000 | 355,222 | ||||||
| 5.00%, 07/01/2030 |
780,000 | 905,713 | ||||||
| 5.00%, 07/01/2034 |
2,000,000 | 2,280,640 | ||||||
| Lancaster City Parking Authority |
||||||||
| 4.00%, 09/01/2035 |
1,100,000 | 1,251,085 | ||||||
| Lancaster County Hospital Authority |
||||||||
| 5.00%, 07/01/2023 |
775,000 | 807,635 | ||||||
| 5.00%, 12/01/2032 |
250,000 | 259,445 | ||||||
| 5.00%, 12/01/2037 |
820,000 | 832,480 | ||||||
| 5.00%, 07/01/2045 |
1,970,000 | 2,054,296 | ||||||
| 5.00%, 12/01/2047 |
2,010,000 | 1,974,684 | ||||||
| Lehigh County Industrial Development Authority |
||||||||
| 1.80%, 02/15/2027(1) |
1,025,000 | 1,038,192 | ||||||
| 1.80%, 09/01/2029(1) |
1,925,000 | 1,948,389 | ||||||
| Luzerne County Industrial Development Authority |
||||||||
| 5.00%, 12/15/2027 |
1,000,000 | 1,204,820 | ||||||
| Montgomery County Higher Education & Health Authority |
||||||||
| 5.00%, 09/01/2023 |
460,000 | 518,034 |
| 5.00%, 10/01/2023 |
50,000 | 54,470 | ||||||
| 5.00%, 09/01/2024 |
410,000 | 475,530 | ||||||
| 5.00%, 10/01/2028 |
1,000,000 | 1,137,610 | ||||||
| 5.00%, 09/01/2032 |
1,000,000 | 1,238,760 | ||||||
| 5.00%, 09/01/2033 |
305,000 | 375,806 | ||||||
| 5.00%, 10/01/2036 |
1,320,000 | 1,457,425 | ||||||
| 5.00%, 10/01/2040 |
1,595,000 | 1,748,519 | ||||||
| Montgomery County Industrial Development Authority |
||||||||
| 5.25%, 01/15/2036 |
2,500,000 | 2,650,700 | ||||||
| 5.25%, 01/01/2040 |
1,510,000 | 1,531,653 | ||||||
| 5.38%, 01/01/2050 |
500,000 | 505,720 | ||||||
| North Allegheny School District |
||||||||
| 4.00%, 05/01/2035 |
1,000,000 | 1,182,630 | ||||||
| 4.00%, 05/01/2036 |
705,000 | 830,180 | ||||||
| Northampton County General Purpose Authority |
||||||||
| 1.15% (1 Month LIBOR USD + 1.04%), 08/15/2048(2) |
1,625,000 | 1,619,150 | ||||||
| 5.00%, 08/15/2036 |
455,000 | 525,379 | ||||||
| Pennsylvania Economic Development Financing Authority |
||||||||
| 0.40%, 10/01/2023 |
10,000,000 | 10,001,100 | ||||||
| 0.40%, 12/01/2030(1) |
1,800,000 | 1,800,000 | ||||||
| 1.75%, 08/01/2038(1) |
10,000,000 | 10,280,900 | ||||||
| 2.15%, 11/01/2021(1) |
2,405,000 | 2,442,999 | ||||||
| 3.25%, 08/01/2039(3) |
625,000 | 580,638 | ||||||
| 4.00%, 04/15/2037 |
1,000,000 | 1,153,180 | ||||||
| 5.00%, 04/15/2026 |
2,500,000 | 3,069,100 | ||||||
| 5.00%, 04/15/2027 |
4,600,000 | 5,785,926 | ||||||
| 5.00%, 04/15/2031 |
2,095,000 | 2,724,443 | ||||||
| Pennsylvania Higher Educational Facilities Authority |
||||||||
| 5.00%, 06/15/2022 |
2,000,000 | 2,158,100 | ||||||
| 5.00%, 06/15/2024 |
3,005,000 | 3,485,109 | ||||||
| 5.00%, 06/15/2025 |
1,855,000 | 2,223,718 | ||||||
| 5.00%, 08/15/2029 |
1,600,000 | 2,017,520 | ||||||
| Pennsylvania Housing Finance Agency |
||||||||
| 3.50%, 04/01/2051 |
800,000 | 875,688 | ||||||
| Pennsylvania State University |
||||||||
| 5.00%, 09/01/2021 |
1,400,000 | 1,461,194 | ||||||
| 5.00%, 09/01/2022 |
2,295,000 | 2,504,396 | ||||||
| Pennsylvania Turnpike Commission |
||||||||
| 0.11%, 12/01/2050(1) |
5,000,000 | 5,000,000 | ||||||
| 0.12%, 12/01/2039(1) |
9,000,000 | 9,000,000 | ||||||
| 5.00%, 06/01/2028 |
2,085,000 | 2,507,379 | ||||||
| 5.00%, 06/01/2032 |
2,000,000 | 2,411,180 | ||||||
| 5.00%, 06/01/2033 |
3,155,000 | 3,792,973 | ||||||
| 5.00%, 12/01/2034 |
1,240,000 | 1,525,336 | ||||||
| 5.25%, 07/15/2029 |
410,000 | 572,729 | ||||||
| Philadelphia Authority for Industrial Development |
||||||||
| 0.35%, 09/01/2050(1) |
1,500,000 | 1,500,000 | ||||||
| 5.00%, 07/01/2031 |
205,000 | 211,496 | ||||||
| 5.00%, 07/01/2032 |
600,000 | 615,144 | ||||||
| 5.00%, 07/01/2037 |
150,000 | 151,185 | ||||||
| 5.00%, 06/15/2039 |
500,000 | 521,890 | ||||||
| 5.00%, 08/01/2040 |
620,000 | 713,143 | ||||||
| 5.00%, 06/15/2050 |
1,375,000 | 1,416,264 | ||||||
| 5.00%, 08/01/2050 |
1,050,000 | 1,196,076 | ||||||
| Philadelphia Gas Works Co. |
||||||||
| 5.00%, 08/01/2022 |
750,000 | 811,133 | ||||||
| Pittsburgh Water & Sewer Authority |
||||||||
| 5.00%, 09/01/2038 |
1,000,000 | 1,270,010 | ||||||
| Reading School District |
||||||||
| 5.00%, 02/01/2021 |
1,000,000 | 1,015,010 | ||||||
| 5.00%, 02/01/2022 |
1,920,000 | 2,035,757 | ||||||
| 5.00%, 03/01/2035 |
1,100,000 | 1,329,845 | ||||||
| 5.00%, 03/01/2036 |
1,250,000 | 1,500,350 | ||||||
| Redevelopment Authority of the City of Philadelphia |
||||||||
| 5.00%, 04/15/2023 |
1,335,000 | 1,452,427 | ||||||
| School District of Philadelphia |
||||||||
| 5.00%, 09/01/2026 |
1,625,000 | 1,990,121 | ||||||
| 5.00%, 09/01/2029 |
1,500,000 | 1,953,075 | ||||||
| 5.00%, 09/01/2030 |
15,000 | 19,009 | ||||||
| 5.00%, 09/01/2030 |
3,985,000 | 4,844,684 | ||||||
| 5.00%, 09/01/2031 |
1,000,000 | 1,210,640 | ||||||
| 5.00%, 09/01/2031 |
1,200,000 | 1,509,156 | ||||||
| 5.00%, 09/01/2032 |
1,200,000 | 1,499,628 | ||||||
| 5.00%, 09/01/2032 |
2,200,000 | 2,774,288 | ||||||
| 5.00%, 09/01/2033 |
960,000 | 1,223,098 | ||||||
| 5.00%, 09/01/2033 |
1,500,000 | 1,874,460 |
| Scranton School District |
||||||||
| 5.00%, 06/01/2033 |
530,000 | 657,338 | ||||||
| 5.00%, 06/01/2035 |
515,000 | 634,629 | ||||||
| Southeastern Pennsylvania Transportation Authority |
||||||||
| 5.00%, 03/01/2026 |
875,000 | 1,081,211 | ||||||
| St Mary Hospital Authority |
||||||||
| 5.00%, 11/15/2022 |
1,900,000 | 2,069,708 | ||||||
| State Public School Building Authority |
||||||||
| 4.00%, 12/01/2020 |
1,590,000 | 1,599,302 | ||||||
| 5.00%, 12/01/2022 |
7,370,000 | 8,035,069 | ||||||
| 5.00%, 04/01/2023 |
2,500,000 | 2,678,925 | ||||||
| 5.00%, 12/01/2024 |
1,250,000 | 1,459,700 | ||||||
| 5.00%, 06/15/2025 |
3,000,000 | 3,472,590 | ||||||
| 5.00%, 12/01/2025 |
1,570,000 | 1,825,690 | ||||||
| 5.00%, 06/01/2026 |
180,000 | 212,607 | ||||||
| 5.00%, 12/01/2026 |
1,250,000 | 1,447,475 | ||||||
| 5.00%, 06/01/2029 |
665,000 | 861,335 | ||||||
| 5.00%, 12/01/2032 |
3,060,000 | 3,686,810 | ||||||
| 5.25%, 09/15/2030 |
1,000,000 | 1,248,510 | ||||||
| Susquehanna Area Regional Airport Authority |
||||||||
| 5.00%, 01/01/2035 |
1,000,000 | 1,051,170 | ||||||
| 5.00%, 01/01/2038 |
2,125,000 | 2,205,771 | ||||||
| Upper Merion Area School District |
||||||||
| 5.00%, 01/15/2030 |
600,000 | 734,142 | ||||||
| Waverly Township Municipal Authority |
||||||||
| 4.00%, 02/15/2029 |
1,030,000 | 1,203,977 | ||||||
| York County School of Technology Authority |
||||||||
| 5.00%, 02/15/2023 |
1,200,000 | 1,330,020 | ||||||
| 5.00%, 02/15/2028 |
400,000 | 464,088 | ||||||
|
|
|
|||||||
| Total Pennsylvania |
|
361,435,406 | ||||||
|
|
|
|||||||
| Puerto Rico – 1.89% |
||||||||
| Commonwealth of Puerto Rico |
||||||||
| 5.50%, 07/01/2039(4) |
1,000,000 | 662,500 | ||||||
| 8.00%, 07/01/2035(4) |
8,750,000 | 5,556,250 | ||||||
| Puerto Rico Commonwealth Aqueduct & Sewer Authority |
||||||||
| 4.00%, 07/01/2022 |
140,000 | 140,900 | ||||||
| 4.50%, 07/01/2027 |
1,195,000 | 1,193,506 | ||||||
| 5.00%, 07/01/2022 |
300,000 | 309,126 | ||||||
| 5.00%, 07/01/2030 |
260,000 | 264,550 | ||||||
| 5.00%, 07/01/2033 |
4,020,000 | 4,080,300 | ||||||
| 5.13%, 07/01/2037 |
1,770,000 | 1,796,550 | ||||||
| 5.13%, 07/01/2047 |
1,425,000 | 1,443,169 | ||||||
| 5.25%, 07/01/2029 |
1,560,000 | 1,599,000 | ||||||
| 5.25%, 07/01/2042 |
3,040,000 | 3,085,600 | ||||||
| 5.75%, 07/01/2037 |
4,730,000 | 4,854,163 | ||||||
| 6.00%, 07/01/2044 |
2,005,000 | 2,025,050 | ||||||
| 6.13%, 07/01/2024 |
230,000 | 242,362 | ||||||
| Puerto Rico Electric Power Authority |
||||||||
| 3.70%, 07/01/2050(4) |
20,000 | 13,750 | ||||||
| 5.00%, 07/01/2024(4) |
340,000 | 241,400 | ||||||
| 5.00%, 07/01/2026(4) |
30,000 | 21,300 | ||||||
| 5.00%, 07/01/2027(4) |
15,000 | 10,650 | ||||||
| 5.00%, 07/01/2027(4) |
25,000 | 17,750 | ||||||
| 5.00%, 07/01/2028(4) |
30,000 | 21,300 | ||||||
| 5.00%, 07/01/2028(4) |
50,000 | 35,500 | ||||||
| 5.00%, 07/01/2032(4) |
650,000 | 461,500 | ||||||
| 5.00%, 07/01/2037(4) |
3,105,000 | 2,204,550 | ||||||
| 5.05%, 07/01/2042(4) |
120,000 | 85,200 | ||||||
| 5.25%, 07/01/2023(4) |
3,495,000 | 2,477,081 | ||||||
| 5.25%, 07/01/2024(4) |
25,000 | 17,750 | ||||||
| 5.25%, 07/01/2026(4) |
555,000 | 394,050 | ||||||
| 5.25%, 07/01/2027(4) |
30,000 | 21,300 | ||||||
| 5.25%, 07/01/2027(4) |
650,000 | 461,500 | ||||||
| 5.25%, 07/01/2028(4) |
60,000 | 42,600 | ||||||
| 5.25%, 07/01/2033(4) |
95,000 | 67,450 | ||||||
| 5.25%, 07/01/2040(4) |
3,075,000 | 2,183,250 | ||||||
| 5.25%, 07/01/2050(4) |
270,000 | 190,688 | ||||||
| 5.75%, 07/01/2036(4) |
1,300,000 | 932,750 | ||||||
| 6.75%, 07/01/2036(4) |
1,560,000 | 1,129,050 | ||||||
| 7.25%, 07/01/2030(4) |
265,000 | 192,788 | ||||||
| Puerto Rico Housing Finance Authority |
||||||||
| 5.00%, 01/12/2020 |
9,980,000 | 10,042,475 | ||||||
| 5.00%, 01/12/2021 |
9,560,000 | 10,038,574 | ||||||
| 5.00%, 01/12/2022 |
5,735,000 | 6,265,774 | ||||||
| 5.00%, 01/12/2023 |
4,300,000 | 4,875,469 | ||||||
| 5.00%, 01/12/2024 |
9,270,000 | 10,855,077 | ||||||
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue |
||||||||
| 0.00%, 07/01/2024 |
2,400,000 | 2,215,968 | ||||||
| 0.00%, 07/01/2024 |
6,650,000 | 6,140,078 | ||||||
| 0.00%, 07/01/2027 |
407,000 | 345,494 | ||||||
| 0.00%, 07/01/2027 |
2,061,000 | 1,749,542 | ||||||
| 0.00%, 07/01/2029 |
2,569,000 | 2,021,597 | ||||||
| 0.00%, 07/01/2031 |
5,167,000 | 3,771,807 | ||||||
| 0.00%, 07/01/2033 |
4,466,000 | 2,989,049 | ||||||
| 0.00%, 07/01/2046 |
8,706,000 | 2,457,791 | ||||||
| 4.33%, 07/01/2040 |
1,052,000 | 1,072,167 | ||||||
| 4.33%, 07/01/2040 |
1,500,000 | 1,528,755 | ||||||
| 4.50%, 07/01/2034 |
2,582,000 | 2,693,904 | ||||||
| 4.75%, 07/01/2053 |
5,529,000 | 5,750,215 | ||||||
| 4.78%, 07/01/2058 |
500,000 | 521,425 | ||||||
| 5.00%, 07/01/2058 |
20,235,000 | 21,390,216 | ||||||
|
|
|
|||||||
| Total Puerto Rico |
|
135,201,560 | ||||||
|
|
|
|||||||
| Rhode Island – 0.17% |
||||||||
| Providence Redevelopment Agency |
||||||||
| 5.00%, 04/01/2028 |
1,200,000 | 1,316,220 | ||||||
| Rhode Island Health & Educational Building Corp. |
||||||||
| 5.00%, 09/01/2031 |
710,000 | 737,910 | ||||||
| 5.00%, 09/01/2036 |
100,000 | 101,734 | ||||||
| 5.00%, 05/15/2039 |
700,000 | 768,523 | ||||||
| Rhode Island Housing & Mortgage Finance Corp. |
||||||||
| 3.50%, 10/01/2050 |
1,195,000 | 1,333,489 | ||||||
| 4.00%, 10/01/2049 |
610,000 | 680,992 | ||||||
| Rhode Island Student Loan Authority |
||||||||
| 3.50%, 12/01/2034 |
510,000 | 520,909 | ||||||
| 5.00%, 12/01/2024 |
600,000 | 675,984 | ||||||
| 5.00%, 12/01/2025 |
750,000 | 863,040 | ||||||
| 5.00%, 12/01/2026 |
1,000,000 | 1,165,740 | ||||||
| 5.00%, 12/01/2027 |
800,000 | 945,080 | ||||||
| 5.00%, 12/01/2027 |
1,000,000 | 1,180,620 | ||||||
| Tobacco Settlement Financing Corp. |
||||||||
| 5.00%, 06/01/2024 |
1,455,000 | 1,650,959 | ||||||
|
|
|
|||||||
| Total Rhode Island |
|
11,941,200 | ||||||
|
|
|
|||||||
| South Carolina – 1.22% |
||||||||
| Aiken County Consolidated School District |
||||||||
| 4.00%, 04/01/2034 |
2,415,000 | 2,929,129 | ||||||
| Connector 2000 Association, Inc. |
||||||||
| 0.00%, 01/01/2032 |
3,500,000 | 1,603,840 | ||||||
| 0.00%, 01/01/2042 |
2,790,222 | 625,903 | ||||||
| 0.00%, 07/22/2051 |
19,902,537 | 1,815,509 | ||||||
| Lancaster County School District |
||||||||
| 5.00%, 03/01/2023 |
445,000 | 496,393 | ||||||
| Lexington County Health Services District, Inc. |
||||||||
| 5.00%, 11/01/2022 |
250,000 | 273,017 | ||||||
| 5.00%, 11/01/2023 |
300,000 | 340,515 | ||||||
| 5.00%, 11/01/2024 |
780,000 | 913,622 | ||||||
| Patriots Energy Group Financing Agency |
||||||||
| 4.00%, 10/01/2048(1) |
31,075,000 | 34,358,074 | ||||||
| Scago Educational Facilities Corp. for Sumter County School 17 |
||||||||
| 4.00%, 12/01/2021 |
1,895,000 | 1,955,678 | ||||||
| Scago Educational Facilities Corp. for Union School District |
||||||||
| 5.00%, 12/01/2023 |
1,060,000 | 1,203,227 | ||||||
| South Carolina Jobs-Economic Development Authority |
||||||||
| 5.00%, 11/01/2028 |
700,000 | 769,265 | ||||||
| 5.00%, 04/01/2031 |
510,000 | 613,622 | ||||||
| 5.00%, 05/01/2037 |
500,000 | 488,955 | ||||||
| 5.00%, 05/01/2042 |
500,000 | 475,280 | ||||||
| 5.00%, 11/15/2042 |
585,000 | 602,298 | ||||||
| 5.00%, 05/01/2043 |
4,675,000 | 5,442,401 | ||||||
| 5.00%, 04/01/2047 |
2,000,000 | 2,112,260 | ||||||
| 5.00%, 04/01/2052 |
1,750,000 | 1,845,165 | ||||||
| 5.00%, 11/15/2054 |
1,000,000 | 1,015,830 | ||||||
| 6.00%, 02/01/2035(3) |
525,000 | 416,026 | ||||||
| 6.25%, 02/01/2045(3) |
995,000 | 737,106 | ||||||
| South Carolina Ports Authority |
||||||||
| 5.00%, 07/01/2026 |
1,940,000 | 2,365,423 | ||||||
| 5.00%, 07/01/2027 |
3,120,000 | 3,882,185 | ||||||
| 5.00%, 07/01/2028 |
1,100,000 | 1,395,185 | ||||||
| South Carolina Public Service Authority |
||||||||
| 5.00%, 12/01/2022 |
1,185,000 | 1,297,848 | ||||||
| 5.00%, 12/01/2032 |
1,500,000 | 1,787,220 | ||||||
| 5.00%, 12/01/2035 |
1,500,000 | 1,795,545 | ||||||
| 5.00%, 12/01/2041 |
3,000,000 | 3,539,370 | ||||||
| 5.00%, 12/01/2049 |
1,900,000 | 2,098,854 | ||||||
| 5.75%, 12/01/2043 |
2,000,000 | 2,346,440 | ||||||
| South Carolina State Housing Finance & Development Authority |
||||||||
| 4.00%, 01/01/2050 |
865,000 | 979,984 | ||||||
| 4.00%, 07/01/2050 |
775,000 | 884,988 | ||||||
| South Carolina Transportation Infrastructure Bank |
||||||||
| 5.00%, 10/01/2025 |
305,000 | 369,334 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.37%, 05/30/2022(1)(3) |
3,220,000 | 3,220,000 | ||||||
| 0.38%, 07/01/2021(1)(3) |
795,000 | 795,000 | ||||||
|
|
|
|||||||
| Total South Carolina |
|
87,790,491 | ||||||
|
|
|
|||||||
| South Dakota – 0.11% |
||||||||
| City of Sioux Falls SD |
||||||||
| 5.00%, 11/01/2042 |
750,000 | 764,137 | ||||||
| South Dakota Health & Educational Facilities Authority |
||||||||
| 5.00%, 11/01/2029 |
800,000 | 956,344 | ||||||
| 5.00%, 11/01/2030 |
1,000,000 | 1,190,760 | ||||||
| 5.00%, 07/01/2033(1) |
2,630,000 | 2,924,849 | ||||||
| 5.00%, 11/01/2042 |
145,000 | 154,933 | ||||||
| 5.00%, 11/01/2045 |
1,500,000 | 1,727,940 | ||||||
|
|
|
|||||||
| Total South Dakota |
|
7,718,963 | ||||||
|
|
|
|||||||
| Tennessee – 1.24% |
||||||||
| Blount County Health & Educational Facilities Board |
||||||||
| 5.00%, 01/01/2037 |
1,240,000 | 937,155 | ||||||
| Chattanooga Health Educational & Housing Facility Board |
||||||||
| 5.00%, 10/01/2021 |
1,000,000 | 1,018,220 | ||||||
| 5.00%, 10/01/2022 |
325,000 | 334,958 | ||||||
| 5.00%, 10/01/2030 |
500,000 | 517,860 | ||||||
| 5.00%, 10/01/2032 |
1,215,000 | 1,247,926 | ||||||
| 5.00%, 10/01/2035 |
2,260,000 | 2,302,985 | ||||||
| Greeneville Health & Educational Facilities Board |
||||||||
| 5.00%, 07/01/2025 |
1,850,000 | 2,028,876 | ||||||
| 5.00%, 07/01/2035 |
1,275,000 | 1,536,758 | ||||||
| Johnson City Health & Educational Facilities Board |
||||||||
| 5.00%, 08/15/2042 |
2,000,000 | 2,088,820 | ||||||
| Knox County Health Educational & Housing Facility Board |
||||||||
| 5.00%, 04/01/2023 |
1,825,000 | 1,990,217 | ||||||
| 5.00%, 04/01/2024 |
1,000,000 | 1,124,440 | ||||||
| 5.00%, 04/01/2027 |
1,740,000 | 2,093,986 | ||||||
| Memphis-Shelby County Airport Authority |
||||||||
| 5.00%, 07/01/2022 |
1,000,000 | 1,076,170 | ||||||
| Memphis-Shelby County Industrial Development Board |
||||||||
| 4.75%, 07/01/2027 |
200,000 | 179,158 | ||||||
| 5.50%, 07/01/2037 |
600,000 | 534,036 | ||||||
| Nashville Metropolitan Development & Housing Agency |
||||||||
| 4.50%, 06/01/2028(3) |
1,050,000 | 1,094,667 | ||||||
| 5.13%, 06/01/2036(3) |
3,290,000 | 3,452,625 | ||||||
| Shelby County Health Educational & Housing Facilities Board |
||||||||
| 5.00%, 09/01/2037(3) |
1,590,000 | 1,427,089 | ||||||
| Tennergy Corp. |
||||||||
| 5.00%, 02/01/2050(1) |
11,590,000 | 13,517,069 | ||||||
| Tennessee Energy Acquisition Corp. |
||||||||
| 4.00%, 05/01/2048(1) |
8,885,000 | 9,568,790 | ||||||
| 4.00%, 11/01/2049(1) |
7,070,000 | 8,061,002 | ||||||
| 5.00%, 02/01/2027 |
2,725,000 | 3,342,403 | ||||||
| Tennessee State School Bond Authority |
||||||||
| 5.00%, 11/01/2040 |
25,000,000 | 29,738,250 | ||||||
|
|
|
|||||||
| Total Tennessee |
|
89,213,460 | ||||||
|
|
|
|||||||
| Texas – 8.89% |
||||||||
| Alamito Public Facility Corp. |
||||||||
| 1.51%, 05/01/2037(1) |
5,000,000 | 5,050,200 | ||||||
| 1.95%, 04/01/2036(1) |
7,000,000 | 7,004,830 | ||||||
| 2.50%, 11/01/2021(1) |
15,000,000 | 15,184,200 | ||||||
| Alamo Community College District |
||||||||
| 4.00%, 02/15/2021 |
715,000 | 725,024 | ||||||
| 4.00%, 02/15/2022 |
665,000 | 699,540 | ||||||
| 4.00%, 02/15/2023 |
1,000,000 | 1,088,770 | ||||||
| Atascosa County Industrial Development Corp. |
||||||||
| 5.00%, 12/15/2025 |
600,000 | 719,850 | ||||||
| 5.00%, 12/15/2026 |
600,000 | 733,824 | ||||||
| 5.00%, 12/15/2028 |
1,505,000 | 1,896,556 | ||||||
| 5.00%, 12/15/2030 |
1,550,000 | 2,006,087 | ||||||
| 5.00%, 12/15/2032 |
2,700,000 | 3,416,445 | ||||||
| 5.00%, 12/15/2034 |
2,600,000 | 3,258,996 | ||||||
| 5.00%, 12/15/2036 |
2,780,000 | 3,460,627 | ||||||
| 5.00%, 12/15/2037 |
1,435,000 | 1,785,628 | ||||||
| Austin Community College District Public Facility Corp. |
||||||||
| 5.00%, 08/01/2024 |
430,000 | 505,383 | ||||||
| 5.00%, 08/01/2028 |
310,000 | 395,380 | ||||||
| 5.00%, 08/01/2031 |
300,000 | 376,683 | ||||||
| 5.00%, 08/01/2031 |
580,000 | 728,254 | ||||||
| Austin Convention Enterprises, Inc. |
||||||||
| 5.00%, 01/01/2023 |
250,000 | 244,910 | ||||||
| 5.00%, 01/01/2025 |
150,000 | 145,674 | ||||||
| 5.00%, 01/01/2028 |
400,000 | 410,848 | ||||||
| 5.00%, 01/01/2029 |
425,000 | 433,734 | ||||||
| 5.00%, 01/01/2030 |
720,000 | 695,383 | ||||||
| 5.00%, 01/01/2032 |
1,700,000 | 1,734,476 | ||||||
| 5.00%, 01/01/2034 |
730,000 | 703,786 | ||||||
| Austin-Bergstrom Landhost Enterprises, Inc. |
||||||||
| 5.00%, 10/01/2023 |
1,425,000 | 1,574,354 | ||||||
| 5.00%, 10/01/2025 |
1,780,000 | 2,055,882 | ||||||
| 5.00%, 10/01/2026 |
1,400,000 | 1,637,986 | ||||||
| 5.00%, 10/01/2028 |
1,925,000 | 2,243,761 | ||||||
| 5.00%, 10/01/2030 |
2,175,000 | 2,493,572 | ||||||
| 5.00%, 10/01/2033 |
2,000,000 | 2,243,700 | ||||||
| 5.00%, 10/01/2034 |
2,000,000 | 2,236,200 | ||||||
| 5.00%, 10/01/2036 |
1,000,000 | 1,110,380 | ||||||
| Baytown Area Water Authority |
||||||||
| 5.00%, 05/01/2023 |
1,000,000 | 1,116,990 | ||||||
| 5.00%, 05/01/2024 |
1,000,000 | 1,160,250 | ||||||
| 5.00%, 05/01/2025 |
1,000,000 | 1,201,150 | ||||||
| Board of Managers Joint Guadalupe County-City of Seguin Hospital |
||||||||
| 5.00%, 12/01/2045 |
290,000 | 299,376 | ||||||
| 5.25%, 12/01/2035 |
525,000 | 576,954 | ||||||
| Board of Regents of the University of Texas System |
||||||||
| 2.50%, 08/15/2036(1) |
2,630,000 | 2,663,401 | ||||||
| 4.00%, 08/15/2036 |
10,785,000 | 11,791,456 | ||||||
| 5.00%, 08/15/2021 |
505,000 | 526,362 | ||||||
| Central Texas Regional Mobility Authority |
||||||||
| 4.00%, 01/01/2022 |
5,000,000 | 5,117,750 | ||||||
| 4.00%, 01/01/2036 |
500,000 | 577,095 | ||||||
| 4.00%, 01/01/2037 |
620,000 | 713,099 | ||||||
| 5.00%, 01/01/2022 |
500,000 | 528,000 | ||||||
| 5.00%, 01/01/2024 |
175,000 | 199,475 | ||||||
| 5.00%, 01/01/2025 |
225,000 | 264,865 | ||||||
| 5.00%, 01/01/2028 |
300,000 | 356,526 | ||||||
| 5.00%, 01/01/2031 |
500,000 | 641,665 | ||||||
| 5.00%, 01/01/2032 |
500,000 | 638,110 | ||||||
| 5.00%, 01/01/2034 |
1,475,000 | 1,698,108 | ||||||
| 5.00%, 01/01/2040 |
2,250,000 | 2,592,675 | ||||||
| 5.00%, 01/01/2046 |
1,600,000 | 1,830,528 | ||||||
| Central Texas Turnpike System |
||||||||
| 5.00%, 08/15/2037 |
2,500,000 | 2,810,175 | ||||||
| 5.00%, 08/15/2042 |
1,400,000 | 1,561,098 | ||||||
| City of Arlington TX |
||||||||
| 4.00%, 08/15/2029 |
960,000 | 1,214,803 | ||||||
| City of Arlington TX Special Tax Revenue |
||||||||
| 5.00%, 02/15/2045 |
530,000 | 537,770 | ||||||
| City of Austin TX Airport System Revenue |
||||||||
| 5.00%, 11/15/2026 |
1,140,000 | 1,399,156 | ||||||
| 5.00%, 11/15/2044 |
255,000 | 284,736 | ||||||
| City of Dallas TX |
||||||||
| 5.00%, 02/15/2023 |
1,000,000 | 1,061,270 | ||||||
| 5.00%, 02/15/2024 |
1,055,000 | 1,220,403 | ||||||
| City of Dallas TX Waterworks & Sewer System Revenue |
||||||||
| 5.00%, 10/01/2027 |
530,000 | 645,418 | ||||||
| 5.00%, 10/01/2031 |
800,000 | 986,480 | ||||||
| City of El Paso TX |
||||||||
| 5.00%, 08/15/2025 |
2,245,000 | 2,746,353 | ||||||
| City of Fort Worth TX |
||||||||
| 5.00%, 03/01/2023 |
1,000,000 | 1,115,490 |
| City of Garland TX Water & Sewer System Revenue |
||||||||
| 5.00%, 03/01/2028 |
700,000 | 877,100 | ||||||
| City of Houston TX |
||||||||
| 5.00%, 03/01/2023 |
1,975,000 | 2,200,031 | ||||||
| 5.00%, 03/01/2025 |
750,000 | 898,785 | ||||||
| 5.00%, 03/01/2029 |
1,000,000 | 1,255,590 | ||||||
| City of Houston TX Airport System Revenue |
||||||||
| 4.75%, 07/01/2024 |
2,000,000 | 2,022,040 | ||||||
| 5.00%, 07/01/2027 |
1,625,000 | 1,687,497 | ||||||
| 5.00%, 07/01/2027 |
3,000,000 | 3,795,030 | ||||||
| 5.00%, 07/15/2027 |
2,325,000 | 2,414,326 | ||||||
| 5.00%, 07/01/2029 |
1,000,000 | 1,250,000 | ||||||
| 5.00%, 07/01/2031 |
1,750,000 | 2,152,097 | ||||||
| 5.00%, 07/01/2032 |
1,750,000 | 2,136,382 | ||||||
| 5.00%, 07/15/2035 |
800,000 | 803,384 | ||||||
| City of Houston TX Combined Utility System Revenue |
||||||||
| 5.00%, 11/15/2022 |
200,000 | 220,318 | ||||||
| 5.00%, 11/15/2023 |
225,000 | 258,390 | ||||||
| 5.00%, 05/15/2028 |
410,000 | 476,371 | ||||||
| 5.00%, 11/15/2030 |
2,005,000 | 2,641,868 | ||||||
| 5.00%, 11/15/2033 |
400,000 | 493,328 | ||||||
| City of Houston TX Hotel Occupancy Tax & Special Revenue |
||||||||
| 5.00%, 09/01/2036 |
2,100,000 | 2,233,812 | ||||||
| City of San Antonio TX Airport System |
||||||||
| 5.00%, 07/01/2027 |
2,000,000 | 2,462,360 | ||||||
| 5.00%, 07/01/2028 |
1,750,000 | 2,170,193 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,247,070 | ||||||
| City of San Antonio TX Electric & Gas Systems Revenue |
||||||||
| 1.75%, 02/01/2049(1) |
4,000,000 | 4,177,440 | ||||||
| 2.00%, 02/01/2033(1) |
1,115,000 | 1,126,741 | ||||||
| 3.00%, 12/01/2045(1) |
5,150,000 | 5,171,888 | ||||||
| 5.00%, 02/01/2030 |
1,000,000 | 1,277,700 | ||||||
| City of Waco TX |
||||||||
| 5.00%, 02/01/2025 |
1,710,000 | 1,972,707 | ||||||
| Clifton Higher Education Finance Corp. |
||||||||
| 6.13%, 08/15/2048 |
4,750,000 | 5,424,595 | ||||||
| Coppell Independent School District |
||||||||
| 4.00%, 08/15/2034 |
2,310,000 | 2,760,935 | ||||||
| 4.00%, 08/15/2036 |
2,580,000 | 3,051,185 | ||||||
| 5.00%, 08/15/2033 |
2,985,000 | 3,825,546 | ||||||
| County of Comal TX |
||||||||
| 4.00%, 02/01/2023 |
1,000,000 | 1,084,650 | ||||||
| County of El Paso TX |
||||||||
| 5.00%, 02/15/2029 |
1,500,000 | 1,895,340 | ||||||
| 5.00%, 02/15/2031 |
1,280,000 | 1,564,429 | ||||||
| County of Harris TX |
||||||||
| 5.00%, 10/01/2027 |
5,000,000 | 6,477,850 | ||||||
| County of Williamson TX |
||||||||
| 5.00%, 02/15/2021 |
1,000,000 | 1,017,980 | ||||||
| Cypress-Fairbanks Independent School District |
||||||||
| 1.25%, 02/15/2036(1) |
390,000 | 397,047 | ||||||
| 1.25%, 02/15/2036(1) |
1,190,000 | 1,211,503 | ||||||
| 2.13%, 02/15/2040(1) |
10,000,000 | 10,161,500 | ||||||
| 5.00%, 02/15/2027 |
470,000 | 577,216 | ||||||
| Dallas Area Rapid Transit |
||||||||
| 5.00%, 12/01/2024 |
550,000 | 655,952 | ||||||
| Dallas County Utility & Reclamation District |
||||||||
| 5.00%, 02/15/2024 |
1,125,000 | 1,292,377 | ||||||
| Dallas Fort Worth International Airport |
||||||||
| 4.00%, 11/01/2034 |
1,930,000 | 2,289,752 | ||||||
| 4.00%, 11/01/2035 |
3,870,000 | 4,572,482 | ||||||
| 5.00%, 11/01/2031 |
2,310,000 | 3,059,872 | ||||||
| 5.00%, 11/01/2032 |
1,600,000 | 1,768,400 | ||||||
| 5.00%, 11/01/2037 |
10,100,000 | 10,610,555 | ||||||
| 5.00%, 11/01/2038 |
3,110,000 | 3,267,210 | ||||||
| 5.00%, 11/01/2042 |
8,710,000 | 9,150,290 | ||||||
| 5.00%, 11/01/2044 |
300,000 | 320,637 | ||||||
| Dallas Independent School District |
||||||||
| 5.00%, 02/15/2036(1) |
85,000 | 90,565 | ||||||
| 5.00%, 02/15/2036 |
1,045,000 | 1,113,416 | ||||||
| 5.00%, 02/15/2036(1) |
2,175,000 | 2,317,397 | ||||||
| 5.00%, 02/15/2036(1) |
2,180,000 | 2,320,545 | ||||||
| Denton Independent School District |
||||||||
| 0.00%, 08/15/2025 |
500,000 | 488,740 | ||||||
| 2.00%, 08/01/2044(1) |
5,275,000 | 5,575,833 |
| El Paso County Hospital District |
||||||||
| 5.00%, 08/15/2027 |
1,260,000 | 1,335,159 | ||||||
| 5.00%, 08/15/2029 |
50,000 | 52,654 | ||||||
| Forney Independent School District |
||||||||
| 5.00%, 02/15/2030 |
710,000 | 938,400 | ||||||
| 5.00%, 02/15/2031 |
1,000,000 | 1,314,840 | ||||||
| 5.00%, 02/15/2032 |
1,345,000 | 1,755,386 | ||||||
| Fort Bend Independent School District |
||||||||
| 0.88%, 08/01/2050(1) |
1,875,000 | 1,890,075 | ||||||
| 1.50%, 08/01/2042(1) |
940,000 | 949,588 | ||||||
| Fort Worth Independent School District |
||||||||
| 5.00%, 02/15/2022 |
450,000 | 479,911 | ||||||
| 5.00%, 02/15/2026 |
1,365,000 | 1,697,582 | ||||||
| Grand Parkway Transportation Corp. |
||||||||
| 5.00%, 02/01/2023 |
1,580,000 | 1,732,928 | ||||||
| 5.00%, 10/01/2031 |
2,630,000 | 3,379,866 | ||||||
| 5.00%, 10/01/2033 |
1,205,000 | 1,532,097 | ||||||
| 5.00%, 10/01/2034 |
1,500,000 | 1,902,735 | ||||||
| 5.00%, 10/01/2052(1) |
9,610,000 | 10,795,009 | ||||||
| Gregg County Health Facilities Development Corp. |
||||||||
| 4.50%, 07/01/2032 |
635,000 | 680,631 | ||||||
| 5.00%, 07/01/2042 |
25,000 | 27,014 | ||||||
| Gulf Coast Industrial Development Authority |
||||||||
| 4.88%, 05/01/2025 |
2,250,000 | 2,271,937 | ||||||
| Harlandale Independent School District |
||||||||
| 5.00%, 08/01/2030 |
1,305,000 | 1,618,122 | ||||||
| Harris County Cultural Education Facilities Finance Corp. |
||||||||
| 5.00%, 06/01/2021 |
1,100,000 | 1,132,538 | ||||||
| 5.00%, 01/01/2043 |
180,000 | 183,627 | ||||||
| 5.00%, 07/01/2049(1) |
1,290,000 | 1,418,523 | ||||||
| 5.00%, 07/01/2049(1) |
1,480,000 | 1,746,844 | ||||||
| 5.00%, 07/01/2049(1) |
5,000,000 | 6,244,850 | ||||||
| Hays Consolidated Independent School District |
||||||||
| 2.70%, 08/15/2042(1) |
2,900,000 | 3,016,348 | ||||||
| Houston Independent School District |
||||||||
| 2.25%, 06/01/2039(1) |
5,000,000 | 5,163,400 | ||||||
| 2.40%, 06/01/2030(1) |
7,000,000 | 7,098,840 | ||||||
| 4.00%, 06/01/2039(1) |
4,415,000 | 4,827,361 | ||||||
| 5.00%, 02/15/2030 |
1,000,000 | 1,226,340 | ||||||
| Irving Hospital Authority |
||||||||
| 5.00%, 10/15/2035 |
625,000 | 730,700 | ||||||
| Love Field Airport Modernization Corp. |
||||||||
| 5.00%, 11/01/2028 |
1,250,000 | 1,296,200 | ||||||
| 5.00%, 11/01/2035 |
1,000,000 | 1,152,240 | ||||||
| 5.25%, 11/01/2040 |
3,015,000 | 3,021,422 | ||||||
| Lower Colorado River Authority |
||||||||
| 5.00%, 05/15/2021 |
800,000 | 823,504 | ||||||
| 5.00%, 05/15/2022 |
565,000 | 608,251 | ||||||
| 5.00%, 05/15/2022 |
1,025,000 | 1,103,464 | ||||||
| 5.00%, 05/15/2026 |
1,000,000 | 1,237,140 | ||||||
| 5.00%, 05/15/2036 |
1,425,000 | 1,800,074 | ||||||
| Midlothian Independent School District |
||||||||
| 2.00%, 08/01/2051(1) |
1,065,000 | 1,124,491 | ||||||
| Mission Economic Development Corp. |
||||||||
| 0.50%, 01/01/2026(1) |
1,105,000 | 1,105,254 | ||||||
| 0.50%, 05/01/2050(1) |
1,955,000 | 1,955,450 | ||||||
| 4.63%, 10/01/2031(3) |
3,955,000 | 4,182,848 | ||||||
| Montgomery County Toll Road Authority |
||||||||
| 5.00%, 09/15/2032 |
50,000 | 55,989 | ||||||
| 5.00%, 09/15/2033 |
270,000 | 301,126 | ||||||
| 5.00%, 09/15/2034 |
55,000 | 61,212 | ||||||
| 5.00%, 09/15/2035 |
1,145,000 | 1,270,503 | ||||||
| 5.00%, 09/15/2036 |
75,000 | 82,973 | ||||||
| 5.00%, 09/15/2037 |
1,245,000 | 1,374,555 | ||||||
| 5.00%, 09/15/2038 |
125,000 | 137,748 | ||||||
| 5.00%, 09/15/2043 |
380,000 | 415,108 | ||||||
| 5.00%, 09/15/2048 |
1,070,000 | 1,163,315 | ||||||
| New Hope Cultural Education Facilities Finance Corp. |
||||||||
| 5.00%, 08/15/2024 |
730,000 | 852,136 | ||||||
| 5.00%, 08/15/2026 |
200,000 | 247,248 | ||||||
| 5.00%, 08/15/2027 |
375,000 | 475,474 | ||||||
| 5.00%, 04/01/2029 |
1,000,000 | 1,009,570 | ||||||
| 5.00%, 08/15/2030 |
3,500,000 | 4,346,090 |
| 5.00%, 04/01/2031 |
335,000 | 321,493 | ||||||
| 5.00%, 10/01/2031 |
160,000 | 167,070 | ||||||
| 5.00%, 11/01/2031 |
1,750,000 | 1,939,473 | ||||||
| 5.00%, 10/01/2034 |
185,000 | 189,407 | ||||||
| 5.00%, 07/01/2035 |
2,100,000 | 1,743,000 | ||||||
| 5.00%, 04/01/2036 |
820,000 | 765,601 | ||||||
| 5.00%, 04/01/2037 |
1,310,000 | 1,278,141 | ||||||
| 5.00%, 10/01/2039 |
250,000 | 252,460 | ||||||
| 5.00%, 11/01/2040 |
1,100,000 | 1,192,268 | ||||||
| 5.00%, 07/01/2047 |
1,075,000 | 892,250 | ||||||
| 5.00%, 04/01/2048 |
1,250,000 | 1,118,100 | ||||||
| 5.00%, 07/01/2058 |
275,000 | 308,531 | ||||||
| 5.25%, 10/01/2049 |
575,000 | 581,360 | ||||||
| 5.50%, 11/15/2052 |
250,000 | 202,823 | ||||||
| Newark Higher Education Finance Corp. |
||||||||
| 5.00%, 04/01/2029 |
505,000 | 578,437 | ||||||
| North East Independent School District |
||||||||
| 1.42%, 08/01/2040(1) |
440,000 | 441,672 | ||||||
| North Texas Municipal Water District Upper East Fork Wastewater Interceptor System |
||||||||
| 5.00%, 06/01/2027 |
1,025,000 | 1,320,046 | ||||||
| 5.00%, 06/01/2028 |
1,050,000 | 1,339,506 | ||||||
| 5.00%, 06/01/2029 |
600,000 | 760,818 | ||||||
| North Texas Tollway Authority |
||||||||
| 5.00%, 01/01/2023 |
235,000 | 259,395 | ||||||
| 5.00%, 01/01/2025 |
860,000 | 1,014,748 | ||||||
| 5.00%, 01/01/2030 |
75,000 | 89,682 | ||||||
| 5.00%, 01/01/2030 |
6,250,000 | 7,080,875 | ||||||
| 5.00%, 01/01/2031 |
105,000 | 125,000 | ||||||
| 5.00%, 01/01/2031 |
500,000 | 599,180 | ||||||
| 5.00%, 01/01/2031 |
1,100,000 | 1,371,216 | ||||||
| 5.00%, 01/01/2031 |
1,900,000 | 2,148,007 | ||||||
| 5.00%, 01/01/2032 |
1,100,000 | 1,364,176 | ||||||
| 5.00%, 01/01/2033 |
500,000 | 601,325 | ||||||
| 5.00%, 01/01/2033 |
1,250,000 | 1,541,600 | ||||||
| 5.00%, 01/01/2033 |
3,150,000 | 3,660,773 | ||||||
| 5.00%, 01/01/2034 |
1,400,000 | 1,719,970 | ||||||
| 5.00%, 01/01/2035 |
1,500,000 | 1,838,025 | ||||||
| 5.00%, 01/01/2036 |
550,000 | 647,323 | ||||||
| 5.00%, 01/01/2039 |
170,000 | 198,665 | ||||||
| 5.00%, 01/01/2040 |
2,000,000 | 2,160,660 | ||||||
| 5.50%, 09/01/2041 |
5,840,000 | 6,125,226 | ||||||
| Northside Independent School District |
||||||||
| 0.70%, 01/06/2050(1) |
23,475,000 | 23,446,361 | ||||||
| 1.60%, 08/01/2049(1) |
15,030,000 | 15,618,575 | ||||||
| Old Spanish Trail-Alemda Corridors Redevelopment Authority |
||||||||
| 4.00%, 09/01/2033 |
1,360,000 | 1,592,111 | ||||||
| Pasadena Independent School District |
||||||||
| 1.50%, 02/15/2044(1) |
4,295,000 | 4,454,774 | ||||||
| Permanent University Fund - University of Texas System |
||||||||
| 5.00%, 07/01/2029 |
235,000 | 289,485 | ||||||
| Pflugerville Independent School District |
||||||||
| 2.50%, 02/15/2039(1) |
7,500,000 | 7,910,700 | ||||||
| Plano Independent School District |
||||||||
| 5.00%, 02/15/2022 |
1,000,000 | 1,066,470 | ||||||
| Port Beaumont Navigation District |
||||||||
| 4.00%, 01/01/2050(3) |
1,035,000 | 1,036,149 | ||||||
| Port of Port Arthur Navigation District |
||||||||
| 0.19%, 04/01/2040(1) |
700,000 | 700,000 | ||||||
| 0.40%, 11/01/2040(1) |
15,000,000 | 15,000,000 | ||||||
| Rockwall Independent School District |
||||||||
| 0.00%, 02/15/2024 |
1,005,000 | 986,629 | ||||||
| San Antonio Water System |
||||||||
| 5.00%, 05/15/2032 |
3,000,000 | 3,356,160 | ||||||
| Southwest Houston Redevelopment Authority |
||||||||
| 4.00%, 09/01/2031 |
400,000 | 469,224 | ||||||
| 4.00%, 09/01/2032 |
400,000 | 464,788 | ||||||
| 4.00%, 09/01/2033 |
425,000 | 489,247 | ||||||
| 4.00%, 09/01/2034 |
355,000 | 407,348 | ||||||
| 4.00%, 09/01/2035 |
225,000 | 256,961 | ||||||
| 4.00%, 09/01/2036 |
700,000 | 796,271 | ||||||
| 5.00%, 09/01/2028 |
350,000 | 434,217 | ||||||
| 5.00%, 09/01/2029 |
345,000 | 434,051 | ||||||
| 5.00%, 09/01/2030 |
300,000 | 382,041 |
| State of Texas |
||||||||
| 1.85%, 08/01/2029(1) |
1,155,000 | 1,156,086 | ||||||
| 2.25%, 08/01/2029(1) |
2,435,000 | 2,438,945 | ||||||
| 4.00%, 08/01/2021 |
1,240,000 | 1,278,552 | ||||||
| 4.00%, 10/01/2032 |
1,200,000 | 1,342,080 | ||||||
| 5.00%, 08/01/2025 |
2,035,000 | 2,306,734 | ||||||
| 5.00%, 08/01/2026 |
1,000,000 | 1,178,230 | ||||||
| 5.00%, 04/01/2027 |
5,000,000 | 6,198,950 | ||||||
| 5.00%, 04/01/2039 |
10,000,000 | 11,672,000 | ||||||
| 5.50%, 08/01/2026 |
1,000,000 | 1,279,150 | ||||||
| 5.50%, 08/01/2032 |
1,000,000 | 1,271,920 | ||||||
| Tarrant County Cultural Education Facilities Finance Corp. |
||||||||
| 5.00%, 11/15/2022 |
300,000 | 320,973 | ||||||
| 5.00%, 07/01/2026 |
1,775,000 | 2,176,470 | ||||||
| 5.00%, 11/15/2035 |
1,015,000 | 895,606 | ||||||
| 5.00%, 11/15/2035 |
1,750,000 | 1,834,333 | ||||||
| 5.00%, 11/15/2037 |
4,400,000 | 5,132,380 | ||||||
| 5.00%, 11/15/2040 |
1,650,000 | 1,851,812 | ||||||
| 5.00%, 11/15/2040 |
1,800,000 | 1,868,994 | ||||||
| 5.00%, 11/15/2045 |
1,175,000 | 951,950 | ||||||
| 5.00%, 11/15/2046 |
1,615,000 | 1,797,156 | ||||||
| 5.75%, 12/01/2054 |
530,708 | 537,963 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.47%, 04/01/2059(1)(3) |
3,300,000 | 3,300,000 | ||||||
| Texas A&M University |
||||||||
| 3.00%, 05/15/2028 |
2,300,000 | 2,575,517 | ||||||
| Texas Department of Housing & Community Affairs |
||||||||
| 2.95%, 07/01/2036 |
1,652,723 | 1,779,239 | ||||||
| 3.50%, 03/01/2051 |
6,765,000 | 7,648,644 | ||||||
| 4.00%, 03/01/2050 |
1,755,000 | 2,007,615 | ||||||
| Texas Municipal Gas Acquisition & Supply Corp. I |
||||||||
| 5.25%, 12/15/2022 |
450,000 | 494,609 | ||||||
| 5.25%, 12/15/2025 |
3,000,000 | 3,642,240 | ||||||
| 6.25%, 12/15/2026 |
7,385,000 | 8,710,238 | ||||||
| Texas Municipal Gas Acquisition & Supply Corp. III |
||||||||
| 5.00%, 12/15/2029 |
5,000,000 | 5,375,250 | ||||||
| 5.00%, 12/15/2032 |
3,000,000 | 3,203,850 | ||||||
| Texas Municipal Power Agency |
||||||||
| 5.00%, 09/01/2033 |
920,000 | 923,330 | ||||||
| 5.00%, 09/01/2034 |
945,000 | 948,421 | ||||||
| 5.00%, 09/01/2035 |
1,200,000 | 1,204,344 | ||||||
| Texas Private Activity Bond Surface Transportation Corp. |
||||||||
| 4.00%, 12/31/2032 |
2,500,000 | 2,890,850 | ||||||
| 4.00%, 12/31/2033 |
2,040,000 | 2,342,532 | ||||||
| 4.00%, 06/30/2036 |
1,175,000 | 1,333,343 | ||||||
| 5.00%, 12/31/2050 |
2,410,000 | 2,569,566 | ||||||
| 5.00%, 12/31/2055 |
2,755,000 | 2,932,312 | ||||||
| Texas Public Finance Authority |
||||||||
| 5.00%, 02/01/2028 |
2,300,000 | 2,994,646 | ||||||
| Texas State University System |
||||||||
| 5.00%, 03/15/2026 |
800,000 | 992,528 | ||||||
| 5.00%, 03/15/2029 |
610,000 | 764,934 | ||||||
| 5.00%, 03/15/2032 |
1,325,000 | 1,635,713 | ||||||
| Texas Transportation Commission |
||||||||
| 0.00%, 08/01/2034 |
1,060,000 | 660,762 | ||||||
| 0.00%, 08/01/2037 |
725,000 | 382,735 | ||||||
| 0.00%, 08/01/2038 |
800,000 | 399,600 | ||||||
| 0.00%, 08/01/2039 |
710,000 | 335,851 | ||||||
| 0.00%, 08/01/2040 |
1,500,000 | 669,900 | ||||||
| 5.00%, 08/01/2057 |
2,930,000 | 3,342,720 | ||||||
| Texas Transportation Commission State Highway Fund |
||||||||
| 5.00%, 10/01/2023 |
5,020,000 | 5,737,057 | ||||||
| Texas Water Development Board |
||||||||
| 4.00%, 08/01/2034 |
5,090,000 | 6,299,944 | ||||||
| 4.00%, 08/01/2035 |
5,400,000 | 6,653,016 | ||||||
| 5.00%, 04/15/2028 |
1,500,000 | 1,963,455 | ||||||
| 5.00%, 10/15/2028 |
2,370,000 | 3,142,265 | ||||||
| 5.00%, 04/15/2029 |
2,000,000 | 2,664,780 | ||||||
| 5.00%, 10/15/2029 |
4,100,000 | 5,529,096 | ||||||
| 5.00%, 04/15/2030 |
2,000,000 | 2,716,020 | ||||||
| 5.00%, 10/15/2030 |
3,060,000 | 4,205,725 | ||||||
| Travis County Health Facilities Development Corp. |
||||||||
| 7.00%, 11/01/2030 |
55,000 | 55,189 | ||||||
| University of Houston |
||||||||
| 5.00%, 02/15/2030 |
860,000 | 1,041,090 |
| Uptown Development Authority |
||||||||
| 5.00%, 09/01/2033 |
715,000 | 822,572 | ||||||
| Viridian Municipal Management District |
||||||||
| 4.00%, 12/01/2029 |
520,000 | 580,596 | ||||||
| 4.00%, 12/01/2031 |
560,000 | 621,393 | ||||||
| 4.00%, 12/01/2032 |
580,000 | 641,352 | ||||||
| 4.00%, 12/01/2033 |
605,000 | 666,928 | ||||||
|
|
|
|||||||
| Total Texas |
|
637,612,762 | ||||||
|
|
|
|||||||
| Utah – 0.29% |
||||||||
| Salt Lake City Corp. Airport Revenue |
||||||||
| 5.00%, 07/01/2025 |
1,000,000 | 1,182,980 | ||||||
| 5.00%, 07/01/2026 |
1,700,000 | 2,059,057 | ||||||
| 5.00%, 07/01/2026 |
3,000,000 | 3,633,630 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,232,190 | ||||||
| 5.00%, 07/01/2042 |
2,500,000 | 2,888,050 | ||||||
| 5.25%, 07/01/2048 |
3,000,000 | 3,548,730 | ||||||
| State of Utah |
||||||||
| 5.00%, 07/01/2023 |
1,760,000 | 1,993,939 | ||||||
| Utah Charter School Finance Authority |
||||||||
| 4.50%, 06/15/2027(3) |
1,000,000 | 1,086,000 | ||||||
| Utah Transit Authority |
||||||||
| 4.00%, 12/15/2031 |
2,880,000 | 3,207,485 | ||||||
|
|
|
|||||||
| Total Utah |
|
20,832,061 | ||||||
|
|
|
|||||||
| Vermont – 0.06% |
||||||||
| Vermont Educational & Health Buildings Financing Agency |
||||||||
| 5.00%, 10/15/2027 |
1,000,000 | 1,117,950 | ||||||
| 5.00%, 10/15/2029 |
890,000 | 976,419 | ||||||
| Vermont Student Assistance Corp. |
||||||||
| 5.00%, 06/15/2025 |
800,000 | 916,232 | ||||||
| 5.00%, 06/15/2026 |
500,000 | 582,755 | ||||||
| 5.00%, 06/15/2027 |
700,000 | 809,641 | ||||||
|
|
|
|||||||
| Total Vermont |
|
4,402,997 | ||||||
|
|
|
|||||||
| Virgin Islands – 0.05% |
||||||||
| Virgin Islands Public Finance Authority |
||||||||
| 5.00%, 10/01/2032 |
3,000,000 | 3,220,440 | ||||||
|
|
|
|||||||
| Total Virgin Islands |
|
3,220,440 | ||||||
|
|
|
|||||||
| Virginia – 1.51% |
||||||||
| Arlington County Industrial Development Authority |
||||||||
| 5.00%, 07/01/2027 |
905,000 | 1,141,458 | ||||||
| Chesapeake Bay Bridge & Tunnel District |
||||||||
| 5.00%, 11/01/2023 |
7,700,000 | 8,636,705 | ||||||
| 5.00%, 07/01/2046 |
3,985,000 | 4,513,172 | ||||||
| 5.00%, 07/01/2051 |
1,345,000 | 1,514,887 | ||||||
| City of Norfolk VA Water Revenue |
||||||||
| 5.00%, 11/01/2022 |
1,645,000 | 1,810,915 | ||||||
| County of Botetourt VA |
||||||||
| 4.75%, 07/01/2023 |
60,000 | 61,721 | ||||||
| 6.00%, 07/01/2034 |
1,500,000 | 1,631,085 | ||||||
| County of Loudoun VA |
||||||||
| 5.00%, 12/01/2023 |
825,000 | 950,796 | ||||||
| Fairfax County Economic Development Authority |
||||||||
| 5.00%, 12/01/2042 |
1,290,000 | 1,347,418 | ||||||
| Fairfax County Industrial Development Authority |
||||||||
| 5.00%, 05/15/2035 |
1,175,000 | 1,246,275 | ||||||
| 5.00%, 05/15/2044 |
975,000 | 1,091,756 | ||||||
| Franklin County Industrial Development Authority |
||||||||
| 3.00%, 10/15/2023 |
2,000,000 | 2,004,080 | ||||||
| Fredericksburg Economic Development Authority |
||||||||
| 5.00%, 06/15/2031 |
500,000 | 554,875 | ||||||
| Hanover County Economic Development Authority |
||||||||
| 5.00%, 07/01/2042 |
1,120,000 | 1,126,608 | ||||||
| 5.00%, 07/01/2047 |
2,080,000 | 2,090,546 | ||||||
| Mizuho Floater/Residual Trust |
||||||||
| 0.67%, 09/01/2033(1)(3)(6) |
1,335,000 | 1,335,000 | ||||||
| Norfolk Redevelopment & Housing Authority |
||||||||
| 4.00%, 01/01/2025 |
3,870,000 | 3,870,464 | ||||||
| 5.00%, 01/01/2046 |
240,000 | 244,298 | ||||||
| 5.00%, 01/01/2049 |
500,000 | 513,415 | ||||||
| Salem Economic Development Authority |
||||||||
| 5.00%, 04/01/2030 |
710,000 | 837,104 | ||||||
| 5.00%, 04/01/2031 |
400,000 | 467,184 | ||||||
| 5.00%, 04/01/2032 |
700,000 | 810,873 | ||||||
| 5.00%, 04/01/2033 |
350,000 | 402,552 | ||||||
| 5.00%, 04/01/2034 |
925,000 | 1,057,932 | ||||||
| Stafford County Economic Development Authority |
||||||||
| 4.00%, 06/15/2037 |
50,000 | 54,414 | ||||||
| 5.00%, 06/15/2030 |
150,000 | 176,038 | ||||||
| 5.00%, 06/15/2033 |
150,000 | 173,414 | ||||||
| 5.00%, 06/15/2034 |
500,000 | 576,710 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.47%, 10/01/2059(1)(3) |
3,400,000 | 3,400,000 | ||||||
| Tobacco Settlement Financing Corp. |
||||||||
| 0.00%, 06/01/2047 |
3,000,000 | 595,050 | ||||||
| Virginia College Building Authority |
||||||||
| 5.00%, 02/01/2023 |
700,000 | 778,960 | ||||||
| 5.00%, 09/01/2023 |
1,000,000 | 1,138,320 | ||||||
| 5.00%, 02/01/2024 |
2,475,000 | 2,869,540 | ||||||
| 5.00%, 02/01/2026 |
1,000,000 | 1,242,860 | ||||||
| 5.00%, 02/01/2030 |
1,500,000 | 1,936,275 | ||||||
| 5.00%, 07/01/2030(3) |
500,000 | 515,285 | ||||||
| 5.00%, 02/01/2034 |
1,000,000 | 1,329,820 | ||||||
| 5.00%, 07/01/2045(3) |
500,000 | 501,240 | ||||||
| 5.00%, 07/01/2045(3) |
1,000,000 | 1,002,480 | ||||||
| 5.25%, 07/01/2035(3) |
1,000,000 | 1,028,220 | ||||||
| Virginia Commonwealth Transportation Board |
||||||||
| 5.00%, 09/15/2022 |
1,000,000 | 1,070,200 | ||||||
| 5.00%, 09/15/2023 |
2,500,000 | 2,852,700 | ||||||
| Virginia Port Authority |
||||||||
| 5.00%, 07/01/2023 |
1,000,000 | 1,123,500 | ||||||
| Virginia Public Building Authority |
||||||||
| 5.00%, 08/01/2022 |
1,050,000 | 1,143,261 | ||||||
| 5.00%, 08/01/2022 |
1,490,000 | 1,622,342 | ||||||
| Virginia Public School Authority |
||||||||
| 5.00%, 08/01/2022 |
2,505,000 | 2,726,993 | ||||||
| 5.00%, 08/01/2022 |
3,275,000 | 3,565,231 | ||||||
| Virginia Small Business Financing Authority |
||||||||
| 5.00%, 07/01/2034 |
1,000,000 | 1,035,230 | ||||||
| 5.00%, 01/01/2040 |
3,540,000 | 3,653,138 | ||||||
| 5.00%, 01/01/2040 |
4,135,000 | 4,267,155 | ||||||
| 5.00%, 01/01/2044 |
1,000,000 | 1,030,050 | ||||||
| 5.00%, 01/01/2048(1)(3) |
500,000 | 508,945 | ||||||
| 5.00%, 07/01/2049 |
3,970,000 | 4,084,217 | ||||||
| 5.00%, 12/31/2049 |
3,105,000 | 3,477,414 | ||||||
| 5.00%, 12/31/2052 |
880,000 | 986,075 | ||||||
| 5.00%, 12/31/2056 |
4,455,000 | 4,983,630 | ||||||
| 5.50%, 01/01/2042 |
6,590,000 | 6,898,873 | ||||||
| Wise County Industrial Development Authority |
||||||||
| 0.75%, 10/01/2040(1) |
3,000,000 | 2,995,350 | ||||||
| 1.20%, 11/01/2040(1) |
3,285,000 | 3,342,356 | ||||||
| York County Economic Development Authority |
||||||||
| 1.90%, 05/01/2033(1) |
600,000 | 621,816 | ||||||
|
|
|
|||||||
| Total Virginia |
|
108,568,221 | ||||||
|
|
|
|||||||
| Washington – 3.57% |
||||||||
| Adams County Public Hospital District No 2 |
||||||||
| 5.13%, 12/01/2044 |
1,000,000 | 1,098,200 | ||||||
| Auburn School District No 408 of King & Pierce Counties |
||||||||
| 5.00%, 12/01/2033 |
2,000,000 | 2,521,940 | ||||||
| Central Puget Sound Regional Transit Authority |
||||||||
| 5.00%, 11/01/2035 |
960,000 | 1,149,821 | ||||||
| Chelan County Public Utility District No 1 |
||||||||
| 4.00%, 07/01/2035 |
750,000 | 922,260 | ||||||
| City of Kent WA |
||||||||
| 5.00%, 12/01/2027 |
695,000 | 868,291 | ||||||
| City of Seattle WA Municipal Light & Power Revenue |
||||||||
| 0.61% (SIFMA Municipal Swap Index Yield + 0.49%), 11/01/2046(2) |
5,000,000 | 5,016,750 | ||||||
| 4.00%, 01/01/2032 |
3,385,000 | 4,050,999 | ||||||
| City of Tacoma WA Electric System Revenue |
||||||||
| 5.00%, 01/01/2039 |
675,000 | 820,611 | ||||||
| City of Tacoma WA Solid Waste Utility Revenue |
||||||||
| 5.00%, 12/01/2031 |
460,000 | 565,740 | ||||||
| Clark County Public Utility District No 1 |
||||||||
| 5.00%, 01/01/2022 |
425,000 | 450,674 | ||||||
| 5.00%, 01/01/2023 |
375,000 | 415,361 | ||||||
| 5.00%, 01/01/2023 |
750,000 | 830,722 | ||||||
| 5.00%, 01/01/2024 |
395,000 | 455,767 | ||||||
| County of King WA Sewer Revenue |
||||||||
| 5.00%, 01/01/2047 |
29,000,000 | 33,359,280 | ||||||
| East Pierce Fire & Rescue |
||||||||
| 5.00%, 12/01/2029 |
635,000 | 835,508 | ||||||
| 5.00%, 12/01/2031 |
925,000 | 1,203,138 | ||||||
| Energy Northwest |
||||||||
| 4.00%, 07/01/2044 |
8,000,000 | 8,310,160 | ||||||
| 5.00%, 07/01/2028 |
15,000,000 | 19,814,100 | ||||||
| 5.00%, 07/01/2034 |
6,890,000 | 9,246,656 | ||||||
| King & Snohomish Counties School District No 417 Northshore |
||||||||
| 4.00%, 12/01/2033 |
5,500,000 | 6,054,730 | ||||||
| King County Housing Authority |
||||||||
| 4.00%, 06/01/2026 |
450,000 | 521,842 | ||||||
| 4.00%, 06/01/2027 |
620,000 | 730,906 | ||||||
| 4.00%, 06/01/2028 |
1,115,000 | 1,327,608 | ||||||
| 4.00%, 06/01/2029 |
840,000 | 1,012,007 | ||||||
| 4.00%, 06/01/2030 |
400,000 | 485,200 | ||||||
| 4.00%, 06/01/2031 |
650,000 | 783,256 | ||||||
| 4.00%, 11/01/2031 |
1,640,000 | 1,998,438 | ||||||
| 4.00%, 06/01/2032 |
625,000 | 747,619 | ||||||
| 4.00%, 11/01/2032 |
1,705,000 | 2,062,590 | ||||||
| 4.00%, 06/01/2033 |
500,000 | 594,260 | ||||||
| 4.00%, 06/01/2034 |
525,000 | 621,563 | ||||||
| 4.00%, 06/01/2035 |
735,000 | 863,015 | ||||||
| 5.00%, 11/01/2027 |
1,000,000 | 1,273,220 | ||||||
| 5.00%, 11/01/2028 |
1,430,000 | 1,857,341 | ||||||
| 5.00%, 11/01/2029 |
750,000 | 993,682 | ||||||
| King County Public Hospital District No 1 |
||||||||
| 5.00%, 12/01/2032 |
4,500,000 | 5,300,685 | ||||||
| King County School District No 414 Lake Washington |
||||||||
| 5.00%, 12/01/2035 |
1,600,000 | 2,025,520 | ||||||
| 5.00%, 12/01/2036 |
3,205,000 | 4,042,595 | ||||||
| 5.00%, 12/01/2037 |
1,425,000 | 1,792,123 | ||||||
| 5.00%, 12/01/2038 |
865,000 | 1,084,822 | ||||||
| Pierce County School District No 10 Tacoma |
||||||||
| 5.00%, 12/01/2034 |
2,800,000 | 3,345,440 | ||||||
| Port of Seattle WA |
||||||||
| 5.00%, 07/01/2024 |
595,000 | 660,527 | ||||||
| 5.00%, 04/01/2029 |
5,050,000 | 6,382,240 | ||||||
| 5.00%, 04/01/2030 |
2,000,000 | 2,262,700 | ||||||
| 5.00%, 04/01/2034 |
1,000,000 | 1,118,990 | ||||||
| 5.00%, 04/01/2036 |
3,130,000 | 3,804,139 | ||||||
| 5.00%, 01/01/2037 |
3,500,000 | 4,251,940 | ||||||
| Seattle Housing Authority |
||||||||
| 0.28%, 06/01/2040(1) |
650,000 | 650,000 | ||||||
| Skagit County Public Hospital District No 1 |
||||||||
| 5.00%, 12/01/2020 |
1,750,000 | 1,760,413 | ||||||
| Snohomish County Housing Authority |
||||||||
| 5.00%, 04/01/2031 |
1,135,000 | 1,432,393 | ||||||
| State of Washington |
||||||||
| 5.00%, 09/01/2021 |
2,670,000 | 2,787,453 | ||||||
| 5.00%, 08/01/2027 |
235,000 | 296,648 | ||||||
| 5.00%, 08/01/2027 |
550,000 | 673,123 | ||||||
| 5.00%, 08/01/2028 |
235,000 | 296,648 | ||||||
| 5.00%, 08/01/2030 |
235,000 | 295,108 | ||||||
| 5.00%, 08/01/2030 |
1,830,000 | 2,330,798 | ||||||
| 5.00%, 06/01/2034 |
660,000 | 842,728 | ||||||
| 5.00%, 07/01/2036 |
1,505,000 | 1,935,159 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.27%, 03/01/2028(1)(3) |
3,000,000 | 3,000,000 | ||||||
| Thurston & Pierce Counties Community Schools |
||||||||
| 5.00%, 12/01/2029 |
675,000 | 891,243 | ||||||
| 5.00%, 12/01/2031 |
1,100,000 | 1,432,750 | ||||||
| Tobacco Settlement Authority |
||||||||
| 5.00%, 06/01/2023 |
500,000 | 557,910 | ||||||
| 5.00%, 06/01/2024 |
1,000,000 | 1,115,250 | ||||||
| Washington Health Care Facilities Authority |
||||||||
| 1.17% (SIFMA Municipal Swap Index Yield + 1.05%), 01/01/2042(2) |
5,000,000 | 5,049,100 | ||||||
| 5.00%, 08/15/2022 |
1,200,000 | 1,299,408 | ||||||
| 5.00%, 08/15/2023 |
650,000 | 734,760 | ||||||
| 5.00%, 10/01/2024 |
465,000 | 504,344 | ||||||
| 5.00%, 07/01/2025 |
360,000 | 427,896 | ||||||
| 5.00%, 08/01/2028 |
1,005,000 | 1,261,235 | ||||||
| 5.00%, 07/01/2029 |
115,000 | 142,709 | ||||||
| 5.00%, 07/01/2030 |
410,000 | 504,452 | ||||||
| 5.00%, 08/01/2030 |
3,500,000 | 4,421,900 | ||||||
| 5.00%, 08/15/2030 |
1,000,000 | 1,138,010 |
| 5.00%, 08/15/2031 |
845,000 | 957,165 | ||||||
| 5.00%, 09/01/2031 |
185,000 | 241,447 | ||||||
| 5.00%, 08/15/2032 |
480,000 | 540,744 | ||||||
| 5.00%, 09/01/2032 |
180,000 | 233,127 | ||||||
| 5.00%, 09/01/2033 |
225,000 | 289,703 | ||||||
| 5.00%, 07/01/2034 |
105,000 | 126,860 | ||||||
| 5.00%, 09/01/2034 |
450,000 | 577,580 | ||||||
| 5.00%, 09/01/2035 |
365,000 | 466,320 | ||||||
| 5.00%, 10/01/2038 |
11,320,000 | 12,663,118 | ||||||
| 5.00%, 07/01/2042 |
2,415,000 | 2,852,091 | ||||||
| 5.00%, 08/01/2049(1) |
10,000,000 | 11,619,000 | ||||||
| Washington Higher Education Facilities Authority |
||||||||
| 4.00%, 05/01/2045 |
1,000,000 | 1,098,470 | ||||||
| 4.00%, 05/01/2050 |
950,000 | 1,035,538 | ||||||
| 5.00%, 05/01/2025 |
100,000 | 115,834 | ||||||
| 5.00%, 05/01/2026 |
375,000 | 444,458 | ||||||
| 5.00%, 05/01/2028 |
420,000 | 516,188 | ||||||
| 5.00%, 05/01/2029 |
180,000 | 224,532 | ||||||
| 5.00%, 10/01/2029 |
1,855,000 | 2,077,396 | ||||||
| 5.00%, 10/01/2033 |
735,000 | 804,884 | ||||||
| Washington State Housing Finance Commission |
||||||||
| 0.67% (SIFMA Municipal Swap Index Yield + 0.55%), 12/01/2048(2) |
10,000,000 | 10,021,800 | ||||||
| 1.55%, 07/01/2022(1) |
10,000,000 | 10,151,400 | ||||||
| 2.38%, 01/01/2026(3) |
600,000 | 578,790 | ||||||
| 3.70%, 07/01/2030 |
5,000,000 | 5,729,950 | ||||||
| 4.00%, 07/01/2026(3) |
1,055,000 | 1,074,602 | ||||||
| 5.00%, 01/01/2024(3) |
180,000 | 191,545 | ||||||
| 5.00%, 01/01/2025(3) |
375,000 | 405,188 | ||||||
| 5.00%, 01/01/2026(3) |
300,000 | 327,243 | ||||||
| 5.00%, 07/01/2031(3) |
1,000,000 | 1,058,860 | ||||||
| 5.00%, 07/01/2053(3) |
400,000 | 398,052 | ||||||
| 5.00%, 01/01/2055(3) |
775,000 | 803,861 | ||||||
| Washington State University |
||||||||
| 5.00%, 04/01/2029 |
1,285,000 | 1,462,716 | ||||||
| Yakima County School District No 208 West Valley |
||||||||
| 5.00%, 12/01/2030 |
1,000,000 | 1,312,590 | ||||||
|
|
|
|||||||
| Total Washington |
|
256,117,466 | ||||||
|
|
|
|||||||
| West Virginia – 0.17% |
||||||||
| County of Putnam WV |
||||||||
| 0.33%, 05/01/2021(1) |
355,000 | 355,000 | ||||||
| Monongalia County Commission Special District |
||||||||
| 5.50%, 06/01/2037(3) |
200,000 | 205,970 | ||||||
| 5.75%, 06/01/2043(3) |
200,000 | 206,680 | ||||||
| Ohio County Board of Education |
||||||||
| 3.00%, 06/01/2028 |
2,150,000 | 2,457,880 | ||||||
| State of West Virginia |
||||||||
| 5.00%, 12/01/2036 |
2,910,000 | 3,689,851 | ||||||
| West Virginia Economic Development Authority |
||||||||
| 5.00%, 07/01/2045(1) |
900,000 | 926,982 | ||||||
| 5.38%, 12/01/2038 |
885,000 | 891,487 | ||||||
| West Virginia Hospital Finance Authority |
||||||||
| 5.00%, 01/01/2031 |
620,000 | 768,248 | ||||||
| West Virginia State School Building Authority Lottery Revenue |
||||||||
| 5.00%, 07/01/2022 |
695,000 | 753,283 | ||||||
| 5.00%, 07/01/2024 |
500,000 | 586,675 | ||||||
| 5.00%, 07/01/2032 |
940,000 | 1,153,201 | ||||||
|
|
|
|||||||
| Total West Virginia |
|
11,995,257 | ||||||
|
|
|
|||||||
| Wisconsin – 1.74% |
||||||||
| Milwaukee Redevelopment Authority |
||||||||
| 5.00%, 11/15/2031 |
570,000 | 699,202 | ||||||
| 5.00%, 11/15/2032 |
500,000 | 612,010 | ||||||
| Public Finance Authority |
||||||||
| 0.45%, 10/01/2025(1) |
7,000,000 | 7,000,420 | ||||||
| 3.00%, 04/01/2025(3) |
425,000 | 421,464 | ||||||
| 4.00%, 08/01/2035(6) |
6,250,000 | 5,959,813 | ||||||
| 4.13%, 05/01/2026(3) |
750,000 | 758,595 | ||||||
| 5.00%, 06/01/2022 |
175,000 | 188,244 | ||||||
| 5.00%, 06/01/2023 |
195,000 | 218,258 | ||||||
| 5.00%, 06/01/2024 |
200,000 | 231,958 | ||||||
| 5.00%, 06/01/2025 |
450,000 | 538,785 | ||||||
| 5.00%, 12/01/2025 |
1,000,000 | 1,154,960 | ||||||
| 5.00%, 06/01/2026 |
385,000 | 472,068 | ||||||
| 5.00%, 06/01/2027 |
410,000 | 511,606 | ||||||
| 5.00%, 05/15/2028(3) |
200,000 | 214,404 | ||||||
| 5.00%, 05/01/2029(3) |
2,330,000 | 2,161,331 | ||||||
| 5.00%, 06/15/2034 |
500,000 | 585,755 | ||||||
| 5.00%, 07/01/2035 |
5,000,000 | 6,236,850 | ||||||
| 5.00%, 01/01/2037 |
500,000 | 619,075 | ||||||
| 5.00%, 06/15/2037(3) |
1,130,000 | 1,158,679 | ||||||
| 5.00%, 07/01/2037 |
825,000 | 883,971 | ||||||
| 5.00%, 01/01/2038 |
350,000 | 431,876 | ||||||
| 5.00%, 06/15/2039(3) |
410,000 | 422,886 | ||||||
| 5.00%, 06/15/2039 |
500,000 | 574,345 | ||||||
| 5.00%, 04/01/2040(3) |
400,000 | 428,736 | ||||||
| 5.00%, 01/01/2042 |
600,000 | 555,546 | ||||||
| 5.00%, 10/01/2043(3) |
170,000 | 174,163 | ||||||
| 5.00%, 10/01/2048(3) |
735,000 | 748,575 | ||||||
| 5.00%, 06/15/2049(3) |
420,000 | 428,102 | ||||||
| 5.00%, 06/15/2049(3) |
750,000 | 765,982 | ||||||
| 5.00%, 06/15/2049 |
1,100,000 | 1,240,129 | ||||||
| 5.00%, 04/01/2050(3) |
550,000 | 580,640 | ||||||
| 5.00%, 10/01/2053(3) |
1,305,000 | 1,324,758 | ||||||
| 5.00%, 06/15/2054(3) |
455,000 | 462,639 | ||||||
| 5.00%, 05/01/2055(3) |
3,400,000 | 2,899,282 | ||||||
| 5.00%, 07/01/2055 |
550,000 | 565,972 | ||||||
| 5.20%, 06/01/2037 |
500,000 | 494,700 | ||||||
| 5.25%, 05/15/2037(3) |
500,000 | 531,590 | ||||||
| 5.25%, 05/15/2042(3) |
60,000 | 63,356 | ||||||
| 5.25%, 10/01/2043 |
2,105,000 | 2,215,765 | ||||||
| 5.25%, 05/15/2047(3) |
60,000 | 63,004 | ||||||
| 5.25%, 10/01/2048 |
2,105,000 | 2,200,314 | ||||||
| 5.25%, 05/15/2052(3) |
115,000 | 120,420 | ||||||
| 5.30%, 06/01/2047 |
500,000 | 483,330 | ||||||
| State of Wisconsin |
||||||||
| 5.00%, 05/01/2023 |
2,000,000 | 2,249,420 | ||||||
| 5.00%, 05/01/2023 |
4,000,000 | 4,492,200 | ||||||
| 5.00%, 05/01/2024 |
7,470,000 | 8,730,936 | ||||||
| 5.00%, 05/01/2025 |
5,335,000 | 6,462,019 | ||||||
| 5.00%, 05/01/2034 |
2,400,000 | 2,921,976 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.32%, 01/01/2026(1)(3) |
9,000,000 | 9,000,000 | ||||||
| Village of Mukwonago WI Waterworks System & Sewer System Revenue |
||||||||
| 3.38%, 06/01/2021 |
3,190,000 | 3,197,592 | ||||||
| Wisconsin Health & Educational Facilities Authority |
||||||||
| 0.37%, 02/15/2053(1) |
3,500,000 | 3,500,000 | ||||||
| 0.77% (SIFMA Municipal Swap Index Yield + 0.65%), 08/15/2054(2) |
4,000,000 | 4,005,160 | ||||||
| 2.55%, 11/01/2027 |
390,000 | 385,999 | ||||||
| 2.83%, 11/01/2028 |
605,000 | 605,278 | ||||||
| 4.00%, 02/15/2025 |
270,000 | 311,931 | ||||||
| 4.00%, 02/15/2026 |
510,000 | 597,909 | ||||||
| 4.00%, 02/15/2031 |
460,000 | 539,290 | ||||||
| 4.00%, 02/15/2033 |
550,000 | 644,804 | ||||||
| 5.00%, 05/01/2022 |
550,000 | 585,398 | ||||||
| 5.00%, 10/01/2022 |
330,000 | 355,763 | ||||||
| 5.00%, 12/01/2022 |
560,000 | 613,586 | ||||||
| 5.00%, 11/01/2024 |
155,000 | 164,046 | ||||||
| 5.00%, 04/01/2025 |
2,000,000 | 2,377,040 | ||||||
| 5.00%, 04/01/2026 |
1,000,000 | 1,223,400 | ||||||
| 5.00%, 02/15/2027 |
300,000 | 366,156 | ||||||
| 5.00%, 04/01/2027 |
1,700,000 | 2,133,840 | ||||||
| 5.00%, 10/01/2027 |
580,000 | 714,659 | ||||||
| 5.00%, 04/01/2028 |
900,000 | 1,155,771 | ||||||
| 5.00%, 10/01/2028 |
700,000 | 876,575 | ||||||
| 5.00%, 11/01/2029 |
760,000 | 822,844 | ||||||
| 5.00%, 04/01/2030 |
1,670,000 | 2,123,856 | ||||||
| 5.00%, 12/15/2033 |
1,450,000 | 1,843,240 | ||||||
| 5.00%, 09/01/2036 |
400,000 | 454,948 | ||||||
| 5.00%, 09/15/2037 |
650,000 | 664,164 | ||||||
| 5.00%, 09/15/2050 |
645,000 | 658,997 | ||||||
| 5.00%, 08/15/2054(1) |
1,260,000 | 1,336,898 | ||||||
| Wisconsin Housing & Economic Development Authority |
||||||||
| 1.55%, 11/01/2038(1) |
1,750,000 | 1,751,680 | ||||||
| 1.60%, 11/01/2048(1) |
6,000,000 | 6,071,460 | ||||||
| 3.50%, 09/01/2050 |
2,490,000 | 2,771,569 | ||||||
|
|
|
|||||||
| Total Wisconsin |
|
125,113,962 | ||||||
|
|
|
|||||||
| Total Municipal Bonds (Cost: $6,775,169,100) |
|
7,016,518,624 | ||||||
|
|
|
|||||||
| Shares | Value | |||||||
| SHORT-TERM INVESTMENTS – 3.58% |
||||||||
| Money Market Funds – 3.50% |
||||||||
| Fidelity Institutional Money Market Government Fund - Class I, 0.03%(5) |
250,962,090 | 250,962,090 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $250,962,090) |
250,962,090 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.08% |
||||||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2020 |
$ | 5,480,504 | 5,480,504 | |||||
| Sumitomo, Tokyo, 0.01% due 10/01/2020 |
504,099 | 504,099 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $5,984,603) |
5,984,603 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $256,946,693) |
|
256,946,693 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 101.42% (Cost: $7,032,115,793) |
7,273,465,317 | |||||||
|
|
|
|||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS – (1.42)% |
(101,725,465 | ) | ||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 7,171,739,852 | ||||||
|
|
|
|||||||
Percentages are stated as a percent of net assets.
| (1) | Adjustable rate security. The rate reported is the rate in effect as of September 30, 2020. |
| (2) | Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2020. |
| (3) | Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities totals $278,198,111, which represents 3.88% of total net assets. |
| (4) | Security in default as of September 30, 2020. The value of these securities totals $17,441,907, which represents 0.24% of total net assets. |
| (5) | Represents annualized seven-day yield as of the close of the reporting period. |
| (6) | Security that is restricted at September 30, 2020. The value of the restricted security totals $20,494,813, which represents 0.29% of total net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
| MUNICIPAL BONDS | % of Net Assets | |||
| Education |
8.22 | % | ||
| General Obligation |
16.74 | % | ||
| General Revenue |
28 | % | ||
| Healthcare |
14.46 | % | ||
| Housing |
4.44 | % | ||
| Transportation |
16.69 | % | ||
| Utilities |
9.29 | % | ||
|
|
|
|||
| Total Municipal Bonds |
97.84 | % | ||
|
|
|
|||
| SHORT-TERM INVESTMENTS |
3.58 | % | ||
|
|
|
|||
| TOTAL INVESTMENTS |
101.42 | % | ||
| Liabilities In Excess Of Other Assets |
-1.42 | % | ||
|
|
|
|||
| TOTAL NET ASSETS |
100 | % | ||
|
|
|
|||
The accompanying notes are an integral part of this Schedule of Investments.
Bridge Builder Large Cap Growth Fund
Schedule of Investments
September 30, 2020 (Unaudited)
| Shares | Value | |||||||
| COMMON STOCKS – 99.14% |
||||||||
| Communication Services – 10.59% |
||||||||
| Activision Blizzard, Inc. |
26,151 | $ | 2,116,923 | |||||
| Alphabet, Inc. - Class A(1) |
245,733 | 360,146,285 | ||||||
| Alphabet, Inc. - Class C(1) |
193,307 | 284,083,967 | ||||||
| Altice USA, Inc. - Class A(1) |
26,450 | 687,700 | ||||||
| Cable One, Inc. |
461 | 869,183 | ||||||
| Charter Communications, Inc. - Class A(1) |
11,786 | 7,358,471 | ||||||
| Electronic Arts, Inc.(1) |
452,788 | 59,048,083 | ||||||
| Facebook, Inc. - Class A(1) |
1,513,011 | 396,257,581 | ||||||
| IAC/InterActiveCorp(1) |
6,637 | 794,980 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class A(1) |
880 | 29,190 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class C(1) |
1,839 | 60,834 | ||||||
| Live Nation Entertainment, Inc.(1) |
12,432 | 669,836 | ||||||
| Match Group, Inc.(1) |
1,412,886 | 156,335,836 | ||||||
| Netflix, Inc.(1) |
256,460 | 128,237,694 | ||||||
| Nexstar Media Group, Inc. - Class A |
2,408 | 216,551 | ||||||
| Pinterest, Inc. - Class A(1) |
29,223 | 1,213,047 | ||||||
| Roku, Inc. - Class A(1) |
9,186 | 1,734,317 | ||||||
| Sirius XM Holdings, Inc. |
64,873 | 347,719 | ||||||
| Spotify Technology SA(1) |
149,212 | 36,194,355 | ||||||
| Take-Two Interactive Software, Inc.(1) |
8,986 | 1,484,667 | ||||||
| Tencent Holdings Ltd. |
588,675 | 39,761,105 | ||||||
| Walt Disney Co. |
358,893 | 44,531,443 | ||||||
| World Wrestling Entertainment, Inc. - Class A |
4,195 | 169,772 | ||||||
| Zillow Group, Inc. - Class A(1) |
578 | 58,690 | ||||||
| Zillow Group, Inc. - Class C(1) |
1,362 | 138,366 | ||||||
| Zynga, Inc. - Class A(1) |
63,346 | 577,716 | ||||||
|
|
|
|||||||
| Total Communication Services |
|
1,523,124,311 | ||||||
|
|
|
|||||||
| Consumer Discretionary – 15.84% |
||||||||
| Alibaba Group Holding Ltd. - ADR(1) |
102,603 | 30,163,230 | ||||||
| Amazon.com, Inc.(1) |
178,791 | 562,964,585 | ||||||
| Aptiv Plc |
361,412 | 33,134,252 | ||||||
| AutoZone, Inc.(1) |
1,198 | 1,410,813 | ||||||
| Best Buy Co., Inc. |
3,621 | 402,981 | ||||||
| Booking Holdings, Inc.(1) |
3,545 | 6,064,361 | ||||||
| Bright Horizons Family Solutions, Inc.(1) |
3,576 | 543,695 | ||||||
| Burlington Stores, Inc.(1) |
5,094 | 1,049,823 | ||||||
| CarMax, Inc.(1) |
1,115 | 102,480 | ||||||
| Carvana Co. - Class A(1) |
4,777 | 1,065,558 | ||||||
| Chegg, Inc.(1) |
10,502 | 750,263 | ||||||
| Chewy, Inc. - Class A(1) |
381,394 | 20,911,833 | ||||||
| Chipotle Mexican Grill, Inc. - Class A(1) |
2,425 | 3,015,997 | ||||||
| Dollar General Corp. |
420,703 | 88,187,763 | ||||||
| Dollar Tree, Inc.(1) |
809,742 | 73,961,834 | ||||||
| Domino’s Pizza, Inc. |
3,412 | 1,451,055 | ||||||
| Dunkin’ Brands Group, Inc. |
5,975 | 489,412 | ||||||
| eBay, Inc. |
52,931 | 2,757,705 | ||||||
| Etsy, Inc.(1) |
10,335 | 1,257,046 | ||||||
| Expedia Group, Inc. |
1,384 | 126,899 | ||||||
| Five Below, Inc.(1) |
4,714 | 598,678 | ||||||
| Floor & Decor Holdings, Inc. - Class A(1) |
8,088 | 604,982 | ||||||
| Frontdoor, Inc.(1) |
1,314 | 51,128 | ||||||
| GrubHub, Inc.(1) |
807 | 58,370 | ||||||
| H&R Block, Inc. |
12,395 | 201,915 | ||||||
| Home Depot, Inc. |
492,956 | 136,898,811 | ||||||
| Kering SA |
61,459 | 40,768,382 | ||||||
| Las Vegas Sands Corp. |
12,289 | 573,405 | ||||||
| Lowe’s Companies, Inc. |
648,666 | 107,587,743 | ||||||
| Lululemon Athletica, Inc.(1) |
219,800 | 72,395,526 | ||||||
| Mattel, Inc.(1) |
16,766 | 196,162 | ||||||
| McDonald’s Corp. |
789,176 | 173,216,240 | ||||||
| MercadoLibre, Inc.(1) |
51,015 | 55,222,717 | ||||||
| NIKE, Inc. - Class B |
2,070,494 | 259,929,817 | ||||||
| NVR, Inc.(1) |
31 | 126,577 | ||||||
| Ollie’s Bargain Outlet Holdings, Inc.(1) |
4,272 | 373,159 | ||||||
| O’Reilly Automotive, Inc.(1) |
6,361 | 2,932,930 | ||||||
| Peloton Interactive, Inc. - Class A(1) |
218,114 | 21,645,633 | ||||||
| Planet Fitness, Inc. - Class A(1) |
4,160 | 256,339 | ||||||
| Polaris Industries, Inc. |
547 | 51,604 | ||||||
| Pool Corp. |
3,409 | 1,140,447 | ||||||
| Ross Stores, Inc. |
640,420 | 59,763,994 | ||||||
| Starbucks Corp. |
1,024,550 | 88,029,336 | ||||||
| Tempur Sealy International, Inc.(1) |
3,122 | 278,451 | ||||||
| Tesla, Inc.(1) |
552,323 | 236,952,090 | ||||||
| TJX Companies, Inc. |
84,535 | 4,704,373 | ||||||
| Tractor Supply Co. |
10,015 | 1,435,550 | ||||||
| Ulta Beauty, Inc.(1) |
4,374 | 979,689 | ||||||
| Vail Resorts, Inc. |
292 | 62,479 | ||||||
| VF Corp. |
1,732 | 121,673 | ||||||
| Vroom, Inc.(1) |
1,605 | 83,107 | ||||||
| Wayfair, Inc. - Class A(1) |
5,304 | 1,543,517 | ||||||
| Wendy’s Co. |
15,068 | 335,941 | ||||||
| Williams-Sonoma, Inc. |
953 | 86,189 | ||||||
| Wynn Resorts Ltd. |
2,210 | 158,700 | ||||||
| Yum China Holdings, Inc. |
2,274 | 120,408 | ||||||
| Yum! Brands, Inc. |
1,948,995 | 177,943,244 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
2,277,240,891 | ||||||
|
|
|
|||||||
| Consumer Staples – 3.54% |
||||||||
| Altria Group, Inc. |
70,549 | 2,726,013 | ||||||
| Beyond Meat, Inc.(1) |
3,614 | 600,141 | ||||||
| Boston Beer, Inc. - Class A(1) |
771 | 681,071 | ||||||
| Brown-Forman Corp. - Class A |
3,295 | 226,301 | ||||||
| Brown-Forman Corp. - Class B |
13,555 | 1,020,963 | ||||||
| Campbell Soup Co. |
7,800 | 377,286 | ||||||
| Church & Dwight Co., Inc. |
21,495 | 2,014,297 | ||||||
| Clorox Co. |
7,730 | 1,624,614 | ||||||
| Coca-Cola Co. |
2,480,711 | 122,472,702 | ||||||
| Costco Wholesale Corp. |
33,956 | 12,054,380 | ||||||
| Energizer Holdings, Inc. |
4,499 | 176,091 | ||||||
| Estee Lauder Companies, Inc. - Class A |
17,304 | 3,776,598 | ||||||
| Grocery Outlet Holding Corp.(1) |
3,394 | 133,452 | ||||||
| Herbalife Nutrition Ltd.(1) |
1,078 | 50,289 | ||||||
| Hershey Co. |
9,806 | 1,405,592 | ||||||
| Kellogg Co. |
7,299 | 471,443 | ||||||
| Kimberly-Clark Corp. |
382,288 | 56,448,646 | ||||||
| Lamb Weston Holdings, Inc. |
3,080 | 204,112 | ||||||
| McCormick & Co., Inc. |
6,064 | 1,177,022 | ||||||
| Mondelez International, Inc. - Class A |
1,491,845 | 85,706,495 | ||||||
| Monster Beverage Corp.(1) |
32,257 | 2,587,011 | ||||||
| PepsiCo, Inc. |
349,939 | 48,501,545 | ||||||
| Pilgrim’s Pride Corp.(1) |
749 | 11,209 | ||||||
| Procter & Gamble Co. |
1,166,867 | 162,182,844 | ||||||
| Reynolds Consumer Products, Inc. |
1,218 | 37,295 | ||||||
| Sprouts Farmers Market, Inc.(1) |
9,080 | 190,044 | ||||||
| Sysco Corp. |
30,024 | 1,868,093 | ||||||
|
|
|
|||||||
| Total Consumer Staples |
|
508,725,549 | ||||||
|
|
|
|||||||
| Energy – 0.44% |
||||||||
| Cheniere Energy, Inc.(1) |
20,209 | 935,070 | ||||||
| ConocoPhillips |
1,896,721 | 62,288,318 | ||||||
| Equitrans Midstream Corp. |
4,197 | 35,507 | ||||||
|
|
|
|||||||
| Total Energy |
|
63,258,895 | ||||||
|
|
|
|||||||
| Financials – 5.16% |
||||||||
| Alleghany Corp. |
60 | 31,227 | ||||||
| American Express Co. |
756,104 | 75,799,426 | ||||||
| Aon Plc - Class A |
20,046 | 4,135,490 | ||||||
| Apollo Global Management, Inc. - Class A |
7,098 | 317,635 | ||||||
| Ares Management Corp. - Class A |
8,963 | 362,284 | ||||||
| Axis Capital Holdings Ltd. |
708 | 31,180 | ||||||
| Bank of America Corp. |
5,950,971 | 143,358,891 | ||||||
| Brown & Brown, Inc. |
936 | 42,373 | ||||||
| Carlyle Group, Inc. |
1,116 | 27,532 | ||||||
| CBOE Global Markets, Inc. |
2,121 | 186,097 | ||||||
| Charles Schwab Corp. |
1,170,416 | 42,404,172 | ||||||
| Commerce Bancshares, Inc. |
691,236 | 38,909,674 | ||||||
| Credit Acceptance Corp.(1) |
61 | 20,657 | ||||||
| Erie Indemnity Co. - Class A |
1,221 | 256,752 | ||||||
| FactSet Research Systems, Inc. |
3,267 | 1,094,053 | ||||||
| Goldman Sachs Group, Inc. |
70,988 | 14,266,458 | ||||||
| Intercontinental Exchange, Inc. |
1,958,237 | 195,921,612 | ||||||
| JPMorgan Chase & Co. |
902,893 | 86,921,509 | ||||||
| LendingTree, Inc.(1) |
657 | 201,627 | ||||||
| Lincoln National Corp. |
2,183 | 68,393 | ||||||
| LPL Financial Holdings, Inc. |
567 | 43,472 | ||||||
| MarketAxess Holdings, Inc. |
3,237 | 1,558,907 | ||||||
| Marsh & McLennan Companies, Inc. |
687,864 | 78,898,001 | ||||||
| Moody’s Corp. |
14,158 | 4,103,696 | ||||||
| Morningstar, Inc. |
1,523 | 244,609 | ||||||
| MSCI, Inc. - Class A |
7,087 | 2,528,500 | ||||||
| Primerica, Inc. |
2,183 | 246,985 | ||||||
| Progressive Corp. |
14,667 | 1,388,525 | ||||||
| RenaissanceRe Holdings Ltd. |
1,466 | 248,839 | ||||||
| Rocket Cos, Inc. - Class A(1) |
2,684 | 53,492 | ||||||
| S&P Global, Inc. |
130,937 | 47,215,882 | ||||||
| SLM Corp. |
7,900 | 63,911 | ||||||
| T Rowe Price Group, Inc. |
4,937 | 633,022 | ||||||
| Tradeweb Markets, Inc. - Class A |
6,377 | 369,866 | ||||||
| Virtu Financial, Inc. - Class A |
5,101 | 117,374 | ||||||
|
|
|
|||||||
| Total Financials |
|
742,072,123 | ||||||
|
|
|
|||||||
| Healthcare – 18.18% |
||||||||
| 10X Genomics, Inc. - Class A(1) |
4,958 | 618,163 | ||||||
| Abbott Laboratories |
1,904,757 | 207,294,704 | ||||||
| AbbVie, Inc. |
144,328 | 12,641,689 | ||||||
| ABIOMED, Inc.(1) |
3,802 | 1,053,382 | ||||||
| ACADIA Pharmaceuticals, Inc.(1) |
9,995 | 412,294 | ||||||
| Acceleron Pharma, Inc.(1) |
3,944 | 443,818 | ||||||
| Adaptive Biotechnologies Corp.(1) |
6,500 | 316,095 | ||||||
| Agilent Technologies, Inc. |
2,333 | 235,493 | ||||||
| Agios Pharmaceuticals, Inc.(1) |
793 | 27,755 | ||||||
| Alexion Pharmaceuticals, Inc.(1) |
2,746 | 314,225 | ||||||
| Align Technology, Inc.(1) |
6,771 | 2,216,555 | ||||||
| Alnylam Pharmaceuticals, Inc.(1) |
10,050 | 1,463,280 | ||||||
| Amedisys, Inc.(1) |
2,763 | 653,256 | ||||||
| AmerisourceBergen Corp. - Class A |
6,084 | 589,661 | ||||||
| Amgen, Inc. |
51,276 | 13,032,308 | ||||||
| Anthem, Inc. |
5,613 | 1,507,596 | ||||||
| AstraZeneca Plc - ADR |
919,549 | 50,391,285 | ||||||
| Avantor, Inc.(1) |
38,485 | 865,528 | ||||||
| Baxter International, Inc. |
18,461 | 1,484,634 | ||||||
| Becton Dickinson & Co. |
593,487 | 138,092,555 | ||||||
| Berkeley Lights, Inc.(1) |
467 | 35,660 | ||||||
| Biogen, Inc.(1) |
4,151 | 1,177,556 | ||||||
| BioMarin Pharmaceutical, Inc.(1) |
14,379 | 1,093,954 | ||||||
| Bio-Techne Corp. |
3,095 | 766,724 | ||||||
| Bluebird Bio, Inc.(1) |
2,646 | 142,752 | ||||||
| Boston Scientific Corp.(1) |
1,507,196 | 57,589,959 | ||||||
| Bristol-Myers Squibb Co. |
71,634 | 4,318,814 | ||||||
| Bruker Corp. |
4,010 | 159,397 | ||||||
| Cardinal Health, Inc. |
25,603 | 1,202,061 | ||||||
| Centene Corp.(1) |
14,820 | 864,451 | ||||||
| Cerner Corp. |
26,679 | 1,928,625 | ||||||
| Change Healthcare, Inc.(1) |
16,279 | 236,208 | ||||||
| Charles River Laboratories International, Inc.(1) |
3,770 | 853,716 | ||||||
| Chemed Corp. |
1,356 | 651,355 | ||||||
| Cigna Corp. |
8,560 | 1,450,150 | ||||||
| Cooper Companies, Inc. |
555 | 187,102 | ||||||
| Danaher Corp. |
1,450,926 | 312,427,896 | ||||||
| DaVita, Inc.(1) |
1,265 | 108,347 | ||||||
| DexCom, Inc.(1) |
8,026 | 3,308,558 | ||||||
| Edwards Lifesciences Corp.(1) |
53,752 | 4,290,485 | ||||||
| Eli Lilly & Co. |
73,440 | 10,870,589 | ||||||
| Encompass Health Corp. |
3,515 | 228,405 | ||||||
| Exact Sciences Corp.(1) |
11,285 | 1,150,506 | ||||||
| Exelixis, Inc.(1) |
9,536 | 233,155 | ||||||
| Global Blood Therapeutics, Inc.(1) |
5,349 | 294,944 | ||||||
| Guardant Health, Inc.(1) |
6,540 | 731,041 | ||||||
| Haemonetics Corp.(1) |
3,913 | 341,409 | ||||||
| HCA Healthcare, Inc. |
12,036 | 1,500,648 | ||||||
| Hill-Rom Holdings, Inc. |
713 | 59,543 | ||||||
| Hologic, Inc.(1) |
15,713 | 1,044,443 | ||||||
| Horizon Therapeutics Plc(1) |
15,545 | 1,207,536 | ||||||
| Humana, Inc. |
166,797 | 69,035,610 | ||||||
| ICU Medical, Inc.(1) |
532 | 97,228 | ||||||
| IDEXX Laboratories, Inc.(1) |
7,351 | 2,889,752 | ||||||
| Illumina, Inc.(1) |
454,185 | 140,379,500 | ||||||
| Immunomedics, Inc.(1) |
18,079 | 1,537,257 | ||||||
| Incyte Corp.(1) |
15,632 | 1,402,816 | ||||||
| Insulet Corp.(1) |
5,681 | 1,344,068 | ||||||
| Intuitive Surgical, Inc.(1) |
235,938 | 167,407,449 | ||||||
| Ionis Pharmaceuticals, Inc.(1) |
5,874 | 278,721 | ||||||
| Iovance Biotherapeutics, Inc.(1) |
12,362 | 406,957 | ||||||
| IQVIA Holdings, Inc.(1) |
270,533 | 42,644,117 | ||||||
| Johnson & Johnson |
1,581,275 | 235,420,222 | ||||||
| Laboratory Corp. of America Holdings(1) |
240,335 | 45,247,870 | ||||||
| Livongo Health, Inc.(1) |
4,832 | 676,722 | ||||||
| Masimo Corp.(1) |
4,197 | 990,744 | ||||||
| McKesson Corp. |
10,394 | 1,547,978 | ||||||
| Medtronic Plc |
1,565,587 | 162,695,801 | ||||||
| Merck & Co., Inc. |
192,366 | 15,956,760 | ||||||
| Mettler-Toledo International, Inc.(1) |
1,913 | 1,847,480 | ||||||
| Moderna, Inc.(1) |
24,807 | 1,755,095 | ||||||
| Molina Healthcare, Inc.(1) |
3,316 | 606,961 | ||||||
| Neurocrine Biosciences, Inc.(1) |
8,091 | 778,031 | ||||||
| Novocure Ltd.(1) |
8,711 | 969,621 | ||||||
| Oak Street Health, Inc.(1) |
696 | 37,194 | ||||||
| Penumbra, Inc.(1) |
2,790 | 542,320 | ||||||
| PerkinElmer, Inc. |
1,923 | 241,356 | ||||||
| Pfizer, Inc. |
2,886,935 | 105,950,514 | ||||||
| PPD, Inc.(1) |
8,797 | 325,401 | ||||||
| PRA Health Sciences, Inc.(1) |
4,624 | 469,059 | ||||||
| Quidel Corp.(1) |
3,215 | 705,307 | ||||||
| Reata Pharmaceuticals, Inc. - Class A(1) |
1,939 | 188,897 | ||||||
| Regeneron Pharmaceuticals, Inc.(1) |
180,988 | 101,313,463 | ||||||
| Repligen Corp.(1) |
4,569 | 674,110 | ||||||
| ResMed, Inc. |
12,420 | 2,129,161 | ||||||
| Royalty Pharma Plc - Class A |
2,940 | 123,686 | ||||||
| Sage Therapeutics, Inc.(1) |
346 | 21,147 | ||||||
| Sarepta Therapeutics, Inc.(1) |
109,746 | 15,411,631 | ||||||
| Seattle Genetics, Inc.(1) |
10,528 | 2,060,224 | ||||||
| STERIS Plc |
364 | 64,133 | ||||||
| Stryker Corp. |
9,816 | 2,045,360 | ||||||
| Syneos Health, Inc. - Class A(1) |
612 | 32,534 | ||||||
| Tandem Diabetes Care, Inc.(1) |
4,622 | 524,597 | ||||||
| Teladoc Health, Inc.(1) |
70,418 | 15,438,442 | ||||||
| Teleflex, Inc. |
2,552 | 868,752 | ||||||
| Thermo Fisher Scientific, Inc. |
568,412 | 250,965,266 | ||||||
| UnitedHealth Group, Inc. |
693,186 | 216,114,599 | ||||||
| Varian Medical Systems, Inc.(1) |
1,045 | 179,740 | ||||||
| Veeva Systems, Inc. - Class A(1) |
11,650 | 3,275,863 | ||||||
| Vertex Pharmaceuticals, Inc.(1) |
144,844 | 39,414,949 | ||||||
| Waters Corp.(1) |
414 | 81,012 | ||||||
| West Pharmaceutical Services, Inc. |
6,385 | 1,755,236 | ||||||
| Zoetis, Inc. - Class A |
684,996 | 113,277,789 | ||||||
|
|
|
|||||||
| Total Healthcare |
|
2,614,258,767 | ||||||
|
|
|
|||||||
| Industrials – 5.36% |
||||||||
| 3M Co. |
32,391 | 5,188,390 | ||||||
| Allegion Plc |
5,107 | 505,133 | ||||||
| Allison Transmission Holdings, Inc. |
6,671 | 234,419 | ||||||
| Armstrong World Industries, Inc. |
1,611 | 110,853 | ||||||
| Axon Enterprise, Inc.(1) |
5,391 | 488,964 | ||||||
| BWX Technologies, Inc. |
5,492 | 309,255 | ||||||
| Carrier Global Corp. |
27,502 | 839,911 | ||||||
| Caterpillar, Inc. |
186,822 | 27,864,501 | ||||||
| CH Robinson Worldwide, Inc. |
1,902 | 194,365 | ||||||
| Cintas Corp. |
6,758 | 2,249,265 | ||||||
| Copart, Inc.(1) |
17,810 | 1,872,900 | ||||||
| CoreLogic, Inc. |
223 | 15,090 | ||||||
| CoStar Group, Inc.(1) |
3,387 | 2,873,903 | ||||||
| Donaldson Co., Inc. |
1,195 | 55,472 | ||||||
| Dun & Bradstreet Holdings, Inc.(1) |
3,257 | 83,575 | ||||||
| Equifax, Inc. |
7,700 | 1,208,130 | ||||||
| Expeditors International of Washington, Inc. |
8,800 | 796,576 | ||||||
| Fastenal Co. |
40,270 | 1,815,774 | ||||||
| Generac Holdings, Inc.(1) |
4,927 | 954,064 | ||||||
| Graco, Inc. |
7,246 | 444,542 | ||||||
| HEICO Corp. |
3,170 | 331,772 | ||||||
| HEICO Corp. - Class A |
5,367 | 475,838 | ||||||
| Honeywell International, Inc. |
1,000,605 | 164,709,589 | ||||||
| Huntington Ingalls Industries, Inc. |
344 | 48,418 | ||||||
| IAA, Inc.(1) |
2,920 | 152,044 | ||||||
| IHS Markit Ltd. |
2,300,367 | 180,601,813 | ||||||
| Illinois Tool Works, Inc. |
12,119 | 2,341,512 | ||||||
| JB Hunt Transport Services, Inc. |
2,045 | 258,447 | ||||||
| Landstar System, Inc. |
2,669 | 334,933 | ||||||
| Lincoln Electric Holdings, Inc. |
2,221 | 204,421 | ||||||
| Lockheed Martin Corp. |
21,574 | 8,268,883 | ||||||
| Mercury Systems, Inc.(1) |
4,062 | 314,643 | ||||||
| MSA Safety, Inc. |
738 | 99,017 | ||||||
| Nordson Corp. |
3,999 | 767,088 | ||||||
| Norfolk Southern Corp. |
396,538 | 84,855,167 | ||||||
| Northrop Grumman Corp. |
12,512 | 3,947,411 | ||||||
| Old Dominion Freight Line, Inc. |
7,270 | 1,315,288 | ||||||
| Quanta Services, Inc. |
2,336 | 123,481 | ||||||
| Rockwell Automation, Inc. |
4,900 | 1,081,332 | ||||||
| Rollins, Inc. |
11,468 | 621,451 | ||||||
| Roper Technologies, Inc. |
1,233 | 487,171 | ||||||
| Toro Co. |
8,312 | 697,792 | ||||||
| TransDigm Group, Inc. |
999 | 474,645 | ||||||
| TransUnion |
14,861 | 1,250,256 | ||||||
| Trex Co., Inc.(1) |
9,980 | 714,568 | ||||||
| Uber Technologies, Inc.(1) |
1,114,374 | 40,652,364 | ||||||
| Union Pacific Corp. |
886,394 | 174,504,387 | ||||||
| United Parcel Service, Inc. - Class B |
40,508 | 6,749,848 | ||||||
| Verisk Analytics, Inc. - Class A |
13,764 | 2,550,607 | ||||||
| Vertiv Holdings Co. - Class A(1) |
18,211 | 315,415 | ||||||
| Virgin Galactic Holdings, Inc.(1) |
4,731 | 90,977 | ||||||
| Waste Management, Inc. |
367,972 | 41,643,391 | ||||||
| WW Grainger, Inc. |
2,862 | 1,021,076 | ||||||
| XPO Logistics, Inc.(1) |
415 | 35,134 | ||||||
|
|
|
|||||||
| Total Industrials |
|
770,145,261 | ||||||
|
|
|
|||||||
| Information Technology – 34.13% |
||||||||
| 2U, Inc.(1) |
1,583 | 53,600 | ||||||
| Accenture Plc - Class A |
283,699 | 64,113,137 | ||||||
| Adobe, Inc.(1) |
242,512 | 118,935,160 | ||||||
| Advanced Micro Devices, Inc.(1) |
94,395 | 7,739,446 | ||||||
| Adyen NV(1)(2) |
39,590 | 73,023,130 | ||||||
| Akamai Technologies, Inc.(1) |
11,363 | 1,256,066 | ||||||
| Alteryx, Inc. - Class A(1) |
4,661 | 529,257 | ||||||
| Amphenol Corp. - Class A |
477,600 | 51,709,752 | ||||||
| Analog Devices, Inc. |
980,112 | 114,418,275 | ||||||
| Anaplan, Inc.(1) |
11,420 | 714,664 | ||||||
| ANSYS, Inc.(1) |
7,444 | 2,435,900 | ||||||
| Apple, Inc. |
4,926,804 | 570,573,171 | ||||||
| Applied Materials, Inc. |
335,767 | 19,961,348 | ||||||
| Arista Networks, Inc.(1) |
4,205 | 870,141 | ||||||
| Aspen Technology, Inc.(1) |
5,518 | 698,524 | ||||||
| Atlassian Corp. Plc - Class A(1) |
173,290 | 31,502,389 | ||||||
| Autodesk, Inc.(1) |
658,863 | 152,203,942 | ||||||
| Automatic Data Processing, Inc. |
32,179 | 4,488,649 | ||||||
| Avalara, Inc.(1) |
7,030 | 895,200 | ||||||
| BigCommerce Holdings, Inc.(1) |
574 | 47,814 | ||||||
| Bill.com Holdings, Inc.(1) |
4,723 | 473,764 | ||||||
| Black Knight, Inc.(1) |
13,149 | 1,144,620 | ||||||
| Booz Allen Hamilton Holding Corp. - Class A |
11,719 | 972,443 | ||||||
| Broadcom, Inc. |
32,253 | 11,750,413 | ||||||
| Broadridge Financial Solutions, Inc. |
9,862 | 1,301,784 | ||||||
| CACI International, Inc. - Class A(1) |
365 | 77,803 | ||||||
| Cadence Design Systems, Inc.(1) |
23,973 | 2,556,241 | ||||||
| CDK Global, Inc. |
1,413 | 61,593 | ||||||
| CDW Corp. |
221,419 | 26,466,213 | ||||||
| Ceridian HCM Holding, Inc.(1) |
6,564 | 542,515 | ||||||
| Cisco Systems, Inc. |
1,840,767 | 72,507,812 | ||||||
| Citrix Systems, Inc. |
2,852 | 392,749 | ||||||
| Cloudflare, Inc. - Class A(1) |
9,168 | 376,438 | ||||||
| Cognex Corp. |
14,413 | 938,286 | ||||||
| Cognizant Technology Solutions Corp. - Class A |
3,159 | 219,298 | ||||||
| Coherent, Inc.(1) |
1,821 | 202,004 | ||||||
| Coupa Software, Inc.(1) |
203,895 | 55,916,165 | ||||||
| Crowdstrike Holdings, Inc. - Class A(1) |
263,943 | 36,244,653 | ||||||
| Datadog, Inc. - Class A(1) |
13,407 | 1,369,659 | ||||||
| Dell Technologies, Inc. - Class C(1) |
1,288 | 87,185 | ||||||
| DocuSign, Inc. - Class A(1) |
15,495 | 3,335,144 | ||||||
| Dolby Laboratories, Inc. - Class A |
586 | 38,840 | ||||||
| Dropbox, Inc. - Class A(1) |
21,014 | 404,730 | ||||||
| Duck Creek Technologies, Inc.(1) |
954 | 43,340 | ||||||
| Dynatrace, Inc.(1) |
15,767 | 646,762 | ||||||
| Elastic NV(1) |
5,604 | 604,616 | ||||||
| Enphase Energy, Inc.(1) |
9,052 | 747,605 | ||||||
| Entegris, Inc. |
10,939 | 813,205 | ||||||
| EPAM Systems, Inc.(1) |
4,625 | 1,495,170 | ||||||
| Everbridge, Inc.(1) |
3,061 | 384,860 | ||||||
| Fair Isaac Corp.(1) |
2,455 | 1,044,308 | ||||||
| Fastly, Inc. - Class A(1) |
6,845 | 641,240 | ||||||
| Fidelity National Information Services, Inc. |
271,723 | 40,000,343 | ||||||
| FireEye, Inc.(1) |
4,526 | 55,873 | ||||||
| Fiserv, Inc.(1) |
14,217 | 1,465,062 | ||||||
| Five9, Inc.(1) |
5,485 | 711,295 | ||||||
| FleetCor Technologies, Inc.(1) |
847,895 | 201,883,799 | ||||||
| Fortinet, Inc.(1) |
11,470 | 1,351,281 | ||||||
| Gartner, Inc.(1) |
7,563 | 944,997 | ||||||
| Genpact Ltd. |
6,669 | 259,758 | ||||||
| Globant SA(1) |
3,328 | 596,444 | ||||||
| GoDaddy, Inc. - Class A(1) |
14,443 | 1,097,235 | ||||||
| Guidewire Software, Inc.(1) |
1,442 | 150,357 | ||||||
| HubSpot, Inc.(1) |
3,634 | 1,061,964 | ||||||
| Inphi Corp.(1) |
4,247 | 476,726 | ||||||
| Intuit, Inc. |
347,177 | 113,252,609 | ||||||
| IPG Photonics Corp.(1) |
119 | 20,226 | ||||||
| Jabil, Inc. |
2,260 | 77,428 | ||||||
| Jack Henry & Associates, Inc. |
5,229 | 850,183 | ||||||
| Jamf Holding Corp.(1) |
891 | 33,511 | ||||||
| Keysight Technologies, Inc.(1) |
5,316 | 525,114 | ||||||
| KLA Corp. |
13,442 | 2,604,253 | ||||||
| Lam Research Corp. |
12,638 | 4,192,656 | ||||||
| Leidos Holdings, Inc. |
1,193 | 106,356 | ||||||
| Lumentum Holdings, Inc.(1) |
731 | 54,920 | ||||||
| Manhattan Associates, Inc.(1) |
4,762 | 454,723 | ||||||
| Mastercard, Inc. - Class A |
337,401 | 114,098,896 | ||||||
| Maxim Integrated Products, Inc. |
7,511 | 507,819 | ||||||
| Medallia, Inc.(1) |
7,484 | 205,211 | ||||||
| Microchip Technology, Inc. |
15,778 | 1,621,347 | ||||||
| Microsoft Corp. |
4,397,200 | 924,863,076 | ||||||
| MKS Instruments, Inc. |
3,485 | 380,667 | ||||||
| MongoDB, Inc. - Class A(1) |
4,337 | 1,004,059 | ||||||
| Monolithic Power Systems, Inc. |
3,821 | 1,068,390 | ||||||
| Motorola Solutions, Inc. |
1,586 | 248,701 | ||||||
| nCino, Inc.(1) |
492 | 39,203 | ||||||
| NetApp, Inc. |
10,276 | 450,500 | ||||||
| New Relic, Inc.(1) |
4,602 | 259,369 | ||||||
| NortonLifeLock, Inc. |
47,652 | 993,068 | ||||||
| Nutanix, Inc. - Class A(1) |
16,286 | 361,223 | ||||||
| NVIDIA Corp. |
258,689 | 140,007,661 | ||||||
| Okta, Inc. - Class A(1) |
9,968 | 2,131,657 | ||||||
| Oracle Corp. |
147,290 | 8,793,213 | ||||||
| PagerDuty, Inc.(1) |
6,260 | 169,709 | ||||||
| Palo Alto Networks, Inc.(1) |
109,888 | 26,895,088 | ||||||
| Paychex, Inc. |
21,984 | 1,753,664 | ||||||
| Paycom Software, Inc.(1) |
4,308 | 1,341,080 | ||||||
| Paylocity Holding Corp.(1) |
2,949 | 476,028 | ||||||
| PayPal Holdings, Inc.(1) |
1,311,680 | 258,440,310 | ||||||
| Pegasystems, Inc. |
3,056 | 369,898 |
| Pluralsight, Inc. - Class A(1) |
8,581 | 146,993 | ||||||
| Proofpoint, Inc.(1) |
4,775 | 504,001 | ||||||
| PTC, Inc.(1) |
9,027 | 746,713 | ||||||
| Pure Storage, Inc. - Class A(1) |
12,647 | 194,637 | ||||||
| QUALCOMM, Inc. |
98,123 | 11,547,115 | ||||||
| RealPage, Inc.(1) |
6,642 | 382,845 | ||||||
| RingCentral, Inc. - Class A(1) |
98,493 | 27,047,163 | ||||||
| Salesforce.com, Inc.(1) |
1,398,792 | 351,544,405 | ||||||
| Science Applications International Corp. |
684 | 53,639 | ||||||
| ServiceNow, Inc.(1) |
108,676 | 52,707,860 | ||||||
| Shopify, Inc. - Class A(1) |
108,435 | 110,925,752 | ||||||
| Slack Technologies, Inc. - Class A(1) |
32,722 | 878,913 | ||||||
| Smartsheet, Inc. - Class A(1) |
9,317 | 460,446 | ||||||
| SolarEdge Technologies, Inc.(1) |
4,264 | 1,016,324 | ||||||
| Splunk, Inc.(1) |
13,896 | 2,614,254 | ||||||
| Square, Inc. - Class A(1) |
32,156 | 5,226,958 | ||||||
| SS&C Technologies Holdings, Inc. |
4,292 | 259,752 | ||||||
| StoneCo Ltd. - Class A(1) |
15,486 | 819,055 | ||||||
| Switch, Inc. - Class A |
8,068 | 125,941 | ||||||
| Synopsys, Inc.(1) |
12,128 | 2,595,149 | ||||||
| Teradata Corp.(1) |
7,242 | 164,393 | ||||||
| Teradyne, Inc. |
14,263 | 1,133,338 | ||||||
| Texas Instruments, Inc. |
630,673 | 90,053,798 | ||||||
| Trade Desk, Inc. - Class A(1) |
65,713 | 34,090,590 | ||||||
| Twilio, Inc. - Class A(1) |
9,905 | 2,447,426 | ||||||
| Tyler Technologies, Inc.(1) |
3,452 | 1,203,229 | ||||||
| Ubiquiti, Inc. |
582 | 96,996 | ||||||
| Universal Display Corp. |
3,752 | 678,136 | ||||||
| VeriSign, Inc.(1) |
5,331 | 1,092,055 | ||||||
| Visa, Inc. - Class A |
2,441,899 | 488,306,543 | ||||||
| VMware, Inc. - Class A(1) |
6,905 | 992,041 | ||||||
| Western Union Co. |
7,233 | 155,003 | ||||||
| WEX, Inc.(1) |
340 | 47,250 | ||||||
| Workday, Inc. - Class A(1) |
1,176,850 | 253,175,740 | ||||||
| Xilinx, Inc. |
1,484,577 | 154,752,306 | ||||||
| Zebra Technologies Corp. - Class A(1) |
4,218 | 1,064,876 | ||||||
| Zendesk, Inc.(1) |
10,016 | 1,030,847 | ||||||
| Zoom Video Communications, Inc. - Class A(1) |
14,576 | 6,852,323 | ||||||
| Zscaler, Inc.(1) |
6,087 | 856,380 | ||||||
|
|
|
|||||||
| Total Information Technology |
|
4,906,669,158 | ||||||
|
|
|
|||||||
| Materials – 3.69% |
||||||||
| Air Products & Chemicals, Inc. |
2,424 | 722,013 | ||||||
| Amcor Plc |
22,001 | 243,111 | ||||||
| Avery Dennison Corp. |
414,077 | 52,935,604 | ||||||
| Ball Corp. |
2,002,192 | 166,422,199 | ||||||
| Berry Global Group, Inc.(1) |
4,169 | 201,446 | ||||||
| Crown Holdings, Inc.(1) |
1,220 | 93,769 | ||||||
| Ecolab, Inc. |
636,253 | 127,148,799 | ||||||
| FMC Corp. |
2,332 | 246,982 | ||||||
| Graphic Packaging Holding Co. |
5,537 | 78,016 | ||||||
| Linde Plc |
615,977 | 146,682,603 | ||||||
| NewMarket Corp. |
499 | 170,818 | ||||||
| Royal Gold, Inc. |
4,063 | 488,251 | ||||||
| RPM International, Inc. |
9,321 | 772,152 | ||||||
| Scotts Miracle-Gro Co. |
3,287 | 502,615 | ||||||
| Sherwin-Williams Co. |
7,158 | 4,987,265 | ||||||
| Vulcan Materials Co. |
210,704 | 28,558,820 | ||||||
| WR Grace & Co. |
1,838 | 74,053 | ||||||
|
|
|
|||||||
| Total Materials |
|
530,328,516 | ||||||
|
|
|
|||||||
| Real Estate – 2.21% |
||||||||
| American Tower Corp. |
38,383 | 9,278,323 | ||||||
| Americold Realty Trust |
1,812 | 64,779 | ||||||
| Brookfield Property REIT, Inc. - Class A |
3,999 | 48,948 | ||||||
| CoreSite Realty Corp. |
2,266 | 269,382 | ||||||
| Crown Castle International Corp. |
231,740 | 38,584,710 | ||||||
| Equinix, Inc. |
216,597 | 164,641,878 | ||||||
| Equity LifeStyle Properties, Inc. |
6,251 | 383,186 | ||||||
| Extra Space Storage, Inc. |
7,834 | 838,160 | ||||||
| Iron Mountain, Inc. |
14,318 | 383,579 | ||||||
| Prologis, Inc. |
993,242 | 99,940,010 | ||||||
| Public Storage |
8,609 | 1,917,396 | ||||||
| SBA Communications Corp. - Class A |
1,265 | 402,877 | ||||||
| Simon Property Group, Inc. |
20,713 | 1,339,717 | ||||||
|
|
|
|||||||
| Total Real Estate |
|
318,092,945 | ||||||
|
|
|
|||||||
| Utilities – 0.00%(3) |
||||||||
| NRG Energy, Inc. |
7,713 | 237,097 | ||||||
|
|
|
|||||||
| Total Utilities |
|
237,097 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $10,019,804,083) |
|
14,254,153,513 | ||||||
|
|
|
|||||||
| SHORT-TERM INVESTMENTS – 0.84% |
||||||||
| Money Market Funds – 0.36% |
||||||||
| Goldman Sachs Financial Square Government Fund - Class I, 0.00%(4) |
51,750,753 | 51,750,753 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $51,750,753) |
51,750,753 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.48% |
||||||||
| Bank of Montreal, London, 0.01% due 10/01/2020 |
$ | 42,444,683 | 42,444,683 | |||||
| BBVA, Madrid, 0.01% due 10/01/2020 |
8,506,496 | 8,506,496 | ||||||
| JP Morgan, New York, 0.01% due 10/01/2020 |
18,079,630 | 18,079,630 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $69,030,809) |
69,030,809 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $120,781,562) |
|
120,781,562 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 99.98% (Cost: $10,140,585,645) |
14,374,935,075 | |||||||
|
|
|
|||||||
| OTHER ASSETS IN EXCESS OF LIABILITIES – 0.02% |
2,771,151 | |||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 14,377,706,226 | ||||||
|
|
|
|||||||
Percentages are stated as a percent of net assets.
ADR American Depositary Receipt
REIT Real Estate Investment Trust
| (1) | Non-income producing security. |
| (2) | Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of the security totals $73,023,130, which represents 0.51% of total net assets. |
| (3) | Amount calculated is less than 0.005%. |
| (4) | Represents annualized seven-day yield as of the close of the reporting period. |
The accompanying notes are an integral part of this Schedule of Investments.
Bridge Builder Large Cap Value Fund
Schedule of Investments
September 30, 2020 (Unaudited)
| Shares | Value | |||||||
| COMMON STOCKS – 96.82% |
||||||||
| Communication Services – 6.12% |
||||||||
| Activision Blizzard, Inc. |
16,670 | $ | 1,349,437 | |||||
| Alphabet, Inc. - Class A(1) |
2,418 | 3,543,821 | ||||||
| Alphabet, Inc. - Class C(1) |
115,940 | 170,385,424 | ||||||
| Altice USA, Inc. - Class A(1) |
1,688,882 | 43,910,932 | ||||||
| AT&T, Inc. |
1,270,103 | 36,210,637 | ||||||
| CenturyLink, Inc. |
480,992 | 4,853,209 | ||||||
| Charter Communications, Inc. - Class A(1) |
519 | 324,032 | ||||||
| Comcast Corp. - Class A |
6,083,529 | 281,424,052 | ||||||
| Discovery, Inc. - Class A(1) |
5,577 | 121,411 | ||||||
| Discovery, Inc. - Class C(1) |
11,638 | 228,105 | ||||||
| DISH Network Corp. - Class A(1) |
8,782 | 254,941 | ||||||
| Electronic Arts, Inc.(1) |
371,210 | 48,409,496 | ||||||
| Facebook, Inc. - Class A(1) |
191,011 | 50,025,781 | ||||||
| Fox Corp. - Class A |
219,393 | 6,105,707 | ||||||
| Fox Corp. - Class B |
859,697 | 24,045,725 | ||||||
| GCI Liberty, Inc. - Class A(1) |
85,473 | 7,005,367 | ||||||
| Interpublic Group of Companies, Inc. |
13,886 | 231,480 | ||||||
| John Wiley & Sons, Inc. - Class A |
1,542 | 48,897 | ||||||
| Liberty Broadband Corp. - Class A(1) |
884 | 125,360 | ||||||
| Liberty Broadband Corp. - Class C(1) |
3,830 | 547,192 | ||||||
| Liberty Media Corp.-Liberty Formula One - Class A(1) |
893 | 29,924 | ||||||
| Liberty Media Corp.-Liberty Formula One - Class C(1) |
7,083 | 256,900 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class A(1) |
2,621 | 86,939 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class C(1) |
5,481 | 181,311 | ||||||
| Lions Gate Entertainment Corp. - Class A(1) |
2,180 | 20,666 | ||||||
| Lions Gate Entertainment Corp. - Class B(1) |
4,090 | 35,665 | ||||||
| Madison Square Garden Sports Corp. - Class A(1) |
670 | 100,822 | ||||||
| Madison Square Garden Entertainment Corp.(1) |
730 | 49,998 | ||||||
| New York Times Co. - Class A |
5,818 | 248,952 | ||||||
| News Corp. - Class A |
1,744,632 | 24,459,741 | ||||||
| News Corp. - Class B |
4,334 | 60,589 | ||||||
| Nexstar Media Group, Inc. - Class A |
519 | 46,674 | ||||||
| Omnicom Group, Inc. |
7,731 | 382,685 | ||||||
| Pinterest, Inc. - Class A(1) |
2,442 | 101,367 | ||||||
| Sirius XM Holdings, Inc. |
16,772 | 89,898 | ||||||
| Take-Two Interactive Software, Inc.(1) |
301 | 49,731 | ||||||
| TEGNA, Inc. |
274,622 | 3,226,809 | ||||||
| Telephone & Data Systems, Inc. |
3,595 | 66,292 | ||||||
| T-Mobile US, Inc.(1) |
19,852 | 2,270,275 | ||||||
| TripAdvisor, Inc. |
3,592 | 70,367 | ||||||
| Twitter, Inc.(1) |
27,776 | 1,236,032 | ||||||
| United States Cellular Corp.(1) |
651 | 19,224 | ||||||
| Verizon Communications, Inc. |
913,973 | 54,372,254 | ||||||
| ViacomCBS, Inc. - Class A |
401 | 12,146 | ||||||
| ViacomCBS, Inc. - Class B |
274,634 | 7,692,498 | ||||||
| Walt Disney Co. |
204,218 | 25,339,369 | ||||||
| Zillow Group, Inc. - Class A(1) |
1,830 | 185,818 | ||||||
| Zillow Group, Inc. - Class C(1) |
4,520 | 459,187 | ||||||
| Zynga, Inc. - Class A(1) |
5,612 | 51,181 | ||||||
|
|
|
|||||||
| Total Communication Services |
|
800,354,320 | ||||||
|
|
|
|||||||
| Consumer Discretionary – 11.83% |
||||||||
| Aaron’s, Inc. |
1,126,326 | 63,806,368 | ||||||
| Advance Auto Parts, Inc. |
312,360 | 47,947,260 | ||||||
| Aptiv Plc |
9,578 | 878,111 | ||||||
| Aramark |
2,109,850 | 55,805,533 | ||||||
| AutoNation, Inc.(1) |
1,771,491 | 93,765,019 | ||||||
| AutoZone, Inc.(1) |
351 | 413,352 | ||||||
| Best Buy Co., Inc. |
54,542 | 6,069,979 | ||||||
| Booking Holdings, Inc.(1) |
66,361 | 113,522,436 | ||||||
| BorgWarner, Inc. |
151,209 | 5,857,837 | ||||||
| Bright Horizons Family Solutions, Inc.(1) |
631 | 95,937 | ||||||
| Brunswick Corp. |
2,819 | 166,067 | ||||||
| Burlington Stores, Inc.(1) |
246 | 50,698 | ||||||
| Capri Holdings Ltd.(1) |
5,071 | 91,278 | ||||||
| CarMax, Inc.(1) |
5,482 | 503,851 | ||||||
| Carnival Corp. |
16,822 | 255,358 | ||||||
| Carter’s, Inc. |
1,531 | 132,554 | ||||||
| Choice Hotels International, Inc. |
1,243 | 106,848 | ||||||
| Cie Generale des Etablissements Michelin SCA |
433,489 | 46,533,995 | ||||||
| Columbia Sportswear Co. |
1,029 | 89,502 | ||||||
| Compass Group Plc |
833,581 | 12,521,864 | ||||||
| Compass Group Plc - ADR |
4,014,946 | 60,585,535 | ||||||
| Darden Restaurants, Inc. |
4,649 | 468,340 | ||||||
| Dick’s Sporting Goods, Inc. |
94,334 | 5,460,052 | ||||||
| Dollar General Corp. |
89,725 | 18,808,155 | ||||||
| Dollar Tree, Inc.(1) |
4,380 | 400,069 | ||||||
| DR Horton, Inc. |
12,002 | 907,711 | ||||||
| Dunkin’ Brands Group, Inc. |
434 | 35,549 | ||||||
| eBay, Inc. |
157,952 | 8,229,299 | ||||||
| Expedia Group, Inc. |
4,292 | 393,533 | ||||||
| Extended Stay America, Inc. |
6,323 | 75,560 | ||||||
| Foot Locker, Inc. |
129,314 | 4,271,241 | ||||||
| Ford Motor Co. |
141,056 | 939,433 | ||||||
| Frontdoor, Inc.(1) |
2,545 | 99,026 | ||||||
| Gap, Inc. |
6,523 | 111,087 | ||||||
| Garmin Ltd. |
5,444 | 516,418 | ||||||
| General Motors Co. |
461,893 | 13,667,414 | ||||||
| Gentex Corp. |
8,766 | 225,725 | ||||||
| Genuine Parts Co. |
5,113 | 486,604 | ||||||
| Graham Holdings Co. - Class B |
148 | 59,808 | ||||||
| Grand Canyon Education, Inc.(1) |
1,667 | 133,260 | ||||||
| GrubHub, Inc.(1) |
2,971 | 214,892 | ||||||
| H&R Block, Inc. |
2,048 | 33,362 | ||||||
| Hanesbrands, Inc. |
458,974 | 7,228,841 | ||||||
| Harley-Davidson, Inc. |
179,572 | 4,406,697 | ||||||
| Hasbro, Inc. |
4,546 | 376,045 | ||||||
| Hilton Worldwide Holdings, Inc. |
9,882 | 843,132 | ||||||
| Home Depot, Inc. |
286,406 | 79,537,810 | ||||||
| Hyatt Hotels Corp. - Class A |
1,249 | 66,659 | ||||||
| Kohl’s Corp. |
504,774 | 9,353,462 | ||||||
| L Brands, Inc. |
8,227 | 261,701 | ||||||
| Las Vegas Sands Corp. |
1,538,778 | 71,799,381 | ||||||
| La-Z-Boy, Inc. |
116,724 | 3,691,980 | ||||||
| Lear Corp. |
41,379 | 4,512,380 | ||||||
| Leggett & Platt, Inc. |
4,718 | 194,240 | ||||||
| Lennar Corp. - Class A |
870,113 | 71,070,830 | ||||||
| Lennar Corp. - Class B |
561 | 36,835 | ||||||
| LKQ Corp.(1) |
10,824 | 300,150 | ||||||
| Lowe’s Companies, Inc. |
317,273 | 52,622,900 | ||||||
| Magna International, Inc. |
36,000 | 1,647,000 | ||||||
| Marriott International, Inc. - Class A |
1,016,953 | 94,149,509 | ||||||
| Marriott Vacations Worldwide Corp. |
594,277 | 53,966,294 | ||||||
| Mattel, Inc.(1) |
1,037,849 | 12,142,833 | ||||||
| McDonald’s Corp. |
640,010 | 140,475,795 | ||||||
| MGM Resorts International |
2,520,122 | 54,812,654 | ||||||
| Mohawk Industries, Inc.(1) |
2,076 | 202,597 | ||||||
| Newell Brands, Inc. |
355,066 | 6,092,933 | ||||||
| NIKE, Inc. - Class B |
921,062 | 115,630,124 | ||||||
| Nordstrom, Inc. |
93,300 | 1,112,136 | ||||||
| Norwegian Cruise Line Holdings Ltd.(1) |
10,064 | 172,195 | ||||||
| NVR, Inc.(1) |
107 | 436,894 | ||||||
| Ollie’s Bargain Outlet Holdings, Inc.(1) |
218 | 19,042 | ||||||
| Peloton Interactive, Inc. - Class A(1) |
2,645 | 262,490 | ||||||
| Penske Automotive Group, Inc. |
92,211 | 4,394,776 | ||||||
| Planet Fitness, Inc. - Class A(1) |
1,237 | 76,224 | ||||||
| Polaris, Inc. |
1,862 | 175,661 | ||||||
| PulteGroup, Inc. |
167,535 | 7,755,195 | ||||||
| PVH Corp. |
50,957 | 3,039,075 | ||||||
| Qurate Retail, Inc. |
13,606 | 97,691 | ||||||
| Ralph Lauren Corp. - Class A |
54,498 | 3,704,229 | ||||||
| Ross Stores, Inc. |
2,386 | 222,662 | ||||||
| Royal Caribbean Cruises Ltd. |
6,391 | 413,689 | ||||||
| SeaWorld Entertainment, Inc.(1) |
2,513,506 | 49,566,338 | ||||||
| Service Corp. International |
6,215 | 262,149 | ||||||
| ServiceMaster Global Holdings, Inc.(1) |
4,727 | 188,513 | ||||||
| Six Flags Entertainment Corp. |
2,728 | 55,378 | ||||||
| Skechers USA, Inc. - Class A(1) |
4,779 | 144,421 | ||||||
| Sleep Number Corp.(1) |
55,824 | 2,730,352 | ||||||
| Starbucks Corp. |
17,849 | 1,533,586 | ||||||
| Tapestry, Inc. |
9,882 | 154,456 | ||||||
| Target Corp. |
72,910 | 11,477,492 | ||||||
| Tempur Sealy International, Inc.(1) |
437 | 38,976 | ||||||
| Thor Industries, Inc. |
1,971 | 187,757 | ||||||
| Tiffany & Co. |
4,329 | 501,515 | ||||||
| TJX Companies, Inc. |
1,691,070 | 94,108,046 | ||||||
| Toll Brothers, Inc. |
4,137 | 201,306 | ||||||
| Ulta Beauty, Inc.(1) |
135 | 30,237 | ||||||
| Under Armour, Inc. - Class A(1) |
6,728 | 75,555 | ||||||
| Under Armour, Inc. - Class C(1) |
6,773 | 66,646 | ||||||
| Vail Resorts, Inc. |
1,313 | 280,943 | ||||||
| VF Corp. |
11,020 | 774,155 | ||||||
| Vroom, Inc.(1) |
213 | 11,029 | ||||||
| Wayfair, Inc. - Class A(1) |
207 | 60,239 | ||||||
| Whirlpool Corp. |
57,205 | 10,519,427 | ||||||
| Williams-Sonoma, Inc. |
2,298 | 207,831 | ||||||
| Wyndham Destinations, Inc. |
3,002 | 92,342 | ||||||
| Wyndham Hotels & Resorts, Inc. |
3,277 | 165,489 |
| Wynn Resorts Ltd. |
2,634 | 189,148 | ||||||
| Yum China Holdings, Inc. |
13,441 | 711,701 | ||||||
| Yum! Brands, Inc. |
10,146 | 926,330 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
1,547,302,018 | ||||||
|
|
|
|||||||
| Consumer Staples – 8.21% |
||||||||
| Albertsons Companies, Inc. - Class A(1) |
1,240 | 17,174 | ||||||
| Altria Group, Inc. |
2,071,879 | 80,057,405 | ||||||
| Archer-Daniels-Midland Co. |
19,993 | 929,475 | ||||||
| Beyond Meat, Inc.(1) |
372 | 61,774 | ||||||
| Brown-Forman Corp. - Class A |
239 | 16,415 | ||||||
| Brown-Forman Corp. - Class B |
956 | 72,006 | ||||||
| Bunge Ltd. |
230,518 | 10,534,673 | ||||||
| Campbell Soup Co. |
3,161 | 152,898 | ||||||
| Casey’s General Stores, Inc. |
1,316 | 233,787 | ||||||
| Clorox Co. |
1,313 | 275,953 | ||||||
| Coca-Cola Co. |
2,516,281 | 124,228,793 | ||||||
| Coca-Cola European Partners Plc |
1,422,288 | 55,198,997 | ||||||
| Colgate-Palmolive Co. |
1,274,587 | 98,334,387 | ||||||
| Conagra Brands, Inc. |
1,028,733 | 36,736,055 | ||||||
| Constellation Brands, Inc. - Class A |
5,767 | 1,092,904 | ||||||
| Costco Wholesale Corp. |
134,360 | 47,697,800 | ||||||
| Coty, Inc. - Class A |
10,297 | 27,802 | ||||||
| Diageo Plc - ADR |
511,389 | 70,397,810 | ||||||
| Edgewell Personal Care Co.(1) |
88,016 | 2,453,886 | ||||||
| Energizer Holdings, Inc. |
456 | 17,848 | ||||||
| Estee Lauder Companies, Inc. - Class A |
841 | 183,548 | ||||||
| Flowers Foods, Inc. |
6,964 | 169,434 | ||||||
| General Mills, Inc. |
21,894 | 1,350,422 | ||||||
| Grocery Outlet Holding Corp.(1) |
1,158 | 45,533 | ||||||
| Hain Celestial Group, Inc.(1) |
2,907 | 99,710 | ||||||
| Herbalife Nutrition Ltd.(1) |
2,865 | 133,652 | ||||||
| Hershey Co. |
1,203 | 172,438 | ||||||
| Hormel Foods Corp. |
9,977 | 487,776 | ||||||
| Ingredion, Inc. |
70,709 | 5,351,257 | ||||||
| J.M. Smucker Co. |
87,848 | 10,148,201 | ||||||
| Kellogg Co. |
5,932 | 383,148 | ||||||
| Keurig Dr Pepper, Inc. |
13,936 | 384,634 | ||||||
| Kimberly-Clark Corp. |
205,172 | 30,295,698 | ||||||
| Kraft Heinz Co. |
320,185 | 9,589,541 | ||||||
| Kroger Co. |
341,891 | 11,593,524 | ||||||
| Lamb Weston Holdings, Inc. |
4,021 | 266,472 | ||||||
| McCormick & Co., Inc. |
1,955 | 379,465 | ||||||
| Molson Coors Brewing Co. - Class B |
128,449 | 4,310,748 | ||||||
| Mondelez International, Inc. - Class A |
79,509 | 4,567,792 | ||||||
| Nu Skin Enterprises, Inc. - Class A |
1,833 | 91,815 | ||||||
| PepsiCo, Inc. |
576,112 | 79,849,123 | ||||||
| Philip Morris International, Inc. |
1,809,970 | 135,729,650 | ||||||
| Pilgrim’s Pride Corp.(1) |
139,883 | 2,093,349 | ||||||
| Post Holdings, Inc.(1) |
2,277 | 195,822 | ||||||
| Procter & Gamble Co. |
823,080 | 114,399,889 | ||||||
| Reynolds Consumer Products, Inc. |
1,202 | 36,805 | ||||||
| Seaboard Corp. |
9 | 25,530 | ||||||
| Spectrum Brands Holdings, Inc. |
1,515 | 86,597 | ||||||
| Sprouts Farmers Market, Inc.(1) |
129,237 | 2,704,930 | ||||||
| Swedish Match AB |
297,803 | 24,350,380 | ||||||
| Swedish Match AB - ADR |
765,752 | 31,357,544 | ||||||
| Sysco Corp. |
4,994 | 310,727 | ||||||
| TreeHouse Foods, Inc.(1) |
1,975 | 80,047 | ||||||
| Tyson Foods, Inc. - Class A |
729,423 | 43,386,080 | ||||||
| US Foods Holding Corp.(1) |
7,851 | 174,449 | ||||||
| Walgreens Boots Alliance, Inc. |
293,883 | 10,556,277 | ||||||
| Walmart, Inc. |
137,344 | 19,215,799 | ||||||
|
|
|
|||||||
| Total Consumer Staples |
|
1,073,095,648 | ||||||
|
|
|
|||||||
| Energy – 2.75% |
||||||||
| Antero Midstream Corp. |
10,356 | 55,612 | ||||||
| Apache Corp. |
13,494 | 127,788 | ||||||
| Baker Hughes a GE Co. - Class A |
23,464 | 311,837 | ||||||
| Cabot Oil & Gas Corp. |
14,011 | 243,231 | ||||||
| Chevron Corp. |
542,004 | 39,024,288 | ||||||
| Cimarex Energy Co. |
3,589 | 87,320 | ||||||
| Concho Resources, Inc. |
6,975 | 307,737 | ||||||
| ConocoPhillips |
178,671 | 5,867,556 | ||||||
| Continental Resources, Inc. |
2,672 | 32,812 | ||||||
| Devon Energy Corp. |
13,644 | 129,072 | ||||||
| Diamondback Energy, Inc. |
5,630 | 169,576 | ||||||
| Enbridge, Inc. |
693,720 | 20,256,624 | ||||||
| EOG Resources, Inc. |
1,318,959 | 47,403,387 | ||||||
| EQT Corp. |
9,110 | 117,792 | ||||||
| Equitrans Midstream Corp. |
13,240 | 112,010 | ||||||
| Exxon Mobil Corp. |
601,195 | 20,639,024 | ||||||
| Halliburton Co. |
886,295 | 10,679,855 | ||||||
| Helmerich & Payne, Inc. |
3,733 | 54,688 | ||||||
| Hess Corp. |
1,103,388 | 45,161,671 | ||||||
| HollyFrontier Corp. |
128,019 | 2,523,255 | ||||||
| Kinder Morgan, Inc. |
429,134 | 5,291,222 | ||||||
| Marathon Oil Corp. |
28,159 | 115,170 | ||||||
| Marathon Petroleum Corp. |
188,633 | 5,534,492 | ||||||
| Murphy Oil Corp. |
5,195 | 46,339 | ||||||
| National Oilwell Varco, Inc. |
13,866 | 125,626 | ||||||
| Noble Energy, Inc. |
17,016 | 145,487 | ||||||
| Occidental Petroleum Corp. |
318,040 | 3,183,580 | ||||||
| ONEOK, Inc. |
15,682 | 407,418 | ||||||
| Parsley Energy, Inc. - Class A |
10,755 | 100,667 | ||||||
| Phillips 66 |
766,958 | 39,759,103 | ||||||
| Pioneer Natural Resources Co. |
42,644 | 3,666,958 | ||||||
| Schlumberger Ltd. |
121,833 | 1,895,722 | ||||||
| Targa Resources Corp. |
724,342 | 10,162,518 | ||||||
| TC Energy Corp. |
568,596 | 23,892,404 | ||||||
| TOTAL SA - ADR |
97,869 | 3,356,907 | ||||||
| TOTAL SA |
1,096,226 | 37,647,207 | ||||||
| Valero Energy Corp. |
681,260 | 29,512,183 | ||||||
| Williams Companies, Inc. |
44,005 | 864,698 | ||||||
| WPX Energy, Inc.(1) |
14,368 | 70,403 | ||||||
|
|
|
|||||||
| Total Energy |
|
359,083,239 | ||||||
|
|
|
|||||||
| Financials – 16.99% |
||||||||
| Affiliated Managers Group, Inc. |
36,397 | 2,488,827 | ||||||
| Aflac, Inc. |
25,826 | 938,775 | ||||||
| AGNC Investment Corp. |
20,294 | 282,290 | ||||||
| Alleghany Corp. |
451 | 234,723 | ||||||
| Allstate Corp. |
102,451 | 9,644,737 | ||||||
| Ally Financial, Inc. |
13,353 | 334,760 | ||||||
| American Express Co. |
1,444,919 | 144,853,130 | ||||||
| American Financial Group, Inc. |
55,445 | 3,713,706 | ||||||
| American International Group, Inc. |
3,083,428 | 84,886,773 | ||||||
| American National Group, Inc. |
317 | 21,407 | ||||||
| Ameriprise Financial, Inc. |
73,221 | 11,284,088 | ||||||
| Annaly Capital Management, Inc. |
561,101 | 3,995,039 | ||||||
| Apollo Global Management, Inc. - Class A |
3,073 | 137,517 | ||||||
| Arch Capital Group Ltd.(1) |
2,624,152 | 76,756,446 | ||||||
| Arthur J. Gallagher & Co. |
6,728 | 710,342 | ||||||
| Associated Banc-Corp. |
5,416 | 68,350 | ||||||
| Assurant, Inc. |
2,130 | 258,390 | ||||||
| Assured Guaranty Ltd. |
101,243 | 2,174,700 | ||||||
| Athene Holding Ltd. - Class A(1) |
4,128 | 140,682 | ||||||
| Axis Capital Holdings Ltd. |
397,202 | 17,492,776 | ||||||
| Bank of America Corp. |
1,465,552 | 35,305,148 | ||||||
| Bank of Hawaii Corp. |
1,409 | 71,183 | ||||||
| Bank of New York Mellon Corp. |
1,181,015 | 40,556,055 | ||||||
| Bank OZK |
4,363 | 93,019 | ||||||
| Berkshire Hathaway, Inc. - Class B(1) |
841,937 | 179,282,065 | ||||||
| BlackRock, Inc. - Class A |
5,313 | 2,994,141 | ||||||
| Blackstone Group, Inc. |
271,134 | 14,153,195 | ||||||
| BOK Financial Corp. |
1,121 | 57,743 | ||||||
| Brighthouse Financial, Inc.(1) |
3,513 | 94,535 | ||||||
| Brown & Brown, Inc. |
7,977 | 361,119 | ||||||
| Capital One Financial Corp. |
142,366 | 10,230,421 | ||||||
| Carlyle Group, Inc. |
3,770 | 93,006 | ||||||
| CBOE Global Markets, Inc. |
3,060 | 268,484 | ||||||
| Charles Schwab Corp. |
195,690 | 7,089,849 | ||||||
| Chubb Ltd. |
1,279,250 | 148,546,510 | ||||||
| Cincinnati Financial Corp. |
5,352 | 417,295 | ||||||
| Citigroup, Inc. |
2,095,088 | 90,319,244 | ||||||
| Citizens Financial Group, Inc. |
389,563 | 9,848,153 | ||||||
| CME Group, Inc. - Class A |
12,811 | 2,143,408 | ||||||
| CNA Financial Corp. |
139,339 | 4,178,777 | ||||||
| Comerica, Inc. |
4,972 | 190,179 | ||||||
| Commerce Bancshares, Inc. |
3,594 | 202,306 | ||||||
| Credit Acceptance Corp.(1) |
337 | 114,122 | ||||||
| Cullen/Frost Bankers, Inc. |
2,001 | 127,964 | ||||||
| Discover Financial Services |
126,535 | 7,311,192 | ||||||
| E*TRADE Financial Corp. |
1,712,685 | 85,719,884 | ||||||
| East West Bancorp, Inc. |
5,038 | 164,944 | ||||||
| Eaton Vance Corp. |
3,957 | 150,960 | ||||||
| Equitable Holdings, Inc. |
776,435 | 14,162,174 | ||||||
| Erie Indemnity Co. - Class A |
384 | 80,748 | ||||||
| Essent Group Ltd. |
99,290 | 3,674,723 | ||||||
| Evercore, Inc. - Class A |
1,411 | 92,364 | ||||||
| Everest Re Group Ltd. |
33,379 | 6,593,688 | ||||||
| Fidelity National Financial, Inc. |
1,365,571 | 42,756,028 | ||||||
| Fifth Third Bancorp |
1,890,226 | 40,299,618 | ||||||
| First American Financial Corp. |
3,877 | 197,378 | ||||||
| First Citizens BancShares, Inc. - Class A |
241 | 76,826 | ||||||
| First Hawaiian, Inc. |
4,631 | 67,011 | ||||||
| First Horizon National Corp. |
19,532 | 184,187 | ||||||
| First Republic Bank |
6,088 | 663,957 | ||||||
| FNB Corp. |
512,476 | 3,474,587 | ||||||
| Franklin Resources, Inc. |
362,118 | 7,369,101 | ||||||
| Globe Life, Inc. |
3,749 | 299,545 | ||||||
| GoHealth, Inc. - Class A(1) |
1,565 | 20,384 | ||||||
| Goldman Sachs Group, Inc. |
712,673 | 143,225,893 | ||||||
| Hanover Insurance Group, Inc. |
1,353 | 126,073 | ||||||
| Hartford Financial Services Group, Inc. |
220,411 | 8,124,349 | ||||||
| Huntington Bancshares, Inc. |
36,102 | 331,055 | ||||||
| Interactive Brokers Group, Inc. - Class A |
2,577 | 124,546 | ||||||
| Intercontinental Exchange, Inc. |
12,630 | 1,263,631 | ||||||
| Invesco Ltd. |
13,475 | 153,750 | ||||||
| Jefferies Financial Group, Inc. |
3,386,463 | 60,956,334 | ||||||
| JPMorgan Chase & Co. |
858,241 | 82,622,861 | ||||||
| Kemper Corp. |
2,192 | 146,491 | ||||||
| KeyCorp |
631,138 | 7,529,476 | ||||||
| KKR & Co., Inc. - Class Miscella |
19,061 | 654,555 | ||||||
| Lazard Ltd. - Class A |
3,604 | 119,112 | ||||||
| Lemonade, Inc.(1) |
514 | 25,556 | ||||||
| LendingTree, Inc.(1) |
36 | 11,048 | ||||||
| Lincoln National Corp. |
147,565 | 4,623,211 | ||||||
| Loews Corp. |
803,053 | 27,906,092 | ||||||
| LPL Financial Holdings, Inc. |
2,584 | 198,115 | ||||||
| M&T Bank Corp. |
4,577 | 421,496 | ||||||
| Markel Corp.(1) |
493 | 480,034 | ||||||
| Marsh & McLennan Companies, Inc. |
789,875 | 90,598,663 | ||||||
| Mercury General Corp. |
976 | 40,377 | ||||||
| MetLife, Inc. |
1,193,134 | 44,348,791 | ||||||
| MGIC Investment Corp. |
12,068 | 106,922 | ||||||
| Morgan Stanley |
1,064,058 | 51,447,204 | ||||||
| Morningstar, Inc. |
124 | 19,916 | ||||||
| Nasdaq, Inc. |
4,090 | 501,884 | ||||||
| Navient Corp. |
2,506,803 | 21,182,485 | ||||||
| New Residential Investment Corp. |
14,806 | 117,708 | ||||||
| New York Community Bancorp, Inc. |
4,008,904 | 33,153,636 | ||||||
| Northern Trust Corp. |
431,834 | 33,670,097 | ||||||
| Old Republic International Corp. |
11,056 | 162,965 | ||||||
| OneMain Holdings, Inc. - Class A |
2,322 | 72,563 | ||||||
| PacWest Bancorp |
4,170 | 71,224 | ||||||
| People’s United Financial, Inc. |
15,114 | 155,825 | ||||||
| Pinnacle Financial Partners, Inc. |
2,640 | 93,958 | ||||||
| PNC Financial Services Group, Inc. |
681,371 | 74,889,487 | ||||||
| Popular, Inc. |
3,102 | 112,510 | ||||||
| Primerica, Inc. |
539 | 60,982 | ||||||
| Principal Financial Group, Inc. |
9,709 | 390,981 | ||||||
| Progressive Corp. |
15,020 | 1,421,943 | ||||||
| Prospect Capital Corp. |
522,995 | 2,630,665 | ||||||
| Prosperity Bancshares, Inc. |
3,190 | 165,338 | ||||||
| Prudential Financial, Inc. |
93,825 | 5,959,764 | ||||||
| Radian Group, Inc. |
223,750 | 3,268,988 | ||||||
| Raymond James Financial, Inc. |
179,435 | 13,055,691 | ||||||
| Regions Financial Corp. |
670,018 | 7,725,308 | ||||||
| Reinsurance Group of America, Inc. - Class A |
2,421 | 230,455 | ||||||
| RenaissanceRe Holdings Ltd. |
1,218 | 206,743 | ||||||
| Rocket Companies, Inc. - Class A(1) |
2,177 | 43,388 | ||||||
| S&P Global, Inc. |
3,561 | 1,284,097 | ||||||
| Santander Consumer USA Holdings, Inc. |
2,697 | 49,058 | ||||||
| SEI Investments Co. |
4,121 | 209,017 | ||||||
| Signature Bank |
1,859 | 154,278 | ||||||
| SLM Corp. |
4,029,722 | 32,600,451 | ||||||
| Starwood Property Trust, Inc. |
292,848 | 4,419,076 | ||||||
| State Street Corp. |
598,909 | 35,533,271 | ||||||
| Sterling Bancorp |
6,907 | 72,662 | ||||||
| SVB Financial Group(1) |
1,837 | 442,019 | ||||||
| Synchrony Financial |
2,359,219 | 61,740,761 | ||||||
| Synovus Financial Corp. |
5,225 | 110,613 | ||||||
| T Rowe Price Group, Inc. |
6,115 | 784,065 | ||||||
| TCF Financial Corp. |
5,391 | 125,934 | ||||||
| TD Ameritrade Holding Corp. |
9,280 | 363,312 | ||||||
| TFS Financial Corp. |
2,082 | 30,585 | ||||||
| Tradeweb Markets, Inc. - Class A |
440 | 25,520 | ||||||
| Travelers Companies, Inc. |
9,101 | 984,637 | ||||||
| Truist Financial Corp. |
48,612 | 1,849,687 | ||||||
| Umpqua Holdings Corp. |
7,860 | 83,473 | ||||||
| Unum Group |
7,265 | 122,270 | ||||||
| US Bancorp |
1,428,165 | 51,199,715 | ||||||
| Virtu Financial, Inc. - Class A |
239 | 5,499 | ||||||
| Voya Financial, Inc. |
72,047 | 3,453,213 | ||||||
| Webster Financial Corp. |
3,199 | 84,486 | ||||||
| Wells Fargo & Co. |
4,487,497 | 105,501,054 | ||||||
| Western Alliance Bancorp |
130,633 | 4,130,615 | ||||||
| White Mountains Insurance Group Ltd. |
108 | 84,132 |
| Willis Towers Watson Plc |
313,342 | 65,432,076 | ||||||
| Wintrust Financial Corp. |
2,040 | 81,702 | ||||||
| WR Berkley Corp. |
4,976 | 304,282 | ||||||
| Zions Bancorp N.A. |
201,217 | 5,879,561 | ||||||
|
|
|
|||||||
| Total Financials |
|
2,222,605,938 | ||||||
|
|
|
|||||||
| Healthcare – 13.13% |
||||||||
| Abbott Laboratories |
38,447 | 4,184,187 | ||||||
| AbbVie, Inc. |
931,312 | 81,573,618 | ||||||
| Acadia Healthcare Co., Inc.(1) |
3,140 | 92,567 | ||||||
| Acceleron Pharma, Inc.(1) |
98 | 11,028 | ||||||
| Agilent Technologies, Inc. |
10,223 | 1,031,910 | ||||||
| Agios Pharmaceuticals, Inc.(1) |
1,984 | 69,440 | ||||||
| Alexion Pharmaceuticals, Inc.(1) |
116,843 | 13,370,344 | ||||||
| Alkermes Plc(1) |
5,640 | 93,455 | ||||||
| AmerisourceBergen Corp. - Class A |
2,709 | 262,556 | ||||||
| Amgen, Inc. |
247,320 | 62,858,851 | ||||||
| Anthem, Inc. |
337,754 | 90,717,347 | ||||||
| Baxter International, Inc. |
683,164 | 54,940,049 | ||||||
| Becton Dickinson & Co. |
127,752 | 29,725,335 | ||||||
| Berkeley Lights, Inc.(1) |
202 | 15,425 | ||||||
| Biogen, Inc.(1) |
24,077 | 6,830,163 | ||||||
| BioMarin Pharmaceutical, Inc.(1) |
600 | 45,648 | ||||||
| Bio-Rad Laboratories, Inc. - Class A(1) |
755 | 389,172 | ||||||
| Bio-Techne Corp. |
81 | 20,066 | ||||||
| Bluebird Bio, Inc.(1) |
1,275 | 68,786 | ||||||
| Boston Scientific Corp.(1) |
51,580 | 1,970,872 | ||||||
| Bristol Myers Squibb Co. |
425,974 | 25,681,972 | ||||||
| Bruker Corp. |
2,122 | 84,349 | ||||||
| Cardinal Health, Inc. |
106,452 | 4,997,921 | ||||||
| Catalent, Inc.(1) |
5,895 | 504,966 | ||||||
| Centene Corp.(1) |
14,678 | 856,168 | ||||||
| Change Healthcare, Inc.(1) |
2,295 | 33,300 | ||||||
| Charles River Laboratories International, Inc.(1) |
199 | 45,064 | ||||||
| Cigna Corp. |
9,576 | 1,622,270 | ||||||
| Cooper Companies, Inc. |
1,566 | 527,930 | ||||||
| CVS Health Corp. |
1,579,647 | 92,251,385 | ||||||
| Danaher Corp. |
367,157 | 79,059,917 | ||||||
| DaVita, Inc.(1) |
73,270 | 6,275,576 | ||||||
| Dentsply Sirona, Inc. |
7,814 | 341,706 | ||||||
| Elanco Animal Health, Inc.(1) |
14,288 | 399,064 | ||||||
| Encompass Health Corp. |
1,908 | 123,982 | ||||||
| Envista Holdings Corp.(1) |
1,707,763 | 42,147,591 | ||||||
| Exact Sciences Corp.(1) |
696 | 70,957 | ||||||
| Exelixis, Inc.(1) |
6,916 | 169,096 | ||||||
| Fresenius Medical Care AG & Co. KGaA |
965,919 | 81,655,646 | ||||||
| Gilead Sciences, Inc. |
421,195 | 26,615,312 | ||||||
| GlaxoSmithKline Plc - ADR |
136,841 | 5,150,695 | ||||||
| GlaxoSmithKline Plc |
460,587 | 8,634,857 | ||||||
| Globus Medical, Inc. - Class A(1) |
2,648 | 131,129 | ||||||
| Haemonetics Corp.(1) |
119 | 10,383 | ||||||
| HCA Healthcare, Inc. |
72,060 | 8,984,441 | ||||||
| Henry Schein, Inc.(1) |
5,095 | 299,484 | ||||||
| Hill-Rom Holdings, Inc. |
2,104 | 175,705 | ||||||
| Hologic, Inc.(1) |
487,979 | 32,435,964 | ||||||
| Horizon Therapeutics Plc(1) |
486 | 37,752 | ||||||
| Humana, Inc. |
95,634 | 39,581,956 | ||||||
| ICU Medical, Inc.(1) |
508 | 92,842 | ||||||
| Integra LifeSciences Holdings Corp.(1) |
2,550 | 120,411 | ||||||
| Ionis Pharmaceuticals, Inc.(1) |
2,372 | 112,551 | ||||||
| IQVIA Holdings, Inc.(1) |
4,222 | 665,514 | ||||||
| Jazz Pharmaceuticals Plc(1) |
76,503 | 10,908,563 | ||||||
| Johnson & Johnson |
1,178,635 | 175,475,179 | ||||||
| Laboratory Corp. of America Holdings(1) |
3,340 | 628,822 | ||||||
| LivaNova Plc(1) |
495,617 | 22,406,845 | ||||||
| McKesson Corp. |
41,382 | 6,163,021 | ||||||
| Medtronic Plc |
2,324,543 | 241,566,509 | ||||||
| Merck & Co., Inc. |
1,334,697 | 110,713,116 | ||||||
| Mettler-Toledo International, Inc.(1) |
51 | 49,253 | ||||||
| Molina Healthcare, Inc.(1) |
694 | 127,030 | ||||||
| Mylan NV(1) |
18,430 | 273,317 | ||||||
| Nektar Therapeutics - Class A(1) |
6,087 | 100,983 | ||||||
| Oak Street Health, Inc.(1) |
348 | 18,597 | ||||||
| PerkinElmer, Inc. |
3,207 | 402,511 | ||||||
| Perrigo Co. Plc |
4,882 | 224,133 | ||||||
| Pfizer, Inc. |
1,678,547 | 61,602,675 | ||||||
| PPD, Inc.(1) |
725 | 26,818 | ||||||
| PRA Health Sciences, Inc.(1) |
336 | 34,084 | ||||||
| Premier, Inc. - Class A |
2,199 | 72,193 | ||||||
| QIAGEN NV(1) |
8,038 | 420,066 | ||||||
| Quest Diagnostics, Inc. |
4,779 | 547,148 | ||||||
| Reata Pharmaceuticals, Inc. - Class A(1) |
89 | 8,670 | ||||||
| Regeneron Pharmaceuticals, Inc.(1) |
7,572 | 4,238,654 | ||||||
| Royalty Pharma Plc - Class A |
1,894 | 79,681 | ||||||
| Sage Therapeutics, Inc.(1) |
1,693 | 103,476 | ||||||
| Sanofi - ADR |
1,450,669 | 72,780,064 | ||||||
| Sanofi SA |
22,321 | 2,236,829 | ||||||
| Select Medical Holdings Corp.(1) |
99,900 | 2,079,918 | ||||||
| STERIS Plc |
2,845 | 501,261 | ||||||
| Stryker Corp. |
8,444 | 1,759,476 | ||||||
| Syneos Health, Inc. - Class A(1) |
1,996 | 106,107 | ||||||
| Tandem Diabetes Care, Inc.(1) |
228 | 25,878 | ||||||
| Teladoc Health, Inc.(1) |
253 | 55,468 | ||||||
| Teleflex, Inc. |
616 | 209,699 | ||||||
| Thermo Fisher Scientific, Inc. |
5,876 | 2,594,372 | ||||||
| United Therapeutics Corp.(1) |
1,551 | 156,651 | ||||||
| UnitedHealth Group, Inc. |
545,520 | 170,076,770 | ||||||
| Universal Health Services, Inc. - Class B |
56,113 | 6,005,213 | ||||||
| Varian Medical Systems, Inc.(1) |
2,835 | 487,620 | ||||||
| Waters Corp.(1) |
2,025 | 396,252 | ||||||
| Zimmer Biomet Holdings, Inc. |
96,015 | 13,071,482 | ||||||
| Zoetis, Inc. - Class A |
1,617 | 267,403 | ||||||
|
|
|
|||||||
| Total Healthcare |
|
1,717,170,482 | ||||||
|
|
|
|||||||
| Industrials – 16.43% |
||||||||
| 3M Co. |
6,908 | 1,106,523 | ||||||
| Acuity Brands, Inc. |
1,405 | 143,802 | ||||||
| ADT, Inc. |
3,999 | 32,672 | ||||||
| AECOM(1) |
1,278,783 | 53,504,281 | ||||||
| AGCO Corp. |
84,953 | 6,309,459 | ||||||
| Air Lease Corp. - Class A |
2,445,123 | 71,935,519 | ||||||
| Airbus SE |
116,674 | 8,461,855 | ||||||
| Airbus SE - ADR |
2,767,911 | 50,182,226 | ||||||
| Alaska Air Group, Inc. |
166,098 | 6,084,170 | ||||||
| Allegion Plc |
1,153 | 114,043 | ||||||
| Allison Transmission Holdings, Inc. |
92,691 | 3,257,162 | ||||||
| AMERCO |
319 | 113,558 | ||||||
| American Airlines Group, Inc. |
17,986 | 221,048 | ||||||
| AMETEK, Inc. |
8,285 | 823,529 | ||||||
| AO Smith Corp. |
4,742 | 250,378 | ||||||
| Armstrong World Industries, Inc. |
1,073 | 73,833 | ||||||
| Atkore International Group, Inc.(1) |
113,180 | 2,572,581 | ||||||
| AZEK Co., Inc. - Class A(1) |
1,304 | 45,392 | ||||||
| Boeing Co. |
186,787 | 30,868,420 | ||||||
| BWX Technologies, Inc. |
787,428 | 44,340,071 | ||||||
| Canadian National Railway Co. |
795,715 | 84,711,819 | ||||||
| Carlisle Companies, Inc. |
1,931 | 236,296 | ||||||
| Carrier Global Corp. |
20,268 | 618,985 | ||||||
| Caterpillar, Inc. |
68,447 | 10,208,870 | ||||||
| CH Robinson Worldwide, Inc. |
3,994 | 408,147 | ||||||
| Cintas Corp. |
360 | 119,819 | ||||||
| Clean Harbors, Inc.(1) |
1,839 | 103,039 | ||||||
| Colfax Corp.(1) |
3,540 | 111,014 | ||||||
| Copa Holdings SA - Class A |
1,120 | 56,381 | ||||||
| CoreLogic, Inc. |
2,685 | 181,694 | ||||||
| Crane Co. |
89,028 | 4,462,974 | ||||||
| CSX Corp. |
27,527 | 2,138,022 | ||||||
| Cummins, Inc. |
53,712 | 11,341,826 | ||||||
| Curtiss-Wright Corp. |
54,179 | 5,052,734 | ||||||
| Deere & Co. |
653,861 | 144,915,213 | ||||||
| Delta Air Lines, Inc. |
168,152 | 5,142,088 | ||||||
| Donaldson Co., Inc. |
4,069 | 188,883 | ||||||
| Dover Corp. |
5,254 | 569,218 | ||||||
| Dun & Bradstreet Holdings, Inc.(1) |
1,645 | 42,211 | ||||||
| Eaton Corp. Plc |
14,417 | 1,470,966 | ||||||
| Emerson Electric Co. |
954,486 | 62,585,647 | ||||||
| Equifax, Inc. |
1,116 | 175,100 | ||||||
| Expeditors International of Washington, Inc. |
2,296 | 207,834 | ||||||
| Fastenal Co. |
3,869 | 174,453 | ||||||
| FedEx Corp. |
631,267 | 158,776,276 | ||||||
| Flowserve Corp. |
83,269 | 2,272,411 | ||||||
| Fortive Corp. |
10,636 | 810,570 | ||||||
| Fortune Brands Home & Security, Inc. |
4,922 | 425,851 | ||||||
| FTI Consulting, Inc.(1) |
1,305 | 138,291 | ||||||
| Gates Industrial Corp. Plc(1) |
1,963 | 21,829 | ||||||
| Generac Holdings, Inc.(1) |
192 | 37,179 | ||||||
| General Dynamics Corp. |
861,652 | 119,278,486 | ||||||
| General Electric Co. |
6,223,646 | 38,773,315 | ||||||
| Graco, Inc. |
2,951 | 181,044 | ||||||
| GrafTech International Ltd. |
2,442 | 16,703 | ||||||
| Greenbrier Companies, Inc. |
88,286 | 2,595,608 | ||||||
| HD Supply Holdings, Inc.(1) |
180,688 | 7,451,573 | ||||||
| HEICO Corp. |
313 | 32,759 | ||||||
| HEICO Corp. - Class A |
545 | 48,320 | ||||||
| Hexcel Corp. |
2,979 | 99,945 | ||||||
| Hillenbrand, Inc. |
94,708 | 2,685,919 | ||||||
| Honeywell International, Inc. |
496,359 | 81,705,655 | ||||||
| Howmet Aerospace, Inc. |
14,108 | 235,886 | ||||||
| Hubbell, Inc. - Class B |
1,931 | 264,238 | ||||||
| Huntington Ingalls Industries, Inc. |
35,680 | 5,021,960 | ||||||
| IAA, Inc.(1) |
3,656 | 190,368 | ||||||
| IDEX Corp. |
2,754 | 502,357 | ||||||
| IHS Markit Ltd. |
6,596 | 517,852 | ||||||
| Illinois Tool Works, Inc. |
6,332 | 1,223,406 | ||||||
| Ingersoll Rand, Inc.(1) |
12,386 | 440,942 | ||||||
| ITT, Inc. |
3,089 | 182,405 | ||||||
| Jacobs Engineering Group, Inc. |
522,742 | 48,494,775 | ||||||
| JB Hunt Transport Services, Inc. |
473,478 | 59,838,150 | ||||||
| JetBlue Airways Corp.(1) |
380,885 | 4,315,427 | ||||||
| Johnson Controls International Plc |
322,037 | 13,155,211 | ||||||
| Kansas City Southern |
3,390 | 613,014 | ||||||
| Kirby Corp.(1) |
2,129 | 77,006 | ||||||
| Knight-Swift Transportation Holdings, Inc. - Class A |
4,467 | 181,807 | ||||||
| L3Harris Technologies, Inc. |
190,148 | 32,294,736 | ||||||
| Landstar System, Inc. |
256 | 32,125 | ||||||
| Lennox International, Inc. |
1,236 | 336,946 | ||||||
| Lincoln Electric Holdings, Inc. |
1,170 | 107,687 | ||||||
| Lockheed Martin Corp. |
166,093 | 63,660,125 | ||||||
| Lyft, Inc. - Class A(1) |
8,888 | 244,864 | ||||||
| Macquarie Infrastructure Corp. |
2,624 | 70,559 | ||||||
| ManpowerGroup, Inc. |
2,069 | 151,720 | ||||||
| Masco Corp. |
9,583 | 528,311 | ||||||
| MasTec, Inc.(1) |
69,111 | 2,916,484 | ||||||
| Mercury Systems, Inc.(1) |
363 | 28,118 | ||||||
| Middleby Corp.(1) |
1,968 | 176,549 | ||||||
| Moog, Inc. - Class A |
49,588 | 3,150,326 | ||||||
| MSA Safety, Inc. |
1,012 | 135,780 | ||||||
| MSC Industrial Direct Co., Inc. - Class A |
1,596 | 100,995 | ||||||
| Nielsen Holdings Plc |
1,003,079 | 14,223,660 | ||||||
| Nordson Corp. |
376 | 72,124 | ||||||
| Norfolk Southern Corp. |
9,268 | 1,983,259 | ||||||
| Northrop Grumman Corp. |
267,047 | 84,250,658 | ||||||
| nVent Electric Plc |
126,749 | 2,242,190 | ||||||
| Old Dominion Freight Line, Inc. |
481 | 87,023 | ||||||
| Oshkosh Corp. |
74,987 | 5,511,544 | ||||||
| Otis Worldwide Corp. |
421,462 | 26,307,658 | ||||||
| Owens Corning |
1,099,977 | 75,689,417 | ||||||
| PACCAR, Inc. |
124,478 | 10,615,484 | ||||||
| Parker-Hannifin Corp. |
4,630 | 936,834 | ||||||
| Pentair Plc |
5,899 | 269,997 | ||||||
| Quanta Services, Inc. |
1,254,606 | 66,318,473 | ||||||
| Raytheon Technologies Corp. |
2,634,165 | 151,569,854 | ||||||
| Regal Beloit Corp. |
1,511 | 141,838 | ||||||
| Republic Services, Inc. - Class A |
7,624 | 711,700 | ||||||
| Robert Half International, Inc. |
3,990 | 211,231 | ||||||
| Rockwell Automation, Inc. |
2,131 | 470,269 | ||||||
| Rollins, Inc. |
662 | 35,874 | ||||||
| Roper Technologies, Inc. |
3,238 | 1,279,366 | ||||||
| Ryder System, Inc. |
1,872 | 79,073 | ||||||
| Schneider National, Inc. - Class B |
2,107 | 52,106 | ||||||
| Sensata Technologies Holding Plc(1) |
5,514 | 237,874 | ||||||
| Snap-on, Inc. |
120,874 | 17,784,192 | ||||||
| Southwest Airlines Co. |
21,366 | 801,225 | ||||||
| Spirit AeroSystems Holdings, Inc. - Class A |
3,746 | 70,837 | ||||||
| Stanley Black & Decker, Inc. |
451,623 | 73,253,251 | ||||||
| Stericycle, Inc.(1) |
297,647 | 18,769,620 | ||||||
| Teledyne Technologies, Inc.(1) |
1,311 | 406,685 | ||||||
| Textron, Inc. |
104,740 | 3,780,067 | ||||||
| Timken Co. |
2,405 | 130,399 | ||||||
| Toro Co. |
378 | 31,733 | ||||||
| Trane Technologies Plc |
8,635 | 1,046,994 | ||||||
| TransDigm Group, Inc. |
1,453 | 690,349 | ||||||
| TransUnion |
604 | 50,815 | ||||||
| Trinity Industries, Inc. |
138,127 | 2,693,476 | ||||||
| Uber Technologies, Inc.(1) |
11,569 | 422,037 | ||||||
| Union Pacific Corp. |
523,772 | 103,114,994 | ||||||
| United Airlines Holdings, Inc.(1) |
10,372 | 360,427 | ||||||
| United Parcel Service, Inc. - Class B |
892,170 | 148,662,287 | ||||||
| United Rentals, Inc.(1) |
42,090 | 7,344,705 | ||||||
| Univar Solutions, Inc.(1) |
243,484 | 4,110,010 | ||||||
| Valmont Industries, Inc. |
749 | 93,011 | ||||||
| Virgin Galactic Holdings, Inc.(1) |
301 | 5,788 | ||||||
| Wabtec Corp. |
787,419 | 48,725,488 | ||||||
| Waste Management, Inc. |
13,271 | 1,501,879 | ||||||
| Watsco, Inc. |
1,164 | 271,084 | ||||||
| Woodward, Inc. |
1,988 | 159,358 | ||||||
| WW Grainger, Inc. |
423 | 150,914 | ||||||
| XPO Logistics, Inc.(1) |
3,083 | 261,007 | ||||||
| Xylem, Inc. |
6,394 | 537,863 | ||||||
|
|
|
|||||||
| Total Industrials |
|
2,148,733,619 | ||||||
|
|
|
|||||||
| Information Technology – 10.53% |
||||||||
| 2U, Inc.(1) |
1,773 | 60,034 | ||||||
| Accenture Plc - Class A |
315,868 | 71,383,009 | ||||||
| Advanced Micro Devices, Inc.(1) |
2,923 | 239,657 | ||||||
| Akamai Technologies, Inc.(1) |
1,006 | 111,203 | ||||||
| Alliance Data Systems Corp. |
1,672 | 70,191 | ||||||
| Amdocs Ltd. |
73,473 | 4,218,085 | ||||||
| Amphenol Corp. - Class A |
4,202 | 454,950 | ||||||
| Analog Devices, Inc. |
11,668 | 1,362,122 | ||||||
| Apple, Inc. |
333,776 | 38,654,599 | ||||||
| Applied Materials, Inc. |
535,013 | 31,806,523 | ||||||
| Arista Networks, Inc.(1) |
373 | 77,185 | ||||||
| Arrow Electronics, Inc.(1) |
77,287 | 6,079,395 | ||||||
| Aspen Technology, Inc.(1) |
164 | 20,761 | ||||||
| Autodesk, Inc.(1) |
2,668 | 616,335 | ||||||
| Automatic Data Processing, Inc. |
344,340 | 48,031,987 | ||||||
| Avnet, Inc. |
3,503 | 90,517 | ||||||
| Broadcom, Inc. |
209,824 | 76,443,080 | ||||||
| CACI International, Inc. - Class A(1) |
744 | 158,591 | ||||||
| CDK Global, Inc. |
3,800 | 165,642 | ||||||
| Ceridian HCM Holding, Inc.(1) |
1,127 | 93,147 | ||||||
| Ciena Corp.(1) |
63,342 | 2,514,044 | ||||||
| Cirrus Logic, Inc.(1) |
2,087 | 140,768 | ||||||
| Cisco Systems, Inc. |
3,068,546 | 120,870,027 | ||||||
| Citrix Systems, Inc. |
3,207 | 441,636 | ||||||
| Cognizant Technology Solutions Corp. - Class A |
852,038 | 59,148,478 | ||||||
| Coherent, Inc.(1) |
150 | 16,639 | ||||||
| CommScope Holding Co., Inc.(1) |
6,476 | 58,284 | ||||||
| Corning, Inc. |
156,729 | 5,079,587 | ||||||
| Cree, Inc.(1) |
3,868 | 246,546 | ||||||
| Crowdstrike Holdings, Inc. - Class A(1) |
1,508 | 207,079 | ||||||
| Dell Technologies, Inc. - Class C(1) |
84,384 | 5,711,953 | ||||||
| Dolby Laboratories, Inc. - Class A |
1,986 | 131,632 | ||||||
| DXC Technology Co. |
175,886 | 3,139,565 | ||||||
| EchoStar Corp. - Class A(1) |
1,718 | 42,761 | ||||||
| Entegris, Inc. |
306 | 22,748 | ||||||
| Euronet Worldwide, Inc.(1) |
1,796 | 163,616 | ||||||
| F5 Networks, Inc.(1) |
2,178 | 267,393 | ||||||
| Fidelity National Information Services, Inc. |
22,322 | 3,286,022 | ||||||
| FireEye, Inc.(1) |
6,062 | 74,835 | ||||||
| First Solar, Inc.(1) |
2,971 | 196,680 | ||||||
| Fiserv, Inc.(1) |
14,281 | 1,471,657 | ||||||
| FLIR Systems, Inc. |
4,661 | 167,097 | ||||||
| Genpact Ltd. |
4,096 | 159,539 | ||||||
| Global Payments, Inc. |
10,743 | 1,907,742 | ||||||
| Guidewire Software, Inc.(1) |
2,404 | 250,665 | ||||||
| Hewlett Packard Enterprise Co. |
518,137 | 4,854,944 | ||||||
| HP, Inc. |
349,021 | 6,627,909 | ||||||
| Intel Corp. |
660,624 | 34,207,111 | ||||||
| International Business Machines Corp. |
75,830 | 9,226,236 | ||||||
| IPG Photonics Corp.(1) |
1,185 | 201,414 | ||||||
| J2 Global, Inc.(1) |
53,680 | 3,715,730 | ||||||
| Jabil, Inc. |
4,255 | 145,776 | ||||||
| Jack Henry & Associates, Inc. |
591 | 96,091 | ||||||
| Jamf Holding Corp.(1) |
455 | 17,113 | ||||||
| Juniper Networks, Inc. |
11,749 | 252,603 | ||||||
| Keysight Technologies, Inc.(1) |
4,441 | 438,682 | ||||||
| Lam Research Corp. |
17,852 | 5,922,401 | ||||||
| Leidos Holdings, Inc. |
4,343 | 387,178 | ||||||
| Littelfuse, Inc. |
841 | 149,143 | ||||||
| Lumentum Holdings, Inc.(1) |
2,387 | 179,335 | ||||||
| Manhattan Associates, Inc.(1) |
244 | 23,300 | ||||||
| Marvell Technology Group Ltd. |
1,441,639 | 57,233,068 | ||||||
| Maxim Integrated Products, Inc. |
6,341 | 428,715 | ||||||
| Methode Electronics, Inc. |
96,320 | 2,745,120 | ||||||
| Microchip Technology, Inc. |
531,635 | 54,630,813 | ||||||
| Micron Technology, Inc.(1) |
40,147 | 1,885,303 | ||||||
| Microsoft Corp. |
613,287 | 128,992,655 | ||||||
| MKS Instruments, Inc. |
482 | 52,649 | ||||||
| Motorola Solutions, Inc. |
5,534 | 867,787 | ||||||
| National Instruments Corp. |
4,605 | 164,398 | ||||||
| NCR Corp.(1) |
4,543 | 100,582 | ||||||
| NetApp, Inc. |
3,624 | 158,876 | ||||||
| Nuance Communications, Inc.(1) |
10,047 | 333,460 | ||||||
| NXP Semiconductors NV |
570,223 | 71,169,533 | ||||||
| ON Semiconductor Corp.(1) |
14,502 | 314,548 | ||||||
| Oracle Corp. |
2,010,972 | 120,055,028 | ||||||
| Paychex, Inc. |
2,410 | 192,246 | ||||||
| Pegasystems, Inc. |
142 | 17,188 | ||||||
| Pure Storage, Inc. - Class A(1) |
3,685 | 56,712 |
| Qorvo, Inc.(1) |
4,136 | 533,585 | ||||||
| QUALCOMM, Inc. |
1,083,361 | 127,489,922 | ||||||
| RealPage, Inc.(1) |
396 | 22,825 | ||||||
| Sabre Corp. |
9,856 | 64,163 | ||||||
| Salesforce.com, Inc.(1) |
2,261 | 568,234 | ||||||
| Samsung Electronics Co. Ltd. |
1,597,279 | 79,295,578 | ||||||
| Science Applications International Corp. |
41,049 | 3,219,063 | ||||||
| Seagate Technology Plc |
119,013 | 5,863,770 | ||||||
| Skyworks Solutions, Inc. |
6,054 | 880,857 | ||||||
| SolarWinds Corp.(1) |
1,664 | 33,846 | ||||||
| SS&C Technologies Holdings, Inc. |
6,353 | 384,484 | ||||||
| SYNNEX Corp. |
1,484 | 207,849 | ||||||
| Synopsys, Inc.(1) |
385 | 82,382 | ||||||
| TE Connectivity Ltd. |
46,800 | 4,574,232 | ||||||
| Teradata Corp.(1) |
919 | 20,861 | ||||||
| Texas Instruments, Inc. |
572,564 | 81,756,414 | ||||||
| Trimble, Inc.(1) |
9,057 | 441,076 | ||||||
| Twilio, Inc. - Class A(1) |
815 | 201,378 | ||||||
| Ubiquiti, Inc. |
57 | 9,500 | ||||||
| VeriSign, Inc.(1) |
1,488 | 304,817 | ||||||
| ViaSat, Inc.(1) |
2,059 | 70,809 | ||||||
| Visa, Inc. - Class A |
369,450 | 73,878,916 | ||||||
| Western Digital Corp. |
55,388 | 2,024,431 | ||||||
| Western Union Co. |
171,904 | 3,683,903 | ||||||
| WEX, Inc.(1) |
1,414 | 196,504 | ||||||
| Xerox Holdings Corp. |
6,463 | 121,310 | ||||||
| Zebra Technologies Corp. - Class A(1) |
161 | 40,646 | ||||||
|
|
|
|||||||
| Total Information Technology |
|
1,377,669,008 | ||||||
|
|
|
|||||||
| Materials – 5.13% |
||||||||
| Air Products & Chemicals, Inc. |
208,913 | 62,226,826 | ||||||
| Akzo Nobel NV |
48,671 | 4,919,203 | ||||||
| Albemarle Corp. |
3,772 | 336,764 | ||||||
| Amcor Plc |
48,682 | 537,936 | ||||||
| AptarGroup, Inc. |
2,295 | 259,794 | ||||||
| Ardagh Group SA - Class A |
788 | 11,071 | ||||||
| Ashland Global Holdings, Inc. |
1,977 | 140,209 | ||||||
| Avery Dennison Corp. |
1,749 | 223,592 | ||||||
| Axalta Coating Systems Ltd.(1) |
7,527 | 166,874 | ||||||
| Ball Corp. |
730 | 60,678 | ||||||
| Berry Global Group, Inc.(1) |
91,432 | 4,417,994 | ||||||
| Cabot Corp. |
1,990 | 71,700 | ||||||
| Celanese Corp. - Class A |
518,767 | 55,741,514 | ||||||
| CF Industries Holdings, Inc. |
946,543 | 29,068,336 | ||||||
| Chemours Co. |
5,836 | 122,031 | ||||||
| Corteva, Inc. |
1,667,394 | 48,037,621 | ||||||
| Crown Holdings, Inc.(1) |
4,156 | 319,430 | ||||||
| Dow, Inc. |
26,795 | 1,260,705 | ||||||
| DowDuPont, Inc. |
2,427,562 | 134,681,140 | ||||||
| Eagle Materials, Inc. |
1,475 | 127,322 | ||||||
| Eastman Chemical Co. |
102,067 | 7,973,474 | ||||||
| Ecolab, Inc. |
396,774 | 79,291,316 | ||||||
| Element Solutions, Inc.(1) |
4,583,194 | 48,169,369 | ||||||
| FMC Corp. |
3,717 | 393,667 | ||||||
| Freeport-McMoRan, Inc. |
52,583 | 822,398 | ||||||
| Graphic Packaging Holding Co. |
456,714 | 6,435,100 | ||||||
| Huntsman Corp. |
129,999 | 2,887,278 | ||||||
| Ingevity Corp.(1) |
71,312 | 3,525,665 | ||||||
| International Flavors & Fragrances, Inc. |
3,824 | 468,249 | ||||||
| International Paper Co. |
839,200 | 34,021,168 | ||||||
| Linde Plc |
452,464 | 107,745,252 | ||||||
| LyondellBasell Industries NV - Class A |
125,983 | 8,880,542 | ||||||
| Martin Marietta Materials, Inc. |
2,222 | 522,970 | ||||||
| Mosaic Co. |
12,343 | 225,507 | ||||||
| NewMarket Corp. |
42 | 14,377 | ||||||
| Newmont Goldcorp Corp. |
28,972 | 1,838,273 | ||||||
| Nucor Corp. |
10,772 | 483,232 | ||||||
| Olin Corp. |
5,095 | 63,076 | ||||||
| Packaging Corp. of America |
3,348 | 365,099 | ||||||
| PPG Industries, Inc. |
48,100 | 5,872,048 | ||||||
| Reliance Steel & Aluminum Co. |
47,507 | 4,847,614 | ||||||
| Royal Gold, Inc. |
665 | 79,913 | ||||||
| RPM International, Inc. |
749 | 62,047 | ||||||
| Scotts Miracle-Gro Co. |
91 | 13,915 | ||||||
| Sealed Air Corp. |
106,293 | 4,125,231 | ||||||
| Silgan Holdings, Inc. |
2,810 | 103,324 | ||||||
| Sonoco Products Co. |
3,579 | 182,780 | ||||||
| Southern Copper Corp. |
2,948 | 133,456 | ||||||
| Steel Dynamics, Inc. |
7,243 | 207,367 | ||||||
| Valvoline, Inc. |
6,622 | 126,083 | ||||||
| Vulcan Materials Co. |
4,814 | 652,490 | ||||||
| Westlake Chemical Corp. |
1,211 | 76,559 | ||||||
| Westrock Co. |
222,391 | 7,725,863 | ||||||
| WR Grace & Co. |
1,289 | 51,934 | ||||||
|
|
|
|||||||
| Total Materials |
|
671,117,376 | ||||||
|
|
|
|||||||
| Real Estate – 3.34% |
||||||||
| Alexandria Real Estate Equities, Inc. |
4,477 | 716,320 | ||||||
| American Campus Communities, Inc. |
1,666,249 | 58,185,415 | ||||||
| American Homes 4 Rent - Class A |
9,276 | 264,180 | ||||||
| American Tower Corp. |
215,073 | 51,989,596 | ||||||
| Americold Realty Trust |
6,448 | 230,516 | ||||||
| Apartment Investment & Management Co. - Class A |
5,290 | 178,379 | ||||||
| Apple Hospitality REIT, Inc. |
7,490 | 71,979 | ||||||
| AvalonBay Communities, Inc. |
5,102 | 761,933 | ||||||
| Boston Properties, Inc. |
5,728 | 459,958 | ||||||
| Brandywine Realty Trust |
336,440 | 3,478,790 | ||||||
| Brixmor Property Group, Inc. |
10,586 | 123,750 | ||||||
| Camden Property Trust |
3,372 | 300,041 | ||||||
| CBRE Group, Inc. - Class A(1) |
12,159 | 571,108 | ||||||
| CoreSite Realty Corp. |
468 | 55,636 | ||||||
| Corporate Office Properties Trust |
4,012 | 95,165 | ||||||
| Cousins Properties, Inc. |
89,775 | 2,566,667 | ||||||
| Crown Castle International Corp. |
997 | 166,000 | ||||||
| CubeSmart |
6,903 | 223,036 | ||||||
| CyrusOne, Inc. |
4,250 | 297,627 | ||||||
| Digital Realty Trust, Inc. |
9,639 | 1,414,620 | ||||||
| Douglas Emmett, Inc. |
6,486 | 162,799 | ||||||
| Duke Realty Corp. |
13,168 | 485,899 | ||||||
| Empire State Realty Trust, Inc. - Class A |
5,226 | 31,983 | ||||||
| EPR Properties |
2,785 | 76,587 | ||||||
| Equity Commonwealth |
4,170 | 111,047 | ||||||
| Equity LifeStyle Properties, Inc. |
3,667 | 224,787 | ||||||
| Equity Residential |
429,684 | 22,055,680 | ||||||
| Essex Property Trust, Inc. |
2,347 | 471,254 | ||||||
| Extra Space Storage, Inc. |
1,334 | 142,725 | ||||||
| Federal Realty Investment Trust |
2,689 | 197,480 | ||||||
| First Industrial Realty Trust, Inc. |
4,510 | 179,498 | ||||||
| Gaming & Leisure Properties, Inc. |
91,338 | 3,373,112 | ||||||
| Healthcare Trust of America, Inc. - Class A |
7,767 | 201,942 | ||||||
| Healthpeak Properties, Inc. |
19,704 | 534,964 | ||||||
| Highwoods Properties, Inc. |
3,836 | 128,775 | ||||||
| Host Hotels & Resorts, Inc. |
247,163 | 2,666,889 | ||||||
| Howard Hughes Corp.(1) |
1,394 | 80,294 | ||||||
| Hudson Pacific Properties, Inc. |
5,367 | 117,698 | ||||||
| Invitation Homes, Inc. |
20,194 | 565,230 | ||||||
| Iron Mountain, Inc. |
139,685 | 3,742,161 | ||||||
| JBG SMITH Properties |
4,352 | 116,372 | ||||||
| Jones Lang LaSalle, Inc. |
1,840 | 176,014 | ||||||
| Kilroy Realty Corp. |
4,105 | 213,296 | ||||||
| Kimco Realty Corp. |
14,760 | 166,198 | ||||||
| Lamar Advertising Co. - Class A |
3,071 | 203,208 | ||||||
| Life Storage, Inc. |
1,666 | 175,380 | ||||||
| Medical Properties Trust, Inc. |
224,396 | 3,956,101 | ||||||
| MGM Growth Properties LLC - Class A |
2,491,611 | 69,715,276 | ||||||
| Mid-America Apartment Communities, Inc. |
4,071 | 472,032 | ||||||
| National Retail Properties, Inc. |
6,120 | 211,201 | ||||||
| Office Properties Income Trust |
104,183 | 2,158,672 | ||||||
| Omega Healthcare Investors, Inc. |
8,040 | 240,718 | ||||||
| Outfront Media, Inc. |
5,166 | 75,165 | ||||||
| Paramount Group, Inc. |
6,761 | 47,868 | ||||||
| Park Hotels & Resorts, Inc. |
8,555 | 85,464 | ||||||
| Prologis, Inc. |
26,569 | 2,673,373 | ||||||
| Public Storage |
281,098 | 62,606,147 | ||||||
| Rayonier, Inc. |
683,775 | 18,079,011 | ||||||
| Realty Income Corp. |
12,474 | 757,795 | ||||||
| Regency Centers Corp. |
6,022 | 228,956 | ||||||
| Rexford Industrial Realty, Inc. |
4,456 | 203,907 | ||||||
| SBA Communications Corp. - Class A |
3,456 | 1,100,667 | ||||||
| Simon Property Group, Inc. |
2,317 | 149,864 | ||||||
| SL Green Realty Corp. |
292,369 | 13,557,151 | ||||||
| Spirit Realty Capital, Inc. |
3,675 | 124,031 | ||||||
| STORE Capital Corp. |
8,465 | 232,195 | ||||||
| Sun Communities, Inc. |
3,455 | 485,808 | ||||||
| Taubman Centers, Inc. |
2,144 | 71,374 | ||||||
| UDR, Inc. |
10,723 | 349,677 | ||||||
| Ventas, Inc. |
13,344 | 559,914 | ||||||
| VEREIT, Inc. |
556,061 | 3,614,397 | ||||||
| VICI Properties, Inc. |
2,321,804 | 54,260,559 | ||||||
| Vornado Realty Trust |
6,270 | 211,362 | ||||||
| Weingarten Realty Investors |
4,334 | 73,505 | ||||||
| Welltower, Inc. |
40,931 | 2,254,889 | ||||||
| Weyerhaeuser Co. |
1,384,133 | 39,475,473 | ||||||
| WP Carey, Inc. |
6,204 | 404,253 | ||||||
|
|
|
|||||||
| Total Real Estate |
|
437,188,793 | ||||||
|
|
|
|||||||
| Utilities – 2.36% |
||||||||
| AES Corp. |
23,631 | 427,957 | ||||||
| Alliant Energy Corp. |
8,929 | 461,183 | ||||||
| Ameren Corp. |
115,382 | 9,124,409 | ||||||
| American Electric Power Co., Inc. |
17,916 | 1,464,275 | ||||||
| American Water Works Co., Inc. |
6,557 | 949,978 | ||||||
| Atmos Energy Corp. |
4,444 | 424,802 | ||||||
| Avangrid, Inc. |
2,025 | 102,181 | ||||||
| CenterPoint Energy, Inc. |
18,005 | 348,397 | ||||||
| CMS Energy Corp. |
10,213 | 627,180 | ||||||
| Consolidated Edison, Inc. |
11,980 | 932,044 | ||||||
| Dominion Energy, Inc. |
30,267 | 2,388,974 | ||||||
| DTE Energy Co. |
6,956 | 800,218 | ||||||
| Duke Energy Corp. |
57,709 | 5,110,709 | ||||||
| Edison International |
1,150,810 | 58,507,180 | ||||||
| Entergy Corp. |
7,182 | 707,642 | ||||||
| Essential Utilities, Inc. |
7,994 | 321,758 | ||||||
| Evergy, Inc. |
8,091 | 411,185 | ||||||
| Eversource Energy |
12,317 | 1,029,085 | ||||||
| Exelon Corp. |
1,364,216 | 48,784,364 | ||||||
| FirstEnergy Corp. |
19,379 | 556,371 | ||||||
| Hawaiian Electric Industries, Inc. |
3,823 | 127,077 | ||||||
| IDACORP, Inc. |
1,800 | 143,820 | ||||||
| MDU Resources Group, Inc. |
240,495 | 5,411,138 | ||||||
| National Fuel Gas Co. |
102,227 | 4,149,394 | ||||||
| NextEra Energy, Inc. |
78,466 | 21,779,023 | ||||||
| NiSource, Inc. |
1,739,511 | 38,269,242 | ||||||
| NRG Energy, Inc. |
191,624 | 5,890,522 | ||||||
| OGE Energy Corp. |
7,141 | 214,159 | ||||||
| PG&E Corp.(1) |
46,695 | 438,466 | ||||||
| Pinnacle West Capital Corp. |
4,022 | 299,840 | ||||||
| PPL Corp. |
254,352 | 6,920,918 | ||||||
| Public Service Enterprise Group, Inc. |
114,621 | 6,293,839 | ||||||
| Sempra Energy |
154,214 | 18,252,769 | ||||||
| Southern Co. |
1,107,526 | 60,050,060 | ||||||
| UGI Corp. |
7,433 | 245,140 | ||||||
| Vistra Corp. |
244,317 | 4,607,819 | ||||||
| WEC Energy Group, Inc. |
11,415 | 1,106,114 | ||||||
| Xcel Energy, Inc. |
18,957 | 1,308,223 | ||||||
|
|
|
|||||||
| Total Utilities |
|
308,987,455 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $10,829,140,555) |
|
12,663,307,896 | ||||||
|
|
|
|||||||
| CONVERTIBLE PREFERRED STOCKS – 0.32% |
||||||||
| Healthcare – 0.07% |
||||||||
| Becton Dickinson & Co., 6.00% |
183,415 | 9,656,800 | ||||||
|
|
|
|||||||
| Total Healthcare |
|
9,656,800 | ||||||
|
|
|
|||||||
| Utilities – 0.25% |
||||||||
| NextEra Energy, Inc., 5.28% |
152,671 | 7,126,682 | ||||||
| Sempra Energy, 6.00% |
120,261 | 11,839,696 | ||||||
| Sempra Energy, 6.75% |
35,061 | 3,436,329 | ||||||
| Southern Co., 6.75% |
205,147 | 9,547,541 | ||||||
|
|
|
|||||||
| Total Utilities |
|
31,950,248 | ||||||
|
|
|
|||||||
| Total Convertible Preferred Stocks (Cost: $41,164,617) |
|
41,607,048 | ||||||
|
|
|
|||||||
| PREFERRED STOCKS – 0.09% |
||||||||
| Consumer Discretionary – 0.09% |
||||||||
| Volkswagen AG |
76,830 | 12,362,810 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
12,362,810 | ||||||
|
|
|
|||||||
| Total Preferred Stocks (Cost: $12,320,680) |
|
12,362,810 | ||||||
|
|
|
|||||||
| WARRANTS – 0.00%(2) |
||||||||
| Energy – 0.00%(2) |
||||||||
| Occidental Petroleum Corp., expires 08/03/2027(1) |
54,746 | 164,238 | ||||||
|
|
|
|||||||
| Total Energy |
|
164,238 | ||||||
|
|
|
|||||||
| Total Warrants (Cost: $270,993) |
|
164,238 | ||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| BONDS & NOTES – 0.04% |
||||||||
| Convertible Securities – 0.04% |
||||||||
| Financials – 0.04% |
||||||||
| AXA SA |
||||||||
| 7.25%, 05/15/2021(3) |
5,500,000 | 4,798,750 | ||||||
|
|
|
|||||||
| Total Financials |
|
4,798,750 | ||||||
|
|
|
|||||||
| Total Convertible Securities (Cost: $5,153,132) |
4,798,750 | |||||||
|
|
|
|||||||
| Total Bonds & Notes (Cost: $5,153,132) |
|
4,798,750 | ||||||
|
|
|
|||||||
| Shares | Value | |||||||
| SHORT-TERM INVESTMENTS – 2.83% |
||||||||
| Money Market Funds – 2.54% |
||||||||
| Goldman Sachs Financial Square Government Fund - Class I, 0.00%(4) |
331,780,881 | 331,780,881 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $331,780,881) |
331,780,881 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.29% |
||||||||
| ANZ, London, 0.01% due 10/01/2020 |
$ | 14,069,027 | 14,069,027 | |||||
| BNP Paribas, Paris, 0.01% due 10/01/2020 |
2,065,452 | 2,065,452 | ||||||
| Citibank, London, -0.69% due 10/01/2020 |
EUR | 623,023 | 730,464 | |||||
| Citibank, London, 0.01% due 10/01/2020 |
GBP | 48,365 | 62,408 | |||||
| Citibank, New York, 0.01% due 10/01/2020 |
$ | 2,814,510 | 2,814,510 | |||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2020 |
18,885,535 | 18,885,535 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $38,627,396) |
38,627,396 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $370,408,277) |
|
370,408,277 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 100.10% (Cost: $11,258,458,254) |
13,092,649,019 | |||||||
|
|
|
|||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS – (0.10)% |
(13,352,851 | ) | ||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 13,079,296,168 | ||||||
|
|
|
|||||||
Percentages are stated as a percent of net assets.
Principal amounts are denominated in the currency in which the security was purchased.
ADR American Depositary Receipt
REIT Real Estate Investment Trust
EUR Euro
GBP Pound sterling
| (1) | Non-income producing security. |
| (2) | Amount calculated is less than 0.005%. |
| (3) | Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of the security totals $4,798,750, which represents 0.04% of total net assets. |
| (4) | Represents annualized seven-day yield as of the close of the reporting period. |
The accompanying notes are an integral part of this Schedule of Investments.
Bridge Builder Small/Mid Cap Growth Fund
Schedule of Investments
September 30, 2020 (Unaudited)
| Shares | Value | |||||||
| COMMON STOCKS – 97.95% |
||||||||
| Communication Services – 4.24% |
||||||||
| Altice USA, Inc. - Class A(1) |
26,025 | $ | 676,650 | |||||
| AMC Networks, Inc. - Class A(1) |
7,725 | 190,885 | ||||||
| Anterix, Inc.(1) |
5,218 | 170,681 | ||||||
| ATN International, Inc. |
325 | 16,295 | ||||||
| Bandwidth, Inc. - Class A(1) |
9,239 | 1,612,852 | ||||||
| Boingo Wireless, Inc.(1) |
21,428 | 218,458 | ||||||
| Cable One, Inc. |
455 | 857,871 | ||||||
| Cardlytics, Inc.(1) |
12,598 | 889,041 | ||||||
| Cargurus, Inc. - Class A(1) |
41,539 | 898,489 | ||||||
| Central European Media Enterprises Ltd. - Class A(1) |
20,195 | 84,617 | ||||||
| Cincinnati Bell, Inc.(1) |
7,659 | 114,885 | ||||||
| Cogent Communications Holdings, Inc. |
20,445 | 1,227,722 | ||||||
| Consolidated Communications Holdings, Inc.(1) |
3,750 | 21,337 | ||||||
| Daily Journal Corp.(1) |
434 | 105,028 | ||||||
| Electronic Arts, Inc.(1) |
34,952 | 4,558,090 | ||||||
| Eventbrite, Inc. - Class A(1) |
30,139 | 327,008 | ||||||
| EverQuote, Inc. - Class A(1) |
6,889 | 266,191 | ||||||
| Glu Mobile, Inc.(1) |
70,363 | 540,036 | ||||||
| Gogo, Inc.(1) |
25,574 | 236,304 | ||||||
| Gray Television, Inc.(1) |
12,361 | 170,211 | ||||||
| IAC/InterActiveCorp(1) |
44,001 | 5,270,440 | ||||||
| IDT Corp. - Class B(1) |
5,336 | 35,111 | ||||||
| Iridium Communications, Inc.(1) |
289,303 | 7,400,371 | ||||||
| John Wiley & Sons, Inc. - Class A |
515,936 | 16,360,331 | ||||||
| Liberty Media Corp.-Liberty Braves - Class A(1) |
3,206 | 66,941 | ||||||
| Liberty Media Corp.-Liberty Braves - Class C(1) |
10,682 | 224,429 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class A(1) |
727 | 24,115 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class C(1) |
1,751 | 57,923 | ||||||
| Live Nation Entertainment, Inc.(1) |
107,067 | 5,768,770 | ||||||
| LiveXLive Media, Inc.(1) |
2,538 | 6,586 | ||||||
| Loral Space & Communications, Inc. |
1,455 | 26,627 | ||||||
| Match Group, Inc.(1) |
332,548 | 36,796,436 | ||||||
| Meredith Corp. |
9,453 | 124,023 | ||||||
| New York Times Co. - Class A |
595,191 | 25,468,223 | ||||||
| Nexstar Media Group, Inc. - Class A |
2,517 | 226,354 | ||||||
| Ooma, Inc.(1) |
10,439 | 136,229 | ||||||
| ORBCOMM, Inc.(1) |
5,267 | 17,908 | ||||||
| Pinterest, Inc. - Class A(1) |
28,382 | 1,178,137 | ||||||
| QuinStreet, Inc.(1) |
7,265 | 115,078 | ||||||
| Roku, Inc. - Class A(1) |
114,708 | 21,656,870 | ||||||
| Shenandoah Telecommunications Co. |
23,191 | 1,030,492 | ||||||
| Sirius XM Holdings, Inc. |
60,118 | 322,232 | ||||||
| Spotify Technology SA(1) |
11,147 | 2,703,928 | ||||||
| Take-Two Interactive Software, Inc.(1) |
148,833 | 24,590,188 | ||||||
| TechTarget, Inc.(1) |
11,270 | 495,429 | ||||||
| Vonage Holdings Corp.(1) |
62,466 | 639,027 | ||||||
| WideOpenWest, Inc.(1) |
11,780 | 61,138 | ||||||
| World Wrestling Entertainment, Inc. - Class A |
3,858 | 156,133 | ||||||
| Yelp, Inc. - Class A(1) |
6,576 | 132,112 | ||||||
| Zillow Group, Inc. - Class A(1) |
588 | 59,706 | ||||||
| Zillow Group, Inc. - Class C(1) |
1,257 | 127,699 | ||||||
| Zynga, Inc. - Class A(1) |
4,799,387 | 43,770,409 | ||||||
|
|
|
|||||||
| Total Communication Services |
|
208,232,046 | ||||||
|
|
|
|||||||
| Consumer Discretionary – 10.90% |
||||||||
| 1-800-Flowers.com, Inc. - Class A(1) |
11,928 | 297,484 | ||||||
| Aaron’s, Inc. |
135,719 | 7,688,481 | ||||||
| Accel Entertainment, Inc. - Class A(1) |
21,148 | 226,495 | ||||||
| Acushnet Holdings Corp. |
3,906 | 131,281 | ||||||
| Advance Auto Parts, Inc. |
224,000 | 34,384,000 | ||||||
| America’s Car-Mart, Inc.(1) |
2,369 | 201,081 | ||||||
| Aptiv Plc |
194,046 | 17,790,137 | ||||||
| Asbury Automotive Group, Inc.(1) |
3,582 | 349,066 | ||||||
| Aspen Group, Inc.(1) |
9,028 | 100,843 | ||||||
| AutoZone, Inc.(1) |
1,175 | 1,383,727 | ||||||
| Best Buy Co., Inc. |
3,510 | 390,628 | ||||||
| Big Lots, Inc. |
1,404 | 62,618 | ||||||
| Bloomin’ Brands, Inc. |
42,145 | 643,554 | ||||||
| Boot Barn Holdings, Inc.(1) |
12,471 | 350,934 | ||||||
| Bright Horizons Family Solutions, Inc.(1) |
78,796 | 11,980,144 | ||||||
| Brinker International, Inc. |
14,318 | 611,665 | ||||||
| Burlington Stores, Inc.(1) |
134,972 | 27,816,379 | ||||||
| Caesars Entertainment, Inc.(1) |
39,291 | 2,202,653 | ||||||
| Camping World Holdings, Inc. - Class A |
15,801 | 470,080 | ||||||
| CarMax, Inc.(1) |
1,036 | 95,219 | ||||||
| CarParts.com, Inc.(1) |
9,648 | 104,295 | ||||||
| Carvana Co. - Class A(1) |
4,640 | 1,034,998 | ||||||
| Casper Sleep, Inc.(1) |
2,735 | 19,665 | ||||||
| Cavco Industries, Inc.(1) |
4,412 | 795,528 | ||||||
| Chegg, Inc.(1) |
425,877 | 30,424,653 | ||||||
| Chewy, Inc. - Class A(1) |
136,144 | 7,464,776 | ||||||
| Children’s Place, Inc. |
4,727 | 134,010 | ||||||
| Chipotle Mexican Grill, Inc. - Class A(1) |
23,764 | 29,555,524 | ||||||
| Churchill Downs, Inc. |
18,309 | 2,999,380 | ||||||
| Clarus Corp. |
985 | 13,908 | ||||||
| Collectors Universe, Inc. |
3,957 | 195,832 | ||||||
| Core-Mark Holding Co., Inc. |
20,026 | 579,352 | ||||||
| Cracker Barrel Old Country Store, Inc. |
4,870 | 558,394 | ||||||
| Crocs, Inc.(1) |
32,146 | 1,373,599 | ||||||
| Dave & Buster’s Entertainment, Inc. |
7,589 | 115,049 | ||||||
| Deckers Outdoor Corp.(1) |
13,470 | 2,963,535 | ||||||
| Denny’s Corp.(1) |
19,340 | 193,400 | ||||||
| Dine Brands Global, Inc. |
527 | 28,769 | ||||||
| Dollar Tree, Inc.(1) |
55,398 | 5,060,053 | ||||||
| Domino’s Pizza, Inc. |
20,400 | 8,675,712 | ||||||
| Dorman Products, Inc.(1) |
12,829 | 1,159,485 | ||||||
| Dunkin’ Brands Group, Inc. |
273,446 | 22,397,962 | ||||||
| El Pollo Loco Holdings, Inc.(1) |
747 | 12,101 | ||||||
| Envela Corp.(1) |
3,890 | 16,688 | ||||||
| Etsy, Inc.(1) |
10,048 | 1,222,138 | ||||||
| Everi Holdings, Inc.(1) |
13,611 | 112,291 | ||||||
| Expedia Group, Inc. |
1,265 | 115,988 | ||||||
| Five Below, Inc.(1) |
4,648 | 590,296 | ||||||
| Floor & Decor Holdings, Inc. - Class A(1) |
86,434 | 6,465,263 | ||||||
| Fox Factory Holding Corp.(1) |
96,467 | 7,170,392 | ||||||
| Franchise Group, Inc. |
1,301 | 32,993 | ||||||
| Frontdoor, Inc.(1) |
1,281 | 49,844 | ||||||
| GAN Ltd.(1) |
2,650 | 44,785 | ||||||
| Garmin Ltd. |
24,920 | 2,363,911 | ||||||
| Gentherm, Inc.(1) |
310,891 | 12,715,442 | ||||||
| Golden Entertainment, Inc.(1) |
3,413 | 47,202 | ||||||
| GoPro, Inc. - Class A(1) |
55,490 | 251,370 | ||||||
| Greenlane Holdings, Inc. - Class A(1) |
4,966 | 11,124 | ||||||
| GrowGeneration Corp.(1) |
17,270 | 275,975 | ||||||
| GrubHub, Inc.(1) |
772 | 55,839 | ||||||
| H&R Block, Inc. |
11,422 | 186,064 | ||||||
| Hamilton Beach Brands Holding Co. - Class A |
1,122 | 21,823 | ||||||
| Helen of Troy Ltd.(1) |
96,006 | 18,579,081 | ||||||
| Hilton Grand Vacations, Inc.(1) |
40,973 | 859,614 | ||||||
| Hooker Furniture Corp. |
331 | 8,550 | ||||||
| Installed Building Products, Inc.(1) |
11,001 | 1,119,352 | ||||||
| iRobot Corp.(1) |
13,287 | 1,008,483 | ||||||
| Jack in the Box, Inc. |
1,192 | 94,538 | ||||||
| Johnson Outdoors, Inc. - Class A |
1,242 | 101,707 | ||||||
| KB Home |
6,261 | 240,360 | ||||||
| LCI Industries |
11,857 | 1,260,281 | ||||||
| Legacy Housing Corp.(1) |
842 | 11,519 | ||||||
| LGI Homes, Inc.(1) |
10,733 | 1,246,853 | ||||||
| Lindblad Expeditions Holdings, Inc.(1) |
12,277 | 104,477 | ||||||
| Lithia Motors, Inc. - Class A |
5,252 | 1,197,141 | ||||||
| Lovesac Co.(1) |
4,727 | 130,985 | ||||||
| Lululemon Athletica, Inc.(1) |
40,305 | 13,275,258 | ||||||
| Lumber Liquidators Holdings, Inc.(1) |
1,618 | 35,677 | ||||||
| Magnite, Inc.(1) |
29,148 | 202,433 |
| Malibu Boats, Inc. - Class A(1) |
9,885 | 489,901 | ||||||
| Marine Products Corp. |
3,199 | 50,032 | ||||||
| Marriott Vacations Worldwide Corp. |
2,529 | 229,658 | ||||||
| MasterCraft Boat Holdings, Inc.(1) |
8,626 | 150,869 | ||||||
| Mattel, Inc.(1) |
17,377 | 203,311 | ||||||
| MercadoLibre, Inc.(1) |
3,997 | 4,326,673 | ||||||
| Meritage Homes Corp.(1) |
986 | 108,845 | ||||||
| Monarch Casino & Resort, Inc.(1) |
4,267 | 190,308 | ||||||
| Monro, Inc. |
7,783 | 315,756 | ||||||
| Motorcar Parts of America, Inc.(1) |
1,214 | 18,890 | ||||||
| Murphy USA, Inc.(1) |
13,274 | 1,702,656 | ||||||
| National Vision Holdings, Inc.(1) |
287,972 | 11,012,049 | ||||||
| Noodles & Co. - Class A(1) |
6,834 | 46,950 | ||||||
| NVR, Inc.(1) |
29 | 118,410 | ||||||
| Ollie’s Bargain Outlet Holdings, Inc.(1) |
466,824 | 40,777,076 | ||||||
| OneWater Marine, Inc. - Class A(1) |
2,501 | 51,245 | ||||||
| O’Reilly Automotive, Inc.(1) |
6,232 | 2,873,451 | ||||||
| Overstock.com, Inc.(1) |
16,811 | 1,221,319 | ||||||
| Papa John’s International, Inc. |
13,402 | 1,102,717 | ||||||
| Peloton Interactive, Inc. - Class A(1) |
232,153 | 23,038,864 | ||||||
| Penn National Gaming, Inc.(1) |
36,714 | 2,669,108 | ||||||
| Perdoceo Education Corp.(1) |
32,988 | 403,773 | ||||||
| PetMed Express, Inc. |
9,309 | 294,351 | ||||||
| Planet Fitness, Inc. - Class A(1) |
3,904 | 240,564 | ||||||
| PlayAGS, Inc.(1) |
3,057 | 10,822 | ||||||
| Polaris Industries, Inc. |
526 | 49,623 | ||||||
| Pool Corp. |
13,095 | 4,380,801 | ||||||
| Purple Innovation, Inc. - Class A(1) |
10,643 | 264,585 | ||||||
| Quotient Technology, Inc.(1) |
24,017 | 177,245 | ||||||
| RealReal, Inc.(1) |
30,005 | 434,172 | ||||||
| Red Rock Resorts, Inc. - Class A |
23,520 | 402,192 | ||||||
| Rent-A-Center, Inc. |
20,692 | 618,484 | ||||||
| RH(1) |
7,486 | 2,864,293 | ||||||
| Ruth’s Hospitality Group, Inc. |
15,573 | 172,237 | ||||||
| Scientific Games Corp.(1) |
19,717 | 688,320 | ||||||
| SeaWorld Entertainment, Inc.(1) |
10,626 | 209,545 | ||||||
| Shake Shack, Inc. - Class A(1) |
16,904 | 1,089,970 | ||||||
| Shutterstock, Inc. |
10,521 | 547,513 | ||||||
| Skyline Champion Corp.(1) |
25,296 | 677,174 | ||||||
| Sleep Number Corp.(1) |
4,997 | 244,403 | ||||||
| Sonos, Inc.(1) |
38,811 | 589,151 | ||||||
| Sportsman’s Warehouse Holdings, Inc.(1) |
20,589 | 294,629 | ||||||
| Stamps.com, Inc.(1) |
8,159 | 1,965,911 | ||||||
| Standard Motor Products, Inc. |
1,491 | 66,573 | ||||||
| Steven Madden Ltd. |
570,501 | 11,124,770 | ||||||
| Stitch Fix, Inc. - Class A(1) |
22,900 | 621,277 | ||||||
| Strategic Education, Inc. |
11,600 | 1,061,052 | ||||||
| Sturm Ruger & Co., Inc. |
7,138 | 436,560 | ||||||
| Superior Group of Companies, Inc. |
1,138 | 26,436 | ||||||
| Taylor Morrison Home Corp. - Class A(1) |
5,835 | 143,483 | ||||||
| Tempur Sealy International, Inc.(1) |
2,953 | 263,378 | ||||||
| Texas Roadhouse, Inc. - Class A |
200,269 | 12,174,353 | ||||||
| TopBuild Corp.(1) |
15,927 | 2,718,580 | ||||||
| Tractor Supply Co. |
252,839 | 36,241,942 | ||||||
| Twin River Worldwide Holdings, Inc. |
8,616 | 226,342 | ||||||
| Ulta Beauty, Inc.(1) |
186,306 | 41,728,818 | ||||||
| Universal Electronics, Inc.(1) |
5,633 | 212,589 | ||||||
| Universal Technical Institute, Inc.(1) |
13,066 | 66,375 | ||||||
| Vail Resorts, Inc. |
260 | 55,632 | ||||||
| VF Corp. |
1,631 | 114,578 | ||||||
| Visteon Corp.(1) |
13,337 | 923,187 | ||||||
| Vivint Smart Home, Inc.(1) |
7,255 | 123,915 | ||||||
| Vroom, Inc.(1) |
1,658 | 85,851 | ||||||
| Waitr Holdings, Inc.(1) |
41,313 | 133,028 | ||||||
| Wayfair, Inc. - Class A(1) |
50,026 | 14,558,066 | ||||||
| Wendy’s Co. |
15,172 | 338,260 | ||||||
| Williams-Sonoma, Inc. |
1,076 | 97,313 | ||||||
| Wingstop, Inc. |
55,007 | 7,516,707 | ||||||
| Winmark Corp. |
373 | 64,223 | ||||||
| Winnebago Industries, Inc. |
14,987 | 774,378 |
| WW International, Inc.(1) |
5,545 | 104,634 | ||||||
| Wynn Resorts Ltd. |
2,033 | 145,990 | ||||||
| XPEL, Inc.(1) |
8,085 | 210,857 | ||||||
| YETI Holdings, Inc.(1) |
38,500 | 1,744,820 | ||||||
| Yum China Holdings, Inc. |
2,355 | 124,697 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
535,808,696 | ||||||
|
|
|
|||||||
| Consumer Staples – 4.34% |
||||||||
| Albertsons Companies, Inc. - Class A(1) |
1,450 | 20,083 | ||||||
| B&G Foods, Inc. |
26,970 | 748,957 | ||||||
| Beyond Meat Inc.(1) |
49,054 | 8,145,907 | ||||||
| BJ’s Wholesale Club Holdings, Inc.(1) |
65,920 | 2,738,976 | ||||||
| Boston Beer, Inc. - Class A(1) |
5,671 | 5,009,535 | ||||||
| Bridgford Foods Corp.(1) |
749 | 13,714 | ||||||
| Brown-Forman Corp. - Class A |
3,291 | 226,026 | ||||||
| Brown-Forman Corp. - Class B |
138,081 | 10,400,261 | ||||||
| Calavo Growers, Inc. |
172,918 | 11,459,276 | ||||||
| Cal-Maine Foods, Inc.(1) |
5,043 | 193,500 | ||||||
| Campbell Soup Co. |
207,404 | 10,032,131 | ||||||
| Celsius Holdings, Inc.(1) |
16,576 | 376,441 | ||||||
| Central Garden & Pet Co. - Class A(1) |
1,508 | 60,214 | ||||||
| Central Garden & Pet Co. - Class A(1) |
5,735 | 207,263 | ||||||
| Church & Dwight Co., Inc. |
110,938 | 10,396,000 | ||||||
| Clorox Co. |
7,616 | 1,600,655 | ||||||
| Coca-Cola Consolidated, Inc. |
2,262 | 544,418 | ||||||
| Craft Brew Alliance, Inc.(1) |
363 | 5,990 | ||||||
| elf Beauty, Inc.(1) |
21,666 | 398,004 | ||||||
| Energizer Holdings, Inc. |
4,202 | 164,466 | ||||||
| Freshpet, Inc.(1) |
18,664 | 2,083,836 | ||||||
| Grocery Outlet Holding Corp.(1) |
3,261 | 128,223 | ||||||
| Herbalife Nutrition Ltd.(1) |
1,030 | 48,050 | ||||||
| Hershey Co. |
251,698 | 36,078,391 | ||||||
| Hostess Brands, Inc. - Class A(1) |
26,668 | 328,816 | ||||||
| Inter Parfums, Inc. |
8,654 | 323,227 | ||||||
| J&J Snack Foods Corp. |
1,920 | 250,349 | ||||||
| J.M. Smucker Co. |
296,500 | 34,251,680 | ||||||
| John B Sanfilippo & Son, Inc. |
4,209 | 317,274 | ||||||
| Kellogg Co. |
7,242 | 467,761 | ||||||
| Lamb Weston Holdings, Inc. |
464,327 | 30,770,950 | ||||||
| Lancaster Colony Corp. |
9,138 | 1,633,874 | ||||||
| LifeVantage Corp.(1) |
6,463 | 78,008 | ||||||
| Limoneira Co. |
1,961 | 28,042 | ||||||
| McCormick & Co., Inc. |
5,905 | 1,146,161 | ||||||
| Medifast, Inc. |
5,440 | 894,608 | ||||||
| MGP Ingredients, Inc. |
4,511 | 179,267 | ||||||
| Molson Coors Brewing Co. - Class B |
317,500 | 10,655,300 | ||||||
| Monster Beverage Corp.(1) |
56,739 | 4,550,468 | ||||||
| National Beverage Corp.(1) |
5,715 | 388,677 | ||||||
| Natural Grocers by Vitamin Cottage, Inc. |
3,085 | 30,418 | ||||||
| NewAge, Inc.(1) |
20,811 | 36,003 | ||||||
| Pilgrim’s Pride Corp.(1) |
1,262 | 18,886 | ||||||
| PriceSmart, Inc. |
746 | 49,572 | ||||||
| Revlon, Inc. - Class A(1) |
114 | 720 | ||||||
| Reynolds Consumer Products, Inc. |
1,174 | 35,948 | ||||||
| Sanderson Farms, Inc. |
7,526 | 887,842 | ||||||
| Sprouts Farmers Market, Inc.(1) |
8,396 | 175,728 | ||||||
| Tootsie Roll Industries, Inc. |
6,403 | 197,853 | ||||||
| TreeHouse Foods, Inc.(1) |
336,000 | 13,618,080 | ||||||
| Turning Point Brands, Inc. |
5,680 | 158,472 | ||||||
| USANA Health Sciences, Inc.(1) |
5,550 | 408,758 | ||||||
| Vector Group Ltd. |
7,204 | 69,807 | ||||||
| Veru, Inc.(1) |
27,192 | 71,243 | ||||||
| Vital Farms, Inc.(1) |
2,063 | 83,613 | ||||||
| WD-40 Co. |
54,267 | 10,273,286 | ||||||
|
|
|
|||||||
| Total Consumer Staples |
|
213,461,008 | ||||||
|
|
|
|||||||
| Energy – 0.25% |
||||||||
| Ardmore Shipping Corp. |
2,471 | 8,797 | ||||||
| Aspen Aerogels, Inc.(1) |
1,296 | 14,191 | ||||||
| Cabot Oil & Gas Corp. |
132,514 | 2,300,443 | ||||||
| Cactus, Inc. - Class A |
10,409 | 199,749 | ||||||
| ChampionX Corp.(1) |
980,773 | 7,836,376 | ||||||
| Cheniere Energy, Inc.(1) |
19,684 | 910,779 | ||||||
| Contango Oil & Gas Co.(1) |
8,334 | 11,168 | ||||||
| DMC Global, Inc. |
3,201 | 105,441 | ||||||
| Dorian LPG Ltd.(1) |
2,643 | 21,170 | ||||||
| Equitrans Midstream Corp. |
3,200 | 27,072 | ||||||
| Goodrich Petroleum Corp.(1) |
2,717 | 20,894 | ||||||
| Magnolia Oil & Gas Corp. - Class A(1) |
53,883 | 278,575 | ||||||
| NextDecade Corp.(1) |
828 | 2,468 | ||||||
| Parsley Energy, Inc. - Class A |
79,212 | 741,424 | ||||||
| Uranium Energy Corp.(1) |
36,141 | 36,025 | ||||||
|
|
|
|||||||
| Total Energy |
|
12,514,572 | ||||||
|
|
|
|||||||
| Financials – 7.90% |
||||||||
| Alleghany Corp. |
112 | 58,290 | ||||||
| Altabancorp |
548 | 11,026 | ||||||
| Apollo Global Management, Inc. - Class A |
7,162 | 320,499 | ||||||
| Ares Management Corp. - Class A |
8,313 | 336,011 | ||||||
| Argo Group International Holdings Ltd. |
278,137 | 9,576,257 | ||||||
| Arthur J. Gallagher & Co. |
370,500 | 39,117,390 | ||||||
| Artisan Partners Asset Management, Inc. - Class A |
10,870 | 423,821 | ||||||
| Assetmark Financial Holdings, Inc.(1) |
3,242 | 70,481 | ||||||
| Atlanticus Holdings Corp.(1) |
2,795 | 33,261 | ||||||
| Axis Capital Holdings Ltd. |
640 | 28,186 | ||||||
| Axos Financial, Inc.(1) |
2,096 | 48,858 | ||||||
| Bank First Corp. |
2,851 | 167,354 | ||||||
| Bank7 Corp. |
211 | 1,983 | ||||||
| BayCom Corp.(1) |
1,580 | 16,274 | ||||||
| Brightsphere Investment Group, Inc. |
29,524 | 380,860 | ||||||
| Brown & Brown, Inc. |
1,034 | 46,809 | ||||||
| BRP Group, Inc. - Class A(1) |
16,240 | 404,538 | ||||||
| Bryn Mawr Bank Corp. |
206,365 | 5,132,298 | ||||||
| Cambridge Bancorp |
736 | 39,126 | ||||||
| Camden National Corp. |
132,935 | 4,017,960 | ||||||
| Carlyle Group, Inc. |
832 | 20,525 | ||||||
| CBOE Global Markets, Inc. |
2,036 | 178,639 | ||||||
| Century Bancorp, Inc. - Class A |
205 | 13,477 | ||||||
| Coastal Financial Corp.(1) |
735 | 9,004 | ||||||
| Cohen & Steers, Inc. |
232,864 | 12,979,839 | ||||||
| Columbia Banking System, Inc. |
626,612 | 14,944,696 | ||||||
| Columbia Financial, Inc.(1) |
7,117 | 78,999 | ||||||
| Commerce Bancshares, Inc. |
126,000 | 7,092,540 | ||||||
| Cowen, Inc. - Class A |
4,385 | 71,344 | ||||||
| Crawford & Co. - Class A |
1,328 | 8,685 | ||||||
| Credit Acceptance Corp.(1) |
56 | 18,964 | ||||||
| Cullen/Frost Bankers, Inc. |
256,000 | 16,371,200 | ||||||
| Curo Group Holdings Corp. |
8,162 | 57,542 | ||||||
| Customers Bancorp, Inc.(1) |
863 | 9,666 | ||||||
| eHealth, Inc.(1) |
12,264 | 968,856 | ||||||
| Encore Capital Group, Inc.(1) |
107,496 | 4,148,271 | ||||||
| Erie Indemnity Co. - Class A |
1,212 | 254,859 | ||||||
| Esquire Financial Holdings, Inc.(1) |
1,131 | 16,965 | ||||||
| Everest Re Group Ltd. |
183,000 | 36,149,820 | ||||||
| FactSet Research Systems, Inc. |
3,160 | 1,058,221 | ||||||
| Federal Agricultural Mortgage Corp. - Class C |
958 | 60,986 | ||||||
| Federated Hermes, Inc. - Class B |
13,321 | 286,535 | ||||||
| FedNat Holding Co. |
546 | 3,451 | ||||||
| First Financial Bankshares, Inc. |
62,060 | 1,732,095 | ||||||
| First Foundation, Inc. |
4,379 | 57,234 | ||||||
| First Merchants Corp. |
350,884 | 8,126,473 | ||||||
| FirstCash, Inc. |
91,211 | 5,218,181 | ||||||
| Focus Financial Partners, Inc. - Class A(1) |
15,093 | 494,899 | ||||||
| FS Bancorp, Inc. |
161 | 6,601 | ||||||
| GAMCO Investors, Inc. - Class A |
1,838 | 21,266 | ||||||
| Glacier Bancorp, Inc. |
4,984 | 159,737 | ||||||
| GoHealth, Inc. - Class A(1) |
472 | 6,148 | ||||||
| Goosehead Insurance, Inc. - Class A |
823 | 71,264 | ||||||
| Great Western Bancorp, Inc. |
318,849 | 3,969,670 | ||||||
| Green Dot Corp. - Class A(1) |
2,128 | 107,698 | ||||||
| Greene County Bancorp, Inc. |
312 | 6,767 | ||||||
| Greenhill & Co., Inc. |
6,677 | 75,784 | ||||||
| GWG Holdings, Inc.(1) |
1,722 | 14,809 | ||||||
| Hamilton Lane, Inc. - Class A |
14,447 | 933,132 | ||||||
| Hanmi Financial Corp. |
645 | 5,295 | ||||||
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. |
1,722 | 72,789 | ||||||
| HCI Group, Inc. |
592 | 29,180 | ||||||
| Heritage Insurance Holdings, Inc. |
1,110 | 11,233 | ||||||
| Hingham Institution for Savings |
63 | 11,592 | ||||||
| Houlihan Lokey, Inc. - Class A |
315,079 | 18,605,415 | ||||||
| Independent Bank Corp. |
994 | 52,066 | ||||||
| Investors Bancorp, Inc. |
31,420 | 228,109 | ||||||
| Investors Title Co. |
86 | 11,185 | ||||||
| James River Group Holdings Ltd. |
12,588 | 560,544 | ||||||
| Kearny Financial Corp. |
8,923 | 64,335 | ||||||
| Kinsale Capital Group, Inc. |
10,186 | 1,937,173 | ||||||
| Lakeland Financial Corp. |
614 | 25,297 | ||||||
| LendingTree, Inc.(1) |
641 | 196,716 | ||||||
| Lincoln National Corp. |
1,954 | 61,219 | ||||||
| LPL Financial Holdings, Inc. |
541 | 41,478 | ||||||
| MarketAxess Holdings, Inc. |
18,422 | 8,871,851 | ||||||
| Meridian Corp. |
567 | 9,146 | ||||||
| Moelis & Co. - Class A |
25,487 | 895,613 | ||||||
| Morningstar, Inc. |
47,564 | 7,639,254 | ||||||
| MSCI, Inc. - Class A |
50,735 | 18,101,233 | ||||||
| National Bank Holdings Corp. - Class A |
3,274 | 85,943 | ||||||
| National General Holdings Corp. |
15,493 | 522,889 | ||||||
| NMI Holdings, Inc. - Class A(1) |
2,093 | 37,255 | ||||||
| Northeast Bank |
244 | 4,490 | ||||||
| Northern Trust Corp. |
296,000 | 23,079,120 | ||||||
| PacWest Bancorp |
291,916 | 4,985,925 | ||||||
| Palomar Holdings, Inc. - Class A(1) |
65,435 | 6,820,944 | ||||||
| PennyMac Financial Services, Inc. |
2,480 | 144,138 | ||||||
| Piper Sandler Companies |
42,867 | 3,129,291 | ||||||
| PJT Partners, Inc. - Class A |
11,341 | 687,378 | ||||||
| PRA Group, Inc.(1) |
144,592 | 5,776,450 | ||||||
| Primerica, Inc. |
2,087 | 236,123 | ||||||
| Prosperity Bancshares, Inc. |
287,000 | 14,875,210 | ||||||
| Pzena Investment Management, Inc. - Class A |
9,129 | 48,931 | ||||||
| Reliant Bancorp, Inc. |
377 | 5,467 | ||||||
| RenaissanceRe Holdings Ltd. |
1,459 | 247,651 | ||||||
| RLI Corp. |
16,654 | 1,394,439 | ||||||
| Selectquote, Inc.(1) |
4,051 | 82,033 | ||||||
| ServisFirst Bancshares, Inc. |
17,372 | 591,169 | ||||||
| Siebert Financial Corp.(1) |
6,475 | 20,914 | ||||||
| Silvercrest Asset Management Group, Inc. - Class A |
2,614 | 27,342 | ||||||
| SLM Corp. |
7,529 | 60,910 | ||||||
| Stock Yards Bancorp, Inc. |
1,280 | 43,571 | ||||||
| StoneX Group, Inc.(1) |
662 | 33,868 | ||||||
| SVB Financial Group(1) |
84,574 | 20,350,196 | ||||||
| T Rowe Price Group, Inc. |
4,896 | 627,765 | ||||||
| Tradeweb Markets, Inc. - Class A |
986,665 | 57,226,570 | ||||||
| Trean Insurance Group, Inc.(1) |
899 | 13,710 | ||||||
| Trupanion, Inc.(1) |
14,312 | 1,129,217 | ||||||
| UMB Financial Corp. |
250,962 | 12,299,648 | ||||||
| Unity Bancorp, Inc. |
290 | 3,358 | ||||||
| Universal Insurance Holdings, Inc. |
3,139 | 43,444 | ||||||
| Value Line, Inc. |
302 | 7,459 | ||||||
| Virtu Financial, Inc. - Class A |
4,914 | 113,071 | ||||||
| Virtus Investment Partners, Inc. |
341 | 47,280 | ||||||
| Walker & Dunlop, Inc. |
1,121 | 59,413 | ||||||
| Waterstone Financial, Inc. |
950 | 14,716 | ||||||
| West Bancorporation, Inc. |
1,469 | 23,269 | ||||||
| Westamerica Bancorporation |
1,641 | 89,188 | ||||||
|
|
|
|||||||
| Total Financials |
|
388,456,602 | ||||||
|
|
|
|||||||
| Healthcare – 25.69% |
||||||||
| 10X Genomics, Inc. - Class A(1) |
4,889 | 609,561 | ||||||
| 1Life Healthcare, Inc.(1) |
37,799 | 1,071,980 | ||||||
| 89bio, Inc.(1) |
3,125 | 80,188 | ||||||
| Abeona Therapeutics, Inc.(1) |
9,872 | 10,069 | ||||||
| ABIOMED, Inc.(1) |
3,769 | 1,044,239 | ||||||
| Acadia Healthcare Co., Inc.(1) |
139,402 | 4,109,571 | ||||||
| ACADIA Pharmaceuticals, Inc.(1) |
9,423 | 388,699 | ||||||
| Accelerate Diagnostics, Inc.(1) |
15,442 | 164,612 | ||||||
| Acceleron Pharma, Inc.(1) |
4,057 | 456,534 | ||||||
| Accolade, Inc.(1) |
4,540 | 176,470 | ||||||
| Accuray, Inc.(1) |
42,578 | 102,187 | ||||||
| AcelRx Pharmaceuticals, Inc.(1) |
11,414 | 16,208 | ||||||
| Acutus Medical, Inc.(1) |
3,765 | 112,197 | ||||||
| AdaptHealth Corp. - Class A(1) |
11,972 | 261,109 | ||||||
| Adaptive Biotechnologies Corp.(1) |
141,358 | 6,874,240 | ||||||
| Addus HomeCare Corp.(1) |
6,640 | 627,546 | ||||||
| ADMA Biologics, Inc.(1) |
23,596 | 56,394 | ||||||
| Aduro Biotech, Inc.(1) |
26,274 | 63,846 | ||||||
| Adverum Biotechnologies, Inc.(1) |
35,881 | 369,574 | ||||||
| Aeglea BioTherapeutics, Inc. - Class Savings(1) |
16,984 | 120,417 | ||||||
| Aerie Pharmaceuticals, Inc.(1) |
17,599 | 207,140 | ||||||
| Affimed NV(1) |
39,113 | 132,593 | ||||||
| Agenus, Inc.(1) |
72,983 | 291,932 | ||||||
| Agile Therapeutics, Inc.(1) |
29,629 | 90,072 | ||||||
| Agilent Technologies, Inc. |
164,680 | 16,622,799 | ||||||
| Agios Pharmaceuticals, Inc.(1) |
490 | 17,150 | ||||||
| Aimmune Therapeutics, Inc.(1) |
22,388 | 771,267 | ||||||
| Akcea Therapeutics, Inc.(1) |
3,304 | 59,935 | ||||||
| Akebia Therapeutics, Inc.(1) |
69,919 | 175,497 | ||||||
| Akero Therapeutics, Inc.(1) |
6,500 | 200,135 | ||||||
| Akouos, Inc.(1) |
5,502 | 125,831 | ||||||
| Albireo Pharma, Inc.(1) |
4,495 | 149,998 | ||||||
| Alector, Inc.(1) |
22,262 | 234,530 | ||||||
| Alexion Pharmaceuticals, Inc.(1) |
2,772 | 317,200 | ||||||
| Align Technology, Inc.(1) |
97,079 | 31,779,781 | ||||||
| Allakos, Inc.(1) |
11,724 | 954,920 | ||||||
| Allogene Therapeutics, Inc.(1) |
25,926 | 977,669 | ||||||
| Allovir, Inc.(1) |
6,740 | 185,350 | ||||||
| Allscripts Healthcare Solutions, Inc.(1) |
4,173 | 33,968 | ||||||
| Alnylam Pharmaceuticals, Inc.(1) |
9,837 | 1,432,267 | ||||||
| Alphatec Holdings, Inc.(1) |
18,384 | 122,070 | ||||||
| ALX Oncology Holdings, Inc.(1) |
3,625 | 136,807 | ||||||
| Amedisys, Inc.(1) |
2,692 | 636,470 | ||||||
| American Renal Associates Holdings, Inc.(1) |
2,395 | 16,525 | ||||||
| AmerisourceBergen Corp. - Class A |
5,956 | 577,256 | ||||||
| Amicus Therapeutics, Inc.(1) |
122,339 | 1,727,427 | ||||||
| AMN Healthcare Services, Inc.(1) |
22,447 | 1,312,252 | ||||||
| Amneal Pharmaceuticals, Inc.(1) |
47,157 | 182,969 | ||||||
| Amphastar Pharmaceuticals, Inc.(1) |
17,704 | 331,950 | ||||||
| Anavex Life Sciences Corp.(1) |
24,298 | 110,556 | ||||||
| ANI Pharmaceuticals, Inc.(1) |
2,216 | 62,513 | ||||||
| Annexon, Inc.(1) |
5,593 | 169,076 | ||||||
| Antares Pharma, Inc.(1) |
78,882 | 212,981 | ||||||
| Apellis Pharmaceuticals, Inc.(1) |
28,911 | 872,245 | ||||||
| Apollo Medical Holdings, Inc.(1) |
9,381 | 168,295 | ||||||
| Applied Molecular Transport, Inc.(1) |
4,719 | 150,159 | ||||||
| Applied Therapeutics, Inc.(1) |
6,645 | 137,950 | ||||||
| Aprea Therapeutics, Inc.(1) |
3,317 | 79,807 | ||||||
| Apyx Medical Corp.(1) |
1,864 | 8,779 | ||||||
| Aquestive Therapeutics, Inc.(1) |
9,378 | 45,530 | ||||||
| Aravive, Inc.(1) |
6,586 | 30,954 | ||||||
| Arcturus Therapeutics Holdings, Inc.(1) |
7,688 | 329,815 | ||||||
| Arcus Biosciences, Inc.(1) |
20,255 | 347,171 | ||||||
| Arcutis Biotherapeutics, Inc.(1) |
8,655 | 253,591 | ||||||
| Ardelyx, Inc.(1) |
34,985 | 183,671 | ||||||
| Arena Pharmaceuticals, Inc.(1) |
2,317 | 173,288 | ||||||
| Argenx SE - ADR(1) |
115,896 | 30,425,018 | ||||||
| Arrowhead Pharmaceuticals, Inc.(1) |
48,298 | 2,079,712 | ||||||
| Arvinas, Inc.(1) |
14,059 | 331,933 | ||||||
| Ascendis Pharma - ADR(1) |
241,186 | 37,219,824 | ||||||
| Aspira Women’s Health, Inc.(1) |
35,592 | 109,801 | ||||||
| Assembly Biosciences, Inc.(1) |
7,991 | 131,372 | ||||||
| Atara Biotherapeutics, Inc.(1) |
25,782 | 334,135 | ||||||
| Athenex, Inc.(1) |
29,858 | 361,282 | ||||||
| Athersys, Inc.(1) |
82,418 | 160,715 | ||||||
| Atreca, Inc. - Class A(1) |
12,490 | 174,485 | ||||||
| AtriCure, Inc.(1) |
21,034 | 839,257 |
| Atrion Corp. |
679 | 425,054 | ||||||
| Avalon GloboCare Corp.(1) |
7,063 | 8,829 | ||||||
| Avantor, Inc.(1) |
38,233 | 859,860 | ||||||
| Avenue Therapeutics, Inc.(1) |
3,695 | 40,017 | ||||||
| AVEO Pharmaceuticals, Inc.(1) |
6,314 | 37,505 | ||||||
| Avid Bioservices, Inc.(1) |
24,381 | 185,783 | ||||||
| Avidity Biosciences, Inc.(1) |
6,345 | 178,612 | ||||||
| Avrobio, Inc.(1) |
15,038 | 195,795 | ||||||
| Axcella Health, Inc.(1) |
7,590 | 35,066 | ||||||
| Axogen, Inc.(1) |
17,161 | 199,582 | ||||||
| Axonics Modulation Technologies, Inc.(1) |
14,557 | 742,989 | ||||||
| Axsome Therapeutics, Inc.(1) |
13,334 | 950,048 | ||||||
| Beam Therapeutics, Inc.(1) |
16,977 | 417,974 | ||||||
| Bellerophon Therapeutics, Inc.(1) |
1,876 | 19,098 | ||||||
| Berkeley Lights, Inc.(1) |
437 | 33,369 | ||||||
| Beyond Air, Inc.(1) |
6,668 | 34,607 | ||||||
| BeyondSpring, Inc.(1) |
6,825 | 90,841 | ||||||
| BioCryst Pharmaceuticals, Inc.(1) |
66,720 | 229,183 | ||||||
| BioDelivery Sciences International, Inc.(1) |
44,604 | 166,373 | ||||||
| Biohaven Pharmaceutical Holding Co. Ltd.(1) |
23,156 | 1,505,372 | ||||||
| BioLife Solutions, Inc.(1) |
6,594 | 190,830 | ||||||
| BioMarin Pharmaceutical, Inc.(1) |
13,944 | 1,060,860 | ||||||
| BioNTech SE - ADR(1) |
176,928 | 12,248,725 | ||||||
| Bio-Rad Laboratories, Inc. - Class A(1) |
32,000 | 16,494,720 | ||||||
| BioSig Technologies, Inc.(1) |
11,456 | 56,478 | ||||||
| BioSpecifics Technologies Corp.(1) |
2,911 | 153,788 | ||||||
| Bio-Techne Corp. |
211,350 | 52,357,736 | ||||||
| BioTelemetry, Inc.(1) |
110,843 | 5,052,224 | ||||||
| BioXcel Therapeutics, Inc.(1) |
5,641 | 244,594 | ||||||
| Black Diamond Therapeutics, Inc.(1) |
8,664 | 261,913 | ||||||
| Bluebird Bio, Inc.(1) |
2,491 | 134,389 | ||||||
| Blueprint Medicines Corp.(1) |
26,625 | 2,468,138 | ||||||
| BrainStorm Cell Therapeutics, Inc.(1) |
13,346 | 225,814 | ||||||
| Bridgebio Pharma, Inc.(1) |
35,059 | 1,315,414 | ||||||
| Bruker Corp. |
3,674 | 146,042 | ||||||
| Calithera Biosciences, Inc.(1) |
31,960 | 110,262 | ||||||
| Calyxt, Inc.(1) |
4,315 | 23,689 | ||||||
| Cantel Medical Corp. |
326,248 | 14,335,337 | ||||||
| Cara Therapeutics, Inc.(1) |
19,511 | 248,277 | ||||||
| Cardinal Health, Inc. |
24,916 | 1,169,806 | ||||||
| Cardiovascular Systems, Inc.(1) |
209,404 | 8,240,047 | ||||||
| CareDx, Inc.(1) |
23,043 | 874,251 | ||||||
| CASI Pharmaceuticals, Inc.(1) |
29,061 | 44,463 | ||||||
| Cassava Sciences, Inc.(1) |
4,469 | 51,438 | ||||||
| Castle Biosciences, Inc.(1) |
5,644 | 290,384 | ||||||
| Catabasis Pharmaceuticals, Inc.(1) |
6,881 | 42,593 | ||||||
| Catalent, Inc.(1) |
1,037,632 | 88,883,557 | ||||||
| Catalyst Pharmaceuticals, Inc.(1) |
48,451 | 143,899 | ||||||
| Cellular Biomedicine Group, Inc.(1) |
3,516 | 64,483 | ||||||
| CEL-SCI Corp.(1) |
13,966 | 178,067 | ||||||
| Centene Corp.(1) |
394,842 | 23,031,134 | ||||||
| Centogene NV(1) |
3,944 | 37,310 | ||||||
| Cerecor, Inc.(1) |
19,381 | 44,092 | ||||||
| Cerner Corp. |
81,166 | 5,867,490 | ||||||
| Cerus Corp.(1) |
78,937 | 494,146 | ||||||
| Champions Oncology, Inc.(1) |
3,813 | 35,270 | ||||||
| Change Healthcare, Inc.(1) |
15,237 | 221,089 | ||||||
| Charles River Laboratories International, Inc.(1) |
3,685 | 834,468 | ||||||
| Checkmate Pharmaceuticals, Inc.(1) |
1,777 | 20,453 | ||||||
| Checkpoint Therapeutics, Inc.(1) |
21,080 | 56,494 | ||||||
| Chembio Diagnostics, Inc.(1) |
9,494 | 46,141 | ||||||
| Chemed Corp. |
1,322 | 635,023 | ||||||
| ChemoCentryx, Inc.(1) |
23,852 | 1,307,090 | ||||||
| Chiasma, Inc.(1) |
24,010 | 103,243 | ||||||
| ChromaDex Corp.(1) |
19,764 | 79,254 | ||||||
| Cidara Therapeutics, Inc.(1) |
14,276 | 40,687 | ||||||
| Clovis Oncology, Inc.(1) |
39,775 | 231,888 | ||||||
| Co.-Diagnostics, Inc.(1) |
12,468 | 169,440 | ||||||
| Codexis, Inc.(1) |
26,131 | 306,778 | ||||||
| Cohbar, Inc.(1) |
12,590 | 11,955 |
| Coherus Biosciences, Inc.(1) |
27,845 | 510,677 | ||||||
| Collegium Pharmaceutical, Inc.(1) |
16,242 | 338,158 | ||||||
| CONMED Corp. |
191,616 | 15,074,431 | ||||||
| Constellation Pharmaceuticals, Inc.(1) |
14,729 | 298,410 | ||||||
| ContraFect Corp.(1) |
11,524 | 60,847 | ||||||
| Cooper Companies, Inc. |
84,496 | 28,485,292 | ||||||
| Corbus Pharmaceuticals Holdings, Inc.(1) |
33,261 | 59,870 | ||||||
| Corcept Therapeutics, Inc.(1) |
46,250 | 804,981 | ||||||
| CorMedix, Inc.(1) |
13,644 | 82,273 | ||||||
| Cortexyme, Inc.(1) |
6,973 | 348,650 | ||||||
| CorVel Corp.(1) |
4,268 | 364,615 | ||||||
| Crinetics Pharmaceuticals, Inc.(1) |
13,420 | 210,291 | ||||||
| Cross Country Healthcare, Inc.(1) |
2,265 | 14,700 | ||||||
| CryoLife, Inc.(1) |
14,513 | 268,055 | ||||||
| CryoPort, Inc.(1) |
16,434 | 778,972 | ||||||
| Cue Biopharma, Inc.(1) |
13,391 | 201,535 | ||||||
| Cutera, Inc.(1) |
8,619 | 163,502 | ||||||
| Cytokinetics, Inc.(1) |
28,019 | 606,611 | ||||||
| CytomX Therapeutics, Inc.(1) |
22,182 | 147,510 | ||||||
| CytoSorbents Corp.(1) |
19,615 | 156,430 | ||||||
| DaVita, Inc.(1) |
1,147 | 98,241 | ||||||
| Deciphera Pharmaceuticals, Inc.(1) |
18,007 | 923,759 | ||||||
| Denali Therapeutics, Inc.(1) |
30,266 | 1,084,431 | ||||||
| Dentsply Sirona, Inc. |
723,340 | 31,631,658 | ||||||
| DermTech, Inc.(1) |
4,398 | 52,556 | ||||||
| DexCom, Inc.(1) |
129,352 | 53,322,775 | ||||||
| Dicerna Pharmaceuticals, Inc.(1) |
31,257 | 562,313 | ||||||
| Durect Corp.(1) |
100,558 | 171,954 | ||||||
| Dyadic International, Inc.(1) |
7,124 | 53,929 | ||||||
| Dynavax Technologies Corp. - Class A(1) |
42,944 | 185,518 | ||||||
| Eagle Pharmaceuticals, Inc.(1) |
5,194 | 220,641 | ||||||
| Editas Medicine, Inc.(1) |
30,179 | 846,823 | ||||||
| Edwards Lifesciences Corp.(1) |
438,000 | 34,961,160 | ||||||
| Eidos Therapeutics, Inc.(1) |
5,277 | 266,647 | ||||||
| Eiger BioPharmaceuticals, Inc.(1) |
13,100 | 106,634 | ||||||
| Electromed, Inc.(1) |
3,923 | 40,838 | ||||||
| Eloxx Pharmaceuticals, Inc.(1) |
13,495 | 35,492 | ||||||
| Emergent BioSolutions, Inc.(1) |
21,478 | 2,219,322 | ||||||
| Enanta Pharmaceuticals, Inc.(1) |
880 | 40,286 | ||||||
| Encompass Health Corp. |
3,779 | 245,559 | ||||||
| Endo International Plc(1) |
46,950 | 154,935 | ||||||
| Ensign Group, Inc. |
24,614 | 1,404,475 | ||||||
| Envista Holdings Corp.(1) |
391,000 | 9,649,880 | ||||||
| Epizyme, Inc.(1) |
27,413 | 327,037 | ||||||
| Esperion Therapeutics, Inc.(1) |
12,459 | 463,101 | ||||||
| Eton Pharmaceuticals, Inc.(1) |
7,765 | 61,344 | ||||||
| Evelo Biosciences, Inc.(1) |
9,317 | 49,101 | ||||||
| Evofem Biosciences, Inc.(1) |
34,016 | 80,278 | ||||||
| Evolent Health, Inc. - Class A(1) |
5,644 | 70,042 | ||||||
| Evolus, Inc.(1) |
4,856 | 18,987 | ||||||
| Exact Sciences Corp.(1) |
304,100 | 31,002,995 | ||||||
| Exagen, Inc.(1) |
2,615 | 28,347 | ||||||
| Exelixis, Inc.(1) |
128,030 | 3,130,334 | ||||||
| Exicure, Inc.(1) |
27,191 | 47,584 | ||||||
| Fate Therapeutics, Inc.(1) |
34,449 | 1,376,927 | ||||||
| Fennec Pharmaceuticals, Inc.(1) |
9,724 | 58,927 | ||||||
| FibroGen, Inc.(1) |
34,768 | 1,429,660 | ||||||
| Flexion Therapeutics, Inc.(1) |
20,974 | 218,339 | ||||||
| Fluidigm Corp.(1) |
3,124 | 23,211 | ||||||
| Forma Therapeutics Holdings, Inc.(1) |
6,112 | 304,622 | ||||||
| Fortress Biotech, Inc.(1) |
30,498 | 123,212 | ||||||
| Frequency Therapeutics, Inc.(1) |
12,090 | 232,249 | ||||||
| Fulcrum Therapeutics, Inc.(1) |
6,788 | 53,829 | ||||||
| Fulgent Genetics, Inc.(1) |
4,622 | 185,065 | ||||||
| G1 Therapeutics, Inc.(1) |
7,714 | 89,097 | ||||||
| Galectin Therapeutics, Inc.(1) |
16,456 | 43,938 | ||||||
| Galera Therapeutics, Inc.(1) |
4,635 | 41,900 | ||||||
| Generation Bio Co.(1) |
4,655 | 143,886 | ||||||
| Genmab - ADR(1) |
1,031,889 | 37,777,456 | ||||||
| GenMark Diagnostics, Inc.(1) |
33,375 | 473,925 |
| Genprex, Inc.(1) |
15,406 | 51,764 | ||||||
| Glaukos Corp.(1) |
20,563 | 1,018,280 | ||||||
| Global Blood Therapeutics, Inc.(1) |
4,933 | 272,006 | ||||||
| Globus Medical, Inc. - Class A(1) |
253,746 | 12,565,502 | ||||||
| GoodRx Holdings, Inc. - Class A(1) |
72,815 | 4,048,514 | ||||||
| Gossamer Bio, Inc.(1) |
11,716 | 145,396 | ||||||
| Gritstone Oncology, Inc.(1) |
2,299 | 6,092 | ||||||
| Guardant Health, Inc.(1) |
6,401 | 715,504 | ||||||
| Haemonetics Corp.(1) |
66,525 | 5,804,306 | ||||||
| Halozyme Therapeutics, Inc.(1) |
568,066 | 14,928,774 | ||||||
| Hanger, Inc.(1) |
2,401 | 37,984 | ||||||
| Harpoon Therapeutics, Inc.(1) |
5,017 | 85,239 | ||||||
| Harrow Health, Inc.(1) |
10,008 | 55,945 | ||||||
| Health Catalyst, Inc.(1) |
16,222 | 593,725 | ||||||
| HealthEquity, Inc.(1) |
100,801 | 5,178,147 | ||||||
| Heron Therapeutics, Inc.(1) |
42,074 | 623,537 | ||||||
| Heska Corp.(1) |
1,239 | 122,401 | ||||||
| Hill-Rom Holdings, Inc. |
698 | 58,290 | ||||||
| HMS Holdings Corp.(1) |
168,133 | 4,026,785 | ||||||
| Hologic, Inc.(1) |
107,637 | 7,154,631 | ||||||
| Homology Medicines, Inc.(1) |
16,690 | 178,583 | ||||||
| Hookipa Pharma, Inc.(1) |
5,220 | 49,433 | ||||||
| Horizon Therapeutics Plc(1) |
15,375 | 1,194,330 | ||||||
| iBio, Inc.(1) |
22,839 | 46,363 | ||||||
| iCAD, Inc.(1) |
9,569 | 84,303 | ||||||
| ICON Plc(1) |
40,125 | 7,667,486 | ||||||
| ICU Medical, Inc.(1) |
75,025 | 13,711,569 | ||||||
| Ideaya Biosciences, Inc.(1) |
1,205 | 15,135 | ||||||
| IDEXX Laboratories, Inc.(1) |
34,200 | 13,444,362 | ||||||
| IGM Biosciences, Inc.(1) |
3,369 | 248,666 | ||||||
| Illumina, Inc.(1) |
9,717 | 3,003,330 | ||||||
| IMARA, Inc.(1) |
2,679 | 54,491 | ||||||
| Immunic, Inc.(1) |
1,827 | 33,927 | ||||||
| ImmunoGen, Inc.(1) |
36,271 | 130,576 | ||||||
| Immunomedics, Inc.(1) |
17,533 | 1,490,831 | ||||||
| Immunovant, Inc.(1) |
16,800 | 591,192 | ||||||
| Inari Medical, Inc.(1) |
2,933 | 202,436 | ||||||
| Incyte Corp.(1) |
15,513 | 1,392,137 | ||||||
| InfuSystem Holdings, Inc.(1) |
6,969 | 89,343 | ||||||
| Innoviva, Inc.(1) |
30,503 | 318,756 | ||||||
| Inogen, Inc.(1) |
5,756 | 166,924 | ||||||
| Inovalon Holdings, Inc. - Class A(1) |
35,592 | 941,408 | ||||||
| Inovio Pharmaceuticals, Inc.(1) |
75,371 | 874,304 | ||||||
| Inozyme Pharma, Inc.(1) |
3,061 | 80,474 | ||||||
| Insmed, Inc.(1) |
48,720 | 1,565,861 | ||||||
| Inspire Medical Systems, Inc.(1) |
12,607 | 1,626,933 | ||||||
| Insulet Corp.(1) |
5,583 | 1,320,882 | ||||||
| Integer Holdings Corp.(1) |
9,926 | 585,733 | ||||||
| Integra LifeSciences Holdings Corp.(1) |
807,928 | 38,150,360 | ||||||
| Intellia Therapeutics, Inc.(1) |
24,068 | 478,472 | ||||||
| Intercept Pharmaceuticals, Inc.(1) |
12,452 | 516,260 | ||||||
| Intersect ENT, Inc.(1) |
15,978 | 260,601 | ||||||
| Intra-Cellular Therapies, Inc.(1) |
11,971 | 307,176 | ||||||
| Intuitive Surgical, Inc.(1) |
3,135 | 2,224,408 | ||||||
| Invitae Corp.(1) |
55,556 | 2,408,353 | ||||||
| Ionis Pharmaceuticals, Inc.(1) |
5,534 | 262,588 | ||||||
| Iovance Biotherapeutics, Inc.(1) |
11,657 | 383,748 | ||||||
| IQVIA Holdings, Inc.(1) |
6,132 | 966,587 | ||||||
| iRadimed Corp.(1) |
2,628 | 56,187 | ||||||
| iRhythm Technologies, Inc.(1) |
13,200 | 3,143,052 | ||||||
| Ironwood Pharmaceuticals, Inc. - Class A(1) |
76,708 | 689,988 | ||||||
| iTeos Therapeutics, Inc.(1) |
4,044 | 99,765 | ||||||
| Joint Corp.(1) |
6,335 | 110,166 | ||||||
| Kadmon Holdings, Inc.(1) |
82,866 | 324,835 | ||||||
| Kala Pharmaceuticals, Inc.(1) |
19,746 | 148,095 | ||||||
| Kaleido BioSciences, Inc.(1) |
5,096 | 56,413 | ||||||
| KalVista Pharmaceuticals, Inc.(1) |
1,416 | 17,827 | ||||||
| Karuna Therapeutics, Inc.(1) |
7,600 | 587,632 | ||||||
| Karyopharm Therapeutics, Inc.(1) |
33,753 | 492,794 | ||||||
| Keros Therapeutics, Inc.(1) |
3,147 | 121,380 |
| Kindred Biosciences, Inc.(1) |
15,151 | 64,998 | ||||||
| Kiniksa Pharmaceuticals Ltd. - Class A(1) |
11,755 | 180,087 | ||||||
| Kodiak Sciences, Inc.(1) |
13,898 | 822,901 | ||||||
| Krystal Biotech, Inc.(1) |
6,502 | 279,911 | ||||||
| Kura Oncology, Inc.(1) |
25,563 | 783,250 | ||||||
| La Jolla Pharmaceutical Co.(1) |
7,506 | 30,249 | ||||||
| Laboratory Corp. of America Holdings(1) |
441 | 83,027 | ||||||
| Lantheus Holdings, Inc.(1) |
31,551 | 399,751 | ||||||
| LeMaitre Vascular, Inc. |
6,312 | 205,329 | ||||||
| Lexicon Pharmaceuticals, Inc.(1) |
22,770 | 32,789 | ||||||
| LHC Group, Inc.(1) |
88,415 | 18,793,492 | ||||||
| Ligand Pharmaceuticals, Inc.(1) |
60,455 | 5,762,571 | ||||||
| Liquidia Technologies, Inc.(1) |
13,307 | 65,470 | ||||||
| LivaNova Plc(1) |
16,573 | 749,265 | ||||||
| Livongo Health, Inc.(1) |
4,704 | 658,795 | ||||||
| LogicBio Therapeutics, Inc.(1) |
6,353 | 57,685 | ||||||
| Luminex Corp. |
20,519 | 538,624 | ||||||
| Lyra Therapeutics, Inc.(1) |
2,035 | 22,751 | ||||||
| MacroGenics, Inc.(1) |
9,148 | 230,438 | ||||||
| Madrigal Pharmaceuticals, Inc.(1) |
4,174 | 495,579 | ||||||
| Magellan Health, Inc.(1) |
5,038 | 381,780 | ||||||
| Magenta Therapeutics, Inc.(1) |
7,588 | 51,598 | ||||||
| MannKind Corp.(1) |
105,761 | 198,831 | ||||||
| Marinus Pharmaceuticals, Inc.(1) |
12,408 | 159,443 | ||||||
| Marker Therapeutics, Inc.(1) |
10,772 | 16,158 | ||||||
| Masimo Corp.(1) |
86,159 | 20,338,694 | ||||||
| McKesson Corp. |
10,254 | 1,527,128 | ||||||
| MediciNova, Inc.(1) |
20,206 | 105,879 | ||||||
| Medpace Holdings, Inc.(1) |
114,610 | 12,807,668 | ||||||
| MEI Pharma, Inc.(1) |
41,290 | 128,825 | ||||||
| MeiraGTx Holdings Plc(1) |
8,702 | 115,214 | ||||||
| Meridian Bioscience, Inc.(1) |
18,148 | 308,153 | ||||||
| Merit Medical Systems, Inc.(1) |
26,097 | 1,135,220 | ||||||
| Mersana Therapeutics, Inc.(1) |
25,590 | 476,486 | ||||||
| Mesa Laboratories, Inc. |
48,621 | 12,386,686 | ||||||
| Mettler-Toledo International, Inc.(1) |
1,888 | 1,823,336 | ||||||
| Milestone Scientific, Inc.(1) |
17,952 | 24,953 | ||||||
| Minerva Neurosciences, Inc.(1) |
18,030 | 57,335 | ||||||
| Mirati Therapeutics, Inc.(1) |
18,062 | 2,999,195 | ||||||
| Mirum Pharmaceuticals, Inc.(1) |
1,187 | 22,873 | ||||||
| Misonix, Inc.(1) |
2,447 | 28,703 | ||||||
| Moderna, Inc.(1) |
24,309 | 1,719,862 | ||||||
| Molecular Templates, Inc.(1) |
11,881 | 129,741 | ||||||
| Molina Healthcare, Inc.(1) |
3,362 | 615,380 | ||||||
| Momenta Pharmaceuticals, Inc.(1) |
53,233 | 2,793,668 | ||||||
| Morphic Holding, Inc.(1) |
6,530 | 178,530 | ||||||
| Mustang Bio, Inc.(1) |
15,174 | 47,798 | ||||||
| MyoKardia, Inc.(1) |
21,364 | 2,912,554 | ||||||
| NanoString Technologies, Inc.(1) |
15,786 | 705,634 | ||||||
| NantHealth, Inc.(1) |
15,099 | 35,332 | ||||||
| NantKwest, Inc.(1) |
13,287 | 92,145 | ||||||
| Natera, Inc.(1) |
32,009 | 2,312,330 | ||||||
| National Research Corp. |
6,399 | 314,895 | ||||||
| Natus Medical, Inc.(1) |
5,089 | 87,175 | ||||||
| Nemaura Medical, Inc.(1) |
3,576 | 12,695 | ||||||
| Neogen Corp.(1) |
70,835 | 5,542,839 | ||||||
| NeoGenomics, Inc.(1) |
49,866 | 1,839,557 | ||||||
| Neoleukin Therapeutics, Inc.(1) |
14,876 | 178,512 | ||||||
| Neubase Therapeutics, Inc.(1) |
7,991 | 60,652 | ||||||
| NeuroBo Pharmaceuticals, Inc.(1) |
2,001 | 11,246 | ||||||
| Neurocrine Biosciences, Inc.(1) |
7,859 | 755,721 | ||||||
| Nevro Corp.(1) |
16,162 | 2,251,367 | ||||||
| NextCure, Inc.(1) |
7,422 | 65,314 | ||||||
| NGM Biopharmaceuticals, Inc.(1) |
10,440 | 166,100 | ||||||
| Nkarta, Inc.(1) |
6,163 | 185,260 | ||||||
| Novavax, Inc.(1) |
8,003 | 867,125 | ||||||
| Novocure Ltd.(1) |
8,462 | 941,905 | ||||||
| Nurix Therapeutics, Inc.(1) |
4,222 | 147,390 | ||||||
| NuVasive, Inc.(1) |
67,018 | 3,255,064 | ||||||
| Nymox Pharmaceutical Corp.(1) |
18,620 | 45,805 |
| Oak Street Health, Inc.(1) |
791 | 42,271 | ||||||
| Ocular Therapeutix, Inc.(1) |
29,027 | 220,895 | ||||||
| Odonate Therapeutics, Inc.(1) |
6,624 | 88,960 | ||||||
| Omeros Corp.(1) |
28,309 | 286,062 | ||||||
| Omnicell, Inc.(1) |
204,927 | 15,299,850 | ||||||
| OncoCyte Corp.(1) |
31,584 | 43,902 | ||||||
| Oncternal Therapeutics, Inc. - CVR(1)(3) |
207 | 382 | ||||||
| Ontrak, Inc.(1) |
3,812 | 228,720 | ||||||
| OptimizeRx Corp.(1) |
7,113 | 148,306 | ||||||
| Optinose, Inc.(1) |
16,668 | 65,005 | ||||||
| Option Care Health, Inc.(1) |
19,643 | 262,627 | ||||||
| OraSure Technologies, Inc.(1) |
20,715 | 252,102 | ||||||
| Organogenesis Holdings, Inc. - Class A(1) |
10,557 | 40,539 | ||||||
| Orgenesis, Inc.(1) |
1,862 | 9,384 | ||||||
| ORIC Pharmaceuticals, Inc.(1) |
3,820 | 95,538 | ||||||
| OrthoPediatrics Corp.(1) |
6,292 | 288,929 | ||||||
| Osmotica Pharmaceuticals Plc(1) |
4,695 | 25,400 | ||||||
| Ovid therapeutics, Inc.(1) |
21,308 | 122,308 | ||||||
| Oyster Point Pharma, Inc.(1) |
2,747 | 57,989 | ||||||
| Pacific Biosciences of California, Inc.(1) |
70,340 | 694,256 | ||||||
| Pacira BioSciences, Inc.(1) |
102,866 | 6,184,304 | ||||||
| Pandion Therapeutics, Inc.(1) |
2,780 | 31,859 | ||||||
| Paratek Pharmaceuticals, Inc.(1) |
20,584 | 111,359 | ||||||
| Passage Bio, Inc.(1) |
3,833 | 50,251 | ||||||
| PAVmed, Inc.(1) |
20,137 | 35,844 | ||||||
| Pennant Group, Inc.(1) |
12,292 | 473,980 | ||||||
| Penumbra, Inc.(1) |
27,570 | 5,359,057 | ||||||
| PerkinElmer, Inc. |
1,836 | 230,436 | ||||||
| Personalis, Inc.(1) |
11,371 | 246,410 | ||||||
| PetIQ, Inc. - Class A(1) |
10,216 | 336,311 | ||||||
| PhaseBio Pharmaceuticals, Inc.(1) |
7,924 | 27,813 | ||||||
| Phathom Pharmaceuticals, Inc.(1) |
5,095 | 186,834 | ||||||
| Phibro Animal Health Corp. - Class A |
9,280 | 161,472 | ||||||
| Phreesia, Inc.(1) |
13,817 | 443,940 | ||||||
| Pieris Pharmaceuticals, Inc.(1) |
23,246 | 48,119 | ||||||
| Pliant Therapeutics, Inc.(1) |
3,886 | 88,018 | ||||||
| Poseida Therapeutics, Inc.(1) |
4,965 | 44,040 | ||||||
| PPD, Inc.(1) |
11,502 | 425,459 | ||||||
| PRA Health Sciences, Inc.(1) |
45,954 | 4,661,574 | ||||||
| Precigen, Inc.(1) |
25,296 | 88,536 | ||||||
| Precision BioSciences, Inc.(1) |
20,707 | 127,555 | ||||||
| Prestige Consumer Healthcare, Inc.(1) |
281,885 | 10,266,252 | ||||||
| Prevail Therapeutics, Inc.(1) |
6,677 | 67,972 | ||||||
| Progenity, Inc.(1) |
1,555 | 14,026 | ||||||
| Progyny, Inc.(1) |
12,800 | 376,704 | ||||||
| Protagonist Therapeutics, Inc.(1) |
14,573 | 284,902 | ||||||
| Protara Therapeutics, Inc.(1) |
1,092 | 18,378 | ||||||
| Provention Bio, Inc.(1) |
22,867 | 293,384 | ||||||
| Providence Service Corp.(1) |
5,812 | 539,993 | ||||||
| PTC Therapeutics, Inc.(1) |
29,741 | 1,390,392 | ||||||
| Pulse Biosciences, Inc.(1) |
6,481 | 76,411 | ||||||
| Puma Biotechnology, Inc.(1) |
14,984 | 151,189 | ||||||
| Quanterix Corp.(1) |
10,102 | 340,841 | ||||||
| Quidel Corp.(1) |
3,163 | 693,899 | ||||||
| Quotient Ltd.(1) |
27,541 | 141,561 | ||||||
| R1 RCM, Inc.(1) |
51,464 | 882,608 | ||||||
| Radius Health, Inc.(1) |
21,807 | 247,291 | ||||||
| RadNet, Inc.(1) |
20,972 | 321,920 | ||||||
| RAPT Therapeutics, Inc.(1) |
5,295 | 170,499 | ||||||
| Reata Pharmaceuticals, Inc. - Class A(1) |
1,851 | 180,324 | ||||||
| Recro Pharma, Inc.(1) |
10,915 | 22,922 | ||||||
| REGENXBIO, Inc.(1) |
16,336 | 449,567 | ||||||
| Relay Therapeutics, Inc.(1) |
12,182 | 518,831 | ||||||
| Relmada Therapeutics, Inc.(1) |
6,867 | 258,337 | ||||||
| Repligen Corp.(1) |
100,655 | 14,850,639 | ||||||
| Replimune Group, Inc.(1) |
10,028 | 230,845 | ||||||
| Repro-Med Systems, Inc.(1) |
13,192 | 95,246 | ||||||
| ResMed, Inc. |
45,984 | 7,883,037 | ||||||
| Retractable Technologies, Inc.(1) |
5,078 | 33,819 | ||||||
| Retrophin, Inc. - Class Preferre(1) |
23,462 | 433,109 |
| Revance Therapeutics, Inc.(1) |
23,270 | 585,008 | ||||||
| REVOLUTION Medicines, Inc.(1) |
18,528 | 644,774 | ||||||
| Rhythm Pharmaceuticals, Inc.(1) |
16,196 | 350,967 | ||||||
| Rigel Pharmaceuticals, Inc.(1) |
81,434 | 195,442 | ||||||
| Rocket Pharmaceuticals, Inc.(1) |
16,389 | 374,653 | ||||||
| Rockwell Medical, Inc.(1) |
29,351 | 31,406 | ||||||
| Royalty Pharma Plc - Class A |
3,089 | 129,954 | ||||||
| Rubius Therapeutics, Inc.(1) |
3,449 | 17,279 | ||||||
| Sage Therapeutics, Inc.(1) |
113,522 | 6,938,465 | ||||||
| Sangamo Therapeutics, Inc.(1) |
55,369 | 523,237 | ||||||
| Sarepta Therapeutics, Inc.(1) |
59,856 | 8,405,578 | ||||||
| Satsuma Pharmaceuticals, Inc.(1) |
4,326 | 16,828 | ||||||
| Scholar Rock Holding Corp.(1) |
11,214 | 198,376 | ||||||
| Schrodinger, Inc.(1) |
14,043 | 667,183 | ||||||
| scPharmaceuticals, Inc.(1) |
2,912 | 21,694 | ||||||
| Seattle Genetics, Inc.(1) |
10,364 | 2,028,131 | ||||||
| Select Medical Holdings Corp.(1) |
52,184 | 1,086,471 | ||||||
| Selecta Biosciences, Inc.(1) |
17,338 | 42,998 | ||||||
| Seres Therapeutics, Inc.(1) |
25,545 | 723,179 | ||||||
| Sharps Compliance Corp.(1) |
6,326 | 39,664 | ||||||
| Shockwave Medical, Inc.(1) |
13,702 | 1,038,612 | ||||||
| SI-BONE, Inc.(1) |
12,219 | 289,835 | ||||||
| Sientra, Inc.(1) |
16,533 | 56,212 | ||||||
| SIGA Technologies, Inc.(1) |
25,077 | 172,279 | ||||||
| Silk Road Medical, Inc.(1) |
12,971 | 871,781 | ||||||
| Simulations Plus, Inc. |
6,785 | 511,318 | ||||||
| Soleno Therapeutics, Inc.(1) |
24,587 | 61,713 | ||||||
| Solid Biosciences, Inc.(1) |
1,265 | 2,568 | ||||||
| Soliton, Inc.(1) |
3,215 | 24,563 | ||||||
| Sorrento Therapeutics, Inc.(1) |
106,322 | 1,185,490 | ||||||
| Spero Therapeutics, Inc.(1) |
6,967 | 77,752 | ||||||
| SpringWorks Therapeutics, Inc.(1) |
10,131 | 482,945 | ||||||
| STAAR Surgical Co.(1) |
22,053 | 1,247,318 | ||||||
| Stereotaxis, Inc.(1) |
21,340 | 76,397 | ||||||
| STERIS Plc |
393 | 69,243 | ||||||
| Stoke Therapeutics, Inc.(1) |
6,037 | 202,179 | ||||||
| Strongbridge Biopharma Plc(1) |
17,653 | 37,071 | ||||||
| Supernus Pharmaceuticals, Inc.(1) |
5,300 | 110,452 | ||||||
| Surgery Partners, Inc.(1) |
10,821 | 236,980 | ||||||
| Surmodics, Inc.(1) |
6,412 | 249,491 | ||||||
| Sutro Biopharma, Inc.(1) |
10,677 | 107,304 | ||||||
| Syndax Pharmaceuticals, Inc.(1) |
12,989 | 191,718 | ||||||
| Syneos Health, Inc. - Class A(1) |
587 | 31,205 | ||||||
| Syros Pharmaceuticals, Inc.(1) |
20,219 | 178,736 | ||||||
| Tabula Rasa HealthCare, Inc.(1) |
9,804 | 399,709 | ||||||
| Tactile Systems Technology, Inc.(1) |
8,951 | 327,517 | ||||||
| Tandem Diabetes Care, Inc.(1) |
60,289 | 6,842,802 | ||||||
| TCR2 Therapeutics, Inc.(1) |
469 | 9,530 | ||||||
| Tela Bio, Inc.(1) |
2,958 | 48,925 | ||||||
| Teladoc Health, Inc.(1) |
14,295 | 3,134,036 | ||||||
| Teleflex, Inc. |
2,484 | 845,603 | ||||||
| Tenet Healthcare Corp.(1) |
5,125 | 125,614 | ||||||
| TG Therapeutics, Inc.(1) |
45,656 | 1,221,755 | ||||||
| TherapeuticsMD, Inc.(1) |
98,466 | 155,576 | ||||||
| Theravance Biopharma, Inc.(1) |
19,018 | 281,181 | ||||||
| Tivity Health, Inc.(1) |
9,906 | 138,882 | ||||||
| Translate Bio, Inc.(1) |
32,735 | 445,523 | ||||||
| TransMedics Group, Inc.(1) |
12,002 | 165,388 | ||||||
| Tricida, Inc.(1) |
13,273 | 120,253 | ||||||
| Triple-S Management Corp. - Class B(1) |
987 | 17,638 | ||||||
| Turning Point Therapeutics, Inc.(1) |
15,336 | 1,339,753 | ||||||
| Twist Bioscience Corp.(1) |
15,754 | 1,196,831 | ||||||
| Tyme Technologies, Inc.(1) |
31,879 | 31,241 | ||||||
| Ultragenyx Pharmaceutical, Inc.(1) |
27,676 | 2,274,690 | ||||||
| UNITY Biotechnology, Inc.(1) |
17,790 | 61,553 | ||||||
| UroGen Pharma Ltd.(1) |
5,690 | 109,760 | ||||||
| US Physical Therapy, Inc. |
6,099 | 529,881 | ||||||
| Utah Medical Products, Inc. |
1,294 | 103,352 | ||||||
| Vapotherm, Inc.(1) |
9,454 | 274,166 | ||||||
| Varian Medical Systems, Inc.(1) |
964 | 165,808 |
| Vaxart, Inc.(1) |
21,296 | 141,618 | ||||||
| Vaxcyte, Inc.(1) |
6,893 | 340,376 | ||||||
| VBI Vaccines, Inc.(1) |
68,004 | 194,491 | ||||||
| Veeva Systems, Inc. - Class A(1) |
356,144 | 100,144,131 | ||||||
| Venus Concept, Inc.(1) |
5,753 | 13,347 | ||||||
| Veracyte, Inc.(1) |
27,531 | 894,482 | ||||||
| Verastem, Inc.(1) |
36,284 | 43,904 | ||||||
| Vericel Corp.(1) |
19,309 | 357,796 | ||||||
| Verrica Pharmaceuticals, Inc.(1) |
5,389 | 41,711 | ||||||
| Viela Bio, Inc.(1) |
10,390 | 291,751 | ||||||
| Viemed Healthcare, Inc.(1) |
17,362 | 150,008 | ||||||
| ViewRay, Inc.(1) |
18,430 | 64,505 | ||||||
| Viking Therapeutics, Inc.(1) |
2,397 | 13,951 | ||||||
| Vir Biotechnology, Inc.(1) |
25,755 | 884,169 | ||||||
| Vocera Communications, Inc.(1) |
15,305 | 445,069 | ||||||
| VolitionRX Ltd.(1) |
12,133 | 38,947 | ||||||
| Voyager Therapeutics, Inc.(1) |
12,538 | 133,780 | ||||||
| vTv Therapeutics, Inc. - Class A(1) |
4,994 | 8,839 | ||||||
| VYNE Therapeutics, Inc.(1) |
7,090 | 11,769 | ||||||
| Waters Corp.(1) |
128,891 | 25,221,391 | ||||||
| WaVe Life Sciences Ltd.(1) |
11,787 | 100,072 | ||||||
| West Pharmaceutical Services, Inc. |
222,634 | 61,202,087 | ||||||
| Wright Medical Group NV(1) |
61,923 | 1,891,128 | ||||||
| Xencor, Inc.(1) |
25,225 | 978,478 | ||||||
| Xeris Pharmaceuticals, Inc.(1) |
20,688 | 122,680 | ||||||
| XOMA Corp.(1) |
2,712 | 51,094 | ||||||
| Y-mAbs Therapeutics, Inc.(1) |
14,432 | 554,044 | ||||||
| Zentalis Pharmaceuticals, Inc.(1) |
4,781 | 156,291 | ||||||
| ZIOPHARM Oncology, Inc.(1) |
68,482 | 172,575 | ||||||
| Zogenix, Inc.(1) |
26,726 | 479,197 | ||||||
| Zynex, Inc.(1) |
8,956 | 156,282 | ||||||
|
|
|
|||||||
| Total Healthcare |
|
1,263,280,831 | ||||||
|
|
|
|||||||
| Industrials – 14.02% |
||||||||
| AAON, Inc. |
167,390 | 10,085,247 | ||||||
| Advanced Disposal Services, Inc.(1) |
32,646 | 986,889 | ||||||
| Advanced Drainage Systems, Inc. |
26,726 | 1,668,771 | ||||||
| Aerojet Rocketdyne Holdings, Inc.(1) |
35,288 | 1,407,638 | ||||||
| AeroVironment, Inc.(1) |
10,413 | 624,884 | ||||||
| Air Transport Services Group, Inc.(1) |
28,259 | 708,171 | ||||||
| Akerna Corp.(1) |
4,586 | 16,693 | ||||||
| Alamo Group, Inc. |
3,808 | 411,378 | ||||||
| Albany International Corp. - Class A |
186,935 | 9,255,152 | ||||||
| Allegiant Travel Co. - Class A |
732 | 87,694 | ||||||
| Allegion Plc |
5,102 | 504,639 | ||||||
| Allied Motion Technologies, Inc. |
3,252 | 134,243 | ||||||
| Allison Transmission Holdings, Inc. |
6,255 | 219,801 | ||||||
| Alpha Pro Tech Ltd.(1) |
5,903 | 87,246 | ||||||
| Altra Industrial Motion Corp. |
441,002 | 16,303,844 | ||||||
| Ameresco, Inc. - Class A(1) |
11,802 | 394,187 | ||||||
| AMETEK, Inc. |
456,000 | 45,326,400 | ||||||
| Apogee Enterprises, Inc. |
2,041 | 43,616 | ||||||
| Applied Industrial Technologies, Inc. |
7,253 | 399,640 | ||||||
| Armstrong World Industries, Inc. |
1,541 | 106,036 | ||||||
| ASGN, Inc.(1) |
20,248 | 1,286,963 | ||||||
| Atkore International Group, Inc.(1) |
22,685 | 515,630 | ||||||
| Atlas Air Worldwide Holdings, Inc.(1) |
894 | 54,445 | ||||||
| Avis Budget Group, Inc.(1) |
25,323 | 666,501 | ||||||
| Axon Enterprise, Inc.(1) |
70,772 | 6,419,020 | ||||||
| AZEK Co., Inc. - Class A(1) |
102,299 | 3,561,028 | ||||||
| Barrett Business Services, Inc. |
320 | 16,781 | ||||||
| Beacon Roofing Supply, Inc.(1) |
257,041 | 7,986,264 | ||||||
| Bloom Energy Corp. - Class A(1) |
40,423 | 726,401 | ||||||
| Blue Bird Corp.(1) |
3,220 | 39,155 | ||||||
| Brady Corp. - Class A |
16,978 | 679,460 | ||||||
| Brink’s Co. |
24,144 | 992,077 | ||||||
| Builders FirstSource, Inc.(1) |
50,462 | 1,646,070 | ||||||
| BWX Technologies, Inc. |
5,151 | 290,053 | ||||||
| CAI International, Inc. |
1,408 | 38,762 | ||||||
| Carrier Global Corp. |
26,565 | 811,295 | ||||||
| Casella Waste Systems, Inc. - Class A(1) |
19,208 | 1,072,767 | ||||||
| CBIZ, Inc.(1) |
3,978 | 90,977 | ||||||
| CH Robinson Worldwide, Inc. |
1,760 | 179,854 | ||||||
| Cimpress Plc(1) |
2,822 | 212,102 | ||||||
| Cintas Corp. |
48,876 | 16,267,399 | ||||||
| Clarivate Plc(1) |
1,195,000 | 37,033,050 | ||||||
| Comfort Systems USA, Inc. |
5,136 | 264,555 | ||||||
| Construction Partners, Inc. - Class A(1) |
5,599 | 101,902 | ||||||
| Copart, Inc.(1) |
17,293 | 1,818,532 | ||||||
| CoreLogic, Inc. |
379 | 25,647 | ||||||
| Cornerstone Building Brands, Inc.(1) |
9,295 | 74,174 | ||||||
| CoStar Group, Inc.(1) |
9,511 | 8,070,179 | ||||||
| Covanta Holding Corp. |
22,104 | 171,306 | ||||||
| CRA International, Inc. |
2,703 | 101,281 | ||||||
| CSW Industrials, Inc. |
6,594 | 509,386 | ||||||
| Cubic Corp. |
1,660 | 96,562 | ||||||
| Daseke, Inc.(1) |
21,625 | 116,126 | ||||||
| Donaldson Co., Inc. |
1,064 | 49,391 | ||||||
| Douglas Dynamics, Inc. |
9,873 | 337,657 | ||||||
| Dun & Bradstreet Holdings, Inc.(1) |
3,570 | 91,606 | ||||||
| Dycom Industries, Inc.(1) |
10,620 | 560,948 | ||||||
| EMCOR Group, Inc. |
2,228 | 150,858 | ||||||
| Energy Recovery, Inc.(1) |
19,580 | 160,556 | ||||||
| Enerpac Tool Group Corp. - Class A(1) |
9,951 | 187,178 | ||||||
| EnerSys |
1,923 | 129,072 | ||||||
| Equifax, Inc. |
7,642 | 1,199,030 | ||||||
| ESCO Technologies, Inc. |
11,355 | 914,759 | ||||||
| EVI Industries, Inc.(1) |
2,506 | 66,685 | ||||||
| Evoqua Water Technologies Corp.(1) |
43,840 | 930,285 | ||||||
| ExOne Co.(1) |
4,670 | 57,067 | ||||||
| Expeditors International of Washington, Inc. |
8,667 | 784,537 | ||||||
| Exponent, Inc. |
24,714 | 1,780,149 | ||||||
| Fastenal Co. |
39,549 | 1,783,264 | ||||||
| Federal Signal Corp. |
26,508 | 775,359 | ||||||
| Forrester Research, Inc.(1) |
5,300 | 173,787 | ||||||
| Fortive Corp. |
1,003,427 | 76,471,172 | ||||||
| Forward Air Corp. |
8,234 | 472,467 | ||||||
| Foundation Building Materials, Inc.(1) |
2,403 | 37,775 | ||||||
| Franklin Covey Co.(1) |
5,952 | 105,588 | ||||||
| Franklin Electric Co., Inc. |
20,582 | 1,210,839 | ||||||
| FuelCell Energy, Inc.(1) |
66,418 | 142,135 | ||||||
| Gencor Industries, Inc.(1) |
565 | 6,232 | ||||||
| Generac Holdings, Inc.(1) |
57,002 | 11,037,867 | ||||||
| Gibraltar Industries, Inc.(1) |
3,537 | 230,400 | ||||||
| Gorman-Rupp Co. |
1,479 | 43,571 | ||||||
| Graco, Inc. |
7,031 | 431,352 | ||||||
| Granite Construction, Inc. |
2,652 | 46,702 | ||||||
| HC2 Holdings, Inc.(1) |
17,871 | 43,248 | ||||||
| Healthcare Services Group, Inc. |
35,881 | 772,518 | ||||||
| HEICO Corp. |
3,087 | 323,085 | ||||||
| HEICO Corp. - Class A |
51,083 | 4,529,019 | ||||||
| Helios Technologies, Inc. |
6,671 | 242,824 | ||||||
| Herc Holdings, Inc.(1) |
764 | 30,262 | ||||||
| Huntington Ingalls Industries, Inc. |
332 | 46,729 | ||||||
| Huron Consulting Group, Inc.(1) |
1,118 | 43,971 | ||||||
| IAA, Inc.(1) |
2,764 | 143,921 | ||||||
| IBEX Ltd.(1) |
1,219 | 18,748 | ||||||
| ICF International, Inc. |
4,427 | 272,393 | ||||||
| IDEX Corp. |
216,023 | 39,404,755 | ||||||
| IES Holdings, Inc.(1) |
1,249 | 39,681 | ||||||
| IHS Markit Ltd. |
349,141 | 27,411,060 | ||||||
| Ingersoll Rand, Inc.(1) |
537,628 | 19,139,557 | ||||||
| Insperity, Inc. |
8,680 | 568,453 | ||||||
| Interface, Inc. - Class A |
5,361 | 32,809 | ||||||
| JB Hunt Transport Services, Inc. |
22,087 | 2,791,355 | ||||||
| John Bean Technologies Corp. |
15,052 | 1,383,128 | ||||||
| Kadant, Inc. |
5,496 | 602,472 | ||||||
| Kaman Corp. |
1,426 | 55,571 | ||||||
| Kforce, Inc. |
9,663 | 310,859 | ||||||
| Kornit Digital Ltd.(1) |
91,300 | 5,922,631 | ||||||
| Kratos Defense & Security Solutions, Inc.(1) |
337,184 | 6,500,908 |
| L3Harris Technologies, Inc. |
83,766 | 14,226,817 | ||||||
| Landstar System, Inc. |
74,572 | 9,358,040 | ||||||
| Lawson Products, Inc.(1) |
1,232 | 50,549 | ||||||
| Lincoln Electric Holdings, Inc. |
2,054 | 189,050 | ||||||
| Lindsay Corp. |
5,207 | 503,413 | ||||||
| Luxfer Holdings Plc |
913 | 11,458 | ||||||
| Marten Transport Ltd. |
14,047 | 229,247 | ||||||
| Masonite International Corp.(1) |
11,723 | 1,153,543 | ||||||
| MasTec, Inc.(1) |
1,786 | 75,369 | ||||||
| Mastech Digital, Inc.(1) |
2,236 | 40,270 | ||||||
| McGrath RentCorp |
6,579 | 392,043 | ||||||
| Mercury Systems, Inc.(1) |
63,693 | 4,933,660 | ||||||
| Meritor, Inc.(1) |
25,544 | 534,891 | ||||||
| Montrose Environmental Group, Inc.(1) |
2,021 | 48,140 | ||||||
| MSA Safety, Inc. |
682 | 91,504 | ||||||
| MSC Industrial Direct Co., Inc. - Class A |
167,270 | 10,584,846 | ||||||
| Mueller Water Products, Inc. - Class A |
3,951 | 41,051 | ||||||
| MYR Group, Inc.(1) |
4,915 | 182,740 | ||||||
| National Presto Industries, Inc. |
169 | 13,834 | ||||||
| Nordson Corp. |
51,496 | 9,877,963 | ||||||
| NV5 Global, Inc.(1) |
4,780 | 252,241 | ||||||
| Old Dominion Freight Line, Inc. |
7,164 | 1,296,111 | ||||||
| Omega Flex, Inc. |
1,368 | 214,393 | ||||||
| Orion Energy Systems, Inc.(1) |
12,718 | 96,275 | ||||||
| PAE, Inc.(1) |
28,442 | 241,757 | ||||||
| PAM Transportation Services, Inc.(1) |
135 | 5,076 | ||||||
| Parsons Corp.(1) |
7,967 | 267,213 | ||||||
| Patrick Industries, Inc. |
10,129 | 582,620 | ||||||
| PGT Innovations, Inc.(1) |
10,227 | 179,177 | ||||||
| Pitney Bowes, Inc. |
30,961 | 164,403 | ||||||
| Plug Power, Inc.(1) |
164,069 | 2,200,165 | ||||||
| Primoris Services Corp. |
395,115 | 7,127,875 | ||||||
| Proto Labs, Inc.(1) |
55,275 | 7,158,113 | ||||||
| Quanta Services, Inc. |
2,344 | 123,904 | ||||||
| Raven Industries, Inc. |
1,660 | 35,723 | ||||||
| RBC Bearings, Inc.(1) |
142,896 | 17,320,424 | ||||||
| Red Violet, Inc.(1) |
3,589 | 66,253 | ||||||
| REV Group, Inc. |
1,792 | 14,139 | ||||||
| Rexnord Corp. |
4,373 | 130,490 | ||||||
| Rockwell Automation, Inc. |
132,160 | 29,165,069 | ||||||
| Rollins, Inc. |
11,039 | 598,203 | ||||||
| Roper Technologies, Inc. |
52,939 | 20,916,728 | ||||||
| Saia, Inc.(1) |
12,657 | 1,596,554 | ||||||
| Shyft Group, Inc. |
16,385 | 309,349 | ||||||
| Simpson Manufacturing Co., Inc. |
134,029 | 13,022,258 | ||||||
| SiteOne Landscape Supply, Inc.(1) |
69,731 | 8,503,695 | ||||||
| SPX Corp.(1) |
15,261 | 707,805 | ||||||
| Sterling Construction Co., Inc.(1) |
2,318 | 32,823 | ||||||
| Sunrun, Inc.(1) |
57,264 | 4,413,336 | ||||||
| Systemax, Inc. |
3,749 | 89,751 | ||||||
| Teledyne Technologies, Inc.(1) |
55,767 | 17,299,481 | ||||||
| Tennant Co. |
8,745 | 527,848 | ||||||
| Tetra Tech, Inc. |
25,935 | 2,476,793 | ||||||
| Toro Co. |
384,409 | 32,271,136 | ||||||
| TPI Composites, Inc.(1) |
14,584 | 422,353 | ||||||
| Transcat, Inc.(1) |
3,317 | 97,188 | ||||||
| TransDigm Group, Inc. |
987 | 468,943 | ||||||
| TransUnion |
169,655 | 14,273,075 | ||||||
| Trex Co., Inc.(1) |
72,071 | 5,160,284 | ||||||
| TriNet Group, Inc.(1) |
19,800 | 1,174,536 | ||||||
| UFP Industries, Inc. |
24,237 | 1,369,633 | ||||||
| UniFirst Corp. |
66,556 | 12,603,710 | ||||||
| Universal Logistics Holdings, Inc. |
2,388 | 49,814 | ||||||
| Upwork, Inc.(1) |
44,654 | 778,766 | ||||||
| Vectrus, Inc.(1) |
1,977 | 75,126 | ||||||
| Verisk Analytics, Inc. - Class A |
144,283 | 26,737,083 | ||||||
| Vertiv Holdings Co. - Class A(1) |
18,576 | 321,736 | ||||||
| Vicor Corp.(1) |
9,285 | 721,723 | ||||||
| Virgin Galactic Holdings, Inc.(1) |
4,907 | 94,362 | ||||||
| Vivint Solar, Inc.(1) |
23,690 | 1,003,272 |
| Watsco, Inc. |
30,304 | 7,057,499 | ||||||
| Watts Water Technologies, Inc. - Class A |
5,847 | 585,577 | ||||||
| Welbilt, Inc.(1) |
17,587 | 108,336 | ||||||
| Werner Enterprises, Inc. |
26,005 | 1,091,950 | ||||||
| Willdan Group, Inc.(1) |
3,290 | 83,928 | ||||||
| WillScot Mobile Mini Holdings Corp. - Class A(1) |
26,972 | 449,893 | ||||||
| WW Grainger, Inc. |
2,780 | 991,821 | ||||||
| XPO Logistics, Inc.(1) |
368 | 31,155 | ||||||
|
|
|
|||||||
| Total Industrials |
|
689,403,490 | ||||||
|
|
|
|||||||
| Information Technology – 26.20% |
||||||||
| 2U, Inc.(1) |
1,967 | 66,603 | ||||||
| 8x8, Inc.(1) |
155,738 | 2,421,726 | ||||||
| A10 Networks, Inc.(1) |
30,318 | 193,126 | ||||||
| Acacia Communications, Inc.(1) |
18,740 | 1,263,076 | ||||||
| ACI Worldwide, Inc.(1) |
55,037 | 1,438,117 | ||||||
| Advanced Energy Industries, Inc.(1) |
18,265 | 1,149,599 | ||||||
| Advanced Micro Devices, Inc.(1) |
183,794 | 15,069,270 | ||||||
| Agilysys, Inc.(1) |
8,649 | 208,960 | ||||||
| Akamai Technologies, Inc.(1) |
11,216 | 1,239,817 | ||||||
| Akoustis Technologies, Inc.(1) |
14,995 | 122,359 | ||||||
| Alarm.com Holdings, Inc.(1) |
22,890 | 1,264,672 | ||||||
| Altair Engineering, Inc. - Class A(1) |
230,165 | 9,662,327 | ||||||
| Alteryx, Inc. - Class A(1) |
4,484 | 509,158 | ||||||
| Ambarella, Inc.(1) |
4,797 | 250,307 | ||||||
| American Software, Inc. - Class A |
14,448 | 202,850 | ||||||
| Amkor Technology, Inc.(1) |
7,796 | 87,315 | ||||||
| Amphenol Corp. - Class A |
14,589 | 1,579,551 | ||||||
| Anaplan, Inc.(1) |
11,097 | 694,450 | ||||||
| ANSYS, Inc.(1) |
19,441 | 6,361,678 | ||||||
| Appfolio, Inc. - Class A(1) |
7,863 | 1,115,052 | ||||||
| Appian Corp. - Class A(1) |
17,150 | 1,110,462 | ||||||
| Arista Networks, Inc.(1) |
97,378 | 20,150,430 | ||||||
| Aspen Technology, Inc.(1) |
38,431 | 4,864,980 | ||||||
| Atlassian Corp. Plc - Class A(1) |
284,352 | 51,692,350 | ||||||
| Atomera, Inc.(1) |
7,686 | 80,319 | ||||||
| Avalara, Inc.(1) |
7,020 | 893,927 | ||||||
| Avaya Holdings Corp.(1) |
39,802 | 604,990 | ||||||
| Avid Technology, Inc.(1) |
15,108 | 129,324 | ||||||
| Axcelis Technologies, Inc.(1) |
14,925 | 328,350 | ||||||
| Badger Meter, Inc. |
108,708 | 7,106,242 | ||||||
| Benefitfocus, Inc.(1) |
13,583 | 152,130 | ||||||
| BigCommerce Holdings, Inc.(1) |
626 | 52,146 | ||||||
| Bill.Com Holdings, Inc.(1) |
4,638 | 465,238 | ||||||
| Black Knight, Inc.(1) |
12,870 | 1,120,333 | ||||||
| Blackbaud, Inc. |
177,059 | 9,885,204 | ||||||
| Blackline, Inc.(1) |
24,199 | 2,168,956 | ||||||
| Booz Allen Hamilton Holding Corp. - Class A |
11,509 | 955,017 | ||||||
| Bottomline Technologies DE, Inc.(1) |
20,852 | 879,120 | ||||||
| Box, Inc. - Class A(1) |
66,866 | 1,160,794 | ||||||
| Brightcove, Inc.(1) |
18,790 | 192,410 | ||||||
| Broadridge Financial Solutions, Inc. |
9,741 | 1,285,812 | ||||||
| Brooks Automation, Inc. |
34,944 | 1,616,509 | ||||||
| Cabot Microelectronics Corp. |
13,968 | 1,994,770 | ||||||
| CACI International, Inc. - Class A(1) |
338 | 72,048 | ||||||
| Cadence Design Systems, Inc.(1) |
106,860 | 11,394,482 | ||||||
| CalAmp Corp.(1) |
10,244 | 73,654 | ||||||
| Calix, Inc.(1) |
25,334 | 450,438 | ||||||
| Cambium Networks Corp.(1) |
3,057 | 51,572 | ||||||
| Cardtronics Plc - Class A(1) |
12,480 | 247,104 | ||||||
| Casa Systems, Inc.(1) |
14,583 | 58,769 | ||||||
| Cass Information Systems, Inc. |
6,865 | 276,248 | ||||||
| CDK Global, Inc. |
1,364 | 59,457 | ||||||
| CDW Corp. |
12,075 | 1,443,325 | ||||||
| Ceridian HCM Holding, Inc.(1) |
286,193 | 23,653,851 | ||||||
| CEVA, Inc.(1) |
10,334 | 406,850 | ||||||
| ChannelAdvisor Corp.(1) |
13,151 | 190,295 | ||||||
| Ciena Corp.(1) |
44,901 | 1,782,121 | ||||||
| Citrix Systems, Inc. |
2,846 | 391,923 | ||||||
| Clearfield, Inc.(1) |
5,153 | 103,936 | ||||||
| Cloudera, Inc.(1) |
48,053 | 523,297 | ||||||
| Cloudflare, Inc. - Class A(1) |
9,231 | 379,025 | ||||||
| Cognex Corp. |
370,694 | 24,132,179 | ||||||
| Coherent, Inc.(1) |
1,699 | 188,470 | ||||||
| Cohu, Inc. |
1,383 | 23,760 | ||||||
| CommScope Holding Co., Inc.(1) |
1,075 | 9,675 | ||||||
| CommVault Systems, Inc.(1) |
20,143 | 821,834 | ||||||
| Cornerstone OnDemand, Inc.(1) |
29,221 | 1,062,476 | ||||||
| Coupa Software, Inc.(1) |
14,588 | 4,000,613 | ||||||
| Crowdstrike Holdings, Inc. - Class A(1) |
9,376 | 1,287,512 | ||||||
| CSG Systems International, Inc. |
15,708 | 643,243 | ||||||
| CyberArk Software Ltd.(1) |
25,782 | 2,666,374 | ||||||
| CyberOptics Corp.(1) |
3,503 | 111,536 | ||||||
| Datadog, Inc. - Class A(1) |
207,125 | 21,159,890 | ||||||
| Diebold Nixdorf, Inc.(1) |
13,457 | 102,811 | ||||||
| Digimarc Corp.(1) |
5,275 | 117,791 | ||||||
| Digital Turbine, Inc.(1) |
39,693 | 1,299,549 | ||||||
| Diodes, Inc.(1) |
3,543 | 200,002 | ||||||
| DocuSign, Inc. - Class A(1) |
55,229 | 11,887,490 | ||||||
| Dolby Laboratories, Inc. - Class A |
645 | 42,751 | ||||||
| Domo, Inc. - Class B(1) |
12,303 | 471,574 | ||||||
| Dropbox, Inc. - Class A(1) |
20,854 | 401,648 | ||||||
| DSP Group, Inc.(1) |
9,730 | 128,241 | ||||||
| Duck Creek Technologies, Inc.(1) |
1,009 | 45,839 | ||||||
| Dynatrace, Inc.(1) |
15,573 | 638,804 | ||||||
| Ebix, Inc. |
7,265 | 149,659 | ||||||
| eGain Corp.(1) |
3,586 | 50,814 | ||||||
| Elastic NV(1) |
5,552 | 599,005 | ||||||
| Endava Plc - ADR(1) |
111,919 | 7,067,685 | ||||||
| Endurance International Group Holdings, Inc.(1) |
30,798 | 176,781 | ||||||
| Enphase Energy, Inc.(1) |
8,994 | 742,814 | ||||||
| Entegris, Inc. |
10,680 | 793,951 | ||||||
| Envestnet, Inc.(1) |
111,397 | 8,595,393 | ||||||
| EPAM Systems, Inc.(1) |
4,524 | 1,462,519 | ||||||
| ePlus, Inc.(1) |
5,428 | 397,330 | ||||||
| Everbridge, Inc.(1) |
2,906 | 365,371 | ||||||
| EVERTEC, Inc. |
29,001 | 1,006,625 | ||||||
| Evo Payments, Inc. - Class A(1) |
19,626 | 487,706 | ||||||
| ExlService Holdings, Inc.(1) |
210,296 | 13,873,227 | ||||||
| Extreme Networks, Inc.(1) |
56,810 | 228,376 | ||||||
| Fabrinet(1) |
17,670 | 1,113,740 | ||||||
| Fair Isaac Corp.(1) |
2,380 | 1,012,404 | ||||||
| FARO Technologies, Inc.(1) |
7,909 | 482,291 | ||||||
| Fastly, Inc. - Class A(1) |
6,712 | 628,780 | ||||||
| Fidelity National Information Services, Inc. |
218,438 | 32,156,258 | ||||||
| FireEye, Inc.(1) |
4,474 | 55,232 | ||||||
| Fitbit, Inc. - Class A(1) |
78,878 | 548,991 | ||||||
| Five9, Inc.(1) |
30,723 | 3,984,159 | ||||||
| FleetCor Technologies, Inc.(1) |
7,021 | 1,671,700 | ||||||
| FormFactor, Inc.(1) |
37,130 | 925,651 | ||||||
| Fortinet, Inc.(1) |
36,004 | 4,241,631 | ||||||
| Gartner, Inc.(1) |
7,359 | 919,507 | ||||||
| Genasys, Inc.(1) |
15,233 | 93,683 | ||||||
| Genpact Ltd. |
6,290 | 244,995 | ||||||
| Global Payments, Inc. |
366,197 | 65,029,263 | ||||||
| Globant SA(1) |
3,276 | 587,125 | ||||||
| GoDaddy, Inc. - Class A(1) |
14,093 | 1,070,645 | ||||||
| GreenSky, Inc. - Class A(1) |
29,806 | 132,339 | ||||||
| Grid Dynamics Holdings, Inc.(1) |
10,019 | 77,447 | ||||||
| GTT Communications, Inc.(1) |
15,326 | 79,082 | ||||||
| Guidewire Software, Inc.(1) |
231,868 | 24,176,876 | ||||||
| Hackett Group, Inc. |
10,370 | 115,937 | ||||||
| HubSpot, Inc.(1) |
129,533 | 37,853,429 | ||||||
| I3 Verticals, Inc. - Class A(1) |
7,035 | 177,634 | ||||||
| Ichor Holdings Ltd.(1) |
10,758 | 232,050 | ||||||
| II-VI, Inc.(1) |
42,725 | 1,732,926 | ||||||
| Immersion Corp.(1) |
5,700 | 40,185 | ||||||
| Impinj, Inc.(1) |
8,073 | 212,724 | ||||||
| Infinera Corp.(1) |
38,853 | 239,334 | ||||||
| Inphi Corp.(1) |
4,065 | 456,296 | ||||||
| Inseego Corp.(1) |
32,582 | 336,246 |
| Insight Enterprises, Inc.(1) |
4,554 | 257,665 | ||||||
| Intellicheck, Inc.(1) |
8,787 | 58,609 | ||||||
| Intelligent Systems Corp.(1) |
3,506 | 136,664 | ||||||
| InterDigital, Inc. |
4,628 | 264,074 | ||||||
| International Money Express, Inc.(1) |
11,299 | 162,310 | ||||||
| Intevac, Inc.(1) |
2,791 | 15,378 | ||||||
| IPG Photonics Corp.(1) |
85,477 | 14,528,526 | ||||||
| Iteris, Inc.(1) |
18,908 | 77,523 | ||||||
| Itron, Inc.(1) |
19,278 | 1,170,946 | ||||||
| J2 Global, Inc.(1) |
21,807 | 1,509,481 | ||||||
| Jabil, Inc. |
2,330 | 79,826 | ||||||
| Jack Henry & Associates, Inc. |
5,080 | 825,957 | ||||||
| Jamf Holding Corp.(1) |
834 | 31,367 | ||||||
| KBR, Inc. |
8,295 | 185,476 | ||||||
| Keysight Technologies, Inc.(1) |
5,357 | 529,164 | ||||||
| KLA Corp. |
13,221 | 2,561,437 | ||||||
| Lattice Semiconductor Corp.(1) |
619,973 | 17,954,418 | ||||||
| Leidos Holdings, Inc. |
1,129 | 100,650 | ||||||
| Limelight Networks, Inc.(1) |
57,800 | 332,928 | ||||||
| Littelfuse, Inc. |
57,228 | 10,148,814 | ||||||
| LivePerson, Inc.(1) |
29,684 | 1,543,271 | ||||||
| LiveRamp Holdings, Inc.(1) |
24,909 | 1,289,539 | ||||||
| Lumentum Holdings, Inc.(1) |
710 | 53,342 | ||||||
| Luna Innovations, Inc.(1) |
13,693 | 81,884 | ||||||
| MACOM Technology Solutions Holdings, Inc.(1) |
22,579 | 767,912 | ||||||
| Manhattan Associates, Inc.(1) |
162,727 | 15,538,801 | ||||||
| ManTech International Corp. - Class A |
5,564 | 383,248 | ||||||
| Maxeon Solar Technologies Ltd.(1) |
3,458 | 58,648 | ||||||
| Maxim Integrated Products, Inc. |
7,514 | 508,022 | ||||||
| MAXIMUS, Inc. |
29,415 | 2,012,280 | ||||||
| MaxLinear, Inc. - Class A(1) |
19,637 | 456,364 | ||||||
| Medallia, Inc.(1) |
1,102,526 | 30,231,263 | ||||||
| Methode Electronics, Inc. |
2,985 | 85,072 | ||||||
| Microchip Technology, Inc. |
70,563 | 7,251,054 | ||||||
| MicroStrategy, Inc. - Class A(1) |
2,355 | 354,569 | ||||||
| Mimecast Ltd.(1) |
27,536 | 1,291,989 | ||||||
| Mitek Systems, Inc.(1) |
10,557 | 134,496 | ||||||
| MKS Instruments, Inc. |
3,487 | 380,885 | ||||||
| MobileIron, Inc.(1) |
47,392 | 332,218 | ||||||
| Model N, Inc.(1) |
16,462 | 580,779 | ||||||
| MongoDB, Inc. - Class A(1) |
4,281 | 991,094 | ||||||
| Monolithic Power Systems, Inc. |
3,702 | 1,035,116 | ||||||
| Motorola Solutions, Inc. |
1,481 | 232,236 | ||||||
| Napco Security Technologies, Inc.(1) |
5,808 | 136,488 | ||||||
| National Instruments Corp. |
78,523 | 2,803,271 | ||||||
| nCino, Inc.(1) |
544 | 43,346 | ||||||
| NeoPhotonics Corp.(1) |
16,319 | 99,383 | ||||||
| NetApp, Inc. |
10,217 | 447,913 | ||||||
| New Relic, Inc.(1) |
263,336 | 14,841,617 | ||||||
| NIC, Inc. |
31,689 | 624,273 | ||||||
| Nice Ltd. - ADR(1) |
51,080 | 11,596,692 | ||||||
| nLight, Inc.(1) |
16,773 | 393,830 | ||||||
| NortonLifeLock, Inc. |
46,742 | 974,103 | ||||||
| Novanta, Inc.(1) |
16,477 | 1,735,687 | ||||||
| Nutanix, Inc. - Class A(1) |
345,100 | 7,654,318 | ||||||
| NVE Corp. |
2,071 | 101,645 | ||||||
| Okta, Inc. - Class A(1) |
132,793 | 28,397,783 | ||||||
| OneSpan, Inc.(1) |
16,052 | 336,450 | ||||||
| Onto Innovation, Inc.(1) |
245,690 | 7,316,648 | ||||||
| OSI Systems, Inc.(1) |
8,149 | 632,444 | ||||||
| PagerDuty, Inc.(1) |
5,808 | 157,455 | ||||||
| Pagseguro Digital Ltd. - Class A(1) |
500,587 | 18,877,136 | ||||||
| Palo Alto Networks, Inc.(1) |
152,985 | 37,443,079 | ||||||
| PAR Technology Corp.(1) |
7,637 | 309,375 | ||||||
| Park City Group, Inc.(1) |
1,887 | 9,303 | ||||||
| Paychex, Inc. |
21,587 | 1,721,995 | ||||||
| Paycom Software, Inc.(1) |
4,195 | 1,305,903 | ||||||
| Paylocity Holding Corp.(1) |
2,942 | 474,898 | ||||||
| PaySign, Inc.(1) |
14,532 | 82,542 | ||||||
| PC Connection, Inc. |
467 | 19,175 |
| PDF Solutions, Inc.(1) |
12,966 | 242,594 | ||||||
| Pegasystems, Inc. |
3,007 | 363,967 | ||||||
| Perficient, Inc.(1) |
15,690 | 670,591 | ||||||
| Perspecta, Inc. |
55,353 | 1,076,616 | ||||||
| PFSweb, Inc.(1) |
5,806 | 38,842 | ||||||
| Ping Identity Holding Corp.(1) |
17,594 | 549,109 | ||||||
| Pixelworks, Inc.(1) |
17,563 | 36,004 | ||||||
| Plantronics, Inc. |
5,144 | 60,905 | ||||||
| Plexus Corp.(1) |
11,249 | 794,517 | ||||||
| Pluralsight, Inc. - Class A(1) |
8,884 | 152,183 | ||||||
| Power Integrations, Inc. |
99,857 | 5,532,078 | ||||||
| Priority Technology Holdings, Inc.(1) |
2,478 | 7,818 | ||||||
| Progress Software Corp. |
21,691 | 795,626 | ||||||
| Proofpoint, Inc.(1) |
206,559 | 21,802,302 | ||||||
| PROS Holdings, Inc.(1) |
92,737 | 2,962,020 | ||||||
| PTC, Inc.(1) |
57,816 | 4,782,540 | ||||||
| Pure Storage, Inc. - Class A(1) |
1,549,238 | 23,842,773 | ||||||
| Q2 Holdings, Inc.(1) |
167,785 | 15,312,059 | ||||||
| QAD, Inc. - Class A |
5,611 | 236,784 | ||||||
| Qualys, Inc.(1) |
161,763 | 15,854,392 | ||||||
| Quantum Corp.(1) |
3,251 | 14,955 | ||||||
| Rackspace Technology, Inc.(1) |
13,502 | 260,454 | ||||||
| Rapid7, Inc.(1) |
74,301 | 4,550,193 | ||||||
| RealPage, Inc.(1) |
6,509 | 375,179 | ||||||
| Repay Holdings Corp. - Class A(1) |
137,508 | 3,231,438 | ||||||
| Research Frontiers, Inc.(1) |
14,527 | 39,223 | ||||||
| Resonant, Inc.(1) |
22,074 | 52,536 | ||||||
| Rimini Street, Inc.(1) |
11,078 | 35,671 | ||||||
| RingCentral, Inc. - Class A(1) |
30,740 | 8,441,511 | ||||||
| Rogers Corp.(1) |
1,532 | 150,228 | ||||||
| Rosetta Stone, Inc.(1) |
1,116 | 33,458 | ||||||
| SailPoint Technologies Holding, Inc.(1) |
42,433 | 1,679,074 | ||||||
| Sapiens International Corp. NV |
12,238 | 374,238 | ||||||
| Science Applications International Corp. |
658 | 51,600 | ||||||
| SecureWorks Corp. - Class A(1) |
391 | 4,453 | ||||||
| Semtech Corp.(1) |
141,342 | 7,485,472 | ||||||
| ServiceNow, Inc.(1) |
47,000 | 22,795,000 | ||||||
| ShotSpotter, Inc.(1) |
3,841 | 119,225 | ||||||
| Silicon Laboratories, Inc.(1) |
154,723 | 15,139,646 | ||||||
| SiTime Corp.(1) |
4,392 | 369,060 | ||||||
| Skyworks Solutions, Inc. |
162,917 | 23,704,423 | ||||||
| Slack Technologies, Inc. - Class A(1) |
473,880 | 12,728,417 | ||||||
| SMART Global Holdings, Inc.(1) |
6,547 | 178,995 | ||||||
| Smartsheet, Inc. - Class A(1) |
591,395 | 29,226,741 | ||||||
| Smith Micro Software, Inc.(1) |
18,201 | 67,890 | ||||||
| SolarEdge Technologies, Inc.(1) |
4,159 | 991,298 | ||||||
| Splunk, Inc.(1) |
193,540 | 36,410,680 | ||||||
| Sprout Social, Inc. - Class A(1) |
13,135 | 505,697 | ||||||
| SPS Commerce, Inc.(1) |
265,965 | 20,710,695 | ||||||
| SS&C Technologies Holdings, Inc. |
4,039 | 244,440 | ||||||
| StoneCo Ltd. - Class A(1) |
15,224 | 805,197 | ||||||
| SunPower Corp. - Class A(1) |
25,301 | 316,515 | ||||||
| Super Micro Computer, Inc.(1) |
6,084 | 160,618 | ||||||
| SVMK, Inc.(1) |
58,355 | 1,290,229 | ||||||
| Switch, Inc. - Class A |
7,518 | 117,356 | ||||||
| Sykes Enterprises, Inc.(1) |
1,160 | 39,684 | ||||||
| Synaptics, Inc.(1) |
15,485 | 1,245,304 | ||||||
| Synopsys, Inc.(1) |
162,773 | 34,830,167 | ||||||
| Telenav, Inc.(1) |
7,175 | 25,830 | ||||||
| Tenable Holdings, Inc.(1) |
33,709 | 1,272,515 | ||||||
| Teradata Corp.(1) |
6,992 | 158,718 | ||||||
| Teradyne, Inc. |
14,085 | 1,119,194 | ||||||
| Trade Desk, Inc. - Class A(1) |
3,519 | 1,825,587 | ||||||
| Trimble, Inc.(1) |
429,856 | 20,933,987 | ||||||
| TTEC Holdings, Inc. |
8,750 | 477,312 | ||||||
| Tucows, Inc. - Class A(1) |
4,460 | 307,294 | ||||||
| Twilio, Inc. - Class A(1) |
9,704 | 2,397,761 | ||||||
| Tyler Technologies, Inc.(1) |
61,584 | 21,465,719 | ||||||
| Ubiquiti, Inc. |
580 | 96,663 | ||||||
| Ultra Clean Holdings, Inc.(1) |
19,261 | 413,341 |
| Unisys Corp.(1) |
3,392 | 36,193 | ||||||
| Unity Software, Inc.(1) |
8,872 | 774,348 | ||||||
| Universal Display Corp. |
3,656 | 660,785 | ||||||
| Upland Software, Inc.(1) |
12,512 | 471,702 | ||||||
| Varonis Systems, Inc.(1) |
15,036 | 1,735,455 | ||||||
| Verint Systems, Inc.(1) |
13,840 | 666,811 | ||||||
| VeriSign, Inc.(1) |
5,158 | 1,056,616 | ||||||
| Veritone, Inc.(1) |
11,168 | 102,299 | ||||||
| Verra Mobility Corp. - Class A(1) |
64,357 | 621,689 | ||||||
| Viavi Solutions, Inc.(1) |
109,906 | 1,289,197 | ||||||
| VirnetX Holding Corp. |
15,126 | 79,714 | ||||||
| Virtusa Corp.(1) |
14,027 | 689,567 | ||||||
| Western Union Co. |
6,653 | 142,574 | ||||||
| WEX, Inc.(1) |
25,038 | 3,479,531 | ||||||
| Wix.com Ltd.(1) |
11,071 | 2,821,444 | ||||||
| Workday, Inc. - Class A(1) |
227,000 | 48,834,510 | ||||||
| Workiva, Inc. - Class A(1) |
18,842 | 1,050,630 | ||||||
| Wrap Technologies, Inc.(1) |
4,835 | 32,733 | ||||||
| Xilinx, Inc. |
20,804 | 2,168,609 | ||||||
| Xperi Holding Corp. |
3,933 | 45,190 | ||||||
| Yext, Inc.(1) |
48,859 | 741,680 | ||||||
| Zebra Technologies Corp. - Class A(1) |
4,085 | 1,031,299 | ||||||
| Zendesk, Inc.(1) |
134,730 | 13,866,412 | ||||||
| Zix Corp.(1) |
27,164 | 158,638 | ||||||
| Zoom Video Communications, Inc. - Class A(1) |
85,439 | 40,165,728 | ||||||
| Zscaler, Inc.(1) |
371,597 | 52,279,982 | ||||||
| Zuora, Inc. - Class A(1) |
49,079 | 507,477 | ||||||
|
|
|
|||||||
| Total Information Technology |
|
1,288,375,560 | ||||||
|
|
|
|||||||
| Materials – 2.09% |
||||||||
| Amcor Plc |
20,084 | 221,928 | ||||||
| American Vanguard Corp. |
2,821 | 37,068 | ||||||
| Amyris, Inc.(1) |
4,190 | 12,235 | ||||||
| AptarGroup, Inc. |
245,000 | 27,734,000 | ||||||
| Avery Dennison Corp. |
2,904 | 371,247 | ||||||
| Balchem Corp. |
39,757 | 3,881,476 | ||||||
| Ball Corp. |
169,083 | 14,054,179 | ||||||
| Berry Global Group, Inc.(1) |
186,664 | 9,019,605 | ||||||
| Boise Cascade Co. |
3,083 | 123,073 | ||||||
| Caledonia Mining Corp. Plc |
1,448 | 24,602 | ||||||
| Chase Corp. |
49,566 | 4,728,596 | ||||||
| Compass Minerals International, Inc. |
16,415 | 974,230 | ||||||
| Crown Holdings, Inc.(1) |
1,166 | 89,619 | ||||||
| Ferro Corp.(1) |
29,049 | 360,208 | ||||||
| FMC Corp. |
2,198 | 232,790 | ||||||
| Forterra, Inc.(1) |
9,461 | 111,829 | ||||||
| GCP Applied Technologies, Inc.(1) |
18,294 | 383,259 | ||||||
| Graphic Packaging Holding Co. |
915,163 | 12,894,647 | ||||||
| Hawkins, Inc. |
2,554 | 117,739 | ||||||
| HB Fuller Co. |
16,030 | 733,853 | ||||||
| Ingevity Corp.(1) |
134,858 | 6,667,380 | ||||||
| Innospec, Inc. |
103,102 | 6,528,419 | ||||||
| Koppers Holdings, Inc.(1) |
6,264 | 130,980 | ||||||
| Louisiana-Pacific Corp. |
54,286 | 1,601,980 | ||||||
| Marrone Bio Innovations, Inc.(1) |
33,065 | 40,339 | ||||||
| Materion Corp. |
3,074 | 159,940 | ||||||
| Myers Industries, Inc. |
6,354 | 84,063 | ||||||
| NewMarket Corp. |
483 | 165,341 | ||||||
| Novagold Resources, Inc.(1) |
106,678 | 1,268,401 | ||||||
| O-I Glass, Inc. |
58,226 | 616,613 | ||||||
| Orion Engineered Carbons SA |
16,128 | 201,761 | ||||||
| PQ Group Holdings, Inc.(1) |
3,195 | 32,781 | ||||||
| Quaker Chemical Corp. |
6,395 | 1,149,245 | ||||||
| Reliance Steel & Aluminum Co. |
50,836 | 5,187,305 | ||||||
| Royal Gold, Inc. |
3,998 | 480,440 | ||||||
| RPM International, Inc. |
9,071 | 751,442 | ||||||
| Scotts Miracle-Gro Co. |
3,234 | 494,511 | ||||||
| Sensient Technologies Corp. |
8,331 | 481,032 | ||||||
| Stepan Co. |
816 | 88,944 | ||||||
| Trinseo SA |
5,791 | 148,481 | ||||||
| Tronox Holdings Plc - Class A |
15,203 | 119,648 | ||||||
| UFP Technologies, Inc.(1) |
320 | 13,254 | ||||||
| United States Lime & Minerals, Inc. |
55 | 4,956 | ||||||
| WR Grace & Co. |
1,643 | 66,197 | ||||||
|
|
|
|||||||
| Total Materials |
|
102,589,636 | ||||||
|
|
|
|||||||
| Real Estate – 1.31% |
||||||||
| Alexander’s, Inc. |
961 | 235,656 | ||||||
| Altisource Portfolio Solutions SA(1) |
222 | 2,813 | ||||||
| Americold Realty Trust |
1,777 | 63,528 | ||||||
| Bluerock Residential Growth REIT, Inc. - Class A |
4,504 | 34,140 | ||||||
| Brookfield Property REIT, Inc. - Class A |
3,579 | 43,807 | ||||||
| CareTrust REIT, Inc. |
6,404 | 113,959 | ||||||
| CatchMark Timber Trust, Inc. - Class A |
2,592 | 23,147 | ||||||
| CIM Commercial Trust Corp. |
5,597 | 55,186 | ||||||
| Clipper Realty, Inc. |
6,363 | 38,496 | ||||||
| Community Healthcare Trust, Inc. |
10,498 | 490,886 | ||||||
| CoreSite Realty Corp. |
72,842 | 8,659,457 | ||||||
| Corporate Office Properties Trust |
301,448 | 7,150,347 | ||||||
| Cushman & Wakefield Plc(1) |
17,849 | 187,593 | ||||||
| Easterly Government Properties, Inc. |
38,480 | 862,337 | ||||||
| EastGroup Properties, Inc. |
17,642 | 2,281,640 | ||||||
| Equity LifeStyle Properties, Inc. |
6,035 | 369,946 | ||||||
| eXp World Holdings, Inc.(1) |
11,731 | 473,229 | ||||||
| Extra Space Storage, Inc. |
7,581 | 811,091 | ||||||
| Fathom Holdings, Inc.(1) |
780 | 12,277 | ||||||
| FirstService Corp. |
87,366 | 11,522,702 | ||||||
| Four Corners Property Trust, Inc. |
33,888 | 867,194 | ||||||
| Gladstone Commercial Corp. |
3,260 | 54,931 | ||||||
| Gladstone Land Corp. |
3,940 | 59,179 | ||||||
| Griffin Industrial Realty, Inc. |
946 | 50,564 | ||||||
| Hudson Pacific Properties, Inc. |
175,561 | 3,850,053 | ||||||
| Innovative Industrial Properties, Inc. - Class A |
4,237 | 525,854 | ||||||
| Iron Mountain, Inc. |
14,236 | 381,382 | ||||||
| LTC Properties, Inc. |
7,192 | 250,713 | ||||||
| Marcus & Millichap, Inc.(1) |
1,219 | 33,547 | ||||||
| Maui Land & Pineapple Co., Inc.(1) |
1,513 | 16,371 | ||||||
| Monmouth Real Estate Investment Corp. |
40,392 | 559,429 | ||||||
| National Health Investors, Inc. |
6,675 | 402,302 | ||||||
| National Storage Affiliates Trust |
30,136 | 985,749 | ||||||
| NETSTREIT Corp. |
659 | 12,033 | ||||||
| NexPoint Residential Trust, Inc. |
1,551 | 68,787 | ||||||
| Plymouth Industrial REIT, Inc. |
7,839 | 96,733 | ||||||
| PS Business Parks, Inc. |
9,629 | 1,178,493 | ||||||
| QTS Realty Trust, Inc. - Class A |
27,800 | 1,751,956 | ||||||
| Redfin Corp.(1) |
46,660 | 2,329,734 | ||||||
| RMR Group, Inc. - Class A |
6,504 | 178,665 | ||||||
| Ryman Hospitality Properties, Inc. |
20,998 | 772,726 | ||||||
| Safehold, Inc. |
4,592 | 285,163 | ||||||
| Saul Centers, Inc. |
4,723 | 125,537 | ||||||
| Simon Property Group, Inc. |
20,392 | 1,318,955 | ||||||
| St Joe Co.(1) |
8,081 | 166,711 | ||||||
| STAG Industrial, Inc. |
5,722 | 174,464 | ||||||
| Terreno Realty Corp. |
238,210 | 13,044,380 | ||||||
| UMH Properties, Inc. |
14,044 | 190,156 | ||||||
| Uniti Group, Inc. |
92,997 | 979,723 | ||||||
| Universal Health Realty Income Trust |
5,458 | 311,051 | ||||||
|
|
|
|||||||
| Total Real Estate |
|
64,454,772 | ||||||
|
|
|
|||||||
| Utilities – 1.01% |
||||||||
| Ameren Corp. |
287,083 | 22,702,524 | ||||||
| American States Water Co. |
17,754 | 1,330,662 | ||||||
| Artesian Resources Corp. - Class A |
279 | 9,617 | ||||||
| Atlantic Power Corp.(1) |
4,183 | 8,199 | ||||||
| Brookfield Infrastructure Corp. - Class A |
7,775 | 430,657 | ||||||
| Brookfield Renewable Corp. - Class A |
2,835 | 166,131 | ||||||
| Cadiz, Inc.(1) |
4,896 | 48,617 | ||||||
| California Water Service Group |
21,943 | 953,423 | ||||||
| Chesapeake Utilities Corp. |
7,300 | 615,390 | ||||||
| Clearway Energy, Inc. - Class A |
2,762 | 68,221 | ||||||
| Clearway Energy, Inc. - Class C |
8,335 | 224,712 | ||||||
| CMS Energy Corp. |
307,073 | 18,857,353 | ||||||
| Genie Energy Ltd. - Class B |
6,990 | 55,920 | ||||||
| Global Water Resources, Inc. |
5,857 | 63,138 | ||||||
| MGE Energy, Inc. |
4,633 | 290,304 | ||||||
| Middlesex Water Co. |
8,205 | 509,941 | ||||||
| Northwest Natural Holding Co. |
1,462 | 66,360 | ||||||
| NRG Energy, Inc. |
7,254 | 222,988 | ||||||
| ONE Gas, Inc. |
2,862 | 197,507 | ||||||
| Ormat Technologies, Inc. |
19,260 | 1,138,459 | ||||||
| Otter Tail Corp. |
6,454 | 233,441 | ||||||
| Pure Cycle Corp.(1) |
9,273 | 83,550 | ||||||
| RGC Resources, Inc. |
1,933 | 45,329 | ||||||
| SJW Group |
6,632 | 403,624 | ||||||
| South Jersey Industries, Inc. |
28,242 | 544,223 | ||||||
| Southwest Gas Holdings, Inc. |
2,194 | 138,441 | ||||||
| Spark Energy, Inc. - Class A |
6,048 | 50,319 | ||||||
| Sunnova Energy International, Inc.(1) |
3,069 | 93,328 | ||||||
| York Water Co. |
6,199 | 262,032 | ||||||
|
|
|
|||||||
| Total Utilities |
|
49,814,410 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $3,717,738,055) |
|
4,816,391,623 | ||||||
|
|
|
|||||||
| SHORT-TERM INVESTMENTS – 2.19% |
||||||||
| Money Market Funds – 1.88% |
||||||||
| Goldman Sachs Financial Square Government Fund - Class I, 0.00%(2) |
92,400,138 | 92,400,138 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $92,400,138) |
92,400,138 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.31% |
||||||||
| Barclays Bank, London, 0.01% due 10/01/2020 |
$ | 567,529 | 567,529 | |||||
| BNP Paribas, Paris, 0.01% due 10/01/2020 |
2,007,494 | 2,007,494 | ||||||
| JP Morgan, New York, 0.01% due 10/01/2020 |
2,820,239 | 2,820,239 | ||||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2020 |
9,749,935 | 9,749,935 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $15,145,197) |
15,145,197 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $107,545,335) |
|
107,545,335 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 100.14% (Cost: $3,825,283,390) |
4,923,936,958 | |||||||
|
|
|
|||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS – (0.14)% |
(6,857,321 | ) | ||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 4,917,079,637 | ||||||
|
|
|
|||||||
Percentages are stated as a percent of net assets.
ADR American Depositary Receipt
CVR Contingent Value Right
REIT Real Estate Investment Trust
| (1) | Non-income producing security. |
| (2) | Represents annualized seven-day yield as of the close of the reporting period. |
| (3) | Security is categorized as Level 3 per the Trust’s fair value hierarchy. The value of these securities totals $382, which represents 0.00% of total net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
Bridge Builder Small/Mid Cap Value Fund
Schedule of Investments
September 30, 2020 (Unaudited)
| Shares | Value | |||||||
| COMMON STOCKS – 98.07% |
||||||||
| Communication Services – 1.66% |
||||||||
| Activision Blizzard, Inc. |
36,914 | $ | 2,988,188 | |||||
| Alaska Communications Systems Group, Inc. |
18,363 | 36,726 | ||||||
| Altice USA, Inc. - Class A(1) |
340,405 | 8,850,530 | ||||||
| AMC Entertainment Holdings, Inc. - Class A |
21,469 | 101,119 | ||||||
| AMC Networks, Inc. - Class A(1) |
75,168 | 1,857,401 | ||||||
| ATN International, Inc. |
4,294 | 215,301 | ||||||
| Boston Omaha Corp. - Class A(1) |
5,117 | 81,872 | ||||||
| Cars.com, Inc.(1) |
26,349 | 212,900 | ||||||
| Central European Media Enterprises Ltd. - Class A(1) |
17,866 | 74,859 | ||||||
| CenturyLink, Inc. |
33,131 | 334,292 | ||||||
| Cincinnati Bell, Inc.(1) |
12,967 | 194,505 | ||||||
| Cinemark Holdings, Inc. |
42,988 | 429,880 | ||||||
| comScore, Inc.(1) |
24,386 | 49,747 | ||||||
| Consolidated Communications Holdings, Inc.(1) |
25,655 | 145,977 | ||||||
| Daily Journal Corp.(1) |
82 | 19,844 | ||||||
| DHI Group, Inc.(1) |
19,246 | 43,496 | ||||||
| Discovery, Inc. - Class A(1) |
4,839 | 105,345 | ||||||
| Discovery, Inc. - Class C(1) |
9,581 | 187,788 | ||||||
| DISH Network Corp. - Class A(1) |
7,415 | 215,257 | ||||||
| Electronic Arts, Inc.(1) |
26,202 | 3,417,003 | ||||||
| Emerald Holding, Inc. |
10,244 | 20,898 | ||||||
| Entercom Communications Corp. - Class A |
49,585 | 79,832 | ||||||
| Entravision Communications Corp. - Class A |
26,197 | 39,819 | ||||||
| Eros STX Global Corp.(1) |
60,269 | 133,195 | ||||||
| EW Scripps Co. - Class A |
22,184 | 253,785 | ||||||
| Fluent, Inc.(1) |
18,400 | 45,632 | ||||||
| Fox Corp. - Class A |
10,311 | 286,955 | ||||||
| Fox Corp. - Class B |
4,757 | 133,053 | ||||||
| Gaia, Inc. - Class A(1) |
4,295 | 42,220 | ||||||
| Gannett Co., Inc. |
55,641 | 72,333 | ||||||
| GCI Liberty, Inc. - Class A(1) |
2,978 | 244,077 | ||||||
| Gogo, Inc.(1) |
1,267 | 11,707 | ||||||
| Gray Television, Inc.(1) |
24,074 | 331,499 | ||||||
| Hemisphere Media Group, Inc. - Class A(1) |
5,814 | 50,524 | ||||||
| IDT Corp. - Class B(1) |
2,596 | 17,082 | ||||||
| iHeartMedia, Inc. - Class A(1) |
23,398 | 189,992 | ||||||
| IMAX Corp.(1) |
418,947 | 5,010,606 | ||||||
| Interpublic Group of Companies, Inc. |
11,706 | 195,139 | ||||||
| Iridium Communications, Inc.(1) |
16,920 | 432,814 | ||||||
| John Wiley & Sons, Inc. - Class A |
1,296 | 41,096 | ||||||
| Liberty Broadband Corp. - Class A(1) |
777 | 110,186 | ||||||
| Liberty Broadband Corp. - Class C(1) |
3,147 | 449,612 | ||||||
| Liberty Latin America Ltd. - Class A(1) |
18,098 | 149,309 | ||||||
| Liberty Latin America Ltd. - Class C(1) |
62,960 | 512,494 | ||||||
| Liberty Media Corp.-Liberty Braves - Class A(1) |
1,406 | 29,357 | ||||||
| Liberty Media Corp.-Liberty Braves - Class C(1) |
5,589 | 117,425 | ||||||
| Liberty Media Corp.-Liberty Formula One - Class A(1) |
786 | 26,339 | ||||||
| Liberty Media Corp.-Liberty Formula One - Class C(1) |
164,111 | 5,952,306 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class A(1) |
2,187 | 72,543 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class C(1) |
4,583 | 151,606 | ||||||
| Liberty TripAdvisor Holdings, Inc. - Class A(1) |
29,933 | 51,784 | ||||||
| Lions Gate Entertainment Corp. - Class A(1) |
1,910 | 18,107 | ||||||
| Lions Gate Entertainment Corp. - Class B(1) |
3,274 | 28,549 | ||||||
| Live Nation Entertainment, Inc.(1) |
108,353 | 5,838,060 | ||||||
| LiveXLive Media, Inc.(1) |
15,708 | 40,762 | ||||||
| Loral Space & Communications, Inc. |
4,033 | 73,804 | ||||||
| Madison Square Garden Co. - Class A(1) |
565 | 85,021 | ||||||
| Madison Square Garden Entertainment Corp.(1) |
552 | 37,807 | ||||||
| Marcus Corp. |
8,870 | 68,565 | ||||||
| Meredith Corp. |
8,047 | 105,577 | ||||||
| MSG Networks, Inc. - Class A(1) |
15,917 | 152,326 | ||||||
| National CineMedia, Inc. |
26,395 | 71,662 | ||||||
| New York Times Co. - Class A |
4,908 | 210,013 | ||||||
| News Corp. - Class A |
11,952 | 167,567 | ||||||
| News Corp. - Class B |
3,451 | 48,245 | ||||||
| Nexstar Media Group, Inc. - Class A |
303,206 | 27,267,316 | ||||||
| Omnicom Group, Inc. |
6,421 | 317,840 | ||||||
| ORBCOMM, Inc.(1) |
25,789 | 87,683 | ||||||
| Pinterest, Inc. - Class A(1) |
2,038 | 84,597 | ||||||
| QuinStreet, Inc.(1) |
12,825 | 203,148 | ||||||
| Saga Communications, Inc. - Class A |
1,696 | 33,716 | ||||||
| Scholastic Corp. |
11,568 | 242,812 | ||||||
| Sinclair Broadcast Group, Inc. - Class A |
17,473 | 336,006 | ||||||
| Sirius XM Holdings, Inc. |
14,023 | 75,163 | ||||||
| Spok Holdings, Inc. |
6,700 | 63,717 | ||||||
| Take-Two Interactive Software, Inc.(1) |
254 | 41,966 | ||||||
| TEGNA, Inc. |
304,234 | 3,574,750 | ||||||
| Telephone & Data Systems, Inc. |
2,948 | 54,361 | ||||||
| Tribune Publishing Co. |
6,756 | 78,775 | ||||||
| TripAdvisor, Inc. |
2,905 | 56,909 | ||||||
| TrueCar, Inc.(1) |
41,055 | 205,275 | ||||||
| Twitter, Inc.(1) |
23,194 | 1,032,133 | ||||||
| United States Cellular Corp.(1) |
480 | 14,174 | ||||||
| ViacomCBS, Inc. - Class A |
331 | 10,026 | ||||||
| ViacomCBS, Inc. - Class B |
225,133 | 6,305,975 | ||||||
| Vonage Holdings Corp.(1) |
41,027 | 419,706 | ||||||
| WideOpenWest, Inc.(1) |
11,097 | 57,593 | ||||||
| Yelp, Inc. - Class A(1) |
173,520 | 3,486,017 | ||||||
| Zillow Group, Inc. - Class A(1) |
1,536 | 155,965 | ||||||
| Zillow Group, Inc. - Class C(1) |
3,777 | 383,705 | ||||||
| Zynga, Inc. - Class A(1) |
4,759 | 43,402 | ||||||
|
|
|
|||||||
| Total Communication Services |
|
86,396,044 | ||||||
|
|
|
|||||||
| Consumer Discretionary – 11.32% |
||||||||
| Aaron’s, Inc. |
163,174 | 9,243,807 | ||||||
| Abercrombie & Fitch Co. - Class A |
24,977 | 347,930 | ||||||
| Acushnet Holdings Corp. |
10,537 | 354,149 | ||||||
| Adient Plc(1) |
35,191 | 609,860 | ||||||
| Adtalem Global Education, Inc.(1) |
20,807 | 510,604 | ||||||
| Advance Auto Parts, Inc. |
34,803 | 5,342,260 | ||||||
| American Axle & Manufacturing Holdings, Inc.(1) |
184,030 | 1,061,853 | ||||||
| American Eagle Outfitters, Inc. |
59,943 | 887,756 | ||||||
| American Outdoor Brands, Inc.(1) |
5,480 | 71,404 | ||||||
| American Public Education, Inc.(1) |
5,825 | 164,207 | ||||||
| America’s Car-Mart, Inc.(1) |
585 | 49,655 | ||||||
| Aptiv Plc |
8,101 | 742,700 | ||||||
| Aramark |
328,694 | 8,693,956 | ||||||
| Asbury Automotive Group, Inc.(1) |
4,695 | 457,528 | ||||||
| At Home Group, Inc.(1) |
21,464 | 318,955 | ||||||
| AutoNation, Inc.(1) |
1,731 | 91,622 | ||||||
| AutoZone, Inc.(1) |
12,962 | 15,264,570 | ||||||
| BBX Capital Corp. - Class A |
4,961 | 66,428 | ||||||
| Beazer Homes USA, Inc.(1) |
11,506 | 151,879 | ||||||
| Bed Bath & Beyond, Inc. |
50,660 | 758,887 | ||||||
| Best Buy Co., Inc. |
148,886 | 16,569,523 | ||||||
| Big Lots, Inc. |
58,533 | 2,610,572 | ||||||
| Biglari Holdings, Inc. - Class A(1) |
40 | 19,512 | ||||||
| Biglari Holdings, Inc. - Class B(1) |
321 | 28,572 | ||||||
| BJ’s Restaurants, Inc. |
8,800 | 259,072 | ||||||
| Bloomin’ Brands, Inc. |
143,600 | 2,192,772 | ||||||
| Bluegreen Vacations Corp. |
2,892 | 14,171 | ||||||
| Boot Barn Holdings, Inc.(1) |
1,008 | 28,365 | ||||||
| BorgWarner, Inc. |
436,120 | 16,895,289 | ||||||
| Boyd Gaming Corp. |
32,426 | 995,154 | ||||||
| Bright Horizons Family Solutions, Inc.(1) |
42,473 | 6,457,595 | ||||||
| Brinker International, Inc. |
5,927 | 253,201 | ||||||
| Brunswick Corp. |
245,332 | 14,452,508 | ||||||
| Buckle, Inc. |
117,172 | 2,389,137 | ||||||
| Burlington Stores, Inc.(1) |
207 | 42,661 | ||||||
| Caesars Entertainment, Inc.(1) |
22,893 | 1,283,382 | ||||||
| Caleres, Inc. |
15,168 | 145,006 | ||||||
| Callaway Golf Co. |
37,237 | 712,716 | ||||||
| Capri Holdings Ltd.(1) |
4,207 | 75,726 | ||||||
| CarMax, Inc.(1) |
4,525 | 415,893 | ||||||
| Carnival Corp. |
14,166 | 215,040 | ||||||
| CarParts.com, Inc.(1) |
927 | 10,021 | ||||||
| Carriage Services, Inc. - Class A |
6,301 | 140,575 | ||||||
| Carrols Restaurant Group, Inc.(1) |
14,342 | 92,506 | ||||||
| Carter’s, Inc. |
139,668 | 12,092,455 | ||||||
| Casper Sleep, Inc.(1) |
7,954 | 57,189 | ||||||
| Cato Corp. - Class A |
8,752 | 68,441 | ||||||
| Century Casinos, Inc.(1) |
10,717 | 58,729 | ||||||
| Century Communities, Inc.(1) |
11,568 | 489,673 | ||||||
| Cheesecake Factory, Inc. |
16,945 | 470,054 | ||||||
| Chico’s FAS, Inc. |
46,596 | 45,315 | ||||||
| Children’s Place, Inc. |
1,544 | 43,772 | ||||||
| Choice Hotels International, Inc. |
1,059 | 91,032 | ||||||
| Chuy’s Holdings, Inc.(1) |
7,820 | 153,116 | ||||||
| Citi Trends, Inc. |
4,059 | 101,394 | ||||||
| Clarus Corp. |
8,781 | 123,988 | ||||||
| Collectors Universe, Inc. |
293 | 14,501 | ||||||
| Columbia Sportswear Co. |
896 | 77,934 | ||||||
| Conn’s, Inc.(1) |
7,635 | 80,778 | ||||||
| Container Store Group, Inc.(1) |
8,198 | 50,910 | ||||||
| Cooper Tire & Rubber Co. |
20,241 | 641,640 | ||||||
| Cooper-Standard Holdings, Inc.(1) |
6,988 | 92,311 | ||||||
| Core-Mark Holding Co., Inc. |
1,339 | 38,737 | ||||||
| Cracker Barrel Old Country Store, Inc. |
5,429 | 622,489 | ||||||
| Dana, Inc. |
212,600 | 2,619,232 | ||||||
| Darden Restaurants, Inc. |
57,573 | 5,799,904 | ||||||
| Dave & Buster’s Entertainment, Inc. |
11,224 | 170,156 | ||||||
| Del Taco Restaurants, Inc.(1) |
12,539 | 102,820 | ||||||
| Denny’s Corp.(1) |
8,970 | 89,700 | ||||||
| Designer Brands, Inc. - Class A |
24,488 | 132,970 | ||||||
| Dick’s Sporting Goods, Inc. |
113,051 | 6,543,392 | ||||||
| Dillard’s, Inc. - Class A |
3,168 | 115,695 | ||||||
| Dine Brands Global, Inc. |
30,901 | 1,686,886 | ||||||
| Dollar General Corp. |
32,675 | 6,849,333 | ||||||
| Dollar Tree, Inc.(1) |
48,997 | 4,475,386 | ||||||
| DR Horton, Inc. |
10,000 | 756,300 | ||||||
| Duluth Holdings, Inc. - Class B(1) |
4,354 | 53,206 | ||||||
| Dunkin’ Brands Group, Inc. |
392 | 32,109 | ||||||
| eBay, Inc. |
226,576 | 11,804,610 | ||||||
| El Pollo Loco Holdings, Inc.(1) |
7,020 | 113,724 | ||||||
| Escalade, Inc. |
4,292 | 78,501 | ||||||
| Ethan Allen Interiors, Inc. |
8,821 | 119,436 | ||||||
| Everi Holdings, Inc.(1) |
21,511 | 177,466 | ||||||
| Expedia Group, Inc. |
83,374 | 7,644,562 | ||||||
| Express, Inc.(1) |
32,329 | 19,721 | ||||||
| Extended Stay America, Inc. |
5,253 | 62,773 | ||||||
| Fiesta Restaurant Group, Inc.(1) |
7,317 | 68,560 | ||||||
| Foot Locker, Inc. |
252,861 | 8,351,999 | ||||||
| Ford Motor Co. |
117,666 | 783,656 | ||||||
| Fossil Group, Inc.(1) |
18,834 | 108,107 | ||||||
| Franchise Group, Inc. |
7,736 | 196,185 | ||||||
| Frontdoor, Inc.(1) |
2,165 | 84,240 | ||||||
| Funko, Inc. - Class A(1) |
308,860 | 1,788,299 | ||||||
| GameStop Corp. - Class A(1) |
23,687 | 241,607 | ||||||
| GAN Ltd.(1) |
540 | 9,126 | ||||||
| Gap, Inc. |
5,450 | 92,813 | ||||||
| Garmin Ltd. |
4,500 | 426,870 | ||||||
| Genesco, Inc.(1) |
5,689 | 122,541 | ||||||
| Gentex Corp. |
249,560 | 6,426,170 | ||||||
| Genuine Parts Co. |
4,225 | 402,093 | ||||||
| G-III Apparel Group Ltd.(1) |
17,550 | 230,080 | ||||||
| Golden Entertainment, Inc.(1) |
4,044 | 55,929 | ||||||
| Goodyear Tire & Rubber Co. |
237,445 | 1,821,203 | ||||||
| GoPro, Inc. - Class A(1) |
4,765 | 21,585 | ||||||
| Graham Holdings Co. - Class B |
126 | 50,918 | ||||||
| Grand Canyon Education, Inc.(1) |
196,669 | 15,721,720 | ||||||
| Green Brick Partners, Inc.(1) |
9,756 | 157,072 | ||||||
| Group 1 Automotive, Inc. |
40,975 | 3,621,780 | ||||||
| Groupon, Inc. - Class A(1) |
9,147 | 186,599 | ||||||
| GrubHub, Inc.(1) |
2,497 | 180,608 | ||||||
| Guess, Inc. |
16,908 | 196,471 | ||||||
| H&R Block, Inc. |
1,647 | 26,830 | ||||||
| Hamilton Beach Brands Holding Co. - Class A |
1,770 | 34,426 | ||||||
| Hanesbrands, Inc. |
706,558 | 11,128,288 | ||||||
| Harley-Davidson, Inc. |
469,076 | 11,511,125 | ||||||
| Hasbro, Inc. |
3,850 | 318,472 | ||||||
| Haverty Furniture Companies, Inc. |
6,528 | 136,696 | ||||||
| Hibbett Sports, Inc.(1) |
6,499 | 254,891 | ||||||
| Hilton Worldwide Holdings, Inc. |
8,241 | 703,122 | ||||||
| Hooker Furniture Corp. |
4,417 | 114,091 | ||||||
| Houghton Mifflin Harcourt Co.(1) |
44,013 | 76,142 | ||||||
| Hudson Ltd. - Class A(1) |
15,890 | 120,764 | ||||||
| Hyatt Hotels Corp. - Class A |
1,048 | 55,932 | ||||||
| International Game Technology Plc |
286,683 | 3,190,782 | ||||||
| Jack in the Box, Inc. |
8,069 | 639,952 | ||||||
| Johnson Outdoors, Inc. - Class A |
1,049 | 85,903 | ||||||
| K12, Inc.(1) |
15,886 | 418,437 | ||||||
| KB Home |
30,073 | 1,154,502 | ||||||
| Kohl’s Corp. |
85,249 | 1,579,664 | ||||||
| Kontoor Brands, Inc. |
20,456 | 495,035 | ||||||
| Kura Sushi USA, Inc. - Class A(1) |
1,230 | 16,113 | ||||||
| L Brands, Inc. |
6,889 | 219,139 | ||||||
| Lakeland Industries, Inc.(1) |
2,937 | 58,153 | ||||||
| Lands’ End, Inc.(1) |
4,767 | 62,114 | ||||||
| Las Vegas Sands Corp. |
132,175 | 6,167,286 | ||||||
| Laureate Education, Inc. - Class A(1) |
761,958 | 10,118,802 | ||||||
| La-Z-Boy, Inc. |
606,592 | 19,186,505 | ||||||
| Lear Corp. |
82,143 | 8,957,694 | ||||||
| Legacy Housing Corp.(1) |
2,176 | 29,768 | ||||||
| Leggett & Platt, Inc. |
3,961 | 163,074 | ||||||
| Lennar Corp. - Class A |
8,211 | 670,674 | ||||||
| Lennar Corp. - Class B |
416 | 27,315 | ||||||
| Lifetime Brands, Inc. |
4,500 | 42,525 | ||||||
| Liquidity Services, Inc.(1) |
10,793 | 80,516 | ||||||
| Lithia Motors, Inc. - Class A |
4,562 | 1,039,862 | ||||||
| LKQ Corp.(1) |
547,187 | 15,173,496 | ||||||
| Lumber Liquidators Holdings, Inc.(1) |
9,972 | 219,883 | ||||||
| M/I Homes, Inc.(1) |
11,137 | 512,859 | ||||||
| Macy’s, Inc. |
125,158 | 713,401 | ||||||
| Magnite, Inc.(1) |
19,469 | 135,212 | ||||||
| MarineMax, Inc.(1) |
8,148 | 209,159 | ||||||
| Marriott International, Inc. - Class A |
63,641 | 5,891,884 |
| Marriott Vacations Worldwide Corp. |
14,101 | 1,280,512 | ||||||
| Mattel, Inc.(1) |
4,219 | 49,362 | ||||||
| MDC Holdings, Inc. |
133,533 | 6,289,404 | ||||||
| Meritage Homes Corp.(1) |
14,057 | 1,551,752 | ||||||
| MGM Resorts International |
14,250 | 309,938 | ||||||
| Modine Manufacturing Co.(1) |
20,401 | 127,506 | ||||||
| Mohawk Industries, Inc.(1) |
101,158 | 9,872,009 | ||||||
| Monarch Casino & Resort, Inc.(1) |
1,359 | 60,611 | ||||||
| Monro, Inc. |
6,662 | 270,277 | ||||||
| Motorcar Parts of America, Inc.(1) |
6,651 | 103,490 | ||||||
| Movado Group, Inc. |
6,541 | 65,018 | ||||||
| Nathan’s Famous, Inc. |
1,205 | 61,756 | ||||||
| National Vision Holdings, Inc.(1) |
5,469 | 209,135 | ||||||
| Nautilus, Inc.(1) |
11,898 | 204,170 | ||||||
| Newell Brands, Inc. |
345,951 | 5,936,519 | ||||||
| Noodles & Co. - Class A(1) |
6,127 | 42,092 | ||||||
| Nordstrom, Inc. |
95,834 | 1,142,341 | ||||||
| Norwegian Cruise Line Holdings Ltd.(1) |
253,630 | 4,339,609 | ||||||
| NVR, Inc.(1) |
3,436 | 14,029,600 | ||||||
| ODP CORP/THE |
89,810 | 1,746,805 | ||||||
| Ollie’s Bargain Outlet Holdings, Inc.(1) |
171 | 14,937 | ||||||
| OneSpaWorld Holdings Ltd. |
17,602 | 114,413 | ||||||
| Overstock.com, Inc.(1) |
3,088 | 224,343 | ||||||
| Oxford Industries, Inc. |
177,814 | 7,176,573 | ||||||
| Papa John’s International, Inc. |
1,904 | 156,661 | ||||||
| Peloton Interactive, Inc. - Class A(1) |
2,229 | 221,206 | ||||||
| Penn National Gaming, Inc.(1) |
30,189 | 2,194,740 | ||||||
| Penske Automotive Group, Inc. |
44,066 | 2,100,186 | ||||||
| Planet Fitness, Inc. - Class A(1) |
1,070 | 65,933 | ||||||
| PlayAGS, Inc.(1) |
8,090 | 28,639 | ||||||
| Polaris Industries, Inc. |
1,552 | 146,416 | ||||||
| PulteGroup, Inc. |
118,674 | 5,493,419 | ||||||
| PVH Corp. |
179,206 | 10,687,846 | ||||||
| Quotient Technology, Inc.(1) |
15,610 | 115,202 | ||||||
| Qurate Retail, Inc. |
11,349 | 81,486 | ||||||
| Ralph Lauren Corp. - Class A |
1,414 | 96,110 | ||||||
| RCI Hospitality Holdings, Inc. |
3,541 | 72,236 | ||||||
| Red Robin Gourmet Burgers, Inc.(1) |
5,903 | 77,683 | ||||||
| Red Rock Resorts, Inc. - Class A |
690,782 | 11,812,372 | ||||||
| Regis Corp.(1) |
454,910 | 2,793,147 | ||||||
| Rent-A-Center, Inc. |
2,374 | 70,959 | ||||||
| Rocky Brands, Inc. |
2,872 | 71,312 | ||||||
| Ross Stores, Inc. |
65,728 | 6,133,737 | ||||||
| Royal Caribbean Cruises Ltd. |
30,587 | 1,979,897 | ||||||
| Sally Beauty Holdings, Inc.(1) |
45,414 | 394,648 | ||||||
| Scientific Games Corp.(1) |
6,460 | 225,519 | ||||||
| SeaWorld Entertainment, Inc.(1) |
11,244 | 221,732 | ||||||
| Service Corp. International |
5,170 | 218,071 | ||||||
| ServiceMaster Global Holdings, Inc.(1) |
416,768 | 16,620,708 | ||||||
| Shoe Carnival, Inc. |
3,603 | 120,989 | ||||||
| Signet Jewelers Ltd. |
20,627 | 385,725 | ||||||
| Six Flags Entertainment Corp. |
231,627 | 4,702,028 | ||||||
| Skechers USA, Inc. - Class A(1) |
202,660 | 6,124,385 | ||||||
| Sleep Number Corp.(1) |
76,152 | 3,724,594 | ||||||
| Smith & Wesson Brands, Inc. |
21,922 | 340,229 | ||||||
| Sonic Automotive, Inc. - Class A |
9,568 | 384,251 | ||||||
| Stamps.com, Inc.(1) |
11,638 | 2,804,176 | ||||||
| Standard Motor Products, Inc. |
7,076 | 315,943 | ||||||
| Steven Madden Ltd. |
18,349 | 357,806 | ||||||
| Stitch Fix, Inc. - Class A(1) |
3,426 | 92,947 | ||||||
| Stoneridge, Inc.(1) |
158,813 | 2,917,395 | ||||||
| Sturm Ruger & Co., Inc. |
787 | 48,133 | ||||||
| Superior Group of Companies, Inc. |
3,749 | 87,089 | ||||||
| Tapestry, Inc. |
8,254 | 129,010 | ||||||
| Target Hospitality Corp.(1) |
7,519 | 9,173 | ||||||
| Taylor Morrison Home Corp. - Class A(1) |
45,434 | 1,117,222 | ||||||
| Tempur Sealy International, Inc.(1) |
353 | 31,484 | ||||||
| Tenneco, Inc. - Class A(1) |
20,080 | 139,355 | ||||||
| The Michaels Companies, Inc.(1) |
30,247 | 292,035 | ||||||
| Thor Industries, Inc. |
1,683 | 160,323 | ||||||
| Tiffany & Co. |
3,651 | 422,968 | ||||||
| Tilly’s, Inc. - Class A |
8,741 | 52,708 | ||||||
| Toll Brothers, Inc. |
291,062 | 14,163,077 | ||||||
| TRI Pointe Group, Inc.(1) |
51,551 | 935,135 | ||||||
| Tupperware Brands Corp.(1) |
19,583 | 394,793 | ||||||
| Turtle Beach Corp.(1) |
5,328 | 96,970 | ||||||
| Ulta Beauty, Inc.(1) |
15,748 | 3,527,237 | ||||||
| Under Armour, Inc. - Class A(1) |
5,807 | 65,213 | ||||||
| Under Armour, Inc. - Class C(1) |
5,799 | 57,062 | ||||||
| Unifi, Inc.(1) |
5,438 | 69,824 | ||||||
| Universal Electronics, Inc.(1) |
733 | 27,663 | ||||||
| Urban Outfitters, Inc.(1) |
494,037 | 10,280,910 | ||||||
| Vail Resorts, Inc. |
54,333 | 11,625,632 | ||||||
| Vera Bradley, Inc.(1) |
8,154 | 49,821 |
| VF Corp. |
96,337 | 6,767,674 | ||||||
| Vista Outdoor, Inc.(1) |
23,480 | 473,826 | ||||||
| Visteon Corp.(1) |
65,549 | 4,537,302 | ||||||
| Vivint Smart Home, Inc.(1) |
22,977 | 392,447 | ||||||
| VOXX International Corp. - Class A(1) |
7,992 | 61,458 | ||||||
| Vroom, Inc.(1) |
136 | 7,042 | ||||||
| Wayfair, Inc. - Class A(1) |
178 | 51,800 | ||||||
| Weyco Group, Inc. |
2,512 | 40,619 | ||||||
| Whirlpool Corp. |
128,626 | 23,653,035 | ||||||
| Williams-Sonoma, Inc. |
55,143 | 4,987,133 | ||||||
| Winmark Corp. |
892 | 153,585 | ||||||
| Wolverine World Wide, Inc. |
488,609 | 12,625,657 | ||||||
| Workhorse Group, Inc.(1) |
37,607 | 950,705 | ||||||
| WW International, Inc.(1) |
14,330 | 270,407 | ||||||
| Wyndham Destinations, Inc. |
196,595 | 6,047,262 | ||||||
| Wyndham Hotels & Resorts, Inc. |
245,478 | 12,396,639 | ||||||
| Wynn Resorts Ltd. |
65,362 | 4,693,645 | ||||||
| Yum China Holdings, Inc. |
11,260 | 596,217 | ||||||
| Zumiez, Inc.(1) |
287,387 | 7,995,106 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
589,494,939 | ||||||
|
|
|
|||||||
| Consumer Staples – 4.33% |
||||||||
| Albertsons Companies, Inc. - Class A(1) |
842 | 11,662 | ||||||
| Alico, Inc. |
1,973 | 56,467 | ||||||
| Archer-Daniels-Midland Co. |
256,525 | 11,925,847 | ||||||
| B&G Foods, Inc. |
3,088 | 85,754 | ||||||
| BellRing Brands, Inc. - Class A(1) |
15,879 | 329,330 | ||||||
| Beyond Meat, Inc.(1) |
309 | 51,313 | ||||||
| Bridgford Foods Corp.(1) |
418 | 7,654 | ||||||
| Brown-Forman Corp. - Class A |
192 | 13,187 | ||||||
| Brown-Forman Corp. - Class B |
806 | 60,708 | ||||||
| Bunge Ltd. |
4,088 | 186,822 | ||||||
| Cal-Maine Foods, Inc.(1) |
8,264 | 317,090 | ||||||
| Campbell Soup Co. |
2,654 | 128,374 | ||||||
| Casey’s General Stores, Inc. |
1,105 | 196,303 | ||||||
| Central Garden & Pet Co. - Class A(1) |
2,854 | 113,960 | ||||||
| Central Garden & Pet Co. - Class A(1) |
318,359 | 11,505,494 | ||||||
| Clorox Co. |
1,112 | 233,709 | ||||||
| Coca-Cola European Partners Plc |
145,146 | 5,633,116 | ||||||
| Conagra Brands, Inc. |
218,329 | 7,796,529 | ||||||
| Constellation Brands, Inc. - Class A |
100,860 | 19,113,979 | ||||||
| Coty, Inc. - Class A |
8,396 | 22,669 | ||||||
| Craft Brew Alliance, Inc.(1) |
4,576 | 75,504 | ||||||
| Darling Ingredients, Inc.(1) |
64,181 | 2,312,441 | ||||||
| Edgewell Personal Care Co.(1) |
21,830 | 608,620 | ||||||
| Energizer Holdings, Inc. |
106,777 | 4,179,252 | ||||||
| Farmer Brothers Co.(1) |
6,480 | 28,642 | ||||||
| Flowers Foods, Inc. |
196,062 | 4,770,188 | ||||||
| Fresh Del Monte Produce, Inc. |
12,528 | 287,142 | ||||||
| Grocery Outlet Holding Corp.(1) |
970 | 38,140 | ||||||
| Hain Celestial Group, Inc.(1) |
2,427 | 83,246 | ||||||
| Herbalife Nutrition Ltd.(1) |
2,352 | 109,721 | ||||||
| Hershey Co. |
1,012 | 145,060 | ||||||
| HF Foods Group, Inc.(1) |
14,134 | 93,426 | ||||||
| Hormel Foods Corp. |
8,454 | 413,316 | ||||||
| Hostess Brands, Inc. - Class A(1) |
632,813 | 7,802,584 | ||||||
| Ingles Markets, Inc. - Class A |
5,760 | 219,110 | ||||||
| Ingredion, Inc. |
72,651 | 5,498,228 | ||||||
| J&J Snack Foods Corp. |
4,364 | 569,022 | ||||||
| Kellogg Co. |
4,984 | 321,917 | ||||||
| Kroger Co. |
394,059 | 13,362,541 | ||||||
| Lamb Weston Holdings, Inc. |
3,372 | 223,462 | ||||||
| Lancaster Colony Corp. |
66,350 | 11,863,380 | ||||||
| Landec Corp.(1) |
10,440 | 101,477 | ||||||
| Limoneira Co. |
5,032 | 71,958 | ||||||
| McCormick & Co., Inc. |
1,642 | 318,712 | ||||||
| MGP Ingredients, Inc. |
54,234 | 2,155,259 | ||||||
| Molson Coors Brewing Co. - Class B |
283,239 | 9,505,501 | ||||||
| Natural Grocers by Vitamin Cottage, Inc. |
1,135 | 11,191 | ||||||
| Nature’s Sunshine Products, Inc.(1) |
3,336 | 38,597 | ||||||
| NewAge, Inc.(1) |
20,044 | 34,676 | ||||||
| Nomad Foods Ltd.(1) |
611,653 | 15,584,918 | ||||||
| Nu Skin Enterprises, Inc. - Class A |
1,512 | 75,736 | ||||||
| Oil-Dri Corp. of America |
1,956 | 69,966 | ||||||
| Performance Food Group Co.(1) |
532,478 | 18,434,388 | ||||||
| Pilgrim’s Pride Corp.(1) |
133,713 | 2,001,015 | ||||||
| Post Holdings, Inc.(1) |
222,845 | 19,164,670 | ||||||
| PriceSmart, Inc. |
8,476 | 563,230 | ||||||
| Primo Water Corp. |
62,713 | 890,525 | ||||||
| Revlon, Inc. - Class A(1) |
2,608 | 16,483 | ||||||
| Reynolds Consumer Products, Inc. |
1,034 | 31,661 | ||||||
| Rite Aid Corp.(1) |
22,002 | 208,799 | ||||||
| Sanderson Farms, Inc. |
51,016 | 6,018,357 | ||||||
| Seaboard Corp. |
8 | 22,694 | ||||||
| Seneca Foods Corp. - Class A(1) |
2,678 | 95,685 | ||||||
| Simply Good Foods Co.(1) |
635,497 | 14,012,709 | ||||||
| SpartanNash Co. |
14,331 | 234,312 | ||||||
| Spectrum Brands Holdings, Inc. |
1,250 | 71,450 | ||||||
| Sprouts Farmers Market, Inc.(1) |
628 | 13,144 | ||||||
| The Andersons, Inc. |
12,424 | 238,168 | ||||||
| The Chefs’ Warehouse, Inc.(1) |
11,980 | 174,189 | ||||||
| The J.M. Smucker Co. |
58,919 | 6,806,323 | ||||||
| Tootsie Roll Industries, Inc. |
1,008 | 31,147 | ||||||
| TreeHouse Foods, Inc.(1) |
1,729 | 70,076 | ||||||
| Tyson Foods, Inc. - Class A |
229,670 | 13,660,772 | ||||||
| United Natural Foods, Inc.(1) |
50,479 | 750,623 | ||||||
| Universal Corp. |
53,904 | 2,257,500 | ||||||
| US Foods Holding Corp.(1) |
6,560 | 145,763 | ||||||
| Vector Group Ltd. |
49,217 | 476,913 | ||||||
| Village Super Market, Inc. - Class A |
3,461 | 85,175 | ||||||
| Vital Farms, Inc.(1) |
2,336 | 94,678 | ||||||
| WD-40 Co. |
323 | 61,147 | ||||||
| Weis Markets, Inc. |
3,882 | 186,336 | ||||||
|
|
|
|||||||
| Total Consumer Staples |
|
225,580,832 | ||||||
|
|
|
|||||||
| Energy – 2.55% |
||||||||
| Adams Resources & Energy, Inc. |
875 | 17,413 | ||||||
| Antero Midstream Corp. |
8,862 | 47,589 | ||||||
| Antero Resources Corp.(1) |
98,735 | 271,521 | ||||||
| Apache Corp. |
11,366 | 107,636 | ||||||
| Arch Resources, Inc. |
23,750 | 1,008,900 | ||||||
| Archrock, Inc. |
51,524 | 277,199 | ||||||
| Ardmore Shipping Corp. |
12,856 | 45,767 | ||||||
| Aspen Aerogels, Inc.(1) |
7,297 | 79,902 | ||||||
| Baker Hughes a GE Co. - Class A |
19,917 | 264,697 | ||||||
| Berry Petroleum Corp. |
27,075 | 85,828 | ||||||
| Bonanza Creek Energy, Inc.(1) |
7,303 | 137,296 | ||||||
| Brigham Minerals, Inc. - Class A |
14,537 | 129,670 | ||||||
| Bristow Group, Inc.(1) |
2,391 | 50,809 | ||||||
| Cabot Oil & Gas Corp. |
11,855 | 205,803 | ||||||
| Cactus, Inc. - Class A |
10,080 | 193,435 | ||||||
| Callon Petroleum Co.(1) |
109,684 | 528,677 | ||||||
| ChampionX Corp.(1) |
930,486 | 7,434,583 | ||||||
| Cimarex Energy Co. |
178,775 | 4,349,596 | ||||||
| Clean Energy Fuels Corp.(1) |
50,361 | 124,895 | ||||||
| CNX Resources Corp.(1) |
88,681 | 837,149 | ||||||
| Comstock Resources, Inc.(1) |
9,761 | 42,753 | ||||||
| Concho Resources, Inc. |
5,850 | 258,102 | ||||||
| ConocoPhillips |
244,421 | 8,026,786 | ||||||
| CONSOL Energy, Inc.(1) |
11,054 | 48,969 | ||||||
| Contango Oil & Gas Co.(1) |
28,394 | 38,048 | ||||||
| Continental Resources, Inc. |
2,237 | 27,470 | ||||||
| CVR Energy, Inc. |
11,392 | 141,033 | ||||||
| Delek US Holdings, Inc. |
24,879 | 276,903 | ||||||
| Devon Energy Corp. |
11,679 | 110,483 | ||||||
| DHT Holdings, Inc. |
44,277 | 228,469 | ||||||
| Diamond S Shipping, Inc.(1) |
11,295 | 77,597 | ||||||
| Diamondback Energy, Inc. |
4,811 | 144,907 | ||||||
| DMC Global, Inc. |
3,059 | 100,764 | ||||||
| Dorian LPG Ltd.(1) |
12,344 | 98,875 | ||||||
| Dril-Quip, Inc.(1) |
14,029 | 347,358 | ||||||
| Earthstone Energy, Inc. - Class A(1) |
10,289 | 26,649 | ||||||
| Energy Fuels, Inc.(1) |
46,561 | 78,223 | ||||||
| EQT Corp. |
7,612 | 98,423 | ||||||
| Equitrans Midstream Corp. |
11,015 | 93,187 | ||||||
| Evolution Petroleum Corp. |
12,930 | 28,963 | ||||||
| Exterran Corp.(1) |
10,494 | 43,655 | ||||||
| Falcon Minerals Corp. |
14,139 | 34,499 | ||||||
| Frank’s International NV(1) |
1,763,319 | 2,715,511 | ||||||
| Frontline Ltd./Bermuda |
46,874 | 304,681 | ||||||
| Golar LNG Ltd.(1) |
36,620 | 221,734 | ||||||
| Goodrich Petroleum Corp.(1) |
1,131 | 8,697 | ||||||
| Green Plains, Inc.(1) |
13,558 | 209,878 | ||||||
| Gulfport Energy Corp.(1) |
64,127 | 33,801 | ||||||
| Halliburton Co. |
26,370 | 317,759 | ||||||
| Helix Energy Solutions Group, Inc.(1) |
58,223 | 140,317 | ||||||
| Helmerich & Payne, Inc. |
3,206 | 46,968 | ||||||
| Hess Corp. |
8,311 | 340,169 | ||||||
| HollyFrontier Corp. |
108,183 | 2,132,287 | ||||||
| International Seaways, Inc. |
9,278 | 135,552 | ||||||
| Kosmos Energy Ltd. |
164,146 | 160,141 | ||||||
| Liberty Oilfield Services, Inc. - Class A |
25,678 | 205,167 | ||||||
| Magnolia Oil & Gas Corp. - Class A(1) |
2,229,796 | 11,528,045 | ||||||
| Marathon Oil Corp. |
24,204 | 98,994 | ||||||
| Marathon Petroleum Corp. |
319,171 | 9,364,477 | ||||||
| Matador Resources Co.(1) |
944,932 | 7,805,138 | ||||||
| Matrix Service Co.(1) |
10,286 | 85,888 | ||||||
| Montage Resources Corp.(1) |
7,727 | 33,922 | ||||||
| Murphy Oil Corp. |
4,215 | 37,598 | ||||||
| Nabors Industries Ltd. |
2,870 | 70,143 | ||||||
| NACCO Industries, Inc. - Class A |
1,329 | 24,201 | ||||||
| National Energy Services Reunited, Inc.(1) |
8,321 | 53,088 | ||||||
| National Oilwell Varco, Inc. |
11,624 | 105,314 | ||||||
| Newpark Resources, Inc.(1) |
37,231 | 39,093 | ||||||
| NextDecade Corp.(1) |
7,837 | 23,354 | ||||||
| NexTier Oilfield Solutions, Inc.(1) |
61,601 | 113,962 | ||||||
| Noble Energy, Inc. |
14,484 | 123,838 | ||||||
| Nordic American Tankers Ltd. |
58,690 | 204,828 | ||||||
| Occidental Petroleum Corp. |
25,289 | 253,143 | ||||||
| Oceaneering International, Inc.(1) |
40,763 | 143,486 | ||||||
| Oil States International, Inc.(1) |
24,270 | 66,257 | ||||||
| ONEOK, Inc. |
13,177 | 342,339 | ||||||
| Overseas Shipholding Group, Inc. - Class A(1) |
27,535 | 58,925 | ||||||
| Ovintiv, Inc. |
103,919 | 847,979 | ||||||
| Par Pacific Holdings, Inc.(1) |
16,773 | 113,553 | ||||||
| Parsley Energy, Inc. - Class A |
1,274,335 | 11,927,776 | ||||||
| Patterson-UTI Energy, Inc. |
73,578 | 209,697 | ||||||
| PBF Energy, Inc. - Class A |
39,297 | 223,600 | ||||||
| PDC Energy, Inc.(1) |
40,072 | 496,692 | ||||||
| Peabody Energy Corp. |
26,799 | 61,638 | ||||||
| Penn Virginia Corp.(1) |
5,017 | 49,418 | ||||||
| Pioneer Natural Resources Co. |
130,816 | 11,248,868 | ||||||
| Plains GP Holdings LP - Class A(1) |
1,240,023 | 7,551,740 | ||||||
| PrimeEnergy Resources Corp.(1) |
192 | 12,710 | ||||||
| ProPetro Holding Corp.(1) |
31,778 | 129,019 | ||||||
| Range Resources Corp. |
85,217 | 564,137 | ||||||
| Renewable Energy Group, Inc.(1) |
15,204 | 812,198 | ||||||
| REX American Resources Corp.(1) |
2,164 | 141,980 | ||||||
| RPC, Inc.(1) |
22,688 | 59,896 | ||||||
| Schlumberger Ltd. |
502,934 | 7,825,653 | ||||||
| Scorpio Tankers, Inc. |
20,157 | 223,138 | ||||||
| SEACOR Holdings, Inc.(1) |
7,513 | 218,478 | ||||||
| Select Energy Services, Inc. - Class A(1) |
23,781 | 91,319 | ||||||
| SFL Corp. Ltd. |
38,620 | 289,264 | ||||||
| SM Energy Co. |
45,987 | 73,119 | ||||||
| Solaris Oilfield Infrastructure, Inc. - Class A |
11,117 | 70,482 | ||||||
| Southwestern Energy Co.(1) |
239,490 | 562,802 | ||||||
| Talos Energy, Inc.(1) |
5,792 | 37,358 | ||||||
| Targa Resources Corp. |
6,927 | 97,186 | ||||||
| Tellurian, Inc.(1) |
58,716 | 46,785 | ||||||
| Tidewater, Inc.(1) |
16,158 | 108,420 | ||||||
| Transocean Ltd.(1) |
231,838 | 187,070 | ||||||
| Uranium Energy Corp.(1) |
42,777 | 42,640 | ||||||
| US Silica Holdings, Inc. |
29,871 | 89,613 | ||||||
| Valero Energy Corp. |
221,435 | 9,592,564 | ||||||
| W&T Offshore, Inc.(1) |
36,883 | 66,389 | ||||||
| Whiting Petroleum Corp.(1) |
484 | 8,368 | ||||||
| Williams Companies, Inc. |
36,701 | 721,175 | ||||||
| World Fuel Services Corp. |
89,826 | 1,903,413 | ||||||
| WPX Energy, Inc.(1) |
2,419,346 | 11,854,795 | ||||||
|
|
|
|||||||
| Total Energy |
|
132,680,108 | ||||||
|
|
|
|||||||
| Financials – 19.38% |
||||||||
| 1st Constitution Bancorp |
3,471 | 41,305 | ||||||
| 1st Source Corp. |
6,518 | 201,015 | ||||||
| ACNB Corp. |
3,369 | 70,075 | ||||||
| Affiliated Managers Group, Inc. |
1,371 | 93,749 | ||||||
| Aflac, Inc. |
167,132 | 6,075,248 | ||||||
| AGNC Investment Corp. |
16,796 | 233,632 | ||||||
| Alerus Financial Corp. |
5,882 | 115,287 | ||||||
| Alleghany Corp. |
22,442 | 11,679,939 | ||||||
| Allegiance Bancshares, Inc. |
7,108 | 166,114 | ||||||
| Allstate Corp. |
272,094 | 25,614,929 | ||||||
| Ally Financial, Inc. |
192,505 | 4,826,100 | ||||||
| Altabancorp |
6,254 | 125,830 | ||||||
| Amalgamated Bank - Class A |
5,037 | 53,291 | ||||||
| A-Mark Precious Metals, Inc. |
2,102 | 70,879 | ||||||
| Ambac Financial Group, Inc.(1) |
18,435 | 235,415 | ||||||
| Amerant Bancorp, Inc. - Class A(1) |
9,566 | 89,059 | ||||||
| American Equity Investment Life Holding Co. |
35,960 | 790,760 | ||||||
| American Financial Group, Inc. |
47,630 | 3,190,257 | ||||||
| American International Group, Inc. |
540,031 | 14,867,053 | ||||||
| American National Bankshares, Inc. |
4,199 | 87,843 | ||||||
| American National Group, Inc. |
245 | 16,545 | ||||||
| Ameriprise Financial, Inc. |
199,242 | 30,705,185 | ||||||
| Ameris Bancorp |
26,475 | 603,100 | ||||||
| AMERISAFE, Inc. |
7,742 | 444,081 | ||||||
| Ames National Corp. |
3,328 | 56,210 | ||||||
| Annaly Capital Management, Inc. |
330,554 | 2,353,544 | ||||||
| Anworth Mortgage Asset Corp. |
40,246 | 66,003 | ||||||
| Aon Plc - Class A |
60,791 | 12,541,183 | ||||||
| Apollo Commercial Real Estate Finance, Inc. |
59,730 | 538,167 | ||||||
| Apollo Global Management, Inc. - Class A |
2,559 | 114,515 | ||||||
| Arbor Realty Trust, Inc. |
41,675 | 478,012 | ||||||
| Arch Capital Group Ltd.(1) |
11,822 | 345,794 | ||||||
| Ares Commercial Real Estate Corp. |
12,190 | 111,417 | ||||||
| Ares Management Corp. - Class A |
214,325 | 8,663,016 | ||||||
| Argo Group International Holdings Ltd. |
13,029 | 448,588 | ||||||
| Arlington Asset Investment Corp. - Class A |
15,203 | 43,177 | ||||||
| ARMOUR Residential REIT, Inc. |
25,539 | 242,876 | ||||||
| Arrow Financial Corp. |
5,464 | 137,092 | ||||||
| Arthur J. Gallagher & Co. |
152,274 | 16,077,089 | ||||||
| Artisan Partners Asset Management, Inc. - Class A |
12,848 | 500,944 | ||||||
| Assetmark Financial Holdings, Inc.(1) |
3,569 | 77,590 | ||||||
| Associated Banc-Corp. |
310,481 | 3,918,270 | ||||||
| Associated Capital Group, Inc. - Class A |
626 | 22,617 | ||||||
| Assurant, Inc. |
1,794 | 217,630 | ||||||
| Assured Guaranty Ltd. |
121,289 | 2,605,288 | ||||||
| Athene Holding Ltd. - Class A(1) |
502,999 | 17,142,206 | ||||||
| Atlantic Capital Bancshares, Inc.(1) |
8,363 | 94,920 | ||||||
| Atlantic Union Bankshares Corp. |
31,408 | 671,189 | ||||||
| Auburn National Bancorporation, Inc. |
894 | 32,416 | ||||||
| Axis Capital Holdings Ltd. |
91,808 | 4,043,224 | ||||||
| Axos Financial, Inc.(1) |
21,136 | 492,680 | ||||||
| B. Riley Financial, Inc. |
7,354 | 184,291 | ||||||
| Banc of California, Inc. |
17,641 | 178,527 | ||||||
| BancFirst Corp. |
7,477 | 305,361 | ||||||
| Banco Latinoamericano de Comercio Exterior SA - Class E |
38,418 | 466,779 | ||||||
| BancorpSouth Bank |
855,112 | 16,572,071 | ||||||
| Bank First Corp. |
121 | 7,103 | ||||||
| Bank of Commerce Holdings |
6,310 | 43,981 | ||||||
| Bank of Hawaii Corp. |
127,277 | 6,430,034 | ||||||
| Bank of Marin Bancorp |
5,445 | 157,687 | ||||||
| Bank of NT Butterfield & Son Ltd. |
433,331 | 9,654,615 | ||||||
| Bank of Princeton |
2,083 | 37,848 | ||||||
| Bank OZK |
287,294 | 6,125,108 | ||||||
| BankFinancial Corp. |
5,796 | 41,847 | ||||||
| BankUnited, Inc. |
287,573 | 6,300,724 | ||||||
| Bankwell Financial Group, Inc. |
2,534 | 35,856 | ||||||
| Banner Corp. |
10,631 | 342,956 | ||||||
| Bar Harbor Bankshares |
6,025 | 123,814 | ||||||
| BayCom Corp.(1) |
3,471 | 35,751 | ||||||
| BCB Bancorp, Inc. |
5,513 | 44,104 | ||||||
| Berkshire Hills Bancorp, Inc. |
17,401 | 175,924 | ||||||
| BGC Partners, Inc. - Class A |
122,506 | 294,014 | ||||||
| Blackstone Mortgage Trust, Inc. - Class A |
54,933 | 1,206,878 | ||||||
| Blucora, Inc.(1) |
19,030 | 179,263 | ||||||
| Bogota Financial Corp.(1) |
2,680 | 20,422 | ||||||
| BOK Financial Corp. |
99,774 | 5,139,359 | ||||||
| Boston Private Financial Holdings, Inc. |
33,990 | 187,625 | ||||||
| Bridge Bancorp, Inc. |
6,530 | 113,818 | ||||||
| Bridgewater Bancshares, Inc.(1) |
7,865 | 74,639 | ||||||
| Brighthouse Financial, Inc.(1) |
155,627 | 4,187,923 | ||||||
| Brightsphere Investment Group, Inc. |
666,625 | 8,599,462 | ||||||
| Broadmark Realty Capital, Inc. |
51,753 | 510,285 | ||||||
| Brookline Bancorp, Inc. |
687,174 | 5,940,619 | ||||||
| Brown & Brown, Inc. |
6,759 | 305,980 | ||||||
| Bryn Mawr Bank Corp. |
8,078 | 200,900 | ||||||
| Business First Bancshares, Inc. |
7,611 | 114,165 | ||||||
| Byline Bancorp, Inc. |
9,914 | 111,830 | ||||||
| C&F Financial Corp. |
1,336 | 39,679 | ||||||
| Cadence BanCorp - Class A |
49,876 | 428,435 | ||||||
| California Bancorp, Inc.(1) |
2,691 | 30,489 | ||||||
| Cambridge Bancorp |
1,954 | 103,875 | ||||||
| Camden National Corp. |
6,033 | 182,347 | ||||||
| Cannae Holdings, Inc.(1) |
34,281 | 1,277,310 | ||||||
| Capital Bancorp, Inc.(1) |
2,921 | 27,633 | ||||||
| Capital City Bank Group, Inc. |
5,632 | 105,825 | ||||||
| Capitol Federal Financial, Inc. |
52,980 | 490,860 | ||||||
| Capstar Financial Holdings, Inc. |
6,840 | 67,100 | ||||||
| Capstead Mortgage Corp. |
39,135 | 219,939 | ||||||
| Carlyle Group, Inc. |
3,114 | 76,822 | ||||||
| Carter Bank & Trust |
8,327 | 55,375 | ||||||
| Cathay General Bancorp |
514,778 | 11,160,387 | ||||||
| CB Financial Services, Inc. |
1,860 | 35,489 | ||||||
| CBOE Global Markets, Inc. |
2,569 | 225,404 | ||||||
| CBTX, Inc. |
7,437 | 121,521 | ||||||
| Central Pacific Financial Corp. |
8,489 | 115,196 | ||||||
| Central Valley Community Bancorp |
4,680 | 57,798 | ||||||
| Century Bancorp, Inc. - Class A |
931 | 61,204 | ||||||
| Chemung Financial Corp. |
1,510 | 43,594 | ||||||
| Cherry Hill Mortgage Investment Corp. |
5,547 | 49,812 | ||||||
| Chimera Investment Corp. |
225,048 | 1,845,394 | ||||||
| ChoiceOne Financial Services, Inc. |
2,944 | 76,603 | ||||||
| Cincinnati Financial Corp. |
4,537 | 353,750 | ||||||
| CIT Group, Inc. |
118,720 | 2,102,531 | ||||||
| Citizens & Northern Corp. |
5,434 | 88,248 | ||||||
| Citizens Financial Group, Inc. |
271,906 | 6,873,784 | ||||||
| Citizens Holding Co. |
1,731 | 38,809 |
| Citizens, Inc. - Class A(1) |
18,865 | 104,512 | ||||||
| City Holding Co. |
6,147 | 354,129 | ||||||
| Civista Bancshares, Inc. |
6,543 | 81,918 | ||||||
| CNA Financial Corp. |
105,975 | 3,178,190 | ||||||
| CNB Financial Corporation, Inc. |
6,214 | 92,402 | ||||||
| CNO Financial Group, Inc. |
537,595 | 8,623,024 | ||||||
| Coastal Financial Corp.(1) |
3,151 | 38,600 | ||||||
| Codorus Valley Bancorp, Inc. |
3,991 | 52,282 | ||||||
| Colony Bankcorp, Inc. |
2,921 | 31,401 | ||||||
| Colony Credit Real Estate, Inc. |
32,834 | 161,215 | ||||||
| Columbia Banking System, Inc. |
28,329 | 675,647 | ||||||
| Columbia Financial, Inc.(1) |
13,898 | 154,268 | ||||||
| Comerica, Inc. |
4,185 | 160,076 | ||||||
| Commerce Bancshares, Inc. |
3,007 | 169,264 | ||||||
| Community Bank System, Inc. |
21,092 | 1,148,670 | ||||||
| Community Bankers Trust Corp. |
8,439 | 42,870 | ||||||
| Community Financial Corp. |
2,122 | 45,305 | ||||||
| Community Trust Bancorp, Inc. |
6,358 | 179,677 | ||||||
| ConnectOne Bancorp, Inc. |
14,709 | 206,956 | ||||||
| County Bancorp, Inc. |
1,778 | 33,426 | ||||||
| Cowen, Inc. - Class A |
7,192 | 117,014 | ||||||
| Crawford & Co. - Class A |
5,461 | 35,715 | ||||||
| Credit Acceptance Corp.(1) |
273 | 92,449 | ||||||
| CrossFirst Bankshares, Inc.(1) |
19,519 | 169,620 | ||||||
| Cullen/Frost Bankers, Inc. |
108,050 | 6,909,798 | ||||||
| Customers Bancorp, Inc.(1) |
10,227 | 114,542 | ||||||
| CVB Financial Corp. |
930,625 | 15,476,294 | ||||||
| Diamond Hill Investment Group, Inc. |
1,249 | 157,774 | ||||||
| Dime Community Bancshares, Inc. |
10,975 | 124,127 | ||||||
| Discover Financial Services |
375,787 | 21,712,973 | ||||||
| Donegal Group, Inc. - Class A |
4,096 | 57,631 | ||||||
| Donnelley Financial Solutions, Inc.(1) |
11,972 | 159,946 | ||||||
| Dynex Capital, Inc. |
8,982 | 136,616 | ||||||
| E*TRADE Financial Corp. |
6,713 | 335,986 | ||||||
| Eagle Bancorp Montana, Inc. |
2,741 | 48,296 | ||||||
| Eagle Bancorp, Inc. |
12,898 | 345,537 | ||||||
| East West Bancorp, Inc. |
432,527 | 14,160,934 | ||||||
| Eaton Vance Corp. |
3,315 | 126,467 | ||||||
| Element Fleet Management Corp. |
980,471 | 8,158,626 | ||||||
| Ellington Financial, Inc. |
16,090 | 197,263 | ||||||
| Ellington Residential Mortgage REIT |
3,435 | 38,129 | ||||||
| Employers Holdings, Inc. |
10,653 | 322,253 | ||||||
| Encore Capital Group, Inc.(1) |
253,105 | 9,767,322 | ||||||
| Enova International, Inc.(1) |
11,444 | 187,567 | ||||||
| Enstar Group Ltd.(1) |
25,073 | 4,049,290 | ||||||
| Enterprise Bancorp, Inc. |
3,441 | 72,330 | ||||||
| Enterprise Financial Services Corp. |
9,805 | 267,382 | ||||||
| Equitable Holdings, Inc. |
12,321 | 224,735 | ||||||
| Equity Bancshares, Inc. - Class A(1) |
5,670 | 87,885 | ||||||
| Erie Indemnity Co. - Class A |
333 | 70,023 | ||||||
| Esquire Financial Holdings, Inc.(1) |
1,770 | 26,550 | ||||||
| ESSA Bancorp, Inc. |
3,628 | 44,733 | ||||||
| Essent Group Ltd. |
343,269 | 12,704,386 | ||||||
| Evans Bancorp, Inc. |
1,895 | 42,164 | ||||||
| Evercore, Inc. - Class A |
1,176 | 76,981 | ||||||
| Everest Re Group Ltd. |
89,762 | 17,731,585 | ||||||
| EZCORP, Inc. - Class A(1) |
18,477 | 92,939 | ||||||
| Farmers & Merchants Bancorp, Inc. |
3,900 | 78,039 | ||||||
| Farmers National Banc Corp. |
10,814 | 118,089 | ||||||
| FB Financial Corp. |
12,447 | 312,669 | ||||||
| FBL Financial Group, Inc. - Class A |
3,874 | 186,727 | ||||||
| Federal Agricultural Mortgage Corp. - Class C |
2,912 | 185,378 | ||||||
| Federated Hermes, Inc. - Class B |
27,277 | 586,728 | ||||||
| FedNat Holding Co. |
4,321 | 27,309 | ||||||
| Ferroglobe Representation & Warranty Insurance Trust(1)(2)(6) |
11,189 | – | ||||||
| Fidelity D&D Bancorp, Inc. |
1,574 | 76,670 | ||||||
| Fidelity National Financial, Inc. |
8,343 | 261,219 | ||||||
| Fifth Third Bancorp |
1,098,667 | 23,423,580 | ||||||
| Financial Institutions, Inc. |
6,375 | 98,175 | ||||||
| First American Financial Corp. |
389,760 | 19,842,682 | ||||||
| First Bancorp NC |
11,651 | 243,855 | ||||||
| First BanCorp PR |
85,828 | 448,022 | ||||||
| First Bancorp, Inc. |
4,106 | 86,554 | ||||||
| First Bancshares, Inc. |
8,079 | 169,417 | ||||||
| First Bank/Hamilton NJ |
7,169 | 44,448 | ||||||
| First Busey Corp. |
20,515 | 325,983 | ||||||
| First Business Financial Services, Inc. |
3,312 | 47,328 | ||||||
| First Capital, Inc. |
1,257 | 70,455 | ||||||
| First Choice Bancorp |
4,419 | 58,729 | ||||||
| First Citizens BancShares, Inc. - Class A |
188 | 59,931 | ||||||
| First Commonwealth Financial Corp. |
40,033 | 309,855 | ||||||
| First Community Bankshares, Inc. |
7,235 | 130,592 | ||||||
| First Community Corp/SC |
2,578 | 35,138 | ||||||
| First Financial Bancorp |
38,141 | 457,883 |
| First Financial Corp. |
5,490 | 172,386 | ||||||
| First Foundation, Inc. |
12,124 | 158,461 | ||||||
| First Guaranty Bancshares, Inc. |
1,454 | 17,608 | ||||||
| First Hawaiian, Inc. |
492,941 | 7,132,856 | ||||||
| First Horizon National Corp. |
1,097,809 | 10,352,339 | ||||||
| First Internet Bancorp |
3,811 | 56,136 | ||||||
| First Interstate BancSystem, Inc. - Class A |
16,910 | 538,584 | ||||||
| First Merchants Corp. |
21,726 | 503,174 | ||||||
| First Mid Bancshares, Inc. |
6,056 | 151,097 | ||||||
| First Midwest Bancorp, Inc. |
45,568 | 491,223 | ||||||
| First Northwest Bancorp |
3,187 | 31,551 | ||||||
| First of Long Island Corp. |
9,505 | 140,769 | ||||||
| First Republic Bank |
118,170 | 12,887,620 | ||||||
| First Savings Financial Group, Inc. |
687 | 37,332 | ||||||
| First United Corp. |
2,313 | 27,085 | ||||||
| First Western Financial, Inc.(1) |
2,898 | 37,529 | ||||||
| Flagstar Bancorp, Inc. |
17,072 | 505,843 | ||||||
| Flushing Financial Corp. |
10,884 | 114,500 | ||||||
| FNB Corp. |
9,605 | 65,122 | ||||||
| FNCB Bancorp, Inc. |
6,604 | 35,133 | ||||||
| Franklin Financial Services Corp. |
1,649 | 35,256 | ||||||
| Franklin Resources, Inc. |
115,501 | 2,350,445 | ||||||
| FS Bancorp, Inc. |
1,391 | 57,031 | ||||||
| FS KKR Capital Corp. |
122,125 | 1,936,903 | ||||||
| Fulton Financial Corp. |
63,491 | 592,371 | ||||||
| FVCBankcorp, Inc.(1) |
4,255 | 42,550 | ||||||
| GAMCO Investors, Inc. - Class A |
485 | 5,611 | ||||||
| Genworth Financial, Inc. - Class A(1) |
201,090 | 673,652 | ||||||
| German American Bancorp, Inc. |
9,675 | 262,580 | ||||||
| Glacier Bancorp, Inc. |
554,056 | 17,757,495 | ||||||
| Globe Life, Inc. |
97,867 | 7,819,573 | ||||||
| GoHealth, Inc. - Class A(1) |
1,091 | 14,210 | ||||||
| Goosehead Insurance, Inc. - Class A |
4,499 | 389,568 | ||||||
| Granite Point Mortgage Trust, Inc. |
21,116 | 149,712 | ||||||
| Great Ajax Corp. |
7,896 | 65,458 | ||||||
| Great Southern Bancorp, Inc. |
4,397 | 159,259 | ||||||
| Great Western Bancorp, Inc. |
21,666 | 269,742 | ||||||
| Green Dot Corp. - Class A(1) |
18,549 | 938,765 | ||||||
| Greene County Bancorp, Inc. |
1,087 | 23,577 | ||||||
| Greenlight Capital Re Ltd. - Class A(1) |
11,363 | 76,473 | ||||||
| Guaranty Bancshares, Inc. |
3,076 | 76,562 | ||||||
| Hancock Whitney Corp. |
34,274 | 644,694 | ||||||
| Hanmi Financial Corp. |
427,893 | 3,513,002 | ||||||
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. |
27,438 | 1,159,804 | ||||||
| Hanover Insurance Group, Inc. |
70,265 | 6,547,293 | ||||||
| HarborOne Bancorp, Inc. |
21,274 | 171,681 | ||||||
| Hartford Financial Services Group, Inc. |
304,658 | 11,229,694 | ||||||
| Hawthorn Bancshares, Inc. |
2,310 | 43,751 | ||||||
| HBT Financial, Inc. |
4,147 | 46,529 | ||||||
| HCI Group, Inc. |
1,963 | 96,756 | ||||||
| Heartland Financial USA, Inc. |
14,057 | 421,640 | ||||||
| Heritage Commerce Corp. |
24,544 | 163,340 | ||||||
| Heritage Financial Corp. |
13,700 | 251,943 | ||||||
| Heritage Insurance Holdings, Inc. |
8,929 | 90,361 | ||||||
| Hilltop Holdings, Inc. |
28,809 | 592,889 | ||||||
| Hingham Institution for Savings |
533 | 98,072 | ||||||
| Home Bancorp, Inc. |
3,171 | 76,580 | ||||||
| Home Bancshares, Inc. |
61,528 | 932,764 | ||||||
| HomeStreet, Inc. |
8,581 | 221,047 | ||||||
| HomeTrust Bancshares, Inc. |
6,298 | 85,527 | ||||||
| Hope Bancorp, Inc. |
47,316 | 358,892 | ||||||
| Horace Mann Educators Corp. |
314,648 | 10,509,243 | ||||||
| Horizon Bancorp |
17,217 | 173,720 | ||||||
| Howard Bancorp, Inc.(1) |
4,568 | 41,021 | ||||||
| Huntington Bancshares, Inc. |
1,981,727 | 18,172,437 | ||||||
| Independence Holding Co. |
1,751 | 66,030 | ||||||
| Independent Bank Corp. |
311,171 | 16,299,137 | ||||||
| Independent Bank Corp. MI |
8,487 | 106,682 | ||||||
| Independent Bank Group, Inc. |
14,845 | 655,852 | ||||||
| Interactive Brokers Group, Inc. - Class A |
2,215 | 107,051 | ||||||
| International Bancshares Corp. |
21,420 | 558,205 | ||||||
| Invesco Ltd. |
11,590 | 132,242 | ||||||
| Invesco Mortgage Capital, Inc. |
73,255 | 198,521 | ||||||
| Investar Holding Corp. |
4,076 | 52,254 | ||||||
| Investors Bancorp, Inc. |
66,767 | 484,728 | ||||||
| Investors Title Co. |
443 | 57,617 | ||||||
| James River Group Holdings Ltd. |
1,554 | 69,200 | ||||||
| Jefferies Financial Group, Inc. |
6,751 | 121,518 | ||||||
| Kearny Financial Corp. |
23,925 | 172,499 | ||||||
| Kemper Corp. |
1,880 | 125,640 | ||||||
| KeyCorp |
1,439,372 | 17,171,708 | ||||||
| KKR & Co., Inc. - Class Miscella |
16,147 | 554,488 | ||||||
| KKR Real Estate Finance Trust, Inc. |
11,327 | 187,235 | ||||||
| Ladder Capital Corp. - Class A |
42,731 | 304,245 |
| Lakeland Bancorp, Inc. |
19,437 | 193,398 | ||||||
| Lakeland Financial Corp. |
418,371 | 17,236,885 | ||||||
| Landmark Bancorp, Inc./Manhattan KS |
1,732 | 36,978 | ||||||
| Lazard Ltd. - Class A |
2,996 | 99,018 | ||||||
| LCNB Corp. |
4,759 | 64,960 | ||||||
| Lemonade, Inc.(1) |
371 | 18,446 | ||||||
| LendingClub Corp.(1) |
26,988 | 127,113 | ||||||
| LendingTree, Inc.(1) |
13 | 3,990 | ||||||
| Level One Bancorp, Inc. |
1,906 | 29,734 | ||||||
| Limestone Bancorp, Inc.(1) |
1,890 | 19,883 | ||||||
| Lincoln National Corp. |
102,041 | 3,196,945 | ||||||
| Live Oak Bancshares, Inc. |
11,391 | 288,534 | ||||||
| Loews Corp. |
518,038 | 18,001,821 | ||||||
| LPL Financial Holdings, Inc. |
2,167 | 166,144 | ||||||
| Luther Burbank Corp. |
6,127 | 51,160 | ||||||
| M&T Bank Corp. |
3,844 | 353,994 | ||||||
| Macatawa Bank Corp. |
10,922 | 71,321 | ||||||
| Mackinac Financial Corp. |
3,926 | 37,886 | ||||||
| MainStreet Bancshares, Inc.(1) |
2,492 | 30,502 | ||||||
| Markel Corp.(1) |
407 | 396,296 | ||||||
| Marlin Business Services Corp. |
2,673 | 18,845 | ||||||
| MBIA, Inc.(1) |
21,656 | 131,235 | ||||||
| Mercantile Bank Corp. |
6,673 | 120,247 | ||||||
| Merchants Bancorp |
3,271 | 64,471 | ||||||
| Mercury General Corp. |
797 | 32,972 | ||||||
| Meridian Bancorp, Inc. |
19,096 | 197,644 | ||||||
| Meridian Corp. |
1,418 | 22,872 | ||||||
| Meta Financial Group, Inc. |
12,951 | 248,918 | ||||||
| Metrocity Bankshares, Inc. |
7,023 | 92,493 | ||||||
| Metropolitan Bank Holding Corp.(1) |
2,866 | 80,248 | ||||||
| MFA Financial, Inc. |
179,532 | 481,146 | ||||||
| MGIC Investment Corp. |
220,064 | 1,949,767 | ||||||
| Mid Penn Bancorp, Inc. |
2,643 | 45,750 | ||||||
| Middlefield Banc Corp. |
2,322 | 44,815 | ||||||
| Midland States Bancorp, Inc. |
8,639 | 111,011 | ||||||
| MidWestOne Financial Group, Inc. |
6,157 | 110,026 | ||||||
| MMA Capital Holdings, Inc.(1) |
1,561 | 35,138 | ||||||
| Morningstar, Inc. |
115 | 18,470 | ||||||
| Mr Cooper Group, Inc.(1) |
300,189 | 6,700,218 | ||||||
| MVB Financial Corp. |
3,898 | 62,251 | ||||||
| Nasdaq, Inc. |
86,300 | 10,589,873 | ||||||
| National Bank Holdings Corp. - Class A |
8,538 | 224,123 | ||||||
| National Bankshares, Inc. |
2,530 | 64,085 | ||||||
| National General Holdings Corp. |
37,338 | 1,260,158 | ||||||
| National Western Life Group, Inc. - Class A |
999 | 182,587 | ||||||
| Navient Corp. |
300,019 | 2,535,161 | ||||||
| NBT Bancorp, Inc. |
17,096 | 458,515 | ||||||
| Nelnet, Inc. - Class A |
6,909 | 416,267 | ||||||
| New Residential Investment Corp. |
787,854 | 6,263,439 | ||||||
| New York Community Bancorp, Inc. |
13,546 | 112,025 | ||||||
| New York Mortgage Trust, Inc. |
430,623 | 1,098,089 | ||||||
| NI Holdings, Inc.(1) |
3,926 | 66,310 | ||||||
| Nicolet Bankshares, Inc.(1) |
3,687 | 201,347 | ||||||
| NMI Holdings, Inc. - Class A(1) |
30,974 | 551,337 | ||||||
| Northeast Bank |
2,716 | 49,974 | ||||||
| Northern Trust Corp. |
5,789 | 451,368 | ||||||
| Northfield Bancorp, Inc. |
19,201 | 175,113 | ||||||
| Northrim BanCorp, Inc. |
2,484 | 63,317 | ||||||
| Northwest Bancshares, Inc. |
47,230 | 434,516 | ||||||
| Norwood Financial Corp. |
2,249 | 54,696 | ||||||
| Oak Valley Bancorp |
2,625 | 30,083 | ||||||
| OceanFirst Financial Corp. |
24,230 | 331,709 | ||||||
| Oconee Federal Financial Corp. |
425 | 9,265 | ||||||
| OFG Bancorp |
20,239 | 252,178 | ||||||
| Ohio Valley Banc Corp. |
1,638 | 33,841 | ||||||
| Old National Bancorp |
65,858 | 827,176 | ||||||
| Old Republic International Corp. |
141,556 | 2,086,535 | ||||||
| Old Second Bancorp, Inc. |
11,440 | 85,743 | ||||||
| OneMain Holdings, Inc. - Class A |
2,009 | 62,781 | ||||||
| OP Bancorp |
4,818 | 27,559 | ||||||
| Oportun Financial Corp.(1) |
7,517 | 88,625 | ||||||
| Oppenheimer Holdings, Inc. - Class A |
3,760 | 83,923 | ||||||
| Orchid Island Capital, Inc. - Class A |
26,155 | 131,037 | ||||||
| Origin Bancorp, Inc. |
9,006 | 192,368 | ||||||
| Orrstown Financial Services, Inc. |
4,635 | 59,328 | ||||||
| Pacific Premier Bancorp, Inc. |
32,073 | 645,950 | ||||||
| PacWest Bancorp |
310,972 | 5,311,402 | ||||||
| Park National Corp. |
5,724 | 469,139 | ||||||
| Parke Bancorp, Inc. |
4,743 | 56,631 | ||||||
| Partners Bancorp |
2,980 | 16,777 | ||||||
| PCB Bancorp |
5,072 | 44,583 | ||||||
| PCSB Financial Corp. |
5,966 | 72,010 | ||||||
| PDL Community Bancorp(1) |
2,922 | 25,772 | ||||||
| Peapack Gladstone Financial Corp. |
7,199 | 109,065 |
| PennantPark Investment Corp. |
163,500 | 521,565 | ||||||
| Penns Woods Bancorp, Inc. |
2,795 | 55,481 | ||||||
| PennyMac Financial Services, Inc. |
14,889 | 865,349 | ||||||
| PennyMac Mortgage Investment Trust |
39,296 | 631,487 | ||||||
| Peoples Bancorp of North Carolina, Inc. |
1,943 | 29,980 | ||||||
| Peoples Bancorp, Inc. |
7,427 | 141,781 | ||||||
| Peoples Financial Services Corp. |
2,673 | 92,913 | ||||||
| People’s United Financial, Inc. |
12,761 | 131,566 | ||||||
| Pinnacle Financial Partners, Inc. |
2,242 | 79,793 | ||||||
| Pioneer Bancorp, Inc.(1) |
4,579 | 40,662 | ||||||
| Piper Sandler Companies |
6,987 | 510,051 | ||||||
| Plumas Bancorp |
1,884 | 37,077 | ||||||
| Popular, Inc. |
43,017 | 1,560,227 | ||||||
| PRA Group, Inc.(1) |
18,068 | 721,817 | ||||||
| Preferred Bank Los Angeles |
5,639 | 181,125 | ||||||
| Premier Financial Bancorp, Inc. |
5,386 | 58,169 | ||||||
| Premier Financial Corp. |
14,849 | 231,273 | ||||||
| Primerica, Inc. |
444 | 50,234 | ||||||
| Principal Financial Group, Inc. |
80,958 | 3,260,179 | ||||||
| ProAssurance Corp. |
21,127 | 330,426 | ||||||
| Professional Holding Corp. - Class A(1) |
4,426 | 59,353 | ||||||
| ProSight Global, Inc.(1) |
3,662 | 41,527 | ||||||
| Prospect Capital Corp. |
295,600 | 1,486,868 | ||||||
| Prosperity Bancshares, Inc. |
145,402 | 7,536,186 | ||||||
| Protective Insurance Corp. - Class B |
3,527 | 46,310 | ||||||
| Provident Bancorp, Inc. |
3,628 | 28,262 | ||||||
| Provident Financial Holdings, Inc. |
2,612 | 31,083 | ||||||
| Provident Financial Services, Inc. |
28,637 | 349,371 | ||||||
| Prudential Bancorp, Inc. |
3,122 | 32,906 | ||||||
| Prudential Financial, Inc. |
54,761 | 3,478,419 | ||||||
| QCR Holdings, Inc. |
5,735 | 157,196 | ||||||
| Radian Group, Inc. |
76,542 | 1,118,279 | ||||||
| Raymond James Financial, Inc. |
245,908 | 17,892,266 | ||||||
| RBB Bancorp |
6,808 | 77,203 | ||||||
| Ready Capital Corp. |
16,893 | 189,202 | ||||||
| Red River Bancshares, Inc. |
1,857 | 79,851 | ||||||
| Redwood Trust, Inc. |
46,564 | 350,161 | ||||||
| Regional Management Corp.(1) |
3,252 | 54,178 | ||||||
| Regions Financial Corp. |
409,584 | 4,722,504 | ||||||
| Reinsurance Group of America, Inc. - Class A |
317,748 | 30,246,432 | ||||||
| Reliant Bancorp, Inc. |
5,819 | 84,376 | ||||||
| RenaissanceRe Holdings Ltd. |
66,356 | 11,263,267 | ||||||
| Renasant Corp. |
21,980 | 499,386 | ||||||
| Republic Bancorp, Inc. - Class A |
3,913 | 110,190 | ||||||
| Republic First Bancorp, Inc.(1) |
18,033 | 35,705 | ||||||
| Richmond Mutual Bancorporation, Inc. |
4,608 | 48,753 | ||||||
| Riverview Bancorp, Inc. |
8,199 | 34,026 | ||||||
| RLI Corp. |
1,941 | 162,520 | ||||||
| S&T Bancorp, Inc. |
15,383 | 272,125 | ||||||
| Safeguard Scientifics, Inc. |
9,054 | 49,616 | ||||||
| Safety Insurance Group, Inc. |
5,727 | 395,678 | ||||||
| Salisbury Bancorp, Inc. |
993 | 31,389 | ||||||
| Sandy Spring Bancorp, Inc. |
145,478 | 3,357,632 | ||||||
| Santander Consumer USA Holdings, Inc. |
141,263 | 2,569,574 | ||||||
| SB Financial Group, Inc. |
3,240 | 43,708 | ||||||
| Sculptor Capital Management, Inc. - Class A |
7,542 | 88,543 | ||||||
| Seacoast Banking Corp. of Florida(1) |
20,611 | 371,616 | ||||||
| Security National Financial Corp. - Class A(1) |
3,171 | 20,294 | ||||||
| SEI Investments Co. |
3,530 | 179,042 | ||||||
| Select Bancorp, Inc.(1) |
6,303 | 45,319 | ||||||
| Selective Insurance Group, Inc. |
396,724 | 20,427,319 | ||||||
| Selectquote, Inc.(1) |
9,113 | 184,538 | ||||||
| ServisFirst Bancshares, Inc. |
5,184 | 176,412 | ||||||
| Shore Bancshares, Inc. |
4,792 | 52,616 | ||||||
| Sierra Bancorp |
5,803 | 97,432 | ||||||
| Signature Bank |
66,538 | 5,521,989 | ||||||
| Silvercrest Asset Management Group, Inc. - Class A |
1,933 | 20,219 | ||||||
| Silvergate Capital Corp. - Class A(1) |
5,949 | 85,666 | ||||||
| Simmons First National Corp. - Class A |
41,474 | 657,570 | ||||||
| SLM Corp. |
1,330,218 | 10,761,464 | ||||||
| SmartFinancial, Inc. |
5,237 | 71,171 | ||||||
| South Plains Financial, Inc. |
4,225 | 52,432 | ||||||
| South State Corp. |
227,211 | 10,940,210 | ||||||
| Southern First Bancshares, Inc.(1) |
3,207 | 77,449 | ||||||
| Southern Missouri Bancorp, Inc. |
3,006 | 70,881 | ||||||
| Southern National Bancorp of Virginia, Inc. |
8,494 | 73,728 | ||||||
| Southside Bancshares, Inc. |
12,691 | 310,041 | ||||||
| Spirit of Texas Bancshares, Inc.(1) |
5,020 | 56,023 | ||||||
| Standard AVB Financial Corp. |
1,762 | 57,529 | ||||||
| Starwood Property Trust, Inc. |
8,184 | 123,497 | ||||||
| State Auto Financial Corp. |
6,774 | 93,210 | ||||||
| State Street Corp. |
194,385 | 11,532,862 | ||||||
| Sterling Bancorp |
744,953 | 7,836,906 | ||||||
| Sterling Bancorp, Inc. |
5,373 | 16,173 |
| Stewart Information Services Corp. |
10,583 | 462,795 | ||||||
| Stifel Financial Corp. |
26,661 | 1,347,980 | ||||||
| Stock Yards Bancorp, Inc. |
7,115 | 242,195 | ||||||
| StoneX Group, Inc.(1) |
6,143 | 314,276 | ||||||
| Summit Financial Group, Inc. |
4,507 | 66,749 | ||||||
| SVB Financial Group(1) |
36,807 | 8,856,500 | ||||||
| SWK Holdings Corp.(1) |
1,171 | 16,394 | ||||||
| Synchrony Financial |
242,360 | 6,342,561 | ||||||
| Synovus Financial Corp. |
4,420 | 93,571 | ||||||
| T Rowe Price Group, Inc. |
5,087 | 652,255 | ||||||
| TCF Financial Corp. |
1,068,526 | 24,960,767 | ||||||
| TD Ameritrade Holding Corp. |
215,391 | 8,432,558 | ||||||
| Territorial Bancorp, Inc. |
2,880 | 58,262 | ||||||
| Texas Capital Bancshares, Inc.(1) |
20,306 | 632,126 | ||||||
| TFS Financial Corp. |
1,326 | 19,479 | ||||||
| The Bancorp, Inc.(1) |
20,405 | 176,299 | ||||||
| Third Point Reinsurance Ltd.(1) |
829,499 | 5,765,018 | ||||||
| Timberland Bancorp, Inc. |
2,956 | 53,208 | ||||||
| Tiptree, Inc. |
9,859 | 48,802 | ||||||
| Tompkins Financial Corp. |
5,660 | 321,545 | ||||||
| Towne Bank/Portsmouth VA |
27,005 | 442,882 | ||||||
| TPG RE Finance Trust, Inc. |
23,540 | 199,148 | ||||||
| Tradeweb Markets, Inc. - Class A |
350 | 20,300 | ||||||
| Travelers Companies, Inc. |
43,412 | 4,696,744 | ||||||
| Trean Insurance Group, Inc.(1) |
3,998 | 60,970 | ||||||
| TriCo Bancshares |
10,717 | 262,459 | ||||||
| TriState Capital Holdings, Inc.(1) |
10,727 | 142,025 | ||||||
| Triumph Bancorp, Inc.(1) |
8,902 | 277,208 | ||||||
| Truist Financial Corp. |
365,528 | 13,908,340 | ||||||
| TrustCo Bank Corp. NY |
37,623 | 196,392 | ||||||
| Trustmark Corp. |
25,288 | 541,416 | ||||||
| Two Harbors Investment Corp. |
1,517,453 | 7,723,836 | ||||||
| UMB Financial Corp. |
227,456 | 11,147,619 | ||||||
| Umpqua Holdings Corp. |
969,340 | 10,294,391 | ||||||
| United Bankshares, Inc. |
49,444 | 1,061,563 | ||||||
| United Community Banks, Inc. |
31,428 | 532,076 | ||||||
| United Fire Group, Inc. |
8,353 | 169,733 | ||||||
| United Insurance Holdings Corp. |
7,549 | 45,747 | ||||||
| United Security Bancshares |
5,410 | 33,055 | ||||||
| Unity Bancorp, Inc. |
2,894 | 33,513 | ||||||
| Universal Insurance Holdings, Inc. |
98,265 | 1,359,988 | ||||||
| Univest Financial Corp. |
12,075 | 173,518 | ||||||
| Unum Group |
103,630 | 1,744,093 | ||||||
| Valley National Bancorp |
159,817 | 1,094,746 | ||||||
| Vericity, Inc. |
626 | 6,385 | ||||||
| Veritex Holdings, Inc. |
18,713 | 318,682 | ||||||
| Virtu Financial, Inc. - Class A |
227 | 5,223 | ||||||
| Virtus Investment Partners, Inc. |
2,669 | 370,057 | ||||||
| Voya Financial, Inc. |
73,997 | 3,546,676 | ||||||
| Waddell & Reed Financial, Inc. - Class A |
26,028 | 386,516 | ||||||
| Walker & Dunlop, Inc. |
10,291 | 545,423 | ||||||
| Washington Federal, Inc. |
30,294 | 631,933 | ||||||
| Washington Trust Bancorp, Inc. |
6,814 | 208,917 | ||||||
| Waterstone Financial, Inc. |
8,787 | 136,111 | ||||||
| Watford Holdings Ltd.(1) |
6,901 | 158,309 | ||||||
| Webster Financial Corp. |
2,646 | 69,881 | ||||||
| WesBanco, Inc. |
25,801 | 551,109 | ||||||
| West Bancorporation, Inc. |
5,753 | 91,128 | ||||||
| Westamerica Bancorporation |
8,923 | 484,965 | ||||||
| Western Alliance Bancorp |
3,008 | 95,113 | ||||||
| Western Asset Mortgage Capital Corp. |
22,440 | 45,778 | ||||||
| Western New England Bancorp, Inc. |
9,114 | 51,312 | ||||||
| Westwood Holdings Group, Inc. |
2,813 | 31,337 | ||||||
| White Mountains Insurance Group Ltd. |
90 | 70,110 | ||||||
| Willis Towers Watson Plc |
41,291 | 8,622,387 | ||||||
| Wintrust Financial Corp. |
164,182 | 6,575,489 | ||||||
| WisdomTree Investments, Inc. |
54,841 | 175,491 | ||||||
| World Acceptance Corp.(1) |
1,896 | 200,123 | ||||||
| WR Berkley Corp. |
4,169 | 254,934 | ||||||
| WSFS Financial Corp. |
20,222 | 545,387 | ||||||
| Zions Bancorp N.A. |
161,618 | 4,722,478 | ||||||
|
|
|
|||||||
| Total Financials |
|
1,008,817,435 | ||||||
|
|
|
|||||||
| Healthcare – 7.57% |
||||||||
| Abeona Therapeutics, Inc.(1) |
16,327 | 16,654 | ||||||
| Acadia Healthcare Co., Inc.(1) |
2,623 | 77,326 | ||||||
| Acceleron Pharma, Inc.(1) |
92 | 10,353 | ||||||
| Accolade, Inc.(1) |
824 | 32,029 | ||||||
| AcelRx Pharmaceuticals, Inc.(1) |
23,036 | 32,711 | ||||||
| Acutus Medical, Inc.(1) |
793 | 23,631 | ||||||
| ADMA Biologics, Inc.(1) |
2,070 | 4,947 | ||||||
| Aduro Biotech, Inc.(1) |
4,952 | 12,033 | ||||||
| Adverum Biotechnologies, Inc.(1) |
4,860 | 50,058 | ||||||
| Aeglea BioTherapeutics, Inc. - Class Savings(1) |
2,726 | 19,327 | ||||||
| Agile Therapeutics, Inc.(1) |
2,979 | 9,056 | ||||||
| Agilent Technologies, Inc. |
75,473 | 7,618,245 | ||||||
| Agios Pharmaceuticals, Inc.(1) |
1,714 | 59,990 | ||||||
| Akcea Therapeutics, Inc.(1) |
3,458 | 62,728 | ||||||
| Akouos, Inc.(1) |
1,229 | 28,107 | ||||||
| Albireo Pharma, Inc.(1) |
1,551 | 51,757 | ||||||
| Alexion Pharmaceuticals, Inc.(1) |
104,324 | 11,937,795 | ||||||
| Alkermes Plc(1) |
4,669 | 77,365 | ||||||
| Allovir, Inc.(1) |
1,489 | 40,947 | ||||||
| Allscripts Healthcare Solutions, Inc.(1) |
773,471 | 6,296,054 | ||||||
| Alphatec Holdings, Inc.(1) |
2,437 | 16,182 | ||||||
| ALX Oncology Holdings, Inc.(1) |
806 | 30,418 | ||||||
| AMAG Pharmaceuticals, Inc.(1) |
12,084 | 113,590 | ||||||
| American Renal Associates Holdings, Inc.(1) |
4,647 | 32,064 | ||||||
| AmerisourceBergen Corp. - Class A |
100,003 | 9,692,291 | ||||||
| AMN Healthcare Services, Inc.(1) |
248,070 | 14,502,172 | ||||||
| AnaptysBio, Inc.(1) |
8,764 | 129,269 | ||||||
| AngioDynamics, Inc.(1) |
14,271 | 172,108 | ||||||
| ANI Pharmaceuticals, Inc.(1) |
1,712 | 48,296 | ||||||
| Anika Therapeutics, Inc.(1) |
5,421 | 191,849 | ||||||
| Annexon, Inc.(1) |
1,259 | 38,060 | ||||||
| Applied Genetic Technologies Corp./DE(1) |
9,549 | 46,408 | ||||||
| Applied Molecular Transport, Inc.(1) |
1,059 | 33,697 | ||||||
| Aptinyx, Inc.(1) |
9,676 | 32,705 | ||||||
| Apyx Medical Corp.(1) |
11,553 | 54,415 | ||||||
| Arena Pharmaceuticals, Inc.(1) |
21,287 | 1,592,055 | ||||||
| Aspira Women’s Health, Inc.(1) |
1,460 | 4,504 | ||||||
| Assembly Biosciences, Inc.(1) |
6,091 | 100,136 | ||||||
| Atara Biotherapeutics, Inc.(1) |
7,476 | 96,889 | ||||||
| Atreca, Inc. - Class A(1) |
580 | 8,103 | ||||||
| Avanos Medical, Inc.(1) |
19,129 | 635,465 | ||||||
| Avantor, Inc.(1) |
471,645 | 10,607,296 | ||||||
| AVEO Pharmaceuticals, Inc.(1) |
3,886 | 23,083 | ||||||
| Avid Bioservices, Inc.(1) |
1,680 | 12,802 | ||||||
| Avidity Biosciences, Inc.(1) |
1,410 | 39,691 | ||||||
| Axcella Health, Inc.(1) |
1,249 | 5,770 | ||||||
| Aytu BioScience, Inc.(1) |
8,435 | 10,038 | ||||||
| Berkeley Lights, Inc.(1) |
121 | 9,240 | ||||||
| BeyondSpring, Inc.(1) |
256 | 3,407 | ||||||
| BioCryst Pharmaceuticals, Inc.(1) |
14,951 | 51,357 | ||||||
| BioMarin Pharmaceutical, Inc.(1) |
520 | 39,562 | ||||||
| Bio-Rad Laboratories, Inc. - Class A(1) |
638 | 328,863 | ||||||
| Bio-Techne Corp. |
59 | 14,616 | ||||||
| Bluebird Bio, Inc.(1) |
1,110 | 59,884 | ||||||
| Boston Scientific Corp.(1) |
409,368 | 15,641,951 | ||||||
| Brookdale Senior Living, Inc.(1) |
75,121 | 190,807 | ||||||
| Bruker Corp. |
1,762 | 70,039 | ||||||
| Cabaletta Bio, Inc.(1) |
4,931 | 53,452 | ||||||
| Calyxt, Inc.(1) |
1,193 | 6,550 | ||||||
| Cardinal Health, Inc. |
77,100 | 3,619,845 | ||||||
| CASI Pharmaceuticals, Inc.(1) |
4,349 | 6,654 | ||||||
| Cassava Sciences, Inc.(1) |
5,770 | 66,413 | ||||||
| Catabasis Pharmaceuticals, Inc.(1) |
2,151 | 13,315 | ||||||
| Catalent, Inc.(1) |
4,897 | 419,477 | ||||||
| Catalyst Biosciences, Inc.(1) |
9,355 | 40,226 | ||||||
| Cellular Biomedicine Group, Inc.(1) |
1,807 | 33,140 | ||||||
| CEL-SCI Corp.(1) |
1,609 | 20,515 | ||||||
| Centene Corp.(1) |
296,970 | 17,322,260 | ||||||
| Change Healthcare, Inc.(1) |
485,806 | 7,049,045 | ||||||
| Charles River Laboratories International, Inc.(1) |
165 | 37,364 | ||||||
| Chembio Diagnostics, Inc.(1) |
2,431 | 11,815 | ||||||
| Chimerix, Inc.(1) |
18,981 | 47,263 | ||||||
| Cidara Therapeutics, Inc.(1) |
2,739 | 7,806 | ||||||
| Community Health Systems, Inc.(1) |
33,199 | 140,100 | ||||||
| Computer Programs & Systems, Inc. |
5,273 | 145,588 | ||||||
| Concert Pharmaceuticals, Inc.(1) |
10,988 | 107,902 | ||||||
| CorMedix, Inc.(1) |
1,295 | 7,809 | ||||||
| Cortexyme, Inc.(1) |
369 | 18,450 | ||||||
| Covetrus, Inc.(1) |
38,907 | 949,331 | ||||||
| Cross Country Healthcare, Inc.(1) |
12,211 | 79,249 | ||||||
| CryoLife, Inc.(1) |
2,797 | 51,661 | ||||||
| Cyclerion Therapeutics, Inc.(1) |
8,810 | 53,565 | ||||||
| Cymabay Therapeutics, Inc.(1) |
27,743 | 200,859 | ||||||
| Cytokinetics, Inc.(1) |
3,286 | 71,142 | ||||||
| DaVita, Inc.(1) |
67,065 | 5,744,117 | ||||||
| Dentsply Sirona, Inc. |
6,630 | 289,930 | ||||||
| Dyadic International, Inc.(1) |
1,455 | 11,014 | ||||||
| Dynavax Technologies Corp. - Class A(1) |
5,537 | 23,920 | ||||||
| Elanco Animal Health, Inc.(1) |
12,094 | 337,785 | ||||||
| Enanta Pharmaceuticals, Inc.(1) |
7,003 | 320,597 | ||||||
| Encompass Health Corp. |
1,645 | 106,892 | ||||||
| Endo International Plc(1) |
50,168 | 165,554 | ||||||
| Enochian Biosciences, Inc.(1) |
4,964 | 17,771 | ||||||
| Envista Holdings Corp.(1) |
538,908 | 13,300,249 | ||||||
| Enzo Biochem, Inc.(1) |
16,736 | 35,313 |
| Epizyme, Inc.(1) |
13,409 | 159,969 | ||||||
| Evofem Biosciences, Inc.(1) |
3,946 | 9,313 | ||||||
| Evolent Health, Inc. - Class A(1) |
25,653 | 318,354 | ||||||
| Evolus, Inc.(1) |
5,349 | 20,915 | ||||||
| Exact Sciences Corp.(1) |
595 | 60,660 | ||||||
| Exelixis, Inc.(1) |
5,803 | 141,883 | ||||||
| Exicure, Inc.(1) |
3,103 | 5,430 | ||||||
| FibroGen, Inc.(1) |
4,880 | 200,666 | ||||||
| Five Prime Therapeutics, Inc.(1) |
10,879 | 51,131 | ||||||
| Five Star Senior Living, Inc.(1) |
7,741 | 39,247 | ||||||
| Fluidigm Corp.(1) |
26,674 | 198,188 | ||||||
| FONAR Corp.(1) |
2,343 | 48,922 | ||||||
| Forma Therapeutics Holdings, Inc.(1) |
1,362 | 67,882 | ||||||
| G1 Therapeutics, Inc.(1) |
7,580 | 87,549 | ||||||
| Generation Bio Co.(1) |
1,048 | 32,394 | ||||||
| Geron Corp.(1) |
114,771 | 199,702 | ||||||
| Globus Medical, Inc. - Class A(1) |
2,208 | 109,340 | ||||||
| GlycoMimetics, Inc.(1) |
13,718 | 42,114 | ||||||
| Gossamer Bio, Inc.(1) |
13,130 | 162,943 | ||||||
| Gritstone Oncology, Inc.(1) |
9,709 | 25,729 | ||||||
| Haemonetics Corp.(1) |
114 | 9,946 | ||||||
| Hanger, Inc.(1) |
13,123 | 207,606 | ||||||
| Harvard Bioscience, Inc.(1) |
14,226 | 42,820 | ||||||
| HCA Healthcare, Inc. |
121,093 | 15,097,875 | ||||||
| HealthStream, Inc.(1) |
10,644 | 213,625 | ||||||
| Henry Schein, Inc.(1) |
4,324 | 254,165 | ||||||
| Heska Corp.(1) |
1,735 | 171,401 | ||||||
| Hill-Rom Holdings, Inc. |
1,798 | 150,151 | ||||||
| HMS Holdings Corp.(1) |
169,676 | 4,063,740 | ||||||
| Hologic, Inc.(1) |
103,543 | 6,882,503 | ||||||
| Hookipa Pharma, Inc.(1) |
257 | 2,434 | ||||||
| Horizon Therapeutics Plc(1) |
425 | 33,014 | ||||||
| Humana, Inc. |
36,104 | 14,943,085 | ||||||
| iBio, Inc.(1) |
4,566 | 9,269 | ||||||
| ICON Plc(1) |
54,962 | 10,502,689 | ||||||
| ICU Medical, Inc.(1) |
69,022 | 12,614,461 | ||||||
| Ideaya Biosciences, Inc.(1) |
5,126 | 64,383 | ||||||
| Immunic, Inc.(1) |
680 | 12,628 | ||||||
| ImmunoGen, Inc.(1) |
37,923 | 136,523 | ||||||
| Inari Medical, Inc.(1) |
617 | 42,585 | ||||||
| Innoviva, Inc.(1) |
147,300 | 1,539,285 | ||||||
| Inogen, Inc.(1) |
2,617 | 75,893 | ||||||
| Inozyme Pharma, Inc.(1) |
693 | 18,219 | ||||||
| Integer Holdings Corp.(1) |
204,136 | 12,046,065 | ||||||
| Integra LifeSciences Holdings Corp.(1) |
2,104 | 99,351 | ||||||
| Intra-Cellular Therapies, Inc.(1) |
16,183 | 415,256 | ||||||
| IntriCon Corp.(1) |
3,320 | 40,438 | ||||||
| Invacare Corp. |
12,992 | 97,700 | ||||||
| Ionis Pharmaceuticals, Inc.(1) |
2,032 | 96,418 | ||||||
| IQVIA Holdings, Inc.(1) |
163,975 | 25,847,379 | ||||||
| iTeos Therapeutics, Inc.(1) |
901 | 22,228 | ||||||
| IVERIC bio, Inc.(1) |
32,031 | 180,655 | ||||||
| Jazz Pharmaceuticals Plc(1) |
130,906 | 18,665,887 | ||||||
| Jounce Therapeutics, Inc.(1) |
7,111 | 58,026 | ||||||
| KalVista Pharmaceuticals, Inc.(1) |
4,253 | 53,545 | ||||||
| Keros Therapeutics, Inc.(1) |
176 | 6,788 | ||||||
| Kezar Life Sciences, Inc.(1) |
12,605 | 61,008 | ||||||
| Kindred Biosciences, Inc.(1) |
2,580 | 11,068 | ||||||
| Kiniksa Pharmaceuticals Ltd. - Class A(1) |
613 | 9,391 | ||||||
| Laboratory Corp. of America Holdings(1) |
92,083 | 17,336,466 | ||||||
| Lannett Co., Inc.(1) |
69,768 | 426,282 | ||||||
| LeMaitre Vascular, Inc. |
1,431 | 46,550 | ||||||
| LivaNova Plc(1) |
5,794 | 261,947 | ||||||
| Lyra Therapeutics, Inc.(1) |
915 | 10,230 | ||||||
| MacroGenics, Inc.(1) |
13,574 | 341,929 | ||||||
| Magellan Health, Inc.(1) |
5,331 | 403,983 | ||||||
| Magenta Therapeutics, Inc.(1) |
1,191 | 8,099 | ||||||
| Mallinckrodt Plc(1) |
33,048 | 32,166 | ||||||
| Marker Therapeutics, Inc.(1) |
3,310 | 4,965 | ||||||
| McKesson Corp. |
82,192 | 12,240,855 | ||||||
| MEDNAX, Inc.(1) |
29,730 | 484,004 | ||||||
| MEI Pharma, Inc.(1) |
6,543 | 20,414 | ||||||
| MeiraGTx Holdings Plc(1) |
695 | 9,202 | ||||||
| Meridian Bioscience, Inc.(1) |
2,074 | 35,217 | ||||||
| Mettler-Toledo International, Inc.(1) |
42 | 40,561 | ||||||
| Milestone Scientific, Inc.(1) |
2,805 | 3,899 | ||||||
| Mirum Pharmaceuticals, Inc.(1) |
1,198 | 23,085 | ||||||
| Misonix, Inc.(1) |
3,173 | 37,219 | ||||||
| Molina Healthcare, Inc.(1) |
34,824 | 6,374,185 | ||||||
| Momenta Pharmaceuticals, Inc.(1) |
2,901 | 152,244 | ||||||
| Mylan NV(1) |
15,637 | 231,897 | ||||||
| MyoKardia, Inc.(1) |
2,504 | 341,370 | ||||||
| Myriad Genetics, Inc.(1) |
28,617 | 373,166 | ||||||
| NanoString Technologies, Inc.(1) |
2,123 | 94,898 |
| NantKwest, Inc.(1) |
1,642 | 11,387 | ||||||
| Natera, Inc.(1) |
1,796 | 129,743 | ||||||
| National HealthCare Corp. |
5,058 | 315,164 | ||||||
| Natus Medical, Inc.(1) |
9,178 | 157,219 | ||||||
| Nektar Therapeutics - Class A(1) |
5,283 | 87,645 | ||||||
| NextCure, Inc.(1) |
700 | 6,160 | ||||||
| NextGen Healthcare, Inc.(1) |
22,484 | 286,446 | ||||||
| NGM Biopharmaceuticals, Inc.(1) |
708 | 11,264 | ||||||
| Nkarta, Inc.(1) |
1,359 | 40,852 | ||||||
| Novavax, Inc.(1) |
17,943 | 1,944,124 | ||||||
| Nurix Therapeutics, Inc.(1) |
949 | 33,130 | ||||||
| Nymox Pharmaceutical Corp.(1) |
1,959 | 4,819 | ||||||
| Oak Street Health, Inc.(1) |
238 | 12,719 | ||||||
| OPKO Health, Inc.(1) |
159,698 | 589,286 | ||||||
| Option Care Health, Inc.(1) |
741 | 9,907 | ||||||
| OraSure Technologies, Inc.(1) |
11,105 | 135,148 | ||||||
| Orgenesis, Inc.(1) |
5,221 | 26,314 | ||||||
| ORIC Pharmaceuticals, Inc.(1) |
220 | 5,502 | ||||||
| Orthofix Medical, Inc.(1) |
7,516 | 234,048 | ||||||
| Osmotica Pharmaceuticals Plc(1) |
1,486 | 8,039 | ||||||
| Owens & Minor, Inc. |
25,015 | 628,127 | ||||||
| Pacific Biosciences of California, Inc.(1) |
7,516 | 74,183 | ||||||
| Pandion Therapeutics, Inc.(1) |
748 | 8,572 | ||||||
| Paratek Pharmaceuticals, Inc.(1) |
1,896 | 10,257 | ||||||
| Passage Bio, Inc.(1) |
2,059 | 26,993 | ||||||
| Patterson Companies, Inc. |
33,691 | 812,122 | ||||||
| PDL BioPharma, Inc.(1) |
43,320 | 136,458 | ||||||
| PerkinElmer, Inc. |
2,713 | 340,509 | ||||||
| Perrigo Co. Plc |
4,116 | 188,966 | ||||||
| Phibro Animal Health Corp. - Class A |
430 | 7,482 | ||||||
| Pliant Therapeutics, Inc.(1) |
841 | 19,049 | ||||||
| Poseida Therapeutics, Inc.(1) |
1,114 | 9,881 | ||||||
| PPD, Inc.(1) |
175,232 | 6,481,832 | ||||||
| PRA Health Sciences, Inc.(1) |
77,091 | 7,820,111 | ||||||
| Precigen, Inc.(1) |
6,277 | 21,969 | ||||||
| Precision BioSciences, Inc.(1) |
1,166 | 7,183 | ||||||
| Premier, Inc. - Class A |
276,218 | 9,068,237 | ||||||
| Prestige Consumer Healthcare, Inc.(1) |
238,578 | 8,689,011 | ||||||
| Prothena Corp. Plc(1) |
11,847 | 118,352 | ||||||
| QIAGEN NV(1) |
6,818 | 356,309 | ||||||
| Quest Diagnostics, Inc. |
4,023 | 460,593 | ||||||
| Reata Pharmaceuticals, Inc. - Class A(1) |
83 | 8,086 | ||||||
| Relay Therapeutics, Inc.(1) |
2,693 | 114,695 | ||||||
| Revance Therapeutics, Inc.(1) |
5,852 | 147,119 | ||||||
| Rockwell Medical, Inc.(1) |
5,129 | 5,488 | ||||||
| Royalty Pharma Plc - Class A |
1,456 | 61,254 | ||||||
| Rubius Therapeutics, Inc.(1) |
11,732 | 58,777 | ||||||
| Sage Therapeutics, Inc.(1) |
1,398 | 85,446 | ||||||
| Savara, Inc.(1) |
18,647 | 20,325 | ||||||
| SeaSpine Holdings Corp.(1) |
10,318 | 147,547 | ||||||
| Select Medical Holdings Corp.(1) |
185,400 | 3,860,028 | ||||||
| Selecta Biosciences, Inc.(1) |
13,560 | 33,629 | ||||||
| Sientra, Inc.(1) |
4,179 | 14,209 | ||||||
| Soleno Therapeutics, Inc.(1) |
3,719 | 9,335 | ||||||
| Solid Biosciences, Inc.(1) |
10,100 | 20,503 | ||||||
| Spectrum Pharmaceuticals, Inc.(1) |
57,542 | 234,771 | ||||||
| Spero Therapeutics, Inc.(1) |
530 | 5,915 | ||||||
| STERIS Plc |
2,413 | 425,146 | ||||||
| Strongbridge Biopharma Plc(1) |
1,411 | 2,963 | ||||||
| Supernus Pharmaceuticals, Inc.(1) |
15,246 | 317,727 | ||||||
| Surgalign Holdings, Inc.(1) |
22,550 | 40,815 | ||||||
| Sutro Biopharma, Inc.(1) |
996 | 10,010 | ||||||
| Syneos Health, Inc. - Class A(1) |
1,707 | 90,744 | ||||||
| Tandem Diabetes Care, Inc.(1) |
179 | 20,316 | ||||||
| TCR2 Therapeutics, Inc.(1) |
9,476 | 192,552 | ||||||
| Teladoc Health, Inc.(1) |
212 | 46,479 | ||||||
| Teleflex, Inc. |
519 | 176,678 | ||||||
| Tenet Healthcare Corp.(1) |
37,501 | 919,150 | ||||||
| TG Therapeutics, Inc.(1) |
6,514 | 174,315 | ||||||
| The Cooper Companies, Inc. |
46,863 | 15,798,455 | ||||||
| TherapeuticsMD, Inc.(1) |
13,730 | 21,693 | ||||||
| Theravance Biopharma, Inc.(1) |
2,866 | 42,374 | ||||||
| Tivity Health, Inc.(1) |
8,974 | 125,815 | ||||||
| Triple-S Management Corp. - Class B(1) |
8,099 | 144,729 | ||||||
| Turning Point Therapeutics, Inc.(1) |
924 | 80,721 | ||||||
| United Therapeutics Corp.(1) |
23,808 | 2,404,608 | ||||||
| Universal Health Services, Inc. - Class B |
136,839 | 14,644,510 | ||||||
| UroGen Pharma Ltd.(1) |
2,991 | 57,696 | ||||||
| Utah Medical Products, Inc. |
301 | 24,041 | ||||||
| Vanda Pharmaceuticals, Inc.(1) |
21,645 | 209,091 | ||||||
| Varex Imaging Corp.(1) |
15,725 | 200,022 | ||||||
| Varian Medical Systems, Inc.(1) |
2,386 | 410,392 | ||||||
| Vaxart, Inc.(1) |
2,530 | 16,825 | ||||||
| Vaxcyte, Inc.(1) |
1,533 | 75,700 |
| VBI Vaccines, Inc.(1) |
13,670 | 39,096 | ||||||
| Venus Concept, Inc.(1) |
3,048 | 7,071 | ||||||
| Verastem, Inc.(1) |
41,750 | 50,518 | ||||||
| Vericel Corp.(1) |
2,011 | 37,264 | ||||||
| ViewRay, Inc.(1) |
27,722 | 97,027 | ||||||
| Viking Therapeutics, Inc.(1) |
23,828 | 138,679 | ||||||
| VYNE Therapeutics, Inc.(1) |
49,712 | 82,522 | ||||||
| Waters Corp.(1) |
1,718 | 336,178 | ||||||
| X4 Pharmaceuticals, Inc.(1) |
6,204 | 42,001 | ||||||
| XBiotech, Inc.(1) |
5,432 | 103,697 | ||||||
| Xencor, Inc.(1) |
1,135 | 44,027 | ||||||
| Xeris Pharmaceuticals, Inc.(1) |
1,737 | 10,300 | ||||||
| XOMA Corp.(1) |
387 | 7,291 | ||||||
| Zentalis Pharmaceuticals, Inc.(1) |
261 | 8,532 | ||||||
| Zimmer Biomet Holdings, Inc. |
102,711 | 13,983,076 | ||||||
| ZIOPHARM Oncology, Inc.(1) |
27,852 | 70,187 | ||||||
|
|
|
|||||||
| Total Healthcare |
|
394,084,072 | ||||||
|
|
|
|||||||
| Industrials – 19.73% |
||||||||
| AAR Corp. |
13,236 | 248,837 | ||||||
| ABM Industries, Inc. |
372,219 | 13,645,549 | ||||||
| Acacia Research Corp.(1) |
2,169 | 7,526 | ||||||
| ACCO Brands Corp. |
36,718 | 212,964 | ||||||
| Acuity Brands, Inc. |
19,172 | 1,962,254 | ||||||
| ADT, Inc. |
3,340 | 27,288 | ||||||
| Advanced Disposal Services, Inc.(1) |
2,521 | 76,210 | ||||||
| AECOM(1) |
4,577 | 191,502 | ||||||
| Aegion Corp. - Class A(1) |
11,770 | 166,310 | ||||||
| AGCO Corp. |
126,970 | 9,430,062 | ||||||
| Air Lease Corp. - Class A |
142,466 | 4,191,350 | ||||||
| Alamo Group, Inc. |
721 | 77,890 | ||||||
| Alaska Air Group, Inc. |
226,481 | 8,295,999 | ||||||
| Albany International Corp. - Class A |
2,230 | 110,407 | ||||||
| Allegiant Travel Co. - Class A |
4,616 | 552,997 | ||||||
| Allegion Plc |
79,854 | 7,898,359 | ||||||
| Allied Motion Technologies, Inc. |
229 | 9,453 | ||||||
| Allison Transmission Holdings, Inc. |
110,789 | 3,893,125 | ||||||
| Alta Equipment Group, Inc.(1) |
6,722 | 52,633 | ||||||
| Altra Industrial Motion Corp. |
539,375 | 19,940,694 | ||||||
| AMERCO |
270 | 96,115 | ||||||
| American Airlines Group, Inc. |
127,356 | 1,565,205 | ||||||
| American Superconductor Corp.(1) |
8,767 | 126,946 | ||||||
| American Woodmark Corp.(1) |
6,741 | 529,438 | ||||||
| AMETEK, Inc. |
411,046 | 40,857,972 | ||||||
| AO Smith Corp. |
4,006 | 211,517 | ||||||
| API Group Corp.(1)(3) |
343,607 | 4,889,528 | ||||||
| Apogee Enterprises, Inc. |
8,979 | 191,881 | ||||||
| Applied Industrial Technologies, Inc. |
9,341 | 514,689 | ||||||
| ArcBest Corp. |
9,984 | 310,103 | ||||||
| Arcosa, Inc. |
215,197 | 9,488,036 | ||||||
| Argan, Inc. |
5,993 | 251,167 | ||||||
| Armstrong World Industries, Inc. |
45,916 | 3,159,480 | ||||||
| ASGN, Inc.(1) |
101,746 | 6,466,976 | ||||||
| Astec Industries, Inc. |
8,908 | 483,259 | ||||||
| Astronics Corp.(1) |
9,338 | 72,089 | ||||||
| Atlas Air Worldwide Holdings, Inc.(1) |
71,524 | 4,355,812 | ||||||
| AZEK Co., Inc. - Class A(1) |
1,013 | 35,263 | ||||||
| AZZ, Inc. |
10,356 | 353,347 | ||||||
| Barnes Group, Inc. |
18,751 | 670,161 | ||||||
| Barrett Business Services, Inc. |
2,831 | 148,458 | ||||||
| Beacon Roofing Supply, Inc.(1) |
21,757 | 675,990 | ||||||
| BG Staffing, Inc. |
4,200 | 35,574 | ||||||
| Bloom Energy Corp. - Class A(1) |
2,004 | 36,012 | ||||||
| Blue Bird Corp.(1) |
3,839 | 46,682 | ||||||
| BMC Stock Holdings, Inc.(1) |
359,177 | 15,383,551 | ||||||
| Brady Corp. - Class A |
4,714 | 188,654 | ||||||
| BrightView Holdings, Inc.(1) |
325,827 | 3,714,428 | ||||||
| Brink’s Co. |
246,180 | 10,115,536 | ||||||
| Builders FirstSource, Inc.(1) |
4,425 | 144,343 | ||||||
| BWX Technologies, Inc. |
80,256 | 4,519,215 | ||||||
| Caesarstone Ltd. |
8,784 | 86,083 | ||||||
| CAI International, Inc. |
5,141 | 141,532 | ||||||
| Carlisle Companies, Inc. |
1,625 | 198,851 | ||||||
| Carrier Global Corp. |
16,798 | 513,011 | ||||||
| Casella Waste Systems, Inc. - Class A(1) |
293,266 | 16,378,906 | ||||||
| CBIZ, Inc.(1) |
385,797 | 8,823,177 | ||||||
| CECO Environmental Corp.(1) |
13,099 | 95,492 | ||||||
| CH Robinson Worldwide, Inc. |
3,380 | 345,402 | ||||||
| Chart Industries, Inc.(1) |
14,362 | 1,009,218 | ||||||
| Cimpress Plc(1) |
4,797 | 360,543 | ||||||
| Cintas Corp. |
304 | 101,180 | ||||||
| CIRCOR International, Inc.(1) |
7,953 | 217,515 | ||||||
| Clean Harbors, Inc.(1) |
1,568 | 87,855 | ||||||
| Colfax Corp.(1) |
395,962 | 12,417,368 | ||||||
| Columbus McKinnon Corp. |
9,154 | 302,997 | ||||||
| Comfort Systems USA, Inc. |
10,185 | 524,629 | ||||||
| CompX International, Inc. |
512 | 7,654 | ||||||
| Concrete Pumping Holdings, Inc.(1) |
11,399 | 40,694 | ||||||
| Construction Partners, Inc. - Class A(1) |
265,031 | 4,823,564 | ||||||
| Copa Holdings SA - Class A |
958 | 48,226 | ||||||
| CoreLogic, Inc. |
2,283 | 154,491 | ||||||
| Cornerstone Building Brands, Inc.(1) |
10,126 | 80,805 | ||||||
| Costamare, Inc. |
20,046 | 121,679 | ||||||
| Covanta Holding Corp. |
28,314 | 219,433 | ||||||
| Covenant Logistics Group, Inc. - Class A(1) |
4,714 | 82,448 | ||||||
| CRA International, Inc. |
708 | 26,529 | ||||||
| Crane Co. |
421,121 | 21,110,796 | ||||||
| Cubic Corp. |
11,156 | 648,945 | ||||||
| Cummins, Inc. |
108,595 | 22,930,920 | ||||||
| Curtiss-Wright Corp. |
91,896 | 8,570,221 | ||||||
| Delta Air Lines, Inc. |
19,274 | 589,399 | ||||||
| Deluxe Corp. |
76,371 | 1,965,026 | ||||||
| Donaldson Co., Inc. |
3,425 | 158,988 | ||||||
| Douglas Dynamics, Inc. |
832 | 28,454 | ||||||
| Dover Corp. |
170,833 | 18,508,047 | ||||||
| Ducommun, Inc.(1) |
4,253 | 140,009 | ||||||
| Dun & Bradstreet Holdings, Inc.(1) |
1,307 | 33,538 | ||||||
| DXP Enterprises, Inc.(1) |
6,846 | 110,426 | ||||||
| Dycom Industries, Inc.(1) |
3,435 | 181,437 | ||||||
| Eagle Bulk Shipping, Inc.(1) |
2,735 | 44,772 | ||||||
| Eastern Co. |
1,903 | 37,147 | ||||||
| Eaton Corp. Plc |
157,410 | 16,060,542 | ||||||
| Echo Global Logistics, Inc.(1) |
10,310 | 265,689 | ||||||
| EMCOR Group, Inc. |
60,035 | 4,064,970 | ||||||
| Encore Wire Corp. |
8,008 | 371,731 | ||||||
| Enerpac Tool Group Corp. - Class A(1) |
242,245 | 4,556,628 | ||||||
| EnerSys |
71,867 | 4,823,713 | ||||||
| Ennis, Inc. |
10,106 | 176,249 | ||||||
| EnPro Industries, Inc. |
8,295 | 467,921 | ||||||
| Equifax, Inc. |
951 | 149,212 | ||||||
| ESCO Technologies, Inc. |
204,753 | 16,494,902 | ||||||
| ExOne Co.(1) |
1,193 | 14,578 | ||||||
| Expeditors International of Washington, Inc. |
66,470 | 6,016,864 | ||||||
| Fastenal Co. |
3,300 | 148,797 | ||||||
| Federal Signal Corp. |
1,757 | 51,392 | ||||||
| Flowserve Corp. |
3,882 | 105,940 | ||||||
| Fluor Corp. |
56,871 | 501,034 | ||||||
| Fortive Corp. |
8,991 | 685,204 | ||||||
| Fortune Brands Home & Security, Inc. |
4,178 | 361,481 | ||||||
| Forward Air Corp. |
208,901 | 11,986,739 | ||||||
| Foundation Building Materials, Inc.(1) |
6,766 | 106,362 | ||||||
| Franklin Electric Co., Inc. |
1,358 | 79,891 | ||||||
| FTI Consulting, Inc.(1) |
1,095 | 116,037 | ||||||
| FuelCell Energy, Inc.(1) |
27,923 | 59,755 | ||||||
| Gates Industrial Corp. Plc(1) |
1,221 | 13,578 | ||||||
| GATX Corp. |
13,882 | 884,977 | ||||||
| Genco Shipping & Trading Ltd. |
6,753 | 46,596 | ||||||
| Gencor Industries, Inc.(1) |
3,426 | 37,789 | ||||||
| Generac Holdings, Inc.(1) |
154 | 29,821 | ||||||
| General Finance Corp.(1) |
3,608 | 22,839 | ||||||
| Gibraltar Industries, Inc.(1) |
307,337 | 20,019,932 | ||||||
| GMS, Inc.(1) |
225,185 | 5,426,958 | ||||||
| Gorman-Rupp Co. |
5,842 | 172,105 | ||||||
| GP Strategies Corp.(1) |
4,784 | 46,118 | ||||||
| Graco, Inc. |
2,490 | 152,761 | ||||||
| GrafTech International Ltd. |
2,291 | 15,670 | ||||||
| Graham Corp. |
4,297 | 54,873 | ||||||
| Granite Construction, Inc. |
16,528 | 291,058 | ||||||
| Great Lakes Dredge & Dock Corp.(1) |
25,810 | 245,453 | ||||||
| Greenbrier Companies, Inc. |
13,016 | 382,670 | ||||||
| Griffon Corp. |
17,167 | 335,443 | ||||||
| H&E Equipment Services, Inc. |
12,657 | 248,837 | ||||||
| Harsco Corp.(1) |
644,910 | 8,970,698 | ||||||
| Hawaiian Holdings, Inc. |
18,374 | 236,841 | ||||||
| HD Supply Holdings, Inc.(1) |
523,325 | 21,581,923 | ||||||
| Heartland Express, Inc. |
19,365 | 360,189 | ||||||
| HEICO Corp. |
292 | 30,561 | ||||||
| HEICO Corp. - Class A |
447 | 39,631 | ||||||
| Heidrick & Struggles International, Inc. |
7,928 | 155,785 | ||||||
| Helios Technologies, Inc. |
6,908 | 251,451 | ||||||
| Herc Holdings, Inc.(1) |
9,201 | 364,452 | ||||||
| Heritage-Crystal Clean, Inc.(1) |
5,966 | 79,646 | ||||||
| Herman Miller, Inc. |
108,794 | 3,281,227 | ||||||
| Hertz Global Holdings, Inc.(1) |
61,666 | 68,449 | ||||||
| Hexcel Corp. |
126,945 | 4,259,005 | ||||||
| Hillenbrand, Inc. |
29,542 | 837,811 | ||||||
| HNI Corp. |
17,144 | 537,979 | ||||||
| Howmet Aerospace, Inc. |
447,726 | 7,485,979 | ||||||
| Hub Group, Inc. - Class A(1) |
101,475 | 5,093,538 |
| Hubbell, Inc. - Class B |
181,717 | 24,866,154 | ||||||
| Huntington Ingalls Industries, Inc. |
66,675 | 9,384,506 | ||||||
| Hurco Companies, Inc. |
2,610 | 74,124 | ||||||
| Huron Consulting Group, Inc.(1) |
8,251 | 324,512 | ||||||
| Hyster-Yale Materials Handling, Inc. |
3,990 | 148,228 | ||||||
| IAA, Inc.(1) |
381,520 | 19,865,746 | ||||||
| IBEX Ltd.(1) |
1,117 | 17,179 | ||||||
| ICF International, Inc. |
194,982 | 11,997,242 | ||||||
| IDEX Corp. |
2,285 | 416,807 | ||||||
| IES Holdings, Inc.(1) |
2,166 | 68,814 | ||||||
| IHS Markit Ltd. |
5,441 | 427,173 | ||||||
| Ingersoll Rand, Inc.(1) |
146,442 | 5,213,335 | ||||||
| Insperity, Inc. |
7,190 | 470,873 | ||||||
| Insteel Industries, Inc. |
7,208 | 134,790 | ||||||
| Interface, Inc. - Class A |
19,068 | 116,696 | ||||||
| ITT, Inc. |
221,211 | 13,062,510 | ||||||
| Jacobs Engineering Group, Inc. |
3,800 | 352,526 | ||||||
| JB Hunt Transport Services, Inc. |
1,853 | 234,182 | ||||||
| JELD-WEN Holding, Inc.(1) |
27,091 | 612,257 | ||||||
| JetBlue Airways Corp.(1) |
252,799 | 2,864,213 | ||||||
| Johnson Controls International Plc |
22,500 | 919,125 | ||||||
| Kaman Corp. |
9,886 | 385,257 | ||||||
| Kansas City Southern |
63,683 | 11,515,797 | ||||||
| KAR Auction Services, Inc. |
51,357 | 739,541 | ||||||
| Kelly Services, Inc. - Class A |
13,574 | 231,301 | ||||||
| Kennametal, Inc. |
264,190 | 7,645,659 | ||||||
| Kimball International, Inc. - Class B |
14,210 | 149,773 | ||||||
| Kirby Corp.(1) |
240,543 | 8,700,440 | ||||||
| Knight-Swift Transportation Holdings, Inc. - Class A |
3,791 | 154,294 | ||||||
| Knoll, Inc. |
491,192 | 5,923,776 | ||||||
| Korn Ferry |
22,321 | 647,309 | ||||||
| L3Harris Technologies, Inc. |
79,063 | 13,428,060 | ||||||
| Landstar System, Inc. |
207 | 25,976 | ||||||
| Lawson Products, Inc.(1) |
614 | 25,192 | ||||||
| LB Foster Co. - Class A(1) |
4,275 | 57,370 | ||||||
| Lennox International, Inc. |
1,045 | 284,877 | ||||||
| Lincoln Electric Holdings, Inc. |
987 | 90,843 | ||||||
| LSI Industries, Inc. |
9,977 | 67,345 | ||||||
| Luxfer Holdings Plc |
10,575 | 132,716 | ||||||
| Lydall, Inc.(1) |
6,737 | 111,430 | ||||||
| Lyft, Inc. - Class A(1) |
7,287 | 200,757 | ||||||
| Macquarie Infrastructure Corp. |
2,284 | 61,417 | ||||||
| Manitowoc Co., Inc.(1) |
13,622 | 114,561 | ||||||
| ManpowerGroup, Inc. |
44,239 | 3,244,046 | ||||||
| Marten Transport Ltd. |
12,351 | 201,568 | ||||||
| Masco Corp. |
184,460 | 10,169,280 | ||||||
| MasTec, Inc.(1) |
194,688 | 8,215,834 | ||||||
| Matson, Inc. |
16,954 | 679,686 | ||||||
| Matthews International Corp. - Class A |
12,318 | 275,430 | ||||||
| Maxar Technologies, Inc. |
24,316 | 606,441 | ||||||
| Mayville Engineering Co., Inc.(1) |
2,694 | 24,758 | ||||||
| McGrath RentCorp |
4,234 | 252,304 | ||||||
| Mercury Systems, Inc.(1) |
337 | 26,104 | ||||||
| Meritor, Inc.(1) |
6,568 | 137,534 | ||||||
| Mesa Air Group, Inc.(1) |
11,979 | 35,338 | ||||||
| Middleby Corp.(1) |
1,650 | 148,021 | ||||||
| Miller Industries, Inc. |
4,417 | 135,028 | ||||||
| Mistras Group, Inc.(1) |
7,037 | 27,515 | ||||||
| Montrose Environmental Group, Inc.(1) |
2,715 | 64,671 | ||||||
| Moog, Inc. - Class A |
63,033 | 4,004,486 | ||||||
| MRC Global, Inc.(1) |
30,574 | 130,857 | ||||||
| MSA Safety, Inc. |
864 | 115,923 | ||||||
| MSC Industrial Direct Co., Inc. - Class A |
1,351 | 85,491 | ||||||
| Mueller Industries, Inc. |
22,306 | 603,600 | ||||||
| Mueller Water Products, Inc. - Class A |
59,161 | 614,683 | ||||||
| MYR Group, Inc.(1) |
2,327 | 86,518 | ||||||
| National Presto Industries, Inc. |
1,910 | 156,353 | ||||||
| Navistar International Corp.(1) |
19,799 | 862,048 | ||||||
| Nesco Holdings, Inc.(1) |
5,304 | 22,012 | ||||||
| Nielsen Holdings Plc |
10,876 | 154,222 | ||||||
| NL Industries, Inc. |
2,716 | 11,543 | ||||||
| NN, Inc.(1) |
17,327 | 89,407 | ||||||
| Nordson Corp. |
327 | 62,725 | ||||||
| Northwest Pipe Co.(1) |
3,945 | 104,385 | ||||||
| NOW, Inc.(1) |
216,396 | 982,438 | ||||||
| NV5 Global, Inc.(1) |
300 | 15,831 | ||||||
| nVent Electric Plc |
1,132,089 | 20,026,654 | ||||||
| Old Dominion Freight Line, Inc. |
408 | 73,815 | ||||||
| Oshkosh Corp. |
432,646 | 31,799,481 | ||||||
| Otis Worldwide Corp. |
382,487 | 23,874,839 | ||||||
| Owens Corning |
328,696 | 22,617,572 | ||||||
| PACCAR, Inc. |
98,674 | 8,414,919 | ||||||
| PAE, Inc.(1) |
1,255,892 | 10,675,082 | ||||||
| PAM Transportation Services, Inc.(1) |
580 | 21,808 |
| Pangaea Logistics Solutions Ltd. |
4,391 | 11,373 | ||||||
| Park Aerospace Corp. |
7,541 | 82,348 | ||||||
| Parker-Hannifin Corp. |
118,588 | 23,995,096 | ||||||
| Park-Ohio Holdings Corp. |
3,732 | 59,973 | ||||||
| Parsons Corp.(1) |
2,549 | 85,493 | ||||||
| Patrick Industries, Inc. |
524 | 30,140 | ||||||
| Pentair Plc |
4,957 | 226,882 | ||||||
| PGT Innovations, Inc.(1) |
14,183 | 248,486 | ||||||
| PICO Holdings, Inc.(1) |
4,448 | 39,854 | ||||||
| Pitney Bowes, Inc. |
41,486 | 220,291 | ||||||
| Powell Industries, Inc. |
3,577 | 86,313 | ||||||
| Preformed Line Products Co. |
1,221 | 59,487 | ||||||
| Primoris Services Corp. |
8,495 | 153,250 | ||||||
| Quad/Graphics, Inc. |
11,726 | 35,530 | ||||||
| Quanex Building Products Corp. |
13,239 | 244,127 | ||||||
| Quanta Services, Inc. |
222,930 | 11,784,080 | ||||||
| Radiant Logistics, Inc.(1) |
15,622 | 80,297 | ||||||
| Raven Industries, Inc. |
12,980 | 279,330 | ||||||
| Regal Beloit Corp. |
154,038 | 14,459,547 | ||||||
| Republic Services, Inc. - Class A |
6,357 | 593,426 | ||||||
| Resideo Technologies, Inc.(1) |
49,145 | 540,595 | ||||||
| Resources Connection, Inc. |
12,060 | 139,293 | ||||||
| REV Group, Inc. |
9,465 | 74,679 | ||||||
| Rexnord Corp. |
44,870 | 1,338,921 | ||||||
| Robert Half International, Inc. |
147,975 | 7,833,796 | ||||||
| Rockwell Automation, Inc. |
1,790 | 395,017 | ||||||
| Rollins, Inc. |
530 | 28,721 | ||||||
| Rush Enterprises, Inc. - Class A |
10,722 | 541,890 | ||||||
| Rush Enterprises, Inc. - Class B |
2,110 | 93,473 | ||||||
| Ryder System, Inc. |
1,620 | 68,429 | ||||||
| Safe Bulkers, Inc.(1) |
18,803 | 19,367 | ||||||
| Schneider National, Inc. - Class B |
354,583 | 8,768,838 | ||||||
| Scorpio Bulkers, Inc. |
3,473 | 49,178 | ||||||
| Sensata Technologies Holding Plc(1) |
277,795 | 11,984,076 | ||||||
| SkyWest, Inc. |
19,525 | 583,017 | ||||||
| Snap-on, Inc. |
1,624 | 238,939 | ||||||
| Southwest Airlines Co. |
340,950 | 12,785,625 | ||||||
| SP Plus Corp.(1) |
8,996 | 161,478 | ||||||
| Spirit AeroSystems Holdings, Inc. - Class A |
74,230 | 1,403,689 | ||||||
| Spirit Airlines, Inc.(1) |
35,583 | 572,886 | ||||||
| SPX Corp.(1) |
4,377 | 203,005 | ||||||
| SPX FLOW, Inc.(1) |
16,960 | 726,227 | ||||||
| Standex International Corp. |
156,297 | 9,252,782 | ||||||
| Stanley Black & Decker, Inc. |
4,655 | 755,041 | ||||||
| Steelcase, Inc. - Class A |
213,221 | 2,155,664 | ||||||
| Stericycle, Inc.(1) |
132,530 | 8,357,342 | ||||||
| Sterling Construction Co., Inc.(1) |
9,575 | 135,582 | ||||||
| Systemax, Inc. |
1,884 | 45,103 | ||||||
| Team, Inc.(1) |
12,129 | 66,710 | ||||||
| Teledyne Technologies, Inc.(1) |
1,095 | 339,680 | ||||||
| Terex Corp. |
101,557 | 1,966,144 | ||||||
| Textainer Group Holdings Ltd.(1) |
562,935 | 7,971,160 | ||||||
| Textron, Inc. |
387,390 | 13,980,905 | ||||||
| Thermon Group Holdings, Inc.(1) |
13,343 | 149,842 | ||||||
| Timken Co. |
505,128 | 27,388,040 | ||||||
| Titan Machinery, Inc.(1) |
7,414 | 98,087 | ||||||
| Toro Co. |
350 | 29,383 | ||||||
| Trane Technologies Plc |
58,954 | 7,148,173 | ||||||
| TransDigm Group, Inc. |
1,227 | 582,972 | ||||||
| TransUnion |
509 | 42,822 | ||||||
| TriMas Corp.(1) |
338,783 | 7,724,252 | ||||||
| Trinity Industries, Inc. |
139,800 | 2,726,100 | ||||||
| Triton International Ltd. |
19,974 | 812,343 | ||||||
| Triumph Group, Inc. |
20,719 | 134,881 | ||||||
| TrueBlue, Inc.(1) |
14,486 | 224,388 | ||||||
| Tutor Perini Corp.(1) |
16,216 | 180,484 | ||||||
| UFP Industries, Inc. |
3,785 | 213,890 | ||||||
| Ultralife Corp.(1) |
2,811 | 16,585 | ||||||
| UniFirst Corp. |
5,676 | 1,074,864 | ||||||
| United Continental Holdings, Inc.(1) |
107,571 | 3,738,092 | ||||||
| United Rentals, Inc.(1) |
38,982 | 6,802,359 | ||||||
| Univar, Inc.(1) |
460,626 | 7,775,367 | ||||||
| Universal Logistics Holdings, Inc. |
1,036 | 21,611 | ||||||
| US Ecology, Inc. |
442,800 | 14,466,276 | ||||||
| US Xpress Enterprises, Inc. - Class A(1) |
9,139 | 75,488 | ||||||
| Valmont Industries, Inc. |
624 | 77,488 | ||||||
| Vectrus, Inc.(1) |
2,990 | 113,620 | ||||||
| Veritiv Corp.(1) |
5,127 | 64,908 | ||||||
| Viad Corp. |
8,082 | 168,348 | ||||||
| Virgin Galactic Holdings, Inc.(1) |
276 | 5,307 | ||||||
| VSE Corp. |
3,681 | 112,786 | ||||||
| Wabash National Corp. |
88,467 | 1,058,065 | ||||||
| Wabtec Corp. |
5,451 | 337,308 | ||||||
| Watsco, Inc. |
986 | 229,630 |
| Watts Water Technologies, Inc. - Class A |
6,096 | 610,514 | ||||||
| Welbilt, Inc.(1) |
37,998 | 234,068 | ||||||
| Werner Enterprises, Inc. |
2,845 | 119,462 | ||||||
| WESCO International, Inc.(1) |
338,287 | 14,891,394 | ||||||
| Willdan Group, Inc.(1) |
1,397 | 35,637 | ||||||
| Willis Lease Finance Corp.(1) |
1,048 | 19,336 | ||||||
| WillScot Mobile Mini Holdings Corp. - Class A(1) |
2,127,564 | 35,487,768 | ||||||
| Woodward, Inc. |
1,663 | 133,306 | ||||||
| WW Grainger, Inc. |
352 | 125,583 | ||||||
| XPO Logistics, Inc.(1) |
2,603 | 220,370 | ||||||
| Xylem, Inc. |
5,382 | 452,734 | ||||||
|
|
|
|||||||
| Total Industrials |
|
1,027,015,956 | ||||||
|
|
|
|||||||
| Information Technology – 11.98% |
||||||||
| 2U, Inc.(1) |
1,377 | 46,625 | ||||||
| 3D Systems Corp.(1) |
46,782 | 229,700 | ||||||
| 8x8, Inc.(1) |
425,552 | 6,617,334 | ||||||
| ACI Worldwide, Inc.(1) |
578,255 | 15,109,803 | ||||||
| ADTRAN, Inc. |
18,827 | 193,071 | ||||||
| Akamai Technologies, Inc.(1) |
837 | 92,522 | ||||||
| Alliance Data Systems Corp. |
1,453 | 60,997 | ||||||
| Alpha & Omega Semiconductor Ltd.(1) |
7,772 | 99,637 | ||||||
| Ambarella, Inc.(1) |
9,251 | 482,717 | ||||||
| Amdocs Ltd. |
158,354 | 9,091,103 | ||||||
| Amkor Technology, Inc.(1) |
363,268 | 4,068,602 | ||||||
| Amphenol Corp. - Class A |
3,560 | 385,441 | ||||||
| Analog Devices, Inc. |
69,325 | 8,093,001 | ||||||
| Applied Optoelectronics, Inc.(1) |
8,729 | 98,201 | ||||||
| Arista Networks, Inc.(1) |
305 | 63,114 | ||||||
| Arlo Technologies, Inc.(1) |
31,312 | 164,701 | ||||||
| Arrow Electronics, Inc.(1) |
64,227 | 5,052,096 | ||||||
| Aspen Technology, Inc.(1) |
126 | 15,950 | ||||||
| Asure Software, Inc.(1) |
3,839 | 28,984 | ||||||
| Avaya Holdings Corp.(1) |
150,300 | 2,284,560 | ||||||
| Avnet, Inc. |
101,988 | 2,635,370 | ||||||
| Axcelis Technologies, Inc.(1) |
992 | 21,824 | ||||||
| AXT, Inc.(1) |
14,980 | 91,678 | ||||||
| Bel Fuse, Inc. - Class B |
3,815 | 40,744 | ||||||
| Belden, Inc. |
17,589 | 547,370 | ||||||
| Benchmark Electronics, Inc. |
14,359 | 289,334 | ||||||
| BigCommerce Holdings, Inc.(1) |
46 | 3,832 | ||||||
| Booz Allen Hamilton Holding Corp. - Class A |
51,800 | 4,298,364 | ||||||
| Brooks Automation, Inc. |
435,808 | 20,160,478 | ||||||
| Cabot Microelectronics Corp. |
62,925 | 8,986,319 | ||||||
| CACI International, Inc. - Class A(1) |
81,069 | 17,280,668 | ||||||
| CalAmp Corp.(1) |
4,970 | 35,734 | ||||||
| Cardtronics Plc - Class A(1) |
3,834 | 75,913 | ||||||
| CDK Global, Inc. |
3,177 | 138,485 | ||||||
| CDW Corp. |
54,175 | 6,475,538 | ||||||
| Cerence, Inc.(1) |
236,560 | 11,560,687 | ||||||
| Ceridian HCM Holding, Inc.(1) |
971 | 80,253 | ||||||
| Check Point Software Technologies Ltd.(1) |
132,784 | 15,979,227 | ||||||
| Ciena Corp.(1) |
50,038 | 1,986,008 | ||||||
| Cirrus Logic, Inc.(1) |
33,833 | 2,282,036 | ||||||
| Citrix Systems, Inc. |
2,702 | 372,092 | ||||||
| Cloudera, Inc.(1) |
42,269 | 460,309 | ||||||
| Cognizant Technology Solutions Corp. - Class A |
124,027 | 8,609,954 | ||||||
| Coherent, Inc.(1) |
138 | 15,308 | ||||||
| Cohu, Inc. |
15,682 | 269,417 | ||||||
| CommScope Holding Co., Inc.(1) |
5,592 | 50,328 | ||||||
| Comtech Telecommunications Corp. |
9,523 | 133,322 | ||||||
| Conduent, Inc.(1) |
64,980 | 206,636 | ||||||
| Corning, Inc. |
183,874 | 5,959,356 | ||||||
| Cree, Inc.(1) |
3,263 | 207,984 | ||||||
| Crowdstrike Holdings, Inc. - Class A(1) |
1,253 | 172,062 | ||||||
| CTS Corp. |
12,713 | 280,067 | ||||||
| Daktronics, Inc. |
16,034 | 63,495 | ||||||
| Diebold Nixdorf, Inc.(1) |
16,700 | 127,588 | ||||||
| Digi International, Inc.(1) |
11,820 | 184,747 | ||||||
| Digimarc Corp.(1) |
583 | 13,018 | ||||||
| Diodes, Inc.(1) |
76,366 | 4,310,861 | ||||||
| Dolby Laboratories, Inc. - Class A |
1,695 | 112,345 | ||||||
| DSP Group, Inc.(1) |
1,338 | 17,635 | ||||||
| Duck Creek Technologies, Inc.(1) |
92 | 4,180 | ||||||
| DXC Technology Co. |
122,221 | 2,181,645 | ||||||
| DZS, Inc.(1) |
4,880 | 45,726 | ||||||
| Eastman Kodak Co.(1) |
6,268 | 55,284 | ||||||
| Ebix, Inc. |
4,874 | 100,404 | ||||||
| EchoStar Corp. - Class A(1) |
1,452 | 36,140 | ||||||
| eGain Corp.(1) |
5,602 | 79,380 | ||||||
| Entegris, Inc. |
210,628 | 15,658,086 | ||||||
| ePlus, Inc.(1) |
809 | 59,219 | ||||||
| Euronet Worldwide, Inc.(1) |
1,529 | 139,292 | ||||||
| EVERTEC, Inc. |
199,210 | 6,914,579 | ||||||
| F5 Networks, Inc.(1) |
22,646 | 2,780,249 | ||||||
| FARO Technologies, Inc.(1) |
622 | 37,930 | ||||||
| Fidelity National Information Services, Inc. |
75,525 | 11,118,035 | ||||||
| FireEye, Inc.(1) |
5,255 | 64,873 | ||||||
| First Solar, Inc.(1) |
2,770 | 183,374 | ||||||
| Fiserv, Inc.(1) |
115,950 | 11,948,648 | ||||||
| Fitbit, Inc. - Class A(1) |
31,801 | 221,335 | ||||||
| Flex Ltd.(1) |
487,038 | 5,425,603 | ||||||
| FLIR Systems, Inc. |
3,926 | 140,747 | ||||||
| Genpact Ltd. |
3,466 | 135,001 | ||||||
| Global Payments, Inc. |
65,490 | 11,629,714 | ||||||
| GSI Technology, Inc.(1) |
5,783 | 32,616 | ||||||
| GTY Technology Holdings, Inc.(1) |
17,581 | 46,590 | ||||||
| Guidewire Software, Inc.(1) |
2,032 | 211,877 | ||||||
| Hackett Group, Inc. |
1,362 | 15,227 | ||||||
| Harmonic, Inc.(1) |
38,264 | 213,513 | ||||||
| Hewlett Packard Enterprise Co. |
471,615 | 4,419,033 | ||||||
| HP, Inc. |
286,159 | 5,434,159 | ||||||
| II-VI, Inc.(1) |
4,837 | 196,189 | ||||||
| Immersion Corp.(1) |
1,476 | 10,406 | ||||||
| Infinera Corp.(1) |
31,896 | 196,479 | ||||||
| Information Services Group, Inc.(1) |
12,957 | 27,339 | ||||||
| Insight Enterprises, Inc.(1) |
10,102 | 571,571 | ||||||
| InterDigital, Inc. |
8,400 | 479,304 | ||||||
| Intevac, Inc.(1) |
6,736 | 37,115 | ||||||
| IPG Photonics Corp.(1) |
991 | 168,440 | ||||||
| Jabil, Inc. |
125,460 | 4,298,260 | ||||||
| Jack Henry & Associates, Inc. |
501 | 81,458 | ||||||
| Jamf Holding Corp.(1) |
284 | 10,681 | ||||||
| Juniper Networks, Inc. |
342,432 | 7,362,288 | ||||||
| KBR, Inc. |
701,003 | 15,674,427 | ||||||
| Keysight Technologies, Inc.(1) |
129,646 | 12,806,432 | ||||||
| Kimball Electronics, Inc.(1) |
10,036 | 116,016 | ||||||
| KLA-Tencor Corp. |
38,120 | 7,385,369 | ||||||
| Knowles Corp.(1) |
35,771 | 532,988 | ||||||
| KVH Industries, Inc.(1) |
6,769 | 60,989 | ||||||
| Lam Research Corp. |
32,619 | 10,821,353 | ||||||
| Leidos Holdings, Inc. |
115,914 | 10,333,733 | ||||||
| Littelfuse, Inc. |
25,659 | 4,550,367 | ||||||
| LiveRamp Holdings, Inc.(1) |
4,968 | 257,193 | ||||||
| Lumentum Holdings, Inc.(1) |
1,998 | 150,110 | ||||||
| Manhattan Associates, Inc.(1) |
188 | 17,952 | ||||||
| ManTech International Corp. - Class A |
6,211 | 427,814 | ||||||
| Marvell Technology Group Ltd. |
19,957 | 792,293 | ||||||
| Maxeon Solar Technologies Ltd.(1) |
1,158 | 19,640 | ||||||
| Maxim Integrated Products, Inc. |
5,334 | 360,632 | ||||||
| MAXIMUS, Inc. |
205,550 | 14,061,676 | ||||||
| MaxLinear, Inc. - Class A(1) |
10,669 | 247,948 | ||||||
| Methode Electronics, Inc. |
724,862 | 20,658,567 | ||||||
| Microchip Technology, Inc. |
1,826 | 187,640 | ||||||
| MicroStrategy, Inc. - Class A(1) |
1,162 | 174,951 | ||||||
| MKS Instruments, Inc. |
415 | 45,330 | ||||||
| MoneyGram International, Inc.(1) |
24,651 | 69,639 | ||||||
| Motorola Solutions, Inc. |
180,685 | 28,333,215 | ||||||
| MTS Systems Corp. |
7,898 | 150,931 | ||||||
| National Instruments Corp. |
3,839 | 137,052 | ||||||
| nCino, Inc.(1) |
50 | 3,984 | ||||||
| NCR Corp.(1) |
109,357 | 2,421,164 | ||||||
| NeoPhotonics Corp.(1) |
5,807 | 35,365 | ||||||
| NetApp, Inc. |
68,039 | 2,982,830 | ||||||
| NETGEAR, Inc.(1) |
11,723 | 361,303 | ||||||
| NetScout Systems, Inc.(1) |
27,798 | 606,830 | ||||||
| nLight, Inc.(1) |
180,528 | 4,238,797 | ||||||
| Nuance Communications, Inc.(1) |
8,507 | 282,347 | ||||||
| NVE Corp. |
123 | 6,037 | ||||||
| NXP Semiconductors NV |
157,509 | 19,658,698 | ||||||
| ON Semiconductor Corp.(1) |
386,331 | 8,379,519 | ||||||
| Onto Innovation, Inc.(1) |
14,357 | 427,551 | ||||||
| Park City Group, Inc.(1) |
3,568 | 17,590 | ||||||
| Paychex, Inc. |
2,012 | 160,497 | ||||||
| PC Connection, Inc. |
4,149 | 170,358 | ||||||
| PCTEL, Inc.(1) |
6,756 | 38,239 | ||||||
| PDF Solutions, Inc.(1) |
775 | 14,500 | ||||||
| Pegasystems, Inc. |
128 | 15,493 | ||||||
| Perspecta, Inc. |
9,692 | 188,509 | ||||||
| PFSweb, Inc.(1) |
1,466 | 9,808 | ||||||
| Photronics, Inc.(1) |
25,518 | 254,159 | ||||||
| Pixelworks, Inc.(1) |
2,021 | 4,143 | ||||||
| Plantronics, Inc. |
9,137 | 108,182 | ||||||
| Plexus Corp.(1) |
288,566 | 20,381,417 | ||||||
| Powerfleet, Inc.(1) |
12,240 | 68,911 | ||||||
| Pure Storage, Inc. - Class A(1) |
3,123 | 48,063 | ||||||
| Qorvo, Inc.(1) |
137,291 | 17,711,912 | ||||||
| Quantum Corp.(1) |
9,534 | 43,856 | ||||||
| Rackspace Technology, Inc.(1) |
267,528 | 5,160,615 |
| Rambus, Inc.(1) |
683,931 | 9,363,015 | ||||||
| RealPage, Inc.(1) |
298 | 17,177 | ||||||
| Ribbon Communications, Inc.(1) |
26,774 | 103,615 | ||||||
| RingCentral, Inc. - Class A(1) |
18,640 | 5,118,730 | ||||||
| Rogers Corp.(1) |
73,881 | 7,244,771 | ||||||
| Rosetta Stone, Inc.(1) |
8,106 | 243,018 | ||||||
| Sabre Corp. |
8,562 | 55,739 | ||||||
| Sanmina Corp.(1) |
82,254 | 2,224,971 | ||||||
| ScanSource, Inc.(1) |
9,867 | 195,663 | ||||||
| Science Applications International Corp. |
120,750 | 9,469,215 | ||||||
| SeaChange International, Inc.(1) |
8,987 | 7,822 | ||||||
| Seagate Technology Plc |
101,600 | 5,005,832 | ||||||
| SecureWorks Corp. - Class A(1) |
3,256 | 37,086 | ||||||
| Semtech Corp.(1) |
180,819 | 9,576,174 | ||||||
| ServiceSource International, Inc.(1) |
32,690 | 48,054 | ||||||
| Skyworks Solutions, Inc. |
23,632 | 3,438,456 | ||||||
| SMART Global Holdings, Inc.(1) |
237 | 6,480 | ||||||
| SolarWinds Corp.(1) |
436,471 | 8,877,820 | ||||||
| SS&C Technologies Holdings, Inc. |
5,381 | 325,658 | ||||||
| StarTek, Inc.(1) |
6,203 | 32,566 | ||||||
| SunPower Corp. - Class A(1) |
9,265 | 115,905 | ||||||
| Super Micro Computer, Inc.(1) |
12,877 | 339,953 | ||||||
| Sykes Enterprises, Inc.(1) |
80,705 | 2,760,918 | ||||||
| Synaptics, Inc.(1) |
711 | 57,179 | ||||||
| Synchronoss Technologies, Inc.(1) |
16,412 | 49,400 | ||||||
| SYNNEX Corp. |
137,884 | 19,312,033 | ||||||
| Synopsys, Inc.(1) |
321 | 68,688 | ||||||
| TE Connectivity Ltd. |
183,792 | 17,963,830 | ||||||
| Telenav, Inc.(1) |
7,594 | 27,338 | ||||||
| Teradata Corp.(1) |
842 | 19,113 | ||||||
| Trimble, Inc.(1) |
7,565 | 368,416 | ||||||
| TTM Technologies, Inc.(1) |
215,631 | 2,460,350 | ||||||
| Twilio, Inc. - Class A(1) |
692 | 170,986 | ||||||
| Ubiquiti, Inc. |
53 | 8,833 | ||||||
| Unisys Corp.(1) |
22,696 | 242,166 | ||||||
| Veeco Instruments, Inc.(1) |
19,796 | 231,019 | ||||||
| Verint Systems, Inc.(1) |
215,398 | 10,377,876 | ||||||
| VeriSign, Inc.(1) |
1,263 | 258,726 | ||||||
| Verra Mobility Corp. - Class A(1) |
728,249 | 7,034,885 | ||||||
| ViaSat, Inc.(1) |
1,776 | 61,077 | ||||||
| VirnetX Holding Corp. |
13,131 | 69,200 | ||||||
| Vishay Intertechnology, Inc. |
151,590 | 2,360,256 | ||||||
| Vishay Precision Group, Inc.(1) |
4,847 | 122,726 | ||||||
| Western Digital Corp. |
268,602 | 9,817,403 | ||||||
| Western Union Co. |
194,898 | 4,176,664 | ||||||
| WEX, Inc.(1) |
1,217 | 169,127 | ||||||
| WNS Holdings Ltd. - ADR(1) |
52,959 | 3,387,258 | ||||||
| Xerox Corp. |
417,537 | 7,837,170 | ||||||
| Xperi Holding Corp. |
38,931 | 447,317 | ||||||
| Zebra Technologies Corp. - Class A(1) |
133 | 33,577 | ||||||
|
|
|
|||||||
| Total Information Technology |
|
623,502,719 | ||||||
|
|
|
|||||||
| Materials – 6.86% |
||||||||
| Advanced Emissions Solutions, Inc. |
7,028 | 28,534 | ||||||
| AdvanSix, Inc.(1) |
10,790 | 138,975 | ||||||
| AgroFresh Solutions, Inc.(1) |
10,516 | 25,554 | ||||||
| Albemarle Corp. |
3,192 | 284,982 | ||||||
| Alcoa Corp.(1) |
74,556 | 867,086 | ||||||
| Allegheny Technologies, Inc.(1) |
50,535 | 440,665 | ||||||
| Amcor Plc |
40,479 | 447,293 | ||||||
| American Vanguard Corp. |
9,544 | 125,408 | ||||||
| Amyris, Inc.(1) |
38,030 | 111,048 | ||||||
| AptarGroup, Inc. |
1,930 | 218,476 | ||||||
| Arconic Corp.(1) |
74,524 | 1,419,682 | ||||||
| Ardagh Group SA - Class A |
644 | 9,048 | ||||||
| Ashland Global Holdings, Inc. |
148,969 | 10,564,881 | ||||||
| Avery Dennison Corp. |
115,813 | 14,805,534 | ||||||
| Avient Corp. |
36,408 | 963,356 | ||||||
| Axalta Coating Systems Ltd.(1) |
250,730 | 5,558,684 | ||||||
| Balchem Corp. |
1,105 | 107,881 | ||||||
| Ball Corp. |
616 | 51,202 | ||||||
| Berry Global Group, Inc.(1) |
215,033 | 10,390,395 | ||||||
| Boise Cascade Co. |
103,699 | 4,139,664 | ||||||
| Cabot Corp. |
63,632 | 2,292,661 | ||||||
| Caledonia Mining Corp. Plc |
3,249 | 55,200 | ||||||
| Carpenter Technology Corp. |
18,761 | 340,700 | ||||||
| Celanese Corp. - Class A |
58,848 | 6,323,218 | ||||||
| Century Aluminum Co.(1) |
19,832 | 141,204 | ||||||
| CF Industries Holdings, Inc. |
6,447 | 197,987 | ||||||
| Chemours Co. |
125,184 | 2,617,597 | ||||||
| Clearwater Paper Corp.(1) |
6,539 | 248,090 | ||||||
| Cleveland-Cliffs, Inc. |
157,373 | 1,010,335 | ||||||
| Coeur Mining, Inc.(1) |
96,505 | 712,207 | ||||||
| Commercial Metals Co. |
47,426 | 947,571 | ||||||
| Compass Minerals International, Inc. |
153,595 | 9,115,863 | ||||||
| Constellium SE - Class A(1) |
1,992,925 | 15,644,461 | ||||||
| Corteva, Inc. |
303,074 | 8,731,562 | ||||||
| Crown Holdings, Inc.(1) |
246,515 | 18,947,143 | ||||||
| Domtar Corp. |
21,944 | 576,469 | ||||||
| DowDuPont, Inc. |
145,427 | 8,068,290 | ||||||
| Eagle Materials, Inc. |
68,530 | 5,915,510 | ||||||
| Eastman Chemical Co. |
74,002 | 5,781,036 | ||||||
| Element Solutions, Inc.(1) |
1,052,741 | 11,064,308 | ||||||
| Ferro Corp.(1) |
775,169 | 9,612,096 | ||||||
| Ferroglobe Plc(1) |
642,169 | 429,611 | ||||||
| FMC Corp. |
343,019 | 36,329,142 | ||||||
| Freeport-McMoRan, Inc. |
43,702 | 683,499 | ||||||
| FutureFuel Corp. |
10,567 | 120,147 | ||||||
| GCP Applied Technologies, Inc.(1) |
4,008 | 83,968 | ||||||
| Gold Resource Corp. |
26,954 | 91,913 | ||||||
| Graphic Packaging Holding Co. |
933,890 | 13,158,510 | ||||||
| Greif, Inc. - Class A |
113,812 | 4,121,132 | ||||||
| Greif, Inc. - Class B |
2,250 | 88,830 | ||||||
| Hawkins, Inc. |
1,742 | 80,306 | ||||||
| Haynes International, Inc. |
4,710 | 80,494 | ||||||
| HB Fuller Co. |
325,257 | 14,890,265 | ||||||
| Hecla Mining Co. |
208,049 | 1,056,889 | ||||||
| Huntsman Corp. |
214,319 | 4,760,025 | ||||||
| Ingevity Corp.(1) |
149,590 | 7,395,730 | ||||||
| Innospec, Inc. |
1,804 | 114,229 | ||||||
| International Flavors & Fragrances, Inc. |
3,215 | 393,677 | ||||||
| International Paper Co. |
91,457 | 3,707,667 | ||||||
| Intrepid Potash, Inc.(1) |
4,119 | 34,764 | ||||||
| Kaiser Aluminum Corp. |
102,747 | 5,506,212 | ||||||
| Koppers Holdings, Inc.(1) |
3,326 | 69,547 | ||||||
| Kraton Corp.(1) |
12,273 | 218,705 | ||||||
| Kronos Worldwide, Inc. |
209,710 | 2,696,871 | ||||||
| Livent Corp.(1) |
59,108 | 530,199 | ||||||
| LyondellBasell Industries NV - Class A |
292,189 | 20,596,403 | ||||||
| Martin Marietta Materials, Inc. |
1,871 | 440,359 | ||||||
| Materion Corp. |
5,707 | 296,935 | ||||||
| Minerals Technologies, Inc. |
13,566 | 693,223 | ||||||
| Mosaic Co. |
437,232 | 7,988,229 | ||||||
| Myers Industries, Inc. |
9,075 | 120,062 | ||||||
| Neenah, Inc. |
6,792 | 254,496 | ||||||
| NewMarket Corp. |
36 | 12,323 | ||||||
| Novagold Resources, Inc.(1) |
6,779 | 80,602 | ||||||
| Nucor Corp. |
9,097 | 408,091 | ||||||
| O-I Glass, Inc. |
192,793 | 2,041,678 | ||||||
| Olin Corp. |
4,323 | 53,519 | ||||||
| Olympic Steel, Inc. |
3,568 | 40,532 | ||||||
| Orion Engineered Carbons SA |
10,346 | 129,428 | ||||||
| Packaging Corp. of America |
2,832 | 308,830 | ||||||
| Pactiv Evergreen, Inc.(1) |
422,948 | 5,371,440 | ||||||
| PH Glatfelter Co. |
515,307 | 7,095,777 | ||||||
| PPG Industries, Inc. |
59,855 | 7,307,098 | ||||||
| PQ Group Holdings, Inc.(1) |
12,544 | 128,701 | ||||||
| Ranpak Holdings Corp. - Class A(1) |
11,920 | 113,478 | ||||||
| Rayonier Advanced Materials, Inc.(1) |
25,721 | 82,307 | ||||||
| Reliance Steel & Aluminum Co. |
45,980 | 4,691,799 | ||||||
| Royal Gold, Inc. |
551 | 66,214 | ||||||
| RPM International, Inc. |
649 | 53,763 | ||||||
| Ryerson Holding Corp.(1) |
6,549 | 37,526 | ||||||
| Schnitzer Steel Industries, Inc. - Class A |
10,396 | 199,915 | ||||||
| Schweitzer-Mauduit International, Inc. |
61,558 | 1,870,748 | ||||||
| Scotts Miracle-Gro Co. |
85 | 12,997 | ||||||
| Sealed Air Corp. |
116,365 | 4,516,126 | ||||||
| Sensient Technologies Corp. |
10,023 | 578,728 | ||||||
| Silgan Holdings, Inc. |
283,919 | 10,439,702 | ||||||
| Sonoco Products Co. |
3,061 | 156,325 | ||||||
| Steel Dynamics, Inc. |
381,209 | 10,914,014 | ||||||
| Stepan Co. |
7,914 | 862,626 | ||||||
| Summit Materials, Inc. - Class A(1) |
45,698 | 755,845 | ||||||
| SunCoke Energy, Inc. |
33,003 | 112,870 | ||||||
| TimkenSteel Corp.(1) |
17,783 | 63,130 | ||||||
| Trecora Resources(1) |
9,303 | 57,120 | ||||||
| Tredegar Corp. |
10,177 | 151,332 | ||||||
| Trinseo SA |
49,933 | 1,280,282 | ||||||
| Tronox Holdings Plc - Class A |
23,095 | 181,758 | ||||||
| UFP Technologies, Inc.(1) |
2,652 | 109,846 | ||||||
| United States Lime & Minerals, Inc. |
701 | 63,160 | ||||||
| United States Steel Corp. |
87,635 | 643,241 | ||||||
| US Concrete, Inc.(1) |
6,336 | 183,997 | ||||||
| Valvoline, Inc. |
5,516 | 105,025 | ||||||
| Verso Corp. - Class A |
12,656 | 99,856 | ||||||
| Vulcan Materials Co. |
3,989 | 540,669 | ||||||
| Warrior Met Coal, Inc. |
20,647 | 352,651 | ||||||
| Westlake Chemical Corp. |
1,050 | 66,381 | ||||||
| Westrock Co. |
77,137 | 2,679,739 | ||||||
| Worthington Industries, Inc. |
14,629 | 596,571 | ||||||
| WR Grace & Co. |
132,246 | 5,328,191 | ||||||
|
|
|
|||||||
| Total Materials |
|
357,019,846 | ||||||
|
|
|
|||||||
| Real Estate – 7.06% |
||||||||
| Acadia Realty Trust |
33,819 | 355,099 | ||||||
| Agree Realty Corp. |
21,199 | 1,349,104 | ||||||
| Alexander & Baldwin, Inc. |
28,842 | 323,319 | ||||||
| Alexander’s, Inc. |
50 | 12,261 | ||||||
| Alexandria Real Estate Equities, Inc. |
3,770 | 603,200 | ||||||
| Alpine Income Property Trust, Inc. |
2,696 | 41,923 | ||||||
| Altisource Portfolio Solutions SA(1) |
1,897 | 24,035 | ||||||
| American Assets Trust, Inc. |
19,957 | 480,764 | ||||||
| American Campus Communities, Inc. |
139,970 | 4,887,752 | ||||||
| American Finance Trust, Inc. |
43,676 | 273,849 | ||||||
| American Homes 4 Rent - Class A |
323,039 | 9,200,151 | ||||||
| American Realty Investors, Inc.(1) |
828 | 7,510 | ||||||
| Americold Realty Trust |
5,508 | 196,911 | ||||||
| Apartment Investment & Management Co. - Class A |
4,439 | 149,683 | ||||||
| Apple Hospitality REIT, Inc. |
6,498 | 62,446 | ||||||
| Armada Hoffler Properties, Inc. |
22,668 | 209,906 | ||||||
| AvalonBay Communities, Inc. |
4,239 | 633,052 | ||||||
| Bluerock Residential Growth REIT, Inc. - Class A |
6,025 | 45,669 | ||||||
| Boston Properties, Inc. |
98,210 | 7,886,263 | ||||||
| Brandywine Realty Trust |
313,037 | 3,236,803 | ||||||
| Brixmor Property Group, Inc. |
714,190 | 8,348,881 | ||||||
| Broadstone Net Lease, Inc. - Class A |
342,428 | 5,745,942 | ||||||
| Brookfield Property REIT, Inc. - Class A |
295 | 3,611 | ||||||
| BRT Apartments Corp. |
4,330 | 51,007 | ||||||
| Camden Property Trust |
2,847 | 253,326 | ||||||
| CareTrust REIT, Inc. |
32,876 | 585,028 | ||||||
| CatchMark Timber Trust, Inc. - Class A |
17,100 | 152,703 | ||||||
| CBRE Group, Inc. - Class A(1) |
10,034 | 471,297 | ||||||
| Chatham Lodging Trust |
123,147 | 938,380 | ||||||
| City Office REIT, Inc. |
133,252 | 1,002,055 | ||||||
| Clipper Realty, Inc. |
1,244 | 7,526 | ||||||
| Colony Capital, Inc. |
191,670 | 523,259 | ||||||
| Columbia Property Trust, Inc. |
45,771 | 499,362 | ||||||
| CoreCivic, Inc. |
205,071 | 1,640,568 | ||||||
| CorEnergy Infrastructure Trust, Inc. |
5,505 | 32,149 | ||||||
| CorePoint Lodging, Inc. |
16,801 | 91,565 | ||||||
| CoreSite Realty Corp. |
397 | 47,195 | ||||||
| Corporate Office Properties Trust |
426,998 | 10,128,393 | ||||||
| Cousins Properties, Inc. |
254,681 | 7,281,330 | ||||||
| CTO Realty Growth, Inc. |
1,712 | 75,499 | ||||||
| CubeSmart |
508,612 | 16,433,254 | ||||||
| Cushman & Wakefield Plc(1) |
28,911 | 303,855 | ||||||
| CyrusOne, Inc. |
183,602 | 12,857,648 | ||||||
| DiamondRock Hospitality Co. |
469,144 | 2,378,560 | ||||||
| Diversified Healthcare Trust |
356,081 | 1,253,405 | ||||||
| Douglas Emmett, Inc. |
217,976 | 5,471,198 | ||||||
| Duke Realty Corp. |
317,314 | 11,708,887 | ||||||
| EastGroup Properties, Inc. |
47,435 | 6,134,769 | ||||||
| Empire State Realty Trust, Inc. - Class A |
747,624 | 4,575,459 | ||||||
| EPR Properties |
2,295 | 63,112 | ||||||
| Equity Commonwealth |
3,589 | 95,575 | ||||||
| Equity LifeStyle Properties, Inc. |
3,079 | 188,743 | ||||||
| Equity Residential |
168,775 | 8,663,221 | ||||||
| Essential Properties Realty Trust, Inc. |
36,886 | 675,752 | ||||||
| Essex Property Trust, Inc. |
25,323 | 5,084,605 | ||||||
| Extra Space Storage, Inc. |
1,141 | 122,076 | ||||||
| Farmland Partners, Inc. |
11,038 | 73,513 | ||||||
| Fathom Holdings, Inc.(1) |
1,268 | 19,958 | ||||||
| Federal Realty Investment Trust |
2,256 | 165,681 | ||||||
| First Industrial Realty Trust, Inc. |
3,804 | 151,399 | ||||||
| Forestar Group, Inc.(1) |
6,375 | 112,837 | ||||||
| Franklin Street Properties Corp. |
250,417 | 916,526 | ||||||
| Front Yard Residential Corp. |
19,625 | 171,522 | ||||||
| FRP Holdings, Inc.(1) |
2,486 | 103,592 | ||||||
| Gaming & Leisure Properties, Inc. |
95,407 | 3,523,381 | ||||||
| Getty Realty Corp. |
13,575 | 353,086 | ||||||
| Gladstone Commercial Corp. |
10,626 | 179,048 | ||||||
| Gladstone Land Corp. |
4,182 | 62,814 | ||||||
| Global Medical REIT, Inc. |
16,868 | 227,718 | ||||||
| Global Net Lease, Inc. |
145,577 | 2,314,674 | ||||||
| Griffin Industrial Realty, Inc. |
309 | 16,516 | ||||||
| Healthcare Realty Trust, Inc. |
53,989 | 1,626,149 | ||||||
| Healthcare Trust of America, Inc. - Class A |
6,506 | 169,156 | ||||||
| Healthpeak Properties, Inc. |
274,131 | 7,442,657 | ||||||
| Hersha Hospitality Trust - Class A |
14,351 | 79,505 | ||||||
| Highwoods Properties, Inc. |
3,126 | 104,940 | ||||||
| Host Hotels & Resorts, Inc. |
216,231 | 2,333,132 | ||||||
| Hudson Pacific Properties, Inc. |
4,603 | 100,944 | ||||||
| Independence Realty Trust, Inc. |
38,209 | 442,842 | ||||||
| Industrial Logistics Properties Trust |
629,871 | 13,775,279 |
| Innovative Industrial Properties, Inc. - Class A |
4,967 | 616,454 | ||||||
| Investors Real Estate Trust |
5,145 | 335,300 | ||||||
| Invitation Homes, Inc. |
155,883 | 4,363,165 | ||||||
| Iron Mountain, Inc. |
96,125 | 2,575,189 | ||||||
| iStar, Inc. |
29,106 | 343,742 | ||||||
| JBG SMITH Properties |
3,718 | 99,419 | ||||||
| Jernigan Capital, Inc. |
9,040 | 154,946 | ||||||
| Jones Lang LaSalle, Inc. |
31,073 | 2,972,443 | ||||||
| Kennedy-Wilson Holdings, Inc. |
48,927 | 710,420 | ||||||
| Kilroy Realty Corp. |
127,513 | 6,625,575 | ||||||
| Kimco Realty Corp. |
12,436 | 140,029 | ||||||
| Kite Realty Group Trust |
33,139 | 383,750 | ||||||
| Lamar Advertising Co. - Class A |
114,467 | 7,574,281 | ||||||
| Lexington Realty Trust |
1,007,865 | 10,532,189 | ||||||
| Life Storage, Inc. |
64,101 | 6,747,912 | ||||||
| LTC Properties, Inc. |
9,585 | 334,133 | ||||||
| Macerich Co. |
59,679 | 405,220 | ||||||
| Mack-Cali Realty Corp. |
34,805 | 439,239 | ||||||
| Marcus & Millichap, Inc.(1) |
8,515 | 234,333 | ||||||
| Maui Land & Pineapple Co., Inc.(1) |
1,050 | 11,361 | ||||||
| Medical Properties Trust, Inc. |
15,743 | 277,549 | ||||||
| Mid-America Apartment Communities, Inc. |
43,598 | 5,055,188 | ||||||
| Monmouth Real Estate Investment Corp. |
4,131 | 57,214 | ||||||
| National Health Investors, Inc. |
11,546 | 695,877 | ||||||
| National Retail Properties, Inc. |
5,125 | 176,864 | ||||||
| NETSTREIT Corp. |
4,251 | 77,623 | ||||||
| New Senior Investment Group, Inc. |
31,670 | 126,680 | ||||||
| Newmark Group, Inc. - Class A |
56,861 | 245,640 | ||||||
| NexPoint Residential Trust, Inc. |
7,297 | 323,622 | ||||||
| Office Properties Income Trust |
434,507 | 9,002,985 | ||||||
| Omega Healthcare Investors, Inc. |
166,651 | 4,989,531 | ||||||
| One Liberty Properties, Inc. |
6,416 | 104,966 | ||||||
| Outfront Media, Inc. |
309,512 | 4,503,400 | ||||||
| Paramount Group, Inc. |
400,545 | 2,835,859 | ||||||
| Park Hotels & Resorts, Inc. |
7,101 | 70,939 | ||||||
| Pebblebrook Hotel Trust |
422,470 | 5,293,549 | ||||||
| Physicians Realty Trust |
901,251 | 16,141,405 | ||||||
| Piedmont Office Realty Trust, Inc. - Class A |
243,682 | 3,306,765 | ||||||
| PotlatchDeltic Corp. |
26,041 | 1,096,326 | ||||||
| Preferred Apartment Communities, Inc. - Class A |
19,676 | 106,250 | ||||||
| QTS Realty Trust, Inc. - Class A |
328,190 | 20,682,534 | ||||||
| Rafael Holdings, Inc. - Class B(1) |
3,535 | 54,792 | ||||||
| Rayonier, Inc. |
3,987 | 105,416 | ||||||
| Re/Max Holdings, Inc. - Class A |
7,024 | 229,896 | ||||||
| Realogy Holdings Corp.(1) |
45,498 | 429,501 | ||||||
| Realty Income Corp. |
10,369 | 629,917 | ||||||
| Regency Centers Corp. |
218,986 | 8,325,848 | ||||||
| Retail Opportunity Investments Corp. |
45,823 | 477,247 | ||||||
| Retail Properties of America, Inc. - Class A |
85,568 | 497,150 | ||||||
| Retail Value, Inc. |
20,180 | 253,663 | ||||||
| Rexford Industrial Realty, Inc. |
3,719 | 170,181 | ||||||
| RLJ Lodging Trust |
65,114 | 563,887 | ||||||
| RMR Group, Inc. - Class A |
593 | 16,290 | ||||||
| RPT Realty |
32,289 | 175,652 | ||||||
| Ryman Hospitality Properties, Inc. |
2,732 | 100,538 | ||||||
| Sabra Health Care REIT, Inc. |
209,427 | 2,886,951 | ||||||
| Safehold, Inc. |
3,191 | 198,161 | ||||||
| Saul Centers, Inc. |
828 | 22,008 | ||||||
| Seritage Growth Properties(1) |
13,631 | 183,337 | ||||||
| Service Properties Trust |
182,535 | 1,451,153 | ||||||
| Simon Property Group, Inc. |
1,939 | 125,415 | ||||||
| SITE Centers Corp. |
311,342 | 2,241,662 | ||||||
| SL Green Realty Corp. |
2,198 | 101,921 | ||||||
| Spirit Realty Capital, Inc. |
3,160 | 106,650 | ||||||
| St Joe Co.(1) |
6,590 | 135,952 | ||||||
| STAG Industrial, Inc. |
283,795 | 8,652,910 | ||||||
| STORE Capital Corp. |
126,030 | 3,457,003 | ||||||
| Stratus Properties, Inc.(1) |
2,194 | 47,303 | ||||||
| Summit Hotel Properties, Inc. |
209,378 | 1,084,578 | ||||||
| Sun Communities, Inc. |
2,911 | 409,316 | ||||||
| Sunstone Hotel Investors, Inc. |
85,950 | 682,443 | ||||||
| Tanger Factory Outlet Centers, Inc. |
145,510 | 877,425 | ||||||
| Taubman Centers, Inc. |
1,762 | 58,657 | ||||||
| Tejon Ranch Co.(1) |
8,486 | 120,077 | ||||||
| Terreno Realty Corp. |
15,245 | 834,816 | ||||||
| The GEO Group, Inc. |
46,634 | 528,830 | ||||||
| The Howard Hughes Corp.(1) |
1,152 | 66,355 | ||||||
| Transcontinental Realty Investors, Inc.(1) |
548 | 13,662 | ||||||
| UDR, Inc. |
8,801 | 287,001 | ||||||
| UMH Properties, Inc. |
3,275 | 44,343 | ||||||
| Uniti Group, Inc. |
179,700 | 1,893,139 | ||||||
| Universal Health Realty Income Trust |
734 | 41,831 | ||||||
| Urban Edge Properties |
560,814 | 5,451,112 | ||||||
| Urstadt Biddle Properties, Inc. - Class A |
12,028 | 110,658 |
| Ventas, Inc. |
11,250 | 472,050 | ||||||
| VEREIT, Inc. |
643,161 | 4,180,546 | ||||||
| VICI Properties, Inc. |
16,127 | 376,888 | ||||||
| Vornado Realty Trust |
5,371 | 181,056 | ||||||
| Washington Prime Group, Inc. |
278,400 | 180,236 | ||||||
| Washington Real Estate Investment Trust |
32,940 | 663,082 | ||||||
| Weingarten Realty Investors |
3,577 | 60,666 | ||||||
| Welltower, Inc. |
206,602 | 11,381,704 | ||||||
| Weyerhaeuser Co. |
148,618 | 4,238,585 | ||||||
| Whitestone REIT - Class B |
15,288 | 91,728 | ||||||
| WP Carey, Inc. |
5,173 | 337,073 | ||||||
| Xenia Hotels & Resorts, Inc. |
214,457 | 1,882,932 | ||||||
|
|
|
|||||||
| Total Real Estate |
|
367,296,823 | ||||||
|
|
|
|||||||
| Utilities – 5.63% |
||||||||
| AES Corp. |
19,854 | 359,556 | ||||||
| ALLETE, Inc. |
89,037 | 4,606,774 | ||||||
| Alliant Energy Corp. |
224,304 | 11,585,302 | ||||||
| Ameren Corp. |
198,569 | 15,702,837 | ||||||
| American Water Works Co., Inc. |
5,464 | 791,624 | ||||||
| Artesian Resources Corp. - Class A |
3,086 | 106,374 | ||||||
| Atlantic Power Corp.(1) |
33,063 | 64,803 | ||||||
| Atlantica Yield Plc |
213,525 | 6,108,950 | ||||||
| Atmos Energy Corp. |
3,677 | 351,484 | ||||||
| Avangrid, Inc. |
1,684 | 84,975 | ||||||
| Avista Corp. |
26,913 | 918,272 | ||||||
| Black Hills Corp. |
218,944 | 11,711,315 | ||||||
| Brookfield Infrastructure Corp. - Class A |
6,525 | 361,420 | ||||||
| Brookfield Renewable Corp. - Class A |
24,941 | 1,461,543 | ||||||
| Cadiz, Inc.(1) |
2,953 | 29,323 | ||||||
| California Water Service Group |
1,589 | 69,042 | ||||||
| CenterPoint Energy, Inc. |
600,271 | 11,615,244 | ||||||
| Chesapeake Utilities Corp. |
452 | 38,104 | ||||||
| Clearway Energy, Inc. - Class A |
11,084 | 273,775 | ||||||
| Clearway Energy, Inc. - Class C |
26,090 | 703,386 | ||||||
| CMS Energy Corp. |
85,150 | 5,229,061 | ||||||
| Consolidated Edison, Inc. |
10,119 | 787,258 | ||||||
| Consolidated Water Co. Ltd. |
5,232 | 54,465 | ||||||
| DTE Energy Co. |
50,211 | 5,776,273 | ||||||
| Edison International |
236,570 | 12,027,219 | ||||||
| Entergy Corp. |
154,897 | 15,262,001 | ||||||
| Essential Utilities, Inc. |
6,763 | 272,211 | ||||||
| Evergy, Inc. |
409,593 | 20,815,516 | ||||||
| Eversource Energy |
10,357 | 865,327 | ||||||
| Exelon Corp. |
131,200 | 4,691,712 | ||||||
| FirstEnergy Corp. |
366,136 | 10,511,765 | ||||||
| Hawaiian Electric Industries, Inc. |
3,249 | 107,997 | ||||||
| IDACORP, Inc. |
1,491 | 119,131 | ||||||
| MDU Resources Group, Inc. |
199,114 | 4,480,065 | ||||||
| MGE Energy, Inc. |
133,105 | 8,340,359 | ||||||
| National Fuel Gas Co. |
136,626 | 5,545,649 | ||||||
| New Jersey Resources Corp. |
348,347 | 9,412,336 | ||||||
| NiSource, Inc. |
11,576 | 254,672 | ||||||
| Northwest Natural Holding Co. |
10,829 | 491,528 | ||||||
| NorthWestern Corp. |
20,275 | 986,176 | ||||||
| NRG Energy, Inc. |
180,616 | 5,552,136 | ||||||
| OGE Energy Corp. |
6,007 | 180,150 | ||||||
| ONE Gas, Inc. |
221,399 | 15,278,745 | ||||||
| Otter Tail Corp. |
10,627 | 384,379 | ||||||
| PG&E Corp.(1) |
39,092 | 367,074 | ||||||
| Pinnacle West Capital Corp. |
3,408 | 254,066 | ||||||
| PNM Resources, Inc. |
31,690 | 1,309,748 | ||||||
| Portland General Electric Co. |
309,096 | 10,972,908 | ||||||
| PPL Corp. |
301,536 | 8,204,795 | ||||||
| Public Service Enterprise Group, Inc. |
91,688 | 5,034,588 | ||||||
| RGC Resources, Inc. |
1,695 | 39,748 | ||||||
| SJW Group |
4,954 | 301,500 | ||||||
| South Jersey Industries, Inc. |
806,572 | 15,542,642 | ||||||
| Southwest Gas Holdings, Inc. |
20,437 | 1,289,575 | ||||||
| Spire, Inc. |
19,995 | 1,063,734 | ||||||
| Sunnova Energy International, Inc.(1) |
18,624 | 566,356 | ||||||
| UGI Corp. |
407,784 | 13,448,716 | ||||||
| Unitil Corp. |
5,709 | 220,596 | ||||||
| Vistra Energy Corp. |
2,030,699 | 38,298,983 | ||||||
| WEC Energy Group, Inc. |
9,540 | 924,426 | ||||||
| Xcel Energy, Inc. |
15,869 | 1,095,120 | ||||||
|
|
|
|||||||
| Total Utilities |
|
293,304,809 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $4,830,472,162) |
|
5,105,193,583 | ||||||
|
|
|
|||||||
| WARRANTS – 0.00%(4) |
||||||||
| Energy – 0.00%(4) |
||||||||
| Whiting Petroleum Corp., expires 09/01/2024(1) |
281 | 688 | ||||||
|
|
|
|||||||
| Total Energy |
|
688 | ||||||
|
|
|
|||||||
| Total Warrants (Cost: $–) |
|
688 | ||||||
|
|
|
|||||||
| SHORT-TERM INVESTMENTS – 1.68% |
||||||||
| Money Market Funds – 0.87% |
||||||||
| Goldman Sachs Financial Square Government Fund - Class I, 0.00%(5) |
45,148,065 | 45,148,065 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $45,148,065) |
45,148,065 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.81% |
||||||||
| ANZ, London, 0.01% due 10/01/2020 |
$ | 6,551,472 | 6,551,471 | |||||
| BBVA, Madrid, 0.01% due 10/01/2020 |
12,339,846 | 12,339,846 | ||||||
| Brown Brothers Harriman, 0.03% due 10/01/2020 |
CAD | 17 | 13 | |||||
| Citibank, New York, 0.01% due 10/01/2020 |
$ | 14,662,008 | 14,662,008 | |||||
| JP Morgan, New York, 0.01% due 10/01/2020 |
8,931,516 | 8,931,516 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $42,484,854) |
42,484,854 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $87,632,919) |
|
87,632,919 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 99.75% (Cost: $4,918,105,081) |
5,192,827,190 | |||||||
|
|
|
|||||||
| OTHER ASSETS IN EXCESS OF LIABILITIES – 0.25% |
12,963,811 | |||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 5,205,791,001 | ||||||
|
|
|
|||||||
Percentages are stated as a percent of net assets.
Principal amounts are denominated in the currency in which the security was purchased.
ADR American Depositary Receipt
REIT Real Estate Investment Trust
CAD Canadian Dollar
| (1) | Non-income producing security. |
| (2) | Amount calculated is less than $0.5. |
| (3) | Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of the security totals $4,889,528, which represents 0.09% of total net assets. |
| (4) | Amount calculated is less than 0.005%. |
| (5) | Represents annualized seven-day yield as of the close of the reporting period. |
| (6) | Security is categorized as Level 3 per the Trust’s fair value hierarchy. The value of these securities totals $0, which represents 0.00% of total net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
Bridge Builder International Equity Fund
Schedule of Investments
September 30, 2020 (Unaudited)
| Shares | Value | |||||||
| COMMON STOCKS – 95.99% |
||||||||
| Argentina – 1.06% |
||||||||
| MercadoLibre, Inc.(1) |
115,099 | $ | 124,592,366 | |||||
|
|
|
|||||||
| Total Argentina |
|
124,592,366 | ||||||
|
|
|
|||||||
| Australia – 2.03% |
||||||||
| Afterpay Ltd.(1) |
9,339 | 550,484 | ||||||
| AGL Energy Ltd. |
26,311 | 256,909 | ||||||
| AMP Ltd. |
133,809 | 126,004 | ||||||
| Ampol Ltd. |
10,306 | 177,868 | ||||||
| APA Group |
52,310 | 388,856 | ||||||
| Aristocrat Leisure Ltd. |
24,409 | 532,325 | ||||||
| ASX Ltd. |
8,406 | 491,462 | ||||||
| Aurizon Holdings Ltd. |
85,135 | 261,907 | ||||||
| AusNet Services - Class Miscella |
71,038 | 95,897 | ||||||
| Australia & New Zealand Banking Group Ltd. |
116,263 | 1,450,497 | ||||||
| BHP Group Ltd. |
121,071 | 3,127,700 | ||||||
| BHP Group Plc |
86,599 | 1,847,516 | ||||||
| BlueScope Steel Ltd. |
19,806 | 182,489 | ||||||
| Brambles Ltd. |
66,049 | 501,513 | ||||||
| CIMIC Group Ltd.(1) |
4,536 | 60,759 | ||||||
| Coca-Cola Amatil Ltd. |
21,646 | 148,165 | ||||||
| Cochlear Ltd. |
334,923 | 47,849,981 | ||||||
| Coles Group Ltd. |
57,781 | 703,933 | ||||||
| Commonwealth Bank of Australia |
72,755 | 3,347,915 | ||||||
| Computershare Ltd. |
19,928 | 176,297 | ||||||
| Crown Resorts Ltd. |
16,488 | 104,739 | ||||||
| CSL Ltd. |
407,161 | 84,105,949 | ||||||
| Dexus |
48,538 | 310,882 | ||||||
| Evolution Mining Ltd. |
69,016 | 288,310 | ||||||
| Fortescue Metals Group Ltd. |
69,728 | 819,167 | ||||||
| Goodman Group |
71,677 | 928,033 | ||||||
| GPT Group |
78,976 | 222,175 | ||||||
| Insurance Australia Group Ltd. |
102,610 | 324,701 | ||||||
| Lendlease Corp. Ltd. |
29,659 | 236,930 | ||||||
| Macquarie Group Ltd. |
13,862 | 1,201,618 | ||||||
| Magellan Financial Group Ltd. |
5,310 | 219,006 | ||||||
| Medibank Pvt Ltd. |
123,427 | 222,711 | ||||||
| Mirvac Group |
161,298 | 252,850 | ||||||
| National Australia Bank Ltd. |
131,359 | 1,687,562 | ||||||
| Newcrest Mining Ltd. |
35,096 | 795,834 | ||||||
| Northern Star Resources Ltd. |
31,765 | 314,761 | ||||||
| Oil Search Ltd. |
78,461 | 150,075 | ||||||
| Orica Ltd. |
16,820 | 187,271 | ||||||
| Origin Energy Ltd. |
72,519 | 224,585 | ||||||
| Qantas Airways Ltd. |
39,642 | 116,256 | ||||||
| QBE Insurance Group Ltd. |
4,948,401 | 30,779,231 | ||||||
| Ramsay Health Care Ltd. |
7,901 | 376,710 | ||||||
| REA Group Ltd. |
2,418 | 192,542 | ||||||
| Santos Ltd. |
78,249 | 276,672 | ||||||
| Scentre Group |
215,709 | 343,441 | ||||||
| Seek Ltd. |
1,781,306 | 27,479,242 | ||||||
| Sonic Healthcare Ltd. |
19,983 | 474,540 | ||||||
| South32 Ltd. |
201,749 | 299,407 | ||||||
| Stockland |
97,445 | 266,203 | ||||||
| Suncorp Group Ltd. |
51,920 | 316,947 | ||||||
| Sydney Airport - Stapled Security |
55,112 | 234,031 | ||||||
| Tabcorp Holdings Ltd. |
93,302 | 224,682 | ||||||
| Telstra Corp. Ltd. |
171,399 | 343,184 | ||||||
| TPG Telecom Ltd.(1) |
15,038 | 79,355 | ||||||
| Transurban Group |
118,205 | 1,206,979 | ||||||
| Treasury Wine Estates Ltd. |
2,382,295 | 15,306,868 | ||||||
| Vicinity Centres |
159,169 | 158,947 | ||||||
| Washington H Soul Pattinson & Co. Ltd. |
5,392 | 91,590 | ||||||
| Wesfarmers Ltd. |
48,593 | 1,553,240 | ||||||
| Westpac Banking Corp. |
148,665 | 1,807,663 | ||||||
| WiseTech Global Ltd. |
6,677 | 125,058 | ||||||
| Woodside Petroleum Ltd. |
38,799 | 492,440 | ||||||
| Woolworths Group Ltd. |
54,783 | 1,432,503 | ||||||
|
|
|
|||||||
| Total Australia |
|
238,853,367 | ||||||
|
|
|
|||||||
| Austria – 0.01% |
||||||||
| Andritz AG |
3,341 | 103,122 | ||||||
| Erste Group Bank AG(1) |
11,503 | 240,878 | ||||||
| OMV AG(1) |
5,920 | 161,978 | ||||||
| Raiffeisen Bank International AG(1) |
5,974 | 91,438 | ||||||
| Verbund AG |
2,690 | 146,907 | ||||||
| Voestalpine AG |
5,138 | 135,416 | ||||||
|
|
|
|||||||
| Total Austria |
|
879,739 | ||||||
|
|
|
|||||||
| Belgium – 0.11% |
||||||||
| Ageas |
7,327 | 299,814 | ||||||
| Anheuser-Busch InBev SA |
31,316 | 1,686,068 | ||||||
| Colruyt SA(1) |
2,185 | 141,799 | ||||||
| Elia Group SA |
1,418 | 141,755 | ||||||
| Galapagos NV(1) |
1,846 | 261,707 | ||||||
| Groupe Bruxelles Lambert SA |
4,863 | 438,409 | ||||||
| KBC Group NV |
154,256 | 7,735,336 | ||||||
| Proximus |
5,745 | 104,806 | ||||||
| Sofina SA |
707 | 193,016 | ||||||
| Solvay SA |
3,016 | 259,474 | ||||||
| Telenet Group Holding NV |
1,740 | 67,537 | ||||||
| UCB SA |
5,430 | 616,705 | ||||||
| Umicore SA |
8,729 | 363,079 | ||||||
|
|
|
|||||||
| Total Belgium |
|
12,309,505 | ||||||
|
|
|
|||||||
| Brazil – 0.27% |
||||||||
| Raia Drogasil SA |
7,735,355 | 32,258,768 | ||||||
|
|
|
|||||||
| Total Brazil |
|
32,258,768 | ||||||
|
|
|
|||||||
| Canada – 2.87% |
||||||||
| Canadian Pacific Railway Ltd. |
249,171 | 75,855,128 | ||||||
| Fairfax Financial Holdings Ltd. |
48,432 | 14,261,715 | ||||||
| Lululemon Athletica, Inc.(1) |
186,831 | 61,536,526 | ||||||
| Shopify, Inc. - Class A(1) |
181,470 | 185,638,366 | ||||||
|
|
|
|||||||
| Total Canada |
|
337,291,735 | ||||||
|
|
|
|||||||
| Chile – 0.57% |
||||||||
| Antofagasta Plc |
5,109,520 | 67,431,535 | ||||||
|
|
|
|||||||
| Total Chile |
|
67,431,535 | ||||||
|
|
|
|||||||
| China – 3.94% |
||||||||
| Alibaba Group Holding Ltd. - ADR(1) |
356,056 | 104,673,343 | ||||||
| Baidu, Inc. - ADR(1) |
168,126 | 21,283,070 | ||||||
| BeiGene Ltd. - ADR(1) |
1,709 | 489,526 | ||||||
| Lenovo Group Ltd. |
24,816,000 | 16,407,420 | ||||||
| Li Ning Co. Ltd. |
5,589,500 | 26,300,270 | ||||||
| Meituan Dianping - Class B(1) |
1,715,200 | 54,031,037 | ||||||
| Microport Scientific Corp. |
31,000 | 123,963 | ||||||
| Ping An Insurance Group Co. of China Ltd. - Class H |
2,728,500 | 28,324,144 | ||||||
| Shanghai Fosun Pharmaceutical Group Co. Ltd. - Class H |
17,517,500 | 73,333,706 | ||||||
| Tencent Holdings Ltd. |
1,076,956 | 72,741,259 | ||||||
| Trip.com Group Ltd. - ADR(1) |
609,965 | 18,994,310 | ||||||
| Tsingtao Brewery Co. Ltd. - Class H |
5,671,000 | 46,405,328 | ||||||
| Yangzijiang Shipbuilding Holdings Ltd. |
113,800 | 83,129 | ||||||
|
|
|
|||||||
| Total China |
|
463,190,505 | ||||||
|
|
|
|||||||
| Denmark – 1.35% |
||||||||
| Ambu - Class B |
6,811 | 191,794 | ||||||
| AP Moller - Maersk - Class A |
146 | 213,713 | ||||||
| AP Moller - Maersk - Class B |
31,342 | 49,547,986 | ||||||
| Carlsberg - Class B |
4,634 | 624,303 | ||||||
| Chr Hansen Holding |
4,608 | 511,516 | ||||||
| Coloplast - Class B |
5,196 | 823,509 | ||||||
| Danske Bank |
707,456 | 9,569,124 | ||||||
| Demant(1) |
4,491 | 140,843 | ||||||
| DSV Panalpina |
536,681 | 87,051,365 | ||||||
| Genmab(1) |
2,829 | 1,026,660 | ||||||
| GN Store Nord |
5,457 | 411,113 | ||||||
| H Lundbeck |
2,828 | 93,144 | ||||||
| Novo Nordisk - Class B |
74,757 | 5,179,508 | ||||||
| Novozymes - Class B |
9,386 | 589,932 | ||||||
| Orsted(2) |
8,042 | 1,108,674 | ||||||
| Pandora |
4,466 | 322,167 | ||||||
| Tryg |
4,769 | 150,140 | ||||||
| Vestas Wind Systems |
8,646 | 1,397,250 | ||||||
|
|
|
|||||||
| Total Denmark |
|
158,952,741 | ||||||
|
|
|
|||||||
| Finland – 1.15% |
||||||||
| Elisa OYJ |
6,107 | 359,038 | ||||||
| Fortum OYJ |
19,344 | 391,100 | ||||||
| Kone OYJ - Class B |
536,998 | 47,150,308 | ||||||
| Neste OYJ |
18,418 | 969,887 | ||||||
| Nokia OYJ |
21,055,018 | 82,406,360 | ||||||
| Nordea Bank Abp |
133,407 | 1,013,724 | ||||||
| Orion OYJ - Class B |
4,826 | 218,650 | ||||||
| Sampo OYJ - Class A |
19,395 | 768,098 | ||||||
| Stora Enso OYJ - Class R |
23,922 | 374,429 | ||||||
| UPM-Kymmene OYJ |
21,977 | 668,912 | ||||||
| Wartsila OYJ Abp |
19,105 | 150,034 | ||||||
|
|
|
|||||||
| Total Finland |
|
134,470,540 | ||||||
|
|
|
|||||||
| France – 8.36% |
||||||||
| Accor SA(1) |
7,975 | 223,221 | ||||||
| Aeroports de Paris |
1,256 | 124,601 | ||||||
| Air Liquide SA |
20,566 | 3,259,911 | ||||||
| Airbus SE |
25,533 | 1,851,797 | ||||||
| Alstom SA(1) |
8,488 | 424,001 | ||||||
| Amundi SA(2) |
287,159 | 20,240,304 | ||||||
| Arkema SA |
2,813 | 298,246 | ||||||
| Atos SE(1) |
4,034 | 324,157 | ||||||
| AXA SA |
79,286 | 1,467,423 | ||||||
| BioMerieux |
1,723 | 269,702 | ||||||
| BNP Paribas SA |
46,229 | 1,672,313 | ||||||
| Bollore SA |
39,067 | 145,517 | ||||||
| Bouygues SA |
308,296 | 10,653,582 | ||||||
| Bureau Veritas SA |
12,797 | 288,461 | ||||||
| Capgemini SE |
6,624 | 849,829 | ||||||
| Carrefour SA |
24,930 | 398,359 | ||||||
| Cie de Saint-Gobain |
2,343,250 | 98,152,135 | ||||||
| Cie Generale des Etablissements Michelin SCA |
281,304 | 30,197,303 | ||||||
| CNP Assurances |
6,542 | 82,045 | ||||||
| Covivio |
2,163 | 151,884 | ||||||
| Credit Agricole SA(1) |
47,511 | 414,528 | ||||||
| Danone SA |
26,266 | 1,701,382 | ||||||
| Dassault Aviation SA(1) |
115 | 97,008 | ||||||
| Dassault Systemes |
5,725 | 1,068,183 | ||||||
| Edenred |
10,357 | 464,990 | ||||||
| Eiffage SA(1) |
3,430 | 279,939 | ||||||
| Electricite de France SA |
25,109 | 265,238 | ||||||
| Engie SA(1) |
75,206 | 1,005,017 | ||||||
| EssilorLuxottica SA(1) |
93,238 | 12,693,088 | ||||||
| EssilorLuxottica SA(1) |
172,788 | 23,630,759 | ||||||
| Eurazeo SE(1) |
1,711 | 92,634 | ||||||
| Faurecia SE(1) |
3,173 | 136,770 | ||||||
| Gecina SA |
1,860 | 245,196 | ||||||
| Getlink SE(1) |
18,735 | 253,790 | ||||||
| Hermes International |
1,366 | 1,176,472 | ||||||
| ICADE |
1,320 | 73,960 | ||||||
| Iliad SA |
610 | 111,895 | ||||||
| Ingenico Group SA |
2,673 | 414,135 | ||||||
| Ipsen SA |
1,731 | 180,948 | ||||||
| JCDecaux SA(1) |
3,769 | 65,159 | ||||||
| Kering SA |
54,477 | 36,136,923 | ||||||
| Klepierre SA |
7,744 | 108,400 | ||||||
| La Francaise des Jeux SAEM(2) |
3,945 | 144,728 | ||||||
| Legrand SA |
203,975 | 16,246,470 | ||||||
| L’Oreal SA |
10,917 | 3,552,710 | ||||||
| LVMH Moet Hennessy Louis Vuitton SE |
214,233 | 100,239,777 | ||||||
| Natixis SA(1) |
36,791 | 82,680 | ||||||
| Orange SA |
5,781,688 | 60,219,513 | ||||||
| Orpea(1) |
2,177 | 247,344 | ||||||
| Pernod Ricard SA |
233,805 | 37,276,925 | ||||||
| Peugeot SA |
24,641 | 446,851 | ||||||
| Publicis Groupe SA |
517,472 | 16,678,106 | ||||||
| Remy Cointreau SA |
266,425 | 48,631,060 | ||||||
| Renault SA |
8,203 | 212,793 | ||||||
| Rexel SA |
3,459,225 | 43,371,883 | ||||||
| Safran SA(1) |
13,929 | 1,370,434 | ||||||
| Sanofi SA |
2,043,310 | 204,763,858 | ||||||
| Sartorius Stedim Biotech |
219,402 | 75,729,441 | ||||||
| Schneider Electric SE |
130,846 | 16,264,018 | ||||||
| SCOR SE(1) |
201,109 | 5,599,267 | ||||||
| SEB SA |
887 | 144,289 | ||||||
| Societe Generale SA |
33,373 | 442,991 | ||||||
| Sodexo SA |
3,621 | 258,119 | ||||||
| Suez SA |
13,964 | 258,013 | ||||||
| Teleperformance |
2,541 | 783,396 | ||||||
| Thales SA |
4,387 | 328,796 | ||||||
| TOTAL SA |
1,666,550 | 57,233,593 | ||||||
| Ubisoft Entertainment SA(1) |
400,372 | 36,084,743 | ||||||
| Unibail-Rodamco-Westfield |
5,698 | 210,141 | ||||||
| Valeo SA |
9,283 | 285,064 | ||||||
| Veolia Environnement SA |
22,190 | 478,773 | ||||||
| Vinci SA |
21,279 | 1,778,000 | ||||||
| Vivendi SA |
36,232 | 1,011,919 | ||||||
| Wendel SA |
1,202 | 109,035 | ||||||
| Worldline SA(1)(2) |
6,096 | 499,160 | ||||||
|
|
|
|||||||
| Total France |
|
982,675,095 | ||||||
|
|
|
|||||||
| Germany – 6.60% |
||||||||
| Adidas AG(1) |
146,192 | 47,211,570 | ||||||
| Allianz SE |
346,157 | 66,437,852 | ||||||
| BASF SE |
544,747 | 33,172,953 | ||||||
| Bayer AG |
880,248 | 54,305,786 | ||||||
| Bayerische Motoren Werke AG |
13,633 | 989,444 | ||||||
| Bechtle AG |
341,773 | 69,155,539 | ||||||
| Beiersdorf AG |
4,289 | 486,962 | ||||||
| Brenntag AG |
6,362 | 404,508 | ||||||
| Carl Zeiss Meditec AG |
1,847 | 233,277 | ||||||
| Commerzbank AG |
11,136,026 | 54,764,074 | ||||||
| Continental AG |
878,733 | 95,226,821 | ||||||
| Covestro AG(2) |
688,906 | 34,162,885 | ||||||
| Daimler AG - Class REGISTERED |
35,370 | 1,908,039 | ||||||
| Delivery Hero SE(1)(2) |
5,489 | 629,804 | ||||||
| Deutsche Bank AG(1) |
82,694 | 697,062 | ||||||
| Deutsche Boerse AG |
8,259 | 1,447,971 | ||||||
| Deutsche Lufthansa AG(1) |
12,283 | 106,393 | ||||||
| Deutsche Post AG |
40,731 | 1,848,192 | ||||||
| Deutsche Telekom AG |
394,575 | 6,569,692 | ||||||
| Deutsche Wohnen SE |
14,483 | 723,850 | ||||||
| E.ON SE |
5,525,268 | 60,901,807 | ||||||
| Evonik Industries AG |
8,454 | 218,696 | ||||||
| Fraport AG Frankfurt Airport Services Worldwide(1) |
1,671 | 65,790 | ||||||
| Fresenius Medical Care AG & Co. KGaA |
861,023 | 72,788,080 | ||||||
| Fresenius SE & Co. KGaA |
17,213 | 782,750 | ||||||
| GEA Group AG |
6,282 | 220,110 | ||||||
| Hannover Rueck SE |
2,483 | 384,395 | ||||||
| HeidelbergCement AG |
6,127 | 374,396 | ||||||
| Henkel AG & Co. KGaA |
4,279 | 400,207 | ||||||
| HOCHTIEF AG |
1,076 | 83,529 | ||||||
| Infineon Technologies AG |
54,088 | 1,524,513 | ||||||
| KION Group AG |
2,708 | 231,234 | ||||||
| Knorr-Bremse AG |
3,148 | 370,713 | ||||||
| LANXESS AG |
3,504 | 200,486 | ||||||
| LEG Immobilien AG |
3,050 | 434,744 | ||||||
| Merck KGaA |
5,609 | 817,749 | ||||||
| METRO AG |
7,818 | 77,858 | ||||||
| MTU Aero Engines AG |
2,186 | 362,375 | ||||||
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
5,767 | 1,466,072 | ||||||
| Nemetschek SE |
327,445 | 23,933,377 | ||||||
| Puma SE |
3,490 | 313,734 | ||||||
| Rational AG |
23,154 | 18,101,221 | ||||||
| RWE AG |
26,393 | 988,401 | ||||||
| SAP SE |
45,392 | 7,068,361 | ||||||
| Scout24 AG(2) |
4,748 | 414,154 | ||||||
| Siemens AG |
151,755 | 19,165,003 | ||||||
| Siemens Energy AG(1) |
75,877 | 2,046,126 | ||||||
| Siemens Healthineers AG(2) |
11,660 | 523,399 | ||||||
| Symrise AG - Class A |
5,560 | 767,961 | ||||||
| TeamViewer AG(1)(2) |
5,507 | 271,605 | ||||||
| Telefonica Deutschland Holding AG |
46,944 | 119,977 | ||||||
| ThyssenKrupp AG(1) |
18,573 | 93,454 | ||||||
| Uniper SE |
8,201 | 264,721 | ||||||
| United Internet AG - Class REG |
4,345 | 166,165 | ||||||
| Volkswagen AG |
11,174 | 1,953,038 | ||||||
| Vonovia SE |
21,172 | 1,451,404 | ||||||
| Zalando SE(1)(2) |
911,789 | 85,188,360 | ||||||
|
|
|
|||||||
| Total Germany |
|
775,018,639 | ||||||
|
|
|
|||||||
| Hong Kong – 4.67% |
||||||||
| AIA Group Ltd. |
12,222,884 | 121,496,659 | ||||||
| ASM Pacific Technology Ltd. |
13,300 | 136,154 | ||||||
| Bank of East Asia Ltd. |
53,600 | 98,949 | ||||||
| BOC Hong Kong Holdings Ltd. |
152,500 | 404,275 | ||||||
| Budweiser Brewing Co. APAC Ltd.(2) |
71,900 | 210,296 | ||||||
| China Mobile Ltd. |
19,624,000 | 125,972,065 | ||||||
| China Resources Power Holdings Co. Ltd. |
17,028,000 | 18,885,908 | ||||||
| CK Asset Holdings Ltd. |
106,500 | 523,313 | ||||||
| CK Hutchison Holdings Ltd. |
18,119,000 | 109,796,693 | ||||||
| CK Infrastructure Holdings Ltd. |
29,000 | 136,091 | ||||||
| CLP Holdings Ltd. |
67,500 | 630,265 | ||||||
| Dairy Farm International Holdings Ltd. |
14,100 | 53,292 | ||||||
| Galaxy Entertainment Group Ltd. |
1,195,000 | 8,079,036 | ||||||
| Hang Lung Properties Ltd. |
85,000 | 216,628 | ||||||
| Hang Seng Bank Ltd. |
31,500 | 466,666 | ||||||
| Henderson Land Development Co. Ltd. |
60,758 | 225,602 | ||||||
| HK Electric Investments & HK Electric Investments Ltd. |
117,500 | 121,480 | ||||||
| HKT Trust & HKT Ltd. - Class Miscella |
152,000 | 201,751 | ||||||
| Hong Kong & China Gas Co. Ltd. |
463,791 | 673,442 | ||||||
| Hong Kong Exchanges & Clearing Ltd. |
52,099 | 2,452,482 | ||||||
| Hongkong Land Holdings Ltd. |
50,300 | 187,400 | ||||||
| Jardine Matheson Holdings Ltd. |
62,900 | 2,500,375 | ||||||
| Jardine Strategic Holdings Ltd. |
994,000 | 19,707,866 | ||||||
| Kerry Properties Ltd. |
23,500 | 60,438 | ||||||
| Link Real Estate Investment Trust |
89,800 | 735,856 | ||||||
| Melco Resorts & Entertainment Ltd. - ADR |
8,413 | 140,076 | ||||||
| MTR Corp. Ltd. |
63,500 | 315,145 | ||||||
| New World Development Co. Ltd. |
62,853 | 306,830 | ||||||
| Pacific Century Premium Developments Ltd.(1) |
17,712 | 4,671 | ||||||
| PCCW Ltd. |
164,000 | 98,109 | ||||||
| Power Assets Holdings Ltd. |
57,000 | 300,433 | ||||||
| Sino Land Co. Ltd. |
136,490 | 159,790 | ||||||
| SJM Holdings Ltd. |
73,000 | 86,539 | ||||||
| Sun Hung Kai Properties Ltd. |
53,500 | 689,429 | ||||||
| Swire Pacific Ltd. - Class A |
4,729,000 | 22,895,357 | ||||||
| Swire Properties Ltd. |
51,800 | 137,248 | ||||||
| Techtronic Industries Co. Ltd. |
3,580,000 | 47,598,631 | ||||||
| WH Group Ltd.(2) |
75,083,000 | 61,245,728 | ||||||
| Wharf Real Estate Investment Co. Ltd. |
68,000 | 278,736 | ||||||
|
|
|
|||||||
| Total Hong Kong |
|
548,229,704 | ||||||
|
|
|
|||||||
| India – 1.41% |
||||||||
| Asian Paints Ltd. |
1,858,840 | 49,964,533 | ||||||
| HDFC Bank Ltd. - ADR(1) |
835,422 | 41,737,683 | ||||||
| Housing Development Finance Corp. Ltd. |
1,578,250 | 37,257,217 | ||||||
| ICICI Lombard General Insurance Co. Ltd.(2) |
925,084 | 16,172,829 | ||||||
| MakeMyTrip Ltd.(1) |
410,600 | 6,306,816 | ||||||
| United Spirits Ltd.(1) |
1,943,978 | 13,597,205 | ||||||
|
|
|
|||||||
| Total India |
|
165,036,283 | ||||||
|
|
|
|||||||
| Ireland – 2.01% |
||||||||
| Accenture Plc - Class A |
312,044 | 70,518,824 | ||||||
| AerCap Holdings NV(1) |
5,046 | 127,109 | ||||||
| CRH Plc |
32,333 | 1,172,438 | ||||||
| DCC Plc |
4,052 | 313,676 | ||||||
| Experian Plc |
1,931,965 | 72,592,383 | ||||||
| Flutter Entertainment Plc |
3,101 | 488,474 | ||||||
| Flutter Entertainment Plc |
3,401 | 539,767 | ||||||
| ICON Plc(1) |
154,923 | 29,604,236 | ||||||
| James Hardie Industries Plc |
19,535 | 468,289 | ||||||
| Kerry Group Plc - Class A |
6,906 | 884,560 | ||||||
| Kingspan Group Plc |
644,294 | 58,634,816 | ||||||
| Smurfit Kappa Group Plc |
9,292 | 364,599 | ||||||
|
|
|
|||||||
| Total Ireland |
|
235,709,171 | ||||||
|
|
|
|||||||
| Isle of Man – 0.00%(3) |
||||||||
| GVC Holdings Plc |
24,513 | 307,007 | ||||||
|
|
|
|||||||
| Total Isle of Man |
|
307,007 | ||||||
|
|
|
|||||||
| Israel – 0.03% |
||||||||
| Azrieli Group Ltd. |
1,610 | 71,879 | ||||||
| Bank Hapoalim BM |
47,993 | 256,425 | ||||||
| Bank Leumi Le-Israel BM |
60,380 | 265,815 | ||||||
| Check Point Software Technologies Ltd.(1) |
5,002 | 601,941 | ||||||
| CyberArk Software Ltd.(1) |
1,739 | 179,847 | ||||||
| Elbit Systems Ltd. |
1,178 | 142,993 | ||||||
| ICL Group Ltd. |
31,328 | 110,699 | ||||||
| Israel Discount Bank Ltd. - Class A |
52,528 | 141,705 | ||||||
| Mizrahi Tefahot Bank Ltd. |
5,583 | 99,030 | ||||||
| Nice Ltd.(1) |
2,659 | 602,861 | ||||||
| Teva Pharmaceutical Industries Ltd. - ADR(1) |
44,653 | 402,324 | ||||||
| Wix.com Ltd.(1) |
2,245 | 572,138 | ||||||
|
|
|
|||||||
| Total Israel |
|
3,447,657 | ||||||
|
|
|
|||||||
| Italy – 2.03% |
||||||||
| Assicurazioni Generali SpA |
45,245 | 637,702 | ||||||
| Atlantia SpA(1) |
20,401 | 319,505 | ||||||
| Davide Campari-Milano NV |
24,920 | 271,988 | ||||||
| DiaSorin SpA |
1,030 | 207,228 | ||||||
| Enel SpA |
11,375,836 | 98,695,790 | ||||||
| ENI SpA |
11,307,017 | 88,376,447 | ||||||
| Ferrari NV |
201,263 | 36,935,576 | ||||||
| FinecoBank Banca Fineco SpA |
26,113 | 359,673 | ||||||
| Infrastrutture Wireless Italiane SpA(2) |
11,016 | 121,532 | ||||||
| Intesa Sanpaolo SpA |
679,284 | 1,278,018 | ||||||
| Leonardo SpA |
14,608 | 85,320 | ||||||
| Mediobanca Banca di Credito Finanziario SpA |
26,483 | 207,519 | ||||||
| Moncler SpA |
8,523 | 348,774 | ||||||
| Nexi SpA(1)(2) |
15,902 | 318,711 | ||||||
| Pirelli & C SpA(2) |
16,012 | 68,748 | ||||||
| Poste Italiane SpA(2) |
20,768 | 184,042 | ||||||
| Prysmian SpA |
9,687 | 281,191 | ||||||
| Recordati Industria Chimica e Farmaceutica SpA |
4,799 | 245,829 | ||||||
| Snam SpA |
83,871 | 431,330 | ||||||
| Telecom Italia SpA |
351,101 | 140,723 | ||||||
| Telecom Italia SpA Savings Share |
237,549 | 95,916 | ||||||
| Terna Rete Elettrica Nazionale SpA |
57,934 | 405,353 | ||||||
| UniCredit SpA |
951,983 | 7,865,498 | ||||||
|
|
|
|||||||
| Total Italy |
|
237,882,413 | ||||||
|
|
|
|||||||
| Japan – 19.07% |
||||||||
| ABC-Mart, Inc. |
1,300 | 67,686 | ||||||
| Acom Co. Ltd. |
18,100 | 78,733 | ||||||
| Advantest Corp. |
8,400 | 408,581 | ||||||
| Aeon Co. Ltd. |
28,200 | 758,604 | ||||||
| Aeon Mall Co. Ltd. |
4,500 | 63,256 | ||||||
| AGC, Inc. |
8,000 | 235,116 | ||||||
| Air Water, Inc. |
8,100 | 109,550 | ||||||
| Aisin Seiki Co. Ltd. |
6,500 | 207,962 | ||||||
| Ajinomoto Co., Inc. |
20,565 | 421,480 | ||||||
| Alfresa Holdings Corp. |
8,300 | 181,793 | ||||||
| Amada Co. Ltd. |
12,200 | 114,128 | ||||||
| ANA Holdings, Inc. |
5,100 | 117,966 | ||||||
| Aozora Bank Ltd. |
4,400 | 73,060 | ||||||
| Asahi Group Holdings Ltd. |
18,700 | 651,744 | ||||||
| Asahi Intecc Co. Ltd. |
8,100 | 254,572 | ||||||
| Asahi Kasei Corp. |
51,700 | 451,012 | ||||||
| Astellas Pharma, Inc. |
4,260,300 | 63,506,575 | ||||||
| Bandai Namco Holdings, Inc. |
8,900 | 652,104 | ||||||
| Bank of Kyoto Ltd. |
2,000 | 96,700 | ||||||
| Benesse Holdings, Inc. |
2,800 | 72,069 | ||||||
| Bridgestone Corp. |
22,000 | 695,401 | ||||||
| Brother Industries Ltd. |
8,700 | 138,394 | ||||||
| Calbee, Inc. |
4,000 | 131,752 | ||||||
| Canon, Inc. |
41,200 | 683,366 | ||||||
| Casio Computer Co. Ltd. |
8,800 | 142,492 | ||||||
| Central Japan Railway Co. |
6,000 | 860,038 | ||||||
| Chiba Bank Ltd. |
21,700 | 119,735 | ||||||
| Chubu Electric Power Co., Inc. |
26,500 | 322,332 | ||||||
| Chugai Pharmaceutical Co. Ltd. |
28,800 | 1,292,414 | ||||||
| Chugoku Electric Power Co., Inc. |
11,100 | 138,781 | ||||||
| Coca-Cola Bottlers Japan Holdings, Inc. |
5,000 | 83,700 | ||||||
| Concordia Financial Group Ltd. |
46,900 | 163,126 | ||||||
| Cosmos Pharmaceutical Corp. |
900 | 156,843 | ||||||
| CyberAgent, Inc. |
4,600 | 284,057 | ||||||
| Dai Nippon Printing Co. Ltd. |
9,800 | 198,643 | ||||||
| Daicel Corp. |
11,000 | 79,283 | ||||||
| Daifuku Co. Ltd. |
4,300 | 434,031 | ||||||
| Dai-ichi Life Holdings, Inc. |
44,400 | 626,500 | ||||||
| Daiichi Sankyo Co. Ltd. |
74,100 | 2,274,704 | ||||||
| Daikin Industries Ltd. |
10,800 | 1,995,563 | ||||||
| Daito Trust Construction Co. Ltd. |
2,700 | 239,341 | ||||||
| Daiwa House Industry Co. Ltd. |
2,305,100 | 59,119,627 | ||||||
| Daiwa House REIT Investment Corp. |
77 | 196,479 | ||||||
| Daiwa Securities Group, Inc. |
58,700 | 246,887 | ||||||
| Denso Corp. |
1,221,400 | 53,536,095 | ||||||
| Dentsu Group, Inc. |
8,700 | 256,794 | ||||||
| Disco Corp. |
1,300 | 317,856 | ||||||
| East Japan Railway Co. |
724,500 | 44,555,825 | ||||||
| Eisai Co. Ltd. |
11,000 | 1,004,656 | ||||||
| Electric Power Development Co. Ltd. |
6,100 | 94,088 | ||||||
| ENEOS Holdings, Inc. |
4,452,650 | 15,886,464 | ||||||
| FANUC Corp. |
8,200 | 1,573,708 | ||||||
| Fast Retailing Co. Ltd. |
2,500 | 1,571,054 | ||||||
| Fuji Electric Co. Ltd. |
5,600 | 177,524 | ||||||
| FUJIFILM Holdings Corp. |
1,635,300 | 80,606,979 | ||||||
| Fujitsu Ltd. |
8,100 | 1,106,603 | ||||||
| Fukuoka Financial Group, Inc. |
358,300 | 6,022,280 | ||||||
| GLP J-REIT |
143 | 220,090 | ||||||
| GMO Payment Gateway, Inc. |
1,700 | 182,109 | ||||||
| Hakuhodo DY Holdings, Inc. |
9,800 | 126,727 | ||||||
| Hamamatsu Photonics KK |
5,800 | 293,112 | ||||||
| Hankyu Hanshin Holdings, Inc. |
9,410 | 302,523 | ||||||
| Hikari Tsushin, Inc. |
900 | 214,730 | ||||||
| Hino Motors Ltd. |
12,800 | 83,056 | ||||||
| Hirose Electric Co. Ltd. |
1,415 | 182,826 | ||||||
| Hisamitsu Pharmaceutical Co., Inc. |
2,200 | 112,474 | ||||||
| Hitachi Construction Machinery Co. Ltd. |
4,100 | 148,575 | ||||||
| Hitachi Ltd. |
40,900 | 1,384,852 | ||||||
| Hitachi Metals Ltd. |
2,340,100 | 36,084,553 | ||||||
| Honda Motor Co. Ltd. |
3,951,199 | 93,830,254 | ||||||
| Hoshizaki Corp. |
2,300 | 183,532 | ||||||
| Hoya Corp. |
16,400 | 1,851,828 | ||||||
| Hulic Co. Ltd. |
13,900 | 130,426 | ||||||
| Idemitsu Kosan Co. Ltd. |
7,565 | 161,519 | ||||||
| Iida Group Holdings Co. Ltd. |
766,100 | 15,505,606 | ||||||
| Inpex Corp. |
3,188,100 | 17,107,953 | ||||||
| Isetan Mitsukoshi Holdings Ltd. |
14,900 | 79,102 | ||||||
| Isuzu Motors Ltd. |
2,188,200 | 19,137,497 | ||||||
| Ito En Ltd. |
2,200 | 156,900 | ||||||
| ITOCHU Corp. |
56,800 | 1,454,412 | ||||||
| Itochu Techno-Solutions Corp. |
4,000 | 151,742 | ||||||
| Japan Airlines Co. Ltd. |
4,500 | 83,933 | ||||||
| Japan Airport Terminal Co. Ltd. |
2,200 | 97,465 | ||||||
| Japan Exchange Group, Inc. |
21,300 | 597,002 | ||||||
| Japan Post Bank Co. Ltd. |
17,100 | 133,377 | ||||||
| Japan Post Holdings Co. Ltd. |
64,900 | 442,557 | ||||||
| Japan Post Insurance Co. Ltd. |
8,800 | 138,559 | ||||||
| Japan Prime Realty Investment Corp. |
34 | 105,489 | ||||||
| Japan Real Estate Investment Corp. |
53 | 270,965 | ||||||
| Japan Retail Fund Investment Corp. |
116 | 179,454 | ||||||
| Japan Tobacco, Inc. |
2,563,600 | 46,769,776 | ||||||
| JFE Holdings, Inc. |
19,000 | 133,034 | ||||||
| JGC Holdings Corp. |
9,800 | 101,647 |
| JSR Corp. |
9,000 | 213,913 | ||||||
| JTEKT Corp. |
8,400 | 65,888 | ||||||
| Kajima Corp. |
18,000 | 216,868 | ||||||
| Kakaku.com, Inc. |
1,068,500 | 28,169,832 | ||||||
| Kamigumi Co. Ltd. |
4,000 | 78,821 | ||||||
| Kansai Electric Power Co., Inc. |
29,000 | 281,065 | ||||||
| Kansai Paint Co. Ltd. |
7,500 | 186,412 | ||||||
| Kao Corp. |
364,900 | 27,393,322 | ||||||
| Kawasaki Heavy Industries Ltd. |
4,975 | 67,208 | ||||||
| KDDI Corp. |
66,400 | 1,670,063 | ||||||
| Keihan Holdings Co. Ltd. |
4,400 | 182,695 | ||||||
| Keikyu Corp. |
10,100 | 155,457 | ||||||
| Keio Corp. |
4,300 | 266,195 | ||||||
| Keisei Electric Railway Co. Ltd. |
5,900 | 166,640 | ||||||
| Keyence Corp. |
221,208 | 103,410,162 | ||||||
| Kikkoman Corp. |
6,200 | 343,938 | ||||||
| Kintetsu Group Holdings Co. Ltd. |
7,600 | 324,340 | ||||||
| Kirin Holdings Co. Ltd. |
35,800 | 672,417 | ||||||
| Kobayashi Pharmaceutical Co. Ltd. |
2,200 | 212,577 | ||||||
| Kobe Bussan Co. Ltd. |
2,800 | 154,199 | ||||||
| Koito Manufacturing Co. Ltd. |
4,000 | 204,103 | ||||||
| Komatsu Ltd. |
1,405,100 | 30,860,285 | ||||||
| Konami Holdings Corp. |
4,300 | 186,011 | ||||||
| Kose Corp. |
1,500 | 183,656 | ||||||
| Kubota Corp. |
44,400 | 795,525 | ||||||
| Kuraray Co. Ltd. |
14,400 | 139,717 | ||||||
| Kurita Water Industries Ltd. |
4,400 | 145,502 | ||||||
| Kyocera Corp. |
1,423,800 | 81,521,902 | ||||||
| Kyowa Kirin Co. Ltd. |
11,100 | 315,871 | ||||||
| Kyushu Electric Power Co., Inc. |
15,800 | 143,355 | ||||||
| Kyushu Railway Co. |
5,800 | 124,007 | ||||||
| Lasertec Corp. |
3,300 | 271,256 | ||||||
| Lawson, Inc. |
2,300 | 109,670 | ||||||
| LINE Corp.(1) |
1,600 | 81,442 | ||||||
| Lion Corp. |
10,300 | 211,450 | ||||||
| LIXIL Group Corp. |
10,300 | 208,187 | ||||||
| M3, Inc. |
19,200 | 1,187,640 | ||||||
| Makita Corp. |
9,400 | 449,877 | ||||||
| Marubeni Corp. |
68,000 | 386,064 | ||||||
| Marui Group Co. Ltd. |
7,800 | 149,676 | ||||||
| Maruichi Steel Tube Ltd. |
2,000 | 50,071 | ||||||
| Mazda Motor Corp. |
22,100 | 129,633 | ||||||
| McDonald’s Holdings Co. Japan Ltd. |
3,050 | 148,346 | ||||||
| Mebuki Financial Group, Inc. |
35,840 | 81,328 | ||||||
| Medipal Holdings Corp. |
7,340 | 147,184 | ||||||
| MEIJI Holdings Co. Ltd. |
5,100 | 389,567 | ||||||
| Mercari, Inc.(1) |
3,900 | 180,232 | ||||||
| Minebea Mitsumi, Inc. |
15,400 | 293,343 | ||||||
| MISUMI Group, Inc. |
12,100 | 339,247 | ||||||
| Mitsubishi Chemical Holdings Corp. |
52,750 | 304,493 | ||||||
| Mitsubishi Corp. |
57,200 | 1,369,103 | ||||||
| Mitsubishi Electric Corp. |
6,047,500 | 82,059,784 | ||||||
| Mitsubishi Estate Co. Ltd. |
49,900 | 755,866 | ||||||
| Mitsubishi Gas Chemical Co., Inc. |
7,200 | 133,945 | ||||||
| Mitsubishi Heavy Industries Ltd. |
13,240 | 293,143 | ||||||
| Mitsubishi Materials Corp. |
4,600 | 90,651 | ||||||
| Mitsubishi Motors Corp. |
29,700 | 65,581 | ||||||
| Mitsubishi UFJ Financial Group, Inc. |
502,400 | 2,005,017 | ||||||
| Mitsubishi UFJ Lease & Finance Co. Ltd. |
18,300 | 85,028 | ||||||
| Mitsui & Co. Ltd. |
807,400 | 13,873,409 | ||||||
| Mitsui Chemicals, Inc. |
7,100 | 171,605 | ||||||
| Mitsui Fudosan Co. Ltd. |
40,400 | 703,028 | ||||||
| Miura Co. Ltd. |
4,000 | 196,196 | ||||||
| Mizuho Financial Group, Inc. |
98,890 | 1,234,313 | ||||||
| Monotaro Co. Ltd. |
5,100 | 253,322 | ||||||
| MS&AD Insurance Group Holdings, Inc. |
174,340 | 4,697,280 | ||||||
| Murata Manufacturing Co. Ltd. |
1,688,600 | 109,804,880 | ||||||
| Nabtesco Corp. |
5,200 | 188,793 | ||||||
| Nagoya Railroad Co. Ltd. |
8,500 | 233,021 | ||||||
| NEC Corp. |
11,000 | 643,432 | ||||||
| Nexon Co. Ltd. |
21,400 | 533,797 | ||||||
| NGK Insulators Ltd. |
10,100 | 144,212 | ||||||
| NGK Spark Plug Co. Ltd. |
6,900 | 120,476 | ||||||
| NH Foods Ltd. |
3,400 | 151,976 | ||||||
| Nidec Corp. |
554,700 | 52,018,625 | ||||||
| Nihon M&A Center, Inc. |
6,300 | 360,419 | ||||||
| Nikon Corp. |
13,300 | 89,744 | ||||||
| Nintendo Co. Ltd. |
4,900 | 2,776,787 | ||||||
| Nippon Building Fund, Inc. |
52 | 294,319 | ||||||
| Nippon Express Co. Ltd. |
2,800 | 163,389 | ||||||
| Nippon Paint Holdings Co. Ltd. |
6,100 | 627,973 | ||||||
| Nippon Prologis Real Estate Investment Trust, Inc. |
89 | 300,132 |
| Nippon Shinyaku Co. Ltd. |
1,900 | 156,434 | ||||||
| Nippon Steel Corp.(1) |
33,300 | 314,367 | ||||||
| Nippon Telegraph & Telephone Corp. |
2,826,000 | 57,697,533 | ||||||
| Nippon Yusen KK |
6,100 | 105,841 | ||||||
| Nissan Chemical Corp. |
5,500 | 293,205 | ||||||
| Nissan Motor Co. Ltd. |
95,600 | 338,099 | ||||||
| Nisshin Seifun Group, Inc. |
8,500 | 134,905 | ||||||
| Nissin Foods Holdings Co. Ltd. |
2,900 | 272,449 | ||||||
| Nitori Holdings Co. Ltd. |
3,400 | 705,336 | ||||||
| Nitto Denko Corp. |
6,500 | 423,467 | ||||||
| Nomura Holdings, Inc. |
129,500 | 591,806 | ||||||
| Nomura Real Estate Holdings, Inc. |
5,100 | 97,059 | ||||||
| Nomura Real Estate Master Fund, Inc. |
177 | 221,740 | ||||||
| Nomura Research Institute Ltd. |
14,114 | 415,580 | ||||||
| NSK Ltd. |
15,900 | 121,704 | ||||||
| NTT Data Corp. |
27,000 | 345,528 | ||||||
| NTT DOCOMO, Inc. |
46,500 | 1,708,695 | ||||||
| Obayashi Corp. |
26,400 | 241,013 | ||||||
| Obic Co. Ltd. |
3,100 | 545,174 | ||||||
| Odakyu Electric Railway Co. Ltd. |
12,400 | 311,709 | ||||||
| Oji Holdings Corp. |
33,600 | 154,394 | ||||||
| Olympus Corp. |
2,831,200 | 58,876,910 | ||||||
| Omron Corp. |
7,900 | 617,670 | ||||||
| Ono Pharmaceutical Co. Ltd. |
16,400 | 515,843 | ||||||
| Oracle Corp. |
1,600 | 172,763 | ||||||
| Oriental Land Co. Ltd. |
8,600 | 1,206,109 | ||||||
| ORIX Corp. |
54,500 | 680,720 | ||||||
| Orix JREIT, Inc. |
107 | 164,632 | ||||||
| Osaka Gas Co. Ltd. |
15,400 | 299,824 | ||||||
| Otsuka Corp. |
4,300 | 219,736 | ||||||
| Otsuka Holdings Co. Ltd. |
16,130 | 683,353 | ||||||
| Pan Pacific International Holdings Corp. |
17,500 | 407,545 | ||||||
| Panasonic Corp. |
12,120,700 | 103,245,062 | ||||||
| Park24 Co. Ltd. |
4,700 | 76,308 | ||||||
| PeptiDream, Inc.(1) |
4,300 | 201,794 | ||||||
| Persol Holdings Co. Ltd. |
7,200 | 117,606 | ||||||
| Pigeon Corp. |
574,300 | 25,660,456 | ||||||
| Pola Orbis Holdings, Inc. |
4,000 | 75,421 | ||||||
| Rakuten, Inc. |
37,000 | 398,970 | ||||||
| Recruit Holdings Co. Ltd. |
55,300 | 2,196,259 | ||||||
| Renesas Electronics Corp.(1) |
32,200 | 236,336 | ||||||
| Resona Holdings, Inc. |
2,430,900 | 8,281,664 | ||||||
| Ricoh Co. Ltd. |
26,900 | 181,581 | ||||||
| Rinnai Corp. |
1,500 | 146,312 | ||||||
| Rohm Co. Ltd. |
585,500 | 45,265,021 | ||||||
| Ryohin Keikaku Co. Ltd. |
9,000 | 149,548 | ||||||
| Santen Pharmaceutical Co. Ltd. |
15,200 | 310,777 | ||||||
| SBI Holdings, Inc. |
9,325 | 241,628 | ||||||
| SCSK Corp. |
2,400 | 134,278 | ||||||
| Secom Co. Ltd. |
8,800 | 805,337 | ||||||
| Sega Sammy Holdings, Inc. |
7,100 | 86,535 | ||||||
| Seibu Holdings, Inc. |
9,900 | 106,605 | ||||||
| Seiko Epson Corp. |
11,500 | 132,253 | ||||||
| Sekisui Chemical Co. Ltd. |
14,500 | 231,931 | ||||||
| Sekisui House Ltd. |
25,600 | 453,651 | ||||||
| Seven & i Holdings Co. Ltd. |
31,000 | 963,173 | ||||||
| Seven Bank Ltd. |
26,100 | 63,255 | ||||||
| SG Holdings Co. Ltd. |
7,300 | 379,846 | ||||||
| Sharp Corp. |
8,605 | 107,040 | ||||||
| Shimadzu Corp. |
9,300 | 283,058 | ||||||
| Shimamura Co. Ltd. |
1,000 | 97,144 | ||||||
| Shimano, Inc. |
199,400 | 39,360,596 | ||||||
| Shimizu Corp. |
21,800 | 164,114 | ||||||
| Shin-Etsu Chemical Co. Ltd. |
15,395 | 2,014,502 | ||||||
| Shinsei Bank Ltd. |
6,900 | 85,196 | ||||||
| Shionogi & Co. Ltd. |
11,700 | 626,234 | ||||||
| Shiseido Co. Ltd. |
754,300 | 43,666,409 | ||||||
| Shizuoka Bank Ltd. |
18,800 | 129,836 | ||||||
| Showa Denko KK |
5,400 | 99,116 | ||||||
| SMC Corp. |
98,900 | 55,170,052 | ||||||
| SoftBank Corp. |
118,000 | 1,318,572 | ||||||
| SoftBank Group Corp. |
599,300 | 37,081,439 | ||||||
| Sohgo Security Services Co. Ltd. |
3,300 | 157,199 | ||||||
| Sompo Holdings, Inc. |
14,100 | 486,776 | ||||||
| Sony Corp. |
1,797,300 | 137,748,729 | ||||||
| Square Enix Holdings Co. Ltd. |
4,200 | 277,962 | ||||||
| Stanley Electric Co. Ltd. |
5,800 | 167,151 | ||||||
| Subaru Corp. |
25,180 | 488,816 | ||||||
| Sugi Holdings Co. Ltd. |
258,200 | 18,255,729 | ||||||
| Sumco Corp. |
12,100 | 170,720 | ||||||
| Sumitomo Chemical Co. Ltd. |
59,000 | 195,289 | ||||||
| Sumitomo Corp. |
48,900 | 589,465 |
| Sumitomo Dainippon Pharma Co. Ltd. |
7,900 | 104,101 | ||||||
| Sumitomo Electric Industries Ltd. |
4,270,800 | 48,077,781 | ||||||
| Sumitomo Heavy Industries Ltd. |
4,900 | 114,003 | ||||||
| Sumitomo Metal Mining Co. Ltd. |
9,500 | 294,636 | ||||||
| Sumitomo Mitsui Financial Group, Inc. |
2,327,300 | 65,073,185 | ||||||
| Sumitomo Mitsui Trust Holdings, Inc. |
1,704,000 | 45,332,865 | ||||||
| Sumitomo Realty & Development Co. Ltd. |
12,700 | 375,960 | ||||||
| Sumitomo Rubber Industries Ltd. |
7,700 | 71,526 | ||||||
| Sundrug Co. Ltd. |
3,300 | 124,393 | ||||||
| Suntory Beverage & Food Ltd. |
6,310 | 236,962 | ||||||
| Suzuken Co. Ltd. |
2,855 | 108,901 | ||||||
| Suzuki Motor Corp. |
1,046,500 | 44,829,824 | ||||||
| Sysmex Corp. |
583,300 | 55,811,303 | ||||||
| T&D Holdings, Inc. |
688,700 | 6,789,431 | ||||||
| Taiheiyo Cement Corp. |
4,900 | 125,114 | ||||||
| Taisei Corp. |
7,800 | 264,007 | ||||||
| Taisho Pharmaceutical Holdings Co. Ltd. |
1,360 | 89,565 | ||||||
| Taiyo Nippon Sanso Corp. |
7,000 | 107,633 | ||||||
| Takeda Pharmaceutical Co. Ltd. |
2,355,700 | 84,199,636 | ||||||
| TDK Corp. |
5,300 | 578,722 | ||||||
| Teijin Ltd. |
7,000 | 108,559 | ||||||
| Terumo Corp. |
27,800 | 1,106,849 | ||||||
| THK Co. Ltd. |
5,500 | 138,411 | ||||||
| TIS, Inc. |
9,100 | 193,284 | ||||||
| Tobu Railway Co. Ltd. |
8,330 | 257,412 | ||||||
| Toho Co. Ltd. |
5,100 | 210,266 | ||||||
| Toho Gas Co. Ltd. |
3,300 | 163,287 | ||||||
| Tohoku Electric Power Co., Inc. |
16,600 | 166,367 | ||||||
| Tokio Marine Holdings, Inc. |
1,532,200 | 67,040,756 | ||||||
| Tokyo Century Corp. |
1,700 | 92,660 | ||||||
| Tokyo Electric Power Co. Holdings, Inc.(1) |
57,400 | 157,860 | ||||||
| Tokyo Electron Ltd. |
6,500 | 1,698,156 | ||||||
| Tokyo Gas Co. Ltd. |
15,500 | 353,718 | ||||||
| Tokyu Corp. |
22,000 | 285,524 | ||||||
| Tokyu Fudosan Holdings Corp. |
25,800 | 111,448 | ||||||
| Toppan Printing Co. Ltd. |
10,300 | 145,590 | ||||||
| Toray Industries, Inc. |
56,900 | 260,318 | ||||||
| Toshiba Corp. |
16,400 | 418,357 | ||||||
| Tosoh Corp. |
11,500 | 186,714 | ||||||
| TOTO Ltd. |
6,300 | 290,300 | ||||||
| Toyo Suisan Kaisha Ltd. |
3,350 | 176,901 | ||||||
| Toyoda Gosei Co. Ltd. |
2,900 | 66,587 | ||||||
| Toyota Industries Corp. |
6,000 | 379,931 | ||||||
| Toyota Motor Corp. |
87,194 | 5,787,067 | ||||||
| Toyota Tsusho Corp. |
8,535 | 240,058 | ||||||
| Trend Micro, Inc. |
5,500 | 335,163 | ||||||
| Tsuruha Holdings, Inc. |
1,500 | 212,651 | ||||||
| Unicharm Corp. |
17,400 | 778,186 | ||||||
| United Urban Investment Corp. |
123 | 136,869 | ||||||
| USS Co. Ltd. |
9,800 | 175,355 | ||||||
| Welcia Holdings Co. Ltd. |
4,000 | 175,820 | ||||||
| West Japan Railway Co. |
6,700 | 331,036 | ||||||
| Yakult Honsha Co. Ltd. |
5,100 | 283,178 | ||||||
| Yamada Denki Co. Ltd. |
31,640 | 157,786 | ||||||
| Yamaha Corp. |
5,900 | 282,969 | ||||||
| Yamaha Motor Co. Ltd. |
10,900 | 158,384 | ||||||
| Yamato Holdings Co. Ltd. |
12,900 | 339,818 | ||||||
| Yamazaki Baking Co. Ltd. |
5,700 | 99,357 | ||||||
| Yaskawa Electric Corp. |
10,200 | 399,056 | ||||||
| Yokogawa Electric Corp. |
10,100 | 160,404 | ||||||
| Yokohama Rubber Co. Ltd. |
5,300 | 75,448 | ||||||
| Z Holdings Corp. |
112,700 | 752,771 | ||||||
| ZOZO, Inc. |
4,400 | 122,780 | ||||||
|
|
|
|||||||
| Total Japan |
|
2,240,052,513 | ||||||
|
|
|
|||||||
| Jordan – 0.00%(3) |
||||||||
| Hikma Pharmaceuticals Plc |
7,504 | 251,514 | ||||||
|
|
|
|||||||
| Total Jordan |
|
251,514 | ||||||
|
|
|
|||||||
| Luxembourg – 0.11% |
||||||||
| ArcelorMittal SA(1) |
939,474 | 12,498,129 | ||||||
| Aroundtown SA |
43,364 | 217,681 | ||||||
| Eurofins Scientific SE(1) |
583 | 461,833 | ||||||
| SES SA - Class A |
16,495 | 116,775 | ||||||
| Tenaris SA |
20,002 | 99,651 | ||||||
|
|
|
|||||||
| Total Luxembourg |
|
13,394,069 | ||||||
|
|
|
|||||||
| Macau – 0.00%(3) |
||||||||
| Sands China Ltd. |
100,000 | 387,621 | ||||||
| Wynn Macau Ltd.(1) |
69,200 | 111,053 | ||||||
|
|
|
|||||||
| Total Macau |
|
498,674 | ||||||
|
|
|
|||||||
| Mexico – 0.11% |
||||||||
| Wal-Mart de Mexico SAB de CV |
5,459,200 | 13,063,169 | ||||||
|
|
|
|||||||
| Total Mexico |
|
13,063,169 | ||||||
|
|
|
|||||||
| Netherlands – 3.63% |
||||||||
| ABN AMRO Bank NV(1)(2) |
18,726 | 156,540 | ||||||
| Adyen NV(1)(2) |
22,977 | 42,380,714 | ||||||
| Aegon NV |
72,260 | 187,031 | ||||||
| Akzo Nobel NV |
8,677 | 876,989 | ||||||
| Altice Europe NV(1) |
28,587 | 136,106 | ||||||
| Argenx SE(1) |
1,903 | 502,709 | ||||||
| ASML Holding NV |
198,416 | 73,289,535 | ||||||
| ASML Holding NV - Class REG |
162,730 | 60,091,307 | ||||||
| EXOR NV |
4,361 | 236,727 | ||||||
| Heineken Holding NV |
5,119 | 398,914 | ||||||
| Heineken NV |
11,153 | 992,916 | ||||||
| ING Groep NV |
13,996,428 | 99,890,664 | ||||||
| Just Eat Takeaway(1)(2) |
5,487 | 614,252 | ||||||
| Koninklijke Ahold Delhaize NV |
45,122 | 1,333,713 | ||||||
| Koninklijke DSM NV |
7,383 | 1,215,475 | ||||||
| Koninklijke KPN NV |
4,654,819 | 10,921,688 | ||||||
| Koninklijke Philips NV |
39,770 | 1,877,905 | ||||||
| Koninklijke Vopak NV |
3,227 | 181,627 | ||||||
| NN Group NV |
12,024 | 450,705 | ||||||
| PostNL NV(1) |
13,601,457 | 41,293,107 | ||||||
| Prosus NV(1) |
287,176 | 26,507,125 | ||||||
| QIAGEN NV(1) |
9,740 | 505,891 | ||||||
| Randstad NV |
4,788 | 249,673 | ||||||
| Royal Dutch Shell Plc - Class A |
169,160 | 2,111,682 | ||||||
| Royal Dutch Shell Plc - Class A |
279,273 | 3,521,401 | ||||||
| Royal Dutch Shell Plc - Class B |
4,584,428 | 55,595,603 | ||||||
| Wolters Kluwer NV |
11,868 | 1,012,370 | ||||||
|
|
|
|||||||
| Total Netherlands |
|
426,532,369 | ||||||
|
|
|
|||||||
| New Zealand – 0.35% |
||||||||
| a2 Milk Co. Ltd.(1) |
31,923 | 324,896 | ||||||
| Auckland International Airport Ltd. |
51,977 | 252,291 | ||||||
| Fisher & Paykel Healthcare Corp. Ltd. |
25,596 | 564,917 | ||||||
| Mercury NZ Ltd. |
30,155 | 102,038 | ||||||
| Meridian Energy Ltd. |
49,444 | 162,615 | ||||||
| Ryman Healthcare Ltd. |
15,136 | 142,202 | ||||||
| Spark New Zealand Ltd. |
81,327 | 253,765 | ||||||
| Xero Ltd.(1) |
535,057 | 39,029,779 | ||||||
|
|
|
|||||||
| Total New Zealand |
|
40,832,503 | ||||||
|
|
|
|||||||
| Norway – 0.03% |
||||||||
| Adevinta ASA - Class B(1) |
10,408 | 178,914 | ||||||
| DNB ASA |
39,042 | 543,879 | ||||||
| Equinor ASA |
41,241 | 584,289 | ||||||
| Gjensidige Forsikring ASA |
8,028 | 162,926 | ||||||
| Mowi ASA |
19,168 | 341,035 | ||||||
| Norsk Hydro ASA |
51,592 | 142,406 | ||||||
| Orkla ASA |
34,046 | 343,608 | ||||||
| Schibsted ASA - Class B |
4,503 | 179,398 | ||||||
| Telenor ASA |
29,697 | 498,576 | ||||||
| Yara International ASA |
7,229 | 278,170 | ||||||
|
|
|
|||||||
| Total Norway |
|
3,253,201 | ||||||
|
|
|
|||||||
| Peru – 0.40% |
||||||||
| Credicorp Ltd. |
376,800 | 46,719,432 | ||||||
|
|
|
|||||||
| Total Peru |
|
46,719,432 | ||||||
|
|
|
|||||||
| Portugal – 0.27% |
||||||||
| EDP - Energias de Portugal SA |
115,068 | 565,782 | ||||||
| Galp Energia SGPS SA |
20,416 | 189,368 | ||||||
| Jeronimo Martins SGPS SA |
1,947,326 | 31,313,731 | ||||||
|
|
|
|||||||
| Total Portugal |
|
32,068,881 | ||||||
|
|
|
|||||||
| Singapore – 1.87% |
||||||||
| Ascendas Real Estate Investment Trust |
134,500 | 321,849 | ||||||
| CapitaLand Commercial Trust |
104,651 | 126,894 | ||||||
| CapitaLand Ltd. |
110,900 | 221,729 | ||||||
| CapitaLand Mall Trust |
107,300 | 152,715 | ||||||
| City Developments Ltd. |
16,600 | 93,449 | ||||||
| DBS Group Holdings Ltd. |
1,134,200 | 16,674,276 | ||||||
| Genting Singapore Ltd. |
261,600 | 129,131 | ||||||
| Jardine Cycle & Carriage Ltd. |
4,400 | 58,404 | ||||||
| Keppel Corp. Ltd. |
60,500 | 198,179 | ||||||
| Mapletree Commercial Trust |
83,100 | 119,379 | ||||||
| Mapletree Logistics Trust |
122,100 | 183,915 | ||||||
| Oversea-Chinese Banking Corp. Ltd. |
136,200 | 846,992 | ||||||
| Singapore Airlines Ltd. |
52,300 | 133,840 | ||||||
| Singapore Exchange Ltd. |
33,100 | 223,249 | ||||||
| Singapore Technologies Engineering Ltd. |
65,300 | 166,405 | ||||||
| Singapore Telecommunications Ltd. |
46,398,900 | 72,617,635 | ||||||
| Suntec Real Estate Investment Trust |
84,700 | 90,816 | ||||||
| United Overseas Bank Ltd. |
7,200,906 | 101,440,559 | ||||||
| UOL Group Ltd. |
20,600 | 101,222 | ||||||
| Venture Corp. Ltd. |
12,600 | 178,908 | ||||||
| Wilmar International Ltd. |
7,996,600 | 25,963,734 | ||||||
|
|
|
|||||||
| Total Singapore |
|
220,043,280 | ||||||
|
|
|
|||||||
| South Africa – 0.40% |
||||||||
| Naspers Ltd. - Class N(1) |
268,422 | 47,409,742 | ||||||
|
|
|
|||||||
| Total South Africa |
|
47,409,742 | ||||||
|
|
|
|||||||
| South Korea – 1.97% |
||||||||
| NAVER Corp. |
112,113 | 28,490,286 | ||||||
| POSCO |
146,708 | 24,560,941 | ||||||
| Samsung Electronics Co. Ltd. |
1,815,900 | 90,148,834 | ||||||
| Samsung SDI Co. Ltd. |
216,958 | 80,148,284 | ||||||
| Shinhan Financial Group Ltd. |
324,030 | 7,601,931 | ||||||
|
|
|
|||||||
| Total South Korea |
|
230,950,276 | ||||||
|
|
|
|||||||
| Spain – 1.77% |
||||||||
| ACS Actividades de Construccion y Servicios SA |
11,091 | 250,708 | ||||||
| Aena SME SA(2) |
2,779 | 386,916 | ||||||
| Amadeus IT Group SA |
505,383 | 28,066,970 | ||||||
| Banco Bilbao Vizcaya Argentaria SA |
274,554 | 762,145 | ||||||
| Banco Santander SA |
24,164,749 | 45,073,371 | ||||||
| Bankia SA |
7,552,230 | 10,996,525 | ||||||
| Bankinter SA |
27,970 | 120,410 | ||||||
| CaixaBank SA |
147,773 | 313,705 | ||||||
| Cellnex Telecom SA(2) |
13,660 | 829,199 | ||||||
| Enagas SA |
8,839 | 203,944 | ||||||
| Endesa SA |
13,078 | 349,810 | ||||||
| Ferrovial SA |
20,941 | 508,666 | ||||||
| Grifols SA |
12,499 | 359,410 | ||||||
| Iberdrola SA |
243,767 | 3,000,428 | ||||||
| Industria de Diseno Textil SA |
1,494,298 | 41,338,841 | ||||||
| Mapfre SA |
46,426 | 72,836 | ||||||
| Naturgy Energy Group SA |
1,401,789 | 28,112,424 | ||||||
| Red Electrica Corp. SA |
17,823 | 334,277 | ||||||
| Repsol SA |
61,258 | 413,836 | ||||||
| Siemens Gamesa Renewable Energy SA |
10,690 | 289,294 | ||||||
| Telefonica SA |
13,553,993 | 46,430,159 | ||||||
|
|
|
|||||||
| Total Spain |
|
208,213,874 | ||||||
|
|
|
|||||||
| Sweden – 3.08% |
||||||||
| Alfa Laval AB |
12,912 | 285,026 | ||||||
| Assa Abloy AB - Class B |
43,872 | 1,025,733 | ||||||
| Atlas Copco AB - Class A |
2,254,731 | 107,502,859 | ||||||
| Atlas Copco AB - Class B |
16,887 | 704,761 | ||||||
| Boliden AB |
11,117 | 329,848 | ||||||
| Electrolux AB |
10,352 | 241,314 | ||||||
| Epiroc AB - Class A |
2,076,494 | 30,080,608 | ||||||
| Epiroc AB - Class B |
16,060 | 222,924 | ||||||
| EQT AB |
9,631 | 186,885 | ||||||
| Essity AB - Class B |
26,524 | 895,484 | ||||||
| Evolution Gaming Group AB(2) |
5,593 | 369,547 | ||||||
| Hennes & Mauritz AB - Class B |
34,628 | 596,570 | ||||||
| Hexagon AB - Class B |
12,234 | 924,071 | ||||||
| Husqvarna AB - Class B |
17,324 | 190,498 | ||||||
| ICA Gruppen AB |
4,534 | 230,335 | ||||||
| Industrivarden AB - Class C |
6,082 | 161,743 | ||||||
| Investment AB Latour - Class B |
6,795 | 159,641 | ||||||
| Investor AB - Class B |
512,825 | 33,497,607 | ||||||
| Kinnevik AB - Class B |
10,235 | 415,422 | ||||||
| L E Lundbergforetagen AB - Class B |
3,365 | 166,262 | ||||||
| Lundin Energy AB |
7,633 | 151,369 | ||||||
| Nibe Industrier AB - Class B |
1,768,761 | 45,459,069 | ||||||
| Sandvik AB |
46,279 | 905,001 | ||||||
| Securitas AB - Class B |
12,182 | 186,225 | ||||||
| Skandinaviska Enskilda Banken AB - Class A |
67,014 | 595,190 | ||||||
| Skanska AB - Class B |
14,894 | 314,541 | ||||||
| SKF AB - Class B |
15,674 | 323,363 | ||||||
| Spotify Technology SA(1) |
190,781 | 46,277,747 | ||||||
| Svenska Cellulosa AB SCA - Class B(1) |
26,629 | 365,069 | ||||||
| Svenska Handelsbanken AB - Class A |
64,062 | 535,992 | ||||||
| Swedbank AB |
37,289 | 583,782 | ||||||
| Swedish Match AB |
7,264 | 593,954 | ||||||
| Tele2 AB - Class B |
21,247 | 299,560 | ||||||
| Telefonaktiebolaget LM Ericsson - Class B |
1,117,518 | 12,229,266 | ||||||
| Telia Co. AB |
18,114,370 | 74,108,353 | ||||||
| Volvo AB - Class B |
65,187 | 1,252,233 | ||||||
|
|
|
|||||||
| Total Sweden |
|
362,367,852 | ||||||
|
|
|
|||||||
| Switzerland – 6.87% |
||||||||
| ABB Ltd. |
3,499,804 | 88,978,511 | ||||||
| Adecco Group AG |
1,131,892 | 59,724,673 | ||||||
| Alcon, Inc.(1) |
884,774 | 50,162,895 | ||||||
| Baloise Holding AG |
1,904 | 280,315 | ||||||
| Banque Cantonale Vaudoise |
1,358 | 137,812 | ||||||
| Barry Callebaut AG |
128 | 285,103 | ||||||
| Chocoladefabriken Lindt & Spruengli AG |
46 | 388,285 | ||||||
| Chocoladefabriken Lindt & Spruengli AG - REG |
5 | 445,487 | ||||||
| Cie Financiere Richemont SA |
542,913 | 36,452,737 | ||||||
| Clariant AG |
8,340 | 164,524 | ||||||
| Coca-Cola HBC AG |
8,326 | 205,593 | ||||||
| Credit Suisse Group AG |
957,783 | 9,561,263 | ||||||
| EMS-Chemie Holding AG |
371 | 333,331 | ||||||
| Geberit AG |
1,610 | 952,515 | ||||||
| Givaudan SA |
400 | 1,727,124 | ||||||
| Glencore Plc(1) |
411,477 | 853,064 | ||||||
| Julius Baer Group Ltd. |
9,943 | 422,303 | ||||||
| Kuehne & Nagel International AG |
2,248 | 436,502 | ||||||
| LafargeHolcim Ltd.(1) |
21,557 | 981,265 | ||||||
| Logitech International SA |
7,163 | 554,861 | ||||||
| Lonza Group AG |
96,287 | 59,422,131 | ||||||
| Nestle SA |
627,966 | 74,735,515 | ||||||
| Novartis AG |
2,103,821 | 182,662,830 | ||||||
| Partners Group Holding AG |
812 | 746,881 | ||||||
| Roche Holding AG |
380,229 | 130,243,853 | ||||||
| Schindler Holding AG |
826 | 224,175 | ||||||
| Schindler Holding AG Participation Certificate |
1,808 | 493,548 | ||||||
| SGS SA |
261 | 699,438 | ||||||
| Sika AG |
238,598 | 58,588,169 | ||||||
| Sonova Holding AG(1) |
2,461 | 623,655 | ||||||
| STMicroelectronics NV |
27,525 | 844,192 | ||||||
| Straumann Holding AG |
446 | 451,174 | ||||||
| Swatch Group AG - BR |
1,172 | 273,176 | ||||||
| Swatch Group AG - REG |
2,317 | 104,338 | ||||||
| Swiss Life Holding AG |
1,328 | 502,504 | ||||||
| Swiss Prime Site AG |
3,118 | 283,176 | ||||||
| Swiss Re AG |
12,551 | 931,020 | ||||||
| Swisscom AG |
1,056 | 559,424 | ||||||
| Temenos AG |
2,912 | 391,386 | ||||||
| UBS Group AG |
2,154,438 | 24,071,331 | ||||||
| Vifor Pharma AG |
1,938 | 263,616 | ||||||
| Zurich Insurance Group AG |
49,053 | 17,105,532 | ||||||
|
|
|
|||||||
| Total Switzerland |
|
807,269,227 | ||||||
|
|
|
|||||||
| Taiwan – 3.47% |
||||||||
| Catcher Technology Co. Ltd. |
2,383,000 | 15,056,975 | ||||||
| Hon Hai Precision Industry Co. Ltd. |
6,340,400 | 17,046,238 | ||||||
| Taiwan Semiconductor Manufacturing Co. Ltd. |
5,819,860 | 87,554,430 | ||||||
| Taiwan Semiconductor Manufacturing Co. Ltd. - ADR |
3,547,268 | 287,577,017 | ||||||
|
|
|
|||||||
| Total Taiwan |
|
407,234,660 | ||||||
|
|
|
|||||||
| Thailand – 0.09% |
||||||||
| Thai Beverage PCL |
24,005,400 | 10,680,675 | ||||||
|
|
|
|||||||
| Total Thailand |
|
10,680,675 | ||||||
|
|
|
|||||||
| United Kingdom – 11.81% |
||||||||
| 3i Group Plc |
40,066 | 514,501 | ||||||
| Admiral Group Plc |
8,060 | 271,826 | ||||||
| Anglo American Plc |
50,574 | 1,223,567 | ||||||
| Ashtead Group Plc |
19,516 | 702,799 | ||||||
| ASOS Plc(1) |
387,324 | 25,716,756 | ||||||
| Associated British Foods Plc |
14,669 | 353,163 | ||||||
| AstraZeneca Plc |
846,967 | 92,543,397 | ||||||
| Auto Trader Group Plc(2) |
6,270,607 | 45,527,158 | ||||||
| AVEVA Group Plc |
2,965 | 182,877 | ||||||
| Aviva Plc |
3,250,744 | 12,026,896 | ||||||
| BAE Systems Plc |
132,008 | 819,837 | ||||||
| Barclays Plc |
7,887,331 | 9,950,339 | ||||||
| Barratt Developments Plc |
41,743 | 255,998 | ||||||
| Berkeley Group Holdings Plc |
5,148 | 280,632 | ||||||
| BP Plc |
29,632,273 | 85,695,981 | ||||||
| British American Tobacco Plc |
94,508 | 3,390,126 | ||||||
| British Land Co. Plc |
38,179 | 166,438 | ||||||
| BT Group Plc - Class A |
362,880 | 459,632 | ||||||
| Bunzl Plc |
13,868 | 447,748 | ||||||
| Burberry Group Plc |
992,069 | 19,885,245 | ||||||
| CNH Industrial NV |
43,281 | 334,750 | ||||||
| Coca-Cola European Partners Plc |
8,451 | 327,983 | ||||||
| Compass Group Plc |
77,103 | 1,158,224 | ||||||
| Croda International Plc |
5,694 | 459,311 | ||||||
| Diageo Plc |
101,586 | 3,489,349 | ||||||
| Direct Line Insurance Group Plc |
54,508 | 190,108 | ||||||
| Evraz Plc |
22,282 | 99,219 | ||||||
| Ferguson Plc |
9,281 | 933,951 | ||||||
| Fiat Chrysler Automobiles NV |
45,180 | 554,581 | ||||||
| GlaxoSmithKline Plc |
3,677,676 | 68,947,248 | ||||||
| Halma Plc |
16,928 | 511,427 | ||||||
| Hargreaves Lansdown Plc |
2,297,061 | 46,206,584 | ||||||
| HomeServe Plc |
1,533,423 | 24,434,783 | ||||||
| HSBC Holdings Plc |
5,858,764 | 22,920,999 | ||||||
| Imperial Brands Plc |
38,969 | 688,329 | ||||||
| Informa Plc |
61,850 | 299,767 | ||||||
| InterContinental Hotels Group Plc |
7,653 | 401,709 | ||||||
| Intertek Group Plc |
449,874 | 36,708,195 | ||||||
| J Sainsbury Plc |
13,112,807 | 32,285,482 | ||||||
| JD Sports Fashion Plc |
20,102 | 209,838 | ||||||
| John Wood Group Plc |
12,639,262 | 34,701,985 | ||||||
| Johnson Matthey Plc |
719,128 | 21,852,838 | ||||||
| Kingfisher Plc |
21,912,756 | 83,934,676 | ||||||
| Land Securities Group Plc |
28,412 | 191,280 | ||||||
| Legal & General Group Plc |
245,630 | 599,206 | ||||||
| Lloyds Banking Group Plc |
151,173,003 | 51,320,519 | ||||||
| London Stock Exchange Group Plc |
13,683 | 1,569,671 | ||||||
| M&G Plc |
104,404 | 214,595 | ||||||
| Melrose Industries Plc(1) |
204,224 | 302,835 | ||||||
| Mondi Plc |
19,993 | 422,744 | ||||||
| National Grid Plc |
143,813 | 1,651,859 | ||||||
| Natwest Group Plc |
8,937,917 | 12,240,028 | ||||||
| Next Plc |
5,474 | 419,676 | ||||||
| Ocado Group Plc(1) |
19,088 | 675,129 | ||||||
| Pearson Plc |
32,493 | 230,493 | ||||||
| Persimmon Plc |
13,110 | 417,795 | ||||||
| Prudential Plc |
107,539 | 1,543,004 | ||||||
| Reckitt Benckiser Group Plc |
30,283 | 2,952,754 | ||||||
| RELX Plc |
84,046 | 1,870,702 | ||||||
| Rentokil Initial Plc |
78,732 | 544,184 | ||||||
| Rightmove Plc |
6,821,338 | 55,146,230 | ||||||
| Rio Tinto Ltd. |
15,989 | 1,092,071 | ||||||
| Rio Tinto Plc |
46,274 | 2,784,422 | ||||||
| Rolls-Royce Holdings Plc(1) |
83,749 | 139,053 | ||||||
| RSA Insurance Group Plc |
41,288 | 241,074 | ||||||
| Sage Group Plc |
48,436 | 450,125 | ||||||
| Schroders Plc |
5,282 | 183,443 | ||||||
| Segro Plc |
51,149 | 614,686 | ||||||
| Severn Trent Plc |
9,798 | 308,487 | ||||||
| Smith & Nephew Plc |
2,537,694 | 49,711,756 | ||||||
| Smiths Group Plc |
16,203 | 286,625 | ||||||
| Spirax-Sarco Engineering Plc |
3,265 | 464,942 | ||||||
| SSE Plc |
4,778,702 | 74,376,556 | ||||||
| St James’s Place Plc |
23,339 | 280,777 | ||||||
| Standard Chartered Plc |
3,145,067 | 14,472,319 | ||||||
| Standard Life Aberdeen Plc |
95,879 | 279,219 | ||||||
| Taylor Wimpey Plc |
149,369 | 208,861 | ||||||
| TechnipFMC Plc |
3,553,593 | 22,423,172 | ||||||
| Tesco Plc |
72,413,070 | 198,651,298 | ||||||
| Trainline Plc(1)(2) |
5,833,657 | 27,208,008 | ||||||
| Travis Perkins Plc |
1,960,430 | 27,428,849 | ||||||
| Unilever NV |
63,065 | 3,829,772 | ||||||
| Unilever Plc |
50,795 | 3,131,676 | ||||||
| United Utilities Group Plc |
28,077 | 310,149 | ||||||
| Vodafone Group Plc |
67,143,248 | 88,993,722 | ||||||
| Weir Group Plc |
846,036 | 13,619,451 | ||||||
| Whitbread Plc |
8,237 | 225,057 | ||||||
| Wm Morrison Supermarkets Plc |
96,642 | 212,123 | ||||||
| WPP Plc |
5,299,709 | 41,623,683 | ||||||
|
|
|
|||||||
| Total United Kingdom |
|
1,387,930,332 | ||||||
|
|
|
|||||||
| United States – 2.22% |
||||||||
| Aon Plc - Class A |
178,433 | 36,810,728 | ||||||
| Mettler-Toledo International, Inc.(1) |
103,303 | 99,764,872 | ||||||
| Mylan NV(1) |
1,146,770 | 17,006,599 | ||||||
| ResMed, Inc. |
355,164 | 60,885,764 | ||||||
| STERIS Plc |
261,716 | 46,111,742 | ||||||
|
|
|
|||||||
| Total United States |
|
260,579,705 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $10,288,165,215) |
|
11,277,882,718 | ||||||
|
|
|
|||||||
| PREFERRED STOCKS – 0.24% |
||||||||
| Germany – 0.24% |
||||||||
| Bayerische Motoren Werke AG |
2,262 | 123,624 | ||||||
| Fuchs Petrolub SE |
2,928 | 148,876 | ||||||
| Henkel AG & Co. KGaA |
7,336 | 767,246 | ||||||
| Porsche Automobil Holding SE(1) |
6,306 | 375,157 | ||||||
| Sartorius AG |
1,517 | 621,780 | ||||||
| Volkswagen AG |
159,477 | 25,661,641 | ||||||
|
|
|
|||||||
| Total Germany |
|
27,698,324 | ||||||
|
|
|
|||||||
| Total Preferred Stocks (Cost: $24,463,518) |
|
27,698,324 | ||||||
|
|
|
|||||||
| SHORT-TERM INVESTMENTS – 3.37% |
||||||||
| Money Market Funds – 3.01% |
||||||||
| Goldman Sachs Financial Square Government Fund - Class I, 0.00%(4) |
353,918,800 | 353,918,800 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $353,918,800) |
353,918,800 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.36% |
||||||||
| ANZ, London, 0.01% due 10/01/2020 |
$ | 174,245 | 174,245 | |||||
| Barclays Bank, London, 0.01% due 10/01/2020 |
9,227,313 | 9,227,313 | ||||||
| BNP Paribas, Paris, -1.49% due 10/01/2020 |
CHF | 561,979 | 610,150 | |||||
| Brown Brothers Harriman, -0.69% due 10/01/2020 |
EUR | 20 | 23 | |||||
| Brown Brothers Harriman, -0.55% due 10/01/2020 |
DKK | 166,398 | 26,205 | |||||
| Brown Brothers Harriman, -0.23% due 10/01/2020 |
JPY | 1,145,466 | 10,861 | |||||
| Brown Brothers Harriman, -0.10% due 10/01/2020 |
NOK | 155,196 | 16,639 | |||||
| Brown Brothers Harriman, 0.00% due 10/01/2020 |
AUD | 611,482 | 437,974 | |||||
| Brown Brothers Harriman, 0.01% due 10/01/2020 |
SGD | 56 | 41 | |||||
| Brown Brothers Harriman, 0.01% due 10/01/2020 |
NZD | 57,522 | 38,054 | |||||
| Brown Brothers Harriman, 0.01% due 10/05/2020 |
HKD | 19 | 2 | |||||
| Citibank, London, -0.69% due 10/01/2020 |
EUR | 1,094,590 | 1,283,352 | |||||
| Citibank, London, 0.01% due 10/01/2020 |
GBP | 883,531 | 1,140,064 | |||||
| HSBC, Hong Kong, 0.01% due 10/05/2020 |
HKD | 33,924,918 | 4,377,381 | |||||
| HSBC, Singapore, 0.01% due 10/01/2020 |
SGD | 214,214 | 156,927 | |||||
| Skandinaviska Enskilda Banken AB, Stockholm, -0.28% due 10/01/2020 |
SEK | 771,822 | 86,181 | |||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2020 |
$ | 24,264,905 | 24,264,905 | |||||
| Sumitomo, Tokyo, -0.23% due 10/01/2020 |
JPY | 12,071,706 | 114,462 | |||||
| Sumitomo, Tokyo, 0.01% due 10/01/2020 |
$ | 195,815 | 195,815 | |||||
|
|
|
|||||||
| Total Time Deposits (Cost: $42,160,594) |
42,160,594 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $396,079,394) |
396,079,394 | |||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 99.60% (Cost: $10,708,708,127) |
11,701,660,436 | |||||||
|
|
|
|||||||
| OTHER ASSETS IN EXCESS OF LIABILITIES – 0.40% |
46,741,928 | |||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 11,748,402,364 | ||||||
|
|
|
Percentages are stated as a percent of net assets.
Principal amounts are denominated in the currency in which the security was purchased.
ADR American Depositary Receipt
REIT Real Estate Investment Trust
AUD Australian Dollar
CHF Swiss Franc
DKK Danish Krone
EUR Euro
GBP British Pound
HKD Hong Kong Dollar
JPY Japanese Yen
NOK Norwegian Krone
NZD New Zealand Dollar
SEK Swedish Krona
SGD Singapore Dollar
| (1) | Non-income producing security. |
| (2) | Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities totals $338,977,293, which represents 2.89% of total net assets. |
| (3) | Amount calculated is less than 0.005%. |
| (4) | Represents annualized seven-day yield as of the close of the reporting period. |
The accompanying notes are an integral part of this Schedule of Investments.
| COMMON STOCKS | Percentage of Net Assets |
|||
| Healthcare |
15.28 | % | ||
| Consumer Discretionary |
15.10 | |||
| Information Technology |
14.75 | |||
| Industrials |
13.67 | |||
| Financials |
11.39 | |||
| Communication Services |
8.67 | |||
| Consumer Staples |
7.23 | |||
| Energy |
3.29 | |||
| Materials |
3.21 | |||
| Utilities |
2.56 | |||
| Real Estate |
0.84 | |||
|
|
|
|||
| Total Common Stocks |
95.99 | |||
|
|
|
|||
| PREFERRED STOCKS |
||||
| Consumer Discretionary |
0.22 | |||
| Consumer Staples |
0.01 | |||
| Healthcare |
0.01 | |||
| Materials |
0.00 | (1) | ||
|
|
|
|||
| Total Preferred Stocks |
0.24 | |||
|
|
|
|||
| SHORT-TERM INVESTMENTS |
3.37 | |||
|
|
|
|||
| TOTAL INVESTMENTS |
99.60 | |||
| OTHER ASSETS IN EXCESS OF LIABILITIES |
0.40 | |||
|
|
|
|||
| TOTAL NET ASSETS |
100.00 | % | ||
|
|
|
|||
| (1) | Amount calculated is less than 0.005%. |
The accompanying notes are an integral part of this Schedule of Investments.
1. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS
a) Investment Valuation Policies – The Net Asset Value (“NAV”) of the Funds’ shares are generally valued as of the close of the regular trading on the New York Stock Exchange (“NYSE”), normally 4:00 p.m. Eastern time, on each day the NYSE is open. The NAV per share of each Fund is computed by dividing the total net assets of the Fund by the total number of shares outstanding. For purposes of calculating the NAV, portfolio securities and derivative instruments are valued using valuation methods adopted by the Trust’s Board of Trustees (the “Board”).
The Board has delegated responsibility for applying approved valuation policies to the Adviser. The Adviser monitors the continual appropriateness of valuation methods applied and determines if adjustments should be made in light of market factor changes and events affecting issuers. The Adviser performs a series of activities to provide reasonable assurance of the accuracy of the prices utilized including: periodic vendor due diligence meetings and reviewing the results of back testing on a monthly basis. The Adviser provides the Board with reporting on the results of the back testing as well as positions which were fair valued during the period.
The Board has approved a Valuation Committee whose function is to monitor the valuation of portfolio securities and derivative instruments and determine in good faith the fair value of the Funds’ holdings after considering all relevant factors. The Valuation Committee is generally responsible for overseeing the day-to-day valuation processes and is authorized to make all necessary determinations to fair value the portfolio securities and other assets for which market quotations are not readily available or if it is deemed that the prices obtained from brokers, dealers or independent pricing services are unreliable.
Additionally, the Board has adopted valuation procedures that allow for the use of fair value pricing in appropriate circumstances. For example, such circumstances may arise when trading in a security has been halted or suspended, when a security has been delisted from a national exchange, when a security has not been traded for an extended period of time, or when a significant event with respect to a security occurs after the close of the market or exchange on which the security principally trades and before the time a Fund calculates its own share price. If there is no price, or in the Adviser’s determination the price provided for a security by an independent pricing agent or broker does not represent fair value, then the security will be fair valued in accordance with procedures adopted by the Board. Thinly traded securities and certain foreign securities may be impacted more by the use of fair valuations than other securities. In using fair value pricing, a Fund attempts to establish the price that it might reasonably have expected to receive upon a sale of the security at 4:00 p.m. Eastern time. Valuing securities at fair value involves greater reliance on judgment than valuation of securities based on readily available market quotations. When using fair value to price securities, a Fund may value those securities higher or lower than another fund using market quotations or fair value to price the same securities. Further, there can be no assurance that the Fund could obtain the fair value assigned to a security if it were to sell the security at approximately the same time at which the Fund determines its net asset value.
b) Fair Value Hierarchy – The Funds have performed an analysis of all existing investments to determine the significance and character of all inputs to their fair value determination. Various inputs are used in determining the value of each Fund’s investments. These inputs are summarized in the following three broad categories:
| • | Level 1 – Inputs using unadjusted quoted prices in active markets or exchanges for identical assets and liabilities. |
| • | Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability. Other significant observable market inputs include, but are not limited to, quoted prices for similar instruments in active markets, quoted adjusted prices in active markets, quoted prices for identical or similar instruments in markets that are not active, and model-derived valuations in which the majority of significant inputs and significant value drivers are observable in active markets. |
| • | Level 3 – Significant unobservable inputs (including the Fund’s own assumptions). |
c) Valuation Techniques – Fixed-income securities, including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. Treasury obligations, sovereign issues, bank loans, convertible preferred securities and non-U.S. bonds (other than short-term securities) are valued using that day’s bid price provided by an independent pricing service. Fixed-income securities are normally valued on the basis of quotes obtained from independent pricing services in accordance with procedures adopted by the Board. Independent pricing services typically use information provided by market makers or estimates of market values obtained from yields and other relevant data relating to investments or securities with similar characteristics. The independent pricing service’s internal models use inputs that are observable such as, among other things, issuer details, interest rates, yield curves, prepayment speeds, trade information, market color, credit risks/spreads, default rates and quoted prices for similar assets and the securities’ terms and conditions. Securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 of the fair value hierarchy.
Mortgage- and asset-backed securities are usually issued as separate tranches, or classes, of securities within each package of underlying securities. These securities are also normally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche level attributes, estimated cash flows and market-based yield spreads for each tranche and current market data and packaged collateral performance, as available. Mortgage- and asset-backed securities that use such valuation techniques and inputs are typically categorized as Level 2.
Short-term securities without a vendor price and with 60 days or less remaining to maturity when acquired by a Fund are generally valued on an amortized cost basis, which approximates fair value. These securities are typically categorized as Level 2 in the fair value hierarchy.
Equity securities traded on a national securities exchange are valued at the last reported sale price at the close of regular trading on each day the exchange is open for trading. Securities listed on the NASDAQ National Market System for which market quotations are readily available are valued using the NASDAQ Official Closing Price. These valuations are typically categorized as Level 1 in the fair value hierarchy. Securities traded on an exchange for which there have been no sales are valued at the mean between the last bid and ask price on such day. Securities and financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective securities in accordance with procedures adopted by the Board and are classified as Level 2 or Level 3 depending on the observability of inputs.
Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to U.S. dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies are converted to U.S. dollars using the applicable currency exchange rates as of the close of the NYSE, generally 4:00 p.m. Eastern time.
Valuation adjustments may be applied to certain common and preferred stocks that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the NYSE. These securities are generally valued using pricing service providers that consider the correlation of the trading patterns of the foreign securities to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.
Open-ended mutual funds (including money market funds) are valued at the end of the day’s net asset value and are categorized as Level 1 of the fair value hierarchy.
Exchange traded financial derivative instruments, such as futures contracts or options contracts that are traded on a national securities or commodities exchange, are valued at the last reported sales or settlement price. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy. If there was no sale activity, the financial derivative is valued at the mean between the highest bid and lowest ask price on the relevant exchange closest to the close of the NYSE and are categorized as Level 2 of the fair value hierarchy.
OTC derivatives, including forward foreign currency exchange contracts and swap contracts, are valued by the Funds on a daily basis using observable inputs, such as quotations provided by an independent pricing service, the counterparty, dealers or brokers, whenever available and considered reliable. These securities are typically categorized as Level 2 of the fair value hierarchy.
The U.S. dollar value of forward foreign currency exchange contracts is determined using current forward currency exchange rates supplied by an independent pricing service.
Centrally cleared credit default and interest rate swap contracts are valued daily based on quotations as provided by an independent pricing service. The independent pricing services aggregate valuation information from various market participants to create a single reference value for each credit default swap contract and interest rate swap contract. These securities are typically categorized as Level 2 of the fair value hierarchy.
The Funds value the repurchase agreements they have entered based on the respective contract amounts, which approximate fair value. As such, repurchase agreements are carried at the amount of cash paid plus accrued interest receivable (or interest payable in periods of increased demand for collateral). These securities are typically categorized as Level 2 of the fair value hierarchy.
The following provides a general description of the impact of a change in an unobservable input on the fair value measurement and the interrelationship of unobservable inputs, where relevant and significant. Interrelationships may also exist between observable and unobservable inputs (for example, as interest rates rise, prepayment rates decline).
Significant unobservable inputs used by the third-party pricing vendors and broker-dealers generally include prepayment rates, interest rates, probability of default and loss severity in the event of default. Significant increases/(decreases) in any of those inputs in isolation could result in a significantly higher/lower fair value measurement. Generally, a change in the assumption used for the probability of default is accompanied by a directionally similar change in the assumption used for the loss severity and a directionally opposite change in the assumption used for prepayment rates.
Additionally, third-party pricing vendors and broker-dealers could use market activity related to comparable securities to supplement the inputs noted above. Usually, an increase/(decrease) in the price of a comparable bond would result in a higher/lower fair value measurement.
Bridge Builder Core Bond Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Asset-Backed Obligations |
$ | — | $ | 1,665,547,719 | $ | 76,532,618 | $ | 1,742,080,337 | ||||||||
| Corporate Bonds |
||||||||||||||||
| Basic Materials |
— | 172,139,530 | — | 172,139,530 | ||||||||||||
| Communications |
— | 410,627,552 | — | 410,627,552 | ||||||||||||
| Consumer, Cyclical |
— | 222,829,127 | — | 222,829,127 | ||||||||||||
| Consumer, Non-cyclical |
— | 787,357,824 | — | 787,357,824 | ||||||||||||
| Diversified |
— | 3,807,946 | — | 3,807,946 | ||||||||||||
| Energy |
— | 564,033,921 | — | 564,033,921 | ||||||||||||
| Financials |
— | 1,930,843,966 | — | 1,930,843,966 | ||||||||||||
| Industrials |
— | 241,136,693 | — | 241,136,693 | ||||||||||||
| Technology |
— | 210,708,217 | — | 210,708,217 | ||||||||||||
| Utilities |
— | 555,392,477 | — | 555,392,477 | ||||||||||||
| Government Related |
— | 334,882,222 | — | 334,882,222 | ||||||||||||
| U.S. Treasury Obligations |
— | 2,063,301,693 | — | 2,063,301,693 | ||||||||||||
| Mortgage-Backed Obligations |
— | 5,252,795,452 | 26,786,000 | 5,279,581,452 | ||||||||||||
| Preferred Stocks |
||||||||||||||||
| Financial |
2,634,350 | — | — | 2,634,350 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
816,435,508 | — | — | 816,435,508 | ||||||||||||
| U.S. Treasury Bills |
— | 1,999,314 | — | 1,999,314 | ||||||||||||
| Time Deposits |
— | 46,308,609 | — | 46,308,609 | ||||||||||||
| Futures Contracts (1) |
443,024 | — | — | 443,024 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 819,512,882 | $ | 14,463,712,262 | $ | 103,318,618 | $ | 15,386,543,762 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liablities |
||||||||||||||||
| TBA Sales Commitments |
$ | — | $ | (7,856,543 | ) | $ | — | $ | (7,856,543 | ) | ||||||
| Futures Contracts (1) |
(607,526 | ) | — | — | (607,526 | ) | ||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Liabilities |
$ | (607,526 | ) | $ | (7,856,543 | ) | $ | — | $ | (8,464,069 | ) | |||||
|
|
|
|
|
|
|
|
|
|||||||||
| (1) | Derivative instruments, including futures, total return swap contracts and forward foreign currency exchange contracts are reported at the cumulative unrealized appreciation/(depreciation) of the instrument within the Funds’ Summary Schedule of Investments. Credit default swaps and interest rate swaps are reported at market value. |
Bridge Builder Core Plus Bond Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Asset-Backed Obligations |
$ | — | $ | 2,296,525,197 | $ | — | $ | 2,296,525,197 | ||||||||
| Corporate Bonds |
||||||||||||||||
| Basic Materials |
— | 227,084,328 | — | 227,084,328 | ||||||||||||
| Communications |
— | 1,044,637,894 | — | 1,044,637,894 | ||||||||||||
| Consumer, Cyclical |
— | 611,278,510 | — | 611,278,510 | ||||||||||||
| Consumer, Non-cyclical |
— | 1,167,779,470 | — | 1,167,779,470 | ||||||||||||
| Diversified |
— | 4,561,977 | — | 4,561,977 | ||||||||||||
| Energy |
— | 633,891,777 | — | 633,891,777 | ||||||||||||
| Financials |
— | 2,716,230,104 | — | 2,716,230,104 | ||||||||||||
| Government |
— | 30,850,622 | — | 30,850,622 | ||||||||||||
| Industrials |
— | 461,831,801 | — | 461,831,801 | ||||||||||||
| Technology |
— | 339,721,656 | — | 339,721,656 | ||||||||||||
| Utilities |
— | 460,406,544 | — | 460,406,544 | ||||||||||||
| Convertible Securities |
||||||||||||||||
| Communications |
— | 10,793,037 | — | 10,793,037 | ||||||||||||
| Consumer, Non-cyclical |
— | 8,899,929 | — | 8,899,929 | ||||||||||||
| Energy |
— | 128,444 | — | 128,444 | ||||||||||||
| Industrials |
— | 1,823,080 | — | 1,823,080 | ||||||||||||
| Utilities |
— | 1,926,469 | — | 1,926,469 | ||||||||||||
| Government Related |
— | 357,148,748 | — | 357,148,748 | ||||||||||||
| U.S. Treasury Obligations |
— | 3,250,692,875 | — | 3,250,692,875 | ||||||||||||
| Mortgage-Backed Obligations |
— | 6,122,528,537 | — | 6,122,528,537 | ||||||||||||
| Bank Loans |
— | 470,251,807 | — | 470,251,807 | ||||||||||||
| Common Stocks |
||||||||||||||||
| Communications |
3,198,116 | — | 13,060 | 3,211,176 | ||||||||||||
| Consumer Discretionary |
— | — | 2,006,897 | 2,006,897 | ||||||||||||
| Industrials |
627,115 | — | 1,180,093 | 1,807,208 | ||||||||||||
| Convertible Preferred Stocks |
||||||||||||||||
| Consumer, Non-cyclical |
8,127,240 | — | — | 8,127,240 | ||||||||||||
| Financials |
14,698,056 | — | — | 14,698,056 | ||||||||||||
| Utilities |
1,607,706 | — | — | 1,607,706 | ||||||||||||
| Preferred Stocks |
||||||||||||||||
| Communications |
— | 28,023,049 | — | 28,023,049 | ||||||||||||
| Warrants |
— | — | 5,283,954 | 5,283,954 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
522,791,506 | — | — | 522,791,506 | ||||||||||||
| Government Related |
— | 8,131,279 | — | 8,131,279 | ||||||||||||
| Commercial Paper |
— | 17,370,957 | — | 17,370,957 | ||||||||||||
| Repurchase Agreements |
— | 1,585,700,000 | — | 1,585,700,000 | ||||||||||||
| U.S. Treasury Bills |
— | 1,304,644,260 | — | 1,304,644,260 | ||||||||||||
| Time Deposits |
— | 44,243,086 | — | 44,243,086 | ||||||||||||
| Futures Contracts (1) |
5,162,027 | — | — | 5,162,027 | ||||||||||||
| Forward Foreign Currency Exchange Contracts (1) |
— | 27,047,306 | — | 27,047,306 | ||||||||||||
| Swap Contracts (1) |
— | 77,987,088 | — | 77,987,088 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 556,211,766 | $ | 23,312,139,831 | $ | 8,484,004 | $ | 23,876,835,601 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liablities |
||||||||||||||||
| TBA Sales Commitments |
$ | — | $ | (167,000,541 | ) | $ | — | $ | (167,000,541 | ) | ||||||
| Futures Contracts (1) |
(5,015,382 | ) | — | — | (5,015,382 | ) | ||||||||||
| Forward Foreign Currency Exchange Contracts (1) |
— | (9,123,410 | ) | — | (9,123,410 | ) | ||||||||||
| Swap Contracts (1) |
— | (45,283,091 | ) | — | (45,283,091 | ) | ||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Liabilities |
$ | (5,015,382 | ) | $ | (221,407,042 | ) | $ | — | $ | (226,422,424 | ) | |||||
|
|
|
|
|
|
|
|
|
|||||||||
| (1) | Derivative instruments, including futures, total return swap contracts and forward foreign currency exchange contracts are reported at the cumulative unrealized appreciation/(depreciation) of the instrument within the Funds’ Summary Schedule of Investments. Credit default swaps and interest rate swaps are reported at market value. |
Bridge Builder Municipal Bond Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Municipal Bonds |
||||||||||||||||
| Education |
$ | — | $ | 589,772,072 | $ | — | $ | 589,772,072 | ||||||||
| General Obligation |
— | 1,200,454,382 | — | 1,200,454,382 | ||||||||||||
| General Revenue |
— | 2,007,946,050 | — | 2,007,946,050 | ||||||||||||
| Healthcare |
— | 1,036,926,106 | — | 1,036,926,106 | ||||||||||||
| Housing |
— | 318,308,551 | — | 318,308,551 | ||||||||||||
| Transportation |
— | 1,197,075,141 | — | 1,197,075,141 | ||||||||||||
| Utilities |
— | 666,036,322 | — | 666,036,322 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
250,962,090 | — | — | 250,962,090 | ||||||||||||
| Time Deposits |
— | 5,984,603 | — | 5,984,603 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 250,962,090 | $ | 7,022,503,227 | $ | — | $ | 7,273,465,317 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
Bridge Builder Large Cap Growth Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Common Stocks |
||||||||||||||||
| Communication Services |
$ | 1,483,363,206 | $ | 39,761,105 | $ | — | $ | 1,523,124,311 | ||||||||
| Consumer Discretionary |
2,236,472,509 | 40,768,382 | — | 2,277,240,891 | ||||||||||||
| Consumer Staples |
508,725,549 | — | — | 508,725,549 | ||||||||||||
| Energy |
63,258,895 | — | — | 63,258,895 | ||||||||||||
| Financials |
742,072,123 | — | — | 742,072,123 | ||||||||||||
| Healthcare |
2,614,258,767 | — | — | 2,614,258,767 | ||||||||||||
| Industrials |
770,145,261 | — | — | 770,145,261 | ||||||||||||
| Information Technology |
4,833,646,028 | 73,023,130 | — | 4,906,669,158 | ||||||||||||
| Materials |
530,328,516 | — | — | 530,328,516 | ||||||||||||
| Real Estate |
318,092,945 | — | — | 318,092,945 | ||||||||||||
| Utilities |
237,097 | — | — | 237,097 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
51,750,753 | — | — | 51,750,753 | ||||||||||||
| Time Deposits |
— | 69,030,809 | — | 69,030,809 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 14,152,351,649 | $ | 222,583,426 | $ | — | $ | 14,374,935,075 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
Bridge Builder Large Cap Value Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Common Stocks |
||||||||||||||||
| Communication Services |
$ | 800,354,320 | $ | — | $ | — | $ | 800,354,320 | ||||||||
| Consumer Discretionary |
1,488,246,159 | 59,055,859 | — | 1,547,302,018 | ||||||||||||
| Consumer Staples |
1,048,745,268 | 24,350,380 | — | 1,073,095,648 | ||||||||||||
| Energy |
321,436,032 | 37,647,207 | — | 359,083,239 | ||||||||||||
| Financials |
2,222,605,938 | — | — | 2,222,605,938 | ||||||||||||
| Healthcare |
1,624,643,150 | 92,527,332 | — | 1,717,170,482 | ||||||||||||
| Industrials |
2,140,271,764 | 8,461,855 | — | 2,148,733,619 | ||||||||||||
| Information Technology |
1,298,373,430 | 79,295,578 | — | 1,377,669,008 | ||||||||||||
| Materials |
666,198,173 | 4,919,203 | — | 671,117,376 | ||||||||||||
| Real Estate |
437,188,793 | — | — | 437,188,793 | ||||||||||||
| Utilities |
308,987,455 | — | — | 308,987,455 | ||||||||||||
| Convertible Preferred Stocks |
||||||||||||||||
| Healthcare |
9,656,800 | — | — | 9,656,800 | ||||||||||||
| Utilities |
31,950,248 | — | — | 31,950,248 | ||||||||||||
| Preferred Stocks |
||||||||||||||||
| Consumer Discretionary |
— | 12,362,810 | — | 12,362,810 | ||||||||||||
| Warrants |
||||||||||||||||
| Energy |
164,238 | — | — | 164,238 | ||||||||||||
| Convertible Securities |
||||||||||||||||
| Financials |
— | 4,798,750 | — | 4,798,750 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
331,780,881 | — | — | 331,780,881 | ||||||||||||
| Time Deposits |
— | 38,627,396 | — | 38,627,396 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 12,730,602,649 | $ | 362,046,370 | $ | — | $ | 13,092,649,019 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
Bridge Builder Small/Mid Cap Growth Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Common Stocks |
||||||||||||||||
| Communication Services |
$ | 208,232,046 | $ | — | $ | — | $ | 208,232,046 | ||||||||
| Consumer Discretionary |
535,808,696 | — | — | 535,808,696 | ||||||||||||
| Consumer Staples |
213,455,018 | 5,990 | — | 213,461,008 | ||||||||||||
| Energy |
12,514,572 | — | — | 12,514,572 | ||||||||||||
| Financials |
388,456,602 | — | — | 388,456,602 | ||||||||||||
| Healthcare |
1,263,280,449 | — | 382 | 1,263,280,831 | ||||||||||||
| Industrials |
689,403,490 | — | — | 689,403,490 | ||||||||||||
| Information Technology |
1,288,375,560 | — | — | 1,288,375,560 | ||||||||||||
| Materials |
102,589,636 | — | — | 102,589,636 | ||||||||||||
| Real Estate |
64,454,772 | — | — | 64,454,772 | ||||||||||||
| Utilities |
49,814,410 | — | — | 49,814,410 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
92,400,138 | — | — | 92,400,138 | ||||||||||||
| Time Deposits |
— | 15,145,197 | — | 15,145,197 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 4,908,785,389 | $ | 15,151,187 | $ | 382 | $ | 4,923,936,958 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
Bridge Builder Small/Mid Cap Value Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Common Stocks |
||||||||||||||||
| Communication Services |
$ | 86,396,044 | $ | — | $ | — | $ | 86,396,044 | ||||||||
| Consumer Discretionary |
589,494,939 | — | — | 589,494,939 | ||||||||||||
| Consumer Staples |
225,505,328 | 75,504 | — | 225,580,832 | ||||||||||||
| Energy |
132,680,108 | — | — | 132,680,108 | ||||||||||||
| Financials |
1,008,817,435 | — | — | (2) | 1,008,817,435 | |||||||||||
| Healthcare |
394,084,072 | — | — | 394,084,072 | ||||||||||||
| Industrials |
1,027,015,956 | — | — | 1,027,015,956 | ||||||||||||
| Information Technology |
623,502,719 | — | — | 623,502,719 | ||||||||||||
| Materials |
357,019,846 | — | — | 357,019,846 | ||||||||||||
| Real Estate |
367,296,823 | — | — | 367,296,823 | ||||||||||||
| Utilities |
293,304,809 | — | — | 293,304,809 | ||||||||||||
| Warrants |
||||||||||||||||
| Energy |
688 | — | — | # | 688 | |||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
45,148,065 | — | — | 45,148,065 | ||||||||||||
| Time Deposits |
— | 42,484,854 | — | 42,484,854 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 5,150,266,832 | $ | 42,560,358 | $ | — | $ | 5,192,827,190 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| (2) | Includes a security valued at $0. |
| Bridge Builder International Equity Fund | ||||||||
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Common Stocks |
||||||||||||||||
| Communication Services |
$ | 67,560,817 | $ | 950,617,170 | $ | — | $ | 1,018,177,987 | ||||||||
| Consumer Discretionary |
316,312,185 | 1,457,926,877 | — | 1,774,239,062 | ||||||||||||
| Consumer Staples |
45,649,920 | 803,764,110 | — | 849,414,030 | ||||||||||||
| Energy |
22,423,172 | 364,557,863 | — | 386,981,035 | ||||||||||||
| Financials |
139,529,558 | 1,198,257,271 | — | 1,337,786,829 | ||||||||||||
| Healthcare |
254,770,954 | 1,540,438,329 | — | 1,795,209,283 | ||||||||||||
| Industrials |
75,982,237 | 1,530,003,816 | — | 1,605,986,053 | ||||||||||||
| Information Technology |
605,179,440 | 1,128,079,545 | — | 1,733,258,985 | ||||||||||||
| Materials |
— | 377,028,496 | — | 377,028,496 | ||||||||||||
| Real Estate |
— | 99,183,626 | — | 99,183,626 | ||||||||||||
| Utilities |
3,154,800 | 297,462,532 | — | 300,617,332 | ||||||||||||
| Preferred Stocks |
||||||||||||||||
| Consumer Discretionary |
— | 26,160,422 | — | 26,160,422 | ||||||||||||
| Consumer Staples |
— | 767,246 | — | 767,246 | ||||||||||||
| Healthcare |
— | 621,780 | — | 621,780 | ||||||||||||
| Materials |
— | 148,876 | — | 148,876 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
353,918,800 | — | — | 353,918,800 | ||||||||||||
| Time Deposits |
— | 42,160,594 | — | 42,160,594 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 1,884,481,883 | $ | 9,817,178,553 | $ | — | $ | 11,701,660,436 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
Quantitative Information about Level 3 Fair Value Measurements*
Core Bond Fund
| Investment Type |
Fair Value at 09/30/20 |
Valuation Methodology |
Unobservable Inputs |
Input Value/Range |
Weighted Average |
|||||||||||||||
| Asset-Backed Obligations |
$ | 14,530,873 | Cost Basis | Purchase Price | $ | 98.05 - $100.00 | $ | 98.82 | ||||||||||||
| Mortgage-Backed Obligations |
$ | 6,417,752 | Cost Basis | Purchase Price | $99.90 | $ | 99.90 | |||||||||||||
| * | The table above does not include Level 3 securities that were valued by brokers. At September 30, 2020, the value of these securities was $82,369,993 for the Core Bond Fund. The inputs for these securities are not readily available or cannot be reasonably estimated and are generally those inputs described in Note 1. The appropriateness of fair values for these securities is monitored on an ongoing basis which may include results of back testing, results of pricing vendor and/or broker due diligence, unchanged price review and consideration of macro or security specific events. |
The following is a reconciliation of assets for which significant unobservable inputs (Level 3) were used in determining fair value during the period July 1, 2020 through September 30, 2020:
| Core Bond Fund | Total | Asset-Backed Obligations |
Mortgage-Backed Obligations |
|||||||||
| Balance as of June 30, 2020 |
$ | 82,060,788 | $ | 53,398,294 | $ | 28,662,494 | ||||||
| Total realized gain/(loss) |
23,535 | 17,976 | 5,559 | |||||||||
| Accrued discounts/(premiums) |
28,702 | 25,854 | 2,848 | |||||||||
| Paydown |
(6,040,669 | ) | (4,122,971 | ) | (1,917,698 | ) | ||||||
| Change in unrealized appreciation/(depreciation) |
893,755 | 860,958 | 32,797 | |||||||||
| Purchases |
31,225,357 | 31,225,357 | — | |||||||||
| Sales |
(10,836,273 | ) | (10,836,273 | ) | — | |||||||
| Transfers in |
5,963,423 | 5,963,423 | — | |||||||||
| Transfers out |
— | — | — | |||||||||
|
|
|
|
|
|
|
|||||||
| Balance as of September 30, 2020 |
$ | 103,318,618 | $ | 76,532,618 | $ | 26,786,000 | ||||||
|
|
|
|
|
|
|
|||||||
| Change in unrealized appreciation/(depreciation) from Investments held as of September 30, 2020 |
$ | 893,755 | $ | 860,958 | $ | 32,797 | ||||||
|
|
|
|
|
|
|
|||||||