Bridge Builder Core Bond Fund
Schedule of Investments
September 30, 2021 (Unaudited)
| Principal Amount |
Value | |||||||
| BONDS & NOTES – 97.22% |
||||||||
| Asset-Backed Obligations – 10.09% |
||||||||
| ABFC 2006-OPT1 Trust |
||||||||
| 0.39% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 09/25/2036, Series 2006-OPT1, Class A3C2(1) |
$ | 1,809,717 | $ | 1,795,900 | ||||
| Academic Loan Funding Trust 2013-1 |
||||||||
| 0.89% (1 Month LIBOR USD + 0.80%), 12/26/2044, Series 2013-1A, Class A(1)(2) |
636,441 | 634,765 | ||||||
| ACC Trust 2021-1 |
||||||||
| 1.43%, 07/22/2024, Series 2021-1, Class B(2) |
4,350,000 | 4,345,216 | ||||||
| Accelerated 2021-1H LLC |
||||||||
| 1.90%, 10/20/2040, Series 2021-1H, Class B(2) |
4,691,000 | 4,686,236 | ||||||
| Ajax Mortgage Loan Trust 2021-B |
||||||||
| 2.24%, 06/25/2066, Series 2021-B, Class A(2)(3) |
8,241,198 | 8,226,978 | ||||||
| Allegro CLO VII Ltd. |
||||||||
| 1.23% (3 Month LIBOR USD + 1.10%, 1.10% Floor), 06/13/2031, Series 2018-1A, Class A(1)(2) |
12,000,000 | 12,004,824 | ||||||
| Ally Auto Receivables Trust 2019-4 |
||||||||
| 1.84%, 06/17/2024, Series 2019-4, Class A3 |
4,218,441 | 4,249,462 | ||||||
| 1.92%, 01/15/2025, Series 2019-4, Class A4 |
1,987,000 | 2,023,886 | ||||||
| American Credit Acceptance Receivables Trust 2020-2 |
||||||||
| 1.65%, 12/13/2023, Series 2020-2, Class A(2) |
262,285 | 262,484 | ||||||
| American Credit Acceptance Receivables Trust 2020-4 |
||||||||
| 1.31%, 12/14/2026, Series 2020-4, Class C(2) |
3,665,000 | 3,692,907 | ||||||
| American Credit Acceptance Receivables Trust 2021-2 |
||||||||
| 0.37%, 10/15/2024, Series 2021-2, Class A(2) |
4,463,296 | 4,465,492 | ||||||
| American Homes 4 Rent 2014-SFR2 Trust |
||||||||
| 3.79%, 10/17/2036, Series 2014-SFR2, Class A(2) |
3,641,286 | 3,844,303 | ||||||
| 4.29%, 10/17/2036, Series 2014-SFR2, Class B(2) |
300,000 | 317,349 | ||||||
| 6.23%, 10/17/2036, Series 2014-SFR2, Class E(2) |
1,000,000 | 1,097,218 | ||||||
| American Homes 4 Rent 2014-SFR3 Trust |
||||||||
| 4.60%, 12/17/2036, Series 2014-SFR3, Class C(2) |
600,000 | 639,554 | ||||||
| 6.42%, 12/17/2036, Series 2014-SFR3, Class E(2) |
1,000,000 | 1,106,866 | ||||||
| American Homes 4 Rent 2015-SFR1 |
||||||||
| 3.47%, 04/17/2052, Series 2015-SFR1, Class A(2) |
1,982,835 | 2,092,637 | ||||||
| 5.64%, 04/17/2052, Series 2015-SFR1, Class E(2) |
3,900,000 | 4,274,728 | ||||||
| American Homes 4 Rent 2015-SFR2 Trust |
||||||||
| 3.73%, 10/17/2052, Series 2015-SFR2, Class A(2) |
1,728,778 | 1,847,377 | ||||||
| AmeriCredit Automobile Receivables Trust 2017-2 |
||||||||
| 3.42%, 04/18/2023, Series 2017-2, Class D |
6,000,000 | 6,039,085 | ||||||
| AmeriCredit Automobile Receivables Trust 2018-2 |
||||||||
| 3.45%, 06/18/2024, Series 2018-2, Class B |
5,186,032 | 5,214,418 | ||||||
| AmeriCredit Automobile Receivables Trust 2019-1 |
||||||||
| 3.13%, 02/18/2025, Series 2019-1, Class B |
3,400,000 | 3,443,300 | ||||||
| 3.36%, 02/18/2025, Series 2019-1, Class C |
3,500,000 | 3,596,008 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-1 |
||||||||
| 1.48%, 01/21/2025, Series 2020-1, Class B |
6,100,000 | 6,169,623 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-2 |
||||||||
| 0.66%, 12/18/2024, Series 2020-2, Class A3 |
3,286,000 | 3,295,439 | ||||||
| 0.97%, 02/18/2026, Series 2020-2, Class B |
1,443,000 | 1,452,770 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-3 |
||||||||
| 1.06%, 08/18/2026, Series 2020-3, Class C |
2,950,000 | 2,969,641 | ||||||
| AmeriCredit Automobile Receivables Trust 2021-1 |
||||||||
| 0.37%, 08/18/2025, Series 2021-1, Class A3 |
6,331,000 | 6,327,533 | ||||||
| AmeriCredit Automobile Receivables Trust 2021-2 |
||||||||
| 1.01%, 01/19/2027, Series 2021-2, Class C |
4,600,000 | 4,583,744 | ||||||
| Amortizing Residential Collateral Trust 2002-BC5 |
||||||||
| 1.12% (1 Month LIBOR USD + 1.04%, 1.04% Floor), 07/25/2032, Series 2002-BC5, Class M1(1) |
1,219,349 | 1,219,679 | ||||||
| AMSR 2020-SFR3 Trust |
||||||||
| 2.56%, 09/17/2037, Series 2020-SFR3, Class E1(2) |
6,000,000 | 5,990,431 | ||||||
| AMSR 2020-SFR4 Trust |
||||||||
| 1.86%, 11/17/2037, Series 2020-SFR4, Class C(2) |
9,000,000 | 8,992,372 | ||||||
| Anchorage Capital CLO 2013-1 Ltd. |
||||||||
| 1.38% (3 Month LIBOR USD + 1.25%), 10/13/2030, Series 2013-1A, Class A1R(1)(2) |
2,500,000 | 2,501,977 | ||||||
| Apres Static CLO Ltd. |
||||||||
| 1.20% (3 Month LIBOR USD + 1.07%), 10/15/2028, Series 2019-1A, Class A1R(1)(2) |
4,028,415 | 4,028,520 | ||||||
| Ares LVI CLO Ltd. |
||||||||
| 1.41% (3 Month LIBOR USD + 1.28%, 1.28% Floor), 10/25/2031, Series 2020-56A, Class A1(1)(2) |
5,000,000 | 5,015,760 | ||||||
| Argent Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-W3 |
||||||||
| 0.77% (1 Month LIBOR USD + 0.68%, 0.68% Floor), 11/25/2035, Series 2005-W3, Class A2D(1) |
289,365 | 289,224 | ||||||
| Asset Backed Securities Corp. Home Equity Loan Trust Series 2003-HE6 |
||||||||
| 0.77% (1 Month LIBOR USD + 0.68%, 0.68% Floor), 11/25/2033, Series 2003-HE6, Class A2(1) |
1,862,969 | 1,845,483 | ||||||
| Asset-Backed Pass-Through Certificates Series 2004-R2 |
||||||||
| 0.87% (1 Month LIBOR USD + 0.78%, 0.78% Floor), 04/25/2034, Series 2004-R2, Class A4(1) |
2,947 | 2,948 | ||||||
| Atlas Senior Loan Fund III Ltd. |
||||||||
| 0.95% (3 Month LIBOR USD + 0.83%), 11/17/2027, Series 2013-1A, Class AR(1)(2) |
3,546,950 | 3,548,209 | ||||||
| Avis Budget Rental Car Funding AESOP LLC |
||||||||
| 1.38%, 08/20/2027, Series 2021-1A, Class A(2) |
12,900,000 | 12,871,783 | ||||||
| 2.33%, 08/20/2026, Series 2020-1A, Class A(2) |
6,100,000 | 6,340,589 | ||||||
| 2.36%, 03/20/2026, Series 2019-3A, Class A(2) |
12,000,000 | 12,481,516 | ||||||
| 3.70%, 09/20/2024, Series 2018-1A, Class A(2) |
6,200,000 | 6,534,973 | ||||||
| 4.00%, 03/20/2025, Series 2018-2A, Class A(2) |
5,800,000 | 6,215,374 | ||||||
| BA Credit Card Trust |
||||||||
| 0.34%, 05/15/2026, Series 2020-A1, Class A1 |
3,665,000 | 3,654,192 | ||||||
| 0.44%, 09/15/2026, Series 2021-A1, Class A1 |
6,454,000 | 6,438,616 | ||||||
| Barings Clo Ltd. 2020-IIII |
||||||||
| 1.42% (3 Month LIBOR USD + 1.29%, 1.29% Floor), 10/15/2033, Series 2020-2A, Class A1(1)(2) |
15,000,000 | 15,021,510 | ||||||
| Bayview Financial Mortgage Pass-Through Trust 2007-B |
||||||||
| 7.33%, 08/28/2047, Series 2007-B, Class 1A2(3) |
128,077 | 126,221 | ||||||
| Bear Stearns Asset Backed Securities Trust 2003-2 |
||||||||
| 1.59% (1 Month LIBOR USD + 1.50%, 1.50% Floor, 11.00% Cap), 03/25/2043, Series 2003-2, |
2,267,534 | 2,291,647 | ||||||
| BMW Vehicle Owner Trust 2020-A |
||||||||
| 0.62%, 04/26/2027, Series 2020-A, Class A4 |
3,009,000 | 3,021,616 | ||||||
| Business Jet Securities 2019-1 LLC |
||||||||
| 4.21%, 07/15/2034, Series 2019-1, Class A(2) |
6,031,785 | 6,185,371 | ||||||
| Business Jet Securities 2020-1 LLC |
||||||||
| 2.98%, 11/15/2035, Series 2020-1A, Class A(2) |
7,736,322 | 7,836,593 | ||||||
| Business Jet Securities 2021-1 LLC |
||||||||
| 2.16%, 04/15/2036, Series 2021-1A, Class A(2) |
4,925,941 | 4,947,679 | ||||||
| Camillo Issuer LLC 2016-SFR1 A |
||||||||
| 5.00%, 12/05/2023(2)(13) |
4,832,774 | 4,822,200 | ||||||
| Capital One Multi-Asset Execution Trust |
||||||||
| 1.39%, 07/15/2030, Series 2021-A2, Class A2 |
3,700,000 | 3,660,762 | ||||||
| 1.72%, 08/15/2024, Series 2019-A2, Class A2 |
2,808,000 | 2,845,205 | ||||||
| 2.06%, 08/15/2028, Series 2019-A3, Class A3 |
2,000,000 | 2,088,677 | ||||||
| Capital One Prime Auto Receivables Trust 2019-2 |
||||||||
| 1.92%, 05/15/2024, Series 2019-2, Class A3 |
2,431,844 | 2,455,736 | ||||||
| CarMax Auto Owner Trust 2018-2 |
||||||||
| 3.16%, 07/17/2023, Series 2018-2, Class A4 |
2,635,000 | 2,664,776 | ||||||
| CarMax Auto Owner Trust 2019-1 |
||||||||
| 3.26%, 08/15/2024, Series 2019-1, Class A4 |
1,614,000 | 1,668,328 | ||||||
| CarMax Auto Owner Trust 2020-3 |
||||||||
| 0.77%, 03/16/2026, Series 2020-3, Class A4 |
2,901,000 | 2,920,101 | ||||||
| Carmax Auto Owner Trust 2021-1 |
||||||||
| 0.34%, 12/15/2025, Series 2021-1, Class A3 |
3,816,000 | 3,814,677 | ||||||
| 0.53%, 10/15/2026, Series 2021-1, Class A4 |
4,057,000 | 4,054,247 | ||||||
| CarMax Auto Owner Trust 2021-2 |
||||||||
| 0.52%, 02/17/2026, Series 2021-2, Class A3 |
8,900,000 | 8,916,955 | ||||||
| 0.81%, 12/15/2026, Series 2021-2, Class A4 |
3,142,000 | 3,139,360 | ||||||
| 1.34%, 02/16/2027, Series 2021-2, Class C |
4,180,000 | 4,169,993 | ||||||
| CarMax Auto Owner Trust 2021-3 |
||||||||
| 0.55%, 06/15/2026, Series 2021-3, Class A3 |
5,500,000 | 5,498,725 | ||||||
| 1.25%, 05/17/2027, Series 2021-3, Class C |
3,350,000 | 3,326,792 | ||||||
| CarMax Auto Owner Trust 2021-4 |
||||||||
| 0.56%, 09/15/2026, Series 2021-4, Class A3 |
4,535,000 | 4,523,259 | ||||||
| 1.38%, 07/15/2027, Series 2021-4, Class C |
2,850,000 | 2,831,829 | ||||||
| Carnow Auto Receivables Trust 2019-1 |
||||||||
| 3.36%, 06/17/2024, Series 2019-1A, Class C(2) |
3,710,000 | 3,761,361 | ||||||
| Carvana Auto Receivables Trust 2019-3 |
||||||||
| 3.04%, 04/15/2025, Series 2019-3A, Class D(2) |
11,005,000 | 11,337,984 | ||||||
| Carvana Auto Receivables Trust 2021-N2 |
||||||||
| 0.75%, 03/10/2028, Series 2021-N2, Class B |
2,300,000 | 2,294,134 | ||||||
| Carvana Auto Receivables Trust 2021-P3 |
||||||||
| 0.70%, 11/10/2026, Series 2021-P3, Class A3 |
3,456,000 | 3,453,228 | ||||||
| 1.03%, 06/10/2027, Series 2021-P3, Class A4 |
2,994,000 | 2,986,564 | ||||||
| 1.42%, 08/10/2027, Series 2021-P3, Class B |
600,000 | 597,305 | ||||||
| CBAM 2019-11 Ltd. |
||||||||
| 1.49% (3 Month LIBOR USD + 1.36%, 1.36% Floor), 10/20/2032, Series 2019-11A, Class A1(1)(2) |
22,000,000 | 22,002,963 | ||||||
| Chase Funding Trust Series 2003-4 |
||||||||
| 4.98%, 05/25/2033, Series 2003-4, Class 1A5(3) |
91,590 | 93,469 | ||||||
| Chase Funding Trust Series 2003-6 |
||||||||
| 4.94%, 11/25/2034, Series 2003-6, Class 1A5(3) |
106,248 | 111,377 | ||||||
| 4.94%, 11/25/2034, Series 2003-6, Class 1A7(3) |
180,901 | 190,001 | ||||||
| CIFC Funding 2018-II Ltd. |
||||||||
| 1.17% (3 Month LIBOR USD + 1.04%), 04/20/2031, Series 2018-2A, Class A1(1)(2) |
11,800,000 | 11,800,625 | ||||||
| CIFC Funding Ltd. |
||||||||
| 0.00% (3 Month LIBOR USD + 1.14%, 1.14% Floor), 07/15/2034, Series 2021-5A, Class A(1)(2)(4) |
10,000,000 | 9,997,910 | ||||||
| CIG Auto Receivables Trust 2020-1 |
||||||||
| 2.35%, 01/12/2026, Series 2020-1A, Class D(2) |
6,200,000 | 6,277,798 | ||||||
| Commonbond Student Loan Trust 2017-B-GS |
||||||||
| 2.68%, 09/25/2042, Series 2017-BGS, Class A1(2) |
3,443,291 | 3,507,308 | ||||||
| Commonbond Student Loan Trust 2018-A-GS |
||||||||
| 3.21%, 02/25/2044, Series 2018-AGS, Class A1(2) |
2,851,205 | 2,956,004 | ||||||
| Commonbond Student Loan Trust 2018-C-GS |
||||||||
| 3.87%, 02/25/2046, Series 2018-CGS, Class A1(2) |
874,934 | 902,717 | ||||||
| Conseco Finance Corp. |
||||||||
| 6.18%, 04/01/2030, Series 1998-4, Class A5 |
1,526 | 1,533 | ||||||
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I Series 2019-HP1 |
||||||||
| 2.59%, 12/15/2026, Series 2019-HP1, Class A(2) |
847,565 | 852,854 | ||||||
| Consumer Receivables Asset Investment Trust 2021-1 |
||||||||
| 0.00% (3 Month LIBOR USD + 3.00%, 3.00% Floor), 03/24/2023, Series 2021-1, Class A1X(1)(2)(4) |
7,120,000 | 7,116,725 | ||||||
| Continental Finance Credit Card ABS Master Trust |
||||||||
| 2.24%, 12/15/2028, Series 2020-1A, Class A(2) |
4,000,000 | 4,027,468 | ||||||
| COOF Securitization Trust 2014-1 Ltd. |
||||||||
| 2.71%, 06/25/2040, Series 2014-1, Class A(2)(5) |
555,785 | 47,982 | ||||||
| Corevest American Finance 2019-1 Trust |
||||||||
| 3.88%, 03/15/2052, Series 2019-1, Class B(2) |
4,860,000 | 5,271,211 | ||||||
| Corevest American Finance 2019-3 Trust |
||||||||
| 2.71%, 10/15/2052, Series 2019-3, Class A(2) |
4,341,722 | 4,521,261 | ||||||
| 3.16%, 10/15/2052, Series 2019-3, Class B(2) |
2,250,000 | 2,372,883 | ||||||
| 3.27%, 10/15/2052, Series 2019-3, Class C(2) |
5,862,000 | 6,075,255 | ||||||
| CoreVest American Finance 2020-3 Trust |
||||||||
| 2.20%, 08/15/2053, Series 2020-3, Class B(2) |
6,314,000 | 6,079,999 | ||||||
| Countrywide Asset-Backed Certificates |
||||||||
| 4.16%, 02/25/2036, Series 2005-10, Class AF6(5) |
13,902 | 14,285 | ||||||
| 5.12%, 02/25/2035, Series 2004-S1, Class A3(3) |
10,131 | 10,275 | ||||||
| 5.97%, 09/25/2046, Series 2006-10, Class 1AF3(5) |
28,729 | 28,275 | ||||||
| CPS Auto Receivables Trust 2017-C |
||||||||
| 3.79%, 06/15/2023, Series 2017-C, Class D(2) |
142,487 | 143,043 | ||||||
| CPS Auto Receivables Trust 2020-B |
||||||||
| 2.11%, 04/15/2026, Series 2020-B, Class B(2) |
1,133,166 | 1,136,459 | ||||||
| CPS Auto Receivables Trust 2021-A |
||||||||
| 0.35%, 01/16/2024, Series 2021-A, Class A(2) |
1,494,651 | 1,494,812 | ||||||
| CPS Auto Receivables Trust 2021-B |
||||||||
| 0.37%, 03/17/2025, Series 2021-B, Class A(2) |
5,574,444 | 5,577,345 | ||||||
| Credit Acceptance Auto Loan Trust 2019-1 |
||||||||
| 3.33%, 02/15/2028, Series 2019-1A, Class A(2) |
1,220,024 | 1,223,415 | ||||||
| Credit Acceptance Auto Loan Trust 2020-1 |
||||||||
| 2.39%, 04/16/2029, Series 2020-1A, Class B(2) |
6,680,000 | 6,834,732 | ||||||
| Credit Acceptance Auto Loan Trust 2020-2 |
||||||||
| 1.37%, 07/16/2029, Series 2020-2A, Class A(2) |
2,850,000 | 2,878,290 | ||||||
| 2.73%, 11/15/2029, Series 2020-2A, Class C(2) |
3,500,000 | 3,604,629 |
| Crossroads Asset Trust 2021-A |
||||||||
| 2.52%, 01/20/2026, Series 2021-A, Class D(2) |
1,500,000 | 1,493,965 | ||||||
| CWABS Asset-Backed Certificates Trust 2005-1 |
||||||||
| 5.03%, 07/25/2035, Series 2005-1, Class AF6(5) |
52 | 52 | ||||||
| CWABS Asset-Backed Certificates Trust 2005-17 |
||||||||
| 5.56%, 05/25/2036, Series 2005-17, Class 1AF5(5) |
10,729 | 10,952 | ||||||
| CWABS, Inc. Asset-Backed Certificates Series 2004-1 |
||||||||
| 0.65% (1 Month LIBOR USD + 0.56%, 0.56% Floor), 04/25/2034, Series 2004-1, Class 3A(1) |
1,112 | 1,059 | ||||||
| 0.84% (1 Month LIBOR USD + 0.75%, 0.75% Floor), 03/25/2034, Series 2004-1, Class M1(1) |
8,645 | 8,636 | ||||||
| 0.91% (1 Month LIBOR USD + 0.83%, 0.83% Floor), 03/25/2034, Series 2004-1, Class M2(1) |
5,604 | 5,597 | ||||||
| CWABS, Inc. Asset-Backed Certificates Trust 2004-6 |
||||||||
| 0.87% (1 Month LIBOR USD + 0.78%, 0.78% Floor), 11/25/2034, Series 2004-6, Class 2A5(1) |
307,465 | 305,716 | ||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 10/25/2034, Series 2004-6, Class M1(1) |
9,424 | 9,344 | ||||||
| DataBank Issuer |
||||||||
| 2.06%, 02/27/2051, Series 2021-1A, Class A2(2) |
6,150,000 | 6,137,583 | ||||||
| Delta Air Lines 2015-1 Class AA Pass Through Trust |
||||||||
| 3.63%, 07/30/2027 |
960,859 | 1,029,859 | ||||||
| Diamond Resorts Owner Trust |
||||||||
| 3.27%, 10/22/2029, Series 2017-1A, Class A(2) |
749,096 | 756,546 | ||||||
| Diamond Resorts Owner Trust 2018-1 |
||||||||
| 3.70%, 01/21/2031, Series 2018-1, Class A(2) |
1,674,707 | 1,734,101 | ||||||
| Diamond Resorts Owner Trust 2019-1 |
||||||||
| 3.53%, 02/20/2032, Series 2019-1A, Class B(2) |
3,797,709 | 3,900,227 | ||||||
| Discover Card Execution Note Trust |
||||||||
| 0.58%, 09/15/2026, Series 2021-A1, Class A1 |
4,014,000 | 4,003,775 | ||||||
| 1.03%, 09/15/2028, Series 2021-A2, Class A2 |
4,668,000 | 4,636,610 | ||||||
| 3.04%, 07/15/2024, Series 2019-A1, Class A1 |
3,302,000 | 3,329,310 | ||||||
| Drive Auto Receivables Trust 2017-1 |
||||||||
| 3.84%, 03/15/2023, Series 2017-1, Class D |
72,077 | 72,180 | ||||||
| Drive Auto Receivables Trust 2017-3 |
||||||||
| 3.53%, 12/15/2023, Series 2017-3, Class D(2) |
1,549,311 | 1,557,320 | ||||||
| Drive Auto Receivables Trust 2019-1 |
||||||||
| 4.09%, 06/15/2026, Series 2019-1, Class D |
2,645,000 | 2,723,674 | ||||||
| Drive Auto Receivables Trust 2019-3 |
||||||||
| 2.65%, 02/15/2024, Series 2019-3, Class B |
348,727 | 349,079 | ||||||
| Drive Auto Receivables Trust 2019-4 |
||||||||
| 2.23%, 01/16/2024, Series 2019-4, Class B |
841,948 | 842,615 | ||||||
| Drive Auto Receivables Trust 2020-2 |
||||||||
| 1.42%, 03/17/2025, Series 2020-2, Class B |
2,260,000 | 2,272,300 | ||||||
| 2.28%, 08/17/2026, Series 2020-2, Class C |
1,611,000 | 1,640,690 | ||||||
| Drive Auto Receivables Trust 2021-1 |
||||||||
| 0.65%, 07/15/2025, Series 2021-1, Class B |
3,800,000 | 3,810,423 | ||||||
| 1.02%, 06/15/2027, Series 2021-1, Class C |
2,965,000 | 2,977,118 | ||||||
| Drive Auto Receivables Trust 2021-2 |
||||||||
| 0.58%, 12/15/2025, Series 2021-2, Class B |
7,700,000 | 7,701,727 | ||||||
| DT Auto Owner Trust 2019-4 |
||||||||
| 2.73%, 07/15/2025, Series 2019-4A, Class C(2) |
7,080,000 | 7,182,506 | ||||||
| DT Auto Owner Trust 2020-1 |
||||||||
| 1.94%, 09/15/2023, Series 2020-1A, Class A(2) |
296,908 | 297,132 | ||||||
| DT Auto Owner Trust 2020-2 |
||||||||
| 1.14%, 01/16/2024, Series 2020-2A, Class A(2) |
922,956 | 924,821 | ||||||
| 2.08%, 03/16/2026, Series 2020-2A, Class B(2) |
951,000 | 961,423 | ||||||
| DT Auto Owner Trust 2021-2 |
||||||||
| 1.10%, 02/16/2027, Series 2021-2A, Class C(2) |
1,835,000 | 1,839,350 | ||||||
| Elmwood CLO II Ltd. |
||||||||
| 1.28% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 04/20/2034, Series 2019-2A, Class AR(1)(2) |
20,000,000 | 19,994,960 | ||||||
| Exeter Automobile Receivables Trust 2017-3 |
||||||||
| 3.68%, 07/17/2023, Series 2017-3A, Class C(2) |
1,870,352 | 1,893,767 | ||||||
| Exeter Automobile Receivables Trust 2020-2 |
||||||||
| 2.08%, 07/15/2024, Series 2020-2A, Class B(2) |
2,476,550 | 2,488,372 | ||||||
| First Investors Auto Owner Trust 2017-1 |
||||||||
| 3.60%, 04/17/2023, Series 2017-1A, Class D(2) |
2,204,025 | 2,206,900 | ||||||
| First Investors Auto Owner Trust 2019-2 |
||||||||
| 2.21%, 09/16/2024, Series 2019-2A, Class A(2) |
890,328 | 894,327 | ||||||
| FirstKey Homes 2020-SFR2 Trust |
||||||||
| 2.67%, 10/19/2037, Series 2020-SFR2, Class E(2) |
7,948,000 | 8,055,994 | ||||||
| FirstKey Homes 2021-SFR1 Trust |
||||||||
| 1.54%, 08/17/2038, Series 2021-SFR1, Class A(2) |
12,500,000 | 12,482,353 | ||||||
| 2.19%, 08/17/2038, Series 2021-SFR1, Class D(2) |
7,500,000 | 7,468,845 | ||||||
| Flagship Credit Auto Trust 2017-2 |
||||||||
| 3.62%, 07/15/2023, Series 2017-2, Class D(2) |
2,528,985 | 2,551,010 | ||||||
| Flagship Credit Auto Trust 2018-3 |
||||||||
| 3.79%, 12/16/2024, Series 2018-3, Class C(2) |
7,710,000 | 7,835,857 | ||||||
| Flagship Credit Auto Trust 2019-2 |
||||||||
| 2.83%, 10/16/2023, Series 2019-2, Class A(2) |
965,782 | 968,548 | ||||||
| Flagship Credit Auto Trust 2019-4 |
||||||||
| 2.17%, 06/17/2024, Series 2019-4, Class A(2) |
3,248,726 | 3,266,773 | ||||||
| 3.12%, 01/15/2026, Series 2019-4, Class D(2) |
9,275,000 | 9,674,652 | ||||||
| Flagship Credit Auto Trust 2020-1 |
||||||||
| 1.90%, 08/15/2024, Series 2020-1, Class A(2) |
3,228,288 | 3,251,599 | ||||||
| Flagship Credit Auto Trust 2020-2 |
||||||||
| 1.49%, 07/15/2024, Series 2020-2, Class A(2) |
1,474,136 | 1,479,673 | ||||||
| Flagship Credit Auto Trust 2020-3 |
||||||||
| 0.70%, 04/15/2025, Series 2020-3, Class A(2) |
1,340,866 | 1,344,090 | ||||||
| Flagship Credit Auto Trust 2021-2 |
||||||||
| 0.37%, 12/15/2026, Series 2021-2, Class A(2) |
7,603,523 | 7,601,916 | ||||||
| Ford Credit Auto Owner Trust 2018-REV1 |
||||||||
| 3.19%, 07/15/2031, Series 2018-1, Class A(2) |
24,024,000 | 25,723,306 | ||||||
| Ford Credit Auto Owner Trust 2020-A |
||||||||
| 1.04%, 08/15/2024, Series 2020-A, Class A3 |
2,990,314 | 3,006,590 | ||||||
| 1.35%, 07/15/2025, Series 2020-A, Class A4 |
2,163,000 | 2,201,567 | ||||||
| Ford Credit Auto Owner Trust 2020-B |
||||||||
| 0.79%, 11/15/2025, Series 2020-B, Class A4 |
3,711,000 | 3,735,862 | ||||||
| Ford Credit Auto Owner Trust 2020-C |
||||||||
| 0.51%, 08/15/2026, Series 2020-C, Class A4 |
5,576,000 | 5,550,596 | ||||||
| Ford Credit Auto Owner Trust 2020-REV1 |
||||||||
| 2.04%, 08/15/2031, Series 2020-1, Class A(2) |
12,300,000 | 12,718,653 | ||||||
| Ford Credit Auto Owner Trust 2020-REV2 |
||||||||
| 1.06%, 04/15/2033, Series 2020-2, Class A(2) |
13,400,000 | 13,349,751 |
| Ford Credit Auto Owner Trust 2021-REV1 |
||||||||
| 1.61%, 10/17/2033, Series 2021-1, Class B(2) |
2,320,000 | 2,317,759 | ||||||
| Ford Credit Floorplan Master Owner Trust A |
||||||||
| 1.06%, 09/15/2027, Series 2020-2, Class A |
14,747,000 | 14,713,859 | ||||||
| Foundation Finance Trust 2017-1 |
||||||||
| 3.30%, 07/15/2033, Series 2017-1A, Class A(2) |
572,325 | 579,003 | ||||||
| Foundation Finance Trust 2019-1 |
||||||||
| 3.86%, 11/15/2034, Series 2019-1A, Class A(2) |
1,751,321 | 1,802,480 | ||||||
| Foursight Capital Automobile Receivables Trust 2021-1 |
||||||||
| 1.32%, 03/15/2027, Series 2021-1, Class D(2) |
900,000 | 892,304 | ||||||
| Foursight Capital Automobile Receivables Trust 2021-2 |
||||||||
| 1.92%, 09/15/2027, Series 2021-2, Class D(2) |
850,000 | 847,763 | ||||||
| FTF 2019-1 A FRN |
||||||||
| 5.50%, 08/15/2024(5)(13) |
1,648,990 | 1,244,987 | ||||||
| GE Capital Mortgage Services, Inc. 1999-HE1 Trust |
||||||||
| 6.27%, 04/25/2029, Series 1999-HE1, Class A7 |
5 | 5 | ||||||
| 6.71%, 04/25/2029, Series 1999-HE1, Class M(5) |
13,083 | 11,881 | ||||||
| Generate CLO 8 Ltd. |
||||||||
| 1.63% (3 Month LIBOR USD + 1.50%, 1.50% Floor), 04/20/2032, Series 2020-1A, Class A1(1)(2) |
25,000,000 | 25,076,750 | ||||||
| Genesis Sales Finance Master Trust |
||||||||
| 1.65%, 09/22/2025, Series 2020-AA, Class A(2) |
6,111,000 | 6,147,230 | ||||||
| GLS Auto Receivables Issuer Trust 2021-1 |
||||||||
| 1.68%, 01/15/2027, Series 2021-1A, Class D(2) |
1,200,000 | 1,203,625 | ||||||
| GLS Auto Receivables Trust |
||||||||
| 0.77%, 09/15/2025, Series 2021-2A, Class B(2) |
2,318,000 | 2,319,958 | ||||||
| 1.42%, 04/15/2027, Series 2021-2A, Class D(2) |
2,250,000 | 2,243,189 | ||||||
| GM Financial Automobile Leasing Trust 2020-2 |
||||||||
| 0.80%, 07/20/2023, Series 2020-2, Class A3 |
3,688,000 | 3,702,067 | ||||||
| 1.01%, 07/22/2024, Series 2020-2, Class A4 |
1,000,000 | 1,008,169 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2018-4 |
||||||||
| 3.62%, 06/17/2024, Series 2018-4, Class C |
1,400,000 | 1,442,293 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2020-1 |
||||||||
| 1.84%, 09/16/2024, Series 2020-1, Class A3 |
6,734,607 | 6,793,427 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2020-2 |
||||||||
| 1.49%, 12/16/2024, Series 2020-2, Class A3 |
3,095,000 | 3,122,450 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2020-3 |
||||||||
| 0.45%, 04/16/2025, Series 2020-3, Class A3 |
3,775,000 | 3,782,074 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2020-4 |
||||||||
| 0.50%, 02/17/2026, Series 2020-4, Class A4 |
5,097,000 | 5,076,843 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2021-1 |
||||||||
| 0.54%, 05/17/2027, Series 2021-1, Class A4 |
4,174,000 | 4,151,680 | ||||||
| GM Financial Revolving Receivables Trust 2021-1 |
||||||||
| 1.17%, 06/12/2034, Series 2021-1, Class A(2) |
2,882,000 | 2,881,715 | ||||||
| 1.49%, 06/12/2034, Series 2021-1, Class B(2) |
500,000 | 499,994 | ||||||
| GMF Floorplan Owner Revolving Trust |
||||||||
| 0.68%, 08/15/2025, Series 2020-1, Class A(2) |
4,031,000 | 4,046,548 | ||||||
| Gold Key Resorts 2014-A LLC |
||||||||
| 3.22%, 03/17/2031, Series 2014-A, Class A(2) |
105,566 | 106,784 | ||||||
| Golden Bear 2016-R LLC |
||||||||
| 5.65%, 09/20/2047, Series 2016-R, Class R(2) |
315,386 | 315,525 | ||||||
| Goodgreen 2017-1 Trust |
||||||||
| 3.74%, 10/15/2052, Series 2017-1A, Class A(2) |
970,900 | 1,020,956 | ||||||
| Goodgreen 2017-2 Trust |
||||||||
| 3.26%, 10/15/2053, Series 2017-2A, Class A(2) |
2,701,051 | 2,814,950 | ||||||
| Goodgreen 2017-R1 Trust |
||||||||
| 5.00%, 10/20/2051(2)(13) |
4,101,204 | 4,051,200 | ||||||
| Goodgreen 2019-2 Trust |
||||||||
| 2.76%, 04/15/2055, Series 2019-2A, Class A(2) |
4,144,547 | 4,232,335 | ||||||
| Greenwood Park CLO Ltd. |
||||||||
| 1.14% (3 Month LIBOR USD + 1.01%), 04/15/2031, Series 2018-1A, Class A2(1)(2) |
23,000,000 | 23,028,750 | ||||||
| GSAMP Trust 2006-HE7 |
||||||||
| 0.32% (1 Month LIBOR USD + 0.23%, 0.23% Floor), 10/25/2046, Series 2006-HE7, Class A2D(1) |
445,666 | 443,861 | ||||||
| Harley-Davidson Motorcycle Trust 2021-A |
||||||||
| 0.37%, 04/15/2026, Series 2021-A, Class A3 |
8,820,000 | 8,823,627 | ||||||
| 0.53%, 09/15/2028, Series 2021-A, Class A4 |
4,288,000 | 4,284,027 | ||||||
| Headlands Residential 2018-RPL1 LLC |
||||||||
| 3.88%, 08/25/2024, Series 2018-RPL1, Class A(2)(3) |
8,245,000 | 8,285,778 | ||||||
| HERO Funding 2017-3 |
||||||||
| 3.95%, 09/20/2048, Series 2017-3A, Class A2(2) |
1,929,413 | 2,036,640 | ||||||
| HERO Funding II 2016-3B |
||||||||
| 5.24%, 09/20/2042, Series 2016-3B, Class B(2) |
184,121 | 184,317 | ||||||
| HERO Funding Trust 2016-2 |
||||||||
| 3.75%, 09/20/2041, Series 2016-2A, Class A(2) |
1,018,469 | 1,058,998 | ||||||
| HERO Funding Trust 2016-3 |
||||||||
| 3.08%, 09/20/2042, Series 2016-3A, Class A1(2) |
444,642 | 456,395 | ||||||
| HERO Funding Trust 2016-4A |
||||||||
| 3.57%, 09/20/2047, Series 2016-4A, Class A1(2) |
1,454,524 | 1,487,655 | ||||||
| HERO Funding Trust 2017-1A |
||||||||
| 4.46%, 09/20/2047, Series 2017-1A, Class A2(2) |
2,686,823 | 2,862,665 | ||||||
| HERO Funding Trust 2017-2 |
||||||||
| 3.28%, 09/20/2048, Series 2017-2A, Class A1(2) |
2,458,693 | 2,557,672 | ||||||
| Hertz Vehicle Financing III LP |
||||||||
| 1.68%, 12/27/2027, Series 2021-2A, Class A(2) |
7,200,000 | 7,207,573 | ||||||
| Hertz Vehicle Financing LLC |
||||||||
| 1.21%, 12/26/2025, Series 2021-1A, Class A(2) |
8,200,000 | 8,226,094 | ||||||
| Hilton Grand Vacations Trust 2017-A |
||||||||
| 2.66%, 12/26/2028, Series 2017-AA, Class A(2) |
669,849 | 684,339 | ||||||
| HIN Timeshare Trust 2020-A |
||||||||
| 2.23%, 10/09/2039, Series 2020-A, Class B(2) |
2,851,106 | 2,895,031 | ||||||
| Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-A |
||||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 03/25/2036, Series 2006-A, Class A3(1) |
4,630 | 4,623 | ||||||
| Honda Auto Receivables 2020-2 Owner Trust |
||||||||
| 0.74%, 11/15/2022, Series 2020-2, Class A2 |
174,867 | 174,949 | ||||||
| 0.82%, 07/15/2024, Series 2020-2, Class A3 |
3,810,000 | 3,829,685 | ||||||
| 1.09%, 10/15/2026, Series 2020-2, Class A4 |
1,022,000 | 1,035,477 | ||||||
| Honda Auto Receivables 2020-3 Owner Trust |
||||||||
| 0.46%, 04/19/2027, Series 2020-3, Class A4 |
5,701,000 | 5,708,969 |
| Hyundai Auto Receivables Trust 2020-A |
||||||||
| 1.41%, 11/15/2024, Series 2020-A, Class A3 |
4,157,000 | 4,202,937 | ||||||
| 1.72%, 06/15/2026, Series 2020-A, Class A4 |
3,308,000 | 3,387,052 | ||||||
| Hyundai Auto Receivables Trust 2021-A |
||||||||
| 0.62%, 05/17/2027, Series 2021-A, Class A4 |
3,352,000 | 3,338,263 | ||||||
| Hyundai Auto Receivables Trust 2021-B |
||||||||
| 0.38%, 01/15/2026, Series 2021-B, Class A3 |
5,918,000 | 5,906,662 | ||||||
| Imc Home Equity Loan Trust 1997-5 |
||||||||
| 6.88%, 11/20/2028, Series 1997-5, Class A10 |
8 | 8 | ||||||
| KGS-Alpha SBA COOF Trust |
||||||||
| 0.16%, 05/25/2039, Series 2012-6, Class A(2)(5) |
1,666,241 | 23,097 | ||||||
| KGS-Alpha SBA COOF Trust 2012-2 |
||||||||
| 0.62%, 08/25/2038, Series 2012-2, Class A(2)(5) |
1,700,924 | 26,283 | ||||||
| KGS-Alpha SBA COOF Trust 2014-2 |
||||||||
| 2.10%, 04/25/2040, Series 2014-2, Class A(2)(5) |
569,335 | 46,058 | ||||||
| KKR CLO 11 Ltd. |
||||||||
| 1.31% (3 Month LIBOR USD + 1.18%), 01/15/2031, Series 11, Class AR(1)(2) |
8,500,000 | 8,502,644 | ||||||
| KKR Clo 32 Ltd. |
||||||||
| 1.45% (3 Month LIBOR USD + 1.32%, 1.32% Floor), 01/15/2032, Series 32A, Class A1(1)(2) |
26,000,000 | 26,075,582 | ||||||
| KVK CLO 2018-1 Ltd. |
||||||||
| 1.06% (3 Month LIBOR USD + 0.93%), 05/20/2029, Series 2018-1A, Class A(1)(2) |
12,870,584 | 12,875,333 | ||||||
| Lakeview 2021-CRT2 LLC |
||||||||
| 0.00%, 11/10/2032, Series 2021-CRT2(2)(5)(13) |
1,403,170 | 1,403,170 | ||||||
| Laurel Road Prime Student Loan Trust 2017-C |
||||||||
| 2.81%, 11/25/2042, Series 2017-C, Class A2B(2) |
1,257,438 | 1,273,378 | ||||||
| Laurel Road Prime Student Loan Trust 2018-B |
||||||||
| 3.54%, 05/26/2043, Series 2018-B, Class A2FX(2) |
2,540,825 | 2,580,597 | ||||||
| Legacy Mortgage Asset Trust 2019-GS4 |
||||||||
| 3.44%, 05/25/2059, Series 2019-GS4, Class A1(2)(3) |
3,268,226 | 3,271,480 | ||||||
| LendingPoint 2020-REV1 Asset Securitization Trust |
||||||||
| 2.73%, 10/15/2028, Series 2020-REV1, Class A(2) |
8,400,000 | 8,482,274 | ||||||
| Lendmark Funding Trust 2019-2 |
||||||||
| 2.78%, 04/20/2028, Series 2019-2A, Class A(2) |
4,200,000 | 4,290,001 | ||||||
| LL ABS Trust 2020-1 |
||||||||
| 2.33%, 01/17/2028, Series 2020-1A, Class A(2) |
2,452,416 | 2,465,554 | ||||||
| Long Beach Mortgage Loan Trust 2004-1 |
||||||||
| 0.84% (1 Month LIBOR USD + 0.75%, 0.75% Floor), 02/25/2034, Series 2004-1, Class M1(1) |
109,679 | 109,763 | ||||||
| Long Beach Mortgage Loan Trust 2004-3 |
||||||||
| 0.94% (1 Month LIBOR USD + 0.86%, 0.86% Floor), 07/25/2034, Series 2004-3, Class M1(1) |
29,831 | 29,721 | ||||||
| LP LMS 2021-1 |
||||||||
| 3.23%, 10/15/2028(2)(13) |
9,050,327 | 9,147,546 | ||||||
| LP LMS 2021-2 Asset Securitization Trust |
||||||||
| 1.75%, 01/15/2029, Series 2021-2A, Class A(2) |
10,236,000 | 10,240,207 | ||||||
| Man GLG US CLO 2018-2 Ltd. |
||||||||
| 1.37% (3 Month LIBOR USD + 1.24%, 1.24% Floor), 10/15/2028, Series 2018-2A, Class A1R(1)(2) |
7,501,853 | 7,504,479 | ||||||
| Mariner Finance Issuance Trust 2019-A |
||||||||
| 2.96%, 07/20/2032, Series 2019-AA, Class A(2) |
6,000,000 | 6,115,748 | ||||||
| 3.51%, 07/20/2032, Series 2019-AA, Class B(2) |
5,235,000 | 5,382,268 | ||||||
| Mariner Finance Issuance Trust 2021-A |
||||||||
| 2.33%, 03/20/2036, Series 2021-AA, Class B(2) |
5,700,000 | 5,760,169 | ||||||
| Mercury Financial Credit Card Master Trust |
||||||||
| 1.54%, 03/20/2026, Series 2021-1A, Class A(2) |
5,365,000 | 5,380,034 | ||||||
| MidOcean Credit CLO III |
||||||||
| 1.25% (3 Month LIBOR USD + 1.12%, 1.12% Floor), 04/21/2031, Series 2014-3A, Class A1R(1)(2) |
15,217,777 | 15,245,808 | ||||||
| MidOcean Credit CLO IX |
||||||||
| 1.28% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 07/20/2031, Series 2018-9A, Class A1(1)(2) |
4,000,000 | 4,002,804 | ||||||
| Mid-State Capital Corp. 2006-1 Trust |
||||||||
| 6.08%, 10/15/2040, Series 2006-1, Class M1(2) |
525,599 | 553,675 | ||||||
| Mission Lane Credit Card Master Trust |
||||||||
| 1.59%, 09/15/2026, Series 2021-A, Class A(2) |
7,691,000 | 7,688,906 | ||||||
| MMAF Equipment Finance LLC 2019-B |
||||||||
| 2.29%, 11/12/2041, Series 2019-B, Class A5(2) |
7,200,000 | 7,512,072 | ||||||
| Mountain View CLO IX Ltd. |
||||||||
| 1.25% (3 Month LIBOR USD + 1.12%), 07/15/2031, Series 2015-9A, Class A1R(1)(2) |
20,000,000 | 20,001,360 | ||||||
| MRA Issuance Trust 2021-EBO7 |
||||||||
| 2.84% (1 Month LIBOR USD + 2.75%, 2.75% Floor), 02/16/2022, Series 2021-EBO7, Class A1X(1)(2) |
16,400,000 | 16,406,183 | ||||||
| Nationstar HECM Loan Trust 2020-1 |
||||||||
| 1.27%, 09/25/2030, Series 2020-1A, Class A1(2)(5) |
6,873,377 | 6,892,117 | ||||||
| Navient Private Education Refi Loan Trust 2018-A |
||||||||
| 3.19%, 02/18/2042, Series 2018-A, Class A2(2) |
4,445,129 | 4,495,968 | ||||||
| Navient Private Education Refi Loan Trust 2018-C |
||||||||
| 3.52%, 06/16/2042, Series 2018-CA, Class A2(2) |
2,373,332 | 2,420,409 | ||||||
| Navient Private Education Refi Loan Trust 2019-C |
||||||||
| 3.13%, 02/15/2068, Series 2019-CA, Class A2(2) |
4,693,654 | 4,809,044 | ||||||
| Navient Private Education Refi Loan Trust 2020-B |
||||||||
| 2.12%, 01/15/2069, Series 2020-BA, Class A2(2) |
4,569,697 | 4,635,819 | ||||||
| New Century Home Equity Loan Trust Series 2003-5 |
||||||||
| 4.88%, 11/25/2033, Series 2003-5, Class AI6(3) |
114,757 | 117,409 | ||||||
| New Residential Mortgage Loan Trust 2018-1 |
||||||||
| 4.00%, 12/25/2057, Series 2018-1A, Class A1A(2)(5) |
1,983,450 | 2,116,758 | ||||||
| Nissan Auto Receivables 2020-A Owner Trust |
||||||||
| 1.38%, 12/16/2024, Series 2020-A, Class A3 |
3,974,000 | 4,010,164 | ||||||
| Nissan Auto Receivables 2021-A Owner Trust |
||||||||
| 0.33%, 10/15/2025, Series 2021-A, Class A3 |
9,768,000 | 9,755,957 | ||||||
| Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2006-FM1 |
||||||||
| 0.55% (1 Month LIBOR USD + 0.46%, 0.46% Floor), 11/25/2035, Series 2006-FM1, Class 1A1(1) |
4,559,761 | 4,546,965 | ||||||
| NRZ Excess Spread-Collateralized Notes |
||||||||
| 3.10%, 07/25/2026, Series 2021-FHT1, Class A(2) |
17,737,518 | 17,800,724 | ||||||
| 3.23%, 05/25/2026, Series 2021-FNT2, Class A(2) |
8,050,037 | 8,081,085 | ||||||
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 |
||||||||
| 3.84%, 12/25/2025, Series 2020-PLS1, Class A(2) |
7,473,977 | 7,553,195 | ||||||
| Oakwood Mortgage Investors, Inc. |
||||||||
| 6.45%, 12/15/2023, Series 1999-B, Class A3 |
624 | 638 | ||||||
| Octane Receivables Trust 2021-1 |
||||||||
| 1.53%, 04/20/2027, Series 2021-1A, Class B(2) |
700,000 | 700,758 | ||||||
| OL SP 2018-B LLC |
||||||||
| 4.16%, 02/09/2030, Series 2018, Class A |
1,501,288 | 1,555,074 | ||||||
| 4.61%, 02/09/2030, Series 2018, Class B |
326,367 | 335,921 |
| OneMain Direct Auto Receivables Trust 2018-1 |
||||||||
| 3.43%, 12/16/2024, Series 2018-1A, Class A(2) |
2,713,175 | 2,719,299 | ||||||
| OneMain Direct Auto Receivables Trust 2019-1 |
||||||||
| 3.63%, 09/14/2027, Series 2019-1A, Class A(2) |
14,600,000 | 15,649,030 | ||||||
| OneMain Financial Issuance Trust 2020-2 |
||||||||
| 1.75%, 09/14/2035, Series 2020-2A, Class A(2) |
6,100,000 | 6,180,225 | ||||||
| OneMain Financial Issuance Trust 2020-A |
||||||||
| 3.84%, 05/14/2032, Series 2020-1A, Class A(2) |
3,400,000 | 3,514,224 | ||||||
| OneMain Financial Issuance Trust 2021-1 |
||||||||
| 0.81% (30-day Average Secured Overnight Financing Rate + 0.76%), 06/16/2036, Series
2021-1A, |
9,900,000 | 9,972,019 | ||||||
| Oportun Funding XIV LLC |
||||||||
| 1.21%, 03/08/2028, Series 2021-A, Class A(2) |
3,600,000 | 3,609,615 | ||||||
| 1.76%, 03/08/2028, Series 2021-A, Class B(2) |
5,625,000 | 5,639,401 | ||||||
| Oportun Issuance Trust 2021-B |
||||||||
| 1.47%, 05/08/2031, Series 2021-B, Class A(2) |
5,610,000 | 5,613,157 | ||||||
| Option One Mortgage Loan Trust 2004-3 |
||||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 11/25/2034, Series 2004-3, Class A4(1) |
1,691,802 | 1,634,827 | ||||||
| OZLM Funding IV Ltd. |
||||||||
| 1.39% (3 Month LIBOR USD + 1.25%), 10/22/2030, Series 2013-4A, Class A1R(1)(2) |
9,811,675 | 9,811,714 | ||||||
| OZLM XXII Ltd. |
||||||||
| 1.20% (3 Month LIBOR USD + 1.07%), 01/17/2031, Series 2018-22A, Class A1(1)(2) |
6,991,130 | 6,991,431 | ||||||
| P4 SFR 2019-STL |
||||||||
| 7.25%, 10/11/2022(13) |
5,700,000 | 5,700,000 | ||||||
| Pagaya AI Debt Selection Trust 2021-1 |
||||||||
| 1.18%, 11/15/2027, Series 2021-1, Class A(2) |
15,012,422 | 15,048,304 | ||||||
| Palmer Square CLO 2014-1 Ltd. |
||||||||
| 1.26% (3 Month LIBOR USD + 1.13%, 1.13% Floor), 01/17/2031, Series 2014-1A, Class A1R2(1)(2) |
4,000,000 | 4,002,284 | ||||||
| Palmer Square CLO 2018-2 Ltd. |
||||||||
| 1.23% (3 Month LIBOR USD + 1.10%), 07/16/2031, Series 2018-2A, Class A1A(1)(2) |
20,000,000 | 20,020,220 | ||||||
| Park Avenue Institutional Advisers CLO Ltd. 2018-1 |
||||||||
| 1.13% (3 Month LIBOR USD + 1.00%, 1.00% Floor), 10/20/2031, Series 2018-1A, Class A1AR(1)(2) |
21,500,000 | 21,516,018 | ||||||
| Pennsylvania Higher Education Assistance Agency |
||||||||
| 0.65% (1 Month LIBOR USD + 0.53%, 0.53% Floor), 05/25/2070, Series 2021-1A, Class A(1)(2) |
10,500,000 | 10,516,213 | ||||||
| PPM CLO 4 Ltd. |
||||||||
| 1.55% (3 Month LIBOR USD + 1.42%, 1.42% Floor), 10/18/2031, Series 2020-4A, Class A1(1)(2) |
15,000,000 | 14,996,250 | ||||||
| Pretium Mortgage Credit Partners I 2020-NPL3 LLC |
||||||||
| 3.10%, 06/27/2060, Series 2020-NPL3, Class A1(2)(3) |
4,351,954 | 4,353,416 | ||||||
| Progress Residential 2020-SFR3 Trust |
||||||||
| 2.30%, 10/17/2027, Series 2020-SFR3, Class E(2) |
6,000,000 | 5,972,857 | ||||||
| Progress Residential 2021-SFR1 |
||||||||
| 1.56%, 04/17/2038, Series 2021-SFR1, Class C(2) |
3,500,000 | 3,450,936 | ||||||
| Progress Residential 2021-SFR3 |
||||||||
| 2.54%, 05/17/2026, Series 2021-SFR3, Class E1(2) |
6,250,000 | 6,242,366 | ||||||
| RAMP Series 2005-RS1 Trust |
||||||||
| 4.71%, 11/25/2034, Series 2005-RS1, Class AI6 |
11 | 11 | ||||||
| Regional Management Issuance Trust 2020-1 |
||||||||
| 3.23%, 10/15/2030, Series 2020-1, Class B(2) |
2,590,000 | 2,644,650 | ||||||
| Regional Management Issuance Trust 2021-1 |
||||||||
| 1.68%, 03/17/2031, Series 2021-1, Class A(2) |
3,183,000 | 3,183,761 | ||||||
| Renaissance Home Equity Loan Trust |
||||||||
| 5.61%, 04/25/2037, Series 2007-1, Class AF3(3) |
298,832 | 126,551 | ||||||
| Renew 2017-1 |
||||||||
| 3.67%, 09/20/2052, Series 2017-1A, Class A(2) |
1,178,590 | 1,233,873 | ||||||
| Rockford Tower CLO 2020-1 Ltd. |
||||||||
| 1.41% (3 Month LIBOR USD + 1.28%), 01/20/2032, Series 2020-1A, Class A(1)(2) |
12,000,000 | 12,040,104 | ||||||
| Santander Consumer Auto Receivables Trust 2020-B |
||||||||
| 0.46%, 08/15/2024, Series 2020-BA, Class A3(2) |
7,527,000 | 7,535,570 | ||||||
| Santander Consumer Auto Receivables Trust 2021-A |
||||||||
| 0.33%, 10/15/2025, Series 2021-AA, Class A3(2) |
5,591,000 | 5,589,777 | ||||||
| 0.48%, 06/15/2026, Series 2021-AA, Class A4(2) |
3,258,000 | 3,251,868 | ||||||
| Santander Drive Auto Receivables Trust 2019-3 |
||||||||
| 2.49%, 10/15/2025, Series 2019-3, Class C |
4,932,035 | 4,964,043 | ||||||
| Santander Drive Auto Receivables Trust 2020-1 |
||||||||
| 2.03%, 02/15/2024, Series 2020-1, Class A3 |
1,089,750 | 1,091,938 | ||||||
| Santander Drive Auto Receivables Trust 2020-2 |
||||||||
| 0.67%, 04/15/2024, Series 2020-2, Class A3 |
1,931,500 | 1,932,607 | ||||||
| 0.96%, 11/15/2024, Series 2020-2, Class B |
2,573,000 | 2,580,643 | ||||||
| Santander Drive Auto Receivables Trust 2020-3 |
||||||||
| 1.12%, 01/15/2026, Series 2020-3, Class C |
8,000,000 | 8,049,758 | ||||||
| Santander Drive Auto Receivables Trust 2020-4 |
||||||||
| 1.01%, 01/15/2026, Series 2020-4, Class C |
11,568,000 | 11,642,755 | ||||||
| Santander Drive Auto Receivables Trust 2021-1 |
||||||||
| 0.32%, 09/16/2024, Series 2021-1, Class A3 |
7,623,000 | 7,627,347 | ||||||
| 0.75%, 02/17/2026, Series 2021-1, Class C |
9,850,000 | 9,890,303 | ||||||
| Santander Drive Auto Receivables Trust 2021-2 |
||||||||
| 0.90%, 06/15/2026, Series 2021-2, Class C |
11,577,000 | 11,617,632 | ||||||
| 1.35%, 07/15/2027, Series 2021-2, Class D |
10,700,000 | 10,740,143 | ||||||
| Santander Drive Auto Receivables Trust 2021-3 |
||||||||
| 0.95%, 09/15/2027, Series 2021-3, Class C |
11,000,000 | 11,019,897 | ||||||
| SART 2017-1 |
||||||||
| 4.75%, 07/15/2024(13) |
3,572,860 | 3,572,860 | ||||||
| SART 2018-1 |
||||||||
| 4.76%, 06/15/2025(13) |
4,321,301 | 4,321,301 | ||||||
| SCF Equipment Leasing 2021-1 LLC |
||||||||
| 1.93%, 09/20/2030, Series 2021-1A, Class D(2) |
3,600,000 | 3,571,974 | ||||||
| Securitized Asset Backed Receivables LLC Trust 2006-CB1 |
||||||||
| 2.92%, 01/25/2036, Series 2006-CB1, Class AF2(3) |
48,123 | 48,345 | ||||||
| Sierra Timeshare 2019-3 Receivables Funding LLC |
||||||||
| 2.75%, 08/20/2036, Series 2019-3A, Class B(2) |
2,091,230 | 2,123,963 | ||||||
| Sierra Timeshare 2020-2 Receivables Funding LLC |
||||||||
| 1.33%, 07/20/2037, Series 2020-2A, Class A(2) |
2,210,328 | 2,215,446 | ||||||
| Sierra Timeshare 2021-1 Receivables Funding LLC |
||||||||
| 1.34%, 11/20/2037, Series 2021-1A, Class B(2) |
5,867,919 | 5,862,287 | ||||||
| Sixth Street CLO XVI Ltd. |
||||||||
| 1.45% (3 Month LIBOR USD + 1.32%, 1.32% Floor), 10/20/2032, Series 2020-16A, Class A1A(1)(2) |
20,000,000 | 20,063,160 | ||||||
| SoFi Consumer Loan Program 2019-3 Trust |
||||||||
| 2.90%, 05/25/2028, Series 2019-3, Class A(2) |
151,288 | 151,502 |
| SoFi Consumer Loan Program 2020-1 Trust |
||||||||
| 2.02%, 01/25/2029, Series 2020-1, Class A(2) |
2,567,420 | 2,583,440 | ||||||
| SoFi Professional Loan Program 2017-F LLC |
||||||||
| 2.84%, 01/25/2041, Series 2017-F, Class A2FX(2) |
7,361,184 | 7,528,379 | ||||||
| SoFi Professional Loan Program 2018-B Trust |
||||||||
| 3.34%, 08/25/2047, Series 2018-B, Class A2FX(2) |
3,298,801 | 3,381,746 | ||||||
| SoFi Professional Loan Program 2019-C LLC |
||||||||
| 2.37%, 11/16/2048, Series 2019-C, Class A2FX(2) |
6,850,046 | 6,975,837 | ||||||
| SoFi Professional Loan Program 2020-ATrust |
||||||||
| 2.54%, 05/15/2046, Series 2020-A, Class A2FX(2) |
7,800,000 | 8,005,294 | ||||||
| Sound Point CLO II Ltd. |
||||||||
| 1.20% (3 Month LIBOR USD + 1.07%, 1.07% Floor), 01/26/2031, Series 2013-1A, Class A1R(1)(2) |
9,000,000 | 9,010,584 | ||||||
| Springleaf Funding Trust 2017-A |
||||||||
| 2.68%, 07/15/2030, Series 2017-AA, Class A(2) |
1,471,081 | 1,473,015 | ||||||
| Structured Asset Securities Corp. Mortgage Loan Trust 2005-7XS |
||||||||
| 5.94%, 04/25/2035, Series 2005-7XS, Class 1A4B(3) |
152 | 163 | ||||||
| Structured Asset Securities Corp. Mortgage Pass-Through Ctfs Series 2004-6XS |
||||||||
| 6.03%, 03/25/2034, Series 2004-6XS, Class A5A(3) |
39,174 | 39,585 | ||||||
| 6.05%, 03/25/2034, Series 2004-6XS, Class A5B(3) |
31,329 | 31,657 | ||||||
| Structured Asset Securities Corp. Pass-Through Certificates Series 2002-AL1 |
||||||||
| 3.45%, 02/25/2032, Series 2002-AL1, Class A2 |
10,977 | 10,491 | ||||||
| 3.45%, 02/25/2032, Series 2002-AL1, Class A3 |
34,043 | 31,535 | ||||||
| Synchrony Card Funding LLC |
||||||||
| 2.95%, 03/15/2025, Series 2019-A1, Class A |
12,384,000 | 12,538,194 | ||||||
| Towd Point Mortgage Trust 2017-2 |
||||||||
| 2.75%, 04/25/2057, Series 2017-2, Class A1(2)(5) |
2,347,807 | 2,376,143 | ||||||
| Towd Point Mortgage Trust 2017-6 |
||||||||
| 2.75%, 10/25/2057, Series 2017-6, Class A1(2)(5) |
4,119,249 | 4,198,908 | ||||||
| Towd Point Mortgage Trust 2018-1 |
||||||||
| 3.00%, 01/25/2058, Series 2018-1, Class A1(2)(5) |
4,006,308 | 4,087,992 | ||||||
| Towd Point Mortgage Trust 2019-1 |
||||||||
| 3.71%, 03/25/2058, Series 2019-1, Class A1(2)(5) |
5,511,085 | 5,804,352 | ||||||
| Towd Point Mortgage Trust 2019-HY3 |
||||||||
| 1.09% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 10/25/2059, Series 2019-HY3, Class A1A(1)(2) |
1,422,514 | 1,433,762 | ||||||
| Towd Point Mortgage Trust 2020-4 |
||||||||
| 1.75%, 10/25/2060, Series 2020-4, Class A1(2) |
3,350,240 | 3,392,009 | ||||||
| Towd Point Mortgage Trust 2020-MH1 |
||||||||
| 2.25%, 02/25/2060, Series 2020-MH1, Class A1(2)(5) |
5,973,906 | 6,018,667 | ||||||
| Toyota Auto Loan Extended Note Trust 2019-1 |
||||||||
| 2.56%, 11/25/2031, Series 2019-1A, Class A(2) |
7,675,000 | 8,047,184 | ||||||
| Toyota Auto Loan Extended Note Trust 2020-1 |
||||||||
| 1.35%, 05/25/2033, Series 2020-1A, Class A(2) |
7,685,000 | 7,787,524 | ||||||
| Toyota Auto Receivables 2020-A Owner Trust |
||||||||
| 1.68%, 05/15/2025, Series 2020-A, Class A4 |
1,196,000 | 1,223,324 | ||||||
| Toyota Auto Receivables 2020-B Owner Trust |
||||||||
| 1.36%, 08/15/2024, Series 2020-B, Class A3 |
3,481,000 | 3,510,524 | ||||||
| 1.66%, 09/15/2025, Series 2020-B, Class A4 |
3,189,000 | 3,260,995 | ||||||
| Toyota Auto Receivables 2020-D Owner Trust |
||||||||
| 0.47%, 01/15/2026, Series 2020-D, Class A4 |
4,856,000 | 4,843,806 | ||||||
| Toyota Auto Receivables 2021-B Owner Trust |
||||||||
| 0.53%, 10/15/2026, Series 2021-B, Class A4 |
7,016,000 | 6,981,153 | ||||||
| Tricolor Auto Securitization Trust 2020-1 |
||||||||
| 4.88%, 11/15/2026, Series 2020-1A, Class A(2) |
3,831,176 | 3,865,127 | ||||||
| United Auto Credit Securitization Trust |
||||||||
| 1.14%, 06/10/2026, Series 2021-1, Class D(2) |
850,000 | 850,441 | ||||||
| USAA Auto Owner Trust 2019-1 |
||||||||
| 2.14%, 11/15/2024, Series 2019-1, Class A4 |
4,004,000 | 4,056,281 | ||||||
| VCAT 2021-NPL1 LLC |
||||||||
| 2.29%, 12/26/2050, Series 2021-NPL1, Class A1(2)(3) |
2,924,948 | 2,932,875 | ||||||
| VCAT 2021-NPL5 LLC |
||||||||
| 1.87%, 08/25/2061, Series 2021-NPL5, Class A1(2)(3) |
7,992,835 | 7,987,996 | ||||||
| VCAT Asset Securitization LLC |
||||||||
| 1.92%, 09/25/2051, Series 2021-NPL6, Class A1(2)(3) |
3,000,000 | 2,999,823 | ||||||
| Venture 32 CLO Ltd. |
||||||||
| 1.23% (3 Month LIBOR USD + 1.10%, 1.10% Floor), 07/18/2031, Series 2018-32A, Class A1(1)(2) |
6,000,000 | 6,000,462 | ||||||
| Vericrest Opportunity Loan Transferee |
||||||||
| 1.87%, 08/25/2051, Series 2021-NP11, Class A1(2)(3) |
7,280,902 | 7,276,313 | ||||||
| Verizon Master Trust |
||||||||
| 0.50%, 05/20/2027, Series 2021-1, Class A |
10,714,000 | 10,692,373 | ||||||
| Verizon Owner Trust 2018-A |
||||||||
| 3.23%, 04/20/2023, Series 2018-A, Class A1A |
1,193,733 | 1,198,201 | ||||||
| Verizon Owner Trust 2019-A |
||||||||
| 2.93%, 09/20/2023, Series 2019-A, Class A1A |
2,449,656 | 2,471,710 | ||||||
| Verizon Owner Trust 2020-A |
||||||||
| 1.85%, 07/22/2024, Series 2020-A, Class A1A |
9,704,000 | 9,831,827 | ||||||
| Veros Auto Receivables Trust 2021-1 |
||||||||
| 0.92%, 10/15/2026, Series 2021-1, Class A(2) |
4,588,307 | 4,588,672 | ||||||
| VM DEBT 2019-1 |
||||||||
| 7.50%, 06/15/2024(13) |
7,000,000 | 7,000,000 | ||||||
| Volkswagen Auto Loan Enhanced Trust 2020-1 |
||||||||
| 0.98%, 11/20/2024, Series 2020-1, Class A3 |
5,114,000 | 5,142,222 | ||||||
| 1.26%, 08/20/2026, Series 2020-1, Class A4 |
1,923,000 | 1,954,987 | ||||||
| VOLT XCII LLC |
||||||||
| 1.89%, 02/27/2051, Series 2021-NPL1, Class A1(2)(3) |
7,451,115 | 7,451,273 | ||||||
| VOLT XCIII LLC |
||||||||
| 1.89%, 02/27/2051, Series 2021-NPL2, Class A1(2)(3) |
14,695,737 | 14,741,767 | ||||||
| VOLT XCIV LLC |
||||||||
| 2.24%, 02/27/2051, Series 2021-NPL3, Class A1(2)(3) |
14,182,620 | 14,195,649 | ||||||
| VOLT XCIX LLC |
||||||||
| 2.12%, 04/25/2051, Series 2021-NPL8, Class A1(2)(3) |
5,089,567 | 5,099,750 | ||||||
| VOLT XCVI LLC |
||||||||
| 2.12%, 03/27/2051, Series 2021-NPL5, Class A1(2)(3) |
13,918,856 | 13,927,160 | ||||||
| VOLT XCVII LLC |
||||||||
| 2.24%, 04/25/2051, Series 2021-NPL6, Class A1(2)(3) |
12,515,801 | 12,517,601 | ||||||
| Voya CLO 2015-1 Ltd. |
||||||||
| 1.03% (3 Month LIBOR USD + 0.90%, 0.90% Floor), 01/18/2029, Series 2015-1A, Class A1R(1)(2) |
5,434,328 | 5,437,496 | ||||||
| VSE 2018-A Voi Mortgage LLC |
||||||||
| 3.56%, 02/20/2036, Series 2018-A, Class A(2) |
1,253,433 | 1,307,240 |
| Westgate Resorts 2020-1 LLC |
||||||||
| 3.96%, 03/20/2034, Series 2020-1A, Class B(2) |
4,209,837 | 4,333,151 | ||||||
| Westlake Automobile Receivables Trust 2020-3 |
||||||||
| 0.56%, 05/15/2024, Series 2020-3A, Class A2(2) |
7,535,898 | 7,545,442 | ||||||
| 1.65%, 02/17/2026, Series 2020-3A, Class D(2) |
1,875,000 | 1,902,132 | ||||||
| World Financial Network Credit Card Master Trust |
||||||||
| 3.14%, 12/15/2025, Series 2019-A, Class A |
5,660,000 | 5,722,319 | ||||||
| World Omni Auto Receivables Trust 2018-D |
||||||||
| 3.33%, 04/15/2024, Series 2018-D, Class A3 |
6,119,304 | 6,183,187 | ||||||
| World Omni Auto Receivables Trust 2019-B |
||||||||
| 2.59%, 07/15/2024, Series 2019-B, Class A3 |
3,012,888 | 3,038,881 | ||||||
| World Omni Auto Receivables Trust 2019-C |
||||||||
| 1.96%, 12/16/2024, Series 2019-C, Class A3 |
4,707,066 | 4,751,308 | ||||||
| World Omni Auto Receivables Trust 2020-C |
||||||||
| 0.48%, 11/17/2025, Series 2020-C, Class A3 |
2,227,000 | 2,229,764 | ||||||
| 0.61%, 10/15/2026, Series 2020-C, Class A4 |
3,043,000 | 3,035,113 | ||||||
| World Omni Select Auto Trust 2020-A |
||||||||
| 0.47%, 06/17/2024, Series 2020-A, Class A2 |
2,722,645 | 2,724,405 | ||||||
| 0.55%, 07/15/2025, Series 2020-A, Class A3 |
3,022,000 | 3,027,264 | ||||||
| World Omni Select Auto Trust 2021-A |
||||||||
| 0.29%, 02/18/2025, Series 2021-A, Class A2 |
5,041,000 | 5,040,249 | ||||||
| 1.09%, 11/15/2027, Series 2021-A, Class C |
2,350,000 | 2,342,085 | ||||||
| Zais CLO 7 Ltd. |
||||||||
| 1.42% (3 Month LIBOR USD + 1.29%), 04/15/2030, Series 2017-2A, Class A(1)(2) |
9,382,037 | 9,388,041 | ||||||
| Zais CLO 8 Ltd. |
||||||||
| 1.08% (3 Month LIBOR USD + 0.95%), 04/15/2029, Series 2018-1A, Class A(1)(2) |
36,953,921 | 36,920,072 | ||||||
|
|
|
|||||||
| Total Asset-Backed Obligations (Cost: $1,837,479,732) |
1,850,269,624 | |||||||
|
|
|
|||||||
| Corporate Bonds – 31.30% |
||||||||
| Basic Materials – 0.93% |
||||||||
| Air Liquide Finance SA |
||||||||
| 2.25%, 09/27/2023(2) |
550,000 | 567,911 | ||||||
| Albemarle Corp. |
||||||||
| 5.45%, 12/01/2044 |
600,000 | 763,293 | ||||||
| Anglo American Capital Plc |
||||||||
| 2.88%, 03/17/2031(2) |
8,830,000 | 8,860,023 | ||||||
| 3.63%, 09/11/2024(2) |
630,000 | 676,167 | ||||||
| 4.00%, 09/11/2027(2) |
1,020,000 | 1,124,167 | ||||||
| 5.63%, 04/01/2030(2) |
4,300,000 | 5,189,773 | ||||||
| Barrick Gold Corp. |
||||||||
| 6.45%, 10/15/2035 |
203,000 | 278,795 | ||||||
| Barrick North America Finance LLC |
||||||||
| 5.75%, 05/01/2043 |
4,480,000 | 6,170,974 | ||||||
| Celulosa Arauco y Constitucion SA |
||||||||
| 4.50%, 08/01/2024 |
779,000 | 842,278 | ||||||
| CF Industries, Inc. |
||||||||
| 4.95%, 06/01/2043 |
1,800,000 | 2,169,108 | ||||||
| 5.38%, 03/15/2044 |
2,040,000 | 2,589,454 | ||||||
| Chevron Phillips Chemical Co. LLC |
||||||||
| 5.13%, 04/01/2025(2) |
1,705,000 | 1,932,169 | ||||||
| Dow Chemical Co. |
||||||||
| 4.55%, 11/30/2025 |
437,000 | 491,607 | ||||||
| 5.55%, 11/30/2048 |
3,005,000 | 4,169,502 | ||||||
| DuPont de Nemours, Inc. |
||||||||
| 5.32%, 11/15/2038 |
5,665,000 | 7,300,321 | ||||||
| 5.42%, 11/15/2048 |
1,200,000 | 1,650,730 | ||||||
| FMC Corp. |
||||||||
| 3.95%, 02/01/2022 |
1,725,000 | 1,729,914 | ||||||
| Glencore Finance Canada Ltd. |
||||||||
| 4.25%, 10/25/2022(2) |
5,000,000 | 5,192,850 | ||||||
| 4.95%, 11/15/2021(2) |
2,030,000 | 2,036,658 | ||||||
| Glencore Funding LLC |
||||||||
| 1.63%, 09/01/2025(2) |
2,181,000 | 2,188,180 | ||||||
| 2.50%, 09/01/2030(2) |
5,040,000 | 4,934,051 | ||||||
| 3.88%, 10/27/2027(2) |
875,000 | 953,837 | ||||||
| 3.88%, 04/27/2051(2) |
1,000,000 | 1,045,564 | ||||||
| 4.00%, 03/27/2027(2) |
6,300,000 | 6,928,328 | ||||||
| 4.13%, 05/30/2023(2) |
1,055,000 | 1,114,924 | ||||||
| 4.63%, 04/29/2024(2) |
1,500,000 | 1,634,492 | ||||||
| Indonesia Asahan Aluminium Persero PT |
||||||||
| 4.75%, 05/15/2025(2) |
2,875,000 | 3,126,706 | ||||||
| 6.76%, 11/15/2048(2) |
532,000 | 684,312 | ||||||
| International Flavors & Fragrances, Inc. |
||||||||
| 1.83%, 10/15/2027(2) |
2,105,000 | 2,108,093 | ||||||
| 3.27%, 11/15/2040(2) |
1,205,000 | 1,245,326 | ||||||
| 3.47%, 12/01/2050(2) |
930,000 | 976,013 | ||||||
| International Paper Co. |
||||||||
| 8.70%, 06/15/2038 |
350,000 | 571,967 | ||||||
| LYB International Finance BV |
||||||||
| 4.88%, 03/15/2044 |
300,000 | 369,171 | ||||||
| 5.25%, 07/15/2043 |
610,000 | 785,413 | ||||||
| LYB International Finance III LLC |
||||||||
| 1.25%, 10/01/2025 |
705,000 | 704,397 | ||||||
| 3.38%, 05/01/2030 |
2,170,000 | 2,358,105 | ||||||
| LyondellBasell Industries NV |
||||||||
| 5.75%, 04/15/2024 |
2,550,000 | 2,833,137 | ||||||
| Mosaic Co. |
||||||||
| 4.25%, 11/15/2023 |
8,533,000 | 9,098,879 | ||||||
| 5.63%, 11/15/2043 |
2,055,000 | 2,712,995 | ||||||
| Nucor Corp. |
||||||||
| 2.98%, 12/15/2055(2) |
800,000 | 781,238 | ||||||
| Nutrien Ltd. |
||||||||
| 3.15%, 10/01/2022 |
875,000 | 893,138 | ||||||
| 4.13%, 03/15/2035 |
1,960,000 | 2,220,913 | ||||||
| 4.20%, 04/01/2029 |
420,000 | 478,309 | ||||||
| 5.25%, 01/15/2045 |
1,515,000 | 1,993,646 | ||||||
| Reliance Steel & Aluminum Co. |
||||||||
| 2.15%, 08/15/2030 |
3,100,000 | 3,030,774 |
| Rio Tinto Alcan, Inc. |
||||||||
| 5.75%, 06/01/2035 |
54,000 | 73,638 | ||||||
| Samarco Mineracao SA |
||||||||
| 5.75%, 10/24/2023(2)(6) |
537,000 | 375,900 | ||||||
| Sasol Financing USA LLC |
||||||||
| 5.88%, 03/27/2024 |
3,249,000 | 3,424,446 | ||||||
| 6.50%, 09/27/2028 |
1,555,000 | 1,715,942 | ||||||
| Sociedad Quimica y Minera de Chile SA |
||||||||
| 3.50%, 09/10/2051(2) |
2,117,000 | 2,040,788 | ||||||
| Solvay Finance America LLC |
||||||||
| 4.45%, 12/03/2025(2) |
11,810,000 | 13,104,085 | ||||||
| Southern Copper Corp. |
||||||||
| 5.25%, 11/08/2042 |
1,000,000 | 1,242,500 | ||||||
| Steel Dynamics, Inc. |
||||||||
| 1.65%, 10/15/2027 |
1,637,000 | 1,619,825 | ||||||
| 3.45%, 04/15/2030 |
823,000 | 885,052 | ||||||
| Teck Resources Ltd. |
||||||||
| 3.90%, 07/15/2030 |
1,200,000 | 1,302,946 | ||||||
| 6.25%, 07/15/2041 |
2,005,000 | 2,675,593 | ||||||
| Union Carbide Corp. |
||||||||
| 7.75%, 10/01/2096 |
681,000 | 1,216,794 | ||||||
| Vale Overseas Ltd. |
||||||||
| 3.75%, 07/08/2030 |
4,255,000 | 4,407,967 | ||||||
| 6.25%, 08/10/2026 |
13,610,000 | 16,082,529 | ||||||
| 6.88%, 11/21/2036 |
167,000 | 222,528 | ||||||
| 6.88%, 11/10/2039 |
2,107,000 | 2,850,771 | ||||||
| 8.25%, 01/17/2034 |
2,394,000 | 3,445,612 | ||||||
| Westlake Chemical Corp. |
||||||||
| 3.38%, 08/15/2061 |
4,639,000 | 4,362,974 | ||||||
|
|
|
|||||||
| Total Basic Materials |
|
170,557,492 | ||||||
|
|
|
|||||||
| Communications – 2.86% |
||||||||
| Amazon.com, Inc. |
||||||||
| 3.25%, 05/12/2061 |
4,680,000 | 4,980,754 | ||||||
| 3.88%, 08/22/2037 |
1,700,000 | 2,007,293 | ||||||
| America Movil SAB de CV |
||||||||
| 3.13%, 07/16/2022 |
374,000 | 381,852 | ||||||
| 3.63%, 04/22/2029 |
6,036,000 | 6,561,971 | ||||||
| 4.38%, 04/22/2049 |
1,214,000 | 1,486,422 | ||||||
| AT&T, Inc. |
||||||||
| 1.65%, 02/01/2028 |
525,000 | 520,795 | ||||||
| 2.25%, 02/01/2032 |
3,510,000 | 3,417,560 | ||||||
| 2.30%, 06/01/2027 |
4,900,000 | 5,071,382 | ||||||
| 2.55%, 12/01/2033 |
17,519,000 | 17,235,508 | ||||||
| 3.10%, 02/01/2043 |
5,270,000 | 5,052,594 | ||||||
| 3.50%, 06/01/2041 |
1,353,000 | 1,389,165 | ||||||
| 3.50%, 09/15/2053 |
20,281,000 | 20,072,511 | ||||||
| 3.55%, 09/15/2055 |
9,196,000 | 9,068,577 | ||||||
| 3.65%, 09/15/2059 |
1,685,000 | 1,679,815 | ||||||
| 3.80%, 12/01/2057 |
987,000 | 1,008,272 | ||||||
| 4.50%, 05/15/2035 |
5,500,000 | 6,438,540 | ||||||
| 4.65%, 06/01/2044 |
2,145,000 | 2,509,921 | ||||||
| 5.15%, 03/15/2042 |
844,000 | 1,045,928 | ||||||
| 6.00%, 08/15/2040 |
2,275,000 | 3,090,042 | ||||||
| 6.38%, 03/01/2041 |
7,828,000 | 11,086,177 | ||||||
| Booking Holdings, Inc. |
||||||||
| 2.75%, 03/15/2023 |
857,000 | 884,971 | ||||||
| Charter Communications Operating LLC |
||||||||
| 2.25%, 01/15/2029 |
3,140,000 | 3,137,529 | ||||||
| 2.30%, 02/01/2032 |
4,000,000 | 3,809,496 | ||||||
| 3.50%, 06/01/2041 |
7,240,000 | 7,109,286 | ||||||
| 3.50%, 03/01/2042 |
14,545,000 | 14,231,148 | ||||||
| 3.70%, 04/01/2051 |
4,320,000 | 4,206,054 | ||||||
| 3.75%, 02/15/2028 |
2,215,000 | 2,425,764 | ||||||
| 3.85%, 04/01/2061 |
3,577,000 | 3,411,359 | ||||||
| 3.90%, 06/01/2052 |
2,310,000 | 2,300,931 | ||||||
| 4.91%, 07/23/2025 |
17,065,000 | 19,191,718 | ||||||
| 5.05%, 03/30/2029 |
9,119,000 | 10,677,312 | ||||||
| 5.38%, 04/01/2038 |
835,000 | 1,007,574 | ||||||
| 5.38%, 05/01/2047 |
4,610,000 | 5,519,533 | ||||||
| 6.38%, 10/23/2035 |
5,867,000 | 7,714,501 | ||||||
| 6.48%, 10/23/2045 |
1,275,000 | 1,733,465 | ||||||
| 6.83%, 10/23/2055 |
690,000 | 1,019,791 | ||||||
| Comcast Cable Holdings LLC |
||||||||
| 10.13%, 04/15/2022 |
186,000 | 195,456 | ||||||
| Comcast Corp. |
||||||||
| 1.95%, 01/15/2031 |
2,710,000 | 2,659,431 | ||||||
| 2.89%, 11/01/2051(2) |
10,357,000 | 9,934,206 | ||||||
| 2.94%, 11/01/2056(2) |
716,000 | 676,324 | ||||||
| 2.99%, 11/01/2063(2) |
3,108,000 | 2,912,488 | ||||||
| 3.15%, 02/15/2028 |
1,500,000 | 1,628,168 | ||||||
| 3.25%, 11/01/2039 |
3,295,000 | 3,478,854 | ||||||
| 3.55%, 05/01/2028 |
886,000 | 985,325 | ||||||
| 3.60%, 03/01/2024 |
542,000 | 581,257 | ||||||
| 3.75%, 04/01/2040 |
2,195,000 | 2,466,135 | ||||||
| 3.90%, 03/01/2038 |
455,000 | 516,671 | ||||||
| 3.97%, 11/01/2047 |
154,000 | 175,839 | ||||||
| 4.00%, 11/01/2049 |
638,000 | 738,912 | ||||||
| 4.05%, 11/01/2052 |
156,000 | 181,491 | ||||||
| 4.20%, 08/15/2034 |
555,000 | 650,609 | ||||||
| 4.25%, 01/15/2033 |
3,107,000 | 3,631,984 | ||||||
| Corning, Inc. |
||||||||
| 5.35%, 11/15/2048 |
960,000 | 1,312,497 | ||||||
| Cox Communications, Inc. |
||||||||
| 1.80%, 10/01/2030(2) |
2,118,000 | 2,016,763 | ||||||
| 2.60%, 06/15/2031(2) |
15,920,000 | 16,113,460 | ||||||
| 2.95%, 10/01/2050(2) |
1,275,000 | 1,198,861 | ||||||
| 3.35%, 09/15/2026(2) |
369,000 | 396,193 | ||||||
| 3.50%, 08/15/2027(2) |
8,245,000 | 9,028,081 | ||||||
| 3.60%, 06/15/2051(2) |
1,250,000 | 1,310,858 | ||||||
| 3.85%, 02/01/2025(2) |
1,250,000 | 1,349,219 | ||||||
| 4.80%, 02/01/2035(2) |
6,000,000 | 7,175,069 | ||||||
| Crown Castle Towers LLC |
||||||||
| 3.66%, 05/15/2025(2) |
955,000 | 1,004,194 | ||||||
| Deutsche Telekom International Finance BV |
||||||||
| 4.88%, 03/06/2042(2) |
240,000 | 300,745 | ||||||
| 8.75%, 06/15/2030 |
49,000 | 73,054 | ||||||
| Discovery Communications LLC |
||||||||
| 3.63%, 05/15/2030 |
2,500,000 | 2,711,287 | ||||||
| 5.20%, 09/20/2047 |
1,375,000 | 1,713,139 | ||||||
| eBay, Inc. |
||||||||
| 2.60%, 05/10/2031 |
8,000,000 | 8,158,089 | ||||||
| Grupo Televisa SAB |
||||||||
| 6.13%, 01/31/2046 |
382,000 | 524,783 | ||||||
| Level 3 Financing, Inc. |
||||||||
| 3.40%, 03/01/2027(2) |
7,000,000 | 7,373,450 | ||||||
| NBCUniversal Media LLC |
||||||||
| 4.45%, 01/15/2043 |
10,000 | 12,059 | ||||||
| NBN Co. Ltd. |
||||||||
| 1.63%, 01/08/2027(2) |
7,593,000 | 7,568,752 | ||||||
| 2.63%, 05/05/2031(2) |
14,200,000 | 14,406,397 | ||||||
| Prosus NV |
||||||||
| 3.06%, 07/13/2031(2) |
5,915,000 | 5,775,497 | ||||||
| Qwest Corp. |
||||||||
| 6.75%, 12/01/2021 |
3,866,000 | 3,897,431 | ||||||
| Sky Ltd. |
||||||||
| 3.75%, 09/16/2024(2) |
287,000 | 311,907 | ||||||
| TCI Communications, Inc. |
||||||||
| 7.13%, 02/15/2028 |
138,000 | 182,197 | ||||||
| Telecom Italia Capital SA |
||||||||
| 7.20%, 07/18/2036 |
1,644,000 | 2,013,900 | ||||||
| Telefonica Emisiones SA |
||||||||
| 4.10%, 03/08/2027 |
4,775,000 | 5,364,629 | ||||||
| 4.67%, 03/06/2038 |
1,175,000 | 1,367,054 | ||||||
| 4.90%, 03/06/2048 |
4,575,000 | 5,500,216 | ||||||
| Time Warner Cable LLC |
||||||||
| 5.50%, 09/01/2041 |
6,815,000 | 8,352,406 | ||||||
| 5.88%, 11/15/2040 |
1,275,000 | 1,608,287 | ||||||
| 6.55%, 05/01/2037 |
375,000 | 505,982 | ||||||
| 6.75%, 06/15/2039 |
539,000 | 737,722 | ||||||
| 7.30%, 07/01/2038 |
1,418,000 | 2,034,154 | ||||||
| Time Warner Entertainment Co. LP |
||||||||
| 8.38%, 07/15/2033 |
529,000 | 785,622 | ||||||
| T-Mobile USA, Inc. |
||||||||
| 2.05%, 02/15/2028 |
5,330,000 | 5,372,640 | ||||||
| 3.00%, 02/15/2041 |
3,230,000 | 3,125,129 | ||||||
| 3.30%, 02/15/2051 |
445,000 | 430,255 | ||||||
| 3.50%, 04/15/2025 |
7,120,000 | 7,670,428 | ||||||
| 3.60%, 11/15/2060(2) |
3,920,000 | 3,854,043 | ||||||
| 3.75%, 04/15/2027 |
8,801,000 | 9,695,980 | ||||||
| 3.88%, 04/15/2030 |
38,285,000 | 42,272,845 | ||||||
| TWDC Enterprises 18 Corp. |
||||||||
| 3.00%, 07/30/2046 |
160,000 | 162,315 | ||||||
| Verizon Communications, Inc. |
||||||||
| 1.68%, 10/30/2030 |
765,000 | 727,464 | ||||||
| 2.10%, 03/22/2028 |
3,415,000 | 3,466,532 | ||||||
| 2.55%, 03/21/2031 |
8,095,000 | 8,194,491 | ||||||
| 2.65%, 11/20/2040 |
2,329,000 | 2,188,260 | ||||||
| 2.99%, 10/30/2056 |
4,507,000 | 4,161,606 | ||||||
| 3.15%, 03/22/2030 |
5,000,000 | 5,347,292 | ||||||
| 3.40%, 03/22/2041 |
1,500,000 | 1,566,513 | ||||||
| 3.70%, 03/22/2061 |
6,668,000 | 7,040,926 | ||||||
| 4.02%, 12/03/2029 |
712,000 | 806,774 | ||||||
| 4.13%, 03/16/2027 |
2,800,000 | 3,177,689 | ||||||
| 4.27%, 01/15/2036 |
8,376,000 | 9,839,394 | ||||||
| 4.40%, 11/01/2034 |
4,843,000 | 5,735,443 | ||||||
| 4.50%, 08/10/2033 |
7,079,000 | 8,429,026 | ||||||
| 4.52%, 09/15/2048 |
1,065,000 | 1,306,867 | ||||||
| 4.81%, 03/15/2039 |
7,941,000 | 9,850,648 | ||||||
| 4.86%, 08/21/2046 |
7,405,000 | 9,430,214 | ||||||
| ViacomCBS, Inc. |
||||||||
| 2.90%, 01/15/2027 |
450,000 | 478,071 | ||||||
| 3.70%, 08/15/2024 |
399,000 | 428,161 | ||||||
| 3.70%, 06/01/2028 |
870,000 | 964,344 | ||||||
| 4.00%, 01/15/2026 |
1,000,000 | 1,105,310 | ||||||
| 4.38%, 03/15/2043 |
718,000 | 821,363 | ||||||
| 4.90%, 08/15/2044 |
315,000 | 385,609 | ||||||
| 5.85%, 09/01/2043 |
2,160,000 | 2,943,599 | ||||||
| Vodafone Group Plc |
||||||||
| 5.00%, 05/30/2038 |
3,300,000 | 4,133,071 | ||||||
| 5.25%, 05/30/2048 |
3,594,000 | 4,651,974 | ||||||
| 6.15%, 02/27/2037 |
4,600,000 | 6,292,590 | ||||||
| Walt Disney Co. |
||||||||
| 3.70%, 10/15/2025 |
380,000 | 416,485 | ||||||
| 6.20%, 12/15/2034 |
150,000 | 212,287 | ||||||
| 7.63%, 11/30/2028 |
310,000 | 424,211 | ||||||
| 8.88%, 04/26/2023 |
108,000 | 122,291 | ||||||
| 9.50%, 07/15/2024 |
175,000 | 216,902 | ||||||
|
|
|
|||||||
| Total Communications |
523,531,657 | |||||||
|
|
|
|||||||
| Consumer, Cyclical – 1.46% |
||||||||
| 7-Eleven, Inc. |
||||||||
| 0.95%, 02/10/2026(2) |
3,971,000 | 3,899,982 | ||||||
| 1.30%, 02/10/2028(2) |
1,274,000 | 1,224,732 | ||||||
| 2.50%, 02/10/2041(2) |
1,298,000 | 1,192,449 | ||||||
| Air Canada 2013-1 Class A Pass Through Trust |
||||||||
| 4.13%, 05/15/2025(2) |
1,459,931 | 1,490,938 | ||||||
| Air Canada 2015-1 Class A Pass Through Trust |
||||||||
| 3.60%, 03/15/2027(2) |
647,099 | 658,219 |
| Air Canada 2015-2 Class AA Pass Through Trust |
||||||||
| 3.75%, 12/15/2027(2) |
1,081,421 | 1,127,544 | ||||||
| Air Canada 2017-1 Class A Pass Through Trust |
||||||||
| 3.55%, 01/15/2030(2) |
2,499,419 | 2,414,585 | ||||||
| Air Canada 2017-1 Class AA Pass Through Trust |
||||||||
| 3.30%, 01/15/2030(2) |
4,838,022 | 4,935,747 | ||||||
| Alimentation Couche-Tard, Inc. |
||||||||
| 2.95%, 01/25/2030(2) |
1,100,000 | 1,144,347 | ||||||
| 3.44%, 05/13/2041(2) |
2,460,000 | 2,529,562 | ||||||
| 3.63%, 05/13/2051(2) |
3,500,000 | 3,614,556 | ||||||
| 3.80%, 01/25/2050(2) |
2,100,000 | 2,248,613 | ||||||
| American Airlines 2014-1 Class A Pass Through Trust |
||||||||
| 3.70%, 10/01/2026 |
325,476 | 331,495 | ||||||
| American Airlines 2015-1 Class A Pass Through Trust |
||||||||
| 3.38%, 05/01/2027 |
2,971,455 | 3,004,198 | ||||||
| American Airlines 2015-2 Class AA Pass Through Trust |
||||||||
| 3.60%, 09/22/2027 |
525,027 | 543,672 | ||||||
| American Airlines 2016-2 Class A Pass Through Trust |
||||||||
| 3.65%, 06/15/2028 |
944,400 | 919,066 | ||||||
| American Airlines 2016-2 Class AA Pass Through Trust |
||||||||
| 3.20%, 06/15/2028 |
1,196,240 | 1,203,963 | ||||||
| American Airlines 2016-3 Class AA Pass Through Trust |
||||||||
| 3.00%, 10/15/2028 |
2,221,005 | 2,214,712 | ||||||
| American Airlines 2017-1 Class AA Pass Through Trust |
||||||||
| 3.65%, 02/15/2029 |
1,817,969 | 1,876,531 | ||||||
| American Honda Finance Corp. |
||||||||
| 2.30%, 09/09/2026 |
185,000 | 193,688 | ||||||
| 2.90%, 02/16/2024 |
300,000 | 315,855 | ||||||
| AutoZone, Inc. |
||||||||
| 1.65%, 01/15/2031 |
3,800,000 | 3,609,503 | ||||||
| BMW US Capital LLC |
||||||||
| 2.25%, 09/15/2023(2) |
894,000 | 922,883 | ||||||
| British Airways 2018-1 Class A Pass Through Trust |
||||||||
| 4.13%, 09/20/2031(2) |
2,220,424 | 2,245,606 | ||||||
| British Airways 2018-1 Class AA Pass Through Trust |
||||||||
| 3.80%, 09/20/2031(2) |
1,048,028 | 1,089,986 | ||||||
| British Airways 2019-1 Class AA Pass Through Trust |
||||||||
| 3.30%, 12/15/2032(2) |
1,491,537 | 1,511,686 | ||||||
| CK Hutchison International 21 Ltd. |
||||||||
| 3.13%, 04/15/2041(2) |
2,725,000 | 2,763,232 | ||||||
| Continental Airlines 2007-1 Class A Pass Through Trust |
||||||||
| 5.98%, 04/19/2022 |
2,709,220 | 2,744,474 | ||||||
| Continental Airlines 2012-2 Class A Pass Through Trust |
||||||||
| 4.00%, 10/29/2024 |
4,156,505 | 4,379,805 | ||||||
| Daimler Finance North America LLC |
||||||||
| 3.35%, 02/22/2023(2) |
1,000,000 | 1,039,209 | ||||||
| Delta Air Lines 2015-1 Class B Pass Through Trust |
||||||||
| 4.25%, 07/30/2023 |
1,695,050 | 1,760,745 | ||||||
| Dollar General Corp. |
||||||||
| 4.13%, 05/01/2028 |
835,000 | 947,581 | ||||||
| Dollar Tree, Inc. |
||||||||
| 4.20%, 05/15/2028 |
3,695,000 | 4,161,810 | ||||||
| Ford Motor Co. |
||||||||
| 5.29%, 12/08/2046 |
280,000 | 311,850 | ||||||
| Ford Motor Credit Co. LLC |
||||||||
| 3.34%, 03/28/2022 |
3,000,000 | 3,016,890 | ||||||
| 3.35%, 11/01/2022 |
620,000 | 630,918 | ||||||
| 3.81%, 10/12/2021 |
6,200,000 | 6,203,100 | ||||||
| 4.25%, 09/20/2022 |
3,800,000 | 3,886,450 | ||||||
| General Motors Co. |
||||||||
| 5.00%, 04/01/2035 |
4,591,000 | 5,420,767 | ||||||
| 5.20%, 04/01/2045 |
2,750,000 | 3,348,799 | ||||||
| 5.95%, 04/01/2049 |
4,905,000 | 6,464,394 | ||||||
| 6.13%, 10/01/2025 |
1,205,000 | 1,411,888 | ||||||
| 6.25%, 10/02/2043 |
3,100,000 | 4,175,537 | ||||||
| 6.60%, 04/01/2036 |
685,000 | 919,517 | ||||||
| General Motors Financial Co., Inc. |
||||||||
| 1.25%, 01/08/2026 |
4,283,000 | 4,228,680 | ||||||
| 2.35%, 01/08/2031 |
2,862,000 | 2,803,206 | ||||||
| 2.70%, 06/10/2031 |
2,395,000 | 2,387,670 | ||||||
| 3.15%, 06/30/2022 |
1,120,000 | 1,140,137 | ||||||
| 3.45%, 01/14/2022 |
6,500,000 | 6,538,998 | ||||||
| 3.45%, 04/10/2022 |
4,820,000 | 4,870,363 | ||||||
| 3.70%, 05/09/2023 |
4,180,000 | 4,361,169 | ||||||
| 3.95%, 04/13/2024 |
5,535,000 | 5,915,505 | ||||||
| 4.00%, 01/15/2025 |
2,231,000 | 2,415,243 | ||||||
| 4.30%, 07/13/2025 |
1,765,000 | 1,936,757 | ||||||
| 4.35%, 01/17/2027 |
1,035,000 | 1,160,329 | ||||||
| Home Depot, Inc. |
||||||||
| 2.38%, 03/15/2051 |
1,272,000 | 1,148,360 | ||||||
| 2.75%, 09/15/2051 |
1,651,000 | 1,607,706 | ||||||
| 4.40%, 03/15/2045 |
268,000 | 334,381 | ||||||
| Hyundai Capital America |
||||||||
| 1.15%, 11/10/2022(2) |
5,552,000 | 5,582,750 | ||||||
| 1.30%, 01/08/2026(2) |
1,005,000 | 988,875 | ||||||
| 1.50%, 06/15/2026(2) |
18,493,000 | 18,293,671 | ||||||
| 1.80%, 10/15/2025(2) |
1,190,000 | 1,201,677 | ||||||
| 1.80%, 01/10/2028(2) |
2,170,000 | 2,123,934 | ||||||
| 2.38%, 10/15/2027(2) |
1,200,000 | 1,216,233 | ||||||
| 3.00%, 02/10/2027(2) |
675,000 | 709,925 | ||||||
| 3.10%, 04/05/2022(2) |
2,500,000 | 2,532,404 | ||||||
| 3.40%, 06/20/2024(2) |
1,500,000 | 1,589,022 | ||||||
| Hyundai Capital Services, Inc. |
||||||||
| 3.00%, 03/06/2022(2) |
3,725,000 | 3,763,086 | ||||||
| JetBlue 2020-1 Class B Pass Through Trust |
||||||||
| 7.75%, 11/15/2028 |
1,781,922 | 2,096,403 | ||||||
| Kia Corp. |
||||||||
| 1.75%, 10/16/2026(2) |
1,620,000 | 1,624,026 |
| Kohl’s Corp. |
||||||||
| 3.38%, 05/01/2031 |
2,500,000 | 2,572,700 | ||||||
| Lennar Corp. |
||||||||
| 4.50%, 04/30/2024 |
880,000 | 951,482 | ||||||
| Lowe’s Companies, Inc. |
||||||||
| 1.70%, 10/15/2030 |
2,300,000 | 2,198,985 | ||||||
| 2.63%, 04/01/2031 |
2,845,000 | 2,916,122 | ||||||
| 2.80%, 09/15/2041 |
5,455,000 | 5,306,423 | ||||||
| 3.65%, 04/05/2029 |
1,701,000 | 1,883,309 | ||||||
| McDonald’s Corp. |
||||||||
| 4.45%, 03/01/2047 |
360,000 | 439,154 | ||||||
| 4.70%, 12/09/2035 |
216,000 | 266,686 | ||||||
| 6.30%, 10/15/2037 |
394,000 | 563,900 | ||||||
| MDC Holdings, Inc. |
||||||||
| 2.50%, 01/15/2031 |
1,595,000 | 1,554,439 | ||||||
| Nissan Motor Co. Ltd. |
||||||||
| 4.35%, 09/17/2027(2) |
4,222,000 | 4,638,550 | ||||||
| 4.81%, 09/17/2030(2) |
2,686,000 | 3,020,948 | ||||||
| Nordstrom, Inc. |
||||||||
| 4.00%, 03/15/2027 |
2,511,000 | 2,594,548 | ||||||
| 4.25%, 08/01/2031 |
2,871,000 | 2,907,631 | ||||||
| O’Reilly Automotive, Inc. |
||||||||
| 3.55%, 03/15/2026 |
500,000 | 547,839 | ||||||
| 3.60%, 09/01/2027 |
802,000 | 891,284 | ||||||
| Ross Stores, Inc. |
||||||||
| 1.88%, 04/15/2031 |
11,995,000 | 11,574,632 | ||||||
| Spirit Airlines Pass Through Trust 2017-1AA |
||||||||
| 3.38%, 02/15/2030 |
794,448 | 811,651 | ||||||
| Starbucks Corp. |
||||||||
| 2.55%, 11/15/2030 |
1,480,000 | 1,520,253 | ||||||
| Stellantis Finance US, Inc. |
||||||||
| 2.69%, 09/15/2031(2) |
2,008,000 | 1,988,509 | ||||||
| United Airlines 2012-1 Class A Pass Through Trust |
||||||||
| 4.15%, 04/11/2024 |
1,000,312 | 1,056,243 | ||||||
| United Airlines 2013-1 Class A Pass Through Trust |
||||||||
| 4.30%, 08/15/2025 |
522,367 | 560,736 | ||||||
| United Airlines 2014-1 Class A Pass Through Trust |
||||||||
| 4.00%, 04/11/2026 |
751,898 | 793,604 | ||||||
| United Airlines 2016-1 Class A Pass Through Trust |
||||||||
| 3.45%, 07/07/2028 |
1,400,366 | 1,410,566 | ||||||
| United Airlines 2016-1 Class AA Pass Through Trust |
||||||||
| 3.10%, 07/07/2028 |
6,303,596 | 6,569,594 | ||||||
| United Airlines 2016-1 Class B Pass Through Trust |
||||||||
| 3.65%, 01/07/2026 |
1,744,977 | 1,737,844 | ||||||
| United Airlines 2016-2 Class A Pass Through Trust |
||||||||
| 3.10%, 10/07/2028 |
2,444,949 | 2,439,083 | ||||||
| United Airlines 2016-2 Class AA Pass Through Trust |
||||||||
| 2.88%, 10/07/2028 |
1,466,970 | 1,485,102 | ||||||
| United Airlines 2016-2 Class B Pass Through Trust |
||||||||
| 3.65%, 10/07/2025 |
2,240,741 | 2,227,578 | ||||||
| United Airlines 2018-1 Class A Pass Through Trust |
||||||||
| 3.70%, 03/01/2030 |
3,318,794 | 3,360,088 | ||||||
| United Airlines 2018-1 Class AA Pass Through Trust |
||||||||
| 3.50%, 03/01/2030 |
4,271,068 | 4,504,207 | ||||||
| United Airlines 2018-1 Class B Pass Through Trust |
||||||||
| 4.60%, 03/01/2026 |
427,406 | 440,031 | ||||||
| United Airlines 2019-1 Class A Pass Through Trust |
||||||||
| 4.55%, 08/25/2031 |
1,886,575 | 2,001,838 | ||||||
| United Airlines 2019-1 Class AA Pass Through Trust |
||||||||
| 4.15%, 08/25/2031 |
2,159,269 | 2,323,373 | ||||||
| United Airlines 2019-2 Class AA Pass Through Trust |
||||||||
| 2.70%, 05/01/2032 |
2,791,050 | 2,821,572 | ||||||
| Volkswagen Group of America Finance LLC |
||||||||
| 1.63%, 11/24/2027(2) |
1,670,000 | 1,652,151 | ||||||
|
|
|
|||||||
| Total Consumer, Cyclical |
267,154,249 | |||||||
|
|
|
|||||||
| Consumer, Non-cyclical – 4.16% |
||||||||
| Abbott Laboratories |
||||||||
| 4.75%, 11/30/2036 |
5,000,000 | 6,361,810 | ||||||
| AbbVie, Inc. |
||||||||
| 2.60%, 11/21/2024 |
8,919,000 | 9,375,920 | ||||||
| 2.80%, 03/15/2023 |
971,000 | 998,987 | ||||||
| 2.85%, 05/14/2023 |
4,900,000 | 5,069,252 | ||||||
| 3.45%, 03/15/2022 |
1,238,000 | 1,249,058 | ||||||
| 3.60%, 05/14/2025 |
12,060,000 | 13,045,892 | ||||||
| 3.80%, 03/15/2025 |
3,000,000 | 3,257,558 | ||||||
| 3.85%, 06/15/2024 |
1,198,000 | 1,288,426 | ||||||
| 4.05%, 11/21/2039 |
9,038,000 | 10,386,548 | ||||||
| 4.25%, 11/21/2049 |
11,691,000 | 13,847,439 | ||||||
| 4.40%, 11/06/2042 |
1,700,000 | 2,030,789 | ||||||
| 4.45%, 05/14/2046 |
425,000 | 512,143 | ||||||
| 4.55%, 03/15/2035 |
6,025,000 | 7,220,424 | ||||||
| 4.70%, 05/14/2045 |
4,415,000 | 5,446,863 | ||||||
| Aetna, Inc. |
||||||||
| 4.50%, 05/15/2042 |
4,205,000 | 5,024,793 | ||||||
| 4.75%, 03/15/2044 |
1,800,000 | 2,231,187 | ||||||
| 6.75%, 12/15/2037 |
341,000 | 501,746 | ||||||
| Ahold Finance USA LLC |
||||||||
| 6.88%, 05/01/2029 |
3,280,000 | 4,332,313 | ||||||
| AHS Hospital Corp. |
||||||||
| 2.78%, 07/01/2051 |
2,730,000 | 2,669,995 | ||||||
| Altria Group, Inc. |
||||||||
| 2.45%, 02/04/2032 |
3,845,000 | 3,684,394 | ||||||
| 3.40%, 02/04/2041 |
8,495,000 | 8,045,097 | ||||||
| AmerisourceBergen Corp. |
||||||||
| 4.30%, 12/15/2047 |
1,080,000 | 1,253,858 | ||||||
| Amgen, Inc. |
||||||||
| 1.65%, 08/15/2028 |
13,149,000 | 12,929,938 | ||||||
| 2.20%, 02/21/2027 |
1,155,000 | 1,195,050 |
| 2.80%, 08/15/2041 |
15,620,000 | 15,092,947 | ||||||
| 3.00%, 01/15/2052 |
7,568,000 | 7,260,129 | ||||||
| 3.15%, 02/21/2040 |
2,000,000 | 2,018,821 | ||||||
| Anheuser-Busch InBev Finance, Inc. |
||||||||
| 4.63%, 02/01/2044 |
455,000 | 536,379 | ||||||
| Anheuser-Busch InBev Worldwide, Inc. |
||||||||
| 4.35%, 06/01/2040 |
4,110,000 | 4,775,997 | ||||||
| 4.38%, 04/15/2038 |
2,240,000 | 2,614,684 | ||||||
| 4.44%, 10/06/2048 |
590,000 | 690,242 | ||||||
| 4.60%, 04/15/2048 |
5,390,000 | 6,434,714 | ||||||
| 4.60%, 06/01/2060 |
1,910,000 | 2,294,958 | ||||||
| 4.70%, 02/01/2036 |
10,516,000 | 12,707,962 | ||||||
| 4.75%, 01/23/2029 |
1,150,000 | 1,353,869 | ||||||
| 4.75%, 04/15/2058 |
93,000 | 114,035 | ||||||
| 4.90%, 02/01/2046 |
10,121,000 | 12,440,883 | ||||||
| 4.95%, 01/15/2042 |
2,735,000 | 3,378,785 | ||||||
| 5.45%, 01/23/2039 |
7,035,000 | 9,111,750 | ||||||
| Anthem, Inc. |
||||||||
| 3.13%, 05/15/2022 |
484,000 | 492,315 | ||||||
| 3.30%, 01/15/2023 |
271,000 | 280,781 | ||||||
| 3.60%, 03/15/2051 |
4,420,000 | 4,828,780 | ||||||
| 4.10%, 03/01/2028 |
920,000 | 1,041,452 | ||||||
| 4.38%, 12/01/2047 |
4,500,000 | 5,429,001 | ||||||
| 4.63%, 05/15/2042 |
400,000 | 490,304 | ||||||
| 4.65%, 01/15/2043 |
391,000 | 480,693 | ||||||
| 4.65%, 08/15/2044 |
395,000 | 487,497 | ||||||
| 5.10%, 01/15/2044 |
1,690,000 | 2,183,668 | ||||||
| Ascension Health |
||||||||
| 2.53%, 11/15/2029 |
1,740,000 | 1,823,594 | ||||||
| 3.11%, 11/15/2039 |
2,670,000 | 2,875,540 | ||||||
| AstraZeneca Plc |
||||||||
| 2.13%, 08/06/2050 |
1,040,000 | 896,933 | ||||||
| 4.00%, 09/18/2042 |
540,000 | 641,125 | ||||||
| 6.45%, 09/15/2037 |
500,000 | 740,849 | ||||||
| Baptist Healthcare System Obligated Group |
||||||||
| 3.54%, 08/15/2050 |
2,280,000 | 2,460,744 | ||||||
| BAT Capital Corp. |
||||||||
| 2.26%, 03/25/2028 |
2,000,000 | 1,985,048 | ||||||
| 2.73%, 03/25/2031 |
6,820,000 | 6,716,103 | ||||||
| 3.56%, 08/15/2027 |
3,615,000 | 3,894,924 | ||||||
| 3.73%, 09/25/2040 |
1,240,000 | 1,196,329 | ||||||
| 3.98%, 09/25/2050 |
2,500,000 | 2,404,848 | ||||||
| 4.39%, 08/15/2037 |
2,000,000 | 2,148,067 | ||||||
| 4.54%, 08/15/2047 |
635,000 | 657,832 | ||||||
| BAT International Finance Plc |
||||||||
| 1.67%, 03/25/2026 |
1,390,000 | 1,390,774 | ||||||
| Baxalta, Inc. |
||||||||
| 3.60%, 06/23/2022 |
110,000 | 112,045 | ||||||
| 5.25%, 06/23/2045 |
50,000 | 66,742 | ||||||
| Becton Dickinson & Co. |
||||||||
| 3.73%, 12/15/2024 |
540,000 | 583,536 | ||||||
| Bimbo Bakeries USA, Inc. |
||||||||
| 4.00%, 05/17/2051(2) |
3,755,000 | 4,068,382 | ||||||
| Biogen, Inc. |
||||||||
| 2.25%, 05/01/2030 |
2,577,000 | 2,563,167 | ||||||
| 3.15%, 05/01/2050 |
650,000 | 619,538 | ||||||
| Bon Secours Mercy Health, Inc. |
||||||||
| 3.21%, 06/01/2050 |
1,730,000 | 1,813,732 | ||||||
| Boston Scientific Corp. |
||||||||
| 4.00%, 03/01/2029 |
2,317,000 | 2,625,479 | ||||||
| 4.55%, 03/01/2039 |
725,000 | 881,766 | ||||||
| Bristol-Myers Squibb Co. |
||||||||
| 2.35%, 11/13/2040 |
3,651,000 | 3,473,995 | ||||||
| 4.13%, 06/15/2039 |
4,294,000 | 5,157,089 | ||||||
| 4.35%, 11/15/2047 |
7,950,000 | 9,974,563 | ||||||
| 4.55%, 02/20/2048 |
1,770,000 | 2,270,511 | ||||||
| 4.63%, 05/15/2044 |
2,640,000 | 3,386,807 | ||||||
| 5.00%, 08/15/2045 |
653,000 | 877,892 | ||||||
| Bunge Ltd. Finance Corp. |
||||||||
| 2.75%, 05/14/2031 |
3,900,000 | 3,951,680 | ||||||
| Campbell Soup Co. |
||||||||
| 2.38%, 04/24/2030 |
895,000 | 900,966 | ||||||
| 3.13%, 04/24/2050 |
494,000 | 478,050 | ||||||
| Cargill, Inc. |
||||||||
| 3.25%, 03/01/2023(2) |
345,000 | 359,085 | ||||||
| Centene Corp. |
||||||||
| 2.45%, 07/15/2028 |
10,419,000 | 10,471,095 | ||||||
| Children’s Health System of Texas |
||||||||
| 2.51%, 08/15/2050 |
2,270,000 | 2,110,758 | ||||||
| Children’s Hospital |
||||||||
| 2.93%, 07/15/2050 |
1,340,000 | 1,321,742 | ||||||
| Children’s Hospital Corp. |
||||||||
| 2.59%, 02/01/2050 |
1,290,000 | 1,227,013 | ||||||
| Cigna Corp. |
||||||||
| 3.05%, 11/30/2022 |
9,105,000 | 9,363,464 | ||||||
| 3.25%, 04/15/2025 |
970,000 | 1,038,907 | ||||||
| 4.38%, 10/15/2028 |
30,325,000 | 35,044,015 | ||||||
| 4.50%, 02/25/2026 |
755,000 | 852,294 | ||||||
| 4.80%, 07/15/2046 |
218,000 | 272,279 | ||||||
| Coca-Cola Femsa SAB de CV |
||||||||
| 1.85%, 09/01/2032 |
1,500,000 | 1,419,405 | ||||||
| 2.75%, 01/22/2030 |
1,370,000 | 1,412,689 | ||||||
| CommonSpirit Health |
||||||||
| 1.55%, 10/01/2025 |
1,290,000 | 1,295,422 | ||||||
| 2.78%, 10/01/2030 |
5,925,000 | 6,101,348 | ||||||
| 3.91%, 10/01/2050 |
1,265,000 | 1,381,954 |
| Conagra Brands, Inc. |
||||||||
| 1.38%, 11/01/2027 |
1,755,000 | 1,709,282 | ||||||
| 5.40%, 11/01/2048 |
1,275,000 | 1,692,906 | ||||||
| 7.00%, 10/01/2028 |
3,250,000 | 4,233,463 | ||||||
| Constellation Brands, Inc. |
||||||||
| 2.25%, 08/01/2031 |
2,970,000 | 2,922,409 | ||||||
| 2.88%, 05/01/2030 |
3,620,000 | 3,765,681 | ||||||
| 4.40%, 11/15/2025 |
760,000 | 851,090 | ||||||
| 4.65%, 11/15/2028 |
4,780,000 | 5,514,746 | ||||||
| Cottage Health Obligated Group |
||||||||
| 3.30%, 11/01/2049 |
1,530,000 | 1,626,747 | ||||||
| CVS Health Corp. |
||||||||
| 2.70%, 08/21/2040 |
2,500,000 | 2,385,602 | ||||||
| 4.30%, 03/25/2028 |
783,000 | 893,133 | ||||||
| 4.78%, 03/25/2038 |
7,088,000 | 8,690,895 | ||||||
| 4.88%, 07/20/2035 |
2,515,000 | 3,055,248 | ||||||
| 5.05%, 03/25/2048 |
6,313,000 | 8,126,108 | ||||||
| 5.13%, 07/20/2045 |
4,430,000 | 5,709,066 | ||||||
| 5.30%, 12/05/2043 |
3,260,000 | 4,278,978 | ||||||
| CVS Pass-Through Trust |
||||||||
| 5.77%, 01/10/2033(2) |
706,277 | 833,969 | ||||||
| 5.93%, 01/10/2034(2) |
530,533 | 639,315 | ||||||
| 7.51%, 01/10/2032(2) |
780,964 | 983,146 | ||||||
| CVS Pass-Through Trust Series 2009 |
||||||||
| 8.35%, 07/10/2031(2) |
788,307 | 1,025,506 | ||||||
| DENTSPLY SIRONA, Inc. |
||||||||
| 3.25%, 06/01/2030 |
3,000,000 | 3,196,569 | ||||||
| DH Europe Finance II Sarl |
||||||||
| 3.25%, 11/15/2039 |
431,000 | 459,656 | ||||||
| Diageo Investment Corp. |
||||||||
| 8.00%, 09/15/2022 |
516,000 | 553,440 | ||||||
| Element Fleet Management Corp. |
||||||||
| 1.60%, 04/06/2024(2) |
1,405,000 | 1,425,210 | ||||||
| 3.85%, 06/15/2025(2) |
3,000,000 | 3,230,208 | ||||||
| ERAC USA Finance LLC |
||||||||
| 4.50%, 02/15/2045(2) |
300,000 | 363,409 | ||||||
| 5.63%, 03/15/2042(2) |
357,000 | 488,004 | ||||||
| Experian Finance Plc |
||||||||
| 2.75%, 03/08/2030(2) |
9,240,000 | 9,578,378 | ||||||
| Fomento Economico Mexicano SAB de CV |
||||||||
| 3.50%, 01/16/2050 |
2,290,000 | 2,395,867 | ||||||
| 4.38%, 05/10/2043 |
526,000 | 615,583 | ||||||
| Ford Foundation |
||||||||
| 2.82%, 06/01/2070 |
4,835,000 | 4,788,966 | ||||||
| Fresenius Medical Care US Finance III, Inc. |
||||||||
| 3.00%, 12/01/2031(2) |
8,000,000 | 8,181,038 | ||||||
| General Mills, Inc. |
||||||||
| 3.00%, 02/01/2051(2) |
3,007,000 | 3,001,687 | ||||||
| Gilead Sciences, Inc. |
||||||||
| 1.65%, 10/01/2030 |
1,700,000 | 1,632,313 | ||||||
| 2.60%, 10/01/2040 |
1,855,000 | 1,766,068 | ||||||
| 4.60%, 09/01/2035 |
4,225,000 | 5,123,075 | ||||||
| Global Payments, Inc. |
||||||||
| 3.20%, 08/15/2029 |
2,300,000 | 2,431,322 | ||||||
| Grupo Bimbo SAB de CV |
||||||||
| 3.88%, 06/27/2024(2) |
5,000,000 | 5,371,898 | ||||||
| 4.70%, 11/10/2047(2) |
4,500,000 | 5,324,085 | ||||||
| Hackensack Meridian Health, Inc. |
||||||||
| 2.68%, 09/01/2041 |
3,780,000 | 3,740,747 | ||||||
| 2.88%, 09/01/2050 |
2,000,000 | 1,983,833 | ||||||
| Hartford HealthCare Corp. |
||||||||
| 3.45%, 07/01/2054 |
3,370,000 | 3,506,128 | ||||||
| HCA, Inc. |
||||||||
| 3.50%, 07/15/2051 |
245,000 | 242,864 | ||||||
| 4.50%, 02/15/2027 |
7,000,000 | 7,879,944 | ||||||
| 5.13%, 06/15/2039 |
1,715,000 | 2,128,218 | ||||||
| 5.25%, 06/15/2026 |
4,200,000 | 4,819,583 | ||||||
| 5.50%, 06/15/2047 |
1,825,000 | 2,366,578 | ||||||
| Johnson & Johnson |
||||||||
| 4.38%, 12/05/2033 |
1,070,000 | 1,316,251 | ||||||
| Keurig Dr Pepper, Inc. |
||||||||
| 3.43%, 06/15/2027 |
1,802,000 | 1,980,072 | ||||||
| 4.06%, 05/25/2023 |
2,299,000 | 2,429,686 | ||||||
| 4.42%, 05/25/2025 |
447,000 | 496,746 | ||||||
| 4.42%, 12/15/2046 |
4,032,000 | 4,838,411 | ||||||
| 4.99%, 05/25/2038 |
646,000 | 808,754 | ||||||
| 5.09%, 05/25/2048 |
500,000 | 663,380 | ||||||
| Kimberly-Clark de Mexico SAB de CV |
||||||||
| 2.43%, 07/01/2031(2) |
7,500,000 | 7,475,250 | ||||||
| Kraft Heinz Foods Co. |
||||||||
| 3.00%, 06/01/2026 |
3,353,000 | 3,531,854 | ||||||
| 4.38%, 06/01/2046 |
4,425,000 | 5,034,853 | ||||||
| 4.88%, 10/01/2049 |
3,375,000 | 4,107,695 | ||||||
| Kroger Co. |
||||||||
| 3.95%, 01/15/2050 |
1,600,000 | 1,815,810 | ||||||
| 4.45%, 02/01/2047 |
1,010,000 | 1,207,468 | ||||||
| 5.40%, 07/15/2040 |
95,000 | 123,889 | ||||||
| Laboratory Corp. of America Holdings |
||||||||
| 2.95%, 12/01/2029 |
2,190,000 | 2,322,669 | ||||||
| Mars, Inc. |
||||||||
| 3.95%, 04/01/2049(2) |
3,482,000 | 4,160,268 | ||||||
| Massachusetts Institute of Technology |
||||||||
| 3.89%, 07/01/2116 |
2,906,000 | 3,516,180 | ||||||
| 4.68%, 07/01/2114 |
1,645,000 | 2,386,459 | ||||||
| McKesson Corp. |
||||||||
| 0.90%, 12/03/2025 |
2,410,000 | 2,371,736 | ||||||
| Mead Johnson Nutrition Co. |
||||||||
| 4.13%, 11/15/2025 |
891,000 | 992,178 | ||||||
| Memorial Health Services |
||||||||
| 3.45%, 11/01/2049 |
3,040,000 | 3,374,660 |
| MidMichigan Health |
||||||||
| 3.41%, 06/01/2050 |
3,480,000 | 3,746,326 | ||||||
| Moody’s Corp. |
||||||||
| 2.55%, 08/18/2060 |
705,000 | 617,046 | ||||||
| 2.75%, 08/19/2041 |
4,368,000 | 4,239,574 | ||||||
| Mount Sinai Hospitals Group, Inc. |
||||||||
| 3.98%, 07/01/2048 |
999,000 | 1,100,463 | ||||||
| MultiCare Health System |
||||||||
| 2.80%, 08/15/2050 |
3,003,000 | 2,983,338 | ||||||
| Mylan, Inc. |
||||||||
| 3.13%, 01/15/2023(2) |
5,000,000 | 5,165,019 | ||||||
| 4.55%, 04/15/2028 |
700,000 | 798,970 | ||||||
| 5.20%, 04/15/2048 |
7,550,000 | 9,294,899 | ||||||
| 5.40%, 11/29/2043 |
3,770,000 | 4,661,003 | ||||||
| NYU Langone Hospitals |
||||||||
| 3.38%, 07/01/2055 |
1,270,000 | 1,324,414 | ||||||
| Orlando Health Obligated Group |
||||||||
| 4.09%, 10/01/2048 |
2,605,000 | 3,129,541 | ||||||
| Pepperdine University |
||||||||
| 3.30%, 12/01/2059 |
1,440,000 | 1,490,709 | ||||||
| PerkinElmer, Inc. |
||||||||
| 3.63%, 03/15/2051 |
3,400,000 | 3,654,809 | ||||||
| Philip Morris International, Inc. |
||||||||
| 2.50%, 11/02/2022 |
1,300,000 | 1,328,746 | ||||||
| Piedmont Healthcare, Inc. |
||||||||
| 2.86%, 01/01/2052 |
2,195,000 | 2,132,722 | ||||||
| President & Fellows of Harvard College |
||||||||
| 2.52%, 10/15/2050 |
3,480,000 | 3,429,675 | ||||||
| 3.30%, 07/15/2056 |
4,420,000 | 5,024,518 | ||||||
| Providence St Joseph Health Obligated Group |
||||||||
| 2.75%, 10/01/2026 |
1,200,000 | 1,270,789 | ||||||
| Quanta Services, Inc. |
||||||||
| 2.35%, 01/15/2032 |
2,965,000 | 2,901,148 | ||||||
| Quest Diagnostics, Inc. |
||||||||
| 3.45%, 06/01/2026 |
223,000 | 242,574 | ||||||
| 3.50%, 03/30/2025 |
4,820,000 | 5,200,082 | ||||||
| Reckitt Benckiser Treasury Services Plc |
||||||||
| 2.38%, 06/24/2022(2) |
1,200,000 | 1,216,425 | ||||||
| Regeneron Pharmaceuticals, Inc. |
||||||||
| 1.75%, 09/15/2030 |
2,800,000 | 2,663,715 | ||||||
| 2.80%, 09/15/2050 |
1,655,000 | 1,527,974 | ||||||
| Reynolds American, Inc. |
||||||||
| 4.45%, 06/12/2025 |
5,000,000 | 5,512,104 | ||||||
| Royalty Pharma Plc |
||||||||
| 0.75%, 09/02/2023 |
7,105,000 | 7,128,212 | ||||||
| 1.20%, 09/02/2025 |
2,080,000 | 2,066,516 | ||||||
| 1.75%, 09/02/2027 |
2,080,000 | 2,071,005 | ||||||
| 3.30%, 09/02/2040 |
1,720,000 | 1,714,584 | ||||||
| 3.55%, 09/02/2050 |
1,765,000 | 1,733,812 | ||||||
| Shire Acquisitions Investments Ireland DAC |
||||||||
| 2.88%, 09/23/2023 |
668,000 | 696,389 | ||||||
| 3.20%, 09/23/2026 |
3,626,000 | 3,911,243 | ||||||
| Smithfield Foods, Inc. |
||||||||
| 3.35%, 02/01/2022(2) |
14,000,000 | 14,079,591 | ||||||
| Takeda Pharmaceutical Co. Ltd. |
||||||||
| 3.03%, 07/09/2040 |
3,675,000 | 3,731,234 | ||||||
| 3.18%, 07/09/2050 |
1,920,000 | 1,945,684 | ||||||
| Texas Health Resources |
||||||||
| 2.33%, 11/15/2050 |
970,000 | 859,733 | ||||||
| 4.33%, 11/15/2055 |
1,000,000 | 1,294,776 | ||||||
| Thermo Fisher Scientific, Inc. |
||||||||
| 2.80%, 10/15/2041 |
1,040,000 | 1,037,351 | ||||||
| 2.95%, 09/19/2026 |
476,000 | 511,746 | ||||||
| Triton Container International Ltd. |
||||||||
| 1.15%, 06/07/2024(2) |
2,755,000 | 2,750,530 | ||||||
| Tyson Foods, Inc. |
||||||||
| 4.88%, 08/15/2034 |
400,000 | 494,404 | ||||||
| 5.15%, 08/15/2044 |
588,000 | 759,882 | ||||||
| Unilever Capital Corp. |
||||||||
| 3.38%, 03/22/2025 |
800,000 | 860,708 | ||||||
| UnitedHealth Group, Inc. |
||||||||
| 2.30%, 05/15/2031 |
3,201,000 | 3,265,953 | ||||||
| 3.10%, 03/15/2026 |
550,000 | 596,403 | ||||||
| 3.25%, 05/15/2051 |
4,430,000 | 4,684,526 | ||||||
| 3.50%, 08/15/2039 |
1,675,000 | 1,849,308 | ||||||
| 4.63%, 07/15/2035 |
427,000 | 530,490 | ||||||
| Universal Health Services, Inc. |
||||||||
| 2.65%, 10/15/2030(2) |
1,520,000 | 1,526,901 | ||||||
| 2.65%, 01/15/2032(2) |
2,115,000 | 2,094,352 | ||||||
| University of Chicago |
||||||||
| 2.76%, 04/01/2045 |
1,575,000 | 1,605,764 | ||||||
| University of Southern California |
||||||||
| 3.23%, 10/01/2120 |
1,370,000 | 1,381,792 | ||||||
| Utah Acquisition Sub, Inc. |
||||||||
| 3.95%, 06/15/2026 |
532,000 | 586,050 | ||||||
| 5.25%, 06/15/2046 |
275,000 | 336,370 | ||||||
| Verisk Analytics, Inc. |
||||||||
| 4.00%, 06/15/2025 |
7,000,000 | 7,710,756 | ||||||
| Viatris, Inc. |
||||||||
| 2.30%, 06/22/2027(2) |
3,525,000 | 3,599,307 | ||||||
| 3.85%, 06/22/2040(2) |
4,820,000 | 5,169,443 | ||||||
| 4.00%, 06/22/2050(2) |
4,000,000 | 4,251,449 | ||||||
| Viterra Finance BV |
||||||||
| 3.20%, 04/21/2031(2) |
10,250,000 | 10,411,912 | ||||||
| Yale-New Haven Health Services Corp. |
||||||||
| 2.50%, 07/01/2050 |
1,530,000 | 1,417,486 |
| Zimmer Biomet Holdings, Inc. |
||||||||
| 3.55%, 04/01/2025 |
6,000,000 | 6,450,051 | ||||||
| 3.55%, 03/20/2030 |
9,400,000 | 10,281,221 | ||||||
| 3.70%, 03/19/2023 |
407,000 | 424,589 | ||||||
| Zoetis, Inc. |
||||||||
| 2.00%, 05/15/2030 |
1,590,000 | 1,575,265 | ||||||
| 3.00%, 09/12/2027 |
4,685,000 | 5,044,182 | ||||||
|
|
|
|||||||
| Total Consumer, Non-cyclical |
763,394,029 | |||||||
|
|
|
|||||||
| Diversified – 0.03% |
||||||||
| CK Hutchison International 16 Ltd. |
||||||||
| 1.88%, 10/03/2021(2) |
402,000 | 402,000 | ||||||
| 2.75%, 10/03/2026(2) |
600,000 | 634,074 | ||||||
| CK Hutchison International 17 II Ltd. |
||||||||
| 2.75%, 03/29/2023(2) |
500,000 | 515,721 | ||||||
| CK Hutchison International 17 Ltd. |
||||||||
| 2.88%, 04/05/2022(2) |
800,000 | 809,728 | ||||||
| CK Hutchison International 19 Ltd. |
||||||||
| 3.63%, 04/11/2029(2) |
1,615,000 | 1,766,810 | ||||||
| CVS Pass-Through Trust Series 2013 |
||||||||
| 4.70%, 01/10/2036(2) |
836,573 | 948,856 | ||||||
| Hutchison Whampoa International 12 II Ltd. |
||||||||
| 3.25%, 11/08/2022(2) |
450,000 | 463,443 | ||||||
|
|
|
|||||||
| Total Diversified |
5,540,632 | |||||||
|
|
|
|||||||
| Energy – 3.20% |
||||||||
| Abu Dhabi Crude Oil Pipeline LLC |
||||||||
| 4.60%, 11/02/2047(2) |
3,856,000 | 4,546,610 | ||||||
| Aker BP ASA |
||||||||
| 2.88%, 01/15/2026(2) |
2,326,000 | 2,458,231 | ||||||
| ANR Pipeline Co. |
||||||||
| 9.63%, 11/01/2021 |
337,000 | 339,311 | ||||||
| Baker Hughes a GE Co. LLC / Baker Hughes Co.-Obligor, Inc. |
||||||||
| 4.49%, 05/01/2030 |
1,365,000 | 1,596,826 | ||||||
| Baker Hughes Holdings LLC |
||||||||
| 5.13%, 09/15/2040 |
600,000 | 765,467 | ||||||
| Boardwalk Pipelines LP |
||||||||
| 3.40%, 02/15/2031 |
1,145,000 | 1,203,221 | ||||||
| 4.80%, 05/03/2029 |
960,000 | 1,099,113 | ||||||
| 5.95%, 06/01/2026 |
3,000,000 | 3,511,240 | ||||||
| BP Capital Markets America, Inc. |
||||||||
| 2.94%, 06/04/2051 |
3,935,000 | 3,720,523 | ||||||
| 3.02%, 01/16/2027 |
1,052,000 | 1,130,785 | ||||||
| 3.06%, 06/17/2041 |
4,349,000 | 4,391,136 | ||||||
| 3.79%, 02/06/2024 |
9,145,000 | 9,791,332 | ||||||
| BP Capital Markets Plc |
||||||||
| 3.28%, 09/19/2027 |
2,309,000 | 2,528,781 | ||||||
| 3.51%, 03/17/2025 |
45,000 | 48,719 | ||||||
| 3.54%, 11/04/2024 |
700,000 | 757,070 | ||||||
| Buckeye Partners LP |
||||||||
| 5.60%, 10/15/2044 |
2,000,000 | 1,945,000 | ||||||
| 5.85%, 11/15/2043 |
591,000 | 591,532 | ||||||
| Canadian Natural Resources Ltd. |
||||||||
| 6.25%, 03/15/2038 |
5,000,000 | 6,649,401 | ||||||
| 6.50%, 02/15/2037 |
118,000 | 157,984 | ||||||
| Cenovus Energy, Inc. |
||||||||
| 5.25%, 06/15/2037 |
5,270,000 | 6,280,506 | ||||||
| 5.38%, 07/15/2025 |
5,770,000 | 6,572,358 | ||||||
| 5.40%, 06/15/2047 |
3,590,000 | 4,404,423 | ||||||
| 6.80%, 09/15/2037 |
2,100,000 | 2,788,566 | ||||||
| Cheniere Corpus Christi Holdings LLC |
||||||||
| 2.74%, 12/31/2039(2) |
2,025,000 | 2,005,875 | ||||||
| 5.13%, 06/30/2027 |
377,000 | 435,852 | ||||||
| 5.88%, 03/31/2025 |
5,900,000 | 6,664,820 | ||||||
| Chevron USA, Inc. |
||||||||
| 3.25%, 10/15/2029 |
1,155,000 | 1,264,321 | ||||||
| 5.05%, 11/15/2044 |
3,740,000 | 4,976,638 | ||||||
| 5.25%, 11/15/2043 |
3,975,000 | 5,360,204 | ||||||
| 6.00%, 03/01/2041 |
386,000 | 559,831 | ||||||
| Cimarex Energy Co. |
||||||||
| 3.90%, 05/15/2027 |
3,045,000 | 3,331,594 | ||||||
| CNOOC Finance 2013 Ltd. |
||||||||
| 2.88%, 09/30/2029 |
2,245,000 | 2,316,396 | ||||||
| Columbia Pipeline Group, Inc. |
||||||||
| 5.80%, 06/01/2045 |
2,700,000 | 3,683,781 | ||||||
| ConocoPhillips |
||||||||
| 2.40%, 02/15/2031(2) |
1,310,000 | 1,332,164 | ||||||
| 3.75%, 10/01/2027(2) |
1,000,000 | 1,116,839 | ||||||
| ConocoPhillips Co. |
||||||||
| 4.95%, 03/15/2026 |
598,000 | 687,568 | ||||||
| Continental Resources, Inc. |
||||||||
| 4.38%, 01/15/2028 |
2,515,000 | 2,782,219 | ||||||
| 4.50%, 04/15/2023 |
3,444,000 | 3,568,845 | ||||||
| 4.90%, 06/01/2044 |
1,777,000 | 1,990,240 | ||||||
| Devon Energy Corp. |
||||||||
| 4.75%, 05/15/2042 |
722,000 | 823,993 | ||||||
| 5.60%, 07/15/2041 |
2,001,000 | 2,493,351 | ||||||
| Diamondback Energy, Inc. |
||||||||
| 3.25%, 12/01/2026 |
10,490,000 | 11,233,208 | ||||||
| 4.75%, 05/31/2025 |
2,000,000 | 2,234,059 | ||||||
| Eastern Gas Transmission & Storage, Inc. |
||||||||
| 4.60%, 12/15/2044(2) |
1,300,000 | 1,551,940 | ||||||
| Ecopetrol SA |
||||||||
| 4.13%, 01/16/2025 |
383,000 | 398,657 | ||||||
| 5.38%, 06/26/2026 |
537,000 | 583,638 | ||||||
| 5.88%, 09/18/2023 |
395,000 | 425,415 | ||||||
| Enable Midstream Partners LP |
||||||||
| 4.40%, 03/15/2027 |
900,000 | 997,054 | ||||||
| 4.95%, 05/15/2028 |
1,615,000 | 1,814,170 | ||||||
| Enbridge Energy Partners LP |
||||||||
| 7.50%, 04/15/2038 |
1,000,000 | 1,485,753 |
| Enbridge, Inc. |
||||||||
| 1.60%, 10/04/2026 |
2,406,000 | 2,414,418 | ||||||
| Energy Transfer LP |
||||||||
| 3.60%, 02/01/2023 |
1,245,000 | 1,283,608 | ||||||
| 4.05%, 03/15/2025 |
2,250,000 | 2,427,147 | ||||||
| 4.75%, 01/15/2026 |
2,367,000 | 2,645,450 | ||||||
| 4.95%, 01/15/2043 |
1,482,000 | 1,618,722 | ||||||
| 5.00%, 05/15/2050 |
5,545,000 | 6,397,399 | ||||||
| 5.25%, 04/15/2029 |
5,631,000 | 6,600,490 | ||||||
| 5.30%, 04/01/2044 |
200,000 | 231,720 | ||||||
| 5.40%, 10/01/2047 |
1,500,000 | 1,787,422 | ||||||
| 5.50%, 06/01/2027 |
277,000 | 325,013 | ||||||
| 6.05%, 06/01/2041 |
2,000,000 | 2,481,246 | ||||||
| 6.13%, 12/15/2045 |
810,000 | 1,030,649 | ||||||
| 6.25%, 04/15/2049 |
7,273,000 | 9,556,798 | ||||||
| 6.50%, 02/01/2042 |
3,200,000 | 4,157,513 | ||||||
| ENI SpA |
||||||||
| 4.25%, 05/09/2029(2) |
2,825,000 | 3,228,991 | ||||||
| 5.70%, 10/01/2040(2) |
557,000 | 707,046 | ||||||
| ENI USA, Inc. |
||||||||
| 7.30%, 11/15/2027 |
400,000 | 519,083 | ||||||
| Enterprise Products Operating LLC |
||||||||
| 3.30%, 02/15/2053 |
5,521,000 | 5,384,314 | ||||||
| 3.70%, 02/15/2026 |
304,000 | 333,679 | ||||||
| 3.90%, 02/15/2024 |
3,400,000 | 3,628,511 | ||||||
| 4.85%, 08/15/2042 |
4,000,000 | 4,831,973 | ||||||
| 4.95%, 10/15/2054 |
177,000 | 222,728 | ||||||
| 5.75%, 03/01/2035 |
1,075,000 | 1,355,769 | ||||||
| 5.95%, 02/01/2041 |
201,000 | 272,601 | ||||||
| EOG Resources, Inc. |
||||||||
| 2.63%, 03/15/2023 |
249,000 | 255,723 | ||||||
| EQM Midstream Partners LP |
||||||||
| 4.00%, 08/01/2024 |
2,000,000 | 2,077,420 | ||||||
| 4.75%, 07/15/2023 |
1,684,000 | 1,758,601 | ||||||
| EQT Corp. |
||||||||
| 3.90%, 10/01/2027 |
805,000 | 871,195 | ||||||
| Equinor ASA |
||||||||
| 2.88%, 04/06/2025 |
665,000 | 706,055 | ||||||
| 3.25%, 11/10/2024 |
508,000 | 545,920 | ||||||
| Exxon Mobil Corp. |
||||||||
| 3.00%, 08/16/2039 |
3,535,000 | 3,654,885 | ||||||
| 3.10%, 08/16/2049 |
2,040,000 | 2,063,822 | ||||||
| 3.45%, 04/15/2051 |
4,108,000 | 4,368,562 | ||||||
| Flex Intermediate Holdco LLC |
||||||||
| 3.36%, 06/30/2031(2) |
1,930,000 | 1,957,776 | ||||||
| 4.32%, 12/30/2039(2) |
1,365,000 | 1,410,807 | ||||||
| Galaxy Pipeline Assets Bidco Ltd. |
||||||||
| 2.94%, 09/30/2040(2) |
2,450,000 | 2,444,891 | ||||||
| Gazprom PJSC Via Gaz Capital SA |
||||||||
| 4.95%, 07/19/2022(2) |
610,000 | 628,331 | ||||||
| 6.51%, 03/07/2022(2) |
1,140,000 | 1,166,220 | ||||||
| Gray Oak Pipeline LLC |
||||||||
| 2.00%, 09/15/2023(2) |
1,220,000 | 1,243,350 | ||||||
| 2.60%, 10/15/2025(2) |
5,580,000 | 5,719,959 | ||||||
| Halliburton Co. |
||||||||
| 4.75%, 08/01/2043 |
565,000 | 646,875 | ||||||
| 4.85%, 11/15/2035 |
200,000 | 235,891 | ||||||
| 7.60%, 08/15/2096(2) |
258,000 | 346,136 | ||||||
| Helmerich & Payne, Inc. |
||||||||
| 4.65%, 03/15/2025 |
4,710,000 | 5,201,794 | ||||||
| Hess Corp. |
||||||||
| 5.80%, 04/01/2047 |
3,358,000 | 4,373,157 | ||||||
| 6.00%, 01/15/2040 |
513,000 | 658,565 | ||||||
| HollyFrontier Corp. |
||||||||
| 2.63%, 10/01/2023 |
250,000 | 258,111 | ||||||
| 5.88%, 04/01/2026 |
4,573,000 | 5,249,345 | ||||||
| KazMunayGas National Co. JSC |
||||||||
| 4.75%, 04/24/2025(2) |
1,590,000 | 1,751,957 | ||||||
| Kinder Morgan Energy Partners LP |
||||||||
| 4.30%, 05/01/2024 |
3,700,000 | 3,989,798 | ||||||
| 6.95%, 01/15/2038 |
4,767,000 | 6,756,035 | ||||||
| 7.30%, 08/15/2033 |
1,650,000 | 2,322,316 | ||||||
| 7.50%, 11/15/2040 |
483,000 | 713,540 | ||||||
| Kinder Morgan, Inc. |
||||||||
| 2.00%, 02/15/2031 |
1,290,000 | 1,243,361 | ||||||
| 3.25%, 08/01/2050 |
1,430,000 | 1,378,355 | ||||||
| 5.05%, 02/15/2046 |
600,000 | 725,511 | ||||||
| 7.80%, 08/01/2031 |
4,600,000 | 6,561,030 | ||||||
| Lundin Energy Finance BV |
||||||||
| 2.00%, 07/15/2026(2) |
1,255,000 | 1,262,571 | ||||||
| 3.10%, 07/15/2031(2) |
3,795,000 | 3,847,923 | ||||||
| Magellan Midstream Partners LP |
||||||||
| 3.20%, 03/15/2025 |
386,000 | 404,888 | ||||||
| 4.20%, 03/15/2045 |
5,725,000 | 5,973,441 | ||||||
| Marathon Petroleum Corp. |
||||||||
| 3.63%, 09/15/2024 |
1,061,000 | 1,138,509 | ||||||
| 4.50%, 05/01/2023 |
1,919,000 | 2,028,069 | ||||||
| 4.50%, 04/01/2048 |
3,000,000 | 3,396,330 | ||||||
| 4.70%, 05/01/2025 |
11,299,000 | 12,612,465 | ||||||
| 4.75%, 12/15/2023 |
5,537,000 | 5,985,424 | ||||||
| 5.13%, 12/15/2026 |
5,979,000 | 6,952,521 | ||||||
| MPLX LP |
||||||||
| 2.65%, 08/15/2030 |
7,390,000 | 7,415,366 | ||||||
| 4.50%, 04/15/2038 |
6,723,000 | 7,505,136 | ||||||
| 4.88%, 06/01/2025 |
3,000,000 | 3,352,572 | ||||||
| 5.20%, 03/01/2047 |
695,000 | 842,960 | ||||||
| 5.20%, 12/01/2047 |
560,000 | 679,912 | ||||||
| 5.50%, 02/15/2049 |
950,000 | 1,204,206 |
| NGPL PipeCo LLC |
||||||||
| 3.25%, 07/15/2031(2) |
2,055,000 | 2,105,561 | ||||||
| Occidental Petroleum Corp. |
||||||||
| 0.00%, 10/10/2036 |
4,000,000 | 2,170,020 | ||||||
| 3.20%, 08/15/2026 |
3,000,000 | 3,062,820 | ||||||
| 6.45%, 09/15/2036 |
2,685,000 | 3,378,066 | ||||||
| ONEOK Partners LP |
||||||||
| 3.38%, 10/01/2022 |
151,000 | 154,155 | ||||||
| 5.00%, 09/15/2023 |
3,923,000 | 4,197,594 | ||||||
| 6.20%, 09/15/2043 |
2,500,000 | 3,239,446 | ||||||
| 6.65%, 10/01/2036 |
1,050,000 | 1,408,806 | ||||||
| ONEOK, Inc. |
||||||||
| 2.75%, 09/01/2024 |
8,370,000 | 8,773,014 | ||||||
| 3.10%, 03/15/2030 |
13,970,000 | 14,582,029 | ||||||
| 3.40%, 09/01/2029 |
925,000 | 986,492 | ||||||
| 4.50%, 03/15/2050 |
915,000 | 1,014,511 | ||||||
| 4.95%, 07/13/2047 |
1,850,000 | 2,186,920 | ||||||
| Ovintiv Exploration, Inc. |
||||||||
| 5.38%, 01/01/2026 |
3,845,000 | 4,347,396 | ||||||
| 5.63%, 07/01/2024 |
1,000,000 | 1,108,846 | ||||||
| Petroleos Mexicanos |
||||||||
| 6.35%, 02/12/2048 |
4,537,000 | 3,833,606 | ||||||
| 6.49%, 01/23/2027 |
1,185,000 | 1,252,308 | ||||||
| 6.50%, 03/13/2027 |
1,090,000 | 1,151,160 | ||||||
| 6.50%, 01/23/2029 |
970,000 | 997,063 | ||||||
| 6.75%, 09/21/2047 |
4,518,000 | 3,940,441 | ||||||
| 6.88%, 08/04/2026 |
2,390,000 | 2,599,364 | ||||||
| Phillips 66 |
||||||||
| 4.88%, 11/15/2044 |
70,000 | 88,311 | ||||||
| 5.88%, 05/01/2042 |
3,000,000 | 4,121,594 | ||||||
| Phillips 66 Partners LP |
||||||||
| 3.15%, 12/15/2029 |
655,000 | 684,582 | ||||||
| 3.55%, 10/01/2026 |
190,000 | 204,717 | ||||||
| 3.61%, 02/15/2025 |
560,000 | 599,021 | ||||||
| 4.90%, 10/01/2046 |
412,000 | 489,075 | ||||||
| Pioneer Natural Resources Co. |
||||||||
| 1.90%, 08/15/2030 |
2,330,000 | 2,229,332 | ||||||
| 2.15%, 01/15/2031 |
13,863,000 | 13,480,479 | ||||||
| Plains All American Pipeline LP |
||||||||
| 3.55%, 12/15/2029 |
2,800,000 | 2,945,790 | ||||||
| 4.65%, 10/15/2025 |
2,391,000 | 2,649,660 | ||||||
| 5.15%, 06/01/2042 |
2,380,000 | 2,672,020 | ||||||
| Plains All American Pipeline LP / PAA Finance Corp. |
||||||||
| 4.70%, 06/15/2044 |
8,631,000 | 9,262,790 | ||||||
| Qatar Petroleum |
||||||||
| 1.38%, 09/12/2026(2) |
16,914,000 | 16,788,836 | ||||||
| 2.25%, 07/12/2031(2) |
3,240,000 | 3,208,896 | ||||||
| 3.13%, 07/12/2041(2) |
2,457,000 | 2,455,821 | ||||||
| Reliance Industries Ltd. |
||||||||
| 5.40%, 02/14/2022(2) |
1,115,000 | 1,133,331 | ||||||
| S.A. Global Sukuk Ltd. |
||||||||
| 0.95%, 06/17/2024(2) |
1,430,000 | 1,415,872 | ||||||
| Sabal Trail Transmission LLC |
||||||||
| 4.68%, 05/01/2038(2) |
10,000,000 | 11,829,947 | ||||||
| Sabine Pass Liquefaction LLC |
||||||||
| 5.00%, 03/15/2027 |
1,700,000 | 1,954,338 | ||||||
| 5.63%, 03/01/2025 |
505,000 | 573,148 | ||||||
| 5.88%, 06/30/2026 |
10,000,000 | 11,768,974 | ||||||
| Saudi Arabian Oil Co. |
||||||||
| 1.25%, 11/24/2023(2) |
352,000 | 354,253 | ||||||
| 1.63%, 11/24/2025(2) |
653,000 | 653,033 | ||||||
| 3.25%, 11/24/2050(2) |
1,948,000 | 1,855,626 | ||||||
| Schlumberger Finance Canada Ltd. |
||||||||
| 1.40%, 09/17/2025 |
2,640,000 | 2,668,092 | ||||||
| Schlumberger Holdings Corp. |
||||||||
| 3.75%, 05/01/2024(2) |
780,000 | 833,312 | ||||||
| 3.90%, 05/17/2028(2) |
852,000 | 939,195 | ||||||
| Shell International Finance BV |
||||||||
| 2.75%, 04/06/2030 |
3,300,000 | 3,503,756 | ||||||
| Sinopec Group Overseas Development 2018 Ltd. |
||||||||
| 3.68%, 08/08/2049(2) |
4,318,000 | 4,639,336 | ||||||
| Southern Natural Gas Co. LLC |
||||||||
| 4.80%, 03/15/2047(2) |
428,000 | 521,473 | ||||||
| 8.00%, 03/01/2032 |
446,000 | 631,040 | ||||||
| Spectra Energy Partners LP |
||||||||
| 4.50%, 03/15/2045 |
3,000,000 | 3,520,486 | ||||||
| 5.95%, 09/25/2043 |
207,000 | 285,906 | ||||||
| Suncor Energy, Inc. |
||||||||
| 5.95%, 12/01/2034 |
1,048,000 | 1,364,601 | ||||||
| 5.95%, 05/15/2035 |
350,000 | 454,871 | ||||||
| 6.80%, 05/15/2038 |
423,000 | 598,259 | ||||||
| 7.88%, 06/15/2026 |
543,000 | 681,683 | ||||||
| TC PipeLines LP |
||||||||
| 3.90%, 05/25/2027 |
5,457,000 | 6,054,137 | ||||||
| 4.38%, 03/13/2025 |
8,465,000 | 9,214,273 | ||||||
| Tennessee Gas Pipeline Co. LLC |
||||||||
| 2.90%, 03/01/2030(2) |
1,705,000 | 1,763,179 | ||||||
| Texas Eastern Transmission LP |
||||||||
| 2.80%, 10/15/2022(2) |
714,000 | 726,439 | ||||||
| 3.50%, 01/15/2028(2) |
450,000 | 486,747 | ||||||
| TotalEnergies Capital International SA |
||||||||
| 2.99%, 06/29/2041 |
4,000,000 | 4,067,504 | ||||||
| 3.13%, 05/29/2050 |
2,465,000 | 2,478,522 | ||||||
| 3.46%, 07/12/2049 |
1,905,000 | 2,039,432 | ||||||
| TransCanada PipeLines Ltd. |
||||||||
| 4.75%, 05/15/2038 |
1,000,000 | 1,190,262 | ||||||
| 6.20%, 10/15/2037 |
573,000 | 781,732 | ||||||
| Valero Energy Corp. |
||||||||
| 1.20%, 03/15/2024 |
2,070,000 | 2,093,143 |
| 2.15%, 09/15/2027 |
6,870,000 | 6,918,159 | ||||||
| 2.70%, 04/15/2023 |
1,455,000 | 1,501,889 | ||||||
| 6.63%, 06/15/2037 |
5,000,000 | 6,751,999 | ||||||
| 7.50%, 04/15/2032 |
175,000 | 242,859 | ||||||
| Williams Companies, Inc. |
||||||||
| 4.30%, 03/04/2024 |
2,500,000 | 2,683,916 | ||||||
| 4.85%, 03/01/2048 |
3,000,000 | 3,667,812 | ||||||
| 4.90%, 01/15/2045 |
7,000,000 | 8,377,705 | ||||||
| 5.40%, 03/04/2044 |
2,750,000 | 3,461,278 | ||||||
| 5.75%, 06/24/2044 |
2,500,000 | 3,292,860 | ||||||
| 6.30%, 04/15/2040 |
333,000 | 453,920 | ||||||
| Woodside Finance Ltd. |
||||||||
| 3.65%, 03/05/2025(2) |
3,300,000 | 3,506,854 | ||||||
|
|
|
|||||||
| Total Energy |
587,032,132 | |||||||
|
|
|
|||||||
| Financials – 12.23% |
||||||||
| ABN AMRO Bank NV |
||||||||
| 1.54% (1 Year CMT Index + 0.80%), 06/16/2027(1)(2) |
8,400,000 | 8,352,600 | ||||||
| 4.75%, 07/28/2025(2) |
6,031,000 | 6,686,014 | ||||||
| AerCap Ireland Capital DAC |
||||||||
| 1.75%, 01/30/2026 |
1,140,000 | 1,128,354 | ||||||
| 2.88%, 08/14/2024 |
1,060,000 | 1,104,327 | ||||||
| 3.50%, 01/15/2025 |
333,000 | 350,386 | ||||||
| 4.45%, 12/16/2021 |
1,260,000 | 1,265,952 | ||||||
| 4.45%, 10/01/2025 |
3,500,000 | 3,825,621 | ||||||
| 4.50%, 09/15/2023 |
5,280,000 | 5,625,359 | ||||||
| 6.50%, 07/15/2025 |
1,848,000 | 2,142,574 | ||||||
| AIA Group Ltd. |
||||||||
| 3.20%, 03/11/2025(2) |
5,545,000 | 5,866,721 | ||||||
| 3.20%, 09/16/2040(2) |
915,000 | 923,973 | ||||||
| 3.60%, 04/09/2029(2) |
795,000 | 870,562 | ||||||
| 3.90%, 04/06/2028(2) |
1,000,000 | 1,112,000 | ||||||
| AIB Group Plc |
||||||||
| 4.26% (3 Month LIBOR USD + 1.87%), 04/10/2025(1)(2) |
1,265,000 | 1,356,351 | ||||||
| 4.75%, 10/12/2023(2) |
5,775,000 | 6,211,472 | ||||||
| AIG SunAmerica Global Financing X |
||||||||
| 6.90%, 03/15/2032(2) |
955,000 | 1,346,286 | ||||||
| Air Lease Corp. |
||||||||
| 1.88%, 08/15/2026 |
3,070,000 | 3,059,280 | ||||||
| 2.88%, 01/15/2026 |
1,300,000 | 1,358,364 | ||||||
| 3.25%, 03/01/2025 |
710,000 | 749,610 | ||||||
| 3.25%, 10/01/2029 |
3,950,000 | 4,109,420 | ||||||
| 3.38%, 07/01/2025 |
1,835,000 | 1,948,684 | ||||||
| 3.88%, 07/03/2023 |
2,500,000 | 2,628,383 | ||||||
| Alexandria Real Estate Equities, Inc. |
||||||||
| 1.88%, 02/01/2033 |
1,190,000 | 1,119,747 | ||||||
| 2.00%, 05/18/2032 |
2,180,000 | 2,113,243 | ||||||
| 3.80%, 04/15/2026 |
338,000 | 372,620 | ||||||
| 4.00%, 02/01/2050 |
1,451,000 | 1,679,634 | ||||||
| American Express Co. |
||||||||
| 3.55% (5 Year CMT Index + 2.85%), 09/15/2170(1) |
3,475,000 | 3,540,504 | ||||||
| 4.20%, 11/06/2025 |
1,400,000 | 1,574,078 | ||||||
| American Financial Group, Inc. |
||||||||
| 3.50%, 08/15/2026 |
1,435,000 | 1,566,034 | ||||||
| American International Group, Inc. |
||||||||
| 3.88%, 01/15/2035 |
376,000 | 424,835 | ||||||
| 3.90%, 04/01/2026 |
1,370,000 | 1,519,801 | ||||||
| 4.13%, 02/15/2024 |
107,000 | 115,507 | ||||||
| 4.50%, 07/16/2044 |
6,104,000 | 7,452,347 | ||||||
| American Tower Corp. |
||||||||
| 1.50%, 01/31/2028 |
2,660,000 | 2,576,610 | ||||||
| 1.88%, 10/15/2030 |
2,485,000 | 2,386,502 | ||||||
| 2.10%, 06/15/2030 |
1,300,000 | 1,272,147 | ||||||
| 2.25%, 01/15/2022 |
600,000 | 603,215 | ||||||
| 2.95%, 01/15/2051 |
875,000 | 825,217 | ||||||
| 3.10%, 06/15/2050 |
1,340,000 | 1,311,682 | ||||||
| 3.38%, 10/15/2026 |
506,000 | 547,545 | ||||||
| 3.70%, 10/15/2049 |
2,065,000 | 2,233,051 | ||||||
| 3.80%, 08/15/2029 |
2,500,000 | 2,772,243 | ||||||
| American Tower Trust |
||||||||
| 3.07%, 03/15/2023(2) |
2,900,000 | 2,902,891 | ||||||
| AmFam Holdings, Inc. |
||||||||
| 2.81%, 03/11/2031(2) |
5,000,000 | 5,122,511 | ||||||
| AmSouth Bancorp |
||||||||
| 6.75%, 11/01/2025 |
527,000 | 633,967 | ||||||
| ANZ New Zealand Int’l Ltd. |
||||||||
| 3.45%, 01/21/2028(2) |
500,000 | 551,415 | ||||||
| Aon Plc |
||||||||
| 3.50%, 06/14/2024 |
815,000 | 870,038 | ||||||
| 4.00%, 11/27/2023 |
5,000,000 | 5,318,075 | ||||||
| Arthur J Gallagher & Co. |
||||||||
| 3.50%, 05/20/2051 |
3,000,000 | 3,212,062 | ||||||
| Assurant, Inc. |
||||||||
| 4.20%, 09/27/2023 |
1,210,000 | 1,288,266 | ||||||
| Athene Global Funding |
||||||||
| 0.95%, 01/08/2024(2) |
3,000,000 | 3,014,491 | ||||||
| 1.73%, 10/02/2026(2) |
7,871,000 | 7,866,692 | ||||||
| 2.67%, 06/07/2031(2) |
5,583,000 | 5,628,011 | ||||||
| 2.95%, 11/12/2026(2) |
8,370,000 | 8,924,285 | ||||||
| Australia & New Zealand Banking Group Ltd. |
||||||||
| 2.57% (5 Year CMT Index + 1.70%), 11/25/2035(1)(2) |
4,590,000 | 4,455,854 | ||||||
| 4.40%, 05/19/2026(2) |
1,816,000 | 2,033,434 | ||||||
| 4.50%, 03/19/2024(2) |
9,000,000 | 9,769,061 | ||||||
| Aviation Capital Group LLC |
||||||||
| 3.88%, 05/01/2023(2) |
780,000 | 813,892 | ||||||
| 5.50%, 12/15/2024(2) |
1,745,000 | 1,955,728 | ||||||
| Avolon Holdings Funding Ltd. |
||||||||
| 2.13%, 02/21/2026(2) |
1,430,000 | 1,415,365 | ||||||
| 2.53%, 11/18/2027(2) |
15,330,000 | 15,077,092 |
| 2.88%, 02/15/2025(2) |
3,704,000 | 3,811,094 | ||||||
| 3.63%, 05/01/2022(2) |
1,000,000 | 1,014,957 | ||||||
| 3.95%, 07/01/2024(2) |
2,835,000 | 3,010,002 | ||||||
| 4.25%, 04/15/2026(2) |
1,710,000 | 1,839,216 | ||||||
| 4.38%, 05/01/2026(2) |
790,000 | 852,888 | ||||||
| 5.25%, 05/15/2024(2) |
2,790,000 | 3,047,930 | ||||||
| 5.50%, 01/15/2026(2) |
4,364,000 | 4,892,092 | ||||||
| Banco Nacional de Panama |
||||||||
| 2.50%, 08/11/2030(2) |
2,750,000 | 2,637,250 | ||||||
| Banco Santander SA |
||||||||
| 1.24% (3 Month LIBOR USD + 1.12%), 04/12/2023(1) |
1,000,000 | 1,013,597 | ||||||
| 1.72% (1 Year CMT Index + 0.90%), 09/14/2027(1) |
3,200,000 | 3,185,129 | ||||||
| 1.85%, 03/25/2026 |
6,600,000 | 6,684,905 | ||||||
| 2.75%, 05/28/2025 |
1,600,000 | 1,678,348 | ||||||
| 2.75%, 12/03/2030 |
1,400,000 | 1,393,063 | ||||||
| 3.13%, 02/23/2023 |
1,400,000 | 1,449,851 | ||||||
| 3.50%, 04/11/2022 |
5,000,000 | 5,082,079 | ||||||
| 5.18%, 11/19/2025 |
1,500,000 | 1,704,006 | ||||||
| Bank of America Corp. |
||||||||
| 1.66% (Secured Overnight Financing Rate + 0.91%), 03/11/2027(1) |
950,000 | 955,453 | ||||||
| 1.73% (Secured Overnight Financing Rate + 0.96%), 07/22/2027(1) |
13,173,000 | 13,227,205 | ||||||
| 1.90% (Secured Overnight Financing Rate + 1.53%), 07/23/2031(1) |
1,285,000 | 1,239,096 | ||||||
| 2.09% (Secured Overnight Financing Rate + 1.06%), 06/14/2029(1) |
15,630,000 | 15,604,915 | ||||||
| 2.30% (Secured Overnight Financing Rate + 1.22%), 07/21/2032(1) |
21,250,000 | 20,946,602 | ||||||
| 2.46% (3 Month LIBOR USD + 0.87%), 10/22/2025(1) |
2,000,000 | 2,089,060 | ||||||
| 2.50% (3 Month LIBOR USD + 0.99%), 02/13/2031(1) |
2,965,000 | 3,000,550 | ||||||
| 2.59% (Secured Overnight Financing Rate + 2.15%), 04/29/2031(1) |
11,813,000 | 12,056,678 | ||||||
| 2.68% (Secured Overnight Financing Rate + 1.93%), 06/19/2041(1) |
13,584,000 | 13,114,240 | ||||||
| 2.69% (Secured Overnight Financing Rate + 1.32%), 04/22/2032(1) |
17,025,000 | 17,336,047 | ||||||
| 2.88% (3 Month LIBOR USD + 1.19%), 10/22/2030(1) |
5,130,000 | 5,355,618 | ||||||
| 3.00% (3 Month LIBOR USD + 0.79%), 12/20/2023(1) |
4,530,000 | 4,668,482 | ||||||
| 3.09% (3 Month LIBOR USD + 1.09%), 10/01/2025(1) |
5,000,000 | 5,314,850 | ||||||
| 3.25%, 10/21/2027 |
2,668,000 | 2,880,797 | ||||||
| 3.37% (3 Month LIBOR USD + 0.81%), 01/23/2026(1) |
1,500,000 | 1,602,642 | ||||||
| 3.42% (3 Month LIBOR USD + 1.04%), 12/20/2028(1) |
4,023,000 | 4,360,279 | ||||||
| 3.55% (3 Month LIBOR USD + 0.78%), 03/05/2024(1) |
4,105,000 | 4,279,230 | ||||||
| 3.59% (3 Month LIBOR USD + 1.37%), 07/21/2028(1) |
7,800,000 | 8,551,106 | ||||||
| 3.71% (3 Month LIBOR USD + 1.51%), 04/24/2028(1) |
4,500,000 | 4,945,358 | ||||||
| 3.82% (3 Month LIBOR USD + 1.58%), 01/20/2028(1) |
10,000,000 | 11,035,501 | ||||||
| 3.86% (3 Month LIBOR USD + 0.94%), 07/23/2024(1) |
8,174,000 | 8,650,472 | ||||||
| 3.95%, 04/21/2025 |
5,201,000 | 5,667,854 | ||||||
| 3.97% (3 Month LIBOR USD + 1.21%), 02/07/2030(1) |
2,820,000 | 3,157,056 | ||||||
| 4.00%, 01/22/2025 |
5,349,000 | 5,812,574 | ||||||
| 4.20%, 08/26/2024 |
4,140,000 | 4,528,466 | ||||||
| 4.27% (3 Month LIBOR USD + 1.31%), 07/23/2029(1) |
1,500,000 | 1,700,943 | ||||||
| 4.30% (3 Month LIBOR USD + 2.66%), 07/28/2170(1) |
3,075,000 | 3,128,813 | ||||||
| 4.45%, 03/03/2026 |
7,140,000 | 7,994,870 | ||||||
| 6.11%, 01/29/2037 |
3,580,000 | 4,826,731 | ||||||
| 7.75%, 05/14/2038 |
137,000 | 214,327 | ||||||
| Bank of Ireland Group Plc |
||||||||
| 2.03% (1 Year CMT Index + 1.10%), 09/30/2027(1)(2) |
6,132,000 | 6,128,431 | ||||||
| Bank of Montreal |
||||||||
| 1.85%, 05/01/2025 |
1,950,000 | 2,006,545 | ||||||
| 3.80% (5 Year Swap Rate USD + 1.43%), 12/15/2032(1) |
7,167,000 | 7,852,539 | ||||||
| 4.34% (5 Year Swap Rate USD + 1.28%), 10/05/2028(1) |
2,070,000 | 2,210,332 | ||||||
| Bank of New York Mellon Corp. |
||||||||
| 2.95%, 01/29/2023 |
1,000,000 | 1,032,960 | ||||||
| 3.00%, 02/24/2025 |
5,360,000 | 5,724,937 | ||||||
| 3.30%, 08/23/2029 |
241,000 | 264,035 | ||||||
| Bank of New Zealand |
||||||||
| 3.50%, 02/20/2024(2) |
950,000 | 1,013,027 | ||||||
| Banque Federative du Credit Mutuel SA |
||||||||
| 1.60%, 10/04/2026(2) |
3,100,000 | 3,104,208 | ||||||
| 3.75%, 07/20/2023(2) |
1,650,000 | 1,745,723 | ||||||
| Barclays Plc |
||||||||
| 1.01% (1 Year CMT Index + 0.80%), 12/10/2024(1) |
3,434,000 | 3,449,792 | ||||||
| 3.65%, 03/16/2025 |
2,522,000 | 2,710,026 | ||||||
| 3.68%, 01/10/2023 |
8,150,000 | 8,222,500 | ||||||
| 3.93% (3 Month LIBOR USD + 1.61%), 05/07/2025(1) |
7,000,000 | 7,512,339 | ||||||
| 4.34%, 01/10/2028 |
2,360,000 | 2,639,701 | ||||||
| 4.61% (3 Month LIBOR USD + 1.40%), 02/15/2023(1) |
2,300,000 | 2,335,143 | ||||||
| 4.97% (3 Month LIBOR USD + 1.90%), 05/16/2029(1) |
2,450,000 | 2,848,413 | ||||||
| 5.20%, 05/12/2026 |
500,000 | 571,680 | ||||||
| BBVA USA |
||||||||
| 2.50%, 08/27/2024 |
1,615,000 | 1,693,680 | ||||||
| 3.88%, 04/10/2025 |
7,840,000 | 8,557,424 | ||||||
| Berkshire Hathaway Finance Corp. |
||||||||
| 2.85%, 10/15/2050 |
5,473,000 | 5,393,478 | ||||||
| 4.30%, 05/15/2043 |
322,000 | 391,342 | ||||||
| 4.40%, 05/15/2042 |
1,524,000 | 1,894,942 | ||||||
| Blackstone Holdings Finance Co. LLC |
||||||||
| 4.45%, 07/15/2045(2) |
170,000 | 208,752 | ||||||
| Blackstone Secured Lending Fund |
||||||||
| 3.65%, 07/14/2023 |
2,110,000 | 2,204,232 | ||||||
| BNP Paribas SA |
||||||||
| 1.32% (Secured Overnight Financing Rate + 1.00%), 01/13/2027(1)(2) |
8,178,000 | 8,040,691 | ||||||
| 1.68% (Secured Overnight Financing Rate + 0.91%), 06/30/2027(1)(2) |
2,660,000 | 2,648,083 | ||||||
| 1.90% (Secured Overnight Financing Rate + 1.61%), 09/30/2028(1)(2) |
6,280,000 | 6,250,796 | ||||||
| 2.16% (Secured Overnight Financing Rate + 1.22%), 09/15/2029(1)(2) |
4,000,000 | 3,962,134 | ||||||
| 2.22% (Secured Overnight Financing Rate + 2.07%), 06/09/2026(1)(2) |
782,000 | 802,630 | ||||||
| 2.59% (5 Year CMT Index + 2.05%), 08/12/2035(1)(2) |
5,764,000 | 5,589,458 | ||||||
| 2.82% (3 Month LIBOR USD + 1.11%), 11/19/2025(1)(2) |
4,000,000 | 4,189,463 | ||||||
| 2.82%, 01/26/2041(2) |
1,136,000 | 1,077,788 | ||||||
| 2.87% (Secured Overnight Financing Rate + 1.39%), 04/19/2032(1)(2) |
3,560,000 | 3,635,698 | ||||||
| 3.38%, 01/09/2025(2) |
10,725,000 | 11,435,251 | ||||||
| 3.50%, 03/01/2023(2) |
430,000 | 448,211 | ||||||
| 4.71% (3 Month LIBOR USD + 2.24%), 01/10/2025(1)(2) |
1,600,000 | 1,732,339 |
| BNZ International Funding Ltd. |
||||||||
| 2.65%, 11/03/2022(2) |
1,516,000 | 1,555,364 | ||||||
| BOC Aviation Ltd. |
||||||||
| 2.75%, 09/18/2022(2) |
780,000 | 791,996 | ||||||
| BOC Aviation USA Corp. |
||||||||
| 1.63%, 04/29/2024(2) |
2,170,000 | 2,186,675 | ||||||
| Boston Properties LP |
||||||||
| 3.13%, 09/01/2023 |
300,000 | 312,760 | ||||||
| 3.20%, 01/15/2025 |
1,139,000 | 1,209,326 | ||||||
| 3.65%, 02/01/2026 |
557,000 | 607,220 | ||||||
| BPCE SA |
||||||||
| 1.00%, 01/20/2026(2) |
3,225,000 | 3,173,159 | ||||||
| 1.65% (Secured Overnight Financing Rate + 1.52%), 10/06/2026(1)(2) |
1,566,000 | 1,567,860 | ||||||
| 2.28% (Secured Overnight Financing Rate + 1.31%), 01/20/2032(1)(2) |
10,100,000 | 9,809,928 | ||||||
| 2.75%, 01/11/2023(2) |
1,000,000 | 1,030,954 | ||||||
| 3.25%, 01/11/2028(2) |
7,815,000 | 8,390,150 | ||||||
| 4.50%, 03/15/2025(2) |
2,000,000 | 2,196,313 | ||||||
| 4.63%, 07/11/2024(2) |
1,300,000 | 1,415,293 | ||||||
| 5.15%, 07/21/2024(2) |
2,800,000 | 3,093,908 | ||||||
| 5.70%, 10/22/2023(2) |
3,645,000 | 3,996,346 | ||||||
| Brixmor Operating Partnership LP |
||||||||
| 2.25%, 04/01/2028 |
1,930,000 | 1,946,446 | ||||||
| 2.50%, 08/16/2031 |
1,080,000 | 1,064,090 | ||||||
| 3.85%, 02/01/2025 |
1,100,000 | 1,189,101 | ||||||
| 4.05%, 07/01/2030 |
2,286,000 | 2,552,653 | ||||||
| Brookfield Finance, Inc. |
||||||||
| 3.90%, 01/25/2028 |
770,000 | 854,242 | ||||||
| 4.70%, 09/20/2047 |
769,000 | 931,117 | ||||||
| 4.85%, 03/29/2029 |
875,000 | 1,029,924 | ||||||
| Brown & Brown, Inc. |
||||||||
| 2.38%, 03/15/2031 |
4,150,000 | 4,137,182 | ||||||
| Canadian Imperial Bank of Commerce |
||||||||
| 1.25%, 06/22/2026 |
6,024,000 | 5,962,478 | ||||||
| Capital One Bank USA N.A. |
||||||||
| 3.38%, 02/15/2023 |
4,500,000 | 4,680,369 | ||||||
| Capital One Financial Corp. |
||||||||
| 3.20%, 02/05/2025 |
726,000 | 775,995 | ||||||
| 3.75%, 07/28/2026 |
960,000 | 1,053,844 | ||||||
| 3.90%, 01/29/2024 |
3,600,000 | 3,853,446 | ||||||
| 4.20%, 10/29/2025 |
400,000 | 443,326 | ||||||
| Cboe Global Markets, Inc. |
||||||||
| 1.63%, 12/15/2030 |
10,880,000 | 10,433,315 | ||||||
| Charles Schwab Corp. |
||||||||
| 1.65%, 03/11/2031 |
11,130,000 | 10,720,861 | ||||||
| 3.20%, 03/02/2027 |
1,700,000 | 1,853,123 | ||||||
| 3.23%, 09/01/2022 |
165,000 | 169,341 | ||||||
| Citigroup, Inc. |
||||||||
| 1.12% (Secured Overnight Financing Rate + 0.77%), 01/28/2027(1) |
36,088,000 | 35,583,980 | ||||||
| 2.56% (Secured Overnight Financing Rate + 1.17%), 05/01/2032(1) |
19,270,000 | 19,459,524 | ||||||
| 2.57% (Secured Overnight Financing Rate + 2.11%), 06/03/2031(1) |
6,311,000 | 6,432,827 | ||||||
| 2.88% (3 Month LIBOR USD + 0.95%), 07/24/2023(1) |
2,500,000 | 2,549,040 | ||||||
| 3.14% (3 Month LIBOR USD + 0.72%), 01/24/2023(1) |
2,276,000 | 2,295,136 | ||||||
| 3.20%, 10/21/2026 |
905,000 | 975,749 | ||||||
| 3.52% (3 Month LIBOR USD + 1.15%), 10/27/2028(1) |
3,846,000 | 4,182,069 | ||||||
| 3.67% (3 Month LIBOR USD + 1.39%), 07/24/2028(1) |
4,625,000 | 5,083,817 | ||||||
| 3.70%, 01/12/2026 |
9,150,000 | 10,050,856 | ||||||
| 3.89% (3 Month LIBOR USD + 1.56%), 01/10/2028(1) |
14,855,000 | 16,415,214 | ||||||
| 3.98% (3 Month LIBOR USD + 1.34%), 03/20/2030(1) |
3,490,000 | 3,919,779 | ||||||
| 4.08% (3 Month LIBOR USD + 1.19%), 04/23/2029(1) |
1,111,000 | 1,245,079 | ||||||
| 4.30%, 11/20/2026 |
1,570,000 | 1,763,314 | ||||||
| 4.40%, 06/10/2025 |
12,181,000 | 13,473,112 | ||||||
| 4.45%, 09/29/2027 |
10,467,000 | 11,902,957 | ||||||
| 6.63%, 01/15/2028 |
387,000 | 492,587 | ||||||
| Citizens Bank N.A. |
||||||||
| 3.70%, 03/29/2023 |
1,370,000 | 1,431,505 | ||||||
| Citizens Financial Group, Inc. |
||||||||
| 2.64%, 09/30/2032 |
343,000 | 344,418 | ||||||
| 3.25%, 04/30/2030 |
5,000,000 | 5,355,517 | ||||||
| CNA Financial Corp. |
||||||||
| 3.45%, 08/15/2027 |
820,000 | 900,608 | ||||||
| 3.95%, 05/15/2024 |
303,000 | 325,635 | ||||||
| 7.25%, 11/15/2023 |
7,470,000 | 8,485,991 | ||||||
| Comerica, Inc. |
||||||||
| 4.00%, 02/01/2029 |
1,900,000 | 2,168,369 | ||||||
| Commonwealth Bank of Australia |
||||||||
| 3.31%, 03/11/2041(2) |
1,255,000 | 1,288,109 | ||||||
| 3.74%, 09/12/2039(2) |
5,000,000 | 5,410,532 | ||||||
| Cooperatieve Rabobank UA |
||||||||
| 4.38%, 08/04/2025 |
570,000 | 631,919 | ||||||
| 4.63%, 12/01/2023 |
5,189,000 | 5,622,772 | ||||||
| Corporate Office Properties LP |
||||||||
| 2.00%, 01/15/2029 |
860,000 | 842,543 | ||||||
| Credit Agricole SA |
||||||||
| 1.25% (Secured Overnight Financing Rate + 0.89%), 01/26/2027(1)(2) |
27,806,000 | 27,413,035 | ||||||
| 1.91% (Secured Overnight Financing Rate + 1.68%), 06/16/2026(1)(2) |
6,715,000 | 6,842,738 | ||||||
| 2.81%, 01/11/2041(2) |
1,485,000 | 1,417,058 | ||||||
| 4.00% (5 Year Swap Rate USD + 1.64%), 01/10/2033(1)(2) |
5,000,000 | 5,401,714 | ||||||
| 4.38%, 03/17/2025(2) |
305,000 | 332,435 | ||||||
| Credit Suisse AG/New York NY |
||||||||
| 1.25%, 08/07/2026 |
3,100,000 | 3,055,967 | ||||||
| Credit Suisse Group AG |
||||||||
| 1.31% (Secured Overnight Financing Rate + 0.98%), 02/02/2027(1)(2) |
4,075,000 | 3,982,319 | ||||||
| 2.19% (Secured Overnight Financing Rate + 2.04%), 06/05/2026(1)(2) |
1,020,000 | 1,039,144 | ||||||
| 2.59% (Secured Overnight Financing Rate + 1.56%), 09/11/2025(1)(2) |
1,450,000 | 1,503,137 | ||||||
| 3.09% (Secured Overnight Financing Rate + 1.73%), 05/14/2032(1)(2) |
2,915,000 | 2,980,663 | ||||||
| 3.57%, 01/09/2023(2) |
3,216,000 | 3,242,377 | ||||||
| 3.80%, 06/09/2023 |
8,500,000 | 8,955,384 | ||||||
| 3.87% (3 Month LIBOR USD + 1.41%), 01/12/2029(1)(2) |
2,000,000 | 2,182,868 | ||||||
| 4.28%, 01/09/2028(2) |
3,973,000 | 4,415,918 | ||||||
| 4.55%, 04/17/2026 |
1,500,000 | 1,684,988 |
| Crown Castle International Corp. |
||||||||
| 2.25%, 01/15/2031 |
2,585,000 | 2,526,230 | ||||||
| 2.50%, 07/15/2031 |
8,865,000 | 8,857,813 | ||||||
| 4.00%, 03/01/2027 |
261,000 | 290,279 | ||||||
| Dai-ichi Life Insurance Co. Ltd. |
||||||||
| 4.00% (3 Month LIBOR USD + 3.66%), 01/24/2170(1)(2) |
1,179,000 | 1,277,741 | ||||||
| Daiwa Securities Group, Inc. |
||||||||
| 3.13%, 04/19/2022(2) |
854,000 | 866,744 | ||||||
| Danske Bank |
||||||||
| 1.17% (1 Year CMT Index + 1.03%), 12/08/2023(1)(2) |
4,448,000 | 4,469,164 | ||||||
| 1.62% (1 Year CMT Index + 1.35%), 09/11/2026(1)(2) |
2,000,000 | 2,000,230 | ||||||
| 2.70%, 03/02/2022(2) |
542,000 | 547,374 | ||||||
| Deutsche Bank AG |
||||||||
| 0.90%, 05/28/2024 |
2,826,000 | 2,823,406 | ||||||
| 2.13% (Secured Overnight Financing Rate + 1.87%), 11/24/2026(1)(14) |
6,700,000 | 6,805,648 | ||||||
| 2.22% (Secured Overnight Financing Rate + 2.16%), 09/18/2024(1) |
2,835,000 | 2,905,850 | ||||||
| 3.04% (Secured Overnight Financing Rate + 1.72%), 05/28/2032(1)(14) |
2,462,000 | 2,497,966 | ||||||
| 3.30%, 11/16/2022 |
3,000,000 | 3,095,083 | ||||||
| 3.70%, 05/30/2024 |
850,000 | 904,983 | ||||||
| 3.70%, 05/30/2024 |
2,063,000 | 2,197,951 | ||||||
| 3.95%, 02/27/2023 |
5,000,000 | 5,225,185 | ||||||
| 4.25%, 10/14/2021 |
4,165,000 | 4,169,487 | ||||||
| Dexia Credit Local SA |
||||||||
| 3.25%, 09/26/2023(2) |
500,000 | 527,555 | ||||||
| Digital Realty Trust LP |
||||||||
| 3.70%, 08/15/2027 |
462,000 | 513,542 | ||||||
| Discover Bank |
||||||||
| 3.35%, 02/06/2023 |
2,000,000 | 2,071,944 | ||||||
| 3.45%, 07/27/2026 |
2,800,000 | 3,035,551 | ||||||
| 4.20%, 08/08/2023 |
6,305,000 | 6,726,991 | ||||||
| 4.65%, 09/13/2028 |
4,000,000 | 4,636,057 | ||||||
| Discover Financial Services |
||||||||
| 3.75%, 03/04/2025 |
2,920,000 | 3,150,880 | ||||||
| 4.10%, 02/09/2027 |
3,471,000 | 3,866,483 | ||||||
| DNB Bank ASA |
||||||||
| 0.86% (1 Year CMT Index + 0.33%), 09/30/2025(1)(2) |
11,033,000 | 11,040,760 | ||||||
| 1.13% (1 Year CMT Index + 0.85%), 09/16/2026(1)(2) |
4,000,000 | 3,951,803 | ||||||
| 1.61% (1 Year CMT Index + 0.68%), 03/30/2028(1)(2) |
3,435,000 | 3,417,362 | ||||||
| Duke Realty LP |
||||||||
| 2.88%, 11/15/2029 |
800,000 | 842,859 | ||||||
| 3.25%, 06/30/2026 |
203,000 | 218,714 | ||||||
| Equinix, Inc. |
||||||||
| 2.00%, 05/15/2028 |
4,467,000 | 4,455,360 | ||||||
| 2.90%, 11/18/2026 |
2,580,000 | 2,736,057 | ||||||
| Essex Portfolio LP |
||||||||
| 1.65%, 01/15/2031 |
910,000 | 850,512 | ||||||
| 2.65%, 03/15/2032 |
1,740,000 | 1,758,335 | ||||||
| Extra Space Storage LP |
||||||||
| 2.35%, 03/15/2032 |
7,041,000 | 6,878,353 | ||||||
| F&G Global Funding |
||||||||
| 1.75%, 06/30/2026(2) |
1,905,000 | 1,916,678 | ||||||
| Federation des Caisses Desjardins du Quebec |
||||||||
| 2.05%, 02/10/2025(2) |
5,000,000 | 5,144,950 | ||||||
| Fifth Third Bancorp |
||||||||
| 3.65%, 01/25/2024 |
1,420,000 | 1,515,071 | ||||||
| FMR LLC |
||||||||
| 4.95%, 02/01/2033(2) |
250,000 | 311,879 | ||||||
| 6.45%, 11/15/2039(2) |
258,000 | 375,270 | ||||||
| GAIF Bond Issuer Pty Ltd. |
||||||||
| 3.40%, 09/30/2026(2) |
1,000,000 | 1,082,187 | ||||||
| GE Capital Funding LLC |
||||||||
| 4.05%, 05/15/2027 |
4,000,000 | 4,490,975 | ||||||
| 4.40%, 05/15/2030 |
6,694,000 | 7,756,469 | ||||||
| GE Capital International Funding Co. Unlimited Co. |
||||||||
| 4.42%, 11/15/2035 |
25,007,000 | 30,009,707 | ||||||
| Globe Life, Inc. |
||||||||
| 4.55%, 09/15/2028 |
3,000,000 | 3,481,160 | ||||||
| Goldman Sachs Capital I |
||||||||
| 6.35%, 02/15/2034 |
127,000 | 177,286 | ||||||
| Goldman Sachs Group, Inc. |
||||||||
| 1.43% (Secured Overnight Financing Rate + 0.80%), 03/09/2027(1) |
5,125,000 | 5,110,906 | ||||||
| 1.54% (Secured Overnight Financing Rate + 0.82%), 09/10/2027(1) |
6,340,000 | 6,314,623 | ||||||
| 1.99% (Secured Overnight Financing Rate + 1.09%), 01/27/2032(1) |
7,395,000 | 7,131,220 | ||||||
| 2.38% (Secured Overnight Financing Rate + 1.25%), 07/21/2032(1) |
3,165,000 | 3,133,727 | ||||||
| 2.62% (Secured Overnight Financing Rate + 1.28%), 04/22/2032(1) |
9,805,000 | 9,923,542 | ||||||
| 2.88% (3 Month LIBOR USD + 0.82%), 10/31/2022(1) |
6,425,000 | 6,436,135 | ||||||
| 2.91% (3 Month LIBOR USD + 0.99%), 07/24/2023(1) |
6,350,000 | 6,472,261 | ||||||
| 3.27% (3 Month LIBOR USD + 1.20%), 09/29/2025(1) |
5,590,000 | 5,969,179 | ||||||
| 3.50%, 01/23/2025 |
6,509,000 | 6,971,993 | ||||||
| 3.50%, 11/16/2026 |
1,700,000 | 1,837,053 | ||||||
| 3.69% (3 Month LIBOR USD + 1.51%), 06/05/2028(1) |
9,911,000 | 10,909,355 | ||||||
| 3.75%, 02/25/2026 |
9,005,000 | 9,881,500 | ||||||
| 4.22% (3 Month LIBOR USD + 1.30%), 05/01/2029(1) |
6,655,000 | 7,520,957 | ||||||
| 4.41% (3 Month LIBOR USD + 1.43%), 04/23/2039(1) |
8,453,000 | 10,159,341 | ||||||
| 5.15%, 05/22/2045 |
4,000,000 | 5,245,075 | ||||||
| 6.75%, 10/01/2037 |
2,170,000 | 3,108,061 | ||||||
| Goodman US Finance Four LLC |
||||||||
| 4.50%, 10/15/2037(2) |
200,000 | 231,501 | ||||||
| Goodman US Finance Three LLC |
||||||||
| 3.70%, 03/15/2028(2) |
862,000 | 932,379 | ||||||
| Great-West Lifeco Finance 2018 LP |
||||||||
| 4.58%, 05/17/2048(2) |
650,000 | 829,526 | ||||||
| GTP Acquisition Partners I LLC |
||||||||
| 3.48%, 06/16/2025(2) |
1,824,000 | 1,922,893 | ||||||
| Guardian Life Insurance Co. of America |
||||||||
| 4.85%, 01/24/2077(2) |
5,610,000 | 7,246,631 |
| Hanover Insurance Group, Inc. |
||||||||
| 2.50%, 09/01/2030 |
5,610,000 | 5,632,185 | ||||||
| Hartford Financial Services Group, Inc. |
||||||||
| 2.90%, 09/15/2051 |
3,596,000 | 3,468,376 | ||||||
| 3.60%, 08/19/2049 |
1,000,000 | 1,090,800 | ||||||
| 4.30%, 04/15/2043 |
1,080,000 | 1,277,392 | ||||||
| Healthcare Trust of America Holdings LP |
||||||||
| 2.00%, 03/15/2031 |
1,380,000 | 1,323,073 | ||||||
| 3.75%, 07/01/2027 |
855,000 | 945,468 | ||||||
| Healthpeak Properties, Inc. |
||||||||
| 1.35%, 02/01/2027 |
3,776,000 | 3,734,254 | ||||||
| 3.40%, 02/01/2025 |
41,000 | 43,723 | ||||||
| 3.50%, 07/15/2029 |
1,742,000 | 1,906,191 | ||||||
| HSBC Holdings Plc |
||||||||
| 1.59% (Secured Overnight Financing Rate + 1.29%), 05/24/2027(1) |
2,500,000 | 2,483,157 | ||||||
| 2.01% (Secured Overnight Financing Rate + 1.73%), 09/22/2028(1) |
3,585,000 | 3,584,121 | ||||||
| 2.21% (Secured Overnight Financing Rate + 1.29%), 08/17/2029(1) |
9,240,000 | 9,164,783 | ||||||
| 2.36% (Secured Overnight Financing Rate + 1.95%), 08/18/2031(1) |
2,580,000 | 2,551,397 | ||||||
| 3.60%, 05/25/2023 |
1,000,000 | 1,051,291 | ||||||
| 3.80% (3 Month LIBOR USD + 1.21%), 03/11/2025(1) |
9,352,000 | 9,975,060 | ||||||
| 3.95% (3 Month LIBOR USD + 0.99%), 05/18/2024(1) |
1,301,000 | 1,370,011 | ||||||
| 3.97% (3 Month LIBOR USD + 1.61%), 05/22/2030(1) |
1,000,000 | 1,103,740 | ||||||
| 4.04% (3 Month LIBOR USD + 1.55%), 03/13/2028(1) |
3,161,000 | 3,497,392 | ||||||
| 4.25%, 03/14/2024 |
1,000,000 | 1,074,333 | ||||||
| 4.25%, 08/18/2025 |
1,009,000 | 1,106,785 | ||||||
| 4.29% (3 Month LIBOR USD + 1.35%), 09/12/2026(1) |
7,000,000 | 7,721,923 | ||||||
| 4.30%, 03/08/2026 |
1,000,000 | 1,113,361 | ||||||
| 6.10%, 01/14/2042 |
1,060,000 | 1,523,769 | ||||||
| Industrial & Commercial Bank of China Ltd. |
||||||||
| 2.45%, 10/20/2021 |
1,150,000 | 1,150,851 | ||||||
| ING Groep NV |
||||||||
| 1.40% (1 Year CMT Index + 1.10%), 07/01/2026(1)(2) |
1,940,000 | 1,944,943 | ||||||
| 1.73% (Secured Overnight Financing Rate + 1.01%), 04/01/2027(1) |
705,000 | 708,996 | ||||||
| Intact US Holdings, Inc. |
||||||||
| 4.60%, 11/09/2022 |
1,500,000 | 1,559,370 | ||||||
| International Lease Finance Corp. |
||||||||
| 5.88%, 08/15/2022 |
438,000 | 458,102 | ||||||
| 8.63%, 01/15/2022 |
1,200,000 | 1,227,237 | ||||||
| Intesa Sanpaolo SpA |
||||||||
| 4.00%, 09/23/2029(2) |
10,590,000 | 11,559,375 | ||||||
| Invesco Finance Plc |
||||||||
| 3.75%, 01/15/2026 |
4,000,000 | 4,392,480 | ||||||
| 4.00%, 01/30/2024 |
2,489,000 | 2,674,907 | ||||||
| Jackson National Life Global Funding |
||||||||
| 2.50%, 06/27/2022(2) |
800,000 | 813,152 | ||||||
| 3.05%, 04/29/2026(2) |
473,000 | 506,120 | ||||||
| 3.25%, 01/30/2024(2) |
460,000 | 486,938 | ||||||
| Jefferies Group LLC |
||||||||
| 5.13%, 01/20/2023 |
6,500,000 | 6,874,977 | ||||||
| 6.25%, 01/15/2036 |
155,000 | 208,204 | ||||||
| 6.45%, 06/08/2027 |
428,000 | 533,334 | ||||||
| John Hancock Life Insurance Co. |
||||||||
| 7.38%, 02/15/2024(2) |
731,000 | 839,830 | ||||||
| JP Morgan Chase & Co. |
||||||||
| 1.47% (Secured Overnight Financing Rate + 0.77%), 09/22/2027(1) |
12,200,000 | 12,121,934 | ||||||
| 1.58% (Secured Overnight Financing Rate + 0.89%), 04/22/2027(1) |
5,000,000 | 5,010,140 | ||||||
| 1.95% (Secured Overnight Financing Rate + 1.07%), 02/04/2032(1) |
8,583,000 | 8,280,204 | ||||||
| 2.07% (Secured Overnight Financing Rate + 1.02%), 06/01/2029(1) |
13,527,000 | 13,557,468 | ||||||
| 2.58% (Secured Overnight Financing Rate + 1.25%), 04/22/2032(1) |
6,390,000 | 6,478,616 | ||||||
| 2.95%, 10/01/2026 |
5,000,000 | 5,358,700 | ||||||
| 3.11% (Secured Overnight Financing Rate + 2.44%), 04/22/2051(1) |
1,474,000 | 1,497,260 | ||||||
| 3.13%, 01/23/2025 |
13,475,000 | 14,322,294 | ||||||
| 3.20%, 06/15/2026 |
3,989,000 | 4,309,014 | ||||||
| 3.30%, 04/01/2026 |
1,870,000 | 2,027,483 | ||||||
| 3.38%, 05/01/2023 |
3,800,000 | 3,973,967 | ||||||
| 3.56% (3 Month LIBOR USD + 0.73%), 04/23/2024(1) |
8,000,000 | 8,375,141 | ||||||
| 3.96% (3 Month LIBOR USD + 1.38%), 11/15/2048(1) |
5,770,000 | 6,688,522 | ||||||
| 4.00% (Secured Overnight Financing Rate + 2.75%), 10/01/2170(1) |
4,275,000 | 4,293,169 | ||||||
| 4.01% (3 Month LIBOR USD + 1.12%), 04/23/2029(1) |
2,320,000 | 2,592,450 | ||||||
| 4.26% (3 Month LIBOR USD + 1.58%), 02/22/2048(1) |
5,140,000 | 6,197,506 | ||||||
| 4.45% (3 Month LIBOR USD + 1.33%), 12/05/2029(1) |
9,660,000 | 11,126,605 | ||||||
| 4.60% (Secured Overnight Financing Rate + 3.13%), 08/01/2170(1) |
1,985,000 | 2,029,663 | ||||||
| 5.00% (Secured Overnight Financing Rate + 3.38%), 02/01/2170(1) |
5,010,000 | 5,229,188 | ||||||
| KeyBank N.A. |
||||||||
| 3.18%, 05/22/2022 |
567,000 | 577,138 | ||||||
| KeyCorp |
||||||||
| 4.15%, 10/29/2025 |
950,000 | 1,060,169 | ||||||
| LeasePlan Corp. NV |
||||||||
| 2.88%, 10/24/2024(2) |
5,500,000 | 5,757,215 | ||||||
| Lexington Realty Trust |
||||||||
| 2.38%, 10/01/2031 |
7,245,000 | 7,024,748 | ||||||
| Liberty Mutual Group, Inc. |
||||||||
| 3.95%, 10/15/2050(2) |
6,769,000 | 7,512,151 | ||||||
| 4.25%, 06/15/2023(2) |
72,000 | 76,293 | ||||||
| 4.57%, 02/01/2029(2) |
2,301,000 | 2,674,710 | ||||||
| Liberty Mutual Insurance Co. |
||||||||
| 7.70%, 10/15/2097(2) |
100,000 | 154,430 | ||||||
| 8.50%, 05/15/2025(2) |
700,000 | 862,476 | ||||||
| Life Storage LP |
||||||||
| 2.20%, 10/15/2030 |
2,630,000 | 2,607,888 | ||||||
| 2.40%, 10/15/2031 |
1,310,000 | 1,297,293 | ||||||
| 4.00%, 06/15/2029 |
1,831,000 | 2,051,084 | ||||||
| Lincoln National Corp. |
||||||||
| 7.00%, 06/15/2040 |
1,715,000 | 2,620,334 | ||||||
| Lloyds Banking Group Plc |
||||||||
| 1.63% (1 Year CMT Index + 0.85%), 05/11/2027(1) |
2,280,000 | 2,278,083 | ||||||
| 2.91% (3 Month LIBOR USD + 0.81%), 11/07/2023(1) |
8,950,000 | 9,182,611 | ||||||
| 3.57% (3 Month LIBOR USD + 1.21%), 11/07/2028(1) |
1,000,000 | 1,088,442 | ||||||
| 3.75%, 01/11/2027 |
2,000,000 | 2,199,280 |
| 4.05%, 08/16/2023 |
3,000,000 | 3,194,068 | ||||||
| 4.38%, 03/22/2028 |
949,000 | 1,079,469 | ||||||
| 4.45%, 05/08/2025 |
855,000 | 948,481 | ||||||
| 4.50%, 11/04/2024 |
2,010,000 | 2,207,188 | ||||||
| 4.58%, 12/10/2025 |
550,000 | 613,902 | ||||||
| LSEGA Financing Plc |
||||||||
| 2.00%, 04/06/2028(2) |
4,565,000 | 4,583,201 | ||||||
| Macquarie Bank Ltd. |
||||||||
| 3.05% (5 Year CMT Index + 1.70%), 03/03/2036(1)(2) |
2,090,000 | 2,069,345 | ||||||
| 4.00%, 07/29/2025(2) |
500,000 | 551,450 | ||||||
| Macquarie Group Ltd. |
||||||||
| 3.19% (3 Month LIBOR USD + 1.02%), 11/28/2023(1)(2) |
6,000,000 | 6,177,832 | ||||||
| 4.15% (3 Month LIBOR USD + 1.33%), 03/27/2024(1)(2) |
2,000,000 | 2,100,792 | ||||||
| 5.03% (3 Month LIBOR USD + 1.75%), 01/15/2030(1)(2) |
4,445,000 | 5,230,688 | ||||||
| Manulife Financial Corp. |
||||||||
| 4.06% (5 Year 1100 Run ICE Swap Rate USD + 1.65%), 02/24/2032(1) |
1,910,000 | 2,093,943 | ||||||
| Markel Corp. |
||||||||
| 3.63%, 03/30/2023 |
400,000 | 417,236 | ||||||
| 4.15%, 09/17/2050 |
655,000 | 757,662 | ||||||
| 5.00%, 04/05/2046 |
1,265,000 | 1,635,114 | ||||||
| Massachusetts Mutual Life Insurance Co. |
||||||||
| 3.73%, 10/15/2070(2) |
2,690,000 | 2,896,301 | ||||||
| 4.90%, 04/01/2077(2) |
5,000,000 | 6,445,415 | ||||||
| 7.63%, 11/15/2023(2) |
550,000 | 599,258 | ||||||
| MassMutual Global Funding II |
||||||||
| 2.75%, 06/22/2024(2) |
700,000 | 738,262 | ||||||
| MBIA Insurance Corp. |
||||||||
| 11.39% (3 Month LIBOR USD + 11.26%), 01/15/2033(1)(2) |
86,000 | 9,460 | ||||||
| MetLife, Inc. |
||||||||
| 4.88%, 11/13/2043 |
3,000,000 | 3,902,589 | ||||||
| 6.40%, 12/15/2036 |
3,530,000 | 4,533,766 | ||||||
| Metropolitan Life Global Funding I |
||||||||
| 3.00%, 01/10/2023(2) |
407,000 | 420,713 | ||||||
| 3.00%, 09/19/2027(2) |
1,180,000 | 1,271,692 | ||||||
| 3.88%, 04/11/2022(2) |
1,480,000 | 1,508,220 | ||||||
| Mid-America Apartments LP |
||||||||
| 1.70%, 02/15/2031 |
1,330,000 | 1,262,017 | ||||||
| 4.00%, 11/15/2025 |
1,500,000 | 1,647,174 | ||||||
| Mitsubishi HC Capital, Inc. |
||||||||
| 2.65%, 09/19/2022(2) |
764,000 | 777,819 | ||||||
| 3.96%, 09/19/2023(2) |
2,730,000 | 2,891,261 | ||||||
| Mitsubishi UFJ Financial Group, Inc. |
||||||||
| 0.85% (1 Year CMT Index + 0.68%), 09/15/2024(1) |
12,706,000 | 12,762,535 | ||||||
| 2.05%, 07/17/2030 |
2,940,000 | 2,890,845 | ||||||
| 2.19%, 02/25/2025 |
5,000,000 | 5,171,869 | ||||||
| 2.31% (1 Year CMT Index + 0.95%), 07/20/2032(1) |
6,528,000 | 6,467,679 | ||||||
| 2.53%, 09/13/2023 |
481,000 | 500,164 | ||||||
| 2.67%, 07/25/2022 |
800,000 | 815,552 | ||||||
| 3.00%, 02/22/2022 |
206,000 | 208,184 | ||||||
| 3.46%, 03/02/2023 |
4,000,000 | 4,172,719 | ||||||
| 3.75%, 07/18/2039 |
1,615,000 | 1,817,819 | ||||||
| Mizuho Bank Ltd. |
||||||||
| 3.60%, 09/25/2024(2) |
1,250,000 | 1,346,925 | ||||||
| Mizuho Financial Group, Inc. |
||||||||
| 1.23% (1 Year CMT Index + 0.67%), 05/22/2027(1) |
2,378,000 | 2,340,549 | ||||||
| 1.24% (Secured Overnight Financing Rate + 1.25%), 07/10/2024(1)(4) |
1,480,000 | 1,497,272 | ||||||
| 2.17% (1 Year CMT Index + 0.87%), 05/22/2032(1) |
8,000,000 | 7,851,364 | ||||||
| 2.23% (3 Month LIBOR USD + 0.83%), 05/25/2026(1) |
1,740,000 | 1,793,675 | ||||||
| 2.26% (1 Year CMT Index + 0.90%), 07/09/2032(1) |
1,000,000 | 985,488 | ||||||
| 2.87% (Secured Overnight Financing Rate + 1.57%), 09/13/2030(1) |
1,620,000 | 1,695,692 | ||||||
| Morgan Stanley 1.51% (Secured Overnight Financing Rate + 0.86%), 07/20/2027(1) |
12,017,000 | 11,959,868 | ||||||
| 1.59% (Secured Overnight Financing Rate + 0.88%), 05/04/2027(1) |
3,447,000 | 3,457,255 | ||||||
| 1.79% (Secured Overnight Financing Rate + 1.03%), 02/13/2032(1) |
2,440,000 | 2,323,831 | ||||||
| 1.93% (Secured Overnight Financing Rate + 1.02%), 04/28/2032(1) |
13,945,000 | 13,373,755 | ||||||
| 2.19% (Secured Overnight Financing Rate + 1.99%), 04/28/2026(1) |
9,020,000 | 9,313,183 | ||||||
| 2.72% (Secured Overnight Financing Rate + 1.15%), 07/22/2025(1) |
873,000 | 914,751 | ||||||
| 3.22% (Secured Overnight Financing Rate + 1.49%), 04/22/2042(1) |
7,010,000 | 7,333,301 | ||||||
| 3.59% (3 Month LIBOR USD + 1.34%), 07/22/2028(1) |
5,882,000 | 6,450,422 | ||||||
| 3.63%, 01/20/2027 |
9,380,000 | 10,339,929 | ||||||
| 3.70%, 10/23/2024 |
2,029,000 | 2,200,885 | ||||||
| 3.77% (3 Month LIBOR USD + 1.14%), 01/24/2029(1) |
4,371,000 | 4,836,580 | ||||||
| 3.88%, 04/29/2024 |
2,050,000 | 2,211,868 | ||||||
| 3.88%, 01/27/2026 |
1,725,000 | 1,909,569 | ||||||
| 3.95%, 04/23/2027 |
14,190,000 | 15,780,805 | ||||||
| 4.10%, 05/22/2023 |
3,460,000 | 3,653,095 | ||||||
| 4.35%, 09/08/2026 |
930,000 | 1,049,700 | ||||||
| 4.43% (3 Month LIBOR USD + 1.63%), 01/23/2030(1) |
2,304,000 | 2,660,363 | ||||||
| 5.00%, 11/24/2025 |
4,959,000 | 5,668,827 | ||||||
| MUFG Bank Ltd. |
||||||||
| 3.75%, 03/10/2024(2) |
3,215,000 | 3,447,530 | ||||||
| 4.10%, 09/09/2023(2) |
239,000 | 255,785 | ||||||
| National Australia Bank Ltd. |
||||||||
| 2.33%, 08/21/2030(2) |
7,300,000 | 7,056,891 | ||||||
| 3.93% (5 Year CMT Index + 1.88%), 08/02/2034(1)(2) |
2,330,000 | 2,506,968 | ||||||
| National Retail Properties, Inc. |
||||||||
| 3.50%, 10/15/2027 |
400,000 | 433,906 | ||||||
| 3.60%, 12/15/2026 |
700,000 | 761,377 | ||||||
| 3.90%, 06/15/2024 |
1,310,000 | 1,404,198 | ||||||
| Nationwide Building Society |
||||||||
| 1.00%, 08/28/2025(2) |
1,085,000 | 1,077,752 | ||||||
| 4.00%, 09/14/2026(2) |
9,650,000 | 10,606,750 | ||||||
| Nationwide Mutual Insurance Co. |
||||||||
| 9.38%, 08/15/2039(2) |
7,150,000 | 12,462,184 | ||||||
| Natwest Group Plc |
||||||||
| 1.64% (1 Year CMT Index + 0.90%), 06/14/2027(1) |
11,094,000 | 11,093,262 | ||||||
| 3.75% (5 Year CMT Index + 2.10%), 11/01/2029(1) |
1,833,000 | 1,956,164 | ||||||
| 3.88%, 09/12/2023 |
1,300,000 | 1,378,314 |
| 4.45% (3 Month LIBOR USD + 1.87%), 05/08/2030(1) |
1,500,000 | 1,715,864 | ||||||
| 4.52% (3 Month LIBOR USD + 1.55%), 06/25/2024(1) |
555,000 | 590,728 | ||||||
| 4.80%, 04/05/2026 |
3,017,000 | 3,429,594 | ||||||
| 4.89% (3 Month LIBOR USD + 1.75%), 05/18/2029(1) |
5,490,000 | 6,392,598 | ||||||
| 5.08% (3 Month LIBOR USD + 1.91%), 01/27/2030(1) |
7,000,000 | 8,265,880 | ||||||
| NatWest Markets Plc |
||||||||
| 1.60%, 09/29/2026(2) |
7,039,000 | 7,035,159 | ||||||
| New York Life Global Funding |
||||||||
| 3.00%, 01/10/2028(2) |
2,022,000 | 2,179,373 | ||||||
| New York Life Insurance Co. |
||||||||
| 4.45%, 05/15/2069(2) |
4,225,000 | 5,288,047 | ||||||
| Nomura Holdings, Inc. |
||||||||
| 1.65%, 07/14/2026 |
5,000,000 | 4,981,544 | ||||||
| 1.85%, 07/16/2025 |
5,000,000 | 5,074,415 | ||||||
| 2.61%, 07/14/2031 |
2,025,000 | 2,017,645 | ||||||
| 2.65%, 01/16/2025 |
2,597,000 | 2,705,207 | ||||||
| 2.68%, 07/16/2030 |
1,550,000 | 1,565,826 | ||||||
| Nordea Bank Abp |
||||||||
| 1.50%, 09/30/2026(2) |
11,095,000 | 11,062,048 | ||||||
| 3.75%, 08/30/2023(2) |
4,000,000 | 4,245,597 | ||||||
| 4.25%, 09/21/2022(2) |
12,865,000 | 13,338,565 | ||||||
| Northern Trust Corp. |
||||||||
| 3.38% (3 Month LIBOR USD + 1.13%), 05/08/2032(1) |
411,000 | 442,433 | ||||||
| Northwestern Mutual Global Funding |
||||||||
| 1.70%, 06/01/2028(2) |
1,995,000 | 2,001,976 | ||||||
| Office Properties Income Trust |
||||||||
| 2.40%, 02/01/2027 |
2,800,000 | 2,766,912 | ||||||
| 4.00%, 07/15/2022 |
1,255,000 | 1,284,000 | ||||||
| 4.50%, 02/01/2025 |
2,261,000 | 2,423,589 | ||||||
| Ontario Teachers’ Cadillac Fairview Properties Trust |
||||||||
| 3.13%, 03/20/2022(2) |
1,003,000 | 1,013,795 | ||||||
| 3.88%, 03/20/2027(2) |
1,044,000 | 1,152,758 | ||||||
| ORIX Corp. |
||||||||
| 3.25%, 12/04/2024 |
1,500,000 | 1,606,319 | ||||||
| Pacific Life Insurance Co. |
||||||||
| 4.30% (3 Month LIBOR USD + 2.80%), 10/24/2067(1)(2) |
743,000 | 844,122 | ||||||
| Park Aerospace Holdings Ltd. |
||||||||
| 4.50%, 03/15/2023(2) |
655,000 | 684,436 | ||||||
| 5.50%, 02/15/2024(2) |
275,000 | 300,092 | ||||||
| People’s United Bank N.A. |
||||||||
| 4.00%, 07/15/2024 |
4,350,000 | 4,645,201 | ||||||
| PNC Bank N.A. |
||||||||
| 4.20%, 11/01/2025 |
322,000 | 360,901 | ||||||
| Principal Life Global Funding II |
||||||||
| 3.00%, 04/18/2026(2) |
2,000,000 | 2,139,194 | ||||||
| Private Export Funding Corp. |
||||||||
| 2.80%, 05/15/2022 |
1,200,000 | 1,219,042 | ||||||
| 3.25%, 06/15/2025 |
1,280,000 | 1,370,845 | ||||||
| 3.55%, 01/15/2024 |
2,489,000 | 2,656,679 | ||||||
| Prologis LP |
||||||||
| 1.25%, 10/15/2030 |
10,115,000 | 9,473,157 | ||||||
| 2.25%, 04/15/2030 |
305,000 | 310,477 | ||||||
| Protective Life Corp. |
||||||||
| 4.30%, 09/30/2028(2) |
4,500,000 | 5,047,383 | ||||||
| Prudential Financial, Inc. |
||||||||
| 3.91%, 12/07/2047 |
1,231,000 | 1,427,069 | ||||||
| 6.63%, 06/21/2040 |
5,995,000 | 8,930,686 | ||||||
| Prudential Insurance Co. of America |
||||||||
| 8.30%, 07/01/2025(2) |
1,691,000 | 2,088,786 | ||||||
| Realty Income Corp. |
||||||||
| 1.80%, 03/15/2033 |
1,320,000 | 1,249,267 | ||||||
| 3.25%, 01/15/2031 |
1,740,000 | 1,888,182 | ||||||
| Regency Centers LP |
||||||||
| 2.95%, 09/15/2029 |
2,200,000 | 2,308,023 | ||||||
| Sabra Health Care LP |
||||||||
| 3.20%, 12/01/2031 |
2,195,000 | 2,150,277 | ||||||
| Safehold Operating Partnership LP |
||||||||
| 2.80%, 06/15/2031 |
7,000,000 | 7,019,253 | ||||||
| Sammons Financial Group, Inc. |
||||||||
| 3.35%, 04/16/2031(2) |
7,000,000 | 7,275,730 | ||||||
| Santander UK Group Holdings Plc |
||||||||
| 1.67% (Secured Overnight Financing Rate + 0.99%), 06/14/2027(1) |
2,290,000 | 2,280,246 | ||||||
| 3.82% (3 Month LIBOR USD + 1.40%), 11/03/2028(1) |
800,000 | 875,129 | ||||||
| Santander UK Plc |
||||||||
| 5.00%, 11/07/2023(2) |
4,150,000 | 4,485,611 | ||||||
| Scentre Group Trust 1 / Scentre Group Trust 2 |
||||||||
| 3.50%, 02/12/2025(2) |
1,390,000 | 1,481,039 | ||||||
| Scentre Group Trust 2 |
||||||||
| 4.75% (5 Year CMT Index + 4.38%), 09/24/2080(1)(2) |
1,865,000 | 1,994,618 | ||||||
| Simon Property Group LP |
||||||||
| 2.25%, 01/15/2032 |
8,222,000 | 8,038,302 | ||||||
| SITE Centers Corp. |
||||||||
| 4.70%, 06/01/2027 |
368,000 | 414,478 | ||||||
| Societe Generale SA |
||||||||
| 1.49% (1 Year CMT Index + 1.10%), 12/14/2026(1)(2) |
19,302,000 | 19,086,706 | ||||||
| 1.79% (1 Year CMT Index + 1.00%), 06/09/2027(1)(2) |
7,100,000 | 7,061,469 | ||||||
| 2.63%, 01/22/2025(2) |
9,980,000 | 10,362,423 | ||||||
| 2.89% (1 Year CMT Index + 1.30%), 06/09/2032(1)(2) |
8,975,000 | 9,025,796 | ||||||
| 3.00%, 01/22/2030(2) |
1,689,000 | 1,744,854 | ||||||
| 3.25%, 01/12/2022(2) |
7,000,000 | 7,056,178 | ||||||
| 3.63%, 03/01/2041(2) |
6,000,000 | 6,110,597 | ||||||
| 4.25%, 04/14/2025(2) |
2,880,000 | 3,110,846 | ||||||
| 5.00%, 01/17/2024(2) |
860,000 | 928,968 | ||||||
| SouthTrust Bank |
||||||||
| 7.69%, 05/15/2025 |
253,000 | 303,655 | ||||||
| Standard Chartered Plc |
||||||||
| 1.21% (1 Year CMT Index + 0.88%), 03/23/2025(1)(2) |
1,789,000 | 1,790,214 | ||||||
| 1.46% (1 Year CMT Index + 1.00%), 01/14/2027(1)(2) |
8,645,000 | 8,498,924 |
| 2.82% (3 Month LIBOR USD + 1.21%), 01/30/2026(1)(2) |
1,360,000 | 1,416,292 | ||||||
| 4.25% (3 Month LIBOR USD + 1.15%), 01/20/2023(1)(2) |
3,230,000 | 3,265,727 | ||||||
| 4.30%, 02/19/2027(2) |
1,810,000 | 1,969,692 | ||||||
| 4.87% (5 Year 1100 Run ICE Swap Rate USD + 1.97%), 03/15/2033(1)(2) |
800,000 | 880,747 | ||||||
| 5.20%, 01/26/2024(2) |
609,000 | 660,893 | ||||||
| State Bank of India |
||||||||
| 4.38%, 01/24/2024(2) |
6,475,000 | 6,926,334 | ||||||
| State Street Corp. |
||||||||
| 2.20%, 03/03/2031 |
14,130,000 | 14,112,209 | ||||||
| Sumitomo Life Insurance Co. |
||||||||
| 4.00% (3 Month LIBOR USD + 2.99%), 09/14/2077(1)(2) |
1,000,000 | 1,090,000 | ||||||
| Sumitomo Mitsui Banking Corp. |
||||||||
| 3.95%, 07/19/2023 |
250,000 | 265,926 | ||||||
| Sumitomo Mitsui Financial Group, Inc. |
||||||||
| 1.47%, 07/08/2025 |
3,668,000 | 3,697,527 | ||||||
| 1.90%, 09/17/2028 |
9,912,000 | 9,795,642 | ||||||
| 2.13%, 07/08/2030 |
2,650,000 | 2,611,394 | ||||||
| 2.63%, 07/14/2026 |
644,000 | 677,831 | ||||||
| 3.04%, 07/16/2029 |
5,005,000 | 5,303,048 | ||||||
| 3.10%, 01/17/2023 |
1,033,000 | 1,068,978 | ||||||
| Sumitomo Mitsui Trust Bank Ltd. |
||||||||
| 1.55%, 03/25/2026(2) |
3,871,000 | 3,911,706 | ||||||
| Svenska Handelsbanken AB |
||||||||
| 1.42% (1 Year CMT Index + 0.63%), 06/11/2027(1)(2) |
14,955,000 | 14,885,965 | ||||||
| Synchrony Financial |
||||||||
| 3.95%, 12/01/2027 |
1,500,000 | 1,654,655 | ||||||
| 4.50%, 07/23/2025 |
4,000,000 | 4,416,986 | ||||||
| Teachers Insurance & Annuity Association of America |
||||||||
| 4.27%, 05/15/2047(2) |
3,360,000 | 4,059,929 | ||||||
| 4.90%, 09/15/2044(2) |
200,000 | 260,312 | ||||||
| 6.85%, 12/16/2039(2) |
218,000 | 328,244 | ||||||
| Temasek Financial I Ltd. |
||||||||
| 2.38%, 08/02/2041(2) |
3,082,000 | 2,971,603 | ||||||
| Toronto-Dominion Bank |
||||||||
| 1.25%, 09/10/2026 |
13,311,000 | 13,214,790 | ||||||
| 2.00%, 09/10/2031 |
3,388,000 | 3,329,649 | ||||||
| Trinity Acquisition Plc |
||||||||
| 4.40%, 03/15/2026 |
2,300,000 | 2,569,794 | ||||||
| 6.13%, 08/15/2043 |
5,000,000 | 6,901,924 | ||||||
| Truist Financial Corp. |
||||||||
| 2.85%, 10/26/2024 |
1,000,000 | 1,063,078 | ||||||
| 4.00%, 05/01/2025 |
424,000 | 466,383 | ||||||
| 4.80% (5 Year CMT Index + 3.00%), 12/31/2099(1) |
5,630,000 | 5,931,655 | ||||||
| UBS Group AG |
||||||||
| 1.36% (1 Year CMT Index + 1.08%), 01/30/2027(1)(2) |
6,550,000 | 6,488,939 | ||||||
| 1.49% (1 Year CMT Index + 0.85%), 08/10/2027(1)(2) |
1,515,000 | 1,497,458 | ||||||
| 2.10% (1 Year CMT Index + 1.00%), 02/11/2032(1)(2) |
6,420,000 | 6,246,326 | ||||||
| 2.86% (3 Month LIBOR USD + 0.95%), 08/15/2023(1)(2) |
7,367,000 | 7,522,134 | ||||||
| 3.49%, 05/23/2023(2) |
9,790,000 | 9,979,384 | ||||||
| 4.13%, 09/24/2025(2) |
2,510,000 | 2,773,008 | ||||||
| 4.25%, 03/23/2028(2) |
3,000,000 | 3,372,755 | ||||||
| UDR, Inc. |
||||||||
| 1.90%, 03/15/2033 |
2,025,000 | 1,880,639 | ||||||
| 2.10%, 08/01/2032 |
1,430,000 | 1,371,670 | ||||||
| 2.95%, 09/01/2026 |
276,000 | 293,001 | ||||||
| 3.00%, 08/15/2031 |
415,000 | 434,282 | ||||||
| 3.20%, 01/15/2030 |
1,565,000 | 1,675,775 | ||||||
| UniCredit SpA |
||||||||
| 1.98% (1 Year CMT Index + 1.20%), 06/03/2027(1)(2) |
1,135,000 | 1,132,124 | ||||||
| 2.57% (1 Year CMT Index + 2.30%), 09/22/2026(1)(2) |
2,330,000 | 2,369,016 | ||||||
| 5.86% (5 Year 1100 Run ICE Swap Rate USD + 3.70%), 06/19/2032(1)(2) |
1,400,000 | 1,556,363 | ||||||
| 6.57%, 01/14/2022(2) |
2,500,000 | 2,540,566 | ||||||
| 7.30% (5 Year 1100 Run ICE Swap Rate USD + 4.91%), 04/02/2034(1)(2) |
715,000 | 866,816 | ||||||
| Ventas Realty LP |
||||||||
| 3.25%, 10/15/2026 |
323,000 | 345,383 | ||||||
| 3.50%, 02/01/2025 |
251,000 | 268,570 | ||||||
| 3.75%, 05/01/2024 |
382,000 | 406,411 | ||||||
| 3.85%, 04/01/2027 |
677,000 | 749,998 | ||||||
| 4.13%, 01/15/2026 |
126,000 | 139,187 | ||||||
| VEREIT Operating Partnership LP |
||||||||
| 4.60%, 02/06/2024 |
7,100,000 | 7,662,163 | ||||||
| Vornado Realty LP |
||||||||
| 3.50%, 01/15/2025 |
800,000 | 850,377 | ||||||
| Wells Fargo & Co. |
||||||||
| 2.16% (3 Month LIBOR USD + 0.75%), 02/11/2026(1) |
4,525,000 | 4,667,767 | ||||||
| 2.39% (Secured Overnight Financing Rate + 2.10%), 06/02/2028(1) |
2,875,000 | 2,965,390 | ||||||
| 2.57% (Secured Overnight Financing Rate + 1.26%), 02/11/2031(1) |
12,110,000 | 12,373,756 | ||||||
| 3.00%, 04/22/2026 |
2,125,000 | 2,279,893 | ||||||
| 3.07% (Secured Overnight Financing Rate + 2.53%), 04/30/2041(1) |
3,900,000 | 4,007,613 | ||||||
| 3.20% (3 Month LIBOR USD + 1.17%), 06/17/2027(1) |
9,319,000 | 10,003,320 | ||||||
| 3.58% (3 Month LIBOR USD + 1.31%), 05/22/2028(1) |
7,238,000 | 7,924,664 | ||||||
| 4.10%, 06/03/2026 |
3,749,000 | 4,175,416 | ||||||
| 4.30%, 07/22/2027 |
729,000 | 828,281 | ||||||
| 4.40%, 06/14/2046 |
626,000 | 743,993 | ||||||
| 4.65%, 11/04/2044 |
675,000 | 827,068 | ||||||
| 4.75%, 12/07/2046 |
1,343,000 | 1,681,987 | ||||||
| 4.90%, 11/17/2045 |
3,064,000 | 3,879,702 | ||||||
| 5.38%, 11/02/2043 |
317,000 | 420,546 | ||||||
| Welltower, Inc. |
||||||||
| 2.70%, 02/15/2027 |
497,000 | 524,961 | ||||||
| 3.10%, 01/15/2030 |
1,085,000 | 1,147,225 | ||||||
| 6.50%, 03/15/2041 |
700,000 | 1,004,075 | ||||||
| Westpac Banking Corp. |
||||||||
| 4.42%, 07/24/2039 |
1,010,000 | 1,191,104 | ||||||
| Weyerhaeuser Co. |
||||||||
| 7.38%, 03/15/2032 |
500,000 | 712,009 | ||||||
| Willis North America, Inc. |
||||||||
| 5.05%, 09/15/2048 |
7,500,000 | 9,659,949 |
| WP Carey, Inc. |
||||||||
| 2.40%, 02/01/2031 |
1,800,000 | 1,776,568 | ||||||
| 4.25%, 10/01/2026 |
3,404,000 | 3,818,310 | ||||||
| WR Berkley Corp. |
||||||||
| 4.75%, 08/01/2044 |
3,445,000 | 4,333,504 | ||||||
| XLIT Ltd. |
||||||||
| 5.25%, 12/15/2043 |
2,700,000 | 3,706,342 | ||||||
|
|
|
|||||||
| Total Financials |
2,243,053,695 | |||||||
|
|
|
|||||||
| Industrials – 1.71% |
||||||||
| Aeropuerto Internacional de Tocumen SA |
||||||||
| 5.13%, 08/11/2061(2) |
995,000 | 1,041,765 | ||||||
| Airbus SE |
||||||||
| 3.15%, 04/10/2027(2) |
736,000 | 790,689 | ||||||
| 3.95%, 04/10/2047(2) |
150,000 | 171,317 | ||||||
| Allegion US Holding Co., Inc. |
||||||||
| 3.20%, 10/01/2024 |
2,000,000 | 2,119,093 | ||||||
| Amphenol Corp. |
||||||||
| 3.20%, 04/01/2024 |
8,135,000 | 8,584,519 | ||||||
| Arrow Electronics, Inc. |
||||||||
| 3.25%, 09/08/2024 |
219,000 | 232,262 | ||||||
| 3.50%, 04/01/2022 |
965,000 | 974,611 | ||||||
| 3.88%, 01/12/2028 |
221,000 | 238,719 | ||||||
| 4.50%, 03/01/2023 |
183,000 | 191,001 | ||||||
| BAE Systems Plc |
||||||||
| 1.90%, 02/15/2031(2) |
6,886,000 | 6,603,378 | ||||||
| 3.00%, 09/15/2050(2) |
754,000 | 725,220 | ||||||
| 5.80%, 10/11/2041(2) |
400,000 | 549,728 | ||||||
| Berry Global, Inc. |
||||||||
| 1.57%, 01/15/2026(2) |
17,410,000 | 17,405,473 | ||||||
| Boeing Co. |
||||||||
| 1.17%, 02/04/2023 |
2,040,000 | 2,044,522 | ||||||
| 1.43%, 02/04/2024 |
4,150,000 | 4,156,205 | ||||||
| 1.95%, 02/01/2024 |
2,080,000 | 2,128,684 | ||||||
| 2.20%, 02/04/2026 |
19,535,000 | 19,679,008 | ||||||
| 2.75%, 02/01/2026 |
2,010,000 | 2,093,693 | ||||||
| 2.85%, 10/30/2024 |
3,650,000 | 3,814,518 | ||||||
| 3.10%, 05/01/2026 |
1,529,000 | 1,616,112 | ||||||
| 3.25%, 03/01/2028 |
2,061,000 | 2,157,090 | ||||||
| 3.30%, 03/01/2035 |
1,410,000 | 1,406,100 | ||||||
| 3.63%, 02/01/2031 |
4,745,000 | 5,079,563 | ||||||
| 3.95%, 08/01/2059 |
4,825,000 | 4,951,885 | ||||||
| 4.88%, 05/01/2025 |
1,165,000 | 1,296,541 | ||||||
| 5.04%, 05/01/2027 |
1,185,000 | 1,363,136 | ||||||
| 5.15%, 05/01/2030 |
7,000,000 | 8,215,830 | ||||||
| 5.71%, 05/01/2040 |
1,555,000 | 1,976,025 | ||||||
| 5.81%, 05/01/2050 |
3,130,000 | 4,172,197 | ||||||
| Burlington Northern Santa Fe LLC |
||||||||
| 3.30%, 09/15/2051 |
7,908,000 | 8,525,668 | ||||||
| 3.55%, 02/15/2050 |
517,000 | 579,781 | ||||||
| 4.38%, 09/01/2042 |
462,000 | 568,427 | ||||||
| 5.15%, 09/01/2043 |
389,000 | 525,466 | ||||||
| 5.40%, 06/01/2041 |
542,000 | 739,060 | ||||||
| 5.75%, 05/01/2040 |
373,000 | 522,818 | ||||||
| 6.15%, 05/01/2037 |
320,000 | 457,356 | ||||||
| 7.29%, 06/01/2036 |
134,000 | 200,968 | ||||||
| Canadian Pacific Railway Co. |
||||||||
| 2.90%, 02/01/2025 |
644,000 | 680,087 | ||||||
| Carlisle Companies, Inc. |
||||||||
| 3.50%, 12/01/2024 |
3,025,000 | 3,237,928 | ||||||
| CH Robinson Worldwide, Inc. |
||||||||
| 4.20%, 04/15/2028 |
6,000,000 | 6,788,792 | ||||||
| CRH America Finance, Inc. |
||||||||
| 3.40%, 05/09/2027(2) |
200,000 | 217,596 | ||||||
| CRH America, Inc. |
||||||||
| 3.88%, 05/18/2025(2) |
354,000 | 385,019 | ||||||
| 5.13%, 05/18/2045(2) |
230,000 | 301,646 | ||||||
| CSX Corp. |
||||||||
| 3.35%, 09/15/2049 |
305,000 | 320,737 | ||||||
| 4.65%, 03/01/2068 |
2,000,000 | 2,579,002 | ||||||
| 4.75%, 05/30/2042 |
175,000 | 220,612 | ||||||
| 4.75%, 11/15/2048 |
1,280,000 | 1,652,473 | ||||||
| 5.50%, 04/15/2041 |
402,000 | 540,925 | ||||||
| Eaton Corp. |
||||||||
| 4.00%, 11/02/2032 |
143,000 | 166,129 | ||||||
| 5.80%, 03/15/2037 |
500,000 | 634,502 | ||||||
| 7.63%, 04/01/2024 |
206,000 | 237,999 | ||||||
| Embraer Netherlands Finance BV |
||||||||
| 5.05%, 06/15/2025 |
2,202,000 | 2,317,605 | ||||||
| Embraer Overseas Ltd. |
||||||||
| 5.70%, 09/16/2023(2) |
4,000,000 | 4,240,040 | ||||||
| FedEx Corp. |
||||||||
| 4.95%, 10/17/2048 |
3,000,000 | 3,800,117 | ||||||
| Flex Ltd. |
||||||||
| 3.75%, 02/01/2026 |
4,000,000 | 4,352,832 | ||||||
| General Electric Co. |
||||||||
| 3.63%, 05/01/2030 |
1,535,000 | 1,705,688 | ||||||
| Graphic Packaging International LLC |
||||||||
| 0.82%, 04/15/2024(2) |
6,170,000 | 6,136,253 | ||||||
| 1.51%, 04/15/2026(2) |
11,485,000 | 11,479,569 | ||||||
| JB Hunt Transport Services, Inc. |
||||||||
| 3.85%, 03/15/2024 |
650,000 | 691,312 | ||||||
| 3.88%, 03/01/2026 |
1,380,000 | 1,527,868 | ||||||
| Johnson Controls International Plc |
||||||||
| 4.95%, 07/02/2064(3) |
928,000 | 1,226,078 | ||||||
| Keysight Technologies, Inc. |
||||||||
| 4.60%, 04/06/2027 |
13,000,000 | 14,998,133 | ||||||
| L3Harris Technologies, Inc. |
||||||||
| 1.80%, 01/15/2031 |
1,970,000 | 1,901,027 | ||||||
| 3.83%, 04/27/2025 |
820,000 | 891,508 | ||||||
| 4.85%, 04/27/2035 |
1,000,000 | 1,233,424 |
| Lennox International, Inc. |
||||||||
| 1.70%, 08/01/2027 |
2,000,000 | 1,985,289 | ||||||
| Martin Marietta Materials, Inc. |
||||||||
| 3.45%, 06/01/2027 |
811,000 | 883,161 | ||||||
| 3.50%, 12/15/2027 |
6,165,000 | 6,781,143 | ||||||
| 4.25%, 07/02/2024 |
1,705,000 | 1,849,958 | ||||||
| 6.25%, 05/01/2037 |
107,000 | 140,271 | ||||||
| Masco Corp. |
||||||||
| 2.00%, 10/01/2030 |
760,000 | 734,723 | ||||||
| 6.50%, 08/15/2032 |
1,240,000 | 1,638,776 | ||||||
| Mexico City Airport Trust |
||||||||
| 3.88%, 04/30/2028(2) |
3,950,000 | 4,070,514 | ||||||
| 5.50%, 07/31/2047(2) |
3,902,000 | 3,986,361 | ||||||
| Norfolk Southern Corp. |
||||||||
| 3.95%, 10/01/2042 |
332,000 | 383,139 | ||||||
| 4.05%, 08/15/2052 |
1,100,000 | 1,291,634 | ||||||
| 4.80%, 08/15/2043 |
1,273,000 | 1,543,038 | ||||||
| 5.59%, 05/17/2025 |
6,000 | 6,907 | ||||||
| 7.80%, 05/15/2027 |
1,705,000 | 2,265,194 | ||||||
| Northrop Grumman Corp. |
||||||||
| 3.20%, 02/01/2027 |
849,000 | 922,758 | ||||||
| 3.25%, 01/15/2028 |
250,000 | 270,474 | ||||||
| 3.85%, 04/15/2045 |
195,000 | 221,691 | ||||||
| nVent Finance Sarl |
||||||||
| 4.55%, 04/15/2028 |
3,625,000 | 3,976,086 | ||||||
| Otis Worldwide Corp. |
||||||||
| 2.57%, 02/15/2030 |
3,430,000 | 3,521,273 | ||||||
| Pactiv LLC |
||||||||
| 7.95%, 12/15/2025 |
34,000 | 38,293 | ||||||
| Parker-Hannifin Corp. |
||||||||
| 4.10%, 03/01/2047 |
583,000 | 666,308 | ||||||
| 4.45%, 11/21/2044 |
333,000 | 402,929 | ||||||
| Penske Truck Leasing Co. LP |
||||||||
| 1.20%, 11/15/2025(2) |
7,300,000 | 7,215,342 | ||||||
| 2.70%, 03/14/2023(2) |
220,000 | 226,220 | ||||||
| 3.95%, 03/10/2025(2) |
7,000,000 | 7,585,031 | ||||||
| Precision Castparts Corp. |
||||||||
| 4.20%, 06/15/2035 |
75,000 | 88,838 | ||||||
| 4.38%, 06/15/2045 |
415,000 | 503,573 | ||||||
| Raytheon Technologies Corp. |
||||||||
| 1.90%, 09/01/2031 |
7,722,000 | 7,492,909 | ||||||
| 2.82%, 09/01/2051 |
6,700,000 | 6,350,306 | ||||||
| 3.20%, 03/15/2024 |
409,000 | 433,416 | ||||||
| 3.75%, 11/01/2046 |
1,130,000 | 1,254,586 | ||||||
| 4.15%, 05/15/2045 |
1,683,000 | 1,979,983 | ||||||
| 4.35%, 04/15/2047 |
970,000 | 1,165,247 | ||||||
| 4.50%, 06/01/2042 |
1,823,000 | 2,234,398 | ||||||
| Republic Services, Inc. |
||||||||
| 1.45%, 02/15/2031 |
1,970,000 | 1,846,021 | ||||||
| Siemens Financieringsmaatschappij NV |
||||||||
| 2.35%, 10/15/2026(2) |
700,000 | 731,154 | ||||||
| 3.13%, 03/16/2024(2) |
800,000 | 848,129 | ||||||
| 4.40%, 05/27/2045(2) |
513,000 | 648,804 | ||||||
| Teledyne Technologies, Inc. |
||||||||
| 2.75%, 04/01/2031 |
12,950,000 | 13,247,824 | ||||||
| Textron, Inc. |
||||||||
| 3.65%, 03/15/2027 |
4,975,000 | 5,454,743 | ||||||
| Timken Co. |
||||||||
| 3.88%, 09/01/2024 |
1,000,000 | 1,067,029 | ||||||
| TTX Co. |
||||||||
| 3.60%, 01/15/2025(2) |
2,000,000 | 2,157,717 | ||||||
| Union Pacific Corp. |
||||||||
| 4.10%, 09/15/2067 |
200,000 | 235,359 | ||||||
| Vontier Corp. |
||||||||
| 2.40%, 04/01/2028(2) |
8,000,000 | 7,884,800 | ||||||
| Vulcan Materials Co. |
||||||||
| 4.70%, 03/01/2048 |
2,054,000 | 2,528,462 | ||||||
| Westinghouse Air Brake Technologies Corp. |
||||||||
| 3.45%, 11/15/2026 |
5,000,000 | 5,350,491 | ||||||
| 4.38%, 08/15/2023 |
322,000 | 338,377 | ||||||
| WestRock MWV LLC |
||||||||
| 8.20%, 01/15/2030 |
537,000 | 752,401 | ||||||
| WRKCo, Inc. |
||||||||
| 3.75%, 03/15/2025 |
1,300,000 | 1,406,848 | ||||||
| Xylem, Inc. |
||||||||
| 1.95%, 01/30/2028 |
2,170,000 | 2,183,218 | ||||||
| 2.25%, 01/30/2031 |
960,000 | 960,763 | ||||||
| 3.25%, 11/01/2026 |
192,000 | 208,326 | ||||||
|
|
|
|||||||
| Total Industrials |
314,323,564 | |||||||
|
|
|
|||||||
| Technology – 1.71% |
||||||||
| Analog Devices, Inc. |
||||||||
| 2.10%, 10/01/2031 |
4,423,000 | 4,432,452 | ||||||
| 2.95%, 10/01/2051 |
5,782,000 | 5,779,998 | ||||||
| 3.13%, 12/05/2023 |
476,000 | 500,511 | ||||||
| 4.50%, 12/05/2036 |
1,020,000 | 1,194,732 | ||||||
| Apple, Inc. |
||||||||
| 2.45%, 08/04/2026 |
1,111,000 | 1,175,574 | ||||||
| 2.70%, 08/05/2051 |
15,584,000 | 15,026,964 | ||||||
| 3.45%, 02/09/2045 |
1,357,000 | 1,502,600 | ||||||
| 3.85%, 08/04/2046 |
776,000 | 907,388 | ||||||
| Broadcom, Inc. |
||||||||
| 2.45%, 02/15/2031(2) |
4,393,000 | 4,254,301 | ||||||
| 3.14%, 11/15/2035(2) |
13,881,000 | 13,837,358 | ||||||
| 3.19%, 11/15/2036(2) |
17,956,000 | 17,903,856 | ||||||
| 3.50%, 02/15/2041(2) |
2,713,000 | 2,680,675 | ||||||
| 4.11%, 09/15/2028 |
1,622,000 | 1,804,690 |
| 4.15%, 11/15/2030 |
760,000 | 842,059 | ||||||
| 4.75%, 04/15/2029 |
6,850,000 | 7,866,883 | ||||||
| CGI, Inc. |
||||||||
| 1.45%, 09/14/2026(2) |
2,182,000 | 2,159,101 | ||||||
| 2.30%, 09/14/2031(2) |
3,919,000 | 3,807,499 | ||||||
| Citrix Systems, Inc. |
||||||||
| 1.25%, 03/01/2026 |
855,000 | 841,037 | ||||||
| Dell International LLC / EMC Corp. |
||||||||
| 5.30%, 10/01/2029 |
1,100,000 | 1,329,699 | ||||||
| 5.45%, 06/15/2023 |
6,070,000 | 6,510,261 | ||||||
| 6.02%, 06/15/2026 |
8,889,000 | 10,573,712 | ||||||
| 8.35%, 07/15/2046 |
3,268,000 | 5,300,227 | ||||||
| Fidelity National Information Services, Inc. |
||||||||
| 2.25%, 03/01/2031 |
10,715,000 | 10,635,637 | ||||||
| Fiserv, Inc. |
||||||||
| 3.20%, 07/01/2026 |
890,000 | 960,886 | ||||||
| 3.85%, 06/01/2025 |
5,000,000 | 5,454,498 | ||||||
| 4.40%, 07/01/2049 |
2,850,000 | 3,412,431 | ||||||
| Genpact Luxembourg Sarl |
||||||||
| 3.38%, 12/01/2024 |
7,000,000 | 7,467,794 | ||||||
| Hewlett Packard Enterprise Co. |
||||||||
| 4.40%, 10/15/2022 |
7,500,000 | 7,754,097 | ||||||
| HP, Inc. |
||||||||
| 3.00%, 06/17/2027 |
1,380,000 | 1,473,656 | ||||||
| Intel Corp. |
||||||||
| 3.05%, 08/12/2051 |
3,261,000 | 3,239,509 | ||||||
| KLA Corp. |
||||||||
| 3.30%, 03/01/2050 |
1,000,000 | 1,052,134 | ||||||
| Leidos, Inc. |
||||||||
| 2.30%, 02/15/2031 |
1,075,000 | 1,050,329 | ||||||
| 3.63%, 05/15/2025 |
3,500,000 | 3,773,630 | ||||||
| Microchip Technology, Inc. |
||||||||
| 0.97%, 02/15/2024(2) |
34,957,000 | 34,979,010 | ||||||
| 0.98%, 09/01/2024(2) |
3,000,000 | 2,996,370 | ||||||
| 2.67%, 09/01/2023 |
5,353,000 | 5,549,953 | ||||||
| Microsoft Corp. |
||||||||
| 2.40%, 08/08/2026 |
600,000 | 637,368 | ||||||
| 2.53%, 06/01/2050 |
14,419,000 | 13,874,780 | ||||||
| 2.68%, 06/01/2060 |
1,180,000 | 1,143,964 | ||||||
| 3.04%, 03/17/2062 |
589,000 | 622,178 | ||||||
| 3.50%, 02/12/2035 |
318,000 | 366,167 | ||||||
| NVIDIA Corp. |
||||||||
| 1.55%, 06/15/2028 |
3,320,000 | 3,306,461 | ||||||
| 2.00%, 06/15/2031 |
13,532,000 | 13,460,462 | ||||||
| NXP BV / NXP Funding LLC / NXP USA, Inc. |
||||||||
| 2.50%, 05/11/2031(2) |
3,495,000 | 3,527,530 | ||||||
| 2.70%, 05/01/2025(2) |
2,110,000 | 2,203,771 | ||||||
| 3.25%, 05/11/2041(2) |
10,011,000 | 10,339,595 | ||||||
| 4.30%, 06/18/2029(2) |
7,077,000 | 8,021,137 | ||||||
| Oracle Corp. |
||||||||
| 2.30%, 03/25/2028 |
5,620,000 | 5,746,287 | ||||||
| 2.40%, 09/15/2023 |
757,000 | 783,197 | ||||||
| 3.60%, 04/01/2040 |
3,111,000 | 3,226,141 | ||||||
| 3.60%, 04/01/2050 |
3,353,000 | 3,357,018 | ||||||
| 3.80%, 11/15/2037 |
600,000 | 647,477 | ||||||
| 3.85%, 07/15/2036 |
1,065,000 | 1,157,052 | ||||||
| 3.90%, 05/15/2035 |
936,000 | 1,030,402 | ||||||
| 4.30%, 07/08/2034 |
221,000 | 250,879 | ||||||
| 4.38%, 05/15/2055 |
400,000 | 448,746 | ||||||
| Roper Technologies, Inc. |
||||||||
| 1.40%, 09/15/2027 |
3,050,000 | 3,011,990 | ||||||
| 2.00%, 06/30/2030 |
1,150,000 | 1,125,952 | ||||||
| salesforce.com, Inc. |
||||||||
| 2.70%, 07/15/2041 |
5,841,000 | 5,823,710 | ||||||
| 2.90%, 07/15/2051 |
4,328,000 | 4,317,141 | ||||||
| Seagate HDD Cayman |
||||||||
| 4.75%, 06/01/2023 |
1,500,000 | 1,590,000 | ||||||
| ServiceNow, Inc. |
||||||||
| 1.40%, 09/01/2030 |
6,530,000 | 6,124,621 | ||||||
| SK Hynix, Inc. |
||||||||
| 1.50%, 01/19/2026(2) |
2,000,000 | 1,974,160 | ||||||
| VMware, Inc. |
||||||||
| 1.40%, 08/15/2026 |
8,282,000 | 8,244,731 | ||||||
| 1.80%, 08/15/2028 |
1,928,000 | 1,899,397 | ||||||
| 2.95%, 08/21/2022 |
2,321,000 | 2,368,981 | ||||||
| 4.65%, 05/15/2027 |
1,370,000 | 1,573,130 | ||||||
| Xilinx, Inc. |
||||||||
| 2.38%, 06/01/2030 |
2,000,000 | 2,040,523 | ||||||
|
|
|
|||||||
| Total Technology |
|
314,276,459 | ||||||
|
|
|
|||||||
| Utilities – 3.01% |
||||||||
| Abu Dhabi National Energy Co. PJSC |
||||||||
| 2.00%, 04/29/2028(2) |
2,015,000 | 2,025,075 | ||||||
| AEP Texas, Inc. |
||||||||
| 3.80%, 10/01/2047 |
3,715,000 | 3,976,246 | ||||||
| AEP Transmission Co. LLC |
||||||||
| 2.75%, 08/15/2051 |
3,690,000 | 3,517,696 | ||||||
| 3.15%, 09/15/2049 |
580,000 | 598,867 | ||||||
| 3.75%, 12/01/2047 |
2,600,000 | 2,915,587 | ||||||
| 4.00%, 12/01/2046 |
2,020,000 | 2,365,054 | ||||||
| 4.25%, 09/15/2048 |
4,790,000 | 5,837,774 | ||||||
| Alabama Power Co. |
||||||||
| 2.80%, 04/01/2025 |
2,025,000 | 2,134,366 | ||||||
| 3.75%, 03/01/2045 |
182,000 | 204,103 | ||||||
| 4.10%, 01/15/2042 |
233,000 | 261,214 | ||||||
| 4.15%, 08/15/2044 |
205,000 | 240,291 | ||||||
| 6.13%, 05/15/2038 |
219,000 | 308,237 | ||||||
| Alexander Funding Trust |
||||||||
| 1.84%, 11/15/2023(2) |
2,000,000 | 2,038,453 | ||||||
| Alfa Desarrollo SpA |
||||||||
| 4.55%, 09/27/2051(2) |
2,475,000 | 2,414,362 | ||||||
| Ameren Corp. |
||||||||
| 2.50%, 09/15/2024 |
3,468,000 | 3,624,606 | ||||||
| Ameren Illinois Co. |
||||||||
| 3.25%, 03/15/2050 |
617,000 | 655,525 | ||||||
| American Electric Power Co., Inc. |
||||||||
| 0.75%, 11/01/2023 |
3,032,000 | 3,032,182 | ||||||
| American Water Capital Corp. |
||||||||
| 3.45%, 06/01/2029 |
590,000 | 650,165 | ||||||
| 3.85%, 03/01/2024 |
500,000 | 535,283 | ||||||
| 4.00%, 12/01/2046 |
2,350,000 | 2,738,496 | ||||||
| 6.59%, 10/15/2037 |
386,000 | 565,632 | ||||||
| Appalachian Power Co. |
||||||||
| 6.70%, 08/15/2037 |
430,000 | 605,261 | ||||||
| APT Pipelines Ltd. |
||||||||
| 4.20%, 03/23/2025(2) |
2,100,000 | 2,284,212 | ||||||
| 4.25%, 07/15/2027(2) |
1,098,000 | 1,246,801 | ||||||
| Arizona Public Service Co. |
||||||||
| 3.35%, 06/15/2024 |
676,000 | 718,168 | ||||||
| 3.75%, 05/15/2046 |
2,290,000 | 2,522,342 | ||||||
| 5.05%, 09/01/2041 |
349,000 | 450,398 | ||||||
| Atmos Energy Corp. |
||||||||
| 0.63%, 03/09/2023 |
990,000 | 990,033 | ||||||
| 4.13%, 10/15/2044 |
1,860,000 | 2,155,567 | ||||||
| 4.15%, 01/15/2043 |
830,000 | 955,964 | ||||||
| Ausgrid Finance Pty Ltd. |
||||||||
| 4.35%, 08/01/2028(2) |
10,275,000 | 11,546,917 | ||||||
| Avangrid, Inc. |
||||||||
| 3.15%, 12/01/2024 |
610,000 | 650,202 | ||||||
| Baltimore Gas & Electric Co. |
||||||||
| 2.90%, 06/15/2050 |
950,000 | 937,544 | ||||||
| 3.20%, 09/15/2049 |
1,105,000 | 1,149,854 | ||||||
| 3.50%, 08/15/2046 |
375,000 | 406,718 | ||||||
| Berkshire Hathaway Energy Co. |
||||||||
| 2.85%, 05/15/2051 |
7,650,000 | 7,311,632 | ||||||
| 3.50%, 02/01/2025 |
625,000 | 671,279 | ||||||
| 6.13%, 04/01/2036 |
366,000 | 506,674 | ||||||
| Boston Gas Co. |
||||||||
| 4.49%, 02/15/2042(2) |
253,000 | 292,124 | ||||||
| Brooklyn Union Gas Co. |
||||||||
| 3.87%, 03/04/2029(2) |
1,125,000 | 1,228,803 | ||||||
| 4.27%, 03/15/2048(2) |
1,100,000 | 1,242,152 | ||||||
| 4.50%, 03/10/2046(2) |
2,000,000 | 2,310,452 | ||||||
| CenterPoint Energy Houston Electric LLC |
||||||||
| 3.95%, 03/01/2048 |
151,000 | 179,757 | ||||||
| China Southern Power Grid International Finance BVI Co. Ltd. |
||||||||
| 3.50%, 05/08/2027(2) |
1,910,000 | 2,078,156 | ||||||
| Cleveland Electric Illuminating Co. |
||||||||
| 3.50%, 04/01/2028(2) |
1,333,000 | 1,428,562 | ||||||
| CMS Energy Corp. |
||||||||
| 2.95%, 02/15/2027 |
348,000 | 367,632 | ||||||
| 3.00%, 05/15/2026 |
110,000 | 117,094 | ||||||
| 3.45%, 08/15/2027 |
350,000 | 383,191 | ||||||
| Comision Federal de Electricidad |
||||||||
| 4.88%, 01/15/2024(2) |
322,000 | 347,357 | ||||||
| Commonwealth Edison Co. |
||||||||
| 3.65%, 06/15/2046 |
364,000 | 402,681 | ||||||
| 3.75%, 08/15/2047 |
1,000,000 | 1,132,780 | ||||||
| 4.00%, 03/01/2048 |
4,615,000 | 5,421,764 | ||||||
| Connecticut Light & Power Co. |
||||||||
| 3.20%, 03/15/2027 |
600,000 | 653,482 | ||||||
| Consolidated Edison Co. of New York, Inc. |
||||||||
| 3.85%, 06/15/2046 |
2,940,000 | 3,261,574 | ||||||
| 4.13%, 05/15/2049 |
4,293,000 | 4,979,638 | ||||||
| 4.30%, 12/01/2056 |
3,050,000 | 3,583,538 | ||||||
| 4.50%, 05/15/2058 |
538,000 | 650,090 | ||||||
| 4.65%, 12/01/2048 |
1,607,000 | 1,988,280 | ||||||
| 5.70%, 06/15/2040 |
318,000 | 429,901 | ||||||
| Consolidated Edison, Inc. |
||||||||
| 0.65%, 12/01/2023 |
7,561,000 | 7,552,830 | ||||||
| Consumers Energy Co. |
||||||||
| 3.25%, 08/15/2046 |
190,000 | 199,161 | ||||||
| 4.35%, 08/31/2064 |
191,000 | 234,804 | ||||||
| Delmarva Power & Light Co. |
||||||||
| 4.00%, 06/01/2042 |
170,000 | 190,910 | ||||||
| Dominion Energy, Inc. |
||||||||
| 2.45%, 01/15/2023(2) |
7,054,000 | 7,234,536 | ||||||
| 2.85%, 08/15/2026 |
304,000 | 322,900 | ||||||
| 3.30%, 04/15/2041 |
4,036,000 | 4,188,222 | ||||||
| 4.90%, 08/01/2041 |
212,000 | 263,823 | ||||||
| 5.25%, 08/01/2033 |
1,161,000 | 1,451,961 | ||||||
| 7.00%, 06/15/2038 |
124,000 | 181,397 | ||||||
| DTE Electric Co. |
||||||||
| 2.65%, 06/15/2022 |
194,000 | 196,107 | ||||||
| 3.25%, 04/01/2051 |
3,047,000 | 3,222,271 | ||||||
| DTE Energy Co. |
||||||||
| 1.05%, 06/01/2025 |
3,854,000 | 3,823,601 | ||||||
| 2.53%, 10/01/2024 |
6,316,000 | 6,590,295 | ||||||
| Duke Energy Carolinas LLC |
||||||||
| 3.70%, 12/01/2047 |
878,000 | 975,102 | ||||||
| 4.25%, 12/15/2041 |
141,000 | 167,541 | ||||||
| 6.00%, 12/01/2028 |
235,000 | 297,241 | ||||||
| Duke Energy Corp. |
||||||||
| 3.75%, 09/01/2046 |
13,800,000 | 14,735,981 | ||||||
| 3.95%, 08/15/2047 |
3,432,000 | 3,784,894 | ||||||
| Duke Energy Florida LLC |
||||||||
| 4.20%, 07/15/2048 |
3,636,000 | 4,375,538 |
| Duke Energy Indiana LLC |
||||||||
| 3.75%, 05/15/2046 |
600,000 | 665,431 | ||||||
| Duke Energy Progress LLC |
||||||||
| 2.90%, 08/15/2051 |
1,645,000 | 1,611,824 | ||||||
| 3.70%, 10/15/2046 |
506,000 | 564,571 | ||||||
| 4.10%, 05/15/2042 |
217,000 | 250,420 | ||||||
| 4.10%, 03/15/2043 |
181,000 | 211,362 | ||||||
| 4.15%, 12/01/2044 |
129,000 | 151,967 | ||||||
| 4.20%, 08/15/2045 |
325,000 | 384,089 | ||||||
| 4.38%, 03/30/2044 |
132,000 | 160,208 | ||||||
| Duquesne Light Holdings, Inc. |
||||||||
| 2.53%, 10/01/2030(2) |
2,500,000 | 2,476,368 | ||||||
| 3.62%, 08/01/2027(2) |
1,675,000 | 1,796,657 | ||||||
| Edison International |
||||||||
| 3.13%, 11/15/2022 |
4,014,000 | 4,115,442 | ||||||
| 3.55%, 11/15/2024 |
3,606,000 | 3,823,370 | ||||||
| 5.75%, 06/15/2027 |
12,169,000 | 14,011,550 | ||||||
| EDP Finance BV |
||||||||
| 3.63%, 07/15/2024(2) |
700,000 | 748,051 | ||||||
| Electricite de France SA |
||||||||
| 4.75%, 10/13/2035(2) |
5,000,000 | 5,997,629 | ||||||
| Emera US Finance LP |
||||||||
| 3.55%, 06/15/2026 |
3,895,000 | 4,210,073 | ||||||
| 4.75%, 06/15/2046 |
900,000 | 1,061,981 | ||||||
| Enel Finance International NV |
||||||||
| 1.88%, 07/12/2028(2) |
270,000 | 268,892 | ||||||
| 2.65%, 09/10/2024(2) |
1,440,000 | 1,508,849 | ||||||
| 3.50%, 04/06/2028(2) |
5,845,000 | 6,396,947 | ||||||
| 3.63%, 05/25/2027(2) |
12,505,000 | 13,842,889 | ||||||
| 4.75%, 05/25/2047(2) |
5,575,000 | 6,922,405 | ||||||
| 6.00%, 10/07/2039(2) |
307,000 | 423,763 | ||||||
| Engie Energia Chile SA |
||||||||
| 3.40%, 01/28/2030(2) |
1,600,000 | 1,644,000 | ||||||
| Entergy Arkansas LLC |
||||||||
| 2.65%, 06/15/2051 |
960,000 | 895,158 | ||||||
| 3.50%, 04/01/2026 |
307,000 | 335,226 | ||||||
| Entergy Corp. |
||||||||
| 2.95%, 09/01/2026 |
310,000 | 329,796 | ||||||
| Entergy Louisiana LLC |
||||||||
| 2.40%, 10/01/2026 |
650,000 | 677,401 | ||||||
| 2.90%, 03/15/2051 |
1,570,000 | 1,532,411 | ||||||
| 3.05%, 06/01/2031 |
440,000 | 468,662 | ||||||
| 3.12%, 09/01/2027 |
370,000 | 398,158 | ||||||
| 4.00%, 03/15/2033 |
2,610,000 | 2,999,885 | ||||||
| Entergy Texas, Inc. |
||||||||
| 4.50%, 03/30/2039 |
11,000,000 | 12,943,424 | ||||||
| Evergy Kansas Central, Inc. |
||||||||
| 4.13%, 03/01/2042 |
4,175,000 | 4,847,437 | ||||||
| Evergy Metro, Inc. |
||||||||
| 3.15%, 03/15/2023 |
375,000 | 387,058 | ||||||
| 4.20%, 03/15/2048 |
500,000 | 598,916 | ||||||
| 5.30%, 10/01/2041 |
1,032,000 | 1,373,911 | ||||||
| Evergy, Inc. |
||||||||
| 2.90%, 09/15/2029 |
2,190,000 | 2,298,341 | ||||||
| Exelon Corp. |
||||||||
| 3.50%, 06/01/2022 |
10,180,000 | 10,357,709 | ||||||
| 4.95%, 06/15/2035 |
1,500,000 | 1,853,846 | ||||||
| Exelon Generation Co. LLC |
||||||||
| 3.40%, 03/15/2022 |
1,180,000 | 1,192,943 | ||||||
| 5.75%, 10/01/2041 |
3,192,000 | 3,891,586 | ||||||
| 6.25%, 10/01/2039 |
300,000 | 383,028 | ||||||
| FirstEnergy Corp. |
||||||||
| 4.75%, 03/15/2023 |
3,810,000 | 3,962,895 | ||||||
| FirstEnergy Transmission LLC |
||||||||
| 2.87%, 09/15/2028(2) |
1,550,000 | 1,617,812 | ||||||
| 4.35%, 01/15/2025(2) |
6,061,000 | 6,590,817 | ||||||
| 5.45%, 07/15/2044(2) |
1,702,000 | 2,169,277 | ||||||
| Florida Power & Light Co. |
||||||||
| 5.40%, 09/01/2035 |
700,000 | 923,723 | ||||||
| Fortis, Inc. |
||||||||
| 3.06%, 10/04/2026 |
2,291,000 | 2,458,089 | ||||||
| Indiana Michigan Power Co. |
||||||||
| 3.20%, 03/15/2023 |
991,000 | 1,022,489 | ||||||
| 3.25%, 05/01/2051 |
1,570,000 | 1,619,408 | ||||||
| Israel Electric Corp. Ltd. |
||||||||
| 4.25%, 08/14/2028(2) |
5,859,000 | 6,572,333 | ||||||
| 6.88%, 06/21/2023(2) |
2,340,000 | 2,572,222 | ||||||
| ITC Holdings Corp. |
||||||||
| 2.70%, 11/15/2022 |
10,512,000 | 10,755,014 | ||||||
| 2.95%, 05/14/2030(2) |
890,000 | 934,014 | ||||||
| Jersey Central Power & Light Co. |
||||||||
| 4.30%, 01/15/2026(2) |
740,000 | 814,938 | ||||||
| 6.15%, 06/01/2037 |
400,000 | 532,512 | ||||||
| John Sevier Combined Cycle Generation LLC |
||||||||
| 4.63%, 01/15/2042 |
415,172 | 507,207 | ||||||
| KeySpan Gas East Corp. |
||||||||
| 2.74%, 08/15/2026(2) |
538,000 | 559,826 | ||||||
| Massachusetts Electric Co. |
||||||||
| 4.00%, 08/15/2046(2) |
624,000 | 684,981 | ||||||
| MidAmerican Energy Co. |
||||||||
| 3.50%, 10/15/2024 |
317,000 | 340,749 | ||||||
| Mid-Atlantic Interstate Transmission LLC |
||||||||
| 4.10%, 05/15/2028(2) |
9,900,000 | 11,090,566 | ||||||
| Monongahela Power Co. |
||||||||
| 5.40%, 12/15/2043(2) |
1,650,000 | 2,152,606 | ||||||
| National Rural Utilities Cooperative Finance Corp. |
||||||||
| 8.00%, 03/01/2032 |
791,000 | 1,168,935 |
| Nevada Power Co. |
||||||||
| 5.38%, 09/15/2040 |
261,000 | 340,484 | ||||||
| 5.45%, 05/15/2041 |
386,000 | 510,854 | ||||||
| New England Power Co. |
||||||||
| 3.80%, 12/05/2047(2) |
5,108,000 | 5,590,738 | ||||||
| New York State Electric & Gas Corp. |
||||||||
| 3.25%, 12/01/2026(2) |
804,000 | 867,429 | ||||||
| NextEra Energy Capital Holdings, Inc. |
||||||||
| 0.65%, 03/01/2023 |
7,671,000 | 7,696,937 | ||||||
| 2.80%, 01/15/2023 |
3,671,000 | 3,777,126 | ||||||
| Niagara Mohawk Power Corp. |
||||||||
| 1.96%, 06/27/2030(2) |
2,150,000 | 2,088,004 | ||||||
| 3.51%, 10/01/2024(2) |
258,000 | 275,417 | ||||||
| NiSource, Inc. |
||||||||
| 1.70%, 02/15/2031 |
1,640,000 | 1,544,862 | ||||||
| 2.95%, 09/01/2029 |
1,520,000 | 1,588,429 | ||||||
| 3.95%, 03/30/2048 |
4,480,000 | 5,069,541 | ||||||
| 5.80%, 02/01/2042 |
774,000 | 1,033,273 | ||||||
| Northern States Power Co. |
||||||||
| 3.60%, 09/15/2047 |
2,395,000 | 2,678,039 | ||||||
| 4.13%, 05/15/2044 |
1,480,000 | 1,762,635 | ||||||
| NRG Energy, Inc. |
||||||||
| 2.00%, 12/02/2025(2) |
2,685,000 | 2,729,710 | ||||||
| 2.45%, 12/02/2027(2) |
6,215,000 | 6,306,797 | ||||||
| 4.45%, 06/15/2029(2) |
1,155,000 | 1,277,882 | ||||||
| OGE Energy Corp. |
||||||||
| 0.70%, 05/26/2023 |
1,300,000 | 1,300,109 | ||||||
| Ohio Power Co. |
||||||||
| 2.90%, 10/01/2051 |
1,390,000 | 1,343,112 | ||||||
| 4.15%, 04/01/2048 |
1,190,000 | 1,415,112 | ||||||
| Oklahoma Gas & Electric Co. |
||||||||
| 0.55%, 05/26/2023 |
1,690,000 | 1,690,020 | ||||||
| Oncor Electric Delivery Co. LLC |
||||||||
| 3.10%, 09/15/2049 |
1,895,000 | 1,978,421 | ||||||
| 5.75%, 03/15/2029 |
124,000 | 154,563 | ||||||
| Pacific Gas & Electric Co. |
||||||||
| 1.37%, 03/10/2023 |
3,235,000 | 3,223,704 | ||||||
| 1.50% (3 Month LIBOR USD + 1.38%), 11/15/2021(1) |
3,645,000 | 3,646,473 | ||||||
| 1.75%, 06/16/2022 |
7,041,000 | 7,029,606 | ||||||
| 2.95%, 03/01/2026 |
990,000 | 1,016,344 | ||||||
| 3.45%, 07/01/2025 |
1,570,000 | 1,639,770 | ||||||
| 3.75%, 02/15/2024 |
676,000 | 705,159 | ||||||
| 3.75%, 08/15/2042 |
376,000 | 339,773 | ||||||
| 4.00%, 12/01/2046 |
2,043,000 | 1,969,981 | ||||||
| 4.25%, 08/01/2023 |
2,482,000 | 2,596,823 | ||||||
| 4.30%, 03/15/2045 |
638,000 | 629,445 | ||||||
| 4.45%, 04/15/2042 |
1,905,000 | 1,897,161 | ||||||
| 4.50%, 07/01/2040 |
1,233,000 | 1,258,574 | ||||||
| PacifiCorp |
||||||||
| 2.90%, 06/15/2052 |
5,416,000 | 5,270,549 | ||||||
| PECO Energy Co. |
||||||||
| 2.80%, 06/15/2050 |
860,000 | 842,955 | ||||||
| 2.85%, 09/15/2051 |
2,878,000 | 2,823,701 | ||||||
| 3.70%, 09/15/2047 |
2,120,000 | 2,377,123 | ||||||
| 3.90%, 03/01/2048 |
5,235,000 | 6,057,854 | ||||||
| 4.15%, 10/01/2044 |
353,000 | 419,550 | ||||||
| Pennsylvania Electric Co. |
||||||||
| 3.25%, 03/15/2028(2) |
2,386,000 | 2,521,072 | ||||||
| Pepco Holdings LLC |
||||||||
| 7.45%, 08/15/2032 |
222,000 | 312,967 | ||||||
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara |
||||||||
| 4.13%, 05/15/2027(2) |
2,756,000 | 2,986,815 | ||||||
| 5.50%, 11/22/2021(2) |
1,959,000 | 1,967,639 | ||||||
| Potomac Electric Power Co. |
||||||||
| 6.50%, 11/15/2037 |
136,000 | 197,744 | ||||||
| PPL Electric Utilities Corp. |
||||||||
| 3.00%, 10/01/2049 |
2,105,000 | 2,153,570 | ||||||
| 4.13%, 06/15/2044 |
208,000 | 245,839 | ||||||
| Progress Energy, Inc. |
||||||||
| 3.15%, 04/01/2022 |
389,000 | 391,645 | ||||||
| Public Service Co. of Colorado |
||||||||
| 3.55%, 06/15/2046 |
353,000 | 382,782 | ||||||
| 4.10%, 06/15/2048 |
2,515,000 | 3,038,058 | ||||||
| Public Service Co. of Oklahoma |
||||||||
| 6.63%, 11/15/2037 |
649,000 | 920,632 | ||||||
| Public Service Electric & Gas Co. |
||||||||
| 3.15%, 08/15/2024 |
1,000,000 | 1,057,842 | ||||||
| 3.60%, 12/01/2047 |
1,605,000 | 1,808,989 | ||||||
| 5.38%, 11/01/2039 |
117,000 | 156,530 | ||||||
| Public Service Enterprise Group, Inc. |
||||||||
| 1.60%, 08/15/2030 |
8,395,000 | 7,943,463 | ||||||
| Puget Energy, Inc. |
||||||||
| 2.38%, 06/15/2028(2) |
4,023,000 | 4,023,888 | ||||||
| 3.65%, 05/15/2025 |
1,200,000 | 1,281,334 | ||||||
| RGS I&M Funding Corp. |
||||||||
| 9.82%, 06/07/2022 |
12,388 | 12,447 | ||||||
| San Diego Gas & Electric Co. |
||||||||
| 2.95%, 08/15/2051 |
5,089,000 | 5,043,202 | ||||||
| 3.75%, 06/01/2047 |
3,506,000 | 3,961,549 | ||||||
| 3.95%, 11/15/2041 |
310,000 | 338,225 | ||||||
| 4.15%, 05/15/2048 |
1,693,000 | 2,031,891 | ||||||
| 5.35%, 05/15/2040 |
3,430,000 | 4,548,084 | ||||||
| 6.00%, 06/01/2026 |
213,000 | 256,026 | ||||||
| Sempra Energy |
||||||||
| 4.05%, 12/01/2023 |
5,000,000 | 5,325,333 | ||||||
| 6.00%, 10/15/2039 |
752,000 | 1,033,506 | ||||||
| Southern California Edison Co. |
||||||||
| 1.85%, 02/01/2022 |
24,000 | 24,074 | ||||||
| 2.95%, 02/01/2051 |
6,220,000 | 5,679,642 |
| 3.50%, 10/01/2023 |
328,000 | 345,188 | ||||||
| 3.65%, 03/01/2028 |
1,200,000 | 1,299,303 | ||||||
| 3.90%, 12/01/2041 |
392,000 | 401,799 | ||||||
| 4.05%, 03/15/2042 |
800,000 | 858,436 | ||||||
| 4.13%, 03/01/2048 |
1,880,000 | 2,048,557 | ||||||
| 6.05%, 03/15/2039 |
253,000 | 337,959 | ||||||
| Southern California Gas Co. |
||||||||
| 2.55%, 02/01/2030 |
2,621,000 | 2,692,622 | ||||||
| Southern Co. |
||||||||
| 3.25%, 07/01/2026 |
218,000 | 234,583 | ||||||
| Southern Co. Gas Capital Corp. |
||||||||
| 2.45%, 10/01/2023 |
230,000 | 238,189 | ||||||
| 3.25%, 06/15/2026 |
225,000 | 241,372 | ||||||
| 3.95%, 10/01/2046 |
282,000 | 312,633 | ||||||
| 4.40%, 06/01/2043 |
160,000 | 187,357 | ||||||
| 5.88%, 03/15/2041 |
1,210,000 | 1,661,432 | ||||||
| Southern Power Co. |
||||||||
| 4.95%, 12/15/2046 |
3,064,000 | 3,725,313 | ||||||
| 5.15%, 09/15/2041 |
746,000 | 911,824 | ||||||
| Southwest Gas Corp. |
||||||||
| 3.80%, 09/29/2046 |
508,000 | 544,445 | ||||||
| Southwestern Public Service Co. |
||||||||
| 4.50%, 08/15/2041 |
350,000 | 426,309 | ||||||
| Talent Yield Investments Ltd. |
||||||||
| 4.50%, 04/25/2022(2) |
715,000 | 728,486 | ||||||
| Toledo Edison Co. |
||||||||
| 2.65%, 05/01/2028(2) |
1,450,000 | 1,475,062 | ||||||
| 6.15%, 05/15/2037 |
680,000 | 935,303 | ||||||
| Tri-State Generation & Transmission Association, Inc. |
||||||||
| 4.25%, 06/01/2046 |
371,000 | 415,042 | ||||||
| Union Electric Co. |
||||||||
| 2.95%, 06/15/2027 |
715,000 | 763,952 | ||||||
| 3.65%, 04/15/2045 |
1,370,000 | 1,527,321 | ||||||
| Virginia Electric & Power Co. |
||||||||
| 3.45%, 02/15/2024 |
191,000 | 202,401 | ||||||
| 3.50%, 03/15/2027 |
4,955,000 | 5,468,711 | ||||||
| 4.45%, 02/15/2044 |
126,000 | 153,364 | ||||||
| 4.65%, 08/15/2043 |
3,500,000 | 4,352,898 | ||||||
| Vistra Operations Co. LLC |
||||||||
| 3.55%, 07/15/2024(2) |
8,460,000 | 8,898,439 | ||||||
| WEC Energy Group, Inc. |
||||||||
| 3.55%, 06/15/2025 |
726,000 | 784,712 | ||||||
| Wisconsin Electric Power Co. |
||||||||
| 3.10%, 06/01/2025 |
285,000 | 303,323 | ||||||
| Xcel Energy, Inc. |
||||||||
| 3.35%, 12/01/2026 |
5,105,000 | 5,521,743 | ||||||
|
|
|
|||||||
| Total Utilities |
552,687,855 | |||||||
|
|
|
|||||||
| Total Corporate Bonds (Cost: $5,455,211,187) |
5,741,551,764 | |||||||
|
|
|
|||||||
| Government Related – 22.25% |
||||||||
| Other Government Related – 1.67% |
||||||||
| Alabama Economic Settlement Authority |
||||||||
| 4.26%, 09/15/2032 |
610,000 | 700,932 | ||||||
| American Municipal Power, Inc. |
||||||||
| 7.50%, 02/15/2050 |
1,350,000 | 2,196,670 | ||||||
| Atlanta Independent School System |
||||||||
| 5.56%, 03/01/2026 |
535,000 | 627,583 | ||||||
| Bay Area Toll Authority |
||||||||
| 2.57%, 04/01/2031 |
6,700,000 | 7,033,518 | ||||||
| 6.26%, 04/01/2049 |
1,650,000 | 2,663,287 | ||||||
| Bermuda Government International Bond |
||||||||
| 2.38%, 08/20/2030(2) |
1,765,000 | 1,747,350 | ||||||
| California Qualified School Bond Joint Powers Authority |
||||||||
| 7.16%, 03/01/2027 |
805,000 | 934,111 | ||||||
| Chile Government International Bond |
||||||||
| 2.55%, 01/27/2032 |
1,398,000 | 1,385,180 | ||||||
| 3.10%, 05/07/2041 |
2,075,000 | 2,002,416 | ||||||
| 3.24%, 02/06/2028 |
2,715,000 | 2,885,095 | ||||||
| City of Houston TX Combined Utility System Revenue |
||||||||
| 3.83%, 05/15/2028 |
1,850,000 | 2,074,921 | ||||||
| City of Los Angeles Department of Airports |
||||||||
| 6.58%, 05/15/2039 |
1,650,000 | 2,181,290 | ||||||
| Clark County School District |
||||||||
| 5.51%, 06/15/2024 |
2,350,000 | 2,545,003 | ||||||
| Colombia Government International Bond |
||||||||
| 3.00%, 01/30/2030 |
1,867,000 | 1,764,390 | ||||||
| 3.88%, 02/15/2061 |
1,500,000 | 1,207,755 | ||||||
| 4.00%, 02/26/2024 |
737,000 | 770,165 | ||||||
| 4.50%, 01/28/2026 |
1,192,000 | 1,277,609 | ||||||
| 5.00%, 06/15/2045 |
842,000 | 820,647 | ||||||
| 5.63%, 02/26/2044 |
200,000 | 208,578 | ||||||
| 7.38%, 09/18/2037 |
150,000 | 184,269 | ||||||
| Corp. Andina de Fomento |
||||||||
| 2.75%, 01/06/2023 |
1,125,000 | 1,154,898 | ||||||
| 3.25%, 02/11/2022 |
1,230,000 | 1,243,300 | ||||||
| 4.38%, 06/15/2022 |
2,735,000 | 2,811,490 | ||||||
| County of Cuyahoga OH |
||||||||
| 9.13%, 10/01/2023 |
105,000 | 112,361 | ||||||
| Curators of the University of Missouri |
||||||||
| 5.96%, 11/01/2039 |
3,445,000 | 4,608,984 | ||||||
| District of Columbia Water & Sewer Authority |
||||||||
| 4.81%, 10/01/2114 |
875,000 | 1,247,491 | ||||||
| Eaton Community City School District |
||||||||
| 5.39%, 08/25/2027 |
275,000 | 275,505 | ||||||
| Export-Import Bank of India |
||||||||
| 3.88%, 02/01/2028(2) |
3,480,000 | 3,730,883 | ||||||
| Fannie Mae |
||||||||
| 0.88%, 08/05/2030 |
3,585,000 | 3,374,754 |
| 1.63%, 01/07/2025 |
6,247,000 | 6,460,672 | ||||||
| 1.88%, 09/24/2026 |
425,000 | 443,618 | ||||||
| 2.25%, 04/12/2022 |
6,542,000 | 6,616,656 | ||||||
| 2.63%, 09/06/2024 |
5,221,000 | 5,547,366 | ||||||
| 6.25%, 05/15/2029 |
630,000 | 847,076 | ||||||
| 6.63%, 11/15/2030(7) |
2,300,000 | 3,283,766 | ||||||
| 7.13%, 01/15/2030 |
1,500,000 | 2,154,354 | ||||||
| Federal Home Loan Banks |
||||||||
| 4.00%, 10/24/2029 |
2,000,000 | 2,373,915 | ||||||
| Federal Home Loan Mortgage Corp. |
||||||||
| 6.25%, 07/15/2032 |
3,709,000 | 5,375,378 | ||||||
| Finnvera OYJ |
||||||||
| 2.38%, 06/04/2025(2) |
600,000 | 633,078 | ||||||
| Hungary Government International Bond |
||||||||
| 3.13%, 09/21/2051(2) |
2,245,000 | 2,210,629 | ||||||
| Hydro-Quebec |
||||||||
| 8.05%, 07/07/2024 |
638,000 | 763,080 | ||||||
| 8.40%, 01/15/2022 |
826,000 | 844,538 | ||||||
| Idaho Energy Resources Authority |
||||||||
| 2.86%, 09/01/2046 |
3,175,000 | 3,174,330 | ||||||
| Indonesia Government International Bond |
||||||||
| 4.13%, 01/15/2025(2) |
1,325,000 | 1,448,967 | ||||||
| 5.88%, 01/15/2024(2) |
1,300,000 | 1,447,394 | ||||||
| Israel Government AID Bond |
||||||||
| 0.00%, 09/15/2023 |
1,837,000 | 1,810,294 | ||||||
| 0.00%, 11/01/2024 |
1,000,000 | 971,410 | ||||||
| 5.50%, 09/18/2033 |
619,000 | 860,983 | ||||||
| Japan Finance Organization for Municipalities |
||||||||
| 1.75%, 09/05/2024(2) |
200,000 | 205,693 | ||||||
| 2.13%, 10/25/2023(2) |
3,400,000 | 3,513,762 | ||||||
| 2.63%, 04/20/2022(2) |
6,000,000 | 6,075,900 | ||||||
| 3.25%, 04/24/2023(2) |
1,000,000 | 1,043,287 | ||||||
| Los Angeles Department of Water & Power Power System Revenue |
||||||||
| 6.60%, 07/01/2050 |
2,400,000 | 4,070,121 | ||||||
| Mexico Government International Bond |
||||||||
| 2.66%, 05/24/2031 |
2,579,000 | 2,488,039 | ||||||
| 3.75%, 01/11/2028 |
3,517,000 | 3,823,296 | ||||||
| 3.77%, 05/24/2061 |
3,240,000 | 2,872,940 | ||||||
| 4.13%, 01/21/2026 |
1,014,000 | 1,132,739 | ||||||
| 4.28%, 08/14/2041 |
7,480,000 | 7,631,844 | ||||||
| 4.35%, 01/15/2047 |
42,000 | 42,045 | ||||||
| 4.50%, 01/31/2050 |
1,275,000 | 1,303,942 | ||||||
| 4.60%, 01/23/2046 |
1,494,000 | 1,548,187 | ||||||
| 4.60%, 02/10/2048 |
1,482,000 | 1,526,178 | ||||||
| 4.75%, 03/08/2044 |
450,000 | 478,894 | ||||||
| 5.75%, 10/12/2110 |
588,000 | 668,891 | ||||||
| New Hampshire Housing Finance Authority |
||||||||
| 3.75%, 07/01/2034 |
35,000 | 35,914 | ||||||
| New Jersey Transportation Trust Fund Authority |
||||||||
| 5.75%, 12/15/2028 |
5,100,000 | 6,083,470 | ||||||
| New Jersey Turnpike Authority |
||||||||
| 7.10%, 01/01/2041 |
5,870,000 | 9,329,919 | ||||||
| New York State Dormitory Authority |
||||||||
| 2.20%, 03/15/2034 |
4,165,000 | 4,142,412 | ||||||
| 5.60%, 03/15/2040 |
260,000 | 349,120 | ||||||
| New York State Urban Development Corp. |
||||||||
| 5.84%, 03/15/2040 |
2,000,000 | 2,645,678 | ||||||
| North American Development Bank |
||||||||
| 2.40%, 10/26/2022 |
684,000 | 697,964 | ||||||
| North Carolina Housing Finance Agency |
||||||||
| 3.00%, 01/01/2033 |
695,000 | 707,068 | ||||||
| North Carolina State Education Assistance Authority |
||||||||
| 0.93% (3 Month LIBOR USD + 0.80%), 07/25/2036(1) |
8,600,000 | 8,626,348 | ||||||
| Ohio State University |
||||||||
| 4.05%, 12/01/2056 |
406,000 | 507,223 | ||||||
| 4.80%, 06/01/2111 |
1,102,000 | 1,571,718 | ||||||
| Panama Government International Bond |
||||||||
| 4.50%, 04/16/2050 |
1,610,000 | 1,752,018 | ||||||
| Peruvian Government International Bond |
||||||||
| 5.63%, 11/18/2050 |
190,000 | 257,021 | ||||||
| Port Authority of New York & New Jersey |
||||||||
| 4.46%, 10/01/2062 |
2,065,000 | 2,780,499 | ||||||
| 5.65%, 11/01/2040 |
435,000 | 610,100 | ||||||
| 5.65%, 11/01/2040 |
1,260,000 | 1,767,188 | ||||||
| Province of Manitoba Canada |
||||||||
| 2.13%, 06/22/2026 |
400,000 | 418,238 | ||||||
| Qatar Government International Bond |
||||||||
| 4.40%, 04/16/2050(2) |
2,951,000 | 3,596,502 | ||||||
| 4.82%, 03/14/2049(2) |
1,200,000 | 1,541,544 | ||||||
| 5.10%, 04/23/2048(2) |
3,140,000 | 4,163,050 | ||||||
| Regents of the University of California Medical Center Pooled Revenue |
||||||||
| 3.71%, 05/15/2120 |
3,270,000 | 3,494,000 | ||||||
| Republic of South Africa Government International Bond |
||||||||
| 5.88%, 09/16/2025 |
403,000 | 451,352 | ||||||
| Resolution Funding Corp. Principal Strip |
||||||||
| 0.00%, 04/15/2030 |
929,000 | 805,303 | ||||||
| Romanian Government International Bond |
||||||||
| 5.13%, 06/15/2048(2) |
5,000,000 | 5,912,520 | ||||||
| 6.75%, 02/07/2022 |
250,000 | 255,090 | ||||||
| Saudi Government International Bond |
||||||||
| 2.25%, 02/02/2033(2) |
1,533,000 | 1,490,475 | ||||||
| 2.88%, 03/04/2023(2) |
5,560,000 | 5,730,025 | ||||||
| 3.45%, 02/02/2061(2) |
2,355,000 | 2,310,373 | ||||||
| 4.00%, 04/17/2025(2) |
3,200,000 | 3,499,968 | ||||||
| St Johns County Industrial Development Authority |
||||||||
| 2.54%, 10/01/2030 |
10,000,000 | 10,127,590 | ||||||
| State of California |
||||||||
| 7.30%, 10/01/2039 |
3,685,000 | 5,824,176 | ||||||
| 7.50%, 04/01/2034 |
5,540,000 | 8,529,975 |
| State of Illinois |
||||||||
| 5.00%, 10/01/2022 |
685,000 | 716,505 | ||||||
| 5.00%, 11/01/2022 |
10,340,000 | 10,854,271 | ||||||
| 5.10%, 06/01/2033 |
8,755,000 | 10,204,360 | ||||||
| Tennessee Valley Authority |
||||||||
| 0.75%, 05/15/2025 |
5,562,000 | 5,569,447 | ||||||
| 1.50%, 09/15/2031 |
1,230,000 | 1,211,819 | ||||||
| 2.88%, 02/01/2027 |
805,000 | 877,226 | ||||||
| 4.25%, 09/15/2065 |
1,720,000 | 2,399,551 | ||||||
| 4.63%, 09/15/2060 |
1,308,000 | 1,900,407 | ||||||
| 5.50%, 06/15/2038 |
57,000 | 82,340 | ||||||
| 5.88%, 04/01/2036 |
2,967,000 | 4,345,905 | ||||||
| 7.13%, 05/01/2030 |
1,615,000 | 2,326,721 | ||||||
| Tennessee Valley Authority Generic Strip |
||||||||
| 0.00%, 07/15/2028 |
2,000,000 | 1,811,051 | ||||||
| 0.00%, 03/15/2032 |
1,514,000 | 1,248,916 | ||||||
| Tennessee Valley Authority Principal Strip |
||||||||
| 0.00%, 11/01/2025 |
1,847,000 | 1,779,805 | ||||||
| 0.00%, 06/15/2035 |
258,000 | 190,350 | ||||||
| Texas Private Activity Bond Surface Transportation Corp. |
||||||||
| 3.92%, 12/31/2049 |
1,810,000 | 2,023,438 | ||||||
| Three Rivers Local School District |
||||||||
| 5.21%, 09/15/2027 |
285,000 | 285,698 | ||||||
| Tokyo Metropolitan Government |
||||||||
| 2.50%, 06/08/2022(2) |
5,000,000 | 5,058,250 | ||||||
| 3.25%, 06/01/2023(2) |
1,200,000 | 1,254,426 | ||||||
| University of Pittsburgh-of the Commonwealth System of Higher Education |
||||||||
| 3.56%, 09/15/2119 |
2,045,000 | 2,215,404 | ||||||
| University of Virginia |
||||||||
| 2.58%, 11/01/2051 |
3,150,000 | 3,093,955 | ||||||
| 4.18%, 09/01/2117 |
1,540,000 | 2,023,232 | ||||||
| Uruguay Government International Bond |
||||||||
| 4.98%, 04/20/2055 |
2,590,000 | 3,240,038 | ||||||
| 5.10%, 06/18/2050 |
1,150,000 | 1,461,684 | ||||||
| West Contra Costa Unified School District |
||||||||
| 6.25%, 08/01/2030 |
215,000 | 290,398 | ||||||
| Westlake City School District |
||||||||
| 5.23%, 12/01/2026 |
430,000 | 431,284 | ||||||
|
|
|
|||||||
| Total Other Government Related |
306,374,019 | |||||||
|
|
|
|||||||
| U.S. Treasury Obligations – 20.58% |
||||||||
| U.S. Treasury Inflation Indexed Bonds |
||||||||
| 0.13%, 01/15/2022(8) |
2,680,154 | 2,699,697 | ||||||
| 1.75%, 01/15/2028(8) |
781,884 | 940,775 | ||||||
| 2.50%, 01/15/2029(8) |
525,154 | 672,594 | ||||||
| 3.63%, 04/15/2028(8) |
1,760,490 | 2,353,590 | ||||||
| U.S. Treasury Note/Bond |
||||||||
| 0.13%, 04/30/2023 |
53,080,000 | 53,009,503 | ||||||
| 0.13%, 07/31/2023 |
9,266,000 | 9,246,093 | ||||||
| 0.13%, 08/31/2023 |
76,208,000 | 76,005,573 | ||||||
| 0.25%, 05/15/2024 |
100,000 | 99,520 | ||||||
| 0.25%, 07/31/2025 |
23,299,000 | 22,853,043 | ||||||
| 0.25%, 08/31/2025 |
14,022,000 | 13,735,535 | ||||||
| 0.25%, 09/30/2025 |
41,038,000 | 40,157,927 | ||||||
| 0.38%, 07/15/2024 |
124,339,000 | 123,999,010 | ||||||
| 0.38%, 08/15/2024 |
20,362,000 | 20,288,824 | ||||||
| 0.38%, 09/15/2024 |
8,910,000 | 8,871,715 | ||||||
| 0.38%, 11/30/2025 |
34,650,000 | 33,988,131 | ||||||
| 0.38%, 12/31/2025 |
16,736,000 | 16,398,665 | ||||||
| 0.38%, 01/31/2026 |
45,164,000 | 44,193,679 | ||||||
| 0.50%, 02/28/2026 |
68,133,000 | 66,983,256 | ||||||
| 0.63%, 07/31/2026 |
26,486,000 | 26,061,810 | ||||||
| 0.63%, 08/15/2030 |
111,475,000 | 103,702,232 | ||||||
| 0.75%, 03/31/2026 |
132,999,000 | 132,058,656 | ||||||
| 0.75%, 04/30/2026 |
50,909,000 | 50,517,239 | ||||||
| 0.75%, 05/31/2026 |
29,191,000 | 28,945,841 | ||||||
| 0.75%, 08/31/2026 |
65,083,000 | 64,386,409 | ||||||
| 0.75%, 01/31/2028 |
60,000,000 | 58,263,281 | ||||||
| 0.88%, 06/30/2026 |
64,345,000 | 64,118,787 | ||||||
| 0.88%, 09/30/2026 |
19,554,000 | 19,448,592 | ||||||
| 0.88%, 11/15/2030 |
20,235,000 | 19,202,699 | ||||||
| 1.00%, 07/31/2028 |
32,000,000 | 31,380,000 | ||||||
| 1.13%, 08/31/2028 |
88,514,000 | 87,462,896 | ||||||
| 1.13%, 05/15/2040 |
5,125,000 | 4,429,722 | ||||||
| 1.13%, 08/15/2040 |
9,056,000 | 7,793,113 | ||||||
| 1.25%, 03/31/2028 |
56,535,000 | 56,537,208 | ||||||
| 1.25%, 06/30/2028 |
33,919,000 | 33,847,452 | ||||||
| 1.25%, 08/15/2031 |
70,081,000 | 68,383,726 | ||||||
| 1.25%, 05/15/2050 |
21,512,000 | 17,598,665 | ||||||
| 1.38%, 08/31/2023 |
12,000,000 | 12,252,187 | ||||||
| 1.38%, 11/15/2040 |
164,474,000 | 147,743,910 | ||||||
| 1.38%, 08/15/2050 |
21,271,000 | 17,949,068 | ||||||
| 1.50%, 01/31/2022 |
1,250,000 | 1,256,016 | ||||||
| 1.50%, 09/30/2024 |
26,000,000 | 26,760,703 | ||||||
| 1.63%, 10/31/2023 |
25,000,000 | 25,679,688 | ||||||
| 1.63%, 05/15/2026 |
20,000,000 | 20,626,562 | ||||||
| 1.63%, 08/15/2029 |
79,455,000 | 80,926,159 | ||||||
| 1.63%, 05/15/2031 |
11,736,000 | 11,873,531 | ||||||
| 1.63%, 11/15/2050 |
33,177,000 | 29,806,165 | ||||||
| 1.75%, 02/28/2022 |
37,900,000 | 38,166,484 | ||||||
| 1.75%, 01/31/2023 |
12,000,000 | 12,253,125 | ||||||
| 1.75%, 05/15/2023 |
17,221,000 | 17,649,507 | ||||||
| 1.75%, 12/31/2024 |
37,137,800 | 38,531,918 | ||||||
| 1.75%, 12/31/2026 |
2,230,000 | 2,312,318 | ||||||
| 1.75%, 08/15/2041 |
9,036,000 | 8,637,851 | ||||||
| 1.88%, 11/30/2021 |
11,500,000 | 11,534,245 | ||||||
| 1.88%, 04/30/2022 |
2,000,000 | 2,021,094 | ||||||
| 1.88%, 02/15/2041 |
35,542,000 | 34,764,519 |
| 1.88%, 02/15/2051 |
57,629,000 | 54,954,654 | ||||||
| 2.00%, 06/30/2024 |
543,000 | 565,717 | ||||||
| 2.00%, 08/15/2025 |
150,100 | 157,171 | ||||||
| 2.00%, 11/15/2026 |
85,700,000 | 89,918,047 | ||||||
| 2.00%, 02/15/2050 |
34,679,000 | 34,069,408 | ||||||
| 2.13%, 12/31/2022 |
20,000,000 | 20,492,188 | ||||||
| 2.13%, 02/29/2024 |
10,842,000 | 11,296,432 | ||||||
| 2.13%, 05/15/2025 |
670,000 | 704,128 | ||||||
| 2.25%, 11/15/2024 |
20,529,000 | 21,607,574 | ||||||
| 2.25%, 11/15/2025 |
133,446,000 | 141,145,208 | ||||||
| 2.25%, 02/15/2027 |
1,530,000 | 1,625,147 | ||||||
| 2.25%, 11/15/2027 |
174,750,000 | 185,760,615 | ||||||
| 2.25%, 05/15/2041 |
110,194,000 | 114,584,542 | ||||||
| 2.25%, 08/15/2046 |
39,102,100 | 40,383,610 | ||||||
| 2.25%, 08/15/2049 |
9,259,000 | 9,597,532 | ||||||
| 2.38%, 11/15/2049 |
32,332,000 | 34,412,110 | ||||||
| 2.38%, 05/15/2051 |
23,832,000 | 25,433,212 | ||||||
| 2.50%, 05/15/2024 |
95,913,000 | 101,083,310 | ||||||
| 2.50%, 02/28/2026 |
1,285,000 | 1,375,301 | ||||||
| 2.50%, 02/15/2045 |
142,325,000 | 153,699,882 | ||||||
| 2.63%, 01/31/2026 |
25,000,000 | 26,869,141 | ||||||
| 2.75%, 05/31/2023 |
1,737,000 | 1,809,940 | ||||||
| 2.75%, 02/15/2024 |
1,000,000 | 1,056,250 | ||||||
| 2.75%, 11/15/2042 |
13,300,000 | 14,955,746 | ||||||
| 2.75%, 08/15/2047 |
6,887,000 | 7,817,014 | ||||||
| 2.75%, 11/15/2047 |
6,648,000 | 7,553,271 | ||||||
| 2.88%, 04/30/2025 |
840,000 | 905,133 | ||||||
| 2.88%, 05/31/2025 |
5,392,000 | 5,814,724 | ||||||
| 2.88%, 05/15/2043 |
131,385,000 | 150,779,685 | ||||||
| 2.88%, 08/15/2045 |
8,405,000 | 9,691,359 | ||||||
| 2.88%, 05/15/2049 |
62,861,000 | 73,537,548 | ||||||
| 3.00%, 11/15/2044 |
1,585,000 | 1,860,951 | ||||||
| 3.00%, 02/15/2047 |
260,000 | 308,080 | ||||||
| 3.00%, 05/15/2047 |
3,861,000 | 4,580,262 | ||||||
| 3.00%, 02/15/2048 |
870,000 | 1,034,484 | ||||||
| 3.00%, 02/15/2049 |
2,144,000 | 2,562,917 | ||||||
| 3.13%, 02/15/2043 |
18,100,000 | 21,567,988 | ||||||
| 3.13%, 05/15/2048 |
24,938,000 | 30,342,532 | ||||||
| 3.38%, 11/15/2048 |
48,630,000 | 61,950,061 | ||||||
| 3.50%, 02/15/2039 |
15,000,000 | 18,700,781 | ||||||
| 3.63%, 08/15/2043 |
16,350,000 | 20,986,119 | ||||||
| 3.63%, 02/15/2044 |
10,150,000 | 13,065,350 | ||||||
| 3.75%, 11/15/2043 |
10,943,000 | 14,316,522 | ||||||
| 3.88%, 08/15/2040 |
8,125,000 | 10,653,906 | ||||||
| 4.38%, 11/15/2039 |
11,454,000 | 15,872,738 | ||||||
| 4.38%, 05/15/2041 |
1,500,000 | 2,100,879 | ||||||
| 4.75%, 02/15/2037 |
6,162,000 | 8,696,363 | ||||||
| 5.00%, 05/15/2037 |
8,604,000 | 12,464,373 | ||||||
| 8.00%, 11/15/2021 |
4,414,000 | 4,456,855 | ||||||
| U.S. Treasury Strip Coupon |
||||||||
| 0.00%, 11/15/2021 |
4,679,000 | 4,678,668 | ||||||
| 0.00%, 02/15/2022 |
25,367,000 | 25,364,167 | ||||||
| 0.00%, 05/15/2022 |
18,154,000 | 18,150,160 | ||||||
| 0.00%, 08/15/2022 |
4,975,000 | 4,971,385 | ||||||
| 0.00%, 11/15/2022 |
25,950,000 | 25,911,370 | ||||||
| 0.00%, 08/15/2023 |
22,550,000 | 22,444,781 | ||||||
| 0.00%, 11/15/2023 |
23,218,000 | 23,062,316 | ||||||
| 0.00%, 02/15/2024 |
12,206,000 | 12,092,616 | ||||||
| 0.00%, 05/15/2024 |
21,322,000 | 21,069,809 | ||||||
| 0.00%, 08/15/2024 |
1,834,000 | 1,806,385 | ||||||
| 0.00%, 11/15/2024 |
6,105,000 | 5,989,065 | ||||||
| 0.00%, 02/15/2025 |
799,000 | 781,207 | ||||||
| 0.00%, 05/15/2025 |
3,279,000 | 3,193,909 | ||||||
| 0.00%, 08/15/2027 |
4,314,000 | 4,009,451 | ||||||
| 0.00%, 11/15/2027 |
4,607,000 | 4,259,490 | ||||||
| 0.00%, 02/15/2031 |
12,590,000 | 10,778,704 | ||||||
| 0.00%, 02/15/2032 |
46,250,000 | 38,660,856 | ||||||
| 0.00%, 11/15/2034 |
2,487,000 | 1,944,728 | ||||||
| 0.00%, 02/15/2035 |
1,824,000 | 1,418,255 | ||||||
| 0.00%, 05/15/2035 |
1,920,000 | 1,483,778 | ||||||
| 0.00%, 08/15/2035 |
175,000 | 134,344 | ||||||
| 0.00%, 05/15/2036 |
121,000 | 91,160 | ||||||
| 0.00%, 05/15/2039 |
455,000 | 316,034 | ||||||
| 0.00%, 08/15/2041 |
1,225,000 | 796,090 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Obligations |
|
3,773,965,996 | ||||||
|
|
|
|||||||
| Total Government Related (Cost: $4,013,599,173) |
4,080,340,015 | |||||||
|
|
|
|||||||
| Mortgage-Backed Obligations – 33.58% |
||||||||
| 20 Times Square Trust 2018-20TS |
||||||||
| 3.20%, 05/15/2035, Series 2018-20TS, Class D(2)(5) |
5,204,000 | 5,086,726 | ||||||
| 510 Asset Backed 2021-NPL1 Trust |
||||||||
| 2.24%, 06/25/2061, Series 2021-NPL1, Class A1(2)(3) |
2,003,991 | 2,003,676 | ||||||
| 510 Asset Backed 2021-NPL2 Trust |
||||||||
| 2.12%, 06/25/2061, Series 2021-NPL2, Class A1(2)(3) |
7,641,824 | 7,639,453 | ||||||
| ACRC Holdings LLC |
||||||||
| 7.08% (1 Month LIBOR USD + 4.60%), 12/22/2021(1)(13) |
3,553,636 | 3,553,636 | ||||||
| ACRE Commercial Mortgage 2021-FL4 Ltd. |
||||||||
| 1.19% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 12/18/2037, Series 2021-FL4, Class AS(1)(2) |
3,990,000 | 3,980,081 | ||||||
| Alternative Loan Trust 2003-22CB |
||||||||
| 6.00%, 12/25/2033, Series 2003-22CB, Class 3A1 |
1,568,148 | 1,641,858 | ||||||
| Alternative Loan Trust 2004-2CB |
||||||||
| 5.75%, 03/25/2034, Series 2004-2CB, Class 1A9 |
361,900 | 367,629 | ||||||
| Alternative Loan Trust 2005-1CB |
||||||||
| 7.01% (1 Month LIBOR USD + 7.10%, 7.10% Cap), 03/25/2035, Series 2005-1CB, Class 1A6(1)(4) |
109,229 | 16,196 | ||||||
| Alternative Loan Trust 2005-20CB |
||||||||
| 4.66% (1 Month LIBOR USD + 4.75%, 4.75% Cap), 07/25/2035, Series 2005-20CB, Class 3A8(1)(4) |
368,182 | 47,850 | ||||||
| Alternative Loan Trust 2005-22T1 |
||||||||
| 4.98% (1 Month LIBOR USD + 5.07%, 5.07% Cap), 06/25/2035, Series 2005-22T1, Class A2(1)(4) |
490,944 | 73,719 | ||||||
| Alternative Loan Trust 2005-28CB |
||||||||
| 5.50%, 08/25/2035, Series 2005-28CB, Class 1A4 |
158,488 | 160,354 | ||||||
| 6.00%, 08/25/2035, Series 2005-28CB, Class 3A5 |
6,011 | 3,843 | ||||||
| Alternative Loan Trust 2005-37T1 |
||||||||
| 4.96% (1 Month LIBOR USD + 5.05%, 5.05% Cap), 09/25/2035, Series 2005-37T1, Class A2(1)(4) |
1,575,314 | 233,016 | ||||||
| Alternative Loan Trust 2005-54CB |
||||||||
| 4.76% (1 Month LIBOR USD + 4.85%, 4.85% Cap), 11/25/2035, Series 2005-54CB, Class 1A2(1)(4) |
519,613 | 75,027 | ||||||
| 5.50%, 11/25/2035, Series 2005-54CB, Class 1A7 |
1,845 | 1,775 | ||||||
| 5.50%, 11/25/2035, Series 2005-54CB, Class 1A11 |
131,507 | 122,782 | ||||||
| Alternative Loan Trust 2005-64CB |
||||||||
| 5.50%, 12/25/2035, Series 2005-64CB, Class 1A9 |
60,231 | 61,027 | ||||||
| Alternative Loan Trust 2006-28CB |
||||||||
| 6.00%, 10/25/2036, Series 2006-28CB, Class A17 |
54,686 | 38,788 | ||||||
| Alternative Loan Trust 2006-43CB |
||||||||
| 6.00%, 02/25/2022, Series 2006-43CB, Class 2A1 |
1,166 | 1,167 | ||||||
| American General Mortgage Loan Trust 2006-1 |
||||||||
| 5.75%, 12/25/2035, Series 2006-1, Class A5(2)(5) |
873 | 924 | ||||||
| Anchor Mortgage Trust 2021-RTL1 |
||||||||
| 2.60%, 10/25/2026, Series 2021-1, Class A1(2) |
13,200,000 | 13,221,234 | ||||||
| ASG Resecuritization Trust 2011-1 |
||||||||
| 6.00%, 09/28/2036, Series 2011-1, Class 2A35(2)(5) |
72,062 | 66,234 | ||||||
| Assurant Commercial Mortgage Trust 2016-1 |
||||||||
| 3.17%, 05/15/2049, Series 2016-1A, Class AS(2) |
9,100,000 | 9,512,513 | ||||||
| BAMLL Commercial Mortgage Securities Trust 2012-PARK |
||||||||
| 2.96%, 12/10/2030, Series 2012-PARK, Class A(2) |
809,000 | 829,163 | ||||||
| BAMLL Commercial Mortgage Securities Trust 2014-520M |
||||||||
| 4.35%, 08/15/2046, Series 2014-520M, Class C(2)(5) |
1,200,000 | 1,303,180 | ||||||
| BAMLL Re-REMIC Trust 2013-FRR2 |
||||||||
| 0.00%, 09/26/2022, Series 2013-FRR2, Class A(2) |
4,000,000 | 3,910,348 | ||||||
| BAMLL Re-REMIC Trust 2014-FRR5 |
||||||||
| 0.00%, 06/27/2045, Series 2014-FRR5, Class AK30(2) |
6,300,000 | 6,122,550 | ||||||
| Banc of America Alternative Loan Trust 2004-6 |
||||||||
| 0.00%, 07/25/2049, Series 2004-6, Class 15PO |
939 | 618 | ||||||
| Banc of America Alternative Loan Trust 2005-11 |
||||||||
| 5.50%, 12/25/2035, Series 2005-11, Class 1CB4 |
5,926 | 5,922 | ||||||
| Banc of America Alternative Loan Trust 2006-5 |
||||||||
| 6.00%, 06/25/2046, Series 2006-5, Class CB7 |
24,421 | 24,040 | ||||||
| Banc of America Alternative Loan Trust 2007-1 |
||||||||
| 4.33%, 04/25/2022, Series 2007-1, Class 1A1(5) |
10,603 | 10,435 | ||||||
| Banc of America Funding 2004-1 Trust |
||||||||
| 0.00%, 03/25/2034, Series 2004-1, Class PO |
15,758 | 12,567 | ||||||
| Banc of America Funding 2004-2 Trust |
||||||||
| 5.75%, 09/20/2034, Series 2004-2, Class 1CB1 |
1,060,476 | 1,143,873 | ||||||
| Banc of America Funding 2004-C Trust |
||||||||
| 3.23%, 12/20/2034, Series 2004-C, Class 1A1(5) |
8,851 | 9,737 | ||||||
| Banc of America Funding 2005-6 Trust |
||||||||
| 5.50%, 10/25/2035, Series 2005-6, Class 2A7 |
18,647 | 18,910 | ||||||
| Banc of America Funding 2005-7 Trust |
||||||||
| 0.00%, 11/25/2035, Series 2005-7, Class 30PO |
15,894 | 15,617 | ||||||
| Banc of America Funding 2005-8 Trust |
||||||||
| 0.00%, 01/25/2036, Series 2005-8, Class 30PO |
5,445 | 4,031 | ||||||
| Banc of America Funding 2005-C Trust |
||||||||
| 0.33% (1 Month LIBOR USD + 0.24%, 0.24% Floor, 11.00% Cap), 05/20/2035, Series 2005-C, Class A1(1) |
995,188 | 998,825 | ||||||
| Banc of America Funding 2006-1 Trust |
||||||||
| 0.00%, 01/25/2036, Series 2006-1, Class XPO |
4,561 | 3,247 | ||||||
| Banc of America Mortgage 2003-C Trust |
||||||||
| 2.37%, 04/25/2033, Series 2003-C, Class 3A1(5) |
10,451 | 10,770 | ||||||
| BANK 2017-BNK4 |
||||||||
| 3.63%, 05/15/2050, Series 2017-BNK4, Class A4 |
6,790,000 | 7,472,784 | ||||||
| BANK 2017-BNK8 |
||||||||
| 3.49%, 11/15/2050, Series 2017-BNK8, Class A4 |
12,745,000 | 13,997,389 | ||||||
| BANK 2017-BNK9 |
||||||||
| 3.54%, 11/15/2054, Series 2017-BNK9, Class A4 |
6,100,000 | 6,710,564 | ||||||
| BANK 2018-BNK10 |
||||||||
| 3.69%, 02/15/2061, Series 2018-BN10, Class A5 |
4,000,000 | 4,432,439 | ||||||
| BANK 2019-BNK21 |
||||||||
| 2.85%, 10/17/2052, Series 2019-BN21, Class A5 |
5,142,000 | 5,451,983 | ||||||
| BANK 2020-BNK27 |
||||||||
| 2.14%, 04/15/2063, Series 2020-BN27, Class A5 |
1,538,000 | 1,548,712 | ||||||
| BANK 2020-BNK28 |
||||||||
| 1.84%, 03/15/2063, Series 2020-BN28, Class A4 |
2,047,000 | 2,006,630 | ||||||
| BANK 2020-BNK29 |
||||||||
| 2.00%, 11/15/2053, Series 2020-BN29, Class A4 |
11,175,000 | 11,068,865 | ||||||
| BANK 2021-BNK33 |
||||||||
| 2.56%, 05/15/2064, Series 2021-BN33, Class A5 |
1,967,000 | 2,037,725 | ||||||
| BANK 2021-BNK34 |
||||||||
| 2.44%, 06/15/2063, Series 2021-BN34, Class A5 |
5,471,000 | 5,610,602 | ||||||
| BANK 2021-BNK36 |
||||||||
| 2.47%, 09/15/2064, Series 2021-BN36, Class A5 |
1,499,000 | 1,539,106 | ||||||
| Bayview Financing Trust |
||||||||
| 3.15%, 11/10/2022, Series 2020-3F, Class A(2)(5)(13) |
6,037,081 | 6,037,081 | ||||||
| BBCMS Mortgage Trust 2018-C2 |
||||||||
| 4.05%, 12/15/2051, Series 2018-C2, Class A4 |
20,000,000 | 22,702,606 | ||||||
| 4.31%, 12/15/2051, Series 2018-C2, Class A5 |
5,475,000 | 6,316,974 | ||||||
| BB-UBS Trust 2012-SHOW |
||||||||
| 3.43%, 11/05/2036, Series 2012-SHOW, Class A(2) |
4,602,000 | 4,850,850 | ||||||
| Bear Stearns ARM Trust 2003-2 |
||||||||
| 2.56%, 01/25/2033, Series 2003-2, Class A5(2)(5) |
71,816 | 74,779 | ||||||
| Bear Stearns ARM Trust 2003-7 |
||||||||
| 2.53%, 10/25/2033, Series 2003-7, Class 3A(5) |
2,488 | 2,499 | ||||||
| Bear Stearns ARM Trust 2004-2 |
||||||||
| 2.73%, 05/25/2034, Series 2004-2, Class 14A(5) |
32,578 | 32,287 | ||||||
| Bear Stearns ARM Trust 2006-1 |
||||||||
| 2.37% (1 Year CMT Index + 2.25%, 2.25% Floor, 9.90% Cap), 02/25/2036, Series 2006-1, Class A1(1) |
77,382 | 78,986 | ||||||
| Bear Stearns Asset Backed Securities I Trust 2004-AC2 |
||||||||
| 5.00%, 05/25/2034, Series 2004-AC2, Class 2A |
13,381 | 13,134 | ||||||
| Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14 |
||||||||
| 0.76%, 12/11/2038, Series 2006-PW14, Class X1(2)(5) |
268,998 | 4 |
| Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 |
||||||||
| 0.01%, 01/12/2045, Series 2007-T26, Class X1(2)(5) |
10,598,620 | 828 | ||||||
| Bellemeade Re 2018-1 Ltd. |
||||||||
| 1.69% (1 Month LIBOR USD + 1.60%), 04/25/2028, Series 2018-1A, Class M1B(1)(2) |
1,650,270 | 1,651,315 | ||||||
| Bellemeade Re 2018-3 Ltd. |
||||||||
| 1.94% (1 Month LIBOR USD + 1.85%, 1.85% Floor), 10/25/2028, Series 2018-3A, Class M1B(1)(2) |
1,833,624 | 1,839,023 | ||||||
| Bellemeade Re 2019-3 Ltd. |
||||||||
| 1.19% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 07/25/2029, Series 2019-3A, Class M1A(1)(2) |
1,211,147 | 1,211,612 | ||||||
| 1.69% (1 Month LIBOR USD + 1.60%, 1.60% Floor), 07/25/2029, Series 2019-3A, Class M1B(1)(2) |
3,600,000 | 3,610,398 | ||||||
| Bellemeade Re 2020-2 Ltd. |
||||||||
| 3.29% (1 Month LIBOR USD + 3.20%, 3.20% Floor), 08/26/2030, Series 2020-2A, Class M1B(1)(2) |
343,260 | 346,490 | ||||||
| Bellemeade RE 2021-3 Ltd. |
||||||||
| 1.05% (30-day Average Secured Overnight Financing Rate + 1.00%, 1.00% Floor), 09/25/2031, Series 2021-3A, Class M1A(1)(2) |
6,100,000 | 6,105,044 | ||||||
| 1.05% (30-day Average Secured Overnight Financing Rate + 1.00%, 1.00% Floor), 09/25/2031, Series 2021-3A, Class A2(1)(2) |
8,400,000 | 8,430,499 | ||||||
| Benchmark 2018-B6 Mortgage Trust |
||||||||
| 4.26%, 10/10/2051, Series 2018-B6, Class A4 |
8,862,000 | 10,184,101 | ||||||
| Benchmark 2019-B15 Mortgage Trust |
||||||||
| 2.67%, 12/15/2072, Series 2019-B15, Class A4 |
30,000,000 | 31,174,983 | ||||||
| Benchmark 2020-B16 Mortgage Trust |
||||||||
| 2.73%, 02/15/2053, Series 2020-B16, Class A5 |
511,000 | 536,671 | ||||||
| Benchmark 2020-B17 Mortgage Trust |
||||||||
| 2.29%, 03/15/2053, Series 2020-B17, Class A5 |
3,637,000 | 3,697,096 | ||||||
| Benchmark 2020-B19 Mortgage Trust |
||||||||
| 1.55%, 09/15/2053, Series 2020-B19, Class A4 |
21,500,000 | 20,880,794 | ||||||
| 1.85%, 09/15/2053, Series 2020-B19, Class A5 |
9,420,000 | 9,257,366 | ||||||
| Benchmark 2020-B20 Mortgage Trust |
||||||||
| 2.03%, 10/15/2053, Series 2020-B20, Class A5 |
3,735,000 | 3,712,930 | ||||||
| Benchmark 2020-B21 Mortgage Trust |
||||||||
| 1.98%, 12/17/2053, Series 2020-B21, Class A5 |
8,664,000 | 8,563,883 | ||||||
| Benchmark 2020-B22 Mortgage Trust |
||||||||
| 1.97%, 01/15/2054, Series 2020-B22, Class A5 |
4,844,000 | 4,787,574 | ||||||
| Benchmark 2021-B24 Mortgage Trust |
||||||||
| 2.01%, 03/15/2054, Series 2021-B24, Class A3 |
10,000,000 | 10,110,664 | ||||||
| 2.26%, 03/15/2054, Series 2021-B24, Class A4 |
20,000,000 | 20,237,628 | ||||||
| 2.58%, 03/15/2054, Series 2021-B24, Class A5 |
3,000,000 | 3,113,153 | ||||||
| Benchmark 2021-B25 Mortgage Trust |
||||||||
| 2.58%, 04/15/2054, Series 2021-B25, Class A5 |
2,119,000 | 2,197,647 | ||||||
| Benchmark 2021-B26 Mortgage Trust |
||||||||
| 2.61%, 06/15/2054, Series 2021-B26, Class A5 |
2,650,000 | 2,756,218 | ||||||
| Benchmark 2021-B27 Mortgage Trust |
||||||||
| 2.10%, 07/15/2054, Series 2021-B27, Class A4 |
22,500,000 | 22,537,485 | ||||||
| 2.39%, 07/15/2054, Series 2021-B27, Class A5 |
3,309,000 | 3,376,527 | ||||||
| Benchmark 2021-B28 Mortgage Trust |
||||||||
| 2.22%, 08/15/2054, Series 2021-B28, Class A5(5) |
2,052,000 | 2,063,124 | ||||||
| Benchmark 2021-B29 Mortgage Trust |
||||||||
| 2.39%, 09/15/2054, Series 2021-B29, Class A5 |
4,375,000 | 4,460,707 | ||||||
| BX Commercial Mortgage Trust 2020-BXLP |
||||||||
| 0.88% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 12/15/2036, Series 2020-BXLP, Class A(1)(2) |
12,441,540 | 12,453,256 | ||||||
| CD 2006-CD3 Mortgage Trust |
||||||||
| 0.18%, 10/15/2048, Series 2006-CD3, Class XS(2)(5) |
91,839 | 836 | ||||||
| CD 2019-CD8 Mortgage Trust |
||||||||
| 2.66%, 08/15/2057, Series 2019-CD8, Class A3 |
20,000,000 | 20,760,112 | ||||||
| Central Park Funding Trust 2021-1 |
||||||||
| 2.84% (1 Month LIBOR USD + 2.75%, 2.75% Floor), 08/29/2022, Series 2021-1, Class PT(1)(2) |
11,682,203 | 11,942,444 | ||||||
| Chase Mortgage Finance Trust Series 2006-A1 |
||||||||
| 2.82%, 09/25/2036, Series 2006-A1, Class 2A3(5) |
76,921 | 71,346 | ||||||
| Chase Mortgage Finance Trust Series 2007-A1 |
||||||||
| 2.37%, 02/25/2037, Series 2007-A1, Class 1A3(5) |
19,510 | 19,852 | ||||||
| 2.40%, 02/25/2037, Series 2007-A1, Class 2A1(5) |
38,158 | 38,898 | ||||||
| 2.71%, 02/25/2037, Series 2007-A1, Class 9A1(5) |
19,709 | 20,221 | ||||||
| 2.80%, 02/25/2037, Series 2007-A1, Class 7A1(5) |
6,894 | 7,130 | ||||||
| Chase Mortgage Finance Trust Series 2007-A2 |
||||||||
| 2.28%, 06/25/2035, Series 2007-A2, Class 1A1(5) |
14,391 | 14,119 | ||||||
| 2.44%, 06/25/2035, Series 2007-A2, Class 2A1(5) |
29,246 | 29,813 | ||||||
| CHL Mortgage Pass-Through Trust 2002-18 |
||||||||
| 0.00%, 11/25/2032, Series 2002-18, Class PO |
5,232 | 4,632 | ||||||
| CHL Mortgage Pass-Through Trust 2004-3 |
||||||||
| 5.50%, 04/25/2034, Series 2004-3, Class A26 |
18,877 | 19,751 | ||||||
| 5.75%, 04/25/2034, Series 2004-3, Class A4 |
12,861 | 13,480 | ||||||
| CHL Mortgage Pass-Through Trust 2004-5 |
||||||||
| 5.50%, 06/25/2034, Series 2004-5, Class 1A4 |
77,527 | 80,235 | ||||||
| CHL Mortgage Pass-Through Trust 2004-7 |
||||||||
| 2.46%, 06/25/2034, Series 2004-7, Class 2A1(5) |
5,406 | 5,522 | ||||||
| CHL Mortgage Pass-Through Trust 2004-8 |
||||||||
| 4.50%, 06/25/2022, Series 2004-8, Class 2A1 |
1,517 | 1,600 | ||||||
| CHL Mortgage Pass-Through Trust 2004-HYB1 |
||||||||
| 2.59%, 05/20/2034, Series 2004-HYB1, Class 2A(5) |
7,470 | 7,742 | ||||||
| CHL Mortgage Pass-Through Trust 2004-HYB3 |
||||||||
| 2.10%, 06/20/2034, Series 2004-HYB3, Class 2A(5) |
45,558 | 46,835 | ||||||
| CHL Mortgage Pass-Through Trust 2004-HYB6 |
||||||||
| 2.61%, 11/20/2034, Series 2004-HYB6, Class A3(5) |
27,024 | 28,122 | ||||||
| CHL Mortgage Pass-Through Trust 2005-14 |
||||||||
| 5.50%, 07/25/2035, Series 2005-14, Class A2 |
12,137 | 9,236 | ||||||
| CHL Mortgage Pass-Through Trust 2005-16 |
||||||||
| 5.50%, 09/25/2035, Series 2005-16, Class A23 |
6,328 | 5,454 | ||||||
| CHL Mortgage Pass-Through Trust 2005-22 |
||||||||
| 2.58%, 11/25/2035, Series 2005-22, Class 2A1(5) |
105,597 | 101,167 | ||||||
| Citicorp Mortgage Securities Trust Series 2006-1 |
||||||||
| 5.00%, 02/25/2022, Series 2006-1, Class 2A1 |
1,367 | 1,392 | ||||||
| Citicorp Mortgage Securities Trust Series 2006-4 |
||||||||
| 6.00%, 08/25/2036, Series 2006-4, Class 1A2 |
28,426 | 29,275 | ||||||
| Citigroup Commercial Mortgage Trust 2014-GC19 |
||||||||
| 3.75%, 03/10/2047, Series 2014-GC19, Class A3 |
3,642,723 | 3,843,209 | ||||||
| Citigroup Commercial Mortgage Trust 2014-GC21 |
||||||||
| 3.58%, 05/10/2047, Series 2014-GC21, Class A4 |
2,763,106 | 2,880,844 | ||||||
| Citigroup Commercial Mortgage Trust 2014-GC23 |
| 3.36%, 07/10/2047, Series 2014-GC23, Class A3 |
6,803,057 | 7,128,178 | ||||||
| Citigroup Commercial Mortgage Trust 2015-GC29 |
||||||||
| 2.94%, 04/10/2048, Series 2015-GC29, Class A3 |
9,951,564 | 10,341,725 | ||||||
| Citigroup Commercial Mortgage Trust 2015-GC33 |
||||||||
| 3.78%, 09/10/2058, Series 2015-GC33, Class A4 |
717,000 | 782,892 | ||||||
| Citigroup Commercial Mortgage Trust 2016-C1 |
||||||||
| 2.94%, 05/10/2049, Series 2016-C1, Class A3 |
10,100,000 | 10,606,032 | ||||||
| Citigroup Commercial Mortgage Trust 2016-C3 |
||||||||
| 3.15%, 11/15/2049, Series 2016-C3, Class A4 |
2,764,000 | 2,979,524 | ||||||
| Citigroup Commercial Mortgage Trust 2016-GC37 |
||||||||
| 3.05%, 04/10/2049, Series 2016-GC37, Class A3 |
10,676,882 | 11,154,462 | ||||||
| Citigroup Commercial Mortgage Trust 2016-P6 |
||||||||
| 3.72%, 12/10/2049, Series 2016-P6, Class A5(5) |
2,783,000 | 3,076,889 | ||||||
| Citigroup Commercial Mortgage Trust 2017-P7 |
||||||||
| 3.44%, 04/14/2050, Series 2017-P7, Class A3 |
16,000,000 | 17,419,109 | ||||||
| Citigroup Commercial Mortgage Trust 2017-P8 |
||||||||
| 3.20%, 09/15/2050, Series 2017-P8, Class A3 |
21,000,000 | 22,435,636 | ||||||
| Citigroup Commercial Mortgage Trust 2018-B2 |
||||||||
| 3.74%, 03/10/2051, Series 2018-B2, Class A3 |
22,000,000 | 24,130,346 | ||||||
| Citigroup Commercial Mortgage Trust 2019-C7 |
||||||||
| 2.86%, 12/15/2072, Series 2019-C7, Class A3 |
7,850,000 | 8,295,652 | ||||||
| 3.10%, 12/15/2072, Series 2019-C7, Class A4 |
3,996,000 | 4,307,155 | ||||||
| Citigroup Commercial Mortgage Trust 2020-GC46 |
||||||||
| 2.72%, 02/15/2053, Series 2020-GC46, Class A5 |
13,520,000 | 14,183,982 | ||||||
| Citigroup Global Markets Mortgage Securities VII, Inc. |
||||||||
| 0.00%, 06/25/2033, Series 2003-UP2, Class PO1 |
140 | 129 | ||||||
| 2.30%, 09/25/2033, Series 2003-HYB1, Class A(5) |
31,687 | 33,339 | ||||||
| Citigroup Mortgage Loan Trust 2009-10 |
||||||||
| 2.51%, 09/25/2033, Series 2009-10, Class 1A1(2)(5) |
93,358 | 94,438 | ||||||
| Citigroup Mortgage Loan Trust 2015-A |
||||||||
| 4.50%, 06/25/2058, Series 2015-A, Class B2(2)(5) |
332,002 | 345,287 | ||||||
| Citigroup Mortgage Loan Trust, Inc. |
||||||||
| 0.00%, 09/25/2033, Series 2003-1, Class PO3 |
3,680 | 3,329 | ||||||
| 0.00%, 10/25/2033, Series 2003-1, Class PO2 |
418 | 368 | ||||||
| 1.95%, 08/25/2034, Series 2004-UST1, Class A6(5) |
5,617 | 5,461 | ||||||
| 2.24%, 02/25/2035, Series 2005-1, Class 2A1A(5) |
17,842 | 17,239 | ||||||
| 2.84%, 08/25/2035, Series 2005-5, Class 1A2(5) |
53,941 | 45,834 | ||||||
| 5.25%, 10/25/2033, Series 2003-1, Class 2A5 |
8,507 | 8,731 | ||||||
| 5.50%, 05/25/2035, Series 2005-2, Class 2A11 |
70,172 | 72,727 | ||||||
| 5.50%, 11/25/2035, Series 2005-9, Class 2A2 |
1,132 | 1,025 | ||||||
| 6.00%, 11/25/2035, Series 2005-9, Class 22A2 |
1,422,084 | 1,451,360 | ||||||
| 7.00%, 09/25/2033, Series 2003-UP3, Class A3 |
2,537 | 2,592 | ||||||
| COMM 2012-CCRE1 Mortgage Trust |
||||||||
| 3.39%, 05/15/2045, Series 2012-CR1, Class A3 |
2,891,468 | 2,914,522 | ||||||
| COMM 2012-CCRE2 Mortgage Trust |
||||||||
| 1.77%, 08/15/2045, Series 2012-CR2, Class XA(5) |
2,560,741 | 14,422 | ||||||
| 3.15%, 08/15/2045, Series 2012-CR2, Class A4 |
9,614,464 | 9,719,859 | ||||||
| COMM 2013-300P Mortgage Trust |
||||||||
| 4.35%, 08/10/2030, Series 2013-300P, Class A1(2) |
516,000 | 542,390 | ||||||
| COMM 2013-CCRE10 Mortgage Trust |
||||||||
| 3.92%, 08/10/2046, Series 2013-CR10, Class A3 |
1,952,547 | 2,046,210 | ||||||
| COMM 2013-CCRE11 Mortgage Trust |
||||||||
| 4.26%, 08/10/2050, Series 2013-CR11, Class A4 |
8,100,000 | 8,607,548 | ||||||
| COMM 2013-CCRE12 Mortgage Trust |
||||||||
| 3.77%, 10/10/2046, Series 2013-CR12, Class A3 |
9,308,032 | 9,708,411 | ||||||
| COMM 2013-CCRE7 Mortgage Trust |
||||||||
| 3.21%, 03/10/2046, Series 2013-CR7, Class A4 |
1,225,913 | 1,265,117 | ||||||
| COMM 2013-CCRE9 Mortgage Trust |
||||||||
| 4.02%, 07/10/2045, Series 2013-CR9, Class A3 |
862,477 | 889,015 | ||||||
| COMM 2013-SFS Mortgage Trust |
||||||||
| 3.09%, 04/12/2035, Series 2013-SFS, Class A2(2)(5) |
708,000 | 724,042 | ||||||
| COMM 2014-CCRE15 Mortgage Trust |
||||||||
| 2.93%, 02/10/2047, Series 2014-CR15, Class A2 |
148,038 | 146,497 | ||||||
| COMM 2014-CCRE19 Mortgage Trust |
||||||||
| 3.80%, 08/10/2047, Series 2014-CR19, Class A5 |
17,769,300 | 19,116,702 | ||||||
| COMM 2014-CCRE20 Mortgage Trust |
||||||||
| 3.33%, 11/10/2047, Series 2014-CR20, Class A3 |
11,066,592 | 11,644,292 | ||||||
| COMM 2015-CCRE24 Mortgage Trust |
||||||||
| 3.43%, 08/10/2048, Series 2015-CR24, Class A4 |
7,114,134 | 7,534,820 | ||||||
| 3.70%, 08/10/2048, Series 2015-CR24, Class A5 |
770,833 | 836,536 | ||||||
| COMM 2015-CCRE25 Mortgage Trust |
||||||||
| 3.51%, 08/10/2048, Series 2015-CR25, Class A3 |
10,328,327 | 10,935,289 | ||||||
| 3.76%, 08/10/2048, Series 2015-CR25, Class A4 |
2,437,000 | 2,658,300 | ||||||
| COMM 2015-LC23 Mortgage Trust |
||||||||
| 3.77%, 10/10/2048, Series 2015-LC23, Class A4 |
4,039,090 | 4,417,656 | ||||||
| COMM 2018-HOME Mortgage Trust |
||||||||
| 3.94%, 04/10/2033, Series 2018-HOME, Class A(2)(5) |
10,975,000 | 12,067,465 | ||||||
| COMM 2020-CBM Mortgage Trust |
||||||||
| 3.40%, 02/10/2037, Series 2020-CBM, Class C(2) |
6,090,000 | 6,197,173 | ||||||
| Credit Suisse Commercial Mortgage Trust Series 2007-C2 |
||||||||
| 0.05%, 01/15/2049, Series 2007-C2, Class AX(2)(5) |
1,809,653 | 1 | ||||||
| Credit Suisse First Boston Mortgage Securities Corp. |
||||||||
| 0.00%, 10/25/2033, Series 2003-23, Class 1P |
31,480 | 26,444 | ||||||
| 2.30%, 06/25/2033, Series 2003-AR15, Class 3A1(5) |
14,992 | 15,632 | ||||||
| 5.25%, 09/25/2033, Series 2003-21, Class 1A4 |
30,315 | 31,372 | ||||||
| 5.25%, 09/25/2034, Series 2004-5, Class 3A1 |
9,388 | 8,647 | ||||||
| 6.70%, 02/25/2033, Series 2003-1, Class DB1(5) |
57,848 | 59,176 | ||||||
| CSAIL 2015-C4 Commercial Mortgage Trust |
||||||||
| 3.54%, 11/15/2048, Series 2015-C4, Class A3 |
7,447,431 | 7,971,767 | ||||||
| CSAIL 2016-C7 Commercial Mortgage Trust |
||||||||
| 3.50%, 11/15/2049, Series 2016-C7, Class A5 |
1,882,000 | 2,041,067 | ||||||
| CSAIL 2017-C8 Commercial Mortgage Trust |
||||||||
| 3.13%, 06/15/2050, Series 2017-C8, Class A3 |
15,525,000 | 16,303,975 | ||||||
| CSAIL 2019-C16 Commercial Mortgage Trust |
||||||||
| 3.33%, 06/15/2052, Series 2019-C16, Class A3 |
1,299,000 | 1,405,998 | ||||||
| CSAIL 2021-C20 Commercial Mortgage Trust |
||||||||
| 2.49%, 03/15/2054, Series 2021-C20, Class A2 |
22,125,000 | 22,631,930 | ||||||
| 2.80%, 03/15/2054, Series 2021-C20, Class A3 |
1,700,000 | 1,778,463 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27 |
||||||||
| 5.25%, 11/25/2033, Series 2003-27, Class 5A4 |
16,021 | 16,261 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates Series 2004-4 |
||||||||
| 5.50%, 09/25/2034, Series 2004-4, Class 2A4 |
25,080 | 26,372 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8 |
||||||||
| 5.50%, 12/25/2034, Series 2004-8, Class 1A4 |
73,463 | 75,251 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 |
||||||||
| 0.00%, 11/25/2035, Series 2005-10, Class AP |
6,181 | 4,359 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9 |
||||||||
| 0.00%, 10/25/2035, Series 2005-9, Class AP |
10,167 | 8,438 | ||||||
| 5.50%, 10/25/2035, Series 2005-9, Class DX |
139,683 | 16,067 | ||||||
| CSMC 2014-USA OA LLC |
||||||||
| 4.37%, 09/15/2037, Series 2014-USA, Class D(2) |
3,000,000 | 2,854,904 | ||||||
| CSMC 2018-RPL9 Trust |
||||||||
| 3.85%, 09/25/2057, Series 2018-RPL9, Class A(2)(5) |
5,356,648 | 5,638,264 | ||||||
| CSMC 2020-RPL3 Trust |
||||||||
| 2.69%, 03/25/2060, Series 2020-RPL3, Class A1(2)(5) |
2,895,401 | 2,928,821 | ||||||
| CSMC 2020-RPL6 Trust |
||||||||
| 2.69%, 03/25/2059, Series 2020-RPL6, Class A1(2)(5) |
4,542,745 | 4,594,822 | ||||||
| CSMC SER 2020-11R |
||||||||
| 0.00%, 04/28/2038(2)(5) |
4,166,482 | 4,260,757 | ||||||
| CSMCM 2018-RPL4 Trust |
||||||||
| 0.00%, 05/25/2058(2)(5)(13) |
2,456,528 | 2,514,563 | ||||||
| CSMCM 2018-RPL9 Trust |
||||||||
| 4.05%, 09/25/2057, Series 2018-RPL9, Class CERT(2)(5)(13) |
2,356,715 | 2,335,210 | ||||||
| DBJPM 16-C1 Mortgage Trust |
||||||||
| 3.02%, 05/10/2049, Series 2016-C1, Class A3A |
13,367,513 | 13,977,697 | ||||||
| DBJPM 20-C9 Mortgage Trust |
||||||||
| 1.64%, 08/15/2053, Series 2020-C9, Class A4 |
20,600,000 | 20,055,707 | ||||||
| Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust Series 2005-1 |
||||||||
| 4.38%, 02/25/2022, Series 2005-1, Class 2A1(5) |
5,537 | 5,505 | ||||||
| Deutsche Mortgage Securities, Inc. Mortgage Loan Trust 2004-4 |
||||||||
| 6.15%, 04/25/2034, Series 2004-4, Class 1A6(3) |
39 | 39 | ||||||
| Eagle RE 2018-1 Ltd. |
||||||||
| 1.79% (1 Month LIBOR USD + 1.70%, 1.70% Floor), 11/25/2028, Series 2018-1, Class M1(1)(2) |
1,514,166 | 1,515,662 | ||||||
| Eagle RE 2019-1 Ltd. |
||||||||
| 1.89% (1 Month LIBOR USD + 1.80%), 04/25/2029, Series 2019-1, Class M1B(1)(2) |
866,253 | 867,769 | ||||||
| Eagle RE 2021-1 Ltd. |
||||||||
| 1.75% (30-day Average Secured Overnight Financing Rate + 1.70%, 1.70% Floor), 10/25/2033, Series 2021-1, Class M1A(1)(2) |
16,710,000 | 16,773,966 | ||||||
| Fannie Mae |
||||||||
| 2.00%, 10/01/2036(9) |
53,285,000 | 54,877,306 | ||||||
| 2.00%, 10/01/2051(9) |
138,590,000 | 138,963,544 | ||||||
| 2.00%, 11/01/2051(9) |
63,000,000 | 63,056,602 | ||||||
| 2.50%, 10/01/2051(9) |
142,315,000 | 146,734,548 | ||||||
| 2.50%, 12/01/2051(9) |
105,575,000 | 108,391,707 | ||||||
| 3.00%, 10/01/2051(9) |
48,595,000 | 50,848,214 | ||||||
| 3.00%, 11/01/2051(9) |
34,165,000 | 35,704,573 | ||||||
| 3.50%, 10/01/2051(9) |
60,650,000 | 64,171,728 | ||||||
| 4.00%, 10/01/2051(9) |
17,300,000 | 18,534,990 | ||||||
| 4.50%, 10/01/2051(9) |
14,700,000 | 15,897,829 | ||||||
| Fannie Mae Grantor Trust 1999-T2 |
||||||||
| 7.50%, 01/19/2039, Series 1999-T2, Class A1(5) |
47,714 | 51,433 | ||||||
| Fannie Mae Grantor Trust 2001-T3 |
||||||||
| 7.50%, 11/25/2040, Series 2001-T3, Class A1 |
77,965 | 86,933 | ||||||
| Fannie Mae Grantor Trust 2002-T16 |
||||||||
| 7.00%, 07/25/2042, Series 2002-T16, Class A2 |
91,599 | 109,580 | ||||||
| Fannie Mae Grantor Trust 2004-T1 |
||||||||
| 6.50%, 01/25/2044, Series 2004-T1, Class 1A2 |
17,200 | 19,993 | ||||||
| Fannie Mae Grantor Trust 2004-T2 |
||||||||
| 3.47%, 07/25/2043, Series 2004-T2, Class 2A(5) |
72,577 | 75,863 | ||||||
| 7.50%, 11/25/2043, Series 2004-T2, Class 1A4 |
152,190 | 176,523 | ||||||
| Fannie Mae Grantor Trust 2004-T3 |
||||||||
| 6.50%, 02/25/2044, Series 2004-T3, Class 1A2 |
229,505 | 266,796 | ||||||
| 7.00%, 02/25/2044, Series 2004-T3, Class 1A3 |
92,287 | 109,057 | ||||||
| 10.34%, 01/25/2044, Series 2004-T3, Class PT1(5) |
18,237 | 21,981 | ||||||
| Fannie Mae Grantor Trust 2017-T1 |
||||||||
| 2.90%, 06/25/2027, Series 2017-T1, Class A |
6,517,529 | 6,998,366 | ||||||
| Fannie Mae Interest Strip |
||||||||
| 0.00%, 09/25/2024, Series 300, Class 1 |
17,281 | 17,011 | ||||||
| 0.00%, 01/25/2033, Series 329, Class 1 |
5,471 | 5,178 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 08/25/2042, Series 412, Class F2(1) |
357,741 | 361,598 | ||||||
| 0.64% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/25/2042, Series 411, Class F1(1) |
800,859 | 806,089 | ||||||
| 5.00%, 12/25/2033, Series 345, Class 6(5) |
7,669 | 1,020 | ||||||
| 5.50%, 05/25/2036, Series 365, Class 8 |
28,100 | 5,695 | ||||||
| 5.50%, 08/25/2036, Series 374, Class 5 |
20,771 | 3,686 | ||||||
| 5.50%, 04/25/2037, Series 393, Class 6 |
7,711 | 1,074 | ||||||
| 6.00%, 01/25/2038, Series 383, Class 33 |
19,629 | 3,824 | ||||||
| 7.50%, 04/25/2023, Series 218, Class 2 |
162 | 7 | ||||||
| 9.00%, 03/25/2024, Series 265, Class 2 |
152 | 160 | ||||||
| Fannie Mae Pool |
||||||||
| 0.43% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 97.76% Cap), 01/01/2023(1) |
1,284,298 | 1,282,958 | ||||||
| 0.56% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 98.56% Cap), 09/01/2024(1) |
3,345,582 | 3,344,214 | ||||||
| 0.88% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 98.04% Cap), 03/01/2022(1) |
836,270 | 835,761 | ||||||
| 1.32% (6 Month LIBOR USD + 1.20%, 1.20% Floor, 10.34% Cap), 08/01/2034(1) |
19,652 | 19,758 | ||||||
| 1.46% (6 Month LIBOR USD + 1.23%, 1.23% Floor, 12.61% Cap), 09/01/2036(1) |
75,088 | 77,096 | ||||||
| 1.49% (6 Month LIBOR USD + 1.31%, 1.31% Floor, 12.02% Cap), 07/01/2037(1) |
36,262 | 37,437 | ||||||
| 1.50%, 01/01/2031 |
10,000,000 | 9,829,863 | ||||||
| 1.50%, 10/01/2050 |
2,218,106 | 2,156,682 | ||||||
| 1.50%, 11/01/2050 |
5,091,582 | 4,950,508 | ||||||
| 1.50%, 12/01/2050 |
15,762,563 | 15,325,287 | ||||||
| 1.52% (1 Year LIBOR USD + 1.27%, 1.27% Floor, 9.89% Cap), 05/01/2035(1) |
8,426 | 8,462 | ||||||
| 1.56%, 01/01/2031 |
2,275,000 | 2,248,127 | ||||||
| 1.59% (6 Month LIBOR USD + 1.41%, 1.41% Floor, 9.28% Cap), 09/01/2033(1) |
26,466 | 26,588 | ||||||
| 1.61% (6 Month LIBOR USD + 1.48%, 1.48% Floor, 12.68% Cap), 02/01/2037(1) |
37,648 | 39,090 | ||||||
| 1.67% (1 Year LIBOR USD + 1.35%, 1.35% Floor, 11.26% Cap), 11/01/2037(1) |
67,288 | 70,313 | ||||||
| 1.68% (6 Month LIBOR USD + 1.55%, 1.55% Floor, 10.98% Cap), 02/01/2035(1) |
2,937 | 3,049 | ||||||
| 1.71% (6 Month LIBOR USD + 1.51%, 1.50% Floor, 12.67% Cap), 01/01/2037(1) |
27,619 | 28,716 |
| 1.72% (1 Year LIBOR USD + 1.47%, 1.47% Floor, 10.72% Cap), 07/01/2037(1) |
7,479 | 7,513 | ||||||
| 1.76% (6 Month LIBOR USD + 1.51%, 1.51% Floor, 10.88% Cap), 01/01/2035(1) |
96,305 | 99,866 | ||||||
| 1.85% (6 Month LIBOR USD + 1.60%, 1.60% Floor, 10.35% Cap), 09/01/2036(1) |
21,564 | 22,476 | ||||||
| 1.85% (1 Year LIBOR USD + 1.60%, 1.60% Floor, 9.34% Cap), 08/01/2033(1) |
17,230 | 18,059 | ||||||
| 1.88% (1 Year LIBOR USD + 1.51%, 1.51% Floor, 10.60% Cap), 09/01/2037(1) |
9,435 | 9,553 | ||||||
| 1.88% (1 Year LIBOR USD + 1.51%, 1.51% Floor, 10.24% Cap), 01/01/2035(1) |
6,762 | 6,822 | ||||||
| 1.88% (1 Year LIBOR USD + 1.51%, 1.51% Floor, 9.70% Cap), 03/01/2035(1) |
14,174 | 14,279 | ||||||
| 1.89% (1 Year LIBOR USD + 1.47%, 1.47% Floor, 10.00% Cap), 10/01/2034(1) |
6,343 | 6,634 | ||||||
| 1.89% (1 Year LIBOR USD + 1.64%, 1.64% Floor, 10.97% Cap), 09/01/2034(1) |
738 | 743 | ||||||
| 1.90% (1 Year LIBOR USD + 1.65%, 1.65% Floor, 9.93% Cap), 08/01/2034(1) |
9,528 | 9,653 | ||||||
| 1.92% (1 Year LIBOR USD + 1.58%, 1.58% Floor, 10.45% Cap), 09/01/2035(1) |
12,964 | 13,227 | ||||||
| 1.92% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 10.95% Cap), 09/01/2036(1) |
57,614 | 59,699 | ||||||
| 1.95% (1 Year LIBOR USD + 1.70%, 1.65% Floor, 11.31% Cap), 05/01/2036(1) |
4,428 | 4,473 | ||||||
| 1.97% (1 Year LIBOR USD + 1.66%, 1.66% Floor, 10.84% Cap), 07/01/2037(1) |
65,030 | 68,660 | ||||||
| 1.97% (1 Year LIBOR USD + 1.60%, 1.60% Floor, 10.91% Cap), 05/01/2035(1) |
4,695 | 4,739 | ||||||
| 1.97% (12 Month U.S. Treasury Average + 1.94%, 1.94% Floor, 8.53% Cap), 01/01/2036(1) |
49,358 | 51,607 | ||||||
| 1.98% (1 Year LIBOR USD + 1.60%, 1.60% Floor, 10.89% Cap), 04/01/2037(1) |
10,743 | 10,905 | ||||||
| 1.99% (1 Year LIBOR USD + 1.49%, 1.49% Floor, 10.29% Cap), 11/01/2033(1) |
27,523 | 27,667 | ||||||
| 2.00%, 08/01/2031 |
1,637,955 | 1,693,316 | ||||||
| 2.00% (1 Year LIBOR USD + 1.75%, 1.75% Floor, 10.00% Cap), 08/01/2034(1) |
4,205 | 4,249 | ||||||
| 2.00%, 01/01/2036 |
14,858,920 | 15,405,130 | ||||||
| 2.00%, 06/01/2040 |
3,519,413 | 3,548,699 | ||||||
| 2.00%, 07/01/2040 |
3,382,419 | 3,405,254 | ||||||
| 2.00%, 09/01/2040 |
1,899,527 | 1,915,381 | ||||||
| 2.00%, 02/01/2041 |
8,757,114 | 8,879,058 | ||||||
| 2.00%, 05/01/2041 |
38,840,966 | 39,453,910 | ||||||
| 2.00%, 09/01/2050 |
7,575,230 | 7,601,305 | ||||||
| 2.00%, 10/01/2050 |
28,698,780 | 28,797,565 | ||||||
| 2.00%, 11/01/2050 |
17,021,666 | 17,080,257 | ||||||
| 2.00%, 01/01/2051 |
4,260,149 | 4,274,813 | ||||||
| 2.00%, 01/01/2051 |
15,013,144 | 15,064,821 | ||||||
| 2.00%, 02/01/2051 |
8,138,217 | 8,209,989 | ||||||
| 2.00%, 09/01/2051 |
16,612,222 | 16,669,403 | ||||||
| 2.00%, 10/01/2051 |
10,586,046 | 10,659,348 | ||||||
| 2.00%, 10/01/2051 |
13,676,658 | 13,723,735 | ||||||
| 2.02% (1 Year LIBOR USD + 1.77%, 1.77% Floor, 11.10% Cap), 07/01/2036(1) |
22,152 | 22,514 | ||||||
| 2.02% (1 Year LIBOR USD + 1.77%, 1.77% Floor, 10.84% Cap), 08/01/2036(1) |
38,638 | 40,515 | ||||||
| 2.07% (1 Year LIBOR USD + 1.57%, 1.57% Floor, 11.38% Cap), 09/01/2036(1) |
24,043 | 25,021 | ||||||
| 2.08% (1 Year LIBOR USD + 1.80%, 1.80% Floor, 10.22% Cap), 07/01/2037(1) |
26,199 | 26,278 | ||||||
| 2.09% (1 Year LIBOR USD + 1.68%, 1.68% Floor, 8.86% Cap), 01/01/2034(1) |
3,497 | 3,539 | ||||||
| 2.10% (1 Year CMT Index + 2.03%, 2.03% Floor, 10.73% Cap), 11/01/2037(1) |
38,852 | 41,614 | ||||||
| 2.11% (1 Year LIBOR USD + 1.86%, 1.86% Floor, 10.43% Cap), 06/01/2036(1) |
12,046 | 12,208 | ||||||
| 2.11% (1 Year LIBOR USD + 1.87%, 1.87% Floor, 11.06% Cap), 06/01/2036(1) |
64,932 | 68,958 | ||||||
| 2.12% (1 Year CMT Index + 2.00%, 2.00% Floor, 9.10% Cap), 11/01/2034(1) |
3,713 | 3,721 | ||||||
| 2.13% (1 Year LIBOR USD + 1.88%, 1.88% Floor, 11.53% Cap), 08/01/2036(1) |
15,042 | 15,180 | ||||||
| 2.15% (1 Year CMT Index + 2.12%, 2.12% Floor, 10.31% Cap), 08/01/2036(1) |
5,507 | 5,543 | ||||||
| 2.15% (1 Year LIBOR USD + 1.81%, 1.81% Floor, 9.15% Cap), 09/01/2033(1) |
7,157 | 7,540 | ||||||
| 2.15% (1 Year CMT Index + 2.05%, 2.05% Floor, 10.04% Cap), 07/01/2035(1) |
3,813 | 3,790 | ||||||
| 2.16% (1 Year LIBOR USD + 1.77%, 1.77% Floor, 11.62% Cap), 10/01/2036(1) |
26,573 | 26,649 | ||||||
| 2.16% (1 Year LIBOR USD + 1.79%, 1.79% Floor, 10.19% Cap), 01/01/2038(1) |
16,584 | 16,583 | ||||||
| 2.16% (1 Year LIBOR USD + 1.91%, 1.91% Floor, 12.16% Cap), 09/01/2037(1) |
4,231 | 4,195 | ||||||
| 2.17% (1 Year CMT Index + 2.05%, 2.05% Floor, 9.42% Cap), 07/01/2034(1) |
378 | 381 | ||||||
| 2.19% (11th District Cost of Funds Index + 1.25%, 1.95% Floor, 12.64% Cap), 09/01/2027(1) |
2,191 | 2,231 | ||||||
| 2.23% (1 Year LIBOR USD + 1.82%, 1.82% Floor, 10.94% Cap), 12/01/2036(1) |
42,616 | 43,235 | ||||||
| 2.23% (1 Year LIBOR USD + 1.73%, 1.73% Floor, 9.98% Cap), 11/01/2034(1) |
3,222 | 3,235 | ||||||
| 2.26% (6 Month LIBOR USD + 2.03%, 2.03% Floor, 10.89% Cap), 02/01/2037(1) |
31,583 | 33,301 | ||||||
| 2.29%, 10/01/2026 |
9,724,298 | 10,188,614 | ||||||
| 2.31% (1 Year LIBOR USD + 1.94%, 1.94% Floor, 10.91% Cap), 01/01/2037(1) |
12,328 | 12,567 | ||||||
| 2.32%, 12/01/2022 |
334,477 | 339,183 | ||||||
| 2.32% (1 Year LIBOR USD + 1.82%, 1.82% Floor, 11.20% Cap), 09/01/2036(1) |
13,237 | 13,358 | ||||||
| 2.32% (1 Year LIBOR USD + 1.95%, 1.95% Floor, 12.32% Cap), 11/01/2036(1) |
364 | 364 | ||||||
| 2.34%, 12/01/2022 |
1,970,013 | 1,998,070 | ||||||
| 2.34%, 01/01/2023 |
1,222,887 | 1,242,248 | ||||||
| 2.35% (1 Year CMT Index + 2.26%, 2.26% Floor, 10.76% Cap), 12/01/2037(1) |
62,796 | 66,198 | ||||||
| 2.35% (1 Year CMT Index + 2.23%, 2.23% Floor, 9.76% Cap), 01/01/2036(1) |
17,262 | 18,286 | ||||||
| 2.35% (1 Year CMT Index + 2.24%, 2.25% Floor, 9.66% Cap), 04/01/2035(1) |
20,011 | 20,296 | ||||||
| 2.37%, 01/01/2023 |
972,563 | 987,930 | ||||||
| 2.38%, 11/01/2022 |
771,955 | 781,966 | ||||||
| 2.40% (1 Year CMT Index + 2.32%, 2.32% Floor, 11.01% Cap), 09/01/2037(1) |
13,655 | 14,629 | ||||||
| 2.41%, 11/01/2022 |
139,062 | 140,893 | ||||||
| 2.42% (1 Year CMT Index + 2.38%, 2.38% Floor, 10.19% Cap), 10/01/2034(1) |
21,559 | 22,998 | ||||||
| 2.42%, 06/01/2023 |
801,808 | 820,947 | ||||||
| 2.42% (1 Year CMT Index + 2.30%, 2.30% Floor, 9.19% Cap), 06/01/2034(1) |
23,170 | 24,647 | ||||||
| 2.45%, 11/01/2022 |
1,350,326 | 1,368,528 | ||||||
| 2.45%, 02/01/2023 |
1,290,000 | 1,314,076 | ||||||
| 2.49%, 03/01/2023 |
722,441 | 736,741 | ||||||
| 2.49% (1 Year LIBOR USD + 2.08%, 2.08% Floor, 11.08% Cap), 10/01/2036(1) |
28,734 | 29,390 | ||||||
| 2.50%, 04/01/2023 |
1,445,000 | 1,478,026 | ||||||
| 2.50%, 04/01/2028 |
2,118,486 | 2,217,405 | ||||||
| 2.50%, 04/01/2030 |
1,315,704 | 1,383,922 | ||||||
| 2.50%, 05/01/2030 |
1,511,742 | 1,587,633 | ||||||
| 2.50%, 11/01/2031 |
2,159,556 | 2,267,971 | ||||||
| 2.50%, 12/01/2034 |
11,626,974 | 12,246,249 | ||||||
| 2.50%, 08/01/2035 |
2,573,465 | 2,708,766 | ||||||
| 2.50%, 08/01/2035 |
5,152,100 | 5,428,070 | ||||||
| 2.50%, 09/01/2035 |
6,955,787 | 7,283,045 | ||||||
| 2.50%, 10/01/2035 |
194,088 | 203,378 | ||||||
| 2.50%, 12/01/2036 |
1,843,666 | 1,907,659 | ||||||
| 2.50%, 05/01/2041 |
17,709,397 | 18,344,659 | ||||||
| 2.50%, 01/01/2043 |
1,567,508 | 1,632,127 | ||||||
| 2.50%, 02/01/2043 |
706,619 | 735,750 | ||||||
| 2.50%, 10/01/2043 |
1,454,148 | 1,514,016 | ||||||
| 2.50%, 05/01/2046 |
683,855 | 709,403 | ||||||
| 2.50%, 07/01/2046 |
1,751,832 | 1,817,339 | ||||||
| 2.50%, 08/01/2046 |
608,024 | 629,965 | ||||||
| 2.50%, 10/01/2046 |
495,863 | 514,088 | ||||||
| 2.50%, 03/01/2050 |
853,851 | 883,404 | ||||||
| 2.50%, 06/01/2050 |
1,080,647 | 1,123,328 |
| 2.50%, 06/01/2050 |
2,855,046 | 2,972,284 | ||||||
| 2.50%, 06/01/2050 |
4,486,918 | 4,667,691 | ||||||
| 2.50%, 06/01/2050 |
17,130,030 | 17,677,478 | ||||||
| 2.50%, 07/01/2050 |
2,764,886 | 2,878,419 | ||||||
| 2.50%, 07/01/2050 |
7,190,244 | 7,485,515 | ||||||
| 2.50%, 08/01/2050 |
2,998,500 | 3,121,626 | ||||||
| 2.50%, 08/01/2050 |
22,318,676 | 23,031,945 | ||||||
| 2.50%, 09/01/2050 |
3,283,154 | 3,417,473 | ||||||
| 2.50%, 09/01/2050 |
7,852,067 | 8,071,243 | ||||||
| 2.50%, 10/01/2050 |
52,219,446 | 53,888,295 | ||||||
| 2.50%, 11/01/2050 |
2,219,424 | 2,297,860 | ||||||
| 2.50%, 11/01/2050 |
7,150,551 | 7,379,071 | ||||||
| 2.50%, 12/01/2050 |
13,840,099 | 14,319,145 | ||||||
| 2.50%, 03/01/2051 |
2,712,569 | 2,815,367 | ||||||
| 2.50%, 04/01/2051 |
19,050,224 | 19,659,039 | ||||||
| 2.50%, 05/01/2051 |
3,662,881 | 3,801,703 | ||||||
| 2.50%, 07/01/2051 |
2,227,878 | 2,307,915 | ||||||
| 2.50%, 09/01/2051 |
14,100,000 | 14,621,217 | ||||||
| 2.52%, 05/01/2023 |
3,302,000 | 3,381,271 | ||||||
| 2.52%, 11/01/2029 |
14,539,646 | 15,453,943 | ||||||
| 2.53% (1 Year CMT Index + 2.47%, 2.47% Floor, 10.44% Cap), 10/01/2035(1) |
36,936 | 37,168 | ||||||
| 2.55%, 11/01/2022 |
357,609 | 362,654 | ||||||
| 2.55%, 11/01/2022 |
1,119,508 | 1,135,301 | ||||||
| 2.55%, 10/01/2028 |
9,153,949 | 9,760,110 | ||||||
| 2.58% (1 Year LIBOR USD + 2.08%, 2.08% Floor, 10.85% Cap), 10/01/2036(1) |
44,300 | 47,405 | ||||||
| 2.58%, 09/01/2028 |
3,830,000 | 4,091,596 | ||||||
| 2.59%, 09/01/2028 |
7,552,000 | 8,075,252 | ||||||
| 2.62% (1 Year LIBOR USD + 2.37%, 2.37% Floor, 11.23% Cap), 08/01/2037(1) |
48,029 | 49,150 | ||||||
| 2.62%, 10/01/2028 |
9,088,870 | 9,670,626 | ||||||
| 2.64%, 04/01/2023 |
321,030 | 328,569 | ||||||
| 2.64%, 07/01/2023 |
413,000 | 424,858 | ||||||
| 2.65%, 08/01/2022 |
1,032,000 | 1,041,501 | ||||||
| 2.67%, 07/01/2022 |
624,000 | 628,738 | ||||||
| 2.68%, 05/01/2025 |
1,767,288 | 1,869,810 | ||||||
| 2.70%, 04/01/2023(5) |
371,582 | 380,447 | ||||||
| 2.70%, 04/01/2025 |
4,672,967 | 4,945,118 | ||||||
| 2.72% (6 Month LIBOR USD + 2.50%, 2.50% Floor, 11.25% Cap), 03/01/2036(1) |
146,362 | 156,531 | ||||||
| 2.74%, 06/01/2023(5) |
1,080,993 | 1,108,727 | ||||||
| 2.75%, 03/01/2022 |
151,964 | 152,850 | ||||||
| 2.75% (6 Month LIBOR USD + 2.50%, 2.50% Floor, 10.63% Cap), 02/01/2036(1) |
4,276 | 4,314 | ||||||
| 2.77%, 06/01/2023 |
877,721 | 902,644 | ||||||
| 2.78% (1 Year LIBOR USD + 2.28%, 2.28% Floor, 10.53% Cap), 11/01/2036(1) |
8,095 | 8,180 | ||||||
| 2.81%, 04/01/2025 |
2,900,000 | 3,078,500 | ||||||
| 2.81%, 05/01/2027 |
1,877,256 | 2,016,524 | ||||||
| 2.83%, 05/01/2027 |
8,000,000 | 8,611,499 | ||||||
| 2.90%, 12/01/2024 |
2,000,000 | 2,125,567 | ||||||
| 2.90%, 10/01/2029 |
3,349,349 | 3,645,400 | ||||||
| 2.91%, 03/01/2027 |
9,560,188 | 10,260,104 | ||||||
| 2.93%, 01/01/2025 |
1,811,114 | 1,817,597 | ||||||
| 2.97%, 01/01/2022 |
666,201 | 666,081 | ||||||
| 3.00%, 01/01/2027 |
1,657,834 | 1,745,197 | ||||||
| 3.00%, 06/01/2027 |
1,992,016 | 2,162,281 | ||||||
| 3.00%, 10/01/2027 |
1,334,869 | 1,406,909 | ||||||
| 3.00%, 08/01/2028 |
656,808 | 693,131 | ||||||
| 3.00%, 09/01/2028 |
1,145,116 | 1,214,948 | ||||||
| 3.00%, 12/01/2028 |
391,294 | 412,901 | ||||||
| 3.00%, 05/01/2030 |
1,049,909 | 1,110,040 | ||||||
| 3.00%, 09/01/2030 |
4,478,303 | 4,740,234 | ||||||
| 3.00%, 04/01/2032 |
7,629,766 | 8,018,274 | ||||||
| 3.00%, 02/01/2034 |
4,035,543 | 4,253,778 | ||||||
| 3.00%, 04/01/2036 |
805,976 | 852,585 | ||||||
| 3.00%, 08/01/2036 |
729,857 | 773,583 | ||||||
| 3.00%, 05/01/2038 |
10,055,636 | 10,616,155 | ||||||
| 3.00%, 05/01/2042 |
266,554 | 283,486 | ||||||
| 3.00%, 10/01/2042 |
2,418,404 | 2,582,035 | ||||||
| 3.00%, 11/01/2042 |
1,435,295 | 1,532,026 | ||||||
| 3.00%, 12/01/2042 |
59,209 | 63,204 | ||||||
| 3.00%, 12/01/2042 |
533,005 | 566,169 | ||||||
| 3.00%, 12/01/2042 |
837,352 | 897,960 | ||||||
| 3.00%, 01/01/2043 |
525,542 | 560,954 | ||||||
| 3.00%, 01/01/2043 |
850,600 | 908,010 | ||||||
| 3.00%, 01/01/2043 |
927,416 | 989,904 | ||||||
| 3.00%, 01/01/2043 |
960,499 | 1,028,623 | ||||||
| 3.00%, 02/01/2043 |
513,925 | 547,284 | ||||||
| 3.00%, 04/01/2043 |
1,145,943 | 1,223,134 | ||||||
| 3.00%, 04/01/2043 |
1,977,256 | 2,110,228 | ||||||
| 3.00%, 04/01/2043 |
2,573,515 | 2,755,127 | ||||||
| 3.00%, 05/01/2043 |
47,584 | 50,236 | ||||||
| 3.00%, 05/01/2043 |
162,179 | 172,232 | ||||||
| 3.00%, 05/01/2043 |
1,499,315 | 1,601,455 | ||||||
| 3.00%, 05/01/2043 |
5,409,709 | 5,773,459 | ||||||
| 3.00%, 06/01/2043 |
52,628 | 56,116 | ||||||
| 3.00%, 06/01/2043 |
263,443 | 281,092 | ||||||
| 3.00%, 06/01/2043 |
278,126 | 296,813 | ||||||
| 3.00%, 06/01/2043 |
1,745,018 | 1,882,920 | ||||||
| 3.00%, 06/01/2043 |
3,202,083 | 3,400,514 | ||||||
| 3.00%, 07/01/2043 |
39,033 | 41,430 | ||||||
| 3.00%, 07/01/2043 |
183,040 | 195,272 | ||||||
| 3.00%, 07/01/2043 |
245,003 | 261,291 | ||||||
| 3.00%, 07/01/2043 |
710,817 | 763,680 | ||||||
| 3.00%, 07/01/2043 |
1,017,527 | 1,084,771 | ||||||
| 3.00%, 07/01/2043 |
4,678,382 | 5,006,884 | ||||||
| 3.00%, 08/01/2043 |
43,217 | 46,117 | ||||||
| 3.00%, 08/01/2043 |
913,775 | 974,981 | ||||||
| 3.00%, 08/01/2043 |
2,639,775 | 2,817,466 | ||||||
| 3.00%, 08/01/2043 |
3,371,268 | 3,595,478 | ||||||
| 3.00%, 09/01/2043 |
539,215 | 576,179 | ||||||
| 3.00%, 10/01/2043 |
63,956 | 68,154 |
| 3.00%, 10/01/2043 |
9,133,236 | 9,761,540 | ||||||
| 3.00%, 02/01/2044 |
3,956,231 | 4,220,179 | ||||||
| 3.00%, 03/01/2044 |
423,515 | 453,455 | ||||||
| 3.00%, 04/01/2045 |
4,431,981 | 4,726,418 | ||||||
| 3.00%, 05/01/2046 |
4,182,316 | 4,437,989 | ||||||
| 3.00%, 09/01/2046 |
586,394 | 625,120 | ||||||
| 3.00%, 11/01/2046 |
1,305,627 | 1,379,820 | ||||||
| 3.00%, 11/01/2046 |
3,904,366 | 4,153,663 | ||||||
| 3.00%, 11/01/2046 |
4,596,598 | 4,858,804 | ||||||
| 3.00%, 01/01/2047 |
2,735,234 | 2,890,845 | ||||||
| 3.00%, 02/01/2047 |
1,063,923 | 1,135,244 | ||||||
| 3.00%, 02/01/2047 |
1,301,663 | 1,387,930 | ||||||
| 3.00%, 03/01/2047 |
458,482 | 485,587 | ||||||
| 3.00%, 08/01/2049 |
16,525,690 | 17,687,957 | ||||||
| 3.00%, 12/01/2049 |
283,579 | 301,739 | ||||||
| 3.00%, 12/01/2049 |
997,414 | 1,059,471 | ||||||
| 3.00%, 12/01/2049 |
5,962,801 | 6,286,704 | ||||||
| 3.00%, 02/01/2050 |
6,550,951 | 6,857,354 | ||||||
| 3.00%, 03/01/2050 |
1,991,333 | 2,084,596 | ||||||
| 3.00%, 03/01/2050 |
3,082,945 | 3,266,385 | ||||||
| 3.00%, 05/01/2050 |
469,253 | 502,279 | ||||||
| 3.00%, 06/01/2050 |
825,323 | 867,776 | ||||||
| 3.00%, 06/01/2050 |
3,149,777 | 3,298,930 | ||||||
| 3.00%, 08/01/2050 |
7,069,801 | 7,423,737 | ||||||
| 3.00%, 09/01/2050 |
6,871,199 | 7,291,430 | ||||||
| 3.00%, 11/01/2050 |
524,803 | 559,987 | ||||||
| 3.00%, 07/01/2060 |
10,609,795 | 11,295,835 | ||||||
| 3.02%, 05/01/2022 |
592,628 | 595,169 | ||||||
| 3.02%, 07/01/2029 |
8,200,000 | 8,999,396 | ||||||
| 3.03%, 12/01/2021 |
828,842 | 828,694 | ||||||
| 3.07%, 02/01/2025 |
4,995,000 | 5,335,953 | ||||||
| 3.08%, 12/01/2024 |
1,797,730 | 1,917,684 | ||||||
| 3.08%, 01/01/2028 |
8,000,000 | 8,727,424 | ||||||
| 3.09%, 09/01/2029 |
7,484,000 | 8,246,698 | ||||||
| 3.10%, 09/01/2025 |
4,770,302 | 5,134,127 | ||||||
| 3.10%, 01/01/2028 |
6,675,939 | 7,306,752 | ||||||
| 3.11%, 12/01/2024 |
2,425,452 | 2,590,410 | ||||||
| 3.12%, 11/01/2026 |
934,462 | 1,014,984 | ||||||
| 3.12%, 06/01/2035 |
3,400,000 | 3,789,812 | ||||||
| 3.13%, 03/01/2027 |
6,835,000 | 7,473,644 | ||||||
| 3.14%, 03/01/2022 |
261,258 | 261,212 | ||||||
| 3.14%, 12/01/2026 |
1,740,743 | 1,893,696 | ||||||
| 3.19%, 01/01/2033 |
4,140,035 | 4,541,502 | ||||||
| 3.19%, 03/01/2036 |
2,379,962 | 2,615,676 | ||||||
| 3.20%, 01/01/2022 |
760,189 | 760,056 | ||||||
| 3.22%, 09/01/2032 |
6,000,000 | 6,265,682 | ||||||
| 3.24%, 10/01/2026 |
1,745,229 | 1,903,961 | ||||||
| 3.25%, 09/01/2026 |
1,420,934 | 1,551,352 | ||||||
| 3.25%, 02/01/2027 |
5,495,084 | 6,005,497 | ||||||
| 3.26%, 12/01/2026 |
916,414 | 999,381 | ||||||
| 3.29%, 08/01/2026 |
2,944,481 | 3,204,445 | ||||||
| 3.34%, 02/01/2027 |
1,500,000 | 1,644,357 | ||||||
| 3.38%, 12/01/2023 |
2,343,558 | 2,454,361 | ||||||
| 3.45%, 01/01/2024 |
1,664,421 | 1,748,347 | ||||||
| 3.45%, 04/01/2035 |
1,785,725 | 2,026,020 | ||||||
| 3.50%, 11/01/2029 |
306,641 | 328,138 | ||||||
| 3.50%, 12/01/2029 |
1,737,655 | 1,866,181 | ||||||
| 3.50%, 05/01/2030 |
357,852 | 385,043 | ||||||
| 3.50%, 08/01/2030 |
1,071,281 | 1,159,289 | ||||||
| 3.50%, 12/01/2030 |
1,050,798 | 1,126,332 | ||||||
| 3.50%, 07/01/2032 |
83,384 | 89,335 | ||||||
| 3.50%, 11/01/2032 |
552,079 | 597,380 | ||||||
| 3.50%, 12/01/2032 |
196,843 | 212,333 | ||||||
| 3.50%, 12/01/2032 |
8,765,140 | 9,515,753 | ||||||
| 3.50%, 02/01/2033 |
284,267 | 304,637 | ||||||
| 3.50%, 02/01/2033 |
317,038 | 341,984 | ||||||
| 3.50%, 03/01/2033 |
1,717,504 | 1,849,974 | ||||||
| 3.50%, 04/01/2033 |
1,288,494 | 1,380,196 | ||||||
| 3.50%, 06/01/2033 |
140,877 | 151,963 | ||||||
| 3.50%, 10/01/2033 |
5,866,663 | 6,351,304 | ||||||
| 3.50%, 06/01/2040 |
1,083,171 | 1,167,376 | ||||||
| 3.50%, 12/01/2040 |
51,343 | 55,720 | ||||||
| 3.50%, 02/01/2041 |
4,410,796 | 4,785,993 | ||||||
| 3.50%, 06/01/2041 |
9,575,415 | 10,330,253 | ||||||
| 3.50%, 11/01/2041 |
176,857 | 191,480 | ||||||
| 3.50%, 11/01/2041 |
1,819,488 | 1,981,552 | ||||||
| 3.50%, 12/01/2041 |
135,987 | 147,682 | ||||||
| 3.50%, 12/01/2041 |
242,935 | 261,898 | ||||||
| 3.50%, 12/01/2041 |
3,458,860 | 3,756,314 | ||||||
| 3.50%, 02/01/2042 |
4,949 | 5,374 | ||||||
| 3.50%, 02/01/2042 |
158,726 | 173,447 | ||||||
| 3.50%, 02/01/2042 |
226,546 | 245,252 | ||||||
| 3.50%, 04/01/2042 |
123,123 | 133,331 | ||||||
| 3.50%, 05/01/2042 |
3,637,319 | 3,938,928 | ||||||
| 3.50%, 06/01/2042 |
863,923 | 935,559 | ||||||
| 3.50%, 07/01/2042 |
678,620 | 736,919 | ||||||
| 3.50%, 07/01/2042 |
2,186,373 | 2,381,135 | ||||||
| 3.50%, 07/01/2042 |
11,754,041 | 12,832,524 | ||||||
| 3.50%, 08/01/2042 |
410,749 | 447,226 | ||||||
| 3.50%, 09/01/2042 |
356,168 | 386,800 | ||||||
| 3.50%, 09/01/2042 |
376,584 | 407,812 | ||||||
| 3.50%, 09/01/2042 |
473,406 | 510,086 | ||||||
| 3.50%, 09/01/2042 |
2,699,117 | 2,931,236 | ||||||
| 3.50%, 10/01/2042 |
187,314 | 203,998 | ||||||
| 3.50%, 10/01/2042 |
200,345 | 216,960 | ||||||
| 3.50%, 10/01/2042 |
396,417 | 430,486 | ||||||
| 3.50%, 10/01/2042 |
626,592 | 678,551 | ||||||
| 3.50%, 11/01/2042 |
1,777,852 | 1,935,529 |
| 3.50%, 11/01/2042 |
4,340,605 | 4,727,236 | ||||||
| 3.50%, 01/01/2043 |
414,066 | 447,531 | ||||||
| 3.50%, 01/01/2043 |
503,878 | 547,179 | ||||||
| 3.50%, 02/01/2043 |
31,329 | 33,915 | ||||||
| 3.50%, 02/01/2043 |
43,988 | 47,903 | ||||||
| 3.50%, 03/01/2043 |
318,477 | 344,216 | ||||||
| 3.50%, 03/01/2043 |
933,897 | 1,017,015 | ||||||
| 3.50%, 03/01/2043 |
2,070,224 | 2,223,670 | ||||||
| 3.50%, 04/01/2043 |
1,039,211 | 1,131,622 | ||||||
| 3.50%, 04/01/2043 |
2,329,819 | 2,529,920 | ||||||
| 3.50%, 05/01/2043 |
40,266 | 43,603 | ||||||
| 3.50%, 05/01/2043 |
301,609 | 324,314 | ||||||
| 3.50%, 05/01/2043 |
1,054,576 | 1,139,826 | ||||||
| 3.50%, 05/01/2043 |
1,108,720 | 1,198,332 | ||||||
| 3.50%, 07/01/2043 |
5,410,012 | 5,891,545 | ||||||
| 3.50%, 06/01/2044 |
3,723,300 | 4,024,160 | ||||||
| 3.50%, 06/01/2044 |
4,011,246 | 4,358,421 | ||||||
| 3.50%, 02/01/2045 |
4,102,900 | 4,452,574 | ||||||
| 3.50%, 04/01/2045 |
6,335,534 | 6,819,210 | ||||||
| 3.50%, 06/01/2045 |
993,477 | 1,065,033 | ||||||
| 3.50%, 06/01/2045 |
4,065,828 | 4,372,951 | ||||||
| 3.50%, 11/01/2045 |
1,738,211 | 1,873,070 | ||||||
| 3.50%, 12/01/2045 |
307,872 | 331,597 | ||||||
| 3.50%, 01/01/2046 |
4,789,572 | 5,191,218 | ||||||
| 3.50%, 04/01/2046 |
677,459 | 730,970 | ||||||
| 3.50%, 08/01/2046 |
2,769,851 | 2,964,326 | ||||||
| 3.50%, 09/01/2046 |
2,304,086 | 2,498,402 | ||||||
| 3.50%, 11/01/2046 |
6,504,544 | 6,995,997 | ||||||
| 3.50%, 12/01/2046 |
2,182,859 | 2,329,279 | ||||||
| 3.50%, 12/01/2046 |
4,504,617 | 4,888,063 | ||||||
| 3.50%, 02/01/2047 |
4,085,453 | 4,406,363 | ||||||
| 3.50%, 06/01/2047 |
375,894 | 405,346 | ||||||
| 3.50%, 11/01/2047 |
3,858,029 | 4,106,731 | ||||||
| 3.50%, 12/01/2047 |
2,698,174 | 2,864,785 | ||||||
| 3.50%, 10/01/2048 |
3,334,629 | 3,568,726 | ||||||
| 3.50%, 05/01/2049 |
9,247,706 | 10,075,349 | ||||||
| 3.50%, 01/01/2050 |
9,278,664 | 10,057,282 | ||||||
| 3.50%, 03/01/2060 |
9,083,931 | 9,892,499 | ||||||
| 3.55%, 02/01/2030 |
1,500,000 | 1,678,095 | ||||||
| 3.57%, 06/01/2028 |
8,361,000 | 9,404,451 | ||||||
| 3.59%, 08/01/2023 |
1,135,000 | 1,183,716 | ||||||
| 3.61%, 04/01/2028 |
2,903,988 | 3,257,383 | ||||||
| 3.64%, 01/01/2025 |
523,177 | 566,254 | ||||||
| 3.66%, 03/01/2027 |
2,256,941 | 2,509,855 | ||||||
| 3.67%, 07/01/2023 |
4,850,000 | 5,053,380 | ||||||
| 3.68%, 09/01/2026 |
3,364,858 | 3,728,965 | ||||||
| 3.74%, 07/01/2023 |
525,386 | 547,640 | ||||||
| 3.76%, 03/01/2024 |
1,265,000 | 1,341,947 | ||||||
| 3.77%, 12/01/2025 |
3,345,219 | 3,684,348 | ||||||
| 3.81%, 12/01/2028 |
7,000,000 | 8,024,954 | ||||||
| 3.87% (11th District Cost of Funds Index + 1.25%, 3.82% Floor, 13.47% Cap), 03/01/2029(1) |
1,316 | 1,341 | ||||||
| 4.00%, 11/01/2031 |
2,640,638 | 2,867,921 | ||||||
| 4.00%, 06/01/2033 |
579,247 | 618,981 | ||||||
| 4.00%, 12/01/2033 |
30,624 | 33,045 | ||||||
| 4.00%, 03/01/2035 |
4,375,862 | 4,697,285 | ||||||
| 4.00%, 05/01/2037 |
5,050,268 | 5,500,766 | ||||||
| 4.00%, 10/01/2037 |
988,878 | 1,070,684 | ||||||
| 4.00%, 07/01/2040 |
2,594,030 | 2,861,499 | ||||||
| 4.00%, 08/01/2040 |
81,658 | 89,891 | ||||||
| 4.00%, 09/01/2040 |
642,240 | 707,503 | ||||||
| 4.00%, 12/01/2040 |
123,057 | 136,040 | ||||||
| 4.00%, 12/01/2040 |
623,171 | 686,016 | ||||||
| 4.00%, 01/01/2041 |
121,099 | 133,891 | ||||||
| 4.00%, 01/01/2041 |
266,333 | 293,651 | ||||||
| 4.00%, 01/01/2041 |
509,920 | 562,231 | ||||||
| 4.00%, 01/01/2041 |
513,257 | 564,988 | ||||||
| 4.00%, 01/01/2041 |
703,087 | 775,193 | ||||||
| 4.00%, 01/01/2041 |
888,264 | 982,425 | ||||||
| 4.00%, 01/01/2041 |
917,414 | 1,014,663 | ||||||
| 4.00%, 02/01/2041 |
25,239 | 27,632 | ||||||
| 4.00%, 02/01/2041 |
1,147,990 | 1,265,839 | ||||||
| 4.00%, 03/01/2041 |
4,037,327 | 4,457,860 | ||||||
| 4.00%, 04/01/2041 |
310,736 | 340,639 | ||||||
| 4.00%, 05/01/2041 |
263,694 | 289,395 | ||||||
| 4.00%, 09/01/2041 |
118,118 | 130,008 | ||||||
| 4.00%, 10/01/2041 |
453,604 | 501,573 | ||||||
| 4.00%, 10/01/2041 |
630,133 | 694,666 | ||||||
| 4.00%, 12/01/2041 |
801,107 | 886,062 | ||||||
| 4.00%, 12/01/2041 |
1,040,617 | 1,145,396 | ||||||
| 4.00%, 01/01/2042 |
851,532 | 941,630 | ||||||
| 4.00%, 01/01/2042 |
1,437,384 | 1,584,742 | ||||||
| 4.00%, 03/01/2042 |
34,398 | 36,195 | ||||||
| 4.00%, 07/01/2042 |
230,257 | 251,429 | ||||||
| 4.00%, 07/01/2042 |
261,538 | 287,891 | ||||||
| 4.00%, 07/01/2042 |
276,366 | 304,302 | ||||||
| 4.00%, 07/01/2042 |
313,990 | 342,859 | ||||||
| 4.00%, 08/01/2042 |
2,763,521 | 3,032,790 | ||||||
| 4.00%, 11/01/2042 |
438,608 | 482,826 | ||||||
| 4.00%, 12/01/2042 |
301,029 | 332,834 | ||||||
| 4.00%, 04/01/2043 |
4,824,098 | 5,434,051 | ||||||
| 4.00%, 07/01/2043 |
576,888 | 633,327 | ||||||
| 4.00%, 11/01/2043 |
1,536,454 | 1,686,164 | ||||||
| 4.00%, 12/01/2043 |
66,858 | 73,603 | ||||||
| 4.00%, 12/01/2043 |
1,035,352 | 1,146,252 | ||||||
| 4.00%, 02/01/2044 |
575,950 | 636,801 | ||||||
| 4.00%, 06/01/2044 |
2,250,931 | 2,476,085 | ||||||
| 4.00%, 07/01/2044 |
1,233,617 | 1,359,931 | ||||||
| 4.00%, 08/01/2044 |
2,761,880 | 3,052,976 |
| 4.00%, 09/01/2044 |
528,359 | 579,483 | ||||||
| 4.00%, 01/01/2045 |
4,223,087 | 4,645,795 | ||||||
| 4.00%, 07/01/2045 |
3,813,673 | 4,206,488 | ||||||
| 4.00%, 10/01/2045 |
404,678 | 442,711 | ||||||
| 4.00%, 12/01/2045 |
586,348 | 640,102 | ||||||
| 4.00%, 12/01/2045 |
2,238,099 | 2,442,833 | ||||||
| 4.00%, 01/01/2046 |
1,394,527 | 1,521,653 | ||||||
| 4.00%, 08/01/2046 |
1,931,875 | 2,093,759 | ||||||
| 4.00%, 09/01/2046 |
1,350,073 | 1,487,130 | ||||||
| 4.00%, 03/01/2047 |
368,726 | 401,371 | ||||||
| 4.00%, 03/01/2047 |
3,922,078 | 4,282,099 | ||||||
| 4.00%, 03/01/2047 |
4,090,544 | 4,473,772 | ||||||
| 4.00%, 05/01/2047 |
547,123 | 597,763 | ||||||
| 4.00%, 05/01/2047 |
875,063 | 956,254 | ||||||
| 4.00%, 05/01/2047 |
2,156,007 | 2,344,809 | ||||||
| 4.00%, 06/01/2047 |
2,184,113 | 2,402,055 | ||||||
| 4.00%, 08/01/2047 |
4,505,470 | 4,891,645 | ||||||
| 4.00%, 11/01/2047 |
3,908,605 | 4,215,992 | ||||||
| 4.00%, 01/01/2048 |
4,362,831 | 4,690,288 | ||||||
| 4.00%, 01/01/2048 |
6,354,233 | 6,985,456 | ||||||
| 4.00%, 02/01/2048 |
696,536 | 763,432 | ||||||
| 4.00%, 03/01/2048 |
1,854,570 | 1,993,928 | ||||||
| 4.00%, 03/01/2048 |
7,591,146 | 8,381,698 | ||||||
| 4.00%, 09/01/2048 |
514,983 | 552,120 | ||||||
| 4.00%, 10/01/2048 |
362,747 | 388,881 | ||||||
| 4.00%, 10/01/2048 |
1,402,850 | 1,530,267 | ||||||
| 4.00%, 03/01/2049 |
5,544,644 | 5,942,747 | ||||||
| 4.00%, 07/01/2049 |
847,400 | 908,429 | ||||||
| 4.00%, 07/01/2049 |
2,272,028 | 2,455,998 | ||||||
| 4.00%, 10/01/2049 |
4,153,105 | 4,502,427 | ||||||
| 4.03%, 09/01/2022 |
1,117,678 | 1,137,258 | ||||||
| 4.50%, 08/01/2029 |
83,317 | 90,076 | ||||||
| 4.50%, 09/01/2029 |
94,919 | 102,881 | ||||||
| 4.50%, 01/01/2030 |
151,598 | 165,394 | ||||||
| 4.50%, 10/01/2033 |
2,685,178 | 2,981,497 | ||||||
| 4.50%, 11/01/2033 |
7,030 | 7,813 | ||||||
| 4.50%, 09/01/2034 |
19,541 | 21,487 | ||||||
| 4.50%, 04/01/2039 |
4,112,545 | 4,589,172 | ||||||
| 4.50%, 11/01/2039 |
11,887 | 13,275 | ||||||
| 4.50%, 08/01/2040 |
1,708,430 | 1,894,504 | ||||||
| 4.50%, 08/01/2040 |
1,821,644 | 2,031,889 | ||||||
| 4.50%, 12/01/2040 |
833,527 | 931,095 | ||||||
| 4.50%, 12/01/2040 |
2,628,650 | 2,932,771 | ||||||
| 4.50%, 03/01/2041 |
651,931 | 728,230 | ||||||
| 4.50%, 04/01/2041 |
475,788 | 533,188 | ||||||
| 4.50%, 05/01/2041 |
863,657 | 957,750 | ||||||
| 4.50%, 05/01/2041 |
4,240,408 | 4,754,421 | ||||||
| 4.50%, 07/01/2041 |
173,905 | 192,905 | ||||||
| 4.50%, 08/01/2041 |
1,440,783 | 1,609,104 | ||||||
| 4.50%, 01/01/2042 |
1,373,507 | 1,538,762 | ||||||
| 4.50%, 11/01/2042 |
3,989,885 | 4,429,543 | ||||||
| 4.50%, 02/01/2046 |
4,530,586 | 5,053,831 | ||||||
| 4.50%, 08/01/2047 |
541,298 | 590,018 | ||||||
| 4.50%, 05/01/2048 |
1,194,292 | 1,299,686 | ||||||
| 4.50%, 08/01/2048 |
5,850,807 | 6,459,752 | ||||||
| 4.50%, 03/01/2049 |
3,686,131 | 4,047,415 | ||||||
| 4.50%, 07/01/2049 |
4,981,224 | 5,451,432 | ||||||
| 4.50%, 09/01/2050 |
2,514,429 | 2,739,669 | ||||||
| 4.55%, 08/01/2026 |
784,702 | 867,835 | ||||||
| 4.63%, 12/01/2026(5) |
849,814 | 942,693 | ||||||
| 4.76%, 08/01/2026 |
944,744 | 1,065,435 | ||||||
| 4.77%, 08/01/2026 |
601,040 | 675,740 | ||||||
| 5.00%, 11/01/2021 |
2 | 2 | ||||||
| 5.00%, 05/01/2023 |
1,001 | 1,042 | ||||||
| 5.00%, 08/01/2024 |
8,132 | 8,478 | ||||||
| 5.00%, 05/01/2028 |
10,717 | 11,771 | ||||||
| 5.00%, 04/01/2031 |
70,355 | 77,772 | ||||||
| 5.00%, 12/01/2032 |
533 | 547 | ||||||
| 5.00%, 06/01/2033 |
9,360 | 10,561 | ||||||
| 5.00%, 07/01/2033 |
9,420 | 10,726 | ||||||
| 5.00%, 07/01/2033 |
10,443 | 11,861 | ||||||
| 5.00%, 11/01/2033 |
2,958 | 3,368 | ||||||
| 5.00%, 11/01/2033 |
25,844 | 29,412 | ||||||
| 5.00%, 11/01/2033 |
2,004,456 | 2,279,928 | ||||||
| 5.00%, 04/01/2034 |
72,625 | 82,951 | ||||||
| 5.00%, 05/01/2034 |
22,630 | 25,796 | ||||||
| 5.00%, 12/01/2034 |
17,445 | 19,839 | ||||||
| 5.00%, 01/01/2035 |
10,560 | 11,632 | ||||||
| 5.00%, 02/01/2035 |
328,821 | 374,243 | ||||||
| 5.00%, 02/01/2035 |
1,692,287 | 1,928,371 | ||||||
| 5.00%, 06/01/2035 |
308,567 | 351,479 | ||||||
| 5.00%, 07/01/2035 |
7,610 | 8,494 | ||||||
| 5.00%, 07/01/2035 |
1,467,122 | 1,670,262 | ||||||
| 5.00%, 07/01/2035 |
1,672,914 | 1,905,619 | ||||||
| 5.00%, 09/01/2035 |
34,874 | 39,907 | ||||||
| 5.00%, 10/01/2035 |
147,010 | 167,688 | ||||||
| 5.00%, 11/01/2035 |
334,519 | 381,286 | ||||||
| 5.00%, 01/01/2036 |
27,671 | 31,564 | ||||||
| 5.00%, 02/01/2036 |
22,413 | 25,572 | ||||||
| 5.00%, 07/01/2037 |
435,606 | 495,163 | ||||||
| 5.00%, 01/01/2039 |
1,302,547 | 1,468,042 | ||||||
| 5.00%, 09/01/2039 |
84,693 | 96,851 | ||||||
| 5.00%, 04/01/2040 |
161,510 | 184,750 | ||||||
| 5.00%, 08/01/2040 |
136,991 | 154,785 | ||||||
| 5.00%, 05/01/2041 |
73,822 | 83,849 | ||||||
| 5.00%, 05/01/2042 |
1,150,389 | 1,306,629 | ||||||
| 5.00%, 09/01/2043 |
549,981 | 612,656 | ||||||
| 5.00%, 01/01/2048 |
668,745 | 740,401 |
| 5.00%, 05/01/2048 |
1,834,289 | 2,030,311 | ||||||
| 5.00%, 01/01/2049 |
5,659,468 | 6,351,192 | ||||||
| 5.50%, 07/01/2025 |
12,623 | 14,081 | ||||||
| 5.50%, 11/01/2032 |
41,409 | 47,918 | ||||||
| 5.50%, 02/01/2033 |
1,077 | 1,218 | ||||||
| 5.50%, 03/01/2033 |
48,368 | 55,745 | ||||||
| 5.50%, 04/01/2033 |
31,861 | 36,711 | ||||||
| 5.50%, 07/01/2033 |
7,911 | 9,073 | ||||||
| 5.50%, 09/01/2033 |
128,712 | 148,290 | ||||||
| 5.50%, 11/01/2033 |
2,054 | 2,319 | ||||||
| 5.50%, 12/01/2033 |
55,527 | 64,734 | ||||||
| 5.50%, 01/01/2034 |
6,055 | 7,066 | ||||||
| 5.50%, 03/01/2034 |
5,966 | 6,764 | ||||||
| 5.50%, 09/01/2034 |
10,934 | 12,643 | ||||||
| 5.50%, 10/01/2034 |
12,394 | 12,881 | ||||||
| 5.50%, 02/01/2035 |
36,999 | 42,885 | ||||||
| 5.50%, 12/01/2035 |
15,600 | 17,559 | ||||||
| 5.50%, 04/01/2036 |
40,140 | 46,649 | ||||||
| 5.50%, 05/01/2036 |
35,265 | 40,974 | ||||||
| 5.50%, 05/01/2036 |
54,834 | 63,683 | ||||||
| 5.50%, 11/01/2036 |
13,234 | 15,375 | ||||||
| 5.50%, 03/01/2037 |
272,939 | 317,935 | ||||||
| 5.50%, 04/01/2037 |
89,829 | 103,430 | ||||||
| 5.50%, 05/01/2037 |
94,456 | 108,551 | ||||||
| 5.50%, 01/01/2038 |
67,363 | 77,382 | ||||||
| 5.50%, 05/01/2038 |
11,793 | 13,323 | ||||||
| 5.50%, 06/01/2038 |
1,083 | 1,265 | ||||||
| 5.50%, 06/01/2038 |
75,829 | 88,487 | ||||||
| 5.50%, 06/01/2038 |
545,562 | 636,889 | ||||||
| 5.50%, 09/01/2038 |
480,926 | 554,252 | ||||||
| 5.50%, 06/01/2039 |
16,296 | 17,886 | ||||||
| 5.50%, 09/01/2039 |
29,678 | 33,297 | ||||||
| 5.50%, 12/01/2039 |
34,563 | 38,954 | ||||||
| 5.50%, 01/01/2040 |
358,771 | 416,590 | ||||||
| 6.00%, 12/01/2021 |
23 | 23 | ||||||
| 6.00%, 02/01/2023 |
11,054 | 11,261 | ||||||
| 6.00%, 01/01/2024 |
6,128 | 6,321 | ||||||
| 6.00%, 01/01/2024 |
16,438 | 16,909 | ||||||
| 6.00%, 07/01/2024 |
5,237 | 5,408 | ||||||
| 6.00%, 07/01/2026 |
14,804 | 16,595 | ||||||
| 6.00%, 07/01/2027 |
20,391 | 22,867 | ||||||
| 6.00%, 11/01/2027 |
9,836 | 11,032 | ||||||
| 6.00%, 12/01/2027 |
29,979 | 33,624 | ||||||
| 6.00%, 01/01/2028 |
53,332 | 59,816 | ||||||
| 6.00%, 10/01/2028 |
37,755 | 42,342 | ||||||
| 6.00%, 12/01/2028 |
1,250 | 1,402 | ||||||
| 6.00%, 01/01/2029 |
1,959 | 2,236 | ||||||
| 6.00%, 09/01/2029 |
25,377 | 28,460 | ||||||
| 6.00%, 12/01/2032 |
11,506 | 12,953 | ||||||
| 6.00%, 12/01/2032 |
89,303 | 104,438 | ||||||
| 6.00%, 03/01/2033 |
692 | 776 | ||||||
| 6.00%, 03/01/2033 |
1,278 | 1,435 | ||||||
| 6.00%, 03/01/2033 |
2,963 | 3,363 | ||||||
| 6.00%, 03/01/2033 |
2,966 | 3,433 | ||||||
| 6.00%, 03/01/2033 |
5,084 | 5,719 | ||||||
| 6.00%, 05/01/2033 |
12,893 | 15,107 | ||||||
| 6.00%, 08/01/2033 |
2,759 | 3,103 | ||||||
| 6.00%, 09/01/2033 |
7,148 | 8,227 | ||||||
| 6.00%, 09/01/2033 |
9,937 | 10,836 | ||||||
| 6.00%, 11/01/2034 |
3,101 | 3,639 | ||||||
| 6.00%, 04/01/2035 |
57,702 | 66,346 | ||||||
| 6.00%, 02/01/2036 |
2,810 | 3,077 | ||||||
| 6.00%, 09/01/2036 |
198,537 | 232,991 | ||||||
| 6.00%, 11/01/2036 |
30,345 | 36,042 | ||||||
| 6.00%, 03/01/2037 |
39,318 | 43,052 | ||||||
| 6.00%, 09/01/2037 |
50,156 | 59,271 | ||||||
| 6.00%, 04/01/2038 |
10,032 | 11,263 | ||||||
| 6.00%, 05/01/2038 |
140,825 | 166,417 | ||||||
| 6.00%, 11/01/2038 |
41,113 | 47,312 | ||||||
| 6.00%, 12/01/2039 |
697,681 | 823,138 | ||||||
| 6.00%, 10/01/2040 |
922,393 | 1,088,240 | ||||||
| 6.00%, 07/01/2041 |
2,415,772 | 2,814,272 | ||||||
| 6.00%, 11/01/2048 |
28,594 | 31,120 | ||||||
| 6.50%, 04/01/2022 |
4 | 4 | ||||||
| 6.50%, 05/01/2022 |
227 | 255 | ||||||
| 6.50%, 12/01/2022 |
615 | 690 | ||||||
| 6.50%, 02/01/2024 |
9,795 | 10,081 | ||||||
| 6.50%, 07/01/2024 |
1,805 | 2,027 | ||||||
| 6.50%, 04/01/2025 |
390 | 438 | ||||||
| 6.50%, 08/01/2026 |
26,414 | 29,668 | ||||||
| 6.50%, 03/01/2029 |
8,826 | 9,736 | ||||||
| 6.50%, 11/01/2029 |
271,304 | 305,900 | ||||||
| 6.50%, 08/01/2031 |
8,266 | 9,684 | ||||||
| 6.50%, 02/01/2032 |
38,963 | 43,763 | ||||||
| 6.50%, 01/01/2036 |
168,205 | 188,927 | ||||||
| 6.50%, 04/01/2036 |
922 | 931 | ||||||
| 6.50%, 07/01/2036 |
3,102 | 3,557 | ||||||
| 6.50%, 08/01/2036 |
105,478 | 120,395 | ||||||
| 6.50%, 10/01/2036 |
23,591 | 27,933 | ||||||
| 6.50%, 01/01/2037 |
36,560 | 42,397 | ||||||
| 6.50%, 08/01/2037 |
23,163 | 27,394 | ||||||
| 6.50%, 08/01/2037 |
25,160 | 28,573 | ||||||
| 6.50%, 10/01/2037 |
41,483 | 49,197 | ||||||
| 6.50%, 10/01/2038 |
49,091 | 56,795 | ||||||
| 6.50%, 10/01/2038 |
196,876 | 228,783 | ||||||
| 7.00%, 01/01/2024 |
92 | 96 | ||||||
| 7.00%, 04/01/2026 |
540 | 542 | ||||||
| 7.00%, 09/01/2027 |
370 | 408 |
| 7.00%, 01/01/2029 |
709 | 712 | ||||||
| 7.00%, 06/01/2032 |
4,336 | 4,667 | ||||||
| 7.00%, 02/01/2033 |
1,100 | 1,153 | ||||||
| 7.00%, 06/01/2033 |
53,073 | 61,822 | ||||||
| 7.00%, 02/01/2036 |
7,296 | 7,597 | ||||||
| 7.00%, 03/01/2036 |
1,438 | 1,609 | ||||||
| 7.00%, 12/01/2036 |
7,130 | 8,063 | ||||||
| 7.00%, 03/01/2037 |
5,046 | 5,561 | ||||||
| 7.00%, 04/01/2037 |
7,403 | 8,439 | ||||||
| 7.00%, 09/01/2037 |
24,945 | 26,750 | ||||||
| 7.00%, 09/01/2038 |
36,703 | 45,237 | ||||||
| 7.00%, 10/01/2038 |
54,638 | 66,795 | ||||||
| 7.00%, 11/01/2038 |
36,998 | 43,558 | ||||||
| 7.00%, 12/01/2038 |
113,091 | 141,634 | ||||||
| 7.00%, 01/01/2039 |
166,828 | 202,256 | ||||||
| 7.50%, 11/01/2022 |
164 | 165 | ||||||
| 7.50%, 10/01/2024 |
168 | 177 | ||||||
| 7.50%, 01/01/2035 |
22,860 | 26,670 | ||||||
| 7.50%, 03/01/2035 |
27,914 | 33,259 | ||||||
| 7.50%, 05/01/2037 |
22,244 | 27,360 | ||||||
| 7.50%, 10/01/2037 |
104,586 | 126,035 | ||||||
| 7.50%, 11/01/2037 |
32,143 | 37,785 | ||||||
| 7.50%, 11/01/2038 |
23,331 | 28,392 | ||||||
| 7.50%, 04/01/2039 |
101,321 | 124,474 | ||||||
| 8.00%, 05/01/2024 |
65 | 68 | ||||||
| 8.00%, 03/01/2027 |
4,200 | 4,581 | ||||||
| 8.00%, 06/01/2027 |
3,696 | 4,053 | ||||||
| 8.00%, 06/01/2028 |
584 | 596 | ||||||
| 8.00%, 09/01/2028 |
4,965 | 5,440 | ||||||
| 8.00%, 11/01/2028 |
12,512 | 14,182 | ||||||
| 8.00%, 11/01/2037 |
8,976 | 9,868 | ||||||
| 8.00%, 01/01/2038 |
3,898 | 4,556 | ||||||
| 8.50%, 07/01/2024 |
372 | 397 | ||||||
| 8.50%, 05/01/2025 |
41 | 41 | ||||||
| Fannie Mae REMIC Trust 2003-W1 |
||||||||
| 5.07%, 12/25/2042, Series 2003-W1, Class 1A1(5) |
78,543 | 85,589 | ||||||
| 5.57%, 12/25/2042, Series 2003-W1, Class 2A(5) |
21,149 | 23,294 | ||||||
| Fannie Mae REMIC Trust 2003-W4 |
||||||||
| 5.57%, 10/25/2042, Series 2003-W4, Class 2A(5) |
10,881 | 12,370 | ||||||
| Fannie Mae REMIC Trust 2004-W10 |
||||||||
| 5.75%, 08/25/2034, Series 2004-W10, Class A6 |
339,299 | 369,371 | ||||||
| Fannie Mae REMIC Trust 2004-W11 |
||||||||
| 6.00%, 05/25/2044, Series 2004-W11, Class 1A1 |
62,590 | 74,186 | ||||||
| Fannie Mae REMIC Trust 2005-W1 |
||||||||
| 6.50%, 10/25/2044, Series 2005-W1, Class 1A2 |
111,458 | 131,747 | ||||||
| Fannie Mae REMIC Trust 2006-W3 |
||||||||
| 6.00%, 09/25/2046, Series 2006-W3, Class 2A |
79,298 | 88,923 | ||||||
| Fannie Mae REMIC Trust 2007-W1 |
||||||||
| 6.30%, 08/25/2047, Series 2007-W10, Class 2A(5) |
8,882 | 10,067 | ||||||
| Fannie Mae REMIC Trust 2007-W3 |
||||||||
| 6.75%, 04/25/2037, Series 2007-W3, Class 1A3 |
21,028 | 22,907 | ||||||
| Fannie Mae REMIC Trust 2007-W5 |
||||||||
| 0.00%, 06/25/2037, Series 2007-W5, Class PO |
13,943 | 12,859 | ||||||
| Fannie Mae REMIC Trust 2007-W7 |
||||||||
| 38.67% (1 Month LIBOR USD + 39.18%, 39.18% Cap), 07/25/2037, Series 2007-W7, Class 1A4(1)(4) |
13,152 | 22,582 | ||||||
| Fannie Mae REMIC Trust 2009-W1 |
||||||||
| 6.00%, 12/25/2049, Series 2009-W1, Class A |
333,718 | 372,907 | ||||||
| Fannie Mae REMICS |
||||||||
| 0.00%, 03/25/2022, Series 2007-15, Class NO |
81 | 81 | ||||||
| 0.00%, 10/25/2022, Series G92-62, Class B |
131 | 131 | ||||||
| 0.00%, 04/25/2023, Series 1998-4, Class C |
226 | 226 | ||||||
| 0.00%, 09/25/2023, Series G93-37, Class H |
127 | 127 | ||||||
| 0.00%, 09/25/2023, Series 1993-205, Class H |
549 | 545 | ||||||
| 0.00%, 11/25/2023, Series 1994-9, Class E |
52 | 52 | ||||||
| 0.00%, 01/25/2032, Series 2001-81, Class LO |
1,180 | 1,145 | ||||||
| 0.00%, 04/25/2032, Series 2002-21, Class LO |
1,057 | 1,025 | ||||||
| 0.00%, 12/25/2032, Series 2004-59, Class BG |
6,630 | 6,214 | ||||||
| 0.00%, 05/25/2033, Series 2003-35, Class EA |
4,303 | 4,014 | ||||||
| 0.00%, 08/25/2033, Series 2003-132, Class OA |
1,985 | 1,936 | ||||||
| 0.00%, 12/25/2033, Series 2006-44, Class P |
58,117 | 54,198 | ||||||
| 0.00%, 03/25/2034, Series 2004-46, Class EP |
53,854 | 53,049 | ||||||
| 0.00%, 09/25/2035, Series 2005-90, Class PO |
5,799 | 5,717 | ||||||
| 0.00%, 10/25/2035, Series 2010-39, Class OT |
15,253 | 14,623 | ||||||
| 0.00%, 03/25/2036, Series 2006-16, Class OA |
11,436 | 10,682 | ||||||
| 0.00%, 03/25/2036, Series 2006-8, Class WQ |
124,377 | 111,765 | ||||||
| 0.00%, 04/25/2036, Series 2006-23, Class KO |
13,222 | 12,771 | ||||||
| 0.00%, 04/25/2036, Series 2006-27, Class OH |
25,730 | 24,101 | ||||||
| 0.00%, 04/25/2036, Series 2006-22, Class AO |
40,250 | 37,536 | ||||||
| 0.00%, 06/25/2036, Series 2006-43, Class PO |
10,560 | 10,141 | ||||||
| 0.00%, 06/25/2036, Series 2006-44, Class GO |
21,335 | 19,929 | ||||||
| 0.00%, 06/25/2036, Series 2006-43, Class DO |
32,808 | 30,144 | ||||||
| 0.00%, 06/25/2036, Series 2006-50, Class JO |
78,535 | 72,609 | ||||||
| 0.00%, 06/25/2036, Series 2006-50, Class PS |
91,085 | 87,453 | ||||||
| 0.00%, 07/25/2036, Series 2006-58, Class AP |
6,272 | 5,774 | ||||||
| 0.00%, 07/25/2036, Series 2006-58, Class PO |
12,786 | 11,890 | ||||||
| 0.00%, 07/25/2036, Series 2006-65, Class QO |
24,613 | 23,105 | ||||||
| 0.00%, 08/25/2036, Series 2006-72, Class TO |
7,804 | 7,125 | ||||||
| 0.00%, 08/25/2036, Series 2006-79, Class DO |
17,652 | 16,965 | ||||||
| 0.00%, 08/25/2036, Series 2006-79, Class OP |
25,793 | 23,302 | ||||||
| 0.00%, 08/25/2036, Series 2006-72, Class GO |
43,777 | 42,100 | ||||||
| 0.00%, 09/25/2036, Series 2008-42, Class AO |
9,909 | 9,074 | ||||||
| 0.00%, 09/25/2036, Series 2006-90, Class AO |
19,336 | 18,213 | ||||||
| 0.00%, 09/25/2036, Series 2006-86, Class OB |
24,343 | 22,525 | ||||||
| 0.00%, 11/25/2036, Series 2006-109, Class PO |
6,494 | 5,941 | ||||||
| 0.00%, 11/25/2036, Series 2006-111, Class EO |
19,328 | 17,629 | ||||||
| 0.00%, 11/25/2036, Series 2006-110, Class PO |
36,216 | 33,674 | ||||||
| 0.00%, 12/25/2036, Series 2006-119, Class PO |
9,809 | 9,323 | ||||||
| 0.00%, 12/25/2036, Series 2006-115, Class OK |
22,449 | 20,411 |
| 0.00%, 01/25/2037, Series 2006-128, Class PO |
22,034 | 20,280 | ||||||
| 0.00%, 01/25/2037, Series 2009-70, Class CO |
61,542 | 56,685 | ||||||
| 0.00%, 03/25/2037, Series 2007-14, Class OP |
17,914 | 16,833 | ||||||
| 0.00%, 04/25/2037, Series 2007-28, Class EO |
57,894 | 52,963 | ||||||
| 0.00%, 05/25/2037, Series 2007-42, Class AO |
4,833 | 4,463 | ||||||
| 0.00%, 07/25/2037, Series 2007-67, Class PO |
39,867 | 36,847 | ||||||
| 0.00%, 10/25/2037, Series 2009-86, Class OT |
365,952 | 332,948 | ||||||
| 0.00%, 05/25/2038, Series 2008-44, Class PO |
1,275 | 1,143 | ||||||
| 0.00%, 01/25/2040, Series 2009-113, Class AO |
32,029 | 27,884 | ||||||
| 0.00%, 06/25/2040, Series 2010-63, Class AP |
50,137 | 46,625 | ||||||
| 0.00%, 09/25/2043, Series 2013-92, Class PO |
778,467 | 703,481 | ||||||
| 0.00%, 10/25/2043, Series 2013-101, Class DO |
587,409 | 502,317 | ||||||
| 0.00%, 12/25/2043, Series 2013-128, Class PO |
1,393,957 | 1,228,504 | ||||||
| 0.10% (1 Month LIBOR USD + 0.02%, 0.02% Floor, 9.32% Cap), 09/25/2022, Series G92-52, Class FD(1) |
34 | 34 | ||||||
| 0.14% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 12/25/2036, Series 2006-118, Class A1(1) |
38,995 | 38,779 | ||||||
| 0.14% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 12/25/2036, Series 2006-118, Class A2(1) |
166,052 | 164,596 | ||||||
| 0.34% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 7.00% Cap), 08/25/2034, Series 2005-93, Class MF(1) |
13,414 | 13,434 | ||||||
| 0.34% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 7.00% Cap), 04/25/2036, Series 2006-23, Class FK(1) |
67,658 | 67,766 | ||||||
| 0.34% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 6.50% Cap), 02/25/2037, Series 2007-10, Class FD(1) |
44,435 | 44,554 | ||||||
| 0.36% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 06/27/2036, Series 2007-101, Class A2(1) |
275,085 | 271,066 | ||||||
| 0.38% (1 Month LIBOR USD + 0.29%, 0.29% Floor, 7.50% Cap), 07/25/2036, Series 2006-56, Class FC(1) |
207,954 | 208,777 | ||||||
| 0.39% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.75% Cap), 05/25/2037, Series 2007-43, Class FL(1) |
28,658 | 28,771 | ||||||
| 0.44% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 6.75% Cap), 04/25/2035, Series 2005-25, Class PF(1) |
73,178 | 73,662 | ||||||
| 0.44% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 7.50% Cap), 08/25/2036, Series 2006-79, Class DF(1) |
74,470 | 74,893 | ||||||
| 0.46% (1 Month LIBOR USD + 0.37%, 0.37% Floor, 7.50% Cap), 07/25/2037, Series 2007-64, Class FB(1) |
42,963 | 43,463 | ||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 03/25/2034, Series 2004-28, Class PF(1) |
49,394 | 49,592 | ||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 05/25/2034, Series 2004-36, Class FA(1) |
149,208 | 149,988 | ||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 06/25/2036, Series 2006-46, Class FW(1) |
23,735 | 23,857 | ||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 06/25/2037, Series 2007-54, Class FA(1) |
138,569 | 140,712 | ||||||
| 0.54% (1 Month LIBOR USD + 0.45%, 6.50% Cap), 06/25/2037, Series 2007-98, Class FB(1) |
15,252 | 15,845 | ||||||
| 0.54% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 09/25/2042, Series 2012-99, Class FA(1) |
216,174 | 218,232 | ||||||
| 0.55% (1 Month LIBOR USD + 0.46%, 0.46% Floor, 7.00% Cap), 07/25/2036, Series 2006-58, Class FL(1) |
20,641 | 20,821 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 03/25/2037, Series 2007-77, Class FG(1) |
40,577 | 41,209 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 07/25/2037, Series 2007-97, Class FC(1) |
24,303 | 24,692 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 07/25/2041, Series 2011-149, Class EF(1) |
30,592 | 30,780 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 11/25/2041, Series 2011-149, Class MF(1) |
115,953 | 116,923 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 09/25/2042, Series 2012-101, Class FC(1) |
95,600 | 93,903 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 09/25/2042, Series 2012-97, Class FB(1) |
766,415 | 777,209 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 10/25/2042, Series 2012-108, Class F(1) |
287,346 | 290,674 | ||||||
| 0.64% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 7.00% Cap), 01/25/2041, Series 2011-101, Class FM(1) |
15,741 | 15,699 | ||||||
| 0.64% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/25/2041, Series 2011-75, Class FA(1) |
76,473 | 77,144 | ||||||
| 0.68% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.00% Cap), 12/25/2023, Series 1993-230, Class FA(1) |
379 | 378 | ||||||
| 0.69% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 04/25/2040, Series 2010-40, Class FJ(1) |
27,952 | 28,190 | ||||||
| 0.69% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 05/25/2040, Series 2010-43, Class FD(1) |
48,496 | 49,292 | ||||||
| 0.84% (1 Month LIBOR USD + 0.75%, 0.75% Floor, 8.00% Cap), 01/25/2034, Series 2004-87, Class F(1) |
83,933 | 85,616 | ||||||
| 0.84% (1 Month LIBOR USD + 0.75%, 6.50% Cap), 03/25/2037, Series 2007-16, Class FC(1) |
26,452 | 27,555 | ||||||
| 0.89% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 8.00% Cap), 11/25/2032, Series 2004-61, Class FH(1) |
182,289 | 185,855 | ||||||
| 0.96% (11th District Cost of Funds Index + 0.70%, 0.70% Floor, 10.00% Cap), 10/25/2022, Series G92-59, Class F(1) |
40 | 40 | ||||||
| 0.97% (1 Month LIBOR USD + 0.88%, 0.88% Floor, 9.50% Cap), 08/25/2023, Series G93-27, Class FD(1) |
523 | 523 | ||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor, 6.75% Cap), 03/25/2038, Series 2008-18, Class FA(1) |
27,981 | 28,654 | ||||||
| 1.09% (1 Month LIBOR USD + 1.00%, 1.00% Floor, 9.50% Cap), 12/25/2023, Series 1993-247, Class FE(1) |
897 | 903 | ||||||
| 1.34%, 01/25/2038, Series 2007-116, Class HI(5) |
238,365 | 9,890 | ||||||
| 1.60%, 04/25/2041, Series 2011-30, Class LS(5) |
369,622 | 24,734 | ||||||
| 1.60% (1 Month LIBOR USD + 8.10%, 1.60% Cap), 03/25/2032, Series 2002-13, Class SJ(1)(4) |
30,898 | 1,068 | ||||||
| 1.60%, 06/25/2038, Series 2008-46, Class HI(5) |
84,196 | 5,811 | ||||||
| 1.84%, 03/25/2027, Series 1997-20, Class IB(5) |
940 | 14 | ||||||
| 1.84%, 03/25/2027, Series 1997-20, Class IO(5) |
2,190 | 32 | ||||||
| 2.00%, 12/25/2039, Series 2009-103, Class MB(5) |
110,985 | 115,862 | ||||||
| 2.50%, 12/25/2042, Series 2012-134, Class ZC |
6,568,296 | 6,923,132 | ||||||
| 3.00%, 12/25/2028, Series 2013-118, Class YL |
1,237,521 | 1,295,803 | ||||||
| 3.00%, 10/25/2033, Series 2013-100, Class WB |
908,000 | 956,979 | ||||||
| 3.00%, 02/25/2043, Series 2013-81, Class TA |
784,024 | 809,621 | ||||||
| 3.00%, 01/25/2046, Series 2016-38, Class NA |
1,423,484 | 1,523,921 | ||||||
| 3.00%, 02/25/2047, Series 2017-51, Class CP |
1,538,410 | 1,612,774 | ||||||
| 3.50%, 04/25/2031, Series 2011-31, Class DB |
532,208 | 571,717 | ||||||
| 3.50%, 09/25/2033, Series 2013-90, Class DL |
1,500,000 | 1,662,353 | ||||||
| 3.50%, 03/25/2042, Series 2013-136, Class QB |
871,798 | 937,604 | ||||||
| 3.50%, 02/25/2043, Series 2013-4, Class AJ |
223,889 | 236,822 | ||||||
| 3.50%, 11/25/2057, Series 2019-7, Class CA |
4,899,609 | 5,198,767 | ||||||
| 4.00%, 04/25/2033, Series 2003-22, Class UD |
130,296 | 142,375 | ||||||
| 4.00%, 05/25/2033, Series 2003-42, Class GB |
8,927 | 9,860 | ||||||
| 4.00%, 04/25/2041, Series 2014-21, Class KW |
1,285,115 | 1,351,991 | ||||||
| 4.35% (1 Month LIBOR USD + 4.44%, 4.44% Cap), 11/25/2040, Series 2010-125, Class SA(1)(4) |
249,240 | 30,429 | ||||||
| 4.50%, 07/25/2023, Series 2008-61, Class BH |
11,102 | 11,339 | ||||||
| 4.50%, 10/25/2036, Series 2009-19, Class PW |
110,853 | 123,477 | ||||||
| 4.50%, 02/25/2039, Series 2009-4, Class BD |
2,293 | 2,543 | ||||||
| 4.50%, 12/25/2040, Series 2010-134, Class DB |
5,359,402 | 6,095,051 | ||||||
| 4.50%, 01/25/2042, Series 2011-141, Class MZ |
1,597,292 | 1,774,195 | ||||||
| 4.50%, 04/25/2042, Series 2014-11, Class VB |
1,500,000 | 1,671,527 | ||||||
| 5.00%, 11/25/2024, Series 2004-81, Class JG |
61,265 | 63,905 | ||||||
| 5.00%, 03/25/2029, Series 2009-11, Class NB |
84,989 | 89,860 | ||||||
| 5.00%, 11/25/2032, Series 2002-71, Class AP |
7,046 | 7,636 | ||||||
| 5.00%, 03/25/2033, Series 2003-14, Class TI |
11,226 | 512 | ||||||
| 5.00%, 03/25/2037, Series 2009-63, Class P |
2,331 | 2,616 | ||||||
| 5.00%, 07/25/2038, Series 2008-56, Class AC |
24,946 | 28,047 | ||||||
| 5.00%, 07/25/2038, Series 2008-60, Class JC |
32,455 | 36,656 | ||||||
| 5.00%, 07/25/2039, Series 2009-52, Class PI |
53,409 | 8,115 | ||||||
| 5.00%, 08/25/2039, Series 2009-59, Class HB |
205,549 | 231,981 | ||||||
| 5.00%, 09/25/2039, Series 2009-65, Class MT |
59,107 | 63,831 | ||||||
| 5.00%, 06/25/2040, Series 2010-64, Class DM |
337,230 | 378,132 | ||||||
| 5.00%, 09/25/2040, Series 2010-102, Class PN |
206,000 | 232,293 | ||||||
| 5.50%, 09/25/2022, Series 1992-143, Class MA |
107 | 109 | ||||||
| 5.50%, 03/25/2023, Series 2003-17, Class EQ |
19,190 | 19,655 | ||||||
| 5.50%, 04/25/2023, Series 1993-58, Class H |
1,428 | 1,466 | ||||||
| 5.50%, 04/25/2023, Series 2003-23, Class EQ |
37,653 | 38,616 | ||||||
| 5.50%, 05/25/2023, Series 2003-39, Class LW |
9,756 | 9,997 | ||||||
| 5.50%, 07/25/2024, Series 2004-53, Class NC |
2,888 | 2,984 |
| 5.50%, 08/25/2024, Series 2004-65, Class EY |
37,131 | 38,692 | ||||||
| 5.50%, 08/25/2025, Series 2005-67, Class EY |
52,954 | 56,511 | ||||||
| 5.50%, 01/25/2026, Series 2005-121, Class DX |
29,225 | 30,940 | ||||||
| 5.50%, 04/18/2029, Series 1999-18, Class Z |
4,987 | 5,444 | ||||||
| 5.50%, 12/25/2032, Series 2002-78, Class Z |
78,581 | 90,240 | ||||||
| 5.50%, 08/25/2033, Series 2003-72, Class IE |
125,331 | 20,423 | ||||||
| 5.50%, 08/25/2033, Series 2003-73, Class HC |
65,251 | 74,813 | ||||||
| 5.50%, 10/25/2033, Series 2003-105, Class AZ |
480,311 | 550,599 | ||||||
| 5.50%, 04/25/2034, Series 2004-17, Class H |
149,266 | 172,945 | ||||||
| 5.50%, 07/25/2034, Series 2004-50, Class VZ |
248,668 | 281,469 | ||||||
| 5.50%, 08/25/2035, Series 2005-68, Class PG |
59,193 | 67,178 | ||||||
| 5.50%, 08/25/2035, Series 2005-73, Class ZB |
411,217 | 471,405 | ||||||
| 5.50%, 12/25/2035, Series 2006-46, Class UC |
20,919 | 22,294 | ||||||
| 5.50%, 12/25/2035, Series 2005-110, Class GL |
318,560 | 361,105 | ||||||
| 5.50%, 01/25/2036, Series 2006-39, Class WC |
13,897 | 14,678 | ||||||
| 5.50%, 03/25/2036, Series 2006-16, Class HZ |
39,143 | 44,645 | ||||||
| 5.50%, 03/25/2036, Series 2006-12, Class BZ |
137,038 | 156,075 | ||||||
| 5.50%, 03/25/2036, Series 2006-8, Class JZ |
161,581 | 187,808 | ||||||
| 5.50%, 01/25/2037, Series 2006-128, Class BP |
10,676 | 11,671 | ||||||
| 5.50%, 07/25/2037, Series 2007-70, Class Z |
89,817 | 102,514 | ||||||
| 5.50%, 08/25/2037, Series 2007-76, Class AZ |
31,337 | 35,740 | ||||||
| 5.50%, 07/25/2038, Series 2011-47, Class ZA |
129,591 | 149,258 | ||||||
| 5.50%, 10/25/2039, Series 2009-86, Class IP |
124,624 | 21,795 | ||||||
| 5.50%, 06/25/2040, Series 2010-58, Class MB |
578,442 | 647,385 | ||||||
| 5.50%, 07/25/2040, Series 2010-71, Class HJ |
192,750 | 221,726 | ||||||
| 5.50%, 10/25/2040, Series 2010-111, Class AM |
654,829 | 769,122 | ||||||
| 5.50%, 07/25/2051, Series 2011-58, Class WA(5) |
19,707 | 22,892 | ||||||
| 5.69% (1 Month LIBOR USD + 5.78%, 5.78% Cap), 06/25/2037, Series 2007-92, Class YS(1)(4) |
27,157 | 4,659 | ||||||
| 5.75%, 06/25/2033, Series 2003-47, Class PE |
41,071 | 46,696 | ||||||
| 5.75%, 07/25/2035, Series 2005-66, Class ZH |
1,230,337 | 1,443,082 | ||||||
| 5.75%, 10/25/2035, Series 2005-84, Class XM |
49,645 | 55,942 | ||||||
| 5.76% (1 Month LIBOR USD + 5.85%, 5.85% Cap), 09/25/2038, Series 2008-81, Class SB(1)(4) |
95,580 | 15,682 | ||||||
| 5.76% (1 Month LIBOR USD + 5.85%, 5.85% Cap), 09/25/2038, Series 2008-80, Class SA(1)(4) |
117,543 | 21,086 | ||||||
| 5.81% (1 Month LIBOR USD + 5.90%, 5.90% Cap), 10/25/2039, Series 2009-84, Class WS(1)(4) |
33,010 | 5,167 | ||||||
| 5.82% (1 Month LIBOR USD + 5.91%, 5.91% Cap), 02/25/2038, Series 2008-1, Class BI(1)(4) |
114,920 | 21,904 | ||||||
| 5.85%, 02/25/2051, Series 2011-2, Class WA(5) |
65,026 | 74,038 | ||||||
| 5.91% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/25/2038, Series 2008-4, Class SD(1)(4) |
292,880 | 46,475 | ||||||
| 5.99% (1 Month LIBOR USD + 6.08%, 6.08% Cap), 03/25/2037, Series 2007-22, Class SC(1)(4) |
2,895 | 100 | ||||||
| 6.00%, 02/25/2022, Series 2002-5, Class PK |
1,188 | 1,192 | ||||||
| 6.00%, 08/25/2022, Series 1992-136, Class PK |
208 | 212 | ||||||
| 6.00%, 09/25/2022, Series 2002-54, Class PG |
7,532 | 7,652 | ||||||
| 6.00% (1 Month LIBOR USD + 28.70%, 6.00% Cap), 04/25/2023, Series G93-17, Class SI(1)(4) |
703 | 724 | ||||||
| 6.00%, 07/25/2023, Series 1993-136, Class ZB(5) |
7,283 | 7,580 | ||||||
| 6.00%, 07/18/2028, Series 1998-36, Class ZB |
4,396 | 4,878 | ||||||
| 6.00%, 12/25/2028, Series 1998-66, Class C |
1,325 | 1,397 | ||||||
| 6.00%, 07/25/2031, Series 2001-33, Class ID |
18,767 | 2,552 | ||||||
| 6.00%, 11/25/2031, Series 2001-60, Class PX |
32,069 | 36,709 | ||||||
| 6.00%, 04/25/2032, Series 2002-15, Class ZA |
87,867 | 99,313 | ||||||
| 6.00%, 11/25/2032, Series 2011-39, Class ZA |
247,454 | 284,494 | ||||||
| 6.00%, 05/25/2033, Series 2003-39, Class IO(5) |
6,044 | 972 | ||||||
| 6.00%, 05/25/2033, Series 2003-34, Class AX |
18,712 | 21,675 | ||||||
| 6.00%, 05/25/2033, Series 2003-34, Class GE |
50,662 | 58,068 | ||||||
| 6.00%, 05/25/2033, Series 2003-34, Class ED |
99,260 | 114,748 | ||||||
| 6.00%, 12/25/2035, Series 2005-109, Class PC |
8,208 | 9,171 | ||||||
| 6.00%, 07/25/2036, Series 2006-71, Class ZL |
270,848 | 315,106 | ||||||
| 6.00%, 03/25/2037, Series 2007-18, Class MZ |
179,308 | 201,574 | ||||||
| 6.00%, 05/25/2037, Series 2007-42, Class B |
87,735 | 102,219 | ||||||
| 6.00%, 08/25/2037, Series 2007-78, Class CB |
8,780 | 10,268 | ||||||
| 6.00%, 08/25/2037, Series 2007-76, Class ZG |
33,008 | 38,505 | ||||||
| 6.00%, 08/25/2037, Series 2007-78, Class PE |
38,422 | 45,071 | ||||||
| 6.00%, 08/25/2037, Series 2007-81, Class GE |
47,952 | 55,217 | ||||||
| 6.00%, 08/25/2039, Series 2009-60, Class HT |
259,414 | 302,162 | ||||||
| 6.00%, 09/25/2039, Series 2009-69, Class WA(5) |
86,287 | 97,925 | ||||||
| 6.01% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 04/25/2037, Series 2007-35, Class SI(1)(4) |
49,272 | 5,325 | ||||||
| 6.01% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 06/25/2037, Series 2007-54, Class WI(1)(4) |
29,589 | 5,704 | ||||||
| 6.01% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 06/25/2037, Series 2007-53, Class SH(1)(4) |
89,617 | 13,694 | ||||||
| 6.01% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 11/25/2049, Series 2010-103, Class SB(1)(4) |
68,032 | 8,219 | ||||||
| 6.09% (1 Month LIBOR USD + 6.18%, 6.18% Cap), 12/25/2039, Series 2009-99, Class SC(1)(4) |
38,273 | 6,010 | ||||||
| 6.11% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 03/25/2038, Series 2008-16, Class IS(1)(4) |
34,545 | 5,681 | ||||||
| 6.14% (1 Month LIBOR USD + 6.23%, 6.23% Cap), 03/25/2038, Series 2008-10, Class XI(1)(4) |
44,601 | 8,190 | ||||||
| 6.16% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 01/25/2040, Series 2009-112, Class ST(1)(4) |
90,829 | 16,233 | ||||||
| 6.18%, 03/25/2040, Series 2010-16, Class WB(5) |
153,206 | 174,901 | ||||||
| 6.24%, 02/25/2040, Series 2010-1, Class WA(5) |
38,804 | 44,009 | ||||||
| 6.25%, 10/25/2037, Series 2007-106, Class A7(5) |
36,827 | 43,063 | ||||||
| 6.27% (1 Month LIBOR USD + 6.36%, 6.36% Cap), 12/25/2037, Series 2007-108, Class SA(1)(4) |
5,075 | 671 | ||||||
| 6.29%, 12/25/2039, Series 2009-99, Class WA(5) |
213,628 | 243,572 | ||||||
| 6.31% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 07/25/2037, Series 2007-72, Class EK(1)(4) |
270,509 | 51,654 | ||||||
| 6.31% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 12/25/2037, Series 2007-109, Class AI(1)(4) |
127,748 | 18,432 | ||||||
| 6.31% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 05/25/2040, Series 2010-42, Class S(1)(4) |
44,401 | 7,254 | ||||||
| 6.33% (1 Month LIBOR USD + 6.42%, 6.42% Cap), 04/25/2040, Series 2010-35, Class SB(1)(4) |
75,193 | 11,938 | ||||||
| 6.35%, 04/25/2029, Series 1999-17, Class C |
2,805 | 3,145 | ||||||
| 6.35% (1 Month LIBOR USD + 6.44%, 6.44% Cap), 03/25/2037, Series 2007-14, Class ES(1)(4) |
145,526 | 26,053 | ||||||
| 6.36% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 10/25/2037, Series 2007-100, Class SM(1)(4) |
97,462 | 19,546 | ||||||
| 6.36% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 12/25/2037, Series 2007-112, Class SA(1)(4) |
142,917 | 31,241 | ||||||
| 6.37% (1 Month LIBOR USD + 6.46%, 6.46% Cap), 10/25/2037, Series 2007-91, Class ES(1)(4) |
142,331 | 29,786 | ||||||
| 6.41% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 06/25/2023, Series 2008-47, Class SI(1)(4)(10) |
98 | 0 | ||||||
| 6.41% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 08/25/2036, Series 2007-7, Class SG(1)(4) |
93,197 | 24,416 | ||||||
| 6.43% (1 Month LIBOR USD + 6.52%, 6.52% Cap), 07/25/2036, Series 2006-58, Class IG(1)(4) |
30,144 | 5,341 | ||||||
| 6.43%, 03/25/2040, Series 2010-16, Class WA(5) |
152,527 | 172,446 | ||||||
| 6.44% (1 Month LIBOR USD + 6.53%, 6.53% Cap), 01/25/2041, Series 2010-147, Class SA(1)(4) |
453,487 | 97,772 | ||||||
| 6.45% (1 Month LIBOR USD + 6.54%, 6.54% Cap), 09/25/2037, Series 2007-88, Class VI(1)(4) |
136,989 | 29,097 | ||||||
| 6.46% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 02/25/2039, Series 2009-6, Class GS(1)(4) |
83,692 | 18,416 | ||||||
| 6.49% (1 Month LIBOR USD + 6.58%, 6.58% Cap), 06/25/2036, Series 2006-53, Class US(1)(4) |
89,398 | 16,901 | ||||||
| 6.50%, 02/25/2022, Series 2002-1, Class HC |
72 | 72 | ||||||
| 6.50%, 08/25/2022, Series 1996-59, Class J |
250 | 254 | ||||||
| 6.50%, 02/25/2023, Series G93-5, Class Z |
436 | 447 | ||||||
| 6.50%, 03/25/2023, Series G93-14, Class J |
298 | 307 | ||||||
| 6.50%, 07/25/2023, Series 1993-122, Class M |
290 | 302 |
| 6.50%, 09/25/2023, Series 1993-178, Class PK |
688 | 721 | ||||||
| 6.50%, 10/25/2023, Series 1993-189, Class PL |
3,642 | 3,822 | ||||||
| 6.50%, 10/25/2023, Series 1993-183, Class KA |
10,155 | 10,654 | ||||||
| 6.50%, 11/25/2023, Series 1995-19, Class Z |
4,062 | 4,312 | ||||||
| 6.50%, 12/25/2023, Series 1993-225, Class UB |
1,119 | 1,180 | ||||||
| 6.50%, 03/25/2024, Series 1994-37, Class L |
3,564 | 3,755 | ||||||
| 6.50%, 03/25/2024, Series 1994-40, Class Z |
22,683 | 24,035 | ||||||
| 6.50%, 04/25/2027, Series 1997-32, Class PG |
9,192 | 10,226 | ||||||
| 6.50%, 07/18/2027, Series 1997-42, Class ZC |
721 | 795 | ||||||
| 6.50%, 09/25/2031, Series 2001-49, Class Z |
4,867 | 5,637 | ||||||
| 6.50%, 10/25/2031, Series 2001-52, Class KB |
3,495 | 3,987 | ||||||
| 6.50%, 04/25/2032, Series 2002-21, Class PE |
15,009 | 17,534 | ||||||
| 6.50%, 05/25/2032, Series 2002-28, Class PK |
29,667 | 34,410 | ||||||
| 6.50%, 06/25/2032, Series 2002-37, Class Z |
13,805 | 15,762 | ||||||
| 6.50%, 07/25/2032, Series 2006-130, Class GI |
55,505 | 7,559 | ||||||
| 6.50%, 08/25/2032, Series 2002-48, Class GH |
36,660 | 43,064 | ||||||
| 6.50%, 02/25/2033, Series 2003-9, Class NZ |
12,910 | 15,018 | ||||||
| 6.50%, 05/25/2033, Series 2003-33, Class IA |
56,374 | 11,478 | ||||||
| 6.50%, 07/25/2036, Series 2006-63, Class ZH |
123,651 | 146,936 | ||||||
| 6.50%, 07/25/2036, Series 2011-19, Class ZY |
163,889 | 194,366 | ||||||
| 6.50%, 08/25/2036, Series 2006-78, Class BZ |
13,803 | 16,317 | ||||||
| 6.50%, 08/25/2036, Series 2006-77, Class PC |
70,478 | 81,011 | ||||||
| 6.50%, 09/25/2036, Series 2006-85, Class MZ |
6,761 | 7,991 | ||||||
| 6.50%, 06/25/2037, Series 2007-92, Class YA |
16,289 | 19,211 | ||||||
| 6.50%, 12/25/2037, Series 2007-112, Class MJ |
109,321 | 130,022 | ||||||
| 6.50%, 06/25/2042, Series 2002-90, Class A1 |
45,138 | 52,487 | ||||||
| 6.53% (1 Month LIBOR USD + 6.62%, 6.62% Cap), 07/25/2037, Series 2007-65, Class KI(1)(4) |
92,020 | 16,202 | ||||||
| 6.56% (1 Month LIBOR USD + 6.65%, 6.65% Cap), 12/25/2036, Series 2006-117, Class GS(1)(4) |
82,844 | 12,551 | ||||||
| 6.56% (1 Month LIBOR USD + 6.65%, 6.65% Cap), 03/25/2039, Series 2009-17, Class QS(1)(4) |
27,060 | 4,306 | ||||||
| 6.61% (1 Month LIBOR USD + 6.70%, 6.70% Cap), 03/25/2036, Series 2006-8, Class WN(1)(4) |
456,049 | 94,265 | ||||||
| 6.62% (1 Month LIBOR USD + 6.71%, 6.71% Cap), 07/25/2035, Series 2005-56, Class S(1)(4) |
40,755 | 7,955 | ||||||
| 6.76% (1 Month LIBOR USD + 6.85%, 6.85% Cap), 04/25/2038, Series 2008-32, Class SA(1)(4) |
26,698 | 4,075 | ||||||
| 6.81% (1 Month LIBOR USD + 6.90%, 6.90% Cap), 04/25/2038, Series 2008-27, Class SN(1)(4) |
48,593 | 8,421 | ||||||
| 6.88%, 08/25/2023, Series 2002-83, Class CS |
6,995 | 7,270 | ||||||
| 6.90% (1 Month LIBOR USD + 6.99%, 6.99% Cap), 03/25/2038, Series 2008-20, Class SA(1)(4) |
54,736 | 11,077 | ||||||
| 7.00%, 07/25/2022, Series G92-42, Class Z |
10 | 10 | ||||||
| 7.00%, 10/25/2022, Series G92-61, Class Z |
92 | 94 | ||||||
| 7.00%, 02/25/2023, Series 1997-61, Class ZC |
4,525 | 4,655 | ||||||
| 7.00%, 03/25/2023, Series 1993-37, Class PX |
3,621 | 3,722 | ||||||
| 7.00%, 04/25/2023, Series 1993-54, Class Z |
1,154 | 1,190 | ||||||
| 7.00%, 05/25/2023, Series 1993-56, Class PZ |
15,140 | 15,751 | ||||||
| 7.00%, 07/25/2023, Series 2002-1, Class G |
4,760 | 4,940 | ||||||
| 7.00%, 07/25/2023, Series 1993-99, Class Z |
7,815 | 8,138 | ||||||
| 7.00%, 08/25/2023, Series 1993-141, Class Z |
11,784 | 12,271 | ||||||
| 7.00%, 04/25/2024, Series 1994-63, Class PK |
14,751 | 15,643 | ||||||
| 7.00%, 04/25/2024, Series 1994-62, Class PK |
35,219 | 37,070 | ||||||
| 7.00%, 11/25/2026, Series 1996-48, Class Z |
8,900 | 9,552 | ||||||
| 7.00%, 12/18/2027, Series 1997-81, Class PI |
3,795 | 272 | ||||||
| 7.00%, 03/25/2031, Series 2001-7, Class PF |
3,291 | 3,884 | ||||||
| 7.00%, 07/25/2031, Series 2001-30, Class PM |
10,141 | 11,674 | ||||||
| 7.00%, 08/25/2031, Series 2001-36, Class DE |
19,964 | 23,350 | ||||||
| 7.00%, 09/25/2031, Series 2001-44, Class PU |
3,774 | 4,471 | ||||||
| 7.00%, 09/25/2031, Series 2001-44, Class PD |
5,246 | 6,140 | ||||||
| 7.00%, 09/25/2031, Series 2001-44, Class MY |
26,980 | 31,959 | ||||||
| 7.00%, 11/25/2031, Series 2001-61, Class Z |
38,954 | 46,283 | ||||||
| 7.00%, 05/25/2033, Series 2007-97, Class KI |
101,120 | 10,172 | ||||||
| 7.00%, 07/25/2039, Series 2009-47, Class MT |
1,449 | 1,712 | ||||||
| 7.00%, 11/25/2041, Series 2011-118, Class LB |
617,479 | 747,797 | ||||||
| 7.00%, 11/25/2041, Series 2011-118, Class NT |
629,733 | 754,487 | ||||||
| 7.00%, 11/25/2041, Series 2011-118, Class MT |
745,367 | 898,474 | ||||||
| 7.01% (1 Month LIBOR USD + 7.10%, 7.10% Cap), 06/25/2033, Series 2004-4, Class QI(1)(4) |
12,857 | 367 | ||||||
| 7.06% (1 Month LIBOR USD + 7.15%, 7.15% Cap), 07/25/2037, Series 2007-60, Class AX(1)(4) |
436,268 | 108,602 | ||||||
| 7.11% (1 Month LIBOR USD + 7.20%, 7.20% Cap), 07/25/2038, Series 2008-53, Class CI(1)(4) |
33,096 | 6,103 | ||||||
| 7.35% (1 Month LIBOR USD + 7.47%, 7.47% Cap), 08/25/2033, Series 2003-71, Class DS(1)(4) |
66,333 | 72,923 | ||||||
| 7.50%, 06/25/2022, Series 1992-101, Class J |
11 | 12 | ||||||
| 7.50%, 07/25/2022, Series G92-35, Class E |
353 | 360 | ||||||
| 7.50%, 09/25/2022, Series G92-54, Class ZQ |
76 | 76 | ||||||
| 7.50%, 10/25/2022, Series 1992-188, Class PZ |
1,000 | 1,025 | ||||||
| 7.50%, 03/25/2023, Series 1993-25, Class J |
1,235 | 1,280 | ||||||
| 7.50%, 04/18/2027, Series 1997-27, Class J |
2,838 | 3,243 | ||||||
| 7.50%, 04/20/2027, Series 1997-29, Class J |
4,178 | 4,734 | ||||||
| 7.50%, 05/20/2027, Series 1997-39, Class PD |
13,563 | 15,246 | ||||||
| 7.50%, 12/18/2029, Series 1999-62, Class PB |
4,368 | 4,975 | ||||||
| 7.50%, 02/25/2030, Series 2000-2, Class ZE |
24,494 | 28,381 | ||||||
| 7.51% (1 Month LIBOR USD + 7.60%, 7.60% Cap), 07/25/2028, Series 2008-55, Class S(1)(4) |
131,660 | 16,299 | ||||||
| 7.51% (1 Month LIBOR USD + 7.60%, 7.60% Cap), 11/25/2033, Series 2003-116, Class SB(1)(4) |
72,847 | 13,760 | ||||||
| 7.70%, 03/25/2023, Series 1993-21, Class KA |
521 | 539 | ||||||
| 7.75%, 09/25/2022, Series 1992-163, Class M |
302 | 309 | ||||||
| 7.90%, 01/25/2023, Series G93-1, Class KA |
567 | 582 | ||||||
| 7.96% (1 Month LIBOR USD + 8.05%, 8.05% Cap), 08/25/2023, Series 1999-38, Class SK(1)(4) |
173 | 8 | ||||||
| 8.00%, 07/25/2022, Series G92-44, Class ZQ |
2 | 2 | ||||||
| 8.00%, 07/25/2022, Series 1992-117, Class MA |
1,246 | 1,272 | ||||||
| 8.00%, 09/25/2022, Series 1992-150, Class M |
1,352 | 1,381 | ||||||
| 8.06% (1 Month LIBOR USD + 8.15%, 8.15% Cap), 12/25/2028, Series 1998-66, Class SB(1)(4) |
541 | 17 | ||||||
| 8.50%, 01/25/2025, Series 1995-2, Class Z |
826 | 902 | ||||||
| 8.50%, 01/25/2031, Series 2000-52, Class IO |
1,417 | 236 | ||||||
| 8.50% (1 Month LIBOR USD + 51.00%, 8.50% Cap), 11/25/2032, Series 2004-61, Class SK(1)(4) |
11,902 | 13,790 | ||||||
| 8.80%, 01/25/2025, Series G95-1, Class C |
1,950 | 2,161 | ||||||
| 9.01% (1 Month LIBOR USD + 9.10%, 9.10% Cap), 07/25/2030, Series 2000-20, Class SA(1)(4) |
6,352 | 633 | ||||||
| 9.44% (10 year CMT Index + 10.75%, 10.00% Cap), 08/25/2023, Series 1996-14, Class SE(1)(4) |
6,352 | 370 | ||||||
| 10.00% (1 Month LIBOR USD + 54.00%, 10.00% Cap), 03/25/2032, Series 2002-13, Class ST(1)(4) |
412 | 494 | ||||||
| 10.02% (1 Month LIBOR USD + 10.17%, 10.17% Cap), 08/25/2033, Series 2003-74, Class SH(1)(4) |
9,125 | 10,408 | ||||||
| 10.50% (11th District Cost of Funds Index + 63.39%, 10.50% Cap), 10/25/2023, Series 1993-179, Class SC(1)(4) |
237 | 254 | ||||||
| 11.39% (1 Month LIBOR USD + 11.52%, 11.52% Cap), 01/25/2034, Series 2003-130, Class SX(1)(4) |
1,724 | 1,956 | ||||||
| 12.36% (1 Month LIBOR USD + 12.50%, 12.50% Cap), 09/25/2033, Series 2003-91, Class SD(1)(4) |
10,535 | 12,518 | ||||||
| 12.49% (1 Month LIBOR USD + 12.66%, 12.66% Cap), 03/25/2040, Series 2010-49, Class SC(1)(4) |
153,006 | 194,727 | ||||||
| 12.50% (1 Month LIBOR USD + 77.31%, 12.50% Cap), 09/25/2023, Series 1993-165, Class SK(1)(4) |
475 | 503 |
| 12.69% (11th District Cost of Funds Index + 12.95%, 4.00% Floor, 12.95% Cap), 12/25/2023, Series 1993-247, Class SU(1)(4) |
417 | 445 | ||||||
| 13.54% (1 Month LIBOR USD + 13.75%, 13.75% Cap), 07/25/2033, Series 2003-64, Class SX(1)(4) |
15,393 | 19,099 | ||||||
| 13.83% (1 Month LIBOR USD + 14.00%, 14.00% Cap), 03/25/2038, Series 2008-18, Class SP(1)(4) |
16,788 | 19,816 | ||||||
| 14.03% (1 Month LIBOR USD + 14.20%, 14.20% Cap), 06/25/2033, Series 2004-4, Class QM(1)(4) |
9,564 | 9,988 | ||||||
| 14.07% (1 Month LIBOR USD + 14.24%, 14.24% Cap), 07/25/2034, Series 2004-51, Class SY(1)(4) |
9,358 | 11,101 | ||||||
| 14.30% (11th District Cost of Funds Index + 14.86%, 14.86% Cap), 09/25/2023, Series 1993-165, Class SD(1)(4) |
382 | 399 | ||||||
| 14.33% (1 Month LIBOR USD + 14.48%, 14.48% Cap), 12/25/2032, Series 2002-77, Class S(1)(4) |
5,443 | 6,769 | ||||||
| 15.33% (1 Month LIBOR USD + 15.50%, 15.50% Cap), 11/25/2031, Series 2004-74, Class SW(1)(4) |
10,362 | 13,239 | ||||||
| 15.50% (1 Month LIBOR USD + 58.37%, 15.50% Cap), 02/25/2023, Series 1993-27, Class SA(1)(4) |
178 | 197 | ||||||
| 15.94% (1 Month LIBOR USD + 16.15%, 16.15% Cap), 09/25/2037, Series 2007-85, Class SL(1)(4) |
8,276 | 10,867 | ||||||
| 16.03% (1 Month LIBOR USD + 16.20%, 16.20% Cap), 01/25/2034, Series 2003-131, Class SK(1)(4) |
4,163 | 4,508 | ||||||
| 16.26% (1 Month LIBOR USD + 16.50%, 16.50% Cap), 05/25/2034, Series 2004-46, Class SK(1)(4) |
7,685 | 9,986 | ||||||
| 16.29% (1 Month LIBOR USD + 16.50%, 16.50% Cap), 07/25/2037, Series 2007-62, Class SE(1)(4) |
19,402 | 25,156 | ||||||
| 16.49% (1 Month LIBOR USD + 16.70%, 16.70% Cap), 08/25/2035, Series 2005-73, Class PS(1)(4) |
23,255 | 30,296 | ||||||
| 16.66% (1 Month LIBOR USD + 16.88%, 16.88% Cap), 08/25/2035, Series 2005-72, Class SB(1)(4) |
18,502 | 24,450 | ||||||
| 16.66% (1 Month LIBOR USD + 16.88%, 16.88% Cap), 10/25/2035, Series 2005-90, Class ES(1)(4) |
22,625 | 30,824 | ||||||
| 16.79% (1 Month LIBOR USD + 17.00%, 17.00% Cap), 05/25/2035, Series 2005-42, Class PS(1)(4) |
3,009 | 3,725 | ||||||
| 17.16% (1 Month LIBOR USD + 17.38%, 17.38% Cap), 07/25/2035, Series 2005-66, Class SG(1)(4) |
20,874 | 29,496 | ||||||
| 17.27% (1 Month LIBOR USD + 17.47%, 17.47% Cap), 12/25/2031, Series 2001-72, Class SX(1)(4) |
1,005 | 1,322 | ||||||
| 17.38% (1 Month LIBOR USD + 17.67%, 17.67% Cap), 04/25/2040, Series 2010-35, Class SJ(1)(4) |
88,002 | 115,616 | ||||||
| 17.89% (1 Month LIBOR USD + 18.15%, 18.15% Cap), 08/25/2033, Series 2005-56, Class TP(1)(4) |
13,650 | 16,418 | ||||||
| 19.29% (1 Month LIBOR USD + 19.53%, 19.53% Cap), 04/25/2034, Series 2004-25, Class SA(1)(4) |
28,423 | 39,917 | ||||||
| 19.29% (1 Month LIBOR USD + 19.53%, 19.53% Cap), 05/25/2034, Series 2004-36, Class SA(1)(4) |
63,794 | 92,338 | ||||||
| 19.73% (7 year CMT Index + 22.30%, 21.83% Cap), 04/25/2023, Series 1998-43, Class SA(1)(4) |
909 | 85 | ||||||
| 19.78% (1 Month LIBOR USD + 20.02%, 20.02% Cap), 05/25/2035, Series 2005-74, Class CS(1)(4) |
52,343 | 63,775 | ||||||
| 19.89% (1 Month LIBOR USD + 20.13%, 20.13% Cap), 05/25/2035, Series 2005-74, Class SK(1)(4) |
35,984 | 44,028 | ||||||
| 19.92% (11th District Cost of Funds Index + 20.53%, 20.53% Cap), 04/25/2023, Series 1993-62, Class SA(1)(4) |
554 | 590 | ||||||
| 20.44% (1 Month LIBOR USD + 20.70%, 20.70% Cap), 04/25/2038, Series 2008-28, Class QS(1)(4) |
19,788 | 27,344 | ||||||
| 22.38% (1 Month LIBOR USD + 22.67%, 22.67% Cap), 04/25/2037, Series 2007-29, Class SG(1)(4) |
28,177 | 40,843 | ||||||
| 22.69% (1 Month LIBOR USD + 22.95%, 22.95% Cap), 10/25/2031, Series 2003-52, Class SX(1)(4) |
8,499 | 12,059 | ||||||
| 23.14% (1 Month LIBOR USD + 23.38%, 23.38% Cap), 10/25/2023, Series 1999-52, Class NS(1)(4) |
660 | 784 | ||||||
| 23.66% (1 Month LIBOR USD + 24.00%, 24.00% Cap), 05/25/2034, Series 2004-46, Class QB(1)(4) |
12,457 | 19,074 | ||||||
| 23.70% (1 Month LIBOR USD + 24.02%, 24.02% Cap), 08/25/2037, Series 2007-79, Class SB(1)(4) |
39,214 | 63,043 | ||||||
| 23.86% (1 Month LIBOR USD + 24.20%, 24.20% Cap), 09/25/2035, Series 2005-75, Class SV(1)(4) |
5,133 | 7,284 | ||||||
| 23.88% (1 Month LIBOR USD + 24.20%, 24.20% Cap), 06/25/2036, Series 2006-46, Class SW(1)(4) |
3,790 | 6,017 | ||||||
| 24.20% (1 Month LIBOR USD + 24.50%, 24.50% Cap), 12/25/2023, Series 2002-1, Class UD(1)(4) |
897 | 1,080 | ||||||
| 24.20% (1 Month LIBOR USD + 24.50%, 24.50% Cap), 09/25/2031, Series 2001-60, Class QS(1)(4) |
14,608 | 19,340 | ||||||
| 24.25% (1 Month LIBOR USD + 24.57%, 24.57% Cap), 11/25/2035, Series 2005-106, Class US(1)(4) |
107,893 | 152,361 | ||||||
| 24.25% (1 Month LIBOR USD + 24.57%, 24.57% Cap), 03/25/2036, Series 2006-11, Class PS(1)(4) |
11,418 | 18,322 | ||||||
| 24.43% (1 Month LIBOR USD + 24.75%, 24.75% Cap), 05/25/2035, Series 2005-74, Class CP(1)(4) |
12,016 | 14,914 | ||||||
| 24.91% (1 Month LIBOR USD + 25.19%, 25.19% Cap), 02/25/2032, Series 2002-1, Class SA(1)(4) |
2,640 | 3,807 | ||||||
| 25.07% (1 Month LIBOR USD + 25.50%, 25.50% Cap), 06/25/2035, Series 2005-59, Class SU(1)(4) |
19,888 | 31,195 | ||||||
| 25.86% (1 Month LIBOR USD + 26.20%, 26.20% Cap), 10/25/2036, Series 2006-95, Class SG(1)(4) |
14,873 | 23,544 | ||||||
| 26.22% (1 Month LIBOR USD + 26.56%, 26.56% Cap), 12/25/2036, Series 2006-115, Class ES(1)(4) |
2,811 | 4,238 | ||||||
| 28.46% (1 Month LIBOR USD + 28.80%, 28.80% Cap), 07/25/2036, Series 2006-60, Class AK(1)(4) |
12,922 | 18,668 | ||||||
| 28.60% (11th District Cost of Funds Index + 29.75%, 29.75% Cap), 10/25/2023, Series 1993-179, Class SB(1)(4) |
355 | 390 | ||||||
| 29.76% (1 Month LIBOR USD + 30.15%, 30.15% Cap), 05/25/2036, Series 2006-33, Class LS(1)(4) |
12,292 | 19,093 | ||||||
| 29.85% (11th District Cost of Funds Index + 31.01%, 31.01% Cap), 12/25/2023, Series 1993-247, Class SA(1)(4) |
1,103 | 1,221 | ||||||
| 32.82% (1 Month LIBOR USD + 33.25%, 33.25% Cap), 10/25/2026, Series 2006-94, Class GK(1)(4) |
8,004 | 10,880 | ||||||
| 38.48% (1 Month LIBOR USD + 39.00%, 39.00% Cap), 02/25/2037, Series 2007-1, Class SD(1)(4) |
8,374 | 23,987 | ||||||
| 39.38% (1 Month LIBOR USD + 39.90%, 39.90% Cap), 07/25/2036, Series 2006-62, Class PS(1)(4) |
9,084 | 17,724 | ||||||
| 1184.78%, 07/25/2022, Series G92-35, Class G |
2 | 7 | ||||||
| Fannie Mae Trust 2003-W2 |
||||||||
| 5.90%, 07/25/2042, Series 2003-W2, Class 2A9 |
42,270 | 48,487 | ||||||
| 6.50%, 07/25/2042, Series 2003-W2, Class 1A1 |
72,850 | 84,518 | ||||||
| Fannie Mae Trust 2003-W6 |
||||||||
| 5.20%, 09/25/2042, Series 2003-W6, Class 2A4 |
263,034 | 290,372 | ||||||
| 6.50%, 09/25/2042, Series 2003-W6, Class 3A |
95,206 | 110,191 | ||||||
| Fannie Mae Trust 2003-W8 |
||||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 8.00% Cap), 05/25/2042, Series 2003-W8, Class 3F1(1) |
22,461 | 22,437 | ||||||
| 7.00%, 10/25/2042, Series 2003-W8, Class 2A |
102,300 | 118,048 | ||||||
| Fannie Mae Trust 2004-W1 |
||||||||
| 7.00%, 12/25/2033, Series 2004-W1, Class 2A2 |
164,138 | 192,152 | ||||||
| Fannie Mae Trust 2004-W15 |
||||||||
| 0.34% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 08/25/2044, Series 2004-W15, Class 2AF(1) |
92,508 | 92,026 | ||||||
| Fannie Mae Trust 2004-W2 |
||||||||
| 7.00%, 02/25/2044, Series 2004-W2, Class 2A2 |
31,216 | 36,498 | ||||||
| Fannie Mae Trust 2004-W8 |
||||||||
| 7.50%, 06/25/2044, Series 2004-W8, Class 3A |
29,840 | 35,398 | ||||||
| Fannie Mae Trust 2005-W3 |
||||||||
| 0.31% (1 Month LIBOR USD + 0.22%, 0.22% Floor, 9.50% Cap), 03/25/2045, Series 2005-W3, Class 2AF(1) |
772,772 | 770,040 | ||||||
| Fannie Mae Trust 2005-W4 |
||||||||
| 6.00%, 08/25/2045, Series 2005-W4, Class 1A1 |
42,930 | 48,999 | ||||||
| Fannie Mae Trust 2006-W2 |
||||||||
| 0.31% (1 Month LIBOR USD + 0.22%, 0.22% Floor, 9.50% Cap), 02/25/2046, Series 2006-W2, Class 1AF1(1) |
339,902 | 339,887 | ||||||
| 2.63%, 11/25/2045, Series 2006-W2, Class 2A(5) |
105,490 | 111,255 | ||||||
| Fannie Mae Whole Loan |
||||||||
| 0.35% (1 Month LIBOR USD + 0.26%, 0.26% Floor, 9.50% Cap), 11/25/2046, Series 2007-W1, Class 1AF1(1) |
813,641 | 807,684 | ||||||
| Fannie Mae-Aces |
||||||||
| 0.67%, 10/25/2030, Series 2020-M50, Class A1 |
2,878,112 | 2,829,789 | ||||||
| 0.75%, 09/25/2028, Series 2020-M39, Class 1A1 |
24,240,518 | 23,715,491 | ||||||
| 1.00%, 11/25/2033, Series 2021-M3, Class 1A1 |
5,726,211 | 5,652,601 | ||||||
| 1.02% (1 Month LIBOR USD + 0.93%, 0.93% Floor), 11/25/2022, Series 2015-M17, Class FA(1) |
378,546 | 378,817 | ||||||
| 1.20%, 10/25/2030, Series 2020-M50, Class A2 |
1,055,000 | 1,038,252 | ||||||
| 1.59%, 11/25/2028, Series 2020-M38, Class 2A1 |
2,970,000 | 2,967,502 | ||||||
| 1.99%, 12/25/2029, Series 2019-M30, Class 2A1 |
25,044,017 | 25,628,106 | ||||||
| 2.02%, 10/25/2030, Series 2020-M50, Class X1(5) |
17,678,132 | 1,946,716 | ||||||
| 2.10%, 08/25/2029, Series 2019-M22, Class A1 |
20,246,332 | 21,089,128 | ||||||
| 2.11%, 11/25/2028, Series 2020-M38, Class X2(5) |
12,600,000 | 1,505,158 | ||||||
| 2.12%, 11/25/2033, Series 2021-M3, Class X1(5) |
29,601,628 | 3,954,375 | ||||||
| 2.12%, 07/25/2030, Series 2020-M39, Class X1(5) |
111,387,852 | 14,474,851 | ||||||
| 2.28%, 12/27/2022, Series 2013-M7, Class A2 |
614,563 | 626,073 | ||||||
| 2.39%, 01/25/2023, Series 2013-M9, Class A2(5) |
499,783 | 509,307 | ||||||
| 2.53%, 09/25/2024, Series 2015-M1, Class A2 |
1,253,206 | 1,309,358 | ||||||
| 2.55%, 12/25/2026, Series 2017-M3, Class A2(5) |
1,493,860 | 1,580,619 |
| 2.59%, 12/25/2024, Series 2015-M7, Class A2 |
1,285,308 | 1,347,088 | ||||||
| 2.64%, 12/25/2026, Series 2017-M4, Class A2(5) |
8,458,160 | 9,004,194 | ||||||
| 2.90%, 01/25/2025, Series 2015-M8, Class A2(5) |
2,000,000 | 2,115,521 | ||||||
| 2.96%, 02/25/2027, Series 2017-M7, Class A2(5) |
3,535,000 | 3,802,907 | ||||||
| 2.98%, 08/25/2029, Series 2017-M11, Class A2 |
2,200,000 | 2,404,467 | ||||||
| 3.02%, 08/25/2024, Series 2014-M13, Class A2(5) |
879,873 | 930,349 | ||||||
| 3.06%, 05/25/2027, Series 2017-M8, Class A2(5) |
5,130,000 | 5,570,761 | ||||||
| 3.09%, 04/25/2027, Series 2015-M10, Class A2(5) |
13,135,228 | 14,293,977 | ||||||
| 3.10%, 07/25/2024, Series 2014-M9, Class A2(5) |
925,067 | 977,402 | ||||||
| 3.16%, 03/25/2028, Series 2018-M4, Class A2(5) |
3,638,274 | 3,977,403 | ||||||
| 3.17%, 06/25/2027, Series 2017-M12, Class A2(5) |
5,063,405 | 5,515,333 | ||||||
| 3.19%, 02/25/2030, Series 2018-M3, Class A2(5) |
2,791,000 | 3,085,913 | ||||||
| 3.22%, 04/25/2029, Series 2017-M5, Class A2(5) |
4,279,678 | 4,730,195 | ||||||
| 3.44%, 06/25/2028, Series 2018-M8, Class A2(5) |
5,160,000 | 5,733,929 | ||||||
| 3.48%, 07/25/2028, Series 2018-M10, Class A1(5) |
4,378,455 | 4,733,117 | ||||||
| 3.48%, 07/25/2028, Series 2018-M10, Class A2(5) |
6,977,000 | 7,764,034 | ||||||
| 3.50%, 01/25/2024, Series 2014-M3, Class A2(5) |
8,251,249 | 8,714,150 | ||||||
| 3.51%, 12/25/2023, Series 2014-M2, Class A2(5) |
1,385,883 | 1,463,220 | ||||||
| 3.67%, 09/25/2028, Series 2019-M1, Class A2(5) |
7,310,000 | 8,281,496 | ||||||
| 3.77%, 08/25/2030, Series 2018-M12, Class A2(5) |
5,611,341 | 6,456,237 | ||||||
| FHLMC-Ginnie Mae |
||||||||
| 6.25%, 11/25/2023, Series 24, Class ZE |
1,614 | 1,686 | ||||||
| 7.00%, 03/25/2023, Series 8, Class ZA |
1,063 | 1,087 | ||||||
| 7.50%, 04/25/2024, Series 29, Class L |
11,569 | 12,177 | ||||||
| First Horizon Alternative Mortgage Securities Trust 2005-FA8 |
||||||||
| 5.50%, 11/25/2035, Series 2005-FA8, Class 1A19 |
64,673 | 45,692 | ||||||
| First Horizon Alternative Mortgage Securities Trust 2006-FA6 |
||||||||
| 5.75%, 11/25/2021, Series 2006-FA6, Class 3A1 |
684 | 524 | ||||||
| First Horizon Alternative Mortgage Securities Trust 2006-FA8 |
||||||||
| 5.75%, 02/25/2037, Series 2006-FA8, Class 2A1 |
4,570 | 356 | ||||||
| First Horizon Alternative Mortgage Securities Trust 2007-FA4 |
||||||||
| 5.56% (1 Month LIBOR USD + 5.65%, 5.65% Cap), 08/25/2037, Series 2007-FA4, Class 1A2(1)(4) |
635,252 | 138,513 | ||||||
| FMC GMSR Issuer Trust |
||||||||
| 3.62%, 07/25/2026, Series 2021-GT1, Class A(2)(5) |
10,900,000 | 10,871,517 | ||||||
| 3.69%, 02/25/2024, Series 2021-SAT1(2)(13) |
16,000,000 | 16,058,880 | ||||||
| 4.45%, 01/25/2026, Series 2020-GT1, Class A(2)(5) |
9,700,000 | 9,634,417 | ||||||
| Freddie Mac Gold Pool |
||||||||
| 2.00%, 01/01/2032 |
3,438,284 | 3,554,712 | ||||||
| 2.50%, 04/01/2028 |
1,086,660 | 1,137,668 | ||||||
| 2.50%, 06/01/2028 |
444,424 | 467,484 | ||||||
| 2.50%, 03/01/2030 |
904,205 | 950,418 | ||||||
| 2.50%, 07/01/2030 |
2,161,682 | 2,273,278 | ||||||
| 2.50%, 07/01/2031 |
1,912,341 | 2,011,792 | ||||||
| 2.50%, 08/01/2031 |
1,141,257 | 1,197,726 | ||||||
| 2.50%, 11/01/2046 |
1,601,636 | 1,658,302 | ||||||
| 3.00%, 07/01/2028 |
849,849 | 900,643 | ||||||
| 3.00%, 08/01/2028 |
512,638 | 545,183 | ||||||
| 3.00%, 09/01/2028 |
1,741,664 | 1,847,712 | ||||||
| 3.00%, 10/01/2028 |
688,031 | 731,986 | ||||||
| 3.00%, 05/01/2029 |
681,125 | 722,616 | ||||||
| 3.00%, 04/01/2031 |
3,592,040 | 3,806,308 | ||||||
| 3.00%, 09/01/2031 |
784,145 | 832,853 | ||||||
| 3.00%, 02/01/2032 |
3,783,713 | 4,020,956 | ||||||
| 3.00%, 02/01/2032 |
5,793,855 | 6,170,629 | ||||||
| 3.00%, 07/01/2035 |
4,728,561 | 5,041,223 | ||||||
| 3.00%, 09/01/2036 |
1,844,959 | 1,956,439 | ||||||
| 3.00%, 08/01/2042 |
939,590 | 1,003,526 | ||||||
| 3.00%, 10/01/2042 |
2,448,695 | 2,615,210 | ||||||
| 3.00%, 11/01/2042 |
372,285 | 397,619 | ||||||
| 3.00%, 11/01/2042 |
4,106,046 | 4,413,815 | ||||||
| 3.00%, 11/01/2042 |
4,900,897 | 5,234,150 | ||||||
| 3.00%, 02/01/2043 |
210,807 | 225,100 | ||||||
| 3.00%, 03/01/2043 |
1,420,721 | 1,517,048 | ||||||
| 3.00%, 03/01/2043 |
2,870,319 | 3,064,933 | ||||||
| 3.00%, 04/01/2043 |
51,428 | 54,912 | ||||||
| 3.00%, 04/01/2043 |
7,996,291 | 8,570,620 | ||||||
| 3.00%, 06/01/2043 |
19,599 | 20,818 | ||||||
| 3.00%, 07/01/2043 |
15,691 | 16,751 | ||||||
| 3.00%, 07/01/2043 |
176,440 | 187,673 | ||||||
| 3.00%, 08/01/2043 |
325,773 | 347,596 | ||||||
| 3.00%, 08/01/2043 |
3,819,173 | 4,076,968 | ||||||
| 3.00%, 05/01/2045 |
473,537 | 501,295 | ||||||
| 3.00%, 05/01/2045 |
1,678,971 | 1,804,348 | ||||||
| 3.00%, 06/01/2045 |
345,160 | 365,498 | ||||||
| 3.00%, 10/01/2045 |
2,691,491 | 2,872,502 | ||||||
| 3.00%, 10/01/2046 |
4,403,336 | 4,668,072 | ||||||
| 3.00%, 10/01/2046 |
13,485,367 | 14,492,187 | ||||||
| 3.00%, 01/01/2047 |
1,143,453 | 1,214,329 | ||||||
| 3.00%, 02/01/2047 |
6,338,671 | 6,754,023 | ||||||
| 3.00%, 03/01/2047 |
809,382 | 856,241 | ||||||
| 3.00%, 05/01/2047 |
9,758,574 | 10,458,064 | ||||||
| 3.50%, 01/01/2032 |
300,919 | 319,959 | ||||||
| 3.50%, 03/01/2032 |
119,309 | 127,881 | ||||||
| 3.50%, 02/01/2033 |
137,597 | 148,465 | ||||||
| 3.50%, 05/01/2033 |
163,601 | 176,523 | ||||||
| 3.50%, 05/01/2033 |
491,262 | 530,116 | ||||||
| 3.50%, 01/01/2034 |
4,241,374 | 4,544,276 | ||||||
| 3.50%, 04/01/2037 |
4,828,976 | 5,199,927 | ||||||
| 3.50%, 11/01/2037 |
1,321,150 | 1,423,189 | ||||||
| 3.50%, 05/01/2042 |
486,718 | 530,119 | ||||||
| 3.50%, 06/01/2042 |
200,136 | 216,793 | ||||||
| 3.50%, 06/01/2042 |
1,489,851 | 1,610,775 | ||||||
| 3.50%, 08/01/2042 |
400,590 | 433,778 | ||||||
| 3.50%, 09/01/2042 |
1,885,963 | 2,054,045 | ||||||
| 3.50%, 09/01/2042 |
2,754,371 | 2,992,097 | ||||||
| 3.50%, 10/01/2042 |
1,435,269 | 1,559,152 | ||||||
| 3.50%, 10/01/2042 |
7,024,281 | 7,652,372 | ||||||
| 3.50%, 11/01/2042 |
85,905 | 92,368 |
| 3.50%, 11/01/2042 |
607,021 | 659,417 | ||||||
| 3.50%, 11/01/2042 |
1,561,755 | 1,696,553 | ||||||
| 3.50%, 12/01/2042 |
1,732,601 | 1,881,966 | ||||||
| 3.50%, 01/01/2043 |
4,350,960 | 4,739,587 | ||||||
| 3.50%, 03/01/2043 |
413,078 | 449,881 | ||||||
| 3.50%, 05/01/2043 |
177,319 | 191,715 | ||||||
| 3.50%, 06/01/2043 |
459,256 | 493,985 | ||||||
| 3.50%, 06/01/2043 |
827,160 | 898,504 | ||||||
| 3.50%, 07/01/2043 |
295,484 | 320,064 | ||||||
| 3.50%, 10/01/2043 |
147,848 | 160,648 | ||||||
| 3.50%, 05/01/2044 |
9,739,569 | 10,633,981 | ||||||
| 3.50%, 01/01/2045 |
7,855,147 | 8,553,257 | ||||||
| 3.50%, 06/01/2045 |
742,113 | 799,396 | ||||||
| 3.50%, 12/01/2045 |
2,137,885 | 2,297,666 | ||||||
| 3.50%, 01/01/2046 |
4,779,977 | 5,182,980 | ||||||
| 3.50%, 05/01/2046 |
1,268,872 | 1,363,402 | ||||||
| 3.50%, 07/01/2046 |
2,153,566 | 2,301,101 | ||||||
| 3.50%, 08/01/2046 |
4,445,727 | 4,853,709 | ||||||
| 3.50%, 08/01/2046 |
4,838,645 | 5,252,137 | ||||||
| 3.50%, 12/01/2046 |
4,327,191 | 4,667,220 | ||||||
| 3.50%, 01/01/2047 |
1,680,941 | 1,796,968 | ||||||
| 3.50%, 10/01/2047 |
3,938,182 | 4,195,250 | ||||||
| 4.00%, 09/01/2040 |
318,955 | 351,215 | ||||||
| 4.00%, 11/01/2040 |
20,029 | 22,156 | ||||||
| 4.00%, 11/01/2040 |
869,523 | 958,932 | ||||||
| 4.00%, 12/01/2040 |
246,155 | 272,319 | ||||||
| 4.00%, 12/01/2040 |
512,941 | 567,469 | ||||||
| 4.00%, 12/01/2040 |
614,844 | 680,190 | ||||||
| 4.00%, 12/01/2040 |
643,956 | 710,105 | ||||||
| 4.00%, 12/01/2040 |
709,827 | 785,178 | ||||||
| 4.00%, 01/01/2041 |
487,436 | 536,828 | ||||||
| 4.00%, 10/01/2041 |
2,149,178 | 2,370,031 | ||||||
| 4.00%, 11/01/2041 |
5,758 | 6,339 | ||||||
| 4.00%, 01/01/2042 |
102,114 | 112,420 | ||||||
| 4.00%, 05/01/2042 |
8,433 | 9,299 | ||||||
| 4.00%, 06/01/2042 |
1,025,619 | 1,120,222 | ||||||
| 4.00%, 10/01/2042 |
40,820 | 43,130 | ||||||
| 4.00%, 01/01/2043 |
146,925 | 161,774 | ||||||
| 4.00%, 09/01/2043 |
53,656 | 58,020 | ||||||
| 4.00%, 09/01/2043 |
3,827,224 | 4,232,659 | ||||||
| 4.00%, 11/01/2043 |
39,242 | 43,212 | ||||||
| 4.00%, 11/01/2043 |
77,409 | 85,241 | ||||||
| 4.00%, 12/01/2043 |
112,804 | 124,713 | ||||||
| 4.00%, 12/01/2043 |
164,979 | 176,775 | ||||||
| 4.00%, 12/01/2043 |
720,800 | 791,248 | ||||||
| 4.00%, 01/01/2044 |
89,149 | 98,580 | ||||||
| 4.00%, 01/01/2044 |
234,205 | 257,901 | ||||||
| 4.00%, 03/01/2044 |
1,236,412 | 1,361,305 | ||||||
| 4.00%, 10/01/2044 |
3,800,793 | 4,190,116 | ||||||
| 4.00%, 01/01/2045 |
201,318 | 221,499 | ||||||
| 4.00%, 10/01/2045 |
264,571 | 288,987 | ||||||
| 4.00%, 10/01/2045 |
3,815,799 | 4,165,535 | ||||||
| 4.00%, 11/01/2045 |
5,438,126 | 5,931,345 | ||||||
| 4.00%, 01/01/2046 |
2,518,737 | 2,773,381 | ||||||
| 4.00%, 05/01/2046 |
140,863 | 153,192 | ||||||
| 4.00%, 06/01/2046 |
5,572,664 | 6,107,451 | ||||||
| 4.00%, 08/01/2046 |
1,358,107 | 1,479,345 | ||||||
| 4.00%, 01/01/2047 |
7,953,171 | 8,804,129 | ||||||
| 4.00%, 04/01/2047 |
257,458 | 281,237 | ||||||
| 4.00%, 06/01/2047 |
2,116,692 | 2,287,271 | ||||||
| 4.00%, 09/01/2047 |
4,172,357 | 4,567,681 | ||||||
| 4.50%, 11/01/2035 |
7,493 | 8,273 | ||||||
| 4.50%, 07/01/2039 |
113,363 | 126,024 | ||||||
| 4.50%, 10/01/2039 |
823,480 | 920,317 | ||||||
| 4.50%, 11/01/2039 |
907,847 | 1,014,611 | ||||||
| 4.50%, 11/01/2039 |
1,262,306 | 1,410,742 | ||||||
| 4.50%, 05/01/2040 |
433,360 | 481,768 | ||||||
| 4.50%, 08/01/2040 |
184,554 | 205,147 | ||||||
| 4.50%, 09/01/2040 |
161,516 | 180,506 | ||||||
| 4.50%, 09/01/2040 |
592,300 | 661,862 | ||||||
| 4.50%, 03/01/2041 |
124,296 | 138,159 | ||||||
| 4.50%, 05/01/2041 |
1,096,487 | 1,225,328 | ||||||
| 4.50%, 08/01/2041 |
296,904 | 331,878 | ||||||
| 4.50%, 12/01/2043 |
3,677,828 | 4,107,088 | ||||||
| 4.50%, 03/01/2044 |
283,260 | 313,814 | ||||||
| 4.50%, 05/01/2044 |
412,487 | 456,981 | ||||||
| 4.50%, 07/01/2044 |
22,828 | 24,805 | ||||||
| 4.50%, 07/01/2044 |
158,984 | 176,510 | ||||||
| 4.50%, 09/01/2044 |
950,845 | 1,053,647 | ||||||
| 4.50%, 09/01/2046 |
1,924,526 | 2,104,593 | ||||||
| 4.50%, 10/01/2046 |
1,609,784 | 1,761,211 | ||||||
| 4.50%, 11/01/2046 |
6,891,558 | 7,691,772 | ||||||
| 4.50%, 07/01/2047 |
730,811 | 796,588 | ||||||
| 4.50%, 07/01/2047 |
977,136 | 1,069,314 | ||||||
| 4.50%, 11/01/2047 |
551,285 | 600,802 | ||||||
| 5.00%, 01/01/2034 |
17,195 | 19,577 | ||||||
| 5.00%, 06/01/2034 |
49,070 | 55,071 | ||||||
| 5.00%, 09/01/2034 |
60,572 | 69,143 | ||||||
| 5.00%, 03/01/2035 |
17,175 | 19,087 | ||||||
| 5.00%, 08/01/2035 |
740,439 | 843,287 | ||||||
| 5.00%, 03/01/2036 |
1,614,678 | 1,842,110 | ||||||
| 5.00%, 07/01/2036 |
1,564 | 1,784 | ||||||
| 5.00%, 11/01/2036 |
40,855 | 46,346 | ||||||
| 5.00%, 03/01/2037 |
104,883 | 118,456 | ||||||
| 5.00%, 06/01/2037 |
117,355 | 133,341 | ||||||
| 5.00%, 08/01/2037 |
121,163 | 138,527 | ||||||
| 5.00%, 02/01/2038 |
168,169 | 192,416 | ||||||
| 5.00%, 03/01/2038 |
41,516 | 47,473 |
| 5.00%, 03/01/2038 |
139,573 | 159,427 | ||||||
| 5.00%, 03/01/2038 |
155,431 | 177,644 | ||||||
| 5.00%, 03/01/2038 |
177,946 | 203,599 | ||||||
| 5.00%, 04/01/2038 |
93,212 | 106,633 | ||||||
| 5.00%, 09/01/2038 |
18,927 | 21,636 | ||||||
| 5.00%, 09/01/2038 |
109,010 | 124,627 | ||||||
| 5.00%, 11/01/2038 |
830 | 949 | ||||||
| 5.00%, 11/01/2038 |
37,986 | 43,462 | ||||||
| 5.00%, 12/01/2038 |
457 | 523 | ||||||
| 5.00%, 12/01/2038 |
131,049 | 149,834 | ||||||
| 5.00%, 02/01/2039 |
263,532 | 301,124 | ||||||
| 5.00%, 05/01/2039 |
5,431 | 6,234 | ||||||
| 5.00%, 10/01/2039 |
298,842 | 341,469 | ||||||
| 5.00%, 01/01/2040 |
72,263 | 82,610 | ||||||
| 5.00%, 03/01/2040 |
120,356 | 137,127 | ||||||
| 5.00%, 03/01/2040 |
1,225,216 | 1,393,789 | ||||||
| 5.00%, 08/01/2040 |
177,433 | 203,026 | ||||||
| 5.00%, 04/01/2041 |
558,059 | 637,703 | ||||||
| 5.00%, 06/01/2041 |
283,611 | 324,095 | ||||||
| 5.00%, 12/01/2047 |
2,406,082 | 2,642,918 | ||||||
| 5.00%, 02/01/2048 |
1,065,367 | 1,185,427 | ||||||
| 5.50%, 02/01/2024 |
772 | 787 | ||||||
| 5.50%, 01/01/2033 |
32,809 | 37,535 | ||||||
| 5.50%, 10/01/2033 |
24,388 | 28,453 | ||||||
| 5.50%, 07/01/2035 |
55,709 | 64,208 | ||||||
| 5.50%, 01/01/2036 |
12,278 | 14,275 | ||||||
| 5.50%, 12/01/2036 |
22,143 | 25,764 | ||||||
| 5.50%, 05/01/2038 |
32,830 | 38,337 | ||||||
| 5.50%, 08/01/2038 |
44,289 | 51,679 | ||||||
| 5.50%, 01/01/2039 |
1,730,036 | 1,994,109 | ||||||
| 5.50%, 03/01/2040 |
15,447 | 18,016 | ||||||
| 5.50%, 05/01/2040 |
1,119,483 | 1,306,753 | ||||||
| 5.50%, 08/01/2040 |
469,666 | 547,604 | ||||||
| 6.00%, 10/01/2029 |
5,915 | 6,657 | ||||||
| 6.00%, 12/01/2033 |
10,336 | 11,632 | ||||||
| 6.00%, 01/01/2034 |
5,574 | 5,843 | ||||||
| 6.00%, 01/01/2034 |
19,976 | 23,340 | ||||||
| 6.00%, 11/01/2036 |
6,728 | 7,270 | ||||||
| 6.00%, 12/01/2036 |
4,513 | 5,313 | ||||||
| 6.00%, 12/01/2036 |
10,790 | 12,754 | ||||||
| 6.50%, 03/01/2022 |
38 | 38 | ||||||
| 6.50%, 01/01/2028 |
16,717 | 17,815 | ||||||
| 6.50%, 06/01/2029 |
7,739 | 8,740 | ||||||
| 6.50%, 08/01/2029 |
67,669 | 77,149 | ||||||
| 6.50%, 11/01/2034 |
5,487 | 6,376 | ||||||
| 6.50%, 01/01/2035 |
64,866 | 72,879 | ||||||
| 6.50%, 12/01/2035 |
10,802 | 11,305 | ||||||
| 6.50%, 12/01/2035 |
40,770 | 46,462 | ||||||
| 6.50%, 11/01/2036 |
12,327 | 14,391 | ||||||
| 6.50%, 11/01/2036 |
93,994 | 107,893 | ||||||
| 6.50%, 11/01/2036 |
132,429 | 152,470 | ||||||
| 6.50%, 12/01/2036 |
72,654 | 86,103 | ||||||
| 6.50%, 12/01/2036 |
169,375 | 200,091 | ||||||
| 6.50%, 01/01/2037 |
5,834 | 6,041 | ||||||
| 6.50%, 01/01/2037 |
11,692 | 12,614 | ||||||
| 6.50%, 02/01/2037 |
7,990 | 8,327 | ||||||
| 6.50%, 06/01/2037 |
5,072 | 5,286 | ||||||
| 6.50%, 11/01/2037 |
31,816 | 37,578 | ||||||
| 6.50%, 03/01/2038 |
39,141 | 46,511 | ||||||
| 7.00%, 04/01/2026 |
536 | 587 | ||||||
| 7.00%, 12/01/2028 |
21,175 | 23,608 | ||||||
| 7.00%, 07/01/2029 |
772 | 852 | ||||||
| 7.00%, 01/01/2031 |
21,450 | 24,011 | ||||||
| 7.00%, 07/01/2032 |
2,708 | 3,027 | ||||||
| 7.00%, 08/01/2032 |
3,493 | 4,013 | ||||||
| 7.00%, 02/01/2037 |
5,620 | 6,591 | ||||||
| 7.50%, 08/01/2025 |
536 | 577 | ||||||
| 7.50%, 01/01/2032 |
49,410 | 55,673 | ||||||
| 7.50%, 12/01/2036 |
163,850 | 183,626 | ||||||
| 7.50%, 01/01/2038 |
26,658 | 32,003 | ||||||
| 7.50%, 01/01/2038 |
45,345 | 53,055 | ||||||
| 7.50%, 09/01/2038 |
18,920 | 21,836 | ||||||
| 8.00%, 08/01/2024 |
227 | 242 | ||||||
| 8.00%, 11/01/2024 |
164 | 175 | ||||||
| 8.50%, 07/01/2028 |
1,359 | 1,523 | ||||||
| 10.00%, 03/17/2026 |
2 | 2 | ||||||
| 10.00%, 10/01/2030 |
4,937 | 5,334 | ||||||
| Freddie Mac Multifamily Structured Pass Through Certificates |
||||||||
| 0.81%, 12/25/2030, Series K124, Class X1(5) |
40,669,639 | 2,394,974 | ||||||
| 0.91%, 10/25/2022, Series K025, Class X1(5) |
20,056,868 | 136,694 | ||||||
| 1.31%, 10/25/2030, Series K120, Class XAM(5) |
31,375,053 | 3,138,773 | ||||||
| 1.47%, 05/25/2022, Series K020, Class X1(5) |
46,022,133 | 245,606 | ||||||
| 1.48%, 01/25/2030, Series K106, Class X1(5) |
134,709,450 | 13,354,947 | ||||||
| 1.49%, 03/25/2026, Series K055, Class X1(5) |
26,825,888 | 1,412,002 | ||||||
| 1.64%, 01/25/2030, Series K107, Class A2 |
1,890,000 | 1,898,651 | ||||||
| 1.68%, 05/25/2030, Series K111, Class X1(5) |
28,141,930 | 3,313,220 | ||||||
| 2.31%, 12/25/2022, Series KJ07, Class A2 |
3,071,950 | 3,128,833 | ||||||
| 2.36%, 08/25/2022, Series KJ08, Class A2 |
1,159,997 | 1,168,005 | ||||||
| 2.52%, 01/25/2023, Series KS01, Class A2 |
1,600,643 | 1,625,310 | ||||||
| 2.57%, 07/25/2026, Series K057, Class A2 |
10,075,000 | 10,729,860 | ||||||
| 2.77%, 05/25/2025, Series KPLB, Class A |
4,250,000 | 4,526,314 | ||||||
| 2.81%, 09/25/2024, Series KJ14, Class A2 |
6,287,000 | 6,616,843 | ||||||
| 2.84%, 09/25/2022, Series KJ09, Class A2 |
564,063 | 572,574 | ||||||
| 2.86%, 08/25/2022, Series KJ13, Class A2 |
1,746,813 | 1,777,426 | ||||||
| 2.91%, 04/25/2024, Series K726, Class A2 |
8,254,436 | 8,650,963 | ||||||
| 3.04%, 07/25/2024, Series K727, Class AM |
10,000,000 | 10,570,006 | ||||||
| 3.07%, 08/25/2022, Series KJ18, Class A2 |
1,021,833 | 1,036,733 | ||||||
| 3.08%, 01/25/2031, Series K152, Class A2 |
4,126,000 | 4,551,416 |
| 3.10%, 02/25/2024, Series K725, Class AM(5) |
11,250,000 | 11,840,231 | ||||||
| 3.11%, 02/25/2023, Series K028, Class A2 |
2,950,000 | 3,041,994 | ||||||
| 3.12%, 06/25/2027, Series K066, Class A2 |
4,263,000 | 4,674,230 | ||||||
| 3.19%, 09/25/2027, Series K069, Class A2(5) |
11,650,000 | 12,841,435 | ||||||
| 3.19%, 07/25/2027, Series K067, Class A2 |
9,215,128 | 10,151,297 | ||||||
| 3.22%, 03/25/2027, Series K064, Class A2 |
14,175,000 | 15,574,905 | ||||||
| 3.24%, 04/25/2027, Series K065, Class A2 |
7,030,000 | 7,743,158 | ||||||
| 3.24%, 08/25/2027, Series K068, Class A2 |
2,846,000 | 3,143,104 | ||||||
| 3.30%, 11/25/2027, Series K070, Class A2(5) |
4,589,000 | 5,091,998 | ||||||
| 3.33%, 05/25/2027, Series K065, Class AM |
1,779,000 | 1,964,994 | ||||||
| 3.33%, 08/25/2025, Series K050, Class A2(5) |
10,000,000 | 10,861,120 | ||||||
| 3.34%, 04/25/2028, Series W5FX, Class AFX(5) |
3,315,000 | 3,659,816 | ||||||
| 3.35%, 11/25/2026, Series K061, Class A2(5) |
14,450,000 | 15,931,147 | ||||||
| 3.36%, 11/25/2027, Series K071, Class AM(5) |
18,922,000 | 21,010,283 | ||||||
| 3.36%, 12/25/2026, Series KW02, Class A2(5) |
27,000,000 | 29,670,854 | ||||||
| 3.39%, 03/25/2024, Series K038, Class A2 |
4,286,000 | 4,555,491 | ||||||
| 3.41%, 12/25/2026, Series K062, Class A2 |
15,125,000 | 16,747,389 | ||||||
| 3.49%, 01/25/2024, Series K037, Class A2 |
18,300,000 | 19,406,768 | ||||||
| 3.51%, 03/25/2029, Series K091, Class A2 |
2,527,000 | 2,870,996 | ||||||
| 3.76%, 01/25/2029, Series K088, Class AM(5) |
11,600,000 | 13,311,260 | ||||||
| 3.85%, 06/25/2028, Series K078, Class A2 |
7,875,000 | 9,038,302 | ||||||
| 3.90%, 10/25/2033, Series K158, Class A3(5) |
6,500,000 | 7,701,260 | ||||||
| 3.99%, 05/25/2033, Series K157, Class A2(5) |
16,700,000 | 19,657,839 | ||||||
| Freddie Mac Non Gold Pool |
||||||||
| 1.83% (6 Month LIBOR USD + 1.55%, 1.55% Floor, 11.83% Cap), 05/01/2037(1) |
50,812 | 52,912 | ||||||
| 1.85% (6 Month LIBOR USD + 1.72%, 1.72% Floor, 13.09% Cap), 08/01/2036(1) |
65,428 | 67,903 | ||||||
| 1.87% (6 Month LIBOR USD + 1.74%, 1.74% Floor, 12.82% Cap), 08/01/2036(1) |
26,916 | 28,174 | ||||||
| 1.89% (6 Month LIBOR USD + 1.70%, 1.70% Floor, 12.39% Cap), 10/01/2036(1) |
28,372 | 28,807 | ||||||
| 1.92% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 11.29% Cap), 08/01/2035(1) |
5,492 | 5,500 | ||||||
| 1.92% (6 Month LIBOR USD + 1.67%, 1.67% Floor, 10.42% Cap), 01/01/2037(1) |
5,733 | 5,765 | ||||||
| 1.97% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 11.99% Cap), 12/01/2036(1) |
130,399 | 137,785 | ||||||
| 1.98% (6 Month LIBOR USD + 1.78%, 1.78% Floor, 12.53% Cap), 07/01/2036(1) |
27,446 | 28,658 | ||||||
| 1.98% (6 Month LIBOR USD + 1.74%, 1.74% Floor, 13.12% Cap), 10/01/2036(1) |
63,084 | 65,789 | ||||||
| 1.99% (1 Year LIBOR USD + 1.60%, 1.60% Floor, 11.32% Cap), 10/01/2036(1) |
12,879 | 12,964 | ||||||
| 2.00% (1 Year LIBOR USD + 1.75%, 1.75% Floor, 11.75% Cap), 11/01/2037(1) |
5,009 | 5,015 | ||||||
| 2.00% (1 Year LIBOR USD + 1.74%, 1.74% Floor, 11.48% Cap), 09/01/2036(1) |
32,254 | 34,106 | ||||||
| 2.02% (1 Year LIBOR USD + 1.64%, 1.64% Floor, 10.89% Cap), 11/01/2036(1) |
34,994 | 36,548 | ||||||
| 2.04% (1 Year LIBOR USD + 1.58%, 1.58% Floor, 11.31% Cap), 12/01/2036(1) |
109,084 | 114,922 | ||||||
| 2.05% (6 Month LIBOR USD + 1.90%, 1.94% Floor, 12.34% Cap), 03/01/2037(1) |
62,403 | 65,393 | ||||||
| 2.07% (1 Year LIBOR USD + 1.69%, 1.69% Floor, 11.32% Cap), 12/01/2036(1) |
4,012 | 4,027 | ||||||
| 2.07% (1 Year LIBOR USD + 1.67%, 1.67% Floor, 11.05% Cap), 11/01/2036(1) |
11,835 | 11,981 | ||||||
| 2.07% (1 Year LIBOR USD + 1.75%, 1.75% Floor, 9.19% Cap), 04/01/2034(1) |
11,997 | 12,165 | ||||||
| 2.07% (1 Year LIBOR USD + 1.70%, 1.70% Floor, 11.06% Cap), 02/01/2037(1) |
8,583 | 9,071 | ||||||
| 2.09% (1 Year LIBOR USD + 1.72%, 1.71% Floor, 10.08% Cap), 02/01/2036(1) |
8,831 | 9,329 | ||||||
| 2.12% (1 Year LIBOR USD + 1.87%, 1.87% Floor, 11.99% Cap), 07/01/2037(1) |
2,699 | 2,702 | ||||||
| 2.13% (1 Year CMT Index + 2.13%, 2.13% Floor, 12.13% Cap), 07/01/2026(1) |
2,429 | 2,434 | ||||||
| 2.13% (6 Month LIBOR USD + 1.88%, 1.88% Floor, 12.42% Cap), 10/01/2036(1) |
23,453 | 24,568 | ||||||
| 2.16% (1 Year LIBOR USD + 1.84%, 1.84% Floor, 9.14% Cap), 07/01/2040(1) |
20,219 | 21,376 | ||||||
| 2.16% (1 Year LIBOR USD + 1.78%, 1.78% Floor, 10.73% Cap), 01/01/2037(1) |
18,928 | 19,254 | ||||||
| 2.18% (1 Year LIBOR USD + 1.78%, 1.78% Floor, 11.39% Cap), 11/01/2036(1) |
28,286 | 28,658 | ||||||
| 2.19% (1 Year LIBOR USD + 1.88%, 1.88% Floor, 11.07% Cap), 09/01/2036(1) |
76,477 | 81,212 | ||||||
| 2.22% (1 Year LIBOR USD + 1.94%, 1.94% Floor, 10.97% Cap), 06/01/2036(1) |
102,034 | 108,604 | ||||||
| 2.22% (1 Year LIBOR USD + 1.89%, 1.89% Floor, 10.73% Cap), 05/01/2038(1) |
7,993 | 8,144 | ||||||
| 2.24% (1 Year CMT Index + 2.11%, 2.11% Floor, 12.21% Cap), 01/01/2027(1) |
2,235 | 2,237 | ||||||
| 2.24% (6 Month LIBOR USD + 2.11%, 2.11% Floor, 12.44% Cap), 02/01/2037(1) |
26,620 | 27,227 | ||||||
| 2.26% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.89% Cap), 07/01/2036(1) |
13,996 | 15,009 | ||||||
| 2.26% (6 Month LIBOR USD + 2.01%, 2.01% Floor, 12.04% Cap), 05/01/2037(1) |
11,871 | 12,508 | ||||||
| 2.26% (6 Month LIBOR USD + 2.01%, 2.01% Floor, 12.45% Cap), 05/01/2037(1) |
44,626 | 44,962 | ||||||
| 2.27% (1 Year LIBOR USD + 1.99%, 1.99% Floor, 10.89% Cap), 06/01/2036(1) |
57,577 | 57,605 | ||||||
| 2.28% (1 Year LIBOR USD + 1.90%, 1.90% Floor, 11.34% Cap), 02/01/2037(1) |
15,254 | 15,445 | ||||||
| 2.29% (1 Year LIBOR USD + 1.91%, 1.91% Floor, 10.91% Cap), 04/01/2037(1) |
1,618 | 1,620 | ||||||
| 2.31% (1 Year CMT Index + 2.25%, 2.25% Floor, 11.30% Cap), 11/01/2036(1) |
67,574 | 72,486 | ||||||
| 2.31% (1 Year LIBOR USD + 1.93%, 1.93% Floor, 11.12% Cap), 12/01/2036(1) |
43,180 | 45,139 | ||||||
| 2.32% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.30% Cap), 07/01/2036(1) |
21,364 | 22,834 | ||||||
| 2.35% (1 Year CMT Index + 2.24%, 2.24% Floor, 9.77% Cap), 11/01/2036(1) |
19,086 | 20,035 | ||||||
| 2.35% (1 Year LIBOR USD + 1.98%, 1.98% Floor, 10.62% Cap), 04/01/2037(1) |
26,100 | 26,183 | ||||||
| 2.35% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.01% Cap), 02/01/2036(1) |
29,946 | 31,505 | ||||||
| 2.36% (1 Year CMT Index + 2.23%, 2.23% Floor, 9.36% Cap), 12/01/2033(1) |
13,268 | 13,429 | ||||||
| 2.37% (1 Year CMT Index + 2.26%, 2.26% Floor, 11.73% Cap), 04/01/2030(1) |
767 | 766 | ||||||
| 2.37% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.66% Cap), 05/01/2036(1) |
42,654 | 45,575 | ||||||
| 2.37% (6 Month LIBOR USD + 2.12%, 2.12% Floor, 11.05% Cap), 05/01/2037(1) |
2,568 | 2,589 | ||||||
| 2.37% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.32% Cap), 05/01/2033(1) |
67,543 | 71,642 | ||||||
| 2.38% (1 Year CMT Index + 2.25%, 2.25% Floor, 9.96% Cap), 01/01/2035(1) |
21,133 | 22,189 | ||||||
| 2.38% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.07% Cap), 01/01/2035(1) |
81,047 | 86,291 | ||||||
| 2.38% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.65% Cap), 05/01/2036(1) |
18,265 | 19,346 | ||||||
| 2.39% (6 Month LIBOR USD + 2.14%, 2.14% Floor, 12.14% Cap), 12/01/2035(1) |
13,692 | 13,893 | ||||||
| 2.40% (1 Year LIBOR USD + 2.05%, 2.05% Floor, 11.02% Cap), 04/01/2038(1) |
30,366 | 32,231 | ||||||
| 2.42% (1 Year LIBOR USD + 2.04%, 2.04% Floor, 10.76% Cap), 03/01/2036(1) |
47,672 | 50,901 | ||||||
| 2.43% (1 Year LIBOR USD + 2.18%, 2.18% Floor, 11.07% Cap), 05/01/2037(1) |
36,750 | 39,451 | ||||||
| 2.43% (1 Year LIBOR USD + 2.06%, 2.06% Floor, 10.91% Cap), 05/01/2037(1) |
40,383 | 40,886 | ||||||
| 2.46% (1 Year CMT Index + 2.37%, 2.37% Floor, 10.65% Cap), 09/01/2034(1) |
62,209 | 66,223 | ||||||
| 2.48% (1 Year CMT Index + 2.37%, 2.37% Floor, 10.24% Cap), 09/01/2032(1) |
3,150 | 3,162 | ||||||
| 2.48% (1 Year LIBOR USD + 2.10%, 2.10% Floor, 10.23% Cap), 02/01/2037(1) |
2,621 | 2,605 | ||||||
| 2.48% (1 Year CMT Index + 2.36%, 2.36% Floor, 11.29% Cap), 10/01/2036(1) |
22,196 | 22,356 | ||||||
| 2.58% (1 Year LIBOR USD + 2.13%, 2.13% Floor, 11.20% Cap), 12/01/2036(1) |
1,793 | 1,810 | ||||||
| 2.60% (1 Year LIBOR USD + 2.20%, 2.20% Floor, 10.78% Cap), 10/01/2036(1) |
22,587 | 22,741 | ||||||
| 2.61% (1 Year LIBOR USD + 2.33%, 2.33% Floor, 11.00% Cap), 05/01/2036(1) |
6,693 | 7,100 | ||||||
| 2.81% (1 Year LIBOR USD + 2.37%, 2.37% Floor, 11.99% Cap), 03/01/2037(1) |
3,801 | 3,854 | ||||||
| 2.82% (1 Year LIBOR USD + 2.47%, 2.47% Floor, 11.92% Cap), 03/01/2036(1) |
21,184 | 22,657 | ||||||
| Freddie Mac Pool |
||||||||
| 1.50%, 11/01/2050 |
8,650,446 | 8,410,235 | ||||||
| 2.00%, 06/01/2040 |
1,840,445 | 1,868,535 | ||||||
| 2.00%, 09/01/2050 |
5,748,741 | 5,768,529 | ||||||
| 2.00%, 10/01/2050 |
4,700,334 | 4,748,709 | ||||||
| 2.00%, 12/01/2050 |
1,864,879 | 1,871,299 | ||||||
| 2.00%, 04/01/2051 |
4,137,069 | 4,155,884 | ||||||
| 2.00%, 05/01/2051 |
9,528,819 | 9,635,858 | ||||||
| 2.00%, 06/01/2051 |
366,535 | 368,968 |
| 2.00%, 08/01/2051 |
4,008,097 | 4,041,062 | ||||||
| 2.00%, 08/01/2051 |
6,099,890 | 6,120,886 | ||||||
| 2.50%, 07/01/2050 |
1,768,173 | 1,817,032 | ||||||
| 2.50%, 08/01/2050 |
1,414,709 | 1,472,718 | ||||||
| 2.50%, 09/01/2050 |
936,396 | 976,722 | ||||||
| 2.50%, 10/01/2050 |
8,777,040 | 9,086,938 | ||||||
| 2.50%, 10/01/2050 |
29,669,881 | 30,930,770 | ||||||
| 2.50%, 11/01/2050 |
2,808,871 | 2,898,638 | ||||||
| 2.50%, 02/01/2051 |
14,801,709 | 15,368,196 | ||||||
| 2.50%, 02/01/2051 |
14,774,346 | 15,438,363 | ||||||
| 2.50%, 03/01/2051 |
857,437 | 895,975 | ||||||
| 2.50%, 04/01/2051 |
31,337,538 | 32,352,018 | ||||||
| 2.50%, 05/01/2051 |
493,176 | 509,142 | ||||||
| 2.50%, 05/01/2051 |
1,382,146 | 1,426,802 | ||||||
| 2.50%, 06/01/2051 |
1,588,294 | 1,644,060 | ||||||
| 3.00%, 11/01/2042 |
375,133 | 400,536 | ||||||
| 3.00%, 01/01/2046 |
9,972,035 | 10,770,607 | ||||||
| 3.00%, 08/01/2048 |
2,914,388 | 3,085,708 | ||||||
| 3.00%, 10/01/2049 |
2,040,542 | 2,151,552 | ||||||
| 3.00%, 11/01/2049 |
1,462,188 | 1,549,972 | ||||||
| 3.00%, 12/01/2049 |
634,684 | 674,429 | ||||||
| 3.00%, 01/01/2050 |
1,986,127 | 2,097,410 | ||||||
| 3.00%, 01/01/2050 |
2,348,644 | 2,501,266 | ||||||
| 3.00%, 01/01/2050 |
2,919,760 | 3,095,415 | ||||||
| 3.00%, 02/01/2050 |
10,519,715 | 11,134,570 | ||||||
| 3.00%, 02/01/2050 |
14,628,666 | 15,345,654 | ||||||
| 3.00%, 06/01/2050 |
781,652 | 821,374 | ||||||
| 3.00%, 06/01/2050 |
11,304,370 | 12,053,625 | ||||||
| 3.00%, 07/01/2050 |
6,729,265 | 7,183,790 | ||||||
| 3.00%, 09/01/2050 |
1,539,646 | 1,637,368 | ||||||
| 3.00%, 04/01/2051 |
16,556,096 | 17,415,295 | ||||||
| 3.50%, 08/01/2035 |
5,211,435 | 5,581,013 | ||||||
| 3.50%, 02/01/2042 |
1,164,937 | 1,261,524 | ||||||
| 3.50%, 07/01/2045 |
5,687,707 | 6,171,925 | ||||||
| 3.50%, 08/01/2046 |
295,960 | 321,160 | ||||||
| 3.50%, 10/01/2047 |
265,610 | 286,306 | ||||||
| 3.50%, 03/01/2048 |
5,850,768 | 6,305,165 | ||||||
| 3.50%, 10/01/2049 |
1,877,246 | 1,985,769 | ||||||
| 4.00%, 02/01/2046 |
5,695,749 | 6,272,993 | ||||||
| 4.00%, 04/01/2047 |
420,519 | 459,625 | ||||||
| 4.00%, 05/01/2047 |
2,415,235 | 2,637,301 | ||||||
| 4.00%, 01/01/2048 |
133,104 | 145,168 | ||||||
| 4.00%, 06/01/2048 |
113,714 | 124,042 | ||||||
| 4.00%, 01/01/2049 |
4,964,537 | 5,324,173 | ||||||
| 4.00%, 07/01/2049 |
11,659,833 | 12,828,084 | ||||||
| 4.00%, 02/01/2051 |
5,634,061 | 6,150,851 | ||||||
| 4.50%, 06/01/2048 |
4,119,687 | 4,558,445 | ||||||
| 4.50%, 12/01/2048 |
5,698,324 | 6,154,270 | ||||||
| 4.50%, 04/01/2049 |
671,725 | 738,035 | ||||||
| Freddie Mac Reference REMIC |
||||||||
| 6.00%, 04/15/2036, Series R006, Class ZA |
203,713 | 239,505 | ||||||
| 6.00%, 05/15/2036, Series R007, Class ZA |
270,013 | 314,023 | ||||||
| Freddie Mac REMICS |
||||||||
| 0.00%, 02/15/2024, Series 1700, Class GA |
66 | 66 | ||||||
| 0.00%, 02/15/2024, Series 1865, Class D |
3,352 | 3,331 | ||||||
| 0.00%, 05/15/2024, Series 2306, Class K |
1,508 | 1,495 | ||||||
| 0.00%, 09/15/2032, Series 3393, Class JO |
716,951 | 663,876 | ||||||
| 0.00%, 12/15/2032, Series 2835, Class QO |
13,372 | 12,474 | ||||||
| 0.00%, 07/15/2034, Series 3611, Class PO |
72,244 | 67,631 | ||||||
| 0.00%, 02/15/2035, Series 2990, Class GO |
22,965 | 21,044 | ||||||
| 0.00%, 04/15/2035, Series 3077, Class TO |
23,873 | 23,312 | ||||||
| 0.00%, 08/15/2035, Series 3014, Class OD |
5,493 | 4,930 | ||||||
| 0.00%, 09/15/2035, Series 3029, Class SO |
15,594 | 15,122 | ||||||
| 0.00%, 02/15/2036, Series 3117, Class OG |
14,214 | 13,316 | ||||||
| 0.00%, 02/15/2036, Series 3117, Class OK |
16,652 | 15,400 | ||||||
| 0.00%, 02/15/2036, Series 3117, Class EO |
18,907 | 17,487 | ||||||
| 0.00%, 02/15/2036, Series 3117, Class AO |
44,422 | 43,118 | ||||||
| 0.00%, 03/15/2036, Series 3134, Class PO |
4,475 | 4,243 | ||||||
| 0.00%, 03/15/2036, Series 3122, Class OP |
25,464 | 24,718 | ||||||
| 0.00%, 03/15/2036, Series 3122, Class OH |
27,408 | 25,427 | ||||||
| 0.00%, 04/15/2036, Series 3138, Class PO |
21,323 | 19,629 | ||||||
| 0.00%, 04/15/2036, Series 3607, Class AO |
45,440 | 41,222 | ||||||
| 0.00%, 04/15/2036, Series 3147, Class PO |
51,962 | 50,435 | ||||||
| 0.00%, 04/15/2036, Series 3607, Class BO |
83,371 | 77,715 | ||||||
| 0.00%, 05/15/2036, Series 3233, Class OP |
6,107 | 5,645 | ||||||
| 0.00%, 05/15/2036, Series 3149, Class SO |
12,267 | 10,996 | ||||||
| 0.00%, 05/15/2036, Series 3151, Class PO |
27,046 | 25,114 | ||||||
| 0.00%, 05/15/2036, Series 3153, Class EO |
35,451 | 32,225 | ||||||
| 0.00%, 06/15/2036, Series 3171, Class MO |
56,833 | 54,860 | ||||||
| 0.00%, 07/15/2036, Series 3179, Class OA |
14,943 | 13,501 | ||||||
| 0.00%, 08/15/2036, Series 3200, Class PO |
22,325 | 20,675 | ||||||
| 0.00%, 09/15/2036, Series 3218, Class AO |
11,381 | 9,633 | ||||||
| 0.00%, 09/15/2036, Series 3213, Class OA |
12,958 | 11,794 | ||||||
| 0.00%, 10/15/2036, Series 3225, Class EO |
28,258 | 26,214 | ||||||
| 0.00%, 12/15/2036, Series 3256, Class PO |
14,790 | 13,625 | ||||||
| 0.00%, 01/15/2037, Series 3261, Class OA |
15,163 | 13,872 | ||||||
| 0.00%, 02/15/2037, Series 3274, Class JO |
3,657 | 3,478 | ||||||
| 0.00%, 02/15/2037, Series 3510, Class OD |
42,819 | 41,180 | ||||||
| 0.00%, 03/15/2037, Series 3286, Class PO |
2,886 | 2,464 | ||||||
| 0.00%, 04/15/2037, Series 3373, Class TO |
15,642 | 14,468 | ||||||
| 0.00%, 05/15/2037, Series 3318, Class AO |
669 | 628 | ||||||
| 0.00%, 05/15/2037, Series 3316, Class PO |
27,557 | 24,731 | ||||||
| 0.00%, 05/15/2037, Series 3607, Class PO |
152,879 | 138,420 | ||||||
| 0.00%, 06/15/2037, Series 3326, Class JO |
2,614 | 2,427 | ||||||
| 0.00%, 06/15/2037, Series 3331, Class PO |
15,174 | 14,083 | ||||||
| 0.00%, 07/15/2037, Series 3607, Class OP |
221,020 | 198,186 | ||||||
| 0.00%, 09/15/2037, Series 3365, Class PO |
21,026 | 18,814 | ||||||
| 0.00%, 10/15/2039, Series 3607, Class TO |
75,312 | 68,475 |
| 0.00%, 01/15/2040, Series 3621, Class BO |
66,750 | 61,945 | ||||||
| 0.00%, 10/15/2049, Series 3582, Class PO |
250,187 | 239,354 | ||||||
| 0.38% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap), 06/15/2035, Series 2988, Class AF(1) |
53,887 | 54,063 | ||||||
| 0.41% (10 year CMT Index + -0.85%, 10.00% Cap), 03/15/2024, Series 1709, Class FA(1) |
110 | 109 | ||||||
| 0.48% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap), 05/15/2035, Series 2981, Class FA(1) |
35,271 | 35,555 | ||||||
| 0.48% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap), 04/15/2039, Series 4095, Class FB(1) |
21,447 | 21,457 | ||||||
| 0.48% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 10/15/2041, Series 4048, Class FB(1) |
320,542 | 322,039 | ||||||
| 0.48% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 09/15/2042, Series 4106, Class DF(1) |
375,731 | 376,963 | ||||||
| 0.50% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 07/15/2037, Series 4048, Class FJ(1) |
412,090 | 412,121 | ||||||
| 0.52% (10 year CMT Index + -0.70%, 10.00% Cap), 07/15/2023, Series 1541, Class O(1) |
1,615 | 1,599 | ||||||
| 0.52% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 6.50% Cap), 02/15/2037, Series 3275, Class FL(1) |
25,662 | 25,916 | ||||||
| 0.53% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap), 08/15/2042, Series 4091, Class TF(1) |
1,242,560 | 1,255,253 | ||||||
| 0.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 10/15/2040, Series 3966, Class BF(1) |
29,016 | 29,092 | ||||||
| 0.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 03/15/2042, Series 4012, Class FN(1) |
515,935 | 521,004 | ||||||
| 0.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 07/15/2042, Series 4077, Class FB(1) |
220,315 | 223,114 | ||||||
| 0.63% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 12/15/2040, Series 3996, Class XF(1) |
520,358 | 523,098 | ||||||
| 0.63% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 03/15/2041, Series 4013, Class QF(1) |
376,713 | 379,018 | ||||||
| 0.68% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 8.50% Cap), 01/15/2029, Series 2388, Class FB(1) |
7,949 | 8,010 | ||||||
| 0.68% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.50% Cap), 12/15/2033, Series 2722, Class PF(1) |
109,601 | 111,195 | ||||||
| 0.68% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 09/15/2037, Series 3371, Class FA(1) |
10,712 | 10,897 | ||||||
| 0.70% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.00% Cap), 03/15/2024, Series 1699, Class FC(1) |
301 | 301 | ||||||
| 0.76% (1 Month LIBOR USD + 0.68%, 0.68% Floor, 7.00% Cap), 11/15/2037, Series 3386, Class KF(1) |
402,905 | 410,848 | ||||||
| 0.78% (1 Month LIBOR USD + 0.70%, 0.70% Floor, 9.00% Cap), 02/15/2027, Series 1935, Class FL(1) |
282 | 284 | ||||||
| 0.83% (1 Month LIBOR USD + 0.75%, 0.75% Floor, 8.50% Cap), 12/15/2032, Series 2571, Class FY(1) |
28,338 | 28,905 | ||||||
| 0.88% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 7.50% Cap), 08/15/2035, Series 3085, Class WF(1) |
34,441 | 35,166 | ||||||
| 0.98% (1 Month LIBOR USD + 0.90%, 0.90% Floor, 9.00% Cap), 02/15/2032, Series 2418, Class FO(1) |
32,107 | 32,461 | ||||||
| 1.23% (1 Month LIBOR USD + 1.15%, 1.15% Floor, 10.00% Cap), 09/15/2022, Series 1370, Class JA(1) |
216 | 216 | ||||||
| 1.23% (1 Month LIBOR USD + 1.15%, 1.15% Floor, 10.00% Cap), 04/15/2023, Series 1498, Class I(1) |
2,173 | 2,185 | ||||||
| 1.28% (11th District Cost of Funds Index + 1.00%, 1.00% Floor, 10.00% Cap), 02/15/2023, Series 1470, Class F(1) |
43 | 43 | ||||||
| 1.28% (1 Month LIBOR USD + 1.20%, 1.20% Floor, 7.00% Cap), 07/15/2039, Series 3549, Class FA(1) |
16,327 | 16,655 | ||||||
| 1.63%, 01/15/2040, Series 3802, Class LS(5) |
386,264 | 17,624 | ||||||
| 1.67%, 02/15/2039, Series 3546, Class A(5) |
44,374 | 46,024 | ||||||
| 1.76% (11th District Cost of Funds Index + 1.50%, 1.50% Floor, 9.00% Cap), 08/15/2023, Series 1570, Class F(1) |
83 | 84 | ||||||
| 2.30% (1 Month LIBOR USD + 2.22%, 8.32% Cap), 07/15/2034, Series 3305, Class MG(1) |
28,741 | 30,175 | ||||||
| 3.00%, 08/15/2033, Series 4238, Class WY |
408,900 | 436,025 | ||||||
| 3.00%, 06/15/2043, Series 4217, Class KY |
206,000 | 219,882 | ||||||
| 3.00%, 12/15/2047, Series 4740, Class P |
1,554,452 | 1,627,948 | ||||||
| 3.50%, 01/15/2026, Series 3793, Class AB |
757,181 | 793,881 | ||||||
| 3.50%, 08/15/2039, Series 4219, Class JA |
38,764 | 38,926 | ||||||
| 3.50%, 01/15/2042, Series 3989, Class JW |
1,700,000 | 1,831,099 | ||||||
| 3.50%, 12/15/2046, Series 4640, Class CZ |
6,625,939 | 7,087,312 | ||||||
| 3.50%, 02/15/2047, Series 4661, Class KZ |
11,684,085 | 12,551,651 | ||||||
| 3.50%, 08/15/2047, Series 4710, Class KZ |
15,450,076 | 16,604,612 | ||||||
| 3.50%, 11/15/2047, Series 4739, Class Z |
1,790,502 | 1,917,490 | ||||||
| 3.50%, 12/15/2047, Series 4746, Class ZN |
5,700,175 | 6,160,302 | ||||||
| 3.50%, 06/15/2048, Series 4305, Class A |
164,535 | 164,665 | ||||||
| 3.50%, 10/15/2053, Series 4821, Class MA |
3,870,466 | 4,049,767 | ||||||
| 4.00%, 12/15/2024, Series 3614, Class QB |
69,604 | 72,471 | ||||||
| 4.00%, 11/15/2041, Series 3957, Class B |
222,312 | 243,191 | ||||||
| 4.00%, 12/15/2041, Series 3966, Class NA |
189,799 | 209,431 | ||||||
| 4.50%, 06/15/2025, Series 3684, Class CY |
246,719 | 259,638 | ||||||
| 4.50%, 07/15/2039, Series 3680, Class MA |
152,828 | 158,759 | ||||||
| 4.50%, 12/15/2039, Series 3610, Class CA |
2,091,928 | 2,332,088 | ||||||
| 4.50%, 05/15/2041, Series 3852, Class CE |
530,323 | 591,176 | ||||||
| 4.50%, 09/15/2043, Series 4247, Class AY |
1,000,000 | 1,195,841 | ||||||
| 4.63% (1 Month LIBOR USD + 4.68%, 4.68% Cap), 12/15/2022, Series 1455, Class WB(1)(4) |
288 | 294 | ||||||
| 5.00%, 05/15/2023, Series 1798, Class F |
3,361 | 3,441 | ||||||
| 5.00%, 11/15/2023, Series 2709, Class PG |
51,451 | 53,270 | ||||||
| 5.00%, 12/15/2023, Series 2720, Class PC |
5,104 | 5,284 | ||||||
| 5.00%, 12/15/2024, Series 2903, Class Z |
16,985 | 18,241 | ||||||
| 5.00%, 04/15/2030, Series 3654, Class DC |
702,000 | 786,425 | ||||||
| 5.00%, 07/15/2033, Series 2653, Class PZ |
277,438 | 306,890 | ||||||
| 5.00%, 01/15/2034, Series 3920, Class LP |
169,626 | 190,737 | ||||||
| 5.00%, 10/15/2039, Series 3795, Class EI |
85,528 | 4,207 | ||||||
| 5.00%, 12/15/2040, Series 3770, Class ZB |
845,235 | 957,676 | ||||||
| 5.00%, 05/15/2041, Series 3860, Class PZ |
1,421,762 | 1,623,954 | ||||||
| 5.50%, 10/15/2022, Series 2512, Class PG |
6,320 | 6,440 | ||||||
| 5.50%, 12/15/2022, Series 2535, Class BK |
1,568 | 1,589 | ||||||
| 5.50%, 03/15/2023, Series 2586, Class HD |
30,292 | 31,144 | ||||||
| 5.50%, 04/15/2023, Series 2595, Class HC |
34,480 | 35,490 | ||||||
| 5.50%, 11/15/2023, Series 2710, Class HB |
9,880 | 10,148 | ||||||
| 5.50%, 02/15/2034, Series 2744, Class PE |
1,338 | 1,422 | ||||||
| 5.50%, 08/15/2036, Series 3645, Class KZ |
36,764 | 42,286 | ||||||
| 5.50%, 08/15/2036, Series 3200, Class AY |
103,109 | 119,411 | ||||||
| 5.50%, 03/15/2038, Series 3423, Class PB |
297,422 | 341,794 | ||||||
| 5.50%, 05/15/2038, Series 3453, Class B |
11,133 | 12,740 | ||||||
| 5.50%, 01/15/2039, Series 3501, Class CB |
114,330 | 131,046 | ||||||
| 5.50% (1 Month LIBOR USD + 27.21%, 5.50% Cap), 05/15/2041, Series 3852, Class QN(1)(4) |
133,156 | 143,665 | ||||||
| 5.50% (1 Month LIBOR USD + 27.50%, 5.50% Cap), 05/15/2041, Series 3852, Class TP(1)(4) |
317,501 | 342,891 | ||||||
| 5.60%, 06/15/2023, Series 2033, Class J |
5,924 | 6,117 | ||||||
| 5.70%, 10/15/2038, Series 3895, Class WA(5) |
62,861 | 72,291 | ||||||
| 5.77% (1 Month LIBOR USD + 5.85%, 5.85% Cap), 08/15/2038, Series 3481, Class SJ(1)(4) |
142,880 | 26,561 | ||||||
| 5.92% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 01/15/2038, Series 3404, Class SC(1)(4) |
214,539 | 39,223 | ||||||
| 5.92% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/15/2039, Series 3511, Class SA(1)(4) |
63,114 | 9,417 | ||||||
| 5.92% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 10/15/2040, Series 3740, Class SB(1)(4) |
185,830 | 27,879 | ||||||
| 5.92% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 10/15/2040, Series 3740, Class SC(1)(4) |
152,877 | 29,408 | ||||||
| 6.00%, 11/15/2023, Series 1642, Class PJ |
4,714 | 4,919 | ||||||
| 6.00%, 06/15/2024, Series 1737, Class L |
5,507 | 5,814 | ||||||
| 6.00%, 05/15/2027, Series 1981, Class Z |
7,965 | 8,627 | ||||||
| 6.00%, 07/15/2028, Series 2070, Class C |
6,278 | 7,018 | ||||||
| 6.00%, 09/15/2028, Series 2086, Class GB |
3,099 | 3,472 | ||||||
| 6.00%, 11/15/2028, Series 2095, Class PE |
16,004 | 17,919 | ||||||
| 6.00%, 12/15/2028, Series 2106, Class ZD |
32,979 | 36,941 | ||||||
| 6.00%, 01/15/2029, Series 2110, Class PG |
44,225 | 49,686 | ||||||
| 6.00%, 02/15/2029, Series 2125, Class JZ |
9,725 | 10,758 | ||||||
| 6.00%, 09/15/2032, Series 2500, Class MC |
28,981 | 33,447 |
| 6.00%, 12/15/2032, Series 2544, Class HC |
23,826 | 28,328 | ||||||
| 6.00%, 12/15/2032, Series 2543, Class YX |
52,170 | 59,883 | ||||||
| 6.00%, 01/15/2033, Series 2552, Class ME |
34,334 | 39,801 | ||||||
| 6.00%, 02/15/2033, Series 2567, Class QD |
31,797 | 37,014 | ||||||
| 6.00%, 02/15/2033, Series 2575, Class ME |
131,536 | 151,490 | ||||||
| 6.00%, 03/15/2033, Series 2596, Class QG |
20,722 | 23,302 | ||||||
| 6.00%, 05/15/2034, Series 2802, Class OH |
75,030 | 83,534 | ||||||
| 6.00%, 04/15/2035, Series 2968, Class EH |
822,322 | 929,656 | ||||||
| 6.00%, 01/15/2036, Series 3101, Class UZ |
86,548 | 100,883 | ||||||
| 6.00%, 03/15/2036, Series 3122, Class ZB |
2,828 | 4,139 | ||||||
| 6.00%, 04/15/2036, Series 3219, Class DI |
42,536 | 8,913 | ||||||
| 6.00%, 04/15/2036, Series 3137, Class XP |
51,612 | 60,597 | ||||||
| 6.00%, 04/15/2036, Series 3819, Class ZQ |
442,068 | 519,143 | ||||||
| 6.00%, 06/15/2036, Series 3164, Class MG |
13,263 | 14,433 | ||||||
| 6.00%, 02/15/2037, Series 3274, Class B |
31,020 | 35,109 | ||||||
| 6.00%, 04/15/2037, Series 3302, Class UT |
40,176 | 47,150 | ||||||
| 6.00%, 05/15/2037, Series 3315, Class HZ |
39,337 | 45,165 | ||||||
| 6.00%, 06/15/2038, Series 3461, Class LZ |
7,962 | 9,288 | ||||||
| 6.00%, 06/15/2038, Series 3461, Class Z |
243,727 | 280,004 | ||||||
| 6.02% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 05/15/2039, Series 3531, Class SM(1)(4) |
11,575 | 1,952 | ||||||
| 6.06% (1 Month LIBOR USD + 6.14%, 6.14% Cap), 01/15/2037, Series 3260, Class CS(1)(4) |
23,635 | 4,591 | ||||||
| 6.12% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 06/15/2038, Series 3455, Class SE(1)(4) |
78,263 | 12,617 | ||||||
| 6.17% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 12/15/2039, Series 3608, Class SC(1)(4) |
65,263 | 10,462 | ||||||
| 6.22% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 05/15/2039, Series 3531, Class SA(1)(4) |
71,054 | 5,978 | ||||||
| 6.25%, 10/15/2023, Series 1591, Class PV |
1,621 | 1,696 | ||||||
| 6.25%, 08/15/2028, Series 2075, Class PM |
21,781 | 24,269 | ||||||
| 6.25%, 02/15/2029, Series 2126, Class CB |
46,246 | 51,166 | ||||||
| 6.34% (1 Month LIBOR USD + 6.42%, 6.42% Cap), 11/15/2037, Series 3387, Class SA(1)(4) |
165,851 | 30,289 | ||||||
| 6.37% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 03/15/2037, Series 3290, Class SB(1)(4) |
45,907 | 9,461 | ||||||
| 6.37% (1 Month LIBOR USD + 6.45%, 6.45% Cap), 11/15/2037, Series 3383, Class SA(1)(4) |
112,811 | 22,220 | ||||||
| 6.38%, 02/15/2032, Series 2410, Class OE |
7,907 | 8,463 | ||||||
| 6.50%, 11/15/2021, Series 3688, Class CU(5) |
33 | 33 | ||||||
| 6.50%, 09/15/2023, Series 1608, Class L |
12,128 | 12,778 | ||||||
| 6.50%, 12/15/2023, Series 1983, Class Z |
3,189 | 3,359 | ||||||
| 6.50%, 12/15/2023, Series 2283, Class K |
3,369 | 3,530 | ||||||
| 6.50%, 03/15/2026, Series 1829, Class ZB |
829 | 874 | ||||||
| 6.50%, 07/15/2026, Series 1863, Class Z |
6,159 | 6,487 | ||||||
| 6.50%, 01/15/2027, Series 1927, Class ZA |
5,606 | 6,232 | ||||||
| 6.50%, 12/15/2027, Series 2019, Class Z |
5,181 | 5,787 | ||||||
| 6.50%, 06/15/2028, Series 2063, Class PG |
9,260 | 10,459 | ||||||
| 6.50%, 08/15/2028, Series 2075, Class PH |
20,346 | 22,952 | ||||||
| 6.50%, 05/15/2031, Series 2313, Class LA |
3,164 | 3,597 | ||||||
| 6.50%, 08/15/2031, Series 2345, Class NE |
8,088 | 9,411 | ||||||
| 6.50%, 08/15/2031, Series 2351, Class PZ |
9,148 | 10,464 | ||||||
| 6.50%, 08/15/2031, Series 2344, Class ZJ |
12,108 | 14,215 | ||||||
| 6.50%, 08/15/2031, Series 2344, Class ZD |
108,174 | 124,505 | ||||||
| 6.50%, 10/15/2031, Series 2367, Class ME |
10,489 | 11,814 | ||||||
| 6.50%, 01/15/2032, Series 2399, Class OH |
13,508 | 15,236 | ||||||
| 6.50%, 01/15/2032, Series 2399, Class TH |
16,569 | 19,293 | ||||||
| 6.50%, 02/15/2032, Series 2410, Class NG |
17,991 | 20,949 | ||||||
| 6.50%, 02/15/2032, Series 2420, Class XK |
22,895 | 26,620 | ||||||
| 6.50%, 03/15/2032, Series 2430, Class WF |
26,792 | 31,388 | ||||||
| 6.50%, 03/15/2032, Series 2423, Class TB |
31,003 | 35,091 | ||||||
| 6.50%, 04/15/2032, Series 2441, Class GF |
6,424 | 7,476 | ||||||
| 6.50%, 04/15/2032, Series 2435, Class CJ |
41,257 | 47,772 | ||||||
| 6.50%, 04/15/2032, Series 2434, Class ZA |
56,269 | 63,356 | ||||||
| 6.50%, 05/15/2032, Series 2455, Class GK |
20,578 | 23,435 | ||||||
| 6.50%, 06/15/2032, Series 2466, Class DH |
7,667 | 8,963 | ||||||
| 6.50%, 06/15/2032, Series 2458, Class ZM |
16,950 | 19,094 | ||||||
| 6.50%, 06/15/2032, Series 2466, Class PH |
23,194 | 26,981 | ||||||
| 6.50%, 07/15/2032, Series 2474, Class NR |
22,044 | 25,342 | ||||||
| 6.50%, 07/15/2032, Series 2484, Class LZ |
30,052 | 35,641 | ||||||
| 6.50%, 03/15/2033, Series 2586, Class WI |
13,733 | 2,580 | ||||||
| 6.50%, 07/15/2036, Series 3195, Class PD |
46,983 | 53,266 | ||||||
| 6.50%, 07/15/2036, Series 3181, Class AZ |
52,994 | 62,742 | ||||||
| 6.52% (1 Month LIBOR USD + 6.60%, 6.60% Cap), 07/15/2037, Series 3344, Class SL(1)(4) |
33,149 | 5,604 | ||||||
| 6.57% (1 Month LIBOR USD + 6.65%, 6.65% Cap), 08/15/2036, Series 3202, Class HI(1)(4) |
360,330 | 73,508 | ||||||
| 6.62% (1 Month LIBOR USD + 6.70%, 6.70% Cap), 10/15/2036, Series 3232, Class ST(1)(4) |
41,655 | 8,376 | ||||||
| 6.72% (1 Month LIBOR USD + 6.80%, 6.80% Cap), 04/15/2038, Series 3424, Class PI(1)(4) |
96,243 | 22,115 | ||||||
| 6.76% (1 Month LIBOR USD + 6.80%, 4.00% Floor, 6.80% Cap), 07/15/2033, Series 2642, Class SL(1)(4) |
462 | 500 | ||||||
| 7.00%, 03/15/2022, Series 1206, Class IA |
24 | 25 | ||||||
| 7.00%, 05/15/2022, Series 1250, Class J |
62 | 62 | ||||||
| 7.00%, 04/15/2023, Series 1502, Class PX |
3,104 | 3,213 | ||||||
| 7.00%, 05/15/2023, Series 1505, Class Q |
418 | 435 | ||||||
| 7.00%, 09/15/2023, Series 1573, Class PZ |
2,757 | 2,887 | ||||||
| 7.00%, 01/15/2024, Series 1658, Class GZ |
1,825 | 1,921 | ||||||
| 7.00%, 02/15/2024, Series 1671, Class L |
931 | 972 | ||||||
| 7.00%, 03/15/2024, Series 1695, Class EB |
1,560 | 1,643 | ||||||
| 7.00%, 03/15/2024, Series 1706, Class K |
8,470 | 8,905 | ||||||
| 7.00%, 03/15/2028, Series 2038, Class PN |
6,073 | 808 | ||||||
| 7.00%, 06/15/2028, Series 2064, Class TE |
1,322 | 1,514 | ||||||
| 7.00%, 10/15/2028, Series 2089, Class PJ |
8,029 | 756 | ||||||
| 7.00%, 04/15/2029, Series 2141, Class IO |
629 | 57 | ||||||
| 7.00%, 06/15/2029, Series 2169, Class TB |
43,160 | 49,194 | ||||||
| 7.00%, 07/15/2029, Series 2172, Class QC |
24,004 | 27,773 | ||||||
| 7.00%, 08/15/2029, Series 2176, Class OJ |
11,140 | 12,909 | ||||||
| 7.00%, 01/15/2030, Series 2208, Class PG |
20,633 | 24,091 | ||||||
| 7.00%, 10/15/2030, Series 2259, Class ZM |
15,797 | 18,433 | ||||||
| 7.00%, 03/15/2031, Series 2296, Class PD |
9,577 | 11,203 | ||||||
| 7.00%, 06/15/2031, Series 2325, Class PM |
6,316 | 7,423 | ||||||
| 7.00%, 07/15/2031, Series 2332, Class ZH |
18,832 | 22,121 | ||||||
| 7.00%, 03/15/2032, Series 2423, Class MC |
16,686 | 19,641 | ||||||
| 7.00%, 03/15/2032, Series 2423, Class MT |
20,667 | 24,427 | ||||||
| 7.00%, 04/15/2032, Series 2436, Class MC |
9,963 | 11,293 | ||||||
| 7.00%, 04/15/2032, Series 2434, Class TC |
36,401 | 42,932 | ||||||
| 7.00%, 05/15/2032, Series 2450, Class GZ |
19,230 | 22,906 | ||||||
| 7.00%, 12/15/2036, Series 3704, Class CT |
831,039 | 998,523 | ||||||
| 7.02% (1 Month LIBOR USD + 7.10%, 7.10% Cap), 07/15/2036, Series 3194, Class SA(1)(4) |
6,924 | 1,398 |
| 7.25%, 07/15/2027, Series 1970, Class PG |
387 | 438 | ||||||
| 7.25%, 09/15/2030, Series 2256, Class MC |
12,569 | 14,841 | ||||||
| 7.25%, 12/15/2030, Series 2271, Class PC |
16,478 | 19,419 | ||||||
| 7.44%, 11/15/2046, Series 3688, Class GT(5) |
427,186 | 505,871 | ||||||
| 7.50%, 08/15/2022, Series 1343, Class LB |
110 | 112 | ||||||
| 7.50%, 02/15/2023, Series 1466, Class PZ |
3,094 | 3,199 | ||||||
| 7.50%, 04/15/2023, Series 1491, Class I |
667 | 693 | ||||||
| 7.50%, 04/15/2024, Series 1720, Class PL |
4,871 | 5,116 | ||||||
| 7.50%, 08/15/2024, Series 1745, Class D |
2,654 | 2,851 | ||||||
| 7.50%, 09/15/2026, Series 1890, Class H |
1,325 | 1,472 | ||||||
| 7.50%, 01/15/2027, Series 1963, Class Z |
3,970 | 4,501 | ||||||
| 7.50%, 01/15/2027, Series 1927, Class PH |
10,291 | 11,616 | ||||||
| 7.50%, 09/15/2027, Series 1987, Class PE |
3,778 | 4,262 | ||||||
| 7.50%, 03/15/2028, Series 2040, Class PE |
16,146 | 18,484 | ||||||
| 7.50%, 05/15/2028, Series 2054, Class PV |
6,491 | 7,391 | ||||||
| 7.50%, 06/15/2029, Series 2163, Class PC |
3,253 | 325 | ||||||
| 7.50%, 11/15/2029, Series 2196, Class TL |
60 | 70 | ||||||
| 7.50%, 05/15/2030, Series 2234, Class PZ |
4,966 | 5,868 | ||||||
| 7.50%, 08/15/2030, Series 2247, Class Z |
5,173 | 6,051 | ||||||
| 7.50%, 10/15/2030, Series 2262, Class Z |
1,223 | 1,457 | ||||||
| 7.50%, 11/15/2036, Series 3704, Class DT |
335,653 | 407,316 | ||||||
| 7.50%, 12/15/2036, Series 3704, Class ET |
299,128 | 366,782 | ||||||
| 7.87% (1 Month LIBOR USD + 7.95%, 7.95% Cap), 03/15/2032, Series 2444, Class ES(1)(4) |
18,349 | 3,107 | ||||||
| 7.92% (1 Month LIBOR USD + 8.00%, 8.00% Cap), 02/15/2032, Series 2475, Class S(1)(4) |
43,875 | 8,492 | ||||||
| 7.92% (1 Month LIBOR USD + 8.00%, 8.00% Cap), 03/15/2032, Series 2450, Class SW(1)(4) |
11,970 | 2,025 | ||||||
| 7.93% (1 Month LIBOR USD + 8.01%, 8.01% Cap), 10/15/2033, Series 2733, Class SB(1)(4) |
361,997 | 413,144 | ||||||
| 8.00%, 08/15/2022, Series 1343, Class LA |
276 | 282 | ||||||
| 8.00%, 09/15/2026, Series 1899, Class ZE |
4,101 | 4,666 | ||||||
| 8.00%, 11/15/2029, Series 2201, Class C |
8,520 | 9,695 | ||||||
| 8.00%, 01/15/2030, Series 2209, Class TC |
5,624 | 6,628 | ||||||
| 8.00%, 01/15/2030, Series 2210, Class Z |
21,047 | 25,082 | ||||||
| 8.00%, 03/15/2030, Series 2224, Class CB |
5,151 | 6,100 | ||||||
| 8.00%, 04/15/2030, Series 2230, Class Z |
6,683 | 7,849 | ||||||
| 8.50%, 06/15/2031, Series 2359, Class ZB |
18,219 | 22,031 | ||||||
| 8.52% (1 Month LIBOR USD + 8.60%, 3.00% Floor, 8.60% Cap), 07/15/2023, Series 2638, Class DS(1)(4) |
2,160 | 2,251 | ||||||
| 8.57% (1 Month LIBOR USD + 8.65%, 8.65% Cap), 02/15/2032, Series 2410, Class QX(1)(4) |
8,844 | 1,669 | ||||||
| 8.85% (3 Month CMT Index + 8.90%, 8.90% Cap), 05/15/2023, Series 1518, Class G(1)(4) |
1,488 | 1,557 | ||||||
| 9.00% (1 Month LIBOR USD + 70.64%, 9.00% Cap), 03/15/2037, Series 3443, Class SY(1)(4) |
13,707 | 16,505 | ||||||
| 9.34% (10 year CMT Index + 10.60%, 10.00% Cap), 05/15/2024, Series 2306, Class SE(1)(4) |
3,611 | 334 | ||||||
| 10.00% (11th District Cost of Funds Index + 44.15%, 10.00% Cap), 02/15/2024, Series 1671, Class QC(1)(4) |
1,217 | 1,312 | ||||||
| 13.12% (1 Month LIBOR USD + 13.29%, 13.29% Cap), 07/15/2033, Series 2692, Class SC(1)(4) |
16,584 | 21,500 | ||||||
| 14.60% (1 Month LIBOR USD + 14.76%, 14.76% Cap), 09/15/2033, Series 2671, Class S(1)(4) |
13,678 | 17,994 | ||||||
| 14.70% (1 Month LIBOR USD + 14.85%, 14.85% Cap), 06/15/2033, Series 2631, Class SA(1)(4) |
49,217 | 62,395 | ||||||
| 15.93% (1 Month LIBOR USD + 16.10%, 16.10% Cap), 02/15/2032, Series 2412, Class SP(1)(4) |
23,034 | 30,010 | ||||||
| 16.32% (1 Month LIBOR USD + 16.50%, 16.50% Cap), 11/15/2033, Series 2780, Class SY(1)(4) |
6,980 | 9,782 | ||||||
| 16.67% (1 Month LIBOR USD + 16.88%, 16.88% Cap), 08/15/2025, Series 3022, Class SX(1)(4) |
2,473 | 2,901 | ||||||
| 16.78% (1 Month LIBOR USD + 17.03%, 17.03% Cap), 06/15/2035, Series 2990, Class WP(1)(4) |
917 | 1,201 | ||||||
| 17.22% (1 Month LIBOR USD + 17.50%, 17.50% Cap), 02/15/2040, Series 3632, Class BS(1)(4) |
216,220 | 293,410 | ||||||
| 17.24% (1 Month LIBOR USD + 17.45%, 17.45% Cap), 02/15/2038, Series 3422, Class SE(1)(4) |
7,607 | 9,964 | ||||||
| 18.40% (1 Month LIBOR USD + 18.60%, 18.60% Cap), 12/15/2032, Series 2571, Class SY(1)(4) |
16,707 | 22,818 | ||||||
| 19.02% (1 Month LIBOR USD + 10.13%, 19.24% Cap), 02/15/2024, Series 1686, Class SH(1) |
189 | 212 | ||||||
| 19.28% (1 Month LIBOR USD + 19.50%, 19.50% Cap), 02/15/2032, Series 2410, Class QS(1)(4) |
22,569 | 32,164 | ||||||
| 19.43% (1 Month LIBOR USD + 19.66%, 19.66% Cap), 06/15/2036, Series 3523, Class SD(1)(4) |
15,346 | 19,738 | ||||||
| 19.72% (1 Month LIBOR USD + 20.00%, 20.00% Cap), 11/15/2035, Series 3064, Class SG(1)(4) |
23,426 | 32,608 | ||||||
| 22.44% (1 Month LIBOR USD + 22.75%, 22.75% Cap), 10/15/2023, Series 1602, Class SA(1)(4) |
1,334 | 1,540 | ||||||
| 24.19% (1 Month LIBOR USD + 24.49%, 24.49% Cap), 06/15/2034, Series 2990, Class SL(1)(4) |
16,172 | 18,895 | ||||||
| 24.26% (1 Month LIBOR USD + 24.57%, 24.57% Cap), 01/15/2036, Series 3102, Class HS(1)(4) |
4,158 | 5,941 | ||||||
| 26.36% (11th District Cost of Funds Index + 27.47%, 27.47% Cap), 07/15/2023, Series 1541, Class M(1)(4) |
339 | 371 | ||||||
| 27.66% (1 Month LIBOR USD + 28.03%, 28.03% Cap), 10/15/2025, Series 3051, Class DP(1)(4) |
7,992 | 10,441 | ||||||
| 27.79% (1 Month LIBOR USD + 28.16%, 28.16% Cap), 02/15/2035, Series 2929, Class MS(1)(4) |
30,109 | 41,999 | ||||||
| 30.18% (1 Month LIBOR USD + 30.55%, 30.55% Cap), 03/15/2029, Series 2132, Class SB(1)(4) |
1,249 | 1,871 | ||||||
| 30.25% (11th District Cost of Funds Index + 31.43%, 31.43% Cap), 03/15/2024, Series 2033, Class SN(1)(4) |
1,022 | 143 | ||||||
| 33.36% (1 Month LIBOR USD + 33.83%, 33.83% Cap), 04/15/2025, Series 2967, Class S(1)(4) |
5,707 | 6,953 | ||||||
| 34.14% (1 Month LIBOR USD + 34.50%, 34.50% Cap), 09/15/2023, Series 2571, Class SK(1)(4) |
1,241 | 1,532 | ||||||
| Freddie Mac STACR REMIC Trust 2021-DNA3 |
||||||||
| 2.15% (30-day Average Secured Overnight Financing Rate + 2.10%), 10/25/2033, Series 2021-DNA3, Class M2(1)(2) |
10,610,000 | 10,825,495 | ||||||
| Freddie Mac STACR REMIC Trust 2021-DNA5 |
||||||||
| 0.70% (30-day Average Secured Overnight Financing Rate + 0.65%), 01/25/2034, Series 2021-DNA5, Class M1(1)(2) |
5,004,386 | 5,007,454 | ||||||
| 1.70% (30-day Average Secured Overnight Financing Rate + 1.65%), 01/25/2034, Series 2021-DNA5, Class M2(1)(2) |
1,180,000 | 1,189,640 | ||||||
| Freddie Mac STACR REMIC Trust 2021-HQA3 |
||||||||
| 0.90% (30-day Average Secured Overnight Financing Rate + 0.85%), 09/25/2041, Series 2021-HQA3, Class M1(1)(2) |
27,340,000 | 27,359,089 | ||||||
| Freddie Mac Strips |
||||||||
| 0.00%, 04/01/2028, Series 197, Class PO |
34,523 | 33,350 | ||||||
| 0.00%, 09/15/2043, Series 310, Class PO |
539,246 | 466,930 | ||||||
| 0.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 08/15/2042, Series 270, Class F1(1) |
665,995 | 678,842 | ||||||
| 0.63% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 07/15/2042, Series 264, Class F1(1) |
1,073,402 | 1,091,318 | ||||||
| 0.63% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/15/2042, Series 272, Class F2(1) |
565,989 | 578,416 | ||||||
| 3.00%, 08/15/2042, Series 267, Class 30 |
841,030 | 864,766 | ||||||
| 3.00%, 01/15/2043, Series 299, Class 300 |
197,512 | 204,138 | ||||||
| 3.50%, 07/15/2042, Series 262, Class 35 |
3,120,819 | 3,356,004 | ||||||
| 5.00%, 09/15/2035, Series 233, Class 12 |
63,420 | 9,307 | ||||||
| 5.00%, 09/15/2035, Series 233, Class 11 |
74,310 | 13,767 | ||||||
| 5.00%, 09/15/2035, Series 233, Class 13 |
119,980 | 22,020 | ||||||
| 7.62% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 08/15/2036, Series 239, Class S30(1)(4) |
222,288 | 55,020 | ||||||
| Freddie Mac Structured Pass-Through Certificates |
||||||||
| 0.00%, 07/25/2043, Series T-57, Class 1AP |
16,297 | 14,084 | ||||||
| 0.00%, 09/25/2043, Series T-58, Class APO |
17,731 | 14,891 | ||||||
| 0.00%, 10/25/2043, Series T-59, Class 1AP |
20,904 | 14,241 | ||||||
| 1.29% (12 Month U.S. Treasury Average + 1.20%, 1.20% Floor), 10/25/2044, Series T-62, Class 1A1(1) |
326,693 | 335,050 | ||||||
| 1.63%, 10/25/2037, Series T-76, Class 2A(5) |
862,533 | 880,706 | ||||||
| 4.66%, 07/25/2033, Series T-48, Class 1A(5) |
133,022 | 145,842 | ||||||
| 4.97%, 07/25/2032, Series T-41, Class 3A(5) |
45,188 | 50,234 | ||||||
| 5.23%, 05/25/2043, Series T-56, Class A5 |
435,957 | 494,867 | ||||||
| 6.50%, 02/25/2043, Series T-54, Class 2A |
200,048 | 236,190 | ||||||
| 7.00%, 02/25/2043, Series T-54, Class 3A |
64,070 | 76,483 |
| 7.00%, 10/25/2043, Series T-59, Class 1A2 |
239,988 | 282,716 | ||||||
| 7.50%, 02/25/2042, Series T-42, Class A5 |
184,694 | 225,310 | ||||||
| 7.50%, 08/25/2042, Series T-51, Class 2A(5) |
33,712 | 43,353 | ||||||
| 7.50%, 07/25/2043, Series T-57, Class 1A3 |
42,947 | 53,926 | ||||||
| 7.50%, 09/25/2043, Series T-58, Class 4A |
236,551 | 275,970 | ||||||
| FREMF 2013-K25 Mortgage Trust |
||||||||
| 3.74%, 11/25/2045, Series 2013-K25, Class C(2)(5) |
2,000,000 | 2,053,642 | ||||||
| FREMF 2013-K35 Mortgage Trust |
||||||||
| 4.07%, 12/25/2046, Series 2013-K35, Class C(2)(5) |
2,951,000 | 3,108,183 | ||||||
| FREMF 2014-K40 Mortgage Trust |
||||||||
| 4.21%, 11/25/2047, Series 2014-K40, Class C(2)(5) |
2,273,000 | 2,430,545 | ||||||
| FREMF 2014-K41 Mortgage Trust |
||||||||
| 3.96%, 11/25/2047, Series 2014-K41, Class C(2)(5) |
6,000,000 | 6,417,971 | ||||||
| FREMF 2015-K44 Mortgage Trust |
||||||||
| 3.80%, 01/25/2048, Series 2015-K44, Class B(2)(5) |
3,510,000 | 3,757,273 | ||||||
| FREMF 2015-K45 Mortgage Trust |
||||||||
| 3.71%, 04/25/2048, Series 2015-K45, Class B(2)(5) |
2,135,000 | 2,281,089 | ||||||
| FREMF 2015-K49 Mortgage Trust |
||||||||
| 3.85%, 10/25/2048, Series 2015-K49, Class C(2)(5) |
4,000,000 | 4,199,684 | ||||||
| FREMF 2015-K51 Mortgage Trust |
||||||||
| 4.09%, 10/25/2048, Series 2015-K51, Class C(2)(5) |
1,500,000 | 1,590,354 | ||||||
| FREMF 2015-K720 Mortgage Trust |
||||||||
| 3.51%, 07/25/2022, Series 2015-K720, Class C(2)(5) |
4,000,000 | 4,073,382 | ||||||
| FREMF 2016-K52 Mortgage Trust |
||||||||
| 4.06%, 01/25/2049, Series 2016-K52, Class B(2)(5) |
4,750,000 | 5,194,864 | ||||||
| FREMF 2016-K59 Mortgage Trust |
||||||||
| 3.70%, 11/25/2049, Series 2016-K59, Class B(2)(5) |
2,450,000 | 2,643,574 | ||||||
| FREMF 2016-K722 Mortgage Trust |
||||||||
| 3.99%, 07/25/2049, Series 2016-K722, Class B(2)(5) |
1,845,000 | 1,926,557 | ||||||
| GCAT 2020-4 LLC |
||||||||
| 2.61%, 12/25/2025, Series 2020-4, Class A1(2)(3) |
4,416,401 | 4,438,275 | ||||||
| Ginnie Mae |
||||||||
| 0.00%, 03/16/2033, Series 2003-24, Class PO |
4,642 | 4,601 | ||||||
| 0.00%, 06/16/2033, Series 2003-52, Class AP |
26,391 | 25,172 | ||||||
| 0.00%, 10/20/2033, Series 2003-90, Class PO |
3,918 | 3,834 | ||||||
| 0.00%, 06/20/2034, Series 2004-46, Class PO |
42,455 | 41,587 | ||||||
| 0.00%, 08/20/2035, Series 2010-14, Class CO |
97,693 | 91,232 | ||||||
| 0.00%, 10/20/2035, Series 2005-82, Class PO |
22,742 | 20,541 | ||||||
| 0.00%, 11/20/2035, Series 2010-14, Class BO |
33,183 | 30,971 | ||||||
| 0.00%, 03/20/2036, Series 2006-16, Class OP |
27,943 | 26,093 | ||||||
| 0.00%, 05/20/2036, Series 2006-22, Class AO |
39,229 | 38,153 | ||||||
| 0.00%, 07/20/2036, Series 2006-34, Class PO |
5,344 | 5,144 | ||||||
| 0.00%, 03/20/2037, Series 2007-57, Class PO |
67,171 | 65,188 | ||||||
| 0.00%, 04/16/2037, Series 2007-17, Class JO |
53,918 | 48,724 | ||||||
| 0.00%, 05/20/2037, Series 2007-28, Class BO |
7,963 | 7,400 | ||||||
| 0.00%, 06/16/2037, Series 2007-36, Class HO |
13,913 | 13,027 | ||||||
| 0.00%, 06/16/2037, Series 2007-35, Class PO |
138,725 | 131,939 | ||||||
| 0.00%, 09/20/2037, Series 2008-20, Class PO |
4,052 | 4,042 | ||||||
| 0.00%, 11/16/2037, Series 2009-79, Class OK |
145,592 | 137,289 | ||||||
| 0.00%, 01/20/2038, Series 2008-1, Class PO |
5,505 | 5,195 | ||||||
| 0.00%, 12/20/2040, Series 2010-157, Class OP |
303,797 | 286,387 | ||||||
| 0.38% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap), 05/16/2037, Series 2007-25, Class FN(1) |
42,364 | 42,426 | ||||||
| 0.39% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 5.59% Cap), 08/20/2060, Series 2013-H03, Class FA(1) |
691 | 691 | ||||||
| 0.39% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 11/20/2062, Series 2013-H02, Class HF(1) |
4,320 | 4,317 | ||||||
| 0.41% (1 Month LIBOR USD + 0.32%, 0.32% Floor, 10.50% Cap), 01/20/2063, Series 2013-H01, Class JA(1) |
630,247 | 630,192 | ||||||
| 0.43% (1 Month LIBOR USD + 0.34%, 0.34% Floor, 11.00% Cap), 12/20/2062, Series 2012-H31, Class FD(1) |
1,486,692 | 1,487,161 | ||||||
| 0.50% (1 Month LIBOR USD + 0.41%, 0.41% Floor, 11.00% Cap), 03/20/2063, Series 2013-H07, Class HA(1) |
543,836 | 544,849 | ||||||
| 0.51% (1 Month LIBOR USD + 0.42%, 0.42% Floor, 10.50% Cap), 02/20/2063, Series 2013-H04, Class SA(1) |
163,741 | 164,222 | ||||||
| 0.52% (1 Month LIBOR USD + 0.43%, 0.43% Floor, 5.59% Cap), 04/20/2060, Series 2012-H24, Class FG(1) |
8,592 | 8,606 | ||||||
| 0.53% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 11.00% Cap), 07/20/2065, Series 2015-H16, Class FL(1) |
2,676,979 | 2,686,754 | ||||||
| 0.54% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 5.50% Cap), 03/20/2060, Series 2012-H24, Class FA(1) |
18,576 | 18,619 | ||||||
| 0.54% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 5.50% Cap), 05/20/2062, Series 2012-H15, Class FA(1) |
28 | 29 | ||||||
| 0.54% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 06/20/2065, Series 2015-H18, Class FA(1) |
1,084,085 | 1,087,208 | ||||||
| 0.54% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 08/20/2067, Series 2017-H19, Class FA(1) |
2,003,808 | 2,007,731 | ||||||
| 0.56% (1 Month LIBOR USD + 0.47%, 0.47% Floor), 08/20/2061, Series 2011-H19, Class FA(1) |
351,567 | 352,572 | ||||||
| 0.56% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 10.50% Cap), 03/20/2063, Series 2013-H07, Class GA(1) |
186,850 | 187,322 | ||||||
| 0.56% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 06/20/2063, Series 2013-H14, Class FD(1) |
1,314,264 | 1,317,895 | ||||||
| 0.56% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 07/20/2064, Series 2014-H14, Class GF(1) |
2,286,296 | 2,292,582 | ||||||
| 0.56% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 09/20/2064, Series 2014-H19, Class FE(1) |
3,056,035 | 3,068,928 | ||||||
| 0.56% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 08/20/2065, Series 2015-H20, Class FA(1) |
447,894 | 449,963 | ||||||
| 0.57% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 11.00% Cap), 02/20/2065, Series 2015-H05, Class FC(1) |
2,957,835 | 2,967,539 | ||||||
| 0.57% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 11.00% Cap), 03/20/2065, Series 2015-H08, Class FC(1) |
5,725,605 | 5,751,565 | ||||||
| 0.57% (1 Month LIBOR USD + 0.48%, 11.00% Cap), 04/20/2065, Series 2015-H10, Class FC(1) |
4,514,885 | 4,537,047 | ||||||
| 0.57% (1 Month LIBOR USD + 0.47%, 11.00% Cap), 02/20/2065, Series 2015-H07, Class ES(1) |
1,266,332 | 1,270,059 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 10.66% Cap), 03/20/2061, Series 2011-H11, Class FA(1) |
1,265,071 | 1,270,048 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor), 01/20/2063, Series 2013-H01, Class TA(1) |
6,779 | 6,805 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 06/20/2064, Series 2014-H11, Class VA(1) |
1,760,977 | 1,771,265 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 07/20/2064, Series 2014-H15, Class FA(1) |
1,432,922 | 1,441,065 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 07/20/2064, Series 2014-H17, Class FC(1) |
1,708,107 | 1,715,048 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 12/20/2064, Series 2015-H03, Class FA(1) |
1,912,236 | 1,918,787 | ||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 06/20/2067, Series 2017-H14, Class FV(1) |
4,793,365 | 4,819,426 | ||||||
| 0.60% (1 Month LIBOR USD + 0.52%, 0.52% Floor, 11.50% Cap), 10/20/2062, Series 2012-H29, Class FA(1) |
1,236,263 | 1,240,347 | ||||||
| 0.64% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 10/20/2061, Series 2012-H26, Class JA(1) |
2,294 | 2,301 | ||||||
| 0.64% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 04/20/2062, Series 2013-H07, Class MA(1) |
1,059 | 1,063 | ||||||
| 0.64% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 07/20/2062, Series 2012-H26, Class MA(1) |
4,717 | 4,744 | ||||||
| 0.65% (1 Month LIBOR USD + 0.56%, 0.56% Floor, 11.00% Cap), 03/20/2067, Series 2017-H09, Class DF(1) |
4,716,560 | 4,753,335 | ||||||
| 0.67% (1 Month LIBOR USD + 0.58%, 0.58% Floor), 09/20/2062, Series 2012-H28, Class FA(1) |
13,931 | 13,986 | ||||||
| 0.69% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 4.60% Cap), 10/20/2062, Series 2012-H24, Class FE(1) |
9,666 | 9,734 | ||||||
| 0.69% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 04/20/2064, Series 2014-H10, Class TA(1) |
2,338,674 | 2,363,018 | ||||||
| 0.69% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.00% Cap), 04/20/2064, Series 2014-H09, Class TA(1) |
2,627,471 | 2,640,585 | ||||||
| 0.69% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.00% Cap), 05/20/2064, Series 2014-H07, Class FA(1) |
4,278,748 | 4,317,942 |
| 0.69% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 10/20/2064, Series 2014-H20, Class LF(1) |
1,187,963 | 1,196,956 | ||||||
| 0.74% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 05/20/2061, Series 2012-H21, Class DF(1) |
13,385 | 13,494 | ||||||
| 0.74% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 01/20/2064, Series 2014-H01, |
2,017,940 | 2,030,308 | ||||||
| 0.74% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 02/20/2064, Series 2014-H04, |
3,930,494 | 3,955,431 | ||||||
| 0.74% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 03/20/2064, Series 2014-H06, |
1,625,183 | 1,635,728 | ||||||
| 0.78% (1 Month LIBOR USD + 0.69%, 0.69% Floor, 11.00% Cap), 02/20/2064, Series 2014-H05, |
2,285,503 | 2,312,239 | ||||||
| 0.79% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 05/20/2061, Series 2012-H21, Class CF(1) |
13,129 | 13,252 | ||||||
| 0.79% (1 Month LIBOR USD + 0.70%, 0.70% Floor, 11.00% Cap), 04/20/2062, Series 2012-H08, |
675,192 | 682,210 | ||||||
| 0.91% (1 Month LIBOR USD + 0.82%, 0.82% Floor, 7.00% Cap), 07/20/2038, Series 2008-58, Class FA(1) |
229,856 | 233,784 | ||||||
| 1.37% (1 Month LIBOR USD + 1.28%, 1.28% Floor), 02/20/2071, Series 2021-H03, Class LF(1) |
15,052,730 | 15,974,965 | ||||||
| 1.65%, 01/20/2063, Series 2013-H01, Class FA |
48,115 | 48,238 | ||||||
| 1.65%, 02/20/2063, Series 2013-H04, Class BA |
61,074 | 61,516 | ||||||
| 1.65%, 04/20/2063, Series 2013-H09, Class HA |
34,342 | 34,484 | ||||||
| 1.68%, 06/20/2067, Series 2017-H14, Class XI(5) |
10,892,596 | 777,732 | ||||||
| 2.00%, 10/01/2051(9) |
31,555,000 | 32,009,836 | ||||||
| 2.17%, 05/20/2067, Series 2017-H11, Class LI(5) |
11,140,517 | 1,225,067 | ||||||
| 2.50%, 07/20/2047, Series 2017-101, Class AB |
2,877,927 | 3,003,194 | ||||||
| 2.50%, 10/01/2051(9) |
47,970,000 | 49,519,656 | ||||||
| 3.00%, 12/20/2041, Series 2011-157, Class UY |
1,000,000 | 1,069,876 | ||||||
| 3.00%, 10/20/2045, Series 2015-144, Class HP |
899,200 | 958,681 | ||||||
| 3.00%, 02/20/2047, Series 2018-7, Class GA |
1,427,700 | 1,472,107 | ||||||
| 3.00%, 09/20/2047, Series 2017-139, Class BA |
1,218,957 | 1,286,436 | ||||||
| 3.00%, 11/20/2047, Series 2017-163, Class PT |
4,750,689 | 5,028,621 | ||||||
| 3.00%, 10/01/2051(9) |
44,130,000 | 46,105,507 | ||||||
| 3.50%, 07/20/2046, Series 2018-160, Class PA |
2,035,067 | 2,109,481 | ||||||
| 3.50%, 09/20/2046, Series 2018-34, Class DL |
1,266,381 | 1,359,298 | ||||||
| 3.68%, 01/20/2042, Series 2012-141, Class WC(5) |
204,587 | 222,600 | ||||||
| 3.99%, 09/16/2042, Series 2012-141, Class WB(5) |
120,933 | 134,163 | ||||||
| 4.48%, 04/20/2043, Series 2013-91, Class WA(5) |
167,017 | 183,511 | ||||||
| 4.54%, 11/16/2041, Series 2012-141, Class WA(5) |
233,158 | 259,061 | ||||||
| 4.58%, 10/20/2041, Series 2014-188, Class W(5) |
368,646 | 408,251 | ||||||
| 4.71%, 09/20/2041, Series 2013-26, Class AK(5) |
216,981 | 245,096 | ||||||
| 4.73%, 10/20/2042, Series 2014-41, Class W(5) |
692,007 | 775,506 | ||||||
| 4.77%, 03/20/2048, Series 2020-30, Class PT(5) |
8,561,833 | 9,634,580 | ||||||
| 4.89%, 11/20/2042, Series 2013-54, Class WA(5) |
138,049 | 156,209 | ||||||
| 5.13%, 06/20/2040, Series 2013-75, Class WA(5) |
104,561 | 118,980 | ||||||
| 5.21%, 07/20/2060, Series 2010-H17, Class XQ(5) |
5,010 | 5,237 | ||||||
| 5.40%, 01/20/2039, Series 2014-6, Class W(5) |
448,798 | 511,811 | ||||||
| 5.50%, 01/16/2033, Series 2011-43, Class ZQ |
239,451 | 253,115 | ||||||
| 5.50%, 04/20/2033, Series 2003-25, Class PZ |
131,605 | 138,905 | ||||||
| 5.50%, 03/16/2034, Series 2004-17, Class MZ |
1,935,383 | 2,126,383 | ||||||
| 5.50%, 07/20/2035, Series 2005-56, Class IC |
16,921 | 2,729 | ||||||
| 5.50%, 09/20/2035, Series 2005-72, Class AZ |
93,215 | 104,847 | ||||||
| 5.50%, 10/16/2037, Series 2008-32, Class PI |
57,365 | 2,265 | ||||||
| 5.50%, 02/20/2038, Series 2008-17, Class IO |
18,656 | 838 | ||||||
| 5.50%, 05/20/2039, Series 2009-33, Class CI |
21,178 | 2,797 | ||||||
| 5.50%, 09/20/2039, Series 2009-75, Class MN |
317,000 | 370,310 | ||||||
| 5.50%, 10/20/2039, Series 2009-87, Class BE |
540,680 | 615,916 | ||||||
| 5.53%, 01/20/2038, Series 2015-137, Class WA(5) |
420,150 | 489,753 | ||||||
| 5.56%, 10/20/2036, Series 2006-57, Class PZ |
99,470 | 107,593 | ||||||
| 5.58%, 08/20/2038, Series 2012-59, Class WA(5) |
156,466 | 178,762 | ||||||
| 5.59%, 07/20/2040, Series 2011-137, Class WA(5) |
146,832 | 170,766 | ||||||
| 5.61% (1 Month LIBOR USD + 5.70%, 5.70% Cap), 12/20/2038, Series 2008-93, Class AS(1)(4) |
137,040 | 16,742 | ||||||
| 5.70%, 08/20/2034, Series 2010-103, Class WA(5) |
50,968 | 58,013 | ||||||
| 5.75%, 02/20/2036, Series 2006-20, Class QA |
8,763 | 9,034 | ||||||
| 5.75%, 07/20/2038, Series 2008-69, Class QD |
67,421 | 71,418 | ||||||
| 5.81% (1 Month LIBOR USD + 5.90%, 5.90% Cap), 09/20/2038, Series 2008-76, Class US(1)(4) |
126,913 | 19,204 | ||||||
| 5.83%, 10/20/2033, Series 2010-41, Class WA(5) |
92,645 | 103,664 | ||||||
| 5.86% (1 Month LIBOR USD + 5.95%, 5.95% Cap), 02/20/2039, Series 2009-10, Class SA(1)(4) |
101,147 | 14,007 | ||||||
| 5.86% (1 Month LIBOR USD + 5.95%, 5.95% Cap), 06/20/2039, Series 2009-43, Class SA(1)(4) |
97,366 | 11,536 | ||||||
| 5.88%, 02/20/2037, Series 2011-22, Class WA(5) |
34,295 | 39,271 | ||||||
| 5.88%, 12/20/2038, Series 2011-163, Class WA(5) |
374,101 | 432,699 | ||||||
| 5.91% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 11/20/2037, Series 2007-73, Class MI(1)(4) |
93,463 | 10,648 | ||||||
| 5.91% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/20/2038, Series 2009-106, Class ST(1)(4) |
777,901 | 116,806 | ||||||
| 5.91% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 08/20/2038, Series 2008-71, Class SC(1)(4) |
35,815 | 4,547 | ||||||
| 5.91% (1 Month LIBOR USD + 6.00%, 6.00% Cap), 12/20/2038, Series 2008-96, Class SL(1)(4) |
75,863 | 6,528 | ||||||
| 5.94%, 04/20/2037, Series 2010-129, Class AW(5) |
63,299 | 72,260 | ||||||
| 5.95% (1 Month LIBOR USD + 6.04%, 6.04% Cap), 02/20/2039, Series 2009-6, Class SH(1)(4) |
61,291 | 7,793 | ||||||
| 5.99% (1 Month LIBOR USD + 6.08%, 6.08% Cap), 11/20/2034, Series 2004-96, Class SC(1)(4) |
144,357 | 458 | ||||||
| 5.99% (1 Month LIBOR USD + 6.08%, 6.08% Cap), 06/20/2039, Series 2009-42, Class SC(1)(4) |
135,118 | 19,381 | ||||||
| 6.00%, 02/20/2029, Series 1999-4, Class ZB |
50,383 | 50,386 | ||||||
| 6.00%, 09/16/2033, Series 2003-75, Class ZX |
75,024 | 83,826 | ||||||
| 6.00%, 06/20/2034, Series 2004-49, Class Z |
170,441 | 191,181 | ||||||
| 6.00%, 12/20/2035, Series 2005-91, Class PI |
34,626 | 4,986 | ||||||
| 6.00%, 06/20/2038, Series 2008-50, Class KB |
63,349 | 72,366 | ||||||
| 6.00%, 12/20/2038, Series 2009-65, Class IQ |
9,265 | 231 | ||||||
| 6.00%, 05/20/2039, Series 2009-33, Class TI |
29,594 | 5,090 | ||||||
| 6.00% (1 Month LIBOR USD + 6.09%, 6.09% Cap), 09/20/2039, Series 2009-81, Class SB(1)(4) |
262,030 | 48,159 | ||||||
| 6.01% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 10/20/2034, Series 2004-90, Class SI(1)(4) |
251,804 | 37,037 | ||||||
| 6.02% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 02/16/2039, Series 2009-6, Class SA(1)(4) |
56,471 | 4,724 | ||||||
| 6.02% (1 Month LIBOR USD + 6.10%, 6.10% Cap), 07/16/2039, Series 2009-64, Class SN(1)(4) |
144,583 | 17,971 | ||||||
| 6.06% (1 Month LIBOR USD + 6.15%, 6.15% Cap), 07/20/2038, Series 2008-60, Class CS(1)(4) |
101,184 | 11,846 | ||||||
| 6.07% (1 Month LIBOR USD + 6.15%, 6.15% Cap), 02/16/2039, Series 2009-11, Class SC(1)(4) |
69,139 | 6,953 | ||||||
| 6.11%, 11/20/2038, Series 2011-97, Class WA(5) |
100,846 | 117,113 | ||||||
| 6.11% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 03/20/2037, Series 2007-9, Class CI(1)(4) |
101,078 | 14,697 | ||||||
| 6.11% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 04/20/2037, Series 2007-19, Class SD(1)(4) |
52,387 | 5,005 | ||||||
| 6.11% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 05/20/2037, Series 2007-27, Class SD(1)(4) |
100,873 | 14,023 | ||||||
| 6.11% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 05/20/2037, Series 2007-26, Class SC(1)(4) |
92,560 | 14,343 | ||||||
| 6.11% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 06/20/2038, Series 2008-55, Class SA(1)(4) |
29,455 | 4,294 | ||||||
| 6.11% (1 Month LIBOR USD + 6.20%, 6.20% Cap), 09/20/2038, Series 2008-81, Class S(1)(4) |
261,874 | 23,231 | ||||||
| 6.16% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 06/20/2037, Series 2007-36, Class SJ(1)(4) |
76,199 | 7,694 | ||||||
| 6.17% (1 Month LIBOR USD + 6.25%, 6.25% Cap), 08/16/2039, Series 2009-72, Class SM(1)(4) |
150,879 | 21,765 | ||||||
| 6.18% (1 Month LIBOR USD + 6.27%, 6.27% Cap), 04/20/2039, Series 2009-22, Class SA(1)(4) |
178,786 | 26,879 | ||||||
| 6.21% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 09/20/2035, Series 2005-68, Class KI(1)(4) |
341,884 | 68,087 | ||||||
| 6.21% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 04/20/2038, Series 2008-36, Class SH(1)(4) |
120,638 | 416 | ||||||
| 6.21% (1 Month LIBOR USD + 6.30%, 6.30% Cap), 03/20/2039, Series 2009-31, Class TS(1)(4) |
79,419 | 5,748 | ||||||
| 6.32% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 05/16/2038, Series 2008-40, Class SA(1)(4) |
418,373 | 72,295 |
| 6.32% (1 Month LIBOR USD + 6.40%, 6.40% Cap), 11/16/2039, Series 2009-106, Class AS(1)(4) |
209,775 | 37,008 | ||||||
| 6.39% (1 Month LIBOR USD + 6.47%, 6.47% Cap), 06/16/2037, Series 2007-36, Class SE(1)(4) |
59,658 | 6,594 | ||||||
| 6.41% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 06/20/2036, Series 2006-38, Class SW(1)(4) |
2,552 | 109 | ||||||
| 6.41% (1 Month LIBOR USD + 6.50%, 6.50% Cap), 11/20/2037, Series 2007-76, Class SB(1)(4) |
180,210 | 17,965 | ||||||
| 6.42% (1 Month LIBOR USD + 6.51%, 6.51% Cap), 11/20/2037, Series 2007-67, Class SI(1)(4) |
101,568 | 16,784 | ||||||
| 6.46% (1 Month LIBOR USD + 6.54%, 6.54% Cap), 11/16/2037, Series 2007-74, Class SL(1)(4) |
97,966 | 10,720 | ||||||
| 6.46% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 09/20/2037, Series 2007-53, Class ES(1)(4) |
81,054 | 11,155 | ||||||
| 6.46% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 11/20/2037, Series 2007-72, Class US(1)(4) |
81,423 | 9,847 | ||||||
| 6.46% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 12/20/2037, Series 2007-79, Class SY(1)(4) |
119,925 | 16,040 | ||||||
| 6.47% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 11/16/2033, Series 2003-97, Class SA(1)(4) |
47,682 | 4,317 | ||||||
| 6.47% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 12/16/2033, Series 2003-112, Class SA(1)(4) |
49,730 | 4,972 | ||||||
| 6.47% (1 Month LIBOR USD + 6.55%, 6.55% Cap), 09/16/2034, Series 2004-73, Class JL(1)(4) |
177,751 | 33,260 | ||||||
| 6.50%, 07/20/2032, Series 2002-52, Class GH |
44,199 | 44,203 | ||||||
| 6.50%, 01/20/2033, Series 2003-58, Class BE |
61,825 | 65,756 | ||||||
| 6.50%, 03/20/2033, Series 2003-46, Class TC |
36,194 | 38,935 | ||||||
| 6.50%, 03/20/2033, Series 2003-40, Class TJ |
123,345 | 132,101 | ||||||
| 6.50%, 05/20/2033, Series 2003-46, Class MG |
48,145 | 52,900 | ||||||
| 6.50%, 07/20/2036, Series 2006-33, Class Z |
168,457 | 195,857 | ||||||
| 6.50%, 08/20/2036, Series 2006-38, Class ZK |
223,380 | 247,794 | ||||||
| 6.50%, 03/20/2039, Series 2009-14, Class KI |
35,105 | 6,124 | ||||||
| 6.50%, 03/20/2039, Series 2009-14, Class NI |
76,531 | 16,359 | ||||||
| 6.51% (1 Month LIBOR USD + 6.60%, 6.60% Cap), 05/20/2041, Series 2011-75, Class SM(1)(4) |
191,056 | 24,899 | ||||||
| 6.55% (1 Month LIBOR USD + 6.64%, 6.64% Cap), 07/20/2037, Series 2007-45, Class QA(1)(4) |
117,540 | 16,466 | ||||||
| 6.59% (1 Month LIBOR USD + 6.68%, 6.68% Cap), 07/20/2037, Series 2007-40, Class SN(1)(4) |
113,930 | 19,050 | ||||||
| 6.61% (1 Month LIBOR USD + 6.70%, 6.70% Cap), 10/20/2036, Series 2006-59, Class SD(1)(4) |
50,889 | 7,025 | ||||||
| 6.66% (1 Month LIBOR USD + 6.75%, 6.75% Cap), 01/20/2035, Series 2005-3, Class SK(1)(4) |
166,436 | 34,211 | ||||||
| 6.66% (1 Month LIBOR USD + 6.75%, 6.75% Cap), 07/20/2037, Series 2007-40, Class SD(1)(4) |
80,184 | 12,127 | ||||||
| 6.69% (1 Month LIBOR USD + 6.78%, 6.78% Cap), 08/20/2037, Series 2007-50, Class AI(1)(4) |
26,927 | 100 | ||||||
| 6.71% (1 Month LIBOR USD + 6.80%, 6.80% Cap), 06/20/2035, Series 2008-79, Class CS(1)(4) |
84,522 | 90,903 | ||||||
| 6.71% (1 Month LIBOR USD + 6.80%, 6.80% Cap), 11/20/2036, Series 2006-65, Class SA(1)(4) |
90,269 | 10,426 | ||||||
| 6.73% (1 Month LIBOR USD + 6.81%, 6.81% Cap), 04/16/2037, Series 2007-17, Class JI(1)(4) |
138,955 | 29,523 | ||||||
| 7.00% (1 Month LIBOR USD + 44.50%, 7.00% Cap), 09/20/2034, Series 2004-71, Class ST(1)(4) |
18,240 | 19,660 | ||||||
| 7.00%, 08/16/2039, Series 2009-104, Class AB |
53,245 | 57,009 | ||||||
| 7.00%, 10/16/2040, Series 2010-130, Class CP |
271,498 | 322,603 | ||||||
| 7.21% (1 Month LIBOR USD + 7.30%, 7.30% Cap), 12/20/2038, Series 2008-95, Class DS(1)(4) |
229,452 | 33,292 | ||||||
| 7.51% (1 Month LIBOR USD + 7.60%, 7.60% Cap), 09/20/2038, Series 2009-25, Class SE(1)(4) |
54,739 | 8,224 | ||||||
| 7.61% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 02/20/2033, Series 2003-12, Class SP(1)(4) |
14,660 | 1,527 | ||||||
| 7.62% (1 Month LIBOR USD + 7.70%, 7.70% Cap), 04/16/2038, Series 2008-33, Class XS(1)(4) |
52,885 | 8,513 | ||||||
| 8.17% (1 Month LIBOR USD + 8.25%, 8.25% Cap), 08/16/2031, Series 2001-35, Class SA(1)(4) |
9,829 | 36 | ||||||
| 13.23% (1 Month LIBOR USD + 13.40%, 13.40% Cap), 10/20/2037, Series 2008-7, Class SP(1)(4) |
14,175 | 15,982 | ||||||
| 14.07% (1 Month LIBOR USD + 14.26%, 14.26% Cap), 10/16/2034, Series 2004-83, Class AP(1)(4) |
812 | 875 | ||||||
| 14.68% (1 Month LIBOR USD + 14.86%, 14.86% Cap), 08/17/2034, Series 2004-73, Class AE(1)(4) |
925 | 938 | ||||||
| 16.23% (1 Month LIBOR USD + 16.43%, 16.43% Cap), 06/17/2035, Series 2005-68, Class DP(1)(4) |
53,701 | 66,095 | ||||||
| 16.53% (1 Month LIBOR USD + 16.72%, 16.72% Cap), 05/18/2034, Series 2005-7, Class JM(1)(4) |
1,245 | 1,513 | ||||||
| 19.43% (1 Month LIBOR USD + 19.66%, 19.66% Cap), 04/16/2034, Series 2004-28, Class S(1)(4) |
25,257 | 35,354 | ||||||
| 19.69% (1 Month LIBOR USD + 19.95%, 19.95% Cap), 11/20/2037, Series 2008-7, Class SK(1)(4) |
9,846 | 12,372 | ||||||
| 19.94% (1 Month LIBOR USD + 20.21%, 20.21% Cap), 09/20/2037, Series 2007-53, Class SW(1)(4) |
18,948 | 24,547 | ||||||
| 20.55% (1 Month LIBOR USD + 20.83%, 20.83% Cap), 08/16/2035, Series 2005-66, Class SP(1)(4) |
10,004 | 14,527 | ||||||
| 22.40% (1 Month LIBOR USD + 22.73%, 22.73% Cap), 08/20/2035, Series 2005-65, Class SA(1)(4) |
3,093 | 4,855 | ||||||
| 24.07% (1 Month LIBOR USD + 24.38%, 24.38% Cap), 10/16/2034, Series 2004-89, Class LS(1)(4) |
14,204 | 22,023 | ||||||
| 29.04% (1 Month LIBOR USD + 29.46%, 29.46% Cap), 09/20/2034, Series 2004-71, Class SB(1)(4) |
18,240 | 27,854 | ||||||
| Ginnie Mae I Pool |
||||||||
| 3.00%, 05/15/2043 |
341,683 | 365,428 | ||||||
| 3.00%, 07/15/2045 |
803,897 | 846,207 | ||||||
| 3.50%, 01/15/2042 |
2,664,963 | 2,866,085 | ||||||
| 3.50%, 03/15/2043 |
881,479 | 991,764 | ||||||
| 3.50%, 04/15/2043 |
2,329,332 | 2,508,358 | ||||||
| 3.50%, 06/15/2043 |
1,144,436 | 1,232,483 | ||||||
| 3.50%, 07/15/2043 |
398,891 | 448,810 | ||||||
| 4.00%, 06/15/2039 |
242,528 | 266,684 | ||||||
| 4.00%, 10/15/2040 |
119,907 | 132,453 | ||||||
| 4.50%, 04/15/2040 |
947,900 | 1,067,961 | ||||||
| 5.50%, 04/15/2033 |
188,987 | 219,199 | ||||||
| 5.50%, 06/15/2033 |
1,698 | 1,932 | ||||||
| 5.50%, 12/15/2033 |
7,308 | 8,467 | ||||||
| 5.50%, 07/15/2034 |
2,695 | 3,023 | ||||||
| 5.50%, 09/15/2034 |
2,850 | 3,176 | ||||||
| 6.00%, 11/15/2028 |
4,430 | 4,960 | ||||||
| 6.50%, 01/15/2024 |
1,464 | 1,636 | ||||||
| 6.50%, 03/15/2028 |
5,684 | 6,350 | ||||||
| 6.50%, 09/15/2028 |
12,073 | 13,487 | ||||||
| 6.50%, 10/15/2028 |
507 | 567 | ||||||
| 6.50%, 01/15/2032 |
36,773 | 42,804 | ||||||
| 6.50%, 07/15/2032 |
2,023 | 2,260 | ||||||
| 6.50%, 02/15/2033 |
7,666 | 8,602 | ||||||
| 6.50%, 04/15/2033 |
5,386 | 6,051 | ||||||
| 6.50%, 12/15/2035 |
42,956 | 49,837 | ||||||
| 7.00%, 08/15/2023 |
66 | 66 | ||||||
| 7.00%, 09/15/2023 |
2,050 | 2,072 | ||||||
| 7.00%, 11/15/2023 |
156 | 163 | ||||||
| 7.00%, 02/15/2024 |
559 | 561 | ||||||
| 7.00%, 09/15/2031 |
48,727 | 56,513 | ||||||
| 7.00%, 02/15/2033 |
5,021 | 5,679 | ||||||
| 7.00%, 06/15/2033 |
13,569 | 16,240 | ||||||
| 7.00%, 06/15/2035 |
118,261 | 137,936 | ||||||
| 7.00%, 04/15/2037 |
12,559 | 13,832 | ||||||
| 7.50%, 03/15/2023 |
51 | 51 | ||||||
| 7.50%, 11/15/2026 |
284 | 285 | ||||||
| 7.50%, 07/15/2027 |
683 | 686 | ||||||
| 7.50%, 07/15/2028 |
488 | 494 | ||||||
| 7.50%, 09/15/2028 |
2,050 | 2,229 | ||||||
| 7.50%, 10/15/2037 |
24,493 | 28,603 | ||||||
| 8.00%, 08/15/2028 |
691 | 694 | ||||||
| 9.50%, 10/15/2024 |
69 | 70 | ||||||
| 9.50%, 12/15/2025 |
1 | 1 | ||||||
| Ginnie Mae II Pool |
||||||||
| 1.87% (1 Year CMT Index + 1.78%, 1.79% Floor, 6.86% Cap), 08/20/2071(1) |
10,075,569 | 11,011,269 | ||||||
| 1.91% (1 Year CMT Index + 1.84%, 1.84% Floor, 6.91% Cap), 08/20/2071(1) |
9,995,711 | 10,955,017 |
| 2.00%, 03/20/2051 |
5,721,452 | 5,808,797 | ||||||
| 2.50%, 12/20/2046 |
1,449,616 | 1,505,352 | ||||||
| 2.50%, 01/20/2050 |
3,624,847 | 3,743,571 | ||||||
| 2.50%, 09/20/2050 |
3,879,487 | 4,008,568 | ||||||
| 2.50%, 09/20/2050 |
5,978,470 | 6,234,738 | ||||||
| 2.50%, 03/20/2051 |
16,784,881 | 17,368,189 | ||||||
| 2.50%, 03/20/2051 |
21,216,640 | 21,919,656 | ||||||
| 2.50%, 06/20/2051 |
17,145,108 | 17,719,769 | ||||||
| 2.50%, 08/20/2051 |
71,167,379 | 73,472,189 | ||||||
| 2.93%, 10/20/2070(5) |
8,549,552 | 8,955,071 | ||||||
| 3.00%, 06/20/2042 |
181,394 | 192,159 | ||||||
| 3.00%, 08/20/2042 |
2,436,708 | 2,580,144 | ||||||
| 3.00%, 11/20/2042 |
1,362,584 | 1,442,806 | ||||||
| 3.00%, 12/20/2042 |
696,069 | 737,059 | ||||||
| 3.00%, 01/20/2043 |
691,810 | 732,544 | ||||||
| 3.00%, 04/20/2043 |
1,717,404 | 1,818,618 | ||||||
| 3.00%, 09/20/2043 |
533,139 | 564,505 | ||||||
| 3.00%, 10/20/2043 |
82,820 | 87,690 | ||||||
| 3.00%, 01/20/2044 |
466,720 | 494,130 | ||||||
| 3.00%, 07/20/2044 |
188,582 | 199,655 | ||||||
| 3.00%, 12/20/2044 |
310,438 | 327,764 | ||||||
| 3.00%, 04/20/2045 |
2,848,810 | 3,002,187 | ||||||
| 3.00%, 05/20/2045 |
509,811 | 537,266 | ||||||
| 3.00%, 07/20/2045 |
1,194,997 | 1,259,443 | ||||||
| 3.00%, 10/20/2045 |
1,354,956 | 1,427,868 | ||||||
| 3.00%, 11/20/2045 |
325,359 | 342,865 | ||||||
| 3.00%, 02/20/2046 |
474,595 | 501,491 | ||||||
| 3.00%, 04/20/2046 |
2,934,679 | 3,090,678 | ||||||
| 3.00%, 05/20/2046 |
124,475 | 131,019 | ||||||
| 3.00%, 07/20/2046 |
2,428,356 | 2,556,037 | ||||||
| 3.00%, 08/20/2046 |
2,796,939 | 2,945,898 | ||||||
| 3.00%, 09/20/2046 |
843,234 | 887,639 | ||||||
| 3.00%, 01/20/2047 |
1,944,308 | 2,045,987 | ||||||
| 3.00%, 02/20/2047 |
2,824,704 | 2,976,378 | ||||||
| 3.00%, 03/20/2047 |
302,586 | 318,828 | ||||||
| 3.00%, 07/20/2049 |
1,995,209 | 2,087,065 | ||||||
| 3.00%, 12/20/2049(7) |
11,085,806 | 11,596,174 | ||||||
| 3.00%, 01/20/2050 |
1,307,137 | 1,367,315 | ||||||
| 3.00%, 04/20/2050 |
1,839,144 | 1,923,815 | ||||||
| 3.00%, 09/20/2050 |
3,136,145 | 3,345,807 | ||||||
| 3.00%, 09/20/2050 |
9,372,821 | 10,164,974 | ||||||
| 3.00%, 12/20/2070(5) |
3,837,971 | 4,036,623 | ||||||
| 3.06%, 09/20/2070(5) |
4,910,035 | 5,153,494 | ||||||
| 3.09%, 06/20/2070(5) |
5,432,492 | 5,738,589 | ||||||
| 3.50%, 10/20/2042 |
2,708,694 | 2,928,690 | ||||||
| 3.50%, 11/20/2042 |
940,942 | 1,017,276 | ||||||
| 3.50%, 05/20/2043 |
651,322 | 704,099 | ||||||
| 3.50%, 03/20/2045 |
725,716 | 774,684 | ||||||
| 3.50%, 04/20/2045 |
5,549,743 | 5,920,787 | ||||||
| 3.50%, 10/20/2045 |
4,657,426 | 4,965,812 | ||||||
| 3.50%, 01/20/2046 |
2,826,474 | 3,015,339 | ||||||
| 3.50%, 02/20/2046 |
10,126,178 | 10,796,025 | ||||||
| 3.50%, 03/20/2046 |
1,233,923 | 1,312,506 | ||||||
| 3.50%, 04/20/2046 |
18,199,576 | 19,299,999 | ||||||
| 3.50%, 05/20/2046 |
5,837,768 | 6,203,349 | ||||||
| 3.50%, 06/20/2046 |
2,672,366 | 2,849,365 | ||||||
| 3.50%, 07/20/2046(7) |
5,277,459 | 5,601,868 | ||||||
| 3.50%, 08/20/2046 |
777,144 | 826,532 | ||||||
| 3.50%, 09/20/2046 |
612,468 | 650,822 | ||||||
| 3.50%, 11/20/2046 |
940,665 | 998,647 | ||||||
| 3.50%, 12/20/2046 |
4,089,738 | 4,345,941 | ||||||
| 3.50%, 01/20/2047 |
297,946 | 316,524 | ||||||
| 3.50%, 02/20/2047 |
3,755,893 | 3,985,210 | ||||||
| 3.50%, 03/20/2047 |
3,261,782 | 3,454,984 | ||||||
| 3.50%, 04/20/2047 |
431,696 | 454,257 | ||||||
| 3.50%, 05/20/2047 |
4,341,923 | 4,598,906 | ||||||
| 3.50%, 06/20/2047 |
2,287,182 | 2,422,703 | ||||||
| 3.50%, 08/20/2047 |
390,942 | 414,526 | ||||||
| 3.50%, 11/20/2047 |
7,848,872 | 8,314,122 | ||||||
| 3.50%, 12/20/2047 |
1,308,884 | 1,387,723 | ||||||
| 3.50%, 04/20/2048 |
3,702,931 | 3,920,090 | ||||||
| 3.50%, 06/20/2049 |
1,361,747 | 1,432,758 | ||||||
| 3.50%, 11/20/2049 |
4,565,691 | 4,849,766 | ||||||
| 3.50%, 08/20/2050 |
9,223,501 | 10,047,451 | ||||||
| 3.50%, 01/20/2051 |
10,696,059 | 11,769,923 | ||||||
| 4.00%, 10/20/2040 |
1,144,915 | 1,253,162 | ||||||
| 4.00%, 06/20/2042 |
1,561,304 | 1,721,271 | ||||||
| 4.00%, 10/20/2042 |
3,631,401 | 3,979,977 | ||||||
| 4.00%, 12/20/2042 |
1,741,878 | 1,909,200 | ||||||
| 4.00%, 02/20/2043 |
751,399 | 822,176 | ||||||
| 4.00%, 10/20/2043 |
2,165,374 | 2,368,423 | ||||||
| 4.00%, 11/20/2044 |
1,227,548 | 1,342,813 | ||||||
| 4.00%, 12/20/2044 |
895,680 | 978,122 | ||||||
| 4.00%, 03/20/2045 |
236,996 | 259,149 | ||||||
| 4.00%, 05/20/2045 |
2,863,883 | 3,118,018 | ||||||
| 4.00%, 06/20/2045 |
584,337 | 638,004 | ||||||
| 4.00%, 08/20/2045 |
5,785,213 | 6,313,761 | ||||||
| 4.00%, 10/20/2045 |
1,792,621 | 1,920,809 | ||||||
| 4.00%, 11/20/2045 |
2,571,713 | 2,805,712 | ||||||
| 4.00%, 12/20/2045 |
67,187 | 73,322 | ||||||
| 4.00%, 01/20/2046 |
849,721 | 923,915 | ||||||
| 4.00%, 02/20/2046 |
288,577 | 313,752 | ||||||
| 4.00%, 03/20/2046 |
555,600 | 595,312 | ||||||
| 4.00%, 04/20/2046 |
1,460,373 | 1,564,732 | ||||||
| 4.00%, 05/20/2046 |
2,461,399 | 2,675,997 | ||||||
| 4.00%, 06/20/2046 |
1,173,346 | 1,275,628 | ||||||
| 4.00%, 11/20/2046 |
1,053,912 | 1,129,102 | ||||||
| 4.00%, 02/20/2047 |
1,599,999 | 1,714,291 |
| 4.00%, 03/20/2047 |
3,229,836 | 3,460,402 | ||||||
| 4.00%, 05/20/2047 |
260,275 | 277,070 | ||||||
| 4.00%, 05/20/2047 |
271,925 | 291,320 | ||||||
| 4.00%, 06/20/2047 |
2,024,910 | 2,171,286 | ||||||
| 4.00%, 07/20/2047 |
4,750,809 | 5,089,372 | ||||||
| 4.00%, 09/20/2047 |
1,516,119 | 1,624,157 | ||||||
| 4.00%, 12/20/2047 |
2,168,676 | 2,323,089 | ||||||
| 4.00%, 01/20/2048 |
1,193,793 | 1,278,793 | ||||||
| 4.00%, 06/20/2048 |
3,673,865 | 3,913,128 | ||||||
| 4.00%, 01/20/2050 |
4,758,901 | 5,073,102 | ||||||
| 4.25%, 12/20/2047 |
1,345,856 | 1,498,831 | ||||||
| 4.39%, 05/20/2063(5) |
1,381 | 1,406 | ||||||
| 4.50%, 06/20/2040 |
396,548 | 434,699 | ||||||
| 4.50%, 01/20/2041 |
349,128 | 391,230 | ||||||
| 4.50%, 03/20/2041 |
309,615 | 344,585 | ||||||
| 4.50%, 05/20/2041 |
153,202 | 170,788 | ||||||
| 4.50%, 06/20/2041 |
1,095,497 | 1,223,264 | ||||||
| 4.50%, 09/20/2041 |
369,055 | 412,437 | ||||||
| 4.50%, 09/20/2043 |
881,086 | 984,159 | ||||||
| 4.50%, 10/20/2043 |
1,684,645 | 1,879,667 | ||||||
| 4.50%, 12/20/2043 |
937,195 | 1,045,688 | ||||||
| 4.50%, 10/20/2045 |
10,298,341 | 11,376,662 | ||||||
| 4.50%, 01/20/2046 |
1,423,297 | 1,579,697 | ||||||
| 4.50%, 07/20/2046 |
730,226 | 810,341 | ||||||
| 4.50%, 09/20/2046 |
1,206,402 | 1,348,143 | ||||||
| 4.50%, 11/20/2046 |
2,079,386 | 2,318,109 | ||||||
| 4.50%, 03/20/2047 |
379,475 | 411,246 | ||||||
| 4.50%, 07/20/2047 |
3,732,624 | 4,043,475 | ||||||
| 4.50%, 08/20/2047 |
945,736 | 1,024,553 | ||||||
| 4.50%, 09/20/2047 |
4,879,723 | 5,286,490 | ||||||
| 4.50%, 01/20/2048 |
750,403 | 809,944 | ||||||
| 4.50%, 02/20/2048 |
3,488,372 | 3,765,867 | ||||||
| 4.50%, 03/20/2048 |
361,882 | 389,183 | ||||||
| 4.50%, 04/20/2048 |
311,311 | 333,655 | ||||||
| 4.50%, 04/20/2048 |
1,767,114 | 1,930,356 | ||||||
| 4.50%, 04/20/2048 |
1,923,472 | 2,080,568 | ||||||
| 4.50%, 04/20/2048 |
2,315,247 | 2,540,139 | ||||||
| 4.50%, 05/20/2048 |
1,126,994 | 1,207,919 | ||||||
| 4.50%, 05/20/2048 |
3,090,236 | 3,305,897 | ||||||
| 4.50%, 05/20/2048 |
3,818,999 | 4,173,449 | ||||||
| 4.50%, 09/20/2048 |
768,952 | 823,505 | ||||||
| 4.50%, 11/20/2049 |
7,634,253 | 8,337,587 | ||||||
| 5.00%, 10/20/2037 |
194,674 | 221,072 | ||||||
| 5.00%, 07/20/2040 |
105,079 | 119,436 | ||||||
| 5.00%, 06/20/2044 |
470,243 | 536,224 | ||||||
| 5.00%, 07/20/2044 |
414,911 | 472,550 | ||||||
| 5.00%, 08/20/2045 |
488,112 | 549,974 | ||||||
| 5.00%, 09/20/2046 |
1,155,963 | 1,318,148 | ||||||
| 5.00%, 10/20/2047 |
195,495 | 214,251 | ||||||
| 5.00%, 11/20/2047 |
929,451 | 1,017,355 | ||||||
| 5.00%, 06/20/2048 |
1,580,263 | 1,726,436 | ||||||
| 5.00%, 07/20/2048 |
552,219 | 609,688 | ||||||
| 5.00%, 07/20/2048 |
3,028,498 | 3,284,355 | ||||||
| 5.00%, 02/20/2049 |
5,586,376 | 6,030,487 | ||||||
| 5.00%, 07/20/2049 |
513,197 | 570,109 | ||||||
| 5.00%, 08/20/2049 |
7,522,126 | 8,309,965 | ||||||
| 5.50%, 09/20/2039 |
69,085 | 79,428 | ||||||
| 6.00%, 03/20/2028 |
3,852 | 4,353 | ||||||
| 6.00%, 11/20/2033 |
2,900 | 3,396 | ||||||
| 6.00%, 09/20/2038 |
266,086 | 307,738 | ||||||
| 6.00%, 11/20/2038 |
1,397 | 1,557 | ||||||
| 6.00%, 08/20/2039 |
122,582 | 140,850 | ||||||
| 6.50%, 07/20/2029 |
45,455 | 51,607 | ||||||
| 7.00%, 08/20/2038 |
12,176 | 14,311 | ||||||
| 7.50%, 02/20/2028 |
767 | 848 | ||||||
| 7.50%, 09/20/2028 |
2,069 | 2,286 | ||||||
| 8.00%, 12/20/2025 |
249 | 269 | ||||||
| 8.00%, 06/20/2026 |
647 | 706 | ||||||
| 8.00%, 08/20/2026 |
509 | 563 | ||||||
| 8.00%, 09/20/2026 |
616 | 685 | ||||||
| 8.00%, 11/20/2026 |
538 | 601 | ||||||
| 8.00%, 10/20/2027 |
1,284 | 1,419 | ||||||
| 8.00%, 11/20/2027 |
1,209 | 1,334 | ||||||
| 8.00%, 12/20/2027 |
646 | 721 | ||||||
| 8.00%, 08/20/2028 |
28 | 28 | ||||||
| 8.00%, 09/20/2028 |
207 | 208 | ||||||
| 8.50%, 03/20/2025 |
140 | 142 | ||||||
| 8.50%, 04/20/2025 |
544 | 565 | ||||||
| 8.50%, 05/20/2025 |
745 | 777 | ||||||
| GMACM Mortgage Loan Trust 2005-AR3 |
||||||||
| 3.08%, 06/19/2035, Series 2005-AR3, Class 3A4(5) |
45,229 | 43,943 | ||||||
| GS Mortgage Securities Corp. II |
||||||||
| 4.26%, 07/10/2051, Series 2018-GS10, Class A3(5) |
28,521,000 | 31,060,416 | ||||||
| GS Mortgage Securities Corp. Trust 2012-ALOHA |
||||||||
| 3.55%, 04/10/2034, Series 2012-ALOH, Class A(2) |
4,200,000 | 4,229,165 | ||||||
| GS Mortgage Securities Corp. Trust 2021-RENT |
||||||||
| 0.78% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 11/21/2035, Series 2021-RENT, Class A(1)(2) |
5,125,000 | 5,128,306 | ||||||
| GS Mortgage Securities Trust 2012-GCJ9 |
||||||||
| 2.77%, 11/10/2045, Series 2012-GCJ9, Class A3 |
12,826,934 | 13,042,049 | ||||||
| GS Mortgage Securities Trust 2013-GC13 |
||||||||
| 3.87%, 07/10/2046, Series 2013-GC13, Class A4(5) |
5,880,000 | 6,056,494 | ||||||
| GS Mortgage Securities Trust 2013-GC16 |
||||||||
| 1.19%, 11/10/2046, Series 2013-GC16, Class XA(5) |
15,762,313 | 273,380 | ||||||
| GS Mortgage Securities Trust 2013-GCJ12 |
||||||||
| 3.14%, 06/10/2046, Series 2013-GC12, Class A4 |
1,260,000 | 1,305,049 | ||||||
| GS Mortgage Securities Trust 2014-GC18 |
||||||||
| 4.07%, 01/10/2047, Series 2014-GC18, Class A4 |
8,419,000 | 8,952,356 |
| GS Mortgage Securities Trust 2014-GC26 |
||||||||
| 3.36%, 11/10/2047, Series 2014-GC26, Class A4 |
7,918,981 | 8,323,276 | ||||||
| GS Mortgage Securities Trust 2015-GC28 |
||||||||
| 3.14%, 02/10/2048, Series 2015-GC28, Class A4 |
8,722,029 | 9,162,499 | ||||||
| GS Mortgage Securities Trust 2016-GS4 |
||||||||
| 3.18%, 11/10/2049, Series 2016-GS4, Class A3 |
12,000,000 | 12,701,796 | ||||||
| 3.44%, 11/10/2049, Series 2016-GS4, Class A4(5) |
1,317,000 | 1,432,838 | ||||||
| GS Mortgage Securities Trust 2020-GC45 |
||||||||
| 2.91%, 02/13/2053, Series 2020-GC45, Class A5 |
2,550,000 | 2,712,595 | ||||||
| GSMPS Mortgage Loan Trust 2004-4 |
||||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 06/25/2034, Series 2004-4, Class 1AF(1)(2) |
43,416 | 38,260 | ||||||
| GSMPS Mortgage Loan Trust 2005-RP2 |
||||||||
| 0.44% (1 Month LIBOR USD + 0.35%, 0.35% Floor), 03/25/2035, Series 2005-RP2, Class 1AF(1)(2) |
74,862 | 70,785 | ||||||
| GSMPS Mortgage Loan Trust 2005-RP3 |
||||||||
| 0.44% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 9.50% Cap), 09/25/2035, Series 2005-RP3, |
494,970 | 427,267 | ||||||
| 4.22%, 09/25/2035, Series 2005-RP3, Class 1AS(2)(5) |
364,924 | 40,336 | ||||||
| GSR Mortgage Loan Trust 2003-3F |
||||||||
| 5.75%, 04/25/2033, Series 2003-3F, Class 4A3 |
6,942 | 7,220 | ||||||
| GSR Mortgage Loan Trust 2004-13F |
||||||||
| 6.00%, 11/25/2034, Series 2004-13F, Class 3A3 |
39,960 | 41,926 | ||||||
| GSR Mortgage Loan Trust 2004-6F |
||||||||
| 5.50%, 05/25/2034, Series 2004-6F, Class 2A4 |
36,443 | 37,986 | ||||||
| 6.50%, 05/25/2034, Series 2004-6F, Class 3A4 |
25,879 | 27,996 | ||||||
| GSR Mortgage Loan Trust 2005-5F |
||||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 5.50% Cap), 06/25/2035, Series 2005-5F, Class 8A3(1) |
12,841 | 12,573 | ||||||
| GSR Mortgage Loan Trust 2005-7F |
||||||||
| 6.00%, 09/25/2035, Series 2005-7F, Class 3A9 |
61,140 | 63,918 | ||||||
| GSR Mortgage Loan Trust 2005-AR6 |
||||||||
| 2.78%, 09/25/2035, Series 2005-AR6, Class 3A1(5) |
4,078 | 4,132 | ||||||
| GSR Mortgage Loan Trust 2006-1F |
||||||||
| 5.50%, 02/25/2036, Series 2006-1F, Class 1A3 |
24,337 | 37,891 | ||||||
| 6.00%, 02/25/2036, Series 2006-1F, Class 2A4 |
218,725 | 151,753 | ||||||
| Headlands Residential 2019-RPL1 LLC |
||||||||
| 3.97%, 06/25/2024, Series 2019-RPL1(2)(3) |
147,256 | 147,530 | ||||||
| Headlands Residential LLC |
||||||||
| 3.88%, 11/25/2024, Series 2017-RPL1, Class A(2)(3) |
6,170,000 | 6,215,211 | ||||||
| Home Re 2018-1 Ltd. |
||||||||
| 1.69% (1 Month LIBOR USD + 1.60%), 10/25/2028, Series 2018-1, Class M1(1)(2) |
556,358 | 557,132 | ||||||
| Home RE 2019-1 Ltd. |
||||||||
| 1.74% (1 Month LIBOR USD + 1.65%), 05/25/2029, Series 2019-1, Class M1(1)(2) |
513,119 | 513,119 | ||||||
| Home RE 2021-2 Ltd. |
||||||||
| 1.30% (30-day Average Secured Overnight Financing Rate + 1.25%), 01/25/2034, Series
2021-2, |
6,040,000 | 6,039,999 | ||||||
| Impac CMB Trust Series 2004-4 |
||||||||
| 5.16%, 09/25/2034, Series 2004-4, Class 2A2(3) |
6,876 | 7,310 | ||||||
| Impac CMB Trust Series 2004-7 |
||||||||
| 0.83% (1 Month LIBOR USD + 0.74%, 11.25% Cap), 11/25/2034, Series 2004-7, Class 1A1(1) |
493,071 | 500,985 | ||||||
| Impac CMB Trust Series 2005-4 |
||||||||
| 0.69% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 10.25% Cap), 05/25/2035, Series 2005-4, Class 2A1(1) |
82,941 | 83,892 | ||||||
| Impac Secured Assets CMN Owner Trust |
||||||||
| 5.50%, 08/25/2033, Series 2003-2, Class A1 |
47,102 | 46,217 | ||||||
| Impac Secured Assets Trust 2006-1 |
||||||||
| 0.79% (1 Month LIBOR USD + 0.70%, 0.70% Floor, 11.50% Cap), 05/25/2036, Series 2006-1, Class 2A1(1) |
66,088 | 66,596 | ||||||
| Independence Plaza Trust 2018-INDP |
||||||||
| 3.76%, 07/10/2035, Series 2018-INDP, Class A(2) |
5,445,000 | 5,724,261 | ||||||
| JP Morgan Alternative Loan Trust |
||||||||
| 3.13%, 03/25/2036, Series 2006-A1, Class 2A1(5) |
20,040 | 20,309 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC11 |
||||||||
| 0.23%, 08/12/2037, Series 2005-CB11, Class X1(2)(5) |
842,697 | 4 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC15 |
||||||||
| 0.38%, 06/12/2043, Series 2006-CB15, Class X1(5) |
1,460,513 | 7 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12 |
||||||||
| 0.00%, 02/15/2051, Series 2007-LD12, Class X(5) |
846,500 | 8 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 |
||||||||
| 2.96%, 04/15/2046, Series 2013-LC11, Class A5 |
7,152,087 | 7,354,922 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD |
||||||||
| 1.08% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 09/15/2029, Series 2019-BKWD, Class A(1)(2) |
9,200,000 | 9,213,681 | ||||||
| JP Morgan Mortgage Trust 2004-A3 |
||||||||
| 2.30%, 07/25/2034, Series 2004-A3, Class 4A1(5) |
3,456 | 3,594 | ||||||
| JP Morgan Mortgage Trust 2004-A4 |
||||||||
| 2.24%, 09/25/2034, Series 2004-A4, Class 1A1(5) |
13,361 | 13,194 | ||||||
| JP Morgan Mortgage Trust 2004-S1 |
||||||||
| 5.00%, 09/25/2034, Series 2004-S1, Class 1A7 |
4,197 | 4,380 | ||||||
| JP Morgan Mortgage Trust 2005-A1 |
||||||||
| 2.63%, 02/25/2035, Series 2005-A1, Class 3A4(5) |
42,434 | 42,231 | ||||||
| JP Morgan Mortgage Trust 2005-A4 |
||||||||
| 2.30%, 07/25/2035, Series 2005-A4, Class 1A1(5) |
44,321 | 46,181 | ||||||
| JP Morgan Mortgage Trust 2006-A2 |
||||||||
| 2.23%, 08/25/2034, Series 2006-A2, Class 4A1(5) |
277,099 | 292,586 | ||||||
| 2.36%, 11/25/2033, Series 2006-A2, Class 5A3(5) |
139,967 | 141,988 | ||||||
| JP Morgan Mortgage Trust 2006-A3 |
||||||||
| 2.58%, 08/25/2034, Series 2006-A3, Class 6A1(5) |
44,154 | 44,805 | ||||||
| JP Morgan Mortgage Trust 2006-A7 |
||||||||
| 3.14%, 01/25/2037, Series 2006-A7, Class 2A2(5) |
34,910 | 33,090 | ||||||
| 3.14%, 01/25/2037, Series 2006-A7, Class 2A4R(5) |
61,237 | 57,238 | ||||||
| JP Morgan Mortgage Trust 2007-A1 |
||||||||
| 2.50%, 07/25/2035, Series 2007-A1, Class 5A1(5) |
33,942 | 34,837 | ||||||
| 2.50%, 07/25/2035, Series 2007-A1, Class 5A2(5) |
517,758 | 531,428 | ||||||
| JP Morgan Mortgage Trust 2007-A2 |
||||||||
| 3.00%, 04/25/2037, Series 2007-A2, Class 2A3(5) |
129,849 | 116,240 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2013-C17 |
||||||||
| 3.93%, 01/15/2047, Series 2013-C17, Class A3 |
2,138,291 | 2,208,430 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2014-C19 |
||||||||
| 3.67%, 04/15/2047, Series 2014-C19, Class A3 |
667,277 | 671,735 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2014-C25 |
||||||||
| 3.41%, 11/15/2047, Series 2014-C25, Class A4A1 |
7,374,743 | 7,788,373 | ||||||
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 |
||||||||
| 3.46%, 03/15/2050, Series 2017-JP5, Class A4 |
12,460,000 | 13,368,323 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 |
||||||||
| 3.19%, 09/15/2050, Series 2017-JP7, Class A4 |
20,000,000 | 21,278,010 | ||||||
| Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust |
||||||||
| 3.99%, 02/15/2036, Series 2013-GCP, Class A2(2) |
1,027,000 | 1,136,771 | ||||||
| LB-UBS Commercial Mortgage Trust 2007-C2 |
||||||||
| 0.25%, 02/15/2040, Series 2007-C2, Class XW(5) |
239,716 | 4 | ||||||
| LCCM 2017-LC26 |
||||||||
| 3.29%, 07/12/2050, Series 2017-LC26, Class A3(2) |
20,300,000 | 21,529,457 | ||||||
| Legacy Mortgage Asset Trust 2019-GS6 |
||||||||
| 3.00%, 06/25/2059, Series 2019-GS6, Class A1(2)(3) |
768,296 | 770,911 | ||||||
| Legacy Mortgage Asset Trust 2019-PR1 |
||||||||
| 3.86%, 09/25/2059, Series 2019-PR1, Class A1(2)(3) |
14,146,788 | 14,203,658 | ||||||
| Legacy Mortgage Asset Trust 2020-GS1 |
||||||||
| 2.88%, 10/25/2059, Series 2020-GS1, Class A1(2)(3) |
4,991,840 | 5,011,506 | ||||||
| Legacy Mortgage Asset Trust 2021-GS1 |
||||||||
| 1.89%, 10/25/2066, Series 2021-GS1, Class A1(2)(3) |
6,031,836 | 6,041,629 | ||||||
| Legacy Mortgage Asset Trust 2021-GS2 |
||||||||
| 1.75%, 04/25/2061, Series 2021-GS2, Class A1(2)(3) |
6,356,387 | 6,362,885 | ||||||
| Legacy Mortgage Asset Trust 2021-GS4 |
||||||||
| 1.65%, 11/25/2060, Series 2021-GS4, Class A1(2)(3) |
2,800,000 | 2,796,356 | ||||||
| Lehman Mortgage Trust 2006-2 |
||||||||
| 5.94%, 04/25/2036, Series 2006-2, Class 1A1(5) |
42,925 | 35,735 | ||||||
| Lehman Mortgage Trust 2007-6 |
||||||||
| 6.00%, 07/25/2037, Series 2007-6, Class 1A8 |
13,825 | 14,007 | ||||||
| Lehman Mortgage Trust 2008-2 |
||||||||
| 6.00%, 03/25/2038, Series 2008-2, Class 1A6 |
245,159 | 124,948 | ||||||
| LHOME Mortgage Trust 2019-RTL3 |
||||||||
| 3.87%, 07/25/2024, Series 2019-RTL3, Class A1(2) |
9,210,000 | 9,250,614 | ||||||
| LHOME Mortgage Trust 2021-RTL1 |
||||||||
| 2.09%, 09/25/2026, Series 2021-RTL1, Class A1(2)(5) |
4,790,000 | 4,780,376 | ||||||
| MASTR Adjustable Rate Mortgages Trust 2004-13 |
||||||||
| 2.62%, 04/21/2034, Series 2004-13, Class 2A1(5) |
70,571 | 71,104 | ||||||
| MASTR Adjustable Rate Mortgages Trust 2004-15 |
||||||||
| 2.62%, 12/25/2034, Series 2004-15, Class 3A1(5) |
8,707 | 8,602 | ||||||
| MASTR Adjustable Rate Mortgages Trust 2004-3 |
||||||||
| 2.21%, 04/25/2034, Series 2004-3, Class 4A2(5) |
19,113 | 19,248 | ||||||
| MASTR Alternative Loan Trust 2003-9 |
||||||||
| 6.00%, 12/25/2033, Series 2003-9, Class 2A1 |
23,325 | 24,371 | ||||||
| 6.00%, 01/25/2034, Series 2003-9, Class 8A1 |
15,166 | 15,820 | ||||||
| MASTR Alternative Loan Trust 2004-3 |
||||||||
| 6.00%, 04/25/2034, Series 2004-3, Class 3A1 |
147,114 | 150,884 | ||||||
| 6.25%, 04/25/2034, Series 2004-3, Class 2A1 |
30,718 | 31,458 | ||||||
| MASTR Alternative Loan Trust 2004-6 |
||||||||
| 0.00%, 07/25/2034, Series 2004-6, Class 30PO |
19,227 | 16,350 | ||||||
| 6.00%, 07/25/2034, Series 2004-6, Class 7A1 |
13,437 | 14,149 | ||||||
| MASTR Alternative Loan Trust 2004-7 |
||||||||
| 0.00%, 08/25/2034, Series 2004-7, Class 30PO |
13,449 | 11,377 | ||||||
| MASTR Alternative Loan Trust 2005-6 |
||||||||
| 5.50%, 12/25/2035, Series 2005-6, Class 3A1 |
13,614 | 13,070 | ||||||
| MASTR Asset Securitization Trust 2003-12 |
||||||||
| 0.00%, 12/25/2033, Series 2003-12, Class 30PO |
1,613 | 1,494 | ||||||
| 5.00%, 12/25/2033, Series 2003-12, Class 6A1 |
7,876 | 8,006 | ||||||
| MASTR Asset Securitization Trust 2004-1 |
||||||||
| 0.00%, 02/25/2034, Series 2004-1, Class 30PO |
1,308 | 1,043 | ||||||
| MASTR Asset Securitization Trust 2004-4 |
||||||||
| 5.25%, 12/26/2033, Series 2004-4, Class 1A6 |
26,436 | 27,513 | ||||||
| MASTR Reperforming Loan Trust 2005-2 |
||||||||
| 0.44% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 9.50% Cap), 05/25/2035, Series
2005-2, |
729,963 | 388,670 | ||||||
| MASTR Reperforming Loan Trust 2006-2 |
||||||||
| 4.17%, 05/25/2036, Series 2006-2, Class 1A1(2)(5) |
82,171 | 79,127 | ||||||
| MASTR Resecuritization Trust 2005-PO |
||||||||
| 0.00%, 05/28/2035, Series 2005-PO, Class 3PO(2) |
13,394 | 11,166 | ||||||
| Mello Warehouse Securitization Trust 2020-1 |
||||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 10/25/2053, Series 2020-1, Class A(1)(2) |
5,585,000 | 5,598,877 | ||||||
| Mello Warehouse Securitization Trust 2021-1 |
||||||||
| 0.78% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 02/25/2055, Series 2021-1, Class A(1)(2) |
8,500,000 | 8,519,458 | ||||||
| Merrill Lynch Mortgage Backed Securities Trust Series 2007-3 |
||||||||
| 1.24%, 06/25/2037, Series 2007-3, Class 1A3(5) |
49,497 | 47,278 | ||||||
| Merrill Lynch Mortgage Investors Trust Series 2003-A5 |
||||||||
| 2.02%, 08/25/2033, Series 2003-A5, Class 2A6(5) |
17,434 | 17,589 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E |
||||||||
| 0.71% (1 Month LIBOR USD + 0.62%, 0.62% Floor, 11.75% Cap), 10/25/2028, Series 2003-E, Class A1(1) |
46,001 | 46,750 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F |
||||||||
| 0.73% (1 Month LIBOR USD + 0.64%, 0.64% Floor, 11.75% Cap), 10/25/2028, Series 2003-F, Class A1(1) |
46,733 | 47,148 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1 |
||||||||
| 2.07%, 12/25/2034, Series 2004-1, Class 2A1(5) |
49,261 | 50,377 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A |
||||||||
| 0.55% (1 Month LIBOR USD + 0.46%, 0.46% Floor, 11.75% Cap), 04/25/2029, Series 2004-A, Class A1(1) |
16,519 | 16,438 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C |
||||||||
| 0.76% (6 Month LIBOR USD + 0.60%, 0.60% Floor, 11.75% Cap), 07/25/2029, Series 2004-C, Class A2(1) |
32,087 | 32,075 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4 |
||||||||
| 2.62%, 08/25/2034, Series 2004-A4, Class A2(5) |
42,233 | 43,074 | ||||||
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 |
||||||||
| 2.82%, 02/25/2035, Series 2005-A2, Class A1(5) |
73,535 | 74,742 | ||||||
| MFA 2021-RPL1 Trust |
||||||||
| 1.13%, 07/25/2060, Series 2021-RPL1, Class A1(2)(5) |
14,006,125 | 13,943,690 | ||||||
| MHC Commercial Mortgage Trust 2021-MHC |
||||||||
| 1.43% (1 Month LIBOR USD + 1.35%, 1.35% Floor), 04/15/2038, Series 2021-MHC, Class C(1)(2) |
11,300,000 | 11,313,579 | ||||||
| Mill City Mortgage Loan Trust 2021-NMR1 |
||||||||
| 1.13%, 11/25/2060, Series 2021-NMR1, Class A1(2)(5) |
2,978,706 | 2,989,032 | ||||||
| ML-CFC Commercial Mortgage Trust 2006-4 |
||||||||
| 1.37%, 12/12/2049, Series 2006-4, Class XC(2)(5) |
17,954 | 1 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 |
||||||||
| 2.86%, 11/15/2045, Series 2012-C6, Class A4 |
6,582,066 | 6,670,745 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 |
||||||||
| 3.25%, 02/15/2048, Series 2015-C20, Class A4 |
3,652,000 | 3,892,742 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 |
| 3.45%, 07/15/2050, Series 2015-C23, Class A3 |
17,606,533 | 18,862,870 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 |
||||||||
| 3.48%, 05/15/2048, Series 2015-C24, Class A3 |
4,921,008 | 5,248,908 | ||||||
| 3.73%, 05/15/2048, Series 2015-C24, Class A4 |
6,507,000 | 7,088,708 | ||||||
| Morgan Stanley Capital I Trust 2006-IQ12 |
||||||||
| 0.24%, 12/15/2043, Series 2006-IQ12, Class X1(2)(5) |
168,403 | 80 | ||||||
| Morgan Stanley Capital I Trust 2007-IQ13 |
||||||||
| 0.64%, 03/15/2044, Series 2007-IQ13, Class X(2)(5) |
409,945 | 5 | ||||||
| Morgan Stanley Capital I Trust 2016-UB11 |
||||||||
| 2.53%, 08/15/2049, Series 2016-UB11, Class A3 |
20,000,000 | 20,915,850 | ||||||
| Morgan Stanley Capital I Trust 2018-H4 |
||||||||
| 4.31%, 12/15/2051, Series 2018-H4, Class A4 |
2,552,000 | 2,942,065 | ||||||
| Morgan Stanley Capital I Trust 2021-L5 |
||||||||
| 2.73%, 05/15/2054, Series 2021-L5, Class A4 |
4,023,000 | 4,216,551 | ||||||
| Morgan Stanley Mortgage Loan Trust 2004-3 |
||||||||
| 5.65%, 04/25/2034, Series 2004-3, Class 4A(5) |
116,187 | 123,397 | ||||||
| Morgan Stanley Mortgage Loan Trust 2004-9 |
||||||||
| 3.23%, 10/25/2021, Series 2004-9, Class 4A(5) |
7,561 | 7,476 | ||||||
| Mortgage Repurchase Agreement Financing Trust |
||||||||
| 0.58% (1 Month LIBOR USD + 0.50%), 03/10/2022, Series 2021-1, Class A2(1)(2) |
13,800,000 | 13,804,474 | ||||||
| Mortgage Repurchase Agreement Financing Trust Series 2020-5 |
||||||||
| 1.08% (1 Month LIBOR USD + 1.00%), 08/10/2023, Series 2020-5, Class A1(1)(2) |
4,890,000 | 4,892,505 | ||||||
| 1.08% (1 Month LIBOR USD + 1.00%), 08/10/2023, Series 2020-5, Class A2(1)(2) |
10,000,000 | 10,005,123 | ||||||
| Mortgage Repurchase Agreement Financing Trust Series 2021-1 |
||||||||
| 0.00% (1 Month LIBOR USD + 0.50%, 0.50% Floor), 09/10/2022, Series 2021-S1, Class A1(1)(2)(4) |
10,400,000 | 10,399,999 | ||||||
| MRA Issuance Trust 2020-7 |
||||||||
| 1.69% (1 Month LIBOR USD + 1.60%, 1.60% Floor), 09/15/2022, Series 2020-7, Class A(1)(2) |
30,440,000 | 30,565,227 | ||||||
| MRA Issuance Trust 2021-10 |
||||||||
| 1.59% (1 Month LIBOR USD + 1.50%, 1.50% Floor), 02/22/2023, Series 2021-10, Class A1X(1)(2)(13) |
13,860,000 | 13,860,000 | ||||||
| MRA Issuance Trust 2021-9 |
||||||||
| 1.29% (1 Month LIBOR USD + 1.20%, 1.20% Floor), 11/15/2021, Series 2021-9, Class A1X(1)(2)(13) |
9,000,000 | 9,000,000 | ||||||
| MRA Issuance Trust 2021-EBO2 |
||||||||
| 0.00%, 04/01/2022, Series 2021-EBO2(2)(5)(13) |
14,100,000 | 14,100,000 | ||||||
| MRA Issuance Trust 2021-EBO3 |
||||||||
| 1.84% (1 Month LIBOR USD + 1.75%, 1.75% Floor), 03/31/2023, Series 2021-EBO3, Class A1X(1)(2)(13) |
11,810,000 | 11,810,000 | ||||||
| 2.84% (1 Month LIBOR USD + 2.75%, 2.75% Floor), 03/31/2023, Series 2021-EBO3, Class A2(1)(2)(13) |
12,910,000 | 12,910,000 | ||||||
| MRA Issuance Trust 2021-EBO5 |
||||||||
| 1.84% (1 Month LIBOR USD + 1.75%), 02/16/2022, Series 2021-EBO5, Class A1X(1)(2) |
16,400,000 | 16,416,220 | ||||||
| MRCD 2019-MARK Mortgage Trust |
||||||||
| 2.72%, 12/15/2036, Series 2019-PARK, Class D(2) |
6,108,000 | 6,134,194 | ||||||
| 2.72%, 12/15/2036, Series 2019-PARK, Class A(2) |
9,990,000 | 10,353,020 | ||||||
| MRFC Mortgage Pass-Through Trust Series 1999-TBC2 |
||||||||
| 0.56% (1 Month LIBOR USD + 0.48%, 0.24% Floor, 10.00% Cap), 06/15/2030, Series 2000-TBC2, Class A1(1) |
109,623 | 110,525 | ||||||
| MRFC Mortgage Pass-Through Trust Series 2000-TBC3 |
||||||||
| 0.52% (1 Month LIBOR USD + 0.44%, 0.22% Floor, 10.00% Cap), 12/15/2030, Series 2000-TBC3, Class A1(1) |
25,231 | 24,845 | ||||||
| MSG III Securitization Trust 2021-1 |
||||||||
| 0.84% (1 Month LIBOR USD + 0.75%, 0.75% Floor), 06/25/2054, Series 2021-1, Class A(1)(2) |
9,535,000 | 9,531,887 | ||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 06/25/2054, Series 2021-1, Class B(1)(2) |
1,480,000 | 1,475,962 | ||||||
| 1.19% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 06/25/2054, Series 2021-1, Class C(1)(2) |
1,255,000 | 1,251,582 | ||||||
| 1.39% (1 Month LIBOR USD + 1.30%, 1.30% Floor), 06/25/2054, Series 2021-1, Class D(1)(2) |
520,000 | 518,586 | ||||||
| NACC Reperforming Loan REMIC Trust 2004-R2 |
||||||||
| 6.50%, 10/25/2034, Series 2004-R2, Class A1(2)(5) |
41,099 | 40,520 | ||||||
| New Residential Mortgage Loan Trust 2017-2 |
||||||||
| 4.00%, 03/25/2057, Series 2017-2A, Class A3(2)(5) |
2,143,890 | 2,284,683 | ||||||
| New Residential Mortgage Loan Trust 2017-3 |
||||||||
| 4.00%, 04/25/2057, Series 2017-3A, Class A1(2)(5) |
3,579,464 | 3,836,213 | ||||||
| New Residential Mortgage Loan Trust 2017-4 |
||||||||
| 4.00%, 05/25/2057, Series 2017-4A, Class A1(2)(5) |
2,112,089 | 2,247,691 | ||||||
| New Residential Mortgage Loan Trust 2020-RPL2 |
||||||||
| 3.58%, 08/25/2025, Series 2020-RPL2, Class A1(2)(5) |
297,913 | 302,864 | ||||||
| Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2003-A1 |
||||||||
| 5.50%, 05/25/2033, Series 2003-A1, Class A1 |
2,257 | 2,337 | ||||||
| 6.00%, 05/25/2033, Series 2003-A1, Class A2 |
8,547 | 8,740 | ||||||
| 7.00%, 04/25/2033, Series 2003-A1, Class A5 |
7,927 | 8,240 | ||||||
| Oaktown Re II Ltd. |
||||||||
| 1.64% (1 Month LIBOR USD + 1.55%), 07/25/2028, Series 2018-1A, Class M1(1)(2) |
547,366 | 547,366 | ||||||
| Oaktown Re III Ltd. |
||||||||
| 1.49% (1 Month LIBOR USD + 1.40%, 1.40% Floor), 07/25/2029, Series 2019-1A, Class M1A(1)(2) |
145,680 | 145,717 | ||||||
| PMT Credit Risk Transfer Trust 2020-2R |
||||||||
| 3.90% (1 Month LIBOR USD + 3.82%, 3.82% Floor), 12/25/2022, Series 2020-2R, Class A(1)(2) |
8,133,884 | 8,279,994 | ||||||
| PMT Credit Risk Transfer Trust 2021-1R |
||||||||
| 3.00% (1 Month LIBOR USD + 2.90%, 2.90% Floor), 02/27/2024, Series 2021-1R, Class A(1)(2) |
15,465,965 | 15,785,498 | ||||||
| Pretium Mortgage Credit Partners I 2021-NPL1 LLC |
||||||||
| 2.24%, 09/27/2060, Series 2021-NPL1, Class A1(2)(3) |
10,918,165 | 10,920,388 | ||||||
| Prime Mortgage Trust 2004-CL1 |
||||||||
| 6.00%, 02/25/2034, Series 2004-CL1, Class 1A1 |
40,062 | 40,854 | ||||||
| Provident Funding Mortgage Warehouse Securitization Trust 2021-1 |
||||||||
| 0.79% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 02/25/2055, Series 2021-1, Class A(1)(2) |
11,710,000 | 11,662,845 | ||||||
| PRPM 2020-3 LLC |
||||||||
| 2.86%, 09/25/2025, Series 2020-3, Class A1(2)(3) |
2,086,980 | 2,091,157 | ||||||
| PRPM 2020-5 LLC |
||||||||
| 3.10%, 11/25/2025, Series 2020-5, Class A1(2)(3) |
2,103,229 | 2,116,026 | ||||||
| PRPM 2021-1 LLC |
||||||||
| 2.12%, 01/25/2026, Series 2021-1, Class A1(2)(5) |
8,670,468 | 8,686,338 | ||||||
| PRPM 2021-2 LLC |
||||||||
| 2.12%, 03/25/2026, Series 2021-2, Class A1(2)(5) |
9,125,303 | 9,138,865 | ||||||
| PRPM 2021-3 LLC |
||||||||
| 1.87%, 04/25/2026, Series 2021-3, Class A1(2)(3) |
2,493,769 | 2,504,391 | ||||||
| PRPM 2021-5 LLC |
||||||||
| 1.79%, 06/25/2026, Series 2021-5, Class A1(2)(3) |
2,895,953 | 2,898,630 | ||||||
| PRPM 2021-RPL1 LLC |
||||||||
| 1.32%, 07/25/2051, Series 2021-RPL1, Class A1(2)(5) |
4,434,545 | 4,431,444 | ||||||
| Radnor Re 2018-1 Ltd. |
||||||||
| 1.49% (1 Month LIBOR USD + 1.40%), 03/25/2028, Series 2018-1, Class M1(1)(2) |
191,943 | 191,982 | ||||||
| Radnor RE 2020-1 Ltd. |
||||||||
| 1.04% (1 Month LIBOR USD + 0.95%, 0.95% Floor), 01/25/2030, Series 2020-1, Class M1A(1)(2) |
1,100,000 | 1,097,254 | ||||||
| RALI Series 2002-QS16 Trust |
| 16.44% (1 Month LIBOR USD + 16.62%, 16.62% Cap), 10/25/2049, Series 2002-QS16, Class A3(1)(4) |
102 | 41 | ||||||
| RALI Series 2003-QS9 Trust |
||||||||
| 7.46% (1 Month LIBOR USD + 7.55%, 7.55% Cap), 05/25/2049, Series 2003-QS9, Class A3(1)(4)(10) |
712 | 0 | ||||||
| RALI Series 2004-QS6 Trust |
||||||||
| 5.00%, 05/25/2023, Series 2004-QS6, Class A1 |
956 | 899 | ||||||
| RALI Series 2005-QA6 Trust |
||||||||
| 3.50%, 05/25/2035, Series 2005-QA6, Class A32(5) |
85,222 | 57,704 | ||||||
| RALI Series 2007-QS1 Trust |
||||||||
| 6.00%, 01/25/2037, Series 2007-QS1, Class 1A1 |
11,163 | 10,881 | ||||||
| RBS Commercial Funding, Inc. 2013-SMV Trust |
||||||||
| 3.26%, 03/11/2031, Series 2013-SMV, Class A(2) |
512,000 | 522,402 | ||||||
| RBSSP Resecuritization Trust 2009-1 |
||||||||
| 6.50%, 02/26/2036, Series 2009-1, Class 1A1(2)(5) |
14,690 | 14,741 | ||||||
| RBSSP Resecuritization Trust 2009-12 |
||||||||
| 5.15%, 11/25/2033, Series 2009-12, Class 1A1(2)(5) |
10,190 | 10,138 | ||||||
| Reperforming Loan REMIC Trust 2005-R1 |
||||||||
| 0.00%, 03/25/2035, Series 2005-R1, Class 2APO(2) |
5,527 | 3,801 | ||||||
| Residential Asset Securitization Trust 2003-A8 |
||||||||
| 4.25%, 10/25/2021, Series 2003-A8, Class A5 |
1,399 | 1,371 | ||||||
| Residential Asset Securitization Trust 2004-A7 |
||||||||
| 5.50%, 10/25/2034, Series 2004-A7, Class A6 |
1,291,312 | 1,346,909 | ||||||
| RFMSI Series 2005-SA4 Trust |
||||||||
| 2.52%, 09/25/2035, Series 2005-SA4, Class 1A1(5) |
11,892 | 10,498 | ||||||
| Seasoned Credit Risk Transfer Trust 2017-4 |
||||||||
| 3.50%, 06/25/2057, Series 2017-4, Class MT |
3,185,565 | 3,396,586 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2018-1 |
||||||||
| 3.50%, 05/25/2057, Series 2018-1, Class M60C |
13,460,964 | 14,288,306 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2018-4 |
||||||||
| 3.50%, 03/25/2058, Series 2018-4, Class MZ |
8,858,490 | 10,202,088 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2019-1 |
||||||||
| 3.50%, 07/25/2058, Series 2019-1, Class MT |
8,347,120 | 8,892,398 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2019-3 |
||||||||
| 3.50%, 10/25/2058, Series 2019-3, Class MB |
3,880,000 | 4,388,634 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2019-4 |
||||||||
| 4.00%, 02/25/2059, Series 2019-4, Class M55D |
5,890,196 | 6,415,025 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2020-1 |
||||||||
| 3.00%, 08/25/2059, Series 2020-1, Class M55G |
7,044,136 | 7,386,062 | ||||||
| Seasoned Credit Risk Transfer Trust Series 2020-3 |
||||||||
| 2.00%, 05/25/2060, Series 2020-3, Class MT |
6,129,219 | 6,157,068 | ||||||
| 3.00%, 05/25/2060, Series 2020-3, Class M5TW |
7,644,162 | 8,095,201 | ||||||
| Sequoia Mortgage Trust 2004-10 |
||||||||
| 0.71% (1 Month LIBOR USD + 0.62%, 0.62% Floor, 11.50% Cap), 11/20/2034, Series 2004-10, Class A1A(1) |
29,013 | 28,906 | ||||||
| Sequoia Mortgage Trust 2004-11 |
||||||||
| 0.69% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.50% Cap), 12/20/2034, Series 2004-11, Class A1(1) |
76,507 | 79,022 | ||||||
| Sequoia Mortgage Trust 2004-12 |
||||||||
| 0.48% (6 Month LIBOR USD + 0.32%, 0.32% Floor, 11.50% Cap), 01/20/2035, Series 2004-12, Class A3(1) |
73,510 | 71,813 | ||||||
| Sequoia Mortgage Trust 2004-8 |
||||||||
| 0.79% (1 Month LIBOR USD + 0.70%, 0.70% Floor, 11.50% Cap), 09/20/2034, Series 2004-8, Class A1(1) |
485,894 | 485,003 | ||||||
| 0.90% (6 Month LIBOR USD + 0.74%, 0.74% Floor, 11.50% Cap), 09/20/2034, Series 2004-8, Class A2(1) |
78,408 | 80,764 | ||||||
| Series RR 2014-1 Trust |
||||||||
| 0.00%, 05/25/2047, Series 2014-1, Class A(2) |
1,603,000 | 1,516,351 | ||||||
| SLG Office Trust 2021-OVA |
||||||||
| 2.59%, 07/15/2041, Series 2021-OVA, Class A(2) |
11,326,000 | 11,707,153 | ||||||
| Station Place Securitization Trust 2021-WL1 |
||||||||
| 0.74% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 01/26/2054, Series 2021-WL1, Class A(1)(2) |
11,000,000 | 11,002,824 | ||||||
| Station Place Securitization Trust Series 2021-4 |
||||||||
| 0.98% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 04/11/2022, Series 2021-4, Class A(1)(2)(13) |
13,100,000 | 13,100,000 | ||||||
| Station Place Securitization Trust Series 2021-8 |
||||||||
| 0.88% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 06/20/2022, Series 2021-8, Class A(1)(2) |
11,010,000 | 11,021,164 | ||||||
| Structured Asset Mortgage Investments II Trust 2004-AR5 |
||||||||
| 0.75% (1 Month LIBOR USD + 0.66%, 0.66% Floor, 11.00% Cap), 10/19/2034, Series 2004-AR5, Class 1A1(1) |
84,652 | 83,874 | ||||||
| Structured Asset Mortgage Investments II Trust 2005-AR5 |
||||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 07/19/2035, Series 2005-AR5, Class A3(1) |
257,833 | 263,160 | ||||||
| Structured Asset Mortgage Investments Trust 2003-CL1 |
||||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 8.00% Cap), 07/25/2032, Series 2003-CL1, Class 1F1(1) |
155,088 | 153,849 | ||||||
| Structured Asset Securities Corp. |
||||||||
| 0.44% (1 Month LIBOR USD + 0.35%, 0.35% Floor), 06/25/2035, Series 2005-RF3, Class 1A(1)(2) |
56,456 | 51,155 | ||||||
| 2.10%, 12/25/2033, Series 2003-37A, Class 2A(5) |
97,693 | 98,536 | ||||||
| 2.68%, 12/25/2033, Series 2003-37A, Class 8A2(5) |
934,584 | 959,153 | ||||||
| 5.14%, 02/25/2034, Series 2004-4XS, Class 1A5(3) |
140,060 | 144,031 | ||||||
| Structured Asset Securities Corp. Mortgage Pass-Through Ctfs Series 2003-34A |
||||||||
| 2.84%, 11/25/2033, Series 2003-34A, Class 3A3(5) |
13,498 | 13,997 | ||||||
| Thornburg Mortgage Securities Trust 2003-4 |
||||||||
| 0.73% (1 Month LIBOR USD + 0.64%, 0.64% Floor, 11.50% Cap), 09/25/2043, Series 2003-4, Class A1(1) |
316,449 | 324,139 | ||||||
| Thornburg Mortgage Securities Trust 2003-5 |
||||||||
| 2.04%, 10/25/2043, Series 2003-5, Class 3A(5) |
1,557,437 | 1,582,603 | ||||||
| Thornburg Mortgage Securities Trust 2004-4 |
||||||||
| 1.84%, 12/25/2044, Series 2004-4, Class 3A(5) |
150,445 | 151,595 | ||||||
| Thornburg Mortgage Securities Trust 2005-1 |
||||||||
| 2.08%, 04/25/2045, Series 2005-1, Class A3(5) |
375,960 | 385,588 | ||||||
| Toorak Mortgage Corp. 2019-2 Ltd. |
||||||||
| 3.72%, 09/25/2022, Series 2019-2, Class A1(3) |
6,665,000 | 6,699,829 | ||||||
| Towd Point Mortgage Trust 2021-R1 |
||||||||
| 2.92%, 11/30/2060, Series 2021-R1, Class A1(2)(5) |
14,687,443 | 14,947,415 | ||||||
| UBS Commercial Mortgage Trust 2012-C1 |
||||||||
| 2.20%, 05/10/2045, Series 2012-C1, Class XA(2)(5) |
1,211,271 | 2,479 | ||||||
| UBS Commercial Mortgage Trust 2017-C2 |
||||||||
| 3.26%, 08/15/2050, Series 2017-C2, Class ASB |
10,114,000 | 10,778,833 | ||||||
| UBS Commercial Mortgage Trust 2017-C5 |
||||||||
| 3.21%, 11/15/2050, Series 2017-C5, Class A4 |
21,500,000 | 22,871,186 | ||||||
| UBS Commercial Mortgage Trust 2018-C9 |
||||||||
| 3.85%, 03/15/2051, Series 2018-C9, Class A3 |
9,650,000 | 10,614,672 | ||||||
| UBS-BAMLL Trust |
||||||||
| 3.66%, 06/10/2030, Series 2012-WRM, Class A(2) |
1,787,000 | 1,795,465 | ||||||
| UBS-Barclays Commercial Mortgage Trust 2012-C2 |
||||||||
| 1.43%, 05/10/2063, Series 2012-C2, Class XA(2)(5) |
4,946,986 | 28,793 | ||||||
| 3.53%, 05/10/2063, Series 2012-C2, Class A4 |
1,073,000 | 1,088,478 |
| UBS-Barclays Commercial Mortgage Trust 2013-C6 |
||||||||
| 3.24%, 04/10/2046, Series 2013-C6, Class A4 |
271,000 | 279,325 | ||||||
| Vendee Mortgage Trust 1993-1 |
||||||||
| 7.25%, 02/15/2023, Series 1993-1, Class ZB |
40,702 | 42,155 | ||||||
| Vendee Mortgage Trust 1994-1 |
||||||||
| 5.07%, 02/15/2024, Series 1994-1, Class 1(5) |
19,483 | 20,239 | ||||||
| 6.50%, 02/15/2024, Series 1994-1, Class 2ZB |
56,690 | 59,723 | ||||||
| Vendee Mortgage Trust 1996-1 |
||||||||
| 6.75%, 02/15/2026, Series 1996-1, Class 1Z |
53,093 | 59,098 | ||||||
| Vendee Mortgage Trust 1996-2 |
||||||||
| 6.75%, 06/15/2026, Series 1996-2, Class 1Z |
23,425 | 25,981 | ||||||
| Vendee Mortgage Trust 1997-1 |
||||||||
| 7.50%, 02/15/2027, Series 1997-1, Class 2Z |
80,347 | 89,893 | ||||||
| Vendee Mortgage Trust 1998-1 |
||||||||
| 7.00%, 03/15/2028, Series 1998-1, Class 2E |
54,161 | 59,819 | ||||||
| VNDO 2012-6AVE Mortgage Trust |
||||||||
| 3.00%, 11/15/2030, Series 2012-6AVE, Class A(2) |
2,283,000 | 2,331,452 | ||||||
| Wachovia Bank Commercial Mortgage Trust Series 2006-C24 |
|
|||||||
| 0.00%, 03/15/2045, Series 2006-C24, Class XC(2)(5) |
329,630 | 3 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-AR11 Trust |
|
|||||||
| 2.66%, 10/25/2033, Series 2003-AR11, Class A6(5) |
117,272 | 119,128 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust |
|
|||||||
| 2.36%, 08/25/2033, Series 2003-AR7, Class A7(5) |
39,447 | 40,715 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust |
|
|||||||
| 2.37%, 09/25/2033, Series 2003-AR9, Class 2A(5) |
31,101 | 31,105 | ||||||
| 2.51%, 09/25/2033, Series 2003-AR9, Class 1A6(5) |
222,198 | 222,699 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-S1 Trust |
|
|||||||
| 5.50%, 04/25/2033, Series 2003-S1, Class A5 |
41,225 | 42,480 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-S4 |
|
|||||||
| 17.23% (1 Month LIBOR USD + 17.46%, 17.46% Cap), 06/25/2033, Series 2003-S4, Class 2A10(1)(4) |
10,249 | 11,924 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2003-S9 Trust |
|
|||||||
| 0.00%, 10/25/2033, Series 2003-S9, Class P |
2,754 | 2,423 | ||||||
| 5.25%, 10/25/2033, Series 2003-S9, Class A8 |
167,691 | 173,223 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust |
|
|||||||
| 2.75%, 01/25/2035, Series 2004-AR14, Class A1(5) |
1,263,710 | 1,288,325 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust |
|
|||||||
| 2.58%, 06/25/2034, Series 2004-AR3, Class A2(5) |
64,238 | 66,460 | ||||||
| 2.58%, 06/25/2034, Series 2004-AR3, Class A1(5) |
1,140,002 | 1,182,154 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust |
|
|||||||
| 6.00%, 08/25/2034, Series 2004-CB2, Class 3A |
450,908 | 489,875 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust |
|
|||||||
| 6.50%, 10/25/2034, Series 2004-CB3, Class 2A |
1,418,545 | 1,483,834 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-RS2 |
|
|||||||
| 5.00%, 11/25/2033, Series 2004-RS2, Class A4 |
23,495 | 24,330 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust |
|
|||||||
| 5.50%, 06/25/2034, Series 2004-S2, Class 2A4 |
110,886 | 114,619 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2004-S3 Trust |
|
|||||||
| 5.00%, 07/25/2034, Series 2004-S3, Class 1A5 |
11,178 | 11,286 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust |
|
|||||||
| 2.77%, 09/25/2036, Series 2006-AR10, Class 2P(5) |
5,850 | 4,970 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust |
|
|||||||
| 2.82%, 08/25/2046, Series 2006-AR8, Class 1A2(5) |
34,834 | 34,919 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust |
||||||||
| 0.00%, 03/25/2035, Series 2005-1, Class CP |
6,509 | 5,098 | ||||||
| 5.50%, 03/25/2035, Series 2005-1, Class 1A1 |
56,782 | 57,868 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust |
||||||||
| 4.91% (1 Month LIBOR USD + 5.00%, 5.00% Cap), 04/25/2035, Series 2005-2, Class 2A3(1)(4) |
129,281 | 17,726 | ||||||
| 4.96% (1 Month LIBOR USD + 5.05%, 5.05% Cap), 04/25/2035, Series 2005-2, Class 1A4(1)(4) |
452,822 | 57,993 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust |
||||||||
| 5.50%, 06/25/2035, Series 2005-4, Class CX |
157,071 | 26,501 | ||||||
| 5.50%, 06/25/2035, Series 2005-4, Class CB7 |
154,044 | 156,913 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust |
||||||||
| 5.50%, 08/25/2035, Series 2005-6, Class 2A4 |
23,738 | 23,461 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust |
||||||||
| 5.75%, 02/25/2036, Series 2006-1, Class 3A2 |
13,014 | 12,517 | ||||||
| Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS7 Trust |
|
|||||||
| 0.00%, 03/25/2033, Series 2003-MS7, Class P |
64 | 57 | ||||||
| Wells Fargo Alternative Loan 2003-1 Trust |
||||||||
| 0.00%, 09/25/2033, Series 2003-1, Class APO |
3,639 | 3,133 | ||||||
| Wells Fargo Alternative Loan 2007-PA3 Trust |
||||||||
| 5.75%, 07/25/2037, Series 2007-PA3, Class 1A2 |
14,493 | 14,689 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-C26 |
||||||||
| 2.99%, 02/15/2048, Series 2015-C26, Class ASB |
6,393,176 | 6,622,638 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-C29 |
||||||||
| 3.37%, 06/15/2048, Series 2015-C29, Class A3 |
8,049,861 | 8,638,200 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-C30 |
||||||||
| 3.66%, 09/15/2058, Series 2015-C30, Class A4 |
729,000 | 792,256 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-C31 |
||||||||
| 3.70%, 11/15/2048, Series 2015-C31, Class A4 |
3,280,000 | 3,574,628 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 |
||||||||
| 3.50%, 07/15/2058, Series 2015-NXS2, Class A4 |
15,000,000 | 15,904,247 | ||||||
| Wells Fargo Commercial Mortgage Trust 2015-P2 |
||||||||
| 3.81%, 12/15/2048, Series 2015-P2, Class A4 |
7,272,631 | 7,970,934 | ||||||
| Wells Fargo Commercial Mortgage Trust 2016-C34 |
||||||||||||
| 3.10%, 06/15/2049, Series 2016-C34, Class A4 |
3,698,000 | 3,910,094 | ||||||||||
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 |
||||||||||||
| 2.64%, 11/15/2049, Series 2016-NXS6, Class A3 |
20,000,000 | 20,988,100 | ||||||||||
| Wells Fargo Commercial Mortgage Trust 2017-C38 |
||||||||||||
| 3.19%, 07/15/2050, Series 2017-C38, Class A4 |
13,800,000 | 14,911,652 | ||||||||||
| Wells Fargo Commercial Mortgage Trust 2017-RC1 |
||||||||||||
| 3.63%, 01/15/2060, Series 2017-RC1, Class A4 |
10,000,000 | 10,972,002 | ||||||||||
| Wells Fargo Commercial Mortgage Trust 2018-C47 |
||||||||||||
| 4.44%, 09/15/2061, Series 2018-C47, Class A4 |
8,850,000 | 10,230,535 | ||||||||||
| Wells Fargo Commercial Mortgage Trust 2020-C57 |
||||||||||||
| 1.86%, 08/15/2053, Series 2020-C57, Class A3 |
19,500,000 | 19,199,133 | ||||||||||
| 2.12%, 08/15/2053, Series 2020-C57, Class A4 |
1,003,000 | 1,003,974 | ||||||||||
| Wells Fargo Commercial Mortgage Trust 2020-C58 |
||||||||||||
| 1.81%, 07/15/2053, Series 2020-C58, Class A3 |
23,000,000 | 22,537,930 | ||||||||||
| Wells Fargo Commercial Mortgage Trust 2021-SAVE |
||||||||||||
| 1.23% (1 Month LIBOR USD + 1.15%, 1.15% Floor), 02/15/2040, Series 2021-SAVE, Class A(1)(2) |
4,981,440 | 5,009,268 | ||||||||||
| Wells Fargo Mortgage Backed Securities 2007-7 Trust |
||||||||||||
| 6.00%, 06/25/2037, Series 2007-7, Class A7 |
8,497 | 8,481 | ||||||||||
| WFRBS Commercial Mortgage Trust 2012-C6 |
||||||||||||
| 3.44%, 04/15/2045, Series 2012-C6, Class A4 |
1,697,173 | 1,700,355 | ||||||||||
| WFRBS Commercial Mortgage Trust 2013-C11 |
||||||||||||
| 4.38%, 03/15/2045, Series 2013-C11, Class D(2)(5) |
300,000 | 296,977 | ||||||||||
| WFRBS Commercial Mortgage Trust 2013-C14 |
||||||||||||
| 3.34%, 06/15/2046, Series 2013-C14, Class A5 |
229,750 | 239,117 | ||||||||||
| WFRBS Commercial Mortgage Trust 2014-C21 |
||||||||||||
| 3.68%, 08/15/2047, Series 2014-C21, Class A5 |
7,000,000 | 7,494,101 | ||||||||||
| WFRBS Commercial Mortgage Trust 2014-C23 |
||||||||||||
| 3.64%, 10/15/2057, Series 2014-C23, Class ASB |
2,143,356 | 2,236,004 | ||||||||||
| WFRBS Commercial Mortgage Trust 2014-C25 |
||||||||||||
| 3.63%, 11/15/2047, Series 2014-C25, Class A5 |
3,846,000 | 4,139,331 | ||||||||||
| WFRBS Commercial Mortgage Trust 2014-LC14 |
||||||||||||
| 3.77%, 03/15/2047, Series 2014-LC14, Class A4 |
9,613,677 | 10,111,875 | ||||||||||
| ZH Trust 2021-1 |
||||||||||||
| 2.25%, 02/18/2027, Series 2021-1, Class A(2) |
4,800,000 | 4,806,830 | ||||||||||
|
|
|
|||||||||||
| Total Mortgage-Backed Obligations (Cost: $6,008,157,786) |
6,160,324,339 | |||||||||||
|
|
|
|||||||||||
| Total Bonds & Notes (Cost: $17,314,447,878) |
17,832,485,742 | |||||||||||
|
|
|
|||||||||||
| Shares | Value | |||||||||||
| PREFERRED STOCKS – 0.02% |
||||||||||||
| Financials – 0.02% |
||||||||||||
| State Street Corp., 5.35% |
95,000 | 2,776,850 | ||||||||||
|
|
|
|||||||||||
| Total Financials |
2,776,850 | |||||||||||
|
|
|
|||||||||||
| Total Preferred Stocks (Cost: $2,375,000) |
2,776,850 | |||||||||||
|
|
|
|||||||||||
| SHORT-TERM INVESTMENTS – 7.41% |
||||||||||||
| Money Market Funds – 6.56% |
||||||||||||
| Fidelity Institutional Money Market Government Fund - Class I, 0.01%(11) |
1,203,236,384 | 1,203,236,384 | ||||||||||
|
|
|
|||||||||||
| Total Money Market Funds (Cost: $1,203,236,384) |
1,203,236,384 | |||||||||||
|
|
|
|||||||||||
| Principal Amount |
Value | |||||||||||
| U.S. Treasury Bills – 0.01% |
||||||||||||
| U.S. Treasury Bill, 0.00%, 12/02/2021(7) |
$ | 2,250,000 | 2,249,857 | |||||||||
|
|
|
|||||||||||
| Total U.S. Treasury Bills (Cost: $2,249,608) |
2,249,857 | |||||||||||
|
|
|
|||||||||||
| Time Deposits – 0.84% |
||||||||||||
| BBVA, Madrid, 0.01% due 10/01/2021 |
34,796,948 | 34,796,948 | ||||||||||
| BNP Paribas, Paris, 0.01% due 10/01/2021 |
77,007,269 | 77,007,269 | ||||||||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2021 |
42,088,164 | 42,088,164 | ||||||||||
|
|
|
|||||||||||
| Total Time Deposits (Cost: $153,892,381) |
153,892,381 | |||||||||||
|
|
|
|||||||||||
| Total Short-Term Investments (Cost: $1,359,378,373) |
1,359,378,622 | |||||||||||
|
|
|
|||||||||||
| TOTAL INVESTMENTS IN SECURITIES – 104.65% |
||||||||||||
| (Cost: $18,676,201,251) |
19,194,641,214 | |||||||||||
|
|
|
|||||||||||
| MORTGAGE-BACKED OBLIGATIONS SALE COMMITMENTS – (0.02)% |
||||||||||||
| Mortgage-Backed Obligations – (0.02)% |
||||||||||||
| Ginnie Mae II Pool |
||||||||||||
| 2.50%, 01/20/2050 |
(3,624,847 | ) | (3,743,571 | ) | ||||||||
|
|
|
|||||||||||
| Total Mortgage-Backed Obligations Sale Commitments (Proceeds Received: $(3,756,814)) |
(3,743,571 | ) | ||||||||||
|
|
|
|||||||||||
| TBA SALE COMMITMENTS – (0.02)% |
||||||||||||
| Mortgage-Backed Obligations – (0.02)% |
||||||||||||
| Fannie Mae |
||||||||||||
| 3.00%, 11/01/2051(12) |
(3,500,000 | ) | (3,657,720 | ) | ||||||||
|
|
|
|||||||||||
| Total TBA Sale Commitments (Proceeds Received: $(3,668,789)) |
(3,657,720 | ) | ||||||||||
|
|
|
|||||||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS – (4.61)% |
(844,752,847 | ) | ||||||||||
|
|
|
|||||||||||
| TOTAL NET ASSETS – 100.00% |
$ | 18,342,487,076 | ||||||||||
|
|
|
|||||||||||
Percentages are stated as a percent of net assets.
| (1) Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2021. |
| (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 $3,694,999,868, which represents 20.14% of total net assets. |
| (3) 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, 2021. |
| (4) 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. |
| (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, 2021. |
| (6) Security in default as of September 30, 2021. The value of these securities totals $375,900, which represents 0.00% of total net assets. |
| (7) Assigned as collateral for certain futures contracts. The value of these pledged issues totals $44,910,010, which represents 0.24% of total net assets. |
| (8) Inflation protected security. The value of these securities totals $6,666,656, which represents 0.04% of total net assets. |
| (9) Delayed delivery purchase commitment security. The value of these securities totals $824,816,040, which represents 4.50% 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) Delayed delivery sale commitment security. The value of these securities totals $(3,657,720), which represents (0.02)% of total net assets. |
| (13) Security that is categorized as Level 3 per the Trust’s fair value hierarchy. The value of these securities totals $146,542,634, which represents 0.80% of total net assets. |
| (14) Security that is restricted at September 30, 2021. The value of the restricted securities totals $9,303,614, which represents 0.05% of total net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
| Open Futures Contracts |
||||||||||||||||||||
| Number of
Contracts |
Reference Entity | Counterparty | Expiration Date | Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||||||
| 2,311 |
U.S. 2 Year Note Future | J.P. Morgan | Dec. 2021 | $ | 508,781,242 | $ | 508,546,384 | $ | (234,858 | ) | ||||||||||||||
| 2,293 |
U.S. 5 Year Note Future | J.P. Morgan | Dec. 2021 | 282,770,843 | 281,447,837 | (1,323,006 | ) | |||||||||||||||||
| 554 |
U.S. Long Bond Future | J.P. Morgan | Dec. 2021 | 90,043,067 | 88,207,188 | (1,835,879 | ) | |||||||||||||||||
| 1,669 |
U.S. Ultra Bond Future | J.P. Morgan | Dec. 2021 | 330,342,977 | 318,883,313 | (11,459,664 | ) | |||||||||||||||||
|
|
|
|||||||||||||||||||||||
| (14,853,407 | ) | |||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||
| Number of
Contracts |
Reference Entity | Counterparty | Expiration Date | Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||||||
| (10) |
U.S. 10 Year Note Future | J.P. Morgan | Dec. 2021 | $ | (1,317,168 | ) | $(1,316,094 | ) | $ | 1,074 | ||||||||||||||
| (265) |
U.S. Ultra 10 Year Note Future | J.P. Morgan | Dec. 2021 | (39,177,633 | ) | (38,491,250 | ) | 686,383 | ||||||||||||||||
|
|
|
|||||||||||||||||||||||
| 687,457 | ||||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||
| $ | (14,165,950 | ) | ||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||
Bridge Builder Core Plus Bond Fund
Schedule of Investments
September 30, 2021 (Unaudited)
| Principal Amount |
Value | |||||||
| BONDS & NOTES – 91.04% |
||||||||
| Asset-Backed Obligations – 9.09% |
||||||||
| ABFC 2005-WMC1 Trust |
||||||||
| 0.82% (1 Month LIBOR USD + 0.74%, 0.74% Floor), 06/25/2035, Series 2005-WMC1, Class M3(1) |
$ | 6,223,108 | $ | 6,198,535 | ||||
| ABFC 2007-NC1 Trust |
||||||||
| 0.39% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 05/25/2037, Series 2007-NC1, Class A2(1)(2) |
5,579,668 | 5,371,963 | ||||||
| Accredited Mortgage Loan Trust 2006-2 |
||||||||
| 0.35% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 09/25/2036, Series 2006-2, Class A4(1) |
330,023 | 326,518 | ||||||
| ACE Securities Corp. Home Equity Loan Trust Series 2004-HE3 |
||||||||
| 1.02% (1 Month LIBOR USD + 0.93%, 0.93% Floor), 11/25/2034, Series 2004-HE3, Class M1(1) |
5,874,745 | 5,885,018 | ||||||
| ACE Securities Corp. Home Equity Loan Trust Series 2005-HE3 |
||||||||
| 0.79% (1 Month LIBOR USD + 0.71%, 0.71% Floor), 05/25/2035, Series 2005-HE3, Class M3(1) |
5,473,895 | 5,464,583 | ||||||
| Adams Outdoor Advertising LP |
||||||||
| 5.65%, 11/15/2048, Series 2018-1, Class B(2) |
1,475,000 | 1,528,192 | ||||||
| Affirm Asset Securitization Trust 2021-B |
||||||||
| 1.40%, 08/17/2026, Series 2021-B, Class C(2) |
835,000 | 833,324 | ||||||
| Aimco CLO 11 Ltd. |
||||||||
| 1.51% (3 Month LIBOR USD + 1.38%, 1.38% Floor), 10/15/2031, Series 2020-11A, Class A1(1)(2) |
2,900,000 | 2,904,286 | ||||||
| Ajax Mortgage Loan Trust 2019-F |
||||||||
| 2.86%, 07/25/2059, Series 2019-F, Class A1(2)(3) |
17,623,287 | 17,777,223 | ||||||
| Ally Auto Receivables Trust 2019-2 |
||||||||
| 2.23%, 01/16/2024, Series 2019-2, Class A3 |
6,428,959 | 6,482,098 | ||||||
| ALME Loan Funding II DAC |
||||||||
| 0.75% (3 Month EURIBOR + 0.75%, 0.75% Floor), 01/15/2031, Series 2A, Class ARR(1)(2) |
EUR | 23,361,078 | 27,065,689 | |||||
| American Credit Acceptance Receivables Trust 2019-3 |
||||||||
| 2.89%, 09/12/2025, Series 2019-3, Class D(2) |
$ | 3,810,000 | 3,889,033 | |||||
| American Credit Acceptance Receivables Trust 2020-3 |
||||||||
| 2.40%, 06/15/2026, Series 2020-3, Class D(2) |
105,000 | 107,855 | ||||||
| American Credit Acceptance Receivables Trust 2020-4 |
||||||||
| 1.77%, 12/14/2026, Series 2020-4, Class D(2) |
2,785,000 | 2,824,379 | ||||||
| American Express Credit Account Master Trust |
||||||||
| 2.87%, 10/15/2024, Series 2019-1, Class A |
805,000 | 814,988 | ||||||
| American Homes 4 Rent 2014-SFR2 Trust |
||||||||
| 6.23%, 10/17/2036, Series 2014-SFR2, Class E(2) |
515,000 | 565,067 | ||||||
| American Homes 4 Rent 2015-SFR1 |
||||||||
| 5.64%, 04/17/2052, Series 2015-SFR1, Class E(2) |
6,400,000 | 7,014,938 | ||||||
| 5.89%, 04/17/2052, Series 2015-SFR1, Class F(2) |
2,378,000 | 2,615,943 | ||||||
| Americredit Automobile Receivables Trust 2018-2 |
||||||||
| 4.01%, 07/18/2024, Series 2018-2, Class D |
2,940,000 | 3,048,890 | ||||||
| Americredit Automobile Receivables Trust 2018-3 |
||||||||
| 4.04%, 11/18/2024, Series 2018-3, Class D |
4,310,000 | 4,487,286 | ||||||
| AmeriCredit Automobile Receivables Trust 2019-3 |
||||||||
| 2.58%, 09/18/2025, Series 2019-3, Class D |
1,330,000 | 1,366,461 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-1 |
||||||||
| 1.80%, 12/18/2025, Series 2020-1, Class D |
3,030,000 | 3,092,648 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-2 |
||||||||
| 2.13%, 03/18/2026, Series 2020-2, Class D |
5,720,000 | 5,866,975 | ||||||
| AmeriCredit Automobile Receivables Trust 2020-3 |
||||||||
| 1.49%, 09/18/2026, Series 2020-3, Class D |
7,135,000 | 7,197,531 | ||||||
| AmeriCredit Automobile Receivables Trust 2021-1 |
||||||||
| 0.89%, 10/19/2026, Series 2021-1, Class C |
4,735,000 | 4,743,680 | ||||||
| 1.21%, 12/18/2026, Series 2021-1, Class D |
5,425,000 | 5,399,611 | ||||||
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-R5 |
||||||||
| 0.82% (1 Month LIBOR USD + 0.74%, 0.74% Floor), 07/25/2035, Series 2005-R5, Class M3(1) |
1,107,283 | 1,107,642 | ||||||
| Ammc Clo 19 Ltd. |
||||||||
| 1.27% (3 Month LIBOR USD + 1.14%, 1.14% Floor), 10/16/2028, Series 2016-19A, Class AR(1)(2) |
4,942,393 | 4,944,054 | ||||||
| Applebee’s Funding LLC / IHOP Funding LLC |
||||||||
| 4.19%, 06/07/2049, Series 2019-1A, Class A2I(2) |
6,672,600 | 6,789,571 | ||||||
| Aqua Finance Trust 2017-A |
||||||||
| 2.40%, 07/17/2046, Series 2021-A, Class B(2) |
1,550,000 | 1,549,860 | ||||||
| Arbor Realty Commercial Real Estate Notes 2019-FL1 Ltd. |
||||||||
| 1.23% (1 Month LIBOR USD + 1.15%), 05/15/2037, Series 2019-FL1, Class A(1)(2) |
5,000,000 | 5,001,565 | ||||||
| Ares European CLO |
||||||||
| 0.66% (3 Month EURIBOR + 0.66%, 0.66% Floor), 10/15/2030, Series 7A, Class A1RR(1)(2) |
EUR | 26,500,000 | 30,693,757 | |||||
| Ares LIX CLO Ltd. |
||||||||
| 1.21% (3 Month LIBOR USD + 1.03%, 1.03% Floor), 04/25/2034, Series 2021-59A, Class A(1)(2) |
$ | 6,590,000 | 6,588,326 | |||||
| 1.58% (3 Month LIBOR USD + 1.40%, 1.40% Floor), 04/25/2034, Series 2021-59A, Class B1(1)(2) |
4,500,000 | 4,497,718 | ||||||
| Ares LVII CLO Ltd. |
||||||||
| 1.45% (3 Month LIBOR USD + 1.32%, 1.32% Floor), 10/25/2031, Series 2020-57A, Class A(1)(2) |
7,630,000 | 7,630,826 | ||||||
| Ares LVIII CLO Ltd. |
||||||||
| 1.35% (3 Month LIBOR USD + 1.22%, 1.22% Floor), 01/15/2033, Series 2020-58A, Class A(1)(2) |
3,170,000 | 3,169,204 | ||||||
| Aurium CLO III DAC |
||||||||
| 0.67% (3 Month EURIBOR + 0.67%, 0.67% Floor), 04/16/2030, Series 3A, Class AR(1)(2) |
EUR | 899,543 | 1,041,763 | |||||
| Avis Budget Rental Car Funding AESOP LLC |
||||||||
| 2.02%, 02/20/2027, Series 2020-2A, Class A(2) |
$ | 9,740,000 | 9,981,615 | |||||
| 2.36%, 03/20/2026, Series 2019-3A, Class A(2) |
11,675,000 | 12,143,475 | ||||||
| 2.68%, 08/20/2026, Series 2020-1A, Class B(2) |
1,410,000 | 1,467,041 | ||||||
| 3.35%, 09/22/2025, Series 2019-2A, Class A(2) |
1,245,000 | 1,327,057 | ||||||
| Bain Capital Euro 2018-2 DAC |
||||||||
| 0.74% (3 Month EURIBOR + 0.74%, 0.74% Floor), 01/20/2032, Series 2018-2A, Class AR(1)(2) |
EUR | 24,900,000 | 28,727,399 | |||||
| Ballyrock CLO 15 Ltd. |
||||||||
| 1.23% (3 Month LIBOR USD + 1.06%, 1.06% Floor), 04/15/2034, Series 2021-1A, Class A1(1)(2) |
$ | 10,050,000 | 10,047,467 | |||||
| Barings CLO Ltd. 2013-I |
||||||||
| 0.93% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 01/20/2028, Series 2013-IA, Class AR(1)(2) |
2,574,323 | 2,575,383 | ||||||
| Barings CLO Ltd. 2016-II |
||||||||
| 1.21% (3 Month LIBOR USD + 1.08%, 1.08% Floor), 07/20/2028, Series 2016-2A, Class AR(1)(2) |
2,855,327 | 2,856,083 | ||||||
| Bayview Opportunity Master Fund IVa Trust 2017-RT1 |
||||||||
| 3.00%, 03/28/2057, Series 2017-RT1, Class A1(2)(4) |
72,978 | 73,831 | ||||||
| Bayview Opportunity Master Fund IVb Trust 2017-RT2 |
||||||||
| 3.50%, 08/28/2057, Series 2017-RT2, Class A(2)(4) |
572,937 | 571,593 | ||||||
| Bayview Opportunity Master Fund IVb Trust 2017-SPL4 |
||||||||
| 4.75%, 01/28/2055, Series 2017-SPL4, Class B2(2)(4) |
655,000 | 671,836 | ||||||
| BCMSC Trust 1999-B |
||||||||
| 6.61%, 12/15/2029, Series 1999-B, Class A1B(4) |
3,594,315 | 684,522 | ||||||
| Bear Stearns Asset Backed Securities I Trust 2005-EC1 |
||||||||
| 0.87% (1 Month LIBOR USD + 0.78%, 0.78% Floor), 11/25/2035, Series 2005-EC1, Class M3(1) |
10,161,448 | 10,144,995 | ||||||
| Bear Stearns Asset Backed Securities I Trust 2007-HE2 |
||||||||
| 0.25% (1 Month LIBOR USD + 0.16%, 0.16% Floor), 02/25/2037, Series 2007-HE2, Class 2A3(1) |
7,193,679 | 7,138,602 | ||||||
| Benefit Street Partners CLO IV Ltd. |
||||||||
| 1.68% (3 Month LIBOR USD + 1.55%, 1.55% Floor), 01/20/2032, Series 2014-IVA, Class A2AR(1)(2) |
9,595,000 | 9,590,174 | ||||||
| Benefit Street Partners CLO X Ltd. |
||||||||
| 1.34% (3 Month LIBOR USD + 1.21%, 1.21% Floor), 04/20/2034, Series 2016-10A, Class A1RR(1)(2) |
12,795,000 | 12,791,776 | ||||||
| Benefit Street Partners CLO XX Ltd. |
||||||||
| 1.31% (3 Month LIBOR USD + 1.17%, 1.17% Floor), 07/15/2034, Series 2020-20A, Class AR(1)(2) |
6,155,000 | 6,154,963 | ||||||
| Blackbird Capital Aircraft Lease Securitization Ltd. 2016-1 |
||||||||
| 4.21%, 12/16/2041, Series 2016-1A, Class A(2)(3) |
1,063,103 | 1,067,398 | ||||||
| BlueMountain CLO 2012-2 Ltd. |
||||||||
| 1.18% (3 Month LIBOR USD + 1.05%, 1.05% Floor), 11/20/2028, Series 2012-2A, Class AR2(1)(2) |
4,741,262 | 4,743,225 | ||||||
| BlueMountain CLO 2013-1 Ltd. |
||||||||
| 1.36% (3 Month LIBOR USD + 1.23%, 1.23% Floor), 01/20/2029, Series 2013-1A, Class A1R2(1)(2) |
1,998,417 | 1,998,980 | ||||||
| BlueMountain CLO 2015-2 Ltd. |
||||||||
| 1.06% (3 Month LIBOR USD + 0.93%, 0.93% Floor), 07/18/2027, Series 2015-2A, Class A1R(1)(2) |
1,489,488 | 1,490,134 | ||||||
| 1.63% (3 Month LIBOR USD + 1.50%, 1.50% Floor), 07/18/2027, Series 2015-2A, Class BR(1)(2) |
490,397 | 492,925 | ||||||
| BMW Vehicle Owner Trust 2018-A |
||||||||
| 2.51%, 06/25/2024, Series 2018-A, Class A4 |
1,694,576 | 1,701,765 | ||||||
| BRE Grand Islander Timeshare Issuer 2019-A LLC |
||||||||
| 3.28%, 09/26/2033, Series 2019-A, Class A(2) |
1,816,527 | 1,894,602 | ||||||
| Brex Commercial Charge Card Master Trust |
||||||||
| 2.09%, 07/15/2024, Series 2021-1, Class A(2) |
3,335,000 | 3,369,691 | ||||||
| BSPRT 2018-FL4 Issuer Ltd. |
||||||||
| 1.13% (1 Month LIBOR USD + 1.05%, 1.05% Floor), 09/15/2035, Series 2018-FL4, Class A(1)(2) |
6,603,191 | 6,603,191 | ||||||
| Business Jet Securities 2021-1 LLC |
||||||||
| 2.16%, 04/15/2036, Series 2021-1A, Class A(2) |
3,289,987 | 3,304,505 | ||||||
| California Republic Auto Receivables Trust 2018-1 |
||||||||
| 4.33%, 04/15/2025, Series 2018-1, Class D |
2,050,000 | 2,110,394 | ||||||
| Capital One Multi-Asset Execution Trust |
||||||||
| 2.43%, 01/15/2025, Series 2017-A3, Class A3 |
8,440,000 | 8,528,482 | ||||||
| 2.84%, 12/15/2024, Series 2019-A1, Class A1 |
1,290,000 | 1,302,996 | ||||||
| Capitalsource Real Estate Loan Trust |
||||||||
| 0.77% (3 Month LIBOR USD + 0.65%), 01/20/2037, Series 2006-1A, Class C(1)(2) |
3,391,413 | 3,356,624 | ||||||
| 0.87% (3 Month LIBOR USD + 0.75%), 01/20/2037, Series 2006-1A, Class D(1)(2) |
1,200,000 | 1,177,994 | ||||||
| 0.97% (3 Month LIBOR USD + 0.85%), 01/20/2037, Series 2006-1A, Class E(1)(2) |
700,000 | 486,020 | ||||||
| Carlyle Global Market Strategies CLO 2015-3 Ltd. |
||||||||
| 1.13% (3 Month LIBOR USD + 1.00%), 07/28/2028, Series 2015-3A, Class A1R(1)(2) |
5,510,309 | 5,514,067 | ||||||
| Carmax Auto Owner Trust 2019-2 |
||||||||
| 3.41%, 10/15/2025, Series 2019-2, Class D |
2,055,000 | 2,131,265 | ||||||
| Carmax Auto Owner Trust 2019-3 |
||||||||
| 2.85%, 01/15/2026, Series 2019-3, Class D |
1,120,000 | 1,158,236 | ||||||
| Carmax Auto Owner Trust 2020-1 |
||||||||
| 2.64%, 07/15/2026, Series 2020-1, Class D |
2,622,000 | 2,697,547 | ||||||
| CarMax Auto Owner Trust 2020-3 |
||||||||
| 2.53%, 01/15/2027, Series 2020-3, Class D |
1,510,000 | 1,555,760 | ||||||
| CarMax Auto Owner Trust 2020-4 |
||||||||
| 1.75%, 04/15/2027, Series 2020-4, Class D |
1,875,000 | 1,897,409 | ||||||
| Carmax Auto Owner Trust 2021-1 |
||||||||
| 1.28%, 07/15/2027, Series 2021-1, Class D |
825,000 | 821,624 | ||||||
| CarMax Auto Owner Trust 2021-3 |
||||||||
| 1.50%, 01/18/2028, Series 2021-3, Class D |
2,010,000 | 1,999,183 | ||||||
| Carvana Auto Receivables Trust 2021-N3 |
||||||||
| 1.02%, 06/12/2028, Series 2021-N3, Class C |
4,645,000 | 4,640,710 | ||||||
| Carvana Auto Receivables Trust 2021-P3 |
||||||||
| 1.93%, 10/12/2027, Series 2021-P3, Class C |
4,125,000 | 4,103,439 | ||||||
| Castlelake Aircraft Securitization Trust 2018-1 |
||||||||
| 4.13%, 06/15/2043, Series 2018-1, Class A(2) |
4,904,852 | 4,891,795 | ||||||
| CBAM 2019-9 Ltd. |
||||||||
| 1.41% (3 Month LIBOR USD + 1.28%, 1.28% Floor), 02/12/2030, Series 2019-9A, Class A(1)(2) |
12,395,000 | 12,402,053 | ||||||
| Centex Home Equity Loan Trust 2005-B |
||||||||
| 0.73% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 03/25/2035, Series 2005-B, Class M2(1) |
5,182,714 | 5,171,572 | ||||||
| Centex Home Equity Loan Trust 2005-D |
||||||||
| 1.05% (1 Month LIBOR USD + 0.96%, 0.96% Floor), 10/25/2035, Series 2005-D, Class M5(1) |
2,131,000 | 2,138,719 | ||||||
| CHEC Loan Trust 2004-2 |
||||||||
| 1.05% (1 Month LIBOR USD + 0.96%, 0.96% Floor), 06/25/2034, Series 2004-2, Class M1(1) |
1,094,779 | 1,098,921 | ||||||
| CIFC Funding 2015-IV Ltd. |
||||||||
| 1.20% (3 Month LIBOR USD + 1.07%, 1.07% Floor), 04/20/2034, Series 2015-4A, Class A1A2(1)(2) |
19,600,000 | 19,616,719 | ||||||
| CIFC Funding 2020-III Ltd. |
||||||||
| 1.48% (3 Month LIBOR USD + 1.35%, 1.35% Floor), 10/20/2031, Series 2020-3A, Class A1(1)(2) |
5,945,000 | 5,944,429 | ||||||
| Citibank Credit Card Issuance Trust |
||||||||
| 2.19%, 11/20/2023, Series 2016-A2, Class A2 |
3,010,000 | 3,018,150 |
| Citigroup Mortgage Loan Trust 2007-AHL1 |
||||||||
| 0.23% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 12/25/2036, Series 2007-AHL1, Class A2B(1) |
1,015,412 | 1,011,567 | ||||||
| Citigroup Mortgage Loan Trust, Inc. |
||||||||
| 0.72% (1 Month LIBOR USD + 0.63%, 0.63% Floor), 02/25/2035, Series 2005-OPT1, Class M1(1) |
2,152,541 | 2,121,400 | ||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 09/25/2035, Series 2005-HE3, Class M4(1) |
7,900,000 | 7,871,062 | ||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 10/25/2035, Series 2005-HE4, Class M4(1) |
14,327,000 | 13,946,690 | ||||||
| CLI Funding VI LLC |
||||||||
| 2.07%, 10/18/2045, Series 2020-3A, Class A(2) |
4,085,417 | 4,112,146 | ||||||
| CLI Funding VIII LLC |
||||||||
| 1.64%, 02/18/2046, Series 2021-1A, Class A(2) |
4,266,721 | 4,211,903 | ||||||
| College Ave Student Loans 2021-A LLC |
||||||||
| 2.92%, 07/25/2051, Series 2021-A, Class C(2) |
480,000 | 483,790 | ||||||
| College Avenue Student Loans 2018-A LLC |
||||||||
| 1.29% (1 Month LIBOR USD + 1.20%), 12/26/2047, Series 2018-A, Class A1(1)(2) |
1,607,775 | 1,618,035 | ||||||
| 4.13%, 12/26/2047, Series 2018-A, Class A2(2) |
2,192,420 | 2,298,786 | ||||||
| College Avenue Student Loans LLC |
||||||||
| 1.74% (1 Month LIBOR USD + 1.65%, 1.65% Floor), 11/26/2046, Series 2017-A, Class A1(1)(2) |
3,015,091 | 3,047,161 | ||||||
| Commonbond Student Loan Trust 2020-1 |
||||||||
| 1.69%, 10/25/2051, Series 2020-1, Class A(2) |
2,737,408 | 2,718,478 | ||||||
| Conseco Finance Securitizations Corp. |
||||||||
| 7.97%, 05/01/2032, Series 2000-4, Class A5 |
733,953 | 205,378 | ||||||
| 8.06%, 09/01/2029, Series 2000-1, Class A5(4) |
13,024,647 | 3,902,725 | ||||||
| 8.31%, 05/01/2032, Series 2000-4, Class A6(4) |
8,504,715 | 2,481,358 | ||||||
| Conseco Financial Corp. |
||||||||
| 7.70%, 05/15/2027(4) |
4,657,383 | 4,593,565 | ||||||
| CoreVest American Finance 2018-1 Trust |
||||||||
| 3.80%, 06/15/2051, Series 2018-1, Class A(2) |
809,501 | 827,166 | ||||||
| CoreVest American Finance 2018-2 Trust |
||||||||
| 4.03%, 11/15/2052, Series 2018-2, Class A(2) |
16,249,961 | 17,018,355 | ||||||
| Corevest American Finance 2019-3 Trust |
||||||||
| 2.71%, 10/15/2052, Series 2019-3, Class A(2) |
2,145,686 | 2,234,414 | ||||||
| 3.16%, 10/15/2052, Series 2019-3, Class B(2) |
1,470,000 | 1,550,284 | ||||||
| Corevest American Finance 2021-1 Trust |
||||||||
| 2.80%, 04/15/2053, Series 2021-1, Class C(2) |
1,525,000 | 1,532,496 | ||||||
| CoreVest American Finance 2021-2 Trust |
||||||||
| 2.48%, 07/15/2054, Series 2021-2, Class C(2) |
3,100,000 | 3,037,866 | ||||||
| Countrywide Asset-Backed Certificates |
||||||||
| 0.27% (1 Month LIBOR USD + 0.18%, 0.18% Floor), 06/25/2047, Series 2007-10, Class 1A1(1) |
32,561,926 | 31,419,425 | ||||||
| 0.31% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 08/25/2037, Series 2007-2, Class 2A4(1) |
25,730,000 | 24,264,301 | ||||||
| 0.31% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 05/25/2047, Series 2006-22, Class 2A4(1) |
10,230,166 | 9,963,259 | ||||||
| 0.34% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 02/25/2036, Series 2007-9, Class 2A4(1) |
990,000 | 971,320 | ||||||
| 0.34% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 01/25/2046, Series 2006-8, Class 2A4(1) |
22,393,946 | 21,887,077 | ||||||
| 0.38% (1 Month LIBOR USD + 0.29%, 0.29% Floor), 06/25/2037, Series 2007-BC2, Class 2A4(1) |
7,843,401 | 7,748,938 | ||||||
| 0.43% (1 Month LIBOR USD + 0.34%, 0.34% Floor), 03/25/2037, Series 2006-BC5, Class 2A3(1) |
289,215 | 289,079 | ||||||
| 0.57% (1 Month LIBOR USD + 0.48%, 0.48% Floor), 03/25/2036, Series 2005-AB4, Class 1A(1) |
2,152,984 | 2,145,038 | ||||||
| 0.67% (1 Month LIBOR USD + 0.59%, 0.59% Floor), 04/25/2036, Series 2006-BC1, Class M3(1) |
1,000,000 | 923,995 | ||||||
| 0.72% (1 Month LIBOR USD + 0.63%, 0.63% Floor), 06/25/2036, Series 2006-2, Class M2(1) |
23,500,000 | 22,999,948 | ||||||
| 0.82% (1 Month LIBOR USD + 0.74%, 0.74% Floor), 02/25/2036, Series 2005-12, Class M2(1) |
1,980,274 | 1,980,122 | ||||||
| 1.51% (1 Month LIBOR USD + 1.43%, 1.43% Floor), 06/25/2035, Series 2004-14, Class M4(1) |
5,509,190 | 5,550,792 | ||||||
| CPS Auto Receivables Trust 2017-C |
||||||||
| 3.79%, 06/15/2023, Series 2017-C, Class D(2) |
275,607 | 276,682 | ||||||
| CPS Auto Receivables Trust 2017-D |
||||||||
| 3.73%, 09/15/2023, Series 2017-D, Class D(2) |
282,837 | 284,971 | ||||||
| CPS Auto Receivables Trust 2018-B |
||||||||
| 4.26%, 03/15/2024, Series 2018-B, Class D(2) |
1,366,498 | 1,390,342 | ||||||
| CPS Auto Receivables Trust 2020-C |
||||||||
| 1.71%, 08/17/2026, Series 2020-C, Class C(2) |
1,070,000 | 1,084,671 | ||||||
| Credit Acceptance Auto Loan Trust 2018-3 |
||||||||
| 4.04%, 12/15/2027, Series 2018-3A, Class C(2) |
2,742,138 | 2,760,086 | ||||||
| Credit Acceptance Auto Loan Trust 2019-1 |
||||||||
| 3.94%, 06/15/2028, Series 2019-1A, Class C(2) |
9,810,000 | 10,016,280 | ||||||
| Credit Acceptance Auto Loan Trust 2020-2 |
||||||||
| 2.73%, 11/15/2029, Series 2020-2A, Class C(2) |
1,935,000 | 1,992,845 | ||||||
| Credit Acceptance Auto Loan Trust 2021-3 |
||||||||
| 1.63%, 09/16/2030, Series 2021-3A, Class C(2) |
2,360,000 | 2,356,755 | ||||||
| Credit-Based Asset Servicing & Securitization LLC |
||||||||
| 0.39% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 10/25/2036, Series 2006-CB8, Class A2C(1) |
13,044,023 | 12,478,110 | ||||||
| Crown City CLO II |
||||||||
| 1.51% (3 Month LIBOR USD + 1.38%, 1.38% Floor), 01/20/2032, Series 2020-2A, Class A1A(1)(2) |
1,000,000 | 999,748 | ||||||
| CVS Pass-Through Trust |
||||||||
| 6.94%, 01/10/2030 |
891,058 | 1,078,024 | ||||||
| CWABS Asset-Backed Certificates Trust 2005-7 |
||||||||
| 1.14% (1 Month LIBOR USD + 1.05%, 1.05% Floor), 11/25/2035, Series 2005-7, Class MV4(1) |
280,180 | 280,298 | ||||||
| CWABS Revolving Home Equity Loan Trust Series 2004-T |
||||||||
| 0.32% (1 Month LIBOR USD + 0.24%, 0.24% Floor, 16.00% Cap), 02/15/2030, Series 2004-T, Class 2A(1) |
4,441,623 | 4,405,264 | ||||||
| CWABS, Inc. Asset-backed Certificates Series 2007-12 |
||||||||
| 0.83% (1 Month LIBOR USD + 0.74%, 0.74% Floor), 08/25/2047, Series 2007-12, Class 1A1(1) |
4,383,336 | 4,332,815 | ||||||
| DB Master Finance LLC |
||||||||
| 4.03%, 11/20/2047, Series 2017-1A, Class A2II(2) |
1,558,475 | 1,643,317 | ||||||
| 4.35%, 05/20/2049, Series 2019-1A, Class A23(2) |
3,688,720 | 4,007,101 | ||||||
| Dell Equipment Finance Trust 2020-2 |
||||||||
| 1.37%, 01/22/2024, Series 2020-2, Class C(2) |
500,000 | 505,979 | ||||||
| 1.92%, 03/23/2026, Series 2020-2, Class D(2) |
500,000 | 509,239 | ||||||
| Domino’s Pizza Master Issuer LLC |
||||||||
| 2.66%, 04/25/2051, Series 2021-1A, Class A2I(2) |
11,595,938 | 11,925,448 | ||||||
| 3.67%, 10/25/2049, Series 2019-1A, Class A2(2) |
2,061,605 | 2,215,252 | ||||||
| 4.12%, 07/25/2047, Series 2017-1A, Class A23(2) |
4,197,750 | 4,505,844 | ||||||
| 4.33%, 07/25/2048, Series 2018-1A, Class A2II(2) |
2,421,525 | 2,615,317 |
| Drive Auto Receivables Trust |
||||||||
| 4.30%, 09/16/2024, Series 2018-3, Class D |
2,001,694 | 2,035,677 | ||||||
| Drive Auto Receivables Trust 2018-5 |
||||||||
| 4.30%, 04/15/2026, Series 2018-5, Class D |
2,685,000 | 2,773,996 | ||||||
| Drive Auto Receivables Trust 2019-1 |
||||||||
| 4.09%, 06/15/2026, Series 2019-1, Class D |
3,590,000 | 3,696,783 | ||||||
| Drive Auto Receivables Trust 2021-1 |
||||||||
| 1.45%, 01/16/2029, Series 2021-1, Class D |
6,530,000 | 6,546,625 | ||||||
| Driven Brands Funding LLC |
||||||||
| 3.24%, 01/20/2051, Series 2020-2A, Class A2(2) |
6,363,025 | 6,537,238 | ||||||
| 4.64%, 04/20/2049, Series 2019-1A, Class A2(2) |
2,252,250 | 2,409,396 | ||||||
| Dryden 30 Senior Loan Fund |
||||||||
| 0.94% (3 Month LIBOR USD + 0.82%), 11/15/2028, Series 2013-30A, Class AR(1)(2) |
1,141,734 | 1,142,158 | ||||||
| Dryden 36 Senior Loan Fund |
||||||||
| 1.15% (3 Month LIBOR USD + 1.02%, 1.02% Floor), 04/15/2029, Series 2014-36A, Class AR3(1)(2) |
9,981,507 | 9,991,978 | ||||||
| Dryden 86 CLO Ltd. |
||||||||
| 1.23% (3 Month LIBOR USD + 1.10%, 1.10% Floor), 07/17/2034, Series 2020-86A, Class A1R(1)(2) |
8,050,000 | 8,047,979 | ||||||
| Dryden XXVI Senior Loan Fund |
||||||||
| 1.03% (3 Month LIBOR USD + 0.90%), 04/15/2029, Series 2013-26A, Class AR(1)(2) |
4,427,415 | 4,427,025 | ||||||
| DT Auto Owner Trust 2018-2 |
||||||||
| 4.15%, 03/15/2024, Series 2018-2A, Class D(2) |
813,904 | 823,409 | ||||||
| DT Auto Owner Trust 2019-3 |
||||||||
| 2.96%, 04/15/2025, Series 2019-3A, Class D(2) |
1,635,000 | 1,682,715 | ||||||
| DT Auto Owner Trust 2020-3 |
||||||||
| 1.47%, 06/15/2026, Series 2020-3A, Class C(2) |
1,650,000 | 1,668,972 | ||||||
| DT Auto Owner Trust 2021-1 |
||||||||
| 1.16%, 11/16/2026, Series 2021-1A, Class D(2) |
2,650,000 | 2,641,168 | ||||||
| DT Auto Owner Trust 2021-2 |
||||||||
| 1.50%, 02/16/2027, Series 2021-2A, Class D(2) |
2,250,000 | 2,253,633 | ||||||
| Earnest Student Loan Program 2017-A LLC |
||||||||
| 2.65%, 01/25/2041, Series 2017-A, Class A2(2) |
1,033,004 | 1,035,187 | ||||||
| Eaton Vance CLO 2019-1 Ltd. |
||||||||
| 1.23% (3 Month LIBOR USD + 1.10%, 1.10% Floor), 04/15/2031, Series 2019-1A, Class AR(1)(2) |
23,000,000 | 22,994,227 | ||||||
| ECAF I Ltd. |
||||||||
| 3.47%, 06/15/2040, Series 2015-1A, Class A1(2) |
278,458 | 272,400 | ||||||
| ECMC Group Student Loan Trust |
||||||||
| 1.09% (1 Month LIBOR USD + 1.00%), 07/25/2069, Series 2019-1A, Class A1B(1)(2) |
929,545 | 944,249 | ||||||
| ECMC Group Student Loan Trust 2017-2 |
||||||||
| 1.14% (1 Month LIBOR USD + 1.05%), 05/25/2067, Series 2017-2A, Class A(1)(2) |
7,520,535 | 7,666,343 | ||||||
| ELFI Graduate Loan Program 2019-A LLC |
||||||||
| 2.54%, 03/25/2044, Series 2019-A, Class A(2) |
2,416,604 | 2,450,659 | ||||||
| Ellington Loan Acquisition Trust 2007-1 |
||||||||
| 1.18% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 05/25/2037, Series 2007-1, Class A1(1)(2) |
797,938 | 799,770 | ||||||
| Exeter Automobile Receivables Trust 2020-2 |
||||||||
| 4.73%, 04/15/2026, Series 2020-2A, Class D(2) |
3,090,000 | 3,282,751 | ||||||
| Exeter Automobile Receivables Trust 2020-3 |
||||||||
| 1.73%, 07/15/2026, Series 2020-3A, Class D |
1,175,000 | 1,195,805 | ||||||
| Exeter Automobile Receivables Trust 2021-2 |
||||||||
| 1.08%, 11/16/2026, Series 2021-1A, Class D |
2,515,000 | 2,510,771 | ||||||
| Fieldstone Mortgage Investment Trust Series 2005-1 |
||||||||
| 1.21% (1 Month LIBOR USD + 1.13%, 1.13% Floor, 12.25% Cap), 03/25/2035, Series 2005-1, Class M5(1) |
1,247,739 | 1,245,988 | ||||||
| Fieldstone Mortgage Investment Trust Series 2006-3 |
||||||||
| 0.36% (1 Month LIBOR USD + 0.28%, 0.28% Floor, 12.25% Cap), 11/25/2036, Series 2006-3, Class 1A(1) |
5,357,888 | 5,087,625 | ||||||
| First Franklin Mortgage Loan Trust 2002-FF4 |
||||||||
| 1.21% (1 Month LIBOR USD + 1.13%, 1.13% Floor), 02/25/2033, Series 2002-FF4, Class 1A2(1) |
4,326,979 | 4,333,358 | ||||||
| First Franklin Mortgage Loan Trust 2003-FFH2 |
||||||||
| 1.74% (1 Month LIBOR USD + 1.65%, 1.65% Floor), 02/25/2034, Series 2003-FFH2, Class M1A(1) |
6,134,209 | 6,161,433 | ||||||
| First Franklin Mortgage Loan Trust 2004-FF7 |
||||||||
| 2.26% (1 Month LIBOR USD + 2.18%, 2.18% Floor), 09/25/2034, Series 2004-FF7, Class M5(1) |
854,074 | 902,968 | ||||||
| First Franklin Mortgage Loan Trust 2006-FF16 |
||||||||
| 0.51% (1 Month LIBOR USD + 0.42%, 0.42% Floor), 12/25/2036, Series 2006-FF16, Class 2A4(1) |
5,862,019 | 3,379,664 | ||||||
| First Franklin Mortgage Loan Trust 2006-FF17 |
||||||||
| 0.24% (1 Month LIBOR USD + 0.15%, 0.15% Floor), 12/25/2036, Series 2006-FF17, Class A5(1) |
3,735,295 | 3,637,764 | ||||||
| First Franklin Mortgage Loan Trust 2006-FF2 |
||||||||
| 0.69% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 02/25/2036, Series 2006-FF2, Class A5(1) |
11,075,688 | 10,772,165 | ||||||
| First Investors Auto Owner Trust 2018-1 |
||||||||
| 4.11%, 06/17/2024, Series 2018-1A, Class D(2) |
605,000 | 613,094 | ||||||
| First Investors Auto Owner Trust 2019-2 |
||||||||
| 2.71%, 12/15/2025, Series 2019-2A, Class C(2) |
1,254,000 | 1,281,394 | ||||||
| FirstKey Homes 2020-SFR1 Trust |
||||||||
| 2.24%, 08/17/2037, Series 2020-SFR1, Class D(2) |
1,590,000 | 1,598,573 | ||||||
| 2.79%, 08/17/2037, Series 2020-SFR1, Class E(2) |
805,000 | 820,765 | ||||||
| FirstKey Homes 2021-SFR1 Trust |
||||||||
| 2.39%, 08/17/2038, Series 2021-SFR1, Class E1(2) |
4,795,000 | 4,757,776 | ||||||
| 2.49%, 08/17/2038, Series 2021-SFR1, Class E2(2) |
4,055,000 | 4,023,604 | ||||||
| FirstKey Homes 2021-SFR2 Trust |
||||||||
| 2.26%, 09/17/2038, Series 2021-SFR2, Class E1(2) |
4,070,000 | 4,010,569 | ||||||
| 2.36%, 09/17/2038, Series 2021-SFR2, Class E2(2) |
2,000,000 | 1,966,316 | ||||||
| Flagship Credit Auto Trust 2017-1 |
||||||||
| 4.23%, 05/15/2023, Series 2017-1, Class D(2) |
108,697 | 109,395 | ||||||
| Flagship Credit Auto Trust 2018-1 |
||||||||
| 3.86%, 04/15/2024, Series 2018-1, Class D(2) |
1,285,000 | 1,319,076 | ||||||
| Flagship Credit Auto Trust 2018-2 |
||||||||
| 4.23%, 09/16/2024, Series 2018-2, Class D(2) |
1,580,000 | 1,645,604 | ||||||
| Flagship Credit Auto Trust 2019-3 |
||||||||
| 2.86%, 12/15/2025, Series 2019-3, Class D(2) |
2,235,000 | 2,311,610 |
| Flagship Credit Auto Trust 2020-4 |
||||||||
| 2.18%, 02/16/2027, Series 2020-4, Class D(2) |
8,135,000 | 8,286,478 | ||||||
| Flagship Credit Auto Trust 2021-1 |
||||||||
| 1.27%, 03/15/2027, Series 2021-1, Class D(2) |
1,480,000 | 1,462,706 | ||||||
| Flagship Credit Auto Trust 2021-2 |
||||||||
| 1.59%, 06/15/2027, Series 2021-2, Class D(2) |
3,085,000 | 3,083,470 | ||||||
| Ford Auto Securitization Trust |
||||||||
| 2.47%, 02/15/2025, Series 2019-BA, Class A3(2) |
CAD | 4,925,000 | 3,976,240 | |||||
| 2.55%, 09/15/2024, Series 2019-AA, Class A3(2) |
5,725,000 | 4,604,851 | ||||||
| 2.76%, 04/15/2028, Series 2020-AA, Class C(2) |
290,000 | 233,207 | ||||||
| Ford Credit Auto Owner Trust 2018-A |
||||||||
| 3.16%, 10/15/2023, Series 2018-A, Class A4 |
$ | 7,846,164 | 7,904,926 | |||||
| Ford Credit Auto Owner Trust 2020-B |
||||||||
| 0.56%, 10/15/2024, Series 2020-B, Class A3 |
10,520,000 | 10,548,636 | ||||||
| Ford Credit Auto Owner Trust 2020-C |
||||||||
| 0.41%, 07/15/2025, Series 2020-C, Class A3 |
9,560,000 | 9,568,225 | ||||||
| Ford Credit Auto Owner Trust 2021-A |
||||||||
| 0.30%, 08/15/2025, Series 2021-A, Class A3 |
17,415,000 | 17,385,057 | ||||||
| Ford Credit Floorplan Master Owner Trust A |
||||||||
| 1.32%, 09/15/2027, Series 2020-2, Class B |
4,235,000 | 4,219,279 | ||||||
| Foursight Capital Automobile Receivables Trust 2021-1 |
||||||||
| 1.32%, 03/15/2027, Series 2021-1, Class D(2) |
4,230,000 | 4,193,827 | ||||||
| Foursight Capital Automobile Receivables Trust 2021-2 |
||||||||
| 1.92%, 09/15/2027, Series 2021-2, Class D(2) |
3,280,000 | 3,271,366 | ||||||
| FREED ABS Trust 2021-2 |
||||||||
| 1.94%, 06/19/2028, Series 2021-2, Class C(2) |
885,000 | 888,637 | ||||||
| FREED ABS Trust 2021-3FP |
||||||||
| 2.37%, 11/20/2028, Series 2021-3FP, Class D(2) |
3,655,000 | 3,633,236 | ||||||
| Fremont Home Loan Trust 2004-4 |
||||||||
| 0.88% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 03/25/2035, Series 2004-4, |
25,946,485 | 25,693,951 | ||||||
| Fremont Home Loan Trust 2004-C |
||||||||
| 1.06% (1 Month LIBOR USD + 0.98%, 0.98% Floor), 08/25/2034, Series 2004-C, |
8,400,405 | 8,392,420 | ||||||
| Fremont Home Loan Trust 2005-1 |
||||||||
| 1.24% (1 Month LIBOR USD + 1.16%, 1.16% Floor), 06/25/2035, Series 2005-1, |
3,072,000 | 3,003,792 | ||||||
| Fremont Home Loan Trust 2005-2 |
||||||||
| 0.84% (1 Month LIBOR USD + 0.75%, 0.75% Floor), 06/25/2035, Series 2005-2, |
3,199,468 | 3,194,782 | ||||||
| Fremont Home Loan Trust 2005-C |
||||||||
| 1.02% (1 Month LIBOR USD + 0.93%, 0.93% Floor), 07/25/2035, Series 2005-C, |
6,748,528 | 6,578,010 | ||||||
| FRTKL 2021-SFR1 |
||||||||
| 2.37%, 09/17/2038, Series 2021-SFR1, Class E1(2) |
1,420,000 | 1,406,733 | ||||||
| 2.52%, 09/17/2038, Series 2021-SFR1, Class E2(2) |
1,190,000 | 1,178,929 | ||||||
| Gallatin CLO IX 2018-1 Ltd. |
||||||||
| 1.18% (3 Month LIBOR USD + 1.05%, 1.05% Floor), 01/21/2028, Series 2018-1A, |
8,768,517 | 8,772,393 | ||||||
| GLS Auto Receivables Issuer Trust 2020-1 |
||||||||
| 2.17%, 02/15/2024, Series 2020-1A, Class A(2) |
2,324,411 | 2,333,170 | ||||||
| GLS Auto Receivables Trust |
||||||||
| 1.42%, 04/15/2027, Series 2021-2A, Class D(2) |
5,235,000 | 5,219,152 | ||||||
| GM Financial Automobile Leasing Trust 2020-3 |
||||||||
| 1.11%, 10/21/2024, Series 2020-3, Class C |
2,675,000 | 2,694,040 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2019-4 |
||||||||
| 1.75%, 07/16/2024, Series 2019-4, Class A3 |
3,804,235 | 3,835,985 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2021-1 |
||||||||
| 0.35%, 10/16/2025, Series 2021-1, Class A3 |
6,540,000 | 6,540,924 | ||||||
| GM Financial Consumer Automobile Receivables Trust 2021-2 |
||||||||
| 0.51%, 04/16/2026, Series 2021-2, Class A3 |
16,035,000 | 16,055,669 | ||||||
| GM Financial Leasing Trust |
||||||||
| 1.01%, 07/21/2025, Series 2021-1, Class D |
3,055,000 | 3,053,663 | ||||||
| GMF Floorplan Owner Revolving Trust |
||||||||
| 1.31%, 10/15/2025, Series 2020-2, Class C(2) |
3,040,000 | 3,061,032 | ||||||
| 1.48%, 08/15/2025, Series 2020-1, Class C(2) |
735,000 | 744,717 | ||||||
| 3.30%, 04/15/2026, Series 2019-2, Class C(2) |
6,875,000 | 7,248,198 | ||||||
| GoldenTree Loan Opportunities IX Ltd. |
||||||||
| 1.24% (3 Month LIBOR USD + 1.11%, 1.11% Floor), 10/29/2029, Series 2014-9A, |
11,000,000 | 11,010,670 | ||||||
| Golub Capital Partners CLO 39B Ltd. |
||||||||
| 1.28% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 10/20/2028, Series 2018-39A, |
4,438,027 | 4,437,073 | ||||||
| Golub Capital Partners CLO 51M Ltd. |
||||||||
| 0.00% (3 Month LIBOR USD + 1.55%, 1.55% Floor), 05/05/2034, Series 2021-51A, |
25,300,000 | 25,293,371 | ||||||
| Greystone Commercial Real Estate Notes 2019-FL2 Ltd. |
||||||||
| 1.26% (1 Month LIBOR USD + 1.18%, 1.18% Floor), 09/15/2037, Series 2019-FL2, |
1,900,000 | 1,900,000 | ||||||
| GSAMP Trust 2005-AHL |
||||||||
| 1.06% (1 Month LIBOR USD + 0.98%, 0.98% Floor), 04/25/2035, Series 2005-AHL, |
4,573,299 | 4,567,874 | ||||||
| GSAMP Trust 2007-FM2 |
||||||||
| 0.15% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 01/25/2037, Series 2007-FM2, |
1,764,684 | 1,278,889 | ||||||
| Hardee’s Funding LLC |
||||||||
| 2.87%, 06/20/2051, Series 2021-1A, Class A2(2) |
4,778,025 | 4,787,543 | ||||||
| 3.98%, 12/20/2050, Series 2020-1A, Class A2(2) |
94,288 | 99,931 | ||||||
| 4.96%, 06/20/2048, Series 2018-1A, Class A2II(2) |
4,180,700 | 4,441,045 | ||||||
| Harley Marine Financing LLC |
||||||||
| 5.68%, 05/15/2043, Series 2018-1A, Class A2(2) |
894,473 | 874,216 | ||||||
| Harvest CLO XXI DAC |
||||||||
| 0.76% (3 Month EURIBOR + 0.76%, 0.76% Floor), 07/15/2031, Series 21A, |
EUR | 34,400,000 | 39,831,181 | |||||
| 1.04%, 07/15/2031, Series 21A, Class A2R(2) |
4,100,000 | 4,751,790 | ||||||
| Harvest SBA Loan Trust 2018-1 |
||||||||
| 2.33% (1 Month LIBOR USD + 2.25%), 08/25/2044, Series 2018-1, Class A(1)(2) |
$ | 5,843,655 | 5,673,534 | |||||
| Hilton Grand Vacations Trust 2017-A |
||||||||
| 2.66%, 12/26/2028, Series 2017-AA, Class A(2) |
98,244 | 100,370 | ||||||
| 2.96%, 12/26/2028, Series 2017-AA, Class B(2) |
44,657 | 45,484 |
| Home Partners of America 2019-1 Trust |
||||||||
| 3.41%, 09/17/2039, Series 2019-1, Class D(2) |
1,279,115 | 1,275,436 | ||||||
| Home Partners of America 2019-2 Trust |
||||||||
| 3.12%, 10/19/2039, Series 2019-2, Class D(2) |
1,217,345 | 1,194,386 | ||||||
| Home Partners of America 2021-1 Trust |
||||||||
| 2.58%, 09/19/2041, Series 2021-1, Class E(2) |
881,669 | 875,292 | ||||||
| Honda Auto Receivables 2019-4 Owner Trust |
||||||||
| 1.83%, 01/18/2024, Series 2019-4, Class A3 |
1,532,295 | 1,545,973 | ||||||
| Honda Auto Receivables 2020-1 Owner Trust |
||||||||
| 1.61%, 04/22/2024, Series 2020-1, Class A3 |
9,675,000 | 9,776,828 | ||||||
| Honda Auto Receivables 2020-3 Owner Trust |
||||||||
| 0.37%, 10/18/2024, Series 2020-3, Class A3 |
7,490,000 | 7,498,191 | ||||||
| Honda Auto Receivables 2021-1 Owner Trust |
||||||||
| 0.27%, 04/21/2025, Series 2021-1, Class A3 |
10,365,000 | 10,359,568 | ||||||
| Horizon Aircraft Finance II Ltd. |
||||||||
| 3.72%, 07/15/2039, Series 2019-1, Class A(2) |
1,261,163 | 1,264,430 | ||||||
| HPEFS Equipment Trust |
||||||||
| 2.00%, 07/22/2030, Series 2020-2A, Class C(2) |
1,030,000 | 1,049,389 | ||||||
| HPEFS Equipment Trust 2019-1 |
||||||||
| 2.49%, 09/20/2029, Series 2019-1A, Class C(2) |
970,000 | 981,433 | ||||||
| HPEFS Equipment Trust 2020-1 |
||||||||
| 2.26%, 02/20/2030, Series 2020-1A, Class D(2) |
1,900,000 | 1,938,629 | ||||||
| HPEFS Equipment Trust 2021-1 |
||||||||
| 1.03%, 03/20/2031, Series 2021-1A, Class D(2) |
1,775,000 | 1,770,504 | ||||||
| Huntington CDO Ltd. |
||||||||
| 0.68% (3 Month LIBOR USD + 0.50%), 11/05/2040, Series 2005-1A, Class A2(1)(2) |
12,694,074 | 12,350,217 | ||||||
| Invitation Homes 2018-SFR1 Trust |
||||||||
| 1.03% (1 Month LIBOR USD + 0.95%), 03/17/2037, Series 2018-SFR1, Class B(1)(2) |
7,698,896 | 7,704,312 | ||||||
| Invitation Homes 2018-SFR2 Trust |
||||||||
| 1.16% (1 Month LIBOR USD + 1.08%, 1.08% Floor), 06/17/2037, Series 2018-SFR2, |
1,739,727 | 1,742,123 | ||||||
| Invitation Homes 2018-SFR3 Trust |
||||||||
| 1.23% (1 Month LIBOR USD + 1.15%, 1.15% Floor), 07/17/2037, Series 2018-SFR3, |
859,920 | 861,355 | ||||||
| IXIS Real Estate Capital Trust 2005-HE2 |
||||||||
| 1.06% (1 Month LIBOR USD + 0.98%, 0.98% Floor), 09/25/2035, Series 2005-HE2, |
6,598,935 | 6,598,119 | ||||||
| Jack In The Box Funding LLC |
||||||||
| 3.98%, 08/25/2049, Series 2019-1A, Class A2I(2) |
4,992,275 | 5,094,347 | ||||||
| JP Morgan Mortgage Acquisition Corp. 2005-FRE1 |
||||||||
| 0.73% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 10/25/2035, Series 2005-FRE1, |
7,044,106 | 6,669,265 | ||||||
| JP Morgan Mortgage Acquisition Corp. 2006-FRE2 |
||||||||
| 0.63% (1 Month LIBOR USD + 0.54%, 0.54% Floor), 02/25/2036, Series 2006-FRE2, |
8,467,499 | 8,060,647 | ||||||
| JP Morgan Mortgage Acquisition Trust 2006-CW1 |
||||||||
| 0.52% (1 Month LIBOR USD + 0.44%, 0.44% Floor), 05/25/2036, Series 2006-CW1, |
11,322,000 | 10,592,811 | ||||||
| JP Morgan Mortgage Acquisition Trust 2006-WMC4 |
||||||||
| 0.21% (1 Month LIBOR USD + 0.12%, 0.12% Floor), 12/25/2036, Series 2006-WMC4, |
21,250,135 | 13,626,211 | ||||||
| 0.24% (1 Month LIBOR USD + 0.15%, 0.15% Floor), 12/25/2036, Series 2006-WMC4, |
19,353,493 | 12,475,296 | ||||||
| JP Morgan Mortgage Acquisition Trust 2007-CH3 |
||||||||
| 0.35% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 03/25/2037, Series 2007-CH3, |
20,580,026 | 20,442,228 | ||||||
| Kestrel Aircraft Funding Ltd. |
||||||||
| 4.25%, 12/15/2038, Series 2018-1A, Class A(2) |
3,044,249 | 3,028,022 | ||||||
| KKR CLO 29 Ltd. |
||||||||
| 1.63% (3 Month LIBOR USD + 1.50%, 1.50% Floor), 01/15/2032, Series 29A, Class B(1)(2) |
8,540,000 | 8,535,713 | ||||||
| Laurel Road Prime Student Loan Trust 2020-A |
||||||||
| 1.40%, 11/25/2050, Series 2020-A, Class A2FX(2) |
7,374,680 | 7,383,954 | ||||||
| Legacy Mortgage Asset Trust 2019-GS2 |
||||||||
| 3.75%, 01/25/2059, Series 2019-GS2, Class A1(2)(3) |
202,706 | 202,874 | ||||||
| Legacy Mortgage Asset Trust 2019-GS3 |
||||||||
| 3.75%, 04/25/2059, Series 2019-GS3, Class A1(2)(3) |
2,122,218 | 2,136,529 | ||||||
| Legacy Mortgage Asset Trust 2019-GS4 |
||||||||
| 3.44%, 05/25/2059, Series 2019-GS4, Class A1(2)(3) |
4,344,609 | 4,348,935 | ||||||
| Lehman XS Trust 2007-6 |
||||||||
| 0.51% (1 Month LIBOR USD + 0.42%, 0.42% Floor), 05/25/2037, Series 2007-6, Class 2A1(1) |
9,239,139 | 8,222,476 | ||||||
| LoanCore 2019-CRE2 Issuer Ltd. |
||||||||
| 1.21% (1 Month LIBOR USD + 1.13%, 1.13% Floor), 05/15/2036, Series 2019-CRE2, |
1,358,084 | 1,358,084 | ||||||
| Long Beach Mortgage Loan Trust 2004-6 |
||||||||
| 1.29% (1 Month LIBOR USD + 1.20%, 1.20% Floor), 11/25/2034, Series 2004-6, Class M1(1) |
22,404,933 | 22,048,916 | ||||||
| Long Beach Mortgage Loan Trust 2005-WL2 |
||||||||
| 0.87% (1 Month LIBOR USD + 0.78%, 0.78% Floor), 08/25/2035, Series 2005-WL2, |
10,000,000 | 9,956,375 | ||||||
| Long Beach Mortgage Loan Trust 2006-WL1 |
||||||||
| 0.72% (1 Month LIBOR USD + 0.63%, 0.63% Floor), 01/25/2046, Series 2006-WL1, |
15,000,000 | 14,746,050 | ||||||
| LP Credit Card ABS Master Trust |
||||||||
| 1.64% (1 Month LIBOR USD + 1.55%), 08/20/2024, Series 2018-1, Class A(1)(2) |
3,401,184 | 3,401,184 | ||||||
| Madison Park Funding XVIII Ltd. |
||||||||
| 1.32% (3 Month LIBOR USD + 1.19%), 10/21/2030, Series 2015-18A, Class A1R(1)(2) |
4,815,000 | 4,821,077 | ||||||
| Madison Park Funding XXXIII Ltd. |
||||||||
| 1.46% (3 Month LIBOR USD + 1.33%, 1.33% Floor), 10/15/2032, Series 2019-33A, |
4,180,000 | 4,200,499 | ||||||
| Madison Park Funding XXXIX Ltd. |
||||||||
| 0.00% (3 Month LIBOR USD + 1.65%, 1.65% Floor), 10/22/2034, Series 2021-39A, |
25,900,000 | 25,887,050 | ||||||
| Magnetite XXIII Ltd. |
||||||||
| 1.43% (3 Month LIBOR USD + 1.30%, 1.30% Floor), 10/25/2032, Series 2019-23A, |
1,255,000 | 1,254,684 | ||||||
| Magnetite XXV Ltd. |
||||||||
| 1.33% (3 Month LIBOR USD + 1.20%, 1.20% Floor), 01/25/2032, Series 2020-25A, |
18,000,000 | 18,018,239 | ||||||
| 1.68% (3 Month LIBOR USD + 1.55%, 1.55% Floor), 01/25/2032, Series 2020-25A, |
3,170,000 | 3,168,405 | ||||||
| MAPS 2018-1 Ltd. |
||||||||
| 4.21%, 05/15/2043, Series 2018-1A, Class A(2) |
5,636,675 | 5,684,129 | ||||||
| MAPS 2019-1 Ltd. |
||||||||
| 4.46%, 03/15/2044, Series 2019-1A, Class A(2) |
1,556,367 | 1,572,794 |
| MAPS 2021-1 Trust |
||||||||
| 2.52%, 06/15/2046, Series 2021-1A, Class A(2) |
13,780,240 | 13,852,673 | ||||||
| Marlette Funding Trust 2019-4 |
||||||||
| 2.39%, 12/17/2029, Series 2019-4A, Class A(2) |
383,513 | 384,645 | ||||||
| Marlette Funding Trust 2021-2 |
||||||||
| 1.50%, 09/15/2031, Series 2021-2A, Class C(2) |
1,120,000 | 1,118,444 | ||||||
| MASTR Asset Backed Securities Trust 2004-WMC1 |
||||||||
| 0.87% (1 Month LIBOR USD + 0.78%, 0.78% Floor), 02/25/2034, Series 2004-WMC1, |
1,166,297 | 1,168,161 | ||||||
| MASTR Specialized Loan Trust |
||||||||
| 0.61% (1 Month LIBOR USD + 0.52%, 0.52% Floor), 02/25/2036, Series 2006-2, Class A(1)(2) |
604,092 | 591,413 | ||||||
| Mercury Financial Credit Card Master Trust |
||||||||
| 1.54%, 03/20/2026, Series 2021-1A, Class A(2) |
4,880,000 | 4,893,675 | ||||||
| Merlin Aviation Holdings DAC |
||||||||
| 4.50%, 12/15/2032, Series 2016-1, Class A(2)(3) |
1,556,297 | 1,506,664 | ||||||
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 |
||||||||
| 0.33% (1 Month LIBOR USD + 0.24%, 0.24% Floor), 05/25/2037, Series 2007-2, Class A2C(1) |
2,441,881 | 1,952,131 | ||||||
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5 |
||||||||
| 1.09% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 10/25/2037, Series 2007-5, Class 2A2(1) |
18,081,680 | 17,681,794 | ||||||
| Merrill Lynch Mortgage Investors Trust Series 2006-OPT1 |
||||||||
| 0.23% (1 Month LIBOR USD + 0.15%, 0.15% Floor), 08/25/2037, Series 2006-OPT1, |
14,593,171 | 14,146,451 | ||||||
| METAL 2017-1 LLC |
||||||||
| 4.58%, 10/15/2042, Series 2017-1, Class A(2) |
3,212,691 | 2,924,763 | ||||||
| MF1 2020-FL4 Ltd. |
||||||||
| 1.86% (30-day Average Secured Overnight Financing Rate + 1.81%, 1.70% Floor), 11/15/2035, Series 2020-FL4, Class A(1)(2) |
29,500,000 | 29,669,536 | ||||||
| Midocean Credit Clo VIII |
||||||||
| 1.18% (3 Month LIBOR USD + 1.05%, 1.05% Floor), 02/20/2031, Series 2018-8A, |
27,400,000 | 27,393,095 | ||||||
| Mill City Mortgage Loan Trust 2016-1 |
||||||||
| 2.50%, 04/25/2057, Series 2016-1, Class A1(2)(4) |
35,229 | 35,337 | ||||||
| Mill City Mortgage Loan Trust 2017-2 |
||||||||
| 2.75%, 07/25/2059, Series 2017-2, Class A1(2)(4) |
179,735 | 181,958 | ||||||
| Mill City Mortgage Loan Trust 2018-1 |
||||||||
| 3.25%, 05/25/2062, Series 2018-1, Class A1(2)(4) |
2,640,744 | 2,691,645 | ||||||
| Mill City Mortgage Loan Trust 2018-2 |
||||||||
| 3.75%, 05/25/2058, Series 2018-2, Class M1(2)(4) |
494,254 | 522,881 | ||||||
| Mill City Mortgage Loan Trust 2018-3 |
||||||||
| 3.48%, 08/25/2058, Series 2018-3, Class A1(2)(4) |
1,561,762 | 1,615,212 | ||||||
| Mission Lane Credit Card Master Trust |
||||||||
| 2.24%, 09/15/2026, Series 2021-A, Class B(2) |
1,195,000 | 1,197,489 | ||||||
| Morgan Stanley ABS Capital I, Inc. Trust 2005-WMC2 |
||||||||
| 1.02% (1 Month LIBOR USD + 0.93%, 0.93% Floor), 02/25/2035, Series 2005-WMC2, |
1,568,504 | 1,574,138 | ||||||
| Morgan Stanley ABS Capital I, Inc. Trust 2006-HE8 |
||||||||
| 0.22% (1 Month LIBOR USD + 0.13%, 0.13% Floor), 10/25/2036, Series 2006-HE8, Class A1(1) |
561,336 | 531,499 | ||||||
| Morgan Stanley Capital I, Inc. Trust 2006-HE1 |
||||||||
| 0.67% (1 Month LIBOR USD + 0.58%, 0.58% Floor), 01/25/2036, Series 2006-HE1, Class A4(1) |
8,093,614 | 8,020,499 | ||||||
| Morgan Stanley Mortgage Loan Trust 2006-15XS |
||||||||
| 6.20%, 11/25/2036, Series 2006-15XS, Class A4A(3) |
13,057,238 | 4,546,839 | ||||||
| Morgan Stanley Mortgage Loan Trust 2007-8XS |
||||||||
| 0.62% (1 Month LIBOR USD + 0.53%, 0.53% Floor, 6.25% Cap), 04/25/2037, Series 2007-8XS, |
21,162,796 | 9,290,008 | ||||||
| 0.63% (1 Month LIBOR USD + 0.54%, 0.54% Floor, 6.26% Cap), 04/25/2037, Series 2007-8XS, |
2,043,569 | 897,417 | ||||||
| Mountain View CLO 2014-1 Ltd. |
||||||||
| 0.93% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 10/15/2026, Series 2014-1A, |
188,890 | 188,841 | ||||||
| Mountain View CLO 2017-1 LLC |
||||||||
| 1.22% (3 Month LIBOR USD + 1.09%, 1.09% Floor), 10/16/2029, Series 2017-1A, |
13,900,000 | 13,903,906 | ||||||
| Mountain View CLO X Ltd. |
||||||||
| 0.95% (3 Month LIBOR USD + 0.82%, 0.82% Floor), 10/13/2027, Series 2015-10A, |
727,580 | 727,897 | ||||||
| MVW 2020-1 LLC |
||||||||
| 4.21%, 10/20/2037, Series 2020-1A, Class C(2) |
479,922 | 504,024 | ||||||
| MVW 2021-1W LLC |
||||||||
| 1.94%, 01/22/2041, Series 2021-1WA, Class C(2) |
625,627 | 627,820 | ||||||
| MVW Owner Trust 2017-1 |
||||||||
| 2.75%, 12/20/2034, Series 2017-1A, Class B(2) |
51,626 | 52,500 | ||||||
| MVW Owner Trust 2019-1 |
||||||||
| 3.33%, 11/20/2036, Series 2019-1A, Class C(2) |
283,698 | 289,446 | ||||||
| Nassau 2017-I Ltd. |
||||||||
| 1.28% (3 Month LIBOR USD + 1.15%), 10/15/2029, Series 2017-IA, Class A1AS(1)(2) |
15,200,000 | 15,224,396 | ||||||
| National Collegiate Student Loan Trust 2004-2 |
||||||||
| 0.57% (1 Month LIBOR USD + 0.48%), 12/26/2033, Series 2004-2, Class A51(1) |
2,159,274 | 2,156,541 | ||||||
| National Collegiate Student Loan Trust 2005-3 |
||||||||
| 0.46% (1 Month LIBOR USD + 0.29%), 10/25/2033, Series 2005-3W, Class A51(1)(2) |
6,902,289 | 6,807,754 | ||||||
| Navient Private Education Loan Trust 2017-A |
||||||||
| 2.88%, 12/16/2058, Series 2017-A, Class A2A(2) |
284,741 | 288,442 | ||||||
| 3.91%, 12/16/2058, Series 2017-A, Class B(2) |
440,000 | 447,778 | ||||||
| Navient Private Education Loan Trust 2018-B |
||||||||
| 3.61%, 12/15/2059, Series 2018-BA, Class A2A(2) |
1,323,264 | 1,377,594 | ||||||
| Navient Private Education Loan Trust 2020-I |
||||||||
| 1.08% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 04/15/2069, Series 2020-IA, |
18,626,441 | 18,791,840 | ||||||
| 1.33%, 04/15/2069, Series 2020-IA, Class A1A(2) |
10,804,135 | 10,831,269 | ||||||
| Navient Private Education Refi Loan Trust 2018-A |
||||||||
| 3.19%, 02/18/2042, Series 2018-A, Class A2(2) |
1,257,504 | 1,271,886 | ||||||
| Navient Private Education Refi Loan Trust 2018-C |
||||||||
| 3.52%, 06/16/2042, Series 2018-CA, Class A2(2) |
541,286 | 552,023 | ||||||
| Navient Private Education Refi Loan Trust 2019-F |
||||||||
| 2.60%, 08/15/2068, Series 2019-FA, Class A2(2) |
4,675,223 | 4,776,339 | ||||||
| Navient Private Education Refi Loan Trust 2019-G |
||||||||
| 2.40%, 10/15/2068, Series 2019-GA, Class A(2) |
5,089,376 | 5,184,454 | ||||||
| Navient Private Education Refi Loan Trust 2020-B |
||||||||
| 2.12%, 01/15/2069, Series 2020-BA, Class A2(2) |
4,768,563 | 4,837,563 |
| Navient Private Education Refi Loan Trust 2020-C |
||||||||
| 2.15%, 11/15/2068, Series 2020-CA, Class A2A(2) |
4,795,000 | 4,929,824 | ||||||
| 2.83%, 11/15/2068, Series 2020-CA, Class B(2) |
4,665,000 | 4,741,911 | ||||||
| Navient Private Education Refi Loan Trust 2020-D |
||||||||
| 1.69%, 05/15/2069, Series 2020-DA, Class A(2) |
8,408,421 | 8,492,803 | ||||||
| Navient Private Education Refi Loan Trust 2020-G |
||||||||
| 1.17%, 09/16/2069, Series 2020-GA, Class A(2) |
5,711,337 | 5,741,092 | ||||||
| Navient Private Education Refi Loan Trust 2020-H |
||||||||
| 1.31%, 01/15/2069, Series 2020-HA, Class A(2) |
4,243,898 | 4,272,372 | ||||||
| Navient Private Education Refi Loan Trust 2021-A |
||||||||
| 0.84%, 05/15/2069, Series 2021-A, Class A(2) |
4,772,111 | 4,765,148 | ||||||
| 2.24%, 05/15/2069, Series 2021-A, Class B(2) |
360,000 | 359,326 | ||||||
| Navient Private Education Refi Loan Trust 2021-F |
||||||||
| 2.12%, 02/18/2070, Series 2021-FA, Class B(2) |
3,810,000 | 3,808,883 | ||||||
| Navient Student Loan Trust 2014-3 |
||||||||
| 0.71% (1 Month LIBOR USD + 0.62%), 03/25/2083, Series 2014-3, Class A(1) |
255,857 | 256,495 | ||||||
| Navient Student Loan Trust 2016-2 |
||||||||
| 1.59% (1 Month LIBOR USD + 1.50%), 06/25/2065, Series 2016-2A, Class A3(1)(2) |
6,200,000 | 6,429,091 | ||||||
| Navient Student Loan Trust 2018-2 |
||||||||
| 0.84% (1 Month LIBOR USD + 0.75%), 03/25/2067, Series 2018-2A, Class A3(1)(2) |
15,000,000 | 15,175,557 | ||||||
| Nelnet Student Loan Trust 2014-2 |
||||||||
| 0.94% (1 Month LIBOR USD + 0.85%), 07/27/2037, Series 2014-2A, Class A3(1)(2) |
4,250,000 | 4,312,713 | ||||||
| Nelnet Student Loan Trust 2020-1 |
||||||||
| 0.83% (1 Month LIBOR USD + 0.74%, 0.74% Floor), 03/26/2068, Series 2020-1A, |
2,265,955 | 2,278,007 | ||||||
| Neuberger Berman CLO XVI-S Ltd. |
||||||||
| 1.17% (3 Month LIBOR USD + 1.04%, 1.04% Floor), 04/15/2034, Series 2017-16SA, |
18,770,000 | 18,786,611 | ||||||
| Neuberger Berman Loan Advisers CLO 32 Ltd. |
||||||||
| 1.12% (3 Month LIBOR USD + 0.99%, 0.99% Floor), 01/20/2032, Series 2019-32A, |
15,740,000 | 15,752,749 | ||||||
| Neuberger Berman Loan Advisers CLO 38 Ltd. |
||||||||
| 1.43% (3 Month LIBOR USD + 1.30%, 1.30% Floor), 10/20/2032, Series 2020-38A, |
6,440,000 | 6,438,390 | ||||||
| Neuberger Berman Loan Advisers Clo 43 Ltd. |
||||||||
| 1.24% (3 Month LIBOR USD + 1.13%, 1.13% Floor), 07/17/2035, Series 2021-43A, |
29,715,000 | 29,707,334 | ||||||
| New Century Home Equity Loan Trust 2005-1 |
||||||||
| 0.76% (1 Month LIBOR USD + 0.68%, 0.68% Floor, 12.50% Cap), 03/25/2035, Series 2005-1, Class M1(1) |
7,399,013 | 7,401,449 | ||||||
| Nissan Auto Receivables 2018-B Owner Trust |
||||||||
| 3.06%, 03/15/2023, Series 2018-B, Class A3 |
1,032,463 | 1,037,519 | ||||||
| Nissan Auto Receivables 2019-C Owner Trust |
||||||||
| 1.93%, 07/15/2024, Series 2019-C, Class A3 |
4,932,174 | 4,981,333 | ||||||
| Nissan Auto Receivables 2020-A Owner Trust |
||||||||
| 1.38%, 12/16/2024, Series 2020-A, Class A3 |
7,765,000 | 7,835,663 | ||||||
| Nissan Auto Receivables 2020-B Owner Trust |
||||||||
| 0.55%, 07/15/2024, Series 2020-B, Class A3 |
5,470,000 | 5,481,525 | ||||||
| Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2006-HE1 |
||||||||
| 0.70% (1 Month LIBOR USD + 0.62%, 0.62% Floor), 02/25/2036, Series 2006-HE1, |
1,699,590 | 1,698,614 | ||||||
| OAK Hill European Credit Partners V Designated Activity Co. |
||||||||
| 0.72% (3 Month EURIBOR + 0.72%, 0.72% Floor), 02/21/2030, Series 2016-5A, |
EUR | 27,419,297 | 31,746,627 | |||||
| OCP CLO 2014-7 Ltd. |
||||||||
| 1.25% (3 Month LIBOR USD + 1.12%), 07/20/2029, Series 2014-7A, Class A1RR(1)(2) |
$ | 14,635,000 | 14,631,327 | |||||
| OCP CLO 2020-19 Ltd. |
||||||||
| 1.28% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 10/20/2034, Series 2020-19A, |
12,450,000 | 12,491,334 | ||||||
| Octagon Investment Partners 29 Ltd. |
||||||||
| 1.31% (3 Month LIBOR USD + 1.18%), 01/24/2033, Series 2016-1A, Class AR(1)(2) |
7,880,000 | 7,925,972 | ||||||
| OHA Credit Funding 3 LTD |
||||||||
| 1.29% (3 Month LIBOR USD + 1.14%, 1.14% Floor), 07/02/2035, Series 2019-3A, |
8,770,000 | 8,767,790 | ||||||
| OHA Credit Partners XVI |
||||||||
| 1.31% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 10/18/2034, Series 2021-16A, |
6,680,000 | 6,678,330 | ||||||
| OneMain Financial Issuance Trust 2015-3 |
||||||||
| 4.16%, 11/20/2028, Series 2015-3A, Class B(2) |
710,000 | 711,058 | ||||||
| OneMain Financial Issuance Trust 2016-3 |
||||||||
| 3.83%, 06/18/2031, Series 2016-3A, Class A(2) |
677,501 | 681,592 | ||||||
| Onemain Financial Issuance Trust 2018-1 |
||||||||
| 4.08%, 03/14/2029, Series 2018-1A, Class D(2) |
1,220,000 | 1,245,362 | ||||||
| OneMain Financial Issuance Trust 2018-2 |
||||||||
| 3.57%, 03/14/2033, Series 2018-2A, Class A(2) |
720,000 | 750,472 | ||||||
| OneMain Financial Issuance Trust 2019-1 |
||||||||
| 4.22%, 02/14/2031, Series 2019-1A, Class D(2) |
3,360,000 | 3,376,753 | ||||||
| OneMain Financial Issuance Trust 2020-2 |
||||||||
| 1.75%, 09/14/2035, Series 2020-2A, Class A(2) |
3,465,000 | 3,510,571 | ||||||
| OneMain Financial Issuance Trust 2020-A |
||||||||
| 4.83%, 05/14/2032, Series 2020-1A, Class B(2) |
2,425,000 | 2,574,538 | ||||||
| OneMain Financial Issuance Trust 2021-1 |
||||||||
| 2.47%, 06/16/2036, Series 2021-1A, Class D(2) |
3,300,000 | 3,284,837 | ||||||
| Option One Mortgage Loan Trust 2004-2 |
||||||||
| 0.88% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 05/25/2034, Series
2004-2, |
5,943,620 | 5,939,356 | ||||||
| Option One Mortgage Loan Trust 2005-2 |
||||||||
| 0.75% (1 Month LIBOR USD + 0.66%, 0.66% Floor), 05/25/2035, Series
2005-2, |
312,260 | 312,414 | ||||||
| Option One Mortgage Loan Trust 2006-1 |
||||||||
| 0.53% (1 Month LIBOR USD + 0.44%, 0.44% Floor), 01/25/2036, Series
2006-1, |
2,245,357 | 2,244,712 | ||||||
| 0.69% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 01/25/2036, Series 2006-1, |
11,921,886 | 11,902,351 | ||||||
| Option One Mortgage Loan Trust 2006-3 |
||||||||
| 0.23% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 02/25/2037, Series
2006-3, |
18,444,337 | 14,213,953 | ||||||
| Option One Mortgage Loan Trust 2007-4 |
||||||||
| 0.27% (1 Month LIBOR USD + 0.18%, 0.18% Floor), 04/25/2037, Series
2007-4, |
16,575,691 | 11,480,710 | ||||||
| OSAT 2020-RPL1 Trust |
||||||||
| 3.07%, 12/26/2059, Series 2020-RPL1, Class A1(2)(3) |
2,443,884 | 2,452,701 | ||||||
| OZLM VII Ltd. |
||||||||
| 1.14% (3 Month LIBOR USD + 1.01%, 1.01% Floor), 07/17/2029, Series
2014-7RA, |
7,030,173 | 7,032,711 |
| OZLM VIII Ltd. |
||||||||
| 1.30% (3 Month LIBOR USD + 1.17%, 1.17% Floor), 10/17/2029, Series 2014-8A, |
2,892,237 | 2,893,090 | ||||||
| 1.93% (3 Month LIBOR USD + 1.80%, 1.80% Floor), 10/17/2029, Series 2014-8A, |
2,955,000 | 2,956,959 | ||||||
| Palmer Square CLO 2020-3 Ltd. |
||||||||
| 1.49% (3 Month LIBOR USD + 1.37%, 1.37% Floor), 11/15/2031, Series 2020-3A, |
23,860,000 | 23,929,218 | ||||||
| Palmer Square CLO 2021-2 Ltd. |
||||||||
| 1.26% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 07/15/2034, Series 2021-2A, Class A(1)(2) |
9,020,000 | 9,017,727 | ||||||
| Palmer Square CLO 2021-4 Ltd. |
||||||||
| 0.00% (3 Month LIBOR USD + 1.17%, 1.17% Floor), 10/15/2034, Series 2021-4A, |
22,275,000 | 22,269,431 | ||||||
| Palmer Square Loan Funding 2019-4 Ltd. |
||||||||
| 1.03% (3 Month LIBOR USD + 0.90%, 0.90% Floor), 10/24/2027, Series 2019-4A, |
875,135 | 873,656 | ||||||
| Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WHQ4 |
||||||||
| 0.87% (1 Month LIBOR USD + 0.78%, 0.78% Floor), 09/25/2035, Series 2005-WHQ4, |
8,000,000 | 7,826,275 | ||||||
| Planet Fitness Master Issuer LLC |
||||||||
| 3.86%, 12/05/2049, Series 2019-1A, Class A2(2) |
781,088 | 793,915 | ||||||
| 4.26%, 09/05/2048, Series 2018-1A, Class A2I(2) |
5,524,150 | 5,527,735 | ||||||
| Prestige Auto Receivables Trust 2018-1 |
||||||||
| 3.75%, 10/15/2024, Series 2018-1A, Class C(2) |
2,090,509 | 2,107,508 | ||||||
| Prestige Auto Receivables Trust 2020-1 |
||||||||
| 3.67%, 02/15/2028, Series 2020-1A, Class E(2) |
3,270,000 | 3,368,087 | ||||||
| Progress Residential 2019-SFR1 Trust |
||||||||
| 4.17%, 08/17/2035, Series 2019-SFR1, Class D(2) |
1,190,000 | 1,201,296 | ||||||
| Progress Residential 2019-SFR2 Trust |
||||||||
| 3.79%, 05/17/2036, Series 2019-SFR2, Class D(2) |
2,165,000 | 2,188,998 | ||||||
| Progress Residential 2019-SFR4 Trust |
||||||||
| 3.14%, 10/17/2036, Series 2019-SFR4, Class D(2) |
1,915,000 | 1,942,034 | ||||||
| Progress Residential 2020-SFR3 Trust |
||||||||
| 1.50%, 10/17/2027, Series 2020-SFR3, Class B(2) |
345,000 | 342,103 | ||||||
| 2.30%, 10/17/2027, Series 2020-SFR3, Class E(2) |
545,000 | 542,535 | ||||||
| Progress Residential 2021-SFR2 Trust |
||||||||
| 2.55%, 04/19/2038, Series 2021-SFR2, Class E1(2) |
4,365,000 | 4,354,857 | ||||||
| Progress Residential 2021-SFR3 |
||||||||
| 2.54%, 05/17/2026, Series 2021-SFR3, Class E1(2) |
1,815,000 | 1,812,783 | ||||||
| 2.69%, 05/17/2026, Series 2021-SFR3, Class E2(2) |
1,510,000 | 1,511,413 | ||||||
| Progress Residential 2021-SFR4 |
||||||||
| 2.41%, 05/17/2038, Series 2021-SFR4, Class E1(2) |
955,000 | 956,776 | ||||||
| 2.56%, 05/17/2038, Series 2021-SFR4, Class E2(2) |
640,000 | 637,041 | ||||||
| Progress Residential 2021-SFR5 Trust |
||||||||
| 2.21%, 07/17/2038, Series 2021-SFR5, Class E1(2) |
2,185,000 | 2,164,787 | ||||||
| 2.36%, 07/17/2038, Series 2021-SFR5, Class E2(2) |
545,000 | 538,041 | ||||||
| Progress Residential 2021-SFR7 Trust |
||||||||
| 2.59%, 08/17/2040, Series 2021-SFR7, Class E1(2) |
5,175,000 | 5,088,130 | ||||||
| 2.64%, 08/17/2040, Series 2021-SFR7, Class E2(2) |
1,035,000 | 1,017,604 | ||||||
| Progress Residential Trust |
||||||||
| 2.43%, 07/17/2038, Series 2021-SFR6, Class E1(2) |
2,730,000 | 2,726,289 | ||||||
| 2.53%, 07/17/2038, Series 2021-SFR6, Class E2(2) |
1,375,000 | 1,373,134 | ||||||
| PRPM 2020-4 LLC |
||||||||
| 2.95%, 10/25/2025, Series 2020-4, Class A1(2)(3) |
2,993,585 | 3,005,157 | ||||||
| RAAC Series 2006-RP4 Trust |
||||||||
| 0.91% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 14.00% Cap), 01/25/2046, Series 2006-RP4, |
13,502,819 | 13,498,325 | ||||||
| RAMP Series 2005-RS5 Trust |
||||||||
| 1.11% (1 Month LIBOR USD + 0.68%, 1.02% Floor, 14.00% Cap), 05/25/2035, Series 2005-RS5, |
500,000 | 499,974 | ||||||
| RASC Series 2005-KS10 Trust |
||||||||
| 0.75% (1 Month LIBOR USD + 0.66%, 0.66% Floor, 14.00% Cap), 11/25/2035, Series 2005-KS10, |
5,134,576 | 5,126,811 | ||||||
| RASC Series 2006-KS9 Trust |
||||||||
| 0.25% (1 Month LIBOR USD + 0.16%, 0.16% Floor, 14.00% Cap), 11/25/2036, Series 2006-KS9, |
434,157 | 694,659 | ||||||
| RASC Series 2007-KS3 Trust |
||||||||
| 0.43% (1 Month LIBOR USD + 0.34%, 0.34% Floor, 14.00% Cap), 04/25/2037, Series 2007-KS3, |
31,155,046 | 30,533,920 | ||||||
| Reese Park CLO Ltd. |
||||||||
| 1.45% (3 Month LIBOR USD + 1.32%, 1.32% Floor), 10/15/2032, Series 2020-1A, |
6,435,000 | 6,444,028 | ||||||
| Rockford Tower CLO 2019-2 Ltd. |
||||||||
| 1.23% (3 Month LIBOR USD + 1.10%, 1.10% Floor), 08/20/2032, Series 2019-2A, |
13,850,000 | 13,846,496 | ||||||
| Rockford Tower CLO 2021-1 Ltd. |
||||||||
| 1.25% (3 Month LIBOR USD + 1.17%, 1.17% Floor), 07/20/2034, Series 2021-1A, |
25,790,000 | 25,784,017 | ||||||
| Santander Drive Auto Receivables Trust 2018-4 |
||||||||
| 3.98%, 12/15/2025, Series 2018-4, Class D |
3,390,000 | 3,467,266 | ||||||
| Santander Drive Auto Receivables Trust 2018-5 |
||||||||
| 4.19%, 12/16/2024, Series 2018-5, Class D |
2,680,388 | 2,720,602 | ||||||
| Santander Drive Auto Receivables Trust 2019-1 |
||||||||
| 3.65%, 04/15/2025, Series 2019-1, Class D |
11,435,000 | 11,685,351 | ||||||
| Santander Drive Auto Receivables Trust 2019-3 |
||||||||
| 2.68%, 10/15/2025, Series 2019-3, Class D |
4,095,000 | 4,180,685 | ||||||
| Santander Drive Auto Receivables Trust 2020-1 |
||||||||
| 4.11%, 12/15/2025, Series 2020-1, Class C |
840,000 | 875,529 | ||||||
| 5.35%, 03/15/2028, Series 2020-1, Class D |
7,195,000 | 7,785,568 | ||||||
| Santander Drive Auto Receivables Trust 2020-4 |
||||||||
| 1.48%, 01/15/2027, Series 2020-4, Class D |
595,000 | 602,607 | ||||||
| Santander Drive Auto Receivables Trust 2021-1 |
||||||||
| 1.13%, 11/16/2026, Series 2021-1, Class D |
3,280,000 | 3,288,029 | ||||||
| Santander Drive Auto Receivables Trust 2021-2 |
||||||||
| 1.35%, 07/15/2027, Series 2021-2, Class D |
7,115,000 | 7,141,693 | ||||||
| Santander Drive Auto Receivables Trust 2021-3 |
||||||||
| 1.33%, 09/15/2027, Series 2021-3, Class D |
9,445,000 | 9,436,509 | ||||||
| Santander Retail Auto Lease Trust 2019-B |
||||||||
| 3.31%, 06/20/2024, Series 2019-B, Class D(2) |
6,610,000 | 6,764,558 | ||||||
| Santander Retail Auto Lease Trust 2019-C |
||||||||
| 2.88%, 06/20/2024, Series 2019-C, Class D(2) |
10,280,000 | 10,514,939 |
| Santander Retail Auto Lease Trust 2021-A |
||||||||
| 1.38%, 03/22/2027, Series 2021-A, Class D(2) |
8,685,000 | 8,666,509 | ||||||
| Saxon Asset Securities Trust 2006-1 |
||||||||
| 0.55% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 12.25% Cap), 03/25/2036, Series 2006-1, Class M1(1) |
1,440,199 | 1,438,583 | ||||||
| Saxon Asset Securities Trust 2007-2 |
||||||||
| 0.29% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 05/25/2047, Series 2007-2, Class A1(1) |
21,753,633 | 20,342,719 | ||||||
| Saxon Asset Securities Trust 2007-3 |
||||||||
| 0.40% (1 Month LIBOR USD + 0.31%, 0.31% Floor), 09/25/2037, Series 2007-3, Class 1A(1) |
21,282,852 | 21,010,023 | ||||||
| SCF Equipment Leasing 2021-1 LLC |
||||||||
| 1.93%, 09/20/2030, Series 2021-1A, Class D(2) |
340,000 | 337,353 | ||||||
| Securitized Asset Backed Receivables LLC Trust 2004-OP1 |
||||||||
| 0.85% (1 Month LIBOR USD + 0.77%, 0.77% Floor), 02/25/2034, Series 2004-OP1, Class M1(1) |
11,818,910 | 11,783,972 | ||||||
| Securitized Asset Backed Receivables LLC Trust 2005-HE1 |
||||||||
| 0.73% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 10/25/2035, Series 2005-HE1, Class M1(1) |
3,266,793 | 3,101,808 | ||||||
| Securitized Asset Backed Receivables LLC Trust 2006-CB5 |
||||||||
| 0.37% (1 Month LIBOR USD + 0.28%, 0.28% Floor), 06/25/2036, Series 2006-CB5, Class A3(1) |
4,678,209 | 3,644,737 | ||||||
| ServiceMaster Funding LLC |
||||||||
| 2.84%, 01/30/2051, Series 2020-1, Class A2I(2) |
8,760,975 | 8,916,552 | ||||||
| Shackleton 2016-IX CLO Ltd. |
||||||||
| 1.26% (3 Month LIBOR USD + 1.13%, 1.13% Floor), 10/20/2028, Series 2016-9A, Class AR(1)(2) |
1,114,526 | 1,115,372 | ||||||
| Sierra Timeshare 2019-1 Receivables Funding LLC |
||||||||
| 3.20%, 01/20/2036, Series 2019-1A, Class A(2) |
990,111 | 1,021,441 | ||||||
| Sierra Timeshare 2019-2 Receivables Funding LLC |
||||||||
| 3.12%, 05/20/2036, Series 2019-2A, Class C(2) |
1,847,377 | 1,887,174 | ||||||
| Sierra Timeshare 2019-3 Receivables Funding LLC |
||||||||
| 3.00%, 08/20/2036, Series 2019-3A, Class C(2) |
1,250,426 | 1,268,217 | ||||||
| Sierra Timeshare 2021-1 Receivables Funding LLC |
||||||||
| 1.34%, 11/20/2037, Series 2021-1A, Class B(2) |
3,909,496 | 3,905,744 | ||||||
| 1.79%, 11/20/2037, Series 2021-1A, Class C(2) |
1,083,930 | 1,085,488 | ||||||
| Sierra Timeshare Conduit Receivables Funding LLC |
||||||||
| 2.91%, 03/20/2034, Series 2017-1A, Class A(2) |
55,510 | 55,883 | ||||||
| S-Jets 2017-1 Ltd. |
||||||||
| 3.97%, 08/15/2042, Series 2017-1, Class A(2) |
16,076,742 | 15,944,879 | ||||||
| Slam 2021-1 Ltd. |
||||||||
| 2.43%, 06/15/2046, Series 2021-1A, Class A(2) |
9,775,092 | 9,785,016 | ||||||
| SLM Private Credit Student Loan Trust 2003-B |
||||||||
| 0.00%, 03/15/2033, Series 2003-B, Class A3(4) |
1,804,000 | 1,755,900 | ||||||
| SLM Student Loan Trust 2003-7 |
||||||||
| 1.32% (3 Month LIBOR USD + 1.20%, 1.20% Floor), 12/15/2033, Series 2003-7A, Class A5A(1)(2) |
7,835,270 | 7,857,938 | ||||||
| SLM Student Loan Trust 2005-4 |
||||||||
| 0.30% (3 Month LIBOR USD + 0.17%), 07/25/2040, Series 2005-4, Class A4(1) |
11,000,000 | 10,700,672 | ||||||
| SLM Student Loan Trust 2006-10 |
||||||||
| 0.35% (3 Month LIBOR USD + 0.22%), 03/25/2044, Series 2006-10, Class B(1) |
1,777,018 | 1,653,341 | ||||||
| SLM Student Loan Trust 2007-2 |
||||||||
| 0.30% (3 Month LIBOR USD + 0.17%), 07/25/2025, Series 2007-2, Class B(1) |
6,950,000 | 6,278,382 | ||||||
| SLM Student Loan Trust 2007-3 |
||||||||
| 0.19% (3 Month LIBOR USD + 0.06%), 01/25/2022, Series 2007-3, Class A4(1) |
2,929,794 | 2,860,321 | ||||||
| SLM Student Loan Trust 2007-7 |
||||||||
| 0.46% (3 Month LIBOR USD + 0.33%), 01/25/2022, Series 2007-7, Class A4(1) |
2,182,730 | 2,144,909 | ||||||
| SLM Student Loan Trust 2008-2 |
||||||||
| 0.88% (3 Month LIBOR USD + 0.75%), 04/25/2023, Series 2008-2, Class A3(1) |
7,294,094 | 7,213,023 | ||||||
| SLM Student Loan Trust 2008-5 |
||||||||
| 1.83% (3 Month LIBOR USD + 1.70%, 1.70% Floor), 07/25/2023, Series 2008-5, Class A4(1) |
3,262,053 | 3,294,636 | ||||||
| 1.98% (3 Month LIBOR USD + 1.85%, 1.85% Floor), 07/25/2073, Series 2008-5, Class B(1) |
7,350,000 | 7,256,752 | ||||||
| SLM Student Loan Trust 2008-6 |
||||||||
| 1.23% (3 Month LIBOR USD + 1.10%), 07/25/2023, Series 2008-6, Class A4(1) |
11,113,861 | 11,141,525 | ||||||
| SLM Student Loan Trust 2008-7 |
||||||||
| 1.03% (3 Month LIBOR USD + 0.90%), 07/25/2023, Series 2008-7, Class A4(1) |
8,636,514 | 8,603,965 | ||||||
| SLM Student Loan Trust 2012-1 |
||||||||
| 1.04% (1 Month LIBOR USD + 0.95%, 0.95% Floor), 09/25/2028, Series 2012-1, Class A3(1) |
10,891,565 | 10,781,060 | ||||||
| SLM Student Loan Trust 2012-2 |
||||||||
| 0.79% (1 Month LIBOR USD + 0.70%), 01/25/2029, Series 2012-2, Class A(1) |
12,738,811 | 12,517,002 | ||||||
| SLM Student Loan Trust 2012-7 |
||||||||
| 0.74% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 05/26/2026, Series 2012-7, Class A3(1) |
4,274,873 | 4,189,113 | ||||||
| 1.89% (1 Month LIBOR USD + 1.80%, 1.80% Floor), 09/25/2043, Series 2012-7, Class B(1) |
2,220,000 | 2,219,581 | ||||||
| SLM Student Loan Trust 2014-1 |
||||||||
| 0.69% (1 Month LIBOR USD + 0.60%), 02/26/2029, Series 2014-1, Class A3(1) |
2,592,365 | 2,511,670 | ||||||
| SMB Private Education Loan Trust 2015-B |
||||||||
| 1.83% (1 Month LIBOR USD + 1.75%), 05/17/2032, Series 2015-B, Class A3(1)(2) |
1,685,000 | 1,703,686 | ||||||
| 2.98%, 07/15/2027, Series 2015-B, Class A2A(2) |
36,413 | 36,684 | ||||||
| SMB Private Education Loan Trust 2015-C |
||||||||
| 3.50%, 09/15/2043, Series 2015-C, Class B(2) |
1,295,000 | 1,350,038 | ||||||
| SMB Private Education Loan Trust 2016-A |
||||||||
| 2.70%, 05/15/2031, Series 2016-A, Class A2A(2) |
191,720 | 196,111 | ||||||
| SMB Private Education Loan Trust 2016-B |
||||||||
| 2.43%, 02/17/2032, Series 2016-B, Class A2A(2) |
1,106,373 | 1,131,443 | ||||||
| SMB Private Education Loan Trust 2016-C |
||||||||
| 2.34%, 09/15/2034, Series 2016-C, Class A2A(2) |
343,014 | 348,991 | ||||||
| SMB Private Education Loan Trust 2017-A |
||||||||
| 2.88%, 09/15/2034, Series 2017-A, Class A2A(2) |
981,605 | 1,007,788 | ||||||
| SMB Private Education Loan Trust 2017-B |
||||||||
| 2.82%, 10/15/2035, Series 2017-B, Class A2A(2) |
1,951,137 | 2,013,929 | ||||||
| SMB Private Education Loan Trust 2018-A |
||||||||
| 3.50%, 02/15/2036, Series 2018-A, Class A2A(2) |
9,971,387 | 10,460,911 | ||||||
| SMB Private Education Loan Trust 2018-B |
||||||||
| 3.60%, 01/15/2037, Series 2018-B, Class A2A(2) |
4,210,309 | 4,439,791 | ||||||
| 4.00%, 07/15/2042, Series 2018-B, Class B(2) |
285,000 | 301,913 |
| SMB Private Education Loan Trust 2018-C |
||||||||
| 3.63%, 11/15/2035, Series 2018-C, Class A2A(2) |
9,957,565 | 10,452,918 | ||||||
| 4.00%, 11/17/2042, Series 2018-C, Class B(2) |
770,000 | 816,447 | ||||||
| SMB Private Education Loan Trust 2019-A |
||||||||
| 3.44%, 07/15/2036, Series 2019-A, Class A2A(2) |
6,740,054 | 7,029,429 | ||||||
| SMB Private Education Loan Trust 2019-B |
||||||||
| 2.84%, 06/15/2037, Series 2019-B, Class A2A(2) |
6,336,426 | 6,587,693 | ||||||
| SMB Private Education Loan Trust 2020-A |
||||||||
| 2.23%, 09/15/2037, Series 2020-A, Class A2A(2) |
12,400,000 | 12,702,931 | ||||||
| SMB Private Education Loan Trust 2020-PTB |
||||||||
| 1.60%, 09/15/2054, Series 2020-PTB, Class A2A(2) |
8,101,408 | 8,189,161 | ||||||
| SMB Private Education Loan Trust 2021-A |
||||||||
| 1.07%, 01/15/2053, Series 2021-A, Class APT1(2) |
11,410,970 | 11,241,039 | ||||||
| SoFi Consumer Loan Program 2017-6 LLC |
||||||||
| 3.52%, 11/25/2026, Series 2017-6, Class B(2) |
792,323 | 797,827 | ||||||
| SoFi Consumer Loan Program 2018-2 Trust |
||||||||
| 3.79%, 04/26/2027, Series 2018-2, Class B(2) |
599,217 | 602,700 | ||||||
| SoFi Consumer Loan Program 2018-3 Trust |
||||||||
| 4.02%, 08/25/2027, Series 2018-3, Class B(2) |
646,252 | 652,124 | ||||||
| SoFi Consumer Loan Program 2018-4 Trust |
||||||||
| 4.17%, 11/26/2027, Series 2018-4, Class C(2) |
2,157,735 | 2,188,327 | ||||||
| SoFi Consumer Loan Program 2019-1 Trust |
||||||||
| 3.73%, 02/25/2028, Series 2019-1, Class C(2) |
5,690,000 | 5,759,656 | ||||||
| SoFi Consumer Loan Program 2019-2 Trust |
||||||||
| 3.46%, 04/25/2028, Series 2019-2, Class C(2) |
3,145,000 | 3,202,933 | ||||||
| SoFi Consumer Loan Program 2019-3 Trust |
||||||||
| 3.35%, 05/25/2028, Series 2019-3, Class C(2) |
5,965,000 | 6,076,978 | ||||||
| SoFi Consumer Loan Program 2020-1 Trust |
||||||||
| 2.02%, 01/25/2029, Series 2020-1, Class A(2) |
1,632,004 | 1,642,186 | ||||||
| SoFi Consumer Loan Program 2021-1 Trust |
||||||||
| 2.04%, 09/25/2030, Series 2021-1, Class D(2) |
925,000 | 924,801 | ||||||
| SoFi Professional Loan Program 2015-D LLC |
||||||||
| 3.59%, 10/26/2037, Series 2015-D, Class B(2) |
332,624 | 334,981 | ||||||
| SoFi Professional Loan Program 2016-B LLC |
||||||||
| 3.80%, 04/25/2037, Series 2016-B, Class B(2) |
195,000 | 198,350 | ||||||
| SoFi Professional Loan Program 2016-C LLC |
||||||||
| 3.35%, 05/25/2037, Series 2016-C, Class B(2)(4) |
310,000 | 313,614 | ||||||
| SoFi Professional Loan Program 2016-D LLC |
||||||||
| 3.23%, 01/25/2039, Series 2016-D, Class B(2)(4) |
490,000 | 507,255 | ||||||
| SoFi Professional Loan Program 2016-E LLC |
||||||||
| 3.44%, 07/25/2040, Series 2016-E, Class B(2)(4) |
1,600,000 | 1,636,773 | ||||||
| SoFi Professional Loan Program 2017-A LLC |
||||||||
| 4.43%, 03/26/2040, Series 2017-A, Class C(2)(4) |
1,030,000 | 1,074,338 | ||||||
| SoFi Professional Loan Program 2017-C LLC |
||||||||
| 0.69% (1 Month LIBOR USD + 0.60%), 07/25/2040, Series 2017-C, Class A1(1)(2) |
1,094,276 | 1,094,939 | ||||||
| SoFi Professional Loan Program 2017-D LLC |
||||||||
| 2.65%, 09/25/2040, Series 2017-D, Class A2FX(2) |
1,610,204 | 1,641,210 | ||||||
| SoFi Professional Loan Program 2017-E LLC |
||||||||
| 4.16%, 11/26/2040, Series 2017-E, Class C(2) |
695,000 | 724,382 | ||||||
| SoFi Professional Loan Program 2017-F LLC |
||||||||
| 3.62%, 01/25/2041, Series 2017-F, Class BFX(2) |
1,405,000 | 1,462,453 | ||||||
| SoFi Professional Loan Program 2018-C Trust |
||||||||
| 4.13%, 01/25/2048, Series 2018-C, Class BFX(2) |
1,875,000 | 1,975,717 | ||||||
| Sound Point Clo XIV Ltd. |
||||||||
| 1.13% (3 Month LIBOR USD + 0.99%, 0.99% Floor), 01/23/2029, Series 2016-3A, Class AR2(1)(2) |
3,120,428 | 3,122,544 | ||||||
| Sound Point Clo XV Ltd. |
||||||||
| 1.04% (3 Month LIBOR USD + 0.90%, 0.90% Floor), 01/23/2029, Series 2017-1A, Class ARR(1)(2) |
2,750,000 | 2,751,111 | ||||||
| Southwick Park CLO LLC |
||||||||
| 1.43% (3 Month LIBOR USD + 1.30%), 07/20/2032, Series 2019-4A, Class A1(1)(2) |
11,400,000 | 11,406,361 | ||||||
| Specialty Underwriting & Residential Finance Trust Series 2006-BC2 |
||||||||
| 3.42%, 02/25/2037, Series 2006-BC2, Class A2C(3) |
12,164,899 | 6,213,493 | ||||||
| Specialty Underwriting & Residential Finance Trust Series 2006-BC5 |
||||||||
| 0.23% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 11/25/2037, Series 2006-BC5, Class A1(1) |
12,141,217 | 10,915,012 | ||||||
| Springleaf Funding Trust 2017-A |
||||||||
| 2.68%, 07/15/2030, Series 2017-AA, Class A(2) |
1,173,893 | 1,175,436 | ||||||
| 3.86%, 07/15/2030, Series 2017-AA, Class C(2) |
1,270,000 | 1,271,975 | ||||||
| Sprite 2017-1 Ltd. |
||||||||
| 4.25%, 12/15/2037, Series 2017-1, Class A(2) |
886,642 | 880,691 | ||||||
| Stack Infrastructure Issuer LLC Series 2019-1 |
||||||||
| 4.54%, 02/25/2044, Series 2019-1A, Class A2(2) |
7,252,671 | 7,627,165 | ||||||
| Structured Adjustable Rate Mortgage Loan Trust |
||||||||
| 2.84%, 02/25/2035, Series 2005-1, Class 1A1(4) |
4,848,921 | 4,956,243 | ||||||
| Structured Asset Investment Loan Trust 2004-8 |
||||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 09/25/2034, Series 2004-8, Class M1(1) |
735,398 | 734,925 | ||||||
| Structured Asset Investment Loan Trust 2005-HE2 |
||||||||
| 0.84% (1 Month LIBOR USD + 0.75%, 0.75% Floor), 07/25/2035, Series 2005-HE2, Class M2(1) |
3,328,070 | 3,314,728 | ||||||
| Structured Asset Mortgage Investments II Trust 2007-AR3 |
||||||||
| 0.28% (1 Month LIBOR USD + 0.19%, 0.19% Floor, 10.50% Cap), 09/25/2047, Series 2007-AR3, Class 2A1(1) |
21,619,342 | 20,811,844 | ||||||
| Structured Asset Securities Corp. Mortgage Loan Trust 2007-WF2 |
||||||||
| 1.09% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 08/25/2037, Series 2007-WF2, Class A1(1) |
357,758 | 361,548 | ||||||
| STWD 2019-FL1 Ltd. |
||||||||
| 1.24% (30-day Average Secured Overnight Financing Rate + 1.19%, 1.08% Floor), 07/15/2038, Series 2019-FL1, Class A(1)(2) |
22,600,000 | 22,600,000 | ||||||
| Symphony CLO XVII Ltd. |
||||||||
| 1.01% (3 Month LIBOR USD + 0.88%), 04/15/2028, Series 2016-17A, Class AR(1)(2) |
3,079,710 | 3,081,623 | ||||||
| Symphony CLO XX Ltd. |
||||||||
| 1.78% (3 Month LIBOR USD + 1.65%, 1.65% Floor), 01/16/2032, Series 2018-20A, Class BR(1)(2) |
11,220,000 | 11,214,356 | ||||||
| Symphony CLO XXIII Ltd. |
||||||||
| 1.45% (3 Month LIBOR USD + 1.32%, 1.32% Floor), 01/15/2034, Series 2020-23A, Class A(1)(2) |
14,200,000 | 14,219,585 |
| Symphony CLO XXVI Ltd. |
||||||||||||
| 1.21% (3 Month LIBOR USD + 1.08%, 1.08% Floor), 04/20/2033, Series 2021-26A, Class AR(1)(2) |
4,650,000 | 4,648,833 | ||||||||||
| Taco Bell Funding LLC |
||||||||||||
| 2.29%, 08/25/2051, Series 2021-1A, Class A2II(2) |
9,150,000 | 9,112,448 | ||||||||||
| TCI-Flatiron CLO 2016-1 Ltd. |
||||||||||||
| 1.28% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 01/17/2032, Series 2016-1A, Class AR2(1)(2) |
10,000,000 | 10,003,040 | ||||||||||
| Textainer Marine Containers VII Ltd. |
||||||||||||
| 1.68%, 02/20/2046, Series 2021-1A, Class A(2) |
3,961,100 | 3,899,964 | ||||||||||
| TIF Funding II LLC |
||||||||||||
| 1.65%, 02/20/2046, Series 2021-1A, Class A(2) |
4,158,442 | 4,067,995 | ||||||||||
| Tikehau CLO II BV |
||||||||||||
| 0.88% (3 Month EURIBOR + 0.88%, 0.88% Floor), 12/07/2029, Series 2A, Class AR(1)(2) |
EUR | 1,671,353 | 1,936,785 | |||||||||
| Towd Point Mortgage Trust 2015-4 |
||||||||||||
| 3.75%, 04/25/2055, Series 2015-4, Class M1(2)(4) |
$ | 960,000 | 973,839 | |||||||||
| 3.75%, 04/25/2055, Series 2015-4, Class M2(2)(4) |
100,000 | 103,175 | ||||||||||
| Towd Point Mortgage Trust 2016-1 |
||||||||||||
| 2.75%, 02/25/2055, Series 2016-1, Class A1B(2)(4) |
21,604 | 21,595 | ||||||||||
| 3.00%, 02/25/2055, Series 2016-1, Class A3B(2)(4) |
65,588 | 66,017 | ||||||||||
| Towd Point Mortgage Trust 2016-2 |
||||||||||||
| 2.75%, 08/25/2055, Series 2016-2, Class A1A(2)(4) |
40,961 | 41,161 | ||||||||||
| Towd Point Mortgage Trust 2016-3 |
||||||||||||
| 2.25%, 04/25/2056, Series 2016-3, Class A1(2)(4) |
37,791 | 37,877 | ||||||||||
| Towd Point Mortgage Trust 2016-4 |
||||||||||||
| 2.25%, 07/25/2056, Series 2016-4, Class A1(2)(4) |
157,269 | 158,272 | ||||||||||
| Towd Point Mortgage Trust 2017-1 |
||||||||||||
| 2.75%, 10/25/2056, Series 2017-1, Class A1(2)(4) |
168,590 | 170,867 | ||||||||||
| 3.75%, 10/25/2056, Series 2017-1, Class M1(2)(4) |
6,315,000 | 6,693,726 | ||||||||||
| Towd Point Mortgage Trust 2017-2 |
||||||||||||
| 2.75%, 04/25/2057, Series 2017-2, Class A1(2)(4) |
81,291 | 82,272 | ||||||||||
| Towd Point Mortgage Trust 2017-3 |
||||||||||||
| 3.00%, 07/25/2057, Series 2017-3, Class A2(2)(4) |
320,000 | 331,733 | ||||||||||
| Towd Point Mortgage Trust 2017-4 |
||||||||||||
| 3.25%, 06/25/2057, Series 2017-4, Class M2(2)(4) |
2,465,000 | 2,590,536 | ||||||||||
| Towd Point Mortgage Trust 2017-5 |
||||||||||||
| 0.69% (1 Month LIBOR USD + 0.60%), 02/25/2057, Series 2017-5, Class A1(1)(2) |
266,252 | 266,250 | ||||||||||
| 1.59% (1 Month LIBOR USD + 1.50%), 02/25/2057, Series 2017-5, Class M2(1)(2) |
3,310,000 | 3,362,084 | ||||||||||
| Towd Point Mortgage Trust 2018-3 |
||||||||||||
| 3.75%, 05/25/2058, Series 2018-3, Class A1(2)(4) |
4,415,353 | 4,617,557 | ||||||||||
| Towd Point Mortgage Trust 2018-4 |
||||||||||||
| 3.00%, 06/25/2058, Series 2018-4, Class A2(2)(4) |
1,015,000 | 1,065,742 | ||||||||||
| Towd Point Mortgage Trust 2018-5 |
||||||||||||
| 3.25%, 07/25/2058, Series 2018-5, Class M1(2)(4) |
2,250,000 | 2,344,468 | ||||||||||
| Towd Point Mortgage Trust 2019-1 |
||||||||||||
| 3.71%, 03/25/2058, Series 2019-1, Class A1(2)(4) |
7,935,391 | 8,357,665 | ||||||||||
| Towd Point Mortgage Trust 2019-2 |
||||||||||||
| 3.75%, 12/25/2058, Series 2019-2, Class M1(2)(4) |
9,810,000 | 10,322,371 | ||||||||||
| Towd Point Mortgage Trust 2019-MH1 |
||||||||||||
| 3.00%, 11/25/2058, Series 2019-MH1, Class A1(2)(4) |
324,505 | 329,069 | ||||||||||
| Towd Point Mortgage Trust 2019-SJ1 |
||||||||||||
| 4.17%, 11/25/2058, Series 2019-SJ1, Class A2(2)(4) |
662,944 | 662,042 | ||||||||||
| 5.50%, 11/25/2058, Series 2019-SJ1, Class B2(2)(4) |
9,826,000 | 10,230,256 | ||||||||||
| Towd Point Mortgage Trust 2019-SJ2 |
||||||||||||
| 4.50%, 11/25/2058, Series 2019-SJ2, Class M1(2)(4) |
12,971,000 | 13,027,529 | ||||||||||
| Towd Point Mortgage Trust 2019-SJ3 |
||||||||||||
| 3.00%, 11/25/2059, Series 2019-SJ3, Class A1(2)(4) |
2,038,496 | 2,042,424 | ||||||||||
| Towd Point Mortgage Trust 2020-1 |
||||||||||||
| 3.25%, 01/25/2060, Series 2020-1, Class A2B(2)(4) |
575,000 | 605,794 | ||||||||||
| Towd Point Mortgage Trust 2020-2 |
||||||||||||
| 3.00%, 04/25/2060, Series 2020-2, Class A2B(2)(4) |
310,000 | 325,603 | ||||||||||
| Toyota Auto Receivables 2020-C Owner Trust |
||||||||||||
| 0.44%, 10/15/2024, Series 2020-C, Class A3 |
9,070,000 | 9,087,999 | ||||||||||
| Toyota Auto Receivables 2021-A Owner Trust |
||||||||||||
| 0.16%, 07/17/2023, Series 2021-A, Class A2 |
4,559,052 | 4,558,330 | ||||||||||
| Tralee CLO V Ltd. |
||||||||||||
| 1.24% (3 Month LIBOR USD + 1.11%, 1.11% Floor), 10/20/2028, Series 2018-5A, Class A1(1)(2) |
1,869,864 | 1,869,397 | ||||||||||
| Tricon American Homes 2019-SFR1 Trust |
||||||||||||
| 3.20%, 03/17/2038, Series 2019-SFR1, Class D(2) |
1,270,000 | 1,305,029 | ||||||||||
| Tricon American Homes 2020-SFR1 |
||||||||||||
| 2.55%, 07/17/2038, Series 2020-SFR1, Class D(2) |
1,220,000 | 1,231,107 | ||||||||||
| Tricon American Homes 2020-SFR2 Trust |
||||||||||||
| 2.73%, 11/17/2039, Series 2020-SFR2, Class E1(2) |
1,855,000 | 1,839,374 | ||||||||||
| Triton Container Finance VIII LLC |
||||||||||||
| 1.86%, 03/20/2046, Series 2021-1A, Class A(2) |
8,272,800 | 8,197,399 | ||||||||||
| Upstart Securitization Trust 2019-3 |
||||||||||||
| 2.68%, 01/21/2030, Series 2019-3, Class A(2) |
464,972 | 466,081 | ||||||||||
| Upstart Securitization Trust 2020-1 |
||||||||||||
| 2.32%, 04/22/2030, Series 2020-1, Class A(2) |
753,113 | 756,759 | ||||||||||
| VCAT 2021-NPL1 LLC |
||||||||||||
| 2.29%, 12/26/2050, Series 2021-NPL1, Class A1(2)(3) |
3,081,340 | 3,089,690 | ||||||||||
| VCAT 2021-NPL5 LLC |
||||||||||||
| 1.87%, 08/25/2061, Series 2021-NPL5, Class A1(2)(3) |
8,027,804 | 8,022,944 | ||||||||||
| VCAT Asset Securitization LLC |
||||||||||||
| 1.92%, 09/25/2051, Series 2021-NPL6, Class A1(2)(3) |
12,700,000 | 12,699,251 | ||||||||||
| Venture XIV CLO Ltd. |
||||||||||||
| 1.15% (3 Month LIBOR USD + 1.03%, 1.03% Floor), 08/28/2029, Series 2013-14A, Class ARR(1)(2) |
15,300,000 | 15,295,043 | ||||||||||
| Venture Xxv Clo Ltd. |
||||||||||||
| 1.15% (3 Month LIBOR USD + 1.02%, 1.02% Floor), 04/20/2029, Series 2016-25A, Class ARR(1)(2) |
31,462,975 | 31,476,913 |
| VOLT XCII LLC |
||||||||
| 1.89%, 02/27/2051, Series 2021-NPL1, Class A1(2)(3) |
1,908,517 | 1,908,557 | ||||||
| VOLT XCIII LLC |
||||||||
| 1.89%, 02/27/2051, Series 2021-NPL2, Class A1(2)(3) |
5,135,649 | 5,151,735 | ||||||
| VOLT XCIV LLC |
||||||||
| 2.24%, 02/27/2051, Series 2021-NPL3, Class A1(2)(3) |
4,522,975 | 4,527,131 | ||||||
| VOLT XCVI LLC |
||||||||
| 2.12%, 03/27/2051, Series 2021-NPL5, Class A1(2)(3) |
3,838,988 | 3,841,279 | ||||||
| VOLT XCVII LLC |
||||||||
| 2.24%, 04/25/2051, Series 2021-NPL6, Class A1(2)(3) |
7,578,561 | 7,579,651 | ||||||
| Voya CLO 2020-1 Ltd. |
||||||||
| 1.81% (3 Month LIBOR USD + 1.70%, 1.70% Floor), 07/16/2034, Series 2020-1A, Class BR(1)(2) |
9,000,000 | 8,995,482 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust |
||||||||
| 3.06%, 02/25/2037, Series 2007-HY1, Class 4A1(4) |
7,153,348 | 7,164,883 | ||||||
| WAVE 2017-1 Trust |
||||||||
| 3.84%, 11/15/2042, Series 2017-1A, Class A(2) |
2,068,928 | 2,038,282 | ||||||
| Wellfleet CLO 2017-2A Ltd. |
||||||||
| 1.19% (3 Month LIBOR USD + 1.06%), 10/20/2029, Series 2017-2A, Class A1R(1)(2) |
6,900,000 | 6,908,080 | ||||||
| Wells Fargo Home Equity Asset-Backed Securities 2004-2 Trust |
||||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 10/25/2034, Series 2004-2, Class M1(1) |
1,368,769 | 1,356,628 | ||||||
| Wendy’s Funding LLC |
||||||||
| 2.37%, 06/15/2051, Series 2021-1A, Class A2I(2) |
4,962,563 | 5,004,074 | ||||||
| 2.78%, 06/15/2051, Series 2021-1A, Class A2II(2) |
713,213 | 725,402 | ||||||
| Westlake Automobile Receivables Trust 2018-2 |
||||||||
| 4.00%, 01/16/2024, Series 2018-2A, Class D(2) |
509,888 | 512,539 | ||||||
| Westlake Automobile Receivables Trust 2018-3 |
||||||||
| 4.00%, 10/16/2023, Series 2018-3A, Class D(2) |
1,056,909 | 1,067,691 | ||||||
| Westlake Automobile Receivables Trust 2019-1 |
||||||||
| 3.67%, 03/15/2024, Series 2019-1A, Class D(2) |
6,545,000 | 6,668,712 | ||||||
| Westlake Automobile Receivables Trust 2020-3 |
||||||||
| 1.24%, 11/17/2025, Series 2020-3A, Class C(2) |
1,030,000 | 1,038,242 | ||||||
| Westlake Automobile Receivables Trust 2021-2 |
||||||||
| 1.23%, 12/15/2026, Series 2021-2A, Class D(2) |
5,075,000 | 5,068,043 | ||||||
| Wind River 2016-1 CLO Ltd. |
||||||||
| 1.78% (3 Month LIBOR USD + 1.65%), 07/15/2028, Series 2016-1A, Class BR(1)(2) |
1,320,000 | 1,324,501 | ||||||
| 2.23% (3 Month LIBOR USD + 2.10%), 07/15/2028, Series 2016-1A, Class CR(1)(2) |
1,395,000 | 1,383,013 | ||||||
| Wingstop Funding LLC |
||||||||
| 2.84%, 12/05/2050, Series 2020-1A, Class A2(2) |
1,009,925 | 1,038,798 | ||||||
| World Omni Auto Receivables Trust |
||||||||
| 1.64%, 08/17/2026, Series 2020-A, Class C |
3,190,000 | 3,236,514 | ||||||
|
|
|
|||||||
| Total Asset-Backed Obligations (Cost: $3,058,213,359) |
3,057,225,543 | |||||||
|
|
|
|||||||
| Corporate Bonds – 31.51% |
||||||||
| Basic Materials – 0.76% |
||||||||
| Alcoa Nederland Holding BV |
||||||||
| 5.50%, 12/15/2027(2) |
2,745,000 | 2,944,287 | ||||||
| Alpek SAB de CV |
||||||||
| 3.25%, 02/25/2031(2) |
2,835,000 | 2,863,378 | ||||||
| Anglo American Capital Plc |
||||||||
| 2.63%, 09/10/2030(2) |
23,410,000 | 23,253,398 | ||||||
| 4.00%, 09/11/2027(2) |
1,000,000 | 1,102,125 | ||||||
| 4.13%, 09/27/2022(2) |
3,883,000 | 4,018,726 | ||||||
| 4.50%, 03/15/2028(2) |
19,220,000 | 21,672,963 | ||||||
| Antofagasta Plc |
||||||||
| 2.38%, 10/14/2030(2) |
9,085,000 | 8,767,116 | ||||||
| Arconic Corp. |
||||||||
| 6.13%, 02/15/2028(2) |
1,275,000 | 1,351,525 | ||||||
| Braskem Netherlands Finance BV |
||||||||
| 4.50%, 01/31/2030(2) |
5,210,000 | 5,543,440 | ||||||
| 5.88%, 01/31/2050(2) |
4,160,000 | 4,732,000 | ||||||
| Celulosa Arauco y Constitucion SA |
||||||||
| 3.88%, 11/02/2027 |
860,000 | 922,350 | ||||||
| CF Industries, Inc. |
||||||||
| 4.50%, 12/01/2026(2) |
5,145,000 | 5,866,162 | ||||||
| Corp. Nacional del Cobre de Chile |
||||||||
| 3.15%, 01/14/2030 |
4,005,000 | 4,133,240 | ||||||
| 4.50%, 09/16/2025 |
203,000 | 224,430 | ||||||
| Equate Petrochemical BV |
||||||||
| 4.25%, 11/03/2026 |
1,060,000 | 1,166,000 | ||||||
| First Quantum Minerals Ltd. |
||||||||
| 6.88%, 10/15/2027(2) |
3,530,000 | 3,732,975 | ||||||
| FMC Corp. |
||||||||
| 3.45%, 10/01/2029 |
1,850,000 | 1,996,553 | ||||||
| 4.50%, 10/01/2049 |
1,025,000 | 1,209,785 | ||||||
| FMG Resources August 2006 Pty Ltd. |
||||||||
| 4.38%, 04/01/2031(2) |
4,760,000 | 4,918,746 | ||||||
| Freeport-McMoRan, Inc. |
||||||||
| 4.38%, 08/01/2028 |
1,505,000 | 1,574,606 | ||||||
| 4.63%, 08/01/2030 |
1,010,000 | 1,092,062 | ||||||
| 5.40%, 11/14/2034 |
5,945,000 | 7,141,431 | ||||||
| 5.45%, 03/15/2043 |
1,215,000 | 1,495,969 | ||||||
| Glencore Finance Canada Ltd. |
||||||||
| 4.95%, 11/15/2021(2) |
1,170,000 | 1,173,838 | ||||||
| Glencore Funding LLC |
||||||||
| 2.85%, 04/27/2031(2) |
9,525,000 | 9,581,961 | ||||||
| 3.88%, 10/27/2027(2) |
11,555,000 | 12,596,105 | ||||||
| 4.00%, 04/16/2025(2) |
4,450,000 | 4,815,434 |
| 4.00%, 03/27/2027(2) |
1,000,000 | 1,099,735 | ||||||
| 4.13%, 03/12/2024(2) |
4,920,000 | 5,271,023 | ||||||
| 4.88%, 03/12/2029(2) |
8,160,000 | 9,373,113 | ||||||
| Hudbay Minerals, Inc. |
||||||||
| 4.50%, 04/01/2026(2) |
1,345,000 | 1,331,550 | ||||||
| 6.13%, 04/01/2029(2) |
1,890,000 | 1,979,482 | ||||||
| ICL Group Ltd. |
||||||||
| 6.38%, 05/31/2038(2) |
10,200,000 | 13,229,400 | ||||||
| IMCD NV |
||||||||
| 2.50%, 03/26/2025 |
EUR | 1,000,000 | 1,210,541 | |||||
| Indonesia Asahan Aluminium Persero PT |
||||||||
| 5.45%, 05/15/2030(2) |
$ | 1,400,000 | 1,610,000 | |||||
| 6.53%, 11/15/2028 |
200,000 | 244,750 | ||||||
| 6.53%, 11/15/2028(2) |
1,800,000 | 2,202,750 | ||||||
| International Flavors & Fragrances, Inc. |
||||||||
| 2.30%, 11/01/2030(2) |
14,250,000 | 14,128,417 | ||||||
| 5.00%, 09/26/2048 |
9,965,000 | 12,885,482 | ||||||
| LYB International Finance III LLC |
||||||||
| 4.20%, 10/15/2049 |
4,050,000 | 4,609,058 | ||||||
| Methanex Corp. |
||||||||
| 5.13%, 10/15/2027 |
4,150,000 | 4,487,187 | ||||||
| Newcrest Finance Pty Ltd. |
||||||||
| 3.25%, 05/13/2030(2) |
2,260,000 | 2,401,782 | ||||||
| Newmont Corp. |
||||||||
| 3.70%, 03/15/2023 |
430,000 | 445,473 | ||||||
| Orbia Advance Corp. SAB de CV |
||||||||
| 2.88%, 05/11/2031(2) |
9,280,000 | 9,338,000 | ||||||
| 4.00%, 10/04/2027(2) |
1,255,000 | 1,367,963 | ||||||
| Reliance Steel & Aluminum Co. |
||||||||
| 2.15%, 08/15/2030 |
960,000 | 938,562 | ||||||
| Steel Dynamics, Inc. |
||||||||
| 3.25%, 01/15/2031 |
200,000 | 214,221 | ||||||
| 3.45%, 04/15/2030 |
7,590,000 | 8,162,266 | ||||||
| Suzano Austria GmbH |
||||||||
| 3.75%, 01/15/2031 |
6,505,000 | 6,682,261 | ||||||
| Syngenta Finance NV |
||||||||
| 3.38%, 04/16/2026 |
EUR | 1,200,000 | 1,525,914 | |||||
| 4.44%, 04/24/2023(2) |
$ | 200,000 | 209,068 | |||||
| 4.89%, 04/24/2025(2) |
550,000 | 601,931 | ||||||
| 5.18%, 04/24/2028(2) |
500,000 | 561,808 | ||||||
| Vale Overseas Ltd. |
||||||||
| 6.25%, 08/10/2026 |
1,299,000 | 1,534,989 | ||||||
| 6.88%, 11/21/2036 |
1,132,000 | 1,508,390 | ||||||
| 6.88%, 11/10/2039 |
316,000 | 427,548 | ||||||
| Volcan Compania Minera SAA |
||||||||
| 4.38%, 02/11/2026(2) |
1,290,000 | 1,255,815 | ||||||
| Westlake Chemical Corp. |
||||||||
| 1.63%, 07/17/2029 |
EUR | 2,025,000 | 2,478,142 | |||||
| 3.60%, 08/15/2026 |
$ | 1,925,000 | 2,113,548 | |||||
|
|
|
|||||||
| Total Basic Materials |
255,320,774 | |||||||
|
|
|
|||||||
| Communications – 4.42% |
||||||||
| Alibaba Group Holding Ltd. |
||||||||
| 3.40%, 12/06/2027 |
2,590,000 | 2,774,161 | ||||||
| Altice Financing SA |
||||||||
| 2.25%, 01/15/2025 |
EUR | 2,700,000 | 3,011,513 | |||||
| 3.00%, 01/15/2028 |
3,500,000 | 3,816,242 | ||||||
| 5.75%, 08/15/2029(2) |
$ | 7,503,000 | 7,267,631 | |||||
| Altice France SA |
||||||||
| 5.50%, 01/15/2028(2) |
3,615,000 | 3,675,461 | ||||||
| 7.38%, 05/01/2026(2) |
643,000 | 667,177 | ||||||
| 8.13%, 02/01/2027(2) |
700,000 | 753,200 | ||||||
| Amazon.com, Inc. |
||||||||
| 2.88%, 05/12/2041 |
10,000,000 | 10,314,193 | ||||||
| AT&T, Inc. |
||||||||
| 1.65%, 02/01/2028 |
1,610,000 | 1,597,106 | ||||||
| 2.25%, 02/01/2032 |
7,580,000 | 7,380,371 | ||||||
| 2.30%, 06/01/2027 |
12,975,000 | 13,428,812 | ||||||
| 2.55%, 12/01/2033 |
42,476,000 | 41,788,654 | ||||||
| 2.75%, 06/01/2031 |
11,655,000 | 11,967,350 | ||||||
| 3.10%, 02/01/2043 |
5,980,000 | 5,733,304 | ||||||
| 3.30%, 02/01/2052 |
6,550,000 | 6,342,095 | ||||||
| 3.50%, 06/01/2041 |
6,608,000 | 6,784,630 | ||||||
| 3.50%, 09/15/2053 |
17,489,000 | 17,309,213 | ||||||
| 3.50%, 02/01/2061 |
7,324,000 | 7,008,677 | ||||||
| 3.65%, 06/01/2051 |
6,235,000 | 6,353,387 | ||||||
| 3.80%, 12/01/2057 |
26,047,000 | 26,608,364 | ||||||
| 3.85%, 06/01/2060 |
6,797,000 | 7,028,116 | ||||||
| 4.30%, 02/15/2030 |
9,630,000 | 11,051,174 | ||||||
| 4.30%, 12/15/2042 |
2,000,000 | 2,232,170 | ||||||
| 4.35%, 03/01/2029 |
7,181,000 | 8,233,875 | ||||||
| 4.50%, 05/15/2035 |
1,637,000 | 1,916,344 | ||||||
| 4.50%, 03/09/2048 |
6,420,000 | 7,396,410 | ||||||
| 4.75%, 05/15/2046 |
1,950,000 | 2,332,486 | ||||||
| 5.25%, 03/01/2037 |
6,052,000 | 7,508,145 | ||||||
| Baidu, Inc. |
||||||||
| 2.88%, 07/06/2022 |
5,105,000 | 5,183,566 | ||||||
| 3.88%, 09/29/2023 |
11,455,000 | 12,095,105 | ||||||
| 4.38%, 03/29/2028 |
2,500,000 | 2,799,010 |
| Bharti Airtel Ltd. |
||||||||
| 3.25%, 06/03/2031(2) |
4,410,000 | 4,433,742 | ||||||
| Booking Holdings, Inc. |
||||||||
| 4.63%, 04/13/2030 |
18,790,000 | 22,334,560 | ||||||
| C&W Senior Financing DAC |
||||||||
| 6.88%, 09/15/2027(2) |
600,000 | 630,750 | ||||||
| CCO Holdings LLC / CCO Holdings Capital Corp. |
||||||||
| 4.25%, 02/01/2031(2) |
12,100,000 | 12,309,935 | ||||||
| 4.25%, 01/15/2034(2) |
13,750,000 | 13,621,094 | ||||||
| 4.50%, 08/15/2030(2) |
1,660,000 | 1,712,655 | ||||||
| 4.50%, 05/01/2032 |
185,000 | 190,550 | ||||||
| 4.50%, 06/01/2033(2) |
7,101,000 | 7,226,830 | ||||||
| 5.38%, 06/01/2029(2) |
1,370,000 | 1,479,600 | ||||||
| Charter Communications Operating LLC |
||||||||
| 2.25%, 01/15/2029 |
4,815,000 | 4,811,210 | ||||||
| 2.30%, 02/01/2032 |
10,000,000 | 9,523,741 | ||||||
| 2.80%, 04/01/2031 |
9,935,000 | 9,957,442 | ||||||
| 3.50%, 03/01/2042 |
6,100,000 | 5,968,374 | ||||||
| 3.70%, 04/01/2051 |
32,555,000 | 31,696,321 | ||||||
| 3.75%, 02/15/2028 |
19,855,000 | 21,744,262 | ||||||
| 3.85%, 04/01/2061 |
29,795,000 | 28,415,274 | ||||||
| 3.90%, 06/01/2052 |
8,900,000 | 8,865,059 | ||||||
| 3.95%, 06/30/2062 |
52,305,000 | 50,458,124 | ||||||
| 4.20%, 03/15/2028 |
10,000,000 | 11,168,899 | ||||||
| 4.40%, 12/01/2061 |
14,700,000 | 15,287,412 | ||||||
| 4.80%, 03/01/2050 |
7,125,000 | 7,995,713 | ||||||
| 5.38%, 04/01/2038 |
980,000 | 1,182,543 | ||||||
| 5.38%, 05/01/2047 |
6,800,000 | 8,141,611 | ||||||
| 5.75%, 04/01/2048 |
6,670,000 | 8,426,163 | ||||||
| 6.48%, 10/23/2045 |
1,015,000 | 1,379,974 | ||||||
| Clear Channel Worldwide Holdings, Inc. |
||||||||
| 5.13%, 08/15/2027(2) |
1,335,000 | 1,381,471 | ||||||
| Comcast Corp. |
||||||||
| 3.25%, 11/01/2039 |
5,115,000 | 5,400,407 | ||||||
| CommScope Technologies LLC |
||||||||
| 5.00%, 03/15/2027(2) |
835,000 | 794,219 | ||||||
| CommScope, Inc. |
||||||||
| 6.00%, 03/01/2026(2) |
2,205,000 | 2,289,518 | ||||||
| 7.13%, 07/01/2028(2) |
3,740,000 | 3,816,558 | ||||||
| Crown Castle Towers LLC |
||||||||
| 3.66%, 05/15/2025(2) |
1,300,000 | 1,366,966 | ||||||
| CSC Holdings LLC |
||||||||
| 4.50%, 11/15/2031(2) |
5,064,000 | 5,000,700 | ||||||
| 5.38%, 02/01/2028(2) |
530,000 | 553,850 | ||||||
| 5.50%, 04/15/2027(2) |
2,300,000 | 2,394,530 | ||||||
| 6.50%, 02/01/2029(2) |
660,000 | 714,747 | ||||||
| Diamond Sports Group LLC / Diamond Sports Finance Co. |
||||||||
| 5.38%, 08/15/2026(2) |
13,000,000 | 8,580,000 | ||||||
| Expedia Group, Inc. |
||||||||
| 2.95%, 03/15/2031 |
27,370,000 | 27,659,027 | ||||||
| 3.25%, 02/15/2030 |
8,125,000 | 8,402,913 | ||||||
| 4.63%, 08/01/2027 |
1,800,000 | 2,040,624 | ||||||
| 6.25%, 05/01/2025(2) |
6,780,000 | 7,816,881 | ||||||
| HKT Capital No 2 Ltd. |
||||||||
| 3.63%, 04/02/2025 |
605,000 | 642,843 | ||||||
| HKT Capital No 4 Ltd. |
||||||||
| 3.00%, 07/14/2026 |
12,895,000 | 13,521,923 | ||||||
| iHeartCommunications, Inc. |
||||||||
| 4.75%, 01/15/2028(2) |
785,000 | 808,942 | ||||||
| 5.25%, 08/15/2027(2) |
3,710,000 | 3,854,913 | ||||||
| 6.38%, 05/01/2026 |
5,266,000 | 5,556,420 | ||||||
| 8.38%, 05/01/2027 |
8,029,000 | 8,580,994 | ||||||
| Informa Plc |
||||||||
| 2.13%, 10/06/2025 |
EUR | 4,300,000 | 5,272,856 | |||||
| Intelsat Connect Finance SA |
||||||||
| 9.50%, 02/15/2023(2)(6) |
$ | 710,000 | 184,600 | |||||
| Intelsat Jackson Holdings SA |
||||||||
| 5.50%, 08/01/2023(6) |
12,702,000 | 7,081,365 | ||||||
| 8.00%, 02/15/2024(2)(6) |
11,530,000 | 11,832,662 | ||||||
| 8.50%, 10/15/2024(2)(6) |
18,280,000 | 10,419,600 | ||||||
| 9.75%, 07/15/2025(2)(6) |
15,687,000 | 8,510,197 | ||||||
| Intelsat Luxembourg SA |
||||||||
| 7.75%, 06/01/2049(6) |
8,455,000 | 63,412 | ||||||
| Level 3 Financing, Inc. |
||||||||
| 3.40%, 03/01/2027(2) |
2,050,000 | 2,159,367 | ||||||
| 3.88%, 11/15/2029(2) |
16,670,000 | 17,825,231 | ||||||
| 4.63%, 09/15/2027(2) |
510,000 | 524,688 | ||||||
| Motorola Solutions, Inc. |
||||||||
| 2.30%, 11/15/2030 |
7,753,000 | 7,620,060 | ||||||
| NBN Co. Ltd. |
||||||||
| 2.63%, 05/05/2031(2) |
6,460,000 | 6,553,896 | ||||||
| Netflix, Inc. |
||||||||
| 3.63%, 05/15/2027 |
EUR | 15,245,000 | 20,396,198 | |||||
| 3.63%, 06/15/2030 |
12,461,000 | 17,302,534 | ||||||
| 3.88%, 11/15/2029 |
2,000,000 | 2,803,225 | ||||||
| 4.63%, 05/15/2029 |
5,400,000 | 7,834,800 |
| 4.88%, 04/15/2028 |
$ | 1,445,000 | 1,665,362 | |||||
| 4.88%, 06/15/2030(2) |
8,430,000 | 9,926,325 | ||||||
| 5.38%, 11/15/2029(2) |
1,056,000 | 1,279,080 | ||||||
| 5.88%, 11/15/2028 |
1,385,000 | 1,697,179 | ||||||
| 6.38%, 05/15/2029 |
1,635,000 | 2,068,275 | ||||||
| Nokia OYJ |
||||||||
| 3.38%, 06/12/2022 |
280,000 | 285,600 | ||||||
| 4.38%, 06/12/2027 |
4,255,000 | 4,669,862 | ||||||
| NTT Finance Corp. |
||||||||
| 1.59%, 04/03/2028(2) |
8,740,000 | 8,652,649 | ||||||
| 2.07%, 04/03/2031(2) |
1,170,000 | 1,177,068 | ||||||
| Ooredoo International Finance Ltd. |
||||||||
| 2.63%, 04/08/2031(2) |
7,865,000 | 8,008,458 | ||||||
| Prosus NV |
||||||||
| 1.99%, 07/13/2033(2) |
EUR | 4,400,000 | 4,976,457 | |||||
| 3.06%, 07/13/2031(2) |
$ | 9,400,000 | 9,178,305 | |||||
| SES GLOBAL Americas Holdings GP |
||||||||
| 5.30%, 03/25/2044(2) |
10,000,000 | 11,431,308 | ||||||
| Sinclair Television Group, Inc. |
||||||||
| 4.13%, 12/01/2030(2) |
5,050,000 | 4,936,375 | ||||||
| Sirius XM Radio, Inc. |
||||||||
| 4.00%, 07/15/2028(2) |
1,995,000 | 2,028,666 | ||||||
| 5.00%, 08/01/2027(2) |
1,385,000 | 1,447,325 | ||||||
| 5.50%, 07/01/2029(2) |
115,000 | 124,344 | ||||||
| Sprint Capital Corp. |
||||||||
| 6.88%, 11/15/2028 |
3,445,000 | 4,409,600 | ||||||
| Sprint Communications, Inc. |
||||||||
| 6.00%, 11/15/2022 |
4,570,000 | 4,805,218 | ||||||
| 11.50%, 11/15/2021 |
700,000 | 707,875 | ||||||
| Sprint Corp. |
||||||||
| 7.13%, 06/15/2024 |
11,500,000 | 13,089,300 | ||||||
| 7.63%, 02/15/2025 |
11,900,000 | 13,910,862 | ||||||
| 7.63%, 03/01/2026 |
137,000 | 166,006 | ||||||
| 7.88%, 09/15/2023 |
28,241,000 | 31,555,081 | ||||||
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC |
||||||||
| 4.74%, 03/20/2025(2) |
37,407,125 | 39,950,809 | ||||||
| 5.15%, 03/20/2028(2) |
33,124,000 | 37,844,170 | ||||||
| Telefonica Emisiones SA |
||||||||
| 5.21%, 03/08/2047 |
8,450,000 | 10,546,015 | ||||||
| 5.52%, 03/01/2049 |
1,220,000 | 1,596,118 | ||||||
| Tencent Holdings Ltd. |
||||||||
| 1.81%, 01/26/2026 |
5,757,000 | 5,806,535 | ||||||
| 3.58%, 04/11/2026 |
5,678,000 | 6,135,306 | ||||||
| 3.84%, 04/22/2051(2) |
16,095,000 | 16,735,581 | ||||||
| 3.94%, 04/22/2061(2) |
15,200,000 | 16,251,232 | ||||||
| Time Warner Cable LLC |
||||||||
| 4.50%, 09/15/2042 |
13,975,000 | 15,293,418 | ||||||
| 5.50%, 09/01/2041 |
11,204,000 | 13,731,528 | ||||||
| T-Mobile USA, Inc. |
||||||||
| 2.05%, 02/15/2028 |
2,720,000 | 2,741,760 | ||||||
| 2.25%, 02/15/2026 |
10,909,000 | 11,031,726 | ||||||
| 2.25%, 02/15/2026(2) |
13,200,000 | 13,348,500 | ||||||
| 2.55%, 02/15/2031 |
10,666,000 | 10,704,009 | ||||||
| 3.38%, 04/15/2029(2) |
5,800,000 | 6,050,850 | ||||||
| 3.38%, 04/15/2029 |
18,537,000 | 19,338,725 | ||||||
| 3.50%, 04/15/2031(2) |
5,800,000 | 6,116,881 | ||||||
| 3.50%, 04/15/2031 |
12,595,000 | 13,283,124 | ||||||
| 3.75%, 04/15/2027 |
41,685,000 | 45,923,978 | ||||||
| 3.88%, 04/15/2030 |
36,925,000 | 40,771,185 | ||||||
| 4.50%, 04/15/2050 |
2,613,000 | 3,046,153 | ||||||
| 4.75%, 02/01/2028 |
3,143,000 | 3,339,438 | ||||||
| Uber Technologies, Inc. |
||||||||
| 4.50%, 08/15/2029(2) |
3,060,000 | 3,081,038 | ||||||
| 6.25%, 01/15/2028(2) |
7,305,000 | 7,834,539 | ||||||
| 7.50%, 09/15/2027(2) |
1,395,000 | 1,523,166 | ||||||
| United Group BV |
||||||||
| 4.88%, 07/01/2024 |
EUR | 8,500,000 | 9,958,613 | |||||
| Univision Communications, Inc. |
||||||||
| 5.13%, 02/15/2025(2) |
$ | 7,686,000 | 7,798,216 | |||||
| 6.63%, 06/01/2027(2) |
6,678,000 | 7,253,978 | ||||||
| Verizon Communications, Inc. |
||||||||
| 1.75%, 01/20/2031 |
30,000,000 | 28,514,702 | ||||||
| 2.10%, 03/22/2028 |
4,545,000 | 4,613,584 | ||||||
| 2.36%, 03/15/2032(2) |
17,945,000 | 17,746,605 | ||||||
| 2.55%, 03/21/2031 |
25,540,000 | 25,853,897 | ||||||
| 2.65%, 11/20/2040 |
5,480,000 | 5,148,847 | ||||||
| 2.85%, 09/03/2041 |
3,760,000 | 3,669,647 | ||||||
| 2.99%, 10/30/2056 |
14,710,000 | 13,582,699 | ||||||
| 4.52%, 09/15/2048 |
895,000 | 1,098,259 | ||||||
| 4.75%, 11/01/2041 |
685,000 | 833,150 | ||||||
| 4.86%, 08/21/2046 |
1,175,000 | 1,496,354 | ||||||
| ViacomCBS, Inc. |
||||||||
| 4.20%, 05/19/2032 |
2,355,000 | 2,693,823 | ||||||
| 4.95%, 01/15/2031 |
10,430,000 | 12,460,219 | ||||||
| Virgin Media Secured Finance Plc |
||||||||
| 4.50%, 08/15/2030(2) |
8,680,000 | 8,821,050 | ||||||
| 5.50%, 05/15/2029(2) |
1,670,000 | 1,760,180 |
| Vmed O2 UK Financing I Plc |
||||||||
| 4.25%, 01/31/2031(2) |
2,915,000 | 2,907,713 | ||||||
| 4.75%, 07/15/2031(2) |
860,000 | 878,645 | ||||||
| Vodafone Group Plc |
||||||||
| 4.25%, 09/17/2050 |
3,955,000 | 4,557,770 | ||||||
| 4.38%, 05/30/2028 |
8,820,000 | 10,129,617 | ||||||
| 4.88%, 06/19/2049 |
6,963,000 | 8,681,781 | ||||||
| 5.25%, 05/30/2048 |
15,065,000 | 19,499,718 | ||||||
| Walt Disney Co. |
||||||||
| 3.60%, 01/13/2051 |
7,500,000 | 8,354,365 | ||||||
| Windstream Escrow LLC / Windstream Escrow Finance Corp. |
||||||||
| 7.75%, 08/15/2028(2) |
222,000 | 231,868 | ||||||
| Ziggo BV |
||||||||
| 5.50%, 01/15/2027(2) |
5,255,000 | 5,432,356 | ||||||
|
|
|
|||||||
| Total Communications |
|
1,487,082,937 | ||||||
|
|
|
|||||||
| Consumer, Cyclical – 3.07% |
||||||||
| 7-Eleven, Inc. |
||||||||
| 0.80%, 02/10/2024(2) |
24,535,000 | 24,522,487 | ||||||
| Air Canada |
||||||||
| 3.88%, 08/15/2026(2) |
1,900,000 | 1,917,195 | ||||||
| Air Canada 2015-2 Class B Pass Through Trust |
||||||||
| 5.00%, 12/15/2023(2) |
1,309,334 | 1,326,743 | ||||||
| Air Canada 2017-1 Class B Pass Through Trust |
||||||||
| 3.70%, 01/15/2026(2) |
10,446,905 | 10,197,317 | ||||||
| Alaska Airlines 2020-1 Class A Pass Through Trust |
||||||||
| 4.80%, 08/15/2027(2) |
1,423,890 | 1,585,544 | ||||||
| Alimentation Couche-Tard, Inc. |
||||||||
| 3.55%, 07/26/2027(2) |
3,000,000 | 3,303,708 | ||||||
| 3.80%, 01/25/2050(2) |
4,513,000 | 4,832,376 | ||||||
| American Airlines 2015-1 Class A Pass Through Trust |
||||||||
| 3.38%, 05/01/2027 |
491,150 | 496,562 | ||||||
| American Airlines 2015-2 Class B Pass Through Trust |
||||||||
| 4.40%, 09/22/2023 |
7,262,942 | 7,153,448 | ||||||
| American Airlines 2016-1 Class B Pass Through Trust |
||||||||
| 5.25%, 01/15/2024 |
333,818 | 329,530 | ||||||
| American Airlines 2016-2 Class B Pass Through Trust |
||||||||
| 4.38%, 06/15/2024(2) |
2,891,700 | 2,845,477 | ||||||
| American Airlines 2016-3 Class B Pass Through Trust |
||||||||
| 3.75%, 10/15/2025 |
2,448,382 | 2,360,128 | ||||||
| American Airlines 2017-2 Class A Pass Through Trust |
||||||||
| 3.60%, 10/15/2029 |
196,844 | 193,463 | ||||||
| American Airlines 2017-2 Class B Pass Through Trust |
||||||||
| 3.70%, 10/15/2025 |
1,313,244 | 1,269,298 | ||||||
| American Airlines 2019-1 Class B Pass Through Trust |
||||||||
| 3.85%, 02/15/2028 |
10,009,330 | 9,536,537 | ||||||
| American Airlines, Inc. |
||||||||
| 5.50%, 04/20/2026(2) |
2,130,000 | 2,239,162 | ||||||
| 5.75%, 04/20/2029(2) |
3,898,000 | 4,200,095 | ||||||
| American Honda Finance Corp. |
||||||||
| 0.55%, 07/12/2024 |
47,945,000 | 47,671,101 | ||||||
| AutoNation, Inc. |
||||||||
| 4.75%, 06/01/2030 |
1,030,000 | 1,200,887 | ||||||
| AutoZone, Inc. |
||||||||
| 3.63%, 04/15/2025 |
5,645,000 | 6,118,399 | ||||||
| 4.00%, 04/15/2030 |
8,465,000 | 9,598,139 | ||||||
| Bath & Body Works, Inc. |
||||||||
| 6.63%, 10/01/2030(2) |
3,790,000 | 4,301,650 | ||||||
| British Airways 2018-1 Class AA Pass Through Trust |
||||||||
| 3.80%, 09/20/2031(2) |
1,952,848 | 2,031,030 | ||||||
| British Airways 2019-1 Class A Pass Through Trust |
||||||||
| 3.35%, 06/15/2029(2) |
2,858,934 | 2,867,495 | ||||||
| British Airways 2019-1 Class AA Pass Through Trust |
||||||||
| 3.30%, 12/15/2032(2) |
381,223 | 386,373 | ||||||
| Caesars Entertainment, Inc. |
||||||||
| 6.25%, 07/01/2025(2) |
5,600,000 | 5,895,442 | ||||||
| Caesars Resort Collection LLC / CRC Finco, Inc. |
||||||||
| 5.75%, 07/01/2025(2) |
1,100,000 | 1,159,647 | ||||||
| Carnival Corp. |
||||||||
| 4.00%, 08/01/2028(2) |
12,385,000 | 12,508,850 | ||||||
| 11.50%, 04/01/2023(2) |
2,025,000 | 2,260,406 | ||||||
| Continental Airlines 2007-1 Class A Pass Through Trust |
||||||||
| 5.98%, 04/19/2022 |
2,222,572 | 2,251,494 | ||||||
| Daimler Finance North America LLC |
||||||||
| 1.02% (3 Month LIBOR USD + 0.90%), 02/15/2022(1)(2) |
4,620,000 | 4,634,370 | ||||||
| 2.45%, 03/02/2031(2) |
3,005,000 | 3,070,930 | ||||||
| Delta Air Lines, Inc. |
||||||||
| 3.63%, 03/15/2022 |
3,757,000 | 3,790,247 | ||||||
| 7.00%, 05/01/2025(2) |
4,067,000 | 4,743,139 | ||||||
| Dillard’s, Inc. |
||||||||
| 7.00%, 12/01/2028 |
380,000 | 447,258 | ||||||
| 7.75%, 07/15/2026 |
135,000 | 162,107 | ||||||
| 7.75%, 05/15/2027 |
85,000 | 101,700 | ||||||
| Dollar General Corp. |
||||||||
| 3.50%, 04/03/2030 |
3,125,000 | 3,437,375 | ||||||
| Ferguson Finance Plc |
||||||||
| 3.25%, 06/02/2030(2) |
1,720,000 | 1,837,762 | ||||||
| Ford Motor Co. |
||||||||
| 9.00%, 04/22/2025 |
445,000 | 535,126 | ||||||
| 9.63%, 04/22/2030 |
175,000 | 247,708 | ||||||
| Ford Motor Credit Co. LLC |
||||||||
| 0.00% (3 Month EURIBOR + 0.37%), 12/01/2021(1)(5) |
EUR | 610,000 | 705,887 | |||||
| 0.15% (3 Month EURIBOR + 0.70%), 12/01/2024(1)(5) |
2,000,000 | 2,275,430 | ||||||
| 0.18% (3 Month EURIBOR + 0.73%), 11/15/2023(1)(5) |
1,600,000 | 1,832,999 | ||||||
| 1.00% (3 Month LIBOR USD + 0.88%), 10/12/2021(1) |
$ | 3,390,000 | 3,389,999 | |||||
| 1.36% (3 Month LIBOR USD + 1.24%), 02/15/2023(1) |
500,000 | 498,013 | ||||||
| 1.40% (3 Month LIBOR USD + 1.27%), 03/28/2022(1) |
350,000 | 350,238 | ||||||
| 1.74%, 07/19/2024 |
EUR | 2,200,000 | 2,577,778 | |||||
| 2.33%, 11/25/2025 |
1,400,000 | 1,666,319 | ||||||
| 2.39%, 02/17/2026 |
300,000 | 357,965 | ||||||
| 2.75%, 06/14/2024 |
GBP | 200,000 | 272,190 | |||||
| 2.98%, 08/03/2022 |
$ | 800,000 | 808,728 | |||||
| 3.02%, 03/06/2024 |
EUR | 4,400,000 | 5,312,393 | |||||
| 3.09%, 01/09/2023 |
$ | 22,700,000 | 23,033,690 | |||||
| 3.10%, 05/04/2023 |
3,600,000 | 3,658,500 | ||||||
| 3.22%, 01/09/2022 |
8,485,000 | 8,506,212 | ||||||
| 3.25%, 09/15/2025 |
EUR | 3,090,000 | 3,811,698 | |||||
| 3.34%, 03/28/2022 |
$ | 39,862,000 | 40,086,423 | |||||
| 3.35%, 11/01/2022 |
5,600,000 | 5,698,616 | ||||||
| 3.37%, 11/17/2023 |
1,000,000 | 1,024,900 | ||||||
| 3.38%, 11/13/2025 |
1,800,000 | 1,849,500 | ||||||
| 3.55%, 10/07/2022 |
4,200,000 | 4,278,750 | ||||||
| 3.63%, 06/17/2031 |
3,100,000 | 3,119,375 | ||||||
| 3.66%, 09/08/2024 |
5,850,000 | 6,040,125 | ||||||
| 3.81%, 01/09/2024 |
2,900,000 | 2,994,250 | ||||||
| 3.81%, 10/12/2021 |
4,810,000 | 4,812,405 | ||||||
| 4.25%, 09/20/2022 |
2,100,000 | 2,147,775 | ||||||
| 4.38%, 08/06/2023 |
2,000,000 | 2,082,720 | ||||||
| 4.39%, 01/08/2026 |
3,400,000 | 3,625,250 | ||||||
| 4.54%, 03/06/2025 |
GBP | 1,800,000 | 2,581,093 | |||||
| 5.13%, 06/16/2025 |
$ | 2,500,000 | 2,715,625 | |||||
| 5.58%, 03/18/2024 |
3,000,000 | 3,224,520 | ||||||
| 5.60%, 01/07/2022 |
24,264,000 | 24,553,955 | ||||||
| General Motors Co. |
||||||||
| 5.20%, 04/01/2045 |
28,550,000 | 34,766,621 | ||||||
| 5.40%, 04/01/2048 |
1,330,000 | 1,649,142 | ||||||
| 6.25%, 10/02/2043 |
65,000 | 87,552 | ||||||
| General Motors Financial Co., Inc. |
||||||||
| 1.05%, 03/08/2024 |
5,995,000 | 6,020,966 | ||||||
| 3.15%, 06/30/2022 |
3,715,000 | 3,781,793 | ||||||
| 3.45%, 04/10/2022 |
1,470,000 | 1,485,360 | ||||||
| 4.00%, 10/06/2026 |
1,590,000 | 1,751,042 | ||||||
| 4.20%, 11/06/2021 |
2,110,000 | 2,117,445 | ||||||
| 4.30%, 07/13/2025 |
540,000 | 592,549 | ||||||
| 4.35%, 04/09/2025 |
4,495,000 | 4,935,607 | ||||||
| 5.10%, 01/17/2024 |
13,185,000 | 14,393,820 | ||||||
| Genm Capital Labuan Ltd. |
||||||||
| 3.88%, 04/19/2031(2) |
10,990,000 | 10,874,985 | ||||||
| Goodyear Tire & Rubber Co. |
||||||||
| 5.00%, 07/15/2029(2) |
2,715,000 | 2,881,294 | ||||||
| Hasbro, Inc. |
||||||||
| 3.55%, 11/19/2026 |
5,270,000 | 5,736,851 | ||||||
| Hilton Domestic Operating Co., Inc. |
||||||||
| 3.63%, 02/15/2032(2) |
7,388,000 | 7,277,180 | ||||||
| 3.75%, 05/01/2029(2) |
18,012,000 | 18,192,120 | ||||||
| 4.00%, 05/01/2031(2) |
16,300,000 | 16,544,500 | ||||||
| Hyatt Hotels Corp. |
||||||||
| 3.12% (3 Month LIBOR USD + 3.00%), 09/01/2022(1) |
5,000,000 | 5,006,000 | ||||||
| Hyundai Capital America |
||||||||
| 0.80%, 04/03/2023(2) |
8,370,000 | 8,373,068 | ||||||
| 1.15%, 11/10/2022(2) |
30,000,000 | 30,166,156 | ||||||
| 1.80%, 10/15/2025(2) |
5,395,000 | 5,447,940 | ||||||
| 2.10%, 09/15/2028(2) |
6,385,000 | 6,292,699 | ||||||
| InterContinental Hotels Group Plc |
||||||||
| 2.13%, 05/15/2027 |
EUR | 200,000 | 248,241 | |||||
| JetBlue 2019-1 Class AA Pass Through Trust |
||||||||
| 2.75%, 05/15/2032 |
$ | 657,325 | 660,178 | |||||
| JetBlue 2020-1 Class A Pass Through Trust |
||||||||
| 4.00%, 11/15/2032 |
3,385,485 | 3,681,572 | ||||||
| JMH Co. Ltd. |
||||||||
| 2.50%, 04/09/2031 |
7,704,000 | 7,655,319 | ||||||
| Las Vegas Sands Corp. |
||||||||
| 3.20%, 08/08/2024 |
1,400,000 | 1,437,448 | ||||||
| 3.50%, 08/18/2026 |
1,965,000 | 2,007,144 | ||||||
| 3.90%, 08/08/2029 |
1,200,000 | 1,223,178 | ||||||
| Lennar Corp. |
||||||||
| 4.75%, 11/29/2027 |
4,275,000 | 4,953,443 | ||||||
| 4.88%, 12/15/2023 |
510,000 | 550,178 | ||||||
| Lithia Motors, Inc. |
||||||||
| 3.88%, 06/01/2029(2) |
3,540,000 | 3,674,378 | ||||||
| Magna International, Inc. |
||||||||
| 4.15%, 10/01/2025 |
665,000 | 737,254 | ||||||
| Marriott International, Inc. |
||||||||
| 2.75%, 10/15/2033 |
5,315,000 | 5,196,854 | ||||||
| 2.85%, 04/15/2031 |
7,650,000 | 7,747,779 |
| 3.13%, 02/15/2023 |
1,360,000 | 1,393,804 | ||||||
| 3.50%, 10/15/2032 |
6,200,000 | 6,587,154 | ||||||
| 3.75%, 10/01/2025 |
880,000 | 946,075 | ||||||
| 4.63%, 06/15/2030 |
11,174,000 | 12,765,888 | ||||||
| 5.75%, 05/01/2025 |
1,399,000 | 1,599,869 | ||||||
| Marriott Ownership Resorts, Inc. |
||||||||
| 4.50%, 06/15/2029(2) |
745,000 | 754,313 | ||||||
| 6.13%, 09/15/2025(2) |
590,000 | 623,188 | ||||||
| MDC Holdings, Inc. |
||||||||
| 6.00%, 01/15/2043 |
7,970,000 | 10,034,230 | ||||||
| Melco Resorts Finance Ltd. |
||||||||
| 5.38%, 12/04/2029(2) |
2,900,000 | 2,947,850 | ||||||
| Meritage Homes Corp. |
||||||||
| 3.88%, 04/15/2029(2) |
4,635,000 | 4,866,750 | ||||||
| MGM China Holdings Ltd. |
||||||||
| 5.25%, 06/18/2025(2) |
2,100,000 | 2,115,750 | ||||||
| 5.88%, 05/15/2026(2) |
700,000 | 712,250 | ||||||
| MGM Resorts International |
||||||||
| 7.75%, 03/15/2022 |
9,879,000 | 10,150,673 | ||||||
| Michaels Companies, Inc. |
||||||||
| 5.25%, 05/01/2028(2) |
6,795,000 | 7,009,043 | ||||||
| 7.88%, 05/01/2029(2) |
1,350,000 | 1,402,954 | ||||||
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. |
||||||||
| 6.50%, 06/20/2027(2) |
9,040,000 | 9,830,277 | ||||||
| Mitchells & Butlers Finance Plc |
||||||||
| 0.57% (3 Month LIBOR USD + 0.45%), 12/15/2030(1) |
7,959,679 | 7,521,897 | ||||||
| 6.01%, 12/15/2028 |
GBP | 293,121 | 431,182 | |||||
| NCL Corp. Ltd. |
||||||||
| 5.88%, 03/15/2026(2) |
$ | 1,420,000 | 1,455,500 | |||||
| Nissan Motor Acceptance Co. LLC |
||||||||
| 1.02% (3 Month LIBOR USD + 0.89%), 01/13/2022(1)(2) |
791,000 | 792,312 | ||||||
| 1.13%, 09/16/2024(2) |
5,200,000 | 5,190,224 | ||||||
| 1.85%, 09/16/2026(2) |
45,200,000 | 44,730,986 | ||||||
| 2.00%, 03/09/2026(2) |
14,300,000 | 14,333,451 | ||||||
| 2.45%, 09/15/2028(2) |
4,800,000 | 4,746,314 | ||||||
| 2.75%, 03/09/2028(2) |
14,600,000 | 14,757,105 | ||||||
| Nissan Motor Co. Ltd. |
||||||||
| 3.52%, 09/17/2025(2) |
1,400,000 | 1,488,424 | ||||||
| 4.35%, 09/17/2027(2) |
10,500,000 | 11,535,947 | ||||||
| 4.81%, 09/17/2030(2) |
55,500,000 | 62,420,924 | ||||||
| PetSmart, Inc. / PetSmart Finance Corp. |
||||||||
| 4.75%, 02/15/2028(2) |
2,840,000 | 2,918,100 | ||||||
| QVC, Inc. |
||||||||
| 4.38%, 03/15/2023 |
920,000 | 959,560 | ||||||
| Ross Stores, Inc. |
||||||||
| 1.88%, 04/15/2031 |
5,120,000 | 4,940,568 | ||||||
| Royal Caribbean Cruises Ltd. |
||||||||
| 5.50%, 04/01/2028(2) |
2,075,000 | 2,122,329 | ||||||
| 9.13%, 06/15/2023(2) |
370,000 | 402,118 | ||||||
| 10.88%, 06/01/2023(2) |
5,469,000 | 6,125,280 | ||||||
| 11.50%, 06/01/2025(2) |
3,158,000 | 3,603,278 | ||||||
| Sands China Ltd. |
||||||||
| 2.85%, 03/08/2029(2) |
2,000,000 | 1,924,760 | ||||||
| 3.25%, 08/08/2031(2) |
1,900,000 | 1,832,474 | ||||||
| 3.80%, 01/08/2026 |
2,000,000 | 2,061,400 | ||||||
| 4.38%, 06/18/2030 |
1,000,000 | 1,044,270 | ||||||
| 5.13%, 08/08/2025 |
10,423,000 | 11,223,069 | ||||||
| 5.40%, 08/08/2028 |
2,000,000 | 2,208,720 | ||||||
| Southwest Airlines Co. 2007-1 Pass Through Trust |
||||||||
| 6.65%, 08/01/2022 |
28,131 | 28,443 | ||||||
| Tenneco, Inc. |
||||||||
| 5.13%, 04/15/2029(2) |
995,000 | 1,017,388 | ||||||
| 7.88%, 01/15/2029(2) |
1,500,000 | 1,674,375 | ||||||
| Toyota Motor Credit Corp. |
||||||||
| 2.65%, 04/12/2022 |
17,580,000 | 17,804,864 | ||||||
| Travel + Leisure Co. |
||||||||
| 4.25%, 03/01/2022 |
40,000 | 40,060 | ||||||
| 6.00%, 04/01/2027 |
6,035,000 | 6,688,135 | ||||||
| 6.60%, 10/01/2025 |
1,120,000 | 1,258,578 | ||||||
| United Airlines 2018-1 Class A Pass Through Trust |
||||||||
| 3.70%, 03/01/2030 |
549,554 | 556,392 | ||||||
| United Airlines 2018-1 Class B Pass Through Trust |
||||||||
| 4.60%, 03/01/2026 |
4,958,498 | 5,104,964 | ||||||
| United Airlines 2019-1 Class AA Pass Through Trust |
||||||||
| 4.15%, 08/25/2031 |
573,620 | 617,215 | ||||||
| United Airlines 2019-2 Class A Pass Through Trust |
||||||||
| 2.90%, 05/01/2028 |
1,428,747 | 1,420,946 | ||||||
| United Airlines 2019-2 Class AA Pass Through Trust |
||||||||
| 2.70%, 05/01/2032 |
893,828 | 903,603 | ||||||
| United Airlines 2020-1 Class A Pass Through Trust |
||||||||
| 5.88%, 10/15/2027 |
14,190,368 | 15,879,624 | ||||||
| United Airlines, Inc. |
||||||||
| 4.38%, 04/15/2026(2) |
775,000 | 795,344 | ||||||
| 4.63%, 04/15/2029(2) |
6,215,000 | 6,422,892 | ||||||
| US Airways 2011-1 Class A Pass Through Trust |
||||||||
| 7.13%, 10/22/2023 |
1,228,172 | 1,307,037 |
| US Airways 2013-1 Class A Pass Through Trust |
||||||||
| 3.95%, 11/15/2025 |
1,235,175 | 1,257,654 | ||||||
| Vail Resorts, Inc. |
||||||||
| 6.25%, 05/15/2025(2) |
330,000 | 348,975 | ||||||
| Volkswagen Group of America Finance LLC |
||||||||
| 0.88%, 11/22/2023(2) |
35,590,000 | 35,768,464 | ||||||
| 1.63%, 11/24/2027(2) |
4,030,000 | 3,986,926 | ||||||
| 2.70%, 09/26/2022(2) |
6,040,000 | 6,176,180 | ||||||
| 3.20%, 09/26/2026(2) |
2,970,000 | 3,178,326 | ||||||
| 3.35%, 05/13/2025(2) |
16,230,000 | 17,351,652 | ||||||
| 4.63%, 11/13/2025(2) |
6,525,000 | 7,335,849 | ||||||
| Wolverine World Wide, Inc. |
||||||||
| 4.00%, 08/15/2029(2) |
2,365,000 | 2,388,650 | ||||||
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. |
||||||||
| 5.25%, 05/15/2027(2) |
900,000 | 908,982 | ||||||
| 5.50%, 03/01/2025(2) |
300,000 | 306,000 | ||||||
| Wynn Macau Ltd. |
||||||||
| 5.13%, 12/15/2029(2) |
600,000 | 564,000 | ||||||
| 5.50%, 01/15/2026(2) |
2,600,000 | 2,522,000 | ||||||
| 5.50%, 10/01/2027(2) |
2,000,000 | 1,910,000 | ||||||
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. |
||||||||
| 7.75%, 04/15/2025(2) |
1,800,000 | 1,899,036 | ||||||
| Yum! Brands, Inc. |
||||||||
| 4.75%, 01/15/2030(2) |
750,000 | 812,865 | ||||||
| 7.75%, 04/01/2025(2) |
1,050,000 | 1,122,686 | ||||||
|
|
|
|||||||
| Total Consumer, Cyclical |
|
1,031,477,047 | ||||||
|
|
|
|||||||
| Consumer, Non-cyclical – 4.74% |
||||||||
| AA Bond Co. Ltd. |
||||||||
| 2.88%, 01/31/2022 |
GBP | 5,547,000 | 7,482,847 | |||||
| 4.88%, 07/31/2024 |
1,000,000 | 1,439,492 | ||||||
| AbbVie, Inc. |
||||||||
| 2.85%, 05/14/2023 |
$ | 1,000,000 | 1,034,541 | |||||
| 2.95%, 11/21/2026 |
27,000,000 | 28,920,943 | ||||||
| 3.20%, 11/21/2029 |
8,770,000 | 9,449,773 | ||||||
| 3.45%, 03/15/2022 |
29,820,000 | 30,086,357 | ||||||
| 3.80%, 03/15/2025 |
3,618,000 | 3,928,615 | ||||||
| 4.05%, 11/21/2039 |
8,254,000 | 9,485,568 | ||||||
| 4.25%, 11/14/2028 |
4,500,000 | 5,183,648 | ||||||
| 4.25%, 11/21/2049 |
8,900,000 | 10,541,631 | ||||||
| 4.40%, 11/06/2042 |
7,147,000 | 8,537,676 | ||||||
| 4.45%, 05/14/2046 |
2,355,000 | 2,837,873 | ||||||
| 4.50%, 05/14/2035 |
6,925,000 | 8,277,869 | ||||||
| 4.55%, 03/15/2035 |
3,300,000 | 3,954,755 | ||||||
| 4.70%, 05/14/2045 |
5,020,000 | 6,193,262 | ||||||
| 4.88%, 11/14/2048 |
8,355,000 | 10,717,815 | ||||||
| Adani Ports & Special Economic Zone Ltd. |
||||||||
| 4.20%, 08/04/2027(2) |
4,985,000 | 5,228,916 | ||||||
| Aetna, Inc. |
||||||||
| 2.80%, 06/15/2023 |
2,000,000 | 2,070,520 | ||||||
| 3.50%, 11/15/2024 |
3,370,000 | 3,623,428 | ||||||
| Albertsons Companies, Inc. |
||||||||
| 4.88%, 02/15/2030(2) |
2,310,000 | 2,489,025 | ||||||
| Anheuser-Busch InBev Worldwide, Inc. |
||||||||
| 4.50%, 06/01/2050 |
26,670,000 | 31,836,556 | ||||||
| 4.60%, 04/15/2048 |
7,200,000 | 8,595,537 | ||||||
| 4.70%, 02/01/2036 |
3,200,000 | 3,867,010 | ||||||
| 4.90%, 02/01/2046 |
4,455,000 | 5,476,152 | ||||||
| Anthem, Inc. |
||||||||
| 2.55%, 03/15/2031 |
2,000,000 | 2,055,546 | ||||||
| 3.65%, 12/01/2027 |
2,580,000 | 2,866,038 | ||||||
| Ascension Health |
||||||||
| 3.95%, 11/15/2046 |
825,000 | 989,633 | ||||||
| Astrazeneca Finance LLC |
||||||||
| 1.75%, 05/28/2028 |
5,860,000 | 5,894,083 | ||||||
| 2.25%, 05/28/2031 |
1,895,000 | 1,924,776 | ||||||
| Bacardi Ltd. |
||||||||
| 4.45%, 05/15/2025(2) |
13,995,000 | 15,424,881 | ||||||
| 4.70%, 05/15/2028(2) |
2,047,000 | 2,364,486 | ||||||
| 5.30%, 05/15/2048(2) |
2,730,000 | 3,559,787 | ||||||
| Baptist Healthcare System Obligated Group |
||||||||
| 3.54%, 08/15/2050 |
8,700,000 | 9,389,682 | ||||||
| BAT Capital Corp. |
||||||||
| 2.73%, 03/25/2031 |
29,370,000 | 28,922,571 | ||||||
| 3.56%, 08/15/2027 |
17,990,000 | 19,383,039 | ||||||
| 4.39%, 08/15/2037 |
1,020,000 | 1,095,514 | ||||||
| 4.54%, 08/15/2047 |
10,555,000 | 10,934,514 | ||||||
| 4.70%, 04/02/2027 |
4,000,000 | 4,518,686 | ||||||
| BAT International Finance Plc |
||||||||
| 1.67%, 03/25/2026 |
1,870,000 | 1,871,042 | ||||||
| Bausch Health Americas, Inc. |
||||||||
| 8.50%, 01/31/2027(2) |
1,395,000 | 1,485,954 | ||||||
| Bausch Health Companies, Inc. |
||||||||
| 4.88%, 06/01/2028(2) |
995,000 | 1,031,069 | ||||||
| Bayer US Finance II LLC |
||||||||
| 2.85%, 04/15/2025(2) |
8,635,000 | 8,943,734 | ||||||
| 3.38%, 07/15/2024(2) |
5,915,000 | 6,253,375 | ||||||
| 4.25%, 12/15/2025(2) |
5,060,000 | 5,593,566 | ||||||
| 4.38%, 12/15/2028(2) |
6,085,000 | 6,889,255 | ||||||
| 4.40%, 07/15/2044(2) |
4,200,000 | 4,761,255 | ||||||
| 4.88%, 06/25/2048(2) |
11,025,000 | 13,490,584 | ||||||
| Bayer US Finance LLC |
||||||||
| 3.38%, 10/08/2024(2) |
5,000,000 | 5,326,198 | ||||||
| Becton Dickinson & Co. |
||||||||
| 1.96%, 02/11/2031 |
7,035,000 | 6,841,596 | ||||||
| 2.82%, 05/20/2030 |
31,645,000 | 33,158,297 | ||||||
| 3.36%, 06/06/2024 |
864,000 | 918,664 | ||||||
| 3.70%, 06/06/2027 |
9,547,000 | 10,572,223 | ||||||
| 3.73%, 12/15/2024 |
427,000 | 461,426 | ||||||
| 3.79%, 05/20/2050 |
5,285,000 | 5,904,861 | ||||||
| 4.67%, 06/06/2047 |
3,490,000 | 4,357,297 | ||||||
| 7.00%, 08/01/2027 |
361,000 | 461,195 | ||||||
| Bon Secours Mercy Health, Inc. |
||||||||
| 3.21%, 06/01/2050 |
4,000,000 | 4,193,601 | ||||||
| Cardinal Health, Inc. |
||||||||
| 4.37%, 06/15/2047 |
4,120,000 | 4,625,441 | ||||||
| 4.50%, 11/15/2044 |
905,000 | 1,023,782 | ||||||
| 4.90%, 09/15/2045 |
960,000 | 1,145,960 | ||||||
| Catalent Pharma Solutions, Inc. |
||||||||
| 3.50%, 04/01/2030(2) |
3,047,000 | 3,047,000 | ||||||
| Centene Corp. |
||||||||
| 2.45%, 07/15/2028 |
39,238,000 | 39,434,190 | ||||||
| 2.50%, 03/01/2031 |
17,385,000 | 17,145,956 | ||||||
| 2.63%, 08/01/2031 |
20,095,000 | 19,959,158 | ||||||
| 3.00%, 10/15/2030 |
18,908,000 | 19,380,700 | ||||||
| 3.38%, 02/15/2030 |
7,485,000 | 7,749,220 | ||||||
| 4.25%, 12/15/2027 |
9,430,000 | 9,869,909 | ||||||
| 4.63%, 12/15/2029 |
4,275,000 | 4,658,895 | ||||||
| China Mengniu Dairy Co. Ltd. |
||||||||
| 2.50%, 06/17/2030 |
1,870,000 | 1,853,264 | ||||||
| Chobani LLC / Chobani Finance Corp., Inc. |
||||||||
| 4.63%, 11/15/2028(2) |
4,020,000 | 4,150,650 | ||||||
| CHS/Community Health Systems, Inc. |
||||||||
| 4.75%, 02/15/2031(2) |
6,600,000 | 6,641,250 | ||||||
| 5.63%, 03/15/2027(2) |
17,473,000 | 18,296,502 | ||||||
| 6.00%, 01/15/2029(2) |
3,730,000 | 3,953,800 | ||||||
| 6.63%, 02/15/2025(2) |
4,606,000 | 4,819,027 | ||||||
| 8.00%, 03/15/2026(2) |
4,312,000 | 4,572,768 | ||||||
| Cigna Corp. |
||||||||
| 2.38%, 03/15/2031 |
3,985,000 | 4,021,224 | ||||||
| 3.40%, 03/01/2027 |
6,858,000 | 7,494,138 | ||||||
| 3.40%, 03/15/2051 |
2,368,000 | 2,434,134 | ||||||
| 4.38%, 10/15/2028 |
24,030,000 | 27,769,421 | ||||||
| 4.80%, 08/15/2038 |
2,350,000 | 2,876,054 | ||||||
| CommonSpirit Health |
||||||||
| 1.55%, 10/01/2025 |
3,450,000 | 3,464,501 | ||||||
| 2.78%, 10/01/2030 |
7,175,000 | 7,388,552 | ||||||
| 3.35%, 10/01/2029 |
3,390,000 | 3,644,656 | ||||||
| 3.91%, 10/01/2050 |
8,700,000 | 9,504,350 | ||||||
| CoStar Group, Inc. |
||||||||
| 2.80%, 07/15/2030(2) |
11,000,000 | 11,187,784 | ||||||
| CVS Health Corp. |
||||||||
| 1.30%, 08/21/2027 |
14,125,000 | 13,904,144 | ||||||
| 1.88%, 02/28/2031 |
4,335,000 | 4,187,953 | ||||||
| 2.70%, 08/21/2040 |
1,030,000 | 982,868 | ||||||
| 3.25%, 08/15/2029 |
6,270,000 | 6,739,247 | ||||||
| 4.25%, 04/01/2050 |
500,000 | 588,770 | ||||||
| 4.30%, 03/25/2028 |
3,882,000 | 4,428,023 | ||||||
| 4.75%, 12/01/2022(2) |
56,000 | 58,131 | ||||||
| 5.05%, 03/25/2048 |
36,475,000 | 46,950,701 | ||||||
| 5.13%, 07/20/2045 |
2,250,000 | 2,899,639 | ||||||
| CVS Pass-Through Trust |
||||||||
| 5.77%, 01/10/2033(2) |
59,967 | 70,809 | ||||||
| 5.77%, 01/10/2033 |
2,202,047 | 2,600,168 | ||||||
| 6.04%, 12/10/2028 |
1,161,511 | 1,355,470 | ||||||
| CVS Pass-Through Trust Series 2014 |
||||||||
| 4.16%, 08/11/2036(2) |
9,873,238 | 10,819,100 | ||||||
| DP World Crescent Ltd. |
||||||||
| 4.85%, 09/26/2028 |
1,250,000 | 1,424,413 | ||||||
| Elanco Animal Health, Inc. |
||||||||
| 5.27%, 08/28/2023 |
2,840,000 | 3,026,673 | ||||||
| Element Fleet Management Corp. |
||||||||
| 1.60%, 04/06/2024(2) |
2,195,000 | 2,226,574 | ||||||
| Endo Dac / Endo Finance LLC / Endo Finco, Inc. |
||||||||
| 6.00%, 06/30/2028(2) |
4,740,000 | 3,389,100 | ||||||
| ERAC USA Finance LLC |
||||||||
| 3.80%, 11/01/2025(2) |
4,605,000 | 5,039,276 | ||||||
| Fomento Economico Mexicano SAB de CV |
||||||||
| 3.50%, 01/16/2050 |
8,105,000 | 8,479,694 | ||||||
| Ford Foundation |
||||||||
| 2.82%, 06/01/2070 |
880,000 | 871,622 | ||||||
| Fresenius Medical Care US Finance III, Inc. |
||||||||
| 1.88%, 12/01/2026(2) |
9,545,000 | 9,591,800 | ||||||
| 2.38%, 02/16/2031(2) |
10,000,000 | 9,703,098 | ||||||
| Gilead Sciences, Inc. |
||||||||
| 4.60%, 09/01/2035 |
9,201,000 | 11,156,783 |
| GlaxoSmithKline Capital Plc |
||||||||
| 0.53%, 10/01/2023 |
35,910,000 | 35,967,237 | ||||||
| Greene King Finance Plc |
||||||||
| 4.06%, 03/15/2035 |
GBP | 3,435,750 | 5,020,925 | |||||
| 5.11%, 03/15/2034 |
448,133 | 690,940 | ||||||
| Hackensack Meridian Health, Inc. |
||||||||
| 2.88%, 09/01/2050 |
$ | 5,750,000 | 5,703,520 | |||||
| HCA, Inc. |
||||||||
| 3.50%, 09/01/2030 |
8,364,000 | 8,860,738 | ||||||
| 4.13%, 06/15/2029 |
26,998,000 | 30,157,356 | ||||||
| 4.50%, 02/15/2027 |
5,000,000 | 5,628,532 | ||||||
| 5.00%, 03/15/2024 |
9,880,000 | 10,843,090 | ||||||
| 5.25%, 04/15/2025 |
6,314,000 | 7,157,256 | ||||||
| 5.25%, 06/15/2049 |
29,940,000 | 38,213,900 | ||||||
| 5.88%, 05/01/2023 |
844,000 | 907,317 | ||||||
| 7.58%, 09/15/2025 |
1,322,000 | 1,591,357 | ||||||
| 7.69%, 06/15/2025 |
840,000 | 1,009,781 | ||||||
| Humana, Inc. |
||||||||
| 2.15%, 02/03/2032 |
7,310,000 | 7,140,938 | ||||||
| 3.15%, 12/01/2022 |
1,302,000 | 1,335,123 | ||||||
| 3.85%, 10/01/2024 |
4,014,000 | 4,343,336 | ||||||
| 3.95%, 03/15/2027 |
6,255,000 | 6,978,288 | ||||||
| 4.88%, 04/01/2030 |
14,535,000 | 17,260,502 | ||||||
| IHS Markit Ltd. |
||||||||
| 4.00%, 03/01/2026(2) |
6,401,000 | 7,042,444 | ||||||
| 4.25%, 05/01/2029 |
2,585,000 | 2,945,918 | ||||||
| 4.75%, 02/15/2025(2) |
5,920,000 | 6,549,414 | ||||||
| 4.75%, 08/01/2028 |
3,425,000 | 4,010,161 | ||||||
| 5.00%, 11/01/2022(2) |
10,211,000 | 10,579,617 | ||||||
| Illumina, Inc. |
||||||||
| 2.55%, 03/23/2031 |
11,640,000 | 11,747,731 | ||||||
| Imperial Brands Finance Plc |
||||||||
| 3.13%, 07/26/2024(2) |
10,790,000 | 11,353,098 | ||||||
| 3.50%, 07/26/2026(2) |
8,675,000 | 9,283,891 | ||||||
| 4.25%, 07/21/2025(2) |
4,170,000 | 4,546,206 | ||||||
| Integris Baptist Medical Center, Inc. |
||||||||
| 3.88%, 08/15/2050 |
7,000,000 | 7,850,654 | ||||||
| IQVIA, Inc. |
||||||||
| 2.88%, 09/15/2025(2) |
EUR | 100,000 | 116,631 | |||||
| 2.88%, 06/15/2028 |
4,000,000 | 4,760,865 | ||||||
| JBS USA LUX SA |
||||||||
| 3.75%, 12/01/2031(2) |
$ | 3,090,000 | 3,215,238 | |||||
| 5.50%, 01/15/2030(2) |
5,532,000 | 6,152,801 | ||||||
| 6.50%, 04/15/2029(2) |
6,985,000 | 7,805,737 | ||||||
| 6.75%, 02/15/2028(2) |
8,130,000 | 8,810,969 | ||||||
| JDE Peet’s NV |
||||||||
| 2.25%, 09/24/2031(2) |
4,500,000 | 4,399,433 | ||||||
| Kimberly-Clark de Mexico SAB de CV |
||||||||
| 2.43%, 07/01/2031(2) |
8,765,000 | 8,736,075 | ||||||
| Kraft Heinz Foods Co. |
||||||||
| 3.88%, 05/15/2027 |
23,873,000 | 26,067,232 | ||||||
| 4.25%, 03/01/2031 |
11,316,000 | 12,792,977 | ||||||
| 4.38%, 06/01/2046 |
21,930,000 | 24,952,390 | ||||||
| 4.88%, 10/01/2049 |
7,855,000 | 9,560,281 | ||||||
| 5.00%, 06/04/2042 |
5,436,000 | 6,666,383 | ||||||
| 5.50%, 06/01/2050 |
1,086,000 | 1,432,836 | ||||||
| Mass General Brigham, Inc. |
||||||||
| 3.34%, 07/01/2060 |
3,500,000 | 3,742,151 | ||||||
| Massachusetts Institute of Technology |
||||||||
| 4.68%, 07/01/2114 |
45,000 | 65,283 | ||||||
| 5.60%, 07/01/2111 |
72,000 | 124,064 | ||||||
| Molina Healthcare, Inc. |
||||||||
| 3.88%, 11/15/2030(2) |
2,706,000 | 2,827,770 | ||||||
| 4.38%, 06/15/2028(2) |
4,418,000 | 4,596,399 | ||||||
| 5.38%, 11/15/2022 |
1,913,000 | 1,972,207 | ||||||
| Mozart Debt Merger Sub, Inc. |
||||||||
| 3.88%, 04/01/2029(2) |
15,184,000 | 15,184,000 | ||||||
| Natura Cosmeticos SA |
||||||||
| 4.13%, 05/03/2028(2) |
5,270,000 | 5,334,557 | ||||||
| NBM US Holdings, Inc. |
||||||||
| 7.00%, 05/14/2026(2) |
8,095,000 | 8,613,080 | ||||||
| Nestle Holdings, Inc. |
||||||||
| 0.38%, 01/15/2024(2) |
48,380,000 | 48,195,357 | ||||||
| New York & Presbyterian Hospital |
||||||||
| 3.56%, 08/01/2036 |
2,630,000 | 2,892,554 | ||||||
| Organon & Co. / Organon Foreign Debt Co.-Issuer BV |
||||||||
| 4.13%, 04/30/2028(2) |
2,155,000 | 2,198,100 | ||||||
| Ortho-Clinical Diagnostics, Inc. |
||||||||
| 7.25%, 02/01/2028(2) |
566,000 | 605,691 | ||||||
| 7.38%, 06/01/2025(2) |
230,000 | 242,650 | ||||||
| PepsiCo, Inc. |
||||||||
| 0.40%, 10/07/2023 |
2,043,000 | 2,048,050 | ||||||
| PerkinElmer, Inc. |
||||||||
| 1.90%, 09/15/2028 |
5,510,000 | 5,468,914 | ||||||
| 2.25%, 09/15/2031 |
5,240,000 | 5,169,193 | ||||||
| 2.55%, 03/15/2031 |
11,115,000 | 11,264,804 | ||||||
| 3.30%, 09/15/2029 |
1,865,000 | 2,010,731 |
| Perrigo Finance Unlimited Co. |
||||||||
| 3.15%, 06/15/2030 |
7,590,000 | 7,851,015 | ||||||
| 4.38%, 03/15/2026 |
7,302,000 | 7,866,204 | ||||||
| Pilgrim’s Pride Corp. |
||||||||
| 3.50%, 03/01/2032(2) |
5,650,000 | 5,745,344 | ||||||
| 5.88%, 09/30/2027(2) |
530,000 | 563,523 | ||||||
| Pomona College |
||||||||
| 2.89%, 01/01/2051 |
3,570,000 | 3,701,431 | ||||||
| Post Holdings, Inc. |
||||||||
| 4.50%, 09/15/2031(2) |
1,250,000 | 1,235,163 | ||||||
| 4.63%, 04/15/2030(2) |
10,565,000 | 10,646,667 | ||||||
| Prime Security Services Borrower LLC / Prime Finance, Inc. |
||||||||
| 5.75%, 04/15/2026(2) |
1,360,000 | 1,471,194 | ||||||
| Reynolds American, Inc. |
||||||||
| 4.45%, 06/12/2025 |
10,905,000 | 12,021,899 | ||||||
| 5.70%, 08/15/2035 |
6,650,000 | 7,959,186 | ||||||
| 5.85%, 08/15/2045 |
9,235,000 | 11,080,678 | ||||||
| Rockefeller Foundation |
||||||||
| 2.49%, 10/01/2050 |
7,900,000 | 7,708,218 | ||||||
| Shanghai Port Group BVI Development 2 Co. Ltd. |
||||||||
| 2.38%, 07/13/2030 |
1,910,000 | 1,907,172 | ||||||
| Shanghai Port Group BVI Development Co. Ltd. |
||||||||
| 2.85%, 09/11/2029 |
3,765,000 | 3,893,538 | ||||||
| 3.38%, 06/18/2029 |
4,690,000 | 5,018,253 | ||||||
| Smithfield Foods, Inc. |
||||||||
| 2.63%, 09/13/2031(2) |
10,000,000 | 9,721,600 | ||||||
| 3.00%, 10/15/2030(2) |
925,000 | 931,055 | ||||||
| 4.25%, 02/01/2027(2) |
1,290,000 | 1,410,312 | ||||||
| Sutter Health |
||||||||
| 3.16%, 08/15/2040 |
4,700,000 | 4,877,339 | ||||||
| 3.36%, 08/15/2050 |
11,400,000 | 12,058,689 | ||||||
| Tenet Healthcare Corp. |
||||||||
| 4.63%, 07/15/2024 |
27,000 | 27,405 | ||||||
| Teva Pharmaceutical Finance Co. BV |
||||||||
| 2.95%, 12/18/2022 |
1,350,000 | 1,360,125 | ||||||
| Teva Pharmaceutical Finance Netherlands II BV |
||||||||
| 1.25%, 03/31/2023 |
EUR | 300,000 | 341,424 | |||||
| 3.25%, 04/15/2022 |
1,300,000 | 1,513,170 | ||||||
| Teva Pharmaceutical Finance Netherlands III BV |
||||||||
| 2.80%, 07/21/2023 |
$ | 4,490,000 | 4,463,240 | |||||
| 3.15%, 10/01/2026 |
10,685,000 | 10,230,888 | ||||||
| 4.10%, 10/01/2046 |
7,075,000 | 6,102,188 | ||||||
| 7.13%, 01/31/2025 |
745,000 | 814,844 | ||||||
| Transurban Finance Co. Pty Ltd. |
||||||||
| 2.45%, 03/16/2031(2) |
2,915,000 | 2,920,753 | ||||||
| 3.38%, 03/22/2027(2) |
2,635,000 | 2,852,476 | ||||||
| Unilever Capital Corp. |
||||||||
| 2.60%, 05/05/2024 |
28,544,000 | 29,926,143 | ||||||
| 3.00%, 03/07/2022 |
5,625,000 | 5,692,733 | ||||||
| UnitedHealth Group, Inc. |
||||||||
| 2.00%, 05/15/2030 |
17,695,000 | 17,744,330 | ||||||
| 3.05%, 05/15/2041 |
5,225,000 | 5,400,112 | ||||||
| 3.25%, 05/15/2051 |
2,998,000 | 3,170,250 | ||||||
| 3.88%, 12/15/2028 |
1,070,000 | 1,217,552 | ||||||
| Universal Health Services, Inc. |
||||||||
| 1.65%, 09/01/2026(2) |
6,190,000 | 6,153,679 | ||||||
| US Renal Care, Inc. |
||||||||
| 10.63%, 07/15/2027(2) |
558,000 | 592,875 | ||||||
| Verisk Analytics, Inc. |
||||||||
| 4.13%, 03/15/2029 |
3,835,000 | 4,355,327 | ||||||
| Yili Holding Investment Ltd. |
||||||||
| 1.63%, 11/19/2025 |
14,000,000 | 13,884,492 | ||||||
|
|
|
|||||||
| Total Consumer, Non-cyclical |
|
1,594,881,738 | ||||||
|
|
|
|||||||
| Diversified – 0.01% |
||||||||
| CVS Pass-Through Trust Series 2013 |
||||||||
| 4.70%, 01/10/2036(2) |
4,449,048 | 5,046,191 | ||||||
|
|
|
|||||||
| Total Diversified |
|
5,046,191 | ||||||
|
|
|
|||||||
| Energy – 2.41% |
||||||||
| Aker BP ASA |
||||||||
| 2.88%, 01/15/2026(2) |
1,685,000 | 1,780,791 | ||||||
| 3.00%, 01/15/2025(2) |
1,645,000 | 1,731,680 | ||||||
| 3.75%, 01/15/2030(2) |
15,485,000 | 16,578,960 | ||||||
| 4.00%, 01/15/2031(2) |
14,110,000 | 15,347,469 | ||||||
| Antero Resources Corp. |
||||||||
| 8.38%, 07/15/2026(2) |
812,000 | 919,777 | ||||||
| Boardwalk Pipelines LP |
||||||||
| 3.40%, 02/15/2031 |
8,651,000 | 9,090,888 | ||||||
| 4.95%, 12/15/2024 |
2,655,000 | 2,937,708 | ||||||
| 5.95%, 06/01/2026 |
8,415,000 | 9,849,028 | ||||||
| Cameron LNG LLC |
||||||||
| 2.90%, 07/15/2031(2) |
1,630,000 | 1,728,230 | ||||||
| 3.30%, 01/15/2035(2) |
1,785,000 | 1,906,565 | ||||||
| 3.40%, 01/15/2038(2) |
500,000 | 525,479 | ||||||
| 3.70%, 01/15/2039(2) |
1,330,000 | 1,471,607 | ||||||
| Canadian Natural Resources Ltd. |
||||||||
| 6.25%, 03/15/2038 |
1,345,000 | 1,788,689 | ||||||
| Cheniere Corpus Christi Holdings LLC |
||||||||
| 3.70%, 11/15/2029 |
16,815,000 | 18,247,633 | ||||||
| 5.13%, 06/30/2027 |
1,300,000 | 1,502,939 | ||||||
| 5.88%, 03/31/2025 |
3,220,000 | 3,637,410 | ||||||
| 7.00%, 06/30/2024 |
2,800,000 | 3,166,859 | ||||||
| Cheniere Energy Partners LP |
||||||||
| 3.25%, 01/31/2032(2) |
2,340,000 | 2,347,722 | ||||||
| Cheniere Energy, Inc. |
||||||||
| 4.63%, 10/15/2028 |
5,005,000 | 5,274,019 | ||||||
| Continental Resources, Inc. |
||||||||
| 3.80%, 06/01/2024 |
4,910,000 | 5,159,428 | ||||||
| 5.75%, 01/15/2031(2) |
5,720,000 | 6,914,050 | ||||||
| DCP Midstream Operating LP |
||||||||
| 6.75%, 09/15/2037(2) |
1,830,000 | 2,360,700 | ||||||
| 8.13%, 08/16/2030 |
205,000 | 276,750 | ||||||
| Diamondback Energy, Inc. |
||||||||
| 3.13%, 03/24/2031 |
3,525,000 | 3,660,241 | ||||||
| 3.25%, 12/01/2026 |
4,940,000 | 5,289,995 | ||||||
| Energean Israel Finance Ltd. |
||||||||
| 5.38%, 03/30/2028(2) |
4,950,000 | 5,067,563 | ||||||
| 5.88%, 03/30/2031(2) |
6,495,000 | 6,665,494 | ||||||
| Energy Transfer LP |
||||||||
| 2.90%, 05/15/2025 |
6,950,000 | 7,284,933 | ||||||
| 4.00%, 10/01/2027 |
6,885,000 | 7,595,958 | ||||||
| 4.05%, 03/15/2025 |
415,000 | 447,674 | ||||||
| 4.50%, 04/15/2024 |
985,000 | 1,065,210 | ||||||
| 4.75%, 01/15/2026 |
4,720,000 | 5,275,254 | ||||||
| 4.95%, 06/15/2028 |
7,845,000 | 9,001,039 | ||||||
| 5.00%, 05/15/2050 |
10,034,000 | 11,576,465 | ||||||
| 5.15%, 03/15/2045 |
2,700,000 | 3,090,450 | ||||||
| 5.25%, 04/15/2029 |
2,155,000 | 2,526,027 | ||||||
| 5.30%, 04/01/2044 |
600,000 | 695,160 | ||||||
| 5.35%, 05/15/2045 |
2,250,000 | 2,624,061 | ||||||
| 5.40%, 10/01/2047 |
19,719,000 | 23,497,448 | ||||||
| 5.50%, 06/01/2027 |
4,105,000 | 4,816,522 | ||||||
| 5.88%, 01/15/2024 |
3,180,000 | 3,494,894 | ||||||
| 6.00%, 06/15/2048 |
3,990,000 | 5,063,103 | ||||||
| 6.25%, 04/15/2049 |
7,520,000 | 9,881,358 | ||||||
| 6.50%, 02/01/2042 |
1,000,000 | 1,299,223 | ||||||
| Energy Transfer LP / Regency Energy Finance Corp. |
||||||||
| 4.50%, 11/01/2023 |
20,385,000 | 21,690,583 | ||||||
| 5.88%, 03/01/2022 |
1,521,000 | 1,533,898 | ||||||
| ENI SpA |
||||||||
| 4.75%, 09/12/2028(2) |
4,075,000 | 4,763,635 | ||||||
| EQT Corp. |
||||||||
| 3.13%, 05/15/2026(2) |
700,000 | 717,584 | ||||||
| 3.63%, 05/15/2031(2) |
1,490,000 | 1,552,580 | ||||||
| 5.00%, 01/15/2029 |
1,355,000 | 1,525,662 | ||||||
| 7.50%, 02/01/2030 |
1,175,000 | 1,512,460 | ||||||
| Exxon Mobil Corp. |
||||||||
| 3.45%, 04/15/2051 |
9,290,000 | 9,879,245 | ||||||
| 4.23%, 03/19/2040 |
2,505,000 | 2,973,832 | ||||||
| 4.33%, 03/19/2050 |
3,496,000 | 4,282,257 | ||||||
| Galaxy Pipeline Assets Bidco Ltd. |
||||||||
| 2.16%, 03/31/2034(2) |
1,711,000 | 1,679,088 | ||||||
| 2.94%, 09/30/2040(2) |
9,830,000 | 9,809,503 | ||||||
| Gazprom Neft OAO Via GPN Capital SA |
||||||||
| 4.38%, 09/19/2022 |
3,400,000 | 3,504,720 | ||||||
| Gazprom PJSC Via Gaz Capital SA |
||||||||
| 4.95%, 07/19/2022 |
3,000,000 | 3,090,150 | ||||||
| 4.95%, 03/23/2027 |
20,900,000 | 23,146,750 | ||||||
| 6.51%, 03/07/2022 |
4,045,000 | 4,138,035 | ||||||
| Gazprom PJSC via Gaz Finance Plc |
||||||||
| 2.95%, 04/15/2025 |
EUR | 15,000,000 | 18,426,105 | |||||
| 2.95%, 01/27/2029(2) |
$ | 28,600,000 | 28,056,600 | |||||
| 3.00%, 06/29/2027 |
10,000,000 | 10,087,900 | ||||||
| Gray Oak Pipeline LLC |
||||||||
| 2.00%, 09/15/2023(2) |
510,000 | 519,761 | ||||||
| 2.60%, 10/15/2025(2) |
1,575,000 | 1,614,504 | ||||||
| 3.45%, 10/15/2027(2) |
1,420,000 | 1,496,790 | ||||||
| Greenko Dutch BV |
||||||||
| 3.85%, 03/29/2026(2) |
7,683,000 | 7,798,245 | ||||||
| Hess Corp. |
||||||||
| 4.30%, 04/01/2027 |
4,305,000 | 4,781,390 | ||||||
| 5.60%, 02/15/2041 |
11,125,000 | 13,900,141 | ||||||
| KazMunayGas National Co. JSC |
||||||||
| 3.50%, 04/14/2033(2) |
600,000 | 617,628 | ||||||
| 3.50%, 04/14/2033 |
1,621,000 | 1,668,625 | ||||||
| 5.38%, 04/24/2030 |
2,446,000 | 2,883,223 | ||||||
| KazTransGas JSC |
||||||||
| 4.38%, 09/26/2027 |
600,000 | 660,485 | ||||||
| Kinder Morgan Energy Partners LP |
||||||||
| 5.00%, 08/15/2042 |
30,000 | 35,338 | ||||||
| Kinder Morgan, Inc. |
||||||||
| 4.30%, 06/01/2025 |
14,500,000 | 16,013,707 | ||||||
| 5.05%, 02/15/2046 |
150,000 | 181,378 | ||||||
| 5.55%, 06/01/2045 |
960,000 | 1,222,840 |
| Leviathan Bond Ltd. |
||||||||
| 6.13%, 06/30/2025(2) |
8,515,000 | 9,223,925 | ||||||
| Lundin Energy Finance BV |
||||||||
| 2.00%, 07/15/2026(2) |
7,715,000 | 7,761,543 | ||||||
| 3.10%, 07/15/2031(2) |
5,635,000 | 5,713,583 | ||||||
| MPLX LP |
||||||||
| 4.25%, 12/01/2027 |
5,655,000 | 6,353,999 | ||||||
| NGPL PipeCo LLC |
||||||||
| 4.88%, 08/15/2027(2) |
4,268,000 | 4,844,045 | ||||||
| Noble Finance Co. |
||||||||
| 11.00%, 02/15/2028(2)(7) |
24,887 | 27,376 | ||||||
| 11.00%, 02/15/2028(7) |
34,836 | 38,320 | ||||||
| NuStar Logistics LP |
||||||||
| 5.75%, 10/01/2025 |
2,345,000 | 2,526,737 | ||||||
| Occidental Petroleum Corp. |
||||||||
| 0.00%, 10/10/2036 |
5,454,000 | 2,958,822 | ||||||
| 5.55%, 03/15/2026 |
2,820,000 | 3,130,200 | ||||||
| 8.00%, 07/15/2025 |
2,130,000 | 2,543,220 | ||||||
| 8.50%, 07/15/2027 |
1,705,000 | 2,135,393 | ||||||
| 8.88%, 07/15/2030 |
2,085,000 | 2,832,327 | ||||||
| Odebrecht Offshore Drilling Finance Ltd. |
||||||||
| 6.72%, 12/01/2022 |
17,890 | 17,622 | ||||||
| ONEOK, Inc. |
||||||||
| 4.25%, 02/01/2022 |
470,000 | 471,350 | ||||||
| Pertamina Persero PT |
||||||||
| 3.10%, 08/27/2030(2) |
3,663,000 | 3,738,843 | ||||||
| Petrobras Global Finance BV |
||||||||
| 6.25%, 12/14/2026 |
GBP | 4,359,000 | 6,648,618 | |||||
| Petroleos de Venezuela SA |
||||||||
| 5.38%, 04/12/2027(6) |
$ | 2,052,000 | 117,990 | |||||
| 5.50%, 04/12/2037(6) |
2,500,000 | 140,000 | ||||||
| 6.00%, 05/16/2024(6) |
2,312,000 | 132,940 | ||||||
| 6.00%, 11/15/2026(6) |
4,600,000 | 264,500 | ||||||
| 9.00%, 11/17/2021(6) |
200,000 | 11,500 | ||||||
| 9.75%, 05/17/2035(6) |
830,000 | 47,725 | ||||||
| Petroleos Mexicanos |
||||||||
| 5.35%, 02/12/2028 |
274,000 | 270,027 | ||||||
| 5.95%, 01/28/2031 |
4,020,000 | 3,896,988 | ||||||
| 6.49%, 01/23/2027 |
1,540,000 | 1,627,472 | ||||||
| 6.50%, 03/13/2027 |
1,566,000 | 1,653,868 | ||||||
| 6.50%, 01/23/2029 |
21,083,000 | 21,671,216 | ||||||
| 6.63%, 06/15/2035 |
940,000 | 891,825 | ||||||
| 6.75%, 09/21/2047 |
13,741,000 | 11,984,419 | ||||||
| 6.84%, 01/23/2030 |
7,010,000 | 7,240,559 | ||||||
| 6.95%, 01/28/2060 |
3,895,000 | 3,403,840 | ||||||
| 7.69%, 01/23/2050 |
6,572,000 | 6,223,027 | ||||||
| Petronas Capital Ltd. |
||||||||
| 2.48%, 01/28/2032(2) |
1,700,000 | 1,690,362 | ||||||
| 3.50%, 04/21/2030(2) |
2,900,000 | 3,137,915 | ||||||
| 4.55%, 04/21/2050(2) |
1,400,000 | 1,712,411 | ||||||
| Plains All American Pipeline LP |
||||||||
| 3.55%, 12/15/2029 |
800,000 | 841,654 | ||||||
| Plains All American Pipeline LP / PAA Finance Corp. |
||||||||
| 3.80%, 09/15/2030 |
4,120,000 | 4,398,489 | ||||||
| 4.30%, 01/31/2043 |
4,600,000 | 4,723,495 | ||||||
| 4.70%, 06/15/2044 |
4,880,000 | 5,237,217 | ||||||
| 4.90%, 02/15/2045 |
390,000 | 420,298 | ||||||
| PTTEP Treasury Center Co. Ltd. |
||||||||
| 2.59%, 06/10/2027 |
5,600,000 | 5,789,689 | ||||||
| Reliance Industries Ltd. |
||||||||
| 3.67%, 11/30/2027 |
8,195,000 | 8,910,915 | ||||||
| 4.13%, 01/28/2025 |
1,385,000 | 1,496,640 | ||||||
| Rio Oil Finance Trust Series 2014-1 |
||||||||
| 9.25%, 07/06/2024 |
205,168 | 224,403 | ||||||
| Rio Oil Finance Trust Series 2014-3 |
||||||||
| 9.75%, 01/06/2027 |
198,153 | 232,582 | ||||||
| Rio Oil Finance Trust Series 2018-1 |
||||||||
| 8.20%, 04/06/2028(2) |
471,950 | 543,922 | ||||||
| Rockies Express Pipeline LLC |
||||||||
| 4.95%, 07/15/2029(2) |
5,700,000 | 5,928,000 | ||||||
| 6.88%, 04/15/2040(2) |
3,535,000 | 3,923,850 | ||||||
| Ruby Pipeline LLC |
||||||||
| 8.00%, 04/01/2022(2) |
2,878,788 | 2,694,241 | ||||||
| SA Global Sukuk Ltd. |
||||||||
| 2.69%, 06/17/2031(2) |
3,200,000 | 3,227,546 | ||||||
| Sabine Pass Liquefaction LLC |
||||||||
| 4.50%, 05/15/2030 |
10,255,000 | 11,820,016 | ||||||
| 5.00%, 03/15/2027 |
6,115,000 | 7,029,870 | ||||||
| 5.63%, 03/01/2025 |
15,040,000 | 17,069,587 | ||||||
| 5.75%, 05/15/2024 |
1,982,000 | 2,207,371 | ||||||
| 5.88%, 06/30/2026 |
6,040,000 | 7,108,460 | ||||||
| 6.25%, 03/15/2022 |
1,125,000 | 1,137,904 | ||||||
| Santos Finance Ltd. |
||||||||
| 3.65%, 04/29/2031(2) |
10,000,000 | 10,183,612 | ||||||
| Saudi Arabian Oil Co. |
||||||||
| 1.63%, 11/24/2025 |
2,200,000 | 2,200,110 | ||||||
| 3.25%, 11/24/2050(2) |
12,530,000 | 11,935,827 | ||||||
| 3.50%, 04/16/2029(2) |
6,300,000 | 6,775,763 |
| Southern Gas Corridor CJSC |
||||||||
| 6.88%, 03/24/2026 |
1,584,000 | 1,863,671 | ||||||
| Southern Natural Gas Co. LLC |
||||||||
| 4.80%, 03/15/2047(2) |
1,000,000 | 1,218,395 | ||||||
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. |
||||||||
| 7.50%, 10/01/2025(2) |
2,785,000 | 3,014,763 | ||||||
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. |
||||||||
| 4.00%, 01/15/2032(2) |
1,685,000 | 1,741,363 | ||||||
| 4.88%, 02/01/2031 |
325,000 | 350,594 | ||||||
| 6.88%, 01/15/2029 |
2,170,000 | 2,431,431 | ||||||
| TC PipeLines LP |
||||||||
| 4.38%, 03/13/2025 |
3,330,000 | 3,624,753 | ||||||
| Tengizchevroil Finance Co. International Ltd. |
||||||||
| 4.00%, 08/15/2026 |
5,100,000 | 5,477,400 | ||||||
| Texas Eastern Transmission LP |
||||||||
| 2.80%, 10/15/2022(2) |
6,320,000 | 6,430,106 | ||||||
| Thaioil Treasury Center Co. Ltd. |
||||||||
| 4.63%, 11/20/2028 |
2,970,000 | 3,254,597 | ||||||
| Topaz Solar Farms LLC |
||||||||
| 4.88%, 09/30/2039(2) |
445,480 | 480,244 | ||||||
| 5.75%, 09/30/2039(2) |
3,422,037 | 4,099,699 | ||||||
| TransCanada PipeLines Ltd. |
||||||||
| 4.10%, 04/15/2030 |
8,355,000 | 9,478,149 | ||||||
| Transcontinental Gas Pipe Line Co. LLC |
||||||||
| 3.25%, 05/15/2030 |
1,610,000 | 1,721,097 | ||||||
| 4.00%, 03/15/2028 |
5,410,000 | 6,046,688 | ||||||
| 4.60%, 03/15/2048 |
3,995,000 | 4,845,719 | ||||||
| TransMontaigne Partners LP / TLP Finance Corp. |
||||||||
| 6.13%, 02/15/2026 |
2,540,000 | 2,584,450 | ||||||
| Transocean Phoenix 2 Ltd. |
||||||||
| 7.75%, 10/15/2024(2) |
1,151,700 | 1,174,734 | ||||||
| Transocean Pontus Ltd. |
||||||||
| 6.13%, 08/01/2025(2) |
1,665,620 | 1,665,620 | ||||||
| Transocean Poseidon Ltd. |
||||||||
| 6.88%, 02/01/2027(2) |
2,280,000 | 2,268,440 | ||||||
| Transocean Proteus Ltd. |
||||||||
| 6.25%, 12/01/2024(2) |
3,139,950 | 3,139,950 | ||||||
| Transocean, Inc. |
||||||||
| 7.25%, 11/01/2025(2) |
100,000 | 83,272 | ||||||
| 8.00%, 02/01/2027(2) |
70,000 | 55,078 | ||||||
| USA Compression Partners LP |
||||||||
| 6.88%, 09/01/2027 |
1,310,000 | 1,386,766 | ||||||
| Valero Energy Corp. |
||||||||
| 2.15%, 09/15/2027 |
665,000 | 669,662 | ||||||
| Valero Energy Partners LP |
||||||||
| 4.50%, 03/15/2028 |
5,370,000 | 6,062,182 | ||||||
| Venture Global Calcasieu Pass LLC |
||||||||
| 3.88%, 08/15/2029(2) |
1,340,000 | 1,380,267 | ||||||
| 4.13%, 08/15/2031(2) |
1,580,000 | 1,647,150 | ||||||
| Williams Companies, Inc. |
||||||||
| 2.60%, 03/15/2031 |
13,680,000 | 13,864,667 | ||||||
| 3.35%, 08/15/2022 |
1,000,000 | 1,018,168 | ||||||
| 4.85%, 03/01/2048 |
5,361,000 | 6,554,380 | ||||||
| 6.30%, 04/15/2040 |
1,323,000 | 1,803,411 | ||||||
| Woodside Finance Ltd. |
||||||||
| 3.65%, 03/05/2025(2) |
5,610,000 | 5,961,652 | ||||||
| 3.70%, 09/15/2026(2) |
2,885,000 | 3,116,117 | ||||||
| 3.70%, 03/15/2028(2) |
2,659,000 | 2,847,165 | ||||||
| 4.50%, 03/04/2029(2) |
3,845,000 | 4,313,966 | ||||||
|
|
|
|||||||
| Total Energy |
811,048,829 | |||||||
|
|
|
|||||||
| Financials – 11.24% |
||||||||
| AerCap Ireland Capital DAC |
||||||||
| 3.50%, 05/26/2022 |
1,360,000 | 1,382,745 | ||||||
| 3.50%, 01/15/2025 |
6,586,000 | 6,929,856 | ||||||
| 3.65%, 07/21/2027 |
5,120,000 | 5,438,601 | ||||||
| 3.88%, 01/23/2028 |
10,445,000 | 11,213,929 | ||||||
| 3.95%, 02/01/2022 |
12,762,000 | 12,868,736 | ||||||
| 4.88%, 01/16/2024 |
4,345,000 | 4,694,687 | ||||||
| 6.50%, 07/15/2025 |
740,000 | 857,957 | ||||||
| AIA Group Ltd. |
||||||||
| 3.90%, 04/06/2028(2) |
2,945,000 | 3,274,840 | ||||||
| AIB Group Plc |
||||||||
| 4.26% (3 Month LIBOR USD + 1.87%), 04/10/2025(1)(2) |
2,400,000 | 2,573,315 | ||||||
| Air Lease Corp. |
||||||||
| 3.00%, 02/01/2030 |
4,635,000 | 4,703,161 | ||||||
| 3.13%, 12/01/2030 |
14,900,000 | 15,264,461 | ||||||
| 3.25%, 10/01/2029 |
1,250,000 | 1,300,449 | ||||||
| 3.38%, 07/01/2025 |
5,360,000 | 5,692,067 | ||||||
| 3.50%, 01/15/2022 |
6,690,000 | 6,747,723 | ||||||
| 3.88%, 07/03/2023 |
4,000,000 | 4,205,413 | ||||||
| 4.63%, 10/01/2028 |
30,000 | 33,697 | ||||||
| Aircastle Ltd. |
||||||||
| 4.13%, 05/01/2024 |
5,440,000 | 5,786,680 | ||||||
| 5.00%, 04/01/2023 |
5,090,000 | 5,407,277 | ||||||
| Alexandria Real Estate Equities, Inc. |
||||||||
| 3.80%, 04/15/2026 |
2,215,000 | 2,441,875 | ||||||
| 3.95%, 01/15/2027 |
3,440,000 | 3,828,705 | ||||||
| 3.95%, 01/15/2028 |
4,952,000 | 5,558,954 | ||||||
| 4.70%, 07/01/2030 |
575,000 | 680,959 |
| Allied World Assurance Co. Holdings Ltd. |
||||||||
| 4.35%, 10/29/2025 |
2,490,000 | 2,709,852 | ||||||
| Ally Financial, Inc. |
||||||||
| 3.88%, 05/21/2024 |
15,000 | 16,136 | ||||||
| 4.63%, 03/30/2025 |
16,915,000 | 18,786,361 | ||||||
| 5.13%, 09/30/2024 |
400,000 | 448,014 | ||||||
| 5.75%, 11/20/2025 |
1,315,000 | 1,503,634 | ||||||
| 5.80%, 05/01/2025 |
9,805,000 | 11,279,110 | ||||||
| 8.00%, 11/01/2031 |
5,000 | 7,093 | ||||||
| 8.00%, 11/01/2031 |
13,313,000 | 19,201,722 | ||||||
| American Campus Communities Operating Partnership LP |
||||||||
| 2.85%, 02/01/2030 |
7,225,000 | 7,422,183 | ||||||
| 3.30%, 07/15/2026 |
19,400,000 | 20,768,554 | ||||||
| 3.63%, 11/15/2027 |
3,733,000 | 4,075,513 | ||||||
| 3.75%, 04/15/2023 |
2,000,000 | 2,081,967 | ||||||
| 4.13%, 07/01/2024 |
2,750,000 | 2,984,872 | ||||||
| American Homes 4 Rent LP |
||||||||
| 2.38%, 07/15/2031 |
1,690,000 | 1,674,084 | ||||||
| American International Group, Inc. |
||||||||
| 4.20%, 04/01/2028 |
2,522,000 | 2,873,785 | ||||||
| American Tower Corp. |
||||||||
| 2.10%, 06/15/2030 |
4,100,000 | 4,012,155 | ||||||
| 2.30%, 09/15/2031 |
10,270,000 | 10,127,029 | ||||||
| AmFam Holdings, Inc. |
||||||||
| 2.81%, 03/11/2031(2) |
5,500,000 | 5,634,762 | ||||||
| AmWINS Group, Inc. |
||||||||
| 4.88%, 06/30/2029(2) |
735,000 | 745,327 | ||||||
| Antares Holdings LP |
||||||||
| 2.75%, 01/15/2027(2) |
8,970,000 | 8,978,116 | ||||||
| Ares Capital Corp. |
||||||||
| 2.88%, 06/15/2028 |
18,340,000 | 18,578,758 | ||||||
| Athene Global Funding |
||||||||
| 0.75% (Secured Overnight Financing Rate + 0.70%), 05/24/2024(1)(2) |
10,525,000 | 10,577,751 | ||||||
| 1.61%, 06/29/2026(2) |
9,100,000 | 9,093,407 | ||||||
| 1.99%, 08/19/2028(2) |
12,230,000 | 12,071,921 | ||||||
| 2.55%, 11/19/2030(2) |
3,300,000 | 3,304,968 | ||||||
| Athene Holding Ltd. |
||||||||
| 3.50%, 01/15/2031 |
1,835,000 | 1,964,730 | ||||||
| 4.13%, 01/12/2028 |
11,630,000 | 12,914,078 | ||||||
| Athora Netherlands NV |
||||||||
| 2.38%, 05/17/2024 |
EUR | 500,000 | 602,546 | |||||
| Aviation Capital Group LLC |
||||||||
| 1.95%, 01/30/2026(2) |
$ | 2,130,000 | 2,122,305 | |||||
| 2.88%, 01/20/2022(2) |
8,869,000 | 8,915,255 | ||||||
| 4.88%, 10/01/2025(2) |
2,789,000 | 3,073,616 | ||||||
| 5.50%, 12/15/2024(2) |
3,900,000 | 4,370,968 | ||||||
| Avolon Holdings Funding Ltd. |
||||||||
| 2.53%, 11/18/2027(2) |
35,775,000 | 35,184,798 | ||||||
| 2.88%, 02/15/2025(2) |
8,924,000 | 9,182,021 | ||||||
| 3.95%, 07/01/2024(2) |
2,449,000 | 2,600,175 | ||||||
| 4.25%, 04/15/2026(2) |
1,525,000 | 1,640,236 | ||||||
| 4.38%, 05/01/2026(2) |
2,625,000 | 2,833,963 | ||||||
| 5.50%, 01/15/2026(2) |
3,165,000 | 3,548,000 | ||||||
| Banco de Bogota SA |
||||||||
| 4.38%, 08/03/2027 |
4,700,000 | 4,900,972 | ||||||
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand |
||||||||
| 5.38%, 04/17/2025(2) |
5,395,000 | 6,029,991 | ||||||
| Banco Santander SA |
||||||||
| 0.70% (1 Year CMT Index + 0.45%), 06/30/2024(1) |
20,600,000 | 20,637,675 | ||||||
| 1.72% (1 Year CMT Index + 0.90%), 09/14/2027(1) |
5,000,000 | 4,976,765 | ||||||
| 2.75%, 12/03/2030 |
3,200,000 | 3,184,144 | ||||||
| 3.49%, 05/28/2030 |
2,000,000 | 2,151,787 | ||||||
| 5.18%, 11/19/2025 |
2,400,000 | 2,726,409 | ||||||
| 6.75% (5 Year Swap Rate EUR + 6.80%), 07/25/2169(1)(5) |
EUR | 500,000 | 595,218 | |||||
| Bangkok Bank PCL |
||||||||
| 4.45%, 09/19/2028 |
$ | 1,260,000 | 1,444,703 | |||||
| Bank of America Corp. |
||||||||
| 1.66% (Secured Overnight Financing Rate + 0.91%), 03/11/2027(1) |
50,030,000 | 50,317,176 | ||||||
| 1.73% (Secured Overnight Financing Rate + 0.96%), 07/22/2027(1) |
44,295,000 | 44,477,266 | ||||||
| 1.90% (Secured Overnight Financing Rate + 1.53%), 07/23/2031(1) |
11,605,000 | 11,190,431 | ||||||
| 1.92% (Secured Overnight Financing Rate + 1.37%), 10/24/2031(1) |
9,000,000 | 8,657,733 | ||||||
| 2.09% (Secured Overnight Financing Rate + 1.06%), 06/14/2029(1) |
16,210,000 | 16,183,984 | ||||||
| 2.30% (Secured Overnight Financing Rate + 1.22%), 07/21/2032(1) |
32,480,000 | 32,016,265 | ||||||
| 2.50% (3 Month LIBOR USD + 0.99%), 02/13/2031(1) |
25,075,000 | 25,375,649 | ||||||
| 2.59% (Secured Overnight Financing Rate + 2.15%), 04/29/2031(1) |
6,285,000 | 6,414,647 | ||||||
| 2.88% (3 Month LIBOR USD + 1.19%), 10/22/2030(1) |
4,100,000 | 4,280,318 | ||||||
| 3.97% (3 Month LIBOR USD + 1.21%), 02/07/2030(1) |
2,135,000 | 2,390,183 | ||||||
| 4.18%, 11/25/2027 |
16,659,000 | 18,570,683 | ||||||
| 4.25%, 10/22/2026 |
21,015,000 | 23,654,364 | ||||||
| 4.27% (3 Month LIBOR USD + 1.31%), 07/23/2029(1) |
17,970,000 | 20,377,300 | ||||||
| 4.45%, 03/03/2026 |
855,000 | 957,369 | ||||||
| Barclays Bank Plc |
||||||||
| 7.63%, 11/21/2022 |
3,311,000 | 3,549,129 |
| Barclays Plc |
||||||||
| 2.85% (Secured Overnight Financing Rate + 2.71%), 05/07/2026(1) |
5,450,000 | 5,724,367 | ||||||
| 3.25%, 02/12/2027 |
GBP | 6,200,000 | 8,941,158 | |||||
| 3.56% (5 Year CMT Index + 2.90%), 09/23/2035(1) |
$ | 29,545,000 | 30,652,163 | |||||
| 3.93% (3 Month LIBOR USD + 1.61%), 05/07/2025(1) |
16,730,000 | 17,954,491 | ||||||
| 4.38%, 01/12/2026 |
2,670,000 | 2,979,560 | ||||||
| 4.38% (5 Year CMT Index + 3.41%), 12/15/2169(1) |
10,985,000 | 10,977,310 | ||||||
| 4.97% (3 Month LIBOR USD + 1.90%), 05/16/2029(1) |
3,700,000 | 4,301,685 | ||||||
| 5.09% (3 Month LIBOR USD + 3.05%), 06/20/2030(1) |
1,570,000 | 1,811,589 | ||||||
| 5.88% (5 Year Swap Rate GBP + 5.19%), 12/15/2169(1) |
GBP | 2,400,000 | 3,407,575 | |||||
| 6.13% (5 Year CMT Index + 5.87%), 12/15/2169(1) |
$ | 4,700,000 | 5,202,336 | |||||
| 6.38% (UK Government Bonds 5 Year Note Generic Bid Yield + 6.02%), 03/15/2169(1) |
GBP | 4,100,000 | 6,087,358 | |||||
| 7.13% (UK Government Bonds 5 Year Note Generic Bid Yield + 6.58%), 09/15/2169(1) |
3,200,000 | 4,828,840 | ||||||
| 7.25% (5 Year Swap Rate GBP + 6.74%), 06/15/2169(1) |
18,283,000 | 26,220,484 | ||||||
| 7.75% (5 Year Swap Rate USD + 4.84%), 12/15/2169(1) |
$ | 5,150,000 | 5,613,500 | |||||
| 7.88% (5 Year Swap Rate GBP + 6.38%), 12/15/2169(1) |
GBP | 1,600,000 | 2,274,411 | |||||
| 7.88% (5 Year Swap Rate USD + 6.77%), 12/15/2169(1) |
$ | 7,895,000 | 8,077,059 | |||||
| BBVA Bancomer SA |
||||||||
| 1.88%, 09/18/2025(2) |
9,010,000 | 9,059,104 | ||||||
| Berkshire Hathaway Finance Corp. |
||||||||
| 4.40%, 05/15/2042 |
1,000,000 | 1,243,400 | ||||||
| BGC Partners, Inc. |
||||||||
| 5.38%, 07/24/2023 |
380,000 | 408,099 | ||||||
| Blackstone Secured Lending Fund |
||||||||
| 2.13%, 02/15/2027(2) |
21,770,000 | 21,526,395 | ||||||
| BNP Paribas SA |
||||||||
| 1.32% (Secured Overnight Financing Rate + 1.00%), 01/13/2027(1)(2) |
20,205,000 | 19,865,758 | ||||||
| 1.68% (Secured Overnight Financing Rate + 0.91%), 06/30/2027(1)(2) |
17,105,000 | 17,028,371 | ||||||
| 2.16% (Secured Overnight Financing Rate + 1.22%), 09/15/2029(1)(2) |
4,695,000 | 4,650,555 | ||||||
| BOC Aviation Ltd. |
||||||||
| 2.75%, 09/18/2022(2) |
300,000 | 304,614 | ||||||
| Boston Properties LP |
||||||||
| 3.25%, 01/30/2031 |
14,015,000 | 14,889,408 | ||||||
| 3.85%, 02/01/2023 |
3,245,000 | 3,364,869 | ||||||
| Brixmor Operating Partnership LP |
||||||||
| 1.18% (3 Month LIBOR USD + 1.05%), 02/01/2022(1) |
4,860,000 | 4,870,800 | ||||||
| 2.25%, 04/01/2028 |
925,000 | 932,882 | ||||||
| 2.50%, 08/16/2031 |
11,200,000 | 11,035,011 | ||||||
| 3.65%, 06/15/2024 |
2,825,000 | 3,014,631 | ||||||
| 3.85%, 02/01/2025 |
1,035,000 | 1,118,836 | ||||||
| 3.90%, 03/15/2027 |
7,198,000 | 7,897,380 | ||||||
| 4.05%, 07/01/2030 |
5,460,000 | 6,096,888 | ||||||
| 4.13%, 06/15/2026 |
2,980,000 | 3,300,418 | ||||||
| 4.13%, 05/15/2029 |
12,860,000 | 14,445,596 | ||||||
| Broadstone Net Lease LLC |
||||||||
| 2.60%, 09/15/2031 |
3,700,000 | 3,655,119 | ||||||
| Brookfield Finance I UK Plc |
||||||||
| 2.34%, 01/30/2032 |
14,500,000 | 14,267,465 | ||||||
| Brookfield Finance, Inc. |
||||||||
| 2.72%, 04/15/2031 |
2,900,000 | 2,966,065 | ||||||
| Capital One Financial Corp. |
||||||||
| 3.65%, 05/11/2027 |
9,310,000 | 10,313,412 | ||||||
| 4.20%, 10/29/2025 |
195,000 | 216,121 | ||||||
| CBRE Services, Inc. |
||||||||
| 2.50%, 04/01/2031 |
4,900,000 | 4,934,790 | ||||||
| 4.88%, 03/01/2026 |
445,000 | 507,484 | ||||||
| CDBL Funding 2 |
||||||||
| 3.00%, 08/01/2022 |
1,700,000 | 1,724,378 | ||||||
| Charles Schwab Corp. |
||||||||
| 2.00%, 03/20/2028 |
9,305,000 | 9,497,114 | ||||||
| 4.00% (10 year CMT Index + 3.08%), 03/01/2170(1) |
700,000 | 722,050 | ||||||
| 4.00% (5 Year CMT Index + 3.17%), 06/01/2170(1) |
14,800,000 | 15,429,000 | ||||||
| 5.38% (5 Year CMT Index + 4.97%), 09/01/2169(1) |
1,049,000 | 1,165,701 | ||||||
| China Construction Bank New Zealand Ltd. |
||||||||
| 0.87% (3 Month LIBOR USD + 0.75%), 12/20/2021(1) |
7,100,000 | 7,102,554 | ||||||
| CIFI Holdings Group Co. Ltd. |
||||||||
| 6.00%, 07/16/2025 |
1,755,000 | 1,747,464 | ||||||
| 6.45%, 11/07/2024 |
660,000 | 659,248 | ||||||
| CIT Bank N.A. |
||||||||
| 2.97% (Secured Overnight Financing Rate + 1.72%), 09/27/2025(1) |
1,700,000 | 1,785,714 | ||||||
| CIT Group, Inc. |
||||||||
| 5.00%, 08/15/2022 |
250,000 | 258,750 | ||||||
| Citigroup, Inc. |
||||||||
| 1.46% (Secured Overnight Financing Rate + 0.77%), 06/09/2027(1) |
20,615,000 | 20,493,513 | ||||||
| 2.56% (Secured Overnight Financing Rate + 1.17%), 05/01/2032(1) |
6,025,000 | 6,084,257 | ||||||
| 2.88% (3 Month LIBOR USD + 0.95%), 07/24/2023(1) |
1,290,000 | 1,315,304 | ||||||
| 3.11% (Secured Overnight Financing Rate + 2.84%), 04/08/2026(1) |
5,200,000 | 5,521,100 | ||||||
| 4.13%, 07/25/2028 |
1,675,000 | 1,869,706 | ||||||
| 4.41% (Secured Overnight Financing Rate + 3.91%), 03/31/2031(1) |
6,395,000 | 7,384,034 | ||||||
| CNO Financial Group, Inc. |
||||||||
| 5.25%, 05/30/2025 |
1,718,000 | 1,933,568 | ||||||
| 5.25%, 05/30/2029 |
3,840,000 | 4,500,024 | ||||||
| Cooperatieve Rabobank UA |
||||||||
| 4.38%, 08/04/2025 |
1,225,000 | 1,358,071 | ||||||
| Corporate Office Properties LP |
||||||||
| 2.75%, 04/15/2031 |
1,555,000 | 1,570,773 | ||||||
| Country Garden Holdings Co. Ltd. |
||||||||
| 3.30%, 01/12/2031 |
4,895,000 | 4,454,450 |
| CPI Property Group SA |
||||||||
| 4.75%, 03/08/2023 |
800,000 | 844,040 | ||||||
| Credit Agricole SA |
||||||||
| 4.00% (5 Year Swap Rate USD + 1.64%), 01/10/2033(1)(2) |
21,168,000 | 22,868,695 | ||||||
| 4.38%, 03/17/2025(2) |
1,717,000 | 1,871,446 | ||||||
| Credit Suisse AG |
||||||||
| 6.50%, 08/08/2023(2) |
1,400,000 | 1,532,020 | ||||||
| Credit Suisse AG/New York NY |
||||||||
| 0.50%, 02/02/2024 |
10,025,000 | 9,988,848 | ||||||
| Credit Suisse Group AG |
||||||||
| 1.31% (Secured Overnight Financing Rate + 0.98%), 02/02/2027(1)(2) |
22,465,000 | 21,954,063 | ||||||
| 2.19% (Secured Overnight Financing Rate + 2.04%), 06/05/2026(1)(2) |
11,505,000 | 11,720,936 | ||||||
| 3.09% (Secured Overnight Financing Rate + 1.73%), 05/14/2032(1)(2) |
20,870,000 | 21,340,116 | ||||||
| 3.75%, 03/26/2025 |
830,000 | 895,119 | ||||||
| 4.19% (Secured Overnight Financing Rate + 3.73%), 04/01/2031(1)(2) |
18,725,000 | 20,972,919 | ||||||
| 4.28%, 01/09/2028(2) |
3,290,000 | 3,656,776 | ||||||
| 4.55%, 04/17/2026 |
1,015,000 | 1,140,175 | ||||||
| 5.25% (5 Year CMT Index + 4.89%), 02/11/2170(1)(2) |
1,100,000 | 1,150,875 | ||||||
| 6.25% (5 Year Swap Rate USD + 3.46%), 12/18/2169(1)(2) |
700,000 | 754,172 | ||||||
| 7.13% (5 Year Swap Rate USD + 5.11%), 07/29/2169(1) |
1,800,000 | 1,869,750 | ||||||
| 7.25% (5 Year 1100 Run ICE Swap Rate USD + 4.33%), 03/12/2170(1)(2) |
1,100,000 | 1,219,295 | ||||||
| 7.50% (5 Year Swap Rate USD + 4.60%), 01/17/2170(1)(2) |
2,900,000 | 3,103,000 | ||||||
| 7.50% (5 Year Swap Rate USD + 4.60%), 06/11/2170(1) |
1,400,000 | 1,529,500 | ||||||
| 7.50% (5 Year Swap Rate USD + 4.60%), 06/11/2170(1)(2) |
1,800,000 | 1,966,500 | ||||||
| Crown Castle International Corp. |
||||||||
| 2.50%, 07/15/2031 |
15,000,000 | 14,987,840 | ||||||
| 3.30%, 07/01/2030 |
1,085,000 | 1,156,332 | ||||||
| 3.65%, 09/01/2027 |
7,580,000 | 8,334,006 | ||||||
| 3.80%, 02/15/2028 |
3,220,000 | 3,540,961 | ||||||
| 4.30%, 02/15/2029 |
11,875,000 | 13,476,346 | ||||||
| 4.45%, 02/15/2026 |
7,275,000 | 8,146,974 | ||||||
| CTP NV |
||||||||
| 1.25%, 06/21/2029 |
EUR | 300,000 | 348,971 | |||||
| CyrusOne LP / CyrusOne Finance Corp. |
||||||||
| 1.45%, 01/22/2027 |
1,300,000 | 1,512,812 | ||||||
| 2.15%, 11/01/2030 |
$ | 10,250,000 | 9,631,720 | |||||
| 2.90%, 11/15/2024 |
3,525,000 | 3,694,129 | ||||||
| Danske Bank |
||||||||
| 3.24% (3 Month LIBOR USD + 1.59%), 12/20/2025(1)(2) |
9,618,000 | 10,217,761 | ||||||
| 5.00%, 01/12/2022(2) |
7,540,000 | 7,630,640 | ||||||
| 5.38%, 01/12/2024(2) |
9,455,000 | 10,376,885 | ||||||
| Deutsche Bank AG |
||||||||
| 1.75% (3 Month EURIBOR + 2.05%), 11/19/2030(1)(5) |
EUR | 2,500,000 | 3,047,329 | |||||
| 2.13% (Secured Overnight Financing Rate + 1.87%), 11/24/2026(1)(17) |
$ | 9,200,000 | 9,345,068 | |||||
| 2.22% (Secured Overnight Financing Rate + 2.16%), 09/18/2024(1) |
4,895,000 | 5,017,332 | ||||||
| 3.04% (Secured Overnight Financing Rate + 1.72%), 05/28/2032(1)(17) |
7,615,000 | 7,726,242 | ||||||
| 5.63% (5 Year Swap Rate EUR + 6.00%), 05/19/2031(1)(5) |
EUR | 1,800,000 | 2,473,755 | |||||
| Deutsche Bank AG/New York NY |
||||||||
| 3.55% (Secured Overnight Financing Rate + 3.04%), 09/18/2031(1) |
$ | 16,820,000 | 17,948,983 | |||||
| 3.73% (Secured Overnight Financing Rate + 2.76%), 01/14/2032(1) |
2,485,000 | 2,565,724 | ||||||
| 3.96% (Secured Overnight Financing Rate + 2.58%), 11/26/2025(1) |
15,420,000 | 16,676,917 | ||||||
| Digital Realty Trust LP |
||||||||
| 4.75%, 10/01/2025 |
1,640,000 | 1,846,426 | ||||||
| Discover Bank |
||||||||
| 4.65%, 09/13/2028 |
2,640,000 | 3,059,797 | ||||||
| Discover Financial Services |
||||||||
| 3.95%, 11/06/2024 |
6,058,000 | 6,561,323 | ||||||
| 4.10%, 02/09/2027 |
18,075,000 | 20,134,450 | ||||||
| DNB Bank ASA |
||||||||
| 1.61% (1 Year CMT Index + 0.68%), 03/30/2028(1)(2) |
15,430,000 | 15,350,769 | ||||||
| Doric Nimrod Air Finance Alpha Ltd. 2012-1 Class A Pass Through Trust |
||||||||
| 5.13%, 11/30/2022(2) |
1,517,260 | 1,513,194 | ||||||
| EPR Properties |
||||||||
| 4.75%, 12/15/2026 |
140,000 | 153,311 | ||||||
| 4.95%, 04/15/2028 |
414,000 | 454,884 | ||||||
| Equinix, Inc. |
||||||||
| 2.15%, 07/15/2030 |
17,645,000 | 17,304,219 | ||||||
| 3.20%, 11/18/2029 |
8,645,000 | 9,171,784 | ||||||
| Equitable Financial Life Global Funding |
||||||||
| 1.80%, 03/08/2028(2) |
13,720,000 | 13,631,823 | ||||||
| Equitable Holdings, Inc. |
||||||||
| 4.35%, 04/20/2028 |
1,820,000 | 2,074,275 | ||||||
| Erste Group Bank AG |
||||||||
| 4.25% (5 Year Swap Rate EUR + 4.65%), 04/15/2170(1)(5) |
EUR | 600,000 | 736,947 | |||||
| 8.88% (5 Year Swap Rate EUR + 9.02%), 10/15/2169(1)(5) |
1,600,000 | 1,855,565 | ||||||
| Essential Properties LP |
||||||||
| 2.95%, 07/15/2031 |
$ | 2,800,000 | 2,814,623 | |||||
| Essex Portfolio LP |
||||||||
| 3.63%, 05/01/2027 |
2,785,000 | 3,050,914 | ||||||
| 4.00%, 03/01/2029 |
8,860,000 | 9,941,774 | ||||||
| Extra Space Storage LP |
||||||||
| 2.35%, 03/15/2032 |
11,930,000 | 11,654,417 | ||||||
| Fairfax Financial Holdings Ltd. |
||||||||
| 2.75%, 03/29/2028 |
EUR | 800,000 | 1,022,934 | |||||
| 4.63%, 04/29/2030 |
$ | 4,361,000 | 4,916,511 | |||||
| 4.70%, 12/16/2026 |
CAD | 2,300,000 | 2,005,046 | |||||
| 4.85%, 04/17/2028 |
$ | 138,000 | 157,504 |
| Farmers Exchange Capital II |
||||||||
| 6.15% (3 Month LIBOR USD + 3.74%), 11/01/2053(1)(2) |
280,000 | 358,804 | ||||||
| Farmers Exchange Capital III |
||||||||
| 5.45% (3 Month LIBOR USD + 3.45%), 10/15/2054(1)(2) |
5,000,000 | 6,197,761 | ||||||
| Farmers Insurance Exchange |
||||||||
| 4.75% (3 Month LIBOR USD + 3.23%), 11/01/2057(1)(2) |
3,000,000 | 3,417,458 | ||||||
| 8.63%, 05/01/2024(2) |
4,480,000 | 5,291,150 | ||||||
| Fidelity & Guaranty Life Holdings, Inc. |
||||||||
| 5.50%, 05/01/2025(2) |
2,360,000 | 2,681,369 | ||||||
| Fidelity National Financial, Inc. |
||||||||
| 2.45%, 03/15/2031 |
6,840,000 | 6,803,248 | ||||||
| 3.40%, 06/15/2030 |
5,874,000 | 6,308,164 | ||||||
| 4.50%, 08/15/2028 |
15,455,000 | 17,584,267 | ||||||
| Fifth Third Bancorp |
||||||||
| 2.55%, 05/05/2027 |
1,020,000 | 1,072,238 | ||||||
| First American Financial Corp. |
||||||||
| 2.40%, 08/15/2031 |
6,800,000 | 6,625,946 | ||||||
| GE Capital Funding LLC |
||||||||
| 4.05%, 05/15/2027 |
2,225,000 | 2,498,105 | ||||||
| 4.40%, 05/15/2030 |
24,770,000 | 28,701,485 | ||||||
| GE Capital International Funding Co. Unlimited Co. |
||||||||
| 4.42%, 11/15/2035 |
45,410,000 | 54,494,373 | ||||||
| Global Atlantic Finance Co. |
||||||||
| 4.40%, 10/15/2029(2) |
2,987,000 | 3,280,349 | ||||||
| Global Bank Corp. |
||||||||
| 5.25% (3 Month LIBOR USD + 3.30%), 04/16/2029(1) |
750,000 | 791,250 | ||||||
| GLP Capital LP / GLP Financing II, Inc. |
||||||||
| 3.35%, 09/01/2024 |
11,085,000 | 11,688,800 | ||||||
| 4.00%, 01/15/2030 |
2,665,000 | 2,861,730 | ||||||
| 5.25%, 06/01/2025 |
2,536,000 | 2,827,843 | ||||||
| 5.30%, 01/15/2029 |
5,325,000 | 6,225,782 | ||||||
| 5.38%, 11/01/2023 |
6,254,000 | 6,759,742 | ||||||
| 5.38%, 04/15/2026 |
4,285,000 | 4,871,831 | ||||||
| 5.75%, 06/01/2028 |
4,034,000 | 4,732,890 | ||||||
| Goldman Sachs Group, Inc. |
||||||||
| 0.48%, 01/27/2023 |
15,315,000 | 15,317,483 | ||||||
| 0.63% (Secured Overnight Financing Rate + 0.54%), 11/17/2023(1) |
21,965,000 | 21,974,006 | ||||||
| 1.43% (Secured Overnight Financing Rate + 0.80%), 03/09/2027(1) |
35,615,000 | 35,517,059 | ||||||
| 1.54% (Secured Overnight Financing Rate + 0.82%), 09/10/2027(1) |
18,755,000 | 18,679,930 | ||||||
| 2.38% (Secured Overnight Financing Rate + 1.25%), 07/21/2032(1) |
14,035,000 | 13,896,322 | ||||||
| 2.91% (Secured Overnight Financing Rate + 1.47%), 07/21/2042(1) |
15,000,000 | 14,789,284 | ||||||
| 3.27% (3 Month LIBOR USD + 1.20%), 09/29/2025(1) |
1,011,000 | 1,079,578 | ||||||
| 3.50%, 11/16/2026 |
1,895,000 | 2,047,774 | ||||||
| Goodman US Finance Three LLC |
||||||||
| 3.70%, 03/15/2028(2) |
463,000 | 500,802 | ||||||
| Healthcare Realty Trust, Inc. |
||||||||
| 2.05%, 03/15/2031 |
6,095,000 | 5,923,521 | ||||||
| 3.63%, 01/15/2028 |
8,955,000 | 9,798,139 | ||||||
| Healthcare Trust of America Holdings LP |
||||||||
| 2.00%, 03/15/2031 |
4,500,000 | 4,314,367 | ||||||
| Healthpeak Properties, Inc. |
||||||||
| 2.88%, 01/15/2031 |
5,865,000 | 6,116,323 | ||||||
| 3.40%, 02/01/2025 |
160,000 | 170,628 | ||||||
| 3.50%, 07/15/2029 |
685,000 | 749,564 | ||||||
| Highwoods Realty LP |
||||||||
| 4.13%, 03/15/2028 |
4,875,000 | 5,430,189 | ||||||
| Howard Hughes Corp. |
||||||||
| 4.13%, 02/01/2029(2) |
2,635,000 | 2,638,294 | ||||||
| 5.38%, 08/01/2028(2) |
2,805,000 | 2,955,769 | ||||||
| HSBC Holdings Plc |
||||||||
| 0.98% (Secured Overnight Financing Rate + 0.71%), 05/24/2025(1) |
10,910,000 | 10,890,784 | ||||||
| 1.59% (Secured Overnight Financing Rate + 1.29%), 05/24/2027(1) |
8,510,000 | 8,452,668 | ||||||
| 1.65% (Secured Overnight Financing Rate + 1.54%), 04/18/2026(1) |
8,240,000 | 8,284,200 | ||||||
| 2.01% (Secured Overnight Financing Rate + 1.73%), 09/22/2028(1) |
16,010,000 | 16,006,073 | ||||||
| 2.10% (Secured Overnight Financing Rate + 1.93%), 06/04/2026(1) |
8,035,000 | 8,210,872 | ||||||
| 2.21% (Secured Overnight Financing Rate + 1.29%), 08/17/2029(1) |
15,195,000 | 15,071,308 | ||||||
| 2.36% (Secured Overnight Financing Rate + 1.95%), 08/18/2031(1) |
2,300,000 | 2,274,501 | ||||||
| 2.63% (Secured Overnight Financing Rate + 1.40%), 11/07/2025(1) |
2,390,000 | 2,492,929 | ||||||
| 2.85% (Secured Overnight Financing Rate + 2.39%), 06/04/2031(1) |
34,320,000 | 35,196,190 | ||||||
| 3.00% (1 Year Swap Rate GBP + 1.77%), 05/29/2030(1) |
GBP | 2,300,000 | 3,270,520 | |||||
| 3.97% (3 Month LIBOR USD + 1.61%), 05/22/2030(1) |
$ | 13,200,000 | 14,569,368 | |||||
| 4.29% (3 Month LIBOR USD + 1.35%), 09/12/2026(1) |
9,875,000 | 10,893,427 | ||||||
| 4.58% (3 Month LIBOR USD + 1.53%), 06/19/2029(1) |
3,200,000 | 3,633,161 | ||||||
| 4.95%, 03/31/2030 |
9,900,000 | 11,773,975 | ||||||
| 5.88% (5 Year Swap Rate GBP + 4.28%), 03/28/2170(1) |
GBP | 6,400,000 | 9,442,579 | |||||
| 6.00% (5 Year Swap Rate EUR + 5.34%), 03/29/2170(1) |
EUR | 600,000 | 749,226 | |||||
| 6.50% (5 Year 1100 Run ICE Swap Rate USD + 3.61%), 09/23/2169(1) |
$ | 3,420,000 | 3,852,493 | |||||
| Hudson Pacific Properties LP |
||||||||
| 3.25%, 01/15/2030 |
1,300,000 | 1,364,527 | ||||||
| 3.95%, 11/01/2027 |
7,907,000 | 8,649,055 | ||||||
| Icahn Enterprises LP / Icahn Enterprises Finance Corp. |
||||||||
| 4.38%, 02/01/2029 |
1,425,000 | 1,423,219 | ||||||
| IMMOFINANZ AG |
||||||||
| 2.63%, 01/27/2023 |
EUR | 4,200,000 | 4,993,566 | |||||
| Industrial & Commercial Bank of China Ltd. |
||||||||
| 0.87% (3 Month LIBOR USD + 0.75%), 12/21/2021(1) |
$ | 3,500,000 | 3,502,116 | |||||
| ING Groep NV |
||||||||
| 1.73% (Secured Overnight Financing Rate + 1.01%), 04/01/2027(1) |
3,490,000 | 3,509,783 |
| 6.88% (5 Year 1100 Run ICE Swap Rate USD + 5.12%), 04/16/2170(1) |
1,400,000 | 1,436,439 | ||||||
| Intercontinental Exchange, Inc. |
||||||||
| 1.85%, 09/15/2032 |
35,404,000 | 33,317,536 | ||||||
| 2.10%, 06/15/2030 |
11,715,000 | 11,585,139 | ||||||
| 3.00%, 09/15/2060 |
9,700,000 | 9,339,344 | ||||||
| International Lease Finance Corp. |
||||||||
| 8.63%, 01/15/2022 |
1,056,000 | 1,079,969 | ||||||
| Itau Unibanco Holding SA |
||||||||
| 2.90%, 01/24/2023(2) |
5,500,000 | 5,582,555 | ||||||
| Jefferies Group LLC |
||||||||
| 6.25%, 01/15/2036 |
1,430,000 | 1,920,854 | ||||||
| 6.45%, 06/08/2027 |
3,660,000 | 4,560,749 | ||||||
| 6.50%, 01/20/2043 |
1,125,000 | 1,560,851 | ||||||
| Jefferies Group LLC / Jefferies Group Capital Finance, Inc. |
||||||||
| 4.15%, 01/23/2030 |
7,180,000 | 8,075,808 | ||||||
| 4.85%, 01/15/2027 |
1,500,000 | 1,739,270 | ||||||
| JP Morgan Chase & Co. |
||||||||
| 0.77% (Secured Overnight Financing Rate + 0.49%), 08/09/2025(1) |
5,440,000 | 5,417,894 | ||||||
| 0.97% (Secured Overnight Financing Rate + 0.58%), 06/23/2025(1) |
24,260,000 | 24,289,748 | ||||||
| 1.47% (Secured Overnight Financing Rate + 0.77%), 09/22/2027(1) |
15,220,000 | 15,122,610 | ||||||
| 1.58% (Secured Overnight Financing Rate + 0.89%), 04/22/2027(1) |
36,775,000 | 36,849,581 | ||||||
| 1.76% (Secured Overnight Financing Rate + 1.11%), 11/19/2031(1) |
6,670,000 | 6,369,183 | ||||||
| 1.95% (Secured Overnight Financing Rate + 1.07%), 02/04/2032(1) |
15,000,000 | 14,470,821 | ||||||
| 2.01% (Secured Overnight Financing Rate + 1.59%), 03/13/2026(1) |
8,481,000 | 8,686,964 | ||||||
| 2.08% (Secured Overnight Financing Rate + 1.85%), 04/22/2026(1) |
8,375,000 | 8,614,202 | ||||||
| 2.18% (Secured Overnight Financing Rate + 1.89%), 06/01/2028(1) |
12,453,000 | 12,713,817 | ||||||
| 2.52% (Secured Overnight Financing Rate + 2.04%), 04/22/2031(1) |
29,710,000 | 30,310,235 | ||||||
| 2.74% (Secured Overnight Financing Rate + 1.51%), 10/15/2030(1) |
4,350,000 | 4,504,954 | ||||||
| 2.95%, 10/01/2026 |
2,340,000 | 2,507,872 | ||||||
| 2.96% (Secured Overnight Financing Rate + 2.52%), 05/13/2031(1) |
13,240,000 | 13,774,338 | ||||||
| 4.49% (Secured Overnight Financing Rate + 3.79%), 03/24/2031(1) |
13,825,000 | 16,132,065 | ||||||
| Kilroy Realty LP |
||||||||
| 2.50%, 11/15/2032 |
2,100,000 | 2,067,645 | ||||||
| Kimco Realty Corp. |
||||||||
| 3.25%, 08/15/2026 |
1,665,000 | 1,771,382 | ||||||
| Kookmin Bank |
||||||||
| 2.50%, 11/04/2030(2) |
4,800,000 | 4,751,618 | ||||||
| 2.50%, 11/04/2030 |
7,100,000 | 7,028,435 | ||||||
| Lloyds Banking Group Plc |
||||||||
| 1.63% (1 Year CMT Index + 0.85%), 05/11/2027(1) |
14,105,000 | 14,093,139 | ||||||
| 2.91% (3 Month LIBOR USD + 0.81%), 11/07/2023(1) |
12,390,000 | 12,712,016 | ||||||
| 3.57% (3 Month LIBOR USD + 1.21%), 11/07/2028(1) |
420,000 | 457,146 | ||||||
| 3.87% (1 Year CMT Index + 3.50%), 07/09/2025(1) |
1,675,000 | 1,805,966 | ||||||
| 4.45%, 05/08/2025 |
3,665,000 | 4,065,710 | ||||||
| 4.95% (CMS 5 Year Rate EUR + 5.29%), 06/27/2170(1)(5) |
EUR | 7,781,000 | 9,864,410 | |||||
| 7.50% (5 Year Swap Rate USD + 4.76%), 06/27/2169(1) |
$ | 3,330,000 | 3,725,437 | |||||
| 7.50% (5 Year Swap Rate USD + 4.50%), 12/27/2169(1) |
4,300,000 | 4,988,466 | ||||||
| 7.63% (5 Year Swap Rate GBP + 5.01%), 06/27/2170(1) |
GBP | 1,900,000 | 2,755,469 | |||||
| 7.88% (5 Year Swap Rate GBP + 5.11%), 06/27/2170(1) |
900,000 | 1,544,626 | ||||||
| Logan Group Co. Ltd. |
||||||||
| 4.25%, 07/12/2025 |
$ | 605,000 | 568,700 | |||||
| 4.85%, 12/14/2026 |
1,905,000 | 1,785,952 | ||||||
| LSEGA Financing Plc |
||||||||
| 2.00%, 04/06/2028(2) |
21,565,000 | 21,650,983 | ||||||
| 2.50%, 04/06/2031(2) |
8,960,000 | 9,124,787 | ||||||
| 3.20%, 04/06/2041(2) |
2,570,000 | 2,655,274 | ||||||
| Macquarie Group Ltd. |
||||||||
| 1.34% (Secured Overnight Financing Rate + 1.07%), 01/12/2027(1)(2) |
10,480,000 | 10,388,491 | ||||||
| Marsh & McLennan Companies, Inc. |
||||||||
| 2.25%, 11/15/2030 |
1,965,000 | 1,979,156 | ||||||
| MGIC Investment Corp. |
||||||||
| 5.25%, 08/15/2028 |
875,000 | 933,669 | ||||||
| MGM Growth Properties Operating Partnership LP / MGP Finance Co.-Issuer, Inc. |
||||||||
| 5.75%, 02/01/2027 |
1,150,000 | 1,322,500 | ||||||
| Morgan Stanley |
||||||||
| 0.53% (Secured Overnight Financing Rate + 0.46%), 01/25/2024(1) |
19,380,000 | 19,393,958 | ||||||
| 0.79% (Secured Overnight Financing Rate + 0.51%), 01/22/2025(1) |
5,940,000 | 5,939,733 | ||||||
| 1.51% (Secured Overnight Financing Rate + 0.86%), 07/20/2027(1) |
39,005,000 | 38,819,561 | ||||||
| 1.59% (Secured Overnight Financing Rate + 0.88%), 05/04/2027(1) |
22,995,000 | 23,063,412 | ||||||
| 1.79% (Secured Overnight Financing Rate + 1.03%), 02/13/2032(1) |
11,405,000 | 10,862,003 | ||||||
| 1.93% (Secured Overnight Financing Rate + 1.02%), 04/28/2032(1) |
10,000,000 | 9,590,358 | ||||||
| 2.24% (Secured Overnight Financing Rate + 1.18%), 07/21/2032(1) |
6,140,000 | 6,034,313 | ||||||
| 2.70% (Secured Overnight Financing Rate + 1.14%), 01/22/2031(1) |
10,000,000 | 10,310,928 | ||||||
| 3.22% (Secured Overnight Financing Rate + 1.49%), 04/22/2042(1) |
2,225,000 | 2,327,617 | ||||||
| 3.95%, 04/23/2027 |
31,330,000 | 34,842,327 | ||||||
| 4.35%, 09/08/2026 |
8,350,000 | 9,424,725 | ||||||
| 5.00%, 11/24/2025 |
10,320,000 | 11,797,196 | ||||||
| 7.50%, 04/02/2032(3)(17) |
14,800,000 | 11,981,463 | ||||||
| MPT Operating Partnership LP / MPT Finance Corp. |
||||||||
| 3.50%, 03/15/2031 |
17,400,000 | 17,748,000 | ||||||
| Nasdaq, Inc. |
||||||||
| 0.45%, 12/21/2022 |
5,405,000 | 5,405,295 | ||||||
| National General Holdings Corp. |
||||||||
| 6.75%, 05/15/2024(2) |
12,910,000 | 14,854,755 | ||||||
| National Securities Clearing Corp. |
||||||||
| 0.40%, 12/07/2023(2) |
18,840,000 | 18,849,729 | ||||||
| Nationwide Building Society |
| 0.55%, 01/22/2024(2) |
16,400,000 | 16,343,546 | ||||||
| 3.62% (3 Month LIBOR USD + 1.18%), 04/26/2023(1)(2) |
4,250,000 | 4,323,900 | ||||||
| 3.77% (3 Month LIBOR USD + 1.06%), 03/08/2024(1)(2) |
9,627,000 | 10,036,542 | ||||||
| 3.96% (3 Month LIBOR USD + 1.86%), 07/18/2030(1)(2) |
5,650,000 | 6,280,830 | ||||||
| 4.30% (3 Month LIBOR USD + 1.45%), 03/08/2029(1)(2) |
8,600,000 | 9,678,549 | ||||||
| 4.36% (3 Month LIBOR USD + 1.39%), 08/01/2024(1)(2) |
4,000,000 | 4,257,074 | ||||||
| Nationwide Mutual Insurance Co. |
||||||||
| 2.41% (3 Month LIBOR USD + 2.29%), 12/15/2024(1)(2) |
6,180,000 | 6,187,267 | ||||||
| Natwest Group Plc |
||||||||
| 1.64% (1 Year CMT Index + 0.90%), 06/14/2027(1) |
12,170,000 | 12,169,191 | ||||||
| 4.27% (3 Month LIBOR USD + 1.76%), 03/22/2025(1) |
18,655,000 | 20,131,357 | ||||||
| 4.45% (3 Month LIBOR USD + 1.87%), 05/08/2030(1) |
4,390,000 | 5,021,761 | ||||||
| 4.60% (5 Year CMT Index + 3.10%), 09/30/2169(1) |
3,600,000 | 3,617,280 | ||||||
| 4.89% (3 Month LIBOR USD + 1.75%), 05/18/2029(1) |
2,900,000 | 3,376,782 | ||||||
| 5.08% (3 Month LIBOR USD + 1.91%), 01/27/2030(1) |
6,600,000 | 7,793,544 | ||||||
| 6.00% (5 Year CMT Index + 5.63%), 09/30/2169(1) |
8,300,000 | 9,288,779 | ||||||
| 8.00% (5 Year Swap Rate USD + 5.72%), 09/30/2169(1) |
7,151,000 | 8,447,119 | ||||||
| Navient Corp. |
||||||||
| 5.00%, 03/15/2027 |
1,997,000 | 2,056,910 | ||||||
| 5.50%, 01/25/2023 |
3,000,000 | 3,135,000 | ||||||
| 5.88%, 10/25/2024 |
30,000 | 32,025 | ||||||
| 6.13%, 03/25/2024 |
14,000 | 14,990 | ||||||
| 6.50%, 06/15/2022 |
3,941,000 | 4,069,082 | ||||||
| 6.75%, 06/15/2026 |
5,089,000 | 5,616,373 | ||||||
| 7.25%, 09/25/2023 |
221,000 | 241,005 | ||||||
| NE Property BV |
||||||||
| 1.88%, 10/09/2026 |
EUR | 1,200,000 | 1,448,716 | |||||
| New York Life Global Funding |
||||||||
| 0.85%, 01/15/2026(2) |
$ | 12,430,000 | 12,248,822 | |||||
| 2.35%, 07/14/2026(2) |
1,000,000 | 1,042,925 | ||||||
| New York Life Insurance Co. |
||||||||
| 3.75%, 05/15/2050(2) |
8,801,000 | 9,861,128 | ||||||
| Newmark Group, Inc. |
||||||||
| 6.13%, 11/15/2023 |
602,000 | 651,364 | ||||||
| Nomura Holdings, Inc. |
||||||||
| 2.17%, 07/14/2028 |
19,200,000 | 19,024,090 | ||||||
| 2.61%, 07/14/2031 |
4,000,000 | 3,985,471 | ||||||
| 2.68%, 07/16/2030 |
16,300,000 | 16,466,424 | ||||||
| Northwestern Mutual Life Insurance Co. |
||||||||
| 3.45%, 03/30/2051(2) |
2,760,000 | 2,961,596 | ||||||
| Oaktree Specialty Lending Corp. |
||||||||
| 2.70%, 01/15/2027 |
5,960,000 | 5,978,922 | ||||||
| Old Republic International Corp. |
||||||||
| 3.88%, 08/26/2026 |
5,155,000 | 5,707,778 | ||||||
| 4.88%, 10/01/2024 |
335,000 | 372,160 | ||||||
| Omega Healthcare Investors, Inc. |
||||||||
| 3.25%, 04/15/2033 |
8,700,000 | 8,621,488 | ||||||
| OneMain Finance Corp. |
||||||||
| 5.63%, 03/15/2023 |
3,658,000 | 3,847,649 | ||||||
| 6.13%, 05/15/2022 |
3,548,000 | 3,641,135 | ||||||
| 6.13%, 03/15/2024 |
2,400,000 | 2,564,400 | ||||||
| Owl Rock Capital Corp. |
||||||||
| 2.63%, 01/15/2027 |
9,165,000 | 9,181,179 | ||||||
| 2.88%, 06/11/2028 |
9,375,000 | 9,357,501 | ||||||
| Owl Rock Technology Finance Corp. |
||||||||
| 2.50%, 01/15/2027 |
10,635,000 | 10,676,222 | ||||||
| Park Aerospace Holdings Ltd. |
||||||||
| 4.50%, 03/15/2023(2) |
6,564,000 | 6,858,988 | ||||||
| 5.50%, 02/15/2024(2) |
1,247,000 | 1,360,782 | ||||||
| Physicians Realty LP |
||||||||
| 3.95%, 01/15/2028 |
177,000 | 194,361 | ||||||
| Prologis LP |
||||||||
| 1.25%, 10/15/2030 |
1,985,000 | 1,859,043 | ||||||
| QNB Finance Ltd. |
||||||||
| 2.63%, 05/12/2025 |
2,450,000 | 2,550,376 | ||||||
| 2.75%, 02/12/2027 |
4,950,000 | 5,181,165 | ||||||
| Raymond James Financial, Inc. |
||||||||
| 4.95%, 07/15/2046 |
4,420,000 | 5,709,204 | ||||||
| Regency Centers LP |
||||||||
| 3.60%, 02/01/2027 |
4,271,000 | 4,704,760 | ||||||
| 3.70%, 06/15/2030 |
4,025,000 | 4,442,756 | ||||||
| 4.13%, 03/15/2028 |
970,000 | 1,086,379 | ||||||
| Retail Opportunity Investments Partnership LP |
||||||||
| 4.00%, 12/15/2024 |
895,000 | 956,122 | ||||||
| Rexford Industrial Realty LP |
||||||||
| 2.15%, 09/01/2031 |
800,000 | 770,966 | ||||||
| Rocket Mortgage LLC |
||||||||
| 5.25%, 01/15/2028(2) |
3,595,000 | 3,873,612 | ||||||
| Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc. |
||||||||
| 2.88%, 10/15/2026(2) |
9,815,000 | 9,591,218 | ||||||
| 3.63%, 03/01/2029(2) |
4,385,000 | 4,434,331 | ||||||
| 3.88%, 03/01/2031(2) |
13,500,000 | 13,618,125 | ||||||
| 4.00%, 10/15/2033(2) |
6,550,000 | 6,500,875 | ||||||
| Royal Bank of Canada |
||||||||
| 0.50%, 10/26/2023 |
15,460,000 | 15,469,041 | ||||||
| Sabra Health Care LP |
||||||||
| 3.20%, 12/01/2031 |
12,000,000 | 11,755,498 |
| 3.90%, 10/15/2029 |
200,000 | 210,681 | ||||||
| Santander Holdings USA, Inc. |
||||||||
| 3.24%, 10/05/2026 |
6,255,000 | 6,681,729 | ||||||
| 3.50%, 06/07/2024 |
50,000 | 53,115 | ||||||
| Santander UK Group Holdings Plc |
||||||||
| 1.09% (Secured Overnight Financing Rate + 0.79%), 03/15/2025(1) |
17,085,000 | 17,114,958 | ||||||
| 1.53% (1 Year CMT Index + 1.25%), 08/21/2026(1) |
12,810,000 | 12,784,271 | ||||||
| 1.67% (Secured Overnight Financing Rate + 0.99%), 06/14/2027(1) |
11,405,000 | 11,356,420 | ||||||
| 2.90% (Secured Overnight Financing Rate + 1.48%), 03/15/2032(1) |
24,900,000 | 25,398,279 | ||||||
| 3.57%, 01/10/2023 |
4,265,000 | 4,301,703 | ||||||
| 3.82% (3 Month LIBOR USD + 1.40%), 11/03/2028(1) |
4,990,000 | 5,458,617 | ||||||
| 4.75%, 09/15/2025(2) |
1,025,000 | 1,141,738 | ||||||
| 4.80% (3 Month LIBOR USD + 1.57%), 11/15/2024(1) |
13,465,000 | 14,578,693 | ||||||
| 6.75% (5 Year Swap Rate GBP + 5.79%), 06/24/2169(1) |
GBP | 5,800,000 | 8,576,875 | |||||
| 7.38% (5 Year Swap Rate GBP + 5.54%), 09/24/2169(1) |
5,647,000 | 7,870,570 | ||||||
| SBA Communications Corp. |
||||||||
| 3.13%, 02/01/2029(2) |
$ | 14,200,000 | 13,720,750 | |||||
| SBA Tower Trust |
||||||||
| 2.33%, 01/15/2028(2) |
1,555,000 | 1,584,632 | ||||||
| Sberbank of Russia Via SB Capital SA |
||||||||
| 5.13%, 10/29/2022 |
1,300,000 | 1,348,256 | ||||||
| Shimao Group Holdings Ltd. |
||||||||
| 3.45%, 01/11/2031 |
2,590,000 | 2,306,187 | ||||||
| 4.75%, 07/03/2022 |
8,900,000 | 8,805,817 | ||||||
| 5.60%, 07/15/2026 |
2,795,000 | 2,760,430 | ||||||
| Shinhan Bank Co. Ltd. |
||||||||
| 4.00%, 04/23/2029 |
4,574,000 | 5,058,890 | ||||||
| Simon Property Group LP |
||||||||
| 2.65%, 07/15/2030 |
7,550,000 | 7,782,384 | ||||||
| Sino-Ocean Land Treasure IV Ltd. |
||||||||
| 4.75%, 08/05/2029 |
1,725,000 | 1,633,310 | ||||||
| 4.75%, 01/14/2030 |
3,305,000 | 3,084,787 | ||||||
| Sirius International Group Ltd. |
||||||||
| 4.60%, 11/01/2026(2) |
2,520,000 | 2,571,660 | ||||||
| SITE Centers Corp. |
||||||||
| 3.63%, 02/01/2025 |
1,914,000 | 2,028,212 | ||||||
| 4.25%, 02/01/2026 |
2,500,000 | 2,705,460 | ||||||
| 4.70%, 06/01/2027 |
8,000,000 | 9,010,402 | ||||||
| Sitka Holdings LLC |
||||||||
| 5.25% (3 Month LIBOR USD + 4.50%), 07/06/2026(1)(2) |
4,167,000 | 4,228,159 | ||||||
| SL Green Operating Partnership LP |
||||||||
| 3.25%, 10/15/2022 |
6,000,000 | 6,148,504 | ||||||
| SL Green Realty Corp. |
||||||||
| 4.50%, 12/01/2022 |
850,000 | 878,629 | ||||||
| Societe Generale SA |
||||||||
| 2.89% (1 Year CMT Index + 1.30%), 06/09/2032(1)(2) |
10,400,000 | 10,458,862 | ||||||
| 3.65% (5 Year CMT Index + 3.00%), 07/08/2035(1)(2) |
7,705,000 | 7,984,482 | ||||||
| 4.25%, 04/14/2025(2) |
2,340,000 | 2,527,562 | ||||||
| 4.75%, 11/24/2025(2) |
9,285,000 | 10,304,048 | ||||||
| 6.75% (5 Year Swap Rate USD + 3.93%), 10/06/2169(1)(2) |
400,000 | 449,752 | ||||||
| 7.38% (5 Year Swap Rate USD + 4.30%), 04/04/2170(1)(2) |
4,300,000 | 4,660,125 | ||||||
| Standard Chartered Plc |
||||||||
| 1.21% (1 Year CMT Index + 0.88%), 03/23/2025(1)(2) |
2,500,000 | 2,501,697 | ||||||
| 1.28% (3 Month LIBOR USD + 1.15%), 01/20/2023(1)(2) |
5,565,000 | 5,582,864 | ||||||
| 2.68% (1 Year CMT Index + 1.20%), 06/29/2032(1)(2) |
52,100,000 | 51,734,872 | ||||||
| 2.82% (3 Month LIBOR USD + 1.21%), 01/30/2026(1)(2) |
3,241,000 | 3,375,150 | ||||||
| 3.27% (5 Year CMT Index + 2.30%), 02/18/2036(1)(2) |
24,180,000 | 23,989,050 | ||||||
| 4.64% (1 Year CMT Index + 3.85%), 04/01/2031(1)(2) |
22,853,000 | 26,360,936 | ||||||
| Stichting AK Rabobank Certificaten |
||||||||
| 19.44%, 03/29/2170(3) |
EUR | 3,876,300 | 6,454,895 | |||||
| STORE Capital Corp. |
||||||||
| 2.75%, 11/18/2030 |
$ | 1,300,000 | 1,306,026 | |||||
| Sumitomo Mitsui Financial Group, Inc. |
||||||||
| 0.51%, 01/12/2024 |
3,125,000 | 3,114,886 | ||||||
| Sun Hung Kai Properties Capital Market Ltd. |
||||||||
| 2.75%, 05/13/2030 |
1,000,000 | 1,017,290 | ||||||
| 2.88%, 01/21/2030 |
11,350,000 | 11,776,074 | ||||||
| Synchrony Financial |
||||||||
| 2.85%, 07/25/2022 |
3,720,000 | 3,787,596 | ||||||
| 4.25%, 08/15/2024 |
5,145,000 | 5,559,716 | ||||||
| 4.38%, 03/19/2024 |
9,540,000 | 10,295,085 | ||||||
| Teachers Insurance & Annuity Association of America |
||||||||
| 3.30%, 05/15/2050(2) |
7,205,000 | 7,572,767 | ||||||
| 4.27%, 05/15/2047(2) |
515,000 | 622,281 | ||||||
| 4.38% (3 Month LIBOR USD + 2.66%), 09/15/2054(1)(2) |
7,500,000 | 7,876,073 | ||||||
| 4.90%, 09/15/2044(2) |
1,505,000 | 1,958,845 | ||||||
| Toronto-Dominion Bank |
||||||||
| 0.25%, 01/06/2023 |
19,175,000 | 19,163,199 | ||||||
| UBS AG |
||||||||
| 0.50% (Secured Overnight Financing Rate + 0.45%), 08/09/2024(1)(2) |
15,000,000 | 15,111,000 | ||||||
| 5.13%, 05/15/2024 |
200,000 | 218,528 | ||||||
| UBS Group AG |
||||||||
| 5.75% (5 Year Swap Rate EUR + 5.29%), 02/19/2170(1) |
EUR | 4,100,000 | 4,819,809 | |||||
| 7.00% (5 Year Swap Rate USD + 4.87%), 02/19/2170(1) |
$ | 200,000 | 227,500 | |||||
| UniCredit SpA |
||||||||
| 2.57% (1 Year CMT Index + 2.30%), 09/22/2026(1)(2) |
2,600,000 | 2,643,537 | ||||||
| 7.83%, 12/04/2023(2) |
13,400,000 | 15,259,408 |
| Unique Pub Finance Co. Plc |
||||||||
| 7.40%, 03/28/2024 |
GBP | 2,634,736 | 3,752,458 | |||||
| Uniti Group LP / Uniti Fiber Holdings, Inc. / CSL Capital LLC |
||||||||
| 7.13%, 12/15/2024(2) |
$ | 3,000,000 | 3,063,750 | |||||
| Ventas Realty LP |
||||||||
| 2.50%, 09/01/2031 |
1,315,000 | 1,298,081 | ||||||
| 3.25%, 10/15/2026 |
2,000,000 | 2,138,593 | ||||||
| 3.85%, 04/01/2027 |
240,000 | 265,878 | ||||||
| 4.40%, 01/15/2029 |
3,000,000 | 3,429,941 | ||||||
| 4.88%, 04/15/2049 |
1,895,000 | 2,368,366 | ||||||
| VEREIT Operating Partnership LP |
||||||||
| 2.20%, 06/15/2028 |
1,250,000 | 1,264,878 | ||||||
| 2.85%, 12/15/2032 |
11,498,000 | 11,944,804 | ||||||
| 3.40%, 01/15/2028 |
4,060,000 | 4,389,460 | ||||||
| 3.95%, 08/15/2027 |
4,155,000 | 4,657,479 | ||||||
| 4.63%, 11/01/2025 |
2,260,000 | 2,539,624 | ||||||
| Voyager Aviation Holdings LLC |
||||||||
| 8.50%, 05/09/2026(2) |
67,000 | 61,221 | ||||||
| Wells Fargo & Co. |
||||||||
| 2.16% (3 Month LIBOR USD + 0.75%), 02/11/2026(1) |
31,720,000 | 32,720,791 | ||||||
| 2.19% (Secured Overnight Financing Rate + 2.00%), 04/30/2026(1) |
10,160,000 | 10,486,495 | ||||||
| 2.39% (Secured Overnight Financing Rate + 2.10%), 06/02/2028(1) |
19,655,000 | 20,272,953 | ||||||
| 2.57% (Secured Overnight Financing Rate + 1.26%), 02/11/2031(1) |
14,225,000 | 14,534,820 | ||||||
| 2.88% (Secured Overnight Financing Rate + 1.43%), 10/30/2030(1) |
32,492,000 | 33,933,377 | ||||||
| 3.07% (Secured Overnight Financing Rate + 2.53%), 04/30/2041(1) |
12,455,000 | 12,798,670 | ||||||
| 3.20% (3 Month LIBOR USD + 1.17%), 06/17/2027(1) |
17,000,000 | 18,248,358 | ||||||
| 3.75%, 01/24/2024 |
2,905,000 | 3,105,666 | ||||||
| 3.90% (5 Year CMT Index + 3.45%), 03/15/2170(1) |
14,500,000 | 14,953,125 | ||||||
| 4.30%, 07/22/2027 |
3,980,000 | 4,522,026 | ||||||
| Welltower, Inc. |
||||||||
| 4.00%, 06/01/2025 |
4,690,000 | 5,129,898 | ||||||
| 4.50%, 01/15/2024 |
650,000 | 697,949 | ||||||
| Weyerhaeuser Co. |
||||||||
| 4.00%, 04/15/2030 |
9,630,000 | 10,878,022 | ||||||
|
|
|
|||||||
| Total Financials |
3,778,807,104 | |||||||
|
|
|
|||||||
| Government – 0.11% |
||||||||
| Asian Development Bank |
||||||||
| 4.70%, 03/12/2024 |
MXN | 12,200,000 | 566,041 | |||||
| European Investment Bank |
||||||||
| 0.25%, 09/15/2023 |
$ | 30,865,000 | 30,827,345 | |||||
| International Finance Corp. |
||||||||
| 5.85%, 11/25/2022 |
INR | 353,580,000 | 4,815,862 | |||||
| 8.00%, 10/09/2023 |
IDR | 9,100,000,000 | 674,338 | |||||
|
|
|
|||||||
| Total Government |
36,883,586 | |||||||
|
|
|
|||||||
| Industrials – 1.68% |
||||||||
| Amcor Finance USA, Inc. |
||||||||
| 3.63%, 04/28/2026 |
$ | 2,990,000 | 3,261,097 | |||||
| Arrow Electronics, Inc. |
||||||||
| 4.00%, 04/01/2025 |
3,622,000 | 3,903,872 | ||||||
| Artera Services LLC |
||||||||
| 9.03%, 12/04/2025(2) |
2,000,000 | 2,170,000 | ||||||
| Associated Materials LLC |
||||||||
| 9.00%, 09/01/2025(2) |
540,000 | 569,700 | ||||||
| Avnet, Inc. |
||||||||
| 4.63%, 04/15/2026 |
10,485,000 | 11,693,062 | ||||||
| 4.88%, 12/01/2022 |
5,855,000 | 6,128,320 | ||||||
| BAE Systems Plc |
||||||||
| 3.40%, 04/15/2030(2) |
7,045,000 | 7,604,410 | ||||||
| Berry Global, Inc. |
||||||||
| 1.57%, 01/15/2026(2) |
3,800,000 | 3,799,012 | ||||||
| 4.88%, 07/15/2026(2) |
18,610,000 | 19,541,430 | ||||||
| Boeing Co. |
||||||||
| 1.43%, 02/04/2024 |
16,015,000 | 16,038,944 | ||||||
| 2.20%, 02/04/2026 |
19,000,000 | 19,140,064 | ||||||
| 2.25%, 06/15/2026 |
2,170,000 | 2,205,719 | ||||||
| 2.95%, 02/01/2030 |
2,790,000 | 2,844,691 | ||||||
| 3.10%, 05/01/2026 |
370,000 | 391,080 | ||||||
| 3.20%, 03/01/2029 |
1,855,000 | 1,930,317 | ||||||
| 3.25%, 02/01/2035 |
600,000 | 599,945 | ||||||
| 3.38%, 06/15/2046 |
9,940,000 | 9,441,184 | ||||||
| 3.60%, 05/01/2034 |
200,000 | 208,984 | ||||||
| 3.63%, 03/01/2048 |
1,941,000 | 1,905,563 | ||||||
| 3.75%, 02/01/2050 |
11,354,000 | 11,459,913 | ||||||
| 3.83%, 03/01/2059 |
1,023,000 | 1,003,523 | ||||||
| 3.85%, 11/01/2048 |
1,840,000 | 1,874,833 | ||||||
| 3.90%, 05/01/2049 |
3,893,000 | 4,007,456 | ||||||
| 3.95%, 08/01/2059 |
3,085,000 | 3,166,127 | ||||||
| 4.88%, 05/01/2025 |
3,005,000 | 3,344,298 | ||||||
| 5.04%, 05/01/2027 |
6,560,000 | 7,546,135 | ||||||
| 5.15%, 05/01/2030 |
7,103,000 | 8,336,720 | ||||||
| 5.71%, 05/01/2040 |
7,091,000 | 9,010,928 | ||||||
| 5.81%, 05/01/2050 |
30,234,000 | 40,301,026 | ||||||
| 5.93%, 05/01/2060 |
8,416,000 | 11,496,888 | ||||||
| Bombardier, Inc. |
||||||||
| 7.88%, 04/15/2027(2) |
1,492,000 | 1,546,794 | ||||||
| Boral Finance Pty Ltd. |
||||||||
| 3.00%, 11/01/2022(2) |
4,439,000 | 4,522,778 | ||||||
| 3.75%, 05/01/2028(2) |
3,520,000 | 3,736,909 |
| Carrier Global Corp. |
||||||||
| 2.72%, 02/15/2030 |
7,345,000 | 7,598,848 | ||||||
| Cellnex Finance Co. SA |
||||||||
| 3.88%, 07/07/2041(2) |
900,000 | 883,989 | ||||||
| Cemex SAB de CV |
||||||||
| 3.88%, 07/11/2031(2) |
24,365,000 | 24,379,619 | ||||||
| 5.13% (5 Year CMT Index + 4.53%), 09/08/2169(1)(2) |
5,670,000 | 5,774,952 | ||||||
| 5.20%, 09/17/2030(2) |
8,900,000 | 9,559,045 | ||||||
| 5.45%, 11/19/2029(2) |
3,460,000 | 3,749,775 | ||||||
| DAE Funding LLC |
||||||||
| 5.25%, 11/15/2021(2) |
6,844,000 | 6,846,053 | ||||||
| Embraer Netherlands Finance BV |
||||||||
| 5.05%, 06/15/2025 |
1,630,000 | 1,715,575 | ||||||
| 5.40%, 02/01/2027 |
960,000 | 1,021,210 | ||||||
| Empresa de los Ferrocarriles del Estado |
||||||||
| 3.07%, 08/18/2050(2) |
2,075,000 | 1,826,415 | ||||||
| Fortress Transportation & Infrastructure Investors LLC |
||||||||
| 6.50%, 10/01/2025(2) |
1,561,000 | 1,606,862 | ||||||
| General Electric Co. |
||||||||
| 3.45% (3 Month LIBOR USD + 3.33%), 06/15/2170(1) |
6,184,000 | 6,052,590 | ||||||
| 3.63%, 05/01/2030 |
6,765,000 | 7,517,251 | ||||||
| 6.75%, 03/15/2032 |
6,731,000 | 9,207,185 | ||||||
| 6.88%, 01/10/2039 |
4,000 | 5,961 | ||||||
| Guangzhou Metro Investment Finance BVI Ltd |
||||||||
| 2.31%, 09/17/2030 |
6,650,000 | 6,305,859 | ||||||
| Huntington Ingalls Industries, Inc. |
||||||||
| 3.84%, 05/01/2025 |
3,995,000 | 4,326,853 | ||||||
| 4.20%, 05/01/2030 |
2,465,000 | 2,782,284 | ||||||
| Indian Railway Finance Corp. Ltd. |
||||||||
| 2.80%, 02/10/2031(2) |
7,545,000 | 7,270,811 | ||||||
| Jabil, Inc. |
||||||||
| 1.70%, 04/15/2026 |
4,870,000 | 4,895,535 | ||||||
| 3.00%, 01/15/2031 |
2,470,000 | 2,532,951 | ||||||
| 4.70%, 09/15/2022 |
3,685,000 | 3,831,700 | ||||||
| John Deere Capital Corp. |
||||||||
| 0.59% (3 Month LIBOR USD + 0.48%), 09/08/2022(1) |
10,000,000 | 10,041,135 | ||||||
| 0.70%, 01/15/2026 |
1,350,000 | 1,329,741 | ||||||
| 2.95%, 04/01/2022 |
7,475,000 | 7,576,469 | ||||||
| Keysight Technologies, Inc. |
||||||||
| 3.00%, 10/30/2029 |
5,800,000 | 6,120,330 | ||||||
| Madison IAQ LLC |
||||||||
| 4.13%, 06/30/2028(2) |
1,485,000 | 1,485,000 | ||||||
| Mauser Packaging Solutions Holding Co. |
||||||||
| 5.50%, 04/15/2024(2) |
510,000 | 514,462 | ||||||
| OI European Group BV |
||||||||
| 4.00%, 03/15/2023(2) |
216,000 | 220,320 | ||||||
| Rolls-Royce Plc |
||||||||
| 1.63%, 05/09/2028 |
EUR | 16,946,000 | 18,893,296 | |||||
| 5.75%, 10/15/2027 |
GBP | 1,700,000 | 2,543,048 | |||||
| Sealed Air Corp. |
||||||||
| 4.00%, 12/01/2027(2) |
$ | 505,000 | 537,774 | |||||
| 5.25%, 04/01/2023(2) |
1,000,000 | 1,045,000 | ||||||
| SF Holding Investment Ltd. |
||||||||
| 2.88%, 02/20/2030 |
6,170,000 | 6,198,444 | ||||||
| Siemens Financieringsmaatschappij NV |
||||||||
| 0.73% (3 Month LIBOR USD + 0.61%), 03/16/2022(1)(2) |
13,690,000 | 13,728,606 | ||||||
| 1.70%, 03/11/2028(2) |
2,625,000 | 2,615,602 | ||||||
| 2.15%, 03/11/2031(2) |
9,365,000 | 9,379,235 | ||||||
| Spirit AeroSystems, Inc. |
||||||||
| 4.60%, 06/15/2028 |
2,125,000 | 2,109,063 | ||||||
| Standard Industries, Inc. |
||||||||
| 2.25%, 11/21/2026 |
EUR | 2,000,000 | 2,284,649 | |||||
| SYNNEX Corp. |
||||||||
| 1.75%, 08/09/2026(2) |
$ | 35,725,000 | 35,342,573 | |||||
| 2.38%, 08/09/2028(2) |
25,000,000 | 24,754,059 | ||||||
| 2.65%, 08/09/2031(2) |
25,500,000 | 24,939,644 | ||||||
| Textron, Inc. |
||||||||
| 3.00%, 06/01/2030 |
23,695,000 | 24,898,492 | ||||||
| TK Elevator US Newco, Inc. |
||||||||
| 5.25%, 07/15/2027(2) |
3,445,000 | 3,610,274 | ||||||
| TransDigm, Inc. |
||||||||
| 6.25%, 03/15/2026(2) |
2,115,000 | 2,204,888 | ||||||
| 8.00%, 12/15/2025(2) |
1,470,000 | 1,567,388 | ||||||
| Triumph Group, Inc. |
||||||||
| 6.25%, 09/15/2024(2) |
751,000 | 750,602 | ||||||
| Vulcan Materials Co. |
||||||||
| 3.50%, 06/01/2030 |
1,400,000 | 1,536,920 | ||||||
| Wabtec Transportation Netherlands BV |
||||||||
| 1.25%, 12/03/2027 |
EUR | 300,000 | 356,269 | |||||
| Waste Connections, Inc. |
||||||||
| 2.20%, 01/15/2032 |
$ | 5,570,000 | 5,491,099 | |||||
| Westinghouse Air Brake Technologies Corp. |
||||||||
| 4.40%, 03/15/2024 |
1,000,000 | 1,075,071 | ||||||
| 4.95%, 09/15/2028 |
3,200,000 | 3,682,880 | ||||||
| WRKCo, Inc. |
||||||||
| 3.00%, 06/15/2033 |
1,445,000 | 1,512,859 | ||||||
| 3.75%, 03/15/2025 |
815,000 | 881,985 | ||||||
|
|
|
|||||||
| Total Industrials |
|
563,650,222 | ||||||
|
|
|
|||||||
| Technology – 1.28% |
||||||||
| Amdocs Ltd. |
||||||||
| 2.54%, 06/15/2030 |
15,503,000 | 15,435,562 | ||||||
| Apple, Inc. |
||||||||
| 2.70%, 08/05/2051 |
5,870,000 | 5,660,182 | ||||||
| 3.85%, 05/04/2043 |
1,250,000 | 1,460,427 | ||||||
| 4.65%, 02/23/2046 |
1,250,000 | 1,626,756 | ||||||
| Broadcom, Inc. |
||||||||
| 2.45%, 02/15/2031(2) |
7,100,000 | 6,875,834 | ||||||
| 2.60%, 02/15/2033(2) |
11,395,000 | 10,945,905 | ||||||
| 3.14%, 11/15/2035(2) |
5,017,000 | 5,001,227 | ||||||
| 3.19%, 11/15/2036(2) |
10,655,000 | 10,624,058 | ||||||
| 3.42%, 04/15/2033(2) |
4,300,000 | 4,451,238 | ||||||
| 3.47%, 04/15/2034(2) |
24,423,000 | 25,149,266 | ||||||
| 4.11%, 09/15/2028 |
2,378,000 | 2,645,840 | ||||||
| 4.15%, 11/15/2030 |
6,836,000 | 7,574,101 | ||||||
| 4.30%, 11/15/2032 |
19,722,000 | 22,101,132 | ||||||
| CGI, Inc. |
||||||||
| 2.30%, 09/14/2031(2) |
14,300,000 | 13,893,145 | ||||||
| Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. |
||||||||
| 5.75%, 03/01/2025(2) |
248,000 | 249,860 | ||||||
| Citrix Systems, Inc. |
||||||||
| 3.30%, 03/01/2030 |
2,300,000 | 2,348,925 | ||||||
| Clarivate Science Holdings Corp. |
||||||||
| 3.88%, 07/01/2028(2) |
1,620,000 | 1,620,000 | ||||||
| Dell International LLC / EMC Corp. |
||||||||
| 5.30%, 10/01/2029 |
3,695,000 | 4,466,579 | ||||||
| 6.20%, 07/15/2030 |
1,900,000 | 2,430,615 | ||||||
| Exela Intermediate LLC / Exela Finance, Inc. |
||||||||
| 10.00%, 07/15/2023(2) |
300,000 | 232,500 | ||||||
| Intel Corp. |
||||||||
| 3.05%, 08/12/2051 |
5,000,000 | 4,967,048 | ||||||
| Leidos, Inc. |
||||||||
| 2.30%, 02/15/2031 |
1,200,000 | 1,172,460 | ||||||
| 4.38%, 05/15/2030 |
212,000 | 239,477 | ||||||
| Marvell Technology, Inc. |
||||||||
| 2.45%, 04/15/2028(2) |
29,825,000 | 30,384,805 | ||||||
| 2.95%, 04/15/2031(2) |
53,202,000 | 54,686,328 | ||||||
| Microchip Technology, Inc. |
||||||||
| 0.98%, 09/01/2024(2) |
4,290,000 | 4,284,809 | ||||||
| 4.33%, 06/01/2023 |
22,025,000 | 23,278,566 | ||||||
| Micron Technology, Inc. |
||||||||
| 4.19%, 02/15/2027 |
6,554,000 | 7,369,285 | ||||||
| 4.66%, 02/15/2030 |
15,005,000 | 17,319,521 | ||||||
| 5.33%, 02/06/2029 |
6,490,000 | 7,717,583 | ||||||
| NXP BV |
||||||||
| 5.35%, 03/01/2026(2) |
1,945,000 | 2,249,100 | ||||||
| NXP BV / NXP Funding LLC / NXP USA, Inc. |
||||||||
| 2.70%, 05/01/2025(2) |
500,000 | 522,221 | ||||||
| 3.15%, 05/01/2027(2) |
15,705,000 | 16,747,092 | ||||||
| Open Text Corp. |
||||||||
| 3.88%, 02/15/2028(2) |
445,000 | 453,900 | ||||||
| Open Text Holdings, Inc. |
||||||||
| 4.13%, 02/15/2030(2) |
1,715,000 | 1,762,163 | ||||||
| Oracle Corp. |
||||||||
| 2.30%, 03/25/2028 |
9,355,000 | 9,565,216 | ||||||
| 2.88%, 03/25/2031 |
3,465,000 | 3,565,476 | ||||||
| 3.60%, 04/01/2050 |
14,135,000 | 14,151,938 | ||||||
| 3.85%, 07/15/2036 |
6,000,000 | 6,518,604 | ||||||
| 3.85%, 04/01/2060 |
7,163,000 | 7,278,730 | ||||||
| 3.95%, 03/25/2051 |
14,350,000 | 15,133,782 | ||||||
| 4.00%, 07/15/2046 |
1,909,000 | 2,022,350 | ||||||
| 4.10%, 03/25/2061(17) |
7,800,000 | 8,304,087 | ||||||
| Roper Technologies, Inc. |
||||||||
| 2.95%, 09/15/2029 |
1,930,000 | 2,047,190 | ||||||
| Seagate HDD Cayman |
||||||||
| 3.13%, 07/15/2029(2) |
6,000,000 | 5,802,599 | ||||||
| 4.09%, 06/01/2029 |
4,079,000 | 4,282,950 | ||||||
| 4.13%, 01/15/2031 |
11,000,000 | 11,467,500 | ||||||
| 5.75%, 12/01/2034 |
1,122,000 | 1,312,740 | ||||||
| Skyworks Solutions, Inc. |
||||||||
| 1.80%, 06/01/2026 |
1,340,000 | 1,357,755 | ||||||
| TSMC Global Ltd. |
||||||||
| 1.00%, 09/28/2027(2) |
5,575,000 | 5,343,805 | ||||||
| VMware, Inc. |
||||||||
| 1.80%, 08/15/2028 |
2,200,000 | 2,167,362 | ||||||
| 2.20%, 08/15/2031 |
9,100,000 | 8,897,694 | ||||||
| 4.70%, 05/15/2030 |
2,700,000 | 3,182,883 | ||||||
|
|
|
|||||||
| Total Technology |
|
430,350,171 | ||||||
|
|
|
|||||||
| Utilities – 1.79% |
||||||||
| AEP Transmission Co. LLC |
||||||||
| 3.75%, 12/01/2047 |
2,190,000 | 2,455,821 | ||||||
| AES Corp. |
||||||||
| 2.45%, 01/15/2031 |
4,485,000 | 4,423,301 | ||||||
| 3.95%, 07/15/2030(2) |
2,040,000 | 2,243,225 | ||||||
| Alliant Energy Finance LLC |
||||||||
| 1.40%, 03/15/2026(2) |
925,000 | 912,289 | ||||||
| American Transmission Systems, Inc. |
||||||||
| 5.25%, 01/15/2022(2) |
100,000 | 101,248 | ||||||
| American Water Capital Corp. |
||||||||
| 3.45%, 05/01/2050 |
1,148,000 | 1,221,243 | ||||||
| 4.15%, 06/01/2049 |
1,425,000 | 1,683,045 | ||||||
| APT Pipelines Ltd. |
||||||||
| 4.25%, 07/15/2027(2) |
11,420,000 | 12,967,638 | ||||||
| Ausgrid Finance Pty Ltd. |
||||||||
| 3.85%, 05/01/2023(2) |
9,410,000 | 9,763,525 | ||||||
| Black Hills Corp. |
||||||||
| 4.35%, 05/01/2033 |
6,250,000 | 7,214,519 | ||||||
| Calpine Corp. |
||||||||
| 3.75%, 03/01/2031(2) |
9,495,000 | 9,138,938 | ||||||
| China Southern Power Grid International Finance BVI 2018 Co. Ltd. |
||||||||
| 4.25%, 09/18/2028 |
1,180,000 | 1,337,446 | ||||||
| Cleco Power LLC |
||||||||
| 6.00%, 12/01/2040 |
1,000,000 | 1,365,474 | ||||||
| CLP Power Hong Kong Financing Ltd. |
||||||||
| 3.38%, 10/26/2027 |
5,000,000 | 5,440,801 | ||||||
| DPL, Inc. |
||||||||
| 4.13%, 07/01/2025 |
1,525,000 | 1,631,750 | ||||||
| Duke Energy Carolinas LLC |
||||||||
| 2.55%, 04/15/2031 |
3,610,000 | 3,739,049 | ||||||
| 3.70%, 12/01/2047 |
2,500,000 | 2,776,487 | ||||||
| 3.88%, 03/15/2046 |
2,750,000 | 3,103,693 | ||||||
| 4.25%, 12/15/2041 |
1,650,000 | 1,960,589 | ||||||
| Duke Energy Corp. |
||||||||
| 2.55%, 06/15/2031 |
25,699,000 | 26,038,721 | ||||||
| Duke Energy Progress LLC |
||||||||
| 4.10%, 03/15/2043 |
900,000 | 1,050,971 | ||||||
| 4.20%, 08/15/2045 |
1,000,000 | 1,181,812 | ||||||
| Edison International |
||||||||
| 4.95%, 04/15/2025 |
13,131,000 | 14,457,959 | ||||||
| Empresas Publicas de Medellin ESP |
||||||||
| 4.38%, 02/15/2031 |
1,400,000 | 1,384,740 | ||||||
| Enel Finance International NV |
||||||||
| 1.88%, 07/12/2028(2) |
7,060,000 | 7,031,039 | ||||||
| 2.25%, 07/12/2031(2) |
6,740,000 | 6,650,547 | ||||||
| 3.50%, 04/06/2028(2) |
1,505,000 | 1,647,118 | ||||||
| 3.63%, 05/25/2027(2) |
16,020,000 | 17,733,953 | ||||||
| FirstEnergy Corp. |
||||||||
| 3.35%, 07/15/2022 |
2,075,000 | 2,099,589 | ||||||
| 3.40%, 03/01/2050 |
100,000 | 96,136 | ||||||
| FirstEnergy Transmission LLC |
||||||||
| 2.87%, 09/15/2028(2) |
16,876,000 | 17,614,325 | ||||||
| 4.35%, 01/15/2025(2) |
7,535,000 | 8,193,666 | ||||||
| IPALCO Enterprises, Inc. |
||||||||
| 4.25%, 05/01/2030 |
1,245,000 | 1,396,555 | ||||||
| ITC Holdings Corp. |
||||||||
| 3.25%, 06/30/2026 |
2,000,000 | 2,157,582 | ||||||
| 4.05%, 07/01/2023 |
3,812,000 | 4,000,923 | ||||||
| Jersey Central Power & Light Co. |
||||||||
| 2.75%, 03/01/2032(2) |
2,000,000 | 2,048,803 | ||||||
| 4.30%, 01/15/2026(2) |
2,000,000 | 2,202,535 | ||||||
| 4.70%, 04/01/2024(2) |
150,000 | 161,698 | ||||||
| KeySpan Gas East Corp. |
||||||||
| 2.74%, 08/15/2026(2) |
4,500,000 | 4,682,557 | ||||||
| Metropolitan Edison Co. |
||||||||
| 4.00%, 04/15/2025(2) |
4,000,000 | 4,216,553 | ||||||
| 4.30%, 01/15/2029(2) |
5,000,000 | 5,603,414 | ||||||
| Mid-Atlantic Interstate Transmission LLC |
||||||||
| 4.10%, 05/15/2028(2) |
700,000 | 784,181 | ||||||
| Mong Duong Finance Holdings BV |
||||||||
| 5.13%, 05/07/2029 |
1,150,000 | 1,144,837 | ||||||
| Northern States Power Co. |
||||||||
| 3.60%, 09/15/2047 |
1,800,000 | 2,012,723 | ||||||
| 4.00%, 08/15/2045 |
1,000,000 | 1,181,288 | ||||||
| NRG Energy, Inc. |
||||||||
| 4.45%, 06/15/2029(2) |
7,405,000 | 8,192,830 | ||||||
| 5.25%, 06/15/2029(2) |
2,120,000 | 2,255,150 | ||||||
| 5.75%, 01/15/2028 |
1,990,000 | 2,116,863 | ||||||
| Pacific Gas & Electric Co. |
||||||||
| 1.37%, 03/10/2023 |
15,194,000 | 15,140,947 | ||||||
| 2.10%, 08/01/2027 |
11,308,000 | 11,035,575 | ||||||
| 2.50%, 02/01/2031 |
6,150,000 | 5,853,428 | ||||||
| 2.95%, 03/01/2026 |
3,312,000 | 3,400,134 | ||||||
| 3.00%, 06/15/2028 |
13,949,000 | 14,194,595 | ||||||
| 3.15%, 01/01/2026 |
6,569,000 | 6,787,827 | ||||||
| 3.25%, 06/15/2023 |
2,670,000 | 2,742,432 | ||||||
| 3.25%, 06/01/2031 |
2,300,000 | 2,291,643 | ||||||
| 3.30%, 03/15/2027 |
2,052,000 | 2,129,896 | ||||||
| 3.30%, 12/01/2027 |
3,700,000 | 3,808,122 | ||||||
| 3.30%, 08/01/2040 |
4,970,000 | 4,585,913 | ||||||
| 3.40%, 08/15/2024 |
2,476,000 | 2,568,816 | ||||||
| 3.45%, 07/01/2025 |
7,759,500 | 8,104,331 |
| 3.50%, 06/15/2025 |
10,754,000 | 11,214,302 | ||||||
| 3.50%, 08/01/2050 |
9,498,000 | 8,637,816 | ||||||
| 3.75%, 02/15/2024 |
2,914,000 | 3,039,694 | ||||||
| 3.75%, 07/01/2028 |
18,443,500 | 19,296,823 | ||||||
| 3.75%, 08/15/2042 |
1,883,000 | 1,701,576 | ||||||
| 3.85%, 11/15/2023 |
1,259,000 | 1,311,400 | ||||||
| 3.95%, 12/01/2047 |
3,616,000 | 3,479,794 | ||||||
| 4.00%, 12/01/2046 |
13,182,000 | 12,710,862 | ||||||
| 4.25%, 08/01/2023 |
20,431,000 | 21,376,181 | ||||||
| 4.25%, 03/15/2046 |
409,000 | 402,052 | ||||||
| 4.30%, 03/15/2045 |
12,052,000 | 11,890,390 | ||||||
| 4.45%, 04/15/2042 |
7,667,000 | 7,635,449 | ||||||
| 4.50%, 07/01/2040 |
11,103,000 | 11,333,288 | ||||||
| 4.50%, 12/15/2041 |
3,353,000 | 3,280,949 | ||||||
| 4.55%, 07/01/2030 |
40,929,500 | 44,258,296 | ||||||
| 4.60%, 06/15/2043 |
1,248,000 | 1,244,989 | ||||||
| 4.65%, 08/01/2028 |
100,000 | 109,327 | ||||||
| 4.75%, 02/15/2044 |
11,506,000 | 11,717,001 | ||||||
| 4.95%, 07/01/2050 |
4,972,500 | 5,290,093 | ||||||
| Pennsylvania Electric Co. |
||||||||
| 3.25%, 03/15/2028(2) |
200,000 | 211,322 | ||||||
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara |
||||||||
| 5.45%, 05/21/2028(2) |
11,800,000 | 13,717,500 | ||||||
| Piedmont Natural Gas Co., Inc. |
||||||||
| 2.50%, 03/15/2031 |
26,156,000 | 26,295,172 | ||||||
| Public Service Co. of New Mexico |
||||||||
| 3.85%, 08/01/2025 |
7,000,000 | 7,502,457 | ||||||
| Southern California Edison Co. |
||||||||
| 3.65%, 02/01/2050 |
1,595,000 | 1,629,540 | ||||||
| 4.00%, 04/01/2047 |
455,000 | 487,917 | ||||||
| 4.13%, 03/01/2048 |
570,000 | 621,105 | ||||||
| Southern Co. |
||||||||
| 3.25%, 07/01/2026 |
7,200,000 | 7,747,687 | ||||||
| Southern Co. Gas Capital Corp. |
||||||||
| 4.40%, 05/30/2047 |
1,915,000 | 2,251,174 | ||||||
| 5.88%, 03/15/2041 |
1,920,000 | 2,636,322 | ||||||
| Southwestern Electric Power Co. |
||||||||
| 4.10%, 09/15/2028 |
10,000,000 | 11,282,928 | ||||||
| Spire, Inc. |
||||||||
| 3.54%, 02/27/2024 |
5,000,000 | 5,157,663 | ||||||
| State Grid Overseas Investment BVI Ltd. |
||||||||
| 2.75%, 05/04/2022(2) |
404,000 | 408,892 | ||||||
| 3.50%, 05/04/2027 |
5,330,000 | 5,852,526 | ||||||
| 3.75%, 05/02/2023(2) |
4,235,000 | 4,432,635 | ||||||
| TNB Global Ventures Capital Bhd |
||||||||
| 3.24%, 10/19/2026 |
4,030,000 | 4,280,021 | ||||||
| Tucson Electric Power Co. |
||||||||
| 3.05%, 03/15/2025 |
3,000,000 | 3,180,451 | ||||||
| Vistra Operations Co. LLC |
||||||||
| 3.55%, 07/15/2024(2) |
8,385,000 | 8,819,552 | ||||||
| 3.70%, 01/30/2027(2) |
6,435,000 | 6,786,282 | ||||||
| 4.38%, 05/01/2029(2) |
2,935,000 | 2,952,992 | ||||||
|
|
|
|||||||
| Total Utilities |
|
601,647,228 | ||||||
|
|
|
|||||||
| Total Corporate Bonds (Cost: $10,265,512,366) |
10,596,195,827 | |||||||
|
|
|
|||||||
| Convertible Securities – 0.20% |
||||||||
| Communications – 0.11% |
||||||||
| DISH Network Corp. |
||||||||
| 2.38%, 03/15/2024 |
7,520,000 | 7,327,300 | ||||||
| 3.38%, 08/15/2026 |
10,045,000 | 10,441,777 | ||||||
| Expedia Group, Inc. |
||||||||
| 0.00%, 02/15/2026(2) |
2,735,000 | 2,952,845 | ||||||
| Palo Alto Networks, Inc. |
||||||||
| 0.38%, 06/01/2025 |
6,900,000 | 11,392,408 | ||||||
| Twitter, Inc. |
||||||||
| 0.00%, 03/15/2026(2) |
3,375,000 | 3,133,147 | ||||||
| Uber Technologies, Inc. |
||||||||
| 0.00%, 12/15/2025(2) |
2,455,000 | 2,387,808 | ||||||
|
|
|
|||||||
| Total Communications |
|
37,635,285 | ||||||
|
|
|
|||||||
| Consumer, Cyclical – 0.03% |
||||||||
| Peloton Interactive, Inc. |
||||||||
| 0.00%, 02/15/2026(2) |
4,735,000 | 4,168,152 | ||||||
| Southwest Airlines Co. |
||||||||
| 1.25%, 05/01/2025 |
3,410,000 | 5,093,688 | ||||||
|
|
|
|||||||
| Total Consumer, Cyclical |
|
9,261,840 | ||||||
|
|
|
|||||||
| Consumer, Non-cyclical – 0.06% |
||||||||
| BioMarin Pharmaceutical, Inc. |
||||||||
| 0.60%, 08/01/2024 |
2,545,000 | 2,604,009 | ||||||
| 1.25%, 05/15/2027 |
10,100,000 | 10,108,316 | ||||||
| Livongo Health, Inc. |
||||||||
| 0.88%, 06/01/2025 |
1,410,000 | 1,855,422 | ||||||
| Teladoc Health, Inc. |
||||||||
| 1.25%, 06/01/2027 |
6,475,000 | 6,503,727 | ||||||
|
|
|
|||||||
| Total Consumer, Non-cyclical |
|
21,071,474 | ||||||
|
|
|
|||||||
| Total Convertible Securities (Cost: $65,133,272) |
67,968,599 | |||||||
|
|
|
|||||||
| Government Related – 25.14% |
||||||||
| Other Government Related – 2.30% |
||||||||
| Abu Dhabi Government International Bond |
||||||||
| 2.50%, 09/30/2029 |
2,541,000 | 2,651,533 | ||||||
| 2.70%, 09/02/2070(2) |
6,469,000 | 5,781,345 | ||||||
| 3.88%, 04/16/2050 |
200,000 | 228,338 | ||||||
| 3.88%, 04/16/2050(2) |
5,400,000 | 6,165,126 | ||||||
| Africa Finance Corp. |
||||||||
| 3.88%, 04/13/2024(2) |
1,085,000 | 1,150,679 | ||||||
| Argentina Bocon |
||||||||
|
34.16% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 0.00%), 10/04/2022(1) |
ARS | 2,805,753 | 16,268 | |||||
| Argentine Bonos del Tesoro |
||||||||
| 15.50%, 10/17/2026 |
110,804,000 | 511,171 | ||||||
| Argentine Republic Government International Bond |
||||||||
| 0.50%, 07/09/2030(3) |
$ | 25,483,672 | 9,345,372 | |||||
| 1.00%, 07/09/2029 |
1,108,815 | 421,361 | ||||||
| 1.13%, 07/09/2035(3) |
4,446,707 | 1,454,340 | ||||||
| 1.13%, 07/09/2046(3) |
114,993 | 38,212 | ||||||
| 2.00%, 01/09/2038(3) |
261,019 | 101,221 | ||||||
| 2.50%, 07/09/2041(3) |
12,427,204 | 4,564,139 | ||||||
| Bonos del Tesoro Nacional en Pesos Badlar |
||||||||
| 36.16% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 2.00%), 04/03/2022(1) |
ARS | 219,181,000 | 2,175,463 | |||||
| Brazil Letras do Tesouro Nacional |
||||||||
| 0.00%, 04/01/2022 |
BRL | 45,767,000 | 8,084,306 | |||||
| 0.00%, 07/01/2022 |
47,400,000 | 8,187,329 | ||||||
| 0.00%, 10/01/2022 |
436,300,000 | 73,555,257 | ||||||
| Brazil Notas do Tesouro Nacional Serie F |
||||||||
| 10.00%, 01/01/2025 |
119,192,000 | 22,329,477 | ||||||
| Brazilian Government International Bond |
||||||||
| 2.88%, 06/06/2025 |
$ | 500,000 | 510,900 | |||||
| 3.88%, 06/12/2030 |
4,400,000 | 4,265,580 | ||||||
| 4.63%, 01/13/2028 |
400,000 | 420,480 | ||||||
| California State University |
||||||||
| 2.37%, 11/01/2035 |
5,520,000 | 5,440,144 | ||||||
| Chile Government International Bond |
||||||||
| 2.45%, 01/31/2031 |
2,500,000 | 2,474,825 | ||||||
| 2.55%, 01/27/2032 |
1,770,000 | 1,753,769 | ||||||
| City of New York NY |
||||||||
| 1.92%, 08/01/2031 |
4,350,000 | 4,273,127 | ||||||
| 2.05%, 03/01/2032 |
2,480,000 | 2,447,210 | ||||||
| 3.55%, 12/01/2028 |
3,645,000 | 4,048,281 | ||||||
| City of San Francisco CA Public Utilities Commission Water Revenue |
||||||||
| 2.19%, 11/01/2032 |
1,610,000 | 1,632,560 | ||||||
| 2.83%, 11/01/2041 |
6,510,000 | 6,572,040 | ||||||
| Ciudad Autonoma de Buenos Aires/Government Bonds |
||||||||
| 37.41% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.25%), 03/29/2024(1) |
ARS | 314,346,000 | 2,841,443 | |||||
|
37.91% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.75%), 02/22/2028(1) |
401,380,000 | 3,559,054 | ||||||
|
39.15% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 5.00%), 01/23/2022(1) |
566,081,000 | 6,140,317 | ||||||
| Colombia Government International Bond |
||||||||
| 3.00%, 01/30/2030 |
$ | 5,500,000 | 5,197,720 | |||||
| 4.50%, 01/28/2026 |
1,892,000 | 2,027,883 | ||||||
| Commonwealth of Puerto Rico |
||||||||
| 4.13%, 07/01/2022(6) |
100,000 | 89,000 | ||||||
| 5.00%, 07/01/2023(6) |
240,000 | 217,200 | ||||||
| 5.00%, 07/01/2028(6) |
20,000 | 19,325 | ||||||
| 5.00%, 07/01/2041(6) |
395,000 | 345,625 | ||||||
| 5.13%, 07/01/2028(6) |
30,000 | 28,650 | ||||||
| 5.13%, 07/01/2031(6) |
2,590,000 | 2,499,350 | ||||||
| 5.13%, 07/01/2037(6) |
190,000 | 171,000 | ||||||
| 5.25%, 07/01/2026(6) |
200,000 | 194,000 | ||||||
| 5.25%, 07/01/2037(6) |
100,000 | 97,375 | ||||||
| 5.38%, 07/01/2030(6) |
165,000 | 157,162 | ||||||
| 5.50%, 07/01/2032(6) |
1,610,000 | 1,545,600 | ||||||
| 5.50%, 07/01/2039(6) |
520,000 | 477,100 | ||||||
| 5.70%, 07/01/2023(6) |
170,000 | 161,075 | ||||||
| 5.75%, 07/01/2038(6) |
80,000 | 76,000 | ||||||
| 5.75%, 07/01/2041(6) |
100,000 | 95,375 | ||||||
| 6.00%, 07/01/2038(6) |
610,000 | 597,800 | ||||||
| 6.00%, 07/01/2039(6) |
55,000 | 52,800 | ||||||
| 6.50%, 07/01/2040(6) |
30,000 | 29,400 | ||||||
| 8.00%, 07/01/2035(6) |
800,000 | 690,000 | ||||||
| County of Miami-Dade FL Aviation Revenue |
||||||||
| 2.61%, 10/01/2032 |
900,000 | 919,118 | ||||||
| 2.71%, 10/01/2033 |
1,290,000 | 1,322,022 | ||||||
| 3.45%, 10/01/2030 |
600,000 | 648,987 | ||||||
| Croatia Government International Bond |
||||||||
| 6.00%, 01/26/2024 |
1,253,000 | 1,396,496 | ||||||
| Dominican Republic International Bond |
||||||||
| 4.50%, 01/30/2030(2) |
3,330,000 | 3,388,308 | ||||||
| 4.88%, 09/23/2032 |
2,500,000 | 2,550,025 | ||||||
| Egypt Government International Bond |
||||||||
| 5.25%, 10/06/2025 |
400,000 | 408,080 | ||||||
| 7.60%, 03/01/2029(2) |
1,550,000 | 1,605,226 | ||||||
| Export Credit Bank of Turkey |
||||||||
| 8.25%, 01/24/2024(2) |
1,000,000 | 1,073,700 | ||||||
| Export Import Bank of Thailand |
||||||||
| 1.46%, 10/15/2025 |
3,184,000 | 3,175,327 |
| Export-Import Bank of India |
||||||||
| 1.15% (3 Month LIBOR USD + 1.02%), 03/28/2022(1)(17) |
9,600,000 | 9,611,616 | ||||||
| Export-Import Bank of Korea |
||||||||
| 4.89%, 08/09/2023(2) |
INR | 2,139,900,000 | 28,670,241 | |||||
| 6.75%, 08/09/2022 |
306,900,000 | 4,207,583 | ||||||
| Golden State Tobacco Securitization Corp. |
||||||||
| 2.25%, 06/01/2029 |
$ | 1,300,000 | 1,313,169 | |||||
| 2.75%, 06/01/2034 |
600,000 | 607,632 | ||||||
| 3.00%, 06/01/2046 |
600,000 | 610,902 | ||||||
| Guatemala Government Bond |
||||||||
| 5.38%, 04/24/2032(2) |
600,000 | 681,000 | ||||||
| 6.13%, 06/01/2050(2) |
800,000 | 920,008 | ||||||
| Hazine Mustesarligi Varlik Kiralama AS |
||||||||
| 5.80%, 02/21/2022(2) |
7,960,000 | 8,060,774 | ||||||
| Indonesia Government International Bond |
||||||||
| 2.85%, 02/14/2030 |
3,000,000 | 3,096,931 | ||||||
| Israel Government International Bond |
||||||||
| 3.88%, 07/03/2050 |
3,000,000 | 3,417,300 | ||||||
| 4.50%, 04/03/2120 |
1,400,000 | 1,757,350 | ||||||
| Korea National Oil Corp. |
||||||||
| 1.63%, 10/05/2030(2) |
4,180,000 | 3,968,994 | ||||||
| Korea South-East Power Co. Ltd. |
||||||||
| 1.00%, 02/03/2026 |
1,260,000 | 1,240,948 | ||||||
| Los Angeles Department of Water & Power Water System Revenue |
||||||||
| 6.01%, 07/01/2039 |
675,000 | 898,025 | ||||||
| Metropolitan Transportation Authority |
||||||||
| 5.18%, 11/15/2049 |
2,065,000 | 2,818,341 | ||||||
| Mexican Bonos |
||||||||
| 6.75%, 03/09/2023 |
MXN | 436,703,400 | 21,391,411 | |||||
| Mexico Government International Bond |
||||||||
| 2.66%, 05/24/2031 |
$ | 5,976,000 | 5,765,226 | |||||
| 3.75%, 01/11/2028 |
3,850,000 | 4,185,296 | ||||||
| 3.77%, 05/24/2061 |
18,680,000 | 16,563,743 | ||||||
| 4.28%, 08/14/2041 |
17,695,000 | 18,054,208 | ||||||
| 4.50%, 04/22/2029 |
773,000 | 868,033 | ||||||
| 4.75%, 04/27/2032 |
1,100,000 | 1,237,247 | ||||||
| New Jersey Turnpike Authority |
||||||||
| 1.86%, 01/01/2031 |
2,370,000 | 2,318,258 | ||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue |
||||||||
| 2.40%, 11/01/2032 |
2,580,000 | 2,633,292 | ||||||
| 2.69%, 05/01/2033 |
1,275,000 | 1,326,946 | ||||||
| 2.80%, 02/01/2026 |
1,850,000 | 1,977,651 | ||||||
| 3.95%, 08/01/2032 |
1,900,000 | 2,132,048 | ||||||
| 5.27%, 05/01/2027 |
5,820,000 | 6,949,629 | ||||||
| New York State Dormitory Authority |
||||||||
| 5.05%, 09/15/2027 |
1,800,000 | 2,147,907 | ||||||
| 5.29%, 03/15/2033 |
830,000 | 1,021,372 | ||||||
| Panama Government International Bond |
||||||||
| 2.25%, 09/29/2032 |
2,200,000 | 2,069,804 | ||||||
| 3.16%, 01/23/2030 |
6,109,000 | 6,288,971 | ||||||
| 3.88%, 03/17/2028 |
800,000 | 868,512 | ||||||
| Paraguay Government International Bond |
||||||||
| 4.70%, 03/27/2027 |
2,030,000 | 2,248,245 | ||||||
| 4.95%, 04/28/2031(2) |
1,200,000 | 1,353,600 | ||||||
| Peru Government Bond |
||||||||
| 5.94%, 02/12/2029 |
PEN | 21,282,000 | 5,171,288 | |||||
| 6.15%, 08/12/2032 |
17,826,000 | 4,178,585 | ||||||
| 6.95%, 08/12/2031 |
5,192,000 | 1,301,834 | ||||||
| Peruvian Government International Bond |
||||||||
| 2.84%, 06/20/2030 |
$ | 1,370,000 | 1,381,097 | |||||
| 4.13%, 08/25/2027 |
1,541,000 | 1,703,745 | ||||||
| 5.94%, 02/12/2029 |
PEN | 11,140,000 | 2,706,896 | |||||
| 5.94%, 02/12/2029(2) |
11,637,000 | 2,827,661 | ||||||
| 6.15%, 08/12/2032(2) |
2,151,000 | 504,999 | ||||||
| 6.35%, 08/12/2028(2) |
12,544,000 | 3,133,917 | ||||||
| 6.90%, 08/12/2037(2) |
780,000 | 180,420 | ||||||
| 6.95%, 08/12/2031 |
1,183,000 | 296,624 | ||||||
| 6.95%, 08/12/2031(2) |
10,939,000 | 2,742,827 | ||||||
| 8.20%, 08/12/2026(2) |
15,908,000 | 4,329,929 | ||||||
| Philippine Government International Bond |
||||||||
| 1.65%, 06/10/2031 |
$ | 563,000 | 535,329 | |||||
| 1.95%, 01/06/2032 |
1,000,000 | 965,096 | ||||||
| 2.46%, 05/05/2030 |
887,000 | 905,068 | ||||||
| Province of Quebec Canada |
||||||||
| 0.60%, 07/23/2025 |
7,535,000 | 7,457,575 | ||||||
| Provincia de Buenos Aires/Government Bonds |
||||||||
| 37.90% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.75%), 04/12/2025(1)(2) |
ARS | 1,284,476,000 | 11,955,403 | |||||
| 37.99% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.83%), 05/31/2022(1) |
52,056,000 | 517,416 | ||||||
| Puerto Rico Electric Power Authority |
||||||||
| 6.05%, 07/01/2032(6) |
$ | 100,000 | 96,000 | |||||
| Qatar Government International Bond |
||||||||
| 3.75%, 04/16/2030 |
2,700,000 | 3,039,611 | ||||||
| 4.50%, 04/23/2028 |
3,159,000 | 3,681,935 | ||||||
| 5.10%, 04/23/2048 |
600,000 | 795,487 | ||||||
| Regents of the University of California Medical Center Pooled Revenue |
||||||||
| 3.26%, 05/15/2060 |
15,790,000 | 16,965,288 |
| Republic of South Africa Government Bond |
||||||||
| 8.00%, 01/31/2030 |
ZAR | 43,000,000 | 2,653,042 | |||||
| 8.25%, 03/31/2032 |
60,400,000 | 3,586,139 | ||||||
| 8.75%, 02/28/2048 |
16,700,000 | 912,543 | ||||||
| 8.88%, 02/28/2035 |
43,200,000 | 2,548,795 | ||||||
| 10.50%, 12/21/2026 |
1,668,900,000 | 124,424,274 | ||||||
| Republic of South Africa Government International Bond |
||||||||
| 4.30%, 10/12/2028 |
$ | 1,534,000 | 1,541,379 | |||||
| 4.85%, 09/30/2029 |
11,735,000 | 12,059,473 | ||||||
| 4.88%, 04/14/2026 |
700,000 | 748,272 | ||||||
| 5.75%, 09/30/2049 |
5,200,000 | 4,953,000 | ||||||
| Romanian Government International Bond |
||||||||
| 1.75%, 07/13/2030(2) |
EUR | 16,100,000 | 18,226,093 | |||||
| 2.75%, 04/14/2041(2) |
8,300,000 | 8,926,382 | ||||||
| 2.88%, 04/13/2042(2) |
11,800,000 | 12,762,662 | ||||||
| 3.00%, 02/14/2031 |
$ | 2,700,000 | 2,752,412 | |||||
| Saudi Government International Bond |
||||||||
| 2.38%, 10/26/2021 |
17,900,000 | 17,919,153 | ||||||
| 3.25%, 10/26/2026 |
2,800,000 | 3,017,252 | ||||||
| 3.25%, 10/22/2030 |
990,000 | 1,059,621 | ||||||
| 3.63%, 03/04/2028 |
3,080,000 | 3,380,300 | ||||||
| 4.00%, 04/17/2025 |
5,700,000 | 6,234,318 | ||||||
| Serbia International Bond |
||||||||
| 1.65%, 03/03/2033(2) |
EUR | 3,200,000 | 3,519,160 | |||||
| 3.13%, 05/15/2027(2) |
1,998,000 | 2,541,063 | ||||||
| State of Illinois |
||||||||
| 5.10%, 06/01/2033 |
$ | 225,000 | 262,248 | |||||
| 6.73%, 04/01/2035 |
70,000 | 86,410 | ||||||
| 7.35%, 07/01/2035 |
55,000 | 69,820 | ||||||
| State of Israel |
||||||||
| 3.38%, 01/15/2050 |
8,400,000 | 8,904,470 | ||||||
| 3.80%, 05/13/2060 |
16,900,000 | 18,731,960 | ||||||
| Texas Public Finance Authority |
||||||||
| 8.25%, 07/01/2024 |
2,600,000 | 2,622,662 | ||||||
| Turkey Government International Bond |
||||||||
| 3.25%, 03/23/2023 |
2,050,000 | 2,040,574 | ||||||
| 4.63%, 03/31/2025 |
EUR | 6,300,000 | 7,521,627 | |||||
| 5.75%, 03/22/2024 |
$ | 600,000 | 613,277 | |||||
| 5.75%, 05/11/2047 |
2,800,000 | 2,319,520 | ||||||
| 6.35%, 08/10/2024 |
1,782,000 | 1,843,037 | ||||||
| 7.25%, 12/23/2023 |
4,000,000 | 4,254,280 | ||||||
| 7.63%, 04/26/2029 |
11,900,000 | 12,684,020 | ||||||
| Uruguay Government International Bond |
||||||||
| 4.38%, 01/23/2031 |
1,800,000 | 2,081,214 | ||||||
| Venezuela Government International Bond |
||||||||
| 6.00%, 12/09/2049(6) |
30,000 | 2,850 | ||||||
| 7.00%, 03/31/2038(6) |
187,000 | 19,822 | ||||||
| 7.65%, 04/21/2025(6) |
534,000 | 56,070 | ||||||
| 7.75%, 04/13/2022(6) |
100,000 | 10,250 | ||||||
| 8.25%, 10/13/2024(6) |
7,294,000 | 773,164 | ||||||
| 9.00%, 05/07/2023(6) |
110,000 | 11,715 | ||||||
| 9.00%, 05/07/2023(6) |
7,405,000 | 788,632 | ||||||
| 9.25%, 09/15/2027(6) |
1,049,000 | 111,194 | ||||||
| 9.25%, 05/07/2028(6) |
420,000 | 44,730 | ||||||
| 11.75%, 10/21/2026(6) |
120,000 | 13,080 | ||||||
| 11.95%, 08/05/2031(6) |
3,200,000 | 342,400 | ||||||
|
|
|
|||||||
| Total Other Government Related |
|
775,027,998 | ||||||
|
|
|
|||||||
| U.S. Treasury Obligations – 22.84% |
||||||||
| U.S. Treasury Inflation Indexed Bond |
||||||||
| 0.13%, 07/15/2030(8) |
10,967,337 | 12,094,345 | ||||||
| 0.13%, 02/15/2051(8) |
22,324,481 | 24,451,121 | ||||||
| 0.25%, 07/15/2029(8)(9) |
46,746,864 | 52,004,060 | ||||||
| 0.25%, 02/15/2050(8) |
4,672,272 | 5,260,078 | ||||||
| 0.63%, 02/15/2043(8) |
356,229 | 424,172 | ||||||
| 0.75%, 02/15/2042(8) |
604,095 | 735,399 | ||||||
| 0.75%, 02/15/2045(8) |
4,405,492 | 5,415,141 | ||||||
| 0.88%, 02/15/2047(8) |
4,976,180 | 6,373,009 | ||||||
| 1.00%, 02/15/2046(8) |
2,304,360 | 2,998,608 | ||||||
| 1.00%, 02/15/2048(8) |
3,653,364 | 4,844,132 | ||||||
| 1.00%, 02/15/2049(8) |
6,834,933 | 9,151,869 | ||||||
| 1.38%, 02/15/2044(8) |
585,695 | 803,783 | ||||||
| 2.13%, 02/15/2040(8) |
252,618 | 375,819 | ||||||
| 2.13%, 02/15/2041(8) |
373,992 | 562,853 | ||||||
| U.S. Treasury Note/Bond |
||||||||
| 0.13%, 04/30/2022 |
78,405,000 | 78,429,502 | ||||||
| 0.13%, 05/31/2022 |
57,150,000 | 57,165,627 | ||||||
| 0.13%, 08/31/2022 |
61,755,000 | 61,769,474 | ||||||
| 0.13%, 09/30/2022 |
78,645,000 | 78,669,577 | ||||||
| 0.13%, 12/31/2022(9) |
57,430,000 | 57,412,053 | ||||||
| 0.13%, 02/28/2023 |
97,570,000 | 97,497,585 | ||||||
| 0.13%, 04/30/2023 |
111,785,000 | 111,636,536 | ||||||
| 0.13%, 06/30/2023 |
97,000,000 | 96,833,281 | ||||||
| 0.13%, 07/31/2023 |
167,015,000 | 166,656,178 | ||||||
| 0.13%, 08/31/2023 |
894,244,000 | 891,868,664 | ||||||
| 0.13%, 01/15/2024(9) |
194,040,000 | 193,001,583 | ||||||
| 0.13%, 02/15/2024 |
92,000,000 | 91,471,719 | ||||||
| 0.25%, 09/30/2023 |
167,045,000 | 166,914,496 | ||||||
| 0.25%, 03/15/2024 |
211,835,000 | 211,098,543 | ||||||
| 0.25%, 05/15/2024 |
124,515,000 | 123,916,744 | ||||||
| 0.25%, 06/15/2024 |
81,240,000 | 80,789,371 | ||||||
| 0.38%, 03/31/2022 |
83,370,000 | 83,500,266 | ||||||
| 0.38%, 07/15/2024 |
60,750,000 | 60,583,886 | ||||||
| 0.38%, 09/15/2024 |
84,180,000 | 83,818,289 | ||||||
| 0.63%, 07/31/2026 |
699,145,000 | 687,947,759 | ||||||
| 0.75%, 08/31/2026 |
377,275,000 | 373,236,980 | ||||||
| 0.88%, 09/30/2026 |
451,850,000 | 449,414,248 | ||||||
| 0.88%, 11/15/2030 |
417,800,000 | 396,485,674 | ||||||
| 1.13%, 02/29/2028 |
76,082,000 | 75,603,516 | ||||||
| 1.13%, 02/15/2031 |
698,900,000 | 676,950,172 | ||||||
| 1.25%, 03/31/2028 |
250,000,000 | 250,009,765 | ||||||
| 1.25%, 08/15/2031 |
193,249,000 | 188,568,751 | ||||||
| 1.38%, 08/15/2050 |
73,900,000 | 62,358,898 | ||||||
| 1.88%, 02/15/2041 |
157,800,000 | 154,348,125 | ||||||
| 1.88%, 02/15/2051 |
125,400,000 | 119,580,656 | ||||||
| 2.00%, 08/15/2051 |
147,550,000 | 144,944,820 | ||||||
| 2.25%, 05/15/2041 |
169,435,000 | 176,185,926 | ||||||
| 2.25%, 08/15/2049 |
116,300,000 | 120,552,219 | ||||||
| 2.38%, 05/15/2051 |
629,317,000 | 671,599,236 | ||||||
| 2.50%, 02/15/2045 |
49,400,000 | 53,348,141 | ||||||
| 2.75%, 11/15/2047 |
250,000 | 284,043 | ||||||
| 3.00%, 05/15/2045 |
30,000,000 | 35,296,875 | ||||||
| 3.00%, 02/15/2048 |
15,800,000 | 18,787,188 | ||||||
| 3.00%, 08/15/2048 |
10,405,000 | 12,397,395 | ||||||
| 3.00%, 02/15/2049 |
64,740,000 | 77,389,589 | ||||||
| 3.13%, 05/15/2048 |
12,780,000 | 15,549,666 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Obligations |
|
7,679,367,405 | ||||||
|
|
|
|||||||
| Total Government Related (Cost: $8,475,130,819) |
8,454,395,403 | |||||||
|
|
|
|||||||
| Mortgage-Backed Obligations – 25.10% |
||||||||
| 280 Park Avenue 2017-280P Mortgage Trust |
||||||||
| 0.96% (1 Month LIBOR USD + 0.88%, 0.88% Floor), 09/15/2034, Series 2017-280P, Class A(1)(2) |
1,315,632 | 1,315,616 | ||||||
| Alen 2021-ACEN Mortgage Trust |
||||||||
| 1.23% (1 Month LIBOR USD + 1.15%, 1.15% Floor), 04/15/2034, Series 2021-ACEN, Class A(1)(2) |
11,160,000 | 11,170,515 | ||||||
| Alternative Loan Trust 2003-22CB |
||||||||
| 5.75%, 12/25/2033, Series 2003-22CB, Class 1A1 |
442,805 | 461,247 | ||||||
| 6.00%, 12/25/2033, Series 2003-22CB, Class 3A1 |
141,936 | 148,607 | ||||||
| Alternative Loan Trust 2004-16CB |
||||||||
| 5.50%, 07/25/2034, Series 2004-16CB, Class 1A1 |
223,374 | 230,057 | ||||||
| 5.50%, 08/25/2034, Series 2004-16CB, Class 3A1 |
246,581 | 253,687 | ||||||
| Alternative Loan Trust 2005-56 |
||||||||
| 1.55% (1 Month LIBOR USD + 1.46%, 1.46% Floor), 11/25/2035, Series 2005-56, Class 1A1(1) |
4,008,417 | 3,989,735 | ||||||
| Alternative Loan Trust 2005-74T1 |
||||||||
| 6.00%, 01/25/2036, Series 2005-74T1, Class A1 |
9,510,678 | 7,547,245 | ||||||
| Alternative Loan Trust 2006-HY12 |
||||||||
| 3.02%, 08/25/2036, Series 2006-HY12, Class A5(4) |
173,102 | 174,656 | ||||||
| Alternative Loan Trust 2006-OA17 |
||||||||
| 0.28% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 12/20/2046, Series 2006-OA17, Class 1A1A(1) |
13,115,569 | 11,600,381 | ||||||
| Alternative Loan Trust 2006-OA22 |
||||||||
| 0.30% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 02/25/2047, Series 2006-OA22, Class A2(1) |
11,744,816 | 11,041,603 | ||||||
| Alternative Loan Trust 2006-OA3 |
||||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 05/25/2036, Series 2006-OA3, Class 1A1(1) |
4,630,845 | 4,293,037 | ||||||
| Alternative Loan Trust 2006-OA7 |
||||||||
| 1.03% (12 Month U.S. Treasury Average + 0.94%, 0.94% Floor), 06/25/2046, Series 2006-OA7, Class 2A1(1) |
10,042,531 | 9,058,531 | ||||||
| Alternative Loan Trust 2006-OC5 |
||||||||
| 0.61% (1 Month LIBOR USD + 0.52%, 0.52% Floor), 06/25/2046, Series 2006-OC5, Class 2A3(1) |
7,391,174 | 6,910,043 | ||||||
| Alternative Loan Trust 2007-5CB |
||||||||
| 6.00%, 04/25/2037, Series 2007-5CB, Class 1A4 |
14,707,939 | 11,078,549 | ||||||
| Alternative Loan Trust 2007-HY7C |
||||||||
| 0.37% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 08/25/2037, Series 2007-HY7C, Class A1(1) |
2,321,394 | 2,299,478 | ||||||
| Alternative Loan Trust 2007-OA2 |
||||||||
| 0.22% (1 Month LIBOR USD + 0.13%, 0.13% Floor), 03/25/2047, Series 2007-OA2, Class 2A1(1) |
11,315,295 | 9,744,232 | ||||||
| 0.93% (12 Month U.S. Treasury Average + 0.84%, 0.84% Floor), 03/25/2047, Series 2007-OA2, Class 1A1(1) |
20,957,634 | 19,072,472 | ||||||
| Alternative Loan Trust 2007-OA4 |
||||||||
| 0.26% (1 Month LIBOR USD + 0.17%, 0.17% Floor), 05/25/2047, Series 2007-OA4, Class A1(1) |
1,605,099 | 1,534,604 | ||||||
| Angel Oak Mortgage Trust 2021-1 |
||||||||
| 1.22%, 01/25/2066, Series 2021-1, Class A3(2)(4) |
5,907,534 | 5,904,006 | ||||||
| Angel Oak Mortgage Trust 2021-3 |
||||||||
| 1.31%, 05/25/2066, Series 2021-3, Class A2(2)(4) |
5,324,835 | 5,332,637 | ||||||
| Angel Oak Mortgage Trust I LLC 2019-1 |
||||||||
| 3.92%, 11/25/2048, Series 2019-1, Class A1(2)(4) |
1,923,350 | 1,941,811 | ||||||
| 4.02%, 11/25/2048, Series 2019-1, Class A2(2)(4) |
504,124 | 508,505 | ||||||
| Angel Oak Mortgage Trust I LLC 2019-2 |
||||||||
| 3.63%, 03/25/2049, Series 2019-2, Class A1(2)(4) |
687,419 | 693,975 | ||||||
| 3.78%, 03/25/2049, Series 2019-2, Class A2(2)(4) |
802,640 | 810,481 | ||||||
| 4.07%, 03/25/2049, Series 2019-2, Class M1(2)(4) |
3,460,000 | 3,501,195 | ||||||
| Angel Oak Mortgage Trust LLC 2020-5 |
||||||||
| 2.04%, 05/25/2065, Series 2020-5, Class A3(2)(4) |
1,463,515 | 1,474,402 | ||||||
| 2.97%, 05/25/2065, Series 2020-5, Class M1(2)(4) |
2,480,000 | 2,516,342 | ||||||
| Ashford Hospitality Trust 2018-KEYS |
||||||||
| 1.53% (1 Month LIBOR USD + 1.45%, 1.45% Floor), 06/15/2035, Series 2018-KEYS, Class B(1)(2) |
3,000,000 | 2,999,860 | ||||||
| Austin Fairmont Hotel Trust 2019-FAIR |
||||||||
| 1.33% (1 Month LIBOR USD + 1.25%, 1.25% Floor), 09/15/2032, Series 2019-FAIR, Class B(1)(2) |
2,155,000 | 2,148,287 | ||||||
| 1.53% (1 Month LIBOR USD + 1.45%, 1.45% Floor), 09/15/2032, Series 2019-FAIR, Class C(1)(2) |
5,500,000 | 5,475,832 | ||||||
| Aventura Mall Trust |
||||||||
| 4.25%, 07/05/2040, Series 2018-AVM, Class A(2)(4) |
5,325,000 | 6,011,741 | ||||||
| BAMLL Commercial Mortgage Securities Trust 2018-PARK |
||||||||
| 4.23%, 08/10/2038, Series 2018-PARK, Class A(2)(4) |
6,575,000 | 7,457,055 | ||||||
| BAMLL Re-REMIC Trust 2016-RRLD11 |
||||||||
| 6.02%, 06/17/2050, Series 2016-LD11, Class AJB(2)(4) |
100,000 | 40,000 | ||||||
| Banc of America Commercial Mortgage Trust 2007-5 |
||||||||
| 6.02%, 02/10/2051, Series 2007-5, Class AJ(4) |
5,771,771 | 5,909,376 | ||||||
| Banc of America Funding 2015-R7 Trust |
||||||||
| 1.02% (12 Month U.S. Treasury Average + 0.92%), 09/26/2046, Series 2015-R7, Class 1A1(1)(2) |
612,508 | 621,663 | ||||||
| Banc of America Funding 2015-R8 Trust |
||||||||
| 0.94%, 11/26/2046, Series 2015-R8, Class 1A1(2)(4) |
620,814 | 629,213 | ||||||
| Banc of America Funding 2015-R9 Trust |
||||||||
| 0.29% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 02/26/2037, Series 2015-R9, Class 2A1(1)(2) |
8,571,536 | 8,379,794 | ||||||
| BANK 2021-BNK35 |
||||||||
| 2.46%, 06/15/2064, Series 2021-BN35, Class AS |
6,770,000 | 6,826,673 | ||||||
| Bayview MSR Opportunity Master Fund Trust 2021-INV4 |
||||||||
| 2.50%, 10/25/2051, Series 2021-4, Class A20(2)(4) |
6,142,524 | 6,186,323 | ||||||
| BBCCRE Trust 2015-GTP |
||||||||
| 4.70%, 08/10/2033, Series 2015-GTP, Class C(2)(4) |
2,715,000 | 2,854,117 | ||||||
| BBCMS 2019-BWAY Mortgage Trust |
||||||||
| 2.24% (1 Month LIBOR USD + 2.16%, 2.16% Floor), 11/15/2034, Series 2019-BWAY, Class D(1)(2) |
2,025,000 | 1,984,357 | ||||||
| BBSG 2016-MRP Mortgage Trust |
||||||||
| 3.28%, 06/05/2036, Series 2016-MRP, Class A(2) |
330,000 | 339,855 | ||||||
| BB-UBS Trust |
||||||||
| 2.89%, 06/05/2030, Series 2012-TFT, Class A(2) |
877,715 | 878,496 | ||||||
| BCAP LLC 2014-RR2 |
||||||||
| 0.56% (1 Month LIBOR USD + 0.24%, 0.24% Floor), 10/26/2036, Series 2014-RR2, Class 6A8(1)(2) |
15,510,063 | 15,340,132 | ||||||
| Bear Stearns ALT-A Trust 2005-1 |
||||||||
| 1.21% (1 Month LIBOR USD + 1.13%, 1.13% Floor, 11.50% Cap), 01/25/2035, Series 2005-1, Class M2(1) |
6,011,410 | 6,453,747 | ||||||
| Bear Stearns ARM Trust 2003-3 |
||||||||
| 2.87%, 05/25/2033, Series 2003-3, Class 3A1(4) |
406,515 | 412,354 | ||||||
| Bear Stearns Commercial Mortgage Securities Trust 2006-TOP24 |
||||||||
| 5.66%, 10/12/2041, Series 2006-T24, Class B(2)(4) |
580,118 | 584,506 | ||||||
| Bear Stearns Mortgage Funding Trust 2007-AR4 |
||||||||
| 0.30% (1 Month LIBOR USD + 0.21%, 0.21% Floor, 10.50% Cap), 06/25/2037, Series 2007-AR4, Class 2A1(1) |
11,431,394 | 11,296,902 | ||||||
| Benchmark 2018-B1 Mortgage Trust |
||||||||
| 3.88%, 01/15/2051, Series 2018-B1, Class AM(4) |
3,095,000 | 3,411,350 | ||||||
| BFLD 2019-DPLO |
||||||||
| 1.62% (1 Month LIBOR USD + 1.54%, 1.54% Floor), 10/15/2034, Series 2019-DPLO, Class C(1)(2) |
4,650,000 | 4,638,317 | ||||||
| BFLD Trust 2020-OBRK |
||||||||
| 2.13% (1 Month LIBOR USD + 2.05%, 2.05% Floor), 11/15/2028, Series 2020-OBRK, Class A(1)(2) |
13,350,000 | 13,491,514 | ||||||
| Braemar Hotels & Resorts Trust 2018-Prime |
||||||||
| 1.13% (1 Month LIBOR USD + 1.05%, 1.05% Floor), 06/15/2035, Series 2018-PRME, Class B(1)(2) |
3,000,000 | 2,986,539 | ||||||
| Brass NO 8 Plc |
||||||||
| 0.82% (3 Month LIBOR USD + 0.70%), 11/16/2066, Series 8A, Class A1(1)(2) |
1,142,468 | 1,146,708 | ||||||
| BX Commercial Mortgage Trust 2019-IMC |
||||||||
| 1.38% (1 Month LIBOR USD + 1.30%, 1.30% Floor), 04/15/2034, Series 2019-IMC, Class B(1)(2) |
4,870,000 | 4,867,068 | ||||||
| BX Commercial Mortgage Trust 2019-XL |
||||||||
| 1.00% (1 Month LIBOR USD + 0.92%, 0.92% Floor), 10/15/2036, Series 2019-XL, Class A(1)(2) |
18,557,057 | 18,592,944 | ||||||
| BX Trust 2018-GW |
||||||||
| 0.88% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 05/15/2035, Series 2018-GW, Class A(1)(2) |
2,485,000 | 2,484,201 | ||||||
| BX Trust 2019-CALM |
||||||||
| 0.96% (1 Month LIBOR USD + 0.88%, 0.88% Floor), 11/15/2032, Series 2019-CALM, Class A(1)(2) |
10,000,000 | 10,003,013 | ||||||
| BX Trust 2019-OC11 |
||||||||
| 3.20%, 12/09/2041, Series 2019-OC11, Class A(2) |
2,755,000 | 2,944,925 | ||||||
| BXP Trust 2017-GM |
||||||||
| 3.38%, 06/13/2039, Series 2017-GM, Class A(2) |
3,800,000 | 4,126,599 | ||||||
| CAFL 2021-RTL1 Issuer LLC |
||||||||
| 2.24%, 03/26/2029, Series 2021-RTL1, Class A1(2)(3) |
8,260,000 | 8,273,888 | ||||||
| CALI Mortgage Trust 2019-101C |
||||||||
| 3.96%, 03/10/2039, Series 2019-101C, Class A(2) |
5,010,000 | 5,645,560 | ||||||
| Cantor Commercial Real Estate Lending 2019-CF2 |
||||||||
| 3.27%, 11/15/2052, Series 2019-CF2, Class B |
2,780,000 | 2,901,558 | ||||||
| Century Plaza Towers 2019-CPT |
||||||||
| 2.87%, 11/13/2039, Series 2019-CPT, Class A(2) |
5,185,000 | 5,465,607 | ||||||
| CHL Mortgage Pass-Through Trust Resecuritization 2008-3R |
||||||||
| 6.00%, 08/25/2037, Series 2008-3R, Class 1A1(2) |
5,069,757 | 3,626,457 | ||||||
| CIM Trust |
||||||||
| 2.57%, 07/25/2059, Series 2021-NR2, Class A1(2)(3) |
9,212,976 | 9,247,402 | ||||||
| CIM Trust 2018-R5 |
||||||||
| 3.75%, 07/25/2058, Series 2018-R5, Class A1(2)(4) |
7,832,928 | 7,820,305 | ||||||
| CIM Trust 2018-R6 |
||||||||
| 1.16% (1 Month LIBOR USD + 1.08%, 1.08% Floor), 09/25/2058, Series 2018-R6, Class A1(1)(2) |
10,358,493 | 10,306,430 | ||||||
| CIM Trust 2019-R3 |
||||||||
| 2.63%, 06/25/2058, Series 2019-R3, Class A(2)(4) |
16,146,508 | 15,869,753 | ||||||
| CIM Trust 2019-R4 |
||||||||
| 3.00%, 10/25/2059, Series 2019-R4, Class A1(2)(4) |
19,208,073 | 19,517,754 | ||||||
| CIM Trust 2020-R1 |
||||||||
| 2.85%, 10/27/2059, Series 2020-R1, Class A1(2)(4) |
24,446,400 | 20,803,984 | ||||||
| CIM Trust 2020-R6 |
||||||||
| 2.25%, 12/25/2060, Series 2020-R6, Class A1A(2)(4) |
15,405,063 | 15,248,550 | ||||||
| CIM Trust 2020-R7 |
||||||||
| 2.25%, 12/27/2061, Series 2020-R7, Class A1A(2)(4) |
26,047,250 | 25,943,452 | ||||||
| CIM Trust 2021-INV1 |
||||||||
| 2.50%, 07/01/2051, Series 2021-INV1, Class A8(2)(4) |
5,437,661 | 5,553,211 | ||||||
| CIM Trust 2021-NR3 |
||||||||
| 2.57%, 06/25/2057, Series 2021-NR3, Class A1(2)(3) |
17,002,406 | 16,992,418 | ||||||
| CIM Trust 2021-R1 |
||||||||
| 2.40%, 08/25/2056, Series 2021-R1, Class A2(2)(4) |
26,792,825 | 26,856,747 |
| CIM Trust 2021-R2 |
||||||||
| 2.50%, 01/25/2057, Series 2021-R2, Class A2(2)(4) |
12,326,185 | 12,334,276 | ||||||
| CIM Trust 2021-R3 |
||||||||
| 1.95%, 06/25/2057, Series 2021-R3, Class A1A(2)(4) |
40,681,525 | 40,825,237 | ||||||
| CIM Trust 2021-R4 |
||||||||
| 2.00%, 05/01/2061, Series 2021-R4, Class A1A(2)(4) |
40,282,093 | 40,327,217 | ||||||
| CIM Trust 2021-R5 |
||||||||
| 2.00%, 08/25/2061, Series 2021-R5, Class A1A(2)(4) |
29,781,000 | 29,622,029 | ||||||
| Citigroup Commercial Mortgage Trust 2013-375P |
||||||||
| 3.63%, 05/10/2035, Series 2013-375P, Class D(2)(4) |
3,120,000 | 3,169,574 | ||||||
| 3.63%, 05/10/2035, Series 2013-375P, Class C(2)(4) |
4,350,000 | 4,442,496 | ||||||
| Citigroup Commercial Mortgage Trust 2015-GC27 |
||||||||
| 3.57%, 02/10/2048, Series 2015-GC27, Class AS |
430,000 | 454,366 | ||||||
| Citigroup Commercial Mortgage Trust 2015-GC33 |
||||||||
| 4.11%, 09/10/2058, Series 2015-GC33, Class AS |
1,350,000 | 1,463,177 | ||||||
| Citigroup Commercial Mortgage Trust 2017-P7 |
||||||||
| 3.92%, 04/14/2050, Series 2017-P7, Class AS |
2,140,000 | 2,348,547 | ||||||
| Citigroup Commercial Mortgage Trust 2018-B2 |
||||||||
| 4.83%, 03/10/2051, Series 2018-B2, Class C(4) |
1,195,000 | 1,289,584 | ||||||
| Citigroup Commercial Mortgage Trust 2020-555 |
||||||||
| 2.83%, 12/10/2041, Series 2020-555, Class B(2) |
2,150,000 | 2,175,895 | ||||||
| 3.03%, 12/10/2041, Series 2020-555, Class C(2) |
1,530,000 | 1,515,742 | ||||||
| Citigroup Mortgage Loan Trust 2019-B |
||||||||
| 3.26%, 04/25/2066, Series 2019-B, Class A1(2)(4) |
2,807,328 | 2,828,333 | ||||||
| Citigroup Mortgage Loan Trust 2019-RP1 |
||||||||
| 3.50%, 01/25/2066, Series 2019-RP1, Class A1(2)(4) |
2,368,587 | 2,464,477 | ||||||
| Citigroup Mortgage Loan Trust, Inc. |
||||||||
| 2.50%, 08/25/2050, Series 2020-EXP2, Class A4(2)(4) |
1,790,498 | 1,812,537 | ||||||
| Clavis Securities Plc |
||||||||
| 0.24% (3 Month LIBOR GBP + 0.17%), 12/15/2032, Series 2007-1, Class A3A(1) |
GBP | 832,867 | 1,100,716 | |||||
| Cold Storage Trust 2020-ICE5 |
||||||||
| 1.73% (1 Month LIBOR USD + 1.65%, 1.43% Floor), 11/15/2037, Series
2020-ICE5, |
$ | 3,533,851 | 3,537,170 | |||||
| COLT 2020-3 Mortgage Loan Trust |
||||||||
| 1.51%, 04/27/2065, Series 2020-3, Class A1(2)(4) |
1,246,486 | 1,249,166 | ||||||
| COMM 2012-CCRE3 Mortgage Trust |
||||||||
| 3.42%, 10/15/2045, Series 2012-CR3, Class AM(2) |
4,535,000 | 4,547,380 | ||||||
| Comm 2013-CCRE13 Mortgage Trust |
||||||||
| 5.04%, 11/10/2046, Series 2013-CR13, Class C(4) |
7,470,000 | 7,961,554 | ||||||
| COMM 2014-CR14 Mortgage Trust |
||||||||
| 4.75%, 02/10/2047, Series 2014-CR14, Class C(4) |
6,770,000 | 7,079,677 | ||||||
| COMM 2014-UBS2 Mortgage Trust |
||||||||
| 5.14%, 03/10/2047, Series 2014-UBS2, Class C(4) |
800,000 | 831,250 | ||||||
| COMM 2015-CCRE24 Mortgage Trust |
||||||||
| 3.70%, 08/10/2048, Series 2015-CR24, Class A5 |
1,990,000 | 2,159,620 | ||||||
| COMM 2015-DC1 Mortgage Trust |
||||||||
| 3.72%, 02/10/2048, Series 2015-DC1, Class AM |
2,495,000 | 2,661,951 | ||||||
| COMM 2017-COR2 Mortgage Trust |
||||||||
| 3.51%, 09/10/2050, Series 2017-COR2, Class A3 |
3,110,000 | 3,414,355 | ||||||
| COMM 2017-PANW Mortgage Trust |
||||||||
| 3.53%, 10/10/2029, Series 2017-PANW, Class B(2)(4) |
1,285,000 | 1,329,681 | ||||||
| COMM 2020-CBM Mortgage Trust |
||||||||
| 3.40%, 02/10/2037, Series 2020-CBM, Class C(2) |
5,150,000 | 5,240,631 | ||||||
| Commercial Mortgage Pass Through Certificates |
||||||||
| 3.40%, 10/05/2030, Series 2012-LTRT, Class A2(2) |
770,000 | 766,164 | ||||||
| CRSNT Trust 2021-MOON |
||||||||
| 1.29% (1 Month LIBOR USD + 1.20%, 1.20% Floor), 04/15/2036, Series 2021-MOON, Class B(1)(2) |
20,000,000 | 20,008,832 | ||||||
| 1.64% (1 Month LIBOR USD + 1.55%, 1.55% Floor), 04/15/2036, Series 2021-MOON, Class C(1)(2) |
12,000,000 | 12,005,254 | ||||||
| Csail 2015-C2 Commercial Mortgage Trust |
||||||||
| 3.85%, 06/15/2057, Series 2015-C2, Class AS(4) |
8,560,000 | 9,068,152 | ||||||
| CSAIL 2016-C6 Commercial Mortgage Trust |
||||||||
| 3.09%, 01/15/2049, Series 2016-C6, Class A5 |
840,000 | 894,160 | ||||||
| CSAIL 2016-C7 Commercial Mortgage Trust |
||||||||
| 3.96%, 11/15/2049, Series 2016-C7, Class AS(4) |
6,160,000 | 6,710,822 | ||||||
| CSAIL 2019-C17 Commercial Mortgage Trust |
||||||||
| 2.76%, 09/15/2052, Series 2019-C17, Class A4 |
6,050,000 | 6,323,097 | ||||||
| 3.28%, 09/15/2052, Series 2019-C17, Class AS |
2,625,000 | 2,809,704 | ||||||
| 3.48%, 09/15/2052, Series 2019-C17, Class B |
3,015,000 | 3,144,620 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27 |
||||||||
| 5.75%, 11/25/2033, Series 2003-27, Class 4A4 |
77,005 | 82,382 | ||||||
| CSMC 2014-USA OA LLC |
||||||||
| 4.18%, 09/15/2037, Series 2014-USA, Class B(2) |
2,040,000 | 2,072,875 | ||||||
| 4.34%, 09/15/2037, Series 2014-USA, Class C(2) |
400,000 | 392,186 | ||||||
| 4.37%, 09/15/2037, Series 2014-USA, Class D(2) |
6,175,000 | 5,876,344 | ||||||
| CSMC 2020-NET |
||||||||
| 2.26%, 08/15/2037, Series 2020-NET, Class A(2) |
2,800,000 | 2,877,625 | ||||||
| 3.53%, 08/15/2037, Series 2020-NET, Class C(2) |
4,405,000 | 4,632,162 | ||||||
| CSMC 2020-RPL3 Trust |
||||||||
| 2.69%, 03/25/2060, Series 2020-RPL3, Class A1(2)(4) |
10,287,828 | 10,406,573 | ||||||
| CSMC 2020-RPL5 Trust |
||||||||
| 3.02%, 08/25/2060, Series 2020-RPL5, Class A1(2)(4) |
3,202,335 | 3,246,266 | ||||||
| CSMC 2021-RPL3 Trust |
||||||||
| 3.75%, 01/25/2060, Series 2021-RPL3, Class M2(2) |
995,000 | 1,070,488 | ||||||
| CSMC 2021-RPL4 Trust |
||||||||
| 1.80%, 12/27/2060, Series 2021-RPL4, Class A1(2)(4) |
11,337,624 | 11,373,814 | ||||||
| CSMC Trust 2013-5R |
||||||||
| 0.55% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 02/27/2036, Series
2013-5R, |
2,538,804 | 2,453,810 |
| DBCG 2017-BBG Mortgage Trust |
||||||||
| 0.78% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 06/15/2034, Series 2017-BBG, Class A(1)(2) |
2,645,000 | 2,645,000 | ||||||
| DBJPM 17-C6 Mortgage Trust |
||||||||
| 3.79%, 06/10/2050, Series 2017-C6, Class B(4) |
2,750,000 | 2,945,552 | ||||||
| DBUBS 2017-BRBK Mortgage Trust |
||||||||
| 3.65%, 10/10/2034, Series 2017-BRBK, Class D(2)(4) |
2,540,000 | 2,625,058 | ||||||
| DC Office Trust 2019-MTC |
||||||||
| 2.97%, 09/15/2045, Series 2019-MTC, Class A(2) |
5,545,000 | 5,871,908 | ||||||
| 3.17%, 09/15/2045, Series 2019-MTC, Class D(2)(4) |
4,450,000 | 4,421,876 | ||||||
| Deephaven Residential Mortgage Trust 2021-2 |
||||||||
| 1.21%, 04/25/2066, Series 2021-2, Class A2(2)(4)(17) |
3,422,590 | 3,421,103 | ||||||
| Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust Series 2005-2 |
||||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 04/25/2035, Series 2005-2, Class 1A1(1) |
3,624,331 | 3,306,110 | ||||||
| Eleven Madison Trust 2015-11MD Mortgage Trust |
||||||||
| 3.67%, 09/10/2035, Series 2015-11MD, Class A(2)(4) |
3,110,000 | 3,357,747 | ||||||
| Ellington Financial Mortgage Trust 2019-2 |
||||||||
| 2.74%, 11/25/2059, Series 2019-2, Class A1(2)(4) |
2,644,986 | 2,682,881 | ||||||
| 3.05%, 11/25/2059, Series 2019-2, Class A3(2)(4) |
1,623,204 | 1,643,950 | ||||||
| Ellington Financial Mortgage Trust 2020-2 |
||||||||
| 1.18%, 10/25/2065, Series 2020-2, Class A1(2)(4) |
6,806,817 | 6,833,777 | ||||||
| Ellington Financial Mortgage Trust 2021-2 |
||||||||
| 1.09%, 06/25/2066, Series 2021-2, Class A2(2)(4) |
6,230,928 | 6,236,181 | ||||||
| EOS European Loan Conduit No 35 DAC |
||||||||
| 1.00% (3 Month EURIBOR + 1.00%, 1.00% Floor, 6.00% Cap), 04/23/2029, Series 35A, Class A(1)(2) |
EUR | 656,429 | 762,849 | |||||
| Eurosail-UK 2007-5np Plc |
||||||||
| 0.84% (3 Month LIBOR GBP + 0.77%), 09/13/2045, Series 2007-5X, Class A1A(1) |
GBP | 8,652,717 | 11,254,114 | |||||
| Eurosail-UK 2007-6nc Plc |
||||||||
| 0.77% (3 Month LIBOR GBP + 0.70%, 0.70% Floor), 09/13/2045, Series 2007-6NCX, Class A3A(1) |
207,862 | 276,905 | ||||||
| Extended Stay America Trust 2021-ESH |
||||||||
| 1.16% (1 Month LIBOR USD + 1.08%, 1.08% Floor), 07/15/2038, Series 2021-ESH, Class A(1)(2) |
$ | 74,213,909 | 74,423,400 | |||||
| 2.33% (1 Month LIBOR USD + 2.25%, 2.25% Floor), 07/15/2038, Series 2021-ESH, Class D(1)(2) |
1,850,374 | 1,873,310 | ||||||
| Fannie Mae |
||||||||
| 1.50%, 11/01/2036(10) |
90,950,000 | 91,738,707 | ||||||
| 2.00%, 11/01/2036(10) |
158,025,000 | 162,531,181 | ||||||
| 2.00%, 10/01/2051(10) |
244,000,000 | 244,657,658 | ||||||
| 2.00%, 11/01/2051(10) |
996,335,000 | 997,230,147 | ||||||
| 2.00%, 12/01/2051(10) |
265,000,000 | 264,637,695 | ||||||
| 2.50%, 10/01/2051(10) |
207,350,000 | 213,789,190 | ||||||
| 2.50%, 11/01/2051(10) |
787,450,000 | 810,366,023 | ||||||
| 3.00%, 10/01/2051(10) |
35,295,000 | 36,931,530 | ||||||
| 3.00%, 12/01/2051(10) |
130,600,000 | 136,253,363 | ||||||
| 3.50%, 12/01/2051(10) |
11,000,000 | 11,647,099 | ||||||
| 4.00%, 10/01/2051(10) |
70,120,000 | 75,125,637 | ||||||
| 4.00%, 11/01/2051(10) |
125,800,000 | 134,922,957 | ||||||
| 4.50%, 10/01/2051(10) |
27,875,000 | 30,146,394 | ||||||
| Fannie Mae Connecticut Avenue Securities |
||||||||
| 0.94% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 07/25/2030, Series 2018-C01, Class 1ED2(1) |
5,573,951 | 5,573,950 | ||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 08/25/2030, Series 2018-C02, Class 2EB2(1) |
2,806,041 | 2,764,938 | ||||||
| 1.09% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 02/25/2030, Series 2017-C06, Class 2ED1(1) |
3,469,015 | 3,455,302 | ||||||
| 1.19% (1 Month LIBOR USD + 1.10%), 11/25/2029, Series 2017-C04, Class 2ED2(1) |
6,592,130 | 6,511,930 | ||||||
| 1.44% (1 Month LIBOR USD + 1.35%), 09/25/2029, Series 2017-C02, Class 2ED3(1) |
5,725,599 | 5,760,619 | ||||||
| 3.64% (1 Month LIBOR USD + 3.55%), 07/25/2029, Series 2017-C01, Class 1M2(1) |
2,221,801 | 2,288,118 | ||||||
| Fannie Mae Pool |
||||||||
| 1.50%, 04/01/2036 |
16,722,033 | 16,899,185 | ||||||
| 2.00%, 05/01/2036 |
14,653,245 | 15,183,631 | ||||||
| 2.00%, 10/01/2040 |
7,466,471 | 7,570,290 | ||||||
| 2.00%, 11/01/2040 |
22,758,442 | 22,998,430 | ||||||
| 2.00%, 05/01/2041 |
7,473,758 | 7,591,700 | ||||||
| 2.00%, 06/01/2041 |
29,346,710 | 29,809,851 | ||||||
| 2.00%, 04/01/2051 |
221,913,893 | 222,677,752 | ||||||
| 2.46%, 04/01/2040 |
8,775,000 | 9,104,265 | ||||||
| 2.50%, 07/01/2030 |
360,076 | 378,702 | ||||||
| 2.50%, 07/01/2030 |
471,377 | 495,512 | ||||||
| 2.50%, 08/01/2030 |
864,664 | 908,917 | ||||||
| 2.50%, 11/01/2031 |
1,226,946 | 1,290,317 | ||||||
| 2.50%, 01/01/2032 |
1,218,374 | 1,277,177 | ||||||
| 2.50%, 02/01/2035 |
3,583,036 | 3,753,026 | ||||||
| 2.50%, 02/01/2051 |
5,378,528 | 5,587,701 | ||||||
| 2.50%, 02/01/2051 |
25,240,855 | 26,223,613 | ||||||
| 2.50%, 02/01/2051 |
35,203,268 | 36,573,501 | ||||||
| 2.50%, 06/01/2051 |
525,633 | 545,393 | ||||||
| 2.50%, 06/01/2051 |
4,934,384 | 5,113,465 | ||||||
| 2.50%, 07/01/2051 |
8,857,240 | 9,178,953 | ||||||
| 2.50%, 08/01/2051 |
1,224,027 | 1,273,074 | ||||||
| 2.50%, 08/01/2051 |
11,109,482 | 11,471,743 | ||||||
| 2.50%, 10/01/2051 |
30,330,386 | 31,312,318 | ||||||
| 3.00%, 11/01/2027 |
160,010 | 169,740 | ||||||
| 3.00%, 06/01/2028 |
14,499 | 15,281 | ||||||
| 3.00%, 09/01/2028 |
11,009 | 11,616 | ||||||
| 3.00%, 10/01/2028 |
192,424 | 202,979 | ||||||
| 3.00%, 11/01/2028 |
319,723 | 339,035 | ||||||
| 3.00%, 02/01/2030 |
5,297,946 | 5,570,216 | ||||||
| 3.00%, 03/01/2030 |
5,632,766 | 5,924,681 | ||||||
| 3.00%, 05/01/2030 |
104,964 | 111,022 | ||||||
| 3.00%, 09/01/2030 |
1,527,927 | 1,620,735 | ||||||
| 3.00%, 12/01/2030 |
492,048 | 520,482 | ||||||
| 3.00%, 04/01/2031 |
6,616,131 | 6,994,012 | ||||||
| 3.00%, 09/01/2031 |
390,151 | 411,970 |
| 3.00%, 06/01/2032 | 812,808 | 858,782 | ||||||
| 3.00%, 09/01/2032 | 1,609,568 | 1,696,815 | ||||||
| 3.00%, 10/01/2032 | 5,951,859 | 6,288,643 | ||||||
| 3.00%, 12/01/2032 | 1,541,663 | 1,638,742 | ||||||
| 3.00%, 12/01/2032 | 3,480,592 | 3,676,249 | ||||||
| 3.00%, 02/01/2033 | 8,350 | 8,804 | ||||||
| 3.00%, 06/01/2033 | 3,609 | 3,760 | ||||||
| 3.00%, 10/01/2033 | 1,360,009 | 1,451,603 | ||||||
| 3.00%, 11/01/2033 | 4,528,890 | 4,842,100 | ||||||
| 3.00%, 02/01/2034 | 2,633,215 | 2,775,614 | ||||||
| 3.00%, 07/01/2034 | 241,715 | 254,969 | ||||||
| 3.00%, 12/01/2034 | 3,666,806 | 3,915,962 | ||||||
| 3.00%, 01/01/2035 | 1,259,197 | 1,351,622 | ||||||
| 3.00%, 01/01/2035 | 2,415,574 | 2,563,999 | ||||||
| 3.00%, 02/01/2035 | 2,120,594 | 2,260,812 | ||||||
| 3.00%, 02/01/2035 | 3,652,804 | 3,848,793 | ||||||
| 3.00%, 11/01/2035 | 5,409,140 | 5,718,803 | ||||||
| 3.00%, 11/01/2036 | 161,848 | 173,110 | ||||||
| 3.00%, 11/01/2036 | 1,036,620 | 1,106,766 | ||||||
| 3.00%, 11/01/2036 | 1,349,868 | 1,443,796 | ||||||
| 3.00%, 12/01/2036 | 194,425 | 207,954 | ||||||
| 3.00%, 12/01/2036 | 1,398,709 | 1,493,382 | ||||||
| 3.00%, 10/01/2037 | 16,673 | 17,637 | ||||||
| 3.00%, 03/01/2038 | 1,230,986 | 1,290,836 | ||||||
| 3.00%, 04/01/2040 | 3,403,615 | 3,630,174 | ||||||
| 3.00%, 04/01/2040 | 3,619,518 | 3,862,841 | ||||||
| 3.00%, 04/01/2040 | 4,418,628 | 4,692,241 | ||||||
| 3.00%, 01/01/2043 | 1,502,005 | 1,602,308 | ||||||
| 3.00%, 02/01/2043 | 2,367,906 | 2,525,929 | ||||||
| 3.00%, 04/01/2043 | 1,722,071 | 1,845,591 | ||||||
| 3.00%, 05/01/2043 | 644,481 | 685,193 | ||||||
| 3.00%, 06/01/2043 | 1,849,339 | 1,973,410 | ||||||
| 3.00%, 07/01/2043 | 176,184 | 188,555 | ||||||
| 3.00%, 08/01/2043 | 115,326 | 124,133 | ||||||
| 3.00%, 08/01/2043 | 5,333,243 | 5,715,810 | ||||||
| 3.00%, 09/01/2043 | 913,264 | 987,158 | ||||||
| 3.00%, 02/01/2044 | 25,601 | 27,327 | ||||||
| 3.00%, 05/01/2045 | 381,289 | 406,602 | ||||||
| 3.00%, 05/01/2045 | 778,693 | 834,276 | ||||||
| 3.00%, 07/01/2045 | 3,596,582 | 3,879,685 | ||||||
| 3.00%, 05/01/2046 | 4,927,841 | 5,209,985 | ||||||
| 3.00%, 06/01/2046 | 253,050 | 271,121 | ||||||
| 3.00%, 07/01/2046 | 1,146,300 | 1,208,689 | ||||||
| 3.00%, 08/01/2046 | 75,680 | 79,583 | ||||||
| 3.00%, 09/01/2046 | 3,679,830 | 3,926,389 | ||||||
| 3.00%, 10/01/2046 | 1,295,673 | 1,391,893 | ||||||
| 3.00%, 11/01/2046 | 283,769 | 299,956 | ||||||
| 3.00%, 11/01/2046 | 315,569 | 338,577 | ||||||
| 3.00%, 11/01/2046 | 596,085 | 638,062 | ||||||
| 3.00%, 11/01/2046 | 1,016,272 | 1,080,934 | ||||||
| 3.00%, 11/01/2046 | 1,226,273 | 1,312,161 | ||||||
| 3.00%, 11/01/2046 | 1,285,092 | 1,369,877 | ||||||
| 3.00%, 11/01/2046 | 1,406,225 | 1,503,653 | ||||||
| 3.00%, 11/01/2046 | 3,165,356 | 3,374,064 | ||||||
| 3.00%, 12/01/2046 | 25,391 | 26,896 | ||||||
| 3.00%, 01/01/2047 | 1,488,888 | 1,571,677 | ||||||
| 3.00%, 01/01/2047 | 10,046,696 | 10,618,265 | ||||||
| 3.00%, 04/01/2047 | 1,275,465 | 1,352,178 | ||||||
| 3.00%, 04/01/2047 | 1,652,900 | 1,743,117 | ||||||
| 3.00%, 06/01/2047 | 1,704,568 | 1,841,155 | ||||||
| 3.00%, 08/01/2047 | 7,842,268 | 8,431,219 | ||||||
| 3.00%, 11/01/2047 | 3,032,994 | 3,223,551 | ||||||
| 3.00%, 04/01/2048 | 14,521,294 | 15,467,914 | ||||||
| 3.00%, 09/01/2048 | 478,287 | 504,291 | ||||||
| 3.00%, 09/01/2048 | 1,048,926 | 1,110,442 | ||||||
| 3.00%, 02/01/2049 | 1,566,910 | 1,656,482 | ||||||
| 3.00%, 08/01/2049 | 1,386,915 | 1,491,852 | ||||||
| 3.00%, 09/01/2049 | 19,148,103 | 20,486,070 | ||||||
| 3.00%, 09/01/2049 | 24,732,159 | 26,275,637 | ||||||
| 3.00%, 10/01/2049 | 40,034,990 | 42,452,276 | ||||||
| 3.00%, 11/01/2049 | 28,770,782 | 30,545,433 | ||||||
| 3.00%, 03/01/2050 | 1,695,934 | 1,775,363 | ||||||
| 3.00%, 03/01/2050 | 10,869,614 | 11,481,306 | ||||||
| 3.00%, 04/01/2050 | 239,770 | 255,844 | ||||||
| 3.00%, 07/01/2050 | 2,669,017 | 2,817,524 | ||||||
| 3.00%, 07/01/2050 | 33,217,246 | 35,369,495 | ||||||
| 3.00%, 08/01/2050 | 1,412,233 | 1,501,690 | ||||||
| 3.00%, 08/01/2050 | 2,829,705 | 3,012,562 | ||||||
| 3.00%, 09/01/2050 | 294,944 | 313,628 | ||||||
| 3.00%, 10/01/2050 | 5,204,033 | 5,555,598 | ||||||
| 3.00%, 04/01/2051 | 11,322,709 | 12,091,505 | ||||||
| 3.50%, 11/01/2032 | 1,077,179 | 1,157,802 | ||||||
| 3.50%, 09/01/2033 | 4,149,102 | 4,429,016 | ||||||
| 3.50%, 12/01/2033 | 3,527,991 | 3,760,692 | ||||||
| 3.50%, 07/01/2034 | 3,358,419 | 3,587,986 | ||||||
| 3.50%, 02/01/2035 | 77,161 | 83,505 | ||||||
| 3.50%, 01/01/2036 | 697,702 | 750,683 |
| 3.50%, 01/01/2038 | 2,854,128 | 3,033,103 | ||||||
| 3.50%, 12/01/2041 | 45,049 | 49,507 | ||||||
| 3.50%, 06/01/2042 | 29,709 | 32,011 | ||||||
| 3.50%, 06/01/2042 | 59,345 | 64,145 | ||||||
| 3.50%, 07/01/2042 | 35,813 | 38,707 | ||||||
| 3.50%, 07/01/2042 | 266,158 | 286,224 | ||||||
| 3.50%, 08/01/2042 | 78,332 | 84,401 | ||||||
| 3.50%, 09/01/2042 | 99,415 | 107,118 | ||||||
| 3.50%, 09/01/2042 | 136,193 | 147,200 | ||||||
| 3.50%, 12/01/2042 | 666,452 | 720,312 | ||||||
| 3.50%, 12/01/2042 | 996,093 | 1,076,582 | ||||||
| 3.50%, 01/01/2043 | 57,883 | 62,561 | ||||||
| 3.50%, 01/01/2043 | 172,702 | 186,660 | ||||||
| 3.50%, 03/01/2043 | 676,454 | 731,126 | ||||||
| 3.50%, 04/01/2043 | 44,059 | 47,832 | ||||||
| 3.50%, 06/01/2043 | 104,088 | 113,890 | ||||||
| 3.50%, 06/01/2043 | 583,753 | 633,924 | ||||||
| 3.50%, 06/01/2043 | 974,357 | 1,060,734 | ||||||
| 3.50%, 06/01/2043 | 1,408,736 | 1,522,599 | ||||||
| 3.50%, 07/01/2043 | 72,644 | 78,982 | ||||||
| 3.50%, 07/01/2043 | 119,461 | 130,709 | ||||||
| 3.50%, 08/01/2043 | 66,820 | 72,220 | ||||||
| 3.50%, 08/01/2043 | 68,656 | 74,488 | ||||||
| 3.50%, 09/01/2043 | 330,903 | 361,757 | ||||||
| 3.50%, 01/01/2044 | 319,840 | 345,685 | ||||||
| 3.50%, 01/01/2044 | 454,904 | 491,656 | ||||||
| 3.50%, 01/01/2044 | 687,854 | 750,595 | ||||||
| 3.50%, 01/01/2044 | 3,233,385 | 3,494,710 | ||||||
| 3.50%, 03/01/2044 | 158,604 | 174,237 | ||||||
| 3.50%, 07/01/2044 | 374,420 | 407,259 | ||||||
| 3.50%, 12/01/2044 | 226,142 | 244,409 | ||||||
| 3.50%, 02/01/2045 | 279,228 | 300,842 | ||||||
| 3.50%, 04/01/2045 | 33,634 | 36,513 | ||||||
| 3.50%, 04/01/2045 | 622,177 | 669,311 | ||||||
| 3.50%, 05/01/2045 | 800,533 | 861,367 | ||||||
| 3.50%, 06/01/2045 | 966,033 | 1,036,124 | ||||||
| 3.50%, 06/01/2045 | 1,228,028 | 1,331,461 | ||||||
| 3.50%, 07/01/2045 | 1,370,044 | 1,474,236 | ||||||
| 3.50%, 08/01/2045 | 26,592 | 28,606 | ||||||
| 3.50%, 09/01/2045 | 2,188,276 | 2,367,916 | ||||||
| 3.50%, 10/01/2045 | 183,849 | 200,357 | ||||||
| 3.50%, 11/01/2045 | 185,690 | 199,696 | ||||||
| 3.50%, 11/01/2045 | 2,766,060 | 2,973,519 | ||||||
| 3.50%, 12/01/2045 | 565,056 | 608,161 | ||||||
| 3.50%, 01/01/2046 | 18,488 | 20,055 | ||||||
| 3.50%, 01/01/2046 | 39,148 | 41,826 | ||||||
| 3.50%, 02/01/2046 | 5,329,238 | 5,726,976 | ||||||
| 3.50%, 04/01/2046 | 231,541 | 248,762 | ||||||
| 3.50%, 05/01/2046 | 366,677 | 396,269 | ||||||
| 3.50%, 06/01/2046 | 266,942 | 286,499 | ||||||
| 3.50%, 06/01/2046 | 690,743 | 740,550 | ||||||
| 3.50%, 06/01/2046 | 1,594,074 | 1,735,948 | ||||||
| 3.50%, 06/01/2046 | 1,939,564 | 2,101,091 | ||||||
| 3.50%, 06/01/2046 | 2,201,365 | 2,363,492 | ||||||
| 3.50%, 07/01/2046 | 491,058 | 524,914 | ||||||
| 3.50%, 09/01/2046 | 2,483,902 | 2,666,603 | ||||||
| 3.50%, 12/01/2046 | 912,178 | 974,013 | ||||||
| 3.50%, 01/01/2047 | 441,569 | 472,855 | ||||||
| 3.50%, 01/01/2047 | 705,766 | 753,038 | ||||||
| 3.50%, 01/01/2047 | 2,689,063 | 2,912,093 | ||||||
| 3.50%, 01/01/2047 | 8,742,396 | 9,321,299 | ||||||
| 3.50%, 02/01/2047 | 467,109 | 498,080 | ||||||
| 3.50%, 02/01/2047 | 568,775 | 606,873 | ||||||
| 3.50%, 03/01/2047 | 83,980 | 89,604 | ||||||
| 3.50%, 07/01/2047 | 4,055,081 | 4,319,414 | ||||||
| 3.50%, 08/01/2047 | 8,007,728 | 8,668,784 | ||||||
| 3.50%, 11/01/2047 | 4,185,889 | 4,455,726 | ||||||
| 3.50%, 12/01/2047 | 2,090,764 | 2,224,268 | ||||||
| 3.50%, 12/01/2047 | 2,282,614 | 2,430,762 | ||||||
| 3.50%, 12/01/2047 | 2,328,061 | 2,522,648 | ||||||
| 3.50%, 12/01/2047 | 2,503,457 | 2,689,253 | ||||||
| 3.50%, 01/01/2048 | 2,405,627 | 2,625,228 | ||||||
| 3.50%, 01/01/2048 | 4,802,339 | 5,206,812 | ||||||
| 3.50%, 01/01/2048 | 6,789,486 | 7,204,908 | ||||||
| 3.50%, 02/01/2048 | 1,046,224 | 1,125,031 | ||||||
| 3.50%, 02/01/2048 | 6,578,462 | 6,994,365 | ||||||
| 3.50%, 12/01/2048 | 14,241,816 | 15,198,812 | ||||||
| 3.50%, 06/01/2049 | 7,479,889 | 8,164,652 | ||||||
| 3.50%, 09/01/2049 | 3,043,043 | 3,296,963 | ||||||
| 3.50%, 07/01/2050 | 6,376,931 | 6,778,928 | ||||||
| 3.50%, 07/01/2051 | 4,124,712 | 4,440,291 | ||||||
| 4.00%, 02/01/2039 | 132,491 | 142,159 | ||||||
| 4.00%, 11/01/2040 | 47,521 | 52,393 | ||||||
| 4.00%, 11/01/2040 | 176,257 | 194,336 | ||||||
| 4.00%, 11/01/2040 | 1,513,393 | 1,656,846 | ||||||
| 4.00%, 12/01/2040 | 110,611 | 121,765 | ||||||
| 4.00%, 01/01/2041 | 88,557 | 97,642 |
| 4.00%, 02/01/2041 | 92,483 | 101,977 | ||||||
| 4.00%, 02/01/2041 | 305,042 | 337,278 | ||||||
| 4.00%, 02/01/2041 | 385,391 | 424,628 | ||||||
| 4.00%, 09/01/2041 | 176,039 | 193,860 | ||||||
| 4.00%, 01/01/2042 | 26,325 | 29,020 | ||||||
| 4.00%, 01/01/2042 | 1,529,078 | 1,691,139 | ||||||
| 4.00%, 02/01/2042 | 40,232 | 44,238 | ||||||
| 4.00%, 03/01/2042 | 1,794,160 | 1,988,880 | ||||||
| 4.00%, 06/01/2042 | 6,583,872 | 7,293,163 | ||||||
| 4.00%, 08/01/2042 | 1,508,742 | 1,657,050 | ||||||
| 4.00%, 09/01/2043 | 775,771 | 854,027 | ||||||
| 4.00%, 12/01/2043 | 1,528,090 | 1,682,242 | ||||||
| 4.00%, 06/01/2045 | 3,263,459 | 3,588,244 | ||||||
| 4.00%, 07/01/2045 | 401,177 | 438,711 | ||||||
| 4.00%, 09/01/2045 | 46,113 | 50,356 | ||||||
| 4.00%, 09/01/2045 | 74,564 | 81,978 | ||||||
| 4.00%, 10/01/2045 | 1,521,378 | 1,665,722 | ||||||
| 4.00%, 12/01/2045 | 139,685 | 151,786 | ||||||
| 4.00%, 12/01/2045 | 2,377,998 | 2,593,486 | ||||||
| 4.00%, 03/01/2046 | 7,373,677 | 8,070,382 | ||||||
| 4.00%, 09/01/2046 | 38,032 | 41,490 | ||||||
| 4.00%, 09/01/2046 | 864,031 | 938,000 | ||||||
| 4.00%, 12/01/2046 | 2,801,975 | 3,040,858 | ||||||
| 4.00%, 02/01/2047 | 1,127,420 | 1,232,595 | ||||||
| 4.00%, 02/01/2047 | 2,166,625 | 2,356,683 | ||||||
| 4.00%, 03/01/2047 | 936,604 | 1,014,607 | ||||||
| 4.00%, 04/01/2047 | 295,706 | 318,700 | ||||||
| 4.00%, 04/01/2047 | 993,319 | 1,075,000 | ||||||
| 4.00%, 05/01/2047 | 25,767 | 27,791 | ||||||
| 4.00%, 05/01/2047 | 1,061,795 | 1,146,934 | ||||||
| 4.00%, 06/01/2047 | 532,001 | 573,246 | ||||||
| 4.00%, 06/01/2047 | 1,140,082 | 1,230,030 | ||||||
| 4.00%, 07/01/2047 | 1,012,779 | 1,091,561 | ||||||
| 4.00%, 08/01/2047 | 57,803 | 62,238 | ||||||
| 4.00%, 08/01/2047 | 1,051,278 | 1,134,540 | ||||||
| 4.00%, 08/01/2047 | 1,567,016 | 1,701,329 | ||||||
| 4.00%, 08/01/2047 | 8,983,508 | 9,689,158 | ||||||
| 4.00%, 10/01/2047 | 4,782,711 | 5,171,763 | ||||||
| 4.00%, 12/01/2047 | 627,773 | 677,203 | ||||||
| 4.00%, 01/01/2048 | 71,374 | 76,916 | ||||||
| 4.00%, 03/01/2048 | 165,868 | 178,042 | ||||||
| 4.00%, 04/01/2048 | 73,059 | 78,385 | ||||||
| 4.00%, 06/01/2048 | 5,319,766 | 5,703,416 | ||||||
| 4.00%, 07/01/2048 | 240,819 | 258,138 | ||||||
| 4.00%, 07/01/2048 | 4,904,130 | 5,251,145 | ||||||
| 4.00%, 08/01/2048 | 15,861 | 16,996 | ||||||
| 4.00%, 08/01/2048 | 67,610 | 72,492 | ||||||
| 4.00%, 08/01/2048 | 296,921 | 318,973 | ||||||
| 4.00%, 09/01/2048 | 36,343 | 38,984 | ||||||
| 4.00%, 09/01/2048 | 14,267,072 | 15,824,512 | ||||||
| 4.00%, 10/01/2048 | 244,360 | 271,031 | ||||||
| 4.00%, 12/01/2048 | 953,792 | 1,022,377 | ||||||
| 4.00%, 01/01/2049 | 4,428,179 | 4,928,477 | ||||||
| 4.00%, 02/01/2049 | 468,681 | 501,957 | ||||||
| 4.00%, 02/01/2049 | 4,473,975 | 4,847,831 | ||||||
| 4.00%, 03/01/2049 | 17,158,615 | 18,379,097 | ||||||
| 4.00%, 11/01/2049 | 1,154,937 | 1,236,419 | ||||||
| 4.00%, 12/01/2049 | 355,602 | 381,411 | ||||||
| 4.00%, 12/01/2049 | 802,392 | 859,724 | ||||||
| 4.00%, 12/01/2049 | 3,153,829 | 3,377,569 | ||||||
| 4.00%, 02/01/2050 | 7,040,028 | 7,623,646 | ||||||
| 4.00%, 05/01/2050 | 1,058,052 | 1,134,439 | ||||||
| 4.00%, 06/01/2050 | 1,175,421 | 1,259,556 | ||||||
| 4.50%, 11/01/2035 | 188,894 | 209,193 | ||||||
| 4.50%, 08/01/2040 | 47,908 | 53,515 | ||||||
| 4.50%, 09/01/2040 | 18,938 | 21,154 | ||||||
| 4.50%, 11/01/2040 | 1,275,514 | 1,416,875 | ||||||
| 4.50%, 01/01/2041 | 13,713 | 15,321 | ||||||
| 4.50%, 02/01/2041 | 171,205 | 191,039 | ||||||
| 4.50%, 05/01/2041 | 1,980,706 | 2,212,985 | ||||||
| 4.50%, 05/01/2041 | 3,313,912 | 3,692,233 | ||||||
| 4.50%, 08/01/2041 | 23,390 | 26,106 | ||||||
| 4.50%, 11/01/2041 | 392,297 | 439,819 | ||||||
| 4.50%, 02/01/2045 | 313,403 | 349,679 | ||||||
| 4.50%, 06/01/2045 | 221,190 | 244,650 | ||||||
| 4.50%, 02/01/2046 | 1,349,926 | 1,492,352 | ||||||
| 4.50%, 03/01/2046 | 1,025,782 | 1,143,556 | ||||||
| 4.50%, 09/01/2046 | 1,439,129 | 1,603,229 | ||||||
| 4.50%, 02/01/2047 | 4,717,853 | 5,237,356 | ||||||
| 4.50%, 05/01/2047 | 2,782,574 | 3,092,163 | ||||||
| 4.50%, 11/01/2047 | 1,943,620 | 2,164,069 | ||||||
| 4.50%, 04/01/2048 | 1,360,697 | 1,467,555 | ||||||
| 4.50%, 05/01/2048 | 3,061,844 | 3,317,593 | ||||||
| 4.50%, 05/01/2048 | 7,646,602 | 8,287,441 | ||||||
| 4.50%, 08/01/2048 | 445,562 | 482,835 | ||||||
| 4.50%, 08/01/2048 | 740,249 | 798,565 | ||||||
| 4.50%, 08/01/2048 | 5,683,563 | 6,163,029 |
| 4.50%, 09/01/2048 |
1,878,140 | 2,031,357 | ||||||
| 4.50%, 11/01/2048 |
1,033,471 | 1,117,104 | ||||||
| 4.50%, 12/01/2048 |
2,425,801 | 2,625,882 | ||||||
| 4.50%, 03/01/2049 |
11,748,539 | 12,718,584 | ||||||
| 4.50%, 05/01/2049 |
3,553,122 | 3,883,932 | ||||||
| 4.50%, 09/01/2049 |
7,329,508 | 8,041,951 | ||||||
| 4.50%, 01/01/2050 |
330,006 | 358,401 | ||||||
| 4.50%, 01/01/2050 |
5,378,601 | 5,821,509 | ||||||
| 4.50%, 05/01/2050 |
1,807,710 | 1,967,048 | ||||||
| 5.00%, 07/01/2035 |
511,039 | 581,744 | ||||||
| 5.00%, 02/01/2036 |
813,768 | 928,490 | ||||||
| 5.00%, 05/01/2040 |
18,823 | 21,503 | ||||||
| 5.00%, 06/01/2040 |
5,803 | 6,591 | ||||||
| 5.00%, 06/01/2040 |
474,767 | 539,915 | ||||||
| 5.00%, 02/01/2041 |
375,824 | 424,402 | ||||||
| 5.00%, 07/01/2041 |
608,765 | 693,268 | ||||||
| 5.00%, 08/01/2041 |
191,913 | 219,243 | ||||||
| 5.00%, 03/01/2042 |
313,843 | 356,478 | ||||||
| 5.00%, 11/01/2044 |
2,006,806 | 2,284,891 | ||||||
| 5.00%, 02/01/2045 |
648,715 | 723,762 | ||||||
| 5.00%, 07/01/2045 |
361,926 | 411,088 | ||||||
| 5.00%, 12/01/2047 |
737,694 | 831,529 | ||||||
| 5.50%, 05/01/2034 |
1,097,825 | 1,265,910 | ||||||
| 5.50%, 07/01/2034 |
264,339 | 305,574 | ||||||
| 5.50%, 07/01/2036 |
101,801 | 117,982 | ||||||
| 5.50%, 12/01/2039 |
203,923 | 237,193 | ||||||
| 5.50%, 03/01/2040 |
1,210,010 | 1,396,317 | ||||||
| 5.50%, 06/01/2041 |
187,004 | 215,256 | ||||||
| 5.50%, 02/01/2042 |
442,225 | 512,634 | ||||||
| 5.50%, 02/01/2042 |
771,574 | 892,381 | ||||||
| 5.50%, 10/01/2043 |
374,050 | 430,780 | ||||||
| 5.50%, 05/01/2044 |
285,665 | 330,945 | ||||||
| 5.50%, 05/01/2044 |
4,419,377 | 5,119,891 | ||||||
| 6.00%, 03/01/2034 |
1,315,570 | 1,539,156 | ||||||
| 6.00%, 06/01/2036 |
8,528 | 10,077 | ||||||
| 6.00%, 07/01/2038 |
873,713 | 1,030,305 | ||||||
| 6.00%, 10/01/2038 |
51,369 | 60,702 | ||||||
| 6.00%, 07/01/2041 |
4,059,509 | 4,788,988 | ||||||
| 6.50%, 05/01/2040 |
295,872 | 339,715 | ||||||
| Fannie Mae REMICS |
||||||||
| 0.59% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 01/25/2050, Series 2019-79, Class FA(1) |
2,735,677 | 2,756,761 | ||||||
| 3.00%, 09/25/2049, Series 2019-52, Class PA |
710,617 | 736,716 | ||||||
| 3.50%, 03/25/2042, Series 2012-20, Class ZT |
3,365,967 | 3,533,347 | ||||||
| 3.50%, 01/25/2047, Series 2018-55, Class PA |
5,966,034 | 6,172,936 | ||||||
| 3.50%, 06/25/2047, Series 2018-38, Class PA |
6,122,847 | 6,350,417 | ||||||
| 4.00%, 06/25/2044, Series 2018-44, Class PC |
103,432 | 103,946 | ||||||
| 4.00%, 05/25/2047, Series 2018-86, Class JA |
2,442,310 | 2,539,729 | ||||||
| Feldspar 2016-1 Plc |
||||||||
| 0.77% (3 Month LIBOR GBP + 0.70%), 09/15/2045, Series 2016-1, Class A(1) |
GBP | 552,840 | 745,336 | |||||
| Finsbury Square 2018-2 Plc |
||||||||
| 1.02% (3 Month LIBOR GBP + 0.95%), 09/12/2068, Series 2018-2, Class A(1) |
1,009,062 | 1,363,103 | ||||||
| Finsbury Square 2019-1 Plc |
||||||||
| 1.04% (3 Month LIBOR GBP + 0.97%), 06/16/2069, Series 2019-1, Class A(1) |
2,272,173 | 3,069,608 | ||||||
| Flagstar Mortgage Trust 2017-2 |
||||||||
| 4.10%, 10/25/2047, Series 2017-2, Class B1(2)(4) |
$ | 1,249,670 | 1,264,393 | |||||
| Flagstar Mortgage Trust 2018-6RR |
||||||||
| 4.00%, 09/25/2048, Series 2018-6RR, Class 2A4(2)(4) |
528,948 | 535,894 | ||||||
| Flagstar Mortgage Trust 2020-1NV |
||||||||
| 0.94% (1 Month LIBOR USD + 0.85%), 03/25/2050, Series 2020-1INV, Class A11(1)(2) |
1,216,676 | 1,215,764 | ||||||
| Flagstar Mortgage Trust 2021-5INV |
||||||||
| 2.50%, 07/25/2051, Series 2021-5INV, Class A16(2)(4) |
4,513,563 | 4,544,945 | ||||||
| 2.50%, 07/25/2051, Series 2021-5INV, Class A2(2)(4) |
6,528,284 | 6,631,124 | ||||||
| Fontainebleau Miami Beach Trust 2019-FBLU |
||||||||
| 3.75%, 12/10/2036, Series 2019-FBLU, Class C(2) |
7,500,000 | 7,876,181 | ||||||
| Freddie Mac Gold Pool |
||||||||
| 2.50%, 07/01/2030 |
693,159 | 725,680 | ||||||
| 2.50%, 02/01/2032 |
5,624,568 | 5,929,311 | ||||||
| 3.00%, 03/01/2031 |
398,480 | 421,595 | ||||||
| 3.00%, 12/01/2032 |
1,310,254 | 1,386,164 | ||||||
| 3.00%, 06/01/2033 |
540,885 | 571,535 | ||||||
| 3.00%, 02/01/2038 |
1,865,206 | 1,955,049 | ||||||
| 3.00%, 02/01/2043 |
481,627 | 514,326 | ||||||
| 3.00%, 04/01/2046 |
82,227 | 86,937 | ||||||
| 3.00%, 06/01/2046 |
3,032,480 | 3,207,608 | ||||||
| 3.00%, 08/01/2046 |
3,705,490 | 3,916,099 | ||||||
| 3.00%, 09/01/2046 |
11,309,832 | 11,950,966 | ||||||
| 3.00%, 10/01/2046 |
3,645,323 | 3,859,748 | ||||||
| 3.00%, 11/01/2046 |
4,050,060 | 4,290,428 | ||||||
| 3.00%, 12/01/2046 |
2,723,500 | 2,882,333 | ||||||
| 3.00%, 01/01/2047 |
4,946,280 | 5,252,869 | ||||||
| 3.00%, 02/01/2047 |
4,867,944 | 5,186,924 | ||||||
| 3.00%, 03/01/2047 |
2,866,563 | 3,032,522 | ||||||
| 3.00%, 04/01/2047 |
1,754,087 | 1,848,785 | ||||||
| 3.50%, 05/01/2033 |
280,481 | 300,440 | ||||||
| 3.50%, 08/01/2033 |
2,409,584 | 2,578,718 | ||||||
| 3.50%, 08/01/2033 |
6,704,362 | 7,167,765 | ||||||
| 3.50%, 11/01/2033 |
4,287,276 | 4,571,062 |
| 3.50%, 09/01/2042 |
178,997 | 192,531 | ||||||
| 3.50%, 11/01/2042 |
26,875 | 29,056 | ||||||
| 3.50%, 07/01/2043 |
229,260 | 247,869 | ||||||
| 3.50%, 10/01/2043 |
404,324 | 439,015 | ||||||
| 3.50%, 01/01/2044 |
548,337 | 597,169 | ||||||
| 3.50%, 10/01/2045 |
6,603,336 | 7,209,696 | ||||||
| 3.50%, 03/01/2046 |
600,277 | 655,376 | ||||||
| 3.50%, 06/01/2046 |
2,811,267 | 2,997,336 | ||||||
| 3.50%, 08/01/2046 |
4,463,298 | 4,806,535 | ||||||
| 3.50%, 08/01/2046 |
11,871,997 | 12,961,484 | ||||||
| 3.50%, 11/01/2046 |
1,062,915 | 1,137,623 | ||||||
| 3.50%, 02/01/2047 |
514,919 | 549,880 | ||||||
| 3.50%, 04/01/2047 |
2,040,041 | 2,174,615 | ||||||
| 3.50%, 04/01/2047 |
9,290,874 | 10,113,167 | ||||||
| 3.50%, 09/01/2047 |
7,113,602 | 7,535,406 | ||||||
| 3.50%, 10/01/2047 |
1,526,761 | 1,626,151 | ||||||
| 3.50%, 11/01/2047 |
1,055,974 | 1,123,604 | ||||||
| 3.50%, 11/01/2047 |
1,664,583 | 1,771,068 | ||||||
| 3.50%, 12/01/2047 |
21,718,756 | 23,533,783 | ||||||
| 3.50%, 01/01/2048 |
1,268,738 | 1,349,307 | ||||||
| 3.50%, 01/01/2048 |
14,677,195 | 16,066,667 | ||||||
| 3.50%, 02/01/2048 |
1,151,014 | 1,222,496 | ||||||
| 3.50%, 03/01/2048 |
18,204,281 | 19,624,432 | ||||||
| 3.50%, 03/01/2048 |
19,166,694 | 20,698,578 | ||||||
| 3.50%, 03/01/2048 |
22,860,186 | 24,954,977 | ||||||
| 4.00%, 01/01/2045 |
1,113,366 | 1,238,840 | ||||||
| 4.00%, 07/01/2045 |
258,612 | 283,134 | ||||||
| 4.00%, 12/01/2045 |
2,334,820 | 2,590,857 | ||||||
| 4.00%, 03/01/2048 |
5,574,366 | 6,156,667 | ||||||
| 4.00%, 07/01/2048 |
6,131,611 | 6,751,813 | ||||||
| 4.00%, 11/01/2048 |
23,585,204 | 26,001,469 | ||||||
| 4.50%, 07/01/2042 |
365,792 | 409,712 | ||||||
| 4.50%, 05/01/2044 |
223,853 | 248,037 | ||||||
| 4.50%, 06/01/2045 |
497,634 | 563,817 | ||||||
| 4.50%, 02/01/2046 |
537,300 | 608,763 | ||||||
| 4.50%, 05/01/2046 |
562,607 | 637,440 | ||||||
| 4.50%, 06/01/2046 |
602,055 | 676,619 | ||||||
| 4.50%, 02/01/2047 |
481,481 | 545,531 | ||||||
| 4.50%, 12/01/2047 |
1,831,284 | 1,994,791 | ||||||
| 4.50%, 10/01/2048 |
4,400,332 | 4,770,761 | ||||||
| 5.00%, 11/01/2041 |
605,609 | 691,592 | ||||||
| 5.00%, 07/01/2048 |
937,873 | 1,034,160 | ||||||
| 5.00%, 08/01/2048 |
441,946 | 487,203 | ||||||
| 5.00%, 09/01/2048 |
306,041 | 337,264 | ||||||
| 5.00%, 10/01/2048 |
1,300,062 | 1,431,359 | ||||||
| 5.00%, 11/01/2048 |
2,084,430 | 2,296,660 | ||||||
| 5.50%, 08/01/2041 |
4,286,474 | 4,977,346 | ||||||
| 8.00%, 04/01/2032 |
141,914 | 170,630 | ||||||
| Freddie Mac Multifamily Structured Pass Through Certificates |
||||||||
| 0.86%, 01/25/2031, Series KLU1, Class X1(4) |
289,450,950 | 8,247,818 | ||||||
| 1.05%, 04/25/2034, Series K-1512, Class X1(4) |
18,921,823 | 1,630,709 | ||||||
| 3.02%, 10/25/2046, Series Q010, Class APT3(4) |
269,535 | 273,748 | ||||||
| 3.05%, 12/25/2047, Series Q010, Class APT2(4) |
325,181 | 333,223 | ||||||
| 3.75%, 04/25/2033, Series K155, Class A3 |
5,505,000 | 6,452,402 | ||||||
| Freddie Mac Pool |
||||||||
| 2.00%, 01/01/2036 |
13,519,917 | 14,003,326 | ||||||
| 2.00%, 08/01/2036 |
3,947,994 | 4,090,622 | ||||||
| 2.00%, 09/01/2036 |
6,875,207 | 7,124,180 | ||||||
| 2.00%, 09/01/2036 |
7,513,944 | 7,776,469 | ||||||
| 2.00%, 09/01/2040 |
12,084,642 | 12,168,669 | ||||||
| 2.00%, 10/01/2040 |
9,315,024 | 9,392,539 | ||||||
| 2.00%, 04/01/2051 |
91,661,782 | 91,977,295 | ||||||
| 2.50%, 05/01/2051 |
279,600 | 289,472 | ||||||
| 2.50%, 06/01/2051 |
401,124 | 415,760 | ||||||
| 2.50%, 06/01/2051 |
2,279,699 | 2,362,351 | ||||||
| 2.50%, 07/01/2051 |
342,080 | 354,440 | ||||||
| 2.50%, 07/01/2051 |
2,447,155 | 2,537,459 | ||||||
| 2.50%, 08/01/2051 |
952,093 | 986,477 | ||||||
| 2.50%, 08/01/2051 |
1,166,477 | 1,208,574 | ||||||
| 2.50%, 08/01/2051 |
3,272,657 | 3,393,428 | ||||||
| 3.00%, 05/01/2031 |
5,145,191 | 5,422,136 | ||||||
| 3.00%, 02/01/2033 |
179,150 | 189,315 | ||||||
| 3.00%, 11/01/2034 |
1,262,171 | 1,349,826 | ||||||
| 3.00%, 09/01/2046 |
9,580,657 | 10,159,578 | ||||||
| 3.00%, 12/01/2046 |
682,693 | 721,237 | ||||||
| 3.00%, 05/01/2047 |
3,613,571 | 3,869,622 | ||||||
| 3.00%, 09/01/2049 |
1,594,551 | 1,715,420 | ||||||
| 3.00%, 11/01/2049 |
11,374,181 | 12,168,941 | ||||||
| 3.00%, 01/01/2050 |
8,952,544 | 9,499,260 | ||||||
| 3.00%, 01/01/2050 |
34,771,650 | 36,979,075 | ||||||
| 3.00%, 02/01/2050 |
5,301,987 | 5,402,256 | ||||||
| 3.00%, 02/01/2050 |
9,720,906 | 10,350,507 | ||||||
| 3.00%, 04/01/2050 |
7,034,081 | 7,474,966 | ||||||
| 3.00%, 07/01/2050 |
29,326,116 | 31,306,938 | ||||||
| 3.00%, 08/01/2050 |
6,009,003 | 6,413,739 | ||||||
| 3.00%, 12/01/2050 |
10,203,586 | 10,927,353 | ||||||
| 3.50%, 06/01/2033 |
5,270,389 | 5,647,673 |
| 3.50%, 06/01/2046 |
417,234 | 449,807 | ||||||
| 3.50%, 11/01/2047 |
18,351,009 | 19,970,912 | ||||||
| 3.50%, 12/01/2047 |
257,967 | 274,074 | ||||||
| 3.50%, 03/01/2048 |
4,897,011 | 5,277,335 | ||||||
| 3.50%, 08/01/2049 |
3,354,126 | 3,603,320 | ||||||
| 3.50%, 01/01/2050 |
623,932 | 677,197 | ||||||
| 3.50%, 11/01/2050 |
3,128,980 | 3,355,749 | ||||||
| 4.00%, 08/01/2038 |
507,053 | 546,079 | ||||||
| 4.00%, 04/01/2048 |
308,991 | 332,643 | ||||||
| 4.00%, 08/01/2048 |
444,029 | 476,088 | ||||||
| 4.00%, 08/01/2048 |
5,210,811 | 5,577,195 | ||||||
| 4.00%, 12/01/2049 |
2,244,516 | 2,450,102 | ||||||
| 4.00%, 01/01/2050 |
3,534,363 | 3,781,247 | ||||||
| 4.00%, 02/01/2050 |
2,009,328 | 2,166,296 | ||||||
| 4.00%, 03/01/2050 |
288,254 | 309,590 | ||||||
| 4.00%, 05/01/2050 |
190,631 | 204,700 | ||||||
| 4.00%, 12/01/2050 |
1,803,693 | 1,930,933 | ||||||
| 4.50%, 04/01/2049 |
570,685 | 626,996 | ||||||
| 4.50%, 05/01/2050 |
996,471 | 1,083,065 | ||||||
| 5.00%, 12/01/2041 |
885,323 | 977,621 | ||||||
| 5.00%, 03/01/2042 |
227,092 | 264,436 | ||||||
| Freddie Mac REMICS |
||||||||
| 3.00%, 01/15/2049, Series 4896, Class DA |
1,428,254 | 1,508,008 | ||||||
| 3.00%, 04/15/2049, Series 4879, Class BC |
4,039,254 | 4,161,226 | ||||||
| 4.50%, 05/25/2050, Series 4977, Class IO |
3,582,712 | 593,373 | ||||||
| Freddie Mac STACR REMIC Trust 2020-DNA5 |
||||||||
| 2.85% (30-day Average Secured Overnight Financing Rate + 2.80%), 10/25/2050, Series 2020-DNA5, Class M2(1)(2) |
8,298,873 | 8,400,642 | ||||||
| Freddie Mac STACR REMIC Trust 2020-DNA6 |
||||||||
| 0.95% (30-day Average Secured Overnight Financing Rate + 0.90%), 12/25/2050, Series 2020-DNA6, Class M1(1)(2) |
1,388,019 | 1,388,529 | ||||||
| Freddie Mac STACR REMIC Trust 2021-DNA1 |
||||||||
| 0.70% (30-day Average Secured Overnight Financing Rate + 0.65%), 01/25/2051, Series 2021-DNA1, Class M1(1)(2) |
2,229,309 | 2,229,309 | ||||||
| Freddie Mac STACR REMIC Trust 2021-DNA5 |
||||||||
| 1.70% (30-day Average Secured Overnight Financing Rate + 1.65%), 01/25/2034, Series 2021-DNA5, Class M2(1)(2) |
3,715,000 | 3,745,351 | ||||||
| Freddie Mac STACR REMIC Trust 2021-HQA1 |
||||||||
| 0.75% (30-day Average Secured Overnight Financing Rate + 0.70%), 08/25/2033, Series 2021-HQA1, Class M1(1)(2) |
10,293,134 | 10,296,665 | ||||||
| Freddie Mac STACR REMIC Trust 2021-HQA3 |
||||||||
| 0.90% (30-day Average Secured Overnight Financing Rate + 0.85%), 09/25/2041, Series 2021-HQA3, Class M1(1)(2) |
9,135,000 | 9,141,378 | ||||||
| Freddie Mac STACR Trust 2018-DNA2 |
||||||||
| 0.89% (1 Month LIBOR USD + 0.80%), 12/25/2030, Series 2018-DNA2, Class M1(1)(2) |
497,685 | 498,184 | ||||||
| 1.04% (1 Month LIBOR USD + 0.95%), 12/25/2030, Series 2018-DNA2, Class M2AS(1)(2) |
6,800,000 | 6,801,187 | ||||||
| Freddie Mac STACR Trust 2018-HQA2 |
||||||||
| 0.84% (1 Month LIBOR USD + 0.75%), 10/25/2048, Series 2018-HQA2, Class M1(1)(2) |
257,540 | 257,721 | ||||||
| Freddie Mac STACR Trust 2019-HRP1 |
||||||||
| 1.49% (1 Month LIBOR USD + 1.40%), 02/25/2049, Series 2019-HRP1, Class M2(1)(2) |
3,730,536 | 3,753,140 | ||||||
| Freddie Mac Strips |
||||||||
| 3.00%, 09/15/2044, Series 337, Class 300 |
56,533,523 | 58,847,381 | ||||||
| Freddie Mac Structured Agency Credit Risk Debt Notes |
||||||||
| 0.84% (1 Month LIBOR USD + 0.75%), 03/25/2030, Series 2017-DNA3, Class M1(1) |
127,310 | 127,453 | ||||||
| 0.85% (30-day Average Secured Overnight Financing Rate + 0.80%), 08/25/2033, Series 2021-DNA2, Class M1(1)(2) |
7,675,378 | 7,685,683 | ||||||
| 1.14% (1 Month LIBOR USD + 1.05%), 07/25/2030, Series 2018-DNA1, Class M2AT(1) |
4,098,384 | 4,082,310 | ||||||
| 1.15% (30-day Average Secured Overnight Financing Rate + 1.10%), 11/25/2050, Series 2020-HQA5, Class M1(1)(2) |
654,797 | 655,023 | ||||||
| 1.29% (1 Month LIBOR USD + 1.20%), 10/25/2029, Series 2017-DNA2, Class M1(1) |
765,224 | 765,474 | ||||||
| 4.79% (1 Month LIBOR USD + 4.70%, 4.70% Floor), 04/25/2028, Series 2015-DNA3, Class M3(1) |
3,061,022 | 3,166,211 | ||||||
| Freddie Mac Whole Loan Securities Trust |
||||||||
| 3.63%, 12/25/2046, Series 2017-SC01, Class M1(2)(4) |
2,160,139 | 2,188,870 | ||||||
| FREMF 2018-K731 Mortgage Trust |
||||||||
| 4.06%, 02/25/2025, Series 2018-K731, Class B(2)(4) |
4,525,000 | 4,871,484 | ||||||
| FREMF 2019-K736 Mortgage Trust |
||||||||
| 3.88%, 07/25/2026, Series 2019-K736, Class B(2)(4) |
5,440,000 | 5,855,772 | ||||||
| FREMF 2019-K94 Mortgage Trust |
||||||||
| 4.10%, 07/25/2052, Series 2019-K94, Class B(2)(4) |
2,800,000 | 3,098,180 | ||||||
| FREMF 2019-K98 Mortgage Trust |
||||||||
| 3.86%, 10/25/2052, Series 2019-K98, Class B(2)(4) |
2,895,000 | 3,157,846 | ||||||
| FREMF K-100 Mortgage Trust |
||||||||
| 3.61%, 11/25/2052, Series 2019-K100, Class B(2)(4) |
6,980,000 | 7,467,109 | ||||||
| Galton Funding Mortgage Trust |
||||||||
| 2017-1 3.50%, 11/25/2057, Series 2018-1, Class A23(2)(4) |
566,803 | 573,278 | ||||||
| Galton Funding Mortgage Trust |
||||||||
| 2018-2 4.00%, 10/25/2058, Series 2018-2, Class A22(2)(4) |
1,240,612 | 1,259,348 | ||||||
| Galton Funding Mortgage Trust |
||||||||
| 2019-1 4.00%, 02/25/2059, Series 2019-1, Class A22(2)(4) |
1,133,397 | 1,144,525 | ||||||
| Galton Funding Mortgage Trust |
||||||||
| 2019-2 3.50%, 06/25/2059, Series 2019-2, Class A42(2)(4) |
42,909 | 42,889 | ||||||
| Galton Funding Mortgage Trust 2019-H1 |
||||||||
| 2.66%, 10/25/2059, Series 2019-H1, Class A1(2)(4) |
702,338 | 712,434 | ||||||
| 2.96%, 10/25/2059, Series 2019-H1, Class A3(2)(4) |
4,332,573 | 4,370,941 | ||||||
| Galton Funding Mortgage Trust 2020-H1 |
||||||||
| 2.31%, 01/25/2060, Series 2020-H1, Class A1(2)(4) |
2,250,494 | 2,285,673 | ||||||
| GCAT 2019-RPL1 Trust |
||||||||
| 2.65%, 10/25/2068, Series 2019-RPL1, Class A1(2)(4) |
2,867,648 | 2,940,970 | ||||||
| GCAT 2021-NQM4 Trust |
||||||||
| 1.56%, 08/25/2066, Series 2021-NQM4, Class A3(2)(4) |
3,729,031 | 3,723,952 | ||||||
| GCT Commercial Mortgage Trust 2021-GCT |
||||||||
| 1.78% (1 Month LIBOR USD + 1.70%, 1.70% Floor), 02/15/2038, Series 2021-GCT, Class C(1)(2) |
3,000,000 | 2,999,998 | ||||||
| Ginnie Mae |
||||||||
| 2.00%, 10/01/2051(10) |
75,655,000 | 76,745,496 | ||||||
| 2.00%, 11/01/2051(10) |
59,175,000 | 59,914,688 |
| 2.50%, 11/01/2051(10) |
121,075,000 | 124,768,733 | ||||||
| 3.00%, 11/20/2047, Series 2018-8, Class DA |
237,141 | 245,784 | ||||||
| 3.00%, 12/20/2047, Series 2017-184, Class JH |
155,851 | 159,282 | ||||||
| 3.00%, 07/20/2049, Series 2019-90, Class HE |
328,607 | 341,918 | ||||||
| 3.00%, 09/20/2049, Series 2019-119, Class JE |
2,733,548 | 2,824,764 | ||||||
| 3.50%, 05/20/2043, Series 2013-82, Class IG |
165,717 | 26,144 | ||||||
| 3.50%, 08/20/2048, Series 2018-115, Class DE |
3,653,067 | 3,906,871 | ||||||
| 3.50%, 09/20/2048, Series 2018-124, Class NW |
2,729,417 | 2,929,358 | ||||||
| 3.50%, 12/20/2048, Series 2019-44, Class CA |
189,962 | 196,111 | ||||||
| 3.50%, 11/01/2051(10) |
16,560,000 | 17,418,080 | ||||||
| Ginnie Mae I Pool |
||||||||
| 3.00%, 10/15/2042 |
94,500 | 100,973 | ||||||
| 3.00%, 11/15/2042 |
62,928 | 67,095 | ||||||
| 3.00%, 12/15/2042 |
20,480 | 21,836 | ||||||
| 3.00%, 04/15/2043 |
537,401 | 573,004 | ||||||
| 3.00%, 05/15/2043 |
62,334 | 66,460 | ||||||
| 3.00%, 06/15/2043 |
4,080 | 4,342 | ||||||
| 3.00%, 06/15/2043 |
4,830 | 5,152 | ||||||
| 3.50%, 12/15/2042 |
5,389 | 5,798 | ||||||
| 3.50%, 01/15/2043 |
57,531 | 61,906 | ||||||
| 3.50%, 10/15/2043 |
26,332 | 27,896 | ||||||
| 3.50%, 02/15/2045 |
352,253 | 379,152 | ||||||
| 4.50%, 05/15/2041 |
339,582 | 382,985 | ||||||
| 4.50%, 09/15/2045 |
123,553 | 139,554 | ||||||
| 5.00%, 09/15/2039 |
21,246 | 24,592 | ||||||
| 5.00%, 10/15/2039 |
122,816 | 141,037 | ||||||
| 5.00%, 12/15/2039 |
295,234 | 342,684 | ||||||
| 5.00%, 02/15/2040 |
44,377 | 51,503 | ||||||
| 5.00%, 02/15/2040 |
44,377 | 51,503 | ||||||
| 5.00%, 06/15/2040 |
109,528 | 126,762 | ||||||
| 5.00%, 09/15/2041 |
123,614 | 143,603 | ||||||
| 5.00%, 07/15/2044 |
104,502 | 119,241 | ||||||
| 7.50%, 08/15/2033 |
142,109 | 161,469 | ||||||
| Ginnie Mae II Pool |
||||||||
| 2.00%, 03/20/2051 |
21,072,421 | 21,394,115 | ||||||
| 2.50%, 08/20/2051 |
62,720,786 | 64,752,046 | ||||||
| 2.50%, 10/20/2051 |
48,462,000 | 50,128,434 | ||||||
| 3.00%, 02/20/2043 |
1,503,784 | 1,615,969 | ||||||
| 3.00%, 03/20/2043 |
134,025 | 143,033 | ||||||
| 3.00%, 12/20/2044 |
256,629 | 270,952 | ||||||
| 3.00%, 06/20/2045 |
18,450,377 | 19,445,022 | ||||||
| 3.00%, 10/20/2045 |
3,597,873 | 3,791,479 | ||||||
| 3.00%, 05/20/2046 |
21,117 | 22,645 | ||||||
| 3.00%, 05/20/2046 |
61,884 | 66,565 | ||||||
| 3.00%, 05/20/2046 |
5,893,430 | 6,203,294 | ||||||
| 3.00%, 06/20/2046 |
133,600 | 142,296 | ||||||
| 3.00%, 07/20/2046 |
40,666 | 43,387 | ||||||
| 3.00%, 07/20/2046 |
60,224 | 64,942 | ||||||
| 3.00%, 07/20/2046 |
87,729 | 93,991 | ||||||
| 3.00%, 07/20/2046 |
112,184 | 119,687 | ||||||
| 3.00%, 07/20/2046 |
176,782 | 190,115 | ||||||
| 3.00%, 07/20/2046 |
185,805 | 197,280 | ||||||
| 3.00%, 07/20/2046 |
7,307,285 | 7,691,494 | ||||||
| 3.00%, 08/20/2046 |
23,983 | 25,260 | ||||||
| 3.00%, 08/20/2046 |
56,130 | 60,245 | ||||||
| 3.00%, 08/20/2046 |
79,038 | 85,026 | ||||||
| 3.00%, 08/20/2046 |
80,778 | 87,103 | ||||||
| 3.00%, 09/20/2046 |
40,586 | 43,556 | ||||||
| 3.00%, 09/20/2046 |
46,290 | 49,806 | ||||||
| 3.00%, 10/20/2046 |
1,152,313 | 1,212,984 | ||||||
| 3.00%, 11/20/2046 |
85,487 | 89,991 | ||||||
| 3.00%, 12/20/2046 |
2,766,771 | 2,915,962 | ||||||
| 3.00%, 03/20/2047 |
723,904 | 762,759 | ||||||
| 3.00%, 09/20/2047 |
7,501,436 | 7,877,544 | ||||||
| 3.00%, 11/20/2047 |
2,634,138 | 2,772,281 | ||||||
| 3.00%, 01/20/2048 |
3,346,586 | 3,515,897 | ||||||
| 3.00%, 09/20/2049 |
836,518 | 860,691 | ||||||
| 3.00%, 10/20/2049 |
8,224,834 | 8,445,270 | ||||||
| 3.00%, 12/20/2049 |
644,383 | 662,997 | ||||||
| 3.00%, 03/20/2050 |
4,430,334 | 4,558,349 | ||||||
| 3.00%, 04/20/2050 |
209,471 | 214,273 | ||||||
| 3.00%, 04/20/2051 |
18,197,346 | 19,035,115 | ||||||
| 3.00%, 07/20/2051 |
29,004,509 | 30,339,817 | ||||||
| 3.50%, 05/20/2042 |
6,033 | 6,524 | ||||||
| 3.50%, 08/20/2042 |
30,595 | 33,082 | ||||||
| 3.50%, 12/20/2042 |
4,389 | 4,745 | ||||||
| 3.50%, 02/20/2043 |
12,130 | 13,113 | ||||||
| 3.50%, 04/20/2043 |
3,749 | 4,054 | ||||||
| 3.50%, 05/20/2043 |
47,654 | 51,515 | ||||||
| 3.50%, 06/20/2043 |
1,615,597 | 1,746,966 | ||||||
| 3.50%, 07/20/2043 |
1,079,020 | 1,166,897 | ||||||
| 3.50%, 08/20/2043 |
26,707 | 28,882 | ||||||
| 3.50%, 09/20/2043 |
74,267 | 80,247 | ||||||
| 3.50%, 10/20/2044 |
39,826 | 43,618 | ||||||
| 3.50%, 10/20/2044 |
211,420 | 226,565 | ||||||
| 3.50%, 12/20/2044 |
4,796 | 5,132 | ||||||
| 3.50%, 01/20/2045 |
1,421,464 | 1,535,782 |
| 3.50%, 03/20/2045 |
189,738 | 202,541 | ||||||
| 3.50%, 05/20/2045 |
9,154 | 9,864 | ||||||
| 3.50%, 07/20/2045 |
254,949 | 272,904 | ||||||
| 3.50%, 10/20/2045 |
57,162 | 61,208 | ||||||
| 3.50%, 10/20/2045 |
84,494 | 90,478 | ||||||
| 3.50%, 12/20/2045 |
1,363,572 | 1,454,779 | ||||||
| 3.50%, 01/20/2046 |
944,907 | 1,008,046 | ||||||
| 3.50%, 02/20/2046 |
388,521 | 415,999 | ||||||
| 3.50%, 03/20/2046 |
10,474,195 | 11,141,246 | ||||||
| 3.50%, 04/20/2046 |
3,498,115 | 3,709,626 | ||||||
| 3.50%, 05/20/2046 |
1,871 | 1,968 | ||||||
| 3.50%, 05/20/2046 |
18,728 | 20,239 | ||||||
| 3.50%, 05/20/2046 |
39,720 | 42,736 | ||||||
| 3.50%, 05/20/2046 |
1,619,712 | 1,721,144 | ||||||
| 3.50%, 06/20/2046 |
56,888 | 61,460 | ||||||
| 3.50%, 06/20/2046 |
2,312,776 | 2,459,528 | ||||||
| 3.50%, 07/20/2046 |
638,368 | 677,609 | ||||||
| 3.50%, 09/20/2046 |
2,632,543 | 2,797,399 | ||||||
| 3.50%, 10/20/2046 |
795,691 | 846,730 | ||||||
| 3.50%, 12/20/2046 |
2,376,491 | 2,525,366 | ||||||
| 3.50%, 01/20/2047 |
2,943,177 | 3,126,692 | ||||||
| 3.50%, 04/20/2047 |
3,947,873 | 4,154,198 | ||||||
| 3.50%, 05/20/2047 |
173,933 | 184,227 | ||||||
| 3.50%, 06/20/2047 |
10,543,564 | 11,168,297 | ||||||
| 3.50%, 07/20/2047 |
3,054,192 | 3,234,806 | ||||||
| 3.50%, 08/20/2047 |
2,721,144 | 2,885,302 | ||||||
| 3.50%, 09/20/2047 |
7,513,509 | 7,965,449 | ||||||
| 3.50%, 10/20/2047 |
557,028 | 593,366 | ||||||
| 3.50%, 11/20/2047 |
9,614,930 | 10,184,865 | ||||||
| 3.50%, 12/20/2047 |
6,391,177 | 6,776,141 | ||||||
| 3.50%, 01/20/2048 |
4,478,579 | 4,755,159 | ||||||
| 3.50%, 02/20/2048 |
1,999,102 | 2,148,599 | ||||||
| 3.50%, 02/20/2048 |
5,340,927 | 5,783,388 | ||||||
| 3.50%, 02/20/2048 |
9,643,602 | 10,224,389 | ||||||
| 3.50%, 04/20/2048 |
286,836 | 308,334 | ||||||
| 3.50%, 04/20/2048 |
15,202,144 | 16,491,104 | ||||||
| 3.50%, 05/20/2048 |
4,919,056 | 5,209,880 | ||||||
| 3.50%, 01/20/2049 |
1,763 | 1,867 | ||||||
| 3.50%, 06/20/2049 |
511,292 | 525,703 | ||||||
| 3.50%, 07/20/2049 |
2,694,674 | 2,780,011 | ||||||
| 3.50%, 03/20/2050 |
1,036,361 | 1,114,926 | ||||||
| 3.50%, 08/20/2051 |
12,767,001 | 13,542,669 | ||||||
| 4.00%, 09/20/2045 |
1,024,032 | 1,117,279 | ||||||
| 4.00%, 05/20/2046 |
550,476 | 598,469 | ||||||
| 4.00%, 11/20/2046 |
14,993 | 16,063 | ||||||
| 4.00%, 03/20/2047 |
1,213,111 | 1,299,711 | ||||||
| 4.00%, 04/20/2047 |
2,625,666 | 2,815,609 | ||||||
| 4.00%, 05/20/2047 |
2,014,440 | 2,158,120 | ||||||
| 4.00%, 06/20/2047 |
2,266,876 | 2,430,743 | ||||||
| 4.00%, 07/20/2047 |
492,456 | 527,551 | ||||||
| 4.00%, 08/20/2047 |
423,600 | 453,776 | ||||||
| 4.00%, 09/20/2047 |
2,228,451 | 2,387,250 | ||||||
| 4.00%, 11/20/2047 |
1,692,220 | 1,812,753 | ||||||
| 4.00%, 12/20/2047 |
1,451,639 | 1,554,998 | ||||||
| 4.00%, 01/20/2048 |
485,490 | 529,069 | ||||||
| 4.00%, 01/20/2048 |
2,012,195 | 2,155,465 | ||||||
| 4.00%, 06/20/2048 |
7,836,918 | 8,347,304 | ||||||
| 4.00%, 08/20/2048 |
3,271,101 | 3,484,905 | ||||||
| 4.00%, 09/20/2048 |
1,648,696 | 1,758,969 | ||||||
| 4.00%, 10/20/2048 |
649,152 | 691,896 | ||||||
| 4.00%, 10/20/2050 |
13,972,771 | 14,880,050 | ||||||
| 4.50%, 07/20/2045 |
2,168,002 | 2,406,537 | ||||||
| 4.50%, 12/20/2045 |
42,336 | 46,628 | ||||||
| 4.50%, 01/20/2046 |
366,053 | 406,277 | ||||||
| 4.50%, 09/20/2046 |
2,545,390 | 2,844,451 | ||||||
| 4.50%, 01/20/2047 |
1,780,914 | 1,957,667 | ||||||
| 4.50%, 05/20/2047 |
3,278,723 | 3,563,182 | ||||||
| 4.50%, 06/20/2047 |
4,470,587 | 4,847,035 | ||||||
| 4.50%, 07/20/2047 |
520,275 | 563,603 | ||||||
| 4.50%, 08/20/2047 |
1,299,973 | 1,408,312 | ||||||
| 4.50%, 09/20/2047 |
1,268,955 | 1,374,733 | ||||||
| 4.50%, 11/20/2047 |
479,709 | 518,089 | ||||||
| 4.50%, 08/20/2048 |
5,702,634 | 6,109,054 | ||||||
| 4.50%, 09/20/2048 |
498,119 | 531,385 | ||||||
| 4.50%, 09/20/2048 |
628,811 | 673,423 | ||||||
| 4.50%, 06/20/2050 |
635,805 | 676,928 | ||||||
| 5.00%, 05/20/2040 |
102,181 | 116,517 | ||||||
| 5.00%, 06/20/2040 |
55,422 | 63,198 | ||||||
| 5.00%, 08/20/2040 |
43,249 | 49,317 | ||||||
| 5.00%, 09/20/2040 |
38,119 | 43,468 | ||||||
| 5.00%, 12/20/2044 |
184,107 | 207,341 | ||||||
| 5.00%, 06/20/2047 |
2,597,373 | 2,856,652 | ||||||
| 5.00%, 07/20/2047 |
352,593 | 386,055 | ||||||
| 5.00%, 08/20/2047 |
232,621 | 255,795 | ||||||
| 5.00%, 09/20/2047 |
2,312,022 | 2,529,806 | ||||||
| 5.00%, 10/20/2047 |
214,180 | 234,730 | ||||||
| 5.00%, 11/20/2047 |
460,879 | 504,467 |
| 5.00%, 12/20/2047 |
923,242 | 1,012,681 | ||||||
| 5.00%, 01/20/2048 |
1,143,605 | 1,255,825 | ||||||
| 5.00%, 02/20/2048 |
972,548 | 1,067,695 | ||||||
| 5.00%, 06/20/2048 |
214,861 | 233,110 | ||||||
| 5.00%, 08/20/2048 |
2,249,925 | 2,423,474 | ||||||
| 5.00%, 10/20/2048 |
1,933,952 | 2,088,017 | ||||||
| 5.00%, 11/20/2048 |
2,310,983 | 2,494,879 | ||||||
| 5.00%, 12/20/2048 |
4,057,310 | 4,379,738 | ||||||
| 5.00%, 05/20/2049 |
4,707,730 | 5,081,255 | ||||||
| 5.50%, 07/20/2036 |
61,820 | 72,428 | ||||||
| 5.50%, 01/20/2040 |
132,053 | 154,146 | ||||||
| 5.50%, 06/20/2045 |
163,371 | 192,122 | ||||||
| 5.50%, 10/20/2047 |
446,061 | 510,830 | ||||||
| 5.50%, 03/20/2048 |
966,067 | 1,079,593 | ||||||
| 5.50%, 04/20/2048 |
709,363 | 791,215 | ||||||
| 5.50%, 05/20/2048 |
1,767,975 | 1,956,703 | ||||||
| 5.50%, 09/20/2048 |
9,332 | 10,371 | ||||||
| 5.50%, 10/20/2048 |
227,325 | 250,821 | ||||||
| 5.50%, 11/20/2048 |
1,015,534 | 1,120,012 | ||||||
| 5.50%, 12/20/2048 |
3,717,390 | 4,099,734 | ||||||
| 5.50%, 01/20/2049 |
740,347 | 816,878 | ||||||
| 5.50%, 03/20/2049 |
1,493,766 | 1,651,395 | ||||||
| Gosforth Funding 2018-1 Plc |
||||||||
| 0.58% (3 Month LIBOR USD + 0.45%), 08/25/2060, Series 2018-1A, Class A1(1)(2) |
580,102 | 580,918 | ||||||
| Great Wolf Trust 2019-WOLF |
||||||||
| 1.12% (1 Month LIBOR USD + 1.03%, 1.03% Floor), 12/15/2036, Series 2019-WOLF, Class A(1)(2) |
13,655,000 | 13,650,778 | ||||||
| 2.02% (1 Month LIBOR USD + 1.93%, 1.93% Floor), 12/15/2036, Series 2019-WOLF, Class D(1)(2) |
3,400,000 | 3,378,633 | ||||||
| Grifonas Finance No 1 Plc |
||||||||
| 0.00% (6 Month EURIBOR + 0.28%), 08/28/2039, Series 1, Class A(1)(5) |
EUR | 3,763,361 | 4,278,272 | |||||
| GS Mortgage Securities Corp. Trust 2013-PEMB |
||||||||
| 3.67%, 03/05/2033, Series 2013-PEMB, Class A(2)(4) |
$ | 3,430,000 | 3,564,596 | |||||
| 3.67%, 03/05/2033, Series 2013-PEMB, Class D(2)(4) |
5,150,000 | 4,419,056 | ||||||
| GS Mortgage Securities Corp. Trust 2017-SLP |
||||||||
| 3.92%, 10/10/2032, Series 2017-SLP, Class C(2) |
8,029,000 | 8,168,426 | ||||||
| GS Mortgage Securities Corp. Trust 2019-BOCA |
||||||||
| 2.22% (1 Month LIBOR USD + 2.14%, 2.14% Floor), 06/15/2038, Series 2019-BOCA, Class E(1)(2) |
21,386,000 | 21,319,567 | ||||||
| GS Mortgage Securities Trust 2011-GC5 |
||||||||
| 5.30%, 08/10/2044, Series 2011-GC5, Class D(2)(4) |
265,912 | 132,956 | ||||||
| GS Mortgage Securities Trust 2013-GC16 |
||||||||
| 5.16%, 11/10/2046, Series 2013-GC16, Class B(4) |
7,561,000 | 7,991,892 | ||||||
| GS Mortgage Securities Trust 2014-GC18 |
||||||||
| 3.80%, 01/10/2047, Series 2014-GC18, Class A3 |
16,862,057 | 17,489,619 | ||||||
| 4.38%, 01/10/2047, Series 2014-GC18, Class AS |
2,355,000 | 2,465,816 | ||||||
| 4.89%, 01/10/2047, Series 2014-GC18, Class B(4) |
9,523,000 | 9,437,390 | ||||||
| GS Mortgage Securities Trust 2017-GS6 |
||||||||
| 3.87%, 05/10/2050, Series 2017-GS6, Class B |
5,840,000 | 6,324,170 | ||||||
| GS Mortgage Securities Trust 2017-GS8 |
||||||||
| 4.48%, 11/10/2050, Series 2017-GS8, Class C(4) |
5,365,000 | 5,780,605 | ||||||
| GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 |
||||||||
| 4.00%, 08/25/2049, Series 2019-PJ1, Class A8(2)(4) |
1,238,122 | 1,249,481 | ||||||
| GS Mortgage-Backed Securities Trust 2020-INV1 |
||||||||
| 2.98%, 10/25/2050, Series 2020-INV1, Class A14(2)(4) |
5,608,016 | 5,718,124 | ||||||
| GS Mortgage-Backed Securities Trust 2021-GR1 |
||||||||
| 2.50%, 11/25/2051, Series 2021-GR1, Class A4(2)(4) |
6,605,248 | 6,651,174 | ||||||
| GS Mortgage-Backed Securities Trust 2021-GR2 |
||||||||
| 2.50%, 02/25/2052, Series 2021-GR2, Class A4(2)(4) |
4,090,488 | 4,139,382 | ||||||
| 2.50%, 02/25/2052, Series 2021-GR2, Class A6(2)(4) |
12,737,178 | 12,968,104 | ||||||
| HarborView Mortgage Loan Trust 2005-9 |
||||||||
| 0.99% (1 Month LIBOR USD + 0.90%, 0.90% Floor, 11.00% Cap), 06/20/2035, Series 2005-9, Class 2A1C(1) |
6,088,795 | 6,079,504 | ||||||
| HarborView Mortgage Loan Trust 2006-10 |
||||||||
| 0.29% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 11/19/2036, Series 2006-10, Class 1A1A(1) |
8,212,917 | 7,719,508 | ||||||
| HarborView Mortgage Loan Trust 2006-12 |
||||||||
| 0.29% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 12/19/2036, Series 2006-12, Class 1A1A(1) |
28,398,965 | 26,829,101 | ||||||
| HarborView Mortgage Loan Trust 2006-7 |
||||||||
| 0.49% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 09/19/2046, Series 2006-7, Class 2A1A(1) |
3,128,115 | 2,888,774 | ||||||
| HarborView Mortgage Loan Trust 2007-6 |
||||||||
| 0.29% (1 Month LIBOR USD + 0.20%, 10.50% Cap), 08/19/2037, Series 2007-6, Class 1A1A(1) |
7,803,191 | 7,427,655 | ||||||
| Harvest Commercial Capital Loan Trust 2019-1 |
||||||||
| 3.29%, 09/25/2046, Series 2019-1, Class A(2)(4) |
6,235,971 | 6,261,065 | ||||||
| Hawksmoor Mortgages |
||||||||
| 1.10% (Sterling Overnight Index Average + 1.05%), 05/25/2053, Series 2019-1A, Class A(1)(2) |
GBP | 17,541,873 | 23,730,557 | |||||
| Hilton Orlando Trust 2018-ORL |
||||||||
| 1.28% (1 Month LIBOR USD + 1.20%, 1.05% Floor), 12/15/2034, Series 2018-ORL, Class B(1)(2) |
$ | 350,000 | 349,778 | |||||
| Homeward Opportunities Fund I Trust 2019-3 |
||||||||
| 3.03%, 11/25/2059, Series 2019-3, Class A3(2)(4) |
2,066,670 | 2,099,722 | ||||||
| Homeward Opportunities Fund I Trust 2020-2 |
||||||||
| 1.66%, 05/25/2065, Series 2020-2, Class A1(2)(4) |
2,226,214 | 2,235,228 | ||||||
| HSI Asset Securitization Corp. Trust 2005-NC1 |
||||||||
| 1.05% (1 Month LIBOR USD + 0.96%, 0.96% Floor), 07/25/2035, Series 2005-NC1, Class M3(1) |
6,336,000 | 6,350,525 | ||||||
| Hudson Yards 2019-30HY Mortgage Trust |
||||||||
| 3.23%, 07/10/2039, Series 2019-30HY, Class A(2) |
6,570,000 | 7,101,449 | ||||||
| Hudson Yards 2019-55HY Mortgage Trust |
||||||||
| 3.04%, 12/10/2041, Series 2019-55HY, Class A(2)(4) |
5,545,000 | 5,892,700 | ||||||
| Hudsons Bay Simon JV Trust 2015-HBS |
||||||||
| 4.15%, 08/05/2034, Series 2015-HB10, Class A10(2) |
3,540,000 | 3,278,214 | ||||||
| ILPT Trust 2019-SURF |
||||||||
| 4.15%, 02/11/2041, Series 2019-SURF, Class A(2) |
7,575,000 | 8,598,457 |
| Impac CMB Trust Series 2004-7 |
||||||||
| 0.73% (1 Month LIBOR USD + 0.64%, 11.25% Cap), 11/25/2034, Series 2004-7, Class 2A(1) |
3,447,463 | 3,476,989 | ||||||
| Imperial Fund Mortgage Trust 2021-NQM2 |
||||||||
| 1.07%, 09/25/2056, Series 2021-NQM2, Class A1(2)(4) |
3,868,492 | 3,866,144 | ||||||
| Independence Plaza Trust 2018-INDP |
||||||||
| 3.76%, 07/10/2035, Series 2018-INDP, Class A(2) |
3,265,000 | 3,432,454 | ||||||
| IndyMac INDX Mortgage Loan Trust 2006-AR19 |
||||||||
| 2.98%, 08/25/2036, Series 2006-AR19, Class 5A2(4) |
18,041,196 | 15,957,766 | ||||||
| IndyMac INDX Mortgage Loan Trust 2007-AR15 |
||||||||
| 2.87%, 08/25/2037, Series 2007-AR15, Class 1A1(4) |
3,885,335 | 3,446,936 | ||||||
| InTown Hotel Portfolio Trust 2018-STAY |
||||||||
| 1.38% (1 Month LIBOR USD + 1.30%, 1.05% Floor), 01/15/2033, Series
2018-STAY, |
430,000 | 430,515 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 |
||||||||
| 4.51%, 12/15/2047, Series 2012-LC9, Class D(2)(4) |
215,000 | 211,074 | ||||||
| 4.51%, 12/15/2047, Series 2012-LC9, Class C(2)(4) |
6,150,000 | 6,245,077 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 |
||||||||
| 3.06%, 08/15/2049, Series 2016-JP2, Class AS |
1,993,000 | 2,081,674 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-NINE |
||||||||
| 2.95%, 09/06/2038, Series 2016-NINE, Class A(2)(4) |
3,597,500 | 3,813,104 | ||||||
| 2.95%, 09/06/2038, Series 2016-NINE, Class B(2)(4) |
910,000 | 955,312 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8 |
||||||||
| 1.03% (1 Month LIBOR USD + 0.95%, 0.84% Floor), 02/15/2035, Series
2018-ASH8, |
7,500,000 | 7,488,309 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ |
||||||||
| 1.68% (1 Month LIBOR USD + 1.60%, 1.60% Floor), 06/15/2032, Series
2018-LAQ, |
1,600,000 | 1,599,495 | ||||||
| 2.18% (1 Month LIBOR USD + 2.10%, 2.10% Floor), 06/15/2032, Series
2018-LAQ, |
14,480,000 | 14,475,450 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT |
||||||||
| 4.25%, 07/05/2033, Series 2018-WPT, Class AFX(2) |
965,000 | 1,017,914 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-OSB |
||||||||
| 3.40%, 06/05/2039, Series 2019-OSB, Class A(2) |
8,012,500 | 8,763,556 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440 |
||||||||
| 1.38% (1 Month LIBOR USD + 1.30%, 1.30% Floor), 03/15/2036, Series
2021-1440, |
5,000,000 | 5,003,138 | ||||||
| JP Morgan Mortgage Trust 2019-INV3 |
||||||||
| 3.50%, 05/25/2050, Series 2019-INV3, Class A15(2)(4) |
1,641,135 | 1,678,381 | ||||||
| 3.50%, 05/25/2050, Series 2019-INV3, Class A3(2)(4) |
1,920,921 | 1,968,417 | ||||||
| JP Morgan Mortgage Trust 2020-7 |
||||||||
| 3.00%, 01/25/2051, Series 2020-7, Class A15(2)(4) |
4,707,962 | 4,742,729 | ||||||
| JP Morgan Mortgage Trust 2020-INV1 |
||||||||
| 0.91% (1 Month LIBOR USD + 0.83%, 6.00% Cap), 08/25/2050, Series
2020-INV1, |
954,320 | 960,454 | ||||||
| 3.50%, 08/25/2050, Series 2020-INV1, Class A3(2)(4) |
1,584,462 | 1,624,017 | ||||||
| JP Morgan Mortgage Trust 2020-INV2 |
||||||||
| 3.00%, 10/25/2050, Series 2020-INV2, Class A15(2)(4) |
2,101,000 | 2,135,633 | ||||||
| JP Morgan Mortgage Trust 2020-LTV1 |
||||||||
| 3.35%, 06/25/2050, Series 2020-LTV1, Class B1A(2)(4) |
4,799,679 | 4,904,253 | ||||||
| JP Morgan Seasoned Mortgage Trust 2010-1 |
||||||||
| 0.00%, 03/25/2050, Series 2010-1, Class B(2)(4) |
9,169,891 | 8,382,867 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2014-C24 |
||||||||
| 2.94%, 11/15/2047, Series 2014-C24, Class A2 |
584,332 | 587,782 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2015-C30 |
||||||||
| 3.82%, 07/15/2048, Series 2015-C30, Class A5 |
2,780,000 | 3,015,923 | ||||||
| JPMBB Commercial Mortgage Securities Trust 2015-C31 |
||||||||
| 3.80%, 08/15/2048, Series 2015-C31, Class A3 |
5,044,068 | 5,464,795 | ||||||
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 |
||||||||
| 3.88%, 03/15/2050, Series 2017-JP5, Class AS(4) |
4,990,000 | 5,467,438 | ||||||
| JPMDB Commercial Mortgage Securities Trust 2016-C4 |
||||||||
| 3.38%, 12/15/2049, Series 2016-C4, Class AS |
4,040,000 | 4,343,163 | ||||||
| Lanark Master Issuer Plc |
||||||||
| 2.28%, 12/22/2069, Series 2020-1A, Class 1A(2)(4) |
695,000 | 711,815 | ||||||
| 2.71%, 12/22/2069, Series 2019-2A, Class 1A(2)(3) |
3,285,000 | 3,319,083 | ||||||
| Legacy Mortgage Asset Trust 2019-GS7 |
||||||||
| 3.25%, 11/25/2059, Series 2019-GS7, Class A1(2)(3) |
5,042,835 | 5,070,829 | ||||||
| Legacy Mortgage Asset Trust 2020-GS1 |
||||||||
| 2.88%, 10/25/2059, Series 2020-GS1, Class A1(2)(3) |
3,731,189 | 3,745,888 | ||||||
| Legacy Mortgage Asset Trust 2020-GS5 |
||||||||
| 3.25%, 06/25/2060, Series 2020-GS5, Class A1(2) |
961,869 | 977,377 | ||||||
| Legacy Mortgage Asset Trust 2020-SL1 |
||||||||
| 2.73%, 01/25/2060, Series 2020-SL1, Class A(2)(3) |
1,514,699 | 1,526,860 | ||||||
| Legacy Mortgage Asset Trust 2021-GS2 |
||||||||
| 1.75%, 04/25/2061, Series 2021-GS2, Class A1(2)(3) |
5,494,344 | 5,499,960 | ||||||
| Legacy Mortgage Asset Trust 2021-GS3 |
||||||||
| 1.75%, 07/25/2061, Series 2021-GS3, Class A1(2)(3) |
10,696,701 | 10,706,005 | ||||||
| Legacy Mortgage Asset Trust 2021-GS4 |
||||||||
| 1.65%, 11/25/2060, Series 2021-GS4, Class A1(2)(3) |
10,045,000 | 10,031,927 | ||||||
| Lehman XS Trust Series 2005-5N |
||||||||
| 0.45% (1 Month LIBOR USD + 0.36%, 0.36% Floor), 11/25/2035, Series 2005-5N, Class 3A2(1) |
9,083,533 | 8,852,893 | ||||||
| Mansard Mortgages 2007-1 Plc |
||||||||
| 0.38% (3 Month LIBOR GBP + 0.30%), 04/15/2049, Series 2007-1X, Class M1(1) |
GBP | 5,199,515 | 6,575,290 | |||||
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-HB1 |
||||||||
| 1.90%, 04/25/2029, Series 2004-HB1, Class A3(4) |
$ | 453,454 | 445,577 | |||||
| Metlife Securitization Trust 2018-1 |
||||||||
| 3.75%, 03/25/2057, Series 2018-1A, Class A(2)(4) |
9,681,667 | 10,067,582 | ||||||
| MF1 Multifamily Housing Mortgage Loan Trust |
||||||||
| 1.36% (30-day Average Secured Overnight Financing Rate + 1.31%, 1.20% Floor), 07/15/2036, Series 2021-FL5, Class AS(1)(2) |
15,000,000 | 14,985,930 | ||||||
| MFA 2021-NQM2 Trust |
||||||||
| 1.03%, 11/25/2064, Series 2021-NQM2, Class A1(2)(4) |
4,765,022 | 4,769,024 | ||||||
| Mill City Mortgage Loan Trust 2019-1 |
||||||||
| 3.25%, 10/25/2069, Series 2019-1, Class A1(2)(4) |
1,617,445 | 1,687,043 | ||||||
| 3.50%, 10/25/2069, Series 2019-1, Class M1(2)(4) |
1,187,812 | 1,264,606 |
| Mill City Mortgage Loan Trust 2019-GS1 |
||||||||
| 2.75%, 07/25/2059, Series 2019-GS1, Class A1(2)(4) |
4,019,935 | 4,117,985 | ||||||
| 3.25%, 07/25/2059, Series 2019-GS1, Class M2(2)(4) |
1,115,000 | 1,176,080 | ||||||
| Mill City Mortgage Loan Trust 2019-GS2 |
||||||||
| 2.75%, 08/25/2059, Series 2019-GS2, Class A1(2)(4) |
9,788,521 | 10,065,809 | ||||||
| Mill City Mortgage Loan Trust 2021-NMR1 |
||||||||
| 2.50%, 11/25/2060, Series 2021-NMR1, Class M2(2)(4) |
1,000,000 | 1,009,600 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 |
||||||||
| 4.92%, 10/15/2046, Series 2013-C12, Class C(4) |
900,000 | 903,153 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 |
||||||||
| 4.26%, 04/15/2047, Series 2014-C15, Class AS |
1,940,000 | 2,072,829 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17 |
||||||||
| 3.74%, 08/15/2047, Series 2014-C17, Class A5 |
974,000 | 1,042,121 | ||||||
| 4.46%, 08/15/2047, Series 2014-C17, Class B(4) |
1,655,000 | 1,769,947 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 |
||||||||
| 3.73%, 05/15/2048, Series 2015-C24, Class A4 |
6,000,000 | 6,536,383 | ||||||
| 4.04%, 05/15/2048, Series 2015-C24, Class AS(4) |
190,000 | 206,161 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 |
||||||||
| 3.06%, 05/15/2049, Series 2016-C29, Class A3 |
15,000,000 | 15,854,304 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 |
||||||||
| 2.86%, 09/15/2049, Series 2016-C30, Class A5 |
3,220,000 | 3,400,054 | ||||||
| Morgan Stanley Capital I Trust 2011-C2 |
||||||||
| 5.39%, 06/15/2044, Series 2011-C2, Class E(2)(4) |
1,415,000 | 1,165,407 | ||||||
| Morgan Stanley Capital I Trust 2018-H4 |
||||||||
| 4.31%, 12/15/2051, Series 2018-H4, Class A4 |
4,030,000 | 4,645,973 | ||||||
| Morgan Stanley Resecuritization Trust 2013-R7 |
||||||||
| 0.62% (1 Month LIBOR USD + 0.27%, 0.27% Floor, 11.50% Cap), 12/26/2046, Series 2013-R7, Class 4B(1)(2) |
3,086,605 | 3,094,836 | ||||||
| Motel Trust 2021-MTL6 |
||||||||
| 1.60% (1 Month LIBOR USD + 1.50%, 1.50% Floor), 09/15/2038, Series 2021-MTL6, Class C(1)(2) |
515,000 | 516,141 | ||||||
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV |
||||||||
| 3.28%, 10/15/2030, Series 2012-CKSV, Class A2(2) |
605,000 | 602,135 | ||||||
| MSCG Trust 2018-SELF |
||||||||
| 0.98% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 10/15/2037, Series 2018-SELF, Class A(1)(2) |
4,110,000 | 4,111,236 | ||||||
| Mulcair Securities DAC |
||||||||
| 0.45% (3 Month EURIBOR + 1.00%), 04/24/2071, Series 1, Class A(1)(5) |
EUR | 1,546,434 | 1,798,010 | |||||
| Natixis Commercial Mortgage Securities Trust 2020-2PAC |
||||||||
| 2.97%, 12/15/2038, Series 2020-2PAC, Class A(2) |
$ | 6,668,500 | 6,958,943 | |||||
| New Orleans Hotel Trust 2019-HNLA |
||||||||
| 1.07% (1 Month LIBOR USD + 0.99%, 0.99% Floor), 04/15/2032, Series 2019-HNLA, Class A(1)(2) |
5,000,000 | 4,987,481 | ||||||
| 1.37% (1 Month LIBOR USD + 1.29%, 1.29% Floor), 04/15/2032, Series 2019-HNLA, Class B(1)(2) |
6,425,000 | 6,385,117 | ||||||
| New Residential Mortgage Loan Trust 2019-NQM5 |
||||||||
| 2.71%, 11/25/2059, Series 2019-NQM5, Class A1(2)(4) |
1,867,159 | 1,890,095 | ||||||
| New Residential Mortgage Loan Trust 2019-RPL3 |
||||||||
| 2.75%, 07/25/2059, Series 2019-RPL3, Class A1(2)(4) |
27,301,766 | 28,202,994 | ||||||
| New Residential Mortgage Loan Trust 2020-NQM1 |
||||||||
| 2.46%, 01/26/2060, Series 2020-NQM1, Class A1(2)(4) |
2,155,974 | 2,174,045 | ||||||
| New Residential Mortgage Loan Trust 2021-INV1 |
||||||||
| 2.50%, 06/25/2051, Series 2021-INV1, Class A6(2)(4) |
7,347,943 | 7,499,494 | ||||||
| New Residential Mortgage Loan Trust 2021-NQM1R |
||||||||
| 1.10%, 07/25/2055, Series 2021-NQ1R, Class A2(2)(4) |
1,886,809 | 1,883,706 | ||||||
| 1.20%, 07/25/2055, Series 2021-NQ1R, Class A3(2)(4) |
2,318,079 | 2,314,228 | ||||||
| OBX 2018-EXP1 Trust |
||||||||
| 0.94% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 04/25/2048, Series 2018-EXP1, Class 2A1(1)(2) |
763,631 | 767,580 | ||||||
| 4.00%, 04/25/2048, Series 2018-EXP1, Class 1A3(2)(4) |
537,543 | 545,840 | ||||||
| OBX 2019-EXP2 Trust |
||||||||
| 4.00%, 06/25/2059, Series 2019-EXP2, Class 1A3(2)(4) |
1,670,607 | 1,727,020 | ||||||
| OBX 2019-EXP3 Trust |
||||||||
| 3.50%, 10/25/2059, Series 2019-EXP3, Class 1A8(2)(4) |
1,145,453 | 1,163,528 | ||||||
| OBX 2020-EXP1 Trust |
||||||||
| 0.84% (1 Month LIBOR USD + 0.75%), 02/25/2060, Series 2020-EXP1, Class 2A1(1)(2) |
498,920 | 498,814 | ||||||
| 3.50%, 02/25/2060, Series 2020-EXP1, Class 1A8(2)(4) |
1,764,234 | 1,808,365 | ||||||
| OBX 2020-EXP2 Trust |
||||||||
| 3.00%, 05/25/2060, Series 2020-EXP2, Class A8(2)(4) |
4,823,517 | 4,903,635 | ||||||
| OBX 2020-EXP3 Trust |
||||||||
| 3.00%, 01/25/2060, Series 2020-EXP3, Class 1A9(2)(4) |
3,857,905 | 3,895,709 | ||||||
| OBX 2020-INV1 Trust |
||||||||
| 3.50%, 12/25/2049, Series 2020-INV1, Class A5(2)(4) |
2,188,079 | 2,231,680 | ||||||
| OBX 2021-NQM1 Trust |
||||||||
| 1.33%, 02/25/2066, Series 2021-NQM1, Class A3(2)(4) |
8,404,032 | 8,369,355 | ||||||
| OBX 2021-NQM3 Trust |
||||||||
| 1.05%, 07/25/2061, Series 2021-NQM3, Class A1(2)(4) |
5,666,544 | 5,665,697 | ||||||
| 1.26%, 07/25/2061, Series 2021-NQM3, Class A2(2)(4) |
3,219,069 | 3,217,931 | ||||||
| One Bryant Park Trust 2019-OBP |
||||||||
| 2.52%, 09/15/2054, Series 2019-OBP, Class A(2) |
7,390,000 | 7,605,703 | ||||||
| Precise Mortgage Funding 2018-2B Plc |
||||||||
| 0.75% (3 Month LIBOR GBP + 0.68%), 03/12/2055, Series 2018-2B, Class A(1) |
GBP | 2,977,397 | 4,019,347 | |||||
| PRET 2021-RN3 LLC |
||||||||
| 1.84%, 09/25/2051, Series 2021-RN3, Class A1(2)(3) |
$ | 39,976,000 | 39,974,041 | |||||
| PRPM 2020-2 LLC |
||||||||
| 3.67%, 08/25/2025, Series 2020-2, Class A1(2)(3) |
942,371 | 948,412 | ||||||
| PRPM 2020-3 LLC |
||||||||
| 2.86%, 09/25/2025, Series 2020-3, Class A1(2)(3) |
3,048,567 | 3,054,668 | ||||||
| PRPM 2020-5 LLC |
||||||||
| 3.10%, 11/25/2025, Series 2020-5, Class A1(2)(3) |
7,024,852 | 7,067,595 | ||||||
| PRPM 2021-1 LLC |
||||||||
| 2.12%, 01/25/2026, Series 2021-1, Class A1(2)(4) |
7,192,759 | 7,205,925 | ||||||
| PRPM 2021-2 LLC |
| 2.12%, 03/25/2026, Series 2021-2, Class A1(2)(4) |
3,422,548 | 3,427,635 | ||||||
| PRPM 2021-3 LLC |
||||||||
| 1.87%, 04/25/2026, Series 2021-3, Class A1(2)(3) |
6,645,432 | 6,673,738 | ||||||
| PRPM 2021-8 LLC |
||||||||
| 1.74%, 09/25/2026, Series 2021-8, Class A1(2)(4) |
6,630,000 | 6,625,644 | ||||||
| Queens Center Mortgage Trust 2013-QC |
||||||||
| 3.28%, 01/11/2037, Series 2013-QCA, Class A(2) |
3,915,000 | 4,099,408 | ||||||
| RALI Series 2006-QS9 Trust |
||||||||
| 6.00%, 07/25/2036, Series 2006-QS9, Class 1A3 |
3,355,309 | 3,198,160 | ||||||
| RALI Series 2007-QH8 Trust |
||||||||
| 1.01%, 10/25/2037, Series 2007-QH8, Class A(4) |
1,013,278 | 993,135 | ||||||
| RALI Series 2007-QS2 Trust |
||||||||
| 6.25%, 01/25/2037, Series 2007-QS2, Class A4 |
19,094,041 | 18,212,288 | ||||||
| RBS Commercial Funding, Inc. 2013-GSP Trust |
||||||||
| 3.96%, 01/15/2032, Series 2013-GSP, Class A(2)(4) |
4,490,000 | 4,729,226 | ||||||
| Real Estate Asset Liquidity Trust |
||||||||
| 2.42%, 06/12/2054, Series 2019-1A, Class A1(2)(4) |
CAD | 9,959,771 | 8,023,686 | |||||
| RESIMAC Bastille Trust Series 2018-1NC |
||||||||
| 0.93% (1 Month LIBOR USD + 0.85%), 12/05/2059, Series 2018-1NCA, Class A1(1)(2) |
$ | 774,251 | 775,224 | |||||
| Sequoia Mortgage Trust 2003-2 |
||||||||
| 0.75% (1 Month LIBOR USD + 0.66%, 0.66% Floor, 11.50% Cap), 06/20/2033, Series 2003-2, Class A1(1) |
324,993 | 325,269 | ||||||
| Sequoia Mortgage Trust 2004-9 |
||||||||
| 0.87% (6 Month LIBOR USD + 0.72%, 0.72% Floor, 11.50% Cap), 10/20/2034, Series 2004-9, Class A2(1) |
871,393 | 861,011 | ||||||
| Sequoia Mortgage Trust 2013-4 |
||||||||
| 3.47%, 04/25/2043, Series 2013-4, Class B1(4) |
1,082,101 | 1,099,766 | ||||||
| Sequoia Mortgage Trust 2017-CH1 |
||||||||
| 4.00%, 08/25/2047, Series 2017-CH1, Class A1(2)(4) |
2,056,442 | 2,077,640 | ||||||
| Sequoia Mortgage Trust 2017-CH2 |
||||||||
| 4.00%, 12/25/2047, Series 2017-CH2, Class A1(2)(4) |
407,405 | 412,816 | ||||||
| 4.00%, 12/25/2047, Series 2017-CH2, Class A19(2)(4) |
422,205 | 427,423 | ||||||
| Sequoia Mortgage Trust 2018-CH1 |
||||||||
| 3.50%, 02/25/2048, Series 2018-CH1, Class A2(2)(4) |
127,282 | 128,959 | ||||||
| Sequoia Mortgage Trust 2018-CH2 |
||||||||
| 4.00%, 06/25/2048, Series 2018-CH2, Class A21(2)(4) |
355,443 | 358,728 | ||||||
| Sequoia Mortgage Trust 2018-CH3 |
||||||||
| 4.00%, 08/25/2048, Series 2018-CH3, Class A2(2)(4) |
1,069,376 | 1,084,359 | ||||||
| 4.50%, 08/25/2048, Series 2018-CH3, Class A19(2)(4) |
448,140 | 455,794 | ||||||
| 4.50%, 08/25/2048, Series 2018-CH3, Class A13(2)(4) |
2,654,855 | 2,685,567 | ||||||
| Sequoia Mortgage Trust 2018-CH4 |
||||||||
| 4.00%, 10/25/2048, Series 2018-CH4, Class A2(2)(4) |
355,115 | 358,978 | ||||||
| Sequoia Mortgage Trust 2019-CH2 |
||||||||
| 4.50%, 08/25/2049, Series 2019-CH2, Class A1(2)(4) |
518,263 | 523,174 | ||||||
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE |
||||||||
| 4.14%, 01/05/2043, Series 2015-5AVE, Class A2B(2)(4) |
295,000 | 325,364 | ||||||
| SG Residential Mortgage Trust 2019-3 |
||||||||
| 2.70%, 09/25/2059, Series 2019-3, Class A1(2)(4) |
675,922 | 677,847 | ||||||
| SLM Student Loan Trust 2008-9 |
||||||||
| 1.63% (3 Month LIBOR USD + 1.50%), 04/25/2023, Series 2008-9, Class A(1) |
6,238,081 | 6,285,656 | ||||||
| Southern Pacific Securities 06-1 Plc |
||||||||
| 0.36% (3 Month LIBOR GBP + 0.30%), 03/10/2044, Series 2006-1X, Class B1C(1) |
GBP | 714,629 | 961,043 | |||||
| STACR Trust 2018-DNA3 |
||||||||
| 0.99% (1 Month LIBOR USD + 0.90%), 09/25/2048, Series 2018-DNA3, Class M2AS(1)(2) |
$ | 4,965,000 | 4,976,283 | |||||
| STACR Trust 2018-HRP2 |
||||||||
| 1.34% (1 Month LIBOR USD + 1.25%), 02/25/2047, Series 2018-HRP2, Class M2(1)(2) |
2,653,673 | 2,657,921 | ||||||
| Starwood Mortgage Residential Trust 2018-IMC2 |
||||||||
| 4.12%, 10/25/2048, Series 2018-IMC2, Class A1(2)(4) |
1,755,281 | 1,772,971 | ||||||
| Starwood Mortgage Residential Trust 2019-INV1 |
||||||||
| 2.61%, 09/27/2049, Series 2019-INV1, Class A1(2)(4) |
1,839,537 | 1,860,380 | ||||||
| Starwood Mortgage Residential Trust 2020-INV |
||||||||
| 1.59%, 11/25/2055, Series 2020-INV1, Class A3(2)(4) |
1,919,098 | 1,921,001 | ||||||
| 2.50%, 11/25/2055, Series 2020-INV1, Class M1(2) |
1,545,000 | 1,563,453 | ||||||
| Stratton Mortgage Funding |
||||||||
| 0.95% (3 Month Sterling Overnight Interbank Average Rate + 0.90%), 07/20/2060, Series 2021-2A, Class A(1)(2) |
GBP | 18,307,187 | 24,788,934 | |||||
| Sutherland Commercial Mortgage Loans 2017-SBC6 |
||||||||
| 3.19%, 05/25/2037, Series 2017-SBC6, Class A(2)(4) |
$ | 1,466,734 | 1,460,075 | |||||
| Toorak Mortgage Corp. 2018-1 Ltd. |
||||||||
| 1.15%, 07/25/2056, Series 2021-INV1, Class A1(2)(4) |
5,651,372 | 5,655,134 | ||||||
| Toorak Mortgage Corp. 2021-1 Ltd. |
||||||||
| 2.24%, 06/25/2024, Series 2021-1, Class A1(2)(3) |
7,160,000 | 7,163,672 | ||||||
| Towd Point Mortgage Funding |
||||||||
| 0.95% (3 Month Sterling Overnight Interbank Average Rate + 0.90%), 07/20/2045, Series 2019-A13A, Class A1(1)(2) |
GBP | 82,823,800 | 111,895,530 | |||||
| Towd Point Mortgage Funding 2018 - Auburn 12 Plc |
||||||||
| 0.87% (3 Month LIBOR GBP + 0.80%), 02/20/2045, Series 2018-A12X, Class A(1) |
2,151,784 | 2,902,059 | ||||||
| Towd Point Mortgage Funding 2019 - Granite4 Plc |
||||||||
| 1.10% (3 Month LIBOR GBP + 1.03%), 10/20/2051, Series 2019-GR4A, Class A1(1)(2) |
21,654,935 | 29,406,964 | ||||||
| Towd Point Mortgage Trust 2019-4 |
||||||||
| 2.90%, 10/25/2059, Series 2019-4, Class A1(2)(4) |
$ | 78,722,426 | 81,530,967 | |||||
| Trinity Square 2021-1 Plc |
||||||||
| 1.45% (3 Month Sterling Overnight Interbank Average Rate + 1.40%), 07/15/2059, Series 2021-1A, Class B(1)(2) |
GBP | 11,459,000 | 15,567,559 | |||||
| 1.75% (3 Month Sterling Overnight Interbank Average Rate + 1.70%), 07/15/2059, Series 2021-1A, Class C(1)(2) |
3,286,000 | 4,458,753 | ||||||
| 2.05% (3 Month Sterling Overnight Interbank Average Rate + 2.00%), 07/15/2059, Series 2021-1A, Class D(1)(2) |
2,364,000 | 3,208,659 | ||||||
| 2.80% (3 Month Sterling Overnight Interbank Average Rate + 2.75%), 07/15/2059, Series 2021-1A, Class E(1)(2) |
1,143,000 | 1,549,901 | ||||||
| UBS Commercial Mortgage Trust 2017-C1 |
||||||||
| 3.20%, 06/15/2050, Series 2017-C1, Class A3 |
$ | 9,984,393 | 10,532,985 | |||||
| UBS Commercial Mortgage Trust 2018-C9 |
||||||||
| 4.32%, 03/15/2051, Series 2018-C9, Class AS(4) |
1,718,000 | 1,933,828 | ||||||
| UBS-Barclays Commercial Mortgage Trust 2012-C2 |
| 5.04%, 05/10/2063, Series 2012-C2, Class E(2)(4) |
3,235,000 | 271,740 | ||||||
| 5.04%, 05/10/2063, Series 2012-C2, Class D(2)(4) |
1,135,000 | 463,733 | ||||||
| UWM Mortgage Trust 2021-INV2 |
||||||||
| 2.50%, 09/25/2051, Series 2021-INV2, Class A15(2)(4) |
6,800,000 | 6,833,469 | ||||||
| VASA Trust 2021-VASA |
||||||||
| 1.33% (1 Month LIBOR USD + 1.25%, 1.25% Floor), 07/15/2039, Series 2021-VASA, Class B(1)(2) |
10,000,000 | 10,002,865 | ||||||
| 1.83% (1 Month LIBOR USD + 1.75%, 1.75% Floor), 07/15/2039, Series 2021-VASA, Class C(1)(2) |
12,000,000 | 12,003,448 | ||||||
| Verus Securitization Trust 2019-3 |
||||||||
| 3.04%, 07/25/2059, Series 2019-3, Class A3(2)(3) |
2,302,370 | 2,313,969 | ||||||
| Verus Securitization Trust 2019-4 |
||||||||
| 2.64%, 11/25/2059, Series 2019-4, Class A1(2)(3) |
2,087,235 | 2,117,575 | ||||||
| 2.85%, 11/25/2059, Series 2019-4, Class A2(2)(3) |
2,074,390 | 2,104,578 | ||||||
| 3.00%, 11/25/2059, Series 2019-4, Class A3(2)(3) |
3,603,999 | 3,653,001 | ||||||
| Verus Securitization Trust 2019-INV2 |
||||||||
| 3.12%, 07/25/2059, Series 2019-INV2, Class A2(2)(4) |
4,663,228 | 4,709,561 | ||||||
| Verus Securitization Trust 2019-INV3 |
||||||||
| 2.69%, 11/25/2059, Series 2019-INV3, Class A1(2)(4) |
4,035,841 | 4,096,630 | ||||||
| Verus Securitization Trust 2020-1 |
||||||||
| 2.72%, 01/25/2060, Series 2020-1, Class A3(2)(3) |
4,383,330 | 4,430,001 | ||||||
| Verus Securitization Trust 2020-INV1 |
||||||||
| 3.89%, 03/25/2060, Series 2020-INV1, Class A3(2)(4) |
805,000 | 835,391 | ||||||
| Verus Securitization Trust 2021-1 |
||||||||
| 1.16%, 01/25/2066, Series 2021-1, Class A3(2)(4) |
4,608,132 | 4,598,682 | ||||||
| Verus Securitization Trust 2021-R1 |
||||||||
| 1.26%, 10/25/2063, Series 2021-R1, Class A3(2)(4) |
3,675,947 | 3,675,214 | ||||||
| Verus Securitization Trust 2021-R2 |
||||||||
| 1.23%, 02/25/2064, Series 2021-R2, Class A3(2)(4) |
4,499,020 | 4,496,581 | ||||||
| Vista Point Securitization Trust 2020-1 |
||||||||
| 1.76%, 03/25/2065, Series 2020-1, Class A1(2)(4) |
1,414,247 | 1,420,054 | ||||||
| 3.20%, 03/25/2065, Series 2020-1, Class A3(2)(4) |
3,765,000 | 3,833,573 | ||||||
| Vista Point Securitization Trust 2020-2 |
||||||||
| 1.48%, 04/25/2065, Series 2020-2, Class A1(2)(4) |
2,442,783 | 2,457,845 | ||||||
| Wachovia Bank Commercial Mortgage Trust Series 2006-C29 |
||||||||
| 5.44%, 11/15/2048, Series 2006-C29, Class C(4) |
179,617 | 180,234 | ||||||
| Wachovia Bank Commercial Mortgage Trust Series 2007-C33 |
||||||||
| 5.84%, 02/15/2051, Series 2007-C33, Class AJ(4) |
1,378,234 | 1,054,349 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust |
||||||||
| 0.73% (1 Month LIBOR USD + 0.64%, 0.64% Floor, 10.50% Cap), 08/25/2045, Series 2005-AR11, Class A1A(1) |
1,897,915 | 1,896,984 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust |
||||||||
| 0.67% (1 Month LIBOR USD + 0.58%, 0.58% Floor, 10.50% Cap), 10/25/2045, Series 2005-AR13, Class A1A1(1) |
2,702,514 | 2,713,937 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust |
||||||||
| 0.61% (1 Month LIBOR USD + 0.52%, 0.52% Floor, 10.50% Cap), 11/25/2045, Series 2005-AR15, Class A1A1(1) |
3,858,703 | 3,827,472 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust |
||||||||
| 0.75% (1 Month LIBOR USD + 0.66%, 0.66% Floor, 10.50% Cap), 01/25/2045, Series 2005-AR2, Class 1A1A(1) |
4,153,052 | 4,172,349 | ||||||
| WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust |
||||||||
| 0.84% (12 Month U.S. Treasury Average + 0.75%, 0.75% Floor), 06/25/2047, Series 2007-OA5, Class 1A(1) |
10,113,701 | 9,806,695 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust |
||||||||
| 5.50%, 04/25/2037, Series 2007-2, Class 2A1 |
6,403,982 | 6,615,945 | ||||||
| Wells Fargo Commercial Mortgage Trust 2013-LC12 |
||||||||
| 4.44%, 07/15/2046, Series 2013-LC12, Class B(4) |
1,940,000 | 1,942,207 | ||||||
| Wells Fargo Commercial Mortgage Trust 2014-LC16 |
||||||||
| 4.02%, 08/15/2050, Series 2014-LC16, Class AS |
3,015,000 | 3,130,891 | ||||||
| Wells Fargo Commercial Mortgage Trust 2016-C33 |
||||||||
| 3.16%, 03/15/2059, Series 2016-C33, Class A3 |
1,004,300 | 1,059,222 | ||||||
| 4.51%, 03/15/2059, Series 2016-C33, Class B(4) |
4,317,000 | 4,729,015 | ||||||
| Wells Fargo Commercial Mortgage Trust 2016-C35 |
||||||||
| 3.18%, 07/15/2048, Series 2016-C35, Class AS |
3,155,000 | 3,336,304 | ||||||
| Wells Fargo Commercial Mortgage Trust 2016-LC24 |
||||||||
| 3.37%, 10/15/2049, Series 2016-LC24, Class AS |
6,000,000 | 6,375,961 | ||||||
| Wells Fargo Commercial Mortgage Trust 2017-C38 |
||||||||
| 3.45%, 07/15/2050, Series 2017-C38, Class A5 |
1,695,000 | 1,856,637 | ||||||
| Wells Fargo Commercial Mortgage Trust 2017-HSDB |
||||||||
| 0.93% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 12/13/2031, Series 2017-HSDB, Class A(1)(2) |
8,100,000 | 8,031,144 | ||||||
| 1.18% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 12/13/2031, Series 2017-HSDB, Class B(1)(2) |
6,700,000 | 6,585,082 | ||||||
| 1.93% (1 Month LIBOR USD + 1.84%, 1.85% Floor), 12/13/2031, Series 2017-HSDB, Class D(1)(2) |
100,000 | 95,236 | ||||||
| Wells Fargo Commercial Mortgage Trust 2019-C54 |
||||||||
| 3.67%, 12/15/2052, Series 2019-C54, Class B |
4,420,000 | 4,789,661 | ||||||
| Wells Fargo Commercial Mortgage Trust 2019-JWDR |
||||||||
| 2.58%, 09/15/2031, Series 2019-JWDR, Class A(2)(4) |
6,560,000 | 6,628,974 | ||||||
| Wells Fargo Commercial Mortgage Trust 2020-C55 |
||||||||
| 2.73%, 02/15/2053, Series 2020-C55, Class A5 |
11,075,000 | 11,599,976 | ||||||
| Wells Fargo Commercial Mortgage Trust 2021-SAVE |
||||||||
| 1.53% (1 Month LIBOR USD + 1.45%, 1.45% Floor), 02/15/2040, Series 2021-SAVE, Class B(1)(2) |
1,499,886 | 1,507,362 | ||||||
| Wells Fargo Mortgage Backed Securities 2021-RR1 Trust |
||||||||
| 2.50%, 12/25/2050, Series 2021-RR1, Class A1(2)(4) |
6,580,978 | 6,618,016 | ||||||
| WFRBS Commercial Mortgage Trust 2011-C5 |
||||||||
| 5.96%, 11/15/2044, Series 2011-C5, Class D(2)(4) |
115,000 | 114,881 | ||||||
| WFRBS Commercial Mortgage Trust 2012-C6 |
||||||||
| 3.84%, 04/15/2045, Series 2012-C6, Class AS |
1,945,000 | 1,957,590 | ||||||
| WFRBS Commercial Mortgage Trust 2012-C7 |
||||||||
| 3.43%, 06/15/2045, Series 2012-C7, Class A2 |
11,699,619 | 11,830,329 | ||||||
| 4.96%, 06/15/2045, Series 2012-C7, Class E(2)(4) |
690,000 | 124,200 | ||||||
| WFRBS Commercial Mortgage Trust 2013-C15 |
||||||||
| 4.65%, 08/15/2046, Series 2013-C15, Class B(4) |
1,525,000 | 1,521,580 | ||||||
| WFRBS Commercial Mortgage Trust 2014-C20 |
||||||||
| 4.38%, 05/15/2047, Series 2014-C20, Class B |
2,365,000 | 2,457,187 |
| WFRBS Commercial Mortgage Trust 2014-C22 |
||||||||
| 4.07%, 09/15/2057, Series 2014-C22, Class AS(4) |
4,250,000 | 4,564,956 | ||||||
| WFRBS Commercial Mortgage Trust 2014-C24 |
||||||||
| 4.20%, 11/15/2047, Series 2014-C24, Class B(4) |
825,000 | 834,470 | ||||||
| Worldwide Plaza Trust 2017-WWP |
||||||||
| 3.53%, 11/10/2036, Series 2017-WWP, Class A(2) |
1,740,000 | 1,883,359 | ||||||
| 3.72%, 11/10/2036, Series 2017-WWP, Class C(2)(4) |
320,000 | 328,509 | ||||||
|
|
|
|||||||
| Total Mortgage-Backed Obligations (Cost: $8,385,159,336) |
8,438,332,842 | |||||||
|
|
|
|||||||
| Total Bonds & Notes (Cost: $30,249,149,152) |
|
30,614,118,214 | ||||||
|
|
|
|||||||
| BANK LOANS – 2.95% |
||||||||
| 1011778 BC ULC |
||||||||
| 1.84% (LIBOR + 1.75%), 11/19/2026(1) |
1,563,468 | 1,543,268 | ||||||
| AAdvantage Loyality IP Ltd. |
||||||||
| 5.50% (LIBOR + 4.75%), 04/20/2028(1) |
7,731,000 | 7,989,757 | ||||||
| ABG Intermediate Holdings 2 LLC |
||||||||
| 4.00% (LIBOR + 3.25%), 09/27/2024(1) |
2,894,427 | 2,888,552 | ||||||
| Acrisure LLC |
||||||||
| 3.63% (LIBOR + 3.50%), 02/15/2027(1) |
2,462,500 | 2,437,358 | ||||||
| Acuity Specialty Products, Inc. |
||||||||
| 5.00% (LIBOR + 4.00%), 08/12/2024(1) |
6,525,316 | 6,343,129 | ||||||
| ADMI Corp. |
||||||||
| 3.63% (LIBOR + 3.13%), 12/23/2027(1) |
2,756,150 | 2,732,034 | ||||||
| 4.00% (LIBOR + 3.50%), 12/23/2027(1) |
1,285,000 | 1,283,394 | ||||||
| Air Canada |
||||||||
| 4.25% (LIBOR + 3.50%), 08/11/2028(1) |
3,700,000 | 3,712,321 | ||||||
| Alliant Holdings Intermediate LLC |
||||||||
| 3.33% (LIBOR + 3.25%), 05/09/2025(1) |
4,821,405 | 4,785,245 | ||||||
| 4.25% (LIBOR + 3.75%), 11/05/2027(1) |
5,532,763 | 5,534,312 | ||||||
| Altice France SA |
||||||||
| 4.12% (LIBOR + 4.00%), 08/14/2026(1) |
1,361,500 | 1,355,823 | ||||||
| American Airlines, Inc. |
||||||||
| 1.84% (LIBOR + 1.75%), 01/29/2027(1) |
350,000 | 335,300 | ||||||
| AmWINS Group, Inc. |
||||||||
| 3.00% (LIBOR + 2.25%), 02/19/2028(1) |
8,312,200 | 8,259,251 | ||||||
| Apex Tool Group LLC |
||||||||
| 6.50% (LIBOR + 5.25%), 08/01/2024(1) |
4,056,030 | 4,057,044 | ||||||
| Applied Systems, Inc. |
||||||||
| 3.75% (LIBOR + 3.25%), 09/19/2024(1) |
16,398,015 | 16,391,948 | ||||||
| Aramark Intermediate HoldCo Corp. |
||||||||
| 1.83% (LIBOR + 1.75%), 03/11/2025(1) |
186,533 | 182,257 | ||||||
| 2.58% (LIBOR + 2.50%), 04/06/2028(1) |
2,435,910 | 2,417,641 | ||||||
| Ascend Learning LLC |
||||||||
| 4.00% (LIBOR + 3.00%), 07/12/2024(1) |
11,729,445 | 11,719,006 | ||||||
| 4.75% (LIBOR + 3.75%), 07/12/2024(1) |
2,029,500 | 2,030,515 | ||||||
| Asurion LLC |
||||||||
| 3.08% (LIBOR + 3.00%), 11/03/2024(1) |
4,408,290 | 4,358,697 | ||||||
| 3.33% (LIBOR + 3.25%), 12/23/2026(1) |
3,771,500 | 3,713,570 | ||||||
| 5.33% (LIBOR + 5.25%), 01/20/2029(1) |
11,355,000 | 11,295,386 | ||||||
| 5.33% (LIBOR + 5.25%), 01/31/2028(1) |
452,394 | 450,792 | ||||||
| athenahealth, Inc. |
||||||||
| 4.38% (LIBOR + 4.25%), 02/11/2026(1) |
3,701,400 | 3,708,803 | ||||||
| Avantor Funding, Inc. |
||||||||
| 2.50% (LIBOR + 2.00%), 11/21/2024(1) |
38,270 | 38,203 | ||||||
| 2.75% (LIBOR + 2.25%), 11/08/2027(1) |
10,662,750 | 10,676,078 | ||||||
| Avolon TLB Borrower 1 US LLC |
||||||||
| 2.25% (LIBOR + 1.50%), 02/12/2027(1) |
700,335 | 692,939 | ||||||
| 2.50% (LIBOR + 1.75%), 01/15/2025(1) |
281,300 | 280,070 | ||||||
| Axalta Coating Systems Dutch Holding B BV |
||||||||
| 1.88% (LIBOR + 1.75%), 06/01/2024(1) |
67,323 | 67,121 | ||||||
| Azalea TopCo, Inc. |
||||||||
| 3.63% (LIBOR + 3.50%), 07/24/2026(1) |
1,601,916 | 1,590,911 | ||||||
| 4.50% (LIBOR + 3.75%), 07/24/2026(1) |
4,174,538 | 4,179,756 | ||||||
| Bausch Health Companies, Inc. |
||||||||
| 2.83% (LIBOR + 2.75%), 11/27/2025(1) |
1,124,015 | 1,120,643 | ||||||
| Berry Global, Inc. |
||||||||
| 1.86% (LIBOR + 1.75%), 07/01/2026(1) |
1,371,682 | 1,363,109 | ||||||
| Brookfield WEC Holdings, Inc. |
||||||||
| 3.25% (LIBOR + 2.75%), 08/01/2025(1) |
8,561,876 | 8,498,604 | ||||||
| Buckeye Partners LP |
||||||||
| 2.33% (LIBOR + 2.25%), 11/01/2026(1) |
3,560,978 | 3,541,891 | ||||||
| Caesars Resort Collection LLC |
||||||||
| 2.83% (LIBOR + 2.75%), 12/23/2024(1) |
23,017,895 | 22,867,818 | ||||||
| 3.58% (LIBOR + 3.50%), 07/21/2025(1) |
8,999,100 | 9,002,340 | ||||||
| Camelot US Acquisition 1 Co. |
||||||||
| 3.08% (LIBOR + 3.00%), 10/30/2026(1) |
5,791,292 | 5,774,381 | ||||||
| 4.00% (LIBOR + 3.00%), 10/30/2026(1) |
2,729,105 | 2,735,082 | ||||||
| Carnival Corp. |
||||||||
| 3.75% (EURIBOR + 3.75%), 06/30/2025(1) |
EUR | 4,937,500 | 5,708,658 | |||||
| 3.75% (LIBOR + 3.00%), 06/30/2025(1) |
$ | 10,665,000 | 10,595,038 | |||||
| Catalent Pharma Solutions, Inc. |
||||||||
| 0.00%, 02/22/2028 |
2,310,000 | 2,309,422 | ||||||
| CCC Intelligent Solutions, Inc. |
||||||||
| 0.00%, 09/21/2028 |
4,000,000 | 3,995,000 | ||||||
| CCI Buyer, Inc. |
||||||||
| 4.50% (LIBOR + 3.75%), 12/17/2027(1) |
2,447,700 | 2,454,333 | ||||||
| CCM Merger, Inc. |
||||||||
| 4.50% (LIBOR + 3.75%), 11/04/2025(1)(17) |
809,200 | 809,200 | ||||||
| Change Healthcare Holdings LLC |
||||||||
| 3.50% (LIBOR + 2.50%), 03/01/2024(1) |
1,752,869 | 1,750,766 | ||||||
| Charter Communications Operating LLC |
||||||||
| 1.84% (LIBOR + 1.75%), 02/01/2027(1) |
7,365,108 | 7,317,014 | ||||||
| Charter Next Generation, Inc. |
||||||||
| 4.50% (LIBOR + 3.75%), 12/01/2027(1) |
9,665,347 | 9,681,971 | ||||||
| Chobani LLC |
||||||||
| 4.50% (LIBOR + 3.50%), 10/25/2027(1) |
1,584,000 | 1,586,265 | ||||||
| Churchill Downs, Inc. |
||||||||
| 2.09% (LIBOR + 2.00%), 12/27/2024(1) |
483,668 | 482,459 | ||||||
| 2.09% (LIBOR + 2.00%), 03/17/2028(1) |
6,860,525 | 6,791,920 | ||||||
| Clarios Global LP |
||||||||
| 3.33% (LIBOR + 3.25%), 04/30/2026(1) |
6,195,971 | 6,164,991 | ||||||
| Clean Harbors, Inc. |
||||||||
| 1.83% (LIBOR + 1.75%), 06/28/2024(1) |
483,586 | 483,117 | ||||||
| Clear Channel Outdoor Holdings, Inc. |
||||||||
| 3.63% (LIBOR + 3.50%), 08/21/2026(1) |
5,064,058 | 4,954,725 | ||||||
| CNT Holdings I Corp. |
||||||||
| 4.50% (LIBOR + 3.75%), 11/08/2027(1) |
3,582,000 | 3,584,257 | ||||||
| Cogeco Communications Finance LP |
||||||||
| 3.00% (LIBOR + 2.50%), 09/01/2028(1) |
4,000,000 | 3,973,320 | ||||||
| Commscope, Inc. |
||||||||
| 3.33% (LIBOR + 3.25%), 04/06/2026(1) |
5,826,772 | 5,791,578 | ||||||
| CoreLogic, Inc. |
||||||||
| 4.00% (LIBOR + 3.50%), 06/02/2028(1) |
7,525,000 | 7,515,594 | ||||||
| Cornerstone Building Brands, Inc. |
||||||||
| 3.75% (LIBOR + 3.25%), 04/12/2028(1) |
1,133,077 | 1,129,304 | ||||||
| CPI Holdco LLC |
||||||||
| 3.83% (LIBOR + 3.75%), 11/04/2026(1) |
8,070,822 | 8,065,819 | ||||||
| CSC Holdings LLC |
||||||||
| 2.33% (LIBOR + 2.25%), 07/17/2025(1) |
3,720,855 | 3,665,042 | ||||||
| Dell International LLC |
||||||||
| 2.00% (LIBOR + 1.75%), 09/19/2025(1) |
62,548 | 62,518 | ||||||
| Delta Topco, Inc. |
||||||||
| 4.50% (LIBOR + 3.75%), 12/01/2027(1) |
4,628,400 | 4,631,686 | ||||||
| Diamond Sports Group LLC |
||||||||
| 3.34% (LIBOR + 3.25%), 08/24/2026(1) |
1,741,117 | 1,080,694 | ||||||
| DIRECTV Financing LLC |
||||||||
| 5.75% (LIBOR + 5.00%), 08/02/2027(1) |
10,800,000 | 10,803,348 | ||||||
| Dun & Bradstreet Corp. |
||||||||
| 3.34% (LIBOR + 3.25%), 02/06/2026(1) |
5,398,952 | 5,392,203 | ||||||
| Dynasty Acquisition Co., Inc. |
||||||||
| 3.63% (LIBOR + 3.50%), 04/06/2026(1) |
1,349,460 | 1,318,678 | ||||||
| 3.63% (LIBOR + 3.50%), 04/06/2026(1) |
2,509,995 | 2,452,742 | ||||||
| E.W. Scripps Co. |
||||||||
| 3.75% (LIBOR + 3.00%), 01/07/2028(1) |
2,199,113 | 2,202,169 | ||||||
| Eagle Broadband Investments LLC |
||||||||
| 3.75% (LIBOR + 3.00%), 11/12/2027(1) |
3,845,627 | 3,845,627 | ||||||
| Elanco Animal Health, Inc. |
||||||||
| 1.84% (LIBOR + 1.75%), 08/01/2027(1) |
6,519,819 | 6,435,974 | ||||||
| Engineered Machinery Holdings, Inc. |
||||||||
| 4.50% (LIBOR + 3.75%), 05/19/2028(1) |
2,525,000 | 2,517,627 | ||||||
| Envision Healthcare Corp. |
||||||||
| 3.83% (LIBOR + 3.75%), 10/10/2025(1) |
4,659,155 | 4,135,000 | ||||||
| Epicor Software Corp. |
||||||||
| 4.00% (LIBOR + 3.25%), 07/30/2027(1) |
9,386,142 | 9,381,918 | ||||||
| ExamWorks Group, Inc. |
||||||||
| 4.25% (LIBOR + 3.25%), 07/27/2023(1) |
3,057,406 | 3,056,764 | ||||||
| Filtration Group Corp. |
||||||||
| 3.08% (LIBOR + 3.00%), 03/31/2025(1) |
11,049,416 | 10,987,318 | ||||||
| 4.50% (LIBOR + 3.75%), 03/29/2025(1) |
905,850 | 907,209 | ||||||
| Forest City Enterprises LP |
||||||||
| 3.58% (LIBOR + 3.50%), 12/08/2025(1) |
560,000 | 552,910 | ||||||
| Formula One Management Ltd. |
||||||||
| 3.50% (LIBOR + 2.50%), 02/01/2024(1) |
11,855,000 | 11,810,544 | ||||||
| Four Seasons Holdings, Inc. |
||||||||
| 2.09% (LIBOR + 2.00%), 11/30/2023(1) |
3,979,112 | 3,964,191 | ||||||
| Gainwell Acquisition Corp. |
||||||||
| 4.75% (LIBOR + 4.00%), 10/01/2027(1) |
10,536,917 | 10,552,301 | ||||||
| Gentiva Health Services, Inc. |
||||||||
| 2.88% (LIBOR + 2.75%), 07/02/2025(1) |
2,773,668 | 2,772,503 | ||||||
| GFL Environmental, Inc. |
||||||||
| 3.50% (LIBOR + 3.00%), 05/30/2025(1) |
3,753,098 | 3,757,790 | ||||||
| Grifols Worldwide Operations Ltd. |
||||||||
| 2.07% (LIBOR + 2.00%), 11/15/2027(1) |
6,445,795 | 6,338,344 | ||||||
| Harbor Freight Tools USA, Inc. |
||||||||
| 3.25% (LIBOR + 2.75%), 10/19/2027(1) |
4,813,625 | 4,808,523 | ||||||
| HCA, Inc. |
||||||||
| 1.83% (LIBOR + 1.75%), 06/30/2028(1) |
2,014,950 | 2,025,448 | ||||||
| HIG Finance 2 Ltd. |
||||||||
| 0.00%, 11/12/2027 |
3,260,000 | 3,253,904 | ||||||
| 4.75% (LIBOR + 3.75%), 11/12/2027(1) |
3,252,423 | 3,248,357 | ||||||
| Hilton Worldwide Finance LLC |
||||||||
| 1.84% (LIBOR + 1.75%), 06/22/2026(1) |
7,631,741 | 7,564,429 | ||||||
| Horizon Therapeutics USA, Inc. |
||||||||
| 2.50% (LIBOR + 2.00%), 03/15/2028(1) |
7,283,400 | 7,266,503 |
| Hostess Brands LLC |
||||||||
| 3.00% (LIBOR + 2.25%), 08/03/2025(1) |
1,670,175 | 1,664,129 | ||||||
| Hub International Ltd. |
||||||||
| 2.88% (LIBOR + 2.75%), 04/25/2025(1) |
6,303,922 | 6,240,253 | ||||||
| 4.00% (LIBOR + 3.25%), 04/25/2025(1) |
9,370,341 | 9,370,341 | ||||||
| Hyland Software, Inc. |
||||||||
| 4.25% (LIBOR + 3.50%), 07/01/2024(1) |
5,456,940 | 5,459,778 | ||||||
| ICON Plc |
||||||||
| 3.00% (LIBOR + 2.50%), 07/03/2028(1) |
2,118,896 | 2,125,655 | ||||||
| 3.00% (LIBOR + 2.50%), 07/03/2028(1) |
8,504,479 | 8,531,608 | ||||||
| Ineos Finance Plc |
||||||||
| 2.50% (EURIBOR + 2.00%), 04/01/2024(1) |
EUR | 21,662,392 | 24,961,899 | |||||
| Intelsat Jackson Holdings |
||||||||
| SA 0.00%, 01/02/2024 |
$ | 1,500,000 | 1,521,255 | |||||
| 5.39% (LIBOR + 4.75%), 07/13/2022(1) |
11,692,802 | 11,760,971 | ||||||
| 8.00% (LIBOR + 5.75%), 11/27/2023(1) |
17,270,000 | 17,461,179 | ||||||
| 8.75% (LIBOR + 6.50%), 01/02/2024(1) |
880,000 | 892,654 | ||||||
| IPS Acquisition LLC |
||||||||
| 5.50% (LIBOR + 3.25%), 11/07/2024(1) |
3,086,537 | 3,079,592 | ||||||
| Iqvia, Inc. |
||||||||
| 1.83% (LIBOR + 1.75%), 01/17/2025(1) |
675,304 | 672,941 | ||||||
| 1.88% (LIBOR + 1.75%), 06/11/2025(1) |
1,149,465 | 1,146,591 | ||||||
| IRB Holding Corp. |
||||||||
| 3.75% (LIBOR + 2.75%), 02/05/2025(1) |
96,500 | 96,329 | ||||||
| 4.25% (LIBOR + 3.25%), 12/15/2027(1) |
7,009,855 | 7,018,617 | ||||||
| Iridium Satellite LLC |
||||||||
| 3.25% (LIBOR + 2.50%), 11/04/2026(1) |
3,729,114 | 3,730,457 | ||||||
| Jazz Pharmaceuticals Plc |
||||||||
| 4.00% (LIBOR + 3.50%), 05/05/2028(1) |
4,488,750 | 4,493,822 | ||||||
| KFC Holding Co. |
||||||||
| 1.84% (LIBOR + 1.75%), 03/15/2028(1) |
6,638,522 | 6,630,224 | ||||||
| Lamar Media Corp. |
||||||||
| 1.58% (LIBOR + 1.50%), 02/05/2027(1) |
2,815,000 | 2,789,496 | ||||||
| Lealand Finance Co. BV |
||||||||
| 1.08% (LIBOR + 1.00%), 06/30/2025(1) |
607,645 | 271,009 | ||||||
| 3.08% (LIBOR + 3.00%), 06/28/2024(1) |
148,837 | 81,860 | ||||||
| Level 3 Financing, Inc. |
||||||||
| 1.83% (LIBOR + 1.75%), 03/01/2027(1) |
17,499,795 | 17,277,898 | ||||||
| LifePoint Health, Inc. |
||||||||
| 3.83% (LIBOR + 3.75%), 11/16/2025(1) |
6,575,581 | 6,563,285 | ||||||
| LogMeIn, Inc. |
||||||||
| 4.83% (LIBOR + 4.75%), 08/31/2027(1) |
4,570,463 | 4,566,898 | ||||||
| Loire UK Midco 3 Ltd. |
||||||||
| 3.33% (LIBOR + 3.25%), 04/21/2027(1) |
3,719,374 | 3,640,337 | ||||||
| LS Group Opco Acquisition LLC |
||||||||
| 4.00% (LIBOR + 3.25%), 11/02/2027(1) |
2,649,975 | 2,645,020 | ||||||
| Lumen Technologies, Inc. |
||||||||
| 2.08% (LIBOR + 2.00%), 01/31/2025(1) |
1,368,750 | 1,357,266 | ||||||
| 2.33% (LIBOR + 2.25%), 03/15/2027(1) |
5,443,447 | 5,379,160 | ||||||
| Madison IAQ LLC |
||||||||
| 3.75% (LIBOR + 3.25%), 06/21/2028(1) |
2,508,713 | 2,504,523 | ||||||
| Maravai Intermediate Holdings LLC |
||||||||
| 4.75% (LIBOR + 3.75%), 10/19/2027(1) |
3,518,475 | 3,527,271 | ||||||
| Marriott Ownership Resorts, Inc. |
||||||||
| 1.83% (LIBOR + 1.75%), 08/29/2025(1) |
261,439 | 256,537 | ||||||
| Medline Industries, Inc. |
||||||||
| 0.00%, 08/04/2022 |
22,166,667 | 21,945,000 | ||||||
| 0.00%, 08/04/2022 |
23,333,333 | 23,100,000 | ||||||
| MH Sub I LLC |
||||||||
| 3.58% (LIBOR + 3.50%), 09/13/2024(1) |
3,978,429 | 3,964,863 | ||||||
| Mileage Plus Holdings LLC |
||||||||
| 6.25% (LIBOR + 5.25%), 06/21/2027(1) |
10,923,738 | 11,599,699 | ||||||
| Mission Broadcasting, Inc. |
||||||||
| 2.59% (LIBOR + 2.50%), 06/02/2028(1)(17) |
2,305,000 | 2,294,927 | ||||||
| Mozart Debt Merger Sub, Inc. |
||||||||
| 0.00%, 09/30/2028 |
5,610,000 | 5,597,714 | ||||||
| Nouryon Finance BV |
||||||||
| 2.83% (LIBOR + 2.75%), 10/01/2025(1) |
2,112,595 | 2,097,278 | ||||||
| Option Care Health, Inc. |
||||||||
| 3.83% (LIBOR + 3.75%), 08/06/2026(1) |
3,275,000 | 3,273,363 | ||||||
| Organon & Co. |
||||||||
| 3.50% (LIBOR + 3.00%), 06/02/2028(1) |
12,453,788 | 12,473,838 | ||||||
| Parexel International Corp. |
||||||||
| 2.83% (LIBOR + 2.75%), 09/27/2024(1) |
27,485,552 | 27,462,189 | ||||||
| Penn National Gaming, Inc. |
||||||||
| 3.00% (LIBOR + 2.25%), 10/15/2025(1) |
435,309 | 434,464 | ||||||
| Peraton Corp. |
||||||||
| 4.50% (LIBOR + 3.75%), 02/01/2028(1) |
5,800,850 | 5,801,778 | ||||||
| PetSmart LLC |
||||||||
| 4.50% (LIBOR + 3.75%), 02/11/2028(1) |
18,300,000 | 18,326,169 | ||||||
| PetVet Care Centers LLC |
||||||||
| 4.25% (LIBOR + 3.50%), 02/14/2025(1) |
3,771,643 | 3,770,474 | ||||||
| PG&E Corp. |
||||||||
| 3.50% (LIBOR + 3.00%), 06/23/2025(1) |
5,458,543 | 5,361,326 | ||||||
| Pike Corp. |
||||||||
| 3.09% (LIBOR + 3.00%), 01/21/2028(1) |
1,764,384 | 1,763,184 | ||||||
| Polaris Newco LLC |
||||||||
| 4.50% (LIBOR + 4.00%), 06/02/2028(1) |
1,780,000 | 1,783,346 |
| RealPage, Inc. |
||||||||
| 3.75% (LIBOR + 3.25%), 04/24/2028(1) |
11,835,000 | 11,794,288 | ||||||
| Ryan Specialty Group LLC |
||||||||
| 3.75% (LIBOR + 3.00%), 09/01/2027(1) |
5,472,963 | 5,467,490 | ||||||
| SBA Senior Finance II LLC |
||||||||
| 1.84% (LIBOR + 1.75%), 04/11/2025(1) |
1,548,000 | 1,532,520 | ||||||
| Scientific Games International, Inc. |
||||||||
| 2.83% (LIBOR + 2.75%), 08/14/2024(1) |
3,969,152 | 3,949,822 | ||||||
| Seaworld Parks & Entertainment, Inc. |
||||||||
| 3.50% (LIBOR + 3.00%), 08/25/2028(1) |
2,573,646 | 2,562,399 | ||||||
| Sequa Mezzanine Holdings LLC |
||||||||
| 7.75% (LIBOR + 6.75%), 11/28/2023(1) |
12,051,018 | 12,212,984 | ||||||
| 11.75% (LIBOR + 10.75%), 04/28/2024(1) |
688,043 | 676,002 | ||||||
| Sigma Holdco BV |
||||||||
| 3.50% (EURIBOR + 3.50%), 07/02/2025(1) |
EUR | 7,690,000 | 8,649,566 | |||||
| Simply Good Foods USA, Inc. |
||||||||
| 4.75% (LIBOR + 3.75%), 07/07/2024(1) |
$ | 1,064,245 | 1,066,150 | |||||
| Sinclair Television Group, Inc. |
||||||||
| 3.09% (LIBOR + 3.00%), 04/01/2028(1) |
3,740,625 | 3,697,608 | ||||||
| Sotera Health Holdings LLC |
||||||||
| 3.25% (LIBOR + 2.75%), 12/11/2026(1) |
12,000,000 | 11,960,040 | ||||||
| Spin Holdco, Inc. |
||||||||
| 4.75% (LIBOR + 4.00%), 03/04/2028(1) |
3,640,875 | 3,649,577 | ||||||
| SS&C Technologies Holdings, Inc. |
||||||||
| 1.83% (LIBOR + 1.75%), 04/16/2025(1) |
340,626 | 336,923 | ||||||
| 1.83% (LIBOR + 1.75%), 04/16/2025(1) |
441,987 | 437,183 | ||||||
| Staples, Inc. |
||||||||
| 5.13% (LIBOR + 5.00%), 04/16/2026(1) |
3,968,079 | 3,776,897 | ||||||
| Sunshine Luxembourg VII SARL |
||||||||
| 4.50% (LIBOR + 3.75%), 10/01/2026(1) |
11,113,757 | 11,141,541 | ||||||
| Surgery Center Holdings, Inc. |
||||||||
| 4.50% (LIBOR + 3.75%), 08/31/2026(1) |
3,781,640 | 3,785,308 | ||||||
| Syniverse Holdings, Inc. |
||||||||
| 6.00% (LIBOR + 5.00%), 03/09/2023(1) |
455,104 | 454,753 | ||||||
| Tacala Investment Corp. |
||||||||
| 4.25% (LIBOR + 3.50%), 02/05/2027(1) |
3,924,665 | 3,909,947 | ||||||
| 8.25% (LIBOR + 7.50%), 02/04/2028(1)(17) |
590,000 | 585,870 | ||||||
| Telenet Financing USD LLC |
||||||||
| 2.08% (LIBOR + 2.00%), 04/30/2028(1) |
1,250,000 | 1,234,900 | ||||||
| TK Elevator Midco GmbH |
||||||||
| 4.00% (LIBOR + 3.50%), 07/30/2027(1) |
9,276,172 | 9,289,066 | ||||||
| TransDigm, Inc. |
||||||||
| 2.33% (LIBOR + 2.25%), 08/22/2024(1) |
9,791,684 | 9,681,527 | ||||||
| 2.33% (LIBOR + 2.25%), 05/30/2025(1) |
26,094,118 | 25,765,332 | ||||||
| 2.33% (LIBOR + 2.25%), 12/09/2025(1) |
20,674,785 | 20,416,350 | ||||||
| Uber Technologies, Inc. |
||||||||
| 3.58% (LIBOR + 3.50%), 04/04/2025(1) |
14,543,074 | 14,539,002 | ||||||
| 3.58% (LIBOR + 3.50%), 02/25/2027(1) |
10,445,026 | 10,436,357 | ||||||
| UFC Holdings LLC |
||||||||
| 3.50% (LIBOR + 2.75%), 04/29/2026(1) |
14,460,757 | 14,420,556 | ||||||
| UKG, Inc. |
||||||||
| 4.00% (LIBOR + 3.25%), 05/04/2026(1) |
19,040,467 | 19,065,791 | ||||||
| 7.50% (LIBOR + 6.75%), 05/03/2027(1) |
605,000 | 614,577 | ||||||
| United AirLines, Inc. |
||||||||
| 4.50% (LIBOR + 3.75%), 04/21/2028(1) |
4,823,132 | 4,852,746 | ||||||
| Univision Communications, Inc. |
||||||||
| 0.00%, 05/05/2028 |
4,050,000 | 4,040,604 | ||||||
| 3.75% (LIBOR + 2.75%), 03/15/2024(1) |
3,779,266 | 3,774,013 | ||||||
| US Renal Care, Inc. |
||||||||
| 5.08% (LIBOR + 5.00%), 06/26/2026(1) |
3,296,238 | 3,289,020 | ||||||
| USI, Inc. |
||||||||
| 3.13% (LIBOR + 3.00%), 05/16/2024(1) |
3,088,832 | 3,066,221 | ||||||
| 3.38% (LIBOR + 3.25%), 12/02/2026(1) |
3,582,035 | 3,556,280 | ||||||
| Western Digital Corp. |
||||||||
| 1.84% (LIBOR + 1.75%), 04/29/2023(1) |
1,823,124 | 1,822,358 | ||||||
| Windstream Services II LLC |
||||||||
| 7.25% (LIBOR + 6.25%), 09/21/2027(1) |
73,069 | 73,289 | ||||||
| Woof Holdings, Inc. |
||||||||
| 4.50% (LIBOR + 3.75%), 12/21/2027(1) |
3,696,425 | 3,698,754 | ||||||
| Wyndham Hotels & Resorts, Inc. |
||||||||
| 1.83% (LIBOR + 1.75%), 05/30/2025(1) |
194,000 | 192,576 | ||||||
| Zayo Group Holdings, Inc. |
||||||||
| 3.08% (LIBOR + 3.00%), 03/09/2027(1) |
8,610,592 | 8,530,255 | ||||||
|
|
|
|||||||
| Total Bank Loans (Cost: $988,546,313) |
990,666,273 | |||||||
|
|
|
|||||||
| Shares | Value | |||||||
| COMMON STOCKS – 0.10% |
||||||||
| Communications – 0.08% |
||||||||
| Clear Channel Outdoor Holdings, Inc. - Class A(11) |
2,064,946 | 5,596,004 | ||||||
| iHeartMedia, Inc. - Class A(11) |
498,998 | 12,484,930 | ||||||
| iHeartMedia, Inc. - Class B(11)(16) |
365,379 | 8,227,604 | ||||||
|
|
|
|||||||
| Total Communications |
26,308,538 | |||||||
|
|
|
|||||||
| Consumer Discretionary – 0.02% |
||||||||
| Neiman Marcus Group, Inc.(11)(16)(17) |
62,326 | 6,693,189 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
6,693,189 | |||||||
|
|
|
|||||||
| Energy – 0.00%(12) |
||||||||
| Noble Corp.(2)(11)(16) |
1,867 | 45,469 | ||||||
| Noble Corp.(11)(17) |
15,565 | 421,189 | ||||||
|
|
|
|||||||
| Total Energy |
466,658 | |||||||
|
|
|
|||||||
| Financials – 0.00%(12) |
||||||||
| Voyager Aviation Holdings LLC(2)(11)(13)(16) |
31 | — | ||||||
|
|
|
|||||||
| Total Financials |
— | |||||||
|
|
|
|||||||
| Industrials – 0.00%(12) |
||||||||
| AMI Investments LLC(11)(16)(17) |
206,310 | 1,179,061 | ||||||
|
|
|
|||||||
| Total Industrials |
1,179,061 | |||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $29,822,378) |
34,647,446 | |||||||
|
|
|
|||||||
| CONVERTIBLE PREFERRED STOCKS – 0.14% |
||||||||
| Consumer, Non-cyclical – 0.03% |
||||||||
| Bunge Ltd., 4.88% |
82,179 | 9,857,371 | ||||||
|
|
|
|||||||
| Total Consumer, Non-cyclical |
9,857,371 | |||||||
|
|
|
|||||||
| Financials – 0.11% |
||||||||
| Bank of America Corp, 7.25% |
13,698 | 19,758,269 | ||||||
| Wells Fargo & Co., 7.50% |
12,284 | 18,204,888 | ||||||
|
|
|
|||||||
| Total Financials |
37,963,157 | |||||||
|
|
|
|||||||
| Total Convertible Preferred Stocks (Cost: $44,875,494) |
47,820,528 | |||||||
|
|
|
|||||||
| PREFERRED STOCKS – 0.07% |
||||||||
| Communications – 0.07% |
||||||||
| AT&T Mobility II LLC, 7.00%(11)(16)(17) |
1,036,052 | 24,096,394 | ||||||
|
|
|
|||||||
| Total Communications |
24,096,394 | |||||||
|
|
|
|||||||
| Financials – 0.00%(12) |
||||||||
| Cayenne Aviation Holdings LLC(2)(11)(16) |
186 | 7,400 | ||||||
|
|
|
|||||||
| Total Financials |
7,400 | |||||||
|
|
|
|||||||
| Total Preferred Stocks (Cost: $28,083,994) |
24,103,794 | |||||||
|
|
|
|||||||
| WARRANTS – 0.00%(12) |
||||||||
| Communications – 0.00%(12) |
||||||||
| Windstream Holdings II LLC, expires 09/21/2055(11)(16) |
9,444 | 80,664 | ||||||
|
|
|
|||||||
| Total Communications |
80,664 | |||||||
|
|
|
|||||||
| Total Warrants (Cost: $91,586) |
80,664 | |||||||
|
|
|
|||||||
| SHORT-TERM INVESTMENTS – 16.97% |
||||||||
| Money Market Funds – 3.90% |
||||||||
| Fidelity Institutional Money Market Government Fund - Class I, 0.01%(14) |
1,312,397,415 | 1,312,397,415 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $1,312,397,415) |
1,312,397,415 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Government Related – 0.05% |
||||||||
| Republic of Argentina, 0.00%, 12/31/2021 |
ARS | 80,883,930 | 889,919 | |||||
| Republic of Argentina, 0.00%, 02/28/2022 |
736,915,000 | 9,296,484 | ||||||
| Republic of Argentina, 0.00%, 03/31/2022 |
297,048,000 | 3,633,961 | ||||||
|
|
|
|||||||
| Total Government Related (Cost: $12,687,407) |
13,820,364 | |||||||
|
|
|
|||||||
| Repurchase Agreements – 2.05% |
||||||||
| Bank of America Securities, Inc., 0.03% dated 09/29/2021, due 10/01/2021, repurchase price $312,600,521 (collateralized by U.S. Treasury Bond, value $319,997,652, 3.00%, 02/15/2047) |
$ | 312,600,000 | 312,600,000 | |||||
| Bank of America Securities, Inc., 0.04% dated 09/27/2021, due 10/05/2021, repurchase price $300,002,000 (collateralized by U.S. Treasury Note, value $306,197,636, 2.13%, 05/15/2025) |
300,000,000 | 300,000,000 | ||||||
| BNP Paribas SA, 0.03% dated 09/30/2021, due 10/01/2021, repurchase price $76,200,064 (collateralized by U.S. Treasury Inflation Indexed Bond, value $77,904,543, 0.13%, 01/15/2030) |
76,200,000 | 76,200,000 | ||||||
|
|
|
|||||||
| Total Repurchase Agreements (Cost: $688,800,000) |
688,800,000 | |||||||
|
|
|
|||||||
| U.S. Treasury Bills – 10.57% |
||||||||
| U.S. Cash Management Bill, 0.00%, 12/14/2021 |
53,585,000 | 53,581,365 | ||||||
| U.S. Cash Management Bill, 0.00%, 12/21/2021 |
59,090,000 | 59,086,277 | ||||||
| U.S. Cash Management Bill, 0.00%, 01/11/2022 |
486,100,000 | 486,058,681 | ||||||
| U.S. Cash Management Bill, 0.00%, 01/25/2022 |
160,100,000 | 160,076,786 | ||||||
| U.S. Cash Management Bill, 0.00%, 02/01/2022 |
234,700,000 | 234,668,968 | ||||||
| U.S. Treasury Bill, 0.00%, 10/05/2021 |
583,254,000 | 583,252,530 | ||||||
| U.S. Treasury Bill, 0.00%, 10/07/2021 |
338,620,000 | 338,617,884 | ||||||
| U.S. Treasury Bill, 0.00%, 12/02/2021 |
161,700,000 | 161,689,742 | ||||||
| U.S. Treasury Bill, 0.00%, 12/09/2021(9) |
14,000,000 | 13,999,240 | ||||||
| U.S. Treasury Bill, 0.00%, 01/06/2022 |
497,355,000 | 497,308,139 | ||||||
| U.S. Treasury Bill, 0.00%, 01/20/2022 |
119,500,000 | 119,486,182 | ||||||
| U.S. Treasury Bill, 0.00%, 01/27/2022 |
102,410,000 | 102,394,811 | ||||||
| U.S. Treasury Bill, 0.00%, 02/10/2022(9) |
407,755,000 | 407,687,720 | ||||||
| U.S. Treasury Bill, 0.00%, 02/17/2022 |
226,800,000 | 226,758,405 | ||||||
| U.S. Treasury Bill, 0.00%, 03/03/2022 |
100,000,000 | 99,981,406 | ||||||
| U.S. Treasury Bill, 0.00%, 03/24/2022(9) |
800,000 | 799,816 | ||||||
| U.S. Treasury Bill, 0.00%, 03/31/2022(9) |
9,200,000 | 9,197,456 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Bills (Cost: $3,554,601,597) |
3,554,645,408 | |||||||
|
|
|
|||||||
| Time Deposits – 0.40% |
||||||||
| ANZ, London, 0.01% due 10/01/2021 |
8,509,501 | 8,509,501 | ||||||
| BNP Paribas, Paris, -1.42% due 10/01/2021 |
CHF | 117,822 | 126,426 | |||||
| BNP Paribas, Paris, -0.79% due 10/01/2021 |
EUR | 3,019 | 3,497 | |||||
| Brown Brothers Harriman, -0.23% due 10/01/2021 |
AUD | 300,706 | 217,395 | |||||
| Brown Brothers Harriman, 0.01% due 10/01/2021 |
NZD | 88,908 | 61,377 | |||||
| Brown Brothers Harriman, 0.01% due 10/01/2021 |
CAD | 544,841 | 430,161 | |||||
| Brown Brothers Harriman, 3.75% due 10/01/2021 |
ZAR | 5,086,437 | 337,773 | |||||
| Citibank, London, -0.79% due 10/01/2021 |
EUR | 2,563,796 | 2,969,773 | |||||
| Citibank, London, 0.01% due 10/01/2021 |
GBP | 1,319,250 | 1,777,558 | |||||
| Nordea Bank ABP, Oslo, 0.01% due 10/01/2021 |
NOK | 1,548 | 177 | |||||
| Skandinaviska Enskilda Banken AB, Stockholm, -0.27% due 10/01/2021 |
SEK | 731 | 84 | |||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2021 |
$ | 121,568,157 | 121,568,157 | |||||
|
|
|
|||||||
| Total Time Deposits (Cost: $136,001,879) |
136,001,879 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $5,704,488,298) |
|
5,705,665,066 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 111.27% |
||||||||
| (Cost: $37,045,057,216) |
37,417,101,985 | |||||||
|
|
|
|||||||
| TBA SALE COMMITMENTS – (0.81)% |
||||||||
| Mortgage-Backed Obligations – (0.81)% |
||||||||
| Fannie Mae |
||||||||
| 2.00%, 10/01/2051(15) |
(244,000,000 | ) | (244,657,658 | ) | ||||
| 2.50%, 12/01/2051(15) |
(27,400,000 | ) | (28,131,023 | ) | ||||
|
|
|
|||||||
| Total TBA Sale Commitments (Proceeds Received: $(274,577,906)) |
|
(272,788,681 | ) | |||||
|
|
|
|||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS – (10.46)% |
(3,516,533,281 | ) | ||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 33,627,780,023 | ||||||
|
|
|
|||||||
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
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
EUR Euro
GBP British Pound
IDR Indonesian Rupiah
INR Indian Rupee
MXN Mexican Peso
NOK Norwegian Krone
NZD New Zealand Dollar
PEN Peruvian Sol
SEK Swedish Krona
ZAR South African Rand
| (1) | Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2021. |
| (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 $7,077,218,968, which represents 21.05% of total net assets. |
| (3) | 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, 2021. |
| (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, 2021. |
| (5) | 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. |
| (6) | Security in default as of September 30, 2021. The value of these securities totals $48,620,235, which represents 0.14% of total net assets. |
| (7) | Payment in-kind security for which part of the income earned may be paid as additional principal. |
| (8) | Inflation protected security. The value of these securities totals $125,494,389, which represents 0.37% of total net assets. |
| (9) | Assigned as collateral for certain futures contracts, swap contracts and delayed delivery securities. The value of these pledged issues totals $114,144,559, which represents 0.34% of total net assets. |
| (10) | Delayed delivery purchase commitment security. The value of these securities totals $3,488,824,578, which represents 10.37% of total net assets. |
| (11) | Non-income producing security. |
| (12) | Amount calculated is less than 0.005%. |
| (13) | Amount calculated is less than $0.5. |
| (14) | Represents annualized seven-day yield as of the close of the reporting period. |
| (15) | Delayed delivery sale commitment security. The value of these securities totals $(272,788,681), which represents (0.81)% of total net assets. |
| (16) | Security that is categorized as Level 3 per the Trust’s fair value hierarchy. The value of these securities totals $40,329,781, which represents 0.12% of total net assets. |
| (17) | Security that is restricted at September 30, 2021. The value of the restricted securities totals $86,469,409, which represents 0.26% of total net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
Open Futures Contracts
| Number of
Contracts |
Reference Entity | Counterparty | Expiration Date |
Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||||||
| 275 |
Australian 10 Year Bond Future | Goldman Sachs | Dec. 2021 | AUD | 39,570,642 | $ | 28,126,338 | $ | (481,257 | ) | ||||||||||||||
| 586 |
Euro-Btp Future | Goldman Sachs | Dec. 2021 | EUR | 90,187,280 | 103,142,610 | (1,325,824 | ) | ||||||||||||||||
| 1,687 |
U.S. 2 Year Note Future | |
Citigroup Global Markets |
|
Dec. 2021 | $ | 371,440,508 | 371,232,259 | (208,249 | ) | ||||||||||||||
| 1,903 |
U.S. 2 Year Note Future | Goldman Sachs | Dec. 2021 | 418,996,477 | 418,764,072 | (232,405 | ) | |||||||||||||||||
| 2,961 |
U.S. 5 Year Note Future | |
Citigroup Global Markets |
|
Dec. 2021 | 365,764,461 | 363,439,619 | (2,324,842 | ) | |||||||||||||||
| 952 |
U.S. 5 Year Note Future | Goldman Sachs | Dec. 2021 | 116,873,996 | 116,850,563 | (23,433 | ) | |||||||||||||||||
| 8,266 |
U.S. 10 Year Note Future | Goldman Sachs | Dec. 2021 | 1,102,064,156 | 1,087,883,094 | (14,181,062 | ) | |||||||||||||||||
| 1,538 |
U.S. Long Bond Future | Goldman Sachs | Dec. 2021 | 249,744,766 | 244,878,438 | (4,866,328 | ) | |||||||||||||||||
| 2 |
U.S. Ultra 10 Year Note Future | |
Citigroup Global Markets |
|
Dec. 2021 | 296,229 | 290,500 | (5,729 | ) | |||||||||||||||
| 310 |
U.S. Ultra 10 Year Note Future | Goldman Sachs | Dec. 2021 | 45,885,103 | 45,027,500 | (857,603 | ) | |||||||||||||||||
| 41 |
U.S. Ultra Bond Future | |
Citigroup Global Markets |
|
Dec. 2021 | 8,069,547 | 7,833,563 | (235,984 | ) | |||||||||||||||
| 3,195 |
U.S. Ultra Bond Future | Goldman Sachs | Dec. 2021 | 626,967,520 | 610,444,688 | (16,522,832 | ) | |||||||||||||||||
|
|
|
|||||||||||||||||||||||
| (41,265,548 | ) | |||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||
| Number of
Contracts |
Reference Entity | Counterparty | Expiration Date |
Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||||||
| (320) |
Euro-Bund Future | Goldman Sachs | Dec. 2021 | EUR | (55,123,200) | $ | (62,947,518 | ) | $ | 904,440 | ||||||||||||||
| (4,270) |
U.S. 10 Year Note Future | Goldman Sachs | Dec. 2021 | $ | (569,523,094 | ) | (561,972,031 | ) | 7,551,063 | |||||||||||||||
| (330) |
U.S. Long Bond Future | Goldman Sachs | Dec. 2021 | (53,949,844 | ) | (52,542,188 | ) | 1,407,656 | ||||||||||||||||
| (1,863) |
U.S. Ultra 10 Year Note Future | J.P. Morgan | Dec. 2021 | (274,763,391 | ) | (270,600,750 | ) | 4,162,641 | ||||||||||||||||
| (324) |
U.S. Ultra Bond Future | Goldman Sachs | Dec. 2021 | (64,607,107 | ) | (61,904,250 | ) | 2,702,857 | ||||||||||||||||
| (132) |
U.S. Ultra Bond Future | J.P. Morgan | Dec. 2021 | (25,865,046 | ) | (25,220,250 | ) | 644,796 | ||||||||||||||||
|
|
|
|||||||||||||||||||||||
| 17,373,453 | ||||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||
| $ | (23,892,095 | ) | ||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||
Over-the-Counter Forward Foreign Currency Exchange Contracts
| Currency Purchased |
Currency Sold |
Settlement Date |
Counterparty |
Unrealized Appreciation/ (Depreciation) |
||||||||||||||||
| BRL* |
22,100,000 | USD |
4,057,726 | 10/04/21 | BNP Paribas |
$ | 484 | |||||||||||||
| BRL* |
22,000,000 | USD |
4,032,184 | 10/04/21 | J.P. Morgan |
7,663 | ||||||||||||||
| INR* |
156,988,000 | USD |
2,081,241 | 12/15/21 | J.P. Morgan |
16,046 | ||||||||||||||
| MXN |
1,040,796,152 | USD |
49,479,256 | 10/05/21 | J.P. Morgan |
933,480 | ||||||||||||||
| NOK |
330,585,000 | USD |
37,410,873 | 11/17/21 | Morgan Stanley |
392,434 | ||||||||||||||
| RUB* |
1,235,489,880 | USD |
16,386,242 | 10/22/21 | Bank Of America |
539,561 | ||||||||||||||
| RUB* |
784,106,120 | USD |
10,406,019 | 10/22/21 | Goldman Sachs |
335,976 | ||||||||||||||
| RUB* |
1,575,887,393 | USD |
21,086,334 | 11/22/21 | Bank Of America |
392,273 | ||||||||||||||
| RUB* |
443,708,607 | USD |
5,949,910 | 11/22/21 | Goldman Sachs |
97,630 | ||||||||||||||
| RUB* |
775,357,769 | USD |
10,395,347 | 12/20/21 | Bank Of America |
106,497 | ||||||||||||||
| RUB* |
1,244,238,645 | USD |
16,723,327 | 12/20/21 | Goldman Sachs |
129,283 | ||||||||||||||
| USD |
10,264,000 | ZAR |
149,859,532 | 10/04/21 | Bank Of America |
312,342 | ||||||||||||||
| USD |
42,109,623 | BRL* |
229,051,084 | 10/04/21 | BNP Paribas |
49,102 | ||||||||||||||
| USD |
484,549,021 | EUR |
410,220,000 | 10/04/21 | BNP Paribas |
9,370,722 | ||||||||||||||
| USD |
133,842 | JPY |
14,700,000 | 10/04/21 | BNP Paribas |
1,761 | ||||||||||||||
| USD |
80,306,622 | BRL* |
426,300,000 | 10/04/21 | Goldman Sachs |
2,025,393 | ||||||||||||||
| USD |
467,955 | PEN* |
1,843,556 | 10/04/21 | Goldman Sachs |
22,059 | ||||||||||||||
| USD |
4,313,000 | ZAR |
63,191,424 | 10/04/21 | Goldman Sachs |
116,674 | ||||||||||||||
| USD |
10,013,987 | EUR |
8,565,000 | 10/04/21 | J.P. Morgan |
92,720 | ||||||||||||||
| USD |
376,760,555 | GBP |
273,813,000 | 10/04/21 | J.P. Morgan |
7,824,866 | ||||||||||||||
| USD |
41,293,382 | BRL* |
224,611,220 | 10/04/21 | Morgan Stanley |
48,150 | ||||||||||||||
| USD |
53,213,973 | MXN |
1,074,672,152 | 10/05/21 | BNP Paribas |
1,160,395 | ||||||||||||||
| USD |
1,003,285 | MXN |
20,058,000 | 10/27/21 | BNP Paribas |
35,036 | ||||||||||||||
| USD |
362,712,228 | GBP |
268,238,000 | 11/02/21 | Bank Of America |
1,274,660 | ||||||||||||||
| USD |
442,341,054 | EUR |
381,468,000 | 11/02/21 | BNP Paribas |
219,247 | ||||||||||||||
| USD |
10,345,257 | PEN* |
40,911,353 | 11/03/21 | Bank Of America |
457,436 | ||||||||||||||
| USD |
8,080,124 | BRL* |
42,895,760 | 11/03/21 | BNP Paribas |
240,341 | ||||||||||||||
| USD |
22,424,568 | PEN* |
91,546,052 | 11/04/21 | BNP Paribas |
299,692 | ||||||||||||||
| USD |
10,109,983 | CAD |
12,652,000 | 11/17/21 | BNP Paribas |
121,675 | ||||||||||||||
| USD |
2,947,921 | EUR |
2,498,927 | 11/19/21 | Citibank |
50,665 | ||||||||||||||
| USD |
2,951,221 | EUR |
2,498,927 | 11/19/21 | Morgan Stanley |
53,965 | ||||||||||||||
| USD |
12,066,083 | BRL* |
64,381,000 | 12/02/21 | Bank Of America |
362,543 | ||||||||||||||
| USD |
13,732,654 | ZAR |
197,009,000 | 12/13/21 | Goldman Sachs |
779,183 | ||||||||||||||
| USD |
8,775,569 | CAD |
11,105,000 | 12/15/21 | BNP Paribas |
8,148 | ||||||||||||||
| USD |
64,388,560 | ZAR |
930,333,416 | 12/15/21 | Goldman Sachs |
3,235,513 | ||||||||||||||
| USD |
7,360,701 | ZAR |
106,384,088 | 02/18/22 | Bank Of America |
430,582 | ||||||||||||||
| USD |
657,013 | ZAR |
10,032,066 | 02/18/22 | J.P. Morgan |
3,500 | ||||||||||||||
| USD |
28,172,679 | ZAR |
413,653,000 | 02/25/22 | Deutshe Bank |
1,252,370 | ||||||||||||||
| USD |
5,755,660 | ZAR |
88,253,000 | 03/18/22 | Goldman Sachs |
28,816 | ||||||||||||||
| USD |
4,060,932 | BRL* |
22,900,000 | 04/04/22 | BNP Paribas |
6,715 | ||||||||||||||
| USD |
4,078,929 | BRL* |
23,400,000 | 07/05/22 | BNP Paribas |
25,199 | ||||||||||||||
| USD |
4,367,448 | BRL* |
24,000,000 | 07/05/22 | J.P. Morgan |
209,777 | ||||||||||||||
| USD |
55,008,038 | BRL* |
314,800,000 | 10/04/22 | Goldman Sachs |
1,669,111 | ||||||||||||||
| USD |
20,969,969 | BRL* |
121,500,000 | 10/04/22 | J.P. Morgan |
383,312 | ||||||||||||||
|
|
|
|||||||||||||||||||
| Total Unrealized Appreciation |
|
35,122,997 | ||||||||||||||||||
|
|
|
|||||||||||||||||||
| BRL* |
206,951,084 | USD |
39,113,415 | 10/04/21 | BNP Paribas |
(1,111,104 | ) | |||||||||||||
| BRL* |
426,300,000 | USD |
80,126,007 | 10/04/21 | Goldman Sachs |
(1,844,778 | ) | |||||||||||||
| BRL* |
493,000,000 | USD |
91,199,389 | 10/04/21 | J.P. Morgan |
(670,078 | ) | |||||||||||||
| BRL* |
224,611,220 | USD |
41,534,676 | 10/04/21 | Morgan Stanley |
(289,444 | ) | |||||||||||||
| BRL* |
426,300,000 | USD |
79,935,547 | 11/03/21 | Goldman Sachs |
(2,023,438 | ) | |||||||||||||
| EUR |
6,052,000 | USD |
7,163,999 | 10/04/21 | Bank Of America |
(153,665 | ) | |||||||||||||
| EUR |
1,119,000 | USD |
1,323,137 | 10/04/21 | Goldman Sachs |
(26,943 | ) | |||||||||||||
| EUR |
25,915,000 | USD |
30,456,332 | 10/04/21 | J.P. Morgan |
(437,695 | ) | |||||||||||||
| EUR |
4,231,000 | USD |
5,008,334 | 10/04/21 | Morgan Stanley |
(107,355 | ) | |||||||||||||
| GBP |
268,238,000 | USD |
362,696,268 | 10/04/21 | Bank Of America |
(1,272,336 | ) | |||||||||||||
| GBP |
3,824,000 | USD |
5,242,186 | 10/04/21 | BNP Paribas |
(89,728 | ) | |||||||||||||
| GBP |
1,751,000 | USD |
2,422,116 | 10/04/21 | Morgan Stanley |
(62,818 | ) | |||||||||||||
| IDR* |
160,143,365,228 | USD |
11,145,062 | 11/15/21 | J.P. Morgan |
(16,692 | ) | |||||||||||||
| IDR* |
52,422,127,128 | USD |
3,646,503 | 11/15/21 | Morgan Stanley |
(3,687 | ) | |||||||||||||
| IDR* |
183,597,617,297 | USD |
12,755,149 | 12/15/21 | Goldman Sachs |
(41,592 | ) | |||||||||||||
| INR* |
1,926,977,150 | USD |
25,927,238 | 12/15/21 | Bank Of America |
(183,718 | ) | |||||||||||||
| MXN |
33,876,000 | USD |
1,668,640 | 10/05/21 | BNP Paribas |
(27,798 | ) | |||||||||||||
| MXN |
265,851,000 | USD |
13,098,044 | 10/27/21 | Goldman Sachs |
(264,772 | ) | |||||||||||||
| MXN |
132,419,000 | USD |
6,559,683 | 11/08/21 | BNP Paribas |
(178,631 | ) | |||||||||||||
| MXN |
1,074,672,152 | USD |
52,479,864 | 01/12/22 | BNP Paribas |
(1,165,855 | ) | |||||||||||||
| PEN* |
46,000,000 | USD |
11,164,676 | 01/18/22 | BNP Paribas |
(95,571 | ) | |||||||||||||
| PEN* |
52,893,080 | USD |
12,795,578 | 01/18/22 | J.P. Morgan |
(67,773 | ) | |||||||||||||
| SEK |
313,210,000 | USD |
36,198,851 | 11/17/21 | BNP Paribas |
(410,057 | ) | |||||||||||||
| USD |
91,579,977 | BRL* |
515,000,000 | 10/04/21 | J.P. Morgan |
(2,989,183 | ) | |||||||||||||
| USD |
131,774 | JPY |
14,700,000 | 11/02/21 | BNP Paribas |
(334 | ) | |||||||||||||
| USD |
323,655 | ZAR |
5,171,000 | 02/25/22 | Goldman Sachs |
(12,871 | ) | |||||||||||||
| USD |
4,046,684 | BRL* |
22,867,000 | 04/04/22 | J.P. Morgan |
(1,691 | ) | |||||||||||||
| ZAR |
43,770,000 | USD |
2,986,441 | 02/25/22 | Goldman Sachs |
(137,913 | ) | |||||||||||||
|
|
|
|||||||||||||||||||
| Total Unrealized Depreciation | (13,687,520 | ) | ||||||||||||||||||
|
|
|
|||||||||||||||||||
| Net Unrealized Appreciation | $ | 21,435,477 | ||||||||||||||||||
|
|
|
| * Non-deliverable forward | ||
| BRL |
Brazilian Real | |
| CAD |
Canadian Dollar | |
| EUR |
Euro | |
| GBP |
British Pound | |
| IDR |
Indonesian Rupiah | |
| INR |
Indian Rupee | |
| JPY |
Japanese Yen | |
| MXN |
Mexican Peso | |
| NOK |
Norwegian Krone | |
| PEN |
Peruvian Sol | |
| RUB |
Peruvian Sol | |
| SEK |
Swedish Krona | |
| USD |
United States Dollar | |
| ZAR |
South African Rand | |
Centrally Cleared Credit Default Swaps – Sell Protection
| Reference Entity |
Fixed Annual Rate Received by Fund |
Maturity Date |
Implied Credit Spread at September 30, 2021 |
Notional Amount |
Upfront Premium Paid/ (Received) |
Unrealized Appreciation/ (Depreciation) |
Value | |||||||||||||||||||||
| AT&T, Inc. |
1.00 | % | 12/20/2024 | 0.40 | % | $ | 5,200,000 | $ | 27,313 | $ | 75,279 | $ | 102,592 | |||||||||||||||
| AT&T, Inc. |
1.00 | 6/20/2026 | 0.55 | 6,900,000 | 120,569 | 25,556 | 146,125 | |||||||||||||||||||||
| CDX.EM.28 |
1.00 | 12/20/2022 | 0.94 | 9,588,000 | (201,276 | ) | 211,276 | 10,000 | ||||||||||||||||||||
| CDX.EM.29 |
1.00 | 6/20/2023 | 0.96 | 1,880,000 | (31,920 | ) | 33,912 | 1,992 | ||||||||||||||||||||
| CDX.EM.30 |
1.00 | 12/20/2023 | 1.09 | 6,768,000 | (184,726 | ) | 172,723 | (12,003 | ) | |||||||||||||||||||
| CDX.EM.31 |
1.00 | 6/20/2024 | 1.07 | 8,178,000 | (283,672 | ) | 269,694 | (13,978 | ) | |||||||||||||||||||
| CDX.EM.32 |
1.00 | 12/20/2024 | 1.15 | 12,090,000 | (547,801 | ) | 494,320 | (53,481 | ) | |||||||||||||||||||
| CDX.EM.34 |
1.00 | 12/20/2025 | 2.02 | 3,500,000 | (211,840 | ) | 71,122 | (140,718 | ) | |||||||||||||||||||
| CDX.EM.35 |
1.00 | 6/20/2026 | 1.72 | 200,000 | (1,761 | ) | (4,597 | ) | (6,358 | ) | ||||||||||||||||||
| CDX.EM.36 |
1.00 | 12/20/2026 | 1.82 | 3,400,000 | (121,010 | ) | (13,148 | ) | (134,158 | ) | ||||||||||||||||||
| CDX.NA.HY.35 |
5.00 | 12/20/2025 | 2.67 | 500,000 | 39,756 | 6,372 | 46,128 | |||||||||||||||||||||
| CDX.NA.HY.36 |
5.00 | 6/20/2026 | 2.85 | 297,200,000 | 25,734,604 | 2,114,349 | 27,848,953 | |||||||||||||||||||||
| CDX.NA.HY.37 |
5.00 | 12/20/2026 | 3.00 | 89,800,000 | 8,506,503 | (11,309 | ) | 8,495,194 | ||||||||||||||||||||
| CDX.NA.HY.S37V1 |
5.00 | 12/20/2026 | 3.00 | 71,395,000 | 6,897,471 | (143,413 | ) | 6,754,058 | ||||||||||||||||||||
| CDX.NA.IG.S37V1 |
1.00 | 12/20/2026 | 0.53 | 209,310,000 | 5,100,865 | (41,803 | ) | 5,059,062 | ||||||||||||||||||||
| Chile Government International |
1.00 | 12/20/2026 | 0.87 | 50,730,000 | 567,353 | (223,972 | ) | 343,381 | ||||||||||||||||||||
| General Electric Co. |
1.00 | 12/20/2023 | 0.35 | 700,000 | (18,071 | ) | 28,387 | 10,316 | ||||||||||||||||||||
| Indonesia Government International |
1.00 | 12/20/2026 | 0.82 | 84,060,000 | 848,229 | (41,361 | ) | 806,868 | ||||||||||||||||||||
| iTraxx Asia ex-Japan IG Series 36 Version 1 Index |
1.00 | 12/20/2026 | 0.84 | 10,100,000 | 63,341 | 18,215 | 81,556 | |||||||||||||||||||||
| Mexico Government International |
1.00 | 12/20/2026 | 1.01 | 169,100,000 | 599,483 | (675,367 | ) | (75,884 | ) | |||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||
| $ | 46,903,410 | $ | 2,366,235 | $ | 49,269,645 | |||||||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||
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, 2021 |
Notional Amount |
Upfront Premium Paid/ (Received) |
Unrealized Appreciation/ (Depreciation) |
Value | |||||||||||||||||||||
| Deutsche Bank |
CMBX.NA.AAA.10 | 0.50 | % | Monthly | 11/17/2059 | 0.31 | % | $ | 16,450,000 | $ | (265,483 | ) | $ | 416,703 | $ | 151,220 | ||||||||||||||
| Goldman Sachs |
CMBX.NA.AAA.10 | 0.50 | Monthly | 12/16/2072 | 0.47 | 205,400,000 | 568,276 | (140,977 | ) | 427,299 | ||||||||||||||||||||
| Morgan Stanley |
CMBX.NA.AAA.10 | 0.50 | Monthly | 12/16/2072 | 0.47 | 157,900,000 | 642,296 | (313,813 | ) | 328,483 | ||||||||||||||||||||
| J.P. Morgan |
Barclays Bank Plc | 1.00 | Quarterly | 6/20/2024 | 0.29 | EUR | 1,000,000 | 7,702 | 15,391 | 23,093 | ||||||||||||||||||||
| Goldman Sachs |
Brazilian Government International |
1.00 | Quarterly | 12/20/2024 | 1.42 | $ | 3,200,000 | (33,525 | ) | (7,632 | ) | (41,157 | ) | |||||||||||||||||
| Goldman Sachs |
Federative Republic of Brazil |
1.00 | Quarterly | 6/20/2024 | 1.30 | 300,000 | (5,712 | ) | 3,400 | (2,312 | ) | |||||||||||||||||||
| J.P. Morgan |
Mexico Government International |
1.00 | Quarterly | 6/20/2026 | 0.92 | 100,000 | (561 | ) | 976 | 415 | ||||||||||||||||||||
| Morgan Stanley |
Mexico Government International |
1.00 | Quarterly | 12/20/2024 | 0.57 | 300,000 | (1,724 | ) | 5,944 | 4,220 | ||||||||||||||||||||
| Morgan Stanley |
Mexico Government International |
1.00 | Quarterly | 12/20/2026 | 1.01 | 1,800,000 | 3,552 | (4,360 | ) | (808 | ) | |||||||||||||||||||
| Goldman Sachs |
Republic of South Africa |
1.00 | Quarterly | 6/20/2024 | 1.29 | 4,700,000 | (118,030 | ) | 82,289 | (35,741 | ) | |||||||||||||||||||
| J.P. Morgan |
Republic of South Africa |
1.00 | Quarterly | 6/20/2023 | 0.93 | 9,400,000 | (300,117 | ) | 314,067 | 13,950 | ||||||||||||||||||||
| Goldman Sachs |
Russia Emerging Markets SPMYC |
1.00 | Quarterly | 12/20/2022 | 0.33 | 1,500,000 | (13,373 | ) | 26,321 | 12,948 | ||||||||||||||||||||
| J.P. Morgan |
Russia Emerging Markets SPMYC |
1.00 | Quarterly | 6/20/2023 | 0.40 | 18,200,000 | (246,179 | ) | 441,029 | 194,850 | ||||||||||||||||||||
| Goldman Sachs |
Russian Foreign Bond - Eurobon |
1.00 | Quarterly | 12/20/2024 | 0.58 | 16,400,000 | 66,123 | 162,643 | 228,766 | |||||||||||||||||||||
| Goldman Sachs |
Teva Pharmaceutical Finance Ne |
1.00 | Quarterly | 6/20/2022 | 1.23 | 210,000 | (6,967 | ) | 6,687 | (280 | ) | |||||||||||||||||||
| Goldman Sachs |
United Mexican States | 1.00 | Quarterly | 6/20/2023 | 0.37 | 29,900,000 | (112,795 | ) | 446,271 | 333,476 | ||||||||||||||||||||
| Goldman Sachs |
United Mexican States | 1.00 | Quarterly | 12/20/2023 | 0.42 | 9,100,000 | (112,452 | ) | 233,364 | 120,912 | ||||||||||||||||||||
| J.P. Morgan |
United Mexican States | 1.00 | Quarterly | 12/20/2023 | 0.42 | 5,400,000 | (62,153 | ) | 133,903 | 71,750 | ||||||||||||||||||||
| J.P. Morgan |
United Mexican States | 1.00 | Quarterly | 6/20/2024 | 0.51 | 100,000 | (952 | ) | 2,320 | 1,368 | ||||||||||||||||||||
| Morgan Stanley |
United Mexican States | 1.00 | Quarterly | 12/20/2022 | 0.29 | 3,800,000 | 1,878 | 32,375 | 34,253 | |||||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||||
| $ | 9,804 | $ | 1,856,901 | $ | 1,866,705 | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||||
Centrally Cleared Inflation Rate Swaps
| Fixed Annual Rate |
Floating Rate Index | Floating Rate Paid or Received |
Maturity Date |
Notional Amount |
Upfront Premium Paid/ (Received) |
Unrealized Appreciation/ (Depreciation) |
Value | |||||||||||||||
| —% |
10-Year GBP Inflation Linked | Received | 9/15/2031 | GBP | 13,100,000 | $ | (162,193 | ) | $ | 285,070 | $ | 122,877 | ||||||||||
| — |
10-Year GBP Inflation Linked | Received | 9/15/2031 | 6,800,000 | 27,874 | 22,771 | 50,645 | |||||||||||||||
| — |
10-Year GBP Inflation Linked | Paid | 9/15/2031 | 7,300,000 | (6,154 | ) | (9,792 | ) | (15,946 | ) | ||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||
| $ | (140,473 | ) | $ | 298,050 | $ | 157,577 | ||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||
Centrally Cleared Interest Rate Swaps
| Fixed Annual |
Floating Rate Index | Floating Rate Paid or Received |
Payment Frequency |
Maturity Date |
Notional Amount |
Upfront Premium Paid/ (Received) |
Unrealized Appreciation/ (Depreciation) |
Value | ||||||||||||||||
| (0.45)% |
6 Month EURIBOR | Received | Semi-Annual | 12/29/2023 | EUR | 2,800,000 | $ | — | $ | 6,973 | $ | 6,973 | ||||||||||||
| (0.43) |
6 Month EURIBOR | Received | Semi-Annual | 6/28/2024 | 2,700,000 | — | 3,912 | 3,912 | ||||||||||||||||
| (0.40) |
6 Month EURIBOR | Received | Semi-Annual | 12/30/2024 | 1,200,000 | — | 4,143 | 4,143 | ||||||||||||||||
| (0.36) |
6 Month EURIBOR | Received | Semi-Annual | 6/30/2025 | 2,300,000 | — | 6,112 | 6,112 | ||||||||||||||||
| (0.33) |
6 Month EURIBOR | Received | Semi-Annual | 12/30/2025 | 1,400,000 | — | 6,151 | 6,151 | ||||||||||||||||
| (0.29) |
6 Month EURIBOR | Received | Semi-Annual | 6/30/2026 | 700,000 | — | 2,624 | 2,624 | ||||||||||||||||
| (0.15) |
6 Month EURIBOR | Received | Semi-Annual | 3/18/2030 | 16,100,000 | 248,855 | 92,673 | 341,528 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Paid | Quarterly | 1/3/2022 | BRL | 400,000 | (2 | ) | (495 | ) | (497 | ) | ||||||||||||
| — |
BRL-CDI-Compounded | Paid | Quarterly | 1/3/2022 | 46,400,000 | — | (61,108 | ) | (61,108 | ) | ||||||||||||||
| — |
BRL-CDI-Compounded | Paid | Quarterly | 1/3/2022 | 870,300,000 | (149,981 | ) | (1,261,074 | ) | (1,411,055 | ) | |||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 23,300,000 | — | 61,200 | 61,200 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 47,100,000 | (50 | ) | 125,450 | 125,400 | |||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 2,400,000 | — | 6,332 | 6,332 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 3,000,000 | — | 7,957 | 7,957 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 12,200,000 | — | 31,922 | 31,922 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 4,400,000 | — | 11,467 | 11,467 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 15,100,000 | — | 38,833 | 38,833 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 15,100,000 | — | 39,112 | 39,112 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 17,900,000 | — | 45,825 | 45,825 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 12,300,000 | — | 31,547 | 31,547 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 57,900,000 | — | 148,633 | 148,633 | ||||||||||||||||
| — |
BRL-CDI-Compounded | Received | Quarterly | 1/3/2022 | 70,000,000 | (103,494 | ) | 183,219 | 79,725 | |||||||||||||||
| — |
BRL-CDI-Compounded | Paid | Quarterly | 1/3/2022 | 280,700,000 | 3,437 | (613,412 | ) | (609,975 | ) | ||||||||||||||
| 0.25 |
6 Month EURIBOR | Received | Semi-Annual | 3/16/2032 | EUR | 118,600,000 | (2,275,883 | ) | 1,817,610 | (458,273 | ) | |||||||||||||
| 0.50 |
3 Month USD LIBOR | Paid | Quarterly | 6/16/2028 | $ | 73,854,000 | (3,972,505 | ) | 235,529 | (3,736,976 | ) | |||||||||||||
| 0.50 |
6 Month EURIBOR | Received | Semi-Annual | 6/17/2050 | EUR | 9,000,000 | (280,453 | ) | 221,389 | (59,064 | ) | |||||||||||||
| 0.75 |
3 Month USD LIBOR | Paid | Quarterly | 6/16/2031 | $ | 286,950,000 | (24,198,165 | ) | 4,208,977 | (19,989,188 | ) | |||||||||||||
| 0.75 |
3 Month USD LIBOR | Received | Quarterly | 6/16/2031 | 14,100,000 | 681,352 | 300,938 | 982,290 | ||||||||||||||||
| 0.75 |
Sterling Overnight Index Average |
Received | Annual | 3/16/2032 | GBP | 17,100,000 | (131,846 | ) | 605,850 | 474,004 | ||||||||||||||
| 0.75 |
Sterling Overnight Index Average |
Received | Annual | 3/16/2052 | 6,000,000 | (105,340 | ) | 610,632 | 505,292 | |||||||||||||||
| 1.00 |
3 Month USD LIBOR | Received | Quarterly | 12/16/2030 | $ | 3,497,000 | 16,637 | 125,764 | 142,401 | |||||||||||||||
| 1.03 |
3 Month USD LIBOR | Paid | Quarterly | 7/24/2025 | 224,440,000 | — | (1,420,478 | ) | (1,420,478 | ) | ||||||||||||||
| 1.03 |
3 Month USD LIBOR | Paid | Quarterly | 7/24/2025 | 166,015,000 | — | (1,024,560 | ) | (1,024,560 | ) | ||||||||||||||
| 1.07 |
3 Month USD LIBOR | Paid | Quarterly | 7/24/2025 | 112,220,000 | — | (604,050 | ) | (604,050 | ) | ||||||||||||||
| 1.25 |
3 Month USD LIBOR | Received | Quarterly | 12/15/2026 | 1,300,000 | (28,073 | ) | 21,400 | (6,673 | ) | ||||||||||||||
| 1.25 |
3 Month USD LIBOR | Received | Quarterly | 6/17/2027 | 2,700,000 | (17,152 | ) | (3,833 | ) | (20,985 | ) | |||||||||||||
| 1.25 |
3 Month USD LIBOR | Received | Quarterly | 12/16/2050 | 48,900,000 | 4,876,960 | 1,765,786 | 6,642,746 | ||||||||||||||||
| 1.39 |
3 Month USD LIBOR | Paid | Quarterly | 9/28/2025 | 273,250,000 | — | (200,093 | ) | (200,093 | ) | ||||||||||||||
| 1.50 |
3 Month USD LIBOR | Paid | Quarterly | 12/15/2028 | 13,687,000 | 298,163 | (190,591 | ) | 107,572 | |||||||||||||||
| 1.50 |
3 Month USD LIBOR | Received | Quarterly | 6/17/2050 | 81,200,000 | (14,691,221 | ) | 20,790,003 | 6,098,782 | |||||||||||||||
| 1.77 |
3 Month USD LIBOR | Received | Quarterly | 7/24/2053 | 18,750,000 | — | 777,394 | 777,394 | ||||||||||||||||
| 1.79 |
3 Month USD LIBOR | Received | Quarterly | 7/24/2053 | 13,870,000 | — | 534,501 | 534,501 | ||||||||||||||||
| 1.81 |
3 Month USD LIBOR | Received | Quarterly | 7/24/2053 | 9,375,000 | — | 311,929 | 311,929 | ||||||||||||||||
| 1.87 |
3 Month USD LIBOR | Received | Quarterly | 9/28/2053 | 23,320,000 | — | 472,212 | 472,212 | ||||||||||||||||
| 2.25 |
3 Month USD LIBOR | Received | Quarterly | 3/12/2050 | 3,200,000 | (9,656 | ) | (297,089 | ) | (306,745 | ) | |||||||||||||
| 2.50 |
3 Month USD LIBOR | Paid | Quarterly | 12/20/2027 | 94,300,000 | 1,568,137 | 6,304,901 | 7,873,038 | ||||||||||||||||
| 2.50 |
3 Month USD LIBOR | Paid | Quarterly | 12/20/2027 | 107,900,000 | (996,154 | ) | 10,004,646 | 9,008,492 | |||||||||||||||
| 3.00 |
6 Month Australian Bank Bill |
Paid | Semi-Annual | 3/21/2027 | AUD | 109,400,000 | 558,267 | 7,609,538 | 8,167,805 | |||||||||||||||
| 3.00 |
3 Month USD LIBOR | Paid | Quarterly | 6/19/2029 | $ | 47,200,000 | 3,063,090 | 2,992,823 | 6,055,913 | |||||||||||||||
| 4.47 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 2/27/2023 | MXN | 65,200,000 | — | (71,449 | ) | (71,449 | ) | |||||||||||||
| 4.50 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 3/3/2023 | 416,900,000 | (2,389 | ) | (450,359 | ) | (452,748 | ) | |||||||||||||
| 4.52 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 2/27/2023 | 130,500,000 | — | (138,513 | ) | (138,513 | ) | ||||||||||||||
| 4.55 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 2/27/2023 | 551,500,000 | 8,319 | (582,285 | ) | (573,966 | ) | ||||||||||||||
| 4.57 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 2/27/2023 | 65,200,000 | — | (67,182 | ) | (67,182 | ) | ||||||||||||||
| 4.58 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 6/10/2022 | 4,000,000 | — | 1,383 | 1,383 | ||||||||||||||||
| 4.65 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 5/10/2022 | 15,400,000 | 208 | 3,671 | 3,879 | ||||||||||||||||
| 4.74 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 6/3/2022 | 3,900,000 | — | 1,062 | 1,062 | ||||||||||||||||
| 4.83 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 5/27/2022 | 1,600,000 | — | 368 | 368 | ||||||||||||||||
| 4.85 |
3 Month ZAR SAJIBOR | Paid | Quarterly | 1/11/2026 | ZAR 151,700,000 | (42,203 | ) | (349,673 | ) | (391,876 | ) | |||||||||||||
| 4.85 |
3 Month ZAR SAJIBOR | Paid | Quarterly | 1/7/2026 | 41,600,000 | (22 | ) | (105,881 | ) | (105,903 | ) | |||||||||||||
| 4.92 |
3 Month ZAR SAJIBOR | Paid | Quarterly | 2/1/2026 | 103,000,000 | (22,483 | ) | (238,444 | ) | (260,927 | ) | |||||||||||||
| 5.12 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 5/6/2025 | MXN | 2,000,000 | (134 | ) | (5,335 | ) | (5,469 | ) | ||||||||||||
| 5.16 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 6/6/2025 | 1,700,000 | — | (4,655 | ) | (4,655 | ) | ||||||||||||||
| 5.28 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 5/23/2025 | 700,000 | — | (1,761 | ) | (1,761 | ) | ||||||||||||||
| 5.28 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 5/30/2025 | 1,600,000 | — | (4,061 | ) | (4,061 | ) | ||||||||||||||
| 5.54 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 5/4/2027 | 3,400,000 | 1 | (12,342 | ) | (12,341 | ) | ||||||||||||||
| 5.97 |
3 Month ZAR SAJIBOR | Received | Quarterly | 3/10/2026 | ZAR | 2,100,000 | 9 | 27 | 36 | |||||||||||||||
| 7.15 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 6/11/2027 | MXN | 25,800,000 | (15,624 | ) | 18,631 | 3,007 | ||||||||||||||
| 7.36 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 8/21/2037 | 900,000 | 3,105 | (1,187 | ) | 1,918 | |||||||||||||||
| 7.37 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 10/11/2027 | 40,300,000 | (1,703 | ) | 23,816 | 22,113 | |||||||||||||||
| 7.38 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 8/14/2037 | 1,300,000 | 4,379 | (1,770 | ) | 2,609 | |||||||||||||||
| 7.61 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 1/23/2023 | 222,400,000 | 92,934 | (329,502 | ) | (236,568 | ) | ||||||||||||||
| 7.75 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 1/5/2023 | 1,400,000 | — | 1,522 | 1,522 | ||||||||||||||||
| 7.81 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 2/6/2023 | 2,800,000 | — | 3,222 | 3,222 | ||||||||||||||||
| 7.82 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 2/6/2023 | 2,800,000 | (252 | ) | 3,502 | 3,250 | |||||||||||||||
| 7.87 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 12/27/2022 | 3,400,000 | — | 4,052 | 4,052 | ||||||||||||||||
| 7.88 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 12/16/2022 | 2,000,000 | — | 2,222 | 2,222 | ||||||||||||||||
| 7.88 |
Mexico Interbank TIIE 28 Day |
Paid | Lunar | 12/27/2022 | 36,000,000 | 6,747 | 36,489 | 43,236 | ||||||||||||||||
| 7.91 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 12/30/2027 | 800,000 | — | (1,509 | ) | (1,509 | ) | ||||||||||||||
| 7.98 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 12/10/2027 | 3,300,000 | (19 | ) | (6,715 | ) | (6,734 | ) | |||||||||||||
| 7.99 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 12/21/2027 | 100,000 | — | (213 | ) | (213 | ) | ||||||||||||||
| 8.01 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 12/21/2027 | 20,200,000 | (7,930 | ) | (35,891 | ) | (43,821 | ) | |||||||||||||
| 8.03 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 1/31/2028 | 1,600,000 | 11 | (3,501 | ) | (3,490 | ) | ||||||||||||||
| 8.05 |
Mexico Interbank TIIE 28 Day |
Received | Lunar | 1/31/2028 | 2,400,000 | 523 | (5,881 | ) | (5,358 | ) | ||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||
| $ | (35,621,600 | ) | $ | 52,570,982 | $ | 16,949,382 | ||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||
Lunar—payment frequency equal periods of 28 days (a lunar month).
Bridge Builder Municipal Bond Fund
Schedule of Investments
September 30, 2021 (Unaudited)
| Principal Amount |
Value | |||||||
| MUNICIPAL BONDS – 96.29% |
||||||||
| Alabama – 1.93% |
||||||||
| Alabama Community College System |
||||||||
| 3.00%, 11/01/2023 |
$ | 630,000 | $ | 662,462 | ||||
| 4.00%, 11/01/2024 |
190,000 | 209,514 | ||||||
| Alabama Community College System ACCS Enhancements Fee Revenue |
||||||||
| 4.00%, 09/01/2035 |
430,000 | 515,125 | ||||||
| 4.00%, 09/01/2036 |
400,000 | 478,390 | ||||||
| 4.00%, 09/01/2037 |
750,000 | 894,728 | ||||||
| 4.00%, 09/01/2038 |
640,000 | 761,408 | ||||||
| 4.00%, 09/01/2039 |
625,000 | 740,809 | ||||||
| 4.00%, 09/01/2040 |
610,000 | 720,667 | ||||||
| 4.00%, 09/01/2041 |
525,000 | 618,391 | ||||||
| 4.00%, 09/01/2046 |
1,950,000 | 2,267,037 | ||||||
| Alabama Federal Aid Highway Finance Authority |
||||||||
| 5.00%, 09/01/2031 |
4,845,000 | 5,476,313 | ||||||
| 5.00%, 09/01/2036 |
10,000,000 | 11,949,119 | ||||||
| Alabama Public School & College Authority |
||||||||
| 5.00%, 11/01/2025 |
5,000,000 | 5,914,836 | ||||||
| 5.00%, 06/01/2035 |
4,000,000 | 4,582,326 | ||||||
| 5.00%, 11/01/2037 |
47,500,000 | 61,283,351 | ||||||
| Birmingham Airport Authority |
||||||||
| 5.00%, 07/01/2028 |
700,000 | 882,961 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,311,923 | ||||||
| 5.00%, 07/01/2031 |
350,000 | 456,051 | ||||||
| 5.00%, 07/01/2032 |
300,000 | 390,116 | ||||||
| 5.00%, 07/01/2034 |
800,000 | 1,033,434 | ||||||
| Black Belt Energy Gas District |
||||||||
| 4.00%, 10/01/2049(1) |
2,000,000 | 2,297,275 | ||||||
| City of Montgomery AL |
||||||||
| 4.00%, 12/01/2036 |
400,000 | 482,668 | ||||||
| 4.00%, 12/01/2037 |
500,000 | 600,499 | ||||||
| County of Jefferson AL |
||||||||
| 5.00%, 04/01/2023 |
1,550,000 | 1,657,613 | ||||||
| County of Jefferson AL Sewer Revenue |
||||||||
| 5.00%, 10/01/2044 |
1,500,000 | 1,652,601 | ||||||
| 5.25%, 10/01/2048 |
1,650,000 | 1,825,157 | ||||||
| 5.50%, 10/01/2053 |
715,000 | 794,085 | ||||||
| Health Care Authority of the City of Huntsville |
||||||||
| 4.00%, 06/01/2045 |
2,500,000 | 2,874,071 | ||||||
| 5.00%, 06/01/2036 |
2,600,000 | 3,302,793 | ||||||
| 5.00%, 06/01/2037 |
3,300,000 | 4,173,734 | ||||||
| Homewood Educational Building Authority |
||||||||
| 4.00%, 12/01/2038 |
1,385,000 | 1,587,893 | ||||||
| 5.00%, 12/01/2041 |
2,750,000 | 2,900,985 | ||||||
| Industrial Development Board of the City of Mobile Alabama |
||||||||
| 1.00%, 06/01/2034(1) |
3,870,000 | 3,915,307 | ||||||
| 2.90%, 07/15/2034(1) |
200,000 | 210,433 | ||||||
| Lower Alabama Gas District |
||||||||
| 4.00%, 12/01/2050(1) |
15,610,000 | 17,581,070 | ||||||
| 5.00%, 09/01/2027 |
2,710,000 | 3,300,841 | ||||||
| Mobile County Board of School Commissioners |
||||||||
| 5.00%, 03/01/2028 |
1,030,000 | 1,211,006 | ||||||
| Montgomery Medical Clinic Board |
||||||||
| 5.00%, 03/01/2029 |
1,000,000 | 1,139,542 | ||||||
| Southeast Alabama Gas Supply District |
||||||||
| 0.91% (1 Month LIBOR USD + 0.85%), 06/01/2049(2) |
5,365,000 | 5,398,853 | ||||||
| 4.00%, 06/01/2049(1) |
11,010,000 | 11,947,525 | ||||||
| Southeast Energy Authority A Cooperative District |
||||||||
| 4.00%, 11/01/2051(1) |
15,000,000 | 17,640,501 | ||||||
| Tuscaloosa County Industrial Development Authority |
||||||||
| 4.50%, 05/01/2032(3) |
2,787,000 | 2,994,007 | ||||||
| 5.25%, 05/01/2044(3) |
6,700,000 | 7,748,935 | ||||||
| University of Alabama |
||||||||
| 4.00%, 06/01/2033 |
1,070,000 | 1,260,567 | ||||||
| Water Works Board of the City of Birmingham |
||||||||
| 5.00%, 01/01/2023 |
430,000 | 455,693 | ||||||
|
|
|
|||||||
| Total Alabama |
200,102,615 | |||||||
|
|
|
|||||||
| Alaska – 0.13% |
||||||||
| Alaska Industrial Development & Export Authority |
||||||||
| 5.00%, 10/01/2030 |
1,385,000 | 1,734,287 | ||||||
| Northern Tobacco Securitization Corp. |
||||||||
| 0.50%, 06/01/2031 |
965,000 | 953,262 | ||||||
| 4.00%, 06/01/2034 |
1,000,000 | 1,198,603 | ||||||
| 4.00%, 06/01/2050 |
3,570,000 | 4,089,526 | ||||||
| 5.00%, 06/01/2030 |
500,000 | 646,377 | ||||||
| 5.00%, 06/01/2031 |
875,000 | 1,152,183 | ||||||
| 5.00%, 06/01/2032 |
875,000 | 1,138,665 | ||||||
| 5.00%, 06/01/2033 |
750,000 | 971,317 | ||||||
| State of Alaska International Airports System |
||||||||
| 5.00%, 10/01/2029 |
1,600,000 | 2,042,940 | ||||||
|
|
|
|||||||
| Total Alaska |
13,927,160 | |||||||
|
|
|
|||||||
| Arizona – 2.57% |
||||||||
| Apache County Industrial Development Authority |
||||||||
| 4.50%, 03/01/2030 |
1,000,000 | 1,015,832 | ||||||
| Arizona Health Facilities Authority |
||||||||
| 4.00%, 01/01/2043 |
24,000,000 | 24,225,494 | ||||||
| 5.00%, 02/01/2042 |
2,000,000 | 2,030,703 | ||||||
| Arizona Industrial Development Authority |
||||||||
| 3.00%, 12/15/2031(3) |
400,000 | 417,451 | ||||||
| 4.00%, 07/01/2031 |
310,000 | 361,580 | ||||||
| 4.00%, 07/15/2041(3) |
265,000 | 290,386 | ||||||
| 4.00%, 12/15/2041(3) |
600,000 | 652,850 | ||||||
| 4.00%, 07/15/2050(3) |
1,500,000 | 1,592,306 | ||||||
| 4.00%, 07/01/2051 |
1,825,000 | 1,931,306 | ||||||
| 4.00%, 07/15/2051(3) |
500,000 | 542,763 | ||||||
| 4.00%, 12/15/2051(3) |
925,000 | 992,443 | ||||||
| 4.00%, 07/15/2056(3) |
475,000 | 511,830 | ||||||
| 5.00%, 02/01/2034 |
2,585,000 | 3,387,531 | ||||||
| 5.00%, 07/15/2040(3) |
835,000 | 946,676 | ||||||
| 5.00%, 07/01/2049(3) |
650,000 | 722,781 | ||||||
| 5.00%, 07/15/2049(3) |
500,000 | 560,863 | ||||||
| 5.00%, 07/15/2050(3) |
2,365,000 | 2,651,536 | ||||||
| 5.50%, 07/01/2052(3) |
655,000 | 708,608 | ||||||
| Arizona State University |
||||||||
| 5.00%, 07/01/2023 |
735,000 | 761,525 | ||||||
| Chandler Industrial Development Authority |
||||||||
| 5.00%, 06/01/2049(1) |
18,960,000 | 21,176,358 | ||||||
| City of Glendale AZ |
||||||||
| 5.00%, 07/01/2030 |
1,780,000 | 2,172,299 | ||||||
| City of Mesa AZ |
||||||||
| 4.00%, 07/01/2028 |
1,265,000 | 1,489,117 | ||||||
| City of Phoenix AZ |
||||||||
| 4.00%, 07/01/2022 |
900,000 | 925,767 | ||||||
| City of Phoenix Civic Improvement Corp. |
||||||||
| 4.00%, 07/01/2045 |
5,000,000 | 5,572,979 | ||||||
| 5.00%, 07/01/2025 |
1,295,000 | 1,510,583 | ||||||
| 5.00%, 07/01/2026 |
1,675,000 | 2,002,064 | ||||||
| 5.00%, 07/01/2027 |
4,600,000 | 5,636,718 | ||||||
| 5.00%, 07/01/2028 |
1,070,000 | 1,319,804 | ||||||
| 5.00%, 07/01/2028 |
4,440,000 | 5,551,192 | ||||||
| 5.00%, 07/01/2029 |
725,000 | 921,446 | ||||||
| 5.00%, 07/01/2029 |
12,865,000 | 13,857,784 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,251,907 | ||||||
| 5.00%, 07/01/2030 |
1,500,000 | 1,614,391 | ||||||
| 5.00%, 07/01/2031 |
725,000 | 903,884 | ||||||
| 5.00%, 07/01/2032 |
120,000 | 149,141 | ||||||
| 5.00%, 07/01/2032 |
800,000 | 969,361 | ||||||
| 5.00%, 07/01/2036 |
3,000,000 | 3,621,668 | ||||||
| 5.00%, 07/01/2042 |
540,000 | 646,279 | ||||||
| 5.00%, 07/01/2045 |
635,000 | 765,390 | ||||||
| County of Pima AZ Sewer System Revenue |
||||||||
| 5.00%, 07/01/2022 |
10,000,000 | 10,358,108 | ||||||
| Glendale Industrial Development Authority |
||||||||
| 4.00%, 07/01/2028 |
300,000 | 314,604 | ||||||
| 5.00%, 07/01/2025 |
790,000 | 913,864 | ||||||
| 5.00%, 07/01/2027 |
715,000 | 868,116 | ||||||
| 5.00%, 07/01/2028 |
490,000 | 607,246 | ||||||
| 5.00%, 07/01/2033 |
435,000 | 468,025 | ||||||
| 5.00%, 07/01/2038 |
450,000 | 481,689 | ||||||
| 5.00%, 07/01/2048 |
915,000 | 971,449 | ||||||
| 5.00%, 05/15/2056 |
1,375,000 | 1,547,738 | ||||||
| Industrial Development Authority of the City of Phoenix |
||||||||
| 5.00%, 07/01/2030 |
700,000 | 845,048 | ||||||
| 5.00%, 07/01/2033 |
415,000 | 503,207 | ||||||
| 5.00%, 07/01/2034 |
765,000 | 925,768 | ||||||
| 5.00%, 07/01/2037 |
4,750,000 | 5,631,249 | ||||||
| 5.00%, 07/01/2038 |
1,295,000 | 1,555,855 | ||||||
| 5.00%, 07/01/2049 |
525,000 | 620,488 | ||||||
| Industrial Development Authority of the County of Pima |
||||||||
| 4.00%, 04/01/2035 |
415,000 | 496,779 | ||||||
| 4.00%, 04/01/2036 |
420,000 | 500,757 | ||||||
| 4.00%, 04/01/2037 |
450,000 | 534,794 | ||||||
| 4.00%, 04/01/2038 |
520,000 | 616,351 | ||||||
| 4.00%, 04/01/2039 |
700,000 | 827,407 | ||||||
| 4.00%, 04/01/2040 |
675,000 | 795,983 | ||||||
| 4.75%, 06/15/2037(3) |
2,250,000 | 2,274,691 | ||||||
| 5.00%, 04/01/2032 |
500,000 | 657,116 | ||||||
| 5.00%, 04/01/2033 |
575,000 | 753,062 | ||||||
| 5.00%, 04/01/2034 |
795,000 | 1,036,659 | ||||||
| Industrial Development Authority of the County of Yavapai |
||||||||
| 0.15%, 04/01/2029(1) |
3,150,000 | 3,149,741 | ||||||
| 2.20%, 03/01/2028(1) |
2,100,000 | 2,191,499 | ||||||
| Maricopa County Industrial Development Authority |
||||||||
| 5.00%, 01/01/2046(1) |
3,210,000 | 3,835,942 | ||||||
| 5.00%, 07/01/2047 |
1,000,000 | 1,230,226 | ||||||
| 5.00%, 01/01/2048(1) |
1,300,000 | 1,363,894 | ||||||
| 5.75%, 01/01/2036(3) |
600,000 | 615,020 | ||||||
| 6.00%, 01/01/2048(3) |
1,035,000 | 1,054,406 | ||||||
| Maricopa County Pollution Control Corp. |
||||||||
| 0.11%, 06/01/2043(1) |
5,000,000 | 5,000,000 | ||||||
| 0.11%, 06/01/2043(1) |
15,000,000 | 15,000,000 | ||||||
| Maricopa County Special Health Care District |
||||||||
| 4.00%, 07/01/2038 |
19,340,000 | 22,173,215 | ||||||
| 5.00%, 07/01/2025 |
5,000,000 | 5,834,394 | ||||||
| 5.00%, 07/01/2026 |
7,000,000 | 8,421,145 | ||||||
| 5.00%, 07/01/2033 |
6,555,000 | 8,661,397 | ||||||
| Salt River Project Agricultural Improvement & Power District |
||||||||
| 5.00%, 01/01/2022 |
1,200,000 | 1,214,127 | ||||||
| 5.00%, 01/01/2024 |
1,600,000 | 1,769,968 | ||||||
| 5.00%, 01/01/2033 |
1,000,000 | 1,232,722 | ||||||
| Salt Verde Financial Corp. |
||||||||
| 5.00%, 12/01/2032 |
5,020,000 | 6,587,346 | ||||||
| 5.00%, 12/01/2037 |
3,500,000 | 4,815,842 | ||||||
| State of Arizona |
||||||||
| 5.00%, 10/01/2021 |
740,000 | 740,000 | ||||||
| 5.00%, 10/01/2024 |
1,075,000 | 1,223,291 | ||||||
| Tempe Industrial Development Authority |
||||||||
| 4.00%, 12/01/2022 |
205,000 | 211,364 | ||||||
| 4.00%, 12/01/2024 |
115,000 | 123,982 | ||||||
| 4.00%, 12/01/2038 |
1,190,000 | 1,314,285 | ||||||
| 5.00%, 12/01/2050 |
500,000 | 559,023 | ||||||
| 5.00%, 12/01/2054 |
750,000 | 837,000 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 03/01/2029(1)(3) |
1,515,000 | 1,515,000 | ||||||
| 0.17%, 07/01/2049(1)(3) |
2,950,000 | 2,950,000 | ||||||
| 0.30%, 01/01/2061(1)(3) |
1,000,000 | 1,000,000 | ||||||
| University of Arizona |
||||||||
| 5.00%, 06/01/2038 |
1,955,000 | 2,449,660 | ||||||
| 5.00%, 06/01/2039 |
860,000 | 1,075,172 | ||||||
| Western Maricopa Education Center District No 402 |
||||||||
| 5.00%, 07/01/2022 |
2,000,000 | 2,071,316 | ||||||
| 5.00%, 07/01/2024 |
320,000 | 360,580 | ||||||
| 5.00%, 07/01/2025 |
1,410,000 | 1,644,727 | ||||||
| Yuma & La Paz Counties Community College District |
||||||||
| 4.00%, 07/01/2031 |
345,000 | 422,594 | ||||||
| 4.00%, 07/01/2032 |
355,000 | 431,712 | ||||||
| 4.00%, 07/01/2033 |
370,000 | 448,291 | ||||||
| 4.00%, 07/01/2034 |
375,000 | 452,650 | ||||||
| 4.00%, 07/01/2035 |
350,000 | 421,472 | ||||||
| 4.00%, 07/01/2036 |
315,000 | 377,957 | ||||||
|
|
|
|||||||
| Total Arizona |
266,249,609 | |||||||
|
|
|
|||||||
| Arkansas – 0.12% |
||||||||
| Arkansas Development Finance Authority |
||||||||
| 1.20%, 03/01/2024(1) |
5,000,000 | 5,038,807 | ||||||
| 3.13%, 07/01/2036 |
180,000 | 180,502 | ||||||
| 4.00%, 07/01/2025 |
150,000 | 161,530 | ||||||
| 4.00%, 07/01/2027 |
220,000 | 241,913 | ||||||
| 4.50%, 09/01/2049(3) |
2,900,000 | 3,179,286 | ||||||
| 4.75%, 09/01/2049(3) |
2,500,000 | 2,805,381 | ||||||
| Arkansas Development Finance Authority Public Safety Charges Revenue |
||||||||
| 4.00%, 06/01/2029 |
930,000 | 1,098,127 | ||||||
|
|
|
|||||||
| Total Arkansas |
12,705,546 | |||||||
|
|
|
|||||||
| California – 6.03% |
||||||||
| Abag Finance Authority for Nonprofit Corps |
||||||||
| 5.00%, 08/01/2033 |
1,300,000 | 1,409,229 | ||||||
| Alameda Corridor Transportation Authority |
||||||||
| 5.00%, 10/01/2036 |
2,500,000 | 2,928,708 | ||||||
| 5.00%, 10/01/2037 |
2,000,000 | 2,337,703 | ||||||
| Alisal Union School District |
||||||||
| 5.25%, 08/01/2042 |
740,000 | 914,299 | ||||||
| Anaheim Public Financing Authority |
||||||||
| 5.00%, 09/01/2029 |
1,860,000 | 2,339,508 | ||||||
| Apple Valley Public Financing Authority |
||||||||
| 4.00%, 06/01/2031 |
585,000 | 706,308 | ||||||
| Bay Area Toll Authority |
||||||||
| 0.50% (SIFMA Municipal Swap Index Yield + 0.45%), 04/01/2056(2) |
10,000,000 | 10,111,868 | ||||||
| 1.30% (SIFMA Municipal Swap Index Yield + 1.25%), 04/01/2036(2) |
1,000,000 | 1,052,400 | ||||||
| 2.10%, 04/01/2045(1) |
2,790,000 | 2,794,056 | ||||||
| 2.85%, 04/01/2047(1) |
1,000,000 | 1,073,096 | ||||||
| 2.95%, 04/01/2047(1) |
1,170,000 | 1,275,348 | ||||||
| California Community Choice Financing Authority |
||||||||
| 4.00%, 02/01/2052(1) |
7,500,000 | 9,089,617 | ||||||
| California Community Housing Agency |
||||||||
| 4.00%, 02/01/2050(3) |
2,000,000 | 2,102,285 | ||||||
| 4.00%, 02/01/2056(3) |
8,400,000 | 8,956,629 | ||||||
| 5.00%, 02/01/2050(3) |
2,600,000 | 2,915,321 | ||||||
| California County Tobacco Securitization Agency |
||||||||
| 4.00%, 06/01/2034 |
400,000 | 479,619 | ||||||
| 4.00%, 06/01/2036 |
275,000 | 327,860 | ||||||
| 4.00%, 06/01/2037 |
275,000 | 326,868 | ||||||
| 4.00%, 06/01/2038 |
275,000 | 326,055 | ||||||
| 5.00%, 06/01/2025 |
175,000 | 202,443 | ||||||
| 5.00%, 06/01/2026 |
215,000 | 256,456 | ||||||
| 5.00%, 06/01/2026 |
1,090,000 | 1,300,172 | ||||||
| 5.00%, 06/01/2027 |
325,000 | 398,163 | ||||||
| California Health Facilities Financing Authority |
||||||||
| 4.00%, 04/01/2035 |
1,930,000 | 2,286,516 | ||||||
| 5.00%, 11/01/2032(1) |
1,400,000 | 1,471,639 | ||||||
| 5.00%, 07/01/2034(1) |
1,710,000 | 1,794,596 | ||||||
| 5.00%, 08/15/2034 |
125,000 | 150,109 | ||||||
| California Housing Finance |
||||||||
| 3.50%, 11/20/2035 |
1,280,821 | 1,485,527 | ||||||
| 4.00%, 03/20/2033 |
3,405,673 | 4,013,160 | ||||||
| 4.25%, 01/15/2035 |
513,976 | 624,343 | ||||||
| California Infrastructure & Economic Development Bank |
||||||||
| 0.20%, 01/01/2050(1)(3) |
22,880,000 | 22,877,046 | ||||||
| California Municipal Finance Authority |
||||||||
| 0.30%, 07/01/2041(1) |
10,100,000 | 10,100,000 | ||||||
| 0.30%, 07/01/2051(1) |
5,000,000 | 4,999,740 | ||||||
| 0.70%, 12/01/2044(1) |
3,550,000 | 3,570,567 | ||||||
| 4.00%, 05/15/2032 |
750,000 | 905,309 | ||||||
| 4.00%, 05/15/2036 |
2,750,000 | 3,274,269 | ||||||
| 4.00%, 08/15/2037 |
1,560,000 | 1,705,703 | ||||||
| 4.00%, 08/15/2042 |
1,635,000 | 1,771,837 | ||||||
| 5.00%, 08/15/2029 |
1,000,000 | 1,221,383 | ||||||
| 5.00%, 05/15/2031 |
200,000 | 262,223 | ||||||
| 5.00%, 08/15/2034 |
1,065,000 | 1,288,005 | ||||||
| 5.00%, 12/31/2043 |
12,725,000 | 15,247,729 | ||||||
| 5.00%, 12/31/2047 |
555,000 | 661,366 | ||||||
| 5.00%, 05/15/2049 |
1,000,000 | 1,196,332 | ||||||
| 5.00%, 10/01/2049(3) |
515,000 | 554,697 | ||||||
| 5.00%, 10/01/2057(3) |
1,000,000 | 1,072,620 | ||||||
| California Pollution Control Financing Authority |
||||||||
| 0.20%, 11/01/2042(1)(3) |
2,000,000 | 1,999,970 | ||||||
| 5.00%, 07/01/2037(3) |
5,000,000 | 5,234,848 | ||||||
| California Public Finance Authority |
||||||||
| 2.13%, 11/15/2027(3) |
1,875,000 | 1,891,206 | ||||||
| 2.38%, 11/15/2028(3) |
500,000 | 505,346 | ||||||
| 5.00%, 07/01/2027(3) |
175,000 | 156,905 | ||||||
| 5.00%, 11/15/2036(3) |
250,000 | 293,057 | ||||||
| 5.00%, 07/01/2047(3) |
140,000 | 124,460 | ||||||
| 5.00%, 10/15/2047 |
1,775,000 | 2,058,052 | ||||||
| California School Finance Authority |
||||||||
| 2.00%, 10/01/2024(3) |
285,000 | 292,698 | ||||||
| 3.00%, 10/01/2031(3) |
215,000 | 230,743 | ||||||
| 4.00%, 11/01/2031 |
500,000 | 582,017 | ||||||
| 4.00%, 11/01/2036 |
1,000,000 | 1,152,088 | ||||||
| California State Public Works Board |
||||||||
| 4.00%, 05/01/2036 |
350,000 | 422,624 | ||||||
| 4.00%, 05/01/2037 |
500,000 | 601,292 | ||||||
| 4.00%, 05/01/2038 |
525,000 | 629,160 | ||||||
| 5.00%, 03/01/2024 |
2,500,000 | 2,784,343 | ||||||
| 5.00%, 03/01/2025 |
3,340,000 | 3,859,231 | ||||||
| 5.00%, 11/01/2037 |
235,000 | 246,685 | ||||||
| 5.00%, 09/01/2039 |
10,705,000 | 12,013,791 | ||||||
| California Statewide Communities Development Authority |
||||||||
| 4.00%, 09/02/2022 |
500,000 | 514,013 | ||||||
| 4.00%, 09/02/2025 |
375,000 | 410,195 | ||||||
| 4.00%, 09/02/2029 |
200,000 | 223,470 | ||||||
| 4.00%, 09/02/2029 |
300,000 | 339,534 | ||||||
| 4.00%, 09/02/2031 |
300,000 | 343,273 | ||||||
| 4.00%, 04/01/2036 |
675,000 | 793,286 | ||||||
| 4.00%, 04/01/2037 |
700,000 | 820,256 | ||||||
| 4.00%, 09/02/2051 |
1,000,000 | 1,102,958 | ||||||
| 4.00%, 09/02/2051 |
1,175,000 | 1,295,976 | ||||||
| 5.00%, 10/01/2028 |
1,100,000 | 1,151,605 | ||||||
| 5.00%, 11/01/2032(3) |
1,135,000 | 1,352,468 | ||||||
| 5.00%, 04/01/2035 |
1,300,000 | 1,655,701 | ||||||
| 5.00%, 01/01/2038 |
750,000 | 895,897 | ||||||
| 5.00%, 09/02/2039 |
745,000 | 898,352 | ||||||
| 5.00%, 05/15/2040 |
400,000 | 463,922 | ||||||
| 5.00%, 11/01/2041(3) |
875,000 | 1,022,265 | ||||||
| 5.00%, 04/01/2042 |
2,000,000 | 2,048,499 | ||||||
| 5.00%, 01/01/2043 |
1,000,000 | 1,183,801 | ||||||
| 5.00%, 09/02/2044 |
500,000 | 589,344 | ||||||
| 5.00%, 09/02/2044 |
700,000 | 835,612 | ||||||
| 5.00%, 09/02/2044 |
1,350,000 | 1,597,608 | ||||||
| 5.00%, 02/01/2045 |
1,175,000 | 1,222,546 | ||||||
| 5.00%, 04/01/2046(1) |
4,300,000 | 5,582,710 | ||||||
| 5.00%, 01/01/2048 |
2,840,000 | 3,333,790 | ||||||
| 5.00%, 09/02/2049 |
700,000 | 830,785 | ||||||
| 5.25%, 12/01/2048(3) |
800,000 | 928,264 | ||||||
| 5.25%, 12/01/2056(3) |
6,635,000 | 7,388,296 | ||||||
| 5.38%, 11/01/2049(3) |
100,000 | 107,076 | ||||||
| 5.50%, 12/01/2054 |
2,270,000 | 2,572,135 | ||||||
| 5.50%, 12/01/2058(3) |
6,315,000 | 7,388,758 | ||||||
| City of Los Angeles Department of Airports |
||||||||
| 4.00%, 05/15/2038 |
20,000,000 | 23,601,380 | ||||||
| 4.75%, 05/15/2035 |
8,340,000 | 9,388,983 | ||||||
| 5.00%, 05/15/2022 |
200,000 | 205,987 | ||||||
| 5.00%, 05/15/2025 |
2,000,000 | 2,317,705 | ||||||
| 5.00%, 05/15/2026 |
520,000 | 620,093 | ||||||
| 5.00%, 05/15/2026 |
1,455,000 | 1,736,528 | ||||||
| 5.00%, 05/15/2027 |
1,325,000 | 1,621,043 | ||||||
| 5.00%, 05/15/2028 |
1,150,000 | 1,436,337 | ||||||
| 5.00%, 05/15/2031 |
8,000,000 | 10,072,458 | ||||||
| 5.00%, 05/15/2033 |
1,325,000 | 1,637,092 | ||||||
| 5.00%, 05/15/2037 |
9,795,000 | 12,331,375 | ||||||
| 5.00%, 05/15/2038 |
2,000,000 | 2,544,159 | ||||||
| 5.00%, 05/15/2039 |
2,150,000 | 2,727,532 | ||||||
| 5.00%, 05/15/2040 |
1,095,000 | 1,252,842 | ||||||
| 5.25%, 05/15/2031 |
4,805,000 | 6,024,540 | ||||||
| 5.25%, 05/15/2032 |
3,210,000 | 4,022,478 |
| County of Sacramento CA Airport System Revenue |
||||||||
| 5.00%, 07/01/2034 |
3,000,000 | 3,658,773 | ||||||
| CSCDA Community Improvement Authority |
||||||||
| 4.00%, 08/01/2056(3) |
1,240,000 | 1,311,187 | ||||||
| 4.00%, 09/01/2056(3) |
825,000 | 883,542 | ||||||
| 4.00%, 10/01/2056(3) |
5,125,000 | 5,414,807 | ||||||
| 4.00%, 12/01/2056(3) |
3,750,000 | 3,910,623 | ||||||
| Deutsche Bank Spears/Lifers Trust |
||||||||
| 0.46%, 12/01/2052(1)(3) |
10,000,000 | 10,000,000 | ||||||
| Foothill-de Anza Community College District |
||||||||
| 5.00%, 04/01/2035 |
250,000 | 285,210 | ||||||
| 5.00%, 04/01/2036 |
200,000 | 228,168 | ||||||
| Foothill-Eastern Transportation Corridor Agency |
||||||||
| 4.00%, 01/15/2046 |
9,975,000 | 11,377,794 | ||||||
| Golden State Tobacco Securitization Corp. |
||||||||
| 0.00%, 06/01/2024 |
1,000,000 | 987,048 | ||||||
| 5.00%, 06/01/2022 |
400,000 | 411,976 | ||||||
| 5.00%, 06/01/2023 |
455,000 | 488,753 | ||||||
| 5.00%, 06/01/2024 |
255,000 | 284,757 | ||||||
| 5.00%, 06/01/2047 |
1,160,000 | 1,192,352 | ||||||
| 5.25%, 06/01/2047 |
3,935,000 | 4,052,574 | ||||||
| 5.30%, 06/01/2037 |
6,000,000 | 6,170,762 | ||||||
| Huntington Beach Union High School District |
||||||||
| 5.00%, 08/01/2022 |
200,000 | 208,029 | ||||||
| Irvine Unified School District |
||||||||
| 5.00%, 03/01/2057 |
800,000 | 931,997 | ||||||
| La Mesa-Spring Valley School District |
||||||||
| 4.00%, 08/01/2036 |
250,000 | 287,466 | ||||||
| 4.00%, 08/01/2038 |
425,000 | 486,821 | ||||||
| 4.00%, 08/01/2040 |
530,000 | 607,940 | ||||||
| Los Angeles County Public Works Financing Authority |
||||||||
| 5.00%, 12/01/2029 |
1,200,000 | 1,415,758 | ||||||
| 5.00%, 12/01/2030 |
2,520,000 | 2,969,679 | ||||||
| Los Angeles Regional Airports Improvement Corp. |
||||||||
| 4.50%, 01/01/2027 |
845,000 | 853,302 | ||||||
| Los Angeles Unified School District |
||||||||
| 4.00%, 07/01/2033 |
5,000,000 | 6,116,382 | ||||||
| 4.00%, 07/01/2036 |
1,190,000 | 1,427,642 | ||||||
| 4.00%, 07/01/2037 |
3,000,000 | 3,577,451 | ||||||
| 5.00%, 07/01/2027 |
2,385,000 | 2,958,662 | ||||||
| Mendocino-Lake Community College District |
||||||||
| 5.00%, 08/01/2027 |
1,700,000 | 1,980,622 | ||||||
| 5.00%, 08/01/2028 |
1,000,000 | 1,162,597 | ||||||
| 5.00%, 08/01/2029 |
775,000 | 901,013 | ||||||
| 5.00%, 08/01/2030 |
2,530,000 | 2,941,370 | ||||||
| Metropolitan Water District of Southern California |
||||||||
| 0.19% (SIFMA Municipal Swap Index Yield + 0.14%), 07/01/2037(2) |
2,530,000 | 2,530,327 | ||||||
| 0.19% (SIFMA Municipal Swap Index Yield + 0.14%), 07/01/2037(2) |
6,650,000 | 6,650,860 | ||||||
| Mizuho Floater/Residual Trust |
||||||||
| 0.30%, 12/01/2039(1)(3)(6) |
8,800,000 | 8,800,000 | ||||||
| Mount Diablo Unified School District |
||||||||
| 4.00%, 08/01/2026 |
1,225,000 | 1,383,832 | ||||||
| 4.00%, 08/01/2030 |
1,445,000 | 1,735,757 | ||||||
| 4.00%, 08/01/2032 |
2,030,000 | 2,437,308 | ||||||
| Municipal Improvement Corp. of Los Angeles |
||||||||
| 5.00%, 11/01/2021 |
300,000 | 301,100 | ||||||
| Natomas Unified School District |
||||||||
| 4.00%, 08/01/2045 |
4,000,000 | 4,491,362 | ||||||
| Norman Y Mineta San Jose International Airport SJC |
||||||||
| 4.00%, 03/01/2034 |
4,000,000 | 4,735,321 | ||||||
| 5.00%, 03/01/2022 |
1,675,000 | 1,707,377 | ||||||
| 5.00%, 03/01/2028 |
1,340,000 | 1,619,715 | ||||||
| 5.00%, 03/01/2030 |
1,700,000 | 2,042,172 | ||||||
| Ontario International Airport Authority |
||||||||
| 4.00%, 05/15/2037 |
695,000 | 818,774 | ||||||
| 4.00%, 05/15/2039 |
850,000 | 995,917 | ||||||
| 4.00%, 05/15/2040 |
635,000 | 742,245 | ||||||
| 4.00%, 05/15/2041 |
400,000 | 466,194 | ||||||
| Orange County Community Facilities District |
||||||||
| 5.25%, 08/15/2045 |
975,000 | 1,095,307 | ||||||
| Orange County Transportation Authority |
||||||||
| 5.00%, 10/15/2024 |
6,385,000 | 7,282,135 | ||||||
| Orchard School District |
||||||||
| 0.00%, 08/01/2022 |
2,940,000 | 2,932,987 | ||||||
| Pittsburg Unified School District |
||||||||
| 4.00%, 08/01/2032 |
280,000 | 336,084 | ||||||
| 4.00%, 08/01/2033 |
100,000 | 119,660 | ||||||
| 4.00%, 08/01/2035 |
280,000 | 333,167 | ||||||
| 4.00%, 08/01/2036 |
285,000 | 337,684 | ||||||
| 4.00%, 08/01/2039 |
400,000 | 469,833 | ||||||
| 4.00%, 08/01/2046 |
875,000 | 1,012,992 | ||||||
| Port of Los Angeles |
||||||||
| 5.00%, 08/01/2027 |
1,810,000 | 2,022,548 | ||||||
| Port of Oakland |
||||||||
| 5.00%, 05/01/2022 |
2,400,000 | 2,465,896 | ||||||
| 5.00%, 05/01/2023 |
2,420,000 | 2,600,009 | ||||||
| 5.00%, 05/01/2024 |
2,070,000 | 2,310,634 | ||||||
| 5.00%, 05/01/2025 |
9,600,000 | 11,081,440 | ||||||
| 5.00%, 05/01/2026 |
1,170,000 | 1,389,029 | ||||||
| 5.00%, 05/01/2026 |
4,450,000 | 4,572,419 |
| 5.00%, 05/01/2027 |
3,970,000 | 4,825,888 | ||||||
| 5.00%, 05/01/2028 |
1,875,000 | 2,329,115 | ||||||
| 5.00%, 05/01/2029 |
1,875,000 | 2,374,008 | ||||||
| 5.00%, 11/01/2029 |
1,875,000 | 2,396,067 | ||||||
| Riverside County Community Facilities Districts |
||||||||
| 4.00%, 09/01/2040 |
1,500,000 | 1,760,384 | ||||||
| Sacramento City Financing Authority |
||||||||
| 5.00%, 12/01/2033 |
875,000 | 1,021,717 | ||||||
| San Diego County Regional Airport Authority |
||||||||
| 5.00%, 07/01/2030 |
205,000 | 265,401 | ||||||
| San Francisco City & County Airport Comm-San Francisco International Airport |
||||||||
| 5.00%, 05/01/2027 |
3,000,000 | 3,081,308 | ||||||
| 5.00%, 05/01/2037 |
945,000 | 1,169,661 | ||||||
| Santa Ana Unified School District |
||||||||
| 5.50%, 08/01/2022 |
200,000 | 208,836 | ||||||
| State of California |
||||||||
| 4.00%, 12/01/2022 |
2,485,000 | 2,595,532 | ||||||
| 4.00%, 10/01/2024 |
4,475,000 | 4,976,274 | ||||||
| 4.00%, 03/01/2025 |
3,500,000 | 3,933,358 | ||||||
| 4.00%, 10/01/2025 |
2,240,000 | 2,556,081 | ||||||
| 4.00%, 03/01/2026 |
375,000 | 431,820 | ||||||
| 4.00%, 10/01/2026 |
2,740,000 | 3,197,405 | ||||||
| 4.00%, 11/01/2035 |
1,750,000 | 2,119,277 | ||||||
| 4.00%, 03/01/2036 |
2,385,000 | 2,846,364 | ||||||
| 4.00%, 11/01/2036 |
2,735,000 | 3,303,179 | ||||||
| 4.00%, 10/01/2037 |
5,000,000 | 6,024,283 | ||||||
| 4.00%, 11/01/2037 |
1,625,000 | 1,956,472 | ||||||
| 4.00%, 10/01/2041 |
2,235,000 | 2,660,103 | ||||||
| 4.00%, 11/01/2041 |
2,000,000 | 2,238,074 | ||||||
| 5.00%, 08/01/2022 |
1,535,000 | 1,596,490 | ||||||
| 5.00%, 12/01/2022 |
1,115,000 | 1,177,493 | ||||||
| 5.00%, 08/01/2023 |
3,000,000 | 3,263,011 | ||||||
| 5.00%, 12/01/2023 |
2,980,000 | 3,288,733 | ||||||
| 5.00%, 05/01/2024 |
1,945,000 | 2,184,457 | ||||||
| 5.00%, 10/01/2024 |
1,790,000 | 2,043,837 | ||||||
| 5.00%, 12/01/2024 |
1,255,000 | 1,441,766 | ||||||
| 5.00%, 10/01/2025 |
1,280,000 | 1,511,220 | ||||||
| 5.00%, 09/01/2026 |
2,000,000 | 2,426,220 | ||||||
| 5.00%, 08/01/2027 |
620,000 | 724,396 | ||||||
| 5.00%, 11/01/2028 |
8,000,000 | 10,222,383 | ||||||
| 5.00%, 08/01/2029 |
935,000 | 1,128,524 | ||||||
| 5.00%, 09/01/2029 |
370,000 | 447,653 | ||||||
| 5.00%, 11/01/2029 |
3,170,000 | 3,956,862 | ||||||
| 5.00%, 04/01/2030 |
5,130,000 | 6,723,797 | ||||||
| 5.00%, 08/01/2030 |
3,500,000 | 4,220,717 | ||||||
| 5.00%, 08/01/2030 |
3,910,000 | 4,844,058 | ||||||
| 5.00%, 11/01/2032 |
11,555,000 | 15,203,096 | ||||||
| 5.00%, 11/01/2036 |
25,000,000 | 32,549,530 | ||||||
| State of California Department of Water Resources Power Supply Revenue |
||||||||
| 5.00%, 05/01/2022 |
215,000 | 221,041 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.10%, 10/01/2049(1)(3) |
1,060,000 | 1,060,000 | ||||||
| 0.12%, 08/01/2055(1)(3) |
1,000,000 | 1,000,000 | ||||||
| Tobacco Securitization Authority of Southern California |
||||||||
| 5.00%, 06/01/2023 |
1,000,000 | 1,074,104 | ||||||
| Transbay Joint Powers Authority |
||||||||
| 5.00%, 10/01/2033 |
250,000 | 315,835 | ||||||
| 5.00%, 10/01/2034 |
250,000 | 314,816 | ||||||
| 5.00%, 10/01/2035 |
240,000 | 301,720 | ||||||
| 5.00%, 10/01/2038 |
600,000 | 748,355 | ||||||
| Tustin Unified School District |
||||||||
| 4.00%, 09/01/2034 |
125,000 | 137,150 | ||||||
| 4.00%, 09/01/2035 |
255,000 | 279,225 | ||||||
|
|
|
|||||||
| Total California |
|
625,652,408 | ||||||
|
|
|
|||||||
| Colorado – 1.95% |
||||||||
| Adams 12 Five Star Schools |
||||||||
| 5.00%, 12/15/2028 |
2,050,000 | 2,493,307 | ||||||
| Amber Creek Metropolitan District |
||||||||
| 5.00%, 12/01/2037 |
750,000 | 787,622 | ||||||
| 5.13%, 12/01/2047 |
1,050,000 | 1,100,102 | ||||||
| Arapahoe County School District No 6 Littleton |
||||||||
| 5.50%, 12/01/2033 |
1,150,000 | 1,500,189 | ||||||
| Aurora Crossroads Metropolitan District No 2 |
||||||||
| 5.00%, 12/01/2040 |
500,000 | 546,508 | ||||||
| 5.00%, 12/01/2050 |
1,000,000 | 1,082,820 | ||||||
| Belleview Station Metropolitan District No 2 |
||||||||
| 5.00%, 12/01/2036 |
500,000 | 516,404 | ||||||
| Berthoud-Heritage Metropolitan District No 1 |
||||||||
| 5.63%, 12/01/2048 |
1,400,000 | 1,519,873 | ||||||
| Brighton Crossing Metropolitan District No 4 |
||||||||
| 5.00%, 12/01/2037 |
525,000 | 553,050 | ||||||
| Brighton Crossing Metropolitan District No 6 |
||||||||
| 5.00%, 12/01/2040 |
515,000 | 568,935 | ||||||
| 5.00%, 12/01/2050 |
1,340,000 | 1,467,281 | ||||||
| Broadway Station Metropolitan District No 2 |
||||||||
| 5.00%, 12/01/2035 |
730,000 | 796,136 | ||||||
| 5.13%, 12/01/2048 |
1,450,000 | 1,570,642 | ||||||
| Canyons Metropolitan District No 5 |
||||||||
| 6.00%, 12/01/2037 |
500,000 | 524,392 | ||||||
| City & County of Denver CO |
||||||||
| 5.00%, 10/01/2032 |
9,405,000 | 9,950,919 | ||||||
| City & County of Denver CO Airport System Revenue |
||||||||
| 4.00%, 11/15/2023 |
4,465,000 | 4,801,604 | ||||||
| 5.00%, 11/15/2025 |
4,390,000 | 5,152,568 | ||||||
| 5.00%, 11/15/2029 |
3,105,000 | 3,804,781 | ||||||
| 5.00%, 12/01/2029 |
1,130,000 | 1,417,177 | ||||||
| 5.00%, 11/15/2031(1) |
1,000,000 | 1,176,377 | ||||||
| 5.00%, 12/01/2031 |
7,045,000 | 8,760,682 | ||||||
| 5.00%, 11/15/2032 |
2,175,000 | 2,850,947 | ||||||
| 5.00%, 12/01/2032 |
385,000 | 477,483 | ||||||
| 5.00%, 12/01/2035 |
5,520,000 | 6,752,384 | ||||||
| City of Colorado Springs CO Utilities System Revenue |
||||||||
| 5.00%, 11/15/2035 |
1,500,000 | 1,962,719 | ||||||
| Colorado Educational & Cultural Facilities Authority |
||||||||
| 4.00%, 08/01/2023 |
135,000 | 143,916 | ||||||
| 4.00%, 08/01/2024 |
165,000 | 180,810 | ||||||
| 4.00%, 05/01/2026 |
80,000 | 88,541 | ||||||
| 4.00%, 05/01/2029 |
70,000 | 79,220 | ||||||
| 4.00%, 05/01/2030 |
65,000 | 73,563 | ||||||
| 4.00%, 05/01/2036 |
75,000 | 83,700 | ||||||
| 4.00%, 07/01/2036 |
1,295,000 | 1,523,387 | ||||||
| 4.00%, 12/15/2036 |
750,000 | 868,461 | ||||||
| 4.00%, 12/15/2041 |
1,000,000 | 1,143,076 | ||||||
| Colorado Health Facilities Authority |
||||||||
| 0.00%, 07/15/2022 |
980,000 | 978,396 | ||||||
| 2.80%, 05/15/2042(1) |
3,695,000 | 3,790,398 | ||||||
| 4.00%, 11/01/2039 |
3,775,000 | 4,422,624 | ||||||
| 4.00%, 08/01/2044 |
1,520,000 | 1,723,067 | ||||||
| 5.00%, 12/01/2022 |
1,855,000 | 1,957,962 | ||||||
| 5.00%, 11/01/2023 |
1,350,000 | 1,479,947 | ||||||
| 5.00%, 11/01/2024 |
1,125,000 | 1,280,302 | ||||||
| 5.00%, 11/01/2025 |
1,715,000 | 2,015,108 | ||||||
| 5.00%, 11/01/2026 |
1,330,000 | 1,607,106 | ||||||
| 5.00%, 01/01/2031 |
100,000 | 108,085 | ||||||
| 5.00%, 11/15/2036(1) |
6,770,000 | 7,449,933 | ||||||
| 5.00%, 01/01/2037 |
250,000 | 268,605 | ||||||
| 5.00%, 10/01/2038(1) |
630,000 | 633,066 | ||||||
| 5.00%, 08/01/2044 |
6,110,000 | 7,438,081 | ||||||
| 5.00%, 09/01/2046 |
1,000,000 | 1,142,207 | ||||||
| 5.00%, 08/01/2049(1) |
3,830,000 | 4,492,222 | ||||||
| 5.00%, 11/15/2049(1) |
2,585,000 | 3,130,590 | ||||||
| 5.25%, 01/01/2040 |
540,000 | 573,240 | ||||||
| 6.13%, 12/01/2045(3) |
375,000 | 402,256 | ||||||
| 6.25%, 12/01/2050(3) |
205,000 | 220,704 | ||||||
| Colorado High Performance Transportation Enterprise |
||||||||
| 5.00%, 12/31/2047 |
645,000 | 729,447 | ||||||
| 5.00%, 12/31/2051 |
2,150,000 | 2,427,802 | ||||||
| 5.00%, 12/31/2056 |
4,790,000 | 5,400,718 | ||||||
| Colorado Housing & Finance Authority |
||||||||
| 4.25%, 11/01/2049 |
510,000 | 566,141 | ||||||
| 4.25%, 11/01/2049 |
945,000 | 1,048,510 | ||||||
| Colorado International Center Metropolitan District No 14 |
||||||||
| 5.88%, 12/01/2046 |
635,000 | 684,074 | ||||||
| Copperleaf Metropolitan District No 4 |
||||||||
| 5.00%, 12/01/2039 |
775,000 | 843,751 | ||||||
| 5.00%, 12/01/2049 |
1,500,000 | 1,620,242 | ||||||
| Cornerstar Metropolitan District |
||||||||
| 5.13%, 12/01/2037 |
500,000 | 525,743 | ||||||
| Cottonwood Highlands Metropolitan District No 1 |
||||||||
| 5.00%, 12/01/2049 |
900,000 | 962,722 | ||||||
| County of El Paso CO |
||||||||
| 4.00%, 12/01/2033 |
800,000 | 941,632 | ||||||
| 4.00%, 12/01/2035 |
910,000 | 1,062,244 | ||||||
| 5.00%, 12/01/2031 |
600,000 | 770,716 | ||||||
| Denver Convention Center Hotel Authority |
||||||||
| 5.00%, 12/01/2022 |
4,950,000 | 5,200,702 | ||||||
| Denver Gateway Center Metropolitan District |
||||||||
| 5.50%, 12/01/2038 |
1,360,000 | 1,462,743 | ||||||
| 5.63%, 12/01/2048 |
2,130,000 | 2,284,808 | ||||||
| Denver Health & Hospital Authority |
||||||||
| 5.00%, 12/01/2048 |
1,800,000 | 2,139,880 | ||||||
| Denver International Business Center Metropolitan District No 1 |
||||||||
| 6.00%, 12/01/2048 |
500,000 | 538,795 | ||||||
| Denver Urban Renewal Authority |
||||||||
| 5.25%, 12/01/2039(3) |
1,000,000 | 1,088,952 | ||||||
| E-470 Public Highway Authority |
||||||||
| 0.38% (Secured Overnight Financing Rate + 0.35%), 09/01/2039(2) |
2,195,000 | 2,197,323 | ||||||
| 5.00%, 09/01/2040 |
5,165,000 | 5,762,830 | ||||||
| Eagle County Airport Terminal Corp. |
||||||||
| 5.00%, 05/01/2033 |
2,000,000 | 2,339,971 | ||||||
| Lewis Pointe Metropolitan District |
||||||||
| 4.00%, 12/01/2029 |
270,000 | 322,931 | ||||||
| Mesa County Valley School District No 51 Grand Junction CO |
||||||||
| 5.25%, 12/01/2033 |
2,000,000 | 2,503,760 | ||||||
| Mirabelle Metropolitan District No 2 |
||||||||
| 5.00%, 12/01/2039 |
700,000 | 759,512 | ||||||
| Mizuho Floater/Residual Trust |
||||||||
| 0.30%, 07/01/2034(1)(3) |
300,000 | 300,000 | ||||||
| Painted Prairie Metropolitan District No 2 |
||||||||
| 5.25%, 12/01/2048 |
500,000 | 525,003 |
| Park Creek Metropolitan District |
||||||||
| 5.00%, 12/01/2045 |
1,775,000 | 2,009,627 | ||||||
| Peak Metropolitan District No 1 |
||||||||
| 4.00%, 12/01/2035(3) |
500,000 | 531,957 | ||||||
| 5.00%, 12/01/2041(3) |
1,000,000 | 1,096,896 | ||||||
| Pronghorn Valley Metropolitan District |
||||||||
| 3.75%, 12/01/2041 |
515,000 | 512,814 | ||||||
| 4.00%, 12/01/2051 |
650,000 | 644,342 | ||||||
| Pueblo Urban Renewal Authority |
||||||||
| 0.00%, 12/01/2025(3) |
250,000 | 217,297 | ||||||
| 4.75%, 12/01/2045(3) |
900,000 | 1,017,471 | ||||||
| Rampart Range Metropolitan District No 1 |
||||||||
| 5.00%, 12/01/2047 |
650,000 | 774,868 | ||||||
| Rampart Range Metropolitan District No 5 |
||||||||
| 4.00%, 12/01/2051 |
1,125,000 | 1,136,281 | ||||||
| Regional Transportation District |
||||||||
| 4.00%, 01/15/2033 |
850,000 | 1,018,809 | ||||||
| 4.00%, 07/15/2033 |
270,000 | 333,685 | ||||||
| 4.00%, 07/15/2034 |
750,000 | 892,701 | ||||||
| 5.00%, 06/01/2031 |
1,315,000 | 1,662,704 | ||||||
| 5.00%, 07/15/2032 |
600,000 | 773,027 | ||||||
| Reunion Metropolitan District |
||||||||
| 3.63%, 12/01/2044 |
1,205,000 | 1,169,971 | ||||||
| Serenity Ridge Metropolitan District No 2 |
||||||||
| 5.13%, 12/01/2037 |
1,290,000 | 1,381,914 | ||||||
| Sierra Ridge Metropolitan District No 2 |
||||||||
| 4.50%, 12/01/2031 |
749,000 | 773,414 | ||||||
| 5.50%, 12/01/2046 |
1,500,000 | 1,549,779 | ||||||
| Solaris Metropolitan District No 3 |
||||||||
| 5.00%, 12/01/2036 |
850,000 | 879,667 | ||||||
| 5.00%, 12/01/2046 |
1,880,000 | 1,944,960 | ||||||
| Southglenn Metropolitan District |
||||||||
| 5.00%, 12/01/2046 |
500,000 | 516,225 | ||||||
| Southlands Metropolitan District No 1 |
||||||||
| 3.00%, 12/01/2022 |
219,000 | 221,513 | ||||||
| 3.50%, 12/01/2027 |
500,000 | 535,312 | ||||||
| St Vrain Lakes Metropolitan District No 2 |
||||||||
| 5.00%, 12/01/2037 |
500,000 | 529,578 | ||||||
| STC Metropolitan District No 2 |
||||||||
| 3.00%, 12/01/2025 |
555,000 | 580,763 | ||||||
| 5.00%, 12/01/2038 |
500,000 | 546,429 | ||||||
| University of Colorado |
||||||||
| 2.00%, 06/01/2054(1) |
5,955,000 | 6,225,883 | ||||||
| 5.00%, 06/01/2047 |
500,000 | 601,933 | ||||||
| University of Colorado Hospital Authority |
||||||||
| 5.00%, 11/15/2047(1) |
9,530,000 | 10,653,541 | ||||||
| Vauxmont Metropolitan District |
||||||||
| 5.00%, 12/15/2021 |
100,000 | 100,880 | ||||||
| 5.00%, 12/01/2024 |
200,000 | 227,050 | ||||||
| 5.00%, 12/15/2024 |
135,000 | 153,420 | ||||||
| 5.00%, 12/01/2025 |
180,000 | 210,745 | ||||||
| 5.00%, 12/15/2025 |
85,000 | 98,799 | ||||||
| 5.00%, 12/01/2026 |
195,000 | 234,619 | ||||||
| 5.00%, 12/01/2027 |
205,000 | 252,585 | ||||||
| 5.00%, 12/01/2028 |
210,000 | 264,372 | ||||||
| 5.00%, 12/15/2028 |
130,000 | 150,205 | ||||||
| 5.00%, 12/01/2029 |
210,000 | 269,509 | ||||||
| 5.00%, 12/15/2029 |
5,000 | 5,766 | ||||||
| 5.00%, 12/15/2030 |
500,000 | 575,827 | ||||||
| 5.00%, 12/01/2031 |
230,000 | 293,398 | ||||||
| 5.00%, 12/01/2032 |
250,000 | 318,621 | ||||||
| 5.00%, 12/01/2035 |
100,000 | 126,457 | ||||||
| Willow Bend Metropolitan District |
||||||||
| 5.00%, 12/01/2039 |
600,000 | 647,212 | ||||||
| 5.00%, 12/01/2049 |
1,000,000 | 1,073,441 | ||||||
|
|
|
|||||||
| Total Colorado |
|
202,180,694 | ||||||
|
|
|
|||||||
| Connecticut – 2.51% |
||||||||
| City of Bridgeport CT |
||||||||
| 4.00%, 08/01/2036 |
225,000 | 265,429 | ||||||
| 4.00%, 06/01/2037 |
2,460,000 | 2,860,258 | ||||||
| 5.00%, 09/15/2029 |
2,600,000 | 3,337,344 | ||||||
| 5.00%, 09/15/2030 |
2,250,000 | 2,867,250 | ||||||
| 5.00%, 06/01/2033 |
1,985,000 | 2,520,008 | ||||||
| 5.00%, 08/01/2034 |
250,000 | 322,529 | ||||||
| City of Hartford CT |
||||||||
| 5.00%, 07/15/2022 |
2,250,000 | 2,334,404 | ||||||
| 5.00%, 07/15/2023 |
2,000,000 | 2,169,277 | ||||||
| 5.00%, 07/15/2026 |
2,430,000 | 2,822,015 | ||||||
| City of New Britain CT |
||||||||
| 5.00%, 03/01/2027 |
1,260,000 | 1,529,183 | ||||||
| 5.00%, 03/01/2028 |
1,490,000 | 1,797,540 | ||||||
| 5.00%, 03/01/2033 |
1,900,000 | 2,267,570 | ||||||
| City of New Haven CT |
||||||||
| 5.00%, 08/15/2023 |
900,000 | 979,444 | ||||||
| 5.00%, 08/15/2029 |
2,000,000 | 2,374,386 | ||||||
| 5.00%, 08/15/2031 |
1,000,000 | 1,181,459 | ||||||
| 5.25%, 08/01/2023 |
1,115,000 | 1,213,321 | ||||||
| City of West Haven CT |
||||||||
| 4.00%, 09/15/2030 |
300,000 | 358,193 | ||||||
| Connecticut Housing Finance Authority |
||||||||
| 2.25%, 11/15/2023 |
1,250,000 | 1,286,734 | ||||||
| 3.00%, 11/15/2050 |
6,920,000 | 7,446,950 | ||||||
| 3.00%, 05/15/2051 |
9,320,000 | 10,138,204 | ||||||
| 3.40%, 11/15/2042 |
760,000 | 762,223 | ||||||
| 5.00%, 05/15/2025 |
1,995,000 | 2,314,781 | ||||||
| 5.00%, 11/15/2025 |
1,270,000 | 1,497,249 | ||||||
| 5.00%, 05/15/2026 |
1,290,000 | 1,542,695 | ||||||
| 5.00%, 11/15/2026 |
600,000 | 728,031 | ||||||
| 5.00%, 05/15/2027 |
675,000 | 828,646 | ||||||
| 5.00%, 11/15/2027 |
550,000 | 681,683 | ||||||
| 5.00%, 05/15/2028 |
700,000 | 876,250 | ||||||
| 5.00%, 11/15/2028 |
750,000 | 947,903 | ||||||
| 5.00%, 05/15/2029 |
720,000 | 915,802 | ||||||
| 5.00%, 11/15/2029 |
1,000,000 | 1,279,566 | ||||||
| Connecticut State Health & Educational Facilities Authority |
||||||||
| 0.38%, 07/01/2035(1) |
5,885,000 | 5,877,543 | ||||||
| 0.55%, 07/01/2037(1) |
4,500,000 | 4,520,203 | ||||||
| 1.10%, 07/01/2048(1) |
9,000,000 | 9,101,959 | ||||||
| 1.80%, 07/01/2049(1) |
2,005,000 | 2,068,259 | ||||||
| 2.00%, 07/01/2042(1) |
4,370,000 | 4,639,657 | ||||||
| 4.00%, 07/01/2022(3) |
1,010,000 | 1,018,086 | ||||||
| 4.00%, 07/01/2044 |
865,000 | 946,437 | ||||||
| 4.00%, 07/01/2046 |
880,000 | 960,571 | ||||||
| 4.00%, 07/01/2049 |
3,370,000 | 3,670,832 | ||||||
| 5.00%, 07/01/2022 |
150,000 | 155,211 | ||||||
| 5.00%, 07/01/2023 |
325,000 | 350,909 | ||||||
| 5.00%, 11/01/2023 |
695,000 | 761,594 | ||||||
| 5.00%, 07/01/2024 |
365,000 | 409,898 | ||||||
| 5.00%, 11/01/2024 |
475,000 | 540,885 | ||||||
| 5.00%, 07/01/2025 |
150,000 | 174,243 | ||||||
| 5.00%, 07/01/2025(3) |
435,000 | 462,652 | ||||||
| 5.00%, 06/01/2027 |
200,000 | 245,574 | ||||||
| 5.00%, 06/01/2028 |
400,000 | 503,599 | ||||||
| 5.00%, 11/01/2028 |
1,245,000 | 1,581,097 | ||||||
| 5.00%, 06/01/2029 |
250,000 | 321,657 | ||||||
| 5.00%, 07/01/2029(3) |
440,000 | 477,926 | ||||||
| 5.00%, 07/01/2029 |
1,000,000 | 1,238,932 | ||||||
| 5.00%, 06/01/2031 |
600,000 | 777,614 | ||||||
| 5.00%, 07/01/2032 |
700,000 | 895,662 | ||||||
| 5.00%, 07/01/2032 |
2,000,000 | 2,553,934 | ||||||
| 5.00%, 07/01/2033 |
600,000 | 765,191 | ||||||
| 5.00%, 07/01/2033 |
2,730,000 | 3,470,127 | ||||||
| 5.00%, 07/01/2034 |
700,000 | 889,760 | ||||||
| 5.00%, 07/01/2035 |
525,000 | 665,917 | ||||||
| 5.00%, 07/01/2036 |
1,000,000 | 1,264,351 | ||||||
| 5.00%, 07/01/2043 |
1,750,000 | 1,967,751 | ||||||
| 5.00%, 07/01/2049(3) |
1,550,000 | 1,604,869 | ||||||
| 5.00%, 07/01/2053(1) |
2,625,000 | 3,169,595 | ||||||
| 5.00%, 07/01/2053(1) |
3,445,000 | 3,928,555 | ||||||
| Mattabassett District |
||||||||
| 5.00%, 08/01/2022 |
195,000 | 202,496 | ||||||
| Metropolitan District |
||||||||
| 4.00%, 09/01/2037 |
3,980,000 | 4,824,184 | ||||||
| 4.00%, 09/01/2038 |
3,000,000 | 3,626,325 | ||||||
| Mohegan Tribe of Indians of Connecticut |
||||||||
| 5.25%, 02/01/2022(3)(6) |
450,000 | 454,388 | ||||||
| State of Connecticut |
||||||||
| 3.00%, 01/15/2022 |
475,000 | 478,853 | ||||||
| 3.00%, 01/15/2023 |
525,000 | 543,992 | ||||||
| 3.00%, 01/15/2024 |
450,000 | 478,245 | ||||||
| 4.00%, 01/15/2024 |
290,000 | 314,794 | ||||||
| 5.00%, 07/15/2022 |
1,455,000 | 1,510,050 | ||||||
| 5.00%, 09/01/2022 |
5,725,000 | 5,976,754 | ||||||
| 5.00%, 11/01/2022 |
315,000 | 316,143 | ||||||
| 5.00%, 04/15/2023 |
3,200,000 | 3,435,526 | ||||||
| 5.00%, 07/15/2023 |
1,160,000 | 1,259,050 | ||||||
| 5.00%, 01/15/2026 |
850,000 | 1,012,135 | ||||||
| 5.00%, 04/15/2026 |
1,500,000 | 1,800,036 | ||||||
| 5.00%, 06/15/2027 |
1,680,000 | 1,949,842 | ||||||
| 5.00%, 09/15/2027 |
1,000,000 | 1,245,704 | ||||||
| 5.00%, 03/01/2029 |
1,500,000 | 1,659,828 | ||||||
| 5.00%, 04/15/2030 |
565,000 | 722,241 | ||||||
| 5.00%, 06/15/2032 |
710,000 | 818,862 | ||||||
| 5.00%, 11/15/2032 |
200,000 | 233,641 | ||||||
| 5.00%, 04/15/2034 |
645,000 | 811,114 | ||||||
| 5.00%, 09/15/2034 |
1,000,000 | 1,248,376 | ||||||
| 5.00%, 10/15/2034 |
1,620,000 | 1,931,157 | ||||||
| 5.00%, 04/15/2035 |
3,250,000 | 4,078,213 | ||||||
| 5.00%, 06/15/2038 |
1,000,000 | 1,229,982 | ||||||
| State of Connecticut Special Tax Revenue |
||||||||
| 4.00%, 05/01/2036 |
3,260,000 | 3,870,656 | ||||||
| 4.00%, 05/01/2038 |
2,070,000 | 2,494,863 | ||||||
| 4.00%, 05/01/2039 |
4,600,000 | 5,483,852 | ||||||
| 5.00%, 09/01/2023 |
900,000 | 982,250 | ||||||
| 5.00%, 05/01/2030 |
2,000,000 | 2,625,458 | ||||||
| 5.00%, 10/01/2031 |
26,000,000 | 28,303,075 | ||||||
| 5.00%, 05/01/2033 |
3,000,000 | 3,882,951 | ||||||
| 5.00%, 05/01/2034 |
3,400,000 | 4,383,081 | ||||||
| 5.00%, 05/01/2035 |
10,715,000 | 14,025,030 | ||||||
| 5.00%, 05/01/2037 |
5,000,000 | 6,376,147 | ||||||
| 5.00%, 01/01/2038 |
4,400,000 | 5,360,717 |
| Town of Hamden CT |
||||||||
| 4.00%, 08/15/2024 |
275,000 | 302,425 | ||||||
| 5.00%, 08/15/2026 |
500,000 | 561,627 | ||||||
| 5.00%, 08/15/2026 |
1,335,000 | 1,593,303 | ||||||
| 5.00%, 08/01/2028 |
500,000 | 622,527 | ||||||
| 5.00%, 08/01/2030 |
500,000 | 643,904 | ||||||
| 5.00%, 08/01/2032 |
500,000 | 637,052 | ||||||
| 5.00%, 01/01/2040 |
1,875,000 | 2,030,312 | ||||||
| University of Connecticut |
||||||||
| 5.00%, 11/01/2028 |
1,290,000 | 1,644,305 | ||||||
| 5.00%, 02/15/2036 |
1,000,000 | 1,267,089 | ||||||
| 5.00%, 02/15/2037 |
1,500,000 | 1,895,260 | ||||||
| 5.25%, 11/15/2034 |
3,705,000 | 4,647,595 | ||||||
|
|
|
|||||||
| Total Connecticut |
|
260,222,787 | ||||||
|
|
|
|||||||
| Delaware – 0.45% |
||||||||
| County of Kent DE |
||||||||
| 5.00%, 07/01/2040 |
1,020,000 | 1,150,137 | ||||||
| 5.00%, 07/01/2048 |
2,305,000 | 2,571,084 | ||||||
| County of Sussex DE |
||||||||
| 5.00%, 01/01/2036 |
2,330,000 | 2,534,629 | ||||||
| Delaware Municipal Electric Corp. |
||||||||
| 4.00%, 07/01/2036 |
365,000 | 434,352 | ||||||
| 5.00%, 07/01/2032 |
235,000 | 308,638 | ||||||
| Delaware State Economic Development Authority |
||||||||
| 1.05%, 01/01/2031(1) |
4,630,000 | 4,690,102 | ||||||
| 4.00%, 09/01/2030 |
180,000 | 206,240 | ||||||
| 5.00%, 09/01/2036 |
1,225,000 | 1,410,932 | ||||||
| 5.00%, 08/01/2039 |
715,000 | 812,141 | ||||||
| 5.00%, 09/01/2040 |
250,000 | 306,913 | ||||||
| 5.00%, 09/01/2046 |
700,000 | 794,278 | ||||||
| 5.00%, 11/15/2048 |
2,000,000 | 2,297,971 | ||||||
| 5.00%, 08/01/2049 |
900,000 | 1,006,473 | ||||||
| 5.00%, 09/01/2050 |
250,000 | 301,994 | ||||||
| 5.00%, 08/01/2054 |
835,000 | 931,374 | ||||||
| Delaware State Health Facilities Authority |
||||||||
| 5.00%, 06/01/2037 |
1,385,000 | 1,669,158 | ||||||
| 5.00%, 06/01/2043 |
1,000,000 | 1,190,594 | ||||||
| 5.00%, 06/01/2048 |
500,000 | 591,498 | ||||||
| Delaware Transportation Authority |
||||||||
| 5.00%, 07/01/2032 |
3,210,000 | 4,202,009 | ||||||
| 5.00%, 09/01/2032 |
3,245,000 | 4,228,687 | ||||||
| 5.00%, 09/01/2033 |
2,750,000 | 3,568,865 | ||||||
| 5.00%, 09/01/2034 |
6,750,000 | 8,730,349 | ||||||
| 5.00%, 09/01/2035 |
2,200,000 | 2,838,009 | ||||||
|
|
|
|||||||
| Total Delaware |
|
46,776,427 | ||||||
|
|
|
|||||||
| District of Columbia – 2.12% |
||||||||
| District of Columbia |
||||||||
| 0.00%, 06/01/2046(3) |
1,200,000 | 977,748 | ||||||
| 5.00%, 10/01/2022 |
3,730,000 | 3,909,300 | ||||||
| 5.00%, 03/01/2024 |
455,000 | 506,634 | ||||||
| 5.00%, 10/01/2029 |
5,000,000 | 6,525,248 | ||||||
| 5.00%, 12/01/2033 |
5,000,000 | 6,356,791 | ||||||
| 5.00%, 06/01/2034 |
1,000,000 | 1,155,016 | ||||||
| 5.00%, 06/01/2034 |
2,100,000 | 2,556,801 | ||||||
| 5.00%, 06/01/2035 |
3,000,000 | 3,355,104 | ||||||
| 5.00%, 12/01/2036 |
250,000 | 251,914 | ||||||
| 5.00%, 12/01/2036 |
420,000 | 423,065 | ||||||
| 5.00%, 07/01/2042 |
780,000 | 835,839 | ||||||
| 5.00%, 06/01/2046 |
3,370,000 | 3,762,149 | ||||||
| 5.00%, 07/01/2052 |
1,230,000 | 1,312,663 | ||||||
| District of Columbia Housing Finance Agency |
||||||||
| 0.70%, 06/01/2024(1) |
10,000,000 | 10,023,996 | ||||||
| District of Columbia Tobacco Settlement Financing Corp. |
||||||||
| 0.00%, 06/15/2046 |
2,000,000 | 354,633 | ||||||
| 0.00%, 06/15/2046 |
10,000,000 | 2,187,427 | ||||||
| District of Columbia Water & Sewer Authority |
||||||||
| 1.75%, 10/01/2054(1) |
9,340,000 | 9,694,317 | ||||||
| Metropolitan Washington Airports Authority |
||||||||
| 5.00%, 10/01/2021 |
420,000 | 420,000 | ||||||
| 5.00%, 10/01/2022 |
1,000,000 | 1,048,172 | ||||||
| 5.00%, 10/01/2023 |
850,000 | 929,388 | ||||||
| 5.00%, 10/01/2024 |
1,325,000 | 1,501,407 | ||||||
| 5.00%, 10/01/2024 |
1,500,000 | 1,705,472 | ||||||
| 5.00%, 10/01/2025 |
1,185,000 | 1,393,393 | ||||||
| 5.00%, 10/01/2027 |
500,000 | 616,632 | ||||||
| 5.00%, 10/01/2030 |
1,735,000 | 1,812,893 | ||||||
| 5.00%, 10/01/2030 |
5,280,000 | 6,466,561 | ||||||
| 5.00%, 10/01/2031 |
5,335,000 | 6,660,736 | ||||||
| 5.00%, 10/01/2032 |
5,000,000 | 5,961,627 | ||||||
| 5.00%, 10/01/2037 |
1,000,000 | 1,216,573 | ||||||
| 5.00%, 10/01/2043 |
8,000,000 | 9,848,205 | ||||||
| Metropolitan Washington Airports Authority Aviation Revenue |
||||||||
| 4.00%, 10/01/2037 |
570,000 | 677,412 | ||||||
| 4.00%, 10/01/2038 |
635,000 | 751,946 | ||||||
| 5.00%, 10/01/2027 |
37,565,000 | 46,327,585 | ||||||
| 5.00%, 10/01/2030 |
2,530,000 | 3,269,174 | ||||||
| 5.00%, 10/01/2031 |
4,305,000 | 5,663,756 | ||||||
| 5.00%, 10/01/2032 |
6,330,000 | 8,291,918 | ||||||
| 5.00%, 10/01/2033 |
6,230,000 | 8,130,529 | ||||||
| 5.00%, 10/01/2034 |
1,520,000 | 1,973,109 | ||||||
| 5.00%, 10/01/2035 |
1,350,000 | 1,746,221 | ||||||
| 5.00%, 10/01/2036 |
1,075,000 | 1,386,199 | ||||||
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue |
||||||||
| 0.00%, 10/01/2035 |
6,025,000 | 4,405,229 | ||||||
| 0.00%, 10/01/2037 |
1,000,000 | 685,154 | ||||||
| 4.00%, 10/01/2038 |
415,000 | 474,659 | ||||||
| 5.00%, 10/01/2033 |
1,250,000 | 1,559,989 | ||||||
| 5.00%, 10/01/2034 |
1,500,000 | 1,866,251 | ||||||
| 5.00%, 10/01/2053 |
4,890,000 | 4,991,730 | ||||||
| 6.50%, 10/01/2041 |
2,000,000 | 2,530,918 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.13%, 07/01/2042(1)(3) |
1,765,000 | 1,765,000 | ||||||
| Washington Convention & Sports Authority |
||||||||
| 5.00%, 10/01/2023 |
1,330,000 | 1,452,544 | ||||||
| 5.00%, 10/01/2024 |
1,030,000 | 1,168,779 | ||||||
| Washington Metropolitan Area Transit Authority |
||||||||
| 4.00%, 07/15/2034 |
2,935,000 | 3,591,824 | ||||||
| 4.00%, 07/15/2035 |
2,190,000 | 2,673,913 | ||||||
| 5.00%, 07/15/2023 |
1,665,000 | 1,807,171 | ||||||
| 5.00%, 07/01/2024 |
2,115,000 | 2,381,972 | ||||||
| 5.00%, 07/15/2024 |
1,100,000 | 1,243,317 | ||||||
| 5.00%, 07/01/2032 |
3,250,000 | 3,954,159 | ||||||
| 5.00%, 07/15/2035 |
3,675,000 | 4,758,964 | ||||||
| 5.00%, 07/15/2037 |
2,300,000 | 3,017,873 | ||||||
| 5.00%, 07/15/2037 |
2,500,000 | 3,210,535 | ||||||
|
|
|
|||||||
| Total District of Columbia |
|
219,527,534 | ||||||
|
|
|
|||||||
| Florida – 5.38% |
||||||||
| Alachua County Health Facilities Authority |
||||||||
| 4.00%, 12/01/2049 |
5,000,000 | 5,723,560 | ||||||
| 5.00%, 12/01/2036 |
1,000,000 | 1,126,869 | ||||||
| 5.00%, 12/01/2044 |
3,350,000 | 3,769,427 | ||||||
| 6.00%, 11/15/2034 |
35,000 | 33,846 | ||||||
| 6.25%, 11/15/2044 |
400,000 | 385,029 | ||||||
| 6.38%, 11/15/2049 |
300,000 | 288,421 | ||||||
| Alachua County School Board |
||||||||
| 5.00%, 07/01/2027 |
1,155,000 | 1,413,136 | ||||||
| 5.00%, 07/01/2030 |
2,140,000 | 2,774,613 | ||||||
| Artisan Lakes East Community Development District |
||||||||
| 2.75%, 05/01/2031 |
250,000 | 246,263 | ||||||
| 2.75%, 05/01/2031(3) |
270,000 | 265,964 | ||||||
| Astonia Community Development District |
||||||||
| 2.50%, 05/01/2026(3) |
250,000 | 248,072 | ||||||
| 3.00%, 05/01/2031(3) |
205,000 | 202,138 | ||||||
| Babcock Ranch Community Independent Special District |
||||||||
| 2.38%, 05/01/2026 |
125,000 | 124,302 | ||||||
| 2.88%, 05/01/2031 |
250,000 | 247,824 | ||||||
| Berry Bay Community Development District |
||||||||
| 2.63%, 05/01/2026 |
250,000 | 251,645 | ||||||
| Brevard County Health Facilities Authority |
||||||||
| 5.00%, 04/01/2039 |
1,335,000 | 1,471,423 | ||||||
| Capital Projects Finance Authority |
||||||||
| 5.00%, 10/01/2024 |
550,000 | 610,549 | ||||||
| 5.00%, 10/01/2025 |
2,630,000 | 2,997,415 | ||||||
| 5.00%, 10/01/2026 |
1,275,000 | 1,486,840 | ||||||
| 5.00%, 10/01/2027 |
1,750,000 | 2,082,048 | ||||||
| 5.00%, 10/01/2034 |
500,000 | 611,348 | ||||||
| 5.00%, 10/01/2035 |
500,000 | 610,001 | ||||||
| Capital Trust Agency, Inc. |
||||||||
| 3.38%, 07/01/2031(3) |
1,440,000 | 1,561,804 | ||||||
| 5.25%, 12/01/2058(3) |
2,150,000 | 2,477,404 | ||||||
| Celebration Community Development District |
||||||||
| 2.25%, 05/01/2026 |
105,000 | 104,050 | ||||||
| 2.75%, 05/01/2031 |
120,000 | 118,009 | ||||||
| Celebration Pointe Community Development District |
||||||||
| 4.00%, 05/01/2022(3) |
90,000 | 91,012 | ||||||
| Central Florida Expressway Authority |
||||||||
| 4.00%, 07/01/2038 |
2,000,000 | 2,411,073 | ||||||
| 4.00%, 07/01/2039 |
1,755,000 | 2,109,716 | ||||||
| 5.00%, 07/01/2026 |
1,375,000 | 1,654,153 | ||||||
| 5.00%, 07/01/2035 |
5,000,000 | 6,305,864 | ||||||
| CFM Community Development District |
||||||||
| 2.88%, 05/01/2031 |
420,000 | 417,653 | ||||||
| Citizens Property Insurance, Inc. |
||||||||
| 5.00%, 06/01/2022 |
2,150,000 | 2,217,826 | ||||||
| City of Jacksonville FL |
||||||||
| 5.00%, 10/01/2021 |
450,000 | 450,000 | ||||||
| 5.00%, 08/15/2028 |
3,045,000 | 3,835,235 | ||||||
| 5.00%, 08/15/2029 |
2,500,000 | 3,214,739 | ||||||
| 5.00%, 08/15/2030 |
1,700,000 | 2,163,017 | ||||||
| 5.00%, 08/15/2031 |
2,250,000 | 2,849,959 | ||||||
| 5.00%, 08/15/2032 |
1,200,000 | 1,515,392 | ||||||
| 5.00%, 08/15/2033 |
1,200,000 | 1,510,810 | ||||||
| 5.00%, 06/01/2053(3) |
1,485,000 | 1,729,182 | ||||||
| City of Miami Gardens FL |
||||||||
| 5.00%, 07/01/2034 |
1,725,000 | 1,944,677 | ||||||
| City of Orlando FL |
||||||||
| 5.00%, 10/01/2031 |
1,120,000 | 1,409,407 | ||||||
| 5.00%, 10/01/2032 |
1,300,000 | 1,568,045 | ||||||
| 5.00%, 10/01/2032 |
1,680,000 | 2,109,914 | ||||||
| 5.00%, 10/01/2035 |
1,200,000 | 1,497,592 | ||||||
| 5.00%, 10/01/2036 |
1,000,000 | 1,245,882 | ||||||
| City of Orlando FL Tourist Development Tax Revenue |
||||||||
| 5.00%, 11/01/2029 |
2,000,000 | 2,472,370 | ||||||
| City Of South Miami Health Facilities Authority, Inc. |
||||||||
| 5.00%, 08/15/2023 |
250,000 | 271,835 | ||||||
| 5.00%, 08/15/2024 |
400,000 | 451,864 | ||||||
| 5.00%, 08/15/2025 |
700,000 | 817,119 | ||||||
| City of Tallahassee FL |
||||||||
| 5.00%, 12/01/2026 |
1,380,000 | 1,618,806 | ||||||
| City of Tampa FL |
||||||||
| 0.00%, 09/01/2036 |
800,000 | 520,248 | ||||||
| 0.00%, 09/01/2037 |
800,000 | 497,308 | ||||||
| 5.00%, 04/01/2040 |
1,115,000 | 1,256,813 | ||||||
| County of Broward FL |
||||||||
| 5.00%, 04/01/2028 |
560,000 | 594,544 | ||||||
| County of Broward FL Airport System Revenue |
||||||||
| 5.00%, 10/01/2022 |
1,185,000 | 1,241,355 | ||||||
| 5.00%, 10/01/2022 |
1,500,000 | 1,571,797 | ||||||
| 5.00%, 10/01/2023 |
3,620,000 | 3,954,299 | ||||||
| 5.00%, 10/01/2025 |
2,125,000 | 2,484,924 | ||||||
| 5.00%, 10/01/2026 |
1,000,000 | 1,203,468 | ||||||
| 5.00%, 10/01/2026 |
3,665,000 | 4,410,711 | ||||||
| 5.00%, 10/01/2027 |
1,650,000 | 2,033,806 | ||||||
| 5.00%, 10/01/2027 |
3,500,000 | 4,314,134 | ||||||
| 5.00%, 10/01/2028 |
1,500,000 | 1,885,304 | ||||||
| 5.00%, 10/01/2029 |
500,000 | 581,896 | ||||||
| 5.00%, 10/01/2029 |
1,150,000 | 1,468,363 | ||||||
| 5.00%, 10/01/2030 |
405,000 | 494,176 | ||||||
| 5.00%, 10/01/2031 |
1,525,000 | 1,932,938 | ||||||
| 5.00%, 10/01/2036 |
1,350,000 | 1,692,081 | ||||||
| 5.00%, 10/01/2036 |
1,500,000 | 1,807,551 | ||||||
| 5.00%, 10/01/2040 |
10,000,000 | 11,544,118 | ||||||
| 5.00%, 10/01/2042 |
110,000 | 115,307 | ||||||
| County of Broward FL Port Facilities Revenue |
||||||||
| 5.00%, 09/01/2030 |
310,000 | 397,710 | ||||||
| 5.00%, 09/01/2030 |
1,780,000 | 2,283,628 | ||||||
| 5.00%, 09/01/2032 |
265,000 | 337,477 | ||||||
| 5.00%, 09/01/2034 |
1,925,000 | 2,434,907 | ||||||
| 5.00%, 09/01/2035 |
2,000,000 | 2,525,502 | ||||||
| County of Clay FL Sales Surtax Revenue |
||||||||
| 5.00%, 10/01/2026 |
1,170,000 | 1,411,240 | ||||||
| 5.00%, 10/01/2030 |
1,680,000 | 2,170,652 | ||||||
| 5.00%, 10/01/2031 |
1,375,000 | 1,771,565 | ||||||
| 5.00%, 10/01/2035 |
1,805,000 | 2,296,166 | ||||||
| County of Hillsborough FL Community Investment Tax Revenue |
||||||||
| 5.00%, 11/01/2025 |
1,800,000 | 2,106,264 | ||||||
| County of Lee FL Solid Waste System Revenue |
||||||||
| 5.00%, 10/01/2025 |
3,045,000 | 3,551,581 | ||||||
| County of Miami-Dade FL |
||||||||
| 5.00%, 07/01/2023 |
1,000,000 | 1,083,377 | ||||||
| 5.00%, 07/01/2023 |
7,135,000 | 7,729,894 | ||||||
| 5.00%, 10/01/2024 |
1,785,000 | 2,026,077 | ||||||
| County of Miami-Dade FL Aviation Revenue |
||||||||
| 4.00%, 10/01/2034 |
3,200,000 | 3,806,234 | ||||||
| 4.00%, 10/01/2039 |
300,000 | 351,693 | ||||||
| 4.00%, 10/01/2040 |
1,450,000 | 1,696,041 | ||||||
| 4.00%, 10/01/2041 |
1,500,000 | 1,749,693 | ||||||
| 5.00%, 10/01/2021 |
690,000 | 690,000 | ||||||
| 5.00%, 10/01/2024 |
2,510,000 | 2,849,798 | ||||||
| 5.00%, 10/01/2029 |
625,000 | 704,626 | ||||||
| 5.00%, 10/01/2030 |
250,000 | 325,974 | ||||||
| 5.00%, 10/01/2031 |
3,000,000 | 3,141,664 | ||||||
| 5.00%, 10/01/2031 |
7,500,000 | 8,445,982 | ||||||
| 5.00%, 10/01/2033 |
7,000,000 | 7,869,604 | ||||||
| 5.00%, 10/01/2034 |
5,520,000 | 6,205,745 | ||||||
| 5.00%, 10/01/2035 |
1,000,000 | 1,124,229 | ||||||
| 5.00%, 10/01/2037 |
2,990,000 | 3,375,682 | ||||||
| County of Miami-Dade FL Transit System |
||||||||
| 4.00%, 07/01/2036 |
1,755,000 | 1,980,090 | ||||||
| County of Miami-Dade FL Water & Sewer System Revenue |
||||||||
| 4.00%, 10/01/2035 |
1,540,000 | 1,859,677 | ||||||
| 4.00%, 10/01/2038 |
1,250,000 | 1,493,613 | ||||||
| 4.00%, 10/01/2040 |
8,880,000 | 10,583,257 | ||||||
| 4.00%, 10/01/2048 |
3,670,000 | 4,298,065 | ||||||
| 5.00%, 10/01/2031 |
4,000,000 | 4,684,402 | ||||||
| 5.00%, 10/01/2032 |
1,275,000 | 1,490,954 | ||||||
| County of Miami-Dade Seaport Department |
||||||||
| 4.00%, 10/01/2038 |
1,000,000 | 1,187,160 | ||||||
| 4.00%, 10/01/2039 |
7,000,000 | 8,279,143 | ||||||
| 4.00%, 10/01/2040 |
6,000,000 | 7,019,795 | ||||||
| 6.00%, 10/01/2038 |
7,000,000 | 7,800,643 | ||||||
| 6.25%, 10/01/2038 |
2,000,000 | 2,234,420 | ||||||
| County of Palm Beach FL |
||||||||
| 5.00%, 05/01/2029 |
1,915,000 | 2,287,774 | ||||||
| County of Pasco FL |
||||||||
| 5.00%, 10/01/2050 |
4,785,000 | 6,097,400 | ||||||
| Crossings At Fleming Island Community Development District |
||||||||
| 4.50%, 05/01/2030 |
180,000 | 186,285 |
| East Nassau Stewardship District |
||||||||
| 2.40%, 05/01/2026 |
195,000 | 195,195 | ||||||
| 3.00%, 05/01/2031 |
245,000 | 245,161 | ||||||
| Entrada Community Development District |
||||||||
| 2.13%, 05/01/2026(3) |
270,000 | 268,422 | ||||||
| Epperson North Community Development District |
||||||||
| 2.50%, 05/01/2026 |
140,000 | 140,494 | ||||||
| 3.00%, 05/01/2031 |
215,000 | 216,606 | ||||||
| Escambia County Health Facilities Authority |
||||||||
| 4.00%, 08/15/2045 |
1,305,000 | 1,472,828 | ||||||
| Esplanade Lake Club Community Development District |
||||||||
| 3.25%, 11/01/2025 |
145,000 | 148,604 | ||||||
| 3.25%, 11/01/2025 |
250,000 | 256,221 | ||||||
| Florida Development Finance Corp. |
||||||||
| 1.75%, 06/01/2026(3) |
1,050,000 | 1,046,256 | ||||||
| 2.38%, 06/01/2027(3) |
440,000 | 435,960 | ||||||
| 3.00%, 07/01/2031(3) |
375,000 | 381,021 | ||||||
| 3.00%, 06/01/2032 |
2,085,000 | 2,183,476 | ||||||
| 4.00%, 06/01/2024 |
105,000 | 111,701 | ||||||
| 4.00%, 06/01/2026 |
110,000 | 120,352 | ||||||
| 4.00%, 11/15/2034 |
3,300,000 | 4,040,224 | ||||||
| 4.00%, 11/15/2035 |
2,850,000 | 3,481,795 | ||||||
| 4.00%, 07/01/2051(3) |
1,000,000 | 1,040,062 | ||||||
| 5.00%, 04/01/2028 |
315,000 | 387,489 | ||||||
| 5.00%, 04/01/2029 |
250,000 | 313,596 | ||||||
| 5.00%, 05/01/2029(3) |
2,625,000 | 2,808,142 | ||||||
| 5.00%, 02/15/2031 |
710,000 | 781,962 | ||||||
| 5.00%, 06/01/2031 |
140,000 | 163,953 | ||||||
| 5.00%, 06/01/2035 |
125,000 | 145,128 | ||||||
| 5.00%, 02/15/2038 |
600,000 | 657,214 | ||||||
| 5.00%, 02/15/2048 |
1,600,000 | 1,743,926 | ||||||
| Florida Higher Educational Facilities Financial Authority |
||||||||
| 5.00%, 10/01/2029 |
1,000,000 | 1,254,109 | ||||||
| 5.00%, 10/01/2033 |
1,000,000 | 1,223,034 | ||||||
| 5.00%, 06/01/2048(3) |
2,310,000 | 2,697,598 | ||||||
| Florida Housing Finance Corp. |
||||||||
| 3.50%, 07/01/2051 |
2,745,000 | 3,016,293 | ||||||
| Florida Municipal Power Agency |
||||||||
| 3.00%, 10/01/2032 |
750,000 | 820,413 | ||||||
| 3.00%, 10/01/2033 |
700,000 | 762,548 | ||||||
| 5.00%, 10/01/2025 |
3,475,000 | 4,074,077 | ||||||
| Greater Orlando Aviation Authority |
||||||||
| 5.00%, 10/01/2021 |
535,000 | 535,000 | ||||||
| 5.00%, 10/01/2022 |
1,000,000 | 1,046,737 | ||||||
| 5.00%, 10/01/2024 |
8,935,000 | 10,124,581 | ||||||
| 5.00%, 10/01/2026 |
500,000 | 601,734 | ||||||
| 5.00%, 10/01/2030 |
1,000,000 | 1,220,188 | ||||||
| 5.00%, 10/01/2031 |
2,000,000 | 2,317,328 | ||||||
| 5.00%, 10/01/2033 |
2,020,000 | 2,336,202 | ||||||
| 5.00%, 10/01/2033 |
6,705,000 | 8,470,793 | ||||||
| Halifax Hospital Medical Center |
||||||||
| 5.00%, 06/01/2036 |
3,000,000 | 3,490,685 | ||||||
| Harbor Bay Community Development District |
||||||||
| 3.10%, 05/01/2024 |
90,000 | 91,776 | ||||||
| 3.10%, 05/01/2024 |
300,000 | 305,900 | ||||||
| 3.10%, 05/01/2024 |
355,000 | 361,994 | ||||||
| Hernando County School District |
||||||||
| 5.00%, 07/01/2024 |
805,000 | 902,379 | ||||||
| Hillsborough County Aviation Authority |
||||||||
| 5.00%, 10/01/2032 |
375,000 | 472,684 | ||||||
| 5.00%, 10/01/2033 |
465,000 | 585,222 | ||||||
| 5.00%, 10/01/2034 |
2,150,000 | 2,698,440 | ||||||
| 5.00%, 10/01/2035 |
2,275,000 | 2,851,283 | ||||||
| 5.00%, 10/01/2036 |
2,650,000 | 3,313,637 | ||||||
| 5.00%, 10/01/2040 |
12,500,000 | 14,092,511 | ||||||
| Hillsborough County Port District |
||||||||
| 5.00%, 06/01/2038 |
900,000 | 1,073,001 | ||||||
| Hillsborough County School Board |
||||||||
| 5.00%, 07/01/2029 |
1,795,000 | 2,295,045 | ||||||
| JEA Electric System Revenue |
||||||||
| 5.00%, 10/01/2026 |
1,120,000 | 1,350,931 | ||||||
| 5.00%, 10/01/2031 |
1,360,000 | 1,745,201 | ||||||
| 5.00%, 10/01/2033 |
2,130,000 | 2,716,078 | ||||||
| 5.00%, 10/01/2034 |
1,215,000 | 1,544,303 | ||||||
| Lakes of Sarasota Community Development District |
||||||||
| 3.63%, 05/01/2031 |
130,000 | 131,600 | ||||||
| 3.88%, 05/01/2031 |
1,700,000 | 1,707,399 | ||||||
| 3.90%, 05/01/2041 |
285,000 | 290,015 | ||||||
| 4.10%, 05/01/2051 |
265,000 | 269,619 | ||||||
| 4.13%, 05/01/2031 |
2,000,000 | 2,022,851 | ||||||
| 4.13%, 05/01/2041 |
200,000 | 202,763 | ||||||
| 4.30%, 05/01/2051 |
325,000 | 329,324 | ||||||
| Lakewood Ranch Stewardship District |
||||||||
| 2.50%, 05/01/2025(3) |
510,000 | 515,841 | ||||||
| 2.63%, 05/01/2031 |
300,000 | 294,871 | ||||||
| 3.13%, 05/01/2025 |
260,000 | 269,377 | ||||||
| 3.13%, 05/01/2030(3) |
310,000 | 320,104 | ||||||
| 3.40%, 05/01/2030 |
370,000 | 388,548 | ||||||
| 4.00%, 05/01/2022 |
155,000 | 156,913 | ||||||
| 4.00%, 05/01/2040 |
600,000 | 642,668 | ||||||
| 4.00%, 05/01/2050 |
1,000,000 | 1,047,318 |
| 4.35%, 05/01/2024 |
975,000 | 1,008,029 | ||||||
| 4.55%, 05/01/2024(3) |
595,000 | 615,533 | ||||||
| Lee County Industrial Development Authority |
||||||||
| 5.00%, 11/15/2039 |
1,850,000 | 2,178,573 | ||||||
| 5.63%, 12/01/2037(3) |
250,000 | 261,273 | ||||||
| 5.75%, 12/01/2052(3) |
750,000 | 774,247 | ||||||
| Lee County School Board |
||||||||
| 5.00%, 08/01/2028 |
3,275,000 | 4,133,786 | ||||||
| Lee Memorial Health System |
||||||||
| 5.00%, 04/01/2033(1) |
2,850,000 | 3,314,364 | ||||||
| 5.00%, 04/01/2035 |
6,575,000 | 8,174,204 | ||||||
| 5.00%, 04/01/2037 |
2,060,000 | 2,546,332 | ||||||
| Live Oak Lake Community Development District |
||||||||
| 3.80%, 05/01/2030 |
1,745,000 | 1,839,281 | ||||||
| LT Ranch Community Development District |
||||||||
| 3.00%, 05/01/2025 |
625,000 | 636,043 | ||||||
| Manatee County School District |
||||||||
| 5.00%, 10/01/2025 |
520,000 | 608,972 | ||||||
| Marion County School Board |
||||||||
| 5.00%, 06/01/2026 |
1,455,000 | 1,682,263 | ||||||
| Martin County Health Facilities Authority |
||||||||
| 5.00%, 11/15/2023 |
800,000 | 879,706 | ||||||
| Miami Beach Health Facilities Authority |
||||||||
| 4.00%, 11/15/2040 |
500,000 | 582,935 | ||||||
| 4.00%, 11/15/2041 |
500,000 | 580,182 | ||||||
| 4.00%, 11/15/2046 |
4,950,000 | 5,663,300 | ||||||
| Miami-Dade County Educational Facilities Authority |
||||||||
| 5.00%, 04/01/2040 |
2,855,000 | 3,226,480 | ||||||
| 5.00%, 04/01/2045 |
1,010,000 | 1,135,297 | ||||||
| Miami-Dade County Expressway Authority |
||||||||
| 5.00%, 07/01/2030 |
1,225,000 | 1,453,512 | ||||||
| Miami-Dade County Health Facilities Authority |
||||||||
| 5.00%, 08/01/2025 |
110,000 | 128,067 | ||||||
| 5.00%, 08/01/2026 |
155,000 | 185,856 | ||||||
| 5.00%, 08/01/2027 |
345,000 | 424,472 | ||||||
| 5.00%, 08/01/2028 |
400,000 | 491,495 | ||||||
| 5.00%, 08/01/2029 |
480,000 | 586,324 | ||||||
| 5.00%, 08/01/2030 |
680,000 | 826,020 | ||||||
| 5.00%, 08/01/2032 |
750,000 | 905,671 | ||||||
| Mirada II Community Development District |
||||||||
| 2.50%, 05/01/2026 |
500,000 | 502,017 | ||||||
| Mizuho Floater/Residual Trust |
||||||||
| 0.30%, 05/01/2034(1)(3) |
990,000 | 990,000 | ||||||
| Monroe County School District |
||||||||
| 5.00%, 06/01/2033 |
540,000 | 653,671 | ||||||
| 5.00%, 06/01/2035 |
500,000 | 603,549 | ||||||
| North AR-1 Pasco Community Development District |
||||||||
| 2.63%, 05/01/2026 |
350,000 | 350,083 | ||||||
| Orange County Convention Center |
||||||||
| 5.00%, 10/01/2023 |
1,510,000 | 1,647,546 | ||||||
| Orange County Health Facilities Authority |
||||||||
| 5.00%, 10/01/2039 |
750,000 | 891,678 | ||||||
| Orange County School Board |
||||||||
| 5.00%, 08/01/2029 |
1,000,000 | 1,171,102 | ||||||
| Orlando Utilities Commission |
||||||||
| 1.25%, 10/01/2046(1) |
1,190,000 | 1,190,918 | ||||||
| Palm Beach County Health Facilities Authority |
||||||||
| 5.00%, 12/01/2023 |
105,000 | 115,657 | ||||||
| 5.00%, 05/15/2024 |
615,000 | 679,484 | ||||||
| 5.00%, 12/01/2024 |
105,000 | 120,286 | ||||||
| 5.00%, 06/01/2055 |
2,500,000 | 2,695,468 | ||||||
| 7.50%, 06/01/2049 |
100,000 | 105,323 | ||||||
| 7.50%, 06/01/2049 |
1,875,000 | 1,975,055 | ||||||
| Palm Beach County School District |
||||||||
| 5.00%, 08/01/2023 |
500,000 | 542,874 | ||||||
| 5.00%, 08/01/2024 |
220,000 | 248,629 | ||||||
| 5.00%, 08/01/2026 |
1,065,000 | 1,282,054 | ||||||
| 5.00%, 08/01/2026 |
3,750,000 | 4,514,275 | ||||||
| 5.00%, 08/01/2030 |
4,520,000 | 5,258,664 | ||||||
| 5.00%, 08/01/2032 |
3,000,000 | 3,484,086 | ||||||
| 5.00%, 08/01/2038 |
1,280,000 | 1,657,829 | ||||||
| 5.00%, 08/01/2039 |
2,560,000 | 3,301,109 | ||||||
| Pasco County School Board |
||||||||
| 5.00%, 08/01/2030 |
450,000 | 591,243 | ||||||
| 5.00%, 08/01/2033 |
1,000,000 | 1,294,551 | ||||||
| Portico Community Development District |
||||||||
| 2.80%, 05/01/2025 |
810,000 | 820,934 | ||||||
| Reunion East Community Development District |
||||||||
| 2.40%, 05/01/2026 |
180,000 | 178,608 | ||||||
| 2.85%, 05/01/2031 |
200,000 | 197,188 | ||||||
| River Hall Community Development District |
||||||||
| 3.00%, 05/01/2031 |
250,000 | 253,330 | ||||||
| Rivers Edge II Community Development District |
||||||||
| 2.40%, 05/01/2026 |
350,000 | 350,349 | ||||||
| 3.00%, 05/01/2031 |
300,000 | 301,421 | ||||||
| Sarasota County Health Facilities Authority |
||||||||
| 5.00%, 01/01/2042 |
750,000 | 808,434 | ||||||
| 5.00%, 01/01/2047 |
875,000 | 940,970 | ||||||
| Sawyers Landing Community Development District |
||||||||
| 3.25%, 05/01/2026 |
300,000 | 305,403 | ||||||
| 4.25%, 05/01/2053 |
1,945,000 | 2,019,406 |
| School Board of Miami-Dade County |
||||||||
| 5.00%, 05/01/2025 |
3,000,000 | 3,467,565 | ||||||
| 5.00%, 05/01/2026 |
1,000,000 | 1,153,548 | ||||||
| 5.00%, 05/01/2028 |
2,785,000 | 3,206,223 | ||||||
| 5.00%, 02/01/2030 |
500,000 | 584,507 | ||||||
| 5.00%, 05/01/2031(1) |
5,000,000 | 5,574,406 | ||||||
| 5.00%, 05/01/2031 |
5,000,000 | 5,742,847 | ||||||
| School District of Broward County |
||||||||
| 5.00%, 07/01/2022 |
1,000,000 | 1,035,964 | ||||||
| 5.00%, 07/01/2028 |
1,500,000 | 1,851,570 | ||||||
| 5.00%, 07/01/2029 |
2,545,000 | 3,123,095 | ||||||
| 5.00%, 07/01/2030 |
3,955,000 | 5,146,759 | ||||||
| 5.00%, 07/01/2030 |
5,500,000 | 6,362,342 | ||||||
| 5.00%, 07/01/2031 |
1,000,000 | 1,294,398 | ||||||
| 5.00%, 07/01/2033 |
5,000,000 | 6,414,163 | ||||||
| Seminole County Industrial Development Authority |
||||||||
| 3.75%, 11/15/2025 |
2,690,000 | 2,708,170 | ||||||
| 4.00%, 06/15/2041(3) |
425,000 | 473,768 | ||||||
| 4.00%, 06/15/2051(3) |
830,000 | 913,303 | ||||||
| 4.00%, 06/15/2056(3) |
705,000 | 769,497 | ||||||
| Southern Groves Community Development District No 5 |
||||||||
| 2.40%, 05/01/2026 |
215,000 | 213,804 | ||||||
| 2.80%, 05/01/2031 |
300,000 | 295,534 | ||||||
| St Johns County Industrial Development Authority |
||||||||
| 4.00%, 12/15/2025 |
170,000 | 186,133 | ||||||
| 4.00%, 12/15/2026 |
185,000 | 205,006 | ||||||
| 4.00%, 12/15/2027 |
215,000 | 240,739 | ||||||
| St Johns County School Board |
||||||||
| 5.00%, 07/01/2029 |
1,250,000 | 1,596,099 | ||||||
| 5.00%, 07/01/2030 |
1,500,000 | 1,915,582 | ||||||
| 5.00%, 07/01/2031 |
1,000,000 | 1,270,919 | ||||||
| State of Florida |
||||||||
| 5.00%, 06/01/2023 |
2,425,000 | 2,618,116 | ||||||
| 5.00%, 06/01/2024 |
2,415,000 | 2,716,604 | ||||||
| 5.00%, 07/01/2024 |
2,460,000 | 2,775,573 | ||||||
| State of Florida Lottery Revenue |
||||||||
| 5.00%, 07/01/2024 |
1,400,000 | 1,580,006 | ||||||
| 5.00%, 07/01/2024 |
4,000,000 | 4,514,302 | ||||||
| Stillwater Community Development District |
||||||||
| 2.38%, 06/15/2026(3) |
300,000 | 300,669 | ||||||
| Sunshine Skyway Bridge |
||||||||
| 4.00%, 07/01/2037 |
2,355,000 | 2,750,308 | ||||||
| Tampa Bay Water |
||||||||
| 5.50%, 10/01/2022 |
1,000,000 | 1,053,023 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 10/01/2051(1)(3) |
3,200,000 | 3,200,000 | ||||||
| 0.15%, 01/01/2028(1)(3) |
6,300,000 | 6,300,000 | ||||||
| Tolomato Community Development District |
||||||||
| 2.00%, 05/01/2022 |
600,000 | 605,059 | ||||||
| 2.00%, 05/01/2023 |
1,250,000 | 1,277,109 | ||||||
| 2.00%, 05/01/2024 |
1,295,000 | 1,337,420 | ||||||
| 2.10%, 05/01/2025 |
1,345,000 | 1,401,754 | ||||||
| 3.50%, 05/01/2024 |
365,000 | 376,182 | ||||||
| Town of Davie FL |
||||||||
| 5.00%, 04/01/2048 |
1,440,000 | 1,699,805 | ||||||
| Tradition Community Development District No 9 |
||||||||
| 2.30%, 05/01/2026 |
195,000 | 193,406 | ||||||
| 2.70%, 05/01/2031 |
270,000 | 265,288 | ||||||
| V-Dana Community Development District |
||||||||
| 2.60%, 05/01/2026 |
125,000 | 125,632 | ||||||
| 3.13%, 05/01/2031 |
125,000 | 126,142 | ||||||
| Verano No 3 Community Development District |
||||||||
| 2.38%, 05/01/2026 |
100,000 | 100,480 | ||||||
| 3.00%, 05/01/2031 |
120,000 | 121,554 | ||||||
| Village Community Development District No 13 |
||||||||
| 3.00%, 05/01/2029 |
990,000 | 1,048,704 | ||||||
| 3.38%, 05/01/2034 |
995,000 | 1,069,129 | ||||||
| Volusia County Educational Facility Authority |
||||||||
| 4.00%, 10/15/2037 |
740,000 | 851,160 | ||||||
| 5.00%, 10/15/2044 |
390,000 | 474,573 | ||||||
| 5.00%, 10/15/2049 |
730,000 | 883,092 | ||||||
| Volusia County School Board |
||||||||
| 5.00%, 08/01/2024 |
2,100,000 | 2,372,003 | ||||||
| West Villages Improvement District |
||||||||
| 4.00%, 05/01/2024 |
305,000 | 314,231 | ||||||
| Westside Community Development District |
||||||||
| 3.50%, 05/01/2024(3) |
465,000 | 474,356 | ||||||
| Westside Haines City Community Development District |
||||||||
| 2.50%, 05/01/2026 |
125,000 | 124,036 | ||||||
| 3.00%, 05/01/2031 |
215,000 | 211,999 | ||||||
|
|
|
|||||||
| Total Florida |
|
558,325,737 | ||||||
|
|
|
|||||||
| Georgia – 3.41% |
||||||||
| Atlanta Development Authority |
||||||||
| 6.75%, 01/01/2035 |
2,200,000 | 1,657,291 | ||||||
| 7.00%, 01/01/2040 |
1,585,000 | 1,190,167 | ||||||
| Augusta GA Airport Revenue |
||||||||
| 5.00%, 01/01/2027 |
370,000 | 410,499 | ||||||
| Bartow County Development Authority |
||||||||
| 1.55%, 08/01/2043(1) |
3,000,000 | 3,032,690 | ||||||
| Brookhaven Development Authority |
||||||||
| 5.00%, 07/01/2025 |
1,400,000 | 1,634,198 | ||||||
| 5.00%, 07/01/2031 |
650,000 | 836,033 | ||||||
| 5.00%, 07/01/2032 |
1,000,000 | 1,282,167 | ||||||
| 5.00%, 07/01/2033 |
1,135,000 | 1,450,938 | ||||||
| 5.00%, 07/01/2037 |
1,800,000 | 2,274,055 | ||||||
| City of Atlanta GA Department of Aviation |
||||||||
| 4.00%, 07/01/2038 |
255,000 | 301,114 | ||||||
| 5.00%, 07/01/2024 |
615,000 | 690,319 | ||||||
| 5.00%, 07/01/2024 |
1,530,000 | 1,717,758 | ||||||
| 5.00%, 07/01/2026 |
580,000 | 693,122 | ||||||
| 5.00%, 07/01/2026 |
1,210,000 | 1,455,655 | ||||||
| 5.00%, 07/01/2027 |
2,635,000 | 3,257,087 | ||||||
| 5.00%, 07/01/2032 |
250,000 | 326,716 | ||||||
| 5.00%, 07/01/2033 |
350,000 | 455,760 | ||||||
| 5.00%, 07/01/2034 |
250,000 | 324,360 | ||||||
| 5.00%, 07/01/2035 |
350,000 | 453,058 | ||||||
| 5.00%, 07/01/2036 |
350,000 | 451,469 | ||||||
| 5.00%, 07/01/2037 |
385,000 | 495,023 | ||||||
| City of Atlanta GA Water & Wastewater Revenue |
||||||||
| 5.00%, 11/01/2040 |
14,595,000 | 16,753,922 | ||||||
| Cobb County Kennestone Hospital Authority |
||||||||
| 4.00%, 04/01/2033 |
500,000 | 594,958 | ||||||
| 5.00%, 04/01/2047 |
1,150,000 | 1,361,370 | ||||||
| Columbus Medical Center Hospital Authority |
||||||||
| 5.00%, 07/01/2054(1) |
2,700,000 | 3,392,083 | ||||||
| 5.00%, 07/01/2054(1) |
3,330,000 | 3,908,208 | ||||||
| DeKalb Private Hospital Authority |
||||||||
| 5.00%, 07/01/2027 |
1,235,000 | 1,527,349 | ||||||
| Development Authority for Fulton County |
||||||||
| 5.00%, 04/01/2023 |
300,000 | 320,828 | ||||||
| 5.00%, 06/15/2044 |
580,000 | 716,750 | ||||||
| 5.00%, 04/01/2047 |
1,750,000 | 2,071,650 | ||||||
| Development Authority of Burke County |
||||||||
| 0.11%, 07/01/2049(1) |
40,090,000 | 40,090,000 | ||||||
| 0.11%, 11/01/2052(1) |
27,545,000 | 27,545,000 | ||||||
| 1.50%, 01/01/2040(1) |
4,000,000 | 4,107,611 | ||||||
| 1.70%, 12/01/2049(1) |
2,400,000 | 2,477,405 | ||||||
| 2.25%, 10/01/2032(1) |
2,800,000 | 2,883,398 | ||||||
| 2.93%, 11/01/2053(1) |
2,940,000 | 3,113,917 | ||||||
| 3.25%, 11/01/2045(1) |
3,000,000 | 3,254,327 | ||||||
| Development Authority Of The City Of Marietta |
||||||||
| 5.00%, 11/01/2037(3) |
625,000 | 695,770 | ||||||
| 5.00%, 11/01/2047(3) |
500,000 | 547,874 | ||||||
| Fayette County Hospital Authority |
||||||||
| 5.00%, 07/01/2054(1) |
1,300,000 | 1,431,002 | ||||||
| Fulton County Residential Care Facilities for the Elderly Authority |
||||||||
| 4.00%, 04/01/2051(3) |
1,500,000 | 1,569,949 | ||||||
| 5.00%, 04/01/2047(3) |
700,000 | 775,849 | ||||||
| 5.00%, 04/01/2054(3) |
550,000 | 607,872 | ||||||
| Gainesville & Hall County Hospital Authority |
||||||||
| 5.50%, 02/15/2042 |
650,000 | 779,858 | ||||||
| George L Smith II Congress Center Authority |
||||||||
| 2.38%, 01/01/2031 |
1,250,000 | 1,314,430 | ||||||
| 4.00%, 01/01/2036 |
1,500,000 | 1,738,453 | ||||||
| 4.00%, 01/01/2054 |
2,115,000 | 2,395,281 | ||||||
| 5.00%, 01/01/2054(3) |
5,500,000 | 6,443,469 | ||||||
| Georgia State Road & Tollway Authority |
||||||||
| 5.00%, 06/01/2022 |
1,500,000 | 1,547,828 | ||||||
| 5.00%, 06/01/2022 |
3,500,000 | 3,611,125 | ||||||
| 5.00%, 06/01/2023 |
1,000,000 | 1,079,113 | ||||||
| 5.00%, 06/01/2023 |
3,250,000 | 3,507,117 | ||||||
| 5.00%, 06/01/2031 |
2,000,000 | 2,609,146 | ||||||
| 5.00%, 06/01/2032 |
2,000,000 | 2,597,945 | ||||||
| Griffin-Spalding County Hospital Authority |
||||||||
| 3.00%, 04/01/2027 |
635,000 | 707,340 | ||||||
| LaGrange-Troup County Hospital Authority |
||||||||
| 5.00%, 04/01/2024 |
500,000 | 556,879 | ||||||
| Macon-Bibb County Urban Development Authority |
||||||||
| 5.75%, 06/15/2037(3) |
1,000,000 | 1,154,306 | ||||||
| Main Street Natural Gas, Inc. |
||||||||
| 0.81% (1 Month LIBOR USD + 0.75%), 04/01/2048(2) |
6,400,000 | 6,441,516 | ||||||
| 0.89% (1 Month LIBOR USD + 0.83%), 08/01/2048(2) |
1,700,000 | 1,715,872 | ||||||
| 4.00%, 03/01/2023 |
545,000 | 573,345 | ||||||
| 4.00%, 04/01/2048(1) |
3,000,000 | 3,188,544 | ||||||
| 4.00%, 08/01/2048(1) |
7,975,000 | 8,537,960 | ||||||
| 4.00%, 08/01/2049(1) |
52,070,000 | 57,380,625 | ||||||
| 4.00%, 03/01/2050(1) |
20,000,000 | 22,825,326 | ||||||
| 4.00%, 05/01/2052(1) |
7,335,000 | 8,660,911 | ||||||
| 5.00%, 05/15/2027 |
3,000,000 | 3,651,929 | ||||||
| 5.00%, 05/15/2028 |
2,500,000 | 3,111,638 | ||||||
| 5.00%, 05/15/2043 |
4,520,000 | 5,414,503 | ||||||
| Municipal Electric Authority of Georgia |
||||||||
| 3.00%, 11/01/2021 |
730,000 | 731,492 | ||||||
| 3.00%, 11/01/2022 |
600,000 | 617,300 | ||||||
| 4.00%, 11/01/2023 |
805,000 | 865,682 | ||||||
| 4.00%, 01/01/2034 |
1,800,000 | 2,135,167 | ||||||
| 4.00%, 01/01/2035 |
1,500,000 | 1,773,744 | ||||||
| 4.00%, 01/01/2046 |
400,000 | 455,361 | ||||||
| 4.00%, 01/01/2046 |
590,000 | 671,657 |
| 4.00%, 01/01/2051 |
220,000 | 246,474 | ||||||
| 5.00%, 01/01/2024 |
830,000 | 914,819 | ||||||
| 5.00%, 01/01/2025 |
350,000 | 399,999 | ||||||
| 5.00%, 01/01/2025 |
900,000 | 1,028,568 | ||||||
| 5.00%, 01/01/2025 |
950,000 | 1,085,711 | ||||||
| 5.00%, 01/01/2026 |
300,000 | 353,878 | ||||||
| 5.00%, 01/01/2026 |
320,000 | 377,470 | ||||||
| 5.00%, 01/01/2026 |
1,000,000 | 1,179,594 | ||||||
| 5.00%, 01/01/2027 |
300,000 | 363,079 | ||||||
| 5.00%, 01/01/2027 |
1,500,000 | 1,815,393 | ||||||
| 5.00%, 11/01/2027 |
200,000 | 247,545 | ||||||
| 5.00%, 01/01/2028 |
25,000 | 30,947 | ||||||
| 5.00%, 01/01/2028 |
750,000 | 928,401 | ||||||
| 5.00%, 11/01/2028 |
275,000 | 348,166 | ||||||
| 5.00%, 11/01/2029 |
300,000 | 387,617 | ||||||
| 5.00%, 01/01/2030 |
1,000,000 | 1,242,972 | ||||||
| 5.00%, 01/01/2031 |
685,000 | 855,432 | ||||||
| 5.00%, 01/01/2034 |
1,080,000 | 1,391,767 | ||||||
| 5.00%, 01/01/2035 |
465,000 | 573,297 | ||||||
| 5.00%, 01/01/2039 |
605,000 | 737,913 | ||||||
| 5.00%, 01/01/2049 |
3,610,000 | 4,334,293 | ||||||
| 5.00%, 01/01/2056 |
190,000 | 228,580 | ||||||
| 5.00%, 01/01/2056 |
280,000 | 341,319 | ||||||
| 5.00%, 01/01/2056 |
565,000 | 683,975 | ||||||
| 5.00%, 01/01/2062 |
700,000 | 849,755 | ||||||
| 5.00%, 01/01/2062 |
1,155,000 | 1,402,096 | ||||||
| 5.00%, 01/01/2063 |
515,000 | 619,143 | ||||||
| Private Colleges & Universities Authority |
||||||||
| 4.00%, 09/01/2037 |
8,350,000 | 10,016,426 | ||||||
| 4.00%, 09/01/2038 |
4,665,000 | 5,581,954 | ||||||
| 5.00%, 10/01/2023 |
300,000 | 327,390 | ||||||
| 5.00%, 04/01/2027 |
1,900,000 | 2,098,912 | ||||||
| 5.00%, 04/01/2044 |
1,000,000 | 1,078,987 | ||||||
| Savannah Economic Development Authority |
||||||||
| 7.25%, 01/01/2049 |
120,000 | 138,062 | ||||||
| State of Georgia |
||||||||
| 4.00%, 08/01/2034 |
6,455,000 | 7,885,706 | ||||||
| 5.00%, 07/01/2023 |
1,000,000 | 1,083,744 | ||||||
|
|
|
|||||||
| Total Georgia |
|
354,110,817 | ||||||
|
|
|
|||||||
| Guam – 0.14% |
||||||||
| Guam Department of Education |
||||||||
| 3.63%, 02/01/2025 |
750,000 | 787,266 | ||||||
| Guam Government Waterworks Authority |
||||||||
| 5.00%, 07/01/2035 |
1,550,000 | 1,675,798 | ||||||
| Territory of Guam |
||||||||
| 4.00%, 01/01/2042 |
2,040,000 | 2,278,677 | ||||||
| 5.00%, 11/01/2027 |
430,000 | 520,074 | ||||||
| 5.00%, 01/01/2028 |
375,000 | 454,502 | ||||||
| 5.00%, 11/01/2028 |
485,000 | 596,590 | ||||||
| 5.00%, 01/01/2029 |
850,000 | 1,047,165 | ||||||
| 5.00%, 11/01/2029 |
485,000 | 605,486 | ||||||
| 5.00%, 01/01/2030 |
750,000 | 937,248 | ||||||
| 5.00%, 11/01/2030 |
250,000 | 316,041 | ||||||
| 5.00%, 01/01/2031 |
625,000 | 796,381 | ||||||
| 5.00%, 11/15/2031 |
2,260,000 | 2,607,247 | ||||||
| 5.00%, 11/01/2035 |
875,000 | 1,100,642 | ||||||
| 5.00%, 11/01/2040 |
1,000,000 | 1,236,176 | ||||||
|
|
|
|||||||
| Total Guam |
|
14,959,293 | ||||||
|
|
|
|||||||
| Hawaii – 0.84% |
||||||||
| City & County of Honolulu HI |
||||||||
| 5.00%, 09/01/2024 |
1,275,000 | 1,447,888 | ||||||
| 5.00%, 11/01/2024 |
1,895,000 | 2,071,337 | ||||||
| 5.00%, 11/01/2028 |
540,000 | 655,673 | ||||||
| 5.00%, 03/01/2029 |
9,000,000 | 11,578,701 | ||||||
| 5.00%, 10/01/2029 |
2,000,000 | 2,341,338 | ||||||
| 5.00%, 11/01/2029 |
1,800,000 | 2,221,712 | ||||||
| 5.00%, 07/01/2034 |
810,000 | 1,049,436 | ||||||
| 5.00%, 07/01/2035 |
1,345,000 | 1,738,905 | ||||||
| State of Hawaii |
||||||||
| 5.00%, 08/01/2023 |
1,925,000 | 2,093,025 | ||||||
| 5.00%, 01/01/2030 |
2,330,000 | 2,973,343 | ||||||
| 5.00%, 01/01/2032 |
12,800,000 | 16,179,437 | ||||||
| 5.00%, 01/01/2033 |
9,500,000 | 11,975,573 | ||||||
| State of Hawaii Airports System Revenue |
||||||||
| 5.00%, 07/01/2031 |
1,275,000 | 1,577,737 | ||||||
| 5.00%, 07/01/2032 |
1,500,000 | 1,853,183 | ||||||
| State of Hawaii Department of Budget & Finance |
||||||||
| 4.00%, 03/01/2037 |
1,090,000 | 1,199,534 | ||||||
| State of Hawaii Harbor System Revenue |
||||||||
| 4.00%, 07/01/2034 |
2,000,000 | 2,360,420 | ||||||
| 4.00%, 07/01/2035 |
2,320,000 | 2,732,184 | ||||||
| 4.00%, 07/01/2036 |
545,000 | 652,851 | ||||||
| 4.00%, 07/01/2039 |
1,000,000 | 1,188,252 | ||||||
| University of Hawaii |
||||||||
| 5.00%, 10/01/2028 |
4,015,000 | 5,114,352 | ||||||
| 5.00%, 10/01/2028 |
4,445,000 | 5,662,091 | ||||||
| 5.00%, 10/01/2029 |
1,225,000 | 1,593,227 | ||||||
| 5.00%, 10/01/2030 |
5,350,000 | 7,081,939 | ||||||
|
|
|
|||||||
| Total Hawaii |
|
87,342,138 | ||||||
|
|
|
|||||||
| Idaho – 0.13% |
||||||||
| Idaho Health Facilities Authority |
||||||||
| 5.00%, 03/01/2034 |
3,155,000 | 3,475,258 | ||||||
| Idaho Housing & Finance Association |
||||||||
| 4.00%, 07/15/2036 |
500,000 | 599,800 | ||||||
| 4.00%, 07/15/2037 |
645,000 | 771,181 | ||||||
| 4.00%, 07/15/2038 |
2,500,000 | 2,980,962 | ||||||
| 4.00%, 07/15/2039 |
2,750,000 | 3,269,743 | ||||||
| 4.00%, 01/01/2050 |
230,000 | 253,807 | ||||||
| 5.00%, 07/15/2034 |
600,000 | 787,315 | ||||||
| 5.00%, 07/15/2035 |
875,000 | 1,145,591 | ||||||
|
|
|
|||||||
| Total Idaho |
|
13,283,657 | ||||||
|
|
|
|||||||
| Illinois – 8.07% |
||||||||
| Champaign County Community Unit School District No 4 Champaign |
||||||||
| 0.00%, 01/01/2025 |
485,000 | 472,797 | ||||||
| Chicago Board of Education |
||||||||
| 0.00%, 12/01/2025 |
265,000 | 253,037 | ||||||
| 0.00%, 12/01/2025 |
345,000 | 327,390 | ||||||
| 5.00%, 12/01/2021 |
1,000,000 | 1,007,319 | ||||||
| 5.00%, 12/01/2022 |
500,000 | 525,974 | ||||||
| 5.00%, 12/01/2023 |
2,000,000 | 2,187,191 | ||||||
| 5.00%, 12/01/2024 |
130,000 | 147,254 | ||||||
| 5.00%, 12/01/2024 |
2,175,000 | 2,463,666 | ||||||
| 5.00%, 12/01/2025 |
2,500,000 | 2,927,013 | ||||||
| 5.00%, 12/01/2026 |
145,000 | 173,217 | ||||||
| 5.00%, 12/01/2026 |
3,660,000 | 4,372,245 | ||||||
| 5.00%, 12/01/2028 |
310,000 | 384,303 | ||||||
| 5.00%, 12/01/2028 |
1,270,000 | 1,574,402 | ||||||
| 5.00%, 12/01/2029 |
540,000 | 680,759 | ||||||
| 5.00%, 12/01/2030 |
2,000,000 | 2,504,164 | ||||||
| 5.00%, 12/01/2030 |
2,430,000 | 3,042,559 | ||||||
| 5.00%, 12/01/2031 |
2,185,000 | 2,724,813 | ||||||
| 5.00%, 12/01/2031 |
5,000,000 | 6,335,800 | ||||||
| 5.00%, 12/01/2032 |
710,000 | 895,298 | ||||||
| 5.00%, 12/01/2033 |
300,000 | 366,291 | ||||||
| 5.00%, 12/01/2033 |
3,400,000 | 4,272,625 | ||||||
| 5.00%, 12/01/2034 |
250,000 | 306,870 | ||||||
| 5.00%, 12/01/2034 |
5,990,000 | 7,503,776 | ||||||
| 5.00%, 12/01/2035 |
1,380,000 | 1,725,385 | ||||||
| 5.00%, 12/01/2036 |
500,000 | 623,654 | ||||||
| 5.00%, 12/01/2036 |
1,300,000 | 1,621,500 | ||||||
| 5.00%, 12/01/2037 |
1,380,000 | 1,716,076 | ||||||
| 5.00%, 12/01/2038 |
400,000 | 496,181 | ||||||
| 5.00%, 12/01/2040 |
500,000 | 617,253 | ||||||
| 5.00%, 12/01/2041 |
785,000 | 789,917 | ||||||
| 5.00%, 12/01/2042 |
200,000 | 207,698 | ||||||
| 5.00%, 12/01/2046 |
1,455,000 | 1,741,957 | ||||||
| 5.25%, 12/01/2041 |
3,000,000 | 3,019,973 | ||||||
| 6.50%, 12/01/2046 |
100,000 | 122,740 | ||||||
| 6.75%, 12/01/2030(3) |
1,500,000 | 1,978,741 | ||||||
| 7.00%, 12/01/2046(3) |
400,000 | 517,853 | ||||||
| Chicago Midway International Airport |
||||||||
| 5.00%, 01/01/2027 |
1,800,000 | 2,104,331 | ||||||
| 5.00%, 01/01/2030 |
865,000 | 949,306 | ||||||
| 5.00%, 01/01/2032 |
2,000,000 | 2,192,101 | ||||||
| 5.00%, 01/01/2034 |
1,000,000 | 1,093,700 | ||||||
| 5.00%, 01/01/2041 |
835,000 | 971,440 | ||||||
| 5.00%, 01/01/2046 |
300,000 | 348,927 | ||||||
| 5.50%, 01/01/2028 |
5,000,000 | 5,311,043 | ||||||
| Chicago O’Hare International Airport |
||||||||
| 4.00%, 01/01/2035 |
4,060,000 | 4,781,014 | ||||||
| 4.00%, 01/01/2036 |
3,285,000 | 3,850,344 | ||||||
| 5.00%, 01/01/2022 |
520,000 | 526,013 | ||||||
| 5.00%, 01/01/2023 |
1,000,000 | 1,059,121 | ||||||
| 5.00%, 01/01/2024 |
1,865,000 | 2,052,937 | ||||||
| 5.00%, 01/01/2025 |
415,000 | 473,852 | ||||||
| 5.00%, 01/01/2027 |
520,000 | 628,150 | ||||||
| 5.00%, 01/01/2028 |
1,000,000 | 1,196,281 | ||||||
| 5.00%, 01/01/2028 |
1,500,000 | 1,865,004 | ||||||
| 5.00%, 01/01/2030 |
520,000 | 649,993 | ||||||
| 5.00%, 01/01/2030 |
2,000,000 | 2,279,460 | ||||||
| 5.00%, 01/01/2030 |
3,105,000 | 3,529,196 | ||||||
| 5.00%, 01/01/2031 |
660,000 | 782,312 | ||||||
| 5.00%, 01/01/2031 |
700,000 | 795,149 | ||||||
| 5.00%, 01/01/2031 |
835,000 | 1,041,450 | ||||||
| 5.00%, 01/01/2032 |
1,140,000 | 1,415,944 | ||||||
| 5.00%, 01/01/2032 |
1,300,000 | 1,475,808 | ||||||
| 5.00%, 01/01/2032 |
11,555,000 | 13,161,577 | ||||||
| 5.00%, 01/01/2033 |
345,000 | 404,553 | ||||||
| 5.00%, 01/01/2033 |
1,200,000 | 1,486,433 | ||||||
| 5.00%, 01/01/2033 |
2,520,000 | 2,870,374 | ||||||
| 5.00%, 07/01/2033 |
550,000 | 665,499 | ||||||
| 5.00%, 01/01/2034 |
400,000 | 468,583 | ||||||
| 5.00%, 01/01/2035 |
1,285,000 | 1,583,284 | ||||||
| 5.00%, 01/01/2036 |
430,000 | 502,452 | ||||||
| 5.00%, 01/01/2037 |
1,200,000 | 1,469,774 | ||||||
| 5.00%, 01/01/2042 |
500,000 | 586,008 | ||||||
| 5.00%, 01/01/2048 |
1,025,000 | 1,234,348 | ||||||
| 5.00%, 01/01/2053 |
615,000 | 743,733 | ||||||
| Chicago Park District |
||||||||
| 4.00%, 01/01/2022 |
500,000 | 504,346 | ||||||
| 5.00%, 01/01/2029 |
3,000,000 | 3,309,065 | ||||||
| 5.00%, 01/01/2036 |
480,000 | 484,025 | ||||||
| Chicago Transit Authority |
||||||||
| 5.00%, 06/01/2022 |
265,000 | 273,073 | ||||||
| 5.00%, 06/01/2023 |
240,000 | 258,195 | ||||||
| 5.00%, 06/01/2024 |
200,000 | 223,843 | ||||||
| 5.00%, 06/01/2025 |
200,000 | 231,711 | ||||||
| 5.00%, 06/01/2026 |
160,000 | 191,040 | ||||||
| 5.00%, 06/01/2026 |
8,275,000 | 9,880,369 | ||||||
| Chicago Transit Authority Capital Grant Receipts Revenue |
||||||||
| 5.00%, 06/01/2029 |
1,500,000 | 1,919,802 | ||||||
| City of Chicago IL |
||||||||
| 5.00%, 01/01/2022 |
460,000 | 465,376 | ||||||
| 5.00%, 01/01/2023 |
1,000,000 | 1,054,653 | ||||||
| 5.00%, 01/01/2027 |
500,000 | 573,651 | ||||||
| 5.00%, 01/01/2027 |
2,000,000 | 2,389,152 | ||||||
| 5.00%, 01/01/2031 |
1,000,000 | 1,253,875 | ||||||
| 5.00%, 01/01/2035 |
750,000 | 855,809 | ||||||
| 5.00%, 01/01/2035 |
2,650,000 | 2,847,155 | ||||||
| 5.00%, 01/01/2039 |
1,200,000 | 1,441,818 | ||||||
| 5.25%, 01/01/2027 |
2,435,000 | 2,759,856 | ||||||
| 5.50%, 01/01/2035 |
1,000,000 | 1,127,548 | ||||||
| 5.63%, 01/01/2031 |
1,500,000 | 1,819,931 | ||||||
| 5.75%, 01/01/2034 |
2,000,000 | 2,428,938 | ||||||
| City of Chicago IL Motor Fuel Tax Revenue |
||||||||
| 5.00%, 01/01/2025 |
2,000,000 | 2,160,123 | ||||||
| City of Chicago IL Wastewater Transmission Revenue |
||||||||
| 5.00%, 01/01/2023 |
450,000 | 476,314 | ||||||
| 5.00%, 01/01/2024 |
500,000 | 550,977 | ||||||
| 5.00%, 01/01/2028 |
3,000,000 | 3,034,650 | ||||||
| 5.00%, 01/01/2028 |
2,900,000 | 3,186,751 | ||||||
| 5.00%, 01/01/2029 |
1,300,000 | 1,425,478 | ||||||
| 5.00%, 01/01/2030 |
1,000,000 | 1,205,870 | ||||||
| 5.00%, 01/01/2030 |
1,310,000 | 1,495,318 | ||||||
| 5.00%, 01/01/2033 |
2,000,000 | 2,275,307 | ||||||
| 5.00%, 01/01/2039 |
1,000,000 | 1,131,108 | ||||||
| 5.00%, 01/01/2044 |
5,000,000 | 5,466,154 | ||||||
| City of Chicago IL Waterworks Revenue |
||||||||
| 4.00%, 11/01/2023 |
1,025,000 | 1,066,684 | ||||||
| 5.00%, 11/01/2021 |
1,525,000 | 1,530,449 | ||||||
| 5.00%, 11/01/2022 |
1,000,000 | 1,050,725 | ||||||
| 5.00%, 11/01/2023 |
650,000 | 711,571 | ||||||
| 5.00%, 11/01/2024 |
250,000 | 284,265 | ||||||
| 5.00%, 11/01/2024 |
1,000,000 | 1,137,058 | ||||||
| 5.00%, 11/01/2024 |
1,150,000 | 1,307,617 | ||||||
| 5.00%, 11/01/2025 |
1,000,000 | 1,134,108 | ||||||
| 5.00%, 11/01/2026 |
1,000,000 | 1,131,820 | ||||||
| 5.00%, 11/01/2033 |
500,000 | 557,898 | ||||||
| City of Springfield IL |
||||||||
| 5.00%, 12/01/2024 |
340,000 | 384,614 | ||||||
| 5.00%, 12/01/2025 |
395,000 | 459,474 | ||||||
| 5.00%, 12/01/2026 |
160,000 | 182,505 | ||||||
| City of Sterling IL |
||||||||
| 4.00%, 11/01/2031 |
500,000 | 604,389 | ||||||
| 4.00%, 11/01/2032 |
500,000 | 602,373 | ||||||
| City of Waukegan IL |
||||||||
| 4.00%, 12/30/2024 |
540,000 | 595,185 | ||||||
| City of Waukegan IL Water & Sewer System Revenue |
||||||||
| 4.00%, 12/30/2036 |
500,000 | 586,022 | ||||||
| 5.00%, 12/30/2031 |
635,000 | 821,183 | ||||||
| Community Unit School District Number 427 DeKalb & Kane Counties Illinois |
||||||||
| 4.00%, 02/01/2032 |
700,000 | 818,667 | ||||||
| 4.00%, 02/01/2035 |
350,000 | 405,029 | ||||||
| 4.00%, 02/01/2037 |
535,000 | 614,085 | ||||||
| 4.00%, 02/01/2039 |
415,000 | 473,713 | ||||||
| 4.00%, 02/01/2041 |
475,000 | 538,517 | ||||||
| Cook County Community College District No 508 |
||||||||
| 5.25%, 12/01/2028 |
1,150,000 | 1,251,500 | ||||||
| Cook County School District No 87 Berkeley |
||||||||
| 3.00%, 12/01/2034 |
1,000,000 | 1,099,905 | ||||||
| 3.00%, 12/01/2037 |
1,000,000 | 1,088,671 | ||||||
| 3.00%, 12/01/2038 |
1,000,000 | 1,085,797 | ||||||
| Cook Kane Lake & McHenry Counties Community College District No 512 |
||||||||
| 5.00%, 12/01/2024 |
850,000 | 968,693 | ||||||
| County of Cook IL |
||||||||
| 3.00%, 11/15/2021 |
175,000 | 175,571 | ||||||
| 5.00%, 11/15/2022 |
1,200,000 | 1,264,289 | ||||||
| 5.00%, 11/15/2023 |
350,000 | 384,291 | ||||||
| 5.00%, 11/15/2023 |
3,090,000 | 3,396,190 | ||||||
| 5.00%, 11/15/2024 |
375,000 | 427,589 | ||||||
| 5.00%, 11/15/2025 |
375,000 | 441,811 | ||||||
| 5.00%, 11/15/2026 |
750,000 | 909,704 | ||||||
| 5.00%, 11/15/2026 |
1,450,000 | 1,758,760 | ||||||
| 5.00%, 11/15/2029 |
1,000,000 | 1,191,242 | ||||||
| 5.00%, 11/15/2030 |
500,000 | 594,779 | ||||||
| 5.00%, 11/15/2032 |
2,000,000 | 2,609,593 | ||||||
| 5.00%, 11/15/2033 |
2,350,000 | 3,053,350 | ||||||
| 5.00%, 11/15/2034 |
1,200,000 | 1,419,615 | ||||||
| 5.25%, 11/15/2028 |
1,035,000 | 1,040,647 |
| County of Cook IL Sales Tax Revenue |
||||||||
| 5.00%, 11/15/2029 |
1,085,000 | 1,142,000 | ||||||
| 5.00%, 11/15/2033 |
2,795,000 | 3,427,097 | ||||||
| 5.25%, 11/15/2035 |
3,000,000 | 3,725,083 | ||||||
| County of Kendall IL |
||||||||
| 5.00%, 12/15/2024 |
2,190,000 | 2,484,130 | ||||||
| Illinois Finance Authority |
||||||||
| 2.25%, 11/15/2042(1) |
500,000 | 505,833 | ||||||
| 3.00%, 07/01/2035 |
2,250,000 | 2,329,959 | ||||||
| 3.63%, 02/15/2032 |
355,000 | 396,846 | ||||||
| 3.75%, 02/15/2034 |
200,000 | 223,883 | ||||||
| 4.00%, 05/15/2023 |
20,000 | 21,174 | ||||||
| 4.00%, 05/15/2023 |
170,000 | 177,472 | ||||||
| 4.00%, 10/01/2028(3) |
280,000 | 315,590 | ||||||
| 4.00%, 11/01/2028 |
235,000 | 271,678 | ||||||
| 4.00%, 10/01/2029(3) |
405,000 | 459,110 | ||||||
| 4.00%, 10/01/2030(3) |
630,000 | 717,096 | ||||||
| 4.00%, 11/01/2030 |
250,000 | 294,537 | ||||||
| 4.00%, 11/01/2030 |
2,500,000 | 2,810,001 | ||||||
| 4.00%, 09/01/2032 |
40,000 | 41,386 | ||||||
| 4.00%, 10/01/2032(3) |
340,000 | 385,166 | ||||||
| 4.00%, 10/01/2033(3) |
375,000 | 423,046 | ||||||
| 4.00%, 02/15/2036 |
800,000 | 904,970 | ||||||
| 4.00%, 07/15/2037 |
3,090,000 | 3,725,224 | ||||||
| 4.00%, 08/15/2037 |
4,350,000 | 5,207,631 | ||||||
| 4.00%, 07/15/2038 |
4,105,000 | 4,935,437 | ||||||
| 4.00%, 08/15/2038 |
4,100,000 | 4,886,776 | ||||||
| 4.00%, 07/15/2039 |
6,280,000 | 7,528,959 | ||||||
| 4.00%, 02/15/2041 |
5,000 | 5,813 | ||||||
| 4.00%, 02/15/2041 |
130,000 | 151,130 | ||||||
| 4.13%, 08/15/2037 |
1,090,000 | 1,197,366 | ||||||
| 4.75%, 05/15/2033 |
125,000 | 133,843 | ||||||
| 4.75%, 05/15/2033 |
835,000 | 868,831 | ||||||
| 5.00%, 07/01/2022 |
1,000,000 | 1,036,040 | ||||||
| 5.00%, 12/01/2022 |
325,000 | 327,515 | ||||||
| 5.00%, 11/15/2023 |
1,680,000 | 1,843,845 | ||||||
| 5.00%, 12/01/2023 |
1,880,000 | 2,061,896 | ||||||
| 5.00%, 01/01/2024 |
250,000 | 275,607 | ||||||
| 5.00%, 02/15/2024 |
215,000 | 238,806 | ||||||
| 5.00%, 05/15/2024 |
350,000 | 391,555 | ||||||
| 5.00%, 02/15/2025 |
695,000 | 800,529 | ||||||
| 5.00%, 07/01/2025 |
225,000 | 259,646 | ||||||
| 5.00%, 07/15/2025 |
230,000 | 268,814 | ||||||
| 5.00%, 08/01/2025 |
1,605,000 | 1,846,257 | ||||||
| 5.00%, 02/15/2026 |
360,000 | 428,236 | ||||||
| 5.00%, 02/15/2026 |
1,345,000 | 1,598,017 | ||||||
| 5.00%, 07/01/2026 |
240,000 | 283,913 | ||||||
| 5.00%, 08/15/2026 |
1,500,000 | 1,812,481 | ||||||
| 5.00%, 07/01/2027 |
600,000 | 724,409 | ||||||
| 5.00%, 08/15/2027 |
2,000,000 | 2,475,855 | ||||||
| 5.00%, 03/01/2028 |
15,000 | 17,629 | ||||||
| 5.00%, 05/15/2028 |
12,620,000 | 15,798,819 | ||||||
| 5.00%, 07/01/2028 |
750,000 | 923,467 | ||||||
| 5.00%, 09/01/2028 |
500,000 | 620,729 | ||||||
| 5.00%, 01/01/2029 |
1,650,000 | 2,007,680 | ||||||
| 5.00%, 02/15/2029 |
1,445,000 | 1,751,476 | ||||||
| 5.00%, 10/01/2029 |
505,000 | 646,123 | ||||||
| 5.00%, 12/01/2029 |
340,000 | 405,099 | ||||||
| 5.00%, 02/15/2030 |
1,240,000 | 1,500,822 | ||||||
| 5.00%, 07/01/2030 |
275,000 | 325,037 | ||||||
| 5.00%, 07/15/2030 |
710,000 | 877,081 | ||||||
| 5.00%, 09/01/2030 |
430,000 | 539,281 | ||||||
| 5.00%, 10/01/2030 |
565,000 | 717,180 | ||||||
| 5.00%, 11/01/2030 |
1,455,000 | 1,715,544 | ||||||
| 5.00%, 11/15/2030 |
2,000,000 | 2,299,079 | ||||||
| 5.00%, 01/01/2031 |
3,545,000 | 4,213,837 | ||||||
| 5.00%, 02/15/2031 |
300,000 | 362,241 | ||||||
| 5.00%, 05/15/2031 |
5,000,000 | 6,222,038 | ||||||
| 5.00%, 07/01/2031 |
1,420,000 | 1,717,527 | ||||||
| 5.00%, 08/15/2031 |
1,525,000 | 1,995,023 | ||||||
| 5.00%, 08/15/2032 |
730,000 | 968,069 | ||||||
| 5.00%, 05/15/2033 |
795,000 | 839,083 | ||||||
| 5.00%, 08/15/2033 |
250,000 | 301,849 | ||||||
| 5.00%, 10/01/2033 |
500,000 | 635,990 | ||||||
| 5.00%, 10/01/2033 |
700,000 | 877,162 | ||||||
| 5.00%, 01/01/2034 |
605,000 | 714,246 | ||||||
| 5.00%, 02/15/2034 |
1,890,000 | 2,270,802 | ||||||
| 5.00%, 07/01/2034 |
300,000 | 351,399 | ||||||
| 5.00%, 07/01/2034 |
10,000,000 | 13,094,245 | ||||||
| 5.00%, 08/15/2034 |
2,310,000 | 3,040,877 | ||||||
| 5.00%, 08/15/2034 |
2,500,000 | 3,050,345 | ||||||
| 5.00%, 10/01/2034 |
430,000 | 545,099 | ||||||
| 5.00%, 11/15/2034 |
300,000 | 343,590 | ||||||
| 5.00%, 11/15/2034 |
3,000,000 | 3,435,903 | ||||||
| 5.00%, 08/15/2035 |
100,000 | 115,198 | ||||||
| 5.00%, 08/15/2035 |
600,000 | 724,437 | ||||||
| 5.00%, 10/01/2035 |
400,000 | 506,184 | ||||||
| 5.00%, 02/15/2036 |
905,000 | 1,082,685 | ||||||
| 5.00%, 07/01/2036 |
830,000 | 969,285 | ||||||
| 5.00%, 08/15/2036 |
1,000,000 | 1,207,396 | ||||||
| 5.00%, 10/01/2036 |
620,000 | 771,320 |
| 5.00%, 01/01/2037 |
2,785,000 | 3,345,554 | ||||||
| 5.00%, 05/15/2037 |
395,000 | 450,858 | ||||||
| 5.00%, 05/15/2037 |
1,050,000 | 1,214,504 | ||||||
| 5.00%, 08/15/2037 |
1,000,000 | 1,207,396 | ||||||
| 5.00%, 11/15/2038 |
3,795,000 | 4,334,763 | ||||||
| 5.00%, 02/15/2041 |
1,075,000 | 1,279,759 | ||||||
| 5.00%, 05/15/2041 |
400,000 | 472,135 | ||||||
| 5.00%, 08/01/2042 |
120,000 | 138,711 | ||||||
| 5.00%, 01/01/2044 |
4,145,000 | 4,917,501 | ||||||
| 5.00%, 08/15/2044 |
200,000 | 229,657 | ||||||
| 5.00%, 12/01/2046 |
5,950,000 | 6,922,073 | ||||||
| 5.00%, 05/15/2047 |
100,000 | 112,681 | ||||||
| 5.00%, 08/01/2049 |
140,000 | 160,630 | ||||||
| 5.00%, 05/15/2050(1) |
1,625,000 | 1,815,677 | ||||||
| 5.00%, 05/15/2050(1) |
2,170,000 | 2,580,089 | ||||||
| 5.00%, 05/15/2051 |
1,000,000 | 1,160,894 | ||||||
| 5.00%, 05/15/2056 |
1,630,000 | 1,881,470 | ||||||
| 5.00%, 07/15/2057(1) |
11,305,000 | 11,944,125 | ||||||
| 5.13%, 05/15/2038 |
1,000,000 | 1,054,665 | ||||||
| 5.25%, 08/15/2031 |
500,000 | 609,671 | ||||||
| 5.25%, 07/01/2035 |
20,085,000 | 26,107,662 | ||||||
| 5.25%, 02/15/2037 |
380,000 | 414,117 | ||||||
| 5.25%, 05/15/2047 |
35,000 | 37,757 | ||||||
| 5.25%, 05/15/2047 |
245,000 | 255,348 | ||||||
| 5.25%, 05/15/2054 |
1,000,000 | 1,046,889 | ||||||
| Illinois Housing Development Authority |
||||||||
| 0.80%, 07/01/2026 |
1,000,000 | 993,271 | ||||||
| 3.75%, 04/01/2050 |
675,000 | 745,936 | ||||||
| Illinois Municipal Electric Agency |
||||||||
| 5.00%, 02/01/2022 |
1,280,000 | 1,299,950 | ||||||
| 5.00%, 02/01/2023 |
285,000 | 303,003 | ||||||
| 5.00%, 02/01/2031 |
470,000 | 546,033 | ||||||
| Illinois Sports Facilities Authority |
||||||||
| 5.00%, 06/15/2030 |
750,000 | 930,802 | ||||||
| 5.00%, 06/15/2031 |
575,000 | 724,620 | ||||||
| 5.25%, 06/15/2032 |
1,735,000 | 1,905,608 | ||||||
| Illinois State Toll Highway Authority |
||||||||
| 5.00%, 01/01/2024 |
935,000 | 1,031,658 | ||||||
| 5.00%, 01/01/2025 |
1,250,000 | 1,431,612 | ||||||
| 5.00%, 01/01/2026 |
1,550,000 | 1,833,366 | ||||||
| 5.00%, 01/01/2028 |
3,000,000 | 3,742,365 | ||||||
| 5.00%, 12/01/2031 |
235,000 | 275,697 | ||||||
| 5.00%, 12/01/2032 |
425,000 | 498,019 | ||||||
| 5.00%, 01/01/2034 |
1,300,000 | 1,593,274 | ||||||
| 5.00%, 01/01/2036 |
1,000,000 | 1,296,124 | ||||||
| 5.00%, 01/01/2037 |
1,260,000 | 1,456,543 | ||||||
| 5.00%, 01/01/2041 |
2,190,000 | 2,788,258 | ||||||
| 5.00%, 01/01/2044 |
2,270,000 | 2,789,625 | ||||||
| 5.00%, 01/01/2045 |
12,810,000 | 16,098,346 | ||||||
| Illinois State University |
||||||||
| 5.00%, 04/01/2032 |
1,745,000 | 2,141,397 | ||||||
| Kane & DeKalb Counties Community Unit School District No 302 Kaneland |
||||||||
| 5.00%, 02/01/2025 |
4,125,000 | 4,686,430 | ||||||
| 5.00%, 02/01/2026 |
1,930,000 | 2,257,091 | ||||||
| Lake County Community Unit School District No 60 Waukegan |
||||||||
| 5.00%, 01/01/2026 |
1,000,000 | 1,134,964 | ||||||
| 5.00%, 01/01/2027 |
100,000 | 114,556 | ||||||
| 5.00%, 01/01/2027 |
2,100,000 | 2,373,309 | ||||||
| Macon County School District No 61 Decatur |
||||||||
| 4.00%, 01/01/2029 |
1,240,000 | 1,423,205 | ||||||
| 4.00%, 01/01/2033 |
1,950,000 | 2,200,297 | ||||||
| 4.00%, 01/01/2034 |
1,750,000 | 1,970,346 | ||||||
| Madison County Community Unit School District No 8 Bethalto |
||||||||
| 4.00%, 12/01/2034 |
775,000 | 895,152 | ||||||
| 4.00%, 12/01/2040 |
1,965,000 | 2,239,238 | ||||||
| McHenry County Community Unit School District No 12 Johnsburg |
||||||||
| 5.00%, 01/01/2026 |
925,000 | 1,019,089 | ||||||
| McHenry County Community Unit School District No 200 Woodstock |
||||||||
| 0.00%, 01/15/2024 |
1,000,000 | 980,430 | ||||||
| 0.00%, 01/15/2025 |
1,000,000 | 965,479 | ||||||
| 0.00%, 01/15/2026 |
1,000,000 | 947,202 | ||||||
| Metropolitan Pier & Exposition Authority |
||||||||
| 0.00%, 12/15/2023 |
165,000 | 162,304 | ||||||
| 0.00%, 06/15/2028 |
14,270,000 | 12,809,898 | ||||||
| 0.00%, 06/15/2029 |
2,540,000 | 2,215,550 | ||||||
| 0.00%, 12/15/2030 |
11,000,000 | 9,155,820 | ||||||
| 0.00%, 12/15/2034 |
550,000 | 407,140 | ||||||
| 0.00%, 12/15/2035 |
10,000,000 | 7,198,914 | ||||||
| 0.00%, 06/15/2037 |
1,490,000 | 1,004,887 | ||||||
| 0.00%, 06/15/2041 |
1,460,000 | 854,945 | ||||||
| 3.00%, 06/15/2024 |
1,125,000 | 1,171,085 | ||||||
| 4.00%, 06/15/2052 |
1,820,000 | 2,037,568 | ||||||
| 5.00%, 12/15/2026 |
2,000,000 | 2,065,699 | ||||||
| 5.00%, 12/15/2028 |
1,000,000 | 1,222,581 | ||||||
| 5.00%, 12/15/2028 |
2,815,000 | 2,907,472 | ||||||
| 5.00%, 12/15/2032 |
550,000 | 662,372 | ||||||
| 5.00%, 06/15/2042 |
4,090,000 | 4,224,355 | ||||||
| 5.00%, 06/15/2042 |
4,500,000 | 5,563,730 | ||||||
| 5.00%, 06/15/2050 |
16,465,000 | 19,761,682 | ||||||
| 5.00%, 06/15/2057 |
3,275,000 | 3,835,217 |
| Metropolitan Water Reclamation District of Greater Chicago |
||||||||
| 5.00%, 12/01/2031 |
5,700,000 | 5,743,815 | ||||||
| 5.25%, 12/01/2032 |
1,800,000 | 2,474,631 | ||||||
| Northern Illinois University |
||||||||
| 4.00%, 10/01/2032 |
515,000 | 615,108 | ||||||
| 4.00%, 10/01/2034 |
1,000,000 | 1,185,681 | ||||||
| 4.00%, 10/01/2039 |
875,000 | 1,023,490 | ||||||
| 4.00%, 10/01/2040 |
800,000 | 933,568 | ||||||
| 4.00%, 10/01/2041 |
800,000 | 930,879 | ||||||
| 4.00%, 10/01/2043 |
975,000 | 1,128,556 | ||||||
| Peoria Metropolitan Airport Authority |
||||||||
| 5.00%, 12/01/2026 |
1,375,000 | 1,677,618 | ||||||
| Peoria Public Building Commission |
||||||||
| 5.00%, 12/01/2022 |
1,500,000 | 1,578,484 | ||||||
| Railsplitter Tobacco Settlement Authority |
||||||||
| 5.00%, 06/01/2023 |
2,265,000 | 2,441,433 | ||||||
| 5.00%, 06/01/2024 |
5,275,000 | 5,915,809 | ||||||
| Sales Tax Securitization Corp. |
||||||||
| 5.00%, 01/01/2025 |
1,000,000 | 1,140,077 | ||||||
| 5.00%, 01/01/2025 |
4,000,000 | 4,560,306 | ||||||
| 5.00%, 01/01/2026 |
2,000,000 | 2,351,847 | ||||||
| 5.00%, 01/01/2029 |
1,000,000 | 1,264,224 | ||||||
| Sangamon Logan & Menard Counties Community Unit School Distributors No 15 Williamsville |
||||||||
| 5.00%, 12/01/2027 |
325,000 | 401,531 | ||||||
| 5.00%, 12/01/2029 |
710,000 | 914,367 | ||||||
| 5.00%, 12/01/2031 |
600,000 | 761,683 | ||||||
| 5.00%, 12/01/2032 |
400,000 | 506,975 | ||||||
| 5.00%, 12/01/2033 |
375,000 | 473,796 | ||||||
| Southern Illinois University |
||||||||
| 4.00%, 04/01/2029 |
200,000 | 235,926 | ||||||
| 4.00%, 04/01/2030 |
525,000 | 624,242 | ||||||
| 4.00%, 04/01/2035 |
300,000 | 351,953 | ||||||
| 4.00%, 04/01/2039 |
500,000 | 579,702 | ||||||
| 5.00%, 04/01/2032 |
240,000 | 306,849 | ||||||
| 5.00%, 04/01/2033 |
300,000 | 382,838 | ||||||
| Southwestern Illinois Development Authority |
||||||||
| 4.00%, 04/15/2031 |
1,000,000 | 1,193,671 | ||||||
| State of Illinois |
||||||||
| 4.00%, 03/01/2022 |
7,665,000 | 7,781,267 | ||||||
| 4.00%, 01/01/2023 |
330,000 | 332,873 | ||||||
| 4.00%, 03/01/2023 |
5,000,000 | 5,252,521 | ||||||
| 4.00%, 03/01/2024 |
4,000,000 | 4,330,696 | ||||||
| 5.00%, 10/01/2021 |
2,000,000 | 2,000,000 | ||||||
| 5.00%, 11/01/2021 |
1,930,000 | 1,936,896 | ||||||
| 5.00%, 03/01/2022 |
590,000 | 601,355 | ||||||
| 5.00%, 08/01/2022 |
3,000,000 | 3,117,613 | ||||||
| 5.00%, 09/01/2022 |
1,340,000 | 1,396,580 | ||||||
| 5.00%, 11/01/2022 |
570,000 | 598,350 | ||||||
| 5.00%, 02/01/2023 |
200,000 | 212,172 | ||||||
| 5.00%, 02/01/2023 |
235,000 | 249,302 | ||||||
| 5.00%, 03/01/2023 |
2,320,000 | 2,469,717 | ||||||
| 5.00%, 09/01/2023 |
1,365,000 | 1,482,603 | ||||||
| 5.00%, 09/01/2024 |
1,365,000 | 1,537,050 | ||||||
| 5.00%, 11/01/2024 |
7,290,000 | 8,256,177 | ||||||
| 5.00%, 02/01/2025 |
455,000 | 501,260 | ||||||
| 5.00%, 05/01/2025 |
3,050,000 | 3,387,380 | ||||||
| 5.00%, 06/01/2025 |
880,000 | 1,014,876 | ||||||
| 5.00%, 10/01/2025 |
355,000 | 413,612 | ||||||
| 5.00%, 10/01/2025 |
10,000,000 | 11,651,056 | ||||||
| 5.00%, 11/01/2025 |
2,040,000 | 2,381,935 | ||||||
| 5.00%, 11/01/2025 |
13,705,000 | 16,002,168 | ||||||
| 5.00%, 06/01/2026 |
125,000 | 148,088 | ||||||
| 5.00%, 10/01/2026 |
2,270,000 | 2,708,658 | ||||||
| 5.00%, 01/01/2027 |
2,000,000 | 2,324,156 | ||||||
| 5.00%, 02/01/2027 |
1,635,000 | 1,964,451 | ||||||
| 5.00%, 11/01/2027 |
1,040,000 | 1,266,950 | ||||||
| 5.00%, 02/01/2028 |
1,000,000 | 1,191,578 | ||||||
| 5.00%, 05/01/2028 |
265,000 | 291,919 | ||||||
| 5.00%, 11/01/2028 |
3,000,000 | 3,626,868 | ||||||
| 5.00%, 02/01/2029 |
1,000,000 | 1,180,859 | ||||||
| 5.00%, 04/01/2029 |
605,000 | 665,173 | ||||||
| 5.00%, 11/01/2029 |
2,290,000 | 2,744,795 | ||||||
| 5.00%, 10/01/2030 |
3,575,000 | 4,545,260 | ||||||
| 5.00%, 01/01/2031 |
11,000,000 | 11,117,313 | ||||||
| 5.00%, 10/01/2031 |
1,750,000 | 2,213,054 | ||||||
| 5.00%, 10/01/2031 |
7,300,000 | 8,876,591 | ||||||
| 5.00%, 05/01/2032 |
800,000 | 874,714 | ||||||
| 5.00%, 05/01/2034 |
2,500,000 | 2,727,518 | ||||||
| 5.00%, 05/01/2038 |
1,200,000 | 1,418,161 | ||||||
| 5.13%, 05/01/2022 |
325,000 | 334,001 | ||||||
| 5.25%, 02/01/2029 |
3,720,000 | 4,090,306 | ||||||
| 5.25%, 02/01/2030 |
100,000 | 109,881 | ||||||
| 5.25%, 12/01/2030 |
11,685,000 | 14,162,568 | ||||||
| 5.25%, 02/01/2031 |
760,000 | 833,406 | ||||||
| 5.50%, 07/01/2024 |
1,000,000 | 1,086,955 | ||||||
| 5.50%, 05/01/2025 |
840,000 | 981,131 | ||||||
| 5.50%, 07/01/2025 |
400,000 | 433,977 | ||||||
| 5.50%, 07/01/2038 |
1,500,000 | 1,600,634 | ||||||
| State of Illinois Sales Tax Revenue |
||||||||
| 5.00%, 06/15/2023 |
510,000 | 550,007 | ||||||
| 5.00%, 06/15/2024 |
590,000 | 661,464 | ||||||
| 5.00%, 06/15/2024 |
4,905,000 | 5,284,273 | ||||||
| 5.00%, 06/15/2025 |
340,000 | 393,700 | ||||||
| 5.00%, 06/15/2025 |
4,190,000 | 4,502,155 | ||||||
| 5.00%, 06/15/2026 |
500,000 | 595,057 | ||||||
| 5.00%, 06/15/2027 |
1,000,000 | 1,217,128 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 01/01/2037(1)(3) |
3,900,000 | 3,900,000 | ||||||
| 0.12%, 08/15/2048(1)(3) |
4,400,000 | 4,400,000 | ||||||
| 0.13%, 06/15/2036(1)(3) |
2,100,000 | 2,100,000 | ||||||
| 0.13%, 06/15/2048(1)(3) |
700,000 | 700,000 | ||||||
| 0.13%, 12/01/2049(1)(3) |
1,900,000 | 1,900,000 | ||||||
| 0.13%, 12/01/2049(1)(3) |
5,700,000 | 5,700,000 | ||||||
| University of Illinois |
||||||||
| 3.00%, 04/01/2034 |
3,400,000 | 3,737,494 | ||||||
| 4.00%, 04/01/2036 |
1,500,000 | 1,718,304 | ||||||
| Upper Illinois River Valley Development Authority |
||||||||
| 5.25%, 12/01/2037(3) |
2,005,000 | 2,160,973 | ||||||
| Village of Bolingbrook IL |
||||||||
| 4.00%, 03/01/2023 |
500,000 | 524,552 | ||||||
| 4.00%, 03/01/2025 |
500,000 | 554,351 | ||||||
| 4.00%, 03/01/2027 |
1,000,000 | 1,149,628 | ||||||
| Village of Hillside IL |
||||||||
| 5.00%, 01/01/2024 |
625,000 | 647,088 | ||||||
| Will County Community Unit School District No 365 Valley View |
||||||||
| 0.00%, 11/01/2025 |
1,520,000 | 1,465,842 | ||||||
| 0.00%, 11/01/2026 |
905,000 | 861,104 | ||||||
| 5.00%, 11/01/2023 |
420,000 | 459,968 | ||||||
| 5.00%, 11/01/2024 |
2,390,000 | 2,719,144 | ||||||
| 5.00%, 11/01/2026 |
1,800,000 | 2,178,024 | ||||||
| Woodford Lasalle Livingston Etc Counties Community Unit Distributors No 6 Fieldcrest |
||||||||
| 4.00%, 12/01/2034 |
1,000,000 | 1,159,544 | ||||||
| 4.00%, 12/01/2036 |
1,095,000 | 1,264,566 | ||||||
|
|
|
|||||||
| Total Illinois |
|
837,127,727 | ||||||
|
|
|
|||||||
| Indiana – 1.62% |
||||||||
| Ball State University |
||||||||
| 5.00%, 07/01/2033 |
955,000 | 1,156,894 | ||||||
| City of Whiting IN |
||||||||
| 5.00%, 12/01/2044(1) |
21,625,000 | 25,834,256 | ||||||
| 5.00%, 11/01/2045(1) |
3,000,000 | 3,148,208 | ||||||
| County of St Joseph IN |
||||||||
| 5.00%, 04/01/2033 |
1,245,000 | 1,529,986 | ||||||
| Indiana Finance Authority |
||||||||
| 0.40%, 10/01/2031(1) |
600,000 | 600,000 | ||||||
| 0.65%, 08/01/2025 |
2,250,000 | 2,235,152 | ||||||
| 0.70%, 12/01/2046(1) |
8,525,000 | 8,508,794 | ||||||
| 0.75%, 12/01/2038(1) |
500,000 | 495,149 | ||||||
| 0.95%, 12/01/2038(1) |
900,000 | 886,638 | ||||||
| 1.40%, 08/01/2029 |
2,500,000 | 2,472,920 | ||||||
| 1.65%, 12/01/2042(1) |
2,145,000 | 2,152,665 | ||||||
| 2.25%, 12/01/2058(1) |
1,285,000 | 1,351,570 | ||||||
| 2.50%, 11/01/2030 |
1,000,000 | 1,006,667 | ||||||
| 4.00%, 10/01/2035 |
1,550,000 | 1,888,961 | ||||||
| 4.00%, 10/01/2036 |
1,100,000 | 1,332,887 | ||||||
| 4.13%, 12/01/2026 |
7,055,000 | 7,770,141 | ||||||
| 5.00%, 12/01/2024 |
3,000,000 | 3,442,355 | ||||||
| 5.00%, 05/01/2026 |
1,100,000 | 1,315,224 | ||||||
| 5.00%, 11/01/2026 |
1,200,000 | 1,455,349 | ||||||
| 5.00%, 05/01/2027 |
700,000 | 860,295 | ||||||
| 5.00%, 05/01/2029 |
685,000 | 880,982 | ||||||
| 5.00%, 11/01/2029 |
2,350,000 | 2,897,235 | ||||||
| 5.00%, 09/01/2031 |
440,000 | 517,879 | ||||||
| 5.00%, 06/01/2032 |
2,750,000 | 2,808,873 | ||||||
| 5.00%, 03/01/2036 |
4,000,000 | 4,570,583 | ||||||
| 5.00%, 09/01/2036 |
1,000,000 | 1,174,414 | ||||||
| 5.00%, 06/01/2039 |
1,200,000 | 1,223,271 | ||||||
| 5.00%, 07/01/2048 |
3,840,000 | 4,108,608 | ||||||
| 5.25%, 02/01/2033 |
2,500,000 | 2,916,000 | ||||||
| 5.25%, 10/01/2038 |
15,010,000 | 15,010,000 | ||||||
| 5.25%, 01/01/2051 |
5,450,000 | 5,853,492 | ||||||
| Indiana Health & Educational Facilities Financing Authority |
||||||||
| 1.75%, 11/15/2031(1) |
45,000 | 45,045 | ||||||
| 1.75%, 11/15/2031(1) |
2,765,000 | 2,768,395 | ||||||
| Indiana Health Facility Financing Authority |
||||||||
| 2.00%, 11/15/2036(1) |
2,070,000 | 2,113,924 | ||||||
| Indiana Housing & Community Development Authority |
||||||||
| 3.00%, 07/01/2050 |
915,000 | 993,896 | ||||||
| 3.00%, 07/01/2051 |
990,000 | 1,072,893 | ||||||
| 3.50%, 01/01/2049 |
1,105,000 | 1,200,394 | ||||||
| 5.00%, 01/01/2022 |
655,000 | 662,630 | ||||||
| 5.00%, 07/01/2022 |
560,000 | 579,926 | ||||||
| 5.00%, 01/01/2023 |
575,000 | 608,995 | ||||||
| 5.00%, 01/01/2024 |
285,000 | 314,869 | ||||||
| 5.00%, 01/01/2024 |
500,000 | 552,164 | ||||||
| 5.00%, 07/01/2024 |
295,000 | 332,237 | ||||||
| 5.00%, 07/01/2024 |
500,000 | 562,821 | ||||||
| 5.00%, 01/01/2025 |
300,000 | 343,587 | ||||||
| 5.00%, 01/01/2025 |
1,245,000 | 1,425,886 | ||||||
| 5.00%, 01/01/2026 |
300,000 | 353,465 | ||||||
| 5.00%, 01/01/2026 |
600,000 | 706,929 | ||||||
| 5.00%, 07/01/2026 |
320,000 | 381,660 | ||||||
| 5.00%, 07/01/2026 |
400,000 | 477,076 | ||||||
| 5.00%, 01/01/2027 |
300,000 | 362,565 | ||||||
| 5.00%, 01/01/2027 |
575,000 | 694,917 | ||||||
| 5.00%, 07/01/2027 |
300,000 | 367,048 | ||||||
| 5.00%, 07/01/2027 |
400,000 | 489,398 | ||||||
| 5.00%, 01/01/2028 |
600,000 | 740,679 | ||||||
| 5.00%, 07/01/2028 |
500,000 | 624,031 | ||||||
| Indianapolis Local Public Improvement Bond Bank |
||||||||
| 5.00%, 01/01/2022 |
755,000 | 763,608 | ||||||
| 5.00%, 06/01/2022 |
250,000 | 257,751 | ||||||
| 5.00%, 01/01/2023 |
285,000 | 301,518 | ||||||
| 5.00%, 06/01/2023 |
435,000 | 468,280 | ||||||
| 5.00%, 07/15/2023 |
300,000 | 324,830 | ||||||
| 5.00%, 07/15/2024 |
1,000,000 | 1,127,906 | ||||||
| 5.00%, 01/01/2025 |
1,195,000 | 1,364,464 | ||||||
| 5.00%, 06/01/2025 |
3,600,000 | 4,175,063 | ||||||
| 5.00%, 07/15/2025 |
750,000 | 873,192 | ||||||
| 5.00%, 01/15/2026 |
720,000 | 848,952 | ||||||
| 5.00%, 06/01/2026 |
3,300,000 | 3,943,553 | ||||||
| 5.00%, 01/15/2027 |
700,000 | 847,216 | ||||||
| 5.00%, 01/15/2028 |
500,000 | 618,796 | ||||||
| 5.00%, 01/01/2029 |
1,000,000 | 1,184,166 | ||||||
| 5.00%, 01/01/2030 |
3,000,000 | 3,291,685 | ||||||
| 5.00%, 01/01/2031 |
1,000,000 | 1,181,828 | ||||||
| 5.00%, 01/01/2032 |
5,000,000 | 5,653,822 | ||||||
| 5.00%, 02/01/2054 |
2,020,000 | 2,462,811 | ||||||
| Lebanon Middle School Building Corp. |
||||||||
| 5.00%, 01/10/2023 |
1,065,000 | 1,127,108 | ||||||
| 5.00%, 07/10/2023 |
1,740,000 | 1,880,335 | ||||||
| Muncie Sanitary District |
||||||||
| 5.00%, 07/01/2029 |
525,000 | 664,163 | ||||||
| 5.00%, 01/01/2030 |
665,000 | 848,181 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.11%, 12/01/2028(1)(3) |
1,700,000 | 1,700,000 | ||||||
| Westfield-Washington Multi-School Building Corp. |
||||||||
| 5.00%, 01/15/2028 |
390,000 | 457,581 | ||||||
| 5.00%, 01/15/2029 |
540,000 | 632,101 | ||||||
| 5.00%, 01/15/2030 |
700,000 | 819,049 | ||||||
|
|
|
|||||||
| Total Indiana |
|
167,998,837 | ||||||
|
|
|
|||||||
| Iowa – 0.37% |
||||||||
| City of Coralville IA |
||||||||
| 4.00%, 06/01/2026 |
415,000 | 452,821 | ||||||
| 4.00%, 06/01/2028 |
300,000 | 330,860 | ||||||
| 4.00%, 05/01/2030 |
905,000 | 928,420 | ||||||
| 4.00%, 06/01/2034 |
890,000 | 964,270 | ||||||
| Dubuque Community School District |
||||||||
| 3.00%, 07/01/2036 |
600,000 | 647,817 | ||||||
| 3.00%, 07/01/2037 |
675,000 | 725,765 | ||||||
| 3.00%, 07/01/2038 |
500,000 | 535,639 | ||||||
| Iowa Finance Authority |
||||||||
| 1.50%, 01/01/2042(1) |
1,370,000 | 1,379,206 | ||||||
| 2.88%, 05/15/2049 |
705,000 | 709,008 | ||||||
| 3.13%, 12/01/2022 |
4,060,000 | 4,122,271 | ||||||
| 4.75%, 08/01/2042 |
1,180,000 | 1,208,449 | ||||||
| 5.00%, 05/15/2043 |
270,000 | 310,637 | ||||||
| 5.00%, 05/15/2048 |
335,000 | 383,512 | ||||||
| 5.25%, 12/01/2025 |
3,000,000 | 3,245,325 | ||||||
| Iowa Higher Education Loan Authority |
||||||||
| 4.00%, 10/01/2030 |
380,000 | 445,930 | ||||||
| 4.00%, 10/01/2031 |
395,000 | 465,683 | ||||||
| 4.00%, 10/01/2032 |
140,000 | 163,497 | ||||||
| 4.00%, 10/01/2033 |
275,000 | 319,130 | ||||||
| 4.00%, 10/01/2036 |
325,000 | 370,692 | ||||||
| Iowa Student Loan Liquidity Corp. |
||||||||
| 5.00%, 12/01/2025 |
1,000,000 | 1,164,113 | ||||||
| 5.00%, 12/01/2025 |
1,775,000 | 2,058,427 | ||||||
| 5.00%, 12/01/2028 |
1,640,000 | 2,020,355 | ||||||
| Iowa Tobacco Settlement Authority |
||||||||
| 0.38%, 06/01/2030 |
215,000 | 214,979 | ||||||
| PEFA, Inc. |
||||||||
| 5.00%, 09/01/2049(1) |
13,000,000 | 15,396,057 | ||||||
|
|
|
|||||||
| Total Iowa |
|
38,562,863 | ||||||
|
|
|
|||||||
| Kansas – 0.32% |
||||||||
| City of Lenexa KS |
||||||||
| 5.00%, 05/15/2039 |
325,000 | 362,657 | ||||||
| City of Manhattan KS |
||||||||
| 4.00%, 06/01/2026 |
315,000 | 344,508 | ||||||
| 4.00%, 06/01/2028 |
300,000 | 334,402 | ||||||
| 4.00%, 06/01/2036 |
500,000 | 555,144 | ||||||
| Johnson County Unified School District No 232 de Soto |
||||||||
| 5.00%, 09/01/2022 |
350,000 | 365,358 | ||||||
| Kansas Development Finance Authority |
||||||||
| 5.00%, 11/15/2032 |
7,325,000 | 7,537,793 | ||||||
| 5.00%, 11/15/2054(1) |
4,710,000 | 6,267,579 | ||||||
| 5.00%, 11/15/2054(1) |
14,000,000 | 17,717,441 | ||||||
|
|
|
|||||||
| Total Kansas |
|
33,484,882 | ||||||
|
|
|
|||||||
| Kentucky – 1.42% |
||||||||
| City of Ashland KY |
||||||||
| 4.00%, 02/01/2034 |
500,000 | 570,681 | ||||||
| 4.00%, 02/01/2038 |
620,000 | 699,362 | ||||||
| 5.00%, 02/01/2028 |
255,000 | 313,456 | ||||||
| 5.00%, 02/01/2032 |
395,000 | 488,931 | ||||||
| City of Berea KY |
||||||||
| 0.07%, 06/01/2032(1) |
1,700,000 | 1,700,000 | ||||||
| City of Russell KY |
||||||||
| 5.00%, 11/01/2022 |
3,200,000 | 3,361,647 | ||||||
| County of Carroll KY |
||||||||
| 1.55%, 09/01/2042(1) |
10,750,000 | 10,847,528 | ||||||
| 1.75%, 10/01/2034(1) |
1,045,000 | 1,051,025 | ||||||
| County of Trimble KY |
||||||||
| 1.30%, 09/01/2044(1) |
3,000,000 | 2,993,775 | ||||||
| Kentucky Asset Liability Commission |
||||||||
| 5.00%, 09/01/2024 |
1,000,000 | 1,131,546 | ||||||
| 5.00%, 09/01/2025 |
1,250,000 | 1,462,235 | ||||||
| Kentucky Economic Development Finance Authority |
||||||||
| 0.09%, 05/01/2034(1) |
4,600,000 | 4,600,000 | ||||||
| 5.00%, 08/01/2030 |
2,160,000 | 2,738,985 | ||||||
| 5.00%, 05/15/2031 |
350,000 | 376,190 | ||||||
| 5.00%, 06/01/2037 |
325,000 | 379,589 | ||||||
| 5.00%, 06/01/2041 |
225,000 | 261,843 | ||||||
| 5.00%, 06/01/2045 |
1,000,000 | 1,159,101 | ||||||
| 5.00%, 12/01/2045 |
300,000 | 364,876 | ||||||
| 5.00%, 05/15/2046 |
500,000 | 526,018 | ||||||
| 5.00%, 12/01/2047 |
375,000 | 392,982 | ||||||
| 5.00%, 05/15/2051 |
325,000 | 341,209 | ||||||
| 5.25%, 06/01/2041 |
725,000 | 850,838 | ||||||
| 6.00%, 11/15/2036 |
275,000 | 286,377 | ||||||
| 6.25%, 11/15/2046 |
2,325,000 | 2,427,934 | ||||||
| 6.38%, 11/15/2051 |
250,000 | 262,454 | ||||||
| Kentucky Housing Corp. |
||||||||
| 1.16%, 02/01/2023(1) |
3,000,000 | 3,009,746 | ||||||
| Kentucky Public Energy Authority |
||||||||
| 4.00%, 04/01/2048(1) |
5,000,000 | 5,402,645 | ||||||
| 4.00%, 01/01/2049(1) |
12,500,000 | 13,767,150 | ||||||
| 4.00%, 12/01/2049(1) |
10,000,000 | 11,137,103 | ||||||
| 4.00%, 12/01/2049(1) |
11,270,000 | 12,562,529 | ||||||
| 4.00%, 02/01/2050(1) |
6,500,000 | 7,602,756 | ||||||
| 4.00%, 12/01/2050(1) |
16,560,000 | 18,933,899 | ||||||
| Kentucky Public Transportation Infrastructure Authority |
||||||||
| 5.75%, 07/01/2049 |
1,060,000 | 1,158,321 | ||||||
| 6.00%, 07/01/2053 |
970,000 | 1,063,641 | ||||||
| Kentucky State Property & Building Commission |
||||||||
| 5.00%, 11/01/2026 |
1,495,000 | 1,807,312 | ||||||
| 5.00%, 04/01/2027 |
1,000,000 | 1,216,747 | ||||||
| 5.00%, 11/01/2027 |
2,435,000 | 2,935,630 | ||||||
| 5.00%, 05/01/2029 |
1,000,000 | 1,207,955 | ||||||
| 5.00%, 05/01/2029 |
1,025,000 | 1,270,584 | ||||||
| 5.00%, 11/01/2031 |
1,685,000 | 2,101,558 | ||||||
| 5.00%, 05/01/2032 |
270,000 | 332,781 | ||||||
| Kentucky State University |
||||||||
| 3.00%, 11/01/2032 |
160,000 | 177,769 | ||||||
| 4.00%, 11/01/2034 |
130,000 | 155,198 | ||||||
| 4.00%, 11/01/2038 |
500,000 | 590,268 | ||||||
| 4.00%, 11/01/2041 |
445,000 | 520,937 | ||||||
| 4.00%, 11/01/2046 |
500,000 | 578,108 | ||||||
| 5.00%, 11/01/2029 |
250,000 | 314,469 | ||||||
| 5.00%, 11/01/2031 |
180,000 | 233,868 | ||||||
| Louisville & Jefferson County Metropolitan Government |
||||||||
| 5.00%, 10/01/2023 |
1,565,000 | 1,709,853 | ||||||
| 5.00%, 12/01/2028 |
430,000 | 443,484 | ||||||
| 5.00%, 12/01/2029 |
1,250,000 | 1,289,197 | ||||||
| 5.00%, 10/01/2030 |
2,500,000 | 2,982,994 | ||||||
| 5.00%, 10/01/2032 |
430,000 | 512,151 | ||||||
| Louisville/Jefferson County Metropolitan Government |
||||||||
| 5.00%, 10/01/2037 |
1,200,000 | 1,495,915 | ||||||
| 5.00%, 10/01/2047(1) |
740,000 | 893,232 | ||||||
| 5.00%, 10/01/2047(1) |
1,100,000 | 1,410,719 | ||||||
| 5.00%, 10/01/2047(1) |
2,165,000 | 2,365,635 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 02/15/2026(1)(3) |
2,400,000 | 2,400,000 | ||||||
| 0.13%, 07/01/2037(1)(3) |
800,000 | 800,000 | ||||||
| 0.30%, 11/01/2060(1)(3) |
2,900,000 | 2,900,000 | ||||||
|
|
|
|||||||
| Total Kentucky |
|
146,872,736 | ||||||
|
|
|
|||||||
| Louisiana – 1.62% |
||||||||
| City of Youngsville LA |
||||||||
| 4.00%, 05/01/2036 |
250,000 | 295,559 | ||||||
| 4.00%, 05/01/2038 |
250,000 | 293,816 | ||||||
| 4.00%, 05/01/2040 |
250,000 | 291,832 | ||||||
| East Baton Rouge Sewerage Commission |
||||||||
| 5.00%, 02/01/2031 |
1,000,000 | 1,295,328 | ||||||
| Greater New Orleans Expressway Commission |
||||||||
| 5.00%, 11/01/2034 |
1,000,000 | 1,164,591 | ||||||
| Greater Ouachita Water Co. |
||||||||
| 5.00%, 09/01/2027 |
1,000,000 | 1,231,509 | ||||||
| 5.00%, 09/01/2028 |
960,000 | 1,209,584 | ||||||
| 5.00%, 09/01/2029 |
365,000 | 469,445 | ||||||
| Jefferson Parish Economic Development & Port District |
||||||||
| 5.50%, 06/15/2038(3) |
600,000 | 679,861 | ||||||
| 5.63%, 06/15/2048(3) |
700,000 | 784,977 | ||||||
| Louisiana Local Government Environmental Facilities & Community Development Auth |
||||||||
| 0.88%, 02/01/2046(1) |
7,420,000 | 7,395,138 | ||||||
| 3.00%, 10/01/2022 |
200,000 | 205,248 | ||||||
| 3.00%, 10/01/2023 |
125,000 | 131,330 | ||||||
| 3.50%, 11/01/2032 |
6,000,000 | 6,609,863 | ||||||
| 4.00%, 10/01/2024 |
125,000 | 137,661 | ||||||
| 4.00%, 10/01/2025 |
135,000 | 151,991 | ||||||
| 4.00%, 10/01/2026 |
150,000 | 172,013 | ||||||
| 5.00%, 10/01/2028 |
1,045,000 | 1,314,227 | ||||||
| Louisiana Offshore Terminal Authority |
||||||||
| 1.65%, 09/01/2027(1) |
2,500,000 | 2,532,034 | ||||||
| 1.65%, 09/01/2034(1) |
4,500,000 | 4,557,661 | ||||||
| Louisiana Public Facilities Authority |
||||||||
| 0.00%, 10/01/2027 |
2,000,000 | 2,070,496 | ||||||
| 4.00%, 10/01/2036 |
765,000 | 893,257 | ||||||
| 4.00%, 10/01/2037 |
1,005,000 | 1,169,557 | ||||||
| 4.00%, 10/01/2038 |
310,000 | 359,767 | ||||||
| 4.00%, 10/01/2039 |
725,000 | 839,673 | ||||||
| 4.00%, 10/01/2040 |
1,100,000 | 1,268,747 | ||||||
| 4.00%, 10/01/2041 |
1,175,000 | 1,351,188 | ||||||
| 5.00%, 12/15/2022 |
230,000 | 242,831 | ||||||
| 5.00%, 12/15/2023 |
335,000 | 368,743 | ||||||
| 5.00%, 12/15/2024 |
330,000 | 377,140 | ||||||
| 5.00%, 12/15/2025 |
275,000 | 324,579 | ||||||
| 5.00%, 12/15/2026 |
300,000 | 363,680 | ||||||
| 5.00%, 12/15/2028 |
250,000 | 309,483 | ||||||
| 5.00%, 12/15/2029 |
200,000 | 246,760 | ||||||
| 5.00%, 12/15/2030 |
150,000 | 184,292 | ||||||
| 5.00%, 05/15/2031 |
1,250,000 | 1,504,042 | ||||||
| 5.00%, 12/15/2031 |
390,000 | 477,657 | ||||||
| 5.00%, 05/15/2032 |
1,000,000 | 1,200,248 | ||||||
| 5.00%, 10/01/2032 |
275,000 | 352,925 | ||||||
| 5.00%, 10/01/2035 |
760,000 | 965,523 | ||||||
| 5.00%, 05/15/2050(1) |
7,500,000 | 8,640,416 | ||||||
| Louisiana State Citizens Property Insurance Corp. |
||||||||
| 5.00%, 06/01/2022 |
2,635,000 | 2,718,126 | ||||||
| Mizuho Floater/Residual Trust |
||||||||
| 0.30%, 06/01/2033(1)(3) |
1,200,000 | 1,200,000 | ||||||
| New Orleans Aviation Board |
||||||||
| 5.00%, 01/01/2023 |
50,000 | 52,898 | ||||||
| 5.00%, 01/01/2024 |
55,000 | 60,542 | ||||||
| 5.00%, 01/01/2024 |
1,525,000 | 1,678,675 | ||||||
| 5.00%, 01/01/2027 |
850,000 | 968,771 | ||||||
| 5.00%, 01/01/2028 |
155,000 | 186,123 | ||||||
| 5.00%, 01/01/2029 |
810,000 | 918,704 | ||||||
| 5.00%, 01/01/2030 |
275,000 | 326,655 | ||||||
| 5.00%, 01/01/2033 |
740,000 | 879,200 | ||||||
| 5.00%, 01/01/2033 |
2,600,000 | 3,170,026 | ||||||
| 5.00%, 01/01/2034 |
170,000 | 201,548 | ||||||
| 5.00%, 01/01/2034 |
750,000 | 889,181 | ||||||
| 5.00%, 01/01/2034 |
2,750,000 | 3,344,562 | ||||||
| 5.00%, 01/01/2036 |
500,000 | 591,255 | ||||||
| 5.00%, 01/01/2037 |
500,000 | 590,420 | ||||||
| 5.00%, 01/01/2040 |
1,540,000 | 1,747,733 | ||||||
| 5.00%, 01/01/2040 |
9,890,000 | 11,173,082 | ||||||
| Parish of St James LA |
||||||||
| 0.09%, 11/01/2040(1) |
16,125,000 | 16,125,000 | ||||||
| 6.10%, 06/01/2038(1)(3) |
1,000,000 | 1,300,401 | ||||||
| 6.10%, 12/01/2040(1)(3) |
1,930,000 | 2,509,775 | ||||||
| 6.35%, 07/01/2040(3) |
3,015,000 | 3,979,678 | ||||||
| 6.35%, 10/01/2040(3) |
440,000 | 580,782 | ||||||
| Parish of St John the Baptist LA |
||||||||
| 2.00%, 06/01/2037(1) |
5,785,000 | 5,881,670 | ||||||
| 2.10%, 06/01/2037(1) |
5,995,000 | 6,184,402 | ||||||
| 2.13%, 06/01/2037(1) |
8,175,000 | 8,438,796 | ||||||
| 2.20%, 06/01/2037(1) |
2,475,000 | 2,582,901 | ||||||
| 2.38%, 06/01/2037(1) |
1,000,000 | 1,051,628 | ||||||
| Port New Orleans Board of Commissioners |
||||||||
| 5.00%, 04/01/2034 |
750,000 | 933,221 | ||||||
| 5.00%, 04/01/2035 |
420,000 | 520,958 | ||||||
| 5.00%, 04/01/2037 |
500,000 | 615,362 | ||||||
| Regional Transit Authority Sales Tax Revenue |
||||||||
| 5.00%, 01/01/2035 |
6,080,000 | 7,871,573 | ||||||
| State of Louisiana |
||||||||
| 4.00%, 05/01/2032 |
5,000,000 | 5,572,371 | ||||||
| 4.00%, 05/01/2034 |
10,685,000 | 11,856,300 | ||||||
| 5.00%, 09/01/2030 |
1,200,000 | 1,586,088 | ||||||
| 5.00%, 09/01/2031 |
1,475,000 | 1,942,995 | ||||||
| 5.00%, 09/01/2032 |
1,480,000 | 1,941,683 | ||||||
| 5.00%, 09/01/2033 |
1,300,000 | 1,698,495 | ||||||
|
|
|
|||||||
| Total Louisiana |
|
168,306,252 | ||||||
|
|
|
|||||||
| Maine – 0.15% |
||||||||
| Maine Health & Higher Educational Facilities Authority |
||||||||
| 4.00%, 07/01/2035 |
250,000 | 302,048 | ||||||
| 4.00%, 07/01/2036 |
250,000 | 300,958 | ||||||
| 4.00%, 07/01/2041 |
1,480,000 | 1,617,391 | ||||||
| 4.00%, 07/01/2046 |
330,000 | 358,342 | ||||||
| 5.00%, 07/01/2030 |
110,000 | 143,675 | ||||||
| 5.00%, 07/01/2031 |
115,000 | 152,717 | ||||||
| 5.00%, 07/01/2032 |
550,000 | 728,191 | ||||||
| 5.00%, 07/01/2034 |
850,000 | 1,117,245 | ||||||
| 5.00%, 07/01/2034 |
1,000,000 | 1,283,274 | ||||||
| 5.00%, 07/01/2041 |
1,235,000 | 1,417,403 | ||||||
| 5.00%, 07/01/2043 |
610,000 | 659,763 | ||||||
| 5.00%, 07/01/2046 |
1,735,000 | 1,978,778 | ||||||
| Maine Municipal Bond Bank |
||||||||
| 5.00%, 11/01/2033 |
650,000 | 797,892 | ||||||
| Maine Turnpike Authority |
||||||||
| 5.00%, 07/01/2032 |
885,000 | 1,152,537 | ||||||
| 5.00%, 07/01/2034 |
900,000 | 1,164,326 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 07/01/2028(1)(3) |
1,900,000 | 1,900,000 | ||||||
|
|
|
|||||||
| Total Maine |
|
15,074,540 | ||||||
|
|
|
|||||||
| Maryland – 1.56% |
||||||||
| City of Baltimore MD |
||||||||
| 5.00%, 09/01/2023 |
1,000,000 | 1,032,484 | ||||||
| 5.00%, 07/01/2026 |
720,000 | 867,297 | ||||||
| 5.00%, 07/01/2029 |
4,770,000 | 5,761,415 | ||||||
| 5.00%, 09/01/2030 |
3,000,000 | 3,219,379 | ||||||
| 5.00%, 09/01/2032 |
1,000,000 | 1,070,422 | ||||||
| 5.00%, 09/01/2036 |
2,790,000 | 2,961,288 | ||||||
| 5.00%, 09/01/2046 |
2,500,000 | 2,626,602 | ||||||
| City of Gaithersburg MD |
||||||||
| 5.00%, 01/01/2027 |
1,335,000 | 1,500,443 | ||||||
| 5.00%, 01/01/2033 |
130,000 | 144,554 | ||||||
| 5.00%, 01/01/2036 |
85,000 | 94,214 | ||||||
| City of Rockville MD |
||||||||
| 5.00%, 11/01/2042 |
2,250,000 | 2,435,125 | ||||||
| 5.00%, 11/01/2047 |
1,730,000 | 1,866,472 | ||||||
| City of Westminster MD |
||||||||
| 6.25%, 07/01/2044 |
1,100,000 | 1,207,062 | ||||||
| County of Baltimore MD |
||||||||
| 4.00%, 03/01/2033 |
2,000,000 | 2,362,607 | ||||||
| 5.00%, 10/01/2023 |
2,495,000 | 2,731,699 | ||||||
| 5.00%, 03/01/2024 |
1,100,000 | 1,225,393 | ||||||
| County of Montgomery MD |
||||||||
| 5.00%, 10/01/2024 |
1,210,000 | 1,379,248 | ||||||
| 5.38%, 07/01/2048 |
625,000 | 662,502 | ||||||
| County of Prince George’s MD |
||||||||
| 4.00%, 08/01/2029 |
4,035,000 | 4,314,169 | ||||||
| 5.13%, 07/01/2039(3) |
1,500,000 | 1,668,972 | ||||||
| County of Washington MD |
||||||||
| 4.00%, 05/01/2036 |
1,500,000 | 1,614,943 | ||||||
| 4.00%, 05/01/2042 |
3,225,000 | 3,417,140 | ||||||
| Deutsche Bank Spears/Lifers Trust |
||||||||
| 0.12%, 03/01/2023(1)(3) |
2,805,000 | 2,805,000 | ||||||
| Maryland Community Development Administration |
||||||||
| 2.60%, 09/01/2022 |
1,635,000 | 1,668,731 | ||||||
| 2.70%, 03/01/2023 |
1,985,000 | 2,049,150 | ||||||
| 2.75%, 09/01/2023 |
625,000 | 652,655 | ||||||
| 2.85%, 03/01/2024 |
1,590,000 | 1,675,037 | ||||||
| 2.95%, 03/01/2025 |
1,880,000 | 2,012,162 | ||||||
| 3.00%, 09/01/2051 |
2,500,000 | 2,711,838 | ||||||
| 3.10%, 03/01/2026 |
900,000 | 971,237 | ||||||
| 3.25%, 03/01/2027 |
2,325,000 | 2,549,635 | ||||||
| 3.50%, 03/01/2050 |
1,095,000 | 1,193,209 | ||||||
| 4.00%, 09/01/2049 |
1,200,000 | 1,323,291 | ||||||
| Maryland Economic Development Corp. |
||||||||
| 3.25%, 09/01/2030 |
1,225,000 | 1,357,807 | ||||||
| 4.00%, 06/01/2038 |
350,000 | 338,801 | ||||||
| 4.00%, 09/01/2040 |
410,000 | 467,620 | ||||||
| 4.00%, 09/01/2050 |
2,245,000 | 2,523,849 | ||||||
| 5.00%, 06/01/2023 |
215,000 | 230,074 | ||||||
| 5.00%, 03/31/2024 |
3,305,000 | 3,328,178 | ||||||
| 5.00%, 07/01/2027 |
1,100,000 | 1,130,752 | ||||||
| 5.00%, 09/30/2027 |
50,000 | 59,512 | ||||||
| 5.00%, 06/01/2028 |
2,000,000 | 2,478,682 | ||||||
| 5.00%, 07/01/2028 |
100,000 | 115,197 | ||||||
| 5.00%, 07/01/2029 |
75,000 | 85,874 | ||||||
| 5.00%, 09/30/2030 |
905,000 | 1,064,692 | ||||||
| 5.00%, 06/01/2035 |
1,415,000 | 1,700,577 | ||||||
| 5.00%, 07/01/2036 |
100,000 | 111,871 | ||||||
| 5.00%, 03/31/2046 |
1,680,000 | 1,958,981 | ||||||
| 5.00%, 06/01/2049 |
1,000,000 | 1,180,616 | ||||||
| 5.00%, 03/31/2051 |
2,600,000 | 3,026,319 | ||||||
| 5.00%, 06/01/2058 |
600,000 | 643,435 | ||||||
| Maryland Health & Higher Educational Facilities Authority |
||||||||
| 4.00%, 07/01/2042 |
120,000 | 130,303 | ||||||
| 4.00%, 06/01/2046 |
860,000 | 974,197 | ||||||
| 4.00%, 06/01/2051 |
1,435,000 | 1,618,284 | ||||||
| 4.00%, 06/01/2055 |
895,000 | 1,006,043 | ||||||
| 5.00%, 07/01/2024 |
535,000 | 602,347 | ||||||
| 5.00%, 07/01/2024 |
745,000 | 838,385 | ||||||
| 5.00%, 07/01/2030 |
600,000 | 700,561 | ||||||
| 5.00%, 07/01/2032 |
750,000 | 880,747 | ||||||
| 5.00%, 07/01/2035 |
75,000 | 87,514 | ||||||
| 5.00%, 08/15/2038 |
1,945,000 | 2,215,790 | ||||||
| 5.00%, 07/01/2043 |
500,000 | 576,568 | ||||||
| 5.00%, 07/01/2045 |
2,000,000 | 2,234,324 | ||||||
| 5.00%, 07/01/2045(1) |
2,075,000 | 2,497,124 | ||||||
| 5.00%, 07/01/2048 |
1,000,000 | 1,147,086 | ||||||
| 5.50%, 01/01/2029 |
1,500,000 | 1,839,368 | ||||||
| 5.50%, 01/01/2030 |
1,750,000 | 2,134,852 | ||||||
| 5.50%, 01/01/2046 |
1,290,000 | 1,529,988 | ||||||
| Maryland Stadium Authority |
||||||||
| 5.00%, 05/01/2032 |
765,000 | 905,314 | ||||||
| 5.00%, 05/01/2041 |
5,000,000 | 6,001,344 | ||||||
| Maryland State Transportation Authority |
||||||||
| 5.00%, 07/01/2023 |
500,000 | 541,597 | ||||||
| 5.00%, 07/01/2024 |
1,000,000 | 1,128,575 | ||||||
| 5.00%, 07/01/2030 |
4,655,000 | 5,680,929 | ||||||
| 5.00%, 07/01/2031 |
1,665,000 | 2,247,103 | ||||||
| 5.00%, 07/01/2034 |
1,550,000 | 2,018,557 | ||||||
| Prince George’s County Revenue Authority |
||||||||
| 5.00%, 05/01/2030 |
1,085,000 | 1,359,070 | ||||||
| State of Maryland |
||||||||
| 3.00%, 08/01/2027 |
6,490,000 | 7,110,344 | ||||||
| 5.00%, 08/01/2024 |
1,450,000 | 1,642,202 | ||||||
| State of Maryland Department of Transportation |
||||||||
| 3.00%, 10/01/2031 |
6,000,000 | 6,711,240 | ||||||
| 5.00%, 10/01/2026 |
11,570,000 | 14,075,945 | ||||||
| Washington Suburban Sanitary Commission |
||||||||
| 3.00%, 06/01/2026 |
5,000,000 | 5,544,640 | ||||||
|
|
|
|||||||
| Total Maryland |
|
161,558,553 | ||||||
|
|
|
|||||||
| Massachusetts – 1.73% |
||||||||
| Boston Water & Sewer Commission |
||||||||
| 3.75%, 11/01/2037 |
13,450,000 | 13,966,917 | ||||||
| Bridgewater-Raynham Regional School District/MA |
||||||||
| 4.00%, 02/01/2027 |
1,655,000 | 1,942,103 | ||||||
| City of Boston MA |
||||||||
| 5.00%, 04/01/2023 |
2,095,000 | 2,246,001 | ||||||
| City of Worcester MA |
||||||||
| 3.00%, 02/15/2031 |
1,655,000 | 1,859,906 | ||||||
| Commonwealth of Massachusetts |
||||||||
| 1.70%, 08/01/2043(1) |
1,750,000 | 1,771,922 | ||||||
| 4.00%, 11/01/2037 |
2,500,000 | 3,026,410 | ||||||
| 5.00%, 07/01/2022 |
485,000 | 502,442 | ||||||
| 5.00%, 11/01/2022 |
1,900,000 | 1,998,706 | ||||||
| 5.00%, 09/01/2023 |
2,500,000 | 2,728,140 | ||||||
| 5.00%, 09/01/2025 |
6,400,000 | 7,529,309 | ||||||
| 5.00%, 07/01/2028 |
350,000 | 419,101 | ||||||
| 5.00%, 12/01/2030 |
1,500,000 | 1,818,337 | ||||||
| 5.00%, 07/01/2036 |
12,630,000 | 14,622,741 | ||||||
| 5.00%, 03/01/2046 |
205,000 | 226,598 | ||||||
| 5.00%, 05/01/2049 |
2,665,000 | 3,312,539 | ||||||
| 5.50%, 01/01/2022 |
1,000,000 | 1,012,459 | ||||||
| 5.50%, 12/01/2022 |
1,195,000 | 1,268,744 | ||||||
| Commonwealth of Massachusetts Transportation Fund Revenue |
||||||||
| 5.00%, 06/01/2034 |
4,930,000 | 6,149,569 | ||||||
| 5.00%, 06/01/2035 |
4,000,000 | 4,980,638 | ||||||
| 5.00%, 06/01/2036 |
3,845,000 | 4,774,915 | ||||||
| 5.00%, 06/01/2040 |
7,435,000 | 9,181,476 | ||||||
| Massachusetts Bay Transportation Authority |
||||||||
| 4.00%, 07/01/2051 |
1,865,000 | 2,194,929 | ||||||
| Massachusetts Development Finance Agency |
||||||||
| 5.00%, 07/15/2022 |
355,000 | 368,489 | ||||||
| 5.00%, 07/01/2023 |
900,000 | 974,380 | ||||||
| 5.00%, 10/01/2024 |
2,020,000 | 2,293,463 | ||||||
| 5.00%, 07/01/2025 |
1,090,000 | 1,264,847 | ||||||
| 5.00%, 10/01/2025 |
905,000 | 1,053,619 | ||||||
| 5.00%, 07/01/2026 |
1,140,000 | 1,362,599 | ||||||
| 5.00%, 10/01/2026 |
955,000 | 1,143,622 | ||||||
| 5.00%, 10/01/2028 |
475,000 | 597,376 | ||||||
| 5.00%, 10/01/2029 |
405,000 | 519,594 | ||||||
| 5.00%, 07/01/2030 |
590,000 | 729,788 | ||||||
| 5.00%, 01/01/2031 |
475,000 | 557,502 | ||||||
| 5.00%, 10/01/2031 |
355,000 | 461,443 | ||||||
| 5.00%, 01/01/2032 |
635,000 | 743,662 | ||||||
| 5.00%, 07/01/2032 |
500,000 | 614,484 | ||||||
| 5.00%, 01/01/2033 |
540,000 | 630,824 | ||||||
| 5.00%, 07/15/2033(3) |
315,000 | 390,387 | ||||||
| 5.00%, 01/01/2034 |
710,000 | 828,041 | ||||||
| 5.00%, 07/01/2034 |
500,000 | 610,040 | ||||||
| 5.00%, 07/15/2034(3) |
270,000 | 333,508 | ||||||
| 5.00%, 01/01/2035 |
745,000 | 866,838 | ||||||
| 5.00%, 07/15/2035(3) |
275,000 | 338,993 | ||||||
| 5.00%, 01/01/2036 |
1,100,000 | 1,276,579 | ||||||
| 5.00%, 07/15/2036(3) |
465,000 | 571,413 | ||||||
| 5.00%, 07/15/2037(3) |
490,000 | 600,372 | ||||||
| 5.00%, 10/01/2037(3) |
500,000 | 543,856 | ||||||
| 5.00%, 07/01/2038(1) |
8,525,000 | 9,441,620 | ||||||
| 5.00%, 01/01/2040 |
755,000 | 890,424 | ||||||
| 5.00%, 10/01/2041 |
825,000 | 924,514 | ||||||
| 5.00%, 07/15/2046(3) |
1,000,000 | 1,200,534 | ||||||
| 5.00%, 10/01/2047(3) |
1,375,000 | 1,492,546 | ||||||
| 5.00%, 10/01/2048 |
1,750,000 | 1,888,763 | ||||||
| 5.00%, 10/01/2057(3) |
1,000,000 | 1,084,431 | ||||||
| 5.13%, 11/15/2046(3) |
800,000 | 884,888 | ||||||
| Massachusetts Educational Financing Authority |
||||||||
| 2.00%, 07/01/2037 |
2,700,000 | 2,675,544 | ||||||
| 5.00%, 01/01/2022 |
2,000,000 | 2,023,149 | ||||||
| 5.00%, 07/01/2023 |
200,000 | 215,798 | ||||||
| 5.00%, 07/01/2024 |
575,000 | 643,886 | ||||||
| 5.00%, 07/01/2024 |
2,190,000 | 2,453,642 | ||||||
| 5.00%, 07/01/2025 |
825,000 | 954,020 | ||||||
| 5.00%, 07/01/2025 |
850,000 | 982,930 | ||||||
| 5.00%, 07/01/2026 |
5,000,000 | 5,937,812 | ||||||
| 5.00%, 07/01/2027 |
1,500,000 | 1,819,363 | ||||||
| 5.00%, 07/01/2028 |
1,250,000 | 1,546,366 | ||||||
| 5.00%, 07/01/2029 |
1,600,000 | 2,010,748 | ||||||
| 5.00%, 07/01/2030 |
1,425,000 | 1,817,946 | ||||||
| Massachusetts Housing Finance Agency |
||||||||
| 0.60% (SIFMA Municipal Swap Index Yield + 0.55%), 11/01/2048(2) |
9,670,000 | 9,670,000 | ||||||
| Massachusetts Port Authority |
||||||||
| 5.00%, 07/01/2024 |
835,000 | 938,445 | ||||||
| Massachusetts School Building Authority |
||||||||
| 5.00%, 01/15/2028 |
1,500,000 | 1,714,745 | ||||||
| 5.00%, 08/15/2030 |
2,000,000 | 2,084,065 | ||||||
| 5.00%, 10/15/2032 |
1,000,000 | 1,001,493 | ||||||
| 5.00%, 08/15/2037 |
10,000,000 | 11,616,150 | ||||||
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue |
||||||||
| 5.00%, 01/01/2039(1) |
4,055,000 | 4,291,594 | ||||||
|
|
|
|||||||
| Total Massachusetts |
|
179,415,037 | ||||||
|
|
|
|||||||
| Michigan – 3.00% |
||||||||
| Avondale School District |
||||||||
| 5.00%, 11/01/2022 |
600,000 | 630,635 | ||||||
| 5.00%, 11/01/2023 |
680,000 | 745,604 | ||||||
| 5.00%, 11/01/2024 |
800,000 | 911,493 | ||||||
| 5.00%, 11/01/2025 |
785,000 | 924,102 | ||||||
| 5.00%, 11/01/2026 |
765,000 | 927,360 | ||||||
| Calhoun County Hospital Finance Authority |
||||||||
| 5.00%, 02/15/2028 |
750,000 | 883,615 | ||||||
| 5.00%, 02/15/2037 |
1,695,000 | 1,941,373 | ||||||
| City of Detroit MI |
||||||||
| 5.00%, 04/01/2022 |
835,000 | 851,314 | ||||||
| 5.00%, 04/01/2023 |
750,000 | 793,728 | ||||||
| 5.00%, 04/01/2024 |
900,000 | 985,648 | ||||||
| 5.00%, 04/01/2025 |
900,000 | 1,013,794 | ||||||
| 5.00%, 04/01/2034 |
1,000,000 | 1,171,515 | ||||||
| 5.00%, 04/01/2035 |
1,700,000 | 2,091,208 | ||||||
| 5.00%, 04/01/2036 |
300,000 | 367,614 | ||||||
| 5.50%, 04/01/2031 |
560,000 | 710,709 | ||||||
| 5.50%, 04/01/2033 |
470,000 | 592,473 | ||||||
| 5.50%, 04/01/2035 |
350,000 | 438,745 | ||||||
| 5.50%, 04/01/2037 |
465,000 | 579,250 | ||||||
| 5.50%, 04/01/2039 |
645,000 | 799,701 | ||||||
| 5.50%, 04/01/2045 |
750,000 | 923,078 | ||||||
| 5.50%, 04/01/2050 |
605,000 | 741,351 | ||||||
| City of Detroit MI Sewage Disposal System Revenue |
||||||||
| 5.25%, 07/01/2039 |
4,050,000 | 4,203,659 | ||||||
| City of Greenville MI |
||||||||
| 4.00%, 06/01/2025 |
245,000 | 273,768 | ||||||
| 4.00%, 06/01/2029 |
285,000 | 338,204 | ||||||
| 4.00%, 06/01/2035 |
715,000 | 852,281 | ||||||
| City of Royal Oak MI |
||||||||
| 5.00%, 04/01/2029 |
500,000 | 628,625 | ||||||
| 5.00%, 04/01/2031 |
1,045,000 | 1,301,653 | ||||||
| City of Saginaw MI Water Supply System Revenue |
||||||||
| 4.00%, 07/01/2034 |
355,000 | 432,424 | ||||||
| 4.00%, 07/01/2035 |
185,000 | 224,627 | ||||||
| 4.00%, 07/01/2036 |
195,000 | 235,719 | ||||||
| City of Taylor MI |
||||||||
| 4.00%, 03/01/2030 |
490,000 | 594,594 | ||||||
| 4.00%, 03/01/2031 |
390,000 | 478,392 | ||||||
| 4.00%, 03/01/2034 |
570,000 | 684,584 | ||||||
| City of Wyandotte MI Electric System Revenue |
||||||||
| 5.00%, 10/01/2021 |
750,000 | 750,000 | ||||||
| 5.00%, 10/01/2022 |
800,000 | 835,099 | ||||||
| 5.00%, 10/01/2023 |
500,000 | 541,895 | ||||||
| 5.00%, 10/01/2024 |
765,000 | 860,035 | ||||||
| Clarkston Community Schools |
||||||||
| 5.00%, 05/01/2022 |
445,000 | 457,166 | ||||||
| County of Jackson MI |
||||||||
| 4.00%, 05/01/2034 |
610,000 | 718,406 | ||||||
| County of Kent MI |
||||||||
| 5.00%, 06/01/2028 |
700,000 | 843,647 | ||||||
| Detroit City School District |
||||||||
| 5.25%, 05/01/2030 |
3,345,000 | 4,468,819 | ||||||
| Detroit Downtown Development Authority |
||||||||
| 5.00%, 07/01/2037 |
540,000 | 600,001 | ||||||
| 5.00%, 07/01/2038 |
1,000,000 | 1,110,824 | ||||||
| Grand Rapids Public Schools |
||||||||
| 5.00%, 05/01/2025 |
1,075,000 | 1,242,958 | ||||||
| 5.00%, 11/01/2037 |
1,750,000 | 2,171,666 | ||||||
| 5.00%, 11/01/2038 |
1,000,000 | 1,238,312 | ||||||
| Great Lakes Water Authority Sewage Disposal System Revenue |
||||||||
| 5.00%, 07/01/2030 |
3,000,000 | 3,588,880 | ||||||
| 5.00%, 07/01/2036 |
1,000,000 | 1,188,074 | ||||||
| Great Lakes Water Authority Water Supply System Revenue |
||||||||
| 5.00%, 07/01/2023 |
1,000,000 | 1,082,461 | ||||||
| Karegnondi Water Authority |
||||||||
| 5.00%, 11/01/2036 |
1,300,000 | 1,582,760 | ||||||
| 5.25%, 11/01/2040 |
130,000 | 142,672 | ||||||
| Kentwood Economic Development Corp. |
||||||||
| 4.00%, 11/15/2043 |
1,000,000 | 1,065,633 | ||||||
| 4.00%, 11/15/2045 |
750,000 | 823,049 | ||||||
| Lake Orion Community School District |
||||||||
| 5.00%, 05/01/2025 |
3,275,000 | 3,795,526 | ||||||
| Lansing Board of Water & Light |
||||||||
| 2.00%, 07/01/2051(1) |
2,450,000 | 2,583,632 | ||||||
| Michigan Finance Authority |
||||||||
| 1.20%, 10/15/2030(1) |
1,900,000 | 1,899,143 | ||||||
| 1.20%, 10/15/2038(1) |
18,900,000 | 18,891,476 | ||||||
| 1.25%, 06/01/2030 |
395,000 | 396,591 | ||||||
| 3.50%, 11/01/2023 |
5,500,000 | 5,661,548 | ||||||
| 3.75%, 11/01/2024 |
5,500,000 | 5,666,021 | ||||||
| 3.75%, 11/15/2049(1) |
3,600,000 | 4,061,296 | ||||||
| 4.00%, 06/01/2023 |
1,000,000 | 1,057,099 | ||||||
| 4.00%, 12/01/2035 |
1,500,000 | 1,770,913 | ||||||
| 5.00%, 07/01/2022 |
1,235,000 | 1,278,660 | ||||||
| 5.00%, 11/15/2022 |
275,000 | 289,479 | ||||||
| 5.00%, 10/01/2023 |
1,000,000 | 1,047,289 | ||||||
| 5.00%, 10/01/2024 |
3,000,000 | 3,419,623 | ||||||
| 5.00%, 11/01/2024 |
750,000 | 854,029 | ||||||
| 5.00%, 11/01/2025 |
400,000 | 470,349 | ||||||
| 5.00%, 11/01/2025 |
1,000,000 | 1,176,757 | ||||||
| 5.00%, 06/01/2026 |
2,000,000 | 2,379,756 | ||||||
| 5.00%, 11/01/2026 |
500,000 | 604,729 | ||||||
| 5.00%, 12/01/2026 |
1,190,000 | 1,451,226 | ||||||
| 5.00%, 06/01/2027 |
690,000 | 843,778 | ||||||
| 5.00%, 11/01/2027 |
500,000 | 619,529 | ||||||
| 5.00%, 06/01/2028 |
2,380,000 | 2,978,859 | ||||||
| 5.00%, 06/01/2029 |
1,500,000 | 1,917,010 | ||||||
| 5.00%, 12/01/2029 |
500,000 | 621,051 | ||||||
| 5.00%, 06/01/2030 |
1,725,000 | 2,245,891 | ||||||
| 5.00%, 07/01/2030 |
600,000 | 695,038 | ||||||
| 5.00%, 10/01/2030 |
800,000 | 903,384 | ||||||
| 5.00%, 06/01/2031 |
2,895,000 | 3,773,376 | ||||||
| 5.00%, 06/01/2032 |
280,000 | 363,609 | ||||||
| 5.00%, 11/15/2032 |
1,445,000 | 1,731,000 | ||||||
| 5.00%, 06/01/2033 |
510,000 | 660,181 | ||||||
| 5.00%, 07/01/2033 |
350,000 | 404,034 | ||||||
| 5.00%, 12/01/2044(1) |
2,550,000 | 2,926,058 | ||||||
| 5.00%, 06/01/2049 |
2,500,000 | 2,952,581 | ||||||
| Michigan Mathematics & Science Initiative |
||||||||
| 4.00%, 01/01/2031 |
500,000 | 563,287 | ||||||
| Michigan State Building Authority |
||||||||
| 5.00%, 10/15/2021 |
1,750,000 | 1,752,619 | ||||||
| 5.00%, 04/15/2022 |
1,250,000 | 1,282,291 | ||||||
| 5.00%, 04/15/2035 |
1,250,000 | 1,596,143 | ||||||
| Michigan State Hospital Finance Authority |
||||||||
| 2.40%, 11/15/2047(1) |
850,000 | 876,028 | ||||||
| 4.00%, 11/15/2047(1) |
4,505,000 | 4,954,786 | ||||||
| 4.00%, 11/15/2047(1) |
9,750,000 | 10,358,370 | ||||||
| 5.00%, 12/01/2022 |
125,000 | 132,021 | ||||||
| 5.00%, 12/01/2023 |
1,150,000 | 1,266,510 | ||||||
| 5.00%, 12/01/2024 |
275,000 | 314,800 | ||||||
| 5.00%, 12/01/2025 |
700,000 | 828,393 | ||||||
| 5.00%, 12/01/2027 |
415,000 | 520,323 | ||||||
| Michigan State Housing Development Authority |
||||||||
| 3.00%, 06/01/2052 |
2,220,000 | 2,419,477 | ||||||
| 3.50%, 12/01/2050 |
1,065,000 | 1,168,764 | ||||||
| Michigan Strategic Fund |
||||||||
| 1.80%, 10/01/2049(1) |
2,075,000 | 2,126,695 | ||||||
| 4.00%, 10/01/2061(1) |
3,520,000 | 3,907,661 | ||||||
| 5.00%, 06/30/2025 |
2,000,000 | 2,309,342 | ||||||
| 5.00%, 12/31/2025 |
2,595,000 | 3,040,847 | ||||||
| 5.00%, 06/30/2026 |
2,800,000 | 3,324,874 | ||||||
| 5.00%, 12/31/2026 |
355,000 | 427,018 | ||||||
| 5.00%, 06/30/2032 |
150,000 | 184,326 | ||||||
| Michigan Technological University |
||||||||
| 4.00%, 10/01/2051 |
1,255,000 | 1,450,205 | ||||||
| 5.00%, 10/01/2025 |
400,000 | 469,650 | ||||||
| 5.00%, 10/01/2026 |
270,000 | 325,965 | ||||||
| 5.00%, 10/01/2027 |
595,000 | 734,963 | ||||||
| 5.00%, 10/01/2028 |
890,000 | 1,124,070 | ||||||
| 5.00%, 10/01/2029 |
2,000,000 | 2,571,153 | ||||||
| 5.00%, 10/01/2030 |
355,000 | 463,581 | ||||||
| Michigan Tobacco Settlement Finance Authority |
||||||||
| 0.00%, 06/01/2052 |
2,300,000 | 259,176 | ||||||
| Milan Area Schools |
||||||||
| 5.00%, 05/01/2023 |
245,000 | 262,780 | ||||||
| Oakland University |
||||||||
| 5.00%, 03/01/2041 |
2,190,000 | 2,528,849 | ||||||
| Portage Public Schools |
||||||||
| 5.00%, 11/01/2028 |
1,000,000 | 1,195,658 | ||||||
| Richfield Public School Academy |
||||||||
| 2.50%, 09/01/2025 |
235,000 | 233,799 | ||||||
| Royal Oak Hospital Finance Authority |
||||||||
| 5.00%, 09/01/2039 |
10,320,000 | 11,393,713 |
| Royal Oak School District |
||||||||
| 5.00%, 05/01/2023 |
600,000 | 645,224 | ||||||
| 5.00%, 05/01/2024 |
600,000 | 669,749 | ||||||
| Saginaw City School District |
||||||||
| 4.00%, 05/01/2028 |
1,035,000 | 1,232,615 | ||||||
| 4.00%, 05/01/2031 |
1,290,000 | 1,602,833 | ||||||
| 4.00%, 05/01/2034 |
1,035,000 | 1,266,172 | ||||||
| Saginaw Hospital Finance Authority |
||||||||
| 5.00%, 07/01/2027 |
825,000 | 1,005,262 | ||||||
| 5.00%, 07/01/2028 |
435,000 | 541,311 | ||||||
| State of Michigan |
||||||||
| 5.00%, 03/15/2022 |
1,170,000 | 1,194,796 | ||||||
| 5.00%, 03/15/2023 |
2,000,000 | 2,134,784 | ||||||
| 5.00%, 03/15/2025 |
1,145,000 | 1,323,905 | ||||||
| State of Michigan Trunk Line Revenue |
||||||||
| 4.00%, 11/15/2044 |
30,000,000 | 35,298,786 | ||||||
| 5.00%, 11/15/2036 |
7,550,000 | 9,861,597 | ||||||
| Summit Academy North |
||||||||
| 2.25%, 11/01/2026 |
545,000 | 537,642 | ||||||
| 4.00%, 11/01/2031 |
785,000 | 864,679 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 11/15/2024(1)(3) |
1,400,000 | 1,400,000 | ||||||
| 0.12%, 10/15/2051(1)(3) |
2,000,000 | 2,000,000 | ||||||
| University of Michigan |
||||||||
| 5.00%, 04/01/2024 |
1,670,000 | 1,866,176 | ||||||
| Van Buren Public Schools |
||||||||
| 4.00%, 11/01/2036 |
1,085,000 | 1,273,578 | ||||||
| 4.00%, 11/01/2037 |
1,925,000 | 2,253,566 | ||||||
| 4.00%, 11/01/2038 |
2,005,000 | 2,343,663 | ||||||
| Wayne County Airport Authority |
||||||||
| 5.00%, 12/01/2022 |
200,000 | 211,185 | ||||||
| 5.00%, 12/01/2023 |
250,000 | 274,872 | ||||||
| 5.00%, 12/01/2023 |
400,000 | 440,708 | ||||||
| 5.00%, 12/01/2023 |
550,000 | 604,091 | ||||||
| 5.00%, 12/01/2024 |
375,000 | 428,890 | ||||||
| 5.00%, 12/01/2024 |
500,000 | 569,312 | ||||||
| 5.00%, 12/01/2025 |
600,000 | 705,175 | ||||||
| 5.00%, 12/01/2025 |
1,000,000 | 1,175,291 | ||||||
| 5.00%, 12/01/2027 |
4,055,000 | 4,749,430 | ||||||
| 5.00%, 12/01/2031 |
350,000 | 426,838 | ||||||
| 5.00%, 12/01/2032 |
1,400,000 | 1,582,767 | ||||||
| 5.00%, 12/01/2033 |
325,000 | 397,675 | ||||||
| 5.00%, 12/01/2034 |
1,310,000 | 1,707,308 | ||||||
| 5.00%, 12/01/2039 |
1,675,000 | 2,153,367 | ||||||
| 5.00%, 12/01/2040 |
2,000,000 | 2,601,426 | ||||||
| 5.00%, 12/01/2040 |
4,000,000 | 4,661,792 | ||||||
| 5.00%, 12/01/2041 |
1,000,000 | 1,296,841 | ||||||
| 5.00%, 12/01/2041 |
1,845,000 | 2,359,158 | ||||||
| 5.00%, 12/01/2042 |
1,000,000 | 1,052,323 | ||||||
| 5.00%, 12/01/2042 |
900,000 | 1,079,448 | ||||||
| 5.00%, 12/01/2046 |
4,250,000 | 5,435,790 | ||||||
| 5.00%, 12/01/2047 |
1,000,000 | 1,198,574 | ||||||
| Wayne-Westland Community Schools |
||||||||
| 5.00%, 11/01/2022 |
190,000 | 199,722 | ||||||
| 5.00%, 11/01/2023 |
80,000 | 87,753 | ||||||
| 5.00%, 11/01/2024 |
185,000 | 210,966 | ||||||
| 5.00%, 11/01/2025 |
95,000 | 112,002 | ||||||
| 5.00%, 11/01/2026 |
1,000,000 | 1,214,461 | ||||||
| 5.00%, 11/01/2027 |
600,000 | 747,850 | ||||||
| 5.00%, 11/01/2029 |
585,000 | 746,230 | ||||||
|
|
|
|||||||
| Total Michigan |
311,091,438 | |||||||
|
|
|
|||||||
| Minnesota – 0.34% |
||||||||
| City of Deephaven MN |
||||||||
| 5.00%, 10/01/2037 |
1,250,000 | 1,298,491 | ||||||
| 5.00%, 10/01/2049 |
2,200,000 | 2,269,587 | ||||||
| City of Independence MN |
||||||||
| 4.00%, 07/01/2041 |
1,500,000 | 1,661,897 | ||||||
| City of Minneapolis MN/St Paul Housing & Redevelopment Authority |
||||||||
| 5.00%, 11/15/2022 |
1,100,000 | 1,158,550 | ||||||
| City of Moorhead MN |
||||||||
| 5.00%, 12/01/2025 |
775,000 | 856,043 | ||||||
| City of Rochester MN |
||||||||
| 5.00%, 12/01/2025 |
900,000 | 950,058 | ||||||
| 5.25%, 12/01/2038 |
1,000,000 | 1,042,313 | ||||||
| City of Shakopee MN Senior Housing Revenue |
||||||||
| 5.85%, 11/01/2058(1)(3) |
2,280,000 | 2,452,953 | ||||||
| Duluth Economic Development Authority |
||||||||
| 5.00%, 02/15/2033 |
500,000 | 605,030 | ||||||
| 5.00%, 02/15/2034 |
750,000 | 905,251 | ||||||
| 5.00%, 02/15/2037 |
1,250,000 | 1,497,915 | ||||||
| Housing & Redevelopment Authority of The City of St Paul Minnesota |
||||||||
| 4.00%, 11/01/2042 |
675,000 | 687,910 | ||||||
| Minnesota Housing Finance Agency |
||||||||
| 3.00%, 07/01/2051 |
765,000 | 830,535 | ||||||
| 3.00%, 01/01/2052 |
2,915,000 | 3,172,281 | ||||||
| Minnesota Rural Water Finance Authority, Inc. |
||||||||
| 0.25%, 08/01/2022 |
1,500,000 | 1,500,034 | ||||||
| Roseville Independent School District No 623 |
||||||||
| 5.00%, 02/01/2025 |
3,895,000 | 4,473,589 | ||||||
| 5.00%, 02/01/2026 |
2,315,000 | 2,745,158 | ||||||
| Shakopee Independent School District No 720 |
||||||||
| 5.00%, 02/01/2024 |
3,185,000 | 3,522,744 | ||||||
| State of Minnesota |
||||||||
| 5.00%, 08/01/2023 |
1,465,000 | 1,593,437 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.15%, 11/15/2026(1)(3) |
2,025,000 | 2,025,000 | ||||||
|
|
|
|||||||
| Total Minnesota |
35,248,776 | |||||||
|
|
|
|||||||
| Mississippi – 0.34% |
||||||||
| Mississippi Business Finance Corp. |
||||||||
| 0.04%, 12/01/2030(1) |
8,000,000 | 8,000,000 | ||||||
| 0.04%, 11/01/2035(1) |
12,500,000 | 12,500,000 | ||||||
| Mississippi Hospital Equipment & Facilities Authority |
||||||||
| 5.00%, 01/01/2029 |
910,000 | 1,130,455 | ||||||
| 5.00%, 01/01/2033 |
1,750,000 | 2,174,390 | ||||||
| 5.00%, 10/01/2035 |
700,000 | 867,184 | ||||||
| 5.00%, 10/01/2036 |
2,000,000 | 2,471,311 | ||||||
| 5.00%, 10/01/2040(1) |
4,215,000 | 4,957,431 | ||||||
| 5.00%, 09/01/2044(1) |
2,000,000 | 2,259,016 | ||||||
| State of Mississippi |
||||||||
| 5.00%, 10/01/2030 |
1,000,000 | 1,236,491 | ||||||
|
|
|
|||||||
| Total Mississippi |
35,596,278 | |||||||
|
|
|
|||||||
| Missouri – 0.92% |
||||||||
| Belton School District No 124 |
||||||||
| 5.00%, 03/01/2028 |
250,000 | 314,704 | ||||||
| 5.50%, 03/01/2033 |
500,000 | 620,382 | ||||||
| 5.50%, 03/01/2036 |
500,000 | 619,996 | ||||||
| Cape Girardeau County Industrial Development Authority |
||||||||
| 5.00%, 03/01/2032 |
500,000 | 584,578 | ||||||
| City of Kansas City MO Sanitary Sewer System Revenue |
||||||||
| 5.00%, 01/01/2026 |
285,000 | 337,761 | ||||||
| 5.00%, 01/01/2031 |
135,000 | 166,968 | ||||||
| City of St Louis MO Airport Revenue |
||||||||
| 5.00%, 07/01/2025 |
400,000 | 464,164 | ||||||
| Hannibal Industrial Development Authority |
||||||||
| 5.00%, 10/01/2047 |
1,580,000 | 1,846,322 | ||||||
| Health & Educational Facilities Authority of the State of Missouri |
||||||||
| 4.00%, 08/01/2031 |
310,000 | 373,636 | ||||||
| 4.00%, 02/15/2034 |
500,000 | 599,546 | ||||||
| 4.00%, 07/01/2035 |
1,500,000 | 1,819,797 | ||||||
| 4.00%, 02/15/2037 |
425,000 | 504,150 | ||||||
| 4.00%, 02/15/2039 |
990,000 | 1,167,821 | ||||||
| 4.00%, 02/01/2040 |
100,000 | 109,473 | ||||||
| 5.00%, 06/01/2025 |
7,000,000 | 8,120,941 | ||||||
| 5.00%, 04/01/2027 |
1,705,000 | 2,008,603 | ||||||
| 5.00%, 02/01/2029 |
1,000,000 | 1,153,168 | ||||||
| 5.00%, 02/01/2035 |
1,000,000 | 1,134,336 | ||||||
| 5.00%, 02/01/2036 |
200,000 | 226,117 | ||||||
| 5.00%, 08/01/2040 |
1,145,000 | 1,252,417 | ||||||
| 5.00%, 10/01/2042 |
6,370,000 | 7,549,118 | ||||||
| 5.00%, 10/01/2046 |
6,000,000 | 7,247,674 | ||||||
| Industrial Development Authority of the City of St Louis Missouri |
||||||||
| 3.88%, 11/15/2029 |
90,000 | 89,360 | ||||||
| 4.38%, 11/15/2035 |
230,000 | 231,150 | ||||||
| 4.75%, 11/15/2047 |
1,250,000 | 1,266,709 | ||||||
| Kansas City Industrial Development Authority |
||||||||
| 4.00%, 03/01/2050 |
3,750,000 | 4,215,429 | ||||||
| 4.00%, 03/01/2057 |
6,250,000 | 7,020,999 | ||||||
| 5.00%, 03/01/2025 |
1,250,000 | 1,437,891 | ||||||
| 5.00%, 03/01/2025 |
2,000,000 | 2,296,232 | ||||||
| 5.00%, 03/01/2026 |
4,395,000 | 5,195,289 | ||||||
| 5.00%, 03/01/2027 |
2,955,000 | 3,605,489 | ||||||
| 5.00%, 03/01/2028 |
3,350,000 | 4,150,961 | ||||||
| Missouri Development Finance Board |
||||||||
| 0.04%, 06/01/2037(1) |
13,275,000 | 13,275,000 | ||||||
| Missouri Housing Development Commission |
||||||||
| 3.25%, 05/01/2051 |
3,555,000 | 3,888,086 | ||||||
| 4.00%, 05/01/2050 |
295,000 | 325,351 | ||||||
| Mizuho Floater/Residual Trust |
||||||||
| 0.30%, 06/01/2033(1)(3) |
405,000 | 405,000 | ||||||
| St Louis County Industrial Development Authority |
||||||||
| 5.00%, 12/01/2025 |
745,000 | 800,083 | ||||||
| 5.00%, 09/01/2038 |
500,000 | 562,883 | ||||||
| 5.13%, 08/15/2045 |
200,000 | 211,716 | ||||||
| 5.13%, 09/01/2048 |
2,590,000 | 2,902,760 | ||||||
| 5.50%, 09/01/2033 |
1,000,000 | 1,071,039 | ||||||
| St Louis Land Clearance for Redevelopment Authority |
||||||||
| 5.00%, 06/01/2029 |
1,000,000 | 1,151,680 | ||||||
| 5.38%, 06/01/2043 |
2,000,000 | 2,282,179 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.17%, 05/15/2041(1)(3) |
1,100,000 | 1,100,000 | ||||||
|
|
|
|||||||
| Total Missouri |
95,706,958 | |||||||
|
|
|
|||||||
| Montana – 0.04% |
||||||||
| City of Kalispell MT |
||||||||
| 5.25%, 05/15/2037 |
765,000 | 837,249 | ||||||
| 5.25%, 05/15/2047 |
500,000 | 541,647 | ||||||
| 5.25%, 05/15/2052 |
50,000 | 53,986 | ||||||
| Mizuho Floater/Residual Trust |
||||||||
| 0.30%, 06/01/2034(1)(3) |
1,000,000 | 1,000,000 | ||||||
| Montana Board of Housing |
||||||||
| 4.00%, 12/01/2047 |
270,000 | 283,563 | ||||||
| 4.00%, 06/01/2050 |
155,000 | 173,924 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 06/01/2050(1)(3) |
1,700,000 | 1,700,000 | ||||||
|
|
|
|||||||
| Total Montana |
4,590,369 | |||||||
|
|
|
|||||||
| Nebraska – 0.74% |
||||||||
| Central Plains Energy Project |
||||||||
| 4.00%, 12/01/2049(1) |
32,420,000 | 36,355,970 | ||||||
| 5.00%, 09/01/2033 |
1,500,000 | 1,997,563 | ||||||
| 5.00%, 09/01/2035 |
930,000 | 1,270,181 | ||||||
| 5.00%, 03/01/2050(1) |
5,000,000 | 5,461,173 | ||||||
| City of Omaha NE |
||||||||
| 5.00%, 01/15/2026 |
1,700,000 | 2,017,909 | ||||||
| Douglas County Hospital Authority No 2 |
||||||||
| 4.00%, 11/15/2036 |
425,000 | 503,324 | ||||||
| Lincoln County Hospital Authority No 1 |
||||||||
| 5.00%, 11/01/2024 |
1,000,000 | 1,003,589 | ||||||
| Nebraska Investment Finance Authority |
||||||||
| 3.00%, 09/01/2045 |
2,085,000 | 2,262,960 | ||||||
| 3.50%, 09/01/2050 |
910,000 | 1,000,313 | ||||||
| 3.75%, 09/01/2049 |
955,000 | 1,026,767 | ||||||
| 4.00%, 09/01/2049 |
780,000 | 852,887 | ||||||
| Nebraska Public Power District |
||||||||
| 0.60%, 01/01/2051(1) |
16,920,000 | 16,974,704 | ||||||
| 5.00%, 01/01/2024 |
2,455,000 | 2,713,082 | ||||||
| Omaha Airport Authority |
||||||||
| 5.00%, 12/15/2031 |
515,000 | 615,815 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 07/15/2059(1)(3) |
2,500,000 | 2,500,000 | ||||||
|
|
|
|||||||
| Total Nebraska |
76,556,237 | |||||||
|
|
|
|||||||
| Nevada – 1.11% |
||||||||
| City of Carson City NV |
||||||||
| 5.00%, 09/01/2026 |
550,000 | 654,862 | ||||||
| City of Henderson NV |
||||||||
| 4.00%, 06/01/2035 |
900,000 | 1,080,203 | ||||||
| 4.00%, 06/01/2036 |
925,000 | 1,106,422 | ||||||
| 4.00%, 06/01/2038 |
3,540,000 | 4,211,315 | ||||||
| 5.00%, 06/01/2037 |
3,230,000 | 4,127,035 | ||||||
| City of Las Vegas NV Special Improvement District No 814 |
||||||||
| 4.00%, 06/01/2039 |
450,000 | 491,586 | ||||||
| 4.00%, 06/01/2049 |
1,100,000 | 1,182,060 | ||||||
| City of Las Vegas NV Special Improvement District No 815 |
||||||||
| 4.75%, 12/01/2040 |
900,000 | 1,044,019 | ||||||
| City of Las Vegas NV Special Improvement District No 816 |
||||||||
| 2.00%, 06/01/2023 |
150,000 | 152,063 | ||||||
| 2.75%, 06/01/2036 |
420,000 | 418,483 | ||||||
| 3.00%, 06/01/2041 |
630,000 | 637,910 | ||||||
| 3.13%, 06/01/2046 |
1,300,000 | 1,319,733 | ||||||
| City of North Las Vegas NV |
||||||||
| 4.00%, 06/01/2029 |
665,000 | 799,836 | ||||||
| 4.00%, 06/01/2030 |
695,000 | 846,461 | ||||||
| 5.00%, 06/01/2027 |
605,000 | 740,614 | ||||||
| 5.00%, 06/01/2028 |
635,000 | 793,425 | ||||||
| City of Reno NV |
||||||||
| 0.00%, 07/01/2058(3) |
2,000,000 | 344,650 | ||||||
| 5.00%, 06/01/2038 |
150,000 | 178,314 | ||||||
| City of Sparks NV |
||||||||
| 2.50%, 06/15/2024(3) |
1,300,000 | 1,320,362 | ||||||
| Clark County School District |
||||||||
| 4.00%, 06/15/2034 |
5,000,000 | 5,725,910 | ||||||
| 4.00%, 06/15/2038 |
775,000 | 912,274 | ||||||
| 5.00%, 06/15/2023 |
370,000 | 400,010 | ||||||
| 5.00%, 06/15/2023 |
1,665,000 | 1,800,046 | ||||||
| 5.00%, 06/15/2024 |
4,500,000 | 5,059,330 | ||||||
| 5.00%, 06/15/2025 |
25,000 | 29,039 | ||||||
| 5.00%, 06/15/2025 |
6,060,000 | 7,039,098 | ||||||
| 5.00%, 06/15/2026 |
3,670,000 | 4,392,364 | ||||||
| 5.00%, 06/15/2029 |
4,080,000 | 5,097,585 | ||||||
| 5.00%, 06/15/2035 |
500,000 | 638,730 | ||||||
| County of Clark Department of Aviation |
||||||||
| 5.00%, 07/01/2024 |
3,320,000 | 3,727,422 | ||||||
| 5.00%, 07/01/2028 |
475,000 | 535,655 | ||||||
| 5.00%, 07/01/2035 |
7,000,000 | 9,194,389 | ||||||
| 5.00%, 07/01/2036 |
2,250,000 | 2,942,577 | ||||||
| County of Clark NV |
||||||||
| 1.65%, 01/01/2036(1) |
1,560,000 | 1,588,730 | ||||||
| 5.00%, 11/01/2028 |
3,000,000 | 3,635,036 | ||||||
| 5.00%, 06/01/2032 |
3,000,000 | 3,705,248 | ||||||
| 5.00%, 12/01/2032 |
5,385,000 | 6,753,438 | ||||||
| 5.00%, 06/01/2035 |
2,070,000 | 2,538,789 | ||||||
| County of Clark NV Passenger Facility Charge Revenue |
||||||||
| 5.00%, 07/01/2024 |
1,370,000 | 1,538,123 | ||||||
| 5.00%, 07/01/2025 |
2,220,000 | 2,576,110 | ||||||
| County of Washoe NV |
||||||||
| 2.05%, 03/01/2036(1) |
4,500,000 | 4,539,847 | ||||||
| 2.05%, 03/01/2036(1) |
5,000,000 | 5,044,275 | ||||||
| 3.00%, 03/01/2036(1) |
700,000 | 712,269 | ||||||
| Las Vegas Convention & Visitors Authority |
||||||||
| 5.00%, 07/01/2031 |
600,000 | 718,441 | ||||||
| 5.00%, 07/01/2043 |
2,500,000 | 2,995,816 | ||||||
| Las Vegas Redevelopment Agency |
||||||||
| 5.00%, 06/15/2030 |
1,000,000 | 1,159,059 | ||||||
| 5.00%, 06/15/2040 |
685,000 | 779,152 | ||||||
| Las Vegas Valley Water District |
||||||||
| 4.00%, 06/01/2028 |
1,000,000 | 1,120,118 | ||||||
| 5.00%, 06/01/2039 |
2,815,000 | 3,180,607 | ||||||
| Nevada Housing Division |
||||||||
| 4.00%, 10/01/2049 |
485,000 | 535,874 | ||||||
| State of Nevada Department of Business & Industry |
||||||||
| 0.25%, 12/01/2026(1)(3) |
700,000 | 700,020 | ||||||
| Tahoe-Douglas Visitors Authority |
||||||||
| 4.00%, 07/01/2025 |
500,000 | 543,917 | ||||||
| 4.00%, 07/01/2026 |
1,540,000 | 1,696,577 | ||||||
|
|
|
|||||||
| Total Nevada |
115,005,228 | |||||||
|
|
|
|||||||
| New Hampshire – 0.34% |
||||||||
| New Hampshire Business Finance Authority |
||||||||
| 0.43% (SIFMA Municipal Swap Index Yield + 0.38%), 10/01/2033(2) |
7,520,000 | 7,544,841 | ||||||
| 3.75%, 07/01/2045(1)(3) |
1,000,000 | 1,057,572 | ||||||
| 4.00%, 01/01/2041 |
2,000,000 | 2,179,074 | ||||||
| 4.00%, 01/01/2051 |
3,000,000 | 3,238,094 | ||||||
| 4.13%, 01/20/2034 |
5,010,212 | 5,957,487 | ||||||
| 5.00%, 01/01/2024 |
720,000 | 791,619 | ||||||
| 5.25%, 07/01/2039(3) |
240,000 | 251,202 | ||||||
| 5.63%, 07/01/2046(3) |
125,000 | 131,900 | ||||||
| 5.75%, 07/01/2054(3) |
315,000 | 333,151 | ||||||
| New Hampshire Health & Education Facilities Authority Act |
||||||||
| 4.00%, 10/01/2038 |
115,000 | 126,614 | ||||||
| 5.00%, 07/01/2023 |
500,000 | 541,322 | ||||||
| 5.00%, 08/01/2027 |
1,575,000 | 1,942,838 | ||||||
| 5.00%, 10/01/2028 |
1,580,000 | 1,883,253 | ||||||
| 5.00%, 07/01/2030 |
390,000 | 482,403 | ||||||
| 5.00%, 08/01/2030 |
305,000 | 375,075 | ||||||
| 5.00%, 10/01/2032 |
2,825,000 | 3,318,654 | ||||||
| 5.00%, 10/01/2038 |
425,000 | 494,696 | ||||||
| 5.00%, 07/01/2044 |
3,040,000 | 3,493,732 | ||||||
| 5.25%, 07/01/2027(3)(4) |
550,000 | 291,500 | ||||||
| 6.13%, 07/01/2052(3)(4) |
245,000 | 129,850 | ||||||
| 6.25%, 07/01/2042(3)(4) |
700,000 | 371,000 | ||||||
|
|
|
|||||||
| Total New Hampshire |
34,935,877 | |||||||
|
|
|
|||||||
| New Jersey – 4.58% |
||||||||
| Atlantic County Improvement Authority |
||||||||
| 4.00%, 07/01/2037 |
460,000 | 549,662 | ||||||
| Borough of Morris Plains NJ |
||||||||
| 1.50%, 11/01/2021 |
4,000,000 | 4,004,240 | ||||||
| Borough of Mountainside NJ |
||||||||
| 2.00%, 04/29/2022 |
2,400,000 | 2,423,446 | ||||||
| Borough of Roseland NJ |
||||||||
| 1.50%, 07/20/2022 |
2,345,519 | 2,368,328 | ||||||
| 2.00%, 04/29/2022 |
3,300,000 | 3,333,391 | ||||||
| Camden County Improvement Authority |
||||||||
| 5.00%, 01/15/2028 |
500,000 | 606,426 | ||||||
| 5.00%, 01/15/2029 |
1,000,000 | 1,210,590 | ||||||
| 5.00%, 01/15/2033 |
500,000 | 599,486 | ||||||
| City of Clifton NJ |
||||||||
| 4.00%, 08/15/2027 |
1,425,000 | 1,663,106 | ||||||
| City of Millville NJ |
||||||||
| 2.00%, 05/04/2022 |
5,300,000 | 5,355,549 | ||||||
| City of Newark NJ |
||||||||
| 1.25%, 07/25/2022 |
1,400,000 | 1,410,997 | ||||||
| 1.25%, 10/03/2022 |
2,000,000 | 2,019,982 | ||||||
| 1.25%, 10/03/2022 |
2,000,000 | 2,019,982 | ||||||
| 5.00%, 10/01/2026 |
700,000 | 833,358 | ||||||
| 5.00%, 10/01/2027 |
750,000 | 913,727 | ||||||
| County of Hudson NJ |
||||||||
| 3.00%, 11/15/2025 |
4,000,000 | 4,400,118 | ||||||
| County of Union NJ |
||||||||
| 3.00%, 03/01/2026 |
3,000,000 | 3,283,942 | ||||||
| Essex County Improvement Authority |
||||||||
| 4.00%, 08/01/2038 |
305,000 | 363,317 | ||||||
| 4.00%, 08/01/2039 |
320,000 | 380,099 | ||||||
| 4.00%, 08/01/2040 |
335,000 | 396,953 | ||||||
| 4.00%, 08/01/2041 |
350,000 | 413,495 | ||||||
| Garden State Preservation Trust |
||||||||
| 5.75%, 11/01/2028 |
2,000,000 | 2,455,163 | ||||||
| Gloucester County Improvement Authority |
||||||||
| 4.00%, 07/01/2039 |
750,000 | 884,510 | ||||||
| 4.00%, 07/01/2040 |
525,000 | 617,800 | ||||||
| 5.00%, 07/01/2037 |
1,130,000 | 1,443,457 | ||||||
| Hudson County Improvement Authority |
||||||||
| 4.00%, 01/01/2036 |
1,125,000 | 1,317,431 | ||||||
| 4.00%, 01/01/2037 |
855,000 | 998,688 | ||||||
| 5.00%, 10/01/2026 |
1,500,000 | 1,811,735 | ||||||
| 5.00%, 10/01/2027 |
1,000,000 | 1,239,178 | ||||||
| New Brunswick Parking Authority |
||||||||
| 5.00%, 09/01/2039 |
2,000,000 | 2,369,719 | ||||||
| New Jersey Economic Development Authority |
||||||||
| 1.20%, 11/01/2034(1) |
3,000,000 | 3,027,764 | ||||||
| 2.20%, 10/01/2039(1) |
1,400,000 | 1,469,993 | ||||||
| 3.13%, 07/01/2029 |
445,000 | 452,586 | ||||||
| 4.00%, 06/15/2035 |
500,000 | 589,973 | ||||||
| 4.00%, 06/15/2037 |
600,000 | 702,776 | ||||||
| 4.00%, 06/15/2038 |
600,000 | 700,400 | ||||||
| 4.00%, 11/01/2038 |
1,825,000 | 2,097,659 | ||||||
| 4.00%, 06/15/2040 |
1,000,000 | 1,162,805 | ||||||
| 4.00%, 11/01/2044 |
1,000,000 | 1,140,108 | ||||||
| 4.00%, 08/01/2059 |
355,000 | 387,535 | ||||||
| 5.00%, 06/15/2022 |
200,000 | 206,550 | ||||||
| 5.00%, 06/15/2022 |
1,200,000 | 1,238,868 | ||||||
| 5.00%, 01/01/2023 |
400,000 | 422,592 | ||||||
| 5.00%, 03/01/2023 |
4,160,000 | 4,434,165 | ||||||
| 5.00%, 03/01/2024 |
2,405,000 | 2,505,858 | ||||||
| 5.00%, 06/15/2024 |
2,000,000 | 2,241,515 | ||||||
| 5.00%, 06/15/2025 |
5,190,000 | 6,016,888 | ||||||
| 5.00%, 06/01/2026 |
900,000 | 1,073,235 | ||||||
| 5.00%, 06/15/2026 |
470,000 | 543,374 | ||||||
| 5.00%, 06/15/2028 |
605,000 | 622,460 | ||||||
| 5.00%, 06/15/2029 |
1,000,000 | 1,028,680 | ||||||
| 5.00%, 06/15/2029 |
1,000,000 | 1,265,531 | ||||||
| 5.00%, 01/01/2030 |
500,000 | 525,904 | ||||||
| 5.00%, 06/15/2030 |
4,000,000 | 4,997,696 | ||||||
| 5.00%, 11/01/2030 |
1,315,000 | 1,665,358 | ||||||
| 5.00%, 01/01/2031 |
500,000 | 551,867 | ||||||
| 5.00%, 11/01/2031 |
2,200,000 | 2,774,117 | ||||||
| 5.00%, 06/15/2033 |
5,000,000 | 6,306,893 | ||||||
| 5.00%, 07/01/2033 |
2,875,000 | 3,409,096 | ||||||
| 5.00%, 06/15/2034 |
1,000,000 | 1,258,484 | ||||||
| 5.00%, 06/15/2035 |
1,595,000 | 1,972,514 | ||||||
| 5.00%, 10/01/2037 |
3,185,000 | 3,702,467 | ||||||
| 5.00%, 06/15/2038 |
10,200,000 | 11,020,013 | ||||||
| 5.00%, 10/01/2039(3) |
355,000 | 359,900 | ||||||
| 5.00%, 01/01/2040(3) |
540,000 | 545,631 | ||||||
| 5.00%, 10/01/2047 |
3,450,000 | 3,943,678 | ||||||
| 5.00%, 01/01/2048 |
2,000,000 | 2,064,420 | ||||||
| 5.00%, 06/15/2054(3) |
3,250,000 | 3,501,635 | ||||||
| 5.00%, 08/01/2059 |
1,000,000 | 1,185,016 | ||||||
| 5.13%, 01/01/2034 |
705,000 | 775,588 | ||||||
| 5.13%, 06/15/2043 |
2,450,000 | 2,507,053 | ||||||
| 5.25%, 09/01/2024(3) |
35,925,000 | 40,640,005 | ||||||
| 5.25%, 09/01/2025(3) |
1,605,000 | 1,873,863 | ||||||
| 5.25%, 01/01/2044 |
190,000 | 193,995 | ||||||
| 5.50%, 01/01/2027 |
500,000 | 556,608 | ||||||
| 5.50%, 06/15/2030 |
2,000,000 | 2,442,992 | ||||||
| 5.63%, 11/15/2030 |
2,095,000 | 2,311,021 | ||||||
| 5.63%, 11/15/2030 |
2,230,000 | 2,459,941 | ||||||
| 5.63%, 01/01/2052 |
2,000,000 | 2,217,729 | ||||||
| New Jersey Educational Facilities Authority |
||||||||
| 5.00%, 06/01/2023 |
930,000 | 1,001,958 | ||||||
| 5.00%, 07/01/2023 |
3,390,000 | 3,648,523 | ||||||
| 5.00%, 07/01/2029 |
1,500,000 | 1,723,485 | ||||||
| 5.00%, 07/01/2032 |
4,920,000 | 5,641,719 | ||||||
| New Jersey Health Care Facilities Financing Authority |
||||||||
| 4.00%, 07/01/2038 |
2,850,000 | 3,387,914 | ||||||
| 5.00%, 07/01/2022 |
540,000 | 557,772 | ||||||
| 5.00%, 07/01/2023 |
140,000 | 150,549 | ||||||
| 5.00%, 07/01/2023 |
530,000 | 574,190 | ||||||
| 5.00%, 07/01/2024 |
110,000 | 122,667 | ||||||
| 5.00%, 07/01/2024 |
3,970,000 | 4,111,751 | ||||||
| 5.00%, 07/01/2025 |
120,000 | 138,142 | ||||||
| 5.00%, 07/01/2026 |
40,000 | 47,339 | ||||||
| 5.00%, 07/01/2027 |
60,000 | 70,701 | ||||||
| 5.00%, 07/01/2028 |
155,000 | 186,629 | ||||||
| 5.00%, 07/01/2030 |
165,000 | 191,366 | ||||||
| 5.00%, 07/01/2033 |
500,000 | 590,468 | ||||||
| 5.00%, 07/01/2041 |
815,000 | 938,581 | ||||||
| 5.00%, 07/01/2042(1) |
2,755,000 | 3,206,017 | ||||||
| 5.00%, 07/01/2043(1) |
2,250,000 | 2,530,120 | ||||||
| 5.00%, 07/01/2045(1) |
3,705,000 | 4,435,990 | ||||||
| 5.00%, 07/01/2046 |
2,375,000 | 2,712,667 | ||||||
| New Jersey Higher Education Student Assistance Authority |
||||||||
| 5.00%, 12/01/2021 |
660,000 | 665,063 | ||||||
| 5.00%, 12/01/2023 |
300,000 | 328,821 | ||||||
| 5.00%, 12/01/2023 |
460,000 | 505,554 | ||||||
| 5.00%, 12/01/2024 |
745,000 | 848,275 | ||||||
| 5.00%, 12/01/2024 |
1,000,000 | 1,136,936 | ||||||
| 5.00%, 12/01/2025 |
490,000 | 573,695 | ||||||
| 5.00%, 12/01/2025 |
535,000 | 623,991 | ||||||
| 5.00%, 12/01/2025 |
1,000,000 | 1,168,570 | ||||||
| 5.00%, 12/01/2025 |
2,600,000 | 3,032,481 | ||||||
| 5.00%, 12/01/2026 |
1,330,000 | 1,589,852 | ||||||
| 5.00%, 12/01/2026 |
1,550,000 | 1,852,835 | ||||||
| 5.00%, 12/01/2027 |
1,455,000 | 1,772,398 | ||||||
| 5.00%, 12/01/2027 |
1,470,000 | 1,790,670 | ||||||
| 5.00%, 12/01/2044 |
1,000,000 | 1,052,009 | ||||||
| 5.50%, 12/01/2021 |
2,260,000 | 2,278,462 | ||||||
| New Jersey Housing & Mortgage Finance Agency |
||||||||
| 3.55%, 04/01/2027 |
1,925,000 | 2,065,694 | ||||||
| 3.65%, 04/01/2028 |
1,390,000 | 1,498,163 | ||||||
| New Jersey Infrastructure Bank |
||||||||
| 5.00%, 09/01/2025 |
1,665,000 | 1,959,714 | ||||||
| New Jersey Transportation Trust Fund Authority |
||||||||
| 0.00%, 12/15/2026 |
2,600,000 | 2,420,702 |
| 0.00%, 12/15/2026 |
3,000,000 | 2,807,575 | ||||||
| 0.00%, 12/15/2027 |
3,260,000 | 2,959,431 | ||||||
| 0.00%, 12/15/2028 |
980,000 | 866,530 | ||||||
| 0.00%, 12/15/2028 |
1,020,000 | 901,898 | ||||||
| 0.00%, 12/15/2030 |
2,000,000 | 1,667,729 | ||||||
| 0.00%, 12/15/2030 |
2,000,000 | 1,682,990 | ||||||
| 0.00%, 12/15/2031 |
2,075,000 | 1,695,144 | ||||||
| 4.00%, 06/15/2037 |
2,250,000 | 2,635,410 | ||||||
| 4.00%, 06/15/2038 |
2,000,000 | 2,334,667 | ||||||
| 4.00%, 06/15/2039 |
1,050,000 | 1,203,341 | ||||||
| 4.00%, 06/15/2040 |
1,820,000 | 2,116,305 | ||||||
| 4.00%, 06/15/2040 |
6,000,000 | 6,858,799 | ||||||
| 4.00%, 06/15/2042 |
1,140,000 | 1,295,491 | ||||||
| 4.00%, 06/15/2050 |
4,030,000 | 4,606,488 | ||||||
| 5.00%, 06/15/2022 |
700,000 | 723,024 | ||||||
| 5.00%, 06/15/2023 |
900,000 | 970,914 | ||||||
| 5.00%, 12/15/2023 |
2,720,000 | 2,996,487 | ||||||
| 5.00%, 06/15/2024 |
2,500,000 | 2,696,225 | ||||||
| 5.00%, 12/15/2024 |
1,335,000 | 1,523,630 | ||||||
| 5.00%, 06/15/2025 |
450,000 | 485,081 | ||||||
| 5.00%, 12/15/2025 |
1,255,000 | 1,478,347 | ||||||
| 5.00%, 12/15/2026 |
2,000,000 | 2,419,214 | ||||||
| 5.00%, 06/15/2027 |
235,000 | 279,447 | ||||||
| 5.00%, 12/15/2028 |
5,510,000 | 6,938,528 | ||||||
| 5.00%, 06/15/2029 |
665,000 | 687,084 | ||||||
| 5.00%, 06/15/2029 |
1,200,000 | 1,415,261 | ||||||
| 5.00%, 12/15/2029 |
820,000 | 1,047,300 | ||||||
| 5.00%, 12/15/2030 |
2,000,000 | 2,492,351 | ||||||
| 5.00%, 06/15/2031 |
4,545,000 | 5,330,081 | ||||||
| 5.00%, 06/15/2032 |
235,000 | 266,345 | ||||||
| 5.00%, 06/15/2032 |
1,860,000 | 1,921,767 | ||||||
| 5.00%, 06/15/2032 |
2,725,000 | 3,391,916 | ||||||
| 5.00%, 06/15/2032 |
7,440,000 | 9,701,064 | ||||||
| 5.00%, 12/15/2032 |
1,340,000 | 1,665,657 | ||||||
| 5.00%, 06/15/2033 |
4,210,000 | 5,395,622 | ||||||
| 5.00%, 12/15/2033 |
2,200,000 | 2,727,310 | ||||||
| 5.00%, 06/15/2034 |
4,040,000 | 5,149,163 | ||||||
| 5.00%, 06/15/2037 |
1,780,000 | 2,265,207 | ||||||
| 5.00%, 06/15/2038 |
1,675,000 | 2,091,467 | ||||||
| 5.00%, 06/15/2040 |
2,040,000 | 2,573,381 | ||||||
| 5.00%, 06/15/2050 |
905,000 | 1,119,766 | ||||||
| 5.25%, 12/15/2021 |
3,000,000 | 3,029,828 | ||||||
| 5.25%, 12/15/2022 |
1,760,000 | 1,864,099 | ||||||
| 5.25%, 12/15/2023 |
3,940,000 | 4,360,774 | ||||||
| 5.25%, 06/15/2043 |
3,000,000 | 3,729,838 | ||||||
| 5.50%, 12/15/2023 |
190,000 | 211,230 | ||||||
| New Jersey Turnpike Authority |
||||||||
| 4.00%, 01/01/2042 |
6,565,000 | 7,711,151 | ||||||
| 4.00%, 01/01/2051 |
725,000 | 839,304 | ||||||
| 5.00%, 01/01/2028 |
1,540,000 | 1,833,990 | ||||||
| 5.00%, 01/01/2033 |
5,000,000 | 5,698,651 | ||||||
| Newark Board of Education |
||||||||
| 4.00%, 07/15/2037 |
2,075,000 | 2,476,826 | ||||||
| 5.00%, 07/15/2031 |
1,300,000 | 1,723,419 | ||||||
| 5.00%, 07/15/2033 |
1,600,000 | 2,102,105 | ||||||
| Salem County Improvement Authority |
||||||||
| 4.00%, 08/15/2042 |
400,000 | 460,907 | ||||||
| State of New Jersey |
||||||||
| 4.00%, 06/01/2030 |
15,285,000 | 18,630,006 | ||||||
| 4.00%, 06/01/2031 |
3,845,000 | 4,724,287 | ||||||
| 4.00%, 06/01/2032 |
2,370,000 | 2,943,047 | ||||||
| 5.00%, 06/01/2025 |
2,635,000 | 3,057,994 | ||||||
| 5.00%, 06/01/2026 |
3,420,000 | 4,085,221 | ||||||
| 5.00%, 06/01/2027 |
5,000,000 | 6,133,158 | ||||||
| 5.00%, 06/01/2029 |
16,450,000 | 21,053,832 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.15%, 01/01/2024(1)(3) |
2,800,000 | 2,800,000 | ||||||
| 0.17%, 12/15/2028(1)(3) |
900,000 | 900,000 | ||||||
| 0.21%, 12/15/2034(1)(3) |
1,600,000 | 1,600,000 | ||||||
| Tobacco Settlement Financing Corp. |
||||||||
| 5.00%, 06/01/2023 |
570,000 | 612,205 | ||||||
| 5.00%, 06/01/2024 |
1,000,000 | 1,116,704 | ||||||
| 5.00%, 06/01/2026 |
1,050,000 | 1,252,308 | ||||||
| Township of Lacey NJ |
||||||||
| 1.50%, 05/19/2022 |
2,231,000 | 2,248,120 | ||||||
| Township of Montclair NJ |
||||||||
| 4.00%, 03/01/2023 |
800,000 | 843,005 | ||||||
| 4.00%, 03/01/2027 |
325,000 | 381,835 | ||||||
| Township of Saddle Brook NJ |
||||||||
| 1.50%, 05/13/2022 |
1,715,000 | 1,728,133 | ||||||
| Village of Ridgewood NJ |
||||||||
| 1.50%, 01/26/2022 |
7,100,000 | 7,129,540 | ||||||
|
|
|
|||||||
| Total New Jersey |
|
474,580,061 | ||||||
|
|
|
|||||||
| New Mexico – 0.32% |
||||||||
| Albuquerque Bernalillo County Water Utility Authority |
||||||||
| 5.00%, 07/01/2027 |
2,400,000 | 2,888,496 | ||||||
| 5.00%, 07/01/2028 |
1,700,000 | 2,040,728 | ||||||
| Albuquerque Municipal School District No 12 |
||||||||
| 5.00%, 08/01/2025 |
800,000 | 935,700 | ||||||
| City of Farmington NM |
||||||||
| 0.11%, 06/01/2040(1) |
5,000,000 | 5,000,000 | ||||||
| 1.88%, 04/01/2033(1) |
10,500,000 | 10,500,000 | ||||||
| City of Santa Fe NM |
||||||||
| 2.25%, 05/15/2024 |
555,000 | 555,624 | ||||||
| 2.63%, 05/15/2025 |
995,000 | 996,473 | ||||||
| Farmington Municipal School District No 5 |
||||||||
| 5.00%, 09/01/2024 |
490,000 | 555,678 | ||||||
| New Mexico Hospital Equipment Loan Council |
||||||||
| 5.00%, 08/01/2049(1) |
2,360,000 | 2,743,396 | ||||||
| New Mexico Mortgage Finance Authority |
||||||||
| 3.75%, 01/01/2050 |
660,000 | 725,260 | ||||||
| New Mexico Municipal Energy Acquisition Authority |
||||||||
| 5.00%, 11/01/2039(1) |
5,140,000 | 5,908,272 | ||||||
|
|
|
|||||||
| Total New Mexico |
|
32,849,627 | ||||||
|
|
|
|||||||
| New York – 9.91% |
||||||||
| Albany County Airport Authority |
||||||||
| 5.00%, 12/15/2021 |
800,000 | 807,253 | ||||||
| Broome County Local Development Corp. |
||||||||
| 4.00%, 04/01/2034 |
1,000,000 | 1,174,704 | ||||||
| Buffalo Sewer Authority |
||||||||
| 4.00%, 06/15/2034 |
175,000 | 204,426 | ||||||
| 4.00%, 06/15/2036 |
265,000 | 308,189 | ||||||
| 5.00%, 06/15/2030 |
150,000 | 188,312 | ||||||
| 5.00%, 06/15/2032 |
150,000 | 186,856 | ||||||
| Build NYC Resource Corp. |
||||||||
| 4.88%, 05/01/2031(3) |
750,000 | 855,498 | ||||||
| 5.00%, 08/01/2022 |
200,000 | 207,790 | ||||||
| 5.00%, 08/01/2023 |
515,000 | 558,623 | ||||||
| 5.00%, 01/01/2035(3) |
3,900,000 | 4,343,357 | ||||||
| 5.00%, 12/01/2041(3) |
1,250,000 | 1,432,600 | ||||||
| 5.00%, 06/15/2051(3) |
2,000,000 | 2,352,727 | ||||||
| 5.00%, 12/01/2055(3) |
430,000 | 482,874 | ||||||
| 5.50%, 05/01/2048(3) |
1,350,000 | 1,554,349 | ||||||
| City of Geneva NY |
||||||||
| 1.50%, 05/05/2022 |
10,140,500 | 10,217,786 | ||||||
| City of Long Beach NY |
||||||||
| 5.00%, 09/01/2028 |
2,000,000 | 2,436,645 | ||||||
| 5.00%, 09/01/2029 |
2,800,000 | 3,427,057 | ||||||
| City of New York NY |
||||||||
| 4.00%, 08/01/2037 |
3,960,000 | 4,694,833 | ||||||
| 5.00%, 03/01/2023 |
505,000 | 539,247 | ||||||
| 5.00%, 08/01/2025 |
1,600,000 | 1,875,388 | ||||||
| 5.00%, 08/01/2026 |
2,575,000 | 3,110,693 | ||||||
| 5.00%, 08/01/2027 |
400,000 | 458,990 | ||||||
| 5.00%, 08/01/2027 |
2,975,000 | 3,469,777 | ||||||
| 5.00%, 08/01/2028 |
400,000 | 474,890 | ||||||
| 5.00%, 08/01/2028 |
700,000 | 843,404 | ||||||
| 5.00%, 08/01/2028 |
3,975,000 | 4,631,160 | ||||||
| 5.00%, 08/01/2029 |
1,305,000 | 1,626,195 | ||||||
| 5.00%, 08/01/2029 |
1,500,000 | 1,869,189 | ||||||
| 5.00%, 08/01/2031 |
1,000,000 | 1,236,013 | ||||||
| 5.00%, 08/01/2032 |
1,745,000 | 2,130,209 | ||||||
| 5.00%, 11/01/2032 |
9,070,000 | 11,843,168 | ||||||
| 5.00%, 08/01/2034 |
1,690,000 | 2,175,616 | ||||||
| 5.00%, 12/01/2037 |
5,000,000 | 6,018,672 | ||||||
| 5.00%, 04/01/2039 |
5,000,000 | 6,076,671 | ||||||
| 5.00%, 08/01/2047 |
11,725,000 | 14,728,240 | ||||||
| 5.00%, 03/01/2050 |
575,000 | 714,817 | ||||||
| City of Yonkers NY |
||||||||
| 5.00%, 09/01/2022 |
2,350,000 | 2,451,355 | ||||||
| 5.00%, 09/01/2025 |
1,015,000 | 1,187,335 | ||||||
| County of Broome NY |
||||||||
| 1.50%, 04/29/2022 |
10,300,000 | 10,376,303 | ||||||
| County of Erie NY |
||||||||
| 5.00%, 06/01/2025 |
1,000,000 | 1,164,090 | ||||||
| County of Nassau NY |
||||||||
| 5.00%, 10/01/2024 |
3,000,000 | 3,400,371 | ||||||
| County of Suffolk NY |
||||||||
| 4.00%, 02/01/2028 |
1,865,000 | 2,200,506 | ||||||
| Erie County Fiscal Stability Authority |
||||||||
| 5.00%, 09/01/2033 |
525,000 | 642,544 | ||||||
| Glen Cove Local Economic Assistance Corp. |
||||||||
| 0.00%, 01/01/2045 |
3,550,000 | 1,372,787 | ||||||
| 0.00%, 01/01/2055 |
710,000 | 748,605 | ||||||
| 5.00%, 01/01/2056 |
1,485,000 | 1,625,711 | ||||||
| Hempstead Town Local Development Corp. |
||||||||
| 4.00%, 07/01/2039 |
575,000 | 691,217 | ||||||
| 4.00%, 07/01/2041 |
620,000 | 741,321 | ||||||
| 5.00%, 07/01/2022 |
1,230,000 | 1,274,424 | ||||||
| 5.00%, 07/01/2023 |
1,160,000 | 1,257,355 | ||||||
| 5.53%, 02/01/2040 |
3,500,000 | 3,944,319 | ||||||
| 5.89%, 02/01/2032 |
1,250,000 | 1,414,020 | ||||||
| 6.24%, 02/01/2047 |
1,000,000 | 1,126,361 | ||||||
| 6.47%, 02/01/2033 |
1,000,000 | 1,185,640 | ||||||
| Hempstead Union Free School District |
||||||||
| 1.00%, 06/30/2022 |
1,000,000 | 1,004,798 | ||||||
| 1.00%, 07/13/2022 |
2,875,000 | 2,889,462 | ||||||
| Hudson Yards Infrastructure Corp. |
||||||||
| 4.00%, 02/15/2047 |
21,100,000 | 23,634,207 | ||||||
| 5.00%, 02/15/2032 |
12,325,000 | 14,829,054 | ||||||
| 5.00%, 02/15/2035 |
1,700,000 | 2,031,081 | ||||||
| 5.00%, 02/15/2037 |
1,335,000 | 1,587,931 | ||||||
| Long Island Power Authority |
||||||||
| 0.85%, 09/01/2050(1) |
6,125,000 | 6,144,991 | ||||||
| 1.00%, 09/01/2025 |
9,250,000 | 9,329,230 | ||||||
| 1.50%, 09/01/2051(1) |
5,415,000 | 5,581,507 | ||||||
| 1.65%, 09/01/2049(1) |
4,395,000 | 4,520,175 | ||||||
| 5.00%, 09/01/2023 |
550,000 | 600,485 | ||||||
| 5.00%, 09/01/2024 |
565,000 | 642,143 | ||||||
| 5.00%, 09/01/2025 |
1,000,000 | 1,176,579 | ||||||
| 5.00%, 09/01/2026 |
2,000,000 | 2,422,980 | ||||||
| 5.00%, 09/01/2027 |
6,500,000 | 8,072,356 | ||||||
| 5.00%, 09/01/2039 |
1,725,000 | 2,148,517 | ||||||
| Madrid-Waddington Central School District |
||||||||
| 1.50%, 06/24/2022 |
1,250,000 | 1,261,338 | ||||||
| Metropolitan Transportation Authority |
||||||||
| 0.00%, 11/15/2033 |
1,600,000 | 1,232,236 | ||||||
| 0.50% (SIFMA Municipal Swap Index Yield + 0.45%), 11/01/2026(2) |
2,485,000 | 2,488,694 | ||||||
| 0.83% (Secured Overnight Financing Rate + 0.80%), 11/01/2032(2) |
2,700,000 | 2,732,150 | ||||||
| 4.00%, 02/01/2022 |
5,455,000 | 5,520,289 | ||||||
| 4.00%, 11/15/2045 |
3,375,000 | 3,762,214 | ||||||
| 4.00%, 11/15/2052 |
4,455,000 | 4,909,776 | ||||||
| 5.00%, 11/15/2021 |
500,000 | 502,716 | ||||||
| 5.00%, 11/15/2021 |
640,000 | 643,476 | ||||||
| 5.00%, 09/01/2022 |
1,900,000 | 1,980,110 | ||||||
| 5.00%, 11/15/2022 |
200,000 | 210,288 | ||||||
| 5.00%, 11/15/2022 |
3,830,000 | 4,027,552 | ||||||
| 5.00%, 02/01/2023 |
4,915,000 | 5,214,061 | ||||||
| 5.00%, 11/15/2024 |
1,500,000 | 1,713,903 | ||||||
| 5.00%, 11/15/2024 |
1,885,000 | 2,069,995 | ||||||
| 5.00%, 11/15/2025 |
1,155,000 | 1,339,289 | ||||||
| 5.00%, 11/15/2026 |
1,600,000 | 1,906,946 | ||||||
| 5.00%, 11/15/2026 |
2,350,000 | 2,800,827 | ||||||
| 5.00%, 11/15/2028 |
2,970,000 | 3,627,482 | ||||||
| 5.00%, 11/15/2028 |
4,000,000 | 4,936,848 | ||||||
| 5.00%, 11/15/2029 |
2,220,000 | 2,582,525 | ||||||
| 5.00%, 11/15/2031 |
1,055,000 | 1,249,060 | ||||||
| 5.00%, 11/15/2033 |
1,025,000 | 1,177,264 | ||||||
| 5.00%, 11/15/2033 |
1,715,000 | 2,087,041 | ||||||
| 5.00%, 11/15/2033 |
3,645,000 | 4,435,722 | ||||||
| 5.00%, 11/15/2034 |
4,000,000 | 4,858,659 | ||||||
| 5.00%, 11/15/2035 |
1,750,000 | 2,002,395 | ||||||
| 5.00%, 11/15/2036 |
1,865,000 | 2,224,972 | ||||||
| 5.00%, 11/15/2039 |
2,000,000 | 2,225,082 | ||||||
| 5.25%, 11/15/2030 |
1,570,000 | 1,836,838 | ||||||
| 5.25%, 11/15/2036 |
5,000,000 | 6,040,888 | ||||||
| Monroe County Industrial Development Corp. |
||||||||
| 5.00%, 07/01/2025 |
885,000 | 1,035,564 | ||||||
| 5.00%, 12/01/2032 |
1,000,000 | 1,293,076 | ||||||
| 5.00%, 12/01/2033 |
1,000,000 | 1,288,598 | ||||||
| 5.00%, 12/01/2034 |
1,100,000 | 1,412,970 | ||||||
| 5.00%, 01/01/2050 |
490,000 | 547,349 | ||||||
| MTA Hudson Rail Yards Trust Obligations |
||||||||
| 5.00%, 11/15/2051 |
1,500,000 | 1,507,840 | ||||||
| 5.00%, 11/15/2056 |
4,380,000 | 4,694,484 | ||||||
| Nassau County Industrial Development Agency |
||||||||
| 5.00%, 01/01/2058(1)(6) |
1,334,314 | 1,269,044 | ||||||
| 9.00%, 01/01/2041(3) |
515,000 | 509,682 | ||||||
| New York City Health & Hospitals Corp. |
||||||||
| 4.00%, 02/15/2025 |
1,060,000 | 1,181,829 | ||||||
| New York City Housing Development Corp. |
||||||||
| 0.60%, 05/01/2061(1) |
7,775,000 | 7,768,381 | ||||||
| 0.70%, 11/01/2060(1) |
7,205,000 | 7,225,820 | ||||||
| 0.70%, 11/01/2060(1) |
20,320,000 | 20,358,827 | ||||||
| 1.13%, 05/01/2060(1) |
7,500,000 | 7,528,922 | ||||||
| 2.75%, 05/01/2050(1) |
6,500,000 | 6,682,110 | ||||||
| 5.00%, 05/01/2026 |
110,000 | 130,049 | ||||||
| 5.00%, 05/01/2027 |
600,000 | 722,490 | ||||||
| 5.00%, 11/01/2027 |
855,000 | 1,040,776 | ||||||
| 5.00%, 05/01/2028 |
875,000 | 1,077,577 | ||||||
| 5.00%, 11/01/2028 |
600,000 | 746,230 | ||||||
| 5.00%, 05/01/2029 |
300,000 | 376,642 | ||||||
| 5.00%, 11/01/2029 |
875,000 | 1,102,907 | ||||||
| 5.00%, 11/01/2030 |
500,000 | 637,842 | ||||||
| New York City Industrial Development Agency |
||||||||
| 4.00%, 03/01/2045 |
3,500,000 | 4,019,094 | ||||||
| 5.00%, 01/01/2024 |
2,250,000 | 2,483,133 | ||||||
| 5.00%, 01/01/2028 |
1,250,000 | 1,552,458 | ||||||
| 5.00%, 03/01/2028 |
850,000 | 1,043,786 | ||||||
| 5.00%, 01/01/2029 |
1,500,000 | 1,903,485 | ||||||
| New York City Transitional Finance Authority Building Aid Revenue |
||||||||
| 4.00%, 07/15/2035 |
7,500,000 | 9,021,502 | ||||||
| 5.00%, 07/15/2024 |
200,000 | 226,187 | ||||||
| 5.00%, 07/15/2025 |
1,695,000 | 1,982,859 | ||||||
| 5.00%, 07/15/2026 |
1,995,000 | 2,405,389 | ||||||
| 5.00%, 07/15/2027 |
1,940,000 | 2,401,040 | ||||||
| 5.00%, 07/15/2032 |
2,000,000 | 2,442,228 | ||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue |
||||||||
| 4.00%, 05/01/2036 |
2,000,000 | 2,368,984 | ||||||
| 4.00%, 11/01/2038 |
4,000,000 | 4,703,943 |
| 4.00%, 08/01/2039 |
10,700,000 | 12,667,428 | ||||||
| 4.00%, 02/01/2040 |
9,900,000 | 11,599,660 | ||||||
| 4.00%, 11/01/2040 |
5,000,000 | 5,819,922 | ||||||
| 5.00%, 11/01/2023 |
2,165,000 | 2,379,096 | ||||||
| 5.00%, 11/01/2024 |
4,215,000 | 4,817,758 | ||||||
| 5.00%, 11/01/2025 |
5,355,000 | 6,330,027 | ||||||
| 5.00%, 11/01/2028 |
1,500,000 | 1,764,473 | ||||||
| 5.00%, 11/01/2029 |
2,000,000 | 2,314,792 | ||||||
| 5.00%, 02/01/2030 |
4,480,000 | 5,291,411 | ||||||
| 5.00%, 02/01/2031 |
2,720,000 | 2,888,815 | ||||||
| 5.00%, 11/01/2032 |
6,750,000 | 8,820,523 | ||||||
| 5.00%, 05/01/2033 |
2,535,000 | 3,154,394 | ||||||
| 5.00%, 08/01/2034 |
700,000 | 874,854 | ||||||
| 5.00%, 08/01/2035 |
1,600,000 | 1,998,847 | ||||||
| 5.00%, 11/01/2036 |
7,000,000 | 9,003,932 | ||||||
| 5.00%, 11/01/2037 |
10,000,000 | 12,814,085 | ||||||
| 5.00%, 08/01/2038 |
1,975,000 | 2,449,095 | ||||||
| 5.00%, 02/01/2041 |
200,000 | 227,433 | ||||||
| 5.00%, 08/01/2045 |
1,775,000 | 2,251,313 | ||||||
| New York City Water & Sewer System |
||||||||
| 4.00%, 06/15/2039 |
5,290,000 | 6,259,096 | ||||||
| 5.00%, 06/15/2031 |
6,075,000 | 7,046,830 | ||||||
| 5.00%, 06/15/2032 |
10,000,000 | 13,388,496 | ||||||
| 5.00%, 06/15/2034 |
4,800,000 | 4,960,980 | ||||||
| 5.00%, 06/15/2035 |
9,025,000 | 10,590,626 | ||||||
| 5.00%, 06/15/2036 |
5,000,000 | 5,860,599 | ||||||
| 5.00%, 06/15/2037 |
6,000,000 | 6,924,078 | ||||||
| 5.00%, 06/15/2039 |
8,320,000 | 9,588,218 | ||||||
| 5.00%, 06/15/2046 |
9,785,000 | 10,503,944 | ||||||
| New York Convention Center Development Corp. |
||||||||
| 5.00%, 11/15/2033 |
3,000,000 | 3,498,527 | ||||||
| 5.00%, 11/15/2040 |
1,085,000 | 1,257,668 | ||||||
| New York Liberty Development Corp. |
||||||||
| 2.63%, 09/15/2069 |
400,000 | 409,016 | ||||||
| 2.75%, 11/15/2041 |
14,370,000 | 14,346,072 | ||||||
| 2.80%, 09/15/2069 |
1,025,000 | 1,041,635 | ||||||
| 5.00%, 09/15/2031 |
4,000,000 | 4,084,773 | ||||||
| 5.00%, 11/15/2044(3) |
1,300,000 | 1,423,331 | ||||||
| 5.25%, 10/01/2035 |
2,285,000 | 3,214,558 | ||||||
| 5.38%, 11/15/2040(3) |
6,200,000 | 6,908,072 | ||||||
| 5.75%, 11/15/2051 |
2,000,000 | 2,012,839 | ||||||
| New York State Bridge Authority |
||||||||
| 5.00%, 01/01/2035 |
565,000 | 738,282 | ||||||
| 5.00%, 01/01/2036 |
475,000 | 617,559 | ||||||
| 5.00%, 01/01/2037 |
535,000 | 692,356 | ||||||
| New York State Dormitory Authority |
||||||||
| 3.00%, 03/15/2038 |
3,860,000 | 4,157,923 | ||||||
| 4.00%, 03/15/2032 |
20,000,000 | 22,190,948 | ||||||
| 4.00%, 02/15/2037 |
5,000,000 | 5,872,348 | ||||||
| 5.00%, 10/01/2021 |
300,000 | 300,000 | ||||||
| 5.00%, 12/01/2022(3) |
900,000 | 947,414 | ||||||
| 5.00%, 07/01/2023 |
5,000 | 5,404 | ||||||
| 5.00%, 07/01/2023 |
245,000 | 265,248 | ||||||
| 5.00%, 07/01/2023 |
1,000,000 | 1,082,644 | ||||||
| 5.00%, 12/15/2023 |
430,000 | 454,792 | ||||||
| 5.00%, 12/15/2023 |
570,000 | 602,770 | ||||||
| 5.00%, 03/15/2024 |
3,700,000 | 4,129,536 | ||||||
| 5.00%, 05/01/2024 |
4,870,000 | 5,444,130 | ||||||
| 5.00%, 07/01/2024 |
5,000 | 5,624 | ||||||
| 5.00%, 07/01/2024 |
345,000 | 388,751 | ||||||
| 5.00%, 03/15/2025 |
500,000 | 579,357 | ||||||
| 5.00%, 07/01/2025 |
5,000 | 5,821 | ||||||
| 5.00%, 07/01/2025 |
255,000 | 297,244 | ||||||
| 5.00%, 12/01/2026(3) |
300,000 | 342,719 | ||||||
| 5.00%, 12/01/2026(3) |
1,500,000 | 1,810,645 | ||||||
| 5.00%, 03/15/2027 |
2,500,000 | 2,882,254 | ||||||
| 5.00%, 07/01/2027 |
200,000 | 235,757 | ||||||
| 5.00%, 12/01/2027(3) |
500,000 | 571,041 | ||||||
| 5.00%, 07/01/2028 |
110,000 | 131,838 | ||||||
| 5.00%, 10/01/2028 |
1,735,000 | 2,160,038 | ||||||
| 5.00%, 12/01/2028(3) |
600,000 | 684,307 | ||||||
| 5.00%, 03/15/2029 |
3,700,000 | 4,113,786 | ||||||
| 5.00%, 10/01/2029 |
1,430,000 | 1,775,377 | ||||||
| 5.00%, 12/01/2029(3) |
450,000 | 513,034 | ||||||
| 5.00%, 07/01/2030 |
150,000 | 184,355 | ||||||
| 5.00%, 10/01/2030 |
1,910,000 | 2,360,443 | ||||||
| 5.00%, 12/01/2030(3) |
1,000,000 | 1,138,960 | ||||||
| 5.00%, 03/15/2031 |
6,090,000 | 7,957,105 | ||||||
| 5.00%, 02/15/2032 |
8,610,000 | 8,762,742 | ||||||
| 5.00%, 12/01/2033(3) |
700,000 | 836,636 | ||||||
| 5.00%, 03/15/2036 |
10,000,000 | 12,910,776 | ||||||
| 5.00%, 05/01/2048(1) |
1,145,000 | 1,149,012 | ||||||
| 5.00%, 05/01/2048(1) |
1,040,000 | 1,216,952 | ||||||
| 5.00%, 05/01/2048(1) |
5,695,000 | 6,236,951 | ||||||
| 5.25%, 03/15/2033 |
6,000,000 | 7,052,162 | ||||||
| 5.25%, 03/15/2038 |
1,930,000 | 2,440,497 | ||||||
| New York State Environmental Facilities Corp. |
||||||||
| 5.00%, 05/15/2026 |
335,000 | 360,522 |
| New York State Housing Finance Agency |
||||||||
| 0.55%, 11/01/2024 |
4,015,000 | 4,024,996 | ||||||
| 0.65%, 11/01/2056(1) |
7,645,000 | 7,632,023 | ||||||
| 0.75%, 05/01/2025 |
10,450,000 | 10,473,338 | ||||||
| 0.75%, 11/01/2025 |
2,785,000 | 2,786,928 | ||||||
| 0.75%, 11/01/2025 |
4,870,000 | 4,873,371 | ||||||
| New York State Thruway Authority |
||||||||
| 5.00%, 01/01/2032 |
2,835,000 | 3,224,268 | ||||||
| New York State Urban Development Corp. |
||||||||
| 3.00%, 03/15/2048 |
1,000,000 | 1,041,450 | ||||||
| 4.00%, 03/15/2034 |
4,475,000 | 5,288,357 | ||||||
| 4.00%, 03/15/2038 |
8,000,000 | 9,297,678 | ||||||
| 4.00%, 03/15/2039 |
10,000,000 | 11,593,020 | ||||||
| 4.00%, 03/15/2042 |
1,855,000 | 2,141,334 | ||||||
| 5.00%, 03/15/2022 |
360,000 | 367,860 | ||||||
| 5.00%, 03/15/2023 |
700,000 | 748,761 | ||||||
| 5.00%, 03/15/2024 |
400,000 | 446,228 | ||||||
| 5.00%, 03/15/2035 |
2,800,000 | 3,103,698 | ||||||
| 5.00%, 03/15/2035 |
3,000,000 | 3,867,977 | ||||||
| 5.00%, 03/15/2036 |
8,560,000 | 10,986,668 | ||||||
| 5.00%, 03/15/2047 |
12,160,000 | 15,213,178 | ||||||
| New York Transportation Development Corp. |
||||||||
| 2.25%, 08/01/2026 |
1,175,000 | 1,202,605 | ||||||
| 4.00%, 10/01/2030 |
3,860,000 | 4,506,260 | ||||||
| 4.00%, 12/01/2039 |
450,000 | 515,412 | ||||||
| 4.00%, 12/01/2040 |
500,000 | 571,381 | ||||||
| 4.00%, 12/01/2041 |
450,000 | 508,840 | ||||||
| 4.00%, 12/01/2042 |
500,000 | 559,813 | ||||||
| 4.00%, 12/01/2042 |
500,000 | 565,488 | ||||||
| 5.00%, 01/01/2023 |
270,000 | 284,607 | ||||||
| 5.00%, 12/01/2023 |
1,350,000 | 1,472,663 | ||||||
| 5.00%, 08/01/2026 |
1,000,000 | 1,002,029 | ||||||
| 5.00%, 12/01/2028 |
300,000 | 371,870 | ||||||
| 5.00%, 12/01/2028 |
400,000 | 493,379 | ||||||
| 5.00%, 12/01/2029 |
300,000 | 379,186 | ||||||
| 5.00%, 12/01/2030 |
250,000 | 320,599 | ||||||
| 5.00%, 01/01/2031 |
1,015,000 | 1,219,193 | ||||||
| 5.00%, 08/01/2031 |
5,105,000 | 5,115,181 | ||||||
| 5.00%, 12/01/2031 |
300,000 | 382,139 | ||||||
| 5.00%, 12/01/2032 |
1,775,000 | 2,251,856 | ||||||
| 5.00%, 01/01/2033 |
5,500,000 | 6,586,854 | ||||||
| 5.00%, 12/01/2033 |
400,000 | 507,638 | ||||||
| 5.00%, 12/01/2033 |
700,000 | 884,991 | ||||||
| 5.00%, 12/01/2034 |
400,000 | 503,730 | ||||||
| 5.00%, 12/01/2034 |
500,000 | 631,101 | ||||||
| 5.00%, 10/01/2035 |
9,000,000 | 11,232,403 | ||||||
| 5.00%, 12/01/2035 |
500,000 | 627,952 | ||||||
| 5.00%, 12/01/2035 |
800,000 | 1,000,154 | ||||||
| 5.00%, 01/01/2036 |
1,330,000 | 1,588,546 | ||||||
| 5.00%, 12/01/2036 |
550,000 | 691,191 | ||||||
| 5.00%, 12/01/2037 |
500,000 | 625,019 | ||||||
| 5.00%, 12/01/2037 |
600,000 | 751,734 | ||||||
| 5.00%, 12/01/2038 |
500,000 | 624,885 | ||||||
| 5.00%, 10/01/2040 |
2,200,000 | 2,718,248 | ||||||
| 5.00%, 07/01/2041 |
2,300,000 | 2,552,741 | ||||||
| 5.00%, 07/01/2046 |
800,000 | 887,292 | ||||||
| 5.25%, 08/01/2031 |
470,000 | 557,447 | ||||||
| 5.38%, 08/01/2036 |
800,000 | 1,005,625 | ||||||
| Oneida County Industrial Development Agency |
||||||||
| 0.15%, 08/01/2036(1) |
1,300,000 | 1,300,000 | ||||||
| Oneida County Local Development Corp. |
||||||||
| 5.00%, 12/01/2025 |
320,000 | 350,480 | ||||||
| 5.00%, 12/01/2027 |
1,425,000 | 1,552,733 | ||||||
| 5.00%, 12/01/2028 |
1,000,000 | 1,086,923 | ||||||
| Onondaga Civic Development Corp. |
||||||||
| 5.00%, 12/01/2033 |
1,000,000 | 1,297,340 | ||||||
| Port Authority of New York & New Jersey |
||||||||
| 4.00%, 07/15/2034 |
2,000,000 | 2,381,521 | ||||||
| 4.00%, 07/15/2037 |
2,500,000 | 2,927,427 | ||||||
| 5.00%, 09/15/2024 |
5,115,000 | 5,789,758 | ||||||
| 5.00%, 09/15/2026 |
1,000,000 | 1,200,389 | ||||||
| 5.00%, 10/15/2028 |
4,000,000 | 4,665,656 | ||||||
| 5.00%, 09/15/2029 |
1,500,000 | 1,861,918 | ||||||
| 5.00%, 10/15/2029 |
1,000,000 | 1,204,505 | ||||||
| 5.00%, 09/15/2032 |
1,500,000 | 1,839,583 | ||||||
| 5.00%, 07/15/2033 |
2,500,000 | 3,237,177 | ||||||
| 5.00%, 10/15/2033 |
3,500,000 | 3,921,777 | ||||||
| 5.00%, 10/15/2033 |
6,000,000 | 7,137,261 | ||||||
| 5.00%, 12/01/2033 |
5,070,000 | 5,546,726 | ||||||
| 5.00%, 10/15/2037 |
4,665,000 | 5,206,377 | ||||||
| State of New York Mortgage Agency |
||||||||
| 2.20%, 10/01/2029 |
1,000,000 | 1,039,126 | ||||||
| 3.45%, 04/01/2026 |
2,185,000 | 2,383,275 | ||||||
| 5.00%, 04/01/2022 |
355,000 | 363,269 | ||||||
| 5.00%, 10/01/2023 |
920,000 | 1,003,417 | ||||||
| Suffolk County Economic Development Corp. |
||||||||
| 5.38%, 11/01/2054(3) |
2,210,000 | 2,279,537 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.10%, 11/15/2026(1)(3) |
1,600,000 | 1,600,000 | ||||||
| 0.10%, 01/01/2028(1)(3) |
500,000 | 500,000 | ||||||
| 0.12%, 11/15/2044(1)(3) |
1,700,000 | 1,700,000 | ||||||
| 0.15%, 01/01/2028(1)(3) |
2,900,000 | 2,900,000 |
| 0.15%, 01/01/2044(1)(3) |
3,700,000 | 3,700,000 | ||||||
| 0.21%, 05/15/2028(1)(3) |
700,000 | 700,000 | ||||||
| Tompkins County Development Corp. |
||||||||
| 5.00%, 07/01/2044 |
115,000 | 125,444 | ||||||
| Town of Hempstead NY |
||||||||
| 4.00%, 06/15/2028 |
3,665,000 | 4,208,549 | ||||||
| Town of Oyster Bay NY |
||||||||
| 2.00%, 03/01/2022 |
950,000 | 956,647 | ||||||
| 4.00%, 03/01/2023 |
875,000 | 919,490 | ||||||
| Triborough Bridge & Tunnel Authority |
||||||||
| 2.00%, 05/15/2045(1) |
2,425,000 | 2,567,364 | ||||||
| 2.00%, 05/15/2045(1) |
6,375,000 | 6,766,216 | ||||||
| 5.00%, 11/15/2030 |
4,000,000 | 5,345,083 | ||||||
| 5.00%, 11/15/2033 |
8,000,000 | 10,505,924 | ||||||
| 5.00%, 11/15/2035 |
5,270,000 | 6,608,967 | ||||||
| 5.00%, 05/15/2038 |
2,000,000 | 2,604,110 | ||||||
| 5.00%, 05/15/2039 |
7,650,000 | 9,924,192 | ||||||
| 5.00%, 05/15/2051 |
3,100,000 | 3,890,297 | ||||||
| TSASC, Inc. |
||||||||
| 5.00%, 06/01/2028 |
2,025,000 | 2,455,828 | ||||||
| Utility Debt Securitization Authority |
||||||||
| 5.00%, 12/15/2032 |
640,000 | 705,953 | ||||||
| 5.00%, 12/15/2041 |
5,000,000 | 6,147,932 | ||||||
| Westchester County Local Development Corp. |
||||||||
| 5.50%, 05/01/2042 |
150,000 | 165,386 | ||||||
|
|
|
|||||||
| Total New York |
|
1,027,747,729 | ||||||
|
|
|
|||||||
| North Carolina – 1.07% |
||||||||
| Charlotte-Mecklenburg Hospital Authority |
||||||||
| 5.00%, 01/15/2048(1) |
5,000,000 | 5,095,105 | ||||||
| 5.00%, 01/15/2050(1) |
8,500,000 | 10,868,269 | ||||||
| City of Charlotte NC Airport Special Facilities Revenue |
||||||||
| 4.00%, 07/01/2038 |
1,525,000 | 1,797,959 | ||||||
| 4.00%, 07/01/2039 |
1,670,000 | 1,963,348 | ||||||
| 4.00%, 07/01/2040 |
2,030,000 | 2,376,949 | ||||||
| 4.00%, 07/01/2041 |
1,500,000 | 1,751,193 | ||||||
| County of New Hanover NC |
||||||||
| 5.00%, 10/01/2023 |
1,125,000 | 1,227,321 | ||||||
| 5.00%, 10/01/2027 |
100,000 | 123,534 | ||||||
| 5.00%, 10/01/2034 |
1,000,000 | 1,235,342 | ||||||
| 5.00%, 10/01/2047 |
840,000 | 1,037,687 | ||||||
| Mecklenburg County Public Facilities Corp. |
||||||||
| 5.00%, 02/01/2023 |
2,160,000 | 2,298,235 | ||||||
| North Carolina Capital Facilities Finance Agency |
||||||||
| 4.00%, 05/01/2023 |
265,000 | 280,074 | ||||||
| 4.00%, 05/01/2024 |
190,000 | 206,258 | ||||||
| 5.00%, 05/01/2031 |
1,000,000 | 1,291,644 | ||||||
| North Carolina Medical Care Commission |
||||||||
| 2.20%, 12/01/2048(1) |
2,285,000 | 2,312,585 | ||||||
| 2.55%, 06/01/2048(1) |
3,955,000 | 4,210,060 | ||||||
| 4.00%, 03/01/2024 |
110,000 | 117,072 | ||||||
| 4.00%, 03/01/2025 |
135,000 | 146,359 | ||||||
| 4.00%, 03/01/2029 |
140,000 | 158,057 | ||||||
| 4.00%, 03/01/2030 |
145,000 | 163,644 | ||||||
| 4.00%, 03/01/2031 |
145,000 | 162,621 | ||||||
| 4.00%, 09/01/2033 |
180,000 | 211,549 | ||||||
| 4.00%, 03/01/2041 |
2,225,000 | 2,435,063 | ||||||
| 4.00%, 03/01/2042 |
1,500,000 | 1,590,368 | ||||||
| 4.00%, 09/01/2047 |
1,000,000 | 1,112,775 | ||||||
| 4.88%, 07/01/2040 |
550,000 | 588,634 | ||||||
| 5.00%, 10/01/2023 |
110,000 | 119,430 | ||||||
| 5.00%, 10/01/2024 |
300,000 | 334,089 | ||||||
| 5.00%, 10/01/2025 |
250,000 | 266,756 | ||||||
| 5.00%, 03/01/2026 |
125,000 | 142,847 | ||||||
| 5.00%, 03/01/2027 |
150,000 | 174,629 | ||||||
| 5.00%, 03/01/2028 |
155,000 | 183,142 | ||||||
| 5.00%, 10/01/2030 |
420,000 | 449,458 | ||||||
| 5.00%, 10/01/2030 |
2,100,000 | 2,293,253 | ||||||
| 5.00%, 01/01/2031 |
625,000 | 712,414 | ||||||
| 5.00%, 10/01/2031 |
2,950,000 | 3,215,186 | ||||||
| 5.00%, 02/01/2032 |
500,000 | 660,003 | ||||||
| 5.00%, 09/01/2037 |
3,000,000 | 3,227,425 | ||||||
| 5.00%, 10/01/2037 |
250,000 | 270,279 | ||||||
| 5.00%, 01/01/2039 |
1,225,000 | 1,376,319 | ||||||
| 5.00%, 07/01/2039 |
800,000 | 900,176 | ||||||
| 5.00%, 10/01/2040 |
900,000 | 1,090,016 | ||||||
| 5.00%, 09/01/2041 |
440,000 | 473,731 | ||||||
| 5.00%, 10/01/2043 |
2,000,000 | 2,206,702 | ||||||
| 5.00%, 07/01/2049 |
900,000 | 1,002,410 | ||||||
| 5.00%, 02/01/2051(1) |
1,000,000 | 1,186,284 | ||||||
| 6.25%, 07/01/2035 |
1,000,000 | 1,102,720 | ||||||
| North Carolina Turnpike Authority |
||||||||
| 4.00%, 01/01/2055 |
3,550,000 | 3,982,846 | ||||||
| 5.00%, 02/01/2024 |
11,390,000 | 12,550,253 | ||||||
| 5.00%, 01/01/2027 |
530,000 | 642,044 | ||||||
| 5.00%, 01/01/2032 |
1,000,000 | 1,177,182 | ||||||
| 5.00%, 07/01/2051 |
1,700,000 | 1,912,119 | ||||||
| Raleigh Durham Airport Authority |
||||||||
| 5.00%, 05/01/2024 |
2,000,000 | 2,231,402 | ||||||
| 5.00%, 05/01/2025 |
3,000,000 | 3,462,950 | ||||||
| State of North Carolina |
||||||||
| 5.00%, 03/01/2022 |
1,000,000 | 1,019,815 | ||||||
| 5.00%, 03/01/2023 |
2,335,000 | 2,493,006 | ||||||
| 5.00%, 05/01/2026 |
4,750,000 | 5,703,154 | ||||||
| 5.00%, 05/01/2027 |
7,500,000 | 9,268,202 | ||||||
|
|
|
|||||||
| Total North Carolina |
|
110,591,947 | ||||||
|
|
|
|||||||
| North Dakota – 0.15% |
||||||||
| City of Grand Forks ND |
||||||||
| 4.00%, 12/01/2037 |
675,000 | 785,152 | ||||||
| 4.00%, 12/01/2038 |
625,000 | 725,583 | ||||||
| 4.00%, 12/01/2040 |
1,025,000 | 1,179,534 | ||||||
| 4.00%, 12/01/2041 |
890,000 | 1,021,067 | ||||||
| 5.00%, 12/01/2027 |
1,110,000 | 1,361,721 | ||||||
| 5.00%, 12/01/2028 |
1,500,000 | 1,870,896 | ||||||
| North Dakota Housing Finance Agency |
||||||||
| 3.00%, 07/01/2051 |
6,475,000 | 7,011,940 | ||||||
| 3.00%, 01/01/2052 |
1,500,000 | 1,631,810 | ||||||
|
|
|
|||||||
| Total North Dakota |
|
15,587,703 | ||||||
|
|
|
|||||||
| Ohio – 2.13% |
||||||||
| Akron Bath Copley Joint Township Hospital District |
||||||||
| 4.00%, 11/15/2033 |
425,000 | 495,966 | ||||||
| 4.00%, 11/15/2034 |
500,000 | 584,285 | ||||||
| 4.00%, 11/15/2036 |
2,875,000 | 3,331,488 | ||||||
| 4.00%, 11/15/2037 |
2,300,000 | 2,658,978 | ||||||
| 4.00%, 11/15/2038 |
450,000 | 521,738 | ||||||
| 5.25%, 11/15/2031 |
530,000 | 631,532 | ||||||
| 5.25%, 11/15/2032 |
645,000 | 767,402 | ||||||
| 5.25%, 11/15/2033 |
1,770,000 | 2,102,484 | ||||||
| 5.25%, 11/15/2046 |
1,255,000 | 1,477,857 | ||||||
| American Municipal Power, Inc. |
||||||||
| 1.00%, 02/15/2048(1) |
2,015,000 | 2,033,391 | ||||||
| Buckeye Tobacco Settlement Financing Authority |
||||||||
| 4.00%, 06/01/2038 |
1,000,000 | 1,158,257 | ||||||
| 5.00%, 06/01/2055 |
38,820,000 | 43,943,926 | ||||||
| City of Cleveland OH Airport System Revenue |
||||||||
| 5.00%, 01/01/2024 |
2,450,000 | 2,705,602 | ||||||
| 5.00%, 01/01/2048 |
2,000,000 | 2,438,535 | ||||||
| City of Columbus OH |
||||||||
| 5.00%, 04/01/2033 |
1,345,000 | 1,711,330 | ||||||
| City of Dayton OH Airport Revenue |
||||||||
| 5.00%, 12/01/2021 |
1,050,000 | 1,057,680 | ||||||
| City of Hamilton OH Electric System Revenue |
||||||||
| 4.00%, 10/01/2037 |
1,000,000 | 1,158,359 | ||||||
| Clermont County Port Authority |
||||||||
| 5.00%, 12/01/2029 |
750,000 | 874,754 | ||||||
| 5.00%, 12/01/2030 |
850,000 | 990,253 | ||||||
| 5.00%, 12/01/2031 |
650,000 | 757,252 | ||||||
| Cleveland-Cuyahoga County Port Authority |
||||||||
| 5.50%, 12/01/2043 |
125,000 | 147,282 | ||||||
| 5.50%, 12/01/2053 |
1,600,000 | 1,869,321 | ||||||
| County of Allen OH Hospital Facilities Revenue |
||||||||
| 4.00%, 05/01/2033 |
9,620,000 | 9,833,911 | ||||||
| 5.00%, 12/01/2029 |
585,000 | 757,060 | ||||||
| 5.00%, 12/01/2030 |
585,000 | 762,657 | ||||||
| 5.00%, 08/01/2047(1) |
500,000 | 513,451 | ||||||
| County of Cuyahoga OH |
||||||||
| 5.00%, 12/01/2026 |
2,500,000 | 2,761,581 | ||||||
| 5.00%, 02/15/2042 |
2,525,000 | 2,946,416 | ||||||
| 5.50%, 02/15/2052 |
1,790,000 | 2,130,909 | ||||||
| 5.50%, 02/15/2057 |
1,245,000 | 1,468,138 | ||||||
| County of Fairfield OH |
||||||||
| 4.25%, 06/15/2024 |
1,470,000 | 1,537,350 | ||||||
| County of Franklin OH |
||||||||
| 5.00%, 11/15/2033(1) |
12,880,000 | 13,828,640 | ||||||
| County of Hamilton OH |
||||||||
| 5.00%, 01/01/2022 |
465,000 | 469,561 | ||||||
| 5.00%, 09/15/2034 |
1,050,000 | 1,322,949 | ||||||
| 5.25%, 06/01/2026 |
660,000 | 679,674 | ||||||
| County of Marion OH |
||||||||
| 5.13%, 12/01/2049 |
575,000 | 625,982 | ||||||
| County of Montgomery OH |
||||||||
| 5.00%, 08/01/2025 |
515,000 | 601,716 | ||||||
| County of Muskingum OH |
||||||||
| 4.00%, 02/15/2023 |
1,700,000 | 1,764,778 | ||||||
| 5.00%, 02/15/2048 |
2,080,000 | 2,160,905 | ||||||
| County of Scioto OH |
||||||||
| 5.00%, 02/15/2029 |
1,300,000 | 1,517,568 | ||||||
| County of Wood OH |
||||||||
| 5.00%, 12/01/2032 |
40,000 | 42,124 | ||||||
| 5.00%, 12/01/2032 |
75,000 | 79,073 | ||||||
| 5.00%, 12/01/2042 |
50,000 | 52,655 | ||||||
| 5.00%, 12/01/2042 |
95,000 | 100,159 | ||||||
| Franklin County Convention Facilities Authority |
||||||||
| 5.00%, 12/01/2044 |
2,770,000 | 3,210,180 | ||||||
| 5.00%, 12/01/2051 |
2,135,000 | 2,454,759 | ||||||
| Lancaster Port Authority |
||||||||
| 5.00%, 08/01/2049(1) |
2,000,000 | 2,279,446 | ||||||
| Miami University/Oxford OH |
||||||||
| 5.00%, 09/01/2030 |
475,000 | 625,478 | ||||||
| 5.00%, 09/01/2032 |
1,000,000 | 1,307,046 | ||||||
| 5.00%, 09/01/2034 |
700,000 | 834,394 | ||||||
| Mizuho Floater/Residual Trust |
||||||||
| 0.30%, 04/01/2034(1)(3) |
700,000 | 700,000 | ||||||
| Ohio Air Quality Development Authority |
||||||||
| 2.10%, 12/01/2027(1) |
5,000,000 | 5,180,916 | ||||||
| 2.10%, 07/01/2028(1) |
12,500,000 | 12,951,803 | ||||||
| 2.10%, 10/01/2028(1) |
15,000,000 | 15,541,926 | ||||||
| 2.88%, 02/01/2026 |
5,400,000 | 5,673,297 | ||||||
| 3.25%, 09/01/2029 |
2,995,000 | 3,211,553 | ||||||
| 4.50%, 01/15/2048(3) |
2,000,000 | 2,314,130 | ||||||
| 5.00%, 07/01/2049(3) |
2,800,000 | 3,215,452 | ||||||
| Ohio Higher Educational Facility Commission |
||||||||
| 5.00%, 05/01/2028 |
1,535,000 | 1,910,067 | ||||||
| 5.00%, 10/01/2032 |
1,000,000 | 1,244,222 | ||||||
| 5.00%, 05/01/2033 |
995,000 | 1,268,432 | ||||||
| 5.00%, 01/15/2034 |
600,000 | 739,796 | ||||||
| 5.00%, 01/15/2040 |
830,000 | 1,009,216 | ||||||
| Ohio Housing Finance Agency |
||||||||
| 4.50%, 03/01/2050 |
210,000 | 234,844 | ||||||
| Ohio State University |
||||||||
| 4.00%, 12/01/2039 |
7,350,000 | 8,878,511 | ||||||
| Ohio Turnpike & Infrastructure Commission |
||||||||
| 5.00%, 02/15/2051 |
795,000 | 1,006,041 | ||||||
| Port of Greater Cincinnati Development Authority |
||||||||
| 3.75%, 12/01/2031(3) |
485,000 | 493,463 | ||||||
| Southeastern Ohio Port Authority |
||||||||
| 5.50%, 12/01/2043 |
1,000,000 | 1,076,752 | ||||||
| 5.75%, 12/01/2032 |
445,000 | 462,829 | ||||||
| 6.00%, 12/01/2042 |
550,000 | 570,614 | ||||||
| State of Ohio |
||||||||
| 4.00%, 01/15/2050 |
450,000 | 510,509 | ||||||
| 5.00%, 10/01/2022 |
1,000,000 | 1,047,659 | ||||||
| 5.00%, 01/01/2023 |
430,000 | 455,643 | ||||||
| 5.00%, 08/01/2024 |
2,500,000 | 2,831,383 | ||||||
| 5.00%, 01/01/2030 |
1,170,000 | 1,457,068 | ||||||
| 5.00%, 10/01/2035 |
1,410,000 | 1,711,550 | ||||||
| 5.00%, 01/15/2050 |
1,000,000 | 1,222,438 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 12/01/2043(1)(3) |
600,000 | 600,000 | ||||||
| United Local School District |
||||||||
| 4.00%, 12/01/2026 |
165,000 | 189,879 | ||||||
| 4.00%, 12/01/2029 |
120,000 | 143,321 | ||||||
| 4.00%, 12/01/2030 |
175,000 | 211,095 | ||||||
| 4.00%, 12/01/2032 |
320,000 | 381,748 | ||||||
| University of Akron |
||||||||
| 4.00%, 01/01/2027 |
2,780,000 | 3,227,099 | ||||||
| 5.00%, 01/01/2037 |
6,675,000 | 7,858,018 | ||||||
| University of Cincinnati |
||||||||
| 5.00%, 06/01/2028 |
250,000 | 304,673 | ||||||
| 5.00%, 06/01/2029 |
400,000 | 486,603 | ||||||
|
|
|
|||||||
| Total Ohio |
|
220,408,782 | ||||||
|
|
|
|||||||
| Oklahoma – 0.65% |
||||||||
| Cache Educational Facilities Authority |
||||||||
| 5.00%, 09/01/2023 |
500,000 | 541,684 | ||||||
| Canadian County Educational Facilities Authority |
||||||||
| 4.00%, 09/01/2025 |
1,500,000 | 1,698,068 | ||||||
| 5.00%, 09/01/2026 |
1,725,000 | 2,078,686 | ||||||
| 5.00%, 09/01/2028 |
1,120,000 | 1,333,832 | ||||||
| Cleveland County Educational Facilities Authority |
||||||||
| 5.00%, 09/01/2024 |
440,000 | 494,608 | ||||||
| 5.00%, 09/01/2025 |
300,000 | 347,404 | ||||||
| 5.00%, 09/01/2026 |
375,000 | 446,299 | ||||||
| Dewey County Educational Facilities Authority |
||||||||
| 5.00%, 09/01/2030 |
2,470,000 | 2,929,842 | ||||||
| Garvin County Educational Facilities Authority |
||||||||
| 5.00%, 12/01/2024 |
515,000 | 581,198 | ||||||
| 5.00%, 12/01/2025 |
545,000 | 632,748 | ||||||
| 5.00%, 12/01/2026 |
820,000 | 975,672 | ||||||
| Grady County School Finance Authority |
||||||||
| 5.00%, 09/01/2028 |
375,000 | 471,074 | ||||||
| 5.00%, 09/01/2030 |
1,235,000 | 1,537,467 | ||||||
| Grand River Dam Authority |
||||||||
| 5.00%, 06/01/2023 |
1,000,000 | 1,079,287 | ||||||
| Muskogee Industrial Trust |
||||||||
| 4.00%, 09/01/2030 |
2,000,000 | 2,320,759 | ||||||
| Norman Regional Hospital Authority |
||||||||
| 4.00%, 09/01/2045 |
1,750,000 | 1,961,195 | ||||||
| Oklahoma City Airport Trust |
||||||||
| 5.00%, 07/01/2025 |
2,040,000 | 2,367,236 | ||||||
| 5.00%, 07/01/2026 |
2,195,000 | 2,623,601 | ||||||
| 5.00%, 07/01/2030 |
1,350,000 | 1,667,851 | ||||||
| 5.00%, 07/01/2032 |
2,960,000 | 3,641,935 | ||||||
| 5.00%, 07/01/2035 |
3,240,000 | 3,965,712 | ||||||
| 5.00%, 07/01/2043 |
1,065,000 | 1,291,249 | ||||||
| Oklahoma County Finance Authority |
||||||||
| 5.13%, 04/01/2042 |
1,900,000 | 1,691,053 | ||||||
| 5.70%, 04/01/2025 |
335,000 | 335,191 | ||||||
| Oklahoma Department of Transportation |
||||||||
| 5.00%, 09/01/2030 |
1,015,000 | 1,285,832 | ||||||
| Oklahoma Development Finance Authority |
||||||||
| 3.00%, 06/01/2022 |
1,015,000 | 1,033,740 | ||||||
| 4.00%, 12/01/2022 |
530,000 | 553,194 | ||||||
| 4.00%, 06/01/2023 |
1,305,000 | 1,386,203 | ||||||
| 5.00%, 08/01/2023 |
515,000 | 554,930 | ||||||
| 5.00%, 08/01/2026 |
75,000 | 88,101 | ||||||
| 5.00%, 08/15/2029 |
420,000 | 516,702 | ||||||
| 5.00%, 08/01/2030 |
1,010,000 | 1,242,005 | ||||||
| 5.00%, 02/15/2042 |
400,000 | 407,024 | ||||||
| 5.25%, 08/15/2048 |
2,500,000 | 3,013,204 | ||||||
| 5.50%, 08/15/2052 |
830,000 | 1,011,694 | ||||||
| 5.50%, 08/15/2057 |
1,000,000 | 1,218,909 | ||||||
| Oklahoma State University |
||||||||
| 5.00%, 09/01/2031 |
1,500,000 | 1,967,065 | ||||||
| Oklahoma Turnpike Authority |
||||||||
| 5.00%, 01/01/2025 |
700,000 | 804,392 | ||||||
| 5.00%, 01/01/2026 |
2,500,000 | 2,969,755 | ||||||
| 5.00%, 01/01/2027 |
3,000,000 | 3,666,963 | ||||||
| 5.00%, 01/01/2028 |
2,905,000 | 3,643,904 | ||||||
| Tulsa Airports Improvement Trust |
||||||||
| 5.00%, 06/01/2031 |
1,120,000 | 1,380,790 | ||||||
| 5.00%, 06/01/2033 |
1,240,000 | 1,522,223 | ||||||
| Tulsa County Industrial Authority |
||||||||
| 5.00%, 11/15/2023 |
230,000 | 249,497 | ||||||
| 5.00%, 11/15/2029 |
400,000 | 461,946 | ||||||
| 5.25%, 11/15/2037 |
1,000,000 | 1,152,174 | ||||||
|
|
|
|||||||
| Total Oklahoma |
|
67,143,898 | ||||||
|
|
|
|||||||
| Oregon – 0.59% |
||||||||
| City of Eugene OR Electric Utility System Revenue |
||||||||
| 4.00%, 08/01/2036 |
300,000 | 359,896 | ||||||
| Hillsboro School District No 1J |
||||||||
| 5.00%, 06/15/2028 |
1,525,000 | 1,889,808 | ||||||
| Klamath Falls Intercommunity Hospital Authority |
||||||||
| 5.00%, 09/01/2031 |
200,000 | 234,048 | ||||||
| 5.00%, 09/01/2032 |
270,000 | 315,347 | ||||||
| 5.00%, 09/01/2046 |
1,000,000 | 1,159,993 | ||||||
| Medford Hospital Facilities Authority |
||||||||
| 4.00%, 08/15/2045 |
2,500,000 | 2,904,102 | ||||||
| 5.00%, 08/15/2036 |
1,145,000 | 1,454,840 | ||||||
| Oregon State Business Development Commission |
||||||||
| 5.00%, 03/01/2049(1) |
10,000,000 | 10,185,621 | ||||||
| Oregon State Lottery |
||||||||
| 5.00%, 04/01/2036 |
2,500,000 | 3,003,662 | ||||||
| Port of Portland OR Airport Revenue |
||||||||
| 4.00%, 07/01/2040 |
5,800,000 | 6,658,345 | ||||||
| 5.00%, 07/01/2026 |
1,700,000 | 2,027,571 | ||||||
| 5.00%, 07/01/2027 |
1,000,000 | 1,223,494 | ||||||
| 5.00%, 07/01/2027 |
2,000,000 | 2,446,989 | ||||||
| 5.00%, 07/01/2028 |
2,000,000 | 2,496,122 | ||||||
| 5.00%, 07/01/2028 |
2,190,000 | 2,733,254 | ||||||
| 5.00%, 07/01/2029 |
750,000 | 932,925 | ||||||
| 5.00%, 07/01/2031 |
1,000,000 | 1,186,397 | ||||||
| 5.00%, 07/01/2032 |
1,000,000 | 1,114,868 | ||||||
| 5.00%, 07/01/2033 |
3,485,000 | 3,879,267 | ||||||
| State of Oregon |
||||||||
| 4.00%, 05/01/2039 |
2,000,000 | 2,429,349 | ||||||
| 4.00%, 05/01/2040 |
1,000,000 | 1,211,788 | ||||||
| State of Oregon Housing & Community Services Department |
||||||||
| 3.50%, 01/01/2051 |
1,285,000 | 1,412,928 | ||||||
| Yamhill County Hospital Authority |
||||||||
| 1.75%, 11/15/2026 |
2,000,000 | 2,002,545 | ||||||
| 2.13%, 11/15/2027 |
1,000,000 | 1,000,593 | ||||||
| 2.50%, 11/15/2028 |
1,000,000 | 1,002,980 | ||||||
| 5.00%, 11/15/2046 |
1,540,000 | 1,797,210 | ||||||
| 5.00%, 11/15/2051 |
1,005,000 | 1,094,267 | ||||||
| 5.00%, 11/15/2051 |
1,100,000 | 1,279,820 | ||||||
| 5.00%, 11/15/2056 |
1,940,000 | 2,240,721 | ||||||
|
|
|
|||||||
| Total Oregon |
|
61,678,750 | ||||||
|
|
|
|||||||
| Pennsylvania – 5.00% |
||||||||
| Allegheny County Airport Authority |
||||||||
| 4.00%, 01/01/2046 |
20,000,000 | 22,784,170 | ||||||
| 5.00%, 01/01/2056 |
13,570,000 | 16,856,076 | ||||||
| Allegheny County Hospital Development Authority |
||||||||
| 5.00%, 07/15/2025 |
2,370,000 | 2,764,131 | ||||||
| 5.00%, 07/15/2034 |
5,100,000 | 6,419,868 | ||||||
| Allegheny County Industrial Development Authority |
||||||||
| 3.50%, 12/01/2031 |
1,125,000 | 1,069,333 | ||||||
| 4.00%, 12/01/2041 |
1,720,000 | 1,608,902 | ||||||
| 4.25%, 12/01/2050 |
1,915,000 | 1,784,611 | ||||||
| Allentown City School District |
||||||||
| 1.00%, 03/31/2022 |
1,375,000 | 1,374,889 | ||||||
| 5.00%, 02/01/2031 |
500,000 | 635,380 | ||||||
| 5.00%, 02/01/2033 |
470,000 | 596,110 | ||||||
| Allentown Neighborhood Improvement Zone Development Authority |
||||||||
| 5.00%, 05/01/2022(3) |
1,525,000 | 1,559,472 | ||||||
| 5.00%, 05/01/2025 |
1,000,000 | 1,027,392 | ||||||
| 5.00%, 05/01/2027(3) |
1,250,000 | 1,475,068 | ||||||
| 5.00%, 05/01/2032(3) |
2,025,000 | 2,354,392 | ||||||
| 5.00%, 05/01/2036 |
850,000 | 1,064,790 | ||||||
| 5.00%, 05/01/2042 |
1,000,000 | 1,236,179 | ||||||
| 5.00%, 05/01/2042(3) |
1,750,000 | 2,056,600 | ||||||
| 5.00%, 05/01/2042(3) |
4,345,000 | 4,982,414 | ||||||
| 6.00%, 05/01/2042(3) |
450,000 | 558,811 | ||||||
| Bucks County Industrial Development Authority |
||||||||
| 5.00%, 07/01/2025 |
375,000 | 425,314 | ||||||
| 5.00%, 07/01/2026 |
475,000 | 551,862 | ||||||
| 5.00%, 07/01/2027 |
475,000 | 563,352 | ||||||
| 5.00%, 07/01/2028 |
925,000 | 1,117,107 | ||||||
| 5.00%, 07/01/2029 |
500,000 | 613,584 | ||||||
| 5.00%, 07/01/2030 |
675,000 | 839,955 | ||||||
| 5.00%, 07/01/2033 |
640,000 | 805,250 | ||||||
| 5.00%, 07/01/2034 |
1,580,000 | 1,980,778 | ||||||
| 5.00%, 07/01/2035 |
435,000 | 544,092 | ||||||
| 5.00%, 07/01/2036 |
665,000 | 828,874 | ||||||
| 5.00%, 07/01/2037 |
1,410,000 | 1,751,856 | ||||||
| 5.00%, 07/01/2038 |
1,460,000 | 1,809,239 | ||||||
| 5.00%, 07/01/2039 |
1,510,000 | 1,866,080 | ||||||
| Capital Region Water Revenue |
||||||||
| 5.00%, 07/15/2023 |
1,750,000 | 1,886,360 | ||||||
| 5.00%, 07/15/2025 |
1,000,000 | 1,159,775 | ||||||
| Capital Region Water Sewer Revenue |
||||||||
| 5.00%, 07/15/2024 |
430,000 | 482,450 | ||||||
| 5.00%, 07/15/2028 |
350,000 | 433,135 | ||||||
| Chester County Industrial Development Authority |
||||||||
| 4.38%, 03/01/2028(3) |
175,000 | 191,415 | ||||||
| 5.00%, 03/01/2038(3) |
425,000 | 482,962 | ||||||
| 5.13%, 03/01/2048(3) |
1,045,000 | 1,184,021 | ||||||
| City of Oil City PA |
||||||||
| 4.00%, 12/01/2030 |
225,000 | 268,558 | ||||||
| 4.00%, 12/01/2032 |
185,000 | 218,145 | ||||||
| 4.00%, 12/01/2038 |
325,000 | 375,251 | ||||||
| City of Philadelphia PA |
||||||||
| 5.00%, 08/01/2022 |
2,940,000 | 3,057,271 | ||||||
| 5.00%, 08/01/2023 |
4,000,000 | 4,349,142 | ||||||
| 5.00%, 07/15/2026 |
2,475,000 | 2,737,375 | ||||||
| 5.00%, 08/01/2027 |
1,500,000 | 1,849,363 | ||||||
| 5.00%, 08/01/2028 |
6,000,000 | 6,980,527 | ||||||
| 5.00%, 02/01/2029 |
3,175,000 | 4,030,976 | ||||||
| 5.00%, 08/01/2031 |
500,000 | 665,562 | ||||||
| 5.00%, 08/01/2031 |
8,000,000 | 9,763,852 | ||||||
| 5.00%, 08/01/2033 |
2,000,000 | 2,420,749 | ||||||
| City of Philadelphia PA Airport Revenue |
||||||||
| 5.00%, 07/01/2024 |
10,745,000 | 12,054,191 | ||||||
| 5.00%, 07/01/2025 |
10,000,000 | 11,604,097 | ||||||
| 5.00%, 07/01/2026 |
1,155,000 | 1,384,104 | ||||||
| 5.00%, 07/01/2027 |
1,520,000 | 1,870,210 | ||||||
| 5.00%, 07/01/2029 |
230,000 | 291,933 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,211,075 | ||||||
| 5.00%, 07/01/2031 |
2,000,000 | 2,413,195 | ||||||
| 5.00%, 07/01/2032 |
1,745,000 | 2,100,436 | ||||||
| 5.00%, 07/01/2033 |
1,000,000 | 1,204,010 | ||||||
| City of Philadelphia PA Water & Wastewater Revenue |
||||||||
| 5.00%, 11/01/2026 |
1,165,000 | 1,417,446 | ||||||
| 5.00%, 11/01/2027 |
1,540,000 | 1,916,384 | ||||||
| 5.00%, 07/01/2030 |
4,000,000 | 4,643,251 | ||||||
| 5.00%, 11/01/2032 |
1,000,000 | 1,230,527 | ||||||
| City of Reading PA |
||||||||
| 5.00%, 11/01/2027 |
2,330,000 | 2,842,361 | ||||||
| Coatesville School District |
||||||||
| 5.00%, 08/01/2025 |
875,000 | 1,019,077 | ||||||
| Commonwealth Financing Authority |
||||||||
| 5.00%, 06/01/2023 |
750,000 | 807,640 | ||||||
| 5.00%, 06/01/2027 |
750,000 | 920,439 | ||||||
| 5.00%, 06/01/2027 |
1,500,000 | 1,834,379 | ||||||
| 5.00%, 06/01/2027 |
2,165,000 | 2,657,000 | ||||||
| 5.00%, 06/01/2028 |
2,555,000 | 3,196,165 | ||||||
| 5.00%, 06/01/2030 |
1,750,000 | 2,275,725 | ||||||
| 5.00%, 06/01/2031 |
1,255,000 | 1,638,436 | ||||||
| Commonwealth of Pennsylvania |
||||||||
| 4.00%, 11/15/2028 |
6,325,000 | 6,353,006 | ||||||
| 4.00%, 04/01/2033 |
20,000,000 | 21,042,278 | ||||||
| 4.00%, 03/15/2035 |
2,500,000 | 2,765,357 | ||||||
| 5.00%, 11/01/2021 |
2,000,000 | 2,006,808 | ||||||
| 5.00%, 02/01/2023 |
895,000 | 952,031 | ||||||
| 5.00%, 01/01/2024 |
5,800,000 | 6,416,134 | ||||||
| 5.00%, 01/01/2027 |
2,095,000 | 2,561,973 | ||||||
| County of Lancaster PA |
||||||||
| 4.00%, 11/01/2029 |
625,000 | 746,439 | ||||||
| 4.00%, 11/01/2030 |
560,000 | 664,387 | ||||||
| County of Luzerne PA |
||||||||
| 5.00%, 12/15/2029 |
750,000 | 926,871 | ||||||
| County of Mercer PA |
||||||||
| 4.00%, 10/01/2030 |
175,000 | 211,604 | ||||||
| Cumberland County Municipal Authority |
||||||||
| 4.00%, 01/01/2033 |
210,000 | 233,460 | ||||||
| 4.00%, 01/01/2033 |
1,290,000 | 1,384,011 | ||||||
| 4.50%, 01/01/2040(3) |
3,500,000 | 3,686,989 | ||||||
| Dauphin County General Authority |
||||||||
| 5.00%, 06/01/2035 |
1,000,000 | 1,179,468 | ||||||
| Delaware County Authority |
||||||||
| 5.00%, 08/01/2030 |
1,150,000 | 1,333,708 | ||||||
| Delaware River Joint Toll Bridge Commission |
| 5.00%, 07/01/2042 |
1,100,000 | 1,313,144 | ||||||
| Doylestown Hospital Authority |
||||||||
| 4.00%, 07/01/2045 |
750,000 | 822,039 | ||||||
| 5.00%, 07/01/2046 |
3,700,000 | 4,137,818 | ||||||
| 5.00%, 07/01/2049 |
3,620,000 | 4,244,006 | ||||||
| Easton Area School District |
||||||||
| 5.00%, 04/01/2029 |
1,000,000 | 1,191,252 | ||||||
| 5.00%, 04/01/2030 |
2,805,000 | 3,333,242 | ||||||
| Franklin County Industrial Development Authority |
||||||||
| 5.00%, 12/01/2053 |
500,000 | 534,267 | ||||||
| Geisinger Authority |
||||||||
| 5.00%, 04/01/2035 |
3,000,000 | 3,807,191 | ||||||
| 5.00%, 02/15/2039 |
1,500,000 | 1,769,943 | ||||||
| General Authority of Southcentral Pennsylvania |
||||||||
| 5.00%, 06/01/2038 |
1,970,000 | 2,461,988 | ||||||
| 5.00%, 06/01/2044 |
1,085,000 | 1,334,363 | ||||||
| Hospitals & Higher Education Facilities Authority of Philadelphia |
||||||||
| 5.00%, 07/01/2023 |
325,000 | 346,848 | ||||||
| 5.00%, 07/01/2030 |
780,000 | 915,741 | ||||||
| 5.00%, 07/01/2034 |
2,000,000 | 2,323,168 | ||||||
| Lancaster City Parking Authority |
||||||||
| 4.00%, 09/01/2035 |
1,100,000 | 1,246,363 | ||||||
| Lancaster County Hospital Authority |
||||||||
| 5.00%, 07/01/2023 |
775,000 | 821,579 | ||||||
| 5.00%, 12/01/2032 |
250,000 | 273,111 | ||||||
| 5.00%, 12/01/2037 |
820,000 | 886,980 | ||||||
| 5.00%, 07/01/2045 |
1,970,000 | 2,143,333 | ||||||
| 5.00%, 12/01/2047 |
2,010,000 | 2,140,092 | ||||||
| Lancaster Industrial Development Authority |
||||||||
| 4.00%, 07/01/2031 |
165,000 | 182,335 | ||||||
| 4.00%, 07/01/2037 |
130,000 | 142,896 | ||||||
| Latrobe Industrial Development Authority |
||||||||
| 4.00%, 03/01/2037 |
450,000 | 487,852 | ||||||
| 4.00%, 03/01/2039 |
320,000 | 345,355 | ||||||
| 4.00%, 03/01/2040 |
500,000 | 538,378 | ||||||
| 4.00%, 03/01/2046 |
750,000 | 800,433 | ||||||
| 4.00%, 03/01/2051 |
800,000 | 851,436 | ||||||
| Lehigh County Industrial Development Authority |
||||||||
| 1.80%, 02/15/2027(1) |
1,025,000 | 1,037,437 | ||||||
| 1.80%, 09/01/2029(1) |
1,925,000 | 1,949,525 | ||||||
| Luzerne County Industrial Development Authority |
||||||||
| 5.00%, 12/15/2027 |
1,000,000 | 1,173,024 | ||||||
| Manheim Central School District |
||||||||
| 4.00%, 05/01/2038 |
850,000 | 983,728 | ||||||
| 4.00%, 05/01/2039 |
550,000 | 635,080 | ||||||
| 4.00%, 05/01/2040 |
500,000 | 575,466 | ||||||
| 4.00%, 05/01/2041 |
200,000 | 229,640 | ||||||
| Montgomery County Higher Education & Health Authority |
||||||||
| 5.00%, 09/01/2023 |
460,000 | 499,729 | ||||||
| 5.00%, 10/01/2023 |
50,000 | 53,817 | ||||||
| 5.00%, 09/01/2024 |
410,000 | 461,898 | ||||||
| 5.00%, 10/01/2028 |
1,000,000 | 1,162,811 | ||||||
| 5.00%, 09/01/2032 |
1,000,000 | 1,256,428 | ||||||
| 5.00%, 09/01/2033 |
305,000 | 382,044 | ||||||
| 5.00%, 10/01/2036 |
1,320,000 | 1,502,628 | ||||||
| 5.00%, 10/01/2040 |
1,595,000 | 1,804,637 | ||||||
| Montgomery County Industrial Development Authority |
||||||||
| 5.25%, 01/15/2036 |
2,500,000 | 2,790,571 | ||||||
| 5.25%, 01/01/2040 |
1,510,000 | 1,613,037 | ||||||
| 5.38%, 01/01/2050 |
500,000 | 532,350 | ||||||
| North Allegheny School District |
||||||||
| 4.00%, 05/01/2035 |
1,000,000 | 1,183,813 | ||||||
| 4.00%, 05/01/2036 |
705,000 | 831,947 | ||||||
| Northampton County General Purpose Authority |
||||||||
| 1.10% (1 Month LIBOR USD + 1.04%), 08/15/2048(2) |
1,625,000 | 1,633,176 | ||||||
| 5.00%, 08/15/2036 |
455,000 | 534,365 | ||||||
| Pennsylvania Economic Development Financing Authority |
||||||||
| 0.16%, 12/01/2030(1) |
2,725,000 | 2,725,000 | ||||||
| 0.40%, 10/01/2023 |
7,500,000 | 7,502,466 | ||||||
| 0.45% (SIFMA Municipal Swap Index Yield + 0.40%), 06/01/2041(2) |
3,085,000 | 3,095,813 | ||||||
| 1.75%, 08/01/2038(1) |
10,000,000 | 10,306,389 | ||||||
| 2.15%, 11/01/2021 |
2,405,000 | 2,408,495 | ||||||
| 3.25%, 08/01/2039(3) |
625,000 | 642,694 | ||||||
| 4.00%, 04/15/2037 |
1,000,000 | 1,172,518 | ||||||
| 4.00%, 11/15/2042 |
7,500,000 | 8,461,194 | ||||||
| 5.00%, 04/15/2026 |
2,500,000 | 2,982,719 | ||||||
| 5.00%, 04/15/2027 |
4,600,000 | 5,635,642 | ||||||
| 5.00%, 04/15/2031 |
2,095,000 | 2,704,160 | ||||||
| 9.00%, 04/01/2051(1)(3) |
3,030,000 | 3,705,228 | ||||||
| Pennsylvania Higher Educational Facilities Authority |
||||||||
| 5.00%, 06/15/2022 |
2,000,000 | 2,067,506 | ||||||
| 5.00%, 06/15/2024 |
3,005,000 | 3,374,183 | ||||||
| 5.00%, 06/15/2025 |
1,855,000 | 2,156,930 | ||||||
| 5.00%, 08/15/2029 |
1,600,000 | 1,969,546 | ||||||
| 6.25%, 10/01/2043 |
2,000,000 | 2,000,000 | ||||||
| Pennsylvania Housing Finance Agency |
||||||||
| 3.50%, 04/01/2051 |
760,000 | 819,127 | ||||||
| Pennsylvania State University |
||||||||
| 5.00%, 09/01/2022 |
2,295,000 | 2,396,137 | ||||||
| Pennsylvania Turnpike Commission |
| 4.00%, 12/01/2036 |
500,000 | 596,147 | ||||||
| 4.00%, 12/01/2037 |
675,000 | 801,368 | ||||||
| 4.00%, 12/01/2039 |
1,375,000 | 1,621,702 | ||||||
| 4.00%, 12/01/2039 |
4,000,000 | 4,766,847 | ||||||
| 4.00%, 12/01/2040 |
335,000 | 393,789 | ||||||
| 4.00%, 12/01/2045 |
2,000,000 | 2,323,986 | ||||||
| 4.00%, 12/01/2046 |
2,000,000 | 2,310,080 | ||||||
| 4.00%, 12/01/2051 |
5,495,000 | 6,476,989 | ||||||
| 5.00%, 06/01/2028 |
2,085,000 | 2,473,773 | ||||||
| 5.00%, 06/01/2032 |
2,000,000 | 2,409,384 | ||||||
| 5.00%, 06/01/2033 |
3,155,000 | 3,796,110 | ||||||
| 5.00%, 12/01/2034 |
1,240,000 | 1,514,684 | ||||||
| Philadelphia Authority for Industrial Development |
||||||||
| 4.00%, 06/01/2031 |
675,000 | 771,136 | ||||||
| 4.00%, 06/01/2041 |
750,000 | 825,013 | ||||||
| 4.00%, 06/01/2051 |
800,000 | 865,926 | ||||||
| 4.00%, 06/01/2056 |
850,000 | 916,348 | ||||||
| 5.00%, 07/01/2031 |
205,000 | 231,660 | ||||||
| 5.00%, 07/01/2032 |
600,000 | 676,663 | ||||||
| 5.00%, 07/01/2037 |
150,000 | 167,891 | ||||||
| 5.00%, 06/15/2039 |
500,000 | 549,539 | ||||||
| 5.00%, 06/15/2040(3) |
900,000 | 1,048,179 | ||||||
| 5.00%, 08/01/2040 |
620,000 | 745,046 | ||||||
| 5.00%, 06/15/2050 |
1,375,000 | 1,491,890 | ||||||
| 5.00%, 06/15/2050(3) |
1,700,000 | 1,953,932 | ||||||
| 5.00%, 08/01/2050 |
1,050,000 | 1,241,774 | ||||||
| Philadelphia Gas Works Co. |
||||||||
| 4.00%, 08/01/2036 |
1,000,000 | 1,182,476 | ||||||
| 5.00%, 08/01/2022 |
750,000 | 779,341 | ||||||
| 5.00%, 08/01/2024 |
425,000 | 478,637 | ||||||
| 5.00%, 08/01/2024 |
500,000 | 563,103 | ||||||
| 5.00%, 08/01/2025 |
450,000 | 525,212 | ||||||
| 5.00%, 08/01/2027 |
750,000 | 917,046 | ||||||
| 5.00%, 08/01/2028 |
625,000 | 781,407 | ||||||
| 5.00%, 08/01/2029 |
1,000,000 | 1,275,495 | ||||||
| 5.00%, 08/01/2031 |
1,755,000 | 2,267,014 | ||||||
| 5.00%, 08/01/2032 |
1,000,000 | 1,287,374 | ||||||
| 5.00%, 08/01/2033 |
1,250,000 | 1,603,865 | ||||||
| 5.00%, 08/01/2034 |
1,410,000 | 1,803,104 | ||||||
| 5.00%, 08/01/2035 |
1,000,000 | 1,276,257 | ||||||
| 5.00%, 08/01/2036 |
1,690,000 | 2,150,215 | ||||||
| Pittsburgh Water & Sewer Authority |
||||||||
| 0.70% (SIFMA Municipal Swap Index Yield + 0.65%), 09/01/2040(2) |
15,000,000 | 15,119,056 | ||||||
| 5.00%, 09/01/2038 |
1,000,000 | 1,256,571 | ||||||
| Reading School District |
||||||||
| 5.00%, 02/01/2022 |
1,920,000 | 1,949,478 | ||||||
| 5.00%, 03/01/2035 |
1,100,000 | 1,317,166 | ||||||
| 5.00%, 03/01/2036 |
1,250,000 | 1,494,499 | ||||||
| Redevelopment Authority of the City of Philadelphia |
||||||||
| 5.00%, 04/15/2023 |
1,335,000 | 1,420,498 | ||||||
| School District of Philadelphia |
||||||||
| 5.00%, 09/01/2026 |
1,625,000 | 1,951,226 | ||||||
| 5.00%, 09/01/2029 |
1,500,000 | 1,931,838 | ||||||
| 5.00%, 09/01/2030 |
15,000 | 18,179 | ||||||
| 5.00%, 09/01/2030 |
3,985,000 | 4,753,213 | ||||||
| 5.00%, 09/01/2031 |
1,000,000 | 1,192,246 | ||||||
| 5.00%, 09/01/2031 |
1,200,000 | 1,497,038 | ||||||
| 5.00%, 09/01/2032 |
1,200,000 | 1,493,068 | ||||||
| 5.00%, 09/01/2032 |
2,200,000 | 2,797,916 | ||||||
| 5.00%, 09/01/2033 |
960,000 | 1,220,478 | ||||||
| 5.00%, 09/01/2033 |
1,500,000 | 1,900,570 | ||||||
| Scranton School District |
||||||||
| 5.00%, 06/01/2033 |
530,000 | 651,384 | ||||||
| 5.00%, 06/01/2035 |
515,000 | 630,165 | ||||||
| Southeastern Pennsylvania Transportation Authority |
||||||||
| 5.00%, 03/01/2026 |
875,000 | 1,040,190 | ||||||
| St Mary Hospital Authority |
||||||||
| 5.00%, 11/15/2022 |
1,900,000 | 2,002,890 | ||||||
| State Public School Building Authority |
||||||||
| 5.00%, 12/01/2022 |
1,355,000 | 1,429,394 | ||||||
| 5.00%, 12/01/2022 |
6,015,000 | 6,336,936 | ||||||
| 5.00%, 04/01/2023 |
2,500,000 | 2,558,564 | ||||||
| 5.00%, 12/01/2024 |
625,000 | 706,383 | ||||||
| 5.00%, 12/01/2024 |
625,000 | 714,926 | ||||||
| 5.00%, 06/15/2025 |
3,000,000 | 3,458,476 | ||||||
| 5.00%, 12/01/2025 |
425,000 | 486,653 | ||||||
| 5.00%, 12/01/2025 |
1,145,000 | 1,309,744 | ||||||
| 5.00%, 06/01/2026 |
180,000 | 208,115 | ||||||
| 5.00%, 12/01/2026 |
605,000 | 692,048 | ||||||
| 5.00%, 12/01/2026 |
645,000 | 736,159 | ||||||
| 5.00%, 06/01/2029 |
665,000 | 837,238 | ||||||
| 5.00%, 12/01/2032 |
725,000 | 882,665 | ||||||
| 5.00%, 12/01/2032 |
2,335,000 | 2,804,198 | ||||||
| 5.25%, 09/15/2030 |
995,000 | 1,226,395 | ||||||
| Susquehanna Area Regional Airport Authority |
||||||||
| 5.00%, 01/01/2035 |
1,000,000 | 1,162,241 | ||||||
| 5.00%, 01/01/2038 |
4,125,000 | 4,760,872 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.13%, 08/01/2050(1)(3) |
4,500,000 | 4,500,000 | ||||||
| 0.30%, 12/01/2060(1)(3) |
5,900,000 | 5,900,000 |
| Upper Darby School District |
||||||||
| 4.00%, 04/01/2041 |
250,000 | 292,782 | ||||||
| 4.00%, 04/01/2042 |
330,000 | 385,466 | ||||||
| 4.00%, 04/01/2046 |
450,000 | 521,655 | ||||||
| Upper Merion Area School District |
||||||||
| 3.00%, 01/15/2040 |
250,000 | 271,541 | ||||||
| 5.00%, 01/15/2030 |
600,000 | 708,295 | ||||||
| Waverly Township Municipal Authority |
||||||||
| 4.00%, 02/15/2029 |
1,030,000 | 1,199,071 | ||||||
| York County School of Technology Authority |
||||||||
| 5.00%, 02/15/2023 |
1,200,000 | 1,276,965 | ||||||
| 5.00%, 02/15/2028 |
400,000 | 448,815 | ||||||
|
|
|
|||||||
| Total Pennsylvania |
519,101,144 | |||||||
|
|
|
|||||||
| Puerto Rico – 2.57% |
||||||||
| Commonwealth of Puerto Rico |
||||||||
| 3.65%, 07/01/2050(4) |
1,000,000 | 880,000 | ||||||
| 5.00%, 07/01/2041(4) |
10,845,000 | 9,489,375 | ||||||
| 5.13%, 07/01/2028(4) |
2,230,000 | 2,129,650 | ||||||
| 5.13%, 07/01/2037(4) |
2,550,000 | 2,295,000 | ||||||
| 5.25%, 07/01/2025(4) |
1,000,000 | 957,500 | ||||||
| 5.25%, 07/01/2031(4) |
1,760,000 | 1,724,800 | ||||||
| 5.50%, 07/01/2032(4) |
3,000,000 | 2,880,000 | ||||||
| 5.50%, 07/01/2039(4) |
1,735,000 | 1,591,862 | ||||||
| 5.75%, 07/01/2028(4) |
1,000,000 | 921,250 | ||||||
| 5.75%, 07/01/2036(4) |
3,180,000 | 2,814,300 | ||||||
| 5.75%, 07/01/2038(4) |
2,550,000 | 2,422,500 | ||||||
| 5.75%, 07/01/2041(4) |
3,820,000 | 3,643,325 | ||||||
| 5.90%, 07/01/2028(4) |
660,000 | 623,700 | ||||||
| 6.00%, 07/01/2035(4) |
1,000,000 | 925,000 | ||||||
| 6.00%, 07/01/2039(4) |
2,635,000 | 2,529,600 | ||||||
| 6.50%, 07/01/2037(4) |
420,000 | 414,750 | ||||||
| 8.00%, 07/01/2035(4) |
10,920,000 | 9,418,500 | ||||||
| Puerto Rico Commonwealth Aqueduct & Sewer Authority |
||||||||
| 4.00%, 07/01/2042(3) |
1,460,000 | 1,657,301 | ||||||
| 4.00%, 07/01/2042(3) |
4,450,000 | 4,906,663 | ||||||
| 4.00%, 07/01/2042(3) |
4,650,000 | 5,278,390 | ||||||
| 4.00%, 07/01/2047(3) |
1,025,000 | 1,115,168 | ||||||
| 5.00%, 07/01/2022(3) |
305,000 | 314,709 | ||||||
| 5.00%, 07/01/2027(3) |
1,070,000 | 1,287,001 | ||||||
| 5.00%, 07/01/2029(3) |
1,360,000 | 1,698,316 | ||||||
| 5.00%, 07/01/2029(3) |
3,150,000 | 3,737,535 | ||||||
| 5.00%, 07/01/2030(3) |
5,000,000 | 6,344,026 | ||||||
| 5.00%, 07/01/2033(3) |
4,925,000 | 6,291,850 | ||||||
| 5.00%, 07/01/2035(3) |
3,000,000 | 3,729,509 | ||||||
| 5.00%, 07/01/2037(3) |
1,050,000 | 1,320,906 | ||||||
| 5.00%, 07/01/2037(3) |
5,655,000 | 7,114,021 | ||||||
| 5.00%, 07/01/2047(3) |
8,000,000 | 9,621,330 | ||||||
| 6.13%, 07/01/2024 |
180,000 | 196,715 | ||||||
| Puerto Rico Electric Power Authority |
||||||||
| 3.70%, 07/01/2050(4) |
20,000 | 18,600 | ||||||
| 5.00%, 07/01/2024(4) |
415,000 | 405,662 | ||||||
| 5.00%, 07/01/2025(4) |
25,000 | 24,437 | ||||||
| 5.00%, 07/01/2026(4) |
60,000 | 58,650 | ||||||
| 5.00%, 07/01/2027(4) |
15,000 | 14,663 | ||||||
| 5.00%, 07/01/2027(4) |
25,000 | 24,438 | ||||||
| 5.00%, 07/01/2028(4) |
30,000 | 29,325 | ||||||
| 5.00%, 07/01/2028(4) |
50,000 | 48,875 | ||||||
| 5.00%, 07/01/2032(4) |
500,000 | 488,750 | ||||||
| 5.00%, 07/01/2037(4) |
2,300,000 | 2,248,250 | ||||||
| 5.05%, 07/01/2042(4) |
120,000 | 117,300 | ||||||
| 5.25%, 07/01/2023(4) |
3,495,000 | 3,429,469 | ||||||
| 5.25%, 07/01/2024(4) |
110,000 | 107,937 | ||||||
| 5.25%, 07/01/2026(4) |
635,000 | 623,094 | ||||||
| 5.25%, 07/01/2027(4) |
200,000 | 196,250 | ||||||
| 5.25%, 07/01/2027(4) |
210,000 | 206,063 | ||||||
| 5.25%, 07/01/2027(4) |
315,000 | 309,094 | ||||||
| 5.25%, 07/01/2028(4) |
60,000 | 58,875 | ||||||
| 5.25%, 07/01/2033(4) |
95,000 | 93,219 | ||||||
| 5.25%, 07/01/2040(4) |
3,075,000 | 3,017,344 | ||||||
| 5.25%, 07/01/2050(4) |
270,000 | 262,237 | ||||||
| 5.50%, 07/01/2038(4) |
4,000,000 | 3,935,000 | ||||||
| 5.75%, 07/01/2036(4) |
1,300,000 | 1,283,750 | ||||||
| 6.75%, 07/01/2036(4) |
1,560,000 | 1,565,850 | ||||||
| 7.25%, 07/01/2030(4) |
265,000 | 267,319 | ||||||
| Puerto Rico Housing Finance Authority |
||||||||
| 5.00%, 12/01/2021 |
9,560,000 | 9,632,246 | ||||||
| 5.00%, 12/01/2022 |
5,735,000 | 6,041,950 | ||||||
| 5.00%, 12/01/2023 |
4,300,000 | 4,713,107 | ||||||
| 5.00%, 12/01/2024 |
9,270,000 | 10,523,773 | ||||||
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue |
||||||||
| 0.00%, 07/01/2024 |
2,149,000 | 2,051,526 | ||||||
| 0.00%, 07/01/2024 |
5,955,000 | 5,684,893 | ||||||
| 0.00%, 07/01/2027 |
407,000 | 367,326 | ||||||
| 0.00%, 07/01/2027 |
2,061,000 | 1,860,094 | ||||||
| 0.00%, 07/01/2029 |
2,569,000 | 2,212,527 | ||||||
| 0.00%, 07/01/2031 |
5,167,000 | 4,117,204 | ||||||
| 0.00%, 07/01/2033 |
12,567,000 | 9,315,663 | ||||||
| 0.00%, 07/01/2046 |
28,706,000 | 9,441,481 | ||||||
| 0.00%, 07/01/2051 |
6,000,000 | 1,426,249 | ||||||
| 4.33%, 07/01/2040 |
6,839,000 | 7,583,848 |
| 4.33%, 07/01/2040 |
25,025,000 | 27,750,520 | ||||||
| 4.50%, 07/01/2034 |
2,582,000 | 2,833,238 | ||||||
| 4.55%, 07/01/2040 |
3,500,000 | 3,933,183 | ||||||
| 4.75%, 07/01/2053 |
7,529,000 | 8,424,444 | ||||||
| 4.78%, 07/01/2058 |
2,500,000 | 2,802,655 | ||||||
| 5.00%, 07/01/2058 |
23,235,000 | 26,354,531 | ||||||
|
|
|
|||||||
| Total Puerto Rico |
|
266,179,461 | ||||||
|
|
|
|||||||
| Rhode Island – 0.29% |
||||||||
| Providence Redevelopment Agency |
||||||||
| 5.00%, 04/01/2028 |
1,200,000 | 1,305,465 | ||||||
| Rhode Island Health & Educational Building Corp. |
||||||||
| 4.00%, 05/15/2034 |
1,750,000 | 2,129,779 | ||||||
| 5.00%, 09/01/2031 |
710,000 | 804,873 | ||||||
| 5.00%, 09/01/2036 |
100,000 | 112,569 | ||||||
| 5.00%, 05/15/2039 |
700,000 | 790,595 | ||||||
| Rhode Island Housing & Mortgage Finance Corp. |
||||||||
| 3.15%, 10/01/2044 |
8,000,000 | 8,391,128 | ||||||
| 3.50%, 10/01/2050 |
1,185,000 | 1,300,078 | ||||||
| 4.00%, 10/01/2049 |
565,000 | 622,451 | ||||||
| Rhode Island Student Loan Authority |
||||||||
| 3.50%, 12/01/2034 |
320,000 | 330,713 | ||||||
| 4.00%, 12/01/2027 |
1,215,000 | 1,314,792 | ||||||
| 5.00%, 12/01/2024 |
600,000 | 680,141 | ||||||
| 5.00%, 12/01/2025 |
500,000 | 582,724 | ||||||
| 5.00%, 12/01/2025 |
1,000,000 | 1,165,448 | ||||||
| 5.00%, 12/01/2026 |
750,000 | 895,701 | ||||||
| 5.00%, 12/01/2026 |
1,000,000 | 1,194,268 | ||||||
| 5.00%, 12/01/2027 |
800,000 | 973,457 | ||||||
| 5.00%, 12/01/2027 |
1,000,000 | 1,216,821 | ||||||
| 5.00%, 12/01/2028 |
750,000 | 929,099 | ||||||
| 5.00%, 12/01/2029 |
625,000 | 786,152 | ||||||
| 5.00%, 12/01/2030 |
550,000 | 699,961 | ||||||
| State of Rhode Island |
||||||||
| 4.00%, 04/01/2034 |
2,000,000 | 2,348,097 | ||||||
| Tobacco Settlement Financing Corp. |
||||||||
| 5.00%, 06/01/2024 |
1,455,000 | 1,623,222 | ||||||
|
|
|
|||||||
| Total Rhode Island |
|
30,197,534 | ||||||
|
|
|
|||||||
| South Carolina – 1.07% |
||||||||
| Aiken County Consolidated School District |
||||||||
| 4.00%, 04/01/2034 |
2,415,000 | 2,872,454 | ||||||
| Connector 2000 Association, Inc. |
||||||||
| 0.00%, 01/01/2032 |
3,500,000 | 1,803,465 | ||||||
| 0.00%, 01/01/2042 |
2,790,222 | 713,770 | ||||||
| 0.00%, 07/22/2051 |
19,902,537 | 2,398,825 | ||||||
| County of Richland SC |
||||||||
| 5.00%, 03/01/2025 |
2,900,000 | 3,354,037 | ||||||
| Lancaster County School District |
||||||||
| 5.00%, 03/01/2023 |
445,000 | 474,851 | ||||||
| Lexington County Health Services District, Inc. |
||||||||
| 5.00%, 11/01/2022 |
250,000 | 262,709 | ||||||
| 5.00%, 11/01/2023 |
300,000 | 328,614 | ||||||
| 5.00%, 11/01/2024 |
780,000 | 886,649 | ||||||
| Patriots Energy Group Financing Agency |
||||||||
| 4.00%, 10/01/2048(1) |
34,175,000 | 36,785,751 | ||||||
| Scago Educational Facilities Corp. for Sumter County School 17 |
||||||||
| 4.00%, 12/01/2021 |
1,895,000 | 1,905,437 | ||||||
| Scago Educational Facilities Corp. for Union School District |
||||||||
| 5.00%, 12/01/2023 |
1,060,000 | 1,164,247 | ||||||
| South Carolina Jobs-Economic Development Authority |
||||||||
| 4.00%, 06/01/2036(3) |
500,000 | 541,258 | ||||||
| 5.00%, 11/01/2028 |
700,000 | 736,140 | ||||||
| 5.00%, 04/01/2031 |
510,000 | 632,238 | ||||||
| 5.00%, 05/01/2037 |
500,000 | 527,684 | ||||||
| 5.00%, 05/01/2042 |
500,000 | 521,449 | ||||||
| 5.00%, 11/15/2042 |
585,000 | 658,537 | ||||||
| 5.00%, 05/01/2043 |
4,675,000 | 5,609,506 | ||||||
| 5.00%, 04/01/2047 |
2,000,000 | 2,182,391 | ||||||
| 5.00%, 04/01/2052 |
1,750,000 | 1,907,750 | ||||||
| 5.00%, 11/15/2054 |
1,000,000 | 1,114,986 | ||||||
| 6.00%, 02/01/2035(3)(4) |
525,000 | 210,000 | ||||||
| 6.25%, 02/01/2045(3)(4) |
995,000 | 398,000 | ||||||
| South Carolina Ports Authority |
||||||||
| 5.00%, 07/01/2026 |
1,940,000 | 2,313,817 | ||||||
| 5.00%, 07/01/2027 |
3,120,000 | 3,809,501 | ||||||
| 5.00%, 07/01/2028 |
1,100,000 | 1,373,676 | ||||||
| South Carolina Public Service Authority |
||||||||
| 4.00%, 12/01/2036 |
3,500,000 | 4,208,838 | ||||||
| 5.00%, 12/01/2022 |
1,185,000 | 1,250,703 | ||||||
| 5.00%, 12/01/2022 |
1,435,000 | 1,514,564 | ||||||
| 5.00%, 12/01/2032 |
1,500,000 | 1,770,596 | ||||||
| 5.00%, 12/01/2032 |
8,020,000 | 10,402,223 | ||||||
| 5.00%, 12/01/2035 |
1,500,000 | 1,791,157 | ||||||
| 5.00%, 12/01/2041 |
3,000,000 | 3,556,834 | ||||||
| 5.00%, 12/01/2049 |
1,900,000 | 2,102,914 | ||||||
| 5.75%, 12/01/2043 |
2,000,000 | 2,235,237 | ||||||
| South Carolina State Housing Finance & Development Authority |
||||||||
| 4.00%, 01/01/2050 |
800,000 | 892,839 | ||||||
| 4.00%, 07/01/2050 |
740,000 | 828,140 | ||||||
| South Carolina Transportation Infrastructure Bank |
||||||||
| 5.00%, 10/01/2025 |
305,000 | 359,564 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.13%, 06/01/2029(1)(3) |
1,400,000 | 1,400,000 | ||||||
| 0.20%, 05/30/2022(1)(3) |
3,220,000 | 3,220,000 | ||||||
|
|
|
|||||||
| Total South Carolina |
|
111,021,351 | ||||||
|
|
|
|||||||
| South Dakota – 0.21% |
||||||||
| City of Sioux Falls SD |
||||||||
| 5.00%, 11/01/2042 |
750,000 | 821,219 | ||||||
| County of Lincoln SD |
||||||||
| 4.00%, 08/01/2051 |
2,060,000 | 2,259,332 | ||||||
| South Dakota Health & Educational Facilities Authority |
||||||||
| 5.00%, 09/01/2024 |
355,000 | 402,251 | ||||||
| 5.00%, 09/01/2025 |
880,000 | 1,027,926 | ||||||
| 5.00%, 09/01/2026 |
2,000,000 | 2,400,441 | ||||||
| 5.00%, 11/01/2029 |
800,000 | 930,515 | ||||||
| 5.00%, 11/01/2030 |
1,000,000 | 1,162,271 | ||||||
| 5.00%, 07/01/2033(1) |
2,630,000 | 2,919,461 | ||||||
| 5.00%, 11/01/2042 |
145,000 | 151,535 | ||||||
| 5.00%, 11/01/2045 |
1,500,000 | 1,723,927 | ||||||
| South Dakota Housing Development Authority |
||||||||
| 3.00%, 11/01/2051 |
1,225,000 | 1,327,820 | ||||||
| 4.00%, 11/01/2047 |
5,090,000 | 5,473,377 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 09/01/2050(1)(3) |
1,480,000 | 1,480,000 | ||||||
|
|
|
|||||||
| Total South Dakota |
|
22,080,075 | ||||||
|
|
|
|||||||
| Tennessee – 1.20% |
||||||||
| Blount County Health & Educational Facilities Board |
||||||||
| 5.00%, 01/01/2037 |
1,240,000 | 1,096,752 | ||||||
| Chattanooga Health Educational & Housing Facility Board |
||||||||
| 5.00%, 10/01/2021 |
1,000,000 | 1,000,000 | ||||||
| 5.00%, 10/01/2022 |
325,000 | 338,389 | ||||||
| 5.00%, 10/01/2030 |
500,000 | 559,925 | ||||||
| 5.00%, 10/01/2032 |
1,215,000 | 1,354,170 | ||||||
| 5.00%, 10/01/2035 |
2,260,000 | 2,508,774 | ||||||
| Greeneville Health & Educational Facilities Board |
||||||||
| 5.00%, 07/01/2025 |
1,850,000 | 1,997,482 | ||||||
| 5.00%, 07/01/2035 |
1,275,000 | 1,556,922 | ||||||
| Johnson City Health & Educational Facilities Board |
||||||||
| 5.00%, 08/15/2042 |
2,000,000 | 2,070,358 | ||||||
| Knox County Health Educational & Housing Facility Board |
||||||||
| 5.00%, 04/01/2023 |
1,825,000 | 1,946,038 | ||||||
| 5.00%, 04/01/2024 |
1,000,000 | 1,107,693 | ||||||
| 5.00%, 04/01/2027 |
1,740,000 | 2,084,139 | ||||||
| Memphis-Shelby County Airport Authority |
||||||||
| 5.00%, 07/01/2022 |
1,000,000 | 1,035,123 | ||||||
| Memphis-Shelby County Industrial Development Board |
||||||||
| 4.75%, 07/01/2027 |
540,000 | 523,619 | ||||||
| 5.50%, 07/01/2037 |
1,600,000 | 1,532,826 | ||||||
| Metropolitan Government of Nashville & Davidson County TN |
||||||||
| 5.00%, 07/01/2031 |
1,100,000 | 1,286,830 | ||||||
| Nashville Metropolitan Development & Housing Agency |
||||||||
| 4.50%, 06/01/2028(3) |
1,050,000 | 1,151,023 | ||||||
| 5.13%, 06/01/2036(3) |
3,290,000 | 3,749,450 | ||||||
| New Memphis Arena Public Building Authority |
||||||||
| 0.00%, 04/01/2029 |
625,000 | 640,088 | ||||||
| 0.00%, 04/01/2030 |
750,000 | 777,398 | ||||||
| 0.00%, 04/01/2031 |
650,000 | 682,384 | ||||||
| Shelby County Health Educational & Housing Facilities Board |
||||||||
| 5.00%, 09/01/2037(3) |
1,590,000 | 1,462,698 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.30%, 12/01/2060(1)(3) |
3,200,000 | 3,200,000 | ||||||
| Tennergy Corp. |
||||||||
| 4.00%, 12/01/2051(1) |
25,000,000 | 29,476,980 | ||||||
| 5.00%, 02/01/2050(1) |
11,590,000 | 13,062,894 | ||||||
| Tennessee Energy Acquisition Corp. |
||||||||
| 4.00%, 05/01/2048(1) |
7,135,000 | 7,493,106 | ||||||
| 4.00%, 11/01/2049(1) |
7,070,000 | 7,923,494 | ||||||
| 5.00%, 02/01/2027 |
2,725,000 | 3,247,096 | ||||||
| Tennessee State School Bond Authority |
||||||||
| 5.00%, 11/01/2040 |
25,000,000 | 29,543,390 | ||||||
|
|
|
|||||||
| Total Tennessee |
|
124,409,041 | ||||||
|
|
|
|||||||
| Texas – 8.75% |
||||||||
| Alamito Public Facility Corp. |
||||||||
| 1.51%, 05/01/2037(1) |
5,000,000 | 5,003,891 | ||||||
| Alamo Community College District |
||||||||
| 4.00%, 02/15/2022 |
665,000 | 674,403 | ||||||
| 4.00%, 02/15/2023 |
1,000,000 | 1,052,510 | ||||||
| Arlington Higher Education Finance Corp. |
||||||||
| 4.00%, 08/15/2031 |
435,000 | 537,225 | ||||||
| 5.00%, 08/15/2022 |
55,000 | 56,882 | ||||||
| 5.00%, 08/15/2023 |
55,000 | 58,925 | ||||||
| Austin Community College District Public Facility Corp. |
||||||||
| 5.00%, 08/01/2024 |
430,000 | 486,086 | ||||||
| 5.00%, 08/01/2028 |
310,000 | 381,106 | ||||||
| 5.00%, 08/01/2031 |
300,000 | 364,255 | ||||||
| 5.00%, 08/01/2031 |
580,000 | 704,226 | ||||||
| Austin Convention Enterprises, Inc. |
||||||||
| 5.00%, 01/01/2022 |
250,000 | 251,632 | ||||||
| 5.00%, 01/01/2023 |
250,000 | 258,180 | ||||||
| 5.00%, 01/01/2025 |
150,000 | 161,758 | ||||||
| 5.00%, 01/01/2027 |
400,000 | 443,520 | ||||||
| 5.00%, 01/01/2028 |
1,570,000 | 1,795,473 | ||||||
| 5.00%, 01/01/2029 |
525,000 | 597,050 | ||||||
| 5.00%, 01/01/2030 |
720,000 | 784,853 | ||||||
| 5.00%, 01/01/2032 |
1,700,000 | 1,914,232 | ||||||
| 5.00%, 01/01/2034 |
1,000,000 | 1,077,006 | ||||||
| Austin Independent School District |
||||||||
| 4.00%, 08/01/2032 |
2,835,000 | 3,524,225 | ||||||
| 4.00%, 08/01/2033 |
3,160,000 | 3,913,491 | ||||||
| 4.00%, 08/01/2034 |
3,620,000 | 4,462,515 | ||||||
| 4.00%, 08/01/2035 |
2,465,000 | 3,026,833 | ||||||
| Austin-Bergstrom Landhost Enterprises, Inc. |
||||||||
| 5.00%, 10/01/2023 |
1,425,000 | 1,533,791 | ||||||
| 5.00%, 10/01/2025 |
1,780,000 | 2,028,619 | ||||||
| 5.00%, 10/01/2026 |
1,400,000 | 1,630,389 | ||||||
| 5.00%, 10/01/2028 |
1,925,000 | 2,265,752 | ||||||
| 5.00%, 10/01/2030 |
2,175,000 | 2,525,382 | ||||||
| 5.00%, 10/01/2033 |
2,000,000 | 2,300,392 | ||||||
| 5.00%, 10/01/2034 |
2,000,000 | 2,294,939 | ||||||
| 5.00%, 10/01/2036 |
1,000,000 | 1,143,790 | ||||||
| Baytown Area Water Authority |
||||||||
| 5.00%, 05/01/2023 |
1,000,000 | 1,070,765 | ||||||
| 5.00%, 05/01/2024 |
1,000,000 | 1,114,062 | ||||||
| 5.00%, 05/01/2025 |
1,000,000 | 1,153,164 | ||||||
| Birdville Independent School District |
||||||||
| 5.00%, 02/15/2026 |
725,000 | 862,074 | ||||||
| Board of Managers Joint Guadalupe County-City of Seguin Hospital |
||||||||
| 5.00%, 12/01/2045 |
290,000 | 308,874 | ||||||
| 5.25%, 12/01/2035 |
525,000 | 576,506 | ||||||
| Board of Regents of the University of Texas System |
||||||||
| 4.00%, 08/15/2036 |
10,785,000 | 11,731,787 | ||||||
| Brenham Independent School District |
||||||||
| 0.00%, 02/15/2026 |
300,000 | 259,965 | ||||||
| Central Texas Regional Mobility Authority |
||||||||
| 4.00%, 01/01/2022 |
5,000,000 | 5,000,000 | ||||||
| 4.00%, 01/01/2033 |
965,000 | 1,127,083 | ||||||
| 4.00%, 01/01/2033 |
1,000,000 | 1,163,800 | ||||||
| 4.00%, 01/01/2036 |
500,000 | 578,155 | ||||||
| 4.00%, 01/01/2037 |
620,000 | 714,869 | ||||||
| 5.00%, 01/01/2022 |
500,000 | 505,589 | ||||||
| 5.00%, 01/01/2024 |
175,000 | 192,263 | ||||||
| 5.00%, 01/01/2025 |
225,000 | 256,206 | ||||||
| 5.00%, 01/01/2025 |
11,045,000 | 12,342,707 | ||||||
| 5.00%, 01/01/2028 |
300,000 | 348,187 | ||||||
| 5.00%, 01/01/2029 |
750,000 | 942,245 | ||||||
| 5.00%, 01/01/2031 |
500,000 | 640,632 | ||||||
| 5.00%, 01/01/2031 |
600,000 | 768,758 | ||||||
| 5.00%, 01/01/2032 |
500,000 | 640,333 | ||||||
| 5.00%, 01/01/2034 |
1,475,000 | 1,689,762 | ||||||
| 5.00%, 01/01/2035 |
600,000 | 773,221 | ||||||
| 5.00%, 01/01/2036 |
600,000 | 768,752 | ||||||
| 5.00%, 01/01/2037 |
1,055,000 | 1,344,468 | ||||||
| 5.00%, 01/01/2038 |
400,000 | 508,468 | ||||||
| 5.00%, 01/01/2039 |
500,000 | 633,911 | ||||||
| 5.00%, 01/01/2040 |
2,250,000 | 2,602,024 | ||||||
| 5.00%, 01/01/2046 |
1,600,000 | 1,847,978 | ||||||
| Central Texas Turnpike System |
||||||||
| 5.00%, 08/15/2037 |
2,500,000 | 2,796,039 | ||||||
| 5.00%, 08/15/2042 |
1,400,000 | 1,564,945 | ||||||
| City of Arlington TX Special Tax Revenue |
||||||||
| 4.00%, 02/15/2044 |
1,250,000 | 1,406,898 | ||||||
| City of Austin TX Airport System Revenue |
||||||||
| 5.00%, 11/15/2026 |
1,140,000 | 1,376,381 | ||||||
| 5.00%, 11/15/2028 |
1,000,000 | 1,131,919 | ||||||
| 5.00%, 11/15/2044 |
255,000 | 287,376 | ||||||
| City of Crandall TX |
||||||||
| 3.38%, 09/15/2026(3) |
50,000 | 50,268 | ||||||
| 4.00%, 09/15/2031(3) |
100,000 | 101,441 | ||||||
| City of Dallas TX |
||||||||
| 5.00%, 02/15/2023 |
1,225,000 | 1,246,445 | ||||||
| 5.00%, 02/15/2024 |
1,055,000 | 1,171,815 | ||||||
| 5.00%, 02/15/2027 |
8,125,000 | 9,897,015 | ||||||
| City of Dallas TX Waterworks & Sewer System Revenue |
||||||||
| 5.00%, 10/01/2027 |
530,000 | 622,976 | ||||||
| 5.00%, 10/01/2031 |
800,000 | 967,569 | ||||||
| City of El Paso TX |
||||||||
| 5.00%, 08/15/2025 |
2,245,000 | 2,625,310 | ||||||
| City of Elgin TX |
||||||||
| 4.00%, 07/15/2031 |
295,000 | 357,046 | ||||||
| 4.00%, 07/15/2033 |
240,000 | 288,285 | ||||||
| 4.00%, 07/15/2034 |
175,000 | 209,247 | ||||||
| 4.00%, 07/15/2037 |
280,000 | 331,196 | ||||||
| 4.00%, 07/15/2039 |
270,000 | 317,337 | ||||||
| 4.00%, 07/15/2039 |
305,000 | 358,473 | ||||||
| 4.00%, 07/15/2040 |
315,000 | 369,031 | ||||||
| City of Fort Worth TX |
||||||||
| 5.00%, 03/01/2023 |
1,125,000 | 1,201,127 | ||||||
| City of Garland TX Water & Sewer System Revenue |
||||||||
| 5.00%, 03/01/2028 |
700,000 | 850,645 | ||||||
| City of Houston TX |
||||||||
| 5.00%, 03/01/2023 |
1,975,000 | 2,108,936 |
| 5.00%, 03/01/2025 |
750,000 | 866,317 | ||||||
| 5.00%, 03/01/2029 |
1,000,000 | 1,212,966 | ||||||
| City of Houston TX Airport System Revenue |
||||||||
| 4.00%, 07/01/2035 |
2,100,000 | 2,499,784 | ||||||
| 4.00%, 07/01/2036 |
2,500,000 | 2,965,220 | ||||||
| 4.00%, 07/01/2041 |
1,510,000 | 1,758,528 | ||||||
| 4.00%, 07/01/2041 |
1,950,000 | 2,073,736 | ||||||
| 4.75%, 07/01/2024 |
1,400,000 | 1,487,410 | ||||||
| 5.00%, 07/01/2027 |
1,250,000 | 1,294,154 | ||||||
| 5.00%, 07/01/2027 |
1,625,000 | 1,903,295 | ||||||
| 5.00%, 07/01/2027 |
3,000,000 | 3,704,461 | ||||||
| 5.00%, 07/15/2027 |
2,325,000 | 2,724,959 | ||||||
| 5.00%, 07/01/2029 |
1,000,000 | 1,243,314 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,035,323 | ||||||
| 5.00%, 07/01/2031 |
1,750,000 | 2,164,248 | ||||||
| 5.00%, 07/01/2032 |
1,750,000 | 2,162,047 | ||||||
| 5.00%, 07/01/2033 |
1,770,000 | 2,295,877 | ||||||
| 5.00%, 07/01/2034 |
1,750,000 | 2,258,058 | ||||||
| 5.00%, 07/15/2035 |
800,000 | 879,644 | ||||||
| City of Houston TX Combined Utility System Revenue |
||||||||
| 0.00%, 12/01/2028 |
5,000,000 | 4,622,390 | ||||||
| 4.00%, 11/15/2035 |
300,000 | 368,074 | ||||||
| 4.00%, 11/15/2036 |
300,000 | 367,033 | ||||||
| 5.00%, 11/15/2022 |
200,000 | 210,761 | ||||||
| 5.00%, 11/15/2023 |
225,000 | 247,698 | ||||||
| 5.00%, 05/15/2028 |
410,000 | 458,451 | ||||||
| 5.00%, 11/15/2033 |
400,000 | 485,175 | ||||||
| City of Houston TX Hotel Occupancy Tax & Special Revenue |
||||||||
| 5.00%, 09/01/2036 |
2,100,000 | 2,562,357 | ||||||
| City of Lubbock TX Electric Light & Power System Revenue |
||||||||
| 4.00%, 04/15/2038 |
3,000,000 | 3,527,190 | ||||||
| 4.00%, 04/15/2039 |
2,500,000 | 2,929,740 | ||||||
| City of Mission TX |
||||||||
| 5.00%, 02/15/2027 |
230,000 | 277,344 | ||||||
| 5.00%, 02/15/2027 |
335,000 | 403,957 | ||||||
| 5.00%, 02/15/2028 |
250,000 | 308,420 | ||||||
| 5.00%, 02/15/2029 |
125,000 | 157,413 | ||||||
| City of Pearland TX |
||||||||
| 5.00%, 03/01/2024 |
650,000 | 721,433 | ||||||
| City of San Antonio TX Airport System |
||||||||
| 5.00%, 07/01/2027 |
2,000,000 | 2,450,747 | ||||||
| 5.00%, 07/01/2028 |
1,750,000 | 2,184,107 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,261,896 | ||||||
| City of San Antonio TX Electric & Gas Systems Revenue |
||||||||
| 1.13%, 12/01/2045(1) |
22,440,000 | 22,734,931 | ||||||
| 1.75%, 02/01/2049(1) |
4,000,000 | 4,193,018 | ||||||
| 2.00%, 02/01/2033(1) |
1,115,000 | 1,116,580 | ||||||
| 5.00%, 02/01/2030 |
1,000,000 | 1,230,133 | ||||||
| 5.00%, 02/01/2037 |
800,000 | 1,036,468 | ||||||
| 5.00%, 02/01/2038 |
1,530,000 | 1,977,205 | ||||||
| 5.00%, 02/01/2039 |
1,700,000 | 2,189,350 | ||||||
| 5.00%, 02/01/2040 |
1,465,000 | 1,880,987 | ||||||
| 5.00%, 02/01/2041 |
570,000 | 729,257 | ||||||
| City of Temple TX |
||||||||
| 4.00%, 08/01/2031 |
225,000 | 265,548 | ||||||
| 4.00%, 08/01/2033 |
200,000 | 233,894 | ||||||
| 4.00%, 08/01/2034 |
240,000 | 279,501 | ||||||
| 4.00%, 08/01/2035 |
215,000 | 249,500 | ||||||
| 4.00%, 08/01/2039 |
220,000 | 252,825 | ||||||
| 4.00%, 08/01/2041 |
170,000 | 194,849 | ||||||
| City of Waco TX |
||||||||
| 5.00%, 02/01/2025 |
1,710,000 | 1,893,860 | ||||||
| Clifton Higher Education Finance Corp. |
||||||||
| 2.38%, 08/15/2046 |
1,000,000 | 943,562 | ||||||
| 3.00%, 08/15/2032 |
370,000 | 414,894 | ||||||
| 3.00%, 08/15/2033 |
260,000 | 289,167 | ||||||
| 3.00%, 08/15/2034 |
655,000 | 722,526 | ||||||
| 3.00%, 08/15/2035 |
680,000 | 746,499 | ||||||
| 3.00%, 08/15/2036 |
330,000 | 360,380 | ||||||
| 3.00%, 08/15/2037 |
730,000 | 794,467 | ||||||
| 3.00%, 08/15/2038 |
380,000 | 412,394 | ||||||
| 3.00%, 08/15/2039 |
780,000 | 843,274 | ||||||
| 3.00%, 08/15/2040 |
935,000 | 1,007,455 | ||||||
| 3.00%, 08/15/2041 |
965,000 | 1,035,697 | ||||||
| 5.00%, 08/15/2030 |
170,000 | 220,860 | ||||||
| 5.00%, 08/15/2031 |
100,000 | 131,805 | ||||||
| 6.13%, 08/15/2048 |
4,750,000 | 5,463,477 | ||||||
| Conroe Local Government Corp. |
||||||||
| 5.00%, 10/01/2033 |
200,000 | 256,979 | ||||||
| 5.00%, 10/01/2034 |
200,000 | 256,030 | ||||||
| 5.00%, 10/01/2035 |
135,000 | 172,350 | ||||||
| Coppell Independent School District |
||||||||
| 4.00%, 08/15/2034 |
2,310,000 | 2,693,243 | ||||||
| 4.00%, 08/15/2036 |
2,580,000 | 2,995,802 | ||||||
| 5.00%, 08/15/2033 |
2,985,000 | 3,751,165 | ||||||
| County of Comal TX |
||||||||
| 4.00%, 02/01/2023 |
1,000,000 | 1,048,988 | ||||||
| County of El Paso TX |
||||||||
| 5.00%, 02/15/2029 |
1,500,000 | 1,853,750 | ||||||
| 5.00%, 02/15/2031 |
1,280,000 | 1,509,279 |
| County of Harris TX |
||||||||
| 5.00%, 10/01/2027 |
5,000,000 | 6,222,308 | ||||||
| Cypress-Fairbanks Independent School District |
||||||||
| 1.25%, 02/15/2036(1) |
390,000 | 393,358 | ||||||
| 1.25%, 02/15/2036(1) |
1,190,000 | 1,200,246 | ||||||
| 5.00%, 02/15/2025 |
1,000,000 | 1,112,486 | ||||||
| 5.00%, 02/15/2025 |
1,205,000 | 1,389,717 | ||||||
| 5.00%, 02/15/2027 |
470,000 | 558,415 | ||||||
| Dallas Area Rapid Transit |
||||||||
| 5.00%, 12/01/2024 |
550,000 | 630,161 | ||||||
| Dallas County Utility & Reclamation District |
||||||||
| 5.00%, 02/15/2024 |
1,125,000 | 1,241,400 | ||||||
| Dallas Fort Worth International Airport |
||||||||
| 4.00%, 11/01/2034 |
1,930,000 | 2,305,560 | ||||||
| 4.00%, 11/01/2035 |
3,870,000 | 4,614,255 | ||||||
| 5.00%, 11/01/2031 |
2,310,000 | 3,035,357 | ||||||
| 5.00%, 11/01/2032 |
1,600,000 | 1,741,452 | ||||||
| 5.00%, 11/01/2037 |
10,100,000 | 10,136,245 | ||||||
| 5.00%, 11/01/2038 |
3,110,000 | 3,121,161 | ||||||
| 5.00%, 11/01/2042 |
8,710,000 | 8,741,257 | ||||||
| 5.00%, 11/01/2044 |
300,000 | 314,584 | ||||||
| Dallas Independent School District |
||||||||
| 4.00%, 02/15/2023 |
1,250,000 | 1,315,108 | ||||||
| 4.00%, 02/15/2025 |
1,655,000 | 1,853,463 | ||||||
| 4.00%, 02/15/2026 |
1,000,000 | 1,147,461 | ||||||
| 5.00%, 02/15/2036(1) |
85,000 | 86,489 | ||||||
| 5.00%, 02/15/2036 |
1,045,000 | 1,063,422 | ||||||
| 5.00%, 02/15/2036(1) |
2,175,000 | 2,213,342 | ||||||
| 5.00%, 02/15/2036(1) |
2,180,000 | 2,218,689 | ||||||
| Denton Independent School District |
||||||||
| 0.00%, 08/15/2025 |
500,000 | 488,716 | ||||||
| 2.00%, 08/01/2044(1) |
1,275,000 | 1,331,679 | ||||||
| El Paso County Hospital District |
||||||||
| 5.00%, 08/15/2027 |
1,260,000 | 1,358,582 | ||||||
| 5.00%, 08/15/2029 |
50,000 | 53,846 | ||||||
| Fort Bend Independent School District |
||||||||
| 0.72%, 08/01/2051(1) |
3,395,000 | 3,392,258 | ||||||
| 0.88%, 08/01/2050(1) |
2,820,000 | 2,849,751 | ||||||
| Fort Worth Independent School District |
||||||||
| 5.00%, 02/15/2022 |
450,000 | 457,949 | ||||||
| 5.00%, 02/15/2026 |
1,365,000 | 1,623,727 | ||||||
| Grand Parkway Transportation Corp. |
||||||||
| 5.00%, 02/01/2023 |
1,580,000 | 1,675,667 | ||||||
| 5.00%, 10/01/2031 |
2,630,000 | 3,279,545 | ||||||
| 5.00%, 10/01/2033 |
1,205,000 | 1,496,782 | ||||||
| 5.00%, 10/01/2034 |
1,500,000 | 1,859,482 | ||||||
| 5.00%, 10/01/2052(1) |
9,610,000 | 10,477,327 | ||||||
| Greater Texoma Utility Authority |
||||||||
| 5.00%, 10/01/2022 |
140,000 | 146,529 | ||||||
| Gregg County Health Facilities Development Corp. |
||||||||
| 4.50%, 07/01/2032 |
635,000 | 655,079 | ||||||
| 5.00%, 07/01/2042 |
25,000 | 25,883 | ||||||
| Gulf Coast Industrial Development Authority |
||||||||
| 4.88%, 05/01/2025 |
2,250,000 | 2,289,143 | ||||||
| Harlandale Independent School District |
||||||||
| 5.00%, 08/01/2030 |
1,305,000 | 1,581,135 | ||||||
| Harris County Cultural Education Facilities Finance Corp. |
||||||||
| 0.71% (1 Month LIBOR USD + 0.65%), 11/15/2046(2) |
1,500,000 | 1,505,490 | ||||||
| 0.90%, 05/15/2050(1) |
1,630,000 | 1,630,867 | ||||||
| 3.00%, 10/01/2040 |
1,000,000 | 1,073,743 | ||||||
| 4.00%, 10/01/2041 |
500,000 | 597,116 | ||||||
| 5.00%, 01/01/2043 |
180,000 | 186,130 | ||||||
| 5.00%, 07/01/2049(1) |
1,390,000 | 1,462,079 | ||||||
| 5.00%, 07/01/2049(1) |
1,480,000 | 1,686,511 | ||||||
| 5.00%, 07/01/2049(1) |
5,000,000 | 6,041,240 | ||||||
| 5.00%, 10/01/2051(1) |
14,500,000 | 19,459,020 | ||||||
| Harris County Flood Control District |
||||||||
| 4.00%, 10/01/2036 |
480,000 | 577,081 | ||||||
| 4.00%, 10/01/2037 |
4,400,000 | 5,269,513 | ||||||
| 5.00%, 10/01/2031 |
3,145,000 | 4,137,617 | ||||||
| Hays Consolidated Independent School District |
||||||||
| 2.70%, 08/15/2042(1) |
240,000 | 244,626 | ||||||
| 2.70%, 08/15/2042(1) |
930,000 | 947,925 | ||||||
| 2.70%, 08/15/2042(1) |
1,730,000 | 1,757,307 | ||||||
| Houston Higher Education Finance Corp. |
||||||||
| 3.38%, 10/01/2037 |
1,000,000 | 1,000,295 | ||||||
| Houston Independent School District |
||||||||
| 2.25%, 06/01/2039(1) |
5,000,000 | 5,064,996 | ||||||
| 4.00%, 06/01/2029(1) |
1,200,000 | 1,272,605 | ||||||
| 4.00%, 06/01/2039(1) |
4,415,000 | 4,682,126 | ||||||
| 5.00%, 02/15/2030 |
1,000,000 | 1,179,595 | ||||||
| Irving Hospital Authority |
||||||||
| 5.00%, 10/15/2035 |
625,000 | 724,316 | ||||||
| Lake Houston Redevelopment Authority |
||||||||
| 3.00%, 09/01/2039 |
350,000 | 363,843 | ||||||
| 4.00%, 09/01/2035 |
250,000 | 293,056 | ||||||
| 5.00%, 09/01/2026 |
230,000 | 273,366 | ||||||
| 5.00%, 09/01/2030 |
250,000 | 316,658 | ||||||
| Love Field Airport Modernization Corp. |
||||||||
| 5.00%, 11/01/2028 |
1,250,000 | 1,309,195 |
| 5.00%, 11/01/2035 |
1,000,000 | 1,187,972 | ||||||
| Lower Colorado River Authority |
||||||||
| 5.00%, 05/15/2022 |
300,000 | 308,904 | ||||||
| 5.00%, 05/15/2022 |
565,000 | 581,770 | ||||||
| 5.00%, 05/15/2022 |
1,025,000 | 1,055,423 | ||||||
| 5.00%, 05/15/2025 |
1,190,000 | 1,381,822 | ||||||
| 5.00%, 05/15/2026 |
1,000,000 | 1,197,515 | ||||||
| 5.00%, 05/15/2036 |
1,425,000 | 1,782,758 | ||||||
| 5.00%, 05/15/2038 |
3,480,000 | 4,418,456 | ||||||
| 5.00%, 05/15/2039 |
5,750,000 | 7,282,446 | ||||||
| Midlothian Independent School District |
||||||||
| 2.00%, 08/01/2051(1) |
1,065,000 | 1,107,145 | ||||||
| Mission Economic Development Corp. |
||||||||
| 4.63%, 10/01/2031(3) |
3,955,000 | 4,159,305 | ||||||
| Montgomery County Toll Road Authority |
||||||||
| 5.00%, 09/15/2032 |
50,000 | 56,570 | ||||||
| 5.00%, 09/15/2033 |
270,000 | 304,976 | ||||||
| 5.00%, 09/15/2034 |
55,000 | 62,023 | ||||||
| 5.00%, 09/15/2035 |
1,145,000 | 1,290,075 | ||||||
| 5.00%, 09/15/2036 |
75,000 | 84,384 | ||||||
| 5.00%, 09/15/2037 |
1,245,000 | 1,398,740 | ||||||
| 5.00%, 09/15/2038 |
125,000 | 140,269 | ||||||
| 5.00%, 09/15/2043 |
380,000 | 424,034 | ||||||
| 5.00%, 09/15/2048 |
1,070,000 | 1,189,928 | ||||||
| Needville Independent School District |
||||||||
| 5.00%, 08/15/2025 |
1,175,000 | 1,374,049 | ||||||
| New Hope Cultural Education Facilities Finance Corp. |
||||||||
| 5.00%, 08/15/2024 |
730,000 | 825,994 | ||||||
| 5.00%, 08/15/2026 |
200,000 | 241,131 | ||||||
| 5.00%, 08/15/2027 |
375,000 | 462,772 | ||||||
| 5.00%, 04/01/2029 |
1,000,000 | 1,065,520 | ||||||
| 5.00%, 08/15/2030 |
3,500,000 | 4,286,608 | ||||||
| 5.00%, 04/01/2031 |
335,000 | 398,586 | ||||||
| 5.00%, 10/01/2031 |
160,000 | 175,832 | ||||||
| 5.00%, 11/01/2031 |
1,750,000 | 1,967,936 | ||||||
| 5.00%, 04/01/2034 |
475,000 | 528,741 | ||||||
| 5.00%, 10/01/2034 |
185,000 | 202,495 | ||||||
| 5.00%, 07/01/2035 |
2,100,000 | 1,806,000 | ||||||
| 5.00%, 04/01/2036 |
820,000 | 975,644 | ||||||
| 5.00%, 04/01/2037 |
1,310,000 | 1,605,032 | ||||||
| 5.00%, 10/01/2039 |
250,000 | 271,762 | ||||||
| 5.00%, 07/01/2040 |
4,000,000 | 4,584,470 | ||||||
| 5.00%, 11/01/2040 |
1,100,000 | 1,219,321 | ||||||
| 5.00%, 07/01/2047 |
1,075,000 | 924,500 | ||||||
| 5.00%, 04/01/2048 |
1,250,000 | 1,487,262 | ||||||
| 5.00%, 07/01/2058 |
275,000 | 328,210 | ||||||
| 5.25%, 10/01/2049 |
610,000 | 665,138 | ||||||
| 5.50%, 11/15/2052 |
250,000 | 266,581 | ||||||
| Newark Higher Education Finance Corp. |
||||||||
| 5.00%, 04/01/2029 |
505,000 | 586,267 | ||||||
| North Texas Municipal Water District Upper East Fork Wastewater Interceptor System |
||||||||
| 5.00%, 06/01/2027 |
1,025,000 | 1,265,588 | ||||||
| 5.00%, 06/01/2028 |
1,050,000 | 1,298,520 | ||||||
| 5.00%, 06/01/2029 |
600,000 | 739,929 | ||||||
| North Texas Tollway Authority |
||||||||
| 4.00%, 01/01/2033 |
1,000,000 | 1,211,334 | ||||||
| 4.00%, 01/01/2034 |
1,000,000 | 1,206,038 | ||||||
| 4.00%, 01/01/2035 |
1,000,000 | 1,198,465 | ||||||
| 4.00%, 01/01/2036 |
1,350,000 | 1,609,595 | ||||||
| 4.00%, 01/01/2037 |
1,650,000 | 1,962,623 | ||||||
| 4.00%, 01/01/2038 |
1,250,000 | 1,481,822 | ||||||
| 4.00%, 01/01/2040 |
1,250,000 | 1,469,777 | ||||||
| 5.00%, 01/01/2023 |
90,000 | 95,378 | ||||||
| 5.00%, 01/01/2023 |
145,000 | 153,573 | ||||||
| 5.00%, 01/01/2025 |
705,000 | 808,167 | ||||||
| 5.00%, 01/01/2025 |
860,000 | 985,849 | ||||||
| 5.00%, 01/01/2030 |
75,000 | 87,316 | ||||||
| 5.00%, 01/01/2030 |
6,250,000 | 6,866,521 | ||||||
| 5.00%, 01/01/2031 |
105,000 | 121,792 | ||||||
| 5.00%, 01/01/2031 |
500,000 | 583,124 | ||||||
| 5.00%, 01/01/2031 |
1,100,000 | 1,346,337 | ||||||
| 5.00%, 01/01/2031 |
1,900,000 | 2,088,769 | ||||||
| 5.00%, 01/01/2032 |
1,100,000 | 1,342,151 | ||||||
| 5.00%, 01/01/2033 |
500,000 | 595,733 | ||||||
| 5.00%, 01/01/2033 |
1,250,000 | 1,524,051 | ||||||
| 5.00%, 01/01/2033 |
3,150,000 | 3,583,609 | ||||||
| 5.00%, 01/01/2034 |
1,400,000 | 1,703,621 | ||||||
| 5.00%, 01/01/2035 |
1,500,000 | 1,822,334 | ||||||
| 5.00%, 01/01/2036 |
550,000 | 644,495 | ||||||
| 5.00%, 01/01/2039 |
170,000 | 199,053 | ||||||
| 5.00%, 01/01/2040 |
2,000,000 | 2,113,082 | ||||||
| Northside Independent School District |
||||||||
| 0.70%, 06/01/2050(1) |
24,595,000 | 24,656,724 | ||||||
| 1.60%, 08/01/2049(1) |
14,920,000 | 15,381,725 | ||||||
| Old Spanish Trail-Alemda Corridors Redevelopment Authority |
||||||||
| 4.00%, 09/01/2033 |
1,360,000 | 1,571,864 | ||||||
| Pasadena Independent School District |
||||||||
| 1.50%, 02/15/2044(1) |
4,295,000 | 4,418,344 | ||||||
| Pecos Barstow Toyah Independent School District |
||||||||
| 4.00%, 02/15/2041 |
1,000,000 | 1,106,802 |
| Permanent University Fund - University of Texas System |
||||||||
| 5.00%, 07/01/2029 |
235,000 | 280,645 | ||||||
| Pflugerville Independent School District |
||||||||
| 2.50%, 02/15/2039(1) |
1,340,000 | 1,392,263 | ||||||
| Plano Independent School District |
||||||||
| 5.00%, 02/15/2022 |
1,000,000 | 1,017,852 | ||||||
| Port Beaumont Navigation District |
||||||||
| 1.88%, 01/01/2026(3) |
850,000 | 847,063 | ||||||
| 2.00%, 01/01/2027(3) |
550,000 | 547,547 | ||||||
| 2.13%, 01/01/2028(3) |
575,000 | 572,157 | ||||||
| 2.25%, 01/01/2029(3) |
820,000 | 815,097 | ||||||
| 2.50%, 01/01/2030(3) |
1,000,000 | 993,339 | ||||||
| 2.63%, 01/01/2031(3) |
800,000 | 794,456 | ||||||
| 2.88%, 01/01/2041(3) |
1,000,000 | 978,930 | ||||||
| 4.00%, 01/01/2050(3) |
1,035,000 | 1,069,425 | ||||||
| Port of Port Arthur Navigation District |
||||||||
| 0.12%, 04/01/2040(1) |
32,635,000 | 32,635,000 | ||||||
| 0.12%, 04/01/2040(1) |
33,090,000 | 33,090,000 | ||||||
| 0.13%, 04/01/2040(1) |
6,165,000 | 6,165,000 | ||||||
| Rockwall Independent School District |
||||||||
| 0.00%, 02/15/2024 |
1,005,000 | 996,587 | ||||||
| San Antonio Water System |
||||||||
| 2.00%, 05/01/2044(1) |
900,000 | 916,299 | ||||||
| 4.00%, 05/15/2039 |
4,500,000 | 5,394,183 | ||||||
| 5.00%, 05/15/2032 |
3,000,000 | 3,220,451 | ||||||
| Southwest Houston Redevelopment Authority |
||||||||
| 4.00%, 09/01/2031 |
400,000 | 462,546 | ||||||
| 4.00%, 09/01/2032 |
400,000 | 460,292 | ||||||
| 4.00%, 09/01/2033 |
425,000 | 485,901 | ||||||
| 4.00%, 09/01/2034 |
355,000 | 404,476 | ||||||
| 4.00%, 09/01/2035 |
225,000 | 255,871 | ||||||
| 4.00%, 09/01/2036 |
700,000 | 794,239 | ||||||
| 5.00%, 09/01/2028 |
350,000 | 424,630 | ||||||
| 5.00%, 09/01/2029 |
345,000 | 424,697 | ||||||
| 5.00%, 09/01/2030 |
300,000 | 373,827 | ||||||
| State of Texas |
||||||||
| 1.85%, 08/01/2029(1) |
280,000 | 280,295 | ||||||
| 4.00%, 10/01/2032 |
1,200,000 | 1,300,236 | ||||||
| 5.00%, 08/01/2025 |
2,035,000 | 2,214,193 | ||||||
| 5.00%, 08/01/2026 |
1,000,000 | 1,130,735 | ||||||
| 5.00%, 04/01/2027 |
5,000,000 | 5,975,862 | ||||||
| 5.00%, 04/01/2039 |
10,000,000 | 11,171,154 | ||||||
| 5.50%, 08/01/2026 |
1,000,000 | 1,223,227 | ||||||
| 5.50%, 08/01/2032 |
1,000,000 | 1,220,571 | ||||||
| Tarrant County Cultural Education Facilities Finance Corp. |
||||||||
| 5.00%, 11/15/2022 |
300,000 | 314,861 | ||||||
| 5.00%, 07/01/2026 |
1,775,000 | 2,113,378 | ||||||
| 5.00%, 11/15/2035 |
1,015,000 | 812,000 | ||||||
| 5.00%, 11/15/2035 |
1,750,000 | 1,960,720 | ||||||
| 5.00%, 11/15/2037 |
4,400,000 | 5,196,466 | ||||||
| 5.00%, 11/15/2040 |
1,650,000 | 1,900,300 | ||||||
| 5.00%, 11/15/2040 |
1,800,000 | 2,005,414 | ||||||
| 5.00%, 11/15/2045 |
1,175,000 | 940,000 | ||||||
| 5.00%, 11/15/2046 |
1,615,000 | 1,844,509 | ||||||
| 5.75%, 12/01/2054 |
530,708 | 568,167 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 10/01/2051(1)(3) |
13,100,000 | 13,100,000 | ||||||
| 0.12%, 02/15/2056(1)(3) |
1,700,000 | 1,700,000 | ||||||
| 0.13%, 01/01/2029(1)(3) |
1,155,000 | 1,155,000 | ||||||
| 0.13%, 01/01/2029(1)(3) |
1,850,000 | 1,850,000 | ||||||
| 0.13%, 01/01/2029(1)(3) |
2,250,000 | 2,250,000 | ||||||
| 0.13%, 01/01/2040(1)(3) |
800,000 | 800,000 | ||||||
| 0.30%, 04/01/2059(1)(3) |
3,300,000 | 3,300,000 | ||||||
| 0.30%, 11/01/2060(1)(3) |
3,400,000 | 3,400,000 | ||||||
| 0.30%, 01/01/2061(1)(3) |
1,000,000 | 1,000,000 | ||||||
| 0.30%, 01/01/2061(1)(3) |
2,550,000 | 2,550,000 | ||||||
| 0.30%, 08/01/2061(1)(3) |
1,900,000 | 1,900,000 | ||||||
| Texas A&M University |
||||||||
| 3.00%, 05/15/2028 |
2,300,000 | 2,509,301 | ||||||
| Texas Department of Housing & Community Affairs |
||||||||
| 2.95%, 07/01/2036 |
1,633,527 | 1,738,886 | ||||||
| 3.50%, 03/01/2051 |
6,635,000 | 7,377,743 | ||||||
| 4.00%, 03/01/2050 |
1,630,000 | 1,832,161 | ||||||
| Texas Municipal Gas Acquisition & Supply Corp. I |
||||||||
| 5.25%, 12/15/2022 |
450,000 | 476,392 | ||||||
| 5.25%, 12/15/2025 |
3,000,000 | 3,549,967 | ||||||
| 6.25%, 12/15/2026 |
6,600,000 | 7,671,816 | ||||||
| Texas Municipal Gas Acquisition & Supply Corp. II |
||||||||
| 0.77% (3 Month LIBOR USD + 0.69%), 09/15/2027(2) |
36,000,000 | 36,224,543 | ||||||
| Texas Municipal Gas Acquisition & Supply Corp. III |
||||||||
| 5.00%, 12/15/2022 |
1,000,000 | 1,054,919 | ||||||
| 5.00%, 12/15/2023 |
1,250,000 | 1,373,587 | ||||||
| 5.00%, 12/15/2028 |
7,000,000 | 8,819,337 | ||||||
| 5.00%, 12/15/2029 |
5,050,000 | 6,485,563 | ||||||
| 5.00%, 12/15/2030 |
10,850,000 | 14,149,397 | ||||||
| 5.00%, 12/15/2031 |
1,025,000 | 1,358,165 | ||||||
| 5.00%, 12/15/2032 |
6,150,000 | 8,229,025 | ||||||
| Texas Municipal Power Agency |
||||||||
| 3.00%, 09/01/2034 |
785,000 | 840,763 | ||||||
| 3.00%, 09/01/2038 |
2,900,000 | 3,080,830 |
| 3.00%, 09/01/2040 |
1,800,000 | 1,904,946 | ||||||
| Texas Private Activity Bond Surface Transportation Corp. |
||||||||
| 4.00%, 12/31/2032 |
2,500,000 | 2,978,498 | ||||||
| 4.00%, 12/31/2033 |
2,040,000 | 2,417,949 | ||||||
| 4.00%, 06/30/2036 |
1,175,000 | 1,379,032 | ||||||
| 5.00%, 12/31/2050 |
5,410,000 | 6,014,630 | ||||||
| 5.00%, 12/31/2055 |
2,755,000 | 3,055,910 | ||||||
| Texas Public Finance Authority |
||||||||
| 5.00%, 02/01/2028 |
2,300,000 | 2,876,503 | ||||||
| Texas State University System |
||||||||
| 5.00%, 03/15/2026 |
800,000 | 954,067 | ||||||
| 5.00%, 03/15/2029 |
610,000 | 741,743 | ||||||
| 5.00%, 03/15/2032 |
1,325,000 | 1,597,221 | ||||||
| Texas Transportation Commission |
||||||||
| 0.00%, 08/01/2034 |
1,060,000 | 710,687 | ||||||
| 0.00%, 08/01/2037 |
725,000 | 412,632 | ||||||
| 0.00%, 08/01/2038 |
800,000 | 431,004 | ||||||
| 0.00%, 08/01/2039 |
710,000 | 362,298 | ||||||
| 0.00%, 08/01/2040 |
1,500,000 | 722,901 | ||||||
| 0.65%, 10/01/2041(1) |
15,145,000 | 15,051,289 | ||||||
| 5.00%, 08/01/2057 |
2,930,000 | 3,374,475 | ||||||
| Texas Transportation Commission State Highway Fund |
||||||||
| 5.00%, 10/01/2023 |
5,020,000 | 5,498,357 | ||||||
| Texas Water Development Board |
||||||||
| 5.00%, 04/15/2028 |
1,500,000 | 1,894,862 | ||||||
| 5.00%, 10/15/2028 |
2,370,000 | 3,028,991 | ||||||
| 5.00%, 04/15/2029 |
2,000,000 | 2,579,812 | ||||||
| 5.00%, 10/15/2029 |
4,100,000 | 5,343,929 | ||||||
| 5.00%, 04/15/2030 |
2,000,000 | 2,632,725 | ||||||
| 5.00%, 10/15/2030 |
3,060,000 | 4,066,214 | ||||||
| University of Houston |
||||||||
| 5.00%, 02/15/2030 |
860,000 | 1,009,886 | ||||||
| Uptown Development Authority |
||||||||
| 4.00%, 09/01/2032 |
425,000 | 504,285 | ||||||
| 5.00%, 09/01/2033 |
715,000 | 818,098 | ||||||
| Viridian Municipal Management District |
||||||||
| 4.00%, 12/01/2029 |
520,000 | 565,068 | ||||||
| 4.00%, 12/01/2031 |
560,000 | 605,995 | ||||||
| 4.00%, 12/01/2032 |
580,000 | 626,701 | ||||||
| 4.00%, 12/01/2033 |
605,000 | 652,934 | ||||||
|
|
|
|||||||
| Total Texas |
|
908,052,836 | ||||||
|
|
|
|||||||
| Utah – 0.45% |
||||||||
| Military Installation Development Authority |
||||||||
| 4.00%, 06/01/2041 |
1,000,000 | 1,018,997 | ||||||
| 4.00%, 06/01/2052 |
3,500,000 | 3,533,022 | ||||||
| Salt Lake City Corp. Airport Revenue |
||||||||
| 5.00%, 07/01/2025 |
1,000,000 | 1,160,410 | ||||||
| 5.00%, 07/01/2026 |
1,700,000 | 2,028,445 | ||||||
| 5.00%, 07/01/2026 |
3,000,000 | 3,579,610 | ||||||
| 5.00%, 07/01/2030 |
1,000,000 | 1,234,719 | ||||||
| 5.00%, 07/01/2042 |
2,500,000 | 2,973,797 | ||||||
| 5.25%, 07/01/2048 |
3,000,000 | 3,652,009 | ||||||
| State of Utah |
||||||||
| 5.00%, 07/01/2023 |
1,760,000 | 1,907,066 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.30%, 04/01/2065(1)(3) |
6,600,000 | 6,600,000 | ||||||
| Utah Charter School Finance Authority |
||||||||
| 4.00%, 04/15/2040 |
2,440,000 | 2,799,341 | ||||||
| 4.00%, 10/15/2040 |
2,130,000 | 2,460,392 | ||||||
| 4.50%, 06/15/2027(3) |
1,000,000 | 1,071,724 | ||||||
| Utah Infrastructure Agency |
||||||||
| 3.00%, 10/15/2026 |
500,000 | 547,240 | ||||||
| 4.00%, 10/15/2028 |
350,000 | 409,746 | ||||||
| 4.00%, 10/15/2029 |
610,000 | 722,415 | ||||||
| 4.00%, 10/15/2033 |
600,000 | 701,170 | ||||||
| 4.00%, 10/15/2034 |
1,410,000 | 1,639,222 | ||||||
| 4.00%, 10/15/2036 |
345,000 | 407,419 | ||||||
| 4.00%, 10/15/2036 |
500,000 | 577,536 | ||||||
| 4.00%, 10/15/2038 |
650,000 | 763,291 | ||||||
| 4.00%, 10/15/2038 |
1,335,000 | 1,532,998 | ||||||
| 4.00%, 10/15/2041 |
800,000 | 932,254 | ||||||
| 4.00%, 10/15/2044 |
960,000 | 1,110,471 | ||||||
| Utah Transit Authority |
||||||||
| 4.00%, 12/15/2031 |
2,880,000 | 3,256,675 | ||||||
|
|
|
|||||||
| Total Utah |
|
46,619,969 | ||||||
|
|
|
|||||||
| Vermont – 0.06% |
||||||||
| Vermont Educational & Health Buildings Financing Agency |
||||||||
| 5.00%, 10/15/2027 |
1,000,000 | 1,172,333 | ||||||
| 5.00%, 10/15/2029 |
890,000 | 1,031,940 | ||||||
| Vermont Student Assistance Corp. |
||||||||
| 5.00%, 06/15/2025 |
800,000 | 914,389 | ||||||
| 5.00%, 06/15/2026 |
100,000 | 117,106 | ||||||
| 5.00%, 06/15/2026 |
500,000 | 585,529 | ||||||
| 5.00%, 06/15/2027 |
700,000 | 814,176 | ||||||
| 5.00%, 06/15/2030 |
450,000 | 555,987 | ||||||
| 5.00%, 06/15/2031 |
500,000 | 623,819 | ||||||
|
|
|
|||||||
| Total Vermont |
|
5,815,279 | ||||||
|
|
|
|||||||
| Virgin Islands – 0.03% |
||||||||
| Virgin Islands Public Finance Authority |
||||||||
| 5.00%, 10/01/2032 |
3,000,000 | 3,104,279 | ||||||
|
|
|
|||||||
| Total Virgin Islands |
|
3,104,279 | ||||||
|
|
|
|||||||
| Virginia – 1.28% |
||||||||
| Arlington County Industrial Development Authority |
||||||||
| 5.00%, 07/01/2027 |
905,000 | 1,114,083 | ||||||
| Chesapeake Bay Bridge & Tunnel District |
||||||||
| 5.00%, 11/01/2023 |
7,700,000 | 8,424,335 | ||||||
| 5.00%, 07/01/2046 |
4,535,000 | 5,320,614 | ||||||
| 5.00%, 07/01/2051 |
1,670,000 | 1,956,340 | ||||||
| City of Norfolk VA Water Revenue |
||||||||
| 5.00%, 11/01/2022 |
1,645,000 | 1,728,259 | ||||||
| County of Botetourt VA |
||||||||
| 4.75%, 07/01/2023 |
40,000 | 41,903 | ||||||
| 6.00%, 07/01/2034 |
1,500,000 | 1,677,164 | ||||||
| County of Loudoun VA |
||||||||
| 5.00%, 12/01/2023 |
825,000 | 910,282 | ||||||
| Deutsche Bank Spears/Lifers Trust |
||||||||
| 0.12%, 05/15/2030(1)(3) |
5,065,000 | 5,065,000 | ||||||
| Fairfax County Economic Development Authority |
||||||||
| 5.00%, 12/01/2042 |
1,290,000 | 1,419,450 | ||||||
| Fairfax County Industrial Development Authority |
||||||||
| 5.00%, 05/15/2035 |
1,175,000 | 1,208,690 | ||||||
| 5.00%, 05/15/2044 |
975,000 | 1,088,594 | ||||||
| Farmville Industrial Development Authority |
||||||||
| 5.00%, 01/01/2032 |
1,255,000 | 1,523,642 | ||||||
| 5.00%, 01/01/2033 |
1,320,000 | 1,598,570 | ||||||
| Fredericksburg Economic Development Authority |
||||||||
| 5.00%, 06/15/2031 |
500,000 | 554,293 | ||||||
| Hampton Roads Transportation Accountability Commission |
||||||||
| 5.00%, 07/01/2026 |
9,300,000 | 11,212,266 | ||||||
| 5.00%, 07/01/2027 |
835,000 | 1,034,250 | ||||||
| 5.50%, 07/01/2057 |
1,275,000 | 1,555,429 | ||||||
| Hanover County Economic Development Authority |
||||||||
| 5.00%, 07/01/2042 |
1,120,000 | 1,143,910 | ||||||
| 5.00%, 07/01/2047 |
2,080,000 | 2,122,386 | ||||||
| James City County Economic Development Authority |
||||||||
| 4.00%, 12/01/2023 |
305,000 | 323,862 | ||||||
| 4.00%, 12/01/2025 |
420,000 | 465,128 | ||||||
| 4.00%, 12/01/2027 |
445,000 | 505,199 | ||||||
| 4.00%, 12/01/2029 |
235,000 | 268,976 | ||||||
| 4.00%, 12/01/2035 |
515,000 | 574,440 | ||||||
| Norfolk Airport Authority |
||||||||
| 4.00%, 07/01/2022 |
240,000 | 246,562 | ||||||
| 4.00%, 07/01/2023 |
235,000 | 249,702 | ||||||
| 5.00%, 07/01/2024 |
325,000 | 364,599 | ||||||
| 5.00%, 07/01/2025 |
490,000 | 568,601 | ||||||
| Norfolk Redevelopment & Housing Authority |
||||||||
| 4.00%, 01/01/2025 |
3,870,000 | 3,871,813 | ||||||
| 5.00%, 01/01/2046 |
240,000 | 256,167 | ||||||
| 5.00%, 01/01/2049 |
500,000 | 542,048 | ||||||
| Salem Economic Development Authority |
||||||||
| 5.00%, 04/01/2030 |
710,000 | 894,577 | ||||||
| 5.00%, 04/01/2031 |
400,000 | 501,334 | ||||||
| 5.00%, 04/01/2032 |
700,000 | 874,084 | ||||||
| 5.00%, 04/01/2033 |
350,000 | 435,669 | ||||||
| 5.00%, 04/01/2034 |
925,000 | 1,146,875 | ||||||
| Stafford County Economic Development Authority |
||||||||
| 4.00%, 06/15/2037 |
50,000 | 55,078 | ||||||
| 5.00%, 06/15/2030 |
150,000 | 175,494 | ||||||
| 5.00%, 06/15/2033 |
150,000 | 174,250 | ||||||
| 5.00%, 06/15/2034 |
500,000 | 579,715 | ||||||
| Tobacco Settlement Financing Corp. |
||||||||
| 0.00%, 06/01/2047 |
3,000,000 | 736,290 | ||||||
| Virginia College Building Authority |
||||||||
| 5.00%, 02/01/2022 |
150,000 | 152,378 | ||||||
| 5.00%, 06/01/2022 |
150,000 | 154,489 | ||||||
| 5.00%, 02/01/2023 |
700,000 | 744,702 | ||||||
| 5.00%, 06/01/2023 |
125,000 | 134,303 | ||||||
| 5.00%, 09/01/2023 |
1,000,000 | 1,091,590 | ||||||
| 5.00%, 02/01/2026 |
1,000,000 | 1,191,003 | ||||||
| 5.00%, 02/01/2030 |
1,500,000 | 1,866,669 | ||||||
| 5.00%, 07/01/2030(3) |
500,000 | 546,238 | ||||||
| 5.00%, 06/01/2031 |
175,000 | 224,735 | ||||||
| 5.00%, 02/01/2034 |
1,000,000 | 1,288,562 | ||||||
| 5.00%, 07/01/2045(3) |
500,000 | 534,756 | ||||||
| 5.00%, 07/01/2045(3) |
1,000,000 | 1,069,511 | ||||||
| 5.25%, 07/01/2035(3) |
1,000,000 | 1,090,875 | ||||||
| Virginia Commonwealth Transportation Board |
||||||||
| 5.00%, 09/15/2022 |
1,000,000 | 1,021,766 | ||||||
| 5.00%, 09/15/2023 |
2,500,000 | 2,732,505 | ||||||
| Virginia Port Authority |
||||||||
| 5.00%, 07/01/2023 |
1,000,000 | 1,077,897 | ||||||
| Virginia Public Building Authority |
||||||||
| 5.00%, 08/01/2022 |
1,050,000 | 1,092,061 | ||||||
| 5.00%, 08/01/2022 |
1,490,000 | 1,549,687 | ||||||
| 5.00%, 08/01/2023 |
1,425,000 | 1,549,656 | ||||||
| 5.00%, 08/01/2024 |
2,245,000 | 2,541,901 | ||||||
| Virginia Public School Authority |
||||||||
| 5.00%, 08/01/2022 |
2,505,000 | 2,605,133 | ||||||
| 5.00%, 08/01/2022 |
3,275,000 | 3,405,912 | ||||||
| Virginia Small Business Financing Authority |
||||||||
| 4.00%, 12/01/2036 |
500,000 | 560,987 | ||||||
| 5.00%, 01/01/2026 |
750,000 | 881,599 | ||||||
| 5.00%, 01/01/2027 |
1,000,000 | 1,205,136 | ||||||
| 5.00%, 07/01/2034 |
1,000,000 | 1,010,962 | ||||||
| 5.00%, 01/01/2040 |
3,540,000 | 3,578,109 | ||||||
| 5.00%, 01/01/2040 |
4,135,000 | 4,179,543 | ||||||
| 5.00%, 01/01/2044 |
1,160,000 | 1,172,172 | ||||||
| 5.00%, 01/01/2048(1)(3) |
500,000 | 525,446 | ||||||
| 5.00%, 07/01/2049 |
5,860,000 | 5,920,040 | ||||||
| 5.00%, 12/31/2049 |
3,105,000 | 3,688,360 | ||||||
| 5.00%, 12/31/2052 |
1,500,000 | 1,774,023 | ||||||
| 5.00%, 12/31/2056 |
4,705,000 | 5,560,972 | ||||||
| 5.50%, 01/01/2042 |
6,590,000 | 6,820,497 | ||||||
| Wise County Industrial Development Authority |
||||||||
| 1.20%, 11/01/2040(1) |
3,355,000 | 3,411,138 | ||||||
| York County Economic Development Authority |
||||||||
| 1.90%, 05/01/2033(1) |
600,000 | 615,586 | ||||||
|
|
|
|||||||
| Total Virginia |
|
133,080,822 | ||||||
|
|
|
|||||||
| Washington – 2.87% |
||||||||
| Adams County Public Hospital District No 2 |
||||||||
| 5.13%, 12/01/2044 |
1,000,000 | 1,078,052 | ||||||
| Auburn School District No 408 of King & Pierce Counties |
||||||||
| 4.00%, 12/01/2034 |
1,225,000 | 1,435,869 | ||||||
| 4.00%, 12/01/2036 |
1,140,000 | 1,334,953 | ||||||
| 5.00%, 12/01/2033 |
2,000,000 | 2,472,644 | ||||||
| Central Puget Sound Regional Transit Authority |
||||||||
| 5.00%, 11/01/2035 |
960,000 | 1,123,762 | ||||||
| City of Seattle WA Municipal Light & Power Revenue |
||||||||
| 0.54% (SIFMA Municipal Swap Index Yield + 0.49%), 11/01/2046(2) |
5,000,000 | 5,013,602 | ||||||
| 4.00%, 01/01/2032 |
3,385,000 | 3,945,631 | ||||||
| City of Tacoma WA Electric System Revenue |
||||||||
| 5.00%, 01/01/2039 |
675,000 | 800,174 | ||||||
| City of Tacoma WA Solid Waste Utility Revenue |
||||||||
| 5.00%, 12/01/2031 |
460,000 | 543,911 | ||||||
| Clark County Public Utility District No 1 |
||||||||
| 5.00%, 01/01/2022 |
425,000 | 430,003 | ||||||
| 5.00%, 01/01/2023 |
375,000 | 397,461 | ||||||
| 5.00%, 01/01/2023 |
750,000 | 794,923 | ||||||
| 5.00%, 01/01/2024 |
395,000 | 436,209 | ||||||
| County of King WA Sewer Revenue |
||||||||
| 5.00%, 01/01/2047 |
29,000,000 | 32,147,121 | ||||||
| East Pierce Fire & Rescue |
||||||||
| 5.00%, 12/01/2029 |
635,000 | 800,837 | ||||||
| 5.00%, 12/01/2031 |
925,000 | 1,155,981 | ||||||
| Energy Northwest |
||||||||
| 4.00%, 07/01/2044 |
8,000,000 | 8,169,213 | ||||||
| 5.00%, 07/01/2028 |
15,000,000 | 18,998,919 | ||||||
| 5.00%, 07/01/2034 |
6,890,000 | 8,979,423 | ||||||
| King & Snohomish Counties School District No 417 Northshore |
||||||||
| 4.00%, 12/01/2033 |
5,500,000 | 5,970,920 | ||||||
| King County Housing Authority |
||||||||
| 4.00%, 06/01/2026 |
450,000 | 511,648 | ||||||
| 4.00%, 06/01/2027 |
620,000 | 715,619 | ||||||
| 4.00%, 06/01/2028 |
1,115,000 | 1,306,164 | ||||||
| 4.00%, 06/01/2029 |
840,000 | 995,473 | ||||||
| 4.00%, 06/01/2030 |
400,000 | 478,141 | ||||||
| 4.00%, 06/01/2031 |
650,000 | 769,685 | ||||||
| 4.00%, 11/01/2031 |
1,640,000 | 1,946,941 | ||||||
| 4.00%, 06/01/2032 |
625,000 | 734,644 | ||||||
| 4.00%, 11/01/2032 |
1,705,000 | 2,018,006 | ||||||
| 4.00%, 06/01/2033 |
500,000 | 583,591 | ||||||
| 4.00%, 06/01/2034 |
525,000 | 608,439 | ||||||
| 4.00%, 06/01/2035 |
735,000 | 846,731 | ||||||
| 5.00%, 11/01/2027 |
1,000,000 | 1,226,465 | ||||||
| 5.00%, 11/01/2028 |
1,430,000 | 1,791,655 | ||||||
| 5.00%, 11/01/2029 |
750,000 | 957,768 | ||||||
| King County Public Hospital District No 1 |
||||||||
| 5.00%, 12/01/2032 |
4,500,000 | 5,359,209 | ||||||
| King County School District No 210 Federal Way |
||||||||
| 4.00%, 12/01/2035 |
2,000,000 | 2,339,629 | ||||||
| King County School District No 412 Shoreline |
||||||||
| 4.00%, 12/01/2036 |
2,000,000 | 2,380,226 | ||||||
| King County School District No 414 Lake Washington |
||||||||
| 5.00%, 12/01/2035 |
1,600,000 | 1,972,167 | ||||||
| 5.00%, 12/01/2036 |
3,205,000 | 3,943,255 | ||||||
| 5.00%, 12/01/2037 |
1,425,000 | 1,749,165 | ||||||
| 5.00%, 12/01/2038 |
865,000 | 1,059,750 | ||||||
| Pierce County School District No 10 Tacoma |
||||||||
| 5.00%, 12/01/2034 |
2,800,000 | 3,207,628 | ||||||
| Port of Seattle WA |
||||||||
| 5.00%, 07/01/2024 |
595,000 | 641,999 | ||||||
| 5.00%, 04/01/2029 |
5,050,000 | 6,359,165 | ||||||
| 5.00%, 04/01/2030 |
2,000,000 | 2,254,166 | ||||||
| 5.00%, 04/01/2034 |
1,000,000 | 1,117,918 | ||||||
| 5.00%, 04/01/2036 |
3,130,000 | 3,849,130 | ||||||
| 5.00%, 01/01/2037 |
3,500,000 | 4,181,815 | ||||||
| 5.00%, 08/01/2039 |
13,380,000 | 17,045,785 | ||||||
| Seattle Housing Authority |
||||||||
| 0.20%, 06/01/2040(1) |
600,000 | 600,000 | ||||||
| 1.00%, 06/01/2026 |
4,720,000 | 4,712,758 | ||||||
| Snohomish County Housing Authority |
||||||||
| 5.00%, 04/01/2031 |
1,135,000 | 1,398,030 | ||||||
| State of Washington |
||||||||
| 5.00%, 08/01/2027 |
235,000 | 284,013 | ||||||
| 5.00%, 08/01/2027 |
550,000 | 643,979 | ||||||
| 5.00%, 08/01/2028 |
235,000 | 283,143 | ||||||
| 5.00%, 08/01/2030 |
235,000 | 282,895 | ||||||
| 5.00%, 08/01/2030 |
1,830,000 | 2,255,437 | ||||||
| 5.00%, 06/01/2034 |
660,000 | 822,789 | ||||||
| 5.00%, 07/01/2036 |
1,505,000 | 1,898,851 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 03/01/2028(1)(3) |
3,000,000 | 3,000,000 | ||||||
| Thurston & Pierce Counties Community Schools |
||||||||
| 5.00%, 12/01/2031 |
1,100,000 | 1,391,840 | ||||||
| Tobacco Settlement Authority |
||||||||
| 5.00%, 06/01/2023 |
1,000,000 | 1,073,758 | ||||||
| 5.00%, 06/01/2024 |
1,000,000 | 1,073,308 | ||||||
| Washington Health Care Facilities Authority |
||||||||
| 1.10% (SIFMA Municipal Swap Index Yield + 1.05%), 01/01/2042(2) |
5,000,000 | 5,029,721 | ||||||
| 5.00%, 08/15/2022 |
1,200,000 | 1,249,780 | ||||||
| 5.00%, 08/15/2023 |
650,000 | 707,408 | ||||||
| 5.00%, 10/01/2024 |
465,000 | 487,305 | ||||||
| 5.00%, 07/01/2025 |
360,000 | 418,328 | ||||||
| 5.00%, 08/01/2028 |
1,005,000 | 1,261,751 | ||||||
| 5.00%, 07/01/2029 |
115,000 | 142,309 | ||||||
| 5.00%, 07/01/2030 |
410,000 | 504,358 | ||||||
| 5.00%, 08/01/2030 |
3,500,000 | 4,438,170 | ||||||
| 5.00%, 08/15/2030 |
1,000,000 | 1,182,240 | ||||||
| 5.00%, 08/15/2031 |
845,000 | 995,535 | ||||||
| 5.00%, 09/01/2031 |
185,000 | 240,616 | ||||||
| 5.00%, 08/15/2032 |
480,000 | 564,196 | ||||||
| 5.00%, 09/01/2032 |
180,000 | 233,341 | ||||||
| 5.00%, 09/01/2033 |
225,000 | 290,692 | ||||||
| 5.00%, 07/01/2034 |
105,000 | 127,683 | ||||||
| 5.00%, 09/01/2034 |
450,000 | 579,421 | ||||||
| 5.00%, 09/01/2035 |
365,000 | 469,097 | ||||||
| 5.00%, 10/01/2038 |
11,320,000 | 12,733,446 | ||||||
| 5.00%, 07/01/2042 |
2,415,000 | 2,891,600 | ||||||
| 5.00%, 08/01/2049(1) |
10,000,000 | 11,395,335 | ||||||
| 5.00%, 09/01/2050 |
500,000 | 624,911 | ||||||
| Washington Higher Education Facilities Authority |
||||||||
| 4.00%, 05/01/2045 |
1,000,000 | 1,138,225 | ||||||
| 4.00%, 05/01/2050 |
950,000 | 1,076,328 | ||||||
| 5.00%, 05/01/2025 |
100,000 | 114,476 | ||||||
| 5.00%, 05/01/2026 |
375,000 | 441,322 | ||||||
| 5.00%, 05/01/2028 |
420,000 | 516,048 | ||||||
| 5.00%, 05/01/2029 |
180,000 | 225,398 | ||||||
| 5.00%, 10/01/2029 |
1,855,000 | 2,176,256 | ||||||
| 5.00%, 10/01/2033 |
735,000 | 850,912 | ||||||
| Washington State Convention Center Public Facilities District |
||||||||
| 4.00%, 07/01/2031 |
15,125,000 | 17,704,640 | ||||||
| Washington State Housing Finance Commission |
||||||||
| 0.60% (SIFMA Municipal Swap Index Yield + 0.55%), 12/01/2048(2) |
10,000,000 | 10,057,365 | ||||||
| 1.55%, 07/01/2022(1) |
10,000,000 | 10,032,214 | ||||||
| 2.13%, 07/01/2027(3) |
1,625,000 | 1,628,652 | ||||||
| 2.38%, 01/01/2026(3) |
600,000 | 600,459 | ||||||
| 3.50%, 12/20/2035 |
2,140,023 | 2,469,612 | ||||||
| 3.70%, 07/01/2030 |
5,000,000 | 5,622,952 | ||||||
| 4.00%, 07/01/2026(3) |
900,000 | 926,613 | ||||||
| 5.00%, 01/01/2024(3) |
180,000 | 193,377 | ||||||
| 5.00%, 01/01/2025(3) |
375,000 | 414,235 | ||||||
| 5.00%, 01/01/2026(3) |
300,000 | 339,815 | ||||||
| 5.00%, 07/01/2031(3) |
1,000,000 | 1,052,436 | ||||||
| 5.00%, 07/01/2053(3) |
400,000 | 424,379 | ||||||
| 5.00%, 01/01/2055(3) |
2,775,000 | 3,096,025 | ||||||
| Washington State University |
||||||||
| 5.00%, 04/01/2029 |
425,000 | 470,062 | ||||||
| 5.00%, 04/01/2029 |
860,000 | 959,578 | ||||||
|
|
|
|||||||
| Total Washington |
|
297,801,008 | ||||||
|
|
|
|||||||
| West Virginia – 0.15% |
||||||||
| Monongalia County Commission Excise Tax District |
||||||||
| 4.13%, 06/01/2043(3) |
750,000 | 832,217 | ||||||
| 4.88%, 06/01/2043(3) |
250,000 | 269,031 | ||||||
| Monongalia County Commission Special District |
||||||||
| 5.50%, 06/01/2037(3) |
200,000 | 228,518 | ||||||
| 5.75%, 06/01/2043(3) |
200,000 | 228,866 | ||||||
| Ohio County Board of Education |
||||||||
| 3.00%, 06/01/2028 |
2,150,000 | 2,418,452 | ||||||
| State of West Virginia |
||||||||
| 5.00%, 12/01/2036 |
2,910,000 | 3,617,996 | ||||||
| West Virginia Economic Development Authority |
||||||||
| 5.00%, 07/01/2045(1) |
900,000 | 977,221 | ||||||
| West Virginia Hospital Finance Authority |
||||||||
| 5.00%, 01/01/2031 |
620,000 | 766,555 | ||||||
| West Virginia Parkways Authority |
||||||||
| 5.00%, 06/01/2047 |
3,280,000 | 4,163,091 | ||||||
| West Virginia State School Building Authority Lottery Revenue |
||||||||
| 5.00%, 07/01/2022 |
695,000 | 719,889 | ||||||
| 5.00%, 07/01/2024 |
500,000 | 562,674 | ||||||
| 5.00%, 07/01/2032 |
940,000 | 1,123,547 | ||||||
|
|
|
|||||||
| Total West Virginia |
15,908,057 | |||||||
|
|
|
|||||||
| Wisconsin – 1.44% |
||||||||
| County of Wood WI |
||||||||
| 0.75%, 03/07/2022 |
800,000 | 800,738 | ||||||
| Milwaukee Redevelopment Authority |
||||||||
| 5.00%, 11/15/2031 |
570,000 | 682,188 | ||||||
| 5.00%, 11/15/2032 |
500,000 | 597,859 | ||||||
| Public Finance Authority |
||||||||
| 3.00%, 04/01/2025(3) |
325,000 | 335,307 | ||||||
| 3.00%, 12/01/2026 |
125,000 | 133,688 | ||||||
| 4.00%, 12/01/2031 |
450,000 | 533,220 | ||||||
| 4.00%, 08/01/2035(6) |
6,250,000 | 6,370,682 | ||||||
| 4.00%, 07/01/2041 |
1,000,000 | 1,025,893 | ||||||
| 4.00%, 12/01/2041 |
2,000,000 | 2,239,722 | ||||||
| 4.13%, 05/01/2026(3) |
635,000 | 653,594 | ||||||
| 4.25%, 07/01/2054 |
3,575,000 | 3,680,461 | ||||||
| 5.00%, 06/01/2022 |
175,000 | 180,473 | ||||||
| 5.00%, 06/01/2023 |
195,000 | 210,190 | ||||||
| 5.00%, 06/01/2024 |
200,000 | 224,183 | ||||||
| 5.00%, 06/01/2025 |
450,000 | 522,060 | ||||||
| 5.00%, 12/01/2025 |
1,000,000 | 1,158,082 | ||||||
| 5.00%, 06/01/2026 |
385,000 | 460,081 | ||||||
| 5.00%, 06/01/2027 |
410,000 | 502,665 | ||||||
| 5.00%, 12/01/2027 |
4,065,000 | 4,547,991 | ||||||
| 5.00%, 05/15/2028(3) |
200,000 | 218,998 | ||||||
| 5.00%, 05/01/2029(3) |
2,330,000 | 2,154,502 | ||||||
| 5.00%, 06/15/2034 |
500,000 | 591,081 | ||||||
| 5.00%, 07/01/2035 |
5,000,000 | 6,192,267 | ||||||
| 5.00%, 07/01/2036 |
305,000 | 386,901 | ||||||
| 5.00%, 01/01/2037 |
500,000 | 623,397 | ||||||
| 5.00%, 06/15/2037(3) |
1,130,000 | 1,179,430 | ||||||
| 5.00%, 07/01/2037 |
825,000 | 893,942 | ||||||
| 5.00%, 01/01/2038 |
350,000 | 434,775 | ||||||
| 5.00%, 07/01/2038 |
375,000 | 473,047 | ||||||
| 5.00%, 06/15/2039(3) |
410,000 | 446,786 | ||||||
| 5.00%, 06/15/2039 |
500,000 | 583,748 | ||||||
| 5.00%, 04/01/2040(3) |
400,000 | 475,072 | ||||||
| 5.00%, 10/01/2043(3) |
170,000 | 187,297 | ||||||
| 5.00%, 10/01/2048(3) |
1,865,000 | 2,048,051 | ||||||
| 5.00%, 06/15/2049(3) |
420,000 | 452,519 | ||||||
| 5.00%, 06/15/2049(3) |
750,000 | 793,636 | ||||||
| 5.00%, 06/15/2049 |
1,100,000 | 1,262,105 | ||||||
| 5.00%, 04/01/2050(3) |
550,000 | 644,056 | ||||||
| 5.00%, 10/01/2053(3) |
1,305,000 | 1,430,486 | ||||||
| 5.00%, 06/15/2054(3) |
455,000 | 489,201 | ||||||
| 5.00%, 05/01/2055(3) |
3,400,000 | 2,959,256 | ||||||
| 5.00%, 07/01/2055(3) |
550,000 | 603,983 | ||||||
| 5.20%, 06/01/2037 |
500,000 | 533,237 | ||||||
| 5.25%, 05/15/2037(3) |
500,000 | 547,583 | ||||||
| 5.25%, 05/15/2042(3) |
60,000 | 65,601 | ||||||
| 5.25%, 10/01/2043 |
2,105,000 | 2,410,826 | ||||||
| 5.25%, 05/15/2047(3) |
60,000 | 65,601 | ||||||
| 5.25%, 10/01/2048 |
2,105,000 | 2,398,805 | ||||||
| 5.25%, 05/15/2052(3) |
115,000 | 125,736 | ||||||
| 5.30%, 06/01/2047 |
500,000 | 531,759 | ||||||
| State of Wisconsin |
||||||||
| 5.00%, 05/01/2023 |
2,000,000 | 2,151,738 | ||||||
| 5.00%, 05/01/2023 |
4,000,000 | 4,302,815 | ||||||
| 5.00%, 05/01/2024 |
7,470,000 | 8,362,943 | ||||||
| 5.00%, 05/01/2025 |
520,000 | 594,189 | ||||||
| 5.00%, 05/01/2025 |
1,730,000 | 2,013,000 | ||||||
| 5.00%, 05/01/2025 |
5,335,000 | 6,182,941 | ||||||
| 5.00%, 05/01/2030 |
1,000,000 | 1,197,157 | ||||||
| 5.00%, 05/01/2032 |
450,000 | 561,383 | ||||||
| 5.00%, 05/01/2033 |
9,790,000 | 12,189,081 | ||||||
| 5.00%, 05/01/2034 |
2,400,000 | 2,850,478 | ||||||
| Tender Option Bond Trust Receipts/Certificates |
||||||||
| 0.12%, 06/01/2028(1)(3) |
1,800,000 | 1,800,000 | ||||||
| 0.15%, 12/15/2050(1)(3) |
500,000 | 500,000 | ||||||
| Wisconsin Center District |
||||||||
| 0.00%, 12/15/2028 |
1,025,000 | 923,303 | ||||||
| 0.00%, 12/15/2030 |
550,000 | 469,622 | ||||||
| 0.00%, 12/15/2030 |
1,045,000 | 889,033 | ||||||
| 0.00%, 12/15/2032 |
1,400,000 | 1,099,140 | ||||||
| 0.00%, 12/15/2033 |
1,500,000 | 1,132,597 | ||||||
| Wisconsin Health & Educational Facilities Authority |
||||||||
| 0.70% (SIFMA Municipal Swap Index Yield + 0.65%), 08/15/2054(2) |
4,000,000 | 4,037,798 | ||||||
| 2.55%, 11/01/2027 |
390,000 | 390,116 | ||||||
| 2.83%, 11/01/2028 |
605,000 | 605,221 | ||||||
| 4.00%, 02/15/2025 |
270,000 | 301,195 | ||||||
| 4.00%, 02/15/2026 |
510,000 | 576,546 | ||||||
| 4.00%, 02/15/2031 |
460,000 | 520,022 | ||||||
| 4.00%, 02/15/2033 |
550,000 | 621,765 | ||||||
| 5.00%, 05/01/2022 |
550,000 | 564,065 | ||||||
| 5.00%, 10/01/2022 |
330,000 | 345,322 | ||||||
| 5.00%, 12/01/2022 |
560,000 | 590,309 | ||||||
| 5.00%, 11/01/2024 |
155,000 | 168,799 | ||||||
| 5.00%, 04/01/2025 |
2,000,000 | 2,315,257 | ||||||
| 5.00%, 04/01/2026 |
1,000,000 | 1,194,191 | ||||||
| 5.00%, 02/15/2027 |
300,000 | 350,591 | ||||||
| 5.00%, 04/01/2027 |
1,700,000 | 2,085,840 | ||||||
| 5.00%, 10/01/2027 |
580,000 | 711,505 | ||||||
| 5.00%, 04/01/2028 |
900,000 | 1,130,700 | ||||||
| 5.00%, 10/01/2028 |
700,000 | 872,358 | ||||||
| 5.00%, 11/01/2029 |
760,000 | 872,487 | ||||||
| 5.00%, 04/01/2030 |
1,670,000 | 2,107,220 | ||||||
| 5.00%, 12/15/2033 |
1,450,000 | 1,843,715 | ||||||
| 5.00%, 09/01/2036 |
400,000 | 492,602 | ||||||
| 5.00%, 09/15/2037 |
650,000 | 671,374 | ||||||
| 5.00%, 09/15/2050 |
645,000 | 683,549 | ||||||
| 5.00%, 08/15/2054(1) |
830,000 | 999,438 | ||||||
| 5.00%, 08/15/2054(1) |
1,260,000 | 1,277,959 | ||||||
| Wisconsin Housing & Economic Development Authority |
||||||||
| 0.40%, 05/01/2045(1) |
5,000,000 | 4,999,936 | ||||||
| 0.50%, 11/01/2050(1) |
2,350,000 | 2,347,668 | ||||||
| 1.55%, 11/01/2038(1) |
1,715,000 | 1,716,773 | ||||||
| 1.60%, 11/01/2048(1) |
6,000,000 | 6,005,834 | ||||||
| 3.00%, 03/01/2052 |
1,520,000 | 1,654,498 | ||||||
| 3.50%, 09/01/2050 |
2,260,000 | 2,487,941 | ||||||
|
|
|
|||||||
| Total Wisconsin |
|
149,824,775 | ||||||
|
|
|
|||||||
| Wyoming – 0.12% |
||||||||
| County of Laramie WY |
||||||||
| 4.00%, 05/01/2026 |
200,000 | 228,576 | ||||||
| 4.00%, 05/01/2031 |
500,000 | 607,206 | ||||||
| 4.00%, 05/01/2033 |
500,000 | 602,538 | ||||||
| 4.00%, 05/01/2035 |
500,000 | 598,738 | ||||||
| 4.00%, 05/01/2038 |
1,365,000 | 1,618,621 | ||||||
| Wyoming Community Development Authority |
||||||||
| 3.00%, 06/01/2049 |
8,000,000 | 8,650,403 | ||||||
|
|
|
|||||||
| Total Wyoming |
|
12,306,082 | ||||||
|
|
|
|||||||
| Total Municipal Bonds (Cost: $9,650,122,303) |
|
9,988,589,220 | ||||||
|
|
|
|||||||
| Shares | Value | |||||||
| SHORT-TERM INVESTMENTS – 4.48% |
||||||||
| Money Market Funds – 3.96% |
||||||||
| Fidelity Institutional Money Market Government Fund - Class I, 0.01%(5) |
410,723,983 | 410,723,983 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $410,723,983) |
410,723,983 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Commercial Paper – 0.17% |
||||||||
| California Statewide Communities Development Authority, 0.17%, 12/09/2021 |
$ | 17,335,000 | 17,335,329 | |||||
|
|
|
|||||||
| Total Commercial Paper (Cost: $17,335,000) |
17,335,329 | |||||||
|
|
|
|||||||
| Time Deposits – 0.35% |
||||||||
| BBVA, Madrid, 0.01% due 10/01/2021 |
26,050,366 | 26,050,366 | ||||||
| ING Bank, Amsterdam, 0.01% due 10/01/2021 |
761,815 | 761,815 | ||||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2021 |
9,982,204 | 9,982,204 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $36,794,385) |
36,794,385 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $464,853,368) |
|
464,853,697 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 100.77% |
||||||||
| (Cost: $10,114,975,671) |
10,453,442,917 | |||||||
|
|
|
|||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS – (0.77)% |
(80,170,440 | ) | ||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 10,373,272,477 | ||||||
|
|
|
|||||||
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, 2021. |
| (2) | Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2021. |
| (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 $567,908,453, which represents 5.47% of total net assets. |
| (4) | Security in default as of September 30, 2021. The value of these securities totals $65,895,913, which represents 0.64% 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, 2021. The value of the restricted securities totals $16,894,114, which represents 0.16% of total net assets. |
| The | accompanying notes are an integral part of this Schedule of Investments. |
| MUNICIPAL BONDS | % of Net Assets | |||
| Education |
7.91 | % | ||
| General Obligation |
16.73 | % | ||
| General Revenue |
28.49 | % | ||
| Healthcare |
12.95 | % | ||
| Housing |
4.79 | % | ||
| Transportation |
16.80 | % | ||
| Utilities |
8.62 | % | ||
|
|
|
|||
| Total Municipal Bonds |
96.29 | % | ||
|
|
|
|||
| SHORT-TERM INVESTMENTS |
4.48 | % | ||
|
|
|
|||
| TOTAL INVESTMENTS |
100.77 | % | ||
| LIABILITIES IN EXCESS OF OTHER ASSETS |
-0.77 | % | ||
|
|
|
|||
| TOTAL NET ASSETS |
100 | % | ||
|
|
|
|||
The accompanying notes are an integral part of this Schedule of Investments.
Open Futures Contracts
| Number of Contracts |
Reference Entity | Counterparty |
Expiration Date |
Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||||
| (400) |
U.S. 5 Year Note Future | J.P. Morgan | Dec. 2021 | $ | (49,331,250 | ) | $ | (49,096,875 | ) | $ | 234,375 | |||||||||||
| (315) |
U.S. 5 Year Note Future | Bank of America | Dec. 2021 | (38,843,201 | ) | (38,663,790 | ) | 179,411 | ||||||||||||||
| (345) |
U.S. 10 Year Note Future | Bank of America | Dec. 2021 | (45,862,583 | ) | (45,405,234 | ) | 457,349 | ||||||||||||||
| (200) |
U.S. 10 Year Note Future | J.P. Morgan | Dec. 2021 | (26,590,625 | ) | (26,321,875 | ) | 268,750 | ||||||||||||||
|
|
|
|||||||||||||||||||||
| $ | 1,139,885 | |||||||||||||||||||||
|
|
|
|||||||||||||||||||||
Bridge Builder Large Cap Growth Fund
Schedule of Investments
September 30, 2021 (Unaudited)
| Shares | Value | |||||||
| COMMON STOCKS – 97.50% |
||||||||
| Communication Services – 12.42% |
||||||||
| Alphabet, Inc. - Class A(1) |
231,629 | $ | 619,264,764 | |||||
| Alphabet, Inc. - Class C(1) |
142,481 | 379,756,034 | ||||||
| Altice USA, Inc. - Class A(1) |
12,417 | 257,280 | ||||||
| Bumble, Inc. - Class A(1) |
228,061 | 11,398,489 | ||||||
| Cable One, Inc. |
237 | 429,712 | ||||||
| Charter Communications, Inc. - Class A(1) |
10,083 | 7,335,988 | ||||||
| Facebook, Inc. - Class A(1) |
1,306,224 | 443,319,363 | ||||||
| Live Nation Entertainment, Inc.(1) |
4,267 | 388,852 | ||||||
| Madison Square Garden Sports Corp. - Class A(1) |
601 | 111,756 | ||||||
| Match Group, Inc.(1) |
451,952 | 70,951,944 | ||||||
| Netflix, Inc.(1) |
454,892 | 277,638,783 | ||||||
| Nexstar Media Group, Inc. - Class A |
232 | 35,255 | ||||||
| Pinterest, Inc. - Class A(1) |
46,052 | 2,346,349 | ||||||
| Playtika Holding Corp.(1) |
8,622 | 238,226 | ||||||
| Roku, Inc. - Class A(1) |
9,682 | 3,033,855 | ||||||
| Skillz, Inc. - Class A(1) |
24,432 | 239,922 | ||||||
| Snap, Inc. - Class A(1) |
1,204,726 | 88,993,110 | ||||||
| Spotify Technology SA(1) |
172,004 | 38,759,381 | ||||||
| Take-Two Interactive Software, Inc.(1) |
1,886 | 290,576 | ||||||
| TripAdvisor, Inc.(1) |
5,004 | 169,385 | ||||||
| Twitter, Inc.(1) |
6,799 | 410,592 | ||||||
| Vimeo, Inc.(1) |
11,469 | 336,845 | ||||||
| Walt Disney Co.(1) |
1,651,218 | 279,336,549 | ||||||
| World Wrestling Entertainment, Inc. - Class A |
3,190 | 179,469 | ||||||
| Zillow Group, Inc. - Class A(1) |
4,928 | 436,522 | ||||||
| Zillow Group, Inc. - Class C(1) |
14,056 | 1,238,896 | ||||||
| Zynga, Inc. - Class A(1) |
39,449 | 297,051 | ||||||
|
|
|
|||||||
| Total Communication Services |
|
2,227,194,948 | ||||||
|
|
|
|||||||
| Consumer Discretionary – 15.50% |
||||||||
| Airbnb, Inc. - Class A(1) |
298,594 | 50,089,143 | ||||||
| Amazon.com, Inc.(1) |
288,660 | 948,259,646 | ||||||
| Aptiv Plc(1) |
355,852 | 53,011,272 | ||||||
| AutoZone, Inc.(1) |
391 | 663,914 | ||||||
| Bath & Body Works, Inc. |
11,876 | 748,544 | ||||||
| Best Buy Co., Inc. |
4,773 | 504,554 | ||||||
| Booking Holdings, Inc.(1) |
3,407 | 8,087,775 | ||||||
| Boyd Gaming Corp.(1) |
1,451 | 91,790 | ||||||
| Bright Horizons Family Solutions, Inc.(1) |
4,023 | 560,887 | ||||||
| Brunswick Corp. |
826 | 78,693 | ||||||
| Burlington Stores, Inc.(1) |
5,187 | 1,470,878 | ||||||
| Caesars Entertainment, Inc.(1) |
10,636 | 1,194,210 | ||||||
| CarMax, Inc.(1) |
1,115 | 142,675 | ||||||
| Carvana Co. - Class A(1) |
124,095 | 37,419,606 | ||||||
| Chegg, Inc.(1) |
8,860 | 602,657 | ||||||
| Chipotle Mexican Grill, Inc. - Class A(1) |
2,330 | 4,234,822 | ||||||
| Choice Hotels International, Inc. |
2,889 | 365,083 | ||||||
| Churchill Downs, Inc. |
3,059 | 734,405 | ||||||
| Columbia Sportswear Co. |
359 | 34,407 | ||||||
| Darden Restaurants, Inc. |
7,328 | 1,109,972 | ||||||
| Deckers Outdoor Corp.(1) |
315 | 113,463 | ||||||
| Dollar General Corp. |
513,581 | 108,951,073 | ||||||
| Domino's Pizza, Inc. |
2,073 | 988,738 | ||||||
| DoorDash, Inc. - Class A(1) |
10,533 | 2,169,587 | ||||||
| DR Horton, Inc. |
11,401 | 957,342 | ||||||
| DraftKings, Inc. - Class A(1) |
25,200 | 1,213,632 | ||||||
| eBay, Inc. |
53,993 | 3,761,692 | ||||||
| Etsy, Inc.(1) |
10,510 | 2,185,660 | ||||||
| Expedia Group, Inc.(1) |
12,040 | 1,973,356 | ||||||
| Five Below, Inc.(1) |
4,547 | 803,955 | ||||||
| Floor & Decor Holdings, Inc. - Class A(1) |
8,472 | 1,023,333 | ||||||
| Frontdoor, Inc.(1) |
4,860 | 203,634 | ||||||
| GameStop Corp. - Class A(1) |
5,330 | 935,255 | ||||||
| H&R Block, Inc. |
12,199 | 304,975 | ||||||
| Hanesbrands, Inc. |
17,216 | 295,427 | ||||||
| Hilton Worldwide Holdings, Inc.(1) |
15,237 | 2,012,960 | ||||||
| Home Depot, Inc. |
471,549 | 154,790,675 | ||||||
| Las Vegas Sands Corp.(1) |
27,449 | 1,004,633 | ||||||
| Leslie's, Inc.(1) |
8,012 | 164,566 | ||||||
| Lithia Motors, Inc. - Class A |
219 | 69,432 | ||||||
| Lowe's Companies, Inc. |
535,682 | 108,668,450 | ||||||
| Lululemon Athletica, Inc.(1) |
195,944 | 79,298,537 | ||||||
| LVMH Moet Hennessy Louis Vuitton SE |
105,378 | 75,478,491 | ||||||
| Marriott International, Inc. - Class A(1) |
22,581 | 3,344,020 | ||||||
| Mattel, Inc.(1) |
28,930 | 536,941 | ||||||
| McDonald's Corp. |
676,635 | 163,143,465 | ||||||
| MercadoLibre, Inc.(1) |
55,582 | 93,344,411 | ||||||
| Mister Car Wash, Inc.(1) |
2,727 | 49,768 | ||||||
| NIKE, Inc. - Class B |
1,271,743 | 184,695,236 | ||||||
| Nordstrom, Inc.(1) |
7,729 | 204,432 | ||||||
| NVR, Inc.(1) |
175 | 838,964 | ||||||
| O'Reilly Automotive, Inc.(1) |
1,746 | 1,066,911 | ||||||
| Peloton Interactive, Inc. - Class A(1) |
21,912 | 1,907,440 | ||||||
| Penn National Gaming, Inc.(1) |
819 | 59,345 | ||||||
| Petco Health & Wellness Co., Inc. - Class A(1) |
289 | 6,098 | ||||||
| Planet Fitness, Inc. - Class A(1) |
4,771 | 374,762 | ||||||
| Polaris, Inc. |
3,321 | 397,391 | ||||||
| Pool Corp. |
3,232 | 1,404,013 | ||||||
| PulteGroup, Inc. |
6,326 | 290,490 | ||||||
| QuantumScape Corp. - Class A(1) |
12,192 | 299,192 | ||||||
| RH(1) |
1,424 | 949,680 | ||||||
| Ross Stores, Inc. |
397,308 | 43,246,976 | ||||||
| Six Flags Entertainment Corp.(1) |
2,451 | 104,167 | ||||||
| Skechers USA, Inc. - Class A(1) |
1,228 | 51,723 | ||||||
| Starbucks Corp. |
862,770 | 95,172,159 | ||||||
| Tapestry, Inc. |
2,316 | 85,738 | ||||||
| Target Corp. |
18,503 | 4,232,931 | ||||||
| Tempur Sealy International, Inc. |
15,099 | 700,745 | ||||||
| Tesla, Inc.(1) |
346,953 | 269,055,112 | ||||||
| Thor Industries, Inc. |
1,797 | 220,600 | ||||||
| TJX Companies, Inc. |
626,890 | 41,362,202 | ||||||
| Toll Brothers, Inc. |
3,775 | 208,720 | ||||||
| TopBuild Corp.(1) |
2,266 | 464,099 | ||||||
| Tractor Supply Co. |
9,547 | 1,934,318 | ||||||
| Travel + Leisure Co. |
4,675 | 254,928 | ||||||
| Ulta Beauty, Inc.(1) |
4,465 | 1,611,508 | ||||||
| Vail Resorts, Inc.(1) |
3,312 | 1,106,374 | ||||||
| VF Corp. |
17,281 | 1,157,654 | ||||||
| Victoria's Secret & Co.(1) |
3,763 | 207,943 | ||||||
| Vroom, Inc.(1) |
2,388 | 52,703 | ||||||
| Wayfair, Inc. - Class A(1) |
3,470 | 886,620 | ||||||
| Wendy's Co. |
15,068 | 326,674 | ||||||
| Williams-Sonoma, Inc. |
4,722 | 837,352 | ||||||
| Wyndham Hotels & Resorts, Inc. |
4,800 | 370,512 | ||||||
| Wynn Resorts Ltd.(1) |
8,768 | 743,088 | ||||||
| YETI Holdings, Inc.(1) |
7,098 | 608,228 | ||||||
| Yum China Holdings, Inc. |
2,880 | 167,357 | ||||||
| Yum! Brands, Inc. |
1,668,034 | 204,017,239 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
2,778,874,028 | ||||||
|
|
|
|||||||
| Consumer Staples – 3.07% |
||||||||
| Altria Group, Inc. |
85,525 | 3,893,098 | ||||||
| Beyond Meat, Inc.(1) |
4,170 | 438,934 | ||||||
| Boston Beer, Inc. - Class A(1) |
779 | 397,095 | ||||||
| Brown-Forman Corp. - Class A |
1,875 | 117,506 | ||||||
| Brown-Forman Corp. - Class B |
7,549 | 505,858 | ||||||
| Church & Dwight Co., Inc. |
1,079 | 89,093 | ||||||
| Clorox Co. |
8,365 | 1,385,328 | ||||||
| Coca-Cola Co. |
2,449,823 | 128,542,213 | ||||||
| Colgate-Palmolive Co. |
36,756 | 2,778,018 | ||||||
| Costco Wholesale Corp. |
136,510 | 61,340,769 | ||||||
| Darling Ingredients, Inc.(1) |
713 | 51,265 | ||||||
| Estee Lauder Companies, Inc. - Class A |
247,466 | 74,222,477 | ||||||
| Freshpet, Inc.(1) |
3,386 | 483,148 | ||||||
| Herbalife Nutrition Ltd.(1) |
1,791 | 75,903 | ||||||
| Hershey Co. |
10,420 | 1,763,585 | ||||||
| Kellogg Co. |
9,276 | 592,922 | ||||||
| Kimberly-Clark Corp. |
14,081 | 1,864,888 | ||||||
| Lamb Weston Holdings, Inc. |
3,585 | 220,011 | ||||||
| Monster Beverage Corp.(1) |
28,613 | 2,541,693 | ||||||
| PepsiCo, Inc. |
451,604 | 67,925,758 | ||||||
| Pilgrim's Pride Corp.(1) |
2,075 | 60,341 | ||||||
| Procter & Gamble Co. |
814,501 | 113,867,240 | ||||||
| Sysco Corp. |
1,122,513 | 88,117,271 | ||||||
|
|
|
|||||||
| Total Consumer Staples |
|
551,274,414 | ||||||
|
|
|
|||||||
| Energy – 0.92% |
||||||||
| Cabot Oil & Gas Corp. |
3,876 | 84,342 | ||||||
| Cheniere Energy, Inc.(1) |
19,432 | 1,897,923 | ||||||
| Cimarex Energy Co. |
1,668 | 145,450 | ||||||
| ConocoPhillips |
2,359,484 | 159,902,231 | ||||||
| Continental Resources, Inc. |
941 | 43,427 | ||||||
| Diamondback Energy, Inc. |
7,105 | 672,630 | ||||||
| EOG Resources, Inc. |
5,764 | 462,676 | ||||||
| Halliburton Co. |
3,898 | 84,275 | ||||||
| Hess Corp. |
1,565 | 122,242 | ||||||
| New Fortress Energy, Inc. - Class A |
2,198 | 60,995 | ||||||
| Occidental Petroleum Corp. |
8,909 | 263,528 | ||||||
| Pioneer Natural Resources Co. |
7,990 | 1,330,415 | ||||||
| Texas Pacific Land Corp. |
488 | 590,168 | ||||||
|
|
|
|||||||
| Total Energy |
|
165,660,302 | ||||||
|
|
|
|||||||
| Financials – 7.88% |
||||||||
| Alleghany Corp.(1) |
108 | 67,436 | ||||||
| American Express Co. |
2,184,186 | 365,916,681 | ||||||
| Ameriprise Financial, Inc. |
5,268 | 1,391,384 | ||||||
| Aon Plc - Class A |
10,945 | 3,127,753 | ||||||
| Apollo Global Management, Inc. - Class A |
14,812 | 912,271 | ||||||
| Arch Capital Group Ltd.(1) |
7,708 | 294,291 | ||||||
| Ares Management Corp. - Class A |
10,028 | 740,367 | ||||||
| Bank of America Corp. |
5,791,947 | 245,868,150 | ||||||
| Blackstone, Inc. - Class A |
56,584 | 6,582,983 | ||||||
| Brown & Brown, Inc. |
936 | 51,901 | ||||||
| Citizens Financial Group, Inc. |
6,241 | 293,202 | ||||||
| Commerce Bancshares, Inc. |
706,401 | 49,222,022 | ||||||
| Credit Acceptance Corp.(1) |
61 | 35,703 | ||||||
| Discover Financial Services |
13,600 | 1,670,760 | ||||||
| Erie Indemnity Co. - Class A |
1,445 | 257,817 | ||||||
| Everest Re Group Ltd. |
747 | 187,333 | ||||||
| FactSet Research Systems, Inc. |
2,710 | 1,069,854 | ||||||
| Goldman Sachs Group, Inc. |
1,508 | 570,069 | ||||||
| Intercontinental Exchange, Inc. |
1,824,318 | 209,468,193 | ||||||
| JPMorgan Chase & Co. |
878,765 | 143,845,043 | ||||||
| Lemonade, Inc.(1) |
409 | 27,407 | ||||||
| Lincoln National Corp. |
2,183 | 150,081 | ||||||
| LPL Financial Holdings, Inc. |
6,605 | 1,035,400 | ||||||
| Markel Corp.(1) |
187 | 223,489 | ||||||
| MarketAxess Holdings, Inc. |
3,090 | 1,299,932 | ||||||
| Marsh & McLennan Companies, Inc. |
717,751 | 108,689,034 | ||||||
| Moody's Corp. |
12,776 | 4,536,885 | ||||||
| Morningstar, Inc. |
1,759 | 455,634 | ||||||
| MSCI, Inc. - Class A |
310,206 | 188,710,718 | ||||||
| PNC Financial Services Group, Inc. |
338,119 | 66,149,601 | ||||||
| Raymond James Financial, Inc. |
781 | 72,071 | ||||||
| RenaissanceRe Holdings Ltd. |
1,807 | 251,896 | ||||||
| Rocket Companies, Inc. - Class A |
11,226 | 180,065 | ||||||
| S&P Global, Inc. |
14,159 | 6,016,018 | ||||||
| Sterling Bancorp |
1,691 | 42,207 | ||||||
| Synchrony Financial |
9,006 | 440,213 | ||||||
| Synovus Financial Corp. |
907 | 39,808 | ||||||
| T Rowe Price Group, Inc. |
6,190 | 1,217,573 | ||||||
| Upstart Holdings, Inc.(1) |
3,743 | 1,184,435 | ||||||
| UWM Holdings Corp. |
5,239 | 36,411 | ||||||
| Western Alliance Bancorp |
4,400 | 478,808 | ||||||
|
|
|
|||||||
| Total Financials |
|
1,412,810,899 | ||||||
|
|
|
|||||||
| Healthcare – 15.50% |
||||||||
| 10X Genomics, Inc. - Class A(1) |
6,939 | 1,010,180 | ||||||
| Abbott Laboratories |
1,529,249 | 180,650,184 | ||||||
| AbbVie, Inc. |
146,847 | 15,840,386 | ||||||
| ABIOMED, Inc.(1) |
3,704 | 1,205,726 | ||||||
| Acceleron Pharma, Inc.(1) |
4,391 | 755,691 | ||||||
| Adaptive Biotechnologies Corp.(1) |
8,044 | 273,415 | ||||||
| Agilent Technologies, Inc. |
22,630 | 3,564,904 | ||||||
| agilon health, Inc.(1) |
5,299 | 138,887 | ||||||
| Align Technology, Inc.(1) |
6,538 | 4,350,581 | ||||||
| Alnylam Pharmaceuticals, Inc.(1) |
9,906 | 1,870,352 | ||||||
| Amedisys, Inc.(1) |
2,353 | 350,832 | ||||||
| Amgen, Inc. |
38,855 | 8,262,516 | ||||||
| Avantor, Inc.(1) |
48,113 | 1,967,822 | ||||||
| BioNTech SE - ADR(1) |
101,099 | 27,599,016 | ||||||
| Bio-Techne Corp. |
3,214 | 1,557,408 | ||||||
| Boston Scientific Corp.(1) |
1,553,188 | 67,392,827 | ||||||
| Bruker Corp. |
8,489 | 662,991 | ||||||
| Cardinal Health, Inc. |
14,247 | 704,657 | ||||||
| Catalent, Inc.(1) |
3,167 | 421,433 | ||||||
| Certara, Inc.(1) |
3,917 | 129,653 | ||||||
| Charles River Laboratories International, Inc.(1) |
3,874 | 1,598,684 | ||||||
| Chemed Corp. |
341 | 158,606 | ||||||
| CureVac NV(1) |
4,407 | 240,710 | ||||||
| Danaher Corp. |
1,305,747 | 397,521,617 | ||||||
| DaVita, Inc.(1) |
4,082 | 474,573 | ||||||
| DexCom, Inc.(1) |
8,029 | 4,390,739 | ||||||
| Edwards Lifesciences Corp.(1) |
51,344 | 5,812,654 | ||||||
| Eli Lilly & Co. |
241,231 | 55,736,422 | ||||||
| Encompass Health Corp. |
4,640 | 348,186 | ||||||
| Exact Sciences Corp.(1) |
13,105 | 1,250,872 | ||||||
| Exelixis, Inc.(1) |
21,983 | 464,721 | ||||||
| Figs, Inc. - Class A(1) |
916 | 34,020 | ||||||
| Globus Medical, Inc. - Class A(1) |
463 | 35,475 | ||||||
| Guardant Health, Inc.(1) |
7,451 | 931,449 | ||||||
| HCA Healthcare, Inc. |
20,935 | 5,081,343 | ||||||
| Horizon Therapeutics Plc(1) |
3,388 | 371,121 | ||||||
| Humana, Inc. |
189,380 | 73,697,227 | ||||||
| IDEXX Laboratories, Inc.(1) |
7,027 | 4,370,091 | ||||||
| Illumina, Inc.(1) |
269,698 | 109,392,206 | ||||||
| Incyte Corp.(1) |
13,122 | 902,531 | ||||||
| Insulet Corp.(1) |
5,439 | 1,545,927 | ||||||
| Intuitive Surgical, Inc.(1) |
189,861 | 188,750,313 | ||||||
| Ionis Pharmaceuticals, Inc.(1) |
10,717 | 359,448 | ||||||
| Iovance Biotherapeutics, Inc.(1) |
3,662 | 90,305 | ||||||
| IQVIA Holdings, Inc.(1) |
298,287 | 71,451,668 | ||||||
| Johnson & Johnson |
1,526,089 | 246,463,373 | ||||||
| Laboratory Corp. of America Holdings(1) |
152,822 | 43,010,224 | ||||||
| Maravai LifeSciences Holdings, Inc. - Class A(1) |
8,431 | 413,793 | ||||||
| Masimo Corp.(1) |
3,010 | 814,837 | ||||||
| McKesson Corp. |
1,906 | 380,018 | ||||||
| Medtronic Plc |
1,729,076 | 216,739,677 | ||||||
| Mettler-Toledo International, Inc.(1) |
1,905 | 2,623,871 | ||||||
| Mirati Therapeutics, Inc.(1) |
2,716 | 480,488 | ||||||
| Moderna, Inc.(1) |
28,103 | 10,815,721 | ||||||
| Molina Healthcare, Inc.(1) |
728 | 197,514 | ||||||
| Natera, Inc.(1) |
6,456 | 719,457 | ||||||
| Neurocrine Biosciences, Inc.(1) |
7,800 | 748,098 | ||||||
| Novavax, Inc.(1) |
6,128 | 1,270,396 | ||||||
| Novocure Ltd.(1) |
8,535 | 991,511 | ||||||
| Oak Street Health, Inc.(1) |
7,058 | 300,177 | ||||||
| Penumbra, Inc.(1) |
2,790 | 743,535 | ||||||
| PPD, Inc.(1) |
5,436 | 254,350 | ||||||
| Regeneron Pharmaceuticals, Inc.(1) |
330,972 | 200,297,635 | ||||||
| Repligen Corp.(1) |
4,279 | 1,236,588 | ||||||
| ResMed, Inc. |
10,748 | 2,832,635 | ||||||
| Royalty Pharma Plc - Class A |
15,976 | 577,373 | ||||||
| Sarepta Therapeutics, Inc.(1) |
6,525 | 603,432 | ||||||
| Sartorius Stedim Biotech |
36,505 | 20,399,173 | ||||||
| Seagen, Inc.(1) |
9,892 | 1,679,662 | ||||||
| Sotera Health Co.(1) |
8,249 | 215,711 | ||||||
| STERIS Plc |
969 | 197,947 | ||||||
| Stryker Corp. |
12,367 | 3,261,425 | ||||||
| Syneos Health, Inc. - Class A(1) |
1,089 | 95,266 | ||||||
| Tandem Diabetes Care, Inc.(1) |
4,622 | 551,774 | ||||||
| Teleflex, Inc. |
687 | 258,690 | ||||||
| Thermo Fisher Scientific, Inc. |
568,769 | 324,954,793 | ||||||
| Ultragenyx Pharmaceutical, Inc.(1) |
3,978 | 358,776 | ||||||
| UnitedHealth Group, Inc. |
910,189 | 355,647,250 | ||||||
| Veeva Systems, Inc. - Class A(1) |
11,324 | 3,263,237 | ||||||
| Vertex Pharmaceuticals, Inc.(1) |
8,608 | 1,561,405 | ||||||
| Waters Corp.(1) |
4,719 | 1,686,099 | ||||||
| West Pharmaceutical Services, Inc. |
6,102 | 2,590,543 | ||||||
| Zoetis, Inc. - Class A |
442,042 | 85,818,034 | ||||||
|
|
|
|||||||
| Total Healthcare |
|
2,778,774,857 | ||||||
|
|
|
|||||||
| Industrials – 4.82% |
||||||||
| 3M Co. |
7,015 | 1,230,571 | ||||||
| Advanced Drainage Systems, Inc. |
5,020 | 543,013 | ||||||
| AGCO Corp. |
507 | 62,123 | ||||||
| Allegion Plc |
5,669 | 749,328 | ||||||
| Allison Transmission Holdings, Inc. |
6,671 | 235,620 | ||||||
| Armstrong World Industries, Inc. |
1,961 | 187,217 | ||||||
| Axon Enterprise, Inc.(1) |
5,391 | 943,533 | ||||||
| AZEK Co., Inc. - Class A(1) |
4,974 | 181,700 | ||||||
| Booz Allen Hamilton Holding Corp. - Class A |
10,843 | 860,392 | ||||||
| BWX Technologies, Inc. |
5,955 | 320,736 | ||||||
| Carlisle Companies, Inc. |
1,632 | 324,425 | ||||||
| Carrier Global Corp. |
33,780 | 1,748,453 | ||||||
| Caterpillar, Inc. |
261,922 | 50,281,166 | ||||||
| CH Robinson Worldwide, Inc. |
2,297 | 199,839 | ||||||
| Cintas Corp. |
6,797 | 2,587,346 | ||||||
| Copart, Inc.(1) |
17,268 | 2,395,417 | ||||||
| Core & Main, Inc. - Class A(1) |
1,495 | 39,184 | ||||||
| CoStar Group, Inc.(1) |
25,230 | 2,171,294 | ||||||
| Deere & Co. |
23,419 | 7,847,004 | ||||||
| Delta Air Lines, Inc.(1) |
53,043 | 2,260,162 | ||||||
| Donaldson Co., Inc. |
1,195 | 68,605 | ||||||
| Equifax, Inc. |
3,841 | 973,386 | ||||||
| Expeditors International of Washington, Inc. |
10,180 | 1,212,743 | ||||||
| Fastenal Co. |
42,244 | 2,180,213 | ||||||
| FedEx Corp. |
229,656 | 50,361,264 | ||||||
| Fortune Brands Home & Security, Inc. |
2,923 | 261,375 | ||||||
| Generac Holdings, Inc.(1) |
5,090 | 2,080,130 | ||||||
| Graco, Inc. |
8,651 | 605,310 | ||||||
| GXO Logistics, Inc.(1) |
6,906 | 541,707 | ||||||
| HEICO Corp. |
1,197 | 157,848 | ||||||
| HEICO Corp. - Class A |
2,101 | 248,821 | ||||||
| Honeywell International, Inc. |
901,376 | 191,344,097 | ||||||
| Howmet Aerospace, Inc. |
2,406 | 75,067 | ||||||
| IAA, Inc.(1) |
11,190 | 610,638 | ||||||
| IHS Markit Ltd. |
1,692,453 | 197,373,869 | ||||||
| Illinois Tool Works, Inc. |
23,437 | 4,842,787 | ||||||
| JB Hunt Transport Services, Inc. |
6,195 | 1,035,928 | ||||||
| Kansas City Southern |
2,008 | 543,445 | ||||||
| Landstar System, Inc. |
2,902 | 457,994 | ||||||
| Legalzoom.com, Inc.(1) |
1,081 | 28,538 | ||||||
| Lincoln Electric Holdings, Inc. |
4,763 | 613,427 | ||||||
| Lockheed Martin Corp. |
17,983 | 6,205,933 | ||||||
| Lyft, Inc. - Class A(1) |
24,005 | 1,286,428 | ||||||
| Middleby Corp.(1) |
1,376 | 234,622 | ||||||
| MSA Safety, Inc. |
964 | 140,455 | ||||||
| Nordson Corp. |
824 | 196,236 | ||||||
| Norfolk Southern Corp. |
411,262 | 98,394,434 | ||||||
| Northrop Grumman Corp. |
1,091 | 392,924 | ||||||
| Old Dominion Freight Line, Inc. |
7,814 | 2,234,648 | ||||||
| Parker-Hannifin Corp. |
1,772 | 495,487 | ||||||
| Plug Power, Inc.(1) |
43,035 | 1,099,114 | ||||||
| Robert Half International, Inc. |
7,993 | 801,938 | ||||||
| Rockwell Automation, Inc. |
5,849 | 1,719,840 | ||||||
| Rollins, Inc. |
17,525 | 619,158 | ||||||
| SiteOne Landscape Supply, Inc.(1) |
1,905 | 379,990 | ||||||
| Southwest Airlines Co.(1) |
539,567 | 27,749,931 | ||||||
| Spirit AeroSystems Holdings, Inc. - Class A |
2,537 | 112,110 | ||||||
| Toro Co. |
8,312 | 809,672 | ||||||
| Trane Technologies Plc |
9,648 | 1,665,727 | ||||||
| TransDigm Group, Inc.(1) |
1,236 | 771,969 | ||||||
| TransUnion |
10,849 | 1,218,451 | ||||||
| Trex Co., Inc.(1) |
9,665 | 985,153 | ||||||
| Uber Technologies, Inc.(1) |
1,411,981 | 63,256,749 | ||||||
| Union Pacific Corp. |
34,256 | 6,714,519 | ||||||
| United Parcel Service, Inc. - Class B |
60,131 | 10,949,855 | ||||||
| United Rentals, Inc.(1) |
2,083 | 730,987 | ||||||
| Verisk Analytics, Inc. - Class A |
8,392 | 1,680,666 | ||||||
| Vertiv Holdings Co. - Class A |
23,331 | 562,044 | ||||||
| Virgin Galactic Holdings, Inc.(1) |
13,652 | 345,396 | ||||||
| Waste Management, Inc. |
655,702 | 97,935,651 | ||||||
| WW Grainger, Inc. |
3,201 | 1,258,185 | ||||||
| XPO Logistics, Inc.(1) |
6,906 | 549,580 | ||||||
| Xylem, Inc. |
9,790 | 1,210,827 | ||||||
|
|
|
|||||||
| Total Industrials |
|
863,494,394 | ||||||
|
|
|
|||||||
| Information Technology – 33.33% |
||||||||
| Accenture Plc - Class A |
264,535 | 84,630,037 | ||||||
| Adobe, Inc.(1) |
344,752 | 198,480,621 | ||||||
| Advanced Micro Devices, Inc.(1) |
100,592 | 10,350,917 | ||||||
| Adyen NV(1)(2) |
39,146 | 109,427,314 | ||||||
| Affirm Holdings, Inc. - Class A(1) |
435,631 | 51,896,721 | ||||||
| Allegro MicroSystems, Inc.(1) |
3,185 | 101,793 | ||||||
| Alteryx, Inc. - Class A(1) |
4,661 | 340,719 | ||||||
| Amphenol Corp. - Class A |
1,052,018 | 77,039,278 | ||||||
| Analog Devices, Inc. |
719,599 | 120,518,441 | ||||||
| Anaplan, Inc.(1) |
11,420 | 695,364 | ||||||
| ANSYS, Inc.(1) |
3,007 | 1,023,733 | ||||||
| Apple, Inc. |
2,640,314 | 373,604,431 | ||||||
| Applied Materials, Inc. |
312,223 | 40,192,467 | ||||||
| Arista Networks, Inc.(1) |
4,468 | 1,535,383 | ||||||
| Aspen Technology, Inc.(1) |
5,654 | 694,311 | ||||||
| Atlassian Corp. Plc - Class A(1) |
171,789 | 67,241,650 | ||||||
| Autodesk, Inc.(1) |
810,327 | 231,080,951 | ||||||
| Automatic Data Processing, Inc. |
32,505 | 6,498,400 | ||||||
| Avalara, Inc.(1) |
7,030 | 1,228,633 | ||||||
| Bentley Systems, Inc. - Class B |
11,187 | 678,380 | ||||||
| Bill.com Holdings, Inc.(1) |
6,170 | 1,647,081 | ||||||
| Broadcom, Inc. |
33,180 | 16,089,977 | ||||||
| Broadridge Financial Solutions, Inc. |
8,718 | 1,452,767 | ||||||
| Brooks Automation, Inc. |
5,004 | 512,159 | ||||||
| C3.ai, Inc. - Class A(1) |
324 | 15,014 | ||||||
| Cadence Design Systems, Inc.(1) |
22,821 | 3,456,012 | ||||||
| CDK Global, Inc. |
1,413 | 60,123 | ||||||
| CDW Corp. |
201,487 | 36,674,664 | ||||||
| Cisco Systems, Inc. |
2,631,514 | 143,233,307 | ||||||
| Citrix Systems, Inc. |
3,659 | 392,867 | ||||||
| Cloudflare, Inc. - Class A(1) |
20,229 | 2,278,797 | ||||||
| Cognex Corp. |
14,042 | 1,126,449 | ||||||
| Coherent, Inc.(1) |
1,834 | 458,665 | ||||||
| CommScope Holding Co., Inc.(1) |
16,651 | 226,287 | ||||||
| Corning, Inc. |
21,348 | 778,989 | ||||||
| Coupa Software, Inc.(1) |
6,083 | 1,333,272 | ||||||
| Crowdstrike Holdings, Inc. - Class A(1) |
251,923 | 61,917,635 | ||||||
| Datadog, Inc. - Class A(1) |
19,283 | 2,725,652 | ||||||
| Dell Technologies, Inc. - Class C(1) |
11,089 | 1,153,700 | ||||||
| DocuSign, Inc. - Class A(1) |
15,832 | 4,075,632 | ||||||
| DoubleVerify Holdings, Inc.(1) |
1,285 | 43,896 | ||||||
| Dropbox, Inc. - Class A(1) |
25,292 | 739,032 | ||||||
| Duck Creek Technologies, Inc.(1) |
1,327 | 58,706 | ||||||
| Dynatrace, Inc.(1) |
15,241 | 1,081,654 | ||||||
| Elastic NV(1) |
5,836 | 869,506 | ||||||
| Enphase Energy, Inc.(1) |
10,945 | 1,641,422 | ||||||
| Entegris, Inc. |
11,208 | 1,411,087 | ||||||
| EPAM Systems, Inc.(1) |
4,493 | 2,563,167 | ||||||
| Euronet Worldwide, Inc.(1) |
2,974 | 378,531 | ||||||
| Everbridge, Inc.(1) |
3,183 | 480,760 | ||||||
| Fair Isaac Corp.(1) |
2,275 | 905,291 | ||||||
| Fidelity National Information Services, Inc. |
421,164 | 51,247,236 | ||||||
| FireEye, Inc.(1) |
6,524 | 116,127 | ||||||
| Fiserv, Inc.(1) |
3,378 | 366,513 | ||||||
| Five9, Inc.(1) |
5,560 | 888,154 | ||||||
| FleetCor Technologies, Inc.(1) |
743,936 | 194,368,159 | ||||||
| Fortinet, Inc.(1) |
11,170 | 3,262,087 | ||||||
| Gartner, Inc.(1) |
6,756 | 2,053,013 | ||||||
| Genpact Ltd. |
760 | 36,108 | ||||||
| Globant SA(1) |
3,355 | 942,789 | ||||||
| GoDaddy, Inc. - Class A(1) |
1,421 | 99,044 | ||||||
| HP, Inc. |
34,582 | 946,164 | ||||||
| HubSpot, Inc.(1) |
3,698 | 2,500,181 | ||||||
| Intuit, Inc. |
451,754 | 243,725,801 | ||||||
| IPG Photonics Corp.(1) |
119 | 18,850 | ||||||
| Jabil, Inc. |
9,527 | 556,091 | ||||||
| Jack Henry & Associates, Inc. |
1,599 | 262,332 | ||||||
| Jamf Holding Corp.(1) |
3,729 | 143,641 | ||||||
| Keysight Technologies, Inc.(1) |
6,755 | 1,109,779 | ||||||
| KLA Corp. |
12,738 | 4,260,988 | ||||||
| Lam Research Corp. |
11,833 | 6,734,752 | ||||||
| Manhattan Associates, Inc.(1) |
2,799 | 428,331 | ||||||
| Mastercard, Inc. - Class A |
276,140 | 96,008,355 | ||||||
| McAfee Corp. - Class A |
4,322 | 95,559 | ||||||
| Medallia, Inc.(1) |
4,799 | 162,542 | ||||||
| Microchip Technology, Inc. |
18,816 | 2,888,068 | ||||||
| Micron Technology, Inc. |
12,844 | 911,667 | ||||||
| Microsoft Corp. |
3,785,439 | 1,067,190,963 | ||||||
| MKS Instruments, Inc. |
3,871 | 584,173 | ||||||
| MongoDB, Inc. - Class A(1) |
5,145 | 2,425,919 | ||||||
| Monolithic Power Systems, Inc. |
3,727 | 1,806,402 | ||||||
| nCino, Inc.(1) |
4,657 | 330,787 | ||||||
| NCR Corp.(1) |
3,595 | 139,342 | ||||||
| NetApp, Inc. |
12,244 | 1,099,021 | ||||||
| New Relic, Inc.(1) |
4,116 | 295,405 | ||||||
| NortonLifeLock, Inc. |
12,087 | 305,801 | ||||||
| Nuance Communications, Inc.(1) |
8,984 | 494,479 | ||||||
| Nutanix, Inc. - Class A(1) |
16,286 | 613,982 | ||||||
| NVIDIA Corp. |
964,243 | 199,752,580 | ||||||
| NXP Semiconductors NV |
6,759 | 1,323,885 | ||||||
| Okta, Inc. - Class A(1) |
157,841 | 37,461,983 | ||||||
| ON Semiconductor Corp.(1) |
19,009 | 870,042 | ||||||
| Oracle Corp. |
130,569 | 11,376,477 | ||||||
| Palantir Technologies, Inc. - Class A(1) |
134,832 | 3,241,361 | ||||||
| Palo Alto Networks, Inc.(1) |
91,782 | 43,963,578 | ||||||
| Paychex, Inc. |
23,312 | 2,621,434 | ||||||
| Paycom Software, Inc.(1) |
4,230 | 2,097,022 | ||||||
| Paycor HCM, Inc.(1) |
1,262 | 44,372 | ||||||
| Paylocity Holding Corp.(1) |
3,111 | 872,324 | ||||||
| PayPal Holdings, Inc.(1) |
1,332,276 | 346,671,538 | ||||||
| Pegasystems, Inc. |
3,056 | 388,418 | ||||||
| Procore Technologies, Inc.(1) |
606 | 54,140 | ||||||
| PTC, Inc.(1) |
8,806 | 1,054,871 | ||||||
| Pure Storage, Inc. - Class A(1) |
20,702 | 520,862 | ||||||
| QUALCOMM, Inc. |
93,761 | 12,093,294 | ||||||
| RingCentral, Inc. - Class A(1) |
742,994 | 161,601,195 | ||||||
| Sabre Corp.(1) |
26,330 | 311,747 | ||||||
| Salesforce.com, Inc.(1) |
1,712,063 | 464,345,727 | ||||||
| ServiceNow, Inc.(1) |
16,381 | 10,193,405 | ||||||
| Shift4 Payments, Inc. - Class A(1) |
3,562 | 276,126 | ||||||
| Shopify, Inc. - Class A(1) |
119,404 | 161,885,555 | ||||||
| Skyworks Solutions, Inc. |
6,461 | 1,064,644 | ||||||
| Smartsheet, Inc. - Class A(1) |
9,971 | 686,204 | ||||||
| Snowflake, Inc. - Class A(1) |
96,641 | 29,227,138 | ||||||
| Splunk, Inc.(1) |
13,518 | 1,956,190 | ||||||
| Square, Inc. - Class A(1) |
319,021 | 76,513,997 | ||||||
| StoneCo Ltd. - Class A(1) |
16,971 | 589,233 | ||||||
| Switch, Inc. - Class A |
9,513 | 241,535 | ||||||
| Synopsys, Inc.(1) |
7,985 | 2,390,789 | ||||||
| Teradata Corp.(1) |
7,983 | 457,825 | ||||||
| Teradyne, Inc. |
13,919 | 1,519,537 | ||||||
| Texas Instruments, Inc. |
622,521 | 119,654,761 | ||||||
| Trade Desk, Inc. - Class A(1) |
542,831 | 38,161,019 | ||||||
| Twilio, Inc. - Class A(1) |
118,154 | 37,697,034 | ||||||
| Tyler Technologies, Inc.(1) |
2,893 | 1,326,874 | ||||||
| Ubiquiti, Inc. |
461 | 137,687 | ||||||
| Unity Software, Inc.(1) |
12,493 | 1,577,241 | ||||||
| Universal Display Corp. |
3,612 | 617,508 | ||||||
| Visa, Inc. - Class A |
2,618,565 | 583,285,354 | ||||||
| VMware, Inc. - Class A(1) |
2,475 | 368,032 | ||||||
| Vontier Corp. |
7,589 | 254,990 | ||||||
| Western Union Co. |
8,807 | 178,078 | ||||||
| WEX, Inc.(1) |
2,487 | 438,060 | ||||||
| Wix.com Ltd.(1) |
4,424 | 866,971 | ||||||
| Workday, Inc. - Class A(1) |
977,047 | 244,154,275 | ||||||
| Xilinx, Inc. |
20,424 | 3,083,820 | ||||||
| Zebra Technologies Corp. - Class A(1) |
4,418 | 2,277,126 | ||||||
| Zendesk, Inc.(1) |
9,854 | 1,146,907 | ||||||
| Zoom Video Communications, Inc. - Class A(1) |
17,729 | 4,636,133 | ||||||
| Zscaler, Inc.(1) |
6,436 | 1,687,648 | ||||||
|
|
|
|||||||
| Total Information Technology |
|
5,975,678,796 | ||||||
|
|
|
|||||||
| Materials – 2.28% |
||||||||
| Avery Dennison Corp. |
215,876 | 44,731,666 | ||||||
| Axalta Coating Systems Ltd.(1) |
3,066 | 89,496 | ||||||
| Ball Corp. |
2,581,483 | 232,256,025 | ||||||
| Celanese Corp. - Class A |
3,403 | 512,628 | ||||||
| Chemours Co. |
7,032 | 204,350 | ||||||
| Crown Holdings, Inc. |
1,220 | 122,952 | ||||||
| Diversey Holdings Ltd.(1) |
3,296 | 52,868 | ||||||
| Dow, Inc. |
4,470 | 257,293 | ||||||
| Ecolab, Inc. |
18,208 | 3,798,553 | ||||||
| FMC Corp. |
2,705 | 247,670 | ||||||
| Freeport-McMoRan, Inc. |
35,599 | 1,158,035 | ||||||
| Graphic Packaging Holding Co. |
7,444 | 141,734 | ||||||
| Linde Plc |
398,588 | 116,937,747 | ||||||
| Louisiana-Pacific Corp. |
678 | 41,609 | ||||||
| LyondellBasell Industries NV - Class A |
2,683 | 251,800 | ||||||
| Olin Corp. |
909 | 43,859 | ||||||
| PPG Industries, Inc. |
8,292 | 1,185,839 | ||||||
| RPM International, Inc. |
6,186 | 480,343 | ||||||
| Scotts Miracle-Gro Co. |
3,421 | 500,698 | ||||||
| Sealed Air Corp. |
6,829 | 374,161 | ||||||
| Sherwin-Williams Co. |
20,256 | 5,666,211 | ||||||
| Southern Copper Corp. |
6,371 | 357,668 | ||||||
| Steel Dynamics, Inc. |
3,113 | 182,048 | ||||||
| Westlake Chemical Corp. |
552 | 50,309 | ||||||
|
|
|
|||||||
| Total Materials |
|
409,645,562 | ||||||
|
|
|
|||||||
| Real Estate – 1.78% |
||||||||
| American Tower Corp. |
37,497 | 9,952,079 | ||||||
| CBRE Group, Inc. - Class A(1) |
1,469 | 143,022 | ||||||
| CoreSite Realty Corp. |
2,762 | 382,647 | ||||||
| Crown Castle International Corp. |
35,786 | 6,202,430 | ||||||
| Equinix, Inc. |
218,659 | 172,769,036 | ||||||
| Equity LifeStyle Properties, Inc. |
7,613 | 594,575 | ||||||
| Extra Space Storage, Inc. |
969 | 162,782 | ||||||
| Iron Mountain, Inc. |
16,736 | 727,179 | ||||||
| Lamar Advertising Co. - Class A |
6,248 | 708,836 | ||||||
| Opendoor Technologies, Inc.(1) |
7,977 | 163,768 | ||||||
| Prologis, Inc. |
966,700 | 121,253,181 | ||||||
| Public Storage |
9,562 | 2,840,870 | ||||||
| SBA Communications Corp. - Class A |
1,501 | 496,186 | ||||||
| Simon Property Group, Inc. |
23,527 | 3,057,804 | ||||||
|
|
|
|||||||
| Total Real Estate |
|
319,454,395 | ||||||
|
|
|
|||||||
| Utilities – 0.00%(3) |
||||||||
| Brookfield Renewable Corp. - Class A |
2,659 | 103,196 | ||||||
| NRG Energy, Inc. |
9,165 | 374,207 | ||||||
|
|
|
|||||||
| Total Utilities |
|
477,403 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $10,620,663,857) |
|
17,483,339,998 | ||||||
|
|
|
|||||||
| SHORT-TERM INVESTMENTS – 2.39% |
||||||||
| Money Market Funds – 2.15% |
||||||||
| Goldman Sachs Financial Square Government Fund - Class I, 0.03%(4) |
385,862,646 | 385,862,646 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $385,862,646) |
385,862,646 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.24% |
||||||||
| BBVA, Madrid, 0.01% due 10/01/2021 |
$ | 4,577,959 | 4,577,959 | |||||
| DNB, Oslo, 0.01% due 10/01/2021 |
8,250,722 | 8,250,722 | ||||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2021 |
29,656,426 | 29,656,426 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $42,485,107) |
42,485,107 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $428,347,753) |
|
428,347,753 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 99.89% |
||||||||
| (Cost: $11,049,011,610) |
17,911,687,751 | |||||||
|
|
|
|||||||
| OTHER ASSETS IN EXCESS OF LIABILITIES – 0.11% |
19,132,685 | |||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 17,930,820,436 | ||||||
|
|
|
|||||||
Percentages are stated as a percent of net assets.
ADR American Depositary Receipt
| (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 $109,427,314, which represents 0.61% 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.
Open Futures Contracts
| Number of Contracts Purchased |
Reference Entity | Counterparty | Expiration Date |
Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||||||
| 20 |
NASDAQ 100 E-mini Future | Morgan Stanley | Dec. 2021 | $ | 6,179,799 | $ | 5,873,000 | $ | (306,799 | ) | ||||||||||||||
| 8 |
S&P 500 E-mini Future | Morgan Stanley | Dec. 2021 | 1,785,694 | 1,719,100 | (66,594 | ) | |||||||||||||||||
|
|
|
|||||||||||||||||||||||
| $ | (373,393 | ) | ||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||
Bridge Builder Large Cap Value Fund
Schedule of Investments
September 30, 2021 (Unaudited)
| Shares | Value | |||||||
| COMMON STOCKS – 97.49% |
||||||||
| Communication Services – 6.46% |
||||||||
| Activision Blizzard, Inc. |
33,362 | $ | 2,581,885 | |||||
| Alphabet, Inc. - Class A(1) |
1,813 | 4,847,092 | ||||||
| Alphabet, Inc. - Class C(1) |
84,726 | 225,821,055 | ||||||
| Altice USA, Inc. - Class A(1) |
2,295,896 | 47,570,965 | ||||||
| AT&T, Inc. |
1,555,408 | 42,011,570 | ||||||
| Cable One, Inc. |
113 | 204,884 | ||||||
| Charter Communications, Inc. - Class A(1) |
306 | 222,633 | ||||||
| Comcast Corp. - Class A |
6,112,248 | 341,858,031 | ||||||
| Discovery, Inc. - Class A(1) |
6,935 | 176,010 | ||||||
| Discovery, Inc. - Class C - Class C(1) |
2,449,654 | 59,453,103 | ||||||
| DISH Network Corp. - Class A - Class A(1) |
10,612 | 461,197 | ||||||
| Electronic Arts, Inc. |
503,235 | 71,585,179 | ||||||
| Facebook, Inc. - Class A(1) |
215,178 | 73,029,261 | ||||||
| Fox Corp. - Class A |
311,679 | 12,501,445 | ||||||
| Fox Corp. - Class B |
591,871 | 21,970,251 | ||||||
| IAC/InterActiveCorp(1) |
3,358 | 437,514 | ||||||
| Interpublic Group of Companies, Inc. |
16,799 | 616,019 | ||||||
| Liberty Broadband Corp. - Class A(1) |
1,089 | 183,333 | ||||||
| Liberty Broadband Corp. - Class C(1) |
6,300 | 1,088,010 | ||||||
| Liberty Media Corp.-Liberty Formula One - Class A(1) |
1,263 | 59,424 | ||||||
| Liberty Media Corp.-Liberty Formula One - Class C(1) |
8,495 | 436,728 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class A(1) |
3,509 | 165,520 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class C(1) |
6,962 | 330,486 | ||||||
| Live Nation Entertainment, Inc.(1) |
3,580 | 326,245 | ||||||
| Lumen Technologies, Inc. |
489,538 | 6,065,376 | ||||||
| Madison Square Garden Sports Corp. - Class A(1) |
472 | 87,768 | ||||||
| New York Times Co. - Class A |
7,262 | 357,799 | ||||||
| News Corp. - Class A |
1,541,428 | 36,269,801 | ||||||
| News Corp. - Class B |
4,934 | 114,617 | ||||||
| Nexstar Media Group, Inc. - Class A |
44,307 | 6,732,892 | ||||||
| Omnicom Group, Inc. |
9,167 | 664,241 | ||||||
| Sirius XM Holdings, Inc. |
39,464 | 240,730 | ||||||
| Take-Two Interactive Software, Inc.(1) |
4,070 | 627,065 | ||||||
| TEGNA, Inc. |
298,400 | 5,884,448 | ||||||
| T-Mobile US, Inc.(1) |
511,929 | 65,404,049 | ||||||
| TripAdvisor, Inc.(1) |
1,547 | 52,366 | ||||||
| Twitter, Inc.(1) |
30,174 | 1,822,208 | ||||||
| Verizon Communications, Inc. |
852,068 | 46,020,193 | ||||||
| ViacomCBS, Inc. - Class A |
401 | 16,870 | ||||||
| ViacomCBS, Inc. - Class B |
280,276 | 11,073,705 | ||||||
| Vimeo, Inc.(1) |
407 | 11,954 | ||||||
| Walt Disney Co.(1) |
225,641 | 38,171,688 | ||||||
| World Wrestling Entertainment, Inc. - Class A |
275 | 15,471 | ||||||
| Zynga, Inc. - Class A(1) |
23,363 | 175,923 | ||||||
|
|
|
|||||||
| Total Communication Services |
|
1,127,747,004 | ||||||
|
|
|
|||||||
| Consumer Discretionary – 9.91% |
||||||||
| Advance Auto Parts, Inc. |
344,364 | 71,934,196 | ||||||
| Aptiv Plc(1) |
9,569 | 1,425,494 | ||||||
| Aramark |
1,158,925 | 38,082,275 | ||||||
| AutoNation, Inc.(1) |
795,280 | 96,833,293 | ||||||
| AutoZone, Inc.(1) |
736 | 1,249,721 | ||||||
| Bath & Body Works, Inc. |
4,546 | 286,534 | ||||||
| Best Buy Co., Inc. |
56,079 | 5,928,111 | ||||||
| Booking Holdings, Inc.(1) |
52,348 | 124,267,347 | ||||||
| BorgWarner, Inc. |
154,376 | 6,670,587 | ||||||
| Boyd Gaming Corp.(1) |
2,918 | 184,593 | ||||||
| Bright Horizons Family Solutions, Inc.(1) |
498 | 69,431 | ||||||
| Brunswick Corp. |
2,927 | 278,855 | ||||||
| Burlington Stores, Inc.(1) |
156 | 44,237 | ||||||
| Caesars Entertainment, Inc.(1) |
3,419 | 383,885 | ||||||
| Capri Holdings Ltd.(1) |
6,276 | 303,821 | ||||||
| CarMax, Inc.(1) |
6,427 | 822,399 | ||||||
| Carnival Corp.(1) |
36,759 | 919,343 | ||||||
| Carter’s, Inc. |
1,867 | 181,547 | ||||||
| Chegg, Inc.(1) |
1,583 | 107,676 | ||||||
| Cie Generale des Etablissements Michelin SCA |
353,801 | 54,252,012 | ||||||
| Columbia Sportswear Co. |
1,688 | 161,778 | ||||||
| Compass Group Plc(1) |
5,091,298 | 104,123,012 | ||||||
| Darden Restaurants, Inc. |
1,812 | 274,464 | ||||||
| Deckers Outdoor Corp.(1) |
1,014 | 365,243 | ||||||
| Dick’s Sporting Goods, Inc. |
94,834 | 11,358,268 | ||||||
| Dollar General Corp. |
5,854 | 1,241,868 | ||||||
| Dollar Tree, Inc.(1) |
10,112 | 967,921 | ||||||
| Domino’s Pizza, Inc. |
503 | 239,911 | ||||||
| DoorDash, Inc. - Class A(1) |
741 | 152,631 | ||||||
| DR Horton, Inc. |
8,474 | 711,562 | ||||||
| eBay, Inc. |
197,400 | 13,752,858 | ||||||
| Foot Locker, Inc. |
129,609 | 5,917,947 | ||||||
| Ford Motor Co.(1) |
168,982 | 2,392,785 | ||||||
| Frontdoor, Inc.(1) |
1,104 | 46,258 | ||||||
| Gap, Inc. |
8,758 | 198,807 | ||||||
| Garmin Ltd. |
6,507 | 1,011,578 | ||||||
| General Motors Co.(1) |
339,019 | 17,869,691 | ||||||
| Gentex Corp. |
10,360 | 341,673 | ||||||
| Genuine Parts Co. |
6,119 | 741,806 | ||||||
| Grand Canyon Education, Inc.(1) |
1,898 | 166,948 | ||||||
| H&R Block, Inc. |
1,378 | 34,450 | ||||||
| Hanesbrands, Inc. |
452,250 | 7,760,610 | ||||||
| Harley-Davidson, Inc. |
180,928 | 6,623,774 | ||||||
| Hasbro, Inc. |
5,623 | 501,684 | ||||||
| Hayward Holdings, Inc.(1) |
1,558 | 34,650 | ||||||
| Hilton Worldwide Holdings, Inc.(1) |
3,979 | 525,666 | ||||||
| Home Depot, Inc. |
271,234 | 89,035,273 | ||||||
| Hyatt Hotels Corp. - Class A(1) |
2,090 | 161,139 | ||||||
| Kohl’s Corp. |
507,029 | 23,875,996 | ||||||
| Las Vegas Sands Corp.(1) |
2,353,910 | 86,153,106 | ||||||
| La-Z-Boy, Inc. |
155,600 | 5,014,988 | ||||||
| Lear Corp. |
41,792 | 6,539,612 | ||||||
| Leggett & Platt, Inc. |
5,697 | 255,453 | ||||||
| Lennar Corp. - Class A |
464,292 | 43,494,875 | ||||||
| Lennar Corp. - Class B |
761 | 59,046 | ||||||
| Leslie’s, Inc.(1) |
505 | 10,373 | ||||||
| Lithia Motors, Inc. - Class A |
1,170 | 370,937 | ||||||
| LKQ Corp.(1) |
11,658 | 586,631 | ||||||
| Lowe’s Companies, Inc. |
211,655 | 42,936,333 | ||||||
| Marriott International, Inc. - Class A(1) |
577,634 | 85,541,819 | ||||||
| Marriott Vacations Worldwide Corp. |
427,955 | 67,330,160 | ||||||
| Mattel, Inc.(1) |
977,067 | 18,134,363 | ||||||
| McDonald’s Corp. |
518,405 | 124,992,630 | ||||||
| MGM Resorts International |
1,767,761 | 76,278,887 | ||||||
| Mohawk Industries, Inc.(1) |
2,481 | 440,129 | ||||||
| Murphy USA, Inc. |
32,500 | 5,435,950 | ||||||
| Newell Brands, Inc. |
358,011 | 7,926,363 | ||||||
| NIKE, Inc. - Class B |
731,533 | 106,240,538 | ||||||
| Nordstrom, Inc.(1) |
90,105 | 2,383,277 | ||||||
| Norwegian Cruise Line Holdings Ltd.(1) |
15,791 | 421,778 | ||||||
| NVR, Inc.(1) |
45 | 215,734 | ||||||
| Ollie’s Bargain Outlet Holdings, Inc.(1) |
2,834 | 170,833 | ||||||
| O’Reilly Automotive, Inc.(1) |
2,059 | 1,258,172 | ||||||
| Penn National Gaming, Inc.(1) |
6,177 | 447,585 | ||||||
| Penske Automotive Group, Inc. |
92,422 | 9,297,653 | ||||||
| Petco Health & Wellness Co., Inc. - Class A(1) |
2,072 | 43,719 | ||||||
| Planet Fitness, Inc. - Class A(1) |
1,056 | 82,949 | ||||||
| Polaris, Inc. |
717 | 85,796 | ||||||
| PulteGroup, Inc. |
165,857 | 7,616,153 | ||||||
| PVH Corp.(1) |
3,087 | 317,313 | ||||||
| QuantumScape Corp. - Class A(1) |
2,521 | 61,865 | ||||||
| Qurate Retail, Inc. |
16,662 | 169,786 | ||||||
| Ralph Lauren Corp. - Class A |
493,736 | 54,824,445 | ||||||
| Royal Caribbean Cruises Ltd.(1) |
9,529 | 847,604 | ||||||
| SeaWorld Entertainment, Inc.(1) |
1,489,101 | 82,377,067 | ||||||
| Service Corp. International |
7,226 | 435,439 | ||||||
| Six Flags Entertainment Corp.(1) |
1,933 | 82,152 | ||||||
| Skechers USA, Inc. - Class A(1) |
5,124 | 215,823 | ||||||
| Sleep Number Corp.(1) |
63,400 | 5,926,632 | ||||||
| Tapestry, Inc. |
11,044 | 408,849 | ||||||
| Target Corp. |
66,796 | 15,280,921 | ||||||
| Terminix Global Holdings, Inc.(1) |
5,318 | 221,601 | ||||||
| Thor Industries, Inc. |
1,425 | 174,933 |
| TJX Companies, Inc. |
2,355,356 | 155,406,389 | ||||||
| Toll Brothers, Inc. |
3,006 | 166,202 | ||||||
| TopBuild Corp.(1) |
230 | 47,106 | ||||||
| Travel + Leisure Co. |
1,153 | 62,873 | ||||||
| Under Armour, Inc. - Class A(1) |
8,248 | 166,445 | ||||||
| Under Armour, Inc. - Class C(1) |
9,055 | 158,644 | ||||||
| VF Corp. |
4,905 | 328,586 | ||||||
| Victoria’s Secret & Co.(1) |
1,424 | 78,690 | ||||||
| Vroom, Inc.(1) |
3,507 | 77,399 | ||||||
| Wayfair, Inc. - Class A(1) |
1,423 | 363,591 | ||||||
| Whirlpool Corp. |
69,546 | 14,177,648 | ||||||
| Williams-Sonoma, Inc. |
823 | 145,943 | ||||||
| Wyndham Hotels & Resorts, Inc. |
1,374 | 106,059 | ||||||
| Yum China Holdings, Inc. |
16,896 | 981,827 | ||||||
| Yum! Brands, Inc. |
11,809 | 1,444,359 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
1,729,637,641 | ||||||
|
|
|
|||||||
| Consumer Staples – 7.75% |
||||||||
| Albertsons Companies, Inc. - Class A |
6,905 | 214,953 | ||||||
| Altria Group, Inc. |
2,276,858 | 103,642,576 | ||||||
| Archer-Daniels-Midland Co. |
24,191 | 1,451,702 | ||||||
| Beyond Meat, Inc.(1) |
286 | 30,104 | ||||||
| Brown-Forman Corp. - Class A |
932 | 58,409 | ||||||
| Brown-Forman Corp. - Class B |
4,005 | 268,375 | ||||||
| Bunge Ltd. |
170,191 | 13,839,932 | ||||||
| Campbell Soup Co. |
8,336 | 348,528 | ||||||
| Casey’s General Stores, Inc. |
1,616 | 304,535 | ||||||
| Church & Dwight Co., Inc. |
9,981 | 824,131 | ||||||
| Clorox Co. |
1,069 | 177,037 | ||||||
| Coca-Cola Co. |
2,599,624 | 136,402,271 | ||||||
| Coca-Cola European Partners Plc |
1,178,125 | 65,138,531 | ||||||
| Colgate-Palmolive Co. |
1,606,217 | 121,397,881 | ||||||
| Conagra Brands, Inc. |
1,390,703 | 47,103,111 | ||||||
| Constellation Brands, Inc. - Class A |
6,927 | 1,459,450 | ||||||
| Costco Wholesale Corp. |
207,018 | 93,023,538 | ||||||
| Coty, Inc. - Class A(1) |
14,584 | 114,630 | ||||||
| Darling Ingredients, Inc.(1) |
6,703 | 481,946 | ||||||
| Diageo Plc - ADR |
526,185 | 101,553,705 | ||||||
| Edgewell Personal Care Co. |
115,316 | 4,185,971 | ||||||
| Flowers Foods, Inc. |
8,319 | 196,578 | ||||||
| General Mills, Inc. |
154,148 | 9,221,133 | ||||||
| Grocery Outlet Holding Corp.(1) |
3,549 | 76,552 | ||||||
| Hain Celestial Group, Inc.(1) |
3,783 | 161,837 | ||||||
| Herbalife Nutrition Ltd.(1) |
3,642 | 154,348 | ||||||
| Hershey Co. |
943 | 159,603 | ||||||
| Hormel Foods Corp. |
12,346 | 506,186 | ||||||
| Ingredion, Inc. |
91,218 | 8,119,314 | ||||||
| J.M. Smucker Co. |
108,011 | 12,964,560 | ||||||
| Kellogg Co. |
5,958 | 380,835 | ||||||
| Keurig Dr Pepper, Inc. |
30,210 | 1,031,974 | ||||||
| Kimberly-Clark Corp. |
307,254 | 40,692,720 | ||||||
| Kraft Heinz Co. |
426,640 | 15,708,885 | ||||||
| Kroger Co. |
508,605 | 20,562,900 | ||||||
| Lamb Weston Holdings, Inc. |
4,441 | 272,544 | ||||||
| McCormick & Co., Inc. |
10,711 | 867,912 | ||||||
| Molson Coors Beverage Co. - Class B |
217,765 | 10,099,941 | ||||||
| Mondelez International, Inc. - Class A |
89,053 | 5,181,104 | ||||||
| Monster Beverage Corp.(1) |
1,087 | 96,558 | ||||||
| PepsiCo, Inc. |
581,818 | 87,511,245 | ||||||
| Philip Morris International, Inc. |
1,613,708 | 152,963,381 | ||||||
| Pilgrim’s Pride Corp.(1) |
200,372 | 5,826,818 | ||||||
| Post Holdings, Inc.(1) |
2,527 | 278,374 | ||||||
| Procter & Gamble Co. |
892,957 | 124,835,389 | ||||||
| Reynolds Consumer Products, Inc. |
2,268 | 62,007 | ||||||
| Seaboard Corp. |
9 | 36,900 | ||||||
| Spectrum Brands Holdings, Inc. |
1,880 | 179,860 | ||||||
| Sprouts Farmers Market, Inc.(1) |
295,300 | 6,842,101 | ||||||
| Swedish Match AB |
2,346,020 | 20,543,486 | ||||||
| Swedish Match AB - ADR |
3,866,910 | 32,868,735 | ||||||
| Tyson Foods, Inc. - Class A |
844,574 | 66,670,672 | ||||||
| US Foods Holding Corp.(1) |
9,335 | 323,551 | ||||||
| Walgreens Boots Alliance, Inc. |
298,605 | 14,049,365 | ||||||
| Walmart, Inc. |
150,497 | 20,976,272 | ||||||
|
|
|
|||||||
| Total Consumer Staples |
|
1,352,444,956 | ||||||
|
|
|
|||||||
| Energy – 3.78% |
||||||||
| Antero Midstream Corp. |
15,279 | 159,207 | ||||||
| APA Corp. |
16,507 | 353,745 | ||||||
| Baker Hughes Co. - Class A |
31,568 | 780,677 | ||||||
| Cabot Oil & Gas Corp. |
15,118 | 328,968 | ||||||
| Chevron Corp. |
146,413 | 14,853,599 | ||||||
| Cimarex Energy Co. |
3,532 | 307,990 | ||||||
| ConocoPhillips |
58,579 | 3,969,899 | ||||||
| Continental Resources, Inc. |
2,369 | 109,329 | ||||||
| Devon Energy Corp. |
29,234 | 1,038,099 | ||||||
| Diamondback Energy, Inc. |
4,075 | 385,780 | ||||||
| DT Midstream, Inc. |
4,127 | 190,832 | ||||||
| EOG Resources, Inc. |
1,633,591 | 131,128,350 | ||||||
| EQT Corp.(1) |
11,980 | 245,111 | ||||||
| Exxon Mobil Corp. |
818,535 | 48,146,229 | ||||||
| Halliburton Co. |
513,972 | 11,112,075 | ||||||
| Hess Corp. |
1,159,207 | 90,545,659 | ||||||
| HollyFrontier Corp. |
190,336 | 6,305,832 | ||||||
| Kinder Morgan, Inc. |
443,251 | 7,415,589 | ||||||
| Marathon Oil Corp. |
33,982 | 464,534 | ||||||
| Marathon Petroleum Corp. |
192,790 | 11,916,350 | ||||||
| NOV, Inc.(1) |
16,941 | 222,097 | ||||||
| Occidental Petroleum Corp. |
244,865 | 7,243,107 | ||||||
| ONEOK, Inc. |
19,077 | 1,106,275 | ||||||
| Phillips 66 |
897,780 | 62,871,533 | ||||||
| Pioneer Natural Resources Co. |
442,455 | 73,673,182 | ||||||
| Schlumberger Ltd. |
2,668,048 | 79,080,943 | ||||||
| Targa Resources Corp. |
101,966 | 5,017,747 | ||||||
| TC Energy Corp. |
394,290 | 18,961,406 | ||||||
| Total SE |
1,158,020 | 55,350,988 | ||||||
| TotalEnergies SE - ADR |
317,525 | 15,218,973 | ||||||
| Valero Energy Corp. |
121,723 | 8,589,992 | ||||||
| Williams Companies, Inc. |
52,810 | 1,369,891 | ||||||
|
|
|
|||||||
| Total Energy |
|
658,463,988 | ||||||
|
|
|
|||||||
| Financials – 19.64% |
||||||||
| Affiliated Managers Group, Inc. |
36,505 | 5,515,540 | ||||||
| Aflac, Inc. |
237,252 | 12,367,947 | ||||||
| AGNC Investment Corp. |
23,200 | 365,864 | ||||||
| Alleghany Corp.(1) |
514 | 320,947 | ||||||
| Allstate Corp. |
103,850 | 13,221,143 | ||||||
| Ally Financial, Inc. |
15,559 | 794,287 | ||||||
| American Express Co. |
1,094,013 | 183,279,998 | ||||||
| American Financial Group, Inc. |
83,783 | 10,542,415 | ||||||
| American International Group, Inc. |
2,700,034 | 148,204,866 | ||||||
| Ameriprise Financial, Inc. |
81,765 | 21,595,772 | ||||||
| Annaly Capital Management, Inc. |
569,623 | 4,796,226 | ||||||
| Aon Plc - Class A |
3,989 | 1,139,937 | ||||||
| Arch Capital Group Ltd.(1) |
2,363,637 | 90,243,661 | ||||||
| Ares Capital Corp. |
393,900 | 8,007,987 | ||||||
| Ares Management Corp. - Class A |
676 | 49,909 | ||||||
| Arthur J. Gallagher & Co. |
8,916 | 1,325,363 | ||||||
| Assurant, Inc. |
2,562 | 404,155 | ||||||
| Assured Guaranty Ltd. |
2,999 | 140,383 | ||||||
| Athene Holding Ltd. - Class A(1) |
5,017 | 345,521 | ||||||
| Axis Capital Holdings Ltd. |
599,051 | 27,580,308 | ||||||
| Bank of America Corp. |
1,157,310 | 49,127,809 | ||||||
| Bank of Hawaii Corp. |
1,648 | 135,416 | ||||||
| Bank of New York Mellon Corp. |
538,456 | 27,913,559 | ||||||
| Bank OZK |
5,376 | 231,060 | ||||||
| Berkshire Hathaway, Inc. - Class B(1) |
394,555 | 107,689,842 | ||||||
| BlackRock, Inc. - Class A |
6,195 | 5,195,499 | ||||||
| Blackstone, Inc. - Class A |
734,679 | 85,472,555 | ||||||
| BOK Financial Corp. |
1,286 | 115,161 | ||||||
| Brighthouse Financial, Inc.(1) |
3,513 | 158,893 | ||||||
| Brown & Brown, Inc. |
9,635 | 534,261 | ||||||
| Capital One Financial Corp. |
145,235 | 23,523,713 | ||||||
| Carlyle Group, Inc. |
6,955 | 328,832 | ||||||
| CBOE Global Markets, Inc. |
4,628 | 573,224 | ||||||
| Charles Schwab Corp. |
283,267 | 20,633,168 | ||||||
| Chubb Ltd. |
1,172,347 | 203,378,758 | ||||||
| Cincinnati Financial Corp. |
6,440 | 735,577 | ||||||
| Citigroup, Inc. |
1,034,519 | 72,602,543 | ||||||
| Citizens Financial Group, Inc. |
666,205 | 31,298,311 | ||||||
| CME Group, Inc. - Class A |
412,632 | 79,794,776 | ||||||
| CNA Financial Corp. |
139,710 | 5,862,232 | ||||||
| Comerica, Inc. |
5,718 | 460,299 | ||||||
| Commerce Bancshares, Inc. |
4,625 | 322,270 | ||||||
| Credit Acceptance Corp.(1) |
345 | 201,928 | ||||||
| Cullen/Frost Bankers, Inc. |
2,564 | 304,142 | ||||||
| Discover Financial Services |
686,473 | 84,333,208 | ||||||
| East West Bancorp, Inc. |
6,030 | 467,566 | ||||||
| Equitable Holdings, Inc. |
1,174,280 | 34,805,659 | ||||||
| Erie Indemnity Co. - Class A |
314 | 56,024 | ||||||
| Essent Group Ltd. |
99,290 | 4,369,753 | ||||||
| Evercore, Inc. - Class A |
1,644 | 219,753 | ||||||
| Everest Re Group Ltd. |
33,265 | 8,342,197 | ||||||
| FactSet Research Systems, Inc. |
214 | 84,483 | ||||||
| Fidelity National Financial, Inc. |
953,594 | 43,235,952 | ||||||
| Fifth Third Bancorp |
1,606,487 | 68,179,308 | ||||||
| First American Financial Corp. |
4,517 | 302,865 | ||||||
| First Citizens BancShares, Inc. - Class A |
262 | 220,911 | ||||||
| First Hawaiian, Inc. |
5,782 | 169,702 | ||||||
| First Horizon Corp. |
410,588 | 6,688,478 | ||||||
| First Republic Bank |
7,723 | 1,489,612 | ||||||
| FNB Corp. |
514,597 | 5,979,617 | ||||||
| Franklin Resources, Inc. |
234,899 | 6,981,198 | ||||||
| Globe Life, Inc. |
4,444 | 395,649 | ||||||
| GoHealth, Inc. - Class A(1) |
151 | 760 | ||||||
| Goldman Sachs Group, Inc. |
631,435 | 238,701,373 | ||||||
| Hanover Insurance Group, Inc. |
1,607 | 208,299 | ||||||
| Hartford Financial Services Group, Inc. |
431,633 | 30,322,218 | ||||||
| Huntington Bancshares, Inc. |
1,918,210 | 29,655,527 | ||||||
| Interactive Brokers Group, Inc. - Class A |
3,648 | 227,416 | ||||||
| Intercontinental Exchange, Inc. |
24,063 | 2,762,914 | ||||||
| Invesco Ltd. |
14,892 | 359,046 | ||||||
| Janus Henderson Group Plc |
5,587 | 230,911 | ||||||
| Jefferies Financial Group, Inc. |
2,992,362 | 111,106,401 | ||||||
| JPMorgan Chase & Co. |
750,728 | 122,886,666 | ||||||
| Kemper Corp. |
2,701 | 180,400 | ||||||
| KeyCorp |
636,534 | 13,761,865 | ||||||
| KKR & Co., Inc. - Class Miscella |
24,121 | 1,468,486 | ||||||
| Lazard Ltd. - Class A |
4,286 | 196,299 | ||||||
| Lemonade, Inc.(1) |
1,491 | 99,912 | ||||||
| Lincoln National Corp. |
148,343 | 10,198,581 | ||||||
| Loews Corp. |
901,210 | 48,602,255 | ||||||
| M&T Bank Corp. |
5,567 | 831,376 | ||||||
| Markel Corp.(1) |
490 | 585,614 | ||||||
| Marsh & McLennan Companies, Inc. |
834,939 | 126,434,813 | ||||||
| Mercury General Corp. |
1,255 | 69,866 | ||||||
| MetLife, Inc. |
1,221,423 | 75,398,442 | ||||||
| MGIC Investment Corp. |
14,484 | 216,681 | ||||||
| Moody’s Corp. |
389 | 138,138 | ||||||
| Morgan Stanley |
1,961,913 | 190,913,754 | ||||||
| Morningstar, Inc. |
127 | 32,897 | ||||||
| MSCI, Inc. - Class A |
1,007 | 612,598 | ||||||
| Nasdaq, Inc. |
4,997 | 964,521 | ||||||
| Navient Corp. |
994,494 | 19,621,367 | ||||||
| New Residential Investment Corp. |
451,792 | 4,969,712 | ||||||
| New York Community Bancorp, Inc. |
19,332 | 248,803 | ||||||
| Northern Trust Corp. |
559,999 | 60,373,492 | ||||||
| Old Republic International Corp. |
11,995 | 277,444 | ||||||
| OneMain Holdings, Inc. - Class A |
4,435 | 245,389 | ||||||
| PacWest Bancorp |
5,223 | 236,706 | ||||||
| People’s United Financial, Inc. |
18,314 | 319,946 | ||||||
| Pinnacle Financial Partners, Inc. |
3,184 | 299,551 | ||||||
| PNC Financial Services Group, Inc. |
434,699 | 85,044,512 | ||||||
| Popular, Inc. |
3,393 | 263,534 | ||||||
| Primerica, Inc. |
1,708 | 262,400 | ||||||
| Principal Financial Group, Inc. |
11,468 | 738,539 | ||||||
| PROG Holdings, Inc. |
932,970 | 39,194,070 | ||||||
| Progressive Corp. |
25,227 | 2,280,269 | ||||||
| Prospect Capital Corp. |
20,300 | 156,310 | ||||||
| Prosperity Bancshares, Inc. |
3,925 | 279,185 | ||||||
| Prudential Financial, Inc. |
96,248 | 10,125,290 | ||||||
| Radian Group, Inc. |
223,750 | 5,083,600 | ||||||
| Raymond James Financial, Inc. |
186,696 | 17,228,307 |
| Regions Financial Corp. |
676,974 | 14,426,316 | ||||||
| Reinsurance Group of America, Inc. - Class A |
3,019 | 335,894 | ||||||
| RenaissanceRe Holdings Ltd. |
1,114 | 155,292 | ||||||
| S&P Global, Inc. |
3,050 | 1,295,914 | ||||||
| Santander Consumer USA Holdings, Inc. |
2,670 | 111,339 | ||||||
| SEI Investments Co. |
4,852 | 287,724 | ||||||
| Signature Bank |
2,542 | 692,136 | ||||||
| SLM Corp. |
3,342,440 | 58,826,944 | ||||||
| Starwood Property Trust, Inc. |
183,820 | 4,487,046 | ||||||
| State Street Corp. |
521,447 | 44,176,990 | ||||||
| Sterling Bancorp |
7,539 | 188,173 | ||||||
| Stifel Financial Corp. |
4,372 | 297,121 | ||||||
| SVB Financial Group(1) |
2,454 | 1,587,444 | ||||||
| Synchrony Financial |
2,381,505 | 116,407,964 | ||||||
| Synovus Financial Corp. |
5,761 | 252,850 | ||||||
| T Rowe Price Group, Inc. |
6,552 | 1,288,778 | ||||||
| TFS Financial Corp. |
2,082 | 39,683 | ||||||
| Tradeweb Markets, Inc. - Class A |
4,466 | 360,763 | ||||||
| Travelers Companies, Inc. |
10,849 | 1,649,156 | ||||||
| Truist Financial Corp. |
58,044 | 3,404,281 | ||||||
| Umpqua Holdings Corp. |
9,423 | 190,816 | ||||||
| Unum Group |
8,318 | 208,449 | ||||||
| US Bancorp |
1,200,463 | 71,355,521 | ||||||
| UWM Holdings Corp. |
1,790 | 12,440 | ||||||
| Virtu Financial, Inc. - Class A |
3,790 | 92,590 | ||||||
| Voya Financial, Inc. |
72,386 | 4,443,777 | ||||||
| Webster Financial Corp. |
4,030 | 219,474 | ||||||
| Wells Fargo & Co. |
5,344,943 | 248,058,805 | ||||||
| Western Alliance Bancorp |
2,117 | 230,372 | ||||||
| White Mountains Insurance Group Ltd. |
136 | 145,467 | ||||||
| Willis Towers Watson Plc |
306,534 | 71,256,894 | ||||||
| Wintrust Financial Corp. |
2,428 | 195,138 | ||||||
| WR Berkley Corp. |
5,920 | 433,226 | ||||||
| Zions Bancorp N.A. |
201,833 | 12,491,444 | ||||||
|
|
|
|||||||
| Total Financials |
3,427,180,668 | |||||||
|
|
|
|||||||
| Healthcare – 15.56% |
||||||||
| Abbott Laboratories |
37,655 | 4,448,185 | ||||||
| AbbVie, Inc. |
581,135 | 62,687,032 | ||||||
| Acadia Healthcare Co., Inc.(1) |
3,771 | 240,514 | ||||||
| Adaptive Biotechnologies Corp.(1) |
482 | 16,383 | ||||||
| Agilent Technologies, Inc. |
1,398 | 220,227 | ||||||
| Amedisys, Inc.(1) |
151 | 22,514 | ||||||
| AmerisourceBergen Corp. - Class A |
6,366 | 760,419 | ||||||
| Amgen, Inc. |
235,333 | 50,043,562 | ||||||
| Anthem, Inc. |
384,830 | 143,464,624 | ||||||
| AstraZeneca Plc - ADR |
184,655 | 11,090,379 | ||||||
| Baxter International, Inc. |
1,132,684 | 91,101,774 | ||||||
| Becton Dickinson & Co. |
207,985 | 51,126,873 | ||||||
| Biogen, Inc.(1) |
53,331 | 15,092,140 | ||||||
| BioMarin Pharmaceutical, Inc.(1) |
7,860 | 607,499 | ||||||
| Bio-Rad Laboratories, Inc. - Class A(1) |
913 | 681,052 | ||||||
| Boston Scientific Corp.(1) |
61,659 | 2,675,384 | ||||||
| Bristol Myers Squibb Co. |
447,547 | 26,481,356 | ||||||
| Cardinal Health, Inc. |
343,210 | 16,975,167 | ||||||
| Catalent, Inc.(1) |
5,396 | 718,046 | ||||||
| Centene Corp.(1) |
241,620 | 15,055,342 | ||||||
| Cerner Corp. |
12,752 | 899,271 | ||||||
| Certara, Inc.(1) |
1,531 | 50,676 | ||||||
| Change Healthcare, Inc.(1) |
10,818 | 226,529 | ||||||
| Charles River Laboratories International, Inc.(1) |
127 | 52,409 | ||||||
| Chemed Corp. |
506 | 235,351 | ||||||
| Cigna Corp. |
482,186 | 96,514,350 | ||||||
| Cooper Companies, Inc. |
2,111 | 872,497 | ||||||
| CVS Health Corp. |
1,334,741 | 113,266,121 | ||||||
| Danaher Corp. |
279,122 | 84,975,902 | ||||||
| DaVita, Inc.(1) |
71,748 | 8,341,422 | ||||||
| Dentsply Sirona, Inc. |
9,422 | 546,947 | ||||||
| Elanco Animal Health, Inc.(1) |
19,312 | 615,860 | ||||||
| Eli Lilly & Co. |
7,706 | 1,780,471 | ||||||
| Encompass Health Corp. |
1,919 | 144,002 | ||||||
| Envista Holdings Corp.(1) |
1,007,261 | 42,113,582 | ||||||
| Exact Sciences Corp.(1) |
520 | 49,634 | ||||||
| Exelixis, Inc.(1) |
1,810 | 38,263 | ||||||
| Figs, Inc. - Class A(1) |
1,372 | 50,956 | ||||||
| Fresenius Medical Care AG & Co. KGaA |
887,436 | 62,248,588 | ||||||
| Gilead Sciences, Inc. |
360,636 | 25,190,425 | ||||||
| GlaxoSmithKline Plc |
180,012 | 3,397,397 | ||||||
| Globus Medical, Inc. - Class A(1) |
3,171 | 242,962 | ||||||
| HCA Healthcare, Inc. |
63,804 | 15,486,507 | ||||||
| Henry Schein, Inc.(1) |
6,201 | 472,268 | ||||||
| Hill-Rom Holdings, Inc. |
2,844 | 426,600 | ||||||
| Hologic, Inc.(1) |
915,276 | 67,556,522 | ||||||
| Horizon Therapeutics Plc(1) |
7,657 | 838,748 | ||||||
| Humana, Inc. |
82,288 | 32,022,375 | ||||||
| ICU Medical, Inc.(1) |
881 | 205,608 | ||||||
| Incyte Corp.(1) |
1,081 | 74,351 | ||||||
| Integra LifeSciences Holdings Corp.(1) |
3,208 | 219,684 | ||||||
| Ionis Pharmaceuticals, Inc.(1) |
450 | 15,093 | ||||||
| Iovance Biotherapeutics, Inc.(1) |
4,786 | 118,023 | ||||||
| IQVIA Holdings, Inc.(1) |
4,179 | 1,001,038 | ||||||
| Jazz Pharmaceuticals Plc(1) |
77,182 | 10,049,868 | ||||||
| Johnson & Johnson |
1,151,552 | 185,975,648 | ||||||
| Koninklijke Philips NV |
1,526,456 | 67,815,742 | ||||||
| Laboratory Corp. of America Holdings(1) |
4,147 | 1,167,132 | ||||||
| LivaNova Plc(1) |
674,159 | 53,386,651 | ||||||
| Masimo Corp.(1) |
623 | 168,652 | ||||||
| McKesson Corp. |
60,073 | 11,977,355 | ||||||
| Medtronic Plc |
2,066,314 | 259,012,460 | ||||||
| Merck & Co., Inc. |
4,167,795 | 313,043,082 | ||||||
| Mirati Therapeutics, Inc.(1) |
265 | 46,881 | ||||||
| Molina Healthcare, Inc.(1) |
2,064 | 559,984 | ||||||
| Natera, Inc.(1) |
216 | 24,071 | ||||||
| Nektar Therapeutics - Class A(1) |
7,652 | 137,430 | ||||||
| Oak Street Health, Inc.(1) |
404 | 17,182 | ||||||
| Organon & Co. |
56,221 | 1,843,487 | ||||||
| PerkinElmer, Inc. |
4,800 | 831,792 | ||||||
| Perrigo Co. Plc |
1,477,089 | 69,910,622 | ||||||
| Pfizer, Inc. |
3,310,687 | 142,392,648 | ||||||
| PPD, Inc.(1) |
4,214 | 197,173 | ||||||
| Premier, Inc. - Class A |
5,352 | 207,444 | ||||||
| QIAGEN NV(1) |
9,901 | 511,684 | ||||||
| Quest Diagnostics, Inc. |
55,626 | 8,083,014 | ||||||
| Quidel Corp.(1) |
1,640 | 231,486 | ||||||
| Regeneron Pharmaceuticals, Inc.(1) |
11,465 | 6,938,389 | ||||||
| Repligen Corp.(1) |
129 | 37,280 | ||||||
| ResMed, Inc. |
644 | 169,726 | ||||||
| Royalty Pharma Plc - Class A |
5,824 | 210,479 | ||||||
| Sage Therapeutics, Inc.(1) |
2,231 | 98,856 | ||||||
| Sanofi - ADR |
138,800 | 6,691,548 | ||||||
| Sanofi SA |
827,464 | 79,655,035 | ||||||
| Seagen, Inc.(1) |
580 | 98,484 | ||||||
| Select Medical Holdings Corp. |
169,600 | 6,134,432 | ||||||
| Signify Health, Inc. - Class A(1) |
2,701 | 48,267 | ||||||
| STERIS Plc |
3,157 | 644,912 | ||||||
| Stryker Corp. |
313,965 | 82,798,850 | ||||||
| Syneos Health, Inc. - Class A(1) |
3,808 | 333,124 | ||||||
| Tandem Diabetes Care, Inc.(1) |
225 | 26,861 | ||||||
| Teladoc Health, Inc.(1) |
6,476 | 821,222 | ||||||
| Teleflex, Inc. |
1,655 | 623,190 | ||||||
| Thermo Fisher Scientific, Inc. |
15,496 | 8,853,330 | ||||||
| Ultragenyx Pharmaceutical, Inc.(1) |
670 | 60,427 | ||||||
| United Therapeutics Corp.(1) |
39,145 | 7,225,384 | ||||||
| UnitedHealth Group, Inc. |
568,996 | 222,329,497 | ||||||
| Universal Health Services, Inc. - Class B |
56,733 | 7,850,145 | ||||||
| Vertex Pharmaceuticals, Inc.(1) |
426,426 | 77,349,412 | ||||||
| Viatris, Inc. |
122,446 | 1,659,143 | ||||||
| Waters Corp.(1) |
174 | 62,170 | ||||||
| Zimmer Biomet Holdings, Inc. |
157,019 | 22,981,301 | ||||||
| Zoetis, Inc. - Class A |
1,059 | 205,594 | ||||||
|
|
|
|||||||
| Total Healthcare |
2,715,297,450 | |||||||
|
|
|
|||||||
| Industrials – 15.21% |
||||||||
| 3M Co. |
54,633 | 9,583,721 | ||||||
| Acuity Brands, Inc. |
47,425 | 8,222,072 | ||||||
| ADT, Inc. |
6,227 | 50,376 | ||||||
| AECOM(1) |
1,060,681 | 66,982,005 | ||||||
| AerCap Holdings NV(1) |
1,351,465 | 78,128,192 | ||||||
| AGCO Corp. |
85,157 | 10,434,287 | ||||||
| Air Lease Corp. - Class A |
1,952,160 | 76,797,974 | ||||||
| Airbus SE(1) |
125,479 | 16,635,494 | ||||||
| Airbus SE - ADR(1) |
2,602,540 | 86,898,811 | ||||||
| Alaska Air Group, Inc.(1) |
5,226 | 306,244 | ||||||
| Allegion Plc |
1,000 | 132,180 | ||||||
| Allison Transmission Holdings, Inc. |
130,466 | 4,608,059 | ||||||
| AMERCO |
396 | 255,828 | ||||||
| American Airlines Group, Inc.(1) |
27,924 | 573,001 | ||||||
| AMETEK, Inc. |
9,913 | 1,229,311 | ||||||
| AO Smith Corp. |
5,616 | 342,969 | ||||||
| Armstrong World Industries, Inc. |
998 | 95,279 | ||||||
| Atkore, Inc.(1) |
142,000 | 12,342,640 | ||||||
| AZEK Co., Inc. - Class A(1) |
2,016 | 73,644 | ||||||
| Boeing Co.(1) |
164,719 | 36,228,297 | ||||||
| Builders FirstSource, Inc.(1) |
9,027 | 467,057 | ||||||
| BWX Technologies, Inc. |
1,174,419 | 63,254,207 | ||||||
| CACI International, Inc. - Class A(1) |
1,008 | 264,197 | ||||||
| Canadian National Railway Co. |
810,961 | 93,787,640 | ||||||
| Carlisle Companies, Inc. |
1,370 | 272,342 | ||||||
| Carrier Global Corp. |
19,945 | 1,032,353 | ||||||
| Caterpillar, Inc. |
3,266 | 626,974 | ||||||
| CH Robinson Worldwide, Inc. |
4,688 | 407,856 | ||||||
| ChargePoint Holdings, Inc.(1) |
4,488 | 89,715 | ||||||
| Cintas Corp. |
228 | 86,790 | ||||||
| Clarivate Plc(1) |
18,629 | 407,975 | ||||||
| Clean Harbors, Inc.(1) |
2,170 | 225,398 | ||||||
| Colfax Corp.(1) |
5,251 | 241,021 | ||||||
| Copa Holdings SA - Class A(1) |
1,275 | 103,760 | ||||||
| Core & Main, Inc. - Class A(1) |
727 | 19,055 | ||||||
| CoStar Group, Inc.(1) |
3,775 | 324,877 | ||||||
| Crane Co. |
89,355 | 8,471,748 | ||||||
| CSX Corp. |
97,957 | 2,913,241 | ||||||
| Cummins, Inc. |
40,703 | 9,140,266 | ||||||
| Curtiss-Wright Corp. |
54,540 | 6,881,857 | ||||||
| Deere & Co. |
339,660 | 113,809,876 | ||||||
| Delta Air Lines, Inc.(1) |
145,357 | 6,193,662 | ||||||
| Donaldson Co., Inc. |
4,784 | 274,649 | ||||||
| Dover Corp. |
6,188 | 962,234 | ||||||
| Driven Brands Holdings, Inc.(1) |
2,642 | 76,327 | ||||||
| Dun & Bradstreet Holdings, Inc.(1) |
6,504 | 109,332 | ||||||
| Eaton Corp. Plc |
17,241 | 2,574,254 | ||||||
| Emerson Electric Co. |
459,560 | 43,290,552 | ||||||
| Equifax, Inc. |
3,212 | 813,985 | ||||||
| Expeditors International of Washington, Inc. |
1,996 | 237,783 | ||||||
| Fastenal Co. |
2,960 | 152,766 | ||||||
| FedEx Corp. |
552,449 | 121,146,541 | ||||||
| Flowserve Corp. |
84,504 | 2,929,754 | ||||||
| Fortive Corp. |
14,050 | 991,509 | ||||||
| Fortune Brands Home & Security, Inc. |
4,544 | 406,324 | ||||||
| FTI Consulting, Inc.(1) |
1,437 | 193,564 | ||||||
| Gates Industrial Corp. Plc(1) |
4,062 | 66,089 | ||||||
| General Dynamics Corp. |
879,477 | 172,403,876 | ||||||
| General Electric Co. |
895,004 | 92,212,262 | ||||||
| Graco, Inc. |
2,727 | 190,808 | ||||||
| GXO Logistics, Inc.(1) |
535 | 41,965 | ||||||
| HEICO Corp. |
1,371 | 180,794 | ||||||
| HEICO Corp. - Class A |
2,313 | 273,929 | ||||||
| Hexcel Corp.(1) |
3,735 | 221,822 | ||||||
| Hillenbrand, Inc. |
116,100 | 4,951,665 | ||||||
| Honeywell International, Inc. |
546,754 | 116,064,939 | ||||||
| Howmet Aerospace, Inc. |
15,255 | 475,956 | ||||||
| Hubbell, Inc. - Class B |
2,396 | 432,885 | ||||||
| Huntington Ingalls Industries, Inc. |
39,184 | 7,564,863 | ||||||
| IDEX Corp. |
3,285 | 679,831 | ||||||
| IHS Markit Ltd. |
16,113 | 1,879,098 | ||||||
| Illinois Tool Works, Inc. |
1,392 | 287,629 | ||||||
| Ingersoll Rand, Inc.(1) |
17,709 | 892,711 | ||||||
| ITT, Inc. |
3,692 | 316,921 | ||||||
| Jacobs Engineering Group, Inc. |
334,291 | 44,303,586 | ||||||
| JB Hunt Transport Services, Inc. |
404,666 | 67,668,249 | ||||||
| JetBlue Airways Corp.(1) |
385,227 | 5,890,121 | ||||||
| Johnson Controls International Plc |
30,904 | 2,103,944 |
| Kansas City Southern |
2,897 | 784,044 | ||||||
| Kirby Corp.(1) |
2,656 | 127,382 | ||||||
| Knight-Swift Transportation Holdings, Inc. - Class A |
6,882 | 352,014 | ||||||
| L3Harris Technologies, Inc. |
253,747 | 55,885,239 | ||||||
| Landstar System, Inc. |
153 | 24,146 | ||||||
| Legalzoom.com, Inc.(1) |
502 | 13,253 | ||||||
| Leidos Holdings, Inc. |
6,111 | 587,450 | ||||||
| Lennox International, Inc. |
1,438 | 423,016 | ||||||
| Lockheed Martin Corp. |
202,728 | 69,961,433 | ||||||
| ManpowerGroup, Inc. |
2,352 | 254,675 | ||||||
| Masco Corp. |
10,685 | 593,552 | ||||||
| MasTec, Inc.(1) |
61,183 | 5,278,869 | ||||||
| Mercury Systems, Inc.(1) |
2,243 | 106,363 | ||||||
| Middleby Corp.(1) |
1,654 | 282,024 | ||||||
| Moog, Inc. - Class A |
64,788 | 4,938,789 | ||||||
| MSA Safety, Inc. |
1,171 | 170,615 | ||||||
| MSC Industrial Direct Co., Inc. - Class A |
1,948 | 156,210 | ||||||
| Nielsen Holdings Plc |
929,375 | 17,834,706 | ||||||
| Nordson Corp. |
2,103 | 500,829 | ||||||
| Norfolk Southern Corp. |
10,644 | 2,546,577 | ||||||
| Northrop Grumman Corp. |
601,064 | 216,473,200 | ||||||
| nVent Electric Plc |
7,134 | 230,642 | ||||||
| Old Dominion Freight Line, Inc. |
328 | 93,801 | ||||||
| Oshkosh Corp. |
75,465 | 7,725,352 | ||||||
| Otis Worldwide Corp. |
370,663 | 30,498,152 | ||||||
| Owens Corning |
311,440 | 26,628,120 | ||||||
| PACCAR, Inc. |
176,094 | 13,897,338 | ||||||
| Parker-Hannifin Corp. |
4,658 | 1,302,470 | ||||||
| Pentair Plc |
7,242 | 525,986 | ||||||
| Quanta Services, Inc. |
192,865 | 21,951,894 | ||||||
| Raytheon Technologies Corp. |
2,965,109 | 254,880,770 | ||||||
| Regal Beloit Corp. |
1,732 | 260,389 | ||||||
| Republic Services, Inc. - Class A |
9,112 | 1,093,987 | ||||||
| Robert Half International, Inc. |
549 | 55,081 | ||||||
| Rockwell Automation, Inc. |
1,972 | 579,847 | ||||||
| Rollins, Inc. |
653 | 23,071 | ||||||
| Roper Technologies, Inc. |
4,529 | 2,020,523 | ||||||
| Ryder System, Inc. |
2,297 | 189,985 | ||||||
| Schneider National, Inc. - Class B |
1,993 | 45,321 | ||||||
| Science Applications International Corp. |
41,805 | 3,576,836 | ||||||
| Sensata Technologies Holding Plc(1) |
6,703 | 366,788 | ||||||
| Shoals Technologies Group, Inc. - Class A(1) |
4,312 | 120,219 | ||||||
| Siemens AG |
119,694 | 19,576,078 | ||||||
| SiteOne Landscape Supply, Inc.(1) |
943 | 188,100 | ||||||
| Snap-on, Inc. |
114,345 | 23,892,388 | ||||||
| Southwest Airlines Co.(1) |
216,570 | 11,138,195 | ||||||
| Spirit AeroSystems Holdings, Inc. - Class A |
3,423 | 151,262 | ||||||
| Stanley Black & Decker, Inc. |
367,998 | 64,513,729 | ||||||
| Stericycle, Inc.(1) |
377,717 | 25,673,425 | ||||||
| Sunrun, Inc.(1) |
8,812 | 387,728 | ||||||
| Textron, Inc. |
106,403 | 7,427,993 | ||||||
| Timken Co. |
2,811 | 183,896 | ||||||
| Toro Co. |
226 | 22,015 | ||||||
| Trane Technologies Plc |
5,285 | 912,455 | ||||||
| TransDigm Group, Inc.(1) |
1,595 | 996,189 | ||||||
| TransUnion |
2,612 | 293,354 | ||||||
| TuSimple Holdings, Inc. - Class A(1) |
1,287 | 47,786 | ||||||
| Uber Technologies, Inc.(1) |
10,186 | 456,333 | ||||||
| Union Pacific Corp. |
530,221 | 103,928,618 | ||||||
| United Airlines Holdings, Inc.(1) |
13,986 | 665,314 | ||||||
| United Parcel Service, Inc. - Class B |
855,741 | 155,830,436 | ||||||
| United Rentals, Inc.(1) |
14,841 | 5,208,152 | ||||||
| Univar Solutions, Inc.(1) |
244,957 | 5,834,876 | ||||||
| Valmont Industries, Inc. |
946 | 222,424 | ||||||
| Verisk Analytics, Inc. - Class A |
2,517 | 504,080 | ||||||
| Vertiv Holdings Co. - Class A |
2,754,513 | 66,356,218 | ||||||
| Virgin Galactic Holdings, Inc.(1) |
1,019 | 25,781 | ||||||
| Wabtec Corp. |
7,822 | 674,335 | ||||||
| Waste Management, Inc. |
15,341 | 2,291,332 | ||||||
| Watsco, Inc. |
1,450 | 383,699 | ||||||
| Woodward, Inc. |
2,502 | 283,226 | ||||||
| WW Grainger, Inc. |
365 | 143,467 | ||||||
| XPO Logistics, Inc.(1) |
535 | 42,575 | ||||||
| Xylem, Inc. |
2,615 | 323,423 | ||||||
|
|
|
|||||||
| Total Industrials |
2,654,145,608 | |||||||
|
|
|
| Information Technology – 8.95% |
||||||||
| Accenture Plc - Class A |
299,955 | 95,961,604 | ||||||
| Akamai Technologies, Inc.(1) |
6,903 | 721,985 | ||||||
| Alliance Data Systems Corp. |
2,124 | 214,290 | ||||||
| Amdocs Ltd. |
74,276 | 5,623,436 | ||||||
| Amkor Technology, Inc. |
224,700 | 5,606,265 | ||||||
| Amphenol Corp. - Class A |
7,417 | 543,147 | ||||||
| Analog Devices, Inc. |
14,044 | 2,352,089 | ||||||
| ANSYS, Inc.(1) |
2,180 | 742,181 | ||||||
| Applied Materials, Inc. |
404,113 | 52,021,466 | ||||||
| Arista Networks, Inc.(1) |
259 | 89,003 | ||||||
| Arrow Electronics, Inc.(1) |
110,162 | 12,370,091 | ||||||
| Automatic Data Processing, Inc. |
349,580 | 69,888,034 | ||||||
| Avnet, Inc. |
4,289 | 158,564 | ||||||
| Black Knight, Inc.(1) |
6,675 | 480,600 | ||||||
| Broadcom, Inc. |
150,163 | 72,818,544 | ||||||
| Broadridge Financial Solutions, Inc. |
432 | 71,988 | ||||||
| Brooks Automation, Inc. |
523 | 53,529 | ||||||
| C3.ai, Inc. - Class A(1) |
1,076 | 49,862 | ||||||
| CDK Global, Inc. |
4,325 | 184,029 | ||||||
| Ceridian HCM Holding, Inc.(1) |
5,630 | 634,051 | ||||||
| Ciena Corp.(1) |
6,604 | 339,115 | ||||||
| Cirrus Logic, Inc.(1) |
2,457 | 202,334 | ||||||
| Cisco Systems, Inc. |
2,487,855 | 135,413,948 | ||||||
| Citrix Systems, Inc. |
257,247 | 27,620,610 | ||||||
| Cloudflare, Inc. - Class A(1) |
582 | 65,562 | ||||||
| Cognizant Technology Solutions Corp. - Class A |
972,749 | 72,187,703 | ||||||
| Coherent, Inc.(1) |
88 | 22,008 | ||||||
| Concentrix Corp.(1) |
1,815 | 321,255 | ||||||
| Corning, Inc. |
21,864 | 797,817 | ||||||
| Cree, Inc.(1) |
5,070 | 409,301 | ||||||
| Datto Holding Corp.(1) |
1,053 | 25,167 | ||||||
| Dell Technologies, Inc. - Class C(1) |
81,965 | 8,527,639 | ||||||
| Diodes, Inc.(1) |
61,685 | 5,588,044 | ||||||
| Dolby Laboratories, Inc. - Class A |
2,785 | 245,080 | ||||||
| Duck Creek Technologies, Inc.(1) |
2,263 | 100,115 | ||||||
| DXC Technology Co.(1) |
177,480 | 5,965,103 | ||||||
| Dynatrace, Inc.(1) |
441 | 31,298 | ||||||
| Euronet Worldwide, Inc.(1) |
600 | 76,368 | ||||||
| F5 Networks, Inc.(1) |
2,597 | 516,232 | ||||||
| Fastly, Inc. - Class A(1) |
4,711 | 190,513 | ||||||
| Fidelity National Information Services, Inc. |
26,902 | 3,273,435 | ||||||
| FireEye, Inc.(1) |
6,937 | 123,479 | ||||||
| First Solar, Inc.(1) |
4,507 | 430,238 | ||||||
| Fiserv, Inc.(1) |
109,306 | 11,859,701 | ||||||
| FleetCor Technologies, Inc.(1) |
2,703 | 706,213 | ||||||
| Genpact Ltd. |
7,455 | 354,187 | ||||||
| Global Payments, Inc. |
12,703 | 2,001,739 | ||||||
| GoDaddy, Inc. - Class A(1) |
6,563 | 457,441 | ||||||
| Guidewire Software, Inc.(1) |
3,563 | 423,534 | ||||||
| Hewlett Packard Enterprise Co. |
528,088 | 7,525,254 | ||||||
| HP, Inc. |
543,077 | 14,858,587 | ||||||
| Intel Corp. |
941,688 | 50,173,137 | ||||||
| International Business Machines Corp. |
110,831 | 15,397,751 | ||||||
| IPG Photonics Corp.(1) |
1,412 | 223,661 | ||||||
| J2 Global, Inc.(1) |
57,100 | 7,801,002 | ||||||
| Jabil, Inc. |
106,325 | 6,206,190 | ||||||
| Jack Henry & Associates, Inc. |
2,417 | 396,533 | ||||||
| Jamf Holding Corp.(1) |
329 | 12,673 | ||||||
| Juniper Networks, Inc. |
14,363 | 395,270 | ||||||
| Keysight Technologies, Inc.(1) |
4,508 | 740,619 | ||||||
| Lam Research Corp. |
8,200 | 4,667,030 | ||||||
| Littelfuse, Inc. |
1,014 | 277,096 | ||||||
| Lumentum Holdings, Inc.(1) |
3,293 | 275,097 | ||||||
| Manhattan Associates, Inc.(1) |
1,306 | 199,857 | ||||||
| Marvell Technology, Inc. |
35,390 | 2,134,371 | ||||||
| McAfee Corp. - Class A |
1,026 | 22,685 | ||||||
| Medallia, Inc.(1) |
1,905 | 64,522 | ||||||
| Methode Electronics, Inc. |
117,120 | 4,924,896 | ||||||
| Microchip Technology, Inc. |
372,179 | 57,125,755 | ||||||
| Micron Technology, Inc. |
41,952 | 2,977,753 | ||||||
| Microsoft Corp. |
539,825 | 152,187,464 | ||||||
| MKS Instruments, Inc. |
350 | 52,818 | ||||||
| Motorola Solutions, Inc. |
7,174 | 1,666,664 | ||||||
| N-Able, Inc.(1) |
1,417 | 17,585 | ||||||
| National Instruments Corp. |
5,617 | 220,355 | ||||||
| NCR Corp.(1) |
3,851 | 149,265 | ||||||
| NetApp, Inc. |
3,258 | 292,438 | ||||||
| NETGEAR, Inc.(1) |
141,400 | 4,512,074 | ||||||
| NortonLifeLock, Inc. |
17,727 | 448,493 | ||||||
| Nuance Communications, Inc.(1) |
7,814 | 430,082 | ||||||
| NXP Semiconductors NV |
460,707 | 90,238,680 | ||||||
| ON Semiconductor Corp.(1) |
8,287 | 379,296 | ||||||
| Oracle Corp. |
1,008,592 | 87,878,621 | ||||||
| Paychex, Inc. |
1,832 | 206,008 | ||||||
| Paycor HCM, Inc.(1) |
586 | 20,604 | ||||||
| Paysafe Ltd.(1) |
17,840 | 138,260 | ||||||
| Pegasystems, Inc. |
142 | 18,048 | ||||||
| Procore Technologies, Inc.(1) |
200 | 17,868 | ||||||
| Pure Storage, Inc. - Class A(1) |
693 | 17,436 | ||||||
| Qorvo, Inc.(1) |
4,752 | 794,487 | ||||||
| QUALCOMM, Inc. |
857,511 | 110,601,769 | ||||||
| Salesforce.com, Inc.(1) |
32,362 | 8,777,222 | ||||||
| Samsung Electronics Co. Ltd. |
1,822,315 | 112,973,691 | ||||||
| Seagate Technology Holdings Plc |
145,413 | 11,999,481 | ||||||
| Skyworks Solutions, Inc. |
3,755 | 618,749 | ||||||
| Snowflake, Inc. - Class A(1) |
495 | 149,703 | ||||||
| SolarWinds Corp. |
1,418 | 23,723 | ||||||
| SS&C Technologies Holdings, Inc. |
9,460 | 656,524 | ||||||
| StoneCo Ltd. - Class A(1) |
620 | 21,526 | ||||||
| SYNNEX Corp. |
1,776 | 184,882 | ||||||
| Synopsys, Inc.(1) |
2,423 | 725,470 | ||||||
| TE Connectivity Ltd. |
65,747 | 9,021,803 | ||||||
| Teledyne Technologies, Inc.(1) |
1,976 | 848,850 | ||||||
| Teradata Corp.(1) |
572 | 32,804 | ||||||
| Texas Instruments, Inc. |
506,902 | 97,431,633 | ||||||
| Trimble, Inc.(1) |
10,751 | 884,270 | ||||||
| Twilio, Inc. - Class A(1) |
5,183 | 1,653,636 | ||||||
| Tyler Technologies, Inc.(1) |
219 | 100,444 | ||||||
| Ubiquiti, Inc. |
60 | 17,920 | ||||||
| VeriSign, Inc.(1) |
4,297 | 880,928 | ||||||
| Viasat, Inc.(1) |
3,109 | 171,213 | ||||||
| Visa, Inc. - Class A |
375,286 | 83,594,956 | ||||||
| VMware, Inc. - Class A(1) |
2,174 | 323,274 | ||||||
| Vontier Corp. |
3,152 | 105,907 | ||||||
| Western Digital Corp.(1) |
13,171 | 743,371 | ||||||
| Western Union Co. |
220,303 | 4,454,527 | ||||||
| WEX, Inc.(1) |
597 | 105,156 | ||||||
| Xerox Holdings Corp. |
6,220 | 125,457 | ||||||
|
|
|
|||||||
| Total Information Technology |
|
1,562,175,111 | ||||||
|
|
|
|||||||
| Materials – 4.43% |
||||||||
| Air Products & Chemicals, Inc. |
9,615 | 2,462,498 | ||||||
| Akzo Nobel NV |
92,814 | 10,141,292 | ||||||
| Albemarle Corp. |
5,059 | 1,107,769 | ||||||
| Alcoa Corp.(1) |
7,983 | 390,688 | ||||||
| Amcor Plc |
66,446 | 770,109 | ||||||
| AptarGroup, Inc. |
2,784 | 332,270 | ||||||
| Ardagh Group SA - Class A |
788 | 20,086 | ||||||
| Ashland Global Holdings, Inc. |
2,303 | 205,243 | ||||||
| Avery Dennison Corp. |
1,662 | 344,383 | ||||||
| Axalta Coating Systems Ltd.(1) |
1,537,934 | 44,892,293 | ||||||
| Ball Corp. |
9,842 | 885,485 | ||||||
| Berry Global Group, Inc.(1) |
94,054 | 5,726,008 | ||||||
| Celanese Corp. - Class A |
383,413 | 57,757,334 | ||||||
| CF Industries Holdings, Inc. |
1,039,175 | 58,006,748 | ||||||
| Chemours Co. |
3,242 | 94,213 | ||||||
| Cleveland-Cliffs, Inc.(1) |
20,183 | 399,825 | ||||||
| Corteva, Inc. |
1,477,821 | 62,186,708 | ||||||
| Crown Holdings, Inc. |
57,847 | 5,829,821 | ||||||
| Diversey Holdings Ltd.(1) |
930 | 14,917 | ||||||
| Dow, Inc. |
30,150 | 1,735,434 | ||||||
| DuPont de Nemours, Inc. |
222,627 | 15,136,410 | ||||||
| Eagle Materials, Inc. |
1,820 | 238,711 | ||||||
| Eastman Chemical Co. |
103,063 | 10,382,567 | ||||||
| Ecolab, Inc. |
397,043 | 82,831,111 | ||||||
| Element Solutions, Inc. |
3,135,299 | 67,973,282 | ||||||
| FMC Corp. |
4,257 | 389,771 | ||||||
| Freeport-McMoRan, Inc. |
44,711 | 1,454,449 | ||||||
| Graphic Packaging Holding Co. |
8,648 | 164,658 | ||||||
| Huntsman Corp. |
209,708 | 6,205,260 | ||||||
| Ingevity Corp.(1) |
71,312 | 5,089,537 | ||||||
| International Flavors & Fragrances, Inc. |
698,311 | 93,378,147 | ||||||
| International Paper Co. |
986,152 | 55,145,620 | ||||||
| Linde Plc |
370,757 | 108,772,689 | ||||||
| Louisiana-Pacific Corp. |
144,770 | 8,884,535 | ||||||
| LyondellBasell Industries NV - Class A |
126,759 | 11,896,332 | ||||||
| Martin Marietta Materials, Inc. |
2,702 | 923,219 | ||||||
| Mosaic Co. |
15,157 | 541,408 | ||||||
| NewMarket Corp. |
272 | 92,145 | ||||||
| Newmont Corp. |
34,835 | 1,891,540 | ||||||
| Nucor Corp. |
12,770 | 1,257,717 | ||||||
| Olin Corp. |
5,760 | 277,920 | ||||||
| Packaging Corp. of America |
4,100 | 563,504 | ||||||
| PPG Industries, Inc. |
42,590 | 6,090,796 | ||||||
| Reliance Steel & Aluminum Co. |
47,985 | 6,834,024 | ||||||
| Royal Gold, Inc. |
2,816 | 268,900 | ||||||
| RPM International, Inc. |
2,374 | 184,341 | ||||||
| Sealed Air Corp. |
193,570 | 10,605,700 | ||||||
| Silgan Holdings, Inc. |
3,574 | 137,099 | ||||||
| Sonoco Products Co. |
4,319 | 257,326 | ||||||
| Southern Copper Corp. |
301 | 16,898 | ||||||
| Steel Dynamics, Inc. |
6,755 | 395,032 | ||||||
| United States Steel Corp. |
11,479 | 252,194 | ||||||
| Valvoline, Inc. |
271,730 | 8,472,541 | ||||||
| Vulcan Materials Co. |
5,710 | 965,904 | ||||||
| Westlake Chemical Corp. |
1,077 | 98,158 | ||||||
| Westrock Co. |
224,750 | 11,199,293 | ||||||
|
|
|
|||||||
| Total Materials |
|
772,571,862 | ||||||
|
|
|
|||||||
| Real Estate – 3.18% |
||||||||
| Alexandria Real Estate Equities, Inc. |
6,702 | 1,280,551 | ||||||
| American Assets Trust, Inc. |
89,600 | 3,352,832 | ||||||
| American Campus Communities, Inc. |
1,165,054 | 56,446,866 | ||||||
| American Homes 4 Rent - Class A |
12,365 | 471,354 | ||||||
| American Tower Corp. |
218,464 | 57,982,530 | ||||||
| Americold Realty Trust |
11,232 | 326,290 | ||||||
| Apartment Income REIT Corp. |
6,792 | 331,517 | ||||||
| AvalonBay Communities, Inc. |
6,037 | 1,338,041 | ||||||
| Boston Properties, Inc. |
6,706 | 726,595 | ||||||
| Brandywine Realty Trust |
330,419 | 4,434,223 | ||||||
| Brixmor Property Group, Inc. |
12,589 | 278,343 | ||||||
| Camden Property Trust |
4,204 | 619,964 | ||||||
| CBRE Group, Inc. - Class A(1) |
13,736 | 1,337,337 | ||||||
| CoreSite Realty Corp. |
377 | 52,230 | ||||||
| Corporate Office Properties Trust |
1,199,840 | 32,371,683 | ||||||
| Cousins Properties, Inc. |
91,057 | 3,395,516 | ||||||
| CubeSmart |
8,603 | 416,815 | ||||||
| CyrusOne, Inc. |
5,276 | 408,415 | ||||||
| Digital Realty Trust, Inc. |
12,113 | 1,749,723 | ||||||
| Douglas Emmett, Inc. |
6,973 | 220,417 | ||||||
| Duke Realty Corp. |
16,320 | 781,238 | ||||||
| EPR Properties |
3,098 | 152,979 | ||||||
| Equinix, Inc. |
1,132 | 894,427 | ||||||
| Equity LifeStyle Properties, Inc. |
3,546 | 276,943 | ||||||
| Equity Residential |
568,075 | 45,968,629 | ||||||
| Essex Property Trust, Inc. |
2,801 | 895,592 | ||||||
| Extra Space Storage, Inc. |
5,217 | 876,404 | ||||||
| Federal Realty Investment Trust |
3,405 | 401,756 | ||||||
| First Industrial Realty Trust, Inc. |
5,513 | 287,117 | ||||||
| Gaming & Leisure Properties, Inc. |
118,925 | 5,508,606 | ||||||
| Healthcare Trust of America, Inc. - Class A - Class A |
9,420 | 279,397 | ||||||
| Healthpeak Properties, Inc. |
23,319 | 780,720 | ||||||
| Highwoods Properties, Inc. |
4,566 | 200,265 | ||||||
| Host Hotels & Resorts, Inc.(1) |
252,667 | 4,126,052 | ||||||
| Howard Hughes Corp.(1) |
601,104 | 52,782,942 | ||||||
| Hudson Pacific Properties, Inc. |
6,530 | 171,543 | ||||||
| Invitation Homes, Inc. |
25,153 | 964,114 | ||||||
| Iron Mountain, Inc. |
139,277 | 6,051,586 | ||||||
| JBG SMITH Properties |
5,335 | 157,969 | ||||||
| Jones Lang LaSalle, Inc.(1) |
2,157 | 535,130 | ||||||
| Kilroy Realty Corp. |
5,158 | 341,511 | ||||||
| Kimco Realty Corp. |
25,283 | 524,622 | ||||||
| Lamar Advertising Co. - Class A |
441 | 50,031 | ||||||
| Life Storage, Inc. |
3,420 | 392,411 | ||||||
| Medical Properties Trust, Inc. |
231,245 | 4,641,087 | ||||||
| MGM Growth Properties LLC - Class A |
1,111,313 | 42,563,288 | ||||||
| Mid-America Apartment Communities, Inc. |
5,031 | 939,539 | ||||||
| National Retail Properties, Inc. |
7,526 | 325,048 | ||||||
| Office Properties Income Trust |
131,700 | 3,335,961 | ||||||
| Omega Healthcare Investors, Inc. |
10,330 | 309,487 | ||||||
| Opendoor Technologies, Inc.(1) |
15,495 | 318,112 | ||||||
| Park Hotels & Resorts, Inc.(1) |
9,885 | 189,199 | ||||||
| Prologis, Inc. |
31,973 | 4,010,373 | ||||||
| Public Storage |
224,977 | 66,840,667 | ||||||
| Rayonier, Inc. |
656,879 | 23,437,443 | ||||||
| Realty Income Corp. |
16,963 | 1,100,220 | ||||||
| Regency Centers Corp. |
7,204 | 485,045 | ||||||
| Rexford Industrial Realty, Inc. |
5,909 | 335,336 | ||||||
| SBA Communications Corp. - Class A |
3,891 | 1,286,248 | ||||||
| Simon Property Group, Inc. |
1,869 | 242,914 | ||||||
| SL Green Realty Corp. |
2,977 | 210,891 | ||||||
| Spirit Realty Capital, Inc. |
5,038 | 231,950 | ||||||
| STORE Capital Corp. |
10,585 | 339,038 | ||||||
| Sun Communities, Inc. |
5,001 | 925,685 | ||||||
| UDR, Inc. |
12,764 | 676,237 | ||||||
| Ventas, Inc. |
16,948 | 935,699 | ||||||
| VEREIT, Inc. |
9,805 | 443,480 | ||||||
| VICI Properties, Inc. |
1,520,694 | 43,202,917 | ||||||
| Vornado Realty Trust |
86,379 | 3,628,782 | ||||||
| Welltower, Inc. |
146,002 | 12,030,565 | ||||||
| Weyerhaeuser Co. |
1,420,071 | 50,511,925 | ||||||
| WP Carey, Inc. |
7,873 | 575,044 | ||||||
|
|
|
|||||||
| Total Real Estate |
|
555,015,406 | ||||||
|
|
|
|||||||
| Utilities – 2.62% |
||||||||
| AES Corp. |
28,770 | 656,819 | ||||||
| Alliant Energy Corp. |
10,944 | 612,645 | ||||||
| Ameren Corp. |
235,233 | 19,053,873 | ||||||
| American Electric Power Co., Inc. |
21,662 | 1,758,521 | ||||||
| American Water Works Co., Inc. |
7,900 | 1,335,416 | ||||||
| Atmos Energy Corp. |
5,622 | 495,860 | ||||||
| Avangrid, Inc. |
2,339 | 113,675 | ||||||
| Brookfield Renewable Corp. - Class A |
4,292 | 166,573 | ||||||
| CenterPoint Energy, Inc. |
2,774,033 | 68,241,212 | ||||||
| CMS Energy Corp. |
12,476 | 745,192 | ||||||
| Consolidated Edison, Inc. |
15,418 | 1,119,193 | ||||||
| Dominion Energy, Inc. |
342,388 | 25,001,172 | ||||||
| DTE Energy Co. |
8,409 | 939,369 | ||||||
| Duke Energy Corp. |
33,423 | 3,261,751 | ||||||
| Edison International |
510,186 | 28,300,017 | ||||||
| Entergy Corp. |
89,954 | 8,933,332 | ||||||
| Essential Utilities, Inc. |
9,879 | 455,224 | ||||||
| Evergy, Inc. |
9,824 | 611,053 | ||||||
| Eversource Energy |
14,886 | 1,217,079 | ||||||
| Exelon Corp. |
1,457,072 | 70,434,861 | ||||||
| FirstEnergy Corp. |
184,077 | 6,556,823 | ||||||
| Hawaiian Electric Industries, Inc. |
4,628 | 188,961 | ||||||
| IDACORP, Inc. |
2,117 | 218,855 | ||||||
| MDU Resources Group, Inc. |
241,891 | 7,176,906 | ||||||
| National Fuel Gas Co. |
102,871 | 5,402,785 | ||||||
| NextEra Energy, Inc. |
305,691 | 24,002,857 | ||||||
| NiSource, Inc. |
1,384,553 | 33,547,719 | ||||||
| NRG Energy, Inc. |
191,736 | 7,828,581 | ||||||
| OGE Energy Corp. |
8,554 | 281,940 | ||||||
| PG&E Corp.(1) |
65,516 | 628,954 | ||||||
| Pinnacle West Capital Corp. |
4,895 | 354,202 | ||||||
| PPL Corp. |
33,416 | 931,638 | ||||||
| Public Service Enterprise Group, Inc. |
21,967 | 1,337,790 | ||||||
| Sempra Energy |
402,839 | 50,959,134 | ||||||
| Southern Co. |
1,203,268 | 74,566,518 | ||||||
| UGI Corp. |
8,931 | 380,639 | ||||||
| Vistra Corp. |
389,304 | 6,657,098 | ||||||
| WEC Energy Group, Inc. |
13,627 | 1,201,901 | ||||||
| Xcel Energy, Inc. |
23,429 | 1,464,313 | ||||||
|
|
|
|||||||
| Total Utilities |
|
457,140,451 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $11,676,150,243) |
|
17,011,820,145 | ||||||
|
|
|
|||||||
| CONVERTIBLE PREFERRED STOCKS – 0.23% |
||||||||
| Healthcare – 0.06% |
||||||||
| Becton Dickinson & Co., 6.00% |
202,075 | 10,908,008 | ||||||
|
|
|
|||||||
| Total Healthcare |
|
10,908,008 | ||||||
|
|
|
|||||||
| Utilities – 0.17% |
||||||||
| NextEra Energy, Inc., 5.28% |
173,175 | 8,824,998 | ||||||
| NiSource, Inc., 7.75% |
81,438 | 8,424,761 | ||||||
| Southern Co., 6.75% |
226,081 | 11,532,392 | ||||||
|
|
|
|||||||
| Total Utilities |
|
28,782,151 | ||||||
|
|
|
|||||||
| Total Convertible Preferred Stocks (Cost: $36,547,508) |
|
39,690,159 | ||||||
|
|
|
|||||||
| PREFERRED STOCKS – 0.19% |
||||||||
| Consumer Discretionary – 0.19% |
||||||||
| Volkswagen AG |
144,451 | 32,198,502 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
32,198,502 | ||||||
|
|
|
|||||||
| Total Preferred Stocks (Cost: $25,252,503) |
|
32,198,502 | ||||||
|
|
|
|||||||
| SHORT-TERM INVESTMENTS – 1.92% |
||||||||
| Money Market Funds – 1.69% |
||||||||
| Goldman Sachs Financial Square Government Fund—Class I, 0.03%(2) |
294,961,907 | 294,961,907 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $294,961,907) |
294,961,907 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.23% |
||||||||
| BBVA, Madrid, 0.01% due 10/01/2021 |
$ | 1,391,167 | 1,391,167 | |||||
| DNB, Oslo, 0.01% due 10/01/2021 |
1,268,468 | 1,268,468 | ||||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2021 |
37,988,533 | 37,988,533 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $40,648,168) |
40,648,168 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $335,610,075) |
|
335,610,075 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 99.83% |
||||||||
| (Cost: $12,073,560,329) |
17,419,318,881 | |||||||
|
|
|
|||||||
| OTHER ASSETS IN EXCESS OF LIABILITIES – 0.17% |
29,780,231 | |||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 17,449,099,112 | ||||||
|
|
|
|||||||
Percentages are stated as a percent of net assets.
ADR American Depositary Receipt
REIT Real Estate Investment Trust
| (1) | Non-income producing security. |
| (2) | 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.
Open Futures Contracts
| Number of Contracts Purchased |
Reference Entity | Counterparty | Expiration Date |
Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||||||
| 20 |
S&P 500 E-mini Future | Morgan Stanley | Dec. 2021 | $ | 4,450,294 | $ | 4,297,750 | $ | (152,544 | ) | ||||||||||||||
|
|
|
|||||||||||||||||||||||
| $ | (152,544 | ) | ||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||
Bridge Builder Small/Mid Cap Growth Fund
Schedule of Investments
September 30, 2021 (Unaudited)
| Shares | Value | |||||||
| COMMON STOCKS – 97.94% |
||||||||
| Communication Services – 3.78% |
||||||||
| Altice USA, Inc. - Class A(1) |
10,805 | $ | 223,880 | |||||
| AMC Networks, Inc. - Class A(1) |
1,844 | 85,912 | ||||||
| Anterix, Inc.(1) |
376 | 22,823 | ||||||
| Bandwidth, Inc. - Class A(1) |
97,169 | 8,772,417 | ||||||
| Cable One, Inc. |
206 | 373,505 | ||||||
| Cardlytics, Inc.(1) |
4,119 | 345,749 | ||||||
| Cargurus, Inc. - Class A(1) |
12,087 | 379,653 | ||||||
| Cars.com, Inc.(1) |
1,129 | 14,282 | ||||||
| Chicken Soup For The Soul Entertainment, Inc. - Class A(1) |
354 | 8,096 | ||||||
| Cinemark Holdings, Inc.(1) |
11,142 | 214,038 | ||||||
| Clear Channel Outdoor Holdings, Inc. - Class A(1) |
3,760 | 10,190 | ||||||
| Cogent Communications Holdings, Inc. |
5,307 | 375,948 | ||||||
| CuriosityStream, Inc.(1) |
522 | 5,502 | ||||||
| Digital Media Solutions, Inc. - Class A(1) |
159 | 1,153 | ||||||
| Electronic Arts, Inc. |
39,410 | 5,606,072 | ||||||
| Eventbrite, Inc. - Class A(1) |
9,467 | 179,021 | ||||||
| EverQuote, Inc. - Class A(1) |
2,462 | 45,867 | ||||||
| fuboTV, Inc.(1) |
16,347 | 391,674 | ||||||
| Globalstar, Inc.(1) |
65,121 | 108,752 | ||||||
| Gogo, Inc.(1) |
520 | 8,996 | ||||||
| IAC/InterActiveCorp(1) |
40,279 | 5,247,951 | ||||||
| IDT Corp. - Class B(1) |
1,874 | 78,614 | ||||||
| iHeartMedia, Inc. - Class A(1) |
6,323 | 158,201 | ||||||
| IMAX Corp.(1) |
563 | 10,686 | ||||||
| Integral Ad Science Holding Corp.(1) |
990 | 20,424 | ||||||
| Iridium Communications, Inc.(1) |
11,077 | 441,418 | ||||||
| John Wiley & Sons, Inc. - Class A |
231,071 | 12,064,217 | ||||||
| Liberty Media Corp. -Liberty Braves - Class A(1) |
1,245 | 33,503 | ||||||
| Liberty Media Corp. -Liberty Braves - Class C(1) |
4,485 | 118,494 | ||||||
| Liberty TripAdvisor Holdings, Inc. - Class A(1) |
10,804 | 33,384 | ||||||
| Live Nation Entertainment, Inc.(1) |
85,554 | 7,796,536 | ||||||
| LiveXLive Media, Inc.(1) |
7,762 | 23,208 | ||||||
| Loral Space & Communications, Inc. |
1,682 | 72,343 | ||||||
| Madison Square Garden Sports Corp. - Class A(1) |
513 | 95,392 | ||||||
| Magnite, Inc.(1) |
16,142 | 451,976 | ||||||
| Match Group, Inc.(1) |
290,684 | 45,634,481 | ||||||
| MediaAlpha, Inc. - Class A(1) |
2,354 | 43,973 | ||||||
| Meredith Corp.(1) |
3,189 | 177,627 | ||||||
| National CineMedia, Inc. |
596 | 2,122 | ||||||
| New York Times Co. - Class A |
361,882 | 17,829,926 | ||||||
| Nexstar Media Group, Inc. - Class A |
216 | 32,823 | ||||||
| Ooma, Inc.(1) |
1,441 | 26,817 | ||||||
| Outbrain, Inc.(1) |
485 | 7,178 | ||||||
| Pinterest, Inc. - Class A(1) |
40,241 | 2,050,279 | ||||||
| Playtika Holding Corp.(1) |
7,536 | 208,220 | ||||||
| QuinStreet, Inc.(1) |
6,177 | 108,468 | ||||||
| Roku, Inc. - Class A(1) |
92,662 | 29,035,638 | ||||||
| Shenandoah Telecommunications Co. |
1,989 | 62,813 | ||||||
| Sinclair Broadcast Group, Inc. - Class A |
899 | 28,480 | ||||||
| Skillz, Inc. - Class A(1) |
21,126 | 207,457 | ||||||
| Snap, Inc. - Class A(1) |
212,602 | 15,704,910 | ||||||
| Spotify Technology SA(1) |
9,916 | 2,234,471 | ||||||
| Stagwell, Inc.(1) |
816 | 6,259 | ||||||
| Take-Two Interactive Software, Inc.(1) |
50,339 | 7,755,730 | ||||||
| TechTarget, Inc.(1) |
3,175 | 261,684 | ||||||
| Thryv Holdings, Inc.(1) |
796 | 23,912 | ||||||
| TripAdvisor, Inc.(1) |
4,325 | 146,401 | ||||||
| Twitter, Inc.(1) |
5,919 | 357,448 | ||||||
| Vimeo, Inc.(1) |
9,611 | 282,275 | ||||||
| Warner Music Group Corp. - Class A |
119,483 | 5,106,703 | ||||||
| WideOpenWest, Inc.(1) |
4,072 | 80,015 | ||||||
| World Wrestling Entertainment, Inc. - Class A |
2,763 | 155,446 | ||||||
| Yelp, Inc. - Class A(1) |
8,307 | 309,353 | ||||||
| Zillow Group, Inc. - Class A(1) |
4,405 | 390,195 | ||||||
| Zillow Group, Inc. - Class C(1) |
12,196 | 1,074,955 | ||||||
| ZipRecruiter, Inc. - Class A(1) |
503,218 | 13,888,817 | ||||||
| ZoomInfo Technologies, Inc. - Class A(1) |
245,949 | 15,049,619 | ||||||
| Zynga, Inc. - Class A(1) |
3,877,387 | 29,196,724 | ||||||
|
|
|
|||||||
| Total Communication Services |
|
231,301,096 | ||||||
|
|
|
|||||||
| Consumer Discretionary – 12.08% |
||||||||
| 1-800-Flowers.com, Inc. - Class A(1) |
185,918 | 5,672,358 | ||||||
| 1stdibs.com, Inc.(1) |
685 | 8,494 | ||||||
| 2U, Inc.(1) |
7,597 | 255,031 | ||||||
| Abercrombie & Fitch Co. - Class A(1) |
626 | 23,556 | ||||||
| Accel Entertainment, Inc. - Class A(1) |
7,215 | 87,590 | ||||||
| Acushnet Holdings Corp. |
57,773 | 2,697,999 | ||||||
| Adient Plc(1) |
1,507 | 62,465 | ||||||
| Advance Auto Parts, Inc. |
165,703 | 34,613,700 | ||||||
| American Axle & Manufacturing Holdings, Inc.(1) |
6,914 | 60,912 | ||||||
| American Eagle Outfitters, Inc. |
19,431 | 501,320 | ||||||
| America’s Car-Mart, Inc.(1) |
653 | 76,257 | ||||||
| AMMO, Inc.(1) |
10,780 | 66,297 | ||||||
| Aptiv Plc(1) |
166,579 | 24,815,274 | ||||||
| Arcimoto, Inc.(1) |
3,389 | 38,736 | ||||||
| Arko Corp.(1) |
14,993 | 151,429 | ||||||
| Asbury Automotive Group, Inc.(1) |
2,422 | 476,504 | ||||||
| Aterian, Inc.(1) |
3,299 | 35,728 | ||||||
| AutoZone, Inc.(1) |
335 | 568,827 | ||||||
| Bally’s Corp.(1) |
4,059 | 203,518 | ||||||
| Bath & Body Works, Inc. |
10,216 | 643,915 | ||||||
| Bed Bath & Beyond, Inc.(1) |
1,462 | 25,256 | ||||||
| Best Buy Co., Inc. |
4,162 | 439,965 | ||||||
| BJ’s Restaurants, Inc.(1) |
2,593 | 108,284 | ||||||
| Bloomin’ Brands, Inc.(1) |
11,056 | 276,400 | ||||||
| Boot Barn Holdings, Inc.(1) |
3,661 | 325,353 | ||||||
| Boyd Gaming Corp.(1) |
1,262 | 79,834 | ||||||
| Bright Horizons Family Solutions, Inc.(1) |
89,423 | 12,467,355 | ||||||
| Brinker International, Inc.(1) |
5,704 | 279,781 | ||||||
| Brunswick Corp. |
716 | 68,213 | ||||||
| Buckle, Inc. |
3,585 | 141,930 | ||||||
| Burlington Stores, Inc.(1) |
122,228 | 34,660,194 | ||||||
| Caesars Entertainment, Inc.(1) |
164,514 | 18,471,632 | ||||||
| Caleres, Inc. |
4,580 | 101,768 | ||||||
| Callaway Golf Co.(1) |
205,164 | 5,668,681 | ||||||
| Camping World Holdings, Inc. - Class A |
5,305 | 206,205 | ||||||
| Canada Goose Holdings, Inc.(1) |
110,352 | 3,936,256 | ||||||
| Canoo, Inc.(1) |
6,116 | 47,032 | ||||||
| CarMax, Inc.(1) |
1,006 | 128,728 | ||||||
| CarParts.com, Inc.(1) |
6,067 | 94,706 | ||||||
| Carriage Services, Inc. - Class A |
390 | 17,390 | ||||||
| Carvana Co. - Class A(1) |
5,596 | 1,687,418 | ||||||
| Casper Sleep, Inc.(1) |
3,335 | 14,240 | ||||||
| Cavco Industries, Inc.(1) |
813 | 192,470 | ||||||
| Century Casinos, Inc.(1) |
4,321 | 58,204 | ||||||
| Century Communities, Inc. |
2,434 | 149,569 | ||||||
| Cheesecake Factory, Inc.(1) |
5,735 | 269,545 | ||||||
| Chegg, Inc.(1) |
392,720 | 26,712,814 | ||||||
| Chico’s FAS, Inc.(1) |
3,219 | 14,453 | ||||||
| Children’s Place, Inc.(1) |
1,775 | 133,587 | ||||||
| Chipotle Mexican Grill, Inc. - Class A(1) |
17,672 | 32,119,213 | ||||||
| Choice Hotels International, Inc. |
2,519 | 318,326 | ||||||
| Churchill Downs, Inc. |
2,663 | 639,333 | ||||||
| Chuy’s Holdings, Inc.(1) |
1,066 | 33,611 | ||||||
| Citi Trends, Inc.(1) |
1,108 | 80,840 | ||||||
| Clarus Corp. |
2,876 | 73,712 | ||||||
| Columbia Sportswear Co. |
175 | 16,772 | ||||||
| Cracker Barrel Old Country Store, Inc. |
2,949 | 412,388 | ||||||
| Crocs, Inc.(1) |
240,843 | 34,556,154 | ||||||
| Dana, Inc. |
9,857 | 219,220 | ||||||
| Darden Restaurants, Inc. |
6,441 | 975,618 | ||||||
| Dave & Buster’s Entertainment, Inc.(1) |
2,476 | 94,905 | ||||||
| Deckers Outdoor Corp.(1) |
28,464 | 10,252,733 | ||||||
| Denny’s Corp.(1) |
5,915 | 96,651 | ||||||
| Designer Brands, Inc. - Class A(1) |
7,472 | 104,085 | ||||||
| Dine Brands Global, Inc.(1) |
2,000 | 162,420 | ||||||
| Dollar Tree, Inc.(1) |
66,830 | 6,396,968 | ||||||
| Domino’s Pizza, Inc. |
17,608 | 8,398,312 | ||||||
| DoorDash, Inc. - Class A(1) |
9,204 | 1,895,840 | ||||||
| Dorman Products, Inc.(1) |
3,331 | 315,346 | ||||||
| DR Horton, Inc. |
9,966 | 836,845 | ||||||
| DraftKings, Inc. - Class A(1) |
144,263 | 6,947,706 | ||||||
| Drive Shack, Inc.(1) |
4,600 | 12,926 | ||||||
| Duluth Holdings, Inc. - Class B(1) |
1,423 | 19,396 | ||||||
| Escalade, Inc. |
368 | 6,959 | ||||||
| Esports Technologies, Inc.(1) |
1,365 | 45,823 | ||||||
| Etsy, Inc.(1) |
9,190 | 1,911,152 | ||||||
| European Wax Center, Inc. - Class A(1) |
624 | 17,478 | ||||||
| Everi Holdings, Inc.(1) |
10,745 | 259,814 | ||||||
| Expedia Group, Inc.(1) |
10,526 | 1,725,211 | ||||||
| F45 Training Holdings, Inc.(1) |
1,447 | 21,647 | ||||||
| Farfetch Ltd. - Class A(1) |
253,445 | 9,499,119 | ||||||
| Fisker, Inc.(1) |
18,784 | 275,186 | ||||||
| Five Below, Inc.(1) |
3,982 | 704,057 | ||||||
| Floor & Decor Holdings, Inc. - Class A(1) |
70,229 | 8,482,961 | ||||||
| Fox Factory Holding Corp.(1) |
145,244 | 20,993,568 | ||||||
| Franchise Group, Inc. |
469 | 16,607 | ||||||
| Frontdoor, Inc.(1) |
4,170 | 174,723 | ||||||
| Full House Resorts, Inc.(1) |
3,936 | 41,761 | ||||||
| Funko, Inc. - Class A(1) |
3,176 | 57,835 | ||||||
| GameStop Corp. - Class A(1) |
4,658 | 817,339 | ||||||
| GAN Ltd.(1) |
505 | 7,509 | ||||||
| Garmin Ltd. |
33,375 | 5,188,478 | ||||||
| Gentherm, Inc.(1) |
287,369 | 23,256,773 | ||||||
| Global-e Online Ltd.(1) |
69,609 | 4,997,926 | ||||||
| Golden Entertainment, Inc.(1) |
2,176 | 106,820 | ||||||
| Golden Nugget Online Gaming, Inc.(1) |
4,975 | 86,416 | ||||||
| GoPro, Inc. - Class A(1) |
15,723 | 147,167 |
| Green Brick Partners, Inc.(1) |
1,574 | 32,299 | ||||||
| Greenlane Holdings, Inc. - Class A(1) |
2,046 | 4,849 | ||||||
| Groupon, Inc. - Class A(1) |
2,409 | 54,949 | ||||||
| GrowGeneration Corp.(1) |
6,724 | 165,881 | ||||||
| Guess?, Inc. |
642 | 13,488 | ||||||
| H&R Block, Inc. |
10,459 | 261,475 | ||||||
| Hamilton Beach Brands Holding Co. - Class A |
346 | 5,422 | ||||||
| Hanesbrands, Inc. |
15,032 | 257,949 | ||||||
| Haverty Furniture Companies, Inc. |
838 | 28,249 | ||||||
| Helen of Troy Ltd.(1) |
37,191 | 8,356,074 | ||||||
| Hibbett Sports, Inc. |
1,625 | 114,953 | ||||||
| Hilton Grand Vacations, Inc.(1) |
10,590 | 503,766 | ||||||
| Hilton Worldwide Holdings, Inc.(1) |
13,340 | 1,762,347 | ||||||
| Hooker Furnishings Corp. |
190 | 5,128 | ||||||
| Houghton Mifflin Harcourt Co.(1) |
15,010 | 201,584 | ||||||
| Installed Building Products, Inc. |
2,951 | 316,200 | ||||||
| International Game Technology Plc(1) |
12,405 | 326,500 | ||||||
| iRobot Corp.(1) |
3,152 | 247,432 | ||||||
| Jack in the Box, Inc. |
375 | 36,499 | ||||||
| JOANN, Inc. |
1,358 | 15,128 | ||||||
| Johnson Outdoors, Inc. - Class A |
378 | 39,992 | ||||||
| KB Home |
1,894 | 73,715 | ||||||
| Kirkland’s, Inc.(1) |
1,692 | 32,503 | ||||||
| Kontoor Brands, Inc. |
6,445 | 321,928 | ||||||
| Krispy Kreme, Inc.(1) |
1,966 | 27,524 | ||||||
| Kura Sushi USA, Inc. - Class A(1) |
520 | 22,714 | ||||||
| Latham Group, Inc.(1) |
2,869 | 47,052 | ||||||
| LCI Industries |
3,183 | 428,527 | ||||||
| Leslie’s, Inc.(1) |
1,248,393 | 25,641,992 | ||||||
| LGI Homes, Inc.(1) |
2,720 | 385,995 | ||||||
| Lindblad Expeditions Holdings, Inc.(1) |
3,814 | 55,646 | ||||||
| Liquidity Services, Inc.(1) |
3,251 | 70,254 | ||||||
| Lithia Motors, Inc. - Class A |
22,601 | 7,165,421 | ||||||
| LKQ Corp.(1) |
195,607 | 9,842,944 | ||||||
| Lordstown Motors Corp. - Class A(1) |
1,209 | 9,648 | ||||||
| Lovesac Co.(1) |
1,573 | 103,960 | ||||||
| Lululemon Athletica, Inc.(1) |
33,846 | 13,697,476 | ||||||
| Malibu Boats, Inc. - Class A(1) |
2,583 | 180,758 | ||||||
| Marine Products Corp. |
989 | 12,372 | ||||||
| MarineMax, Inc.(1) |
1,299 | 63,028 | ||||||
| MasterCraft Boat Holdings, Inc.(1) |
2,462 | 61,747 | ||||||
| Mattel, Inc.(1) |
25,227 | 468,213 | ||||||
| MDC Holdings, Inc. |
1,971 | 92,085 | ||||||
| Meritage Homes Corp.(1) |
50,312 | 4,880,264 | ||||||
| Mister Car Wash, Inc.(1) |
2,389 | 43,599 | ||||||
| Modine Manufacturing Co.(1) |
719 | 8,146 | ||||||
| Monarch Casino & Resort, Inc.(1) |
1,290 | 86,417 | ||||||
| Monro, Inc. |
2,541 | 146,133 | ||||||
| Murphy USA, Inc. |
3,074 | 514,157 | ||||||
| Nathan’s Famous, Inc. |
207 | 12,662 | ||||||
| National Vision Holdings, Inc.(1) |
159,489 | 9,054,191 | ||||||
| Nautilus, Inc.(1) |
924 | 8,602 | ||||||
| NEOGAMES SA(1) |
666 | 24,456 | ||||||
| Noodles & Co. - Class A(1) |
4,972 | 58,670 | ||||||
| Nordstrom, Inc.(1) |
6,777 | 179,252 | ||||||
| NVR, Inc.(1) |
157 | 752,671 | ||||||
| Ollie’s Bargain Outlet Holdings, Inc.(1) |
173,746 | 10,473,409 | ||||||
| On Holding AG - Class A(1) |
172,553 | 5,199,022 |
| ONE Group Hospitality, Inc.(1) |
2,803 | 29,964 | ||||||
| OneSpaWorld Holdings Ltd.(1) |
3,006 | 29,970 | ||||||
| OneWater Marine, Inc. - Class A |
1,566 | 62,969 | ||||||
| O’Reilly Automotive, Inc.(1) |
1,510 | 922,701 | ||||||
| Overstock.com, Inc.(1) |
5,347 | 416,638 | ||||||
| Oxford Industries, Inc. |
172 | 15,509 | ||||||
| Papa John’s International, Inc. |
85,381 | 10,842,533 | ||||||
| Party City Holdco, Inc.(1) |
15,387 | 109,248 | ||||||
| Patrick Industries, Inc. |
2,828 | 235,572 | ||||||
| Peloton Interactive, Inc. - Class A(1) |
148,106 | 12,892,627 | ||||||
| Penn National Gaming, Inc.(1) |
710 | 51,447 | ||||||
| Petco Health & Wellness Co., Inc. - Class A(1) |
363 | 7,659 | ||||||
| PetMed Express, Inc. |
2,107 | 56,615 | ||||||
| Planet Fitness, Inc. - Class A(1) |
127,599 | 10,022,901 | ||||||
| PlayAGS, Inc.(1) |
5,029 | 39,629 | ||||||
| PLBY Group, Inc.(1) |
2,956 | 69,673 | ||||||
| Polaris, Inc. |
2,884 | 345,099 | ||||||
| Pool Corp. |
13,414 | 5,827,176 | ||||||
| Porch Group, Inc.(1) |
226,686 | 4,007,809 | ||||||
| PowerSchool Holdings, Inc. - Class A(1) |
999 | 24,585 | ||||||
| PulteGroup, Inc. |
5,488 | 252,009 | ||||||
| Purple Innovation, Inc. - Class A(1) |
7,175 | 150,819 | ||||||
| QuantumScape Corp. - Class A(1) |
10,671 | 261,866 | ||||||
| Quotient Technology, Inc.(1) |
11,119 | 64,713 | ||||||
| Ralph Lauren Corp. - Class A |
45,236 | 5,023,005 | ||||||
| RCI Hospitality Holdings, Inc. |
1,204 | 82,486 | ||||||
| RealReal, Inc.(1) |
9,965 | 131,339 | ||||||
| Red Robin Gourmet Burgers, Inc.(1) |
1,919 | 44,252 | ||||||
| Red Rock Resorts, Inc. - Class A(1) |
7,715 | 395,162 | ||||||
| Regis Corp.(1) |
2,403 | 8,362 | ||||||
| Rent-A-Center, Inc. |
7,661 | 430,625 | ||||||
| Revolve Group, Inc. - Class A(1) |
204,621 | 12,639,439 | ||||||
| RH(1) |
15,245 | 10,167,043 | ||||||
| Rocky Brands, Inc. |
65 | 3,095 | ||||||
| Rush Street Interactive, Inc.(1) |
6,844 | 131,473 | ||||||
| Ruth’s Hospitality Group, Inc.(1) |
4,100 | 84,911 | ||||||
| Sally Beauty Holdings, Inc.(1) |
14,157 | 238,545 | ||||||
| Scientific Games Corp.(1) |
11,943 | 992,105 | ||||||
| SeaWorld Entertainment, Inc.(1) |
126,035 | 6,972,256 | ||||||
| Shake Shack, Inc. - Class A(1) |
4,815 | 377,785 | ||||||
| Shift Technologies, Inc.(1) |
1,369 | 9,501 | ||||||
| Shoe Carnival, Inc. |
1,945 | 63,057 | ||||||
| Shutterstock, Inc. |
2,995 | 339,393 | ||||||
| Signet Jewelers Ltd. |
5,049 | 398,669 | ||||||
| Six Flags Entertainment Corp.(1) |
2,128 | 90,440 | ||||||
| Skechers USA, Inc. - Class A(1) |
1,060 | 44,647 | ||||||
| Skyline Champion Corp.(1) |
262,042 | 15,738,243 | ||||||
| Sleep Number Corp.(1) |
1,397 | 130,592 | ||||||
| Smith & Wesson Brands, Inc. |
5,954 | 123,605 | ||||||
| Snap One Holdings Corp.(1) |
861 | 14,353 | ||||||
| Sonos, Inc.(1) |
15,311 | 495,464 | ||||||
| Sportsman’s Warehouse Holdings, Inc.(1) |
5,561 | 97,874 | ||||||
| Stamps.com, Inc.(1) |
1,496 | 493,366 | ||||||
| Steven Madden Ltd. |
374,497 | 15,039,800 | ||||||
| Stitch Fix, Inc. - Class A(1) |
7,729 | 308,774 | ||||||
| Stoneridge, Inc.(1) |
434 | 8,849 | ||||||
| Stride, Inc.(1) |
251 | 9,021 | ||||||
| Sturm Ruger & Co., Inc. |
1,993 | 147,044 |
| Superior Group of Companies, Inc. |
341 | 7,942 | ||||||
| Tapestry, Inc. |
2,012 | 74,484 | ||||||
| Target Hospitality Corp.(1) |
2,117 | 7,896 | ||||||
| Taylor Morrison Home Corp. - Class A(1) |
1,797 | 46,327 | ||||||
| Tempur Sealy International, Inc. |
13,247 | 614,793 | ||||||
| Tenneco, Inc. - Class A(1) |
7,770 | 110,878 | ||||||
| Terminix Global Holdings, Inc.(1) |
415,000 | 17,293,050 | ||||||
| Texas Roadhouse, Inc. - Class A |
105,797 | 9,662,440 | ||||||
| Thor Industries, Inc. |
1,556 | 191,015 | ||||||
| Toll Brothers, Inc. |
3,284 | 181,572 | ||||||
| TopBuild Corp.(1) |
1,973 | 404,090 | ||||||
| Torrid Holdings, Inc.(1) |
455 | 7,021 | ||||||
| Tractor Supply Co. |
92,346 | 18,710,223 | ||||||
| Traeger, Inc.(1) |
924 | 19,339 | ||||||
| Travel + Leisure Co. |
4,044 | 220,519 | ||||||
| TRI Pointe Group, Inc.(1) |
1,126 | 23,669 | ||||||
| Ulta Beauty, Inc.(1) |
101,682 | 36,699,067 | ||||||
| Under Armour, Inc. - Class A(1) |
359,222 | 7,249,100 | ||||||
| Urban Outfitters, Inc.(1) |
6,018 | 178,674 | ||||||
| Vail Resorts, Inc.(1) |
21,068 | 7,037,765 | ||||||
| VF Corp. |
15,132 | 1,013,693 | ||||||
| Victoria’s Secret & Co.(1) |
3,254 | 179,816 | ||||||
| Visteon Corp.(1) |
3,449 | 325,551 | ||||||
| Vivint Smart Home, Inc.(1) |
2,925 | 27,641 | ||||||
| Vroom, Inc.(1) |
2,073 | 45,751 | ||||||
| Vuzix Corp.(1) |
7,143 | 74,716 | ||||||
| Wayfair, Inc. - Class A(1) |
93,482 | 23,885,586 | ||||||
| Weber, Inc. - Class A(1) |
687 | 12,084 | ||||||
| Wendy’s Co. |
12,829 | 278,133 | ||||||
| Williams-Sonoma, Inc. |
4,116 | 729,890 | ||||||
| Wingstop, Inc. |
97,077 | 15,913,833 | ||||||
| Winmark Corp. |
149 | 32,039 | ||||||
| Winnebago Industries, Inc. |
4,044 | 292,988 | ||||||
| Wolverine World Wide, Inc. |
10,201 | 304,398 | ||||||
| Workhorse Group, Inc.(1) |
1,277 | 9,769 | ||||||
| WW International, Inc.(1) |
1,921 | 35,058 | ||||||
| Wyndham Hotels & Resorts, Inc. |
4,199 | 324,121 | ||||||
| Wynn Resorts Ltd.(1) |
7,706 | 653,084 | ||||||
| XL Fleet Corp.(1) |
553 | 3,406 | ||||||
| Xometry, Inc. - Class A(1) |
797 | 45,963 | ||||||
| XPEL, Inc.(1) |
2,249 | 170,609 | ||||||
| Xponential Fitness, Inc. - Class A(1) |
693 | 8,794 | ||||||
| YETI Holdings, Inc.(1) |
145,354 | 12,455,384 | ||||||
| Yum China Holdings, Inc. |
2,350 | 136,559 | ||||||
| Yum! Brands, Inc. |
1,835 | 224,439 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
738,593,614 | ||||||
|
|
|
|||||||
| Consumer Staples – 4.05% |
||||||||
| 22nd Century Group, Inc.(1) |
19,865 | 58,800 | ||||||
| AppHarvest, Inc.(1) |
8,711 | 56,796 | ||||||
| Beauty Health Co.(1) |
10,391 | 269,854 | ||||||
| BellRing Brands, Inc. - Class A(1) |
3,254 | 100,061 | ||||||
| Beyond Meat, Inc.(1) |
3,622 | 381,252 | ||||||
| BJ’s Wholesale Club Holdings, Inc.(1) |
110,471 | 6,067,067 | ||||||
| Boston Beer, Inc. - Class A(1) |
23,683 | 12,072,409 | ||||||
| Brown-Forman Corp. - Class A |
1,700 | 106,539 | ||||||
| Brown-Forman Corp. - Class B |
6,516 | 436,637 | ||||||
| Calavo Growers, Inc. |
2,156 | 82,445 | ||||||
| Celsius Holdings, Inc.(1) |
211,604 | 19,063,404 | ||||||
| Central Garden & Pet Co. - Class A(1) |
394 | 18,912 | ||||||
| Central Garden & Pet Co. - Class A(1) |
2,011 | 86,473 | ||||||
| Church & Dwight Co., Inc. |
187,283 | 15,463,957 | ||||||
| Clorox Co. |
153,393 | 25,403,415 | ||||||
| Coca-Cola Consolidated, Inc. |
593 | 233,749 | ||||||
| Darling Ingredients, Inc.(1) |
614 | 44,147 | ||||||
| Duckhorn Portfolio, Inc.(1) |
1,678 | 38,409 | ||||||
| elf Beauty, Inc.(1) |
271,801 | 7,895,819 | ||||||
| Energizer Holdings, Inc. |
8,511 | 332,355 | ||||||
| Freshpet, Inc.(1) |
124,826 | 17,811,422 | ||||||
| Herbalife Nutrition Ltd.(1) |
1,267 | 53,696 | ||||||
| Hershey Co. |
120,547 | 20,402,580 | ||||||
| Honest Co., Inc.(1) |
2,079 | 21,580 | ||||||
| Hormel Foods Corp. |
346,000 | 14,186,000 | ||||||
| Inter Parfums, Inc. |
187,291 | 14,003,748 | ||||||
| J&J Snack Foods Corp. |
1,851 | 282,870 | ||||||
| J.M. Smucker Co. |
192,114 | 23,059,443 | ||||||
| John B Sanfilippo & Son, Inc. |
710 | 58,021 | ||||||
| Kellogg Co. |
8,197 | 523,952 | ||||||
| Laird Superfood, Inc.(1) |
497 | 9,483 | ||||||
| Lamb Weston Holdings, Inc. |
225,242 | 13,823,102 | ||||||
| Lancaster Colony Corp. |
16,837 | 2,842,254 | ||||||
| Limoneira Co. |
560 | 9,055 | ||||||
| McCormick & Co., Inc. |
251,038 | 20,341,609 | ||||||
| MedAvail Holdings, Inc.(1) |
1,309 | 3,822 | ||||||
| Medifast, Inc. |
1,509 | 290,694 | ||||||
| MGP Ingredients, Inc. |
83,394 | 5,428,949 | ||||||
| Mission Produce, Inc.(1) |
515 | 9,466 | ||||||
| Molson Coors Beverage Co. - Class B |
321,999 | 14,934,314 | ||||||
| Monster Beverage Corp.(1) |
29,529 | 2,623,061 | ||||||
| National Beverage Corp. |
2,911 | 152,798 | ||||||
| NewAge, Inc.(1) |
8,815 | 12,253 | ||||||
| Nu Skin Enterprises, Inc. - Class A |
2,803 | 113,437 | ||||||
| Olaplex Holdings, Inc.(1) |
235,115 | 5,760,318 | ||||||
| Performance Food Group Co.(1) |
17,490 | 812,585 | ||||||
| Pilgrim’s Pride Corp.(1) |
1,446 | 42,050 | ||||||
| PriceSmart, Inc. |
191 | 14,812 | ||||||
| Revlon, Inc. - Class A(1) |
36 | 364 | ||||||
| Sanderson Farms, Inc. |
2,228 | 419,310 | ||||||
| Simply Good Foods Co.(1) |
596 | 20,556 | ||||||
| Sprouts Farmers Market, Inc.(1) |
6,307 | 146,133 | ||||||
| Tattooed Chef, Inc.(1) |
5,863 | 108,055 | ||||||
| The Andersons, Inc. |
1,690 | 52,103 | ||||||
| The Chefs’ Warehouse, Inc.(1) |
255 | 8,305 | ||||||
| Turning Point Brands, Inc. |
1,868 | 89,197 | ||||||
| United Natural Foods, Inc.(1) |
412 | 19,949 | ||||||
| USANA Health Sciences, Inc.(1) |
1,532 | 141,250 | ||||||
| Utz Brands, Inc. |
7,114 | 121,863 | ||||||
| Vector Group Ltd. |
2,436 | 31,059 | ||||||
| Veru, Inc.(1) |
5,180 | 44,185 | ||||||
| Vital Farms, Inc.(1) |
2,978 | 52,324 | ||||||
| WD-40 Co. |
1,754 | 406,016 | ||||||
| Zevia PBC - Class A(1) |
952 | 10,958 | ||||||
|
|
|
|||||||
| Total Consumer Staples |
|
247,511,501 | ||||||
|
|
|
|||||||
| Energy – 0.88% |
||||||||
| Altus Midstream Co. - Class A |
38 | 2,623 | ||||||
| Antero Resources Corp.(1) |
4,304 | 80,958 | ||||||
| Arch Resources, Inc.(1) |
370 | 34,318 | ||||||
| Aspen Aerogels, Inc.(1) |
2,991 | 137,616 | ||||||
| Cabot Oil & Gas Corp. |
126,268 | 2,747,592 | ||||||
| Cactus, Inc. - Class A |
6,813 | 256,986 | ||||||
| Callon Petroleum Co.(1) |
4,296 | 210,848 | ||||||
| Cameco Corp. |
559,696 | 12,162,194 | ||||||
| Centennial Resource Development, Inc. - Class A(1) |
2,757 | 18,472 | ||||||
| ChampionX Corp.(1) |
576,515 | 12,890,875 | ||||||
| Cheniere Energy, Inc.(1) |
17,018 | 1,662,148 | ||||||
| Cimarex Energy Co. |
1,446 | 126,091 | ||||||
| Contango Oil & Gas Co.(1) |
18,200 | 83,174 | ||||||
| Continental Resources, Inc. |
488 | 22,521 | ||||||
| Denbury, Inc.(1) |
6,463 | 454,026 | ||||||
| Diamondback Energy, Inc. |
123,693 | 11,710,016 | ||||||
| DMC Global, Inc.(1) |
2,309 | 85,225 | ||||||
| Dorian LPG Ltd. |
598 | 7,421 | ||||||
| Earthstone Energy, Inc. - Class A(1) |
485 | 4,462 | ||||||
| Energy Fuels, Inc.(1) |
15,796 | 110,888 | ||||||
| Extraction Oil & Gas, Inc.(1) |
778 | 43,918 | ||||||
| Falcon Minerals Corp. |
4,054 | 19,054 | ||||||
| Frank’s International NV(1) |
2,797 | 8,223 | ||||||
| Halliburton Co. |
3,390 | 73,292 | ||||||
| Hess Corp. |
1,355 | 105,839 | ||||||
| Kosmos Energy Ltd.(1) |
50,361 | 149,069 | ||||||
| Laredo Petroleum, Inc.(1) |
395 | 32,023 | ||||||
| Liberty Oilfield Services, Inc. - Class A(1) |
4,092 | 49,636 | ||||||
| Magnolia Oil & Gas Corp. - Class A |
229,473 | 4,082,325 | ||||||
| Matador Resources Co. |
14,226 | 541,157 | ||||||
| New Fortress Energy, Inc. - Class A |
1,894 | 52,559 | ||||||
| NexTier Oilfield Solutions, Inc.(1) |
2,241 | 10,309 | ||||||
| Oasis Petroleum, Inc. |
2,127 | 211,466 | ||||||
| Occidental Petroleum Corp. |
7,714 | 228,180 | ||||||
| Ovintiv, Inc. |
1,805 | 59,348 | ||||||
| Par Pacific Holdings, Inc.(1) |
4,653 | 73,145 | ||||||
| Pioneer Natural Resources Co. |
23,761 | 3,956,444 | ||||||
| Riley Exploration Permian, Inc. |
124 | 2,912 | ||||||
| Solaris Oilfield Infrastructure, Inc. - Class A |
1,058 | 8,824 | ||||||
| Southwestern Energy Co.(1) |
84,242 | 466,701 | ||||||
| Talos Energy, Inc.(1) |
686 | 9,446 | ||||||
| Tellurian, Inc.(1) |
44,851 | 175,367 | ||||||
| TETRA Technologies, Inc.(1) |
11,428 | 35,655 | ||||||
| Texas Pacific Land Corp. |
431 | 521,234 | ||||||
| Uranium Energy Corp.(1) |
28,742 | 87,663 | ||||||
| Ur-Energy, Inc.(1) |
20,296 | 34,909 | ||||||
| Vine Energy, Inc. - Class A(1) |
3,197 | 52,655 | ||||||
|
|
|
|||||||
| Total Energy |
|
53,899,807 | ||||||
|
|
|
|||||||
| Financials – 9.08% |
||||||||
| Alleghany Corp.(1) |
106 | 66,187 | ||||||
| Altabancorp |
176 | 7,772 | ||||||
| Ameriprise Financial, Inc. |
4,608 | 1,217,065 | ||||||
| AMERISAFE, Inc. |
71,649 | 4,023,808 | ||||||
| Apollo Global Management, Inc. - Class A |
13,168 | 811,017 | ||||||
| Arch Capital Group Ltd.(1) |
6,682 | 255,119 | ||||||
| Ares Management Corp. - Class A |
8,757 | 646,529 | ||||||
| Argo Group International Holdings Ltd. |
162,297 | 8,475,149 | ||||||
| Arthur J. Gallagher & Co. |
217,802 | 32,376,267 | ||||||
| Artisan Partners Asset Management, Inc. - Class A |
7,283 | 356,284 | ||||||
| Atlanticus Holdings Corp.(1) |
630 | 33,428 | ||||||
| Axos Financial, Inc.(1) |
623 | 32,109 | ||||||
| Blucora, Inc.(1) |
2,190 | 34,142 | ||||||
| Blue Foundry Bancorp(1) |
403 | 5,557 | ||||||
| Bridgewater Bancshares, Inc.(1) |
576 | 10,086 | ||||||
| Bright Health Group, Inc.(1) |
4,655 | 37,985 | ||||||
| Brightsphere Investment Group, Inc. |
7,200 | 188,136 | ||||||
| Brown & Brown, Inc. |
1,034 | 57,335 | ||||||
| BRP Group, Inc. - Class A(1) |
5,806 | 193,282 | ||||||
| Bryn Mawr Bank Corp. |
188,802 | 8,675,452 | ||||||
| Cadence BanCorp - Class A |
4,989 | 109,558 | ||||||
| Camden National Corp. |
77,571 | 3,715,651 | ||||||
| Citizens Financial Group, Inc. |
5,418 | 254,538 | ||||||
| Coastal Financial Corp.(1) |
1,175 | 37,435 | ||||||
| Cohen & Steers, Inc. |
130,638 | 10,943,545 | ||||||
| Columbia Banking System, Inc. |
488,904 | 18,573,463 | ||||||
| Columbia Financial, Inc.(1) |
1,816 | 33,596 | ||||||
| Credit Acceptance Corp.(1) |
41 | 23,997 | ||||||
| CrossFirst Bankshares, Inc.(1) |
3,210 | 41,730 | ||||||
| Cullen/Frost Bankers, Inc. |
136,398 | 16,179,531 | ||||||
| Curo Group Holdings Corp. |
2,580 | 44,711 | ||||||
| Customers Bancorp, Inc.(1) |
271 | 11,658 | ||||||
| Discover Financial Services |
11,957 | 1,468,917 | ||||||
| Donnelley Financial Solutions, Inc.(1) |
266 | 9,209 | ||||||
| Eastern Bankshares, Inc. |
4,653 | 94,456 | ||||||
| eHealth, Inc.(1) |
861 | 34,871 | ||||||
| Erie Indemnity Co. - Class A |
1,241 | 221,419 | ||||||
| Everest Re Group Ltd. |
125,103 | 31,373,330 | ||||||
| FactSet Research Systems, Inc. |
2,359 | 931,286 | ||||||
| FB Financial Corp. |
392 | 16,809 | ||||||
| First Financial Bankshares, Inc. |
14,995 | 689,020 | ||||||
| First Merchants Corp. |
211,957 | 8,868,281 | ||||||
| First Republic Bank |
102,829 | 19,833,658 | ||||||
| FirstCash, Inc. |
347 | 30,363 | ||||||
| Five Star Bancorp |
249 | 5,961 | ||||||
| Focus Financial Partners, Inc. - Class A(1) |
195,665 | 10,246,976 | ||||||
| GAMCO Investors, Inc. - Class A |
567 | 14,957 | ||||||
| GCM Grosvenor, Inc. - Class A |
4,778 | 55,043 | ||||||
| Glacier Bancorp, Inc. |
1,513 | 83,745 | ||||||
| GoHealth, Inc. - Class A(1) |
2,923 | 14,703 | ||||||
| Goosehead Insurance, Inc. - Class A |
337 | 51,322 | ||||||
| Great Western Bancorp, Inc. |
184,166 | 6,029,595 | ||||||
| Green Dot Corp. - Class A(1) |
103,556 | 5,211,973 | ||||||
| Greenhill & Co., Inc. |
1,737 | 25,395 | ||||||
| Hamilton Lane, Inc. - Class A |
4,248 | 360,315 | ||||||
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. |
546 | 29,200 | ||||||
| Heritage Insurance Holdings, Inc. |
343 | 2,336 | ||||||
| Hingham Institution for Savings |
10 | 3,367 | ||||||
| Houlihan Lokey, Inc. - Class A |
175,080 | 16,124,868 | ||||||
| Investors Bancorp, Inc. |
10,360 | 156,540 | ||||||
| Investors Title Co. |
36 | 6,574 | ||||||
| James River Group Holdings Ltd. |
612 | 23,091 | ||||||
| Kearny Financial Corp. |
3,289 | 40,882 | ||||||
| Kinsale Capital Group, Inc. |
2,674 | 432,386 | ||||||
| Lakeland Financial Corp. |
200 | 14,248 | ||||||
| Lemonade, Inc.(1) |
285 | 19,098 | ||||||
| LendingTree, Inc.(1) |
1,463 | 204,571 | ||||||
| Lincoln National Corp. |
2,080 | 143,000 | ||||||
| Live Oak Bancshares, Inc. |
3,905 | 248,475 | ||||||
| LPL Financial Holdings, Inc. |
104,684 | 16,410,264 |
| Luther Burbank Corp. |
124 | 1,663 | ||||||
| Markel Corp.(1) |
165 | 197,196 | ||||||
| MarketAxess Holdings, Inc. |
16,466 | 6,927,082 | ||||||
| Meta Financial Group, Inc. |
1,047 | 54,947 | ||||||
| Metrocity Bankshares, Inc. |
578 | 12,121 | ||||||
| Metropolitan Bank Holding Corp.(1) |
64 | 5,395 | ||||||
| Moelis & Co. - Class A |
4,179 | 258,555 | ||||||
| Morningstar, Inc. |
1,531 | 396,575 | ||||||
| MSCI, Inc. - Class A |
54,205 | 32,975,070 | ||||||
| Nasdaq, Inc. |
128,452 | 24,793,805 | ||||||
| NMI Holdings, Inc. - Class A(1) |
637 | 14,403 | ||||||
| Northern Trust Corp. |
163,171 | 17,591,466 | ||||||
| Open Lending Corp. - Class A(1) |
162,237 | 5,851,889 | ||||||
| Origin Bancorp, Inc. |
616 | 26,088 | ||||||
| Pacific Premier Bancorp, Inc. |
1,201 | 49,769 | ||||||
| PacWest Bancorp |
169,846 | 7,697,421 | ||||||
| Palomar Holdings, Inc. - Class A(1) |
69,585 | 5,624,556 | ||||||
| PennyMac Mortgage Investment Trust |
2,283 | 44,952 | ||||||
| Piper Sandler Companies |
27,945 | 3,869,265 | ||||||
| PJT Partners, Inc. - Class A |
2,528 | 199,990 | ||||||
| PRA Group, Inc.(1) |
279,629 | 11,783,566 | ||||||
| PROG Holdings, Inc. |
306,433 | 12,873,250 | ||||||
| Prosperity Bancshares, Inc. |
186,687 | 13,279,046 | ||||||
| Pzena Investment Management, Inc. - Class A |
2,174 | 21,392 | ||||||
| Raymond James Financial, Inc. |
672 | 62,012 | ||||||
| RBB Bancorp |
273 | 6,882 | ||||||
| Regional Management Corp. |
436 | 25,366 | ||||||
| RenaissanceRe Holdings Ltd. |
1,495 | 208,403 | ||||||
| RLI Corp. |
4,716 | 472,873 | ||||||
| Rocket Companies, Inc. - Class A |
10,251 | 164,426 | ||||||
| Ryan Specialty Group Holdings, Inc. - Class A(1) |
100,783 | 3,413,520 | ||||||
| Selectquote, Inc.(1) |
17,406 | 225,060 | ||||||
| ServisFirst Bancshares, Inc. |
5,188 | 403,626 | ||||||
| Signature Bank |
54,264 | 14,775,002 | ||||||
| Silvergate Capital Corp. - Class A(1) |
47,853 | 5,527,022 | ||||||
| Southern First Bancshares, Inc.(1) |
426 | 22,791 | ||||||
| StepStone Group, Inc. - Class A |
5,313 | 226,546 | ||||||
| Sterling Bancorp |
1,098 | 27,406 | ||||||
| Stock Yards Bancorp, Inc. |
575 | 33,724 | ||||||
| StoneX Group, Inc.(1) |
204 | 13,444 | ||||||
| SVB Financial Group(1) |
118,269 | 76,505,851 | ||||||
| Synchrony Financial |
7,739 | 378,282 | ||||||
| Synovus Financial Corp. |
798 | 35,024 | ||||||
| T Rowe Price Group, Inc. |
5,409 | 1,063,950 | ||||||
| Texas Capital Bancshares, Inc.(1) |
2,376 | 142,608 | ||||||
| Tradeweb Markets, Inc. - Class A |
680,516 | 54,972,082 | ||||||
| Triumph Bancorp, Inc.(1) |
2,747 | 275,057 | ||||||
| Trupanion, Inc.(1) |
4,760 | 369,709 | ||||||
| UMB Financial Corp. |
66,051 | 6,387,792 | ||||||
| Upstart Holdings, Inc.(1) |
24,783 | 7,842,333 | ||||||
| UWM Holdings Corp. |
3,226 | 22,421 | ||||||
| Value Line, Inc. |
94 | 3,220 | ||||||
| Veritex Holdings, Inc. |
771 | 30,347 | ||||||
| Virtus Investment Partners, Inc. |
909 | 282,081 | ||||||
| Walker & Dunlop, Inc. |
81,684 | 9,271,134 | ||||||
| Waterstone Financial, Inc. |
257 | 5,266 | ||||||
| West Bancorporation, Inc. |
432 | 12,973 | ||||||
| Western Alliance Bancorp |
3,830 | 416,781 |
| WisdomTree Investments, Inc. |
12,133 | 68,794 | ||||||
|
|
|
|||||||
| Total Financials |
|
555,245,896 | ||||||
|
|
|
|||||||
| Healthcare – 22.69% |
||||||||
| 10X Genomics, Inc. - Class A(1) |
6,072 | 883,962 | ||||||
| 1Life Healthcare, Inc.(1) |
14,501 | 293,645 | ||||||
| 4D Molecular Therapeutics, Inc.(1) |
289 | 7,794 | ||||||
| 9 Meters Biopharma, Inc.(1) |
29,996 | 38,995 | ||||||
| Abcam Plc - ADR(1) |
241,680 | 4,898,854 | ||||||
| ABIOMED, Inc.(1) |
3,218 | 1,047,523 | ||||||
| Absci Corp.(1) |
1,065 | 12,386 | ||||||
| Acadia Healthcare Co., Inc.(1) |
130,272 | 8,308,748 | ||||||
| ACADIA Pharmaceuticals, Inc.(1) |
15,003 | 249,200 | ||||||
| Accelerate Diagnostics, Inc.(1) |
6,009 | 35,032 | ||||||
| Acceleron Pharma, Inc.(1) |
3,816 | 656,734 | ||||||
| Accolade, Inc.(1) |
6,272 | 264,490 | ||||||
| Accuray, Inc.(1) |
11,084 | 43,782 | ||||||
| Aclaris Therapeutics, Inc.(1) |
6,266 | 112,788 | ||||||
| Acumen Pharmaceuticals, Inc.(1) |
737 | 10,952 | ||||||
| Acutus Medical, Inc.(1) |
2,323 | 20,535 | ||||||
| Adagio Therapeutics, Inc.(1) |
1,534 | 64,796 | ||||||
| Adaptive Biotechnologies Corp.(1) |
7,025 | 238,780 | ||||||
| Addus HomeCare Corp.(1) |
786 | 62,683 | ||||||
| Aduro Bioteech, Inc.(1)(5) |
5,254 | 15,762 | ||||||
| Aerie Pharmaceuticals, Inc.(1) |
5,214 | 59,440 | ||||||
| Aerovate Therapeutics, Inc.(1) |
749 | 15,714 | ||||||
| Affimed NV(1) |
14,347 | 88,664 | ||||||
| Agenus, Inc.(1) |
25,831 | 135,613 | ||||||
| Agilent Technologies, Inc. |
129,638 | 20,421,874 | ||||||
| Agiliti, Inc.(1) |
2,809 | 53,483 | ||||||
| agilon health, Inc.(1) |
4,623 | 121,169 | ||||||
| Akebia Therapeutics, Inc.(1) |
9,912 | 28,547 | ||||||
| Akero Therapeutics, Inc.(1) |
2,356 | 52,657 | ||||||
| Akoya Biosciences, Inc.(1) |
1,604 | 22,392 | ||||||
| Albireo Pharma, Inc.(1) |
1,669 | 52,073 | ||||||
| Aldeyra Therapeutics, Inc.(1) |
5,855 | 51,407 | ||||||
| Alector, Inc.(1) |
7,254 | 165,536 | ||||||
| Align Technology, Inc.(1) |
50,205 | 33,407,913 | ||||||
| Alignment Healthcare, Inc.(1) |
3,315 | 52,974 | ||||||
| Aligos Therapeutics, Inc.(1) |
2,664 | 41,319 | ||||||
| Alkermes Plc(1) |
20,390 | 628,828 | ||||||
| Allakos, Inc.(1) |
4,346 | 460,111 | ||||||
| Allogene Therapeutics, Inc.(1) |
3,554 | 91,338 | ||||||
| Allovir, Inc.(1) |
3,651 | 91,494 | ||||||
| Alnylam Pharmaceuticals, Inc.(1) |
49,303 | 9,308,899 | ||||||
| Alpha Teknova, Inc.(1) |
514 | 12,793 | ||||||
| Alphatec Holdings, Inc.(1) |
8,334 | 101,591 | ||||||
| Alpine Immune Sciences, Inc.(1) |
1,307 | 13,946 | ||||||
| ALX Oncology Holdings, Inc.(1) |
2,208 | 163,083 | ||||||
| Amedisys, Inc.(1) |
2,049 | 305,506 | ||||||
| Amicus Therapeutics, Inc.(1) |
32,915 | 314,338 | ||||||
| AMN Healthcare Services, Inc.(1) |
197,107 | 22,618,028 | ||||||
| Amneal Pharmaceuticals, Inc.(1) |
13,099 | 69,949 | ||||||
| Amphastar Pharmaceuticals, Inc.(1) |
1,377 | 26,177 | ||||||
| Ampio Pharmaceuticals, Inc.(1) |
23,639 | 39,241 | ||||||
| Anavex Life Sciences Corp.(1) |
8,080 | 145,036 | ||||||
| Angion Biomedica Corp.(1) |
2,762 | 26,985 | ||||||
| Antares Pharma, Inc.(1) |
21,421 | 77,972 | ||||||
| Apellis Pharmaceuticals, Inc.(1) |
123,329 | 4,064,924 | ||||||
| Apollo Medical Holdings, Inc.(1) |
4,679 | 426,023 | ||||||
| Applied Molecular Transport, Inc.(1) |
2,919 | 75,515 | ||||||
| Applied Therapeutics, Inc.(1) |
1,532 | 25,431 | ||||||
| Apria, Inc.(1) |
903 | 33,546 | ||||||
| Apyx Medical Corp.(1) |
4,198 | 58,142 | ||||||
| AquaBounty Technologies, Inc.(1) |
2,042 | 8,311 | ||||||
| Arbutus Biopharma Corp.(1) |
877 | 3,762 | ||||||
| Arcutis Biotherapeutics, Inc.(1) |
323 | 7,716 | ||||||
| Ardelyx, Inc.(1) |
7,562 | 9,982 | ||||||
| Arena Pharmaceuticals, Inc.(1) |
777 | 46,270 | ||||||
| Argenx SE - ADR(1) |
115,090 | 34,757,180 | ||||||
| Arrowhead Pharmaceuticals, Inc.(1) |
12,811 | 799,791 | ||||||
| Arvinas, Inc.(1) |
96,936 | 7,966,200 | ||||||
| Ascendis Pharma - ADR(1) |
272,967 | 43,508,210 | ||||||
| Asensus Surgical, Inc.(1) |
8,331 | 15,412 | ||||||
| Aspira Women’s Health, Inc.(1) |
8,343 | 27,115 | ||||||
| Atara Biotherapeutics, Inc.(1) |
809 | 14,481 | ||||||
| Atea Pharmaceuticals, Inc.(1) |
1,129 | 39,583 | ||||||
| Athenex, Inc.(1) |
5,812 | 17,494 | ||||||
| Athersys, Inc.(1) |
24,089 | 32,038 | ||||||
| Atossa Therapeutics, Inc.(1) |
964 | 3,143 | ||||||
| AtriCure, Inc.(1) |
83,503 | 5,807,634 | ||||||
| Atrion Corp. |
178 | 124,155 | ||||||
| Avalo Therapeutics, Inc.(1) |
6,046 | 13,180 | ||||||
| Avantor, Inc.(1) |
42,093 | 1,721,604 | ||||||
| Aveanna Healthcare Holdings, Inc.(1) |
4,756 | 38,143 | ||||||
| Avid Bioservices, Inc.(1) |
7,138 | 153,967 | ||||||
| Avidity Biosciences, Inc.(1) |
850 | 20,935 | ||||||
| Avita Medical, Inc.(1) |
3,147 | 55,765 | ||||||
| Axogen, Inc.(1) |
4,740 | 74,892 | ||||||
| Axonics, Inc.(1) |
45,652 | 2,971,489 | ||||||
| Axsome Therapeutics, Inc.(1) |
3,421 | 112,756 | ||||||
| Beam Therapeutics, Inc.(1) |
126,450 | 11,002,414 | ||||||
| Berkeley Lights, Inc.(1) |
6,048 | 118,299 | ||||||
| Beyondspring, Inc.(1) |
2,864 | 45,137 | ||||||
| BioAtla, Inc.(1) |
1,907 | 56,142 | ||||||
| BioCryst Pharmaceuticals, Inc.(1) |
2,209 | 31,743 | ||||||
| BioDelivery Sciences International, Inc.(1) |
11,282 | 40,728 | ||||||
| Biodesix, Inc.(1) |
1,358 | 11,163 | ||||||
| Biohaven Pharmaceutical Holding Co. Ltd.(1) |
52,167 | 7,246,518 | ||||||
| BioLife Solutions, Inc.(1) |
3,089 | 130,726 | ||||||
| Biomea Fusion, Inc.(1) |
962 | 11,515 | ||||||
| Bionano Genomics, Inc.(1) |
34,739 | 191,064 | ||||||
| BioNTech SE - ADR(1) |
32,811 | 8,957,075 | ||||||
| Bio-Rad Laboratories, Inc. - Class A(1) |
26,050 | 19,431,997 | ||||||
| Bio-Techne Corp. |
86,770 | 42,046,139 | ||||||
| Bioventus, Inc. - Class A(1) |
1,785 | 25,276 | ||||||
| Bioxcel Therapeutics, Inc.(1) |
2,065 | 62,673 | ||||||
| Blueprint Medicines Corp.(1) |
68,507 | 7,043,205 | ||||||
| Bridgebio Pharma, Inc.(1) |
8,993 | 421,502 | ||||||
| Brooklyn ImmunoTherapeutics, Inc.(1) |
3,185 | 29,620 | ||||||
| Bruker Corp. |
7,391 | 577,237 | ||||||
| Butterfly Network, Inc.(1) |
23,865 | 249,151 | ||||||
| C4 Therapeutics, Inc.(1) |
4,814 | 215,090 | ||||||
| Cardinal Health, Inc. |
12,394 | 613,007 | ||||||
| Cardiovascular Systems, Inc.(1) |
116,170 | 3,813,861 | ||||||
| CareDx, Inc.(1) |
6,267 | 397,140 | ||||||
| Caribou Biosciences, Inc.(1) |
1,406 | 33,561 |
| Cassava Sciences, Inc.(1) |
4,769 | 296,060 | ||||||
| Castle Biosciences, Inc.(1) |
2,408 | 160,132 | ||||||
| Catalent, Inc.(1) |
400,598 | 53,307,576 | ||||||
| Celcuity, Inc.(1) |
1,188 | 21,384 | ||||||
| Celldex Therapeutics, Inc.(1) |
4,440 | 239,716 | ||||||
| CEL-SCI Corp.(1) |
3,901 | 42,872 | ||||||
| Century Therapeutics, Inc.(1) |
878 | 22,090 | ||||||
| Cerevel Therapeutics Holdings, Inc.(1) |
5,331 | 157,264 | ||||||
| Cerner Corp. |
51,398 | 3,624,587 | ||||||
| Certara, Inc.(1) |
3,429 | 113,500 | ||||||
| Cerus Corp.(1) |
20,784 | 126,575 | ||||||
| Charles River Laboratories International, Inc.(1) |
3,389 | 1,398,539 | ||||||
| Chemed Corp. |
298 | 138,606 | ||||||
| ChemoCentryx, Inc.(1) |
440 | 7,524 | ||||||
| Chimerix, Inc.(1) |
6,214 | 38,465 | ||||||
| ChromaDex Corp.(1) |
5,545 | 34,767 | ||||||
| ClearPoint Neuro, Inc.(1) |
2,254 | 40,008 | ||||||
| Clene, Inc.(1) |
1,696 | 11,584 | ||||||
| Clovis Oncology, Inc.(1) |
13,476 | 60,103 | ||||||
| Codex DNA, Inc.(1) |
587 | 6,533 | ||||||
| Codexis, Inc.(1) |
7,577 | 176,241 | ||||||
| Codiak Biosciences, Inc.(1) |
2,129 | 34,767 | ||||||
| Cogent Biosciences, Inc.(1) |
1,251 | 10,521 | ||||||
| Coherus Biosciences, Inc.(1) |
7,955 | 127,837 | ||||||
| Collegium Pharmaceutical, Inc.(1) |
4,516 | 89,146 | ||||||
| Community Health Systems, Inc.(1) |
13,434 | 157,178 | ||||||
| Compass Pathways Plc - ADR(1) |
81,067 | 2,421,471 | ||||||
| CONMED Corp. |
143,552 | 18,780,908 | ||||||
| Convey Holding Parent, Inc.(1) |
1,088 | 9,139 | ||||||
| Cooper Companies, Inc. |
42,692 | 17,645,031 | ||||||
| Corcept Therapeutics, Inc.(1) |
12,016 | 236,475 | ||||||
| CorMedix, Inc.(1) |
517 | 2,404 | ||||||
| Cortexyme, Inc.(1) |
2,486 | 227,867 | ||||||
| CorVel Corp.(1) |
1,107 | 206,146 | ||||||
| Crinetics Pharmaceuticals, Inc.(1) |
4,526 | 95,272 | ||||||
| Cross Country Healthcare, Inc.(1) |
612 | 12,999 | ||||||
| CryoLife, Inc.(1) |
4,163 | 92,793 | ||||||
| CryoPort, Inc.(1) |
108,127 | 7,191,527 | ||||||
| Cue Biopharma, Inc.(1) |
3,701 | 53,924 | ||||||
| Cullinan Oncology, Inc.(1) |
293 | 6,613 | ||||||
| CureVac NV(1) |
3,833 | 209,358 | ||||||
| Curis, Inc.(1) |
8,773 | 68,693 | ||||||
| Cutera, Inc.(1) |
2,246 | 104,664 | ||||||
| CVRx, Inc.(1) |
862 | 14,257 | ||||||
| Cyteir Therapeutics, Inc.(1) |
633 | 11,109 | ||||||
| Cytek Biosciences, Inc.(1) |
1,620 | 34,684 | ||||||
| Cytokinetics, Inc.(1) |
9,190 | 328,451 | ||||||
| CytomX Therapeutics, Inc.(1) |
310,118 | 1,578,501 | ||||||
| CytoSorbents Corp.(1) |
5,523 | 44,847 | ||||||
| DaVita, Inc.(1) |
3,525 | 409,816 | ||||||
| Day One Biopharmaceuticals, Inc.(1) |
818 | 19,411 | ||||||
| Deciphera Pharmaceuticals, Inc.(1) |
4,261 | 144,789 | ||||||
| Denali Therapeutics, Inc.(1) |
11,556 | 583,000 | ||||||
| Dentsply Sirona, Inc. |
475,401 | 27,597,028 | ||||||
| DermTech, Inc.(1) |
82,233 | 2,640,502 | ||||||
| Design Therapeutics, Inc.(1) |
1,724 | 25,326 | ||||||
| DexCom, Inc.(1) |
92,905 | 50,806,028 | ||||||
| Dicerna Pharmaceuticals, Inc.(1) |
8,685 | 175,090 |
| Durect Corp.(1) |
31,974 | 40,927 | ||||||
| Dynavax Technologies Corp. - Class A(1) |
13,399 | 257,395 | ||||||
| Eagle Pharmaceuticals, Inc.(1) |
674 | 37,596 | ||||||
| Eargo, Inc.(1) |
2,391 | 16,091 | ||||||
| Edgewise Therapeutics, Inc.(1) |
1,469 | 24,385 | ||||||
| Editas Medicine, Inc. - Class A(1) |
110,856 | 4,553,964 | ||||||
| Edwards Lifesciences Corp.(1) |
308,975 | 34,979,060 | ||||||
| Eliem Therapeutics, Inc.(1) |
529 | 9,511 | ||||||
| Enanta Pharmaceuticals, Inc.(1) |
242 | 13,748 | ||||||
| Encompass Health Corp. |
4,070 | 305,413 | ||||||
| Ensign Group, Inc. |
6,695 | 501,389 | ||||||
| Epizyme, Inc.(1) |
11,271 | 57,708 | ||||||
| Equillium, Inc.(1) |
184,909 | 1,261,079 | ||||||
| Erasca, Inc.(1) |
1,520 | 32,254 | ||||||
| Esperion Therapeutics, Inc.(1) |
4,181 | 50,381 | ||||||
| Evelo Biosciences, Inc.(1) |
3,643 | 25,647 | ||||||
| Evolent Health, Inc. - Class A(1) |
1,916 | 59,396 | ||||||
| Evolus, Inc.(1) |
3,840 | 29,261 | ||||||
| Exact Sciences Corp.(1) |
189,432 | 18,081,284 | ||||||
| Exagen, Inc.(1) |
435 | 5,916 | ||||||
| Exelixis, Inc.(1) |
298,146 | 6,302,806 | ||||||
| Fate Therapeutics, Inc.(1) |
93,474 | 5,540,204 | ||||||
| FibroGen, Inc.(1) |
10,040 | 102,609 | ||||||
| Figs, Inc. - Class A(1) |
135,834 | 5,044,875 | ||||||
| Finch Therapeutics Group, Inc.(1) |
95 | 1,235 | ||||||
| Flexion Therapeutics, Inc.(1) |
5,692 | 34,721 | ||||||
| Fluidigm Corp.(1) |
778 | 5,127 | ||||||
| Foghorn Therapeutics, Inc.(1) |
343 | 4,778 | ||||||
| Forian, Inc.(1) |
1,916 | 19,773 | ||||||
| Forte Biosciences, Inc.(1) |
1,339 | 3,963 | ||||||
| Fortress Biotech, Inc.(1) |
8,304 | 26,739 | ||||||
| Fulgent Genetics, Inc.(1) |
295 | 26,535 | ||||||
| G1 Therapeutics, Inc.(1) |
2,710 | 36,368 | ||||||
| Gemini Therapeutics, Inc. - Class A(1) |
380 | 1,535 | ||||||
| Generation Bio Co.(1) |
120,053 | 3,009,729 | ||||||
| Genmab - ADR(1) |
586,808 | 25,643,510 | ||||||
| Glaukos Corp.(1) |
5,852 | 281,891 | ||||||
| Global Blood Therapeutics, Inc.(1) |
7,485 | 190,718 | ||||||
| Globus Medical, Inc. - Class A(1) |
246,076 | 18,854,343 | ||||||
| Graphite Bio, Inc.(1) |
1,208 | 19,799 | ||||||
| Greenwich Lifesciences, Inc.(1) |
461 | 18,011 | ||||||
| GT Biopharma, Inc.(1) |
1,966 | 13,251 | ||||||
| Guardant Health, Inc.(1) |
6,557 | 819,691 | ||||||
| Haemonetics Corp.(1) |
4,279 | 302,055 | ||||||
| Halozyme Therapeutics, Inc.(1) |
374,789 | 15,246,417 | ||||||
| Hanger, Inc.(1) |
4,672 | 102,597 | ||||||
| Harmony Biosciences Holdings, Inc.(1) |
2,858 | 109,547 | ||||||
| Harpoon Therapeutics, Inc.(1) |
2,240 | 17,696 | ||||||
| Harvard Bioscience, Inc.(1) |
4,579 | 31,961 | ||||||
| Health Catalyst, Inc.(1) |
109,331 | 5,467,643 | ||||||
| HealthEquity, Inc.(1) |
192,171 | 12,444,994 | ||||||
| Heron Therapeutics, Inc.(1) |
11,628 | 124,303 | ||||||
| Heska Corp.(1) |
1,271 | 328,604 | ||||||
| Hologic, Inc.(1) |
75,317 | 5,559,148 | ||||||
| Hookipa Pharma, Inc.(1) |
1,322 | 7,787 | ||||||
| Horizon Therapeutics Plc(1) |
59,385 | 6,505,033 | ||||||
| Humanigen, Inc.(1) |
5,569 | 33,024 | ||||||
| iCAD, Inc.(1) |
2,623 | 28,197 |
| ICON Plc(1) |
52,256 | 13,692,117 | ||||||
| Icosavax, Inc.(1) |
978 | 28,939 | ||||||
| ICU Medical, Inc.(1) |
43,526 | 10,158,098 | ||||||
| Ideaya Biosciences, Inc.(1) |
1,010 | 25,745 | ||||||
| IDEXX Laboratories, Inc.(1) |
24,091 | 14,982,193 | ||||||
| IGM Biosciences, Inc.(1) |
975 | 64,116 | ||||||
| Illumina, Inc.(1) |
6,248 | 2,534,251 | ||||||
| Imago Biosciences, Inc.(1) |
724 | 14,502 | ||||||
| Immuneering Corp. - Class A(1) |
618 | 16,408 | ||||||
| ImmunityBio, Inc.(1) |
856 | 8,337 | ||||||
| ImmunoGen, Inc.(1) |
14,032 | 79,561 | ||||||
| Immunovant, Inc.(1) |
3,406 | 29,598 | ||||||
| Impel Neuropharma, Inc.(1) |
380 | 4,628 | ||||||
| Inari Medical, Inc.(1) |
4,228 | 342,891 | ||||||
| Incyte Corp.(1) |
11,510 | 791,658 | ||||||
| Infinity Pharmaceuticals, Inc.(1) |
9,046 | 30,937 | ||||||
| InfuSystem Holdings, Inc.(1) |
2,139 | 27,871 | ||||||
| Inhibrx, Inc.(1) |
3,469 | 115,552 | ||||||
| Innovage Holding Corp.(1) |
2,143 | 14,165 | ||||||
| Innoviva, Inc.(1) |
771 | 12,883 | ||||||
| Inogen, Inc.(1) |
2,429 | 104,666 | ||||||
| Inotiv, Inc.(1) |
1,805 | 52,778 | ||||||
| Inovalon Holdings, Inc. - Class A(1) |
9,390 | 378,323 | ||||||
| Insmed, Inc.(1) |
14,340 | 394,924 | ||||||
| Inspire Medical Systems, Inc.(1) |
75,444 | 17,569,399 | ||||||
| Instil Bio, Inc.(1) |
902 | 16,123 | ||||||
| Insulet Corp.(1) |
59,000 | 16,769,570 | ||||||
| Integra LifeSciences Holdings Corp.(1) |
441,461 | 30,231,249 | ||||||
| Intellia Therapeutics, Inc.(1) |
137,289 | 18,417,319 | ||||||
| Intercept Pharmaceuticals, Inc.(1) |
3,379 | 50,178 | ||||||
| Intersect ENT, Inc.(1) |
4,263 | 115,954 | ||||||
| Intra-Cellular Therapies, Inc.(1) |
8,805 | 328,250 | ||||||
| Invitae Corp.(1) |
213,303 | 6,064,204 | ||||||
| Ionis Pharmaceuticals, Inc.(1) |
9,357 | 313,834 | ||||||
| Iovance Biotherapeutics, Inc.(1) |
3,184 | 78,517 | ||||||
| IQVIA Holdings, Inc.(1) |
6,841 | 1,638,693 | ||||||
| iRadimed Corp.(1) |
716 | 24,050 | ||||||
| iRhythm Technologies, Inc.(1) |
25,444 | 1,490,001 | ||||||
| Ironwood Pharmaceuticals, Inc. - Class A(1) |
18,198 | 237,666 | ||||||
| IVERIC bio, Inc.(1) |
2,577 | 41,850 | ||||||
| Janux Therapeutics, Inc.(1) |
973 | 21,046 | ||||||
| Joint Corp.(1) |
1,726 | 169,183 | ||||||
| Kadmon Holdings, Inc.(1) |
21,542 | 187,631 | ||||||
| Kala Pharmaceuticals, Inc.(1) |
3,675 | 9,629 | ||||||
| Kaleido BioSciences, Inc.(1) |
2,048 | 11,182 | ||||||
| KalVista Pharmaceuticals, Inc.(1) |
2,336 | 40,763 | ||||||
| Karuna Therapeutics, Inc.(1) |
2,783 | 340,444 | ||||||
| Karyopharm Therapeutics, Inc.(1) |
9,001 | 52,386 | ||||||
| KemPharm, Inc.(1) |
1,626 | 15,171 | ||||||
| Keros Therapeutics, Inc.(1) |
1,819 | 71,960 | ||||||
| Kiniksa Pharmaceuticals Ltd. - Class A(1) |
1,641 | 18,691 | ||||||
| Kinnate Biopharma, Inc.(1) |
670 | 15,423 | ||||||
| Kodiak Sciences, Inc.(1) |
4,169 | 400,141 | ||||||
| Kronos Bio, Inc.(1) |
127,453 | 2,671,415 | ||||||
| Krystal Biotech, Inc.(1) |
789 | 41,194 | ||||||
| Kymera Therapeutics, Inc.(1) |
115,703 | 6,796,394 | ||||||
| Landos Biopharma, Inc.(1) |
720 | 10,512 | ||||||
| Lantheus Holdings, Inc.(1) |
1,194 | 30,662 |
| LeMaitre Vascular, Inc. |
2,358 | 125,186 | ||||||
| Lexicon Pharmaceuticals, Inc.(1) |
3,145 | 15,127 | ||||||
| LHC Group, Inc.(1) |
86,743 | 13,610,844 | ||||||
| LifeStance Health Group, Inc.(1) |
3,578 | 51,881 | ||||||
| Ligand Pharmaceuticals, Inc.(1) |
34,081 | 4,748,165 | ||||||
| LivaNova Plc(1) |
5,320 | 421,291 | ||||||
| Lyell Immunopharma, Inc.(1) |
1,764 | 26,107 | ||||||
| MacroGenics, Inc.(1) |
179,998 | 3,769,158 | ||||||
| Madrigal Pharmaceuticals, Inc.(1) |
1,460 | 116,493 | ||||||
| Magenta Therapeutics, Inc.(1) |
4,822 | 35,104 | ||||||
| MannKind Corp.(1) |
3,019 | 13,133 | ||||||
| Maravai LifeSciences Holdings, Inc. - Class A(1) |
502,034 | 24,639,829 | ||||||
| Marinus Pharmaceuticals, Inc.(1) |
4,921 | 56,001 | ||||||
| Masimo Corp.(1) |
94,988 | 25,714,201 | ||||||
| MaxCyte, Inc.(1) |
1,200 | 14,652 | ||||||
| McKesson Corp. |
1,626 | 324,192 | ||||||
| MEDNAX, Inc.(1) |
5,147 | 146,329 | ||||||
| Medpace Holdings, Inc.(1) |
144,689 | 27,386,734 | ||||||
| MEI Pharma, Inc.(1) |
12,865 | 35,507 | ||||||
| MeiraGTx Holdings Plc(1) |
264 | 3,480 | ||||||
| Meridian Bioscience, Inc.(1) |
543 | 10,447 | ||||||
| Merit Medical Systems, Inc.(1) |
5,666 | 406,819 | ||||||
| Mersana Therapeutics, Inc.(1) |
7,396 | 69,744 | ||||||
| Mesa Laboratories, Inc. |
48,114 | 14,547,749 | ||||||
| Mettler-Toledo International, Inc.(1) |
1,666 | 2,294,682 | ||||||
| MiMedx Group, Inc.(1) |
9,184 | 55,655 | ||||||
| Mind Medicine MindMed, Inc.(1) |
43,638 | 101,677 | ||||||
| Mirati Therapeutics, Inc.(1) |
56,121 | 9,928,366 | ||||||
| Mirum Pharmaceuticals, Inc.(1) |
205 | 4,084 | ||||||
| Misonix, Inc.(1) |
764 | 19,329 | ||||||
| Moderna, Inc.(1) |
18,559 | 7,142,617 | ||||||
| ModivCare, Inc.(1) |
526 | 95,532 | ||||||
| Molecular Templates, Inc.(1) |
4,468 | 29,980 | ||||||
| Molina Healthcare, Inc.(1) |
639 | 173,367 | ||||||
| Monte Rosa Therapeutics, Inc.(1) |
855 | 19,049 | ||||||
| Morphic Holding, Inc.(1) |
2,555 | 144,715 | ||||||
| Multiplan Corp.(1) |
4,553 | 25,633 | ||||||
| NanoString Technologies, Inc.(1) |
5,201 | 249,700 | ||||||
| NantHealth, Inc.(1) |
1,763 | 2,838 | ||||||
| Natera, Inc.(1) |
192,354 | 21,435,930 | ||||||
| National Research Corp. |
1,749 | 73,755 | ||||||
| Neogen Corp.(1) |
118,294 | 5,137,508 | ||||||
| NeoGenomics, Inc.(1) |
441,622 | 21,303,845 | ||||||
| Neoleukin Therapeutics, Inc.(1) |
956 | 6,912 | ||||||
| Neurocrine Biosciences, Inc.(1) |
6,758 | 648,160 | ||||||
| Neuronetics, Inc.(1) |
2,697 | 17,692 | ||||||
| NeuroPace, Inc.(1) |
762 | 12,078 | ||||||
| Nevro Corp.(1) |
42,580 | 4,955,460 | ||||||
| NexImmune, Inc.(1) |
1,505 | 22,786 | ||||||
| NGM Biopharmaceuticals, Inc.(1) |
351 | 7,378 | ||||||
| Novavax, Inc.(1) |
5,359 | 1,110,974 | ||||||
| Novocure Ltd.(1) |
7,404 | 860,123 | ||||||
| Nurix Therapeutics, Inc.(1) |
3,546 | 106,238 | ||||||
| Nuvalent, Inc. - Class A(1) |
785 | 17,702 | ||||||
| NuVasive, Inc.(1) |
70,643 | 4,227,984 | ||||||
| Nuvation Bio, Inc.(1) |
7,027 | 69,848 | ||||||
| Oak Street Health, Inc.(1) |
6,440 | 273,893 | ||||||
| Ocugen, Inc.(1) |
22,877 | 164,257 |
| Ocular Therapeutix, Inc.(1) |
9,100 | 91,000 | ||||||
| Olema Pharmaceuticals, Inc.(1) |
1,479 | 40,761 | ||||||
| Omega Therapeutics, Inc.(1) |
558 | 10,518 | ||||||
| Omeros Corp.(1) |
7,493 | 103,328 | ||||||
| Omnicell, Inc.(1) |
151,645 | 22,508,667 | ||||||
| OncoCyte Corp.(1) |
6,149 | 21,890 | ||||||
| Oncternal Therapeutics, Inc.(1)(5) |
207 | 191 | ||||||
| Ontrak, Inc.(1) |
988 | 9,920 | ||||||
| Opthea Ltd. - ADR(1) |
22,168 | 177,566 | ||||||
| OptimizeRx Corp.(1) |
2,093 | 179,056 | ||||||
| Oramed Pharmaceuticals, Inc.(1) |
3,724 | 81,854 | ||||||
| Organogenesis Holdings, Inc. - Class A(1) |
4,461 | 63,525 | ||||||
| ORIC Pharmaceuticals, Inc.(1) |
143,419 | 2,998,891 | ||||||
| Ortho Clinical Diagnostics Holdings Plc(1) |
13,751 | 254,118 | ||||||
| OrthoPediatrics Corp.(1) |
1,885 | 123,486 | ||||||
| Outlook Therapeutics, Inc.(1) |
10,570 | 22,937 | ||||||
| Outset Medical, Inc.(1) |
5,688 | 281,215 | ||||||
| Owens & Minor, Inc. |
7,530 | 235,614 | ||||||
| Oyster Point Pharma, Inc.(1) |
81 | 960 | ||||||
| Pacific Biosciences of California, Inc.(1) |
11,054 | 282,430 | ||||||
| Pacira BioSciences, Inc.(1) |
82,474 | 4,618,544 | ||||||
| Paratek Pharmaceuticals, Inc.(1) |
8,250 | 40,095 | ||||||
| Patterson Companies, Inc. |
2,705 | 81,529 | ||||||
| PAVmed, Inc.(1) |
8,934 | 76,296 | ||||||
| Pennant Group, Inc.(1) |
3,186 | 89,495 | ||||||
| Penumbra, Inc.(1) |
2,442 | 650,793 | ||||||
| PerkinElmer, Inc. |
34,035 | 5,897,925 | ||||||
| Personalis, Inc.(1) |
330 | 6,349 | ||||||
| PetIQ, Inc. - Class A(1) |
3,284 | 82,001 | ||||||
| Phathom Pharmaceuticals, Inc.(1) |
2,602 | 83,524 | ||||||
| Phibro Animal Health Corp. - Class A |
2,541 | 54,733 | ||||||
| Phreesia, Inc.(1) |
6,290 | 388,093 | ||||||
| Pliant Therapeutics, Inc.(1) |
2,893 | 48,834 | ||||||
| PMV Pharmaceuticals, Inc.(1) |
102,363 | 3,050,417 | ||||||
| Portage Biotech, Inc.(1) |
67 | 1,361 | ||||||
| PPD, Inc.(1) |
4,704 | 220,100 | ||||||
| Praxis Precision Medicines, Inc.(1) |
233 | 4,308 | ||||||
| Precigen, Inc.(1) |
12,491 | 62,330 | ||||||
| Precision BioSciences, Inc.(1) |
6,365 | 73,452 | ||||||
| Prelude Therapeutics, Inc.(1) |
1,282 | 40,063 | ||||||
| Prestige Consumer Healthcare, Inc.(1) |
159,510 | 8,950,106 | ||||||
| Privia Health Group, Inc.(1) |
2,551 | 60,102 | ||||||
| Progyny, Inc.(1) |
8,053 | 450,968 | ||||||
| Prometheus Biosciences, Inc.(1) |
165 | 3,912 | ||||||
| Protagonist Therapeutics, Inc.(1) |
5,496 | 97,389 | ||||||
| Prothena Corp. Plc(1) |
3,374 | 240,330 | ||||||
| PTC Therapeutics, Inc.(1) |
8,703 | 323,839 | ||||||
| Pulmonx Corp.(1) |
3,302 | 118,806 | ||||||
| Pulse Biosciences, Inc.(1) |
1,602 | 34,603 | ||||||
| Puma Biotechnology, Inc.(1) |
4,744 | 33,255 | ||||||
| Quanterix Corp.(1) |
67,460 | 3,358,833 | ||||||
| Quotient Ltd.(1) |
9,386 | 21,963 | ||||||
| R1 RCM, Inc.(1) |
14,775 | 325,198 | ||||||
| Radius Health, Inc.(1) |
5,769 | 71,593 | ||||||
| RadNet, Inc.(1) |
6,063 | 177,707 | ||||||
| Rain Therapeutics, Inc.(1) |
551 | 8,243 | ||||||
| Rallybio Corp.(1) |
583 | 10,249 | ||||||
| Rapid Micro Biosystems, Inc. - Class A(1) |
602 | 11,119 |
| RAPT Therapeutics, Inc.(1) |
2,669 | 82,872 | ||||||
| Reata Pharmaceuticals, Inc. - Class A(1) |
2,970 | 298,812 | ||||||
| Recursion Pharmaceuticals, Inc. - Class A(1) |
2,372 | 54,580 | ||||||
| REGENXBIO, Inc.(1) |
2,578 | 108,070 | ||||||
| Relay Therapeutics, Inc.(1) |
191,516 | 6,038,499 | ||||||
| Relmada Therapeutics, Inc.(1) |
2,043 | 53,547 | ||||||
| Reneo Pharmaceuticals, Inc.(1) |
444 | 3,308 | ||||||
| Repligen Corp.(1) |
126,355 | 36,515,331 | ||||||
| Replimune Group, Inc.(1) |
85,321 | 2,528,914 | ||||||
| ResMed, Inc. |
37,914 | 9,992,235 | ||||||
| Retractable Technologies, Inc.(1) |
1,998 | 22,038 | ||||||
| Revance Therapeutics, Inc.(1) |
8,786 | 244,778 | ||||||
| REVOLUTION Medicines, Inc.(1) |
956 | 26,300 | ||||||
| Rigel Pharmaceuticals, Inc.(1) |
21,234 | 77,079 | ||||||
| Rocket Pharmaceuticals, Inc.(1) |
5,105 | 152,588 | ||||||
| Royalty Pharma Plc - Class A |
14,127 | 510,550 | ||||||
| Rubius Therapeutics, Inc.(1) |
177,163 | 3,167,674 | ||||||
| RxSight, Inc.(1) |
857 | 10,858 | ||||||
| Sana Biotechnology, Inc.(1) |
10,150 | 228,578 | ||||||
| Sangamo Therapeutics, Inc.(1) |
13,422 | 120,932 | ||||||
| Sarepta Therapeutics, Inc.(1) |
5,549 | 513,172 | ||||||
| Scholar Rock Holding Corp.(1) |
96,650 | 3,191,383 | ||||||
| Schrodinger, Inc.(1) |
5,646 | 308,723 | ||||||
| Seagen, Inc.(1) |
8,647 | 1,468,261 | ||||||
| SeaSpine Holdings Corp.(1) |
1,935 | 30,438 | ||||||
| Seelos Therapeutics, Inc.(1) |
12,531 | 30,200 | ||||||
| Seer, Inc. - Class A(1) |
1,996 | 68,922 | ||||||
| Select Medical Holdings Corp. |
14,109 | 510,323 | ||||||
| Selecta Biosciences, Inc.(1) |
1,104 | 4,593 | ||||||
| Senseonics Holdings, Inc.(1) |
53,102 | 180,016 | ||||||
| Seres Therapeutics, Inc.(1) |
8,261 | 57,497 | ||||||
| Sesen Bio, Inc.(1) |
20,035 | 15,892 | ||||||
| Sharps Compliance Corp.(1) |
1,662 | 13,745 | ||||||
| Shattuck Labs, Inc.(1) |
2,620 | 53,396 | ||||||
| Shockwave Medical, Inc.(1) |
78,103 | 16,079,846 | ||||||
| SI-BONE, Inc.(1) |
3,999 | 85,659 | ||||||
| Sientra, Inc.(1) |
5,965 | 34,179 | ||||||
| SIGA Technologies, Inc.(1) |
5,809 | 42,929 | ||||||
| Sight Sciences, Inc.(1) |
1,163 | 26,400 | ||||||
| Sigilon Therapeutics, Inc.(1) |
43 | 243 | ||||||
| Silk Road Medical, Inc.(1) |
4,204 | 231,346 | ||||||
| Simulations Plus, Inc. |
1,901 | 75,090 | ||||||
| Singular Genomics Systems, Inc.(1) |
898 | 10,049 | ||||||
| SOC Telemed, Inc. - Class A(1) |
6,130 | 13,854 | ||||||
| Soliton, Inc.(1) |
1,478 | 30,092 | ||||||
| Sorrento Therapeutics, Inc.(1) |
31,074 | 237,095 | ||||||
| Sotera Health Co.(1) |
7,221 | 188,829 | ||||||
| Spectrum Pharmaceuticals, Inc.(1) |
20,575 | 44,854 | ||||||
| Spero Therapeutics, Inc.(1) |
2,818 | 51,879 | ||||||
| SpringWorks Therapeutics, Inc.(1) |
334,152 | 21,198,603 | ||||||
| STAAR Surgical Co.(1) |
5,977 | 768,224 | ||||||
| Stereotaxis, Inc.(1) |
8,121 | 43,691 | ||||||
| STERIS Plc |
105,048 | 21,459,205 | ||||||
| Stoke Therapeutics, Inc.(1) |
2,402 | 61,107 | ||||||
| Summit Therapeutics, Inc.(1) |
3,410 | 17,084 | ||||||
| Supernus Pharmaceuticals, Inc.(1) |
96,317 | 2,568,774 | ||||||
| Surgery Partners, Inc.(1) |
130,738 | 5,535,447 | ||||||
| Surmodics, Inc.(1) |
1,730 | 96,188 |
| Sutro Biopharma, Inc.(1) |
370 | 6,989 | ||||||
| Syndax Pharmaceuticals, Inc.(1) |
1,259 | 24,059 | ||||||
| Syneos Health, Inc. - Class A(1) |
939 | 82,144 | ||||||
| Syros Pharmaceuticals, Inc.(1) |
3,195 | 14,282 | ||||||
| Tabula Rasa HealthCare, Inc.(1) |
2,793 | 73,205 | ||||||
| Tactile Systems Technology, Inc.(1) |
2,376 | 105,613 | ||||||
| Talaris Therapeutics, Inc.(1) |
658 | 8,922 | ||||||
| Tandem Diabetes Care, Inc.(1) |
217,944 | 26,018,155 | ||||||
| Tarsus Pharmaceuticals, Inc.(1) |
765 | 16,486 | ||||||
| Taysha Gene Therapies, Inc.(1) |
2,171 | 40,424 | ||||||
| Teleflex, Inc. |
598 | 225,177 | ||||||
| Tenaya Therapeutics, Inc.(1) |
1,031 | 21,290 | ||||||
| Tenet Healthcare Corp.(1) |
1,605 | 106,636 | ||||||
| Terns Pharmaceuticals, Inc.(1) |
1,218 | 12,692 | ||||||
| TG Therapeutics, Inc.(1) |
15,942 | 530,550 | ||||||
| TherapeuticsMD, Inc.(1) |
50,652 | 37,553 | ||||||
| Theravance Biopharma, Inc.(1) |
6,942 | 51,371 | ||||||
| Tivity Health, Inc.(1) |
3,408 | 78,588 | ||||||
| TransMedics Group, Inc.(1) |
3,221 | 106,583 | ||||||
| Travere Therapeutics, Inc. - Class Preferred(1) |
443 | 10,743 | ||||||
| Treace Medical Concepts, Inc.(1) |
1,490 | 40,081 | ||||||
| Trevena, Inc.(1) |
6,276 | 7,719 | ||||||
| Trillium Therapeutics, Inc.(1) |
2,034 | 35,717 | ||||||
| Turning Point Therapeutics, Inc.(1) |
628 | 41,718 | ||||||
| Twist Bioscience Corp.(1) |
44,079 | 4,715,131 | ||||||
| Ultragenyx Pharmaceutical, Inc.(1) |
3,478 | 313,681 | ||||||
| UroGen Pharma Ltd.(1) |
1,760 | 29,603 | ||||||
| US Physical Therapy, Inc. |
1,606 | 177,624 | ||||||
| Utah Medical Products, Inc. |
31 | 2,878 | ||||||
| Vapotherm, Inc.(1) |
2,942 | 65,518 | ||||||
| Varex Imaging Corp.(1) |
608 | 17,146 | ||||||
| Vaxart, Inc.(1) |
12,865 | 102,277 | ||||||
| Vaxcyte, Inc.(1) |
1,313 | 33,311 | ||||||
| VBI Vaccines, Inc.(1) |
19,291 | 59,995 | ||||||
| Veeva Systems, Inc. - Class A(1) |
225,748 | 65,053,801 | ||||||
| Vera Therapeutics, Inc. - Class A(1) |
530 | 9,196 | ||||||
| Verastem, Inc.(1) |
21,422 | 65,980 | ||||||
| Vericel Corp.(1) |
103,956 | 5,073,053 | ||||||
| Verrica Pharmaceuticals, Inc.(1) |
1,438 | 17,975 | ||||||
| Verve Therapeutics, Inc.(1) |
1,150 | 54,050 | ||||||
| Viemed Healthcare, Inc.(1) |
654 | 3,630 | ||||||
| ViewRay, Inc.(1) |
16,738 | 120,681 | ||||||
| Vincerx Pharma, Inc.(1) |
1,642 | 26,551 | ||||||
| Vir Biotechnology, Inc.(1) |
7,471 | 325,138 | ||||||
| Viracta Therapeutics, Inc.(1) |
887 | 7,114 | ||||||
| VistaGen Therapeutics, Inc.(1) |
18,805 | 51,526 | ||||||
| Vocera Communications, Inc.(1) |
4,307 | 197,088 | ||||||
| Vor BioPharma, Inc.(1) |
1,052 | 16,495 | ||||||
| Waters Corp.(1) |
102,546 | 36,639,686 | ||||||
| WaVe Life Sciences Ltd.(1) |
4,251 | 20,830 | ||||||
| Werewolf Therapeutics, Inc.(1) |
544 | 9,335 | ||||||
| West Pharmaceutical Services, Inc. |
70,894 | 30,097,339 | ||||||
| Xencor, Inc.(1) |
7,570 | 247,236 | ||||||
| XOMA Corp.(1) |
70 | 1,733 | ||||||
| Y-mAbs Therapeutics, Inc.(1) |
4,373 | 124,805 | ||||||
| Zentalis Pharmaceuticals, Inc.(1) |
4,410 | 293,882 | ||||||
| ZIOPHARM Oncology, Inc.(1) |
25,029 | 45,553 | ||||||
| Zynex, Inc.(1) |
2,320 | 26,425 | ||||||
|
|
|
|||||||
| Total Healthcare |
1,387,153,486 | |||||||
|
|
|
| Industrials – 14.98% |
||||||||
| AAON, Inc. |
5,199 | 339,703 | ||||||
| Acuity Brands, Inc. |
33,907 | 5,878,457 | ||||||
| Advanced Drainage Systems, Inc. |
155,327 | 16,801,722 | ||||||
| Advent Technologies Holdings, Inc.(1) |
1,550 | 13,485 | ||||||
| Aerojet Rocketdyne Holdings, Inc. |
7,396 | 322,096 | ||||||
| Aerovironment, Inc.(1) |
2,822 | 243,595 | ||||||
| AGCO Corp. |
444 | 54,403 | ||||||
| AgEagle Aerial Systems, Inc.(1) |
4,860 | 14,629 | ||||||
| Alamo Group, Inc. |
1,097 | 153,064 | ||||||
| Alaska Air Group, Inc.(1) |
97,226 | 5,697,444 | ||||||
| Albany International Corp. - Class A |
122,241 | 9,396,666 | ||||||
| Allegiant Travel Co. - Class A(1) |
1,923 | 375,908 | ||||||
| Allegion Plc |
4,932 | 651,912 | ||||||
| Allied Motion Technologies, Inc. |
1,494 | 46,732 | ||||||
| Allison Transmission Holdings, Inc. |
5,848 | 206,551 | ||||||
| Alta Equipment Group, Inc.(1) |
483 | 6,632 | ||||||
| Altra Industrial Motion Corp. |
257,271 | 14,239,950 | ||||||
| Ameresco, Inc. - Class A(1) |
62,666 | 3,661,574 | ||||||
| AMETEK, Inc. |
287,990 | 35,713,640 | ||||||
| Applied Industrial Technologies, Inc. |
4,834 | 435,688 | ||||||
| Arcosa, Inc. |
117,958 | 5,917,953 | ||||||
| Armstrong World Industries, Inc. |
1,649 | 157,430 | ||||||
| Array Technologies, Inc.(1) |
3,715 | 68,802 | ||||||
| ASGN, Inc.(1) |
5,882 | 665,489 | ||||||
| Atkore, Inc.(1) |
5,729 | 497,965 | ||||||
| Atlas Technical Consultants, Inc.(1) |
291 | 2,959 | ||||||
| Avis Budget Group, Inc.(1) |
109,520 | 12,760,175 | ||||||
| Axon Enterprise, Inc.(1) |
125,059 | 21,887,826 | ||||||
| AZEK Co., Inc. - Class A(1) |
182,820 | 6,678,415 | ||||||
| Babcock & Wilcox Enterprises, Inc.(1) |
1,935 | 12,403 | ||||||
| Beacon Roofing Supply, Inc.(1) |
155,235 | 7,414,024 | ||||||
| Beam Global(1) |
863 | 23,620 | ||||||
| Blink Charging Co.(1) |
4,594 | 131,434 | ||||||
| Bloom Energy Corp. - Class A(1) |
17,326 | 324,343 | ||||||
| Blue Bird Corp.(1) |
878 | 18,315 | ||||||
| BlueLinx Holdings, Inc.(1) |
1,198 | 58,558 | ||||||
| Boise Cascade Co. |
1,112 | 60,026 | ||||||
| Booz Allen Hamilton Holding Corp. - Class A |
9,679 | 768,029 | ||||||
| Brink’s Co. |
6,056 | 383,345 | ||||||
| BWX Technologies, Inc. |
5,170 | 278,456 | ||||||
| Byrna Technologies, Inc.(1) |
2,303 | 50,344 | ||||||
| CAI International, Inc. |
451 | 25,215 | ||||||
| Carlisle Companies, Inc. |
1,409 | 280,095 | ||||||
| Carrier Global Corp. |
29,517 | 1,527,800 | ||||||
| Casella Waste Systems, Inc. - Class A(1) |
5,604 | 425,568 | ||||||
| CH Robinson Worldwide, Inc. |
1,864 | 162,168 | ||||||
| Chart Industries, Inc.(1) |
86,296 | 16,492,029 | ||||||
| Cimpress Plc(1) |
2,105 | 182,777 | ||||||
| Cintas Corp. |
5,943 | 2,262,262 | ||||||
| CIRCOR International, Inc.(1) |
2,254 | 74,405 | ||||||
| Clarivate Plc(1) |
846,604 | 18,540,628 | ||||||
| Comfort Systems USA, Inc. |
4,452 | 317,517 | ||||||
| Commercial Vehicle Group, Inc.(1) |
1,397 | 13,216 | ||||||
| Construction Partners, Inc. - Class A(1) |
3,626 | 121,000 | ||||||
| Copart, Inc.(1) |
15,172 | 2,104,660 | ||||||
| Core & Main, Inc. - Class A(1) |
454,336 | 11,908,147 | ||||||
| Cornerstone Building Brands, Inc.(1) |
6,805 | 99,421 | ||||||
| CoStar Group, Inc.(1) |
228,743 | 19,685,623 | ||||||
| Covanta Holding Corp. |
15,010 | 302,001 | ||||||
| CRA International, Inc. |
793 | 78,777 | ||||||
| CSW Industrials, Inc. |
1,839 | 234,840 | ||||||
| Custom Truck One Source, Inc.(1) |
1,905 | 17,774 | ||||||
| Daseke, Inc.(1) |
5,056 | 46,566 | ||||||
| Delta Air Lines, Inc.(1) |
46,430 | 1,978,382 | ||||||
| Desktop Metal, Inc. - Class A(1) |
14,887 | 106,740 | ||||||
| Donaldson Co., Inc. |
1,146 | 65,792 | ||||||
| Douglas Dynamics, Inc. |
2,852 | 103,528 | ||||||
| Driven Brands Holdings, Inc.(1) |
101,244 | 2,924,939 | ||||||
| Dycom Industries, Inc.(1) |
3,033 | 216,071 | ||||||
| Echo Global Logistics, Inc.(1) |
1,015 | 48,426 | ||||||
| EMCOR Group, Inc. |
643 | 74,189 | ||||||
| Energy Recovery, Inc.(1) |
5,241 | 99,736 | ||||||
| Enerpac Tool Group Corp. - Class A |
7,599 | 157,527 | ||||||
| EnerSys |
581 | 43,250 | ||||||
| Eos Energy Enterprises, Inc.(1) |
5,378 | 75,453 | ||||||
| Equifax, Inc. |
3,359 | 851,238 | ||||||
| ESCO Technologies, Inc. |
267 | 20,559 | ||||||
| EVI Industries, Inc.(1) |
646 | 17,571 | ||||||
| Evoqua Water Technologies Corp.(1) |
233,365 | 8,765,189 | ||||||
| ExOne Co.(1) |
137 | 3,203 | ||||||
| Expeditors International of Washington, Inc. |
8,893 | 1,059,423 | ||||||
| Exponent, Inc. |
97,746 | 11,059,960 | ||||||
| Fastenal Co. |
36,930 | 1,905,957 | ||||||
| Federal Signal Corp. |
7,454 | 287,873 | ||||||
| First Advantage Corp.(1) |
3,338 | 63,589 | ||||||
| Forrester Research, Inc.(1) |
1,403 | 69,112 | ||||||
| Fortive Corp. |
886,780 | 62,580,065 | ||||||
| Fortune Brands Home & Security, Inc. |
2,529 | 226,143 | ||||||
| Forward Air Corp. |
3,387 | 281,189 | ||||||
| Franklin Covey Co.(1) |
1,539 | 62,776 | ||||||
| Franklin Electric Co., Inc. |
5,764 | 460,255 | ||||||
| Frontier Group Holdings, Inc.(1) |
4,557 | 71,955 | ||||||
| FTC Solar, Inc.(1) |
2,098 | 16,343 | ||||||
| FuelCell Energy, Inc.(1) |
31,218 | 208,848 | ||||||
| Gates Industrial Corp. Plc(1) |
683,650 | 11,122,986 | ||||||
| Generac Holdings, Inc.(1) |
167,810 | 68,578,913 | ||||||
| Gibraltar Industries, Inc.(1) |
1,170 | 81,490 | ||||||
| Global Industrial Co. |
1,178 | 44,634 | ||||||
| Gorman-Rupp Co. |
564 | 20,197 | ||||||
| Graco, Inc. |
172,558 | 12,073,883 | ||||||
| GrafTech International Ltd. |
22,341 | 230,559 | ||||||
| GXO Logistics, Inc.(1) |
91,891 | 7,207,930 | ||||||
| H&E Equipment Services, Inc. |
4,059 | 140,888 | ||||||
| Harsco Corp.(1) |
4,314 | 73,122 | ||||||
| Healthcare Services Group, Inc. |
4,802 | 120,002 | ||||||
| HEICO Corp. |
1,046 | 137,936 | ||||||
| HEICO Corp. - Class A - Class A |
47,028 | 5,569,526 | ||||||
| Heidrick & Struggles International, Inc. |
1,042 | 46,504 | ||||||
| Helios Technologies, Inc. |
4,020 | 330,082 | ||||||
| Herc Holdings, Inc.(1) |
6,522 | 1,066,086 | ||||||
| Heritage-Crystal Clean, Inc.(1) |
710 | 20,576 | ||||||
| Hillenbrand, Inc. |
5,013 | 213,804 | ||||||
| HireQuest, Inc. |
524 | 10,129 | ||||||
| HNI Corp. |
592 | 21,738 |
| Howmet Aerospace, Inc. |
2,082 | 64,958 | ||||||
| Huron Consulting Group, Inc.(1) |
302 | 15,704 | ||||||
| Hydrofarm Holdings Group, Inc.(1) |
4,836 | 183,043 | ||||||
| Hyliion Holdings Corp.(1) |
2,768 | 23,251 | ||||||
| HyreCar, Inc.(1) |
2,016 | 17,136 | ||||||
| IAA, Inc.(1) |
61,523 | 3,357,310 | ||||||
| IDEX Corp. |
75,978 | 15,723,647 | ||||||
| IES Holdings, Inc.(1) |
1,028 | 46,969 | ||||||
| Infrastructure & Energy Alternatives, Inc.(1) |
1,462 | 16,711 | ||||||
| Ingersoll Rand, Inc.(1) |
562,380 | 28,349,576 | ||||||
| Insperity, Inc. |
4,643 | 514,166 | ||||||
| Insteel Industries, Inc. |
191 | 7,268 | ||||||
| Interface, Inc. - Class A |
1,660 | 25,149 | ||||||
| JB Hunt Transport Services, Inc. |
24,132 | 4,035,353 | ||||||
| JELD-WEN Holding, Inc.(1) |
4,268 | 106,828 | ||||||
| John Bean Technologies Corp. |
36,978 | 5,197,258 | ||||||
| Kadant, Inc. |
1,431 | 292,067 | ||||||
| Kansas City Southern |
1,752 | 474,161 | ||||||
| Karat Packaging, Inc.(1) |
530 | 11,146 | ||||||
| KBR, Inc. |
15,740 | 620,156 | ||||||
| Kforce, Inc. |
2,561 | 152,738 | ||||||
| Kornit Digital Ltd.(1) |
215,235 | 31,153,114 | ||||||
| Kratos Defense & Security Solutions, Inc.(1) |
153,701 | 3,429,069 | ||||||
| Landstar System, Inc. |
44,288 | 6,989,532 | ||||||
| Lawson Products, Inc.(1) |
536 | 26,805 | ||||||
| Legalzoom.com, Inc.(1) |
229,617 | 6,061,889 | ||||||
| Lincoln Electric Holdings, Inc. |
4,202 | 541,176 | ||||||
| Lindsay Corp. |
1,211 | 183,818 | ||||||
| Luxfer Holdings Plc |
1,453 | 28,522 | ||||||
| Lydall, Inc.(1) |
965 | 59,917 | ||||||
| Lyft, Inc. - Class A(1) |
320,085 | 17,153,355 | ||||||
| Masonite International Corp.(1) |
3,005 | 318,921 | ||||||
| McGrath RentCorp |
2,058 | 148,073 | ||||||
| Mercury Systems, Inc.(1) |
59,962 | 2,843,398 | ||||||
| Meritor, Inc.(1) |
7,142 | 152,196 | ||||||
| Middleby Corp.(1) |
68,939 | 11,754,789 | ||||||
| Miller Industries, Inc. |
42 | 1,430 | ||||||
| Montrose Environmental Group, Inc.(1) |
2,890 | 178,429 | ||||||
| MSA Safety, Inc. |
748 | 108,984 | ||||||
| MSC Industrial Direct Co., Inc. - Class A |
132,465 | 10,622,368 | ||||||
| Mueller Industries, Inc. |
2,705 | 111,175 | ||||||
| Mueller Water Products, Inc. - Class A |
1,319 | 20,075 | ||||||
| MYR Group, Inc.(1) |
1,552 | 154,424 | ||||||
| Nikola Corp.(1) |
27,950 | 298,226 | ||||||
| Nordson Corp. |
120,350 | 28,661,352 | ||||||
| NV5 Global, Inc.(1) |
500 | 49,285 | ||||||
| Old Dominion Freight Line, Inc. |
40,994 | 11,723,464 | ||||||
| Omega Flex, Inc. |
405 | 57,789 | ||||||
| PAE, Inc.(1) |
9,872 | 59,035 | ||||||
| PAM Transportation Services, Inc.(1) |
84 | 3,778 | ||||||
| Parker-Hannifin Corp. |
1,545 | 432,013 | ||||||
| PGT Innovations, Inc.(1) |
3,446 | 65,819 | ||||||
| Pitney Bowes, Inc. |
8,164 | 58,862 | ||||||
| Plug Power, Inc.(1) |
37,162 | 949,117 | ||||||
| Primoris Services Corp. |
222,752 | 5,455,196 | ||||||
| Proto Labs, Inc.(1) |
553 | 36,830 | ||||||
| Quanta Services, Inc. |
53,879 | 6,132,508 | ||||||
| Raven Industries, Inc.(1) |
4,395 | 253,196 |
| RBC Bearings, Inc.(1) |
113,622 | 24,110,588 | ||||||
| Regal Beloit Corp. |
61,071 | 9,181,414 | ||||||
| Resideo Technologies, Inc.(1) |
2,054 | 50,919 | ||||||
| REV Group, Inc. |
520 | 8,923 | ||||||
| Rexnord Corp. |
8,122 | 522,163 | ||||||
| Robert Half International, Inc. |
6,961 | 698,397 | ||||||
| Rockwell Automation, Inc. |
88,464 | 26,011,955 | ||||||
| Rollins, Inc. |
15,421 | 544,824 | ||||||
| Romeo Power, Inc.(1) |
12,419 | 61,474 | ||||||
| Saia, Inc.(1) |
50,932 | 12,123,344 | ||||||
| Shoals Technologies Group, Inc. - Class A(1) |
164,857 | 4,596,213 | ||||||
| Shyft Group, Inc. |
4,265 | 162,113 | ||||||
| Simpson Manufacturing Co., Inc. |
138,374 | 14,801,867 | ||||||
| SiteOne Landscape Supply, Inc.(1) |
75,135 | 14,987,178 | ||||||
| SP Plus Corp.(1) |
2,875 | 88,176 | ||||||
| Spirit AeroSystems Holdings, Inc. - Class A |
2,197 | 97,085 | ||||||
| SPX Corp.(1) |
4,537 | 242,503 | ||||||
| SPX FLOW, Inc. |
33,060 | 2,416,686 | ||||||
| Stem, Inc.(1) |
6,034 | 144,152 | ||||||
| Sterling Construction Co., Inc.(1) |
682 | 15,461 | ||||||
| Sun Country Airlines Holdings, Inc.(1) |
2,105 | 70,602 | ||||||
| Tennant Co. |
2,298 | 169,937 | ||||||
| Terex Corp. |
8,841 | 372,206 | ||||||
| Tetra Tech, Inc. |
69,645 | 10,400,784 | ||||||
| Textainer Group Holdings Ltd.(1) |
760 | 26,532 | ||||||
| Titan International, Inc.(1) |
994 | 7,117 | ||||||
| Toro Co. |
269,227 | 26,225,402 | ||||||
| TPI Composites, Inc.(1) |
4,864 | 164,160 | ||||||
| Trane Technologies Plc |
8,433 | 1,455,957 | ||||||
| Transcat, Inc.(1) |
836 | 53,905 | ||||||
| TransDigm Group, Inc.(1) |
1,075 | 671,413 | ||||||
| TransUnion |
212,777 | 23,896,985 | ||||||
| Trex Co., Inc.(1) |
211,148 | 21,522,316 | ||||||
| TriNet Group, Inc.(1) |
5,122 | 484,439 | ||||||
| TuSimple Holdings, Inc. - Class A(1) |
294 | 10,916 | ||||||
| UFP Industries, Inc. |
6,746 | 458,593 | ||||||
| UniFirst Corp. |
38,591 | 8,205,218 | ||||||
| United Rentals, Inc.(1) |
28,013 | 9,830,602 | ||||||
| Universal Logistics Holdings, Inc. |
759 | 15,241 | ||||||
| Upwork, Inc.(1) |
14,965 | 673,874 | ||||||
| US Ecology, Inc.(1) |
502 | 16,240 | ||||||
| Verisk Analytics, Inc. - Class A |
116,803 | 23,392,137 | ||||||
| Vertiv Holdings Co. - Class A |
20,281 | 488,569 | ||||||
| Viad Corp.(1) |
2,599 | 118,021 | ||||||
| Vicor Corp.(1) |
144,743 | 19,418,721 | ||||||
| Virgin Galactic Holdings, Inc.(1) |
11,942 | 302,133 | ||||||
| Wabash National Corp. |
583 | 8,821 | ||||||
| Watsco, Inc. |
19,908 | 5,268,055 | ||||||
| Watts Water Technologies, Inc. - Class A |
1,912 | 321,388 | ||||||
| Welbilt, Inc.(1) |
16,258 | 377,836 | ||||||
| Werner Enterprises, Inc. |
827 | 36,611 | ||||||
| WESCO International, Inc.(1) |
1,079 | 124,430 | ||||||
| Willdan Group, Inc.(1) |
1,026 | 36,515 | ||||||
| Willis Lease Finance Corp.(1) |
35 | 1,302 | ||||||
| WillScot Mobile Mini Holdings Corp. - Class A(1) |
220,974 | 7,009,295 | ||||||
| WW Grainger, Inc. |
2,801 | 1,100,961 | ||||||
| XPO Logistics, Inc.(1) |
91,882 | 7,311,970 | ||||||
| Xylem, Inc. |
8,567 | 1,059,567 | ||||||
| Yellow Corp.(1) |
477 | 2,695 | ||||||
|
|
|
|||||||
| Total Industrials |
|
915,821,942 | ||||||
|
|
|
|||||||
| Information Technology – 27.31% |
||||||||
| 3D Systems Corp.(1) |
13,814 | 380,852 | ||||||
| 8x8, Inc.(1) |
122,634 | 2,868,409 | ||||||
| 908 Devices, Inc.(1) |
1,623 | 52,780 | ||||||
| A10 Networks, Inc.(1) |
6,473 | 87,256 | ||||||
| ACI Worldwide, Inc.(1) |
211,682 | 6,504,988 | ||||||
| ADTRAN, Inc. |
435 | 8,161 | ||||||
| Advanced Energy Industries, Inc. |
98,427 | 8,636,969 | ||||||
| Agilysys, Inc.(1) |
2,221 | 116,292 | ||||||
| Akoustis Technologies, Inc.(1) |
6,572 | 63,748 | ||||||
| Alarm.com Holdings, Inc.(1) |
5,886 | 460,226 | ||||||
| Alkami Technology, Inc.(1) |
967 | 23,866 | ||||||
| Allegro MicroSystems, Inc.(1) |
2,971 | 94,953 | ||||||
| Alpha & Omega Semiconductor Ltd.(1) |
2,125 | 66,661 | ||||||
| Altair Engineering, Inc. - Class A(1) |
127,997 | 8,824,113 | ||||||
| Alteryx, Inc. - Class A(1) |
4,257 | 311,187 | ||||||
| Ambarella, Inc.(1) |
210,761 | 32,823,918 | ||||||
| American Software, Inc. - Class A |
227,275 | 5,397,781 | ||||||
| Amkor Technology, Inc. |
2,570 | 64,121 | ||||||
| Amphenol Corp. - Class A |
30,150 | 2,207,884 | ||||||
| Anaplan, Inc.(1) |
347,185 | 21,140,095 | ||||||
| ANSYS, Inc.(1) |
13,931 | 4,742,809 | ||||||
| Appfolio, Inc. - Class A(1) |
2,336 | 281,254 | ||||||
| Appian Corp. - Class A(1) |
4,890 | 452,374 | ||||||
| Arista Networks, Inc.(1) |
62,332 | 21,419,768 | ||||||
| Arlo Technologies, Inc.(1) |
10,896 | 69,843 | ||||||
| Asana, Inc. - Class A(1) |
408,557 | 42,424,559 | ||||||
| Aspen Technology, Inc.(1) |
29,609 | 3,635,985 | ||||||
| Atlassian Corp. Plc - Class A(1) |
138,601 | 54,251,203 | ||||||
| Atomera, Inc.(1) |
2,477 | 57,194 | ||||||
| Avalara, Inc.(1) |
6,153 | 1,075,360 | ||||||
| Avaya Holdings Corp.(1) |
683,120 | 13,518,945 | ||||||
| Avid Technology, Inc.(1) |
4,494 | 129,966 | ||||||
| Axcelis Technologies, Inc.(1) |
4,105 | 193,058 | ||||||
| Badger Meter, Inc. |
3,647 | 368,858 | ||||||
| Benefitfocus, Inc.(1) |
2,140 | 23,754 | ||||||
| Bentley Systems, Inc. - Class B |
10,017 | 607,431 | ||||||
| BigCommerce Holdings, Inc.(1) |
219,323 | 11,106,517 | ||||||
| Bill.com Holdings, Inc.(1) |
116,910 | 31,209,125 | ||||||
| Blackbaud, Inc.(1) |
6,034 | 424,492 | ||||||
| Blackline, Inc.(1) |
6,789 | 801,509 | ||||||
| Bottomline Technologies DE, Inc.(1) |
957 | 37,591 | ||||||
| Box, Inc. - Class A(1) |
17,746 | 420,048 | ||||||
| Brightcove, Inc.(1) |
5,354 | 61,785 | ||||||
| Broadridge Financial Solutions, Inc. |
7,625 | 1,270,630 | ||||||
| Brooks Automation, Inc. |
43,811 | 4,484,056 | ||||||
| BTRS Holdings, Inc.(1) |
8,079 | 85,961 | ||||||
| C3.ai, Inc. - Class A(1) |
670 | 31,048 | ||||||
| Cadence Design Systems, Inc.(1) |
97,993 | 14,840,060 | ||||||
| CalAmp Corp.(1) |
4,658 | 46,347 | ||||||
| Calix, Inc.(1) |
378,148 | 18,691,856 | ||||||
| Cambium Networks Corp.(1) |
1,337 | 48,386 | ||||||
| Cantaloupe, Inc.(1) |
7,098 | 76,516 | ||||||
| Casa Systems, Inc.(1) |
3,642 | 24,693 | ||||||
| Cass Information Systems, Inc. |
332 | 13,894 | ||||||
| CDK Global, Inc. |
1,379 | 58,676 | ||||||
| CDW Corp. |
9,963 | 1,813,465 | ||||||
| Cerence, Inc.(1) |
4,838 | 464,980 | ||||||
| Ceridian HCM Holding, Inc.(1) |
230,710 | 25,982,560 | ||||||
| CEVA, Inc.(1) |
2,859 | 121,994 | ||||||
| ChannelAdvisor Corp.(1) |
2,533 | 63,908 | ||||||
| Ciena Corp.(1) |
74,995 | 3,850,993 | ||||||
| Citrix Systems, Inc. |
3,194 | 342,940 | ||||||
| Clearfield, Inc.(1) |
1,395 | 61,589 | ||||||
| Cloudera, Inc.(1) |
17,615 | 281,312 | ||||||
| Cloudflare, Inc. - Class A(1) |
17,676 | 1,991,201 | ||||||
| CMC Materials, Inc. |
43,350 | 5,342,021 | ||||||
| Cognex Corp. |
214,002 | 17,167,240 | ||||||
| Coherent, Inc.(1) |
1,587 | 396,893 | ||||||
| Cohu, Inc.(1) |
5,237 | 167,270 | ||||||
| CommScope Holding Co., Inc.(1) |
14,513 | 197,232 | ||||||
| CommVault Systems, Inc.(1) |
5,710 | 430,020 | ||||||
| Cornerstone OnDemand, Inc.(1) |
7,840 | 448,918 | ||||||
| Corning, Inc. |
18,786 | 685,501 | ||||||
| Corsair Gaming, Inc.(1) |
3,400 | 88,162 | ||||||
| Couchbase, Inc.(1) |
901 | 28,030 | ||||||
| Coupa Software, Inc.(1) |
18,352 | 4,022,391 | ||||||
| Crowdstrike Holdings, Inc. - Class A(1) |
14,300 | 3,514,654 | ||||||
| CS Disco, Inc.(1) |
728 | 34,900 | ||||||
| CSG Systems International, Inc. |
1,889 | 91,050 | ||||||
| CTS Corp. |
866 | 26,768 | ||||||
| CyberArk Software Ltd.(1) |
37,321 | 5,890,000 | ||||||
| Datadog, Inc. - Class A(1) |
218,466 | 30,880,169 | ||||||
| Diebold Nixdorf, Inc.(1) |
9,337 | 94,397 | ||||||
| Digimarc Corp.(1) |
1,503 | 51,763 | ||||||
| Digital Turbine, Inc.(1) |
11,483 | 789,456 | ||||||
| DigitalOcean Holdings, Inc.(1) |
143,822 | 11,164,902 | ||||||
| Diodes, Inc.(1) |
4,213 | 381,656 | ||||||
| Dlocal Ltd. - Class A(1) |
74,814 | 4,081,852 | ||||||
| Docebo, Inc.(1) |
76,805 | 5,590,636 | ||||||
| DocuSign, Inc. - Class A(1) |
29,349 | 7,555,313 | ||||||
| Domo, Inc. - Class B(1) |
3,438 | 290,305 | ||||||
| DoubleVerify Holdings, Inc.(1) |
1,075 | 36,722 | ||||||
| Dropbox, Inc. - Class A(1) |
21,993 | 642,635 | ||||||
| Duck Creek Technologies, Inc.(1) |
219,208 | 9,697,762 | ||||||
| Dynatrace, Inc.(1) |
13,437 | 953,624 | ||||||
| DZS, Inc.(1) |
869 | 10,654 | ||||||
| Eastman Kodak Co.(1) |
5,108 | 34,785 | ||||||
| eGain Corp.(1) |
1,103 | 11,251 | ||||||
| Elastic NV(1) |
82,418 | 12,279,458 | ||||||
| EMCORE Corp.(1) |
684 | 5,116 | ||||||
| Endava Plc - ADR(1) |
154,764 | 21,024,689 | ||||||
| EngageSmart, Inc.(1) |
72,883 | 2,482,395 | ||||||
| Enphase Energy, Inc.(1) |
67,107 | 10,064,037 | ||||||
| Entegris, Inc. |
142,358 | 17,922,872 | ||||||
| Envestnet, Inc.(1) |
98,403 | 7,895,857 | ||||||
| EPAM Systems, Inc.(1) |
16,363 | 9,334,764 | ||||||
| Euronet Worldwide, Inc.(1) |
2,594 | 330,164 | ||||||
| Everbridge, Inc.(1) |
49,936 | 7,542,333 | ||||||
| EverCommerce, Inc.(1) |
1,609 | 26,532 | ||||||
| EVERTEC, Inc. |
7,518 | 343,723 | ||||||
| Evo Payments, Inc. - Class A(1) |
5,993 | 141,914 | ||||||
| ExlService Holdings, Inc.(1) |
117,428 | 14,457,735 | ||||||
| Extreme Networks, Inc.(1) |
15,726 | 154,901 |
| Fabrinet(1) |
3,978 | 407,785 | ||||||
| Fair Isaac Corp.(1) |
1,999 | 795,462 | ||||||
| FARO Technologies, Inc.(1) |
1,172 | 77,129 | ||||||
| FireEye, Inc.(1) |
249,210 | 4,435,938 | ||||||
| Five9, Inc.(1) |
53,459 | 8,539,541 | ||||||
| FleetCor Technologies, Inc.(1) |
1,345 | 351,408 | ||||||
| Flywire Corp.(1) |
121,611 | 5,331,426 | ||||||
| FormFactor, Inc.(1) |
8,524 | 318,201 | ||||||
| Fortinet, Inc.(1) |
31,332 | 9,150,197 | ||||||
| Freshworks, Inc. - Class A(1) |
133,908 | 5,716,533 | ||||||
| Gartner, Inc.(1) |
5,905 | 1,794,411 | ||||||
| Genpact Ltd. |
677 | 32,164 | ||||||
| Global Payments, Inc. |
243,919 | 38,436,756 | ||||||
| Globant SA(1) |
52,305 | 14,698,228 | ||||||
| GoDaddy, Inc. - Class A(1) |
1,242 | 86,567 | ||||||
| GreenBox POS(1) |
2,017 | 16,721 | ||||||
| GreenSky, Inc. - Class A(1) |
8,907 | 99,580 | ||||||
| Grid Dynamics Holdings, Inc.(1) |
5,242 | 153,171 | ||||||
| Guidewire Software, Inc.(1) |
38,675 | 4,597,297 | ||||||
| Hackett Group, Inc. |
2,696 | 52,896 | ||||||
| Harmonic, Inc.(1) |
2,025 | 17,719 | ||||||
| HP, Inc. |
30,273 | 828,269 | ||||||
| HubSpot, Inc.(1) |
114,959 | 77,722,630 | ||||||
| I3 Verticals, Inc. - Class A(1) |
2,697 | 65,294 | ||||||
| IBEX Holdings Ltd.(1) |
704 | 11,968 | ||||||
| Ichor Holdings Ltd.(1) |
2,251 | 92,494 | ||||||
| Identiv, Inc.(1) |
2,585 | 48,701 | ||||||
| II-VI, Inc.(1) |
12,086 | 717,425 | ||||||
| Impinj, Inc.(1) |
2,319 | 132,484 | ||||||
| Infinera Corp.(1) |
23,049 | 191,768 | ||||||
| Inseego Corp.(1) |
2,053 | 13,673 | ||||||
| Insight Enterprises, Inc.(1) |
1,573 | 141,696 | ||||||
| Instructure Holdings, Inc.(1) |
305 | 6,890 | ||||||
| Intapp, Inc.(1) |
966 | 24,884 | ||||||
| Intelligent Systems Corp.(1) |
833 | 33,828 | ||||||
| InterDigital, Inc. |
1,539 | 104,375 | ||||||
| International Money Express, Inc.(1) |
4,158 | 69,439 | ||||||
| IPG Photonics Corp.(1) |
14,532 | 2,301,869 | ||||||
| Iteris, Inc.(1) |
4,869 | 25,708 | ||||||
| Itron, Inc.(1) |
4,623 | 349,637 | ||||||
| J2 Global, Inc.(1) |
5,497 | 751,000 | ||||||
| Jabil, Inc. |
8,207 | 479,043 | ||||||
| Jack Henry & Associates, Inc. |
1,386 | 227,387 | ||||||
| Jamf Holding Corp.(1) |
3,195 | 123,071 | ||||||
| JFrog Ltd.(1) |
91,308 | 3,058,818 | ||||||
| Kaltura, Inc.(1) |
1,171 | 12,050 | ||||||
| Keysight Technologies, Inc.(1) |
5,909 | 970,790 | ||||||
| Kimball Electronics, Inc.(1) |
183 | 4,716 | ||||||
| Kopin Corp.(1) |
9,493 | 48,699 | ||||||
| Kulicke & Soffa Industries, Inc. |
7,807 | 454,992 | ||||||
| Lattice Semiconductor Corp.(1) |
865,437 | 55,950,502 | ||||||
| Littelfuse, Inc. |
21,613 | 5,906,185 | ||||||
| LivePerson, Inc.(1) |
8,233 | 485,335 | ||||||
| Luna Innovations, Inc.(1) |
3,693 | 35,084 | ||||||
| MACOM Technology Solutions Holdings, Inc.(1) |
205,341 | 13,320,471 | ||||||
| Manhattan Associates, Inc.(1) |
98,290 | 15,041,319 | ||||||
| Marathon Digital Holdings, Inc.(1) |
651 | 20,559 | ||||||
| Marqeta, Inc. - Class A(1) |
126,612 | 2,800,657 |
| MAXIMUS, Inc. |
7,770 | 646,464 | ||||||
| MaxLinear, Inc. - Class A(1) |
8,844 | 435,567 | ||||||
| McAfee Corp. - Class A |
3,774 | 83,443 | ||||||
| Medallia, Inc.(1) |
147,764 | 5,004,767 | ||||||
| MeridianLink, Inc.(1) |
1,211 | 27,078 | ||||||
| Meta Materials, Inc.(1) |
27,265 | 157,592 | ||||||
| Microchip Technology, Inc. |
67,932 | 10,426,883 | ||||||
| MicroStrategy, Inc. - Class A(1) |
976 | 564,518 | ||||||
| MicroVision, Inc.(1) |
20,466 | 226,149 | ||||||
| Mimecast Ltd.(1) |
7,723 | 491,183 | ||||||
| Mitek Systems, Inc.(1) |
5,216 | 96,496 | ||||||
| MKS Instruments, Inc. |
3,371 | 508,718 | ||||||
| Model N, Inc.(1) |
4,129 | 138,322 | ||||||
| Momentive Global, Inc.(1) |
16,791 | 329,104 | ||||||
| Monday.com Ltd.(1) |
76,676 | 25,011,711 | ||||||
| MongoDB, Inc. - Class A(1) |
62,164 | 29,310,948 | ||||||
| Monolithic Power Systems, Inc. |
16,802 | 8,143,593 | ||||||
| Napco Security Technologies, Inc.(1) |
1,769 | 76,209 | ||||||
| National Instruments Corp. |
87,625 | 3,437,529 | ||||||
| nCino, Inc.(1) |
104,286 | 7,407,435 | ||||||
| NCR Corp.(1) |
3,109 | 120,505 | ||||||
| NetApp, Inc. |
10,757 | 965,548 | ||||||
| New Relic, Inc.(1) |
133,754 | 9,599,525 | ||||||
| Nice Ltd. - ADR(1) |
24,687 | 7,012,095 | ||||||
| nLight, Inc.(1) |
5,322 | 150,027 | ||||||
| NortonLifeLock, Inc. |
10,471 | 264,916 | ||||||
| Novanta, Inc.(1) |
4,390 | 678,255 | ||||||
| Nuance Communications, Inc.(1) |
7,821 | 430,468 | ||||||
| Nutanix, Inc. - Class A(1) |
553,950 | 20,883,915 | ||||||
| NVE Corp. |
603 | 38,574 | ||||||
| Okta, Inc. - Class A(1) |
104,532 | 24,809,625 | ||||||
| ON Semiconductor Corp.(1) |
291,680 | 13,350,194 | ||||||
| ON24, Inc.(1) |
2,204 | 43,948 | ||||||
| OneSpan, Inc.(1) |
4,518 | 84,848 | ||||||
| Onto Innovation, Inc.(1) |
198,652 | 14,352,607 | ||||||
| OSI Systems, Inc.(1) |
206 | 19,529 | ||||||
| Ouster, Inc.(1) |
5,190 | 37,991 | ||||||
| PagerDuty, Inc.(1) |
10,342 | 428,366 | ||||||
| Palantir Technologies, Inc. - Class A(1) |
117,885 | 2,833,955 | ||||||
| Palo Alto Networks, Inc.(1) |
93,367 | 44,722,793 | ||||||
| PAR Technology Corp.(1) |
3,199 | 196,770 | ||||||
| Paya Holdings, Inc. - Class A(1) |
342,354 | 3,721,388 | ||||||
| Paychex, Inc. |
20,382 | 2,291,956 | ||||||
| Paycom Software, Inc.(1) |
3,679 | 1,823,864 | ||||||
| Paycor HCM, Inc.(1) |
1,059 | 37,234 | ||||||
| Paylocity Holding Corp.(1) |
2,710 | 759,884 | ||||||
| Paymentus Holdings, Inc. - Class A(1) |
117,183 | 2,887,389 | ||||||
| Pegasystems, Inc. |
2,816 | 357,914 | ||||||
| Perficient, Inc.(1) |
4,044 | 467,891 | ||||||
| Plantronics, Inc.(1) |
2,222 | 57,128 | ||||||
| Plexus Corp.(1) |
3,075 | 274,936 | ||||||
| Power Integrations, Inc. |
71,590 | 7,086,694 | ||||||
| Priority Technology Holdings, Inc.(1) |
1,135 | 7,582 | ||||||
| Procore Technologies, Inc.(1) |
530 | 47,350 | ||||||
| Progress Software Corp. |
5,466 | 268,873 | ||||||
| PROS Holdings, Inc.(1) |
88,212 | 3,129,762 | ||||||
| PTC, Inc.(1) |
53,317 | 6,386,843 | ||||||
| Pure Storage, Inc. - Class A(1) |
881,876 | 22,188,000 |
| Q2 Holdings, Inc.(1) |
106,592 | 8,542,283 | ||||||
| QAD, Inc. - Class A |
1,319 | 115,267 | ||||||
| Qualys, Inc.(1) |
105,899 | 11,785,500 | ||||||
| Rackspace Technology, Inc.(1) |
5,111 | 72,678 | ||||||
| Rapid7, Inc.(1) |
53,586 | 6,056,290 | ||||||
| Rekor Systems, Inc.(1) |
2,543 | 29,219 | ||||||
| Repay Holdings Corp. - Class A(1) |
146,228 | 3,367,631 | ||||||
| Rimini Street, Inc.(1) |
5,450 | 52,593 | ||||||
| RingCentral, Inc. - Class A(1) |
24,751 | 5,383,343 | ||||||
| Riot Blockchain, Inc.(1) |
10,502 | 269,901 | ||||||
| Rogers Corp.(1) |
2,046 | 381,538 | ||||||
| Sabre Corp.(1) |
23,048 | 272,888 | ||||||
| Sailpoint Technologies Holdings, Inc.(1) |
11,651 | 499,595 | ||||||
| Sapiens International Corp. NV |
3,801 | 109,393 | ||||||
| Semtech Corp.(1) |
111,203 | 8,670,498 | ||||||
| ServiceNow, Inc.(1) |
16,281 | 10,131,178 | ||||||
| Shift4 Payments, Inc. - Class A(1) |
65,997 | 5,116,087 | ||||||
| ShotSpotter, Inc.(1) |
1,010 | 36,734 | ||||||
| Silicon Laboratories, Inc.(1) |
144,085 | 20,194,954 | ||||||
| SiTime Corp.(1) |
95,745 | 19,548,257 | ||||||
| SkyWater Technology, Inc.(1) |
881 | 23,963 | ||||||
| Skyworks Solutions, Inc. |
112,813 | 18,589,326 | ||||||
| SMART Global Holdings, Inc.(1) |
2,249 | 100,081 | ||||||
| Smartsheet, Inc. - Class A(1) |
266,106 | 18,313,415 | ||||||
| Splunk, Inc.(1) |
11,895 | 1,721,325 | ||||||
| Sprout Social, Inc. - Class A(1) |
157,712 | 19,232,978 | ||||||
| SPS Commerce, Inc.(1) |
129,216 | 20,843,833 | ||||||
| StoneCo Ltd. - Class A(1) |
14,957 | 519,307 | ||||||
| Sumo Logic, Inc.(1) |
10,552 | 170,098 | ||||||
| SunPower Corp. - Class A(1) |
7,902 | 179,217 | ||||||
| Switch, Inc. - Class A |
8,329 | 211,473 | ||||||
| Synaptics, Inc.(1) |
85,202 | 15,313,355 | ||||||
| Synopsys, Inc.(1) |
126,559 | 37,893,030 | ||||||
| Teledyne Technologies, Inc.(1) |
48,803 | 20,964,793 | ||||||
| Telos Corp.(1) |
216,970 | 6,166,287 | ||||||
| Tenable Holdings, Inc.(1) |
11,281 | 520,505 | ||||||
| Teradata Corp.(1) |
249,045 | 14,282,731 | ||||||
| Teradyne, Inc. |
12,058 | 1,316,372 | ||||||
| Trade Desk, Inc. - Class A(1) |
31,089 | 2,185,557 | ||||||
| Trimble, Inc.(1) |
362,655 | 29,828,374 | ||||||
| TTEC Holdings, Inc. |
2,336 | 218,486 | ||||||
| Tucows, Inc. - Class A(1) |
1,211 | 95,608 | ||||||
| Turtle Beach Corp.(1) |
1,466 | 40,784 | ||||||
| Tyler Technologies, Inc.(1) |
45,492 | 20,864,906 | ||||||
| Ubiquiti, Inc. |
419 | 125,143 | ||||||
| Ultra Clean Holdings, Inc.(1) |
5,568 | 237,197 | ||||||
| Unisys Corp.(1) |
6,534 | 164,265 | ||||||
| Unity Software, Inc.(1) |
32,418 | 4,092,773 | ||||||
| Universal Display Corp. |
3,123 | 533,908 | ||||||
| Upland Software, Inc.(1) |
3,731 | 124,765 | ||||||
| Varonis Systems, Inc. - Class B(1) |
446,026 | 27,140,682 | ||||||
| Velodyne Lidar, Inc.(1) |
9,466 | 56,039 | ||||||
| Veritone, Inc.(1) |
3,454 | 82,516 | ||||||
| Verra Mobility Corp. - Class A(1) |
16,785 | 252,950 | ||||||
| Viant Technology, Inc. - Class A(1) |
1,664 | 20,334 | ||||||
| Viavi Solutions, Inc.(1) |
349,457 | 5,500,453 | ||||||
| Vishay Intertechnology, Inc. |
2,266 | 45,524 | ||||||
| Vonage Holdings Corp.(1) |
264,942 | 4,270,865 |
| Vontier Corp. |
6,557 | 220,315 | ||||||
| Western Union Co. |
7,231 | 146,211 | ||||||
| WEX, Inc.(1) |
33,546 | 5,908,792 | ||||||
| Wix.com Ltd.(1) |
41,471 | 8,127,072 | ||||||
| WNS Holdings Ltd. - ADR(1) |
78,905 | 6,454,429 | ||||||
| Workday, Inc. - Class A(1) |
145,081 | 36,254,291 | ||||||
| Workiva, Inc. - Class A(1) |
5,336 | 752,163 | ||||||
| Xilinx, Inc. |
17,850 | 2,695,172 | ||||||
| Yext, Inc.(1) |
13,955 | 167,879 | ||||||
| Zebra Technologies Corp. - Class A(1) |
3,863 | 1,991,067 | ||||||
| Zendesk, Inc.(1) |
213,645 | 24,866,142 | ||||||
| Zix Corp.(1) |
6,650 | 47,016 | ||||||
| Zscaler, Inc.(1) |
301,436 | 79,042,548 | ||||||
| Zuora, Inc. - Class A(1) |
13,948 | 231,258 | ||||||
|
|
|
|||||||
| Total Information Technology |
|
1,669,709,266 | ||||||
|
|
|
|||||||
| Materials – 2.32% |
||||||||
| Albemarle Corp. |
69,227 | 15,158,636 | ||||||
| Allegheny Technologies, Inc.(1) |
9,696 | 161,244 | ||||||
| American Vanguard Corp. |
820 | 12,341 | ||||||
| Amyris, Inc.(1) |
2,267 | 31,126 | ||||||
| AptarGroup, Inc. |
184,155 | 21,978,899 | ||||||
| Avery Dennison Corp. |
3,174 | 657,685 | ||||||
| Avient Corp. |
1,177 | 54,554 | ||||||
| Axalta Coating Systems Ltd.(1) |
2,650 | 77,353 | ||||||
| Balchem Corp. |
27,705 | 4,019,164 | ||||||
| Ball Corp. |
184,936 | 16,638,692 | ||||||
| Berry Global Group, Inc.(1) |
141,304 | 8,602,587 | ||||||
| Cabot Corp. |
7,022 | 351,943 | ||||||
| Celanese Corp. - Class A |
2,949 | 444,237 | ||||||
| Century Aluminum Co.(1) |
345 | 4,640 | ||||||
| Chase Corp. |
63,932 | 6,530,654 | ||||||
| Chemours Co. |
6,074 | 176,510 | ||||||
| Cleveland-Cliffs, Inc.(1) |
503,082 | 9,966,054 | ||||||
| Coeur Mining, Inc.(1) |
21,781 | 134,389 | ||||||
| Compass Minerals International, Inc. |
4,476 | 288,254 | ||||||
| Crown Holdings, Inc. |
1,148 | 115,695 | ||||||
| Danimer Scientific, Inc.(1) |
8,298 | 135,589 | ||||||
| Diversey Holdings Ltd.(1) |
2,756 | 44,206 | ||||||
| Ferro Corp.(1) |
8,524 | 173,378 | ||||||
| FMC Corp. |
2,383 | 218,187 | ||||||
| Forterra, Inc.(1) |
3,769 | 88,798 | ||||||
| Gatos Silver, Inc.(1) |
4,855 | 56,464 | ||||||
| Graphic Packaging Holding Co. |
598,870 | 11,402,485 | ||||||
| Greif, Inc. - Class A |
463 | 29,910 | ||||||
| Greif, Inc. - Class B |
77 | 4,990 | ||||||
| Hawkins, Inc. |
1,623 | 56,610 | ||||||
| HB Fuller Co. |
1,167 | 75,341 | ||||||
| Hecla Mining Co. |
19,493 | 107,211 | ||||||
| Ingevity Corp.(1) |
88,708 | 6,331,090 | ||||||
| Innospec, Inc. |
71,416 | 6,014,656 | ||||||
| Kaiser Aluminum Corp. |
234 | 25,497 | ||||||
| Kronos Worldwide, Inc. |
476 | 5,907 | ||||||
| Livent Corp.(1) |
20,684 | 478,007 | ||||||
| Louisiana-Pacific Corp. |
536 | 32,894 | ||||||
| LyondellBasell Industries NV - Class A |
2,347 | 220,266 | ||||||
| Marrone Bio Innovations, Inc.(1) |
11,330 | 10,208 | ||||||
| Materion Corp. |
978 | 67,130 | ||||||
| MP Materials Corp.(1) |
342,038 | 11,023,885 | ||||||
| Myers Industries, Inc. |
2,279 | 44,600 | ||||||
| Novagold Resources, Inc.(1) |
29,463 | 202,705 | ||||||
| O-I Glass, Inc.(1) |
19,626 | 280,063 | ||||||
| Olin Corp. |
787 | 37,973 | ||||||
| Orion Engineered Carbons SA(1) |
7,666 | 139,751 | ||||||
| Perpetua Resources Corp.(1) |
3,038 | 15,129 | ||||||
| PolyMet Mining Corp.(1) |
1,072 | 3,270 | ||||||
| PPG Industries, Inc. |
7,254 | 1,037,395 | ||||||
| PureCycle Technologies, Inc.(1) |
4,013 | 53,293 | ||||||
| Quaker Chemical Corp. |
1,671 | 397,230 | ||||||
| Ranpak Holdings Corp. - Class A(1) |
691 | 18,533 | ||||||
| RPM International, Inc. |
5,383 | 417,990 | ||||||
| Ryerson Holding Corp. |
1,865 | 41,534 | ||||||
| Schnitzer Steel Industries, Inc. - Class A |
265 | 11,610 | ||||||
| Scotts Miracle-Gro Co. |
2,957 | 432,787 | ||||||
| Sealed Air Corp. |
5,919 | 324,302 | ||||||
| Sensient Technologies Corp. |
2,718 | 247,555 | ||||||
| Steel Dynamics, Inc. |
2,695 | 157,604 | ||||||
| Stepan Co. |
224 | 25,299 | ||||||
| Summit Materials, Inc. - Class A(1) |
490,474 | 15,680,454 | ||||||
| Tredegar Corp. |
2,517 | 30,657 | ||||||
| Trinseo SA |
4,861 | 262,397 | ||||||
| UFP Technologies, Inc.(1) |
59 | 3,634 | ||||||
| United States Lime & Minerals, Inc. |
17 | 2,054 | ||||||
| Warrior Met Coal, Inc. |
549 | 12,775 | ||||||
| Westlake Chemical Corp. |
479 | 43,656 | ||||||
| Zymergen, Inc.(1) |
580 | 7,639 | ||||||
|
|
|
|||||||
| Total Materials |
|
141,939,255 | ||||||
|
|
|
|||||||
| Real Estate – 0.75% |
||||||||
| Agree Realty Corp. |
91,404 | 6,053,687 | ||||||
| Alexander’s, Inc. |
282 | 73,495 | ||||||
| American Finance Trust, Inc. |
1,329 | 10,685 | ||||||
| CatchMark Timber Trust, Inc. - Class A |
4,292 | 50,946 | ||||||
| CBRE Group, Inc. - Class A(1) |
1,270 | 123,647 | ||||||
| Clipper Realty, Inc. |
1,427 | 11,559 | ||||||
| Community Healthcare Trust, Inc. |
1,961 | 88,618 | ||||||
| CoreSite Realty Corp. |
2,469 | 342,055 | ||||||
| Corporate Office Properties Trust |
217,115 | 5,857,763 | ||||||
| Cushman & Wakefield Plc(1) |
17,264 | 321,283 | ||||||
| EastGroup Properties, Inc. |
4,980 | 829,817 | ||||||
| Equity LifeStyle Properties, Inc. |
6,682 | 521,864 | ||||||
| eXp World Holdings, Inc. |
7,779 | 309,371 | ||||||
| Extra Space Storage, Inc. |
849 | 142,623 | ||||||
| Fathom Holdings, Inc.(1) |
579 | 15,459 | ||||||
| FirstService Corp. |
32,591 | 5,882,024 | ||||||
| Forestar Group, Inc.(1) |
454 | 8,458 | ||||||
| Gladstone Commercial Corp. |
1,396 | 29,358 | ||||||
| Gladstone Land Corp. |
2,149 | 48,933 | ||||||
| Indus Realty Trust, Inc. |
373 | 26,147 | ||||||
| Innovative Industrial Properties, Inc. - Class A |
1,548 | 357,851 | ||||||
| Iron Mountain, Inc. |
14,571 | 633,110 | ||||||
| Lamar Advertising Co. - Class A |
5,439 | 617,055 | ||||||
| Marcus & Millichap, Inc.(1) |
282 | 11,455 | ||||||
| Monmouth Real Estate Investment Corp. |
1,673 | 31,201 | ||||||
| National Storage Affiliates Trust |
60,053 | 3,170,198 | ||||||
| Newmark Group, Inc. - Class A |
18,611 | 266,323 | ||||||
| NexPoint Residential Trust, Inc. |
508 | 31,435 | ||||||
| Opendoor Technologies, Inc.(1) |
6,168 | 126,629 | ||||||
| Outfront Media, Inc. |
3,655 | 92,106 | ||||||
| Pebblebrook Hotel Trust |
277,006 | 6,207,704 | ||||||
| Phillips Edison & Co., Inc. |
317 | 9,735 | ||||||
| PS Business Parks, Inc. |
2,090 | 327,587 | ||||||
| Rafael Holdings, Inc. - Class B(1) |
1,287 | 39,550 | ||||||
| Redfin Corp.(1) |
12,647 | 633,615 | ||||||
| RMR Group, Inc. - Class A |
184 | 6,155 | ||||||
| Ryman Hospitality Properties, Inc.(1) |
6,156 | 515,257 | ||||||
| Safehold, Inc. |
1,515 | 108,913 | ||||||
| Saul Centers, Inc. |
1,363 | 60,054 | ||||||
| SBA Communications Corp. - Class A |
1,329 | 439,328 | ||||||
| Simon Property Group, Inc. |
20,576 | 2,674,263 | ||||||
| St Joe Co. |
4,162 | 175,220 | ||||||
| Tanger Factory Outlet Centers, Inc. |
4,200 | 68,460 | ||||||
| Terreno Realty Corp. |
131,052 | 8,286,418 | ||||||
| UMH Properties, Inc. |
5,047 | 115,576 | ||||||
| Universal Health Realty Income Trust |
1,522 | 84,121 | ||||||
|
|
|
|||||||
| Total Real Estate |
45,837,111 | |||||||
|
|
|
|||||||
| Utilities – 0.02% |
||||||||
| American States Water Co. |
2,331 | 199,347 | ||||||
| Brookfield Renewable Corp. - Class A |
2,288 | 88,797 | ||||||
| Cadiz, Inc.(1) |
115 | 810 | ||||||
| Clearway Energy, Inc. - Class A |
1,178 | 33,220 | ||||||
| Clearway Energy, Inc. - Class C |
2,445 | 74,010 | ||||||
| Global Water Resources, Inc. |
1,671 | 31,281 | ||||||
| Middlesex Water Co. |
810 | 83,252 | ||||||
| NRG Energy, Inc. |
8,000 | 326,640 | ||||||
| Pure Cycle Corp.(1) |
1,962 | 26,114 | ||||||
| Sunnova Energy International, Inc.(1) |
1,572 | 51,782 | ||||||
| Via Renewables, Inc. - Class A |
1,366 | 13,919 | ||||||
| York Water Co. |
1,073 | 46,869 | ||||||
|
|
|
|||||||
| Total Utilities |
|
976,041 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $4,224,509,419) |
|
5,987,989,015 | ||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| BONDS & NOTES – 0.00%(2) |
||||||||
| Corporate Bonds – 0.00%(2) |
||||||||
| Financials – 0.00%(2) |
||||||||
| GAMCO Investors, Inc. |
||||||||
| 4.00%, 06/15/2023(3) |
$ | 3,000 | 2,985 | |||||
|
|
|
|||||||
| Total Financials |
|
2,985 | ||||||
|
|
|
|||||||
| Total Corporate Bonds (Cost: $-) |
2,985 | |||||||
|
|
|
|||||||
| Total Bonds & Notes (Cost: $-) |
|
2,985 | ||||||
|
|
|
|||||||
| Shares | Value | |||||||
| SHORT-TERM INVESTMENTS – 2.39% |
||||||||
| Money Market Funds – 1.84% |
||||||||
| Goldman Sachs Financial Square Government Fund - Class I, 0.03%(4) |
112,716,127 | 112,716,127 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $112,716,127) |
$ | 112,716,127 | ||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.55% |
||||||||
| ANZ, London, 0.01% due 10/01/2021 |
$ | 4,649,801 | 4,649,801 | |||||
| BNP Paribas, Paris, 0.01% due 10/01/2021 |
1,424,751 | 1,424,751 | ||||||
| ING Bank, Amsterdam, 0.01% due 10/01/2021 |
1,090,438 | 1,090,438 | ||||||
| National Australia Bank, London, 0.01% due 10/01/2021 |
163,313 | 163,313 | ||||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2021 |
13,432,914 | 13,432,914 | ||||||
| Sumitomo, Tokyo, 0.01% due 10/01/2021 |
12,588,540 | 12,588,540 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $33,349,757) |
33,349,757 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $146,065,884) |
146,065,884 | |||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 100.33% |
||||||||
| (Cost: $4,370,575,303) | 6,134,057,884 | |||||||
|
|
|
|||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS – (0.33)% |
(20,288,843 | ) | ||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 6,113,769,041 | ||||||
|
|
|
Percentages are stated as a percent of net assets.
ADR American Depositary Receipt
| (1) | Non-income producing security. |
| (2) | Amount calculated is less than 0.005%. |
| (3) | 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, 2021. |
| (4) | Represents annualized seven-day yield as of the close of the reporting period. |
| (5) | Security that is categorized as Level 3 per the Trust’s fair value hierarchy. The value of these securities totals $15,953, which represents 0.00% of total 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) |
||||||||||||||||||
| 4 |
S&P 500 E-mini Future | Morgan Stanley | Dec. 2021 | $ | 890,202 | $ | 859,550 | $ | (30,652 | ) | ||||||||||||||
| 2 |
S&P MidCap 400 E-mini Future | Morgan Stanley | Dec. 2021 | 538,456 | 526,640 | (11,816 | ) | |||||||||||||||||
| 11 |
E-mini Russell 2000 Future | Morgan Stanley | Dec. 2021 | 1,205,863 | 1,210,440 | 4,578 | ||||||||||||||||||
|
|
|
|||||||||||||||||||||||
| $ | (37,890 | ) | ||||||||||||||||||||||
|
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|
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Bridge Builder Small/Mid Cap Value Fund
Schedule of Investments
September 30, 2021 (Unaudited)
| Shares | Value | |||||||
| COMMON STOCKS – 98.03% |
||||||||
| Communication Services – 1.79% |
||||||||
| Activision Blizzard, Inc. |
91,480 | $ | 7,079,637 | |||||
| Advantage Solutions, Inc.(1) |
28,519 | 246,689 | ||||||
| Altice USA, Inc. - Class A(1) |
1,864 | 38,622 | ||||||
| Altice USA, Inc. - Class A(1) |
193,353 | 7,359,015 | ||||||
| AMC Networks, Inc. - Class A(1) |
71,272 | 3,320,562 | ||||||
| Anterix, Inc.(1) |
3,014 | 182,950 | ||||||
| ATN International, Inc. |
4,134 | 193,678 | ||||||
| Boston Omaha Corp. - Class A(1) |
6,524 | 253,001 | ||||||
| Cable One, Inc. |
75 | 135,985 | ||||||
| Cars.com, Inc.(1) |
22,274 | 281,766 | ||||||
| Chicken Soup For The Soul Entertainment, Inc. - Class A(1) |
2,067 | 47,272 | ||||||
| Cinemark Holdings, Inc.(1) |
7,131 | 136,987 | ||||||
| Clear Channel Outdoor Holdings, Inc. - Class A(1) |
124,372 | 337,048 | ||||||
| comScore, Inc.(1) |
25,838 | 100,768 | ||||||
| Consolidated Communications Holdings, Inc.(1) |
27,240 | 250,336 | ||||||
| CuriosityStream, Inc.(1) |
8,001 | 84,331 | ||||||
| Daily Journal Corp.(1) |
453 | 145,128 | ||||||
| Digital Media Solutions, Inc. - Class A(1) |
1,149 | 8,330 | ||||||
| Discovery, Inc. - Class A(1) |
4,946 | 125,529 | ||||||
| Discovery, Inc. - Class C(1) |
9,408 | 228,332 | ||||||
| DISH Network Corp. - Class A(1) |
7,410 | 322,039 | ||||||
| EchoStar Corp. - Class A(1) |
14,858 | 379,028 | ||||||
| Emerald Holding, Inc.(1) |
8,635 | 37,476 | ||||||
| Entercom Communications Corp. - Class A(1) |
44,294 | 163,002 | ||||||
| Entravision Communications Corp. - Class A |
165,098 | 1,172,196 | ||||||
| Eros STX Global Corp.(1) |
118,068 | 108,564 | ||||||
| EW Scripps Co. - Class A |
21,415 | 386,755 | ||||||
| Fluent, Inc.(1) |
15,046 | 34,154 | ||||||
| Fox Corp. - Class A |
9,726 | 390,110 | ||||||
| Fox Corp. - Class B |
4,490 | 166,669 | ||||||
| Gannett Co., Inc.(1) |
52,559 | 351,094 | ||||||
| Globalstar, Inc.(1) |
28,235 | 47,152 | ||||||
| Gogo, Inc.(1) |
20,458 | 353,923 | ||||||
| Gray Television, Inc. |
32,068 | 731,792 | ||||||
| Hemisphere Media Group, Inc. - Class A(1) |
6,168 | 75,126 | ||||||
| IAC/InterActiveCorp(1) |
2,283 | 297,452 | ||||||
| IDT Corp. - Class B(1) |
1,908 | 80,041 | ||||||
| iHeartMedia, Inc. - Class A(1) |
22,823 | 571,031 | ||||||
| IMAX Corp.(1) |
354,968 | 6,737,293 | ||||||
| Integral Ad Science Holding Corp.(1) |
3,266 | 67,378 | ||||||
| Interpublic Group of Companies, Inc. |
11,884 | 435,786 | ||||||
| Iridium Communications, Inc.(1) |
10,833 | 431,695 | ||||||
| John Wiley & Sons, Inc. - Class A |
16,145 | 842,930 | ||||||
| Liberty Broadband Corp. - Class A(1) |
744 | 125,252 | ||||||
| Liberty Broadband Corp. - Class C(1) |
4,378 | 756,081 | ||||||
| Liberty Latin America Ltd. - Class A(1) |
16,638 | 217,625 | ||||||
| Liberty Latin America Ltd. - Class C(1) |
56,816 | 745,426 | ||||||
| Liberty Media Corp.-Liberty Formula One - Class A(1) |
748 | 35,193 | ||||||
| Liberty Media Corp.-Liberty Formula One - Class C(1) |
149,081 | 7,664,254 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class A(1) |
2,362 | 111,416 | ||||||
| Liberty Media Corp.-Liberty SiriusXM - Class C(1) |
4,847 | 230,087 | ||||||
| Liberty TripAdvisor Holdings, Inc. - Class A(1) |
6,683 | 20,650 | ||||||
| Lions Gate Entertainment Corp. - Class A(1) |
22,985 | 326,157 | ||||||
| Lions Gate Entertainment Corp. - Class B(1) |
42,626 | 554,138 | ||||||
| Live Nation Entertainment, Inc.(1) |
89,363 | 8,143,650 | ||||||
| Lumen Technologies, Inc. |
33,151 | 410,741 | ||||||
| Madison Square Garden Entertainment Corp.(1) |
9,735 | 707,442 | ||||||
| Madison Square Garden Sports Corp. - Class A(1) |
350 | 65,083 | ||||||
| Marcus Corp.(1) |
8,479 | 147,959 | ||||||
| MediaAlpha, Inc. - Class A(1) |
678 | 12,665 | ||||||
| Meredith Corp.(1) |
5,477 | 305,069 | ||||||
| National CineMedia, Inc. |
22,211 | 79,071 | ||||||
| New York Times Co. - Class A |
4,954 | 244,084 | ||||||
| News Corp. - Class A |
11,973 | 281,725 | ||||||
| News Corp. - Class B |
3,451 | 80,167 | ||||||
| Nexstar Media Group, Inc. - Class A |
241,704 | 36,729,340 | ||||||
| Omnicom Group, Inc. |
6,505 | 471,352 | ||||||
| Ooma, Inc.(1) |
3,468 | 64,539 | ||||||
| Outbrain, Inc.(1) |
1,527 | 22,600 | ||||||
| Radius Global Infrastructure, Inc. - Class A(1) |
21,894 | 357,529 | ||||||
| Scholastic Corp. |
9,942 | 354,432 | ||||||
| Shenandoah Telecommunications Co. |
12,018 | 379,528 | ||||||
| Sinclair Broadcast Group, Inc. - Class A |
14,548 | 460,881 | ||||||
| Sirius XM Holdings, Inc. |
26,877 | 163,950 | ||||||
| Stagwell, Inc.(1) |
21,097 | 161,814 | ||||||
| Take-Two Interactive Software, Inc.(1) |
2,797 | 430,934 | ||||||
| TEGNA, Inc. |
843,380 | 16,631,454 | ||||||
| Telephone & Data Systems, Inc. |
37,738 | 735,891 | ||||||
| Thryv Holdings, Inc.(1) |
414 | 12,437 | ||||||
| Townsquare Media, Inc. - Class A(1) |
14,404 | 188,260 | ||||||
| TripAdvisor, Inc.(1) |
1,144 | 38,724 | ||||||
| TrueCar, Inc.(1) |
35,822 | 149,020 | ||||||
| Twitter, Inc.(1) |
21,073 | 1,272,598 | ||||||
| United States Cellular Corp.(1) |
5,766 | 183,878 | ||||||
| ViacomCBS, Inc. - Class A |
331 | 13,925 | ||||||
| ViacomCBS, Inc. - Class B |
113,099 | 4,468,542 | ||||||
| Vimeo, Inc.(1) |
295 | 8,664 | ||||||
| WideOpenWest, Inc.(1) |
7,436 | 146,117 | ||||||
| World Wrestling Entertainment, Inc. - Class A |
185 | 10,408 | ||||||
| Yelp, Inc. - Class A(1) |
144,168 | 5,368,816 | ||||||
| Zynga, Inc. - Class A(1) |
15,610 | 117,543 | ||||||
|
|
|
|||||||
| Total Communication Services |
|
124,945,763 | ||||||
|
|
|
|||||||
| Consumer Discretionary – 12.27% |
||||||||
| 1-800-Flowers.com, Inc. - Class A(1) |
359,720 | 10,975,057 | ||||||
| 1stdibs.com, Inc.(1) |
457 | 5,667 | ||||||
| 2U, Inc.(1) |
4,181 | 140,356 | ||||||
| Aaron’s Co., Inc. |
37,233 | 1,025,397 | ||||||
| Abercrombie & Fitch Co. - Class A(1) |
21,053 | 792,224 | ||||||
| Academy Sports & Outdoors, Inc.(1) |
29,140 | 1,166,183 | ||||||
| Accel Entertainment, Inc. - Class A(1) |
73,391 | 890,967 | ||||||
| Acushnet Holdings Corp. |
9,024 | 421,421 | ||||||
| Adient Plc(1) |
31,453 | 1,303,727 | ||||||
| Adtalem Global Education, Inc.(1) |
18,502 | 699,561 | ||||||
| Advance Auto Parts, Inc. |
26,584 | 5,553,132 | ||||||
| American Axle & Manufacturing Holdings, Inc.(1) |
231,606 | 2,040,449 | ||||||
| American Outdoor Brands, Inc.(1) |
5,186 | 127,368 | ||||||
| American Public Education, Inc.(1) |
6,970 | 178,502 | ||||||
| America’s Car-Mart, Inc.(1) |
372 | 43,442 | ||||||
| Aptiv Plc(1) |
6,650 | 990,651 | ||||||
| Aramark |
834,866 | 27,433,697 | ||||||
| Asbury Automotive Group, Inc.(1) |
63,225 | 12,438,887 | ||||||
| AutoNation, Inc.(1) |
1,371 | 166,933 | ||||||
| AutoZone, Inc.(1) |
16,212 | 27,527,814 | ||||||
| Barnes & Noble Education, Inc.(1) |
14,173 | 141,588 | ||||||
| Bassett Furniture Industries, Inc. |
3,295 | 59,672 | ||||||
| Bath & Body Works, Inc. |
3,124 | 196,906 | ||||||
| Beazer Homes USA, Inc.(1) |
10,447 | 180,211 | ||||||
| Bed Bath & Beyond, Inc.(1) |
34,925 | 603,329 | ||||||
| Best Buy Co., Inc. |
109,795 | 11,606,429 | ||||||
| Big 5 Sporting Goods Corp. |
7,728 | 178,053 | ||||||
| Big Lots, Inc. |
57,005 | 2,471,737 | ||||||
| Biglari Holdings, Inc. - Class B(1) |
321 | 55,151 | ||||||
| BJ’s Restaurants, Inc.(1) |
12,614 | 526,761 | ||||||
| Bluegreen Vacations Holding Corp. - Class A(1) |
5,366 | 138,443 | ||||||
| BorgWarner, Inc. |
332,784 | 14,379,597 | ||||||
| Boyd Gaming Corp.(1) |
1,919 | 121,396 | ||||||
| Bright Horizons Family Solutions, Inc.(1) |
370 | 51,585 | ||||||
| Brinker International, Inc.(1) |
148,180 | 7,268,229 | ||||||
| Brunswick Corp. |
139,774 | 13,316,269 | ||||||
| Buckle, Inc. |
697 | 27,594 | ||||||
| Burlington Stores, Inc.(1) |
115 | 32,611 | ||||||
| Caesars Entertainment, Inc.(1) |
2,345 | 263,297 | ||||||
| Callaway Golf Co.(1) |
209,026 | 5,775,388 | ||||||
| Canoo, Inc.(1) |
21,519 | 165,481 | ||||||
| Capri Holdings Ltd.(1) |
4,416 | 213,779 | ||||||
| CarLotz, Inc.(1) |
26,075 | 99,346 | ||||||
| CarMax, Inc.(1) |
4,501 | 575,948 | ||||||
| Carnival Corp.(1) |
113,998 | 2,851,090 | ||||||
| Carriage Services, Inc. - Class A |
5,009 | 223,351 | ||||||
| Carrols Restaurant Group, Inc. |
12,875 | 47,123 | ||||||
| Carter’s, Inc. |
86,650 | 8,425,846 | ||||||
| Cato Corp. - Class A |
7,254 | 119,981 | ||||||
| Cavco Industries, Inc.(1) |
1,018 | 241,001 | ||||||
| Century Communities, Inc. |
3,942 | 242,236 | ||||||
| Chegg, Inc.(1) |
995 | 67,680 | ||||||
| Chico’s FAS, Inc.(1) |
35,680 | 160,203 | ||||||
| Chuy’s Holdings, Inc.(1) |
3,965 | 125,016 | ||||||
| Columbia Sportswear Co. |
1,117 | 107,053 | ||||||
| Conn’s, Inc.(1) |
6,566 | 149,902 | ||||||
| Container Store Group, Inc.(1) |
11,774 | 112,088 | ||||||
| Cooper-Standard Holdings, Inc.(1) |
6,207 | 135,995 | ||||||
| Coursera, Inc.(1) |
21,508 | 680,728 | ||||||
| Dana, Inc. |
180,336 | 4,010,673 | ||||||
| Darden Restaurants, Inc. |
52,966 | 8,022,760 | ||||||
| Dave & Buster’s Entertainment, Inc.(1) |
42,323 | 1,622,241 | ||||||
| Deckers Outdoor Corp.(1) |
719 | 258,984 | ||||||
| Del Taco Restaurants, Inc. |
11,472 | 100,151 | ||||||
| Denny’s Corp.(1) |
5,683 | 92,860 | ||||||
| Dick’s Sporting Goods, Inc. |
85,100 | 10,192,427 | ||||||
| Dillard’s, Inc. - Class A |
2,254 | 388,860 | ||||||
| Dine Brands Global, Inc.(1) |
25,100 | 2,038,371 | ||||||
| Dollar Tree, Inc.(1) |
7,022 | 672,146 | ||||||
| Domino’s Pizza, Inc. |
353 | 168,367 | ||||||
| DoorDash, Inc. - Class A(1) |
526 | 108,345 | ||||||
| DR Horton, Inc. |
5,874 | 493,240 | ||||||
| Drive Shack, Inc.(1) |
16,636 | 46,747 | ||||||
| eBay, Inc. |
172,900 | 12,045,943 | ||||||
| El Pollo Loco Holdings, Inc.(1) |
6,883 | 116,323 | ||||||
| Escalade, Inc. |
2,930 | 55,406 | ||||||
| Ethan Allen Interiors, Inc. |
8,491 | 201,237 | ||||||
| European Wax Center, Inc. - Class A(1) |
1,757 | 49,214 | ||||||
| Expedia Group, Inc.(1) |
53,590 | 8,783,401 | ||||||
| F45 Training Holdings, Inc.(1) |
2,968 | 44,401 | ||||||
| Fiesta Restaurant Group, Inc.(1) |
6,228 | 68,259 | ||||||
| Fisker, Inc.(1) |
4,921 | 72,093 | ||||||
| Flexsteel Industries, Inc. |
2,324 | 71,765 | ||||||
| Foot Locker, Inc. |
230,979 | 10,546,501 | ||||||
| Fossil Group, Inc.(1) |
17,886 | 211,949 | ||||||
| Franchise Group, Inc. |
9,169 | 324,674 | ||||||
| Frontdoor, Inc.(1) |
827 | 34,651 | ||||||
| Funko, Inc. - Class A(1) |
210,011 | 3,824,300 | ||||||
| GAN Ltd.(1) |
13,364 | 198,723 | ||||||
| Gap, Inc. |
6,014 | 136,518 | ||||||
| Garmin Ltd. |
4,570 | 710,452 | ||||||
| Genesco, Inc.(1) |
5,503 | 317,688 | ||||||
| Genius Brands International, Inc.(1) |
105,847 | 143,952 | ||||||
| Gentex Corp. |
240,872 | 7,943,959 | ||||||
| Genuine Parts Co. |
4,259 | 516,319 | ||||||
| G-III Apparel Group Ltd.(1) |
16,581 | 469,242 | ||||||
| Goodyear Tire & Rubber Co.(1) |
248,644 | 4,400,999 | ||||||
| Graham Holdings Co. - Class B |
1,448 | 853,104 | ||||||
| Grand Canyon Education, Inc.(1) |
299,757 | 26,366,626 | ||||||
| Green Brick Partners, Inc.(1) |
8,231 | 168,900 | ||||||
| Group 1 Automotive, Inc. |
40,579 | 7,623,983 | ||||||
| Groupon, Inc. - Class A(1) |
1,290 | 29,425 | ||||||
| Guess?, Inc. |
13,190 | 277,122 | ||||||
| H&R Block, Inc. |
159,001 | 3,975,025 | ||||||
| Hall of Fame Resort & Entertainment Co.(1) |
20,964 | 55,555 | ||||||
| Hamilton Beach Brands Holding Co. - Class A |
1,592 | 24,947 | ||||||
| Hanesbrands, Inc. |
888,662 | 15,249,440 | ||||||
| Harley-Davidson, Inc. |
542,360 | 19,855,800 | ||||||
| Hasbro, Inc. |
134,349 | 11,986,618 | ||||||
| Haverty Furniture Companies, Inc. |
3,611 | 121,727 | ||||||
| Hayward Holdings, Inc.(1) |
20,096 | 446,935 | ||||||
| Hibbett Sports, Inc. |
1,053 | 74,489 | ||||||
| Hilton Worldwide Holdings, Inc.(1) |
2,708 | 357,754 | ||||||
| Hooker Furnishings Corp. |
3,935 | 106,206 | ||||||
| Houghton Mifflin Harcourt Co.(1) |
2,986 | 40,102 | ||||||
| Hovnanian Enterprises, Inc. - Class A(1) |
1,879 | 181,117 | ||||||
| Hyatt Hotels Corp. - Class A(1) |
1,427 | 110,022 | ||||||
| Installed Building Products, Inc. |
102,484 | 10,981,161 | ||||||
| International Game Technology Plc(1) |
822,713 | 21,653,806 | ||||||
| iRobot Corp.(1) |
981 | 77,009 | ||||||
| Jack in the Box, Inc. |
7,062 | 687,344 | ||||||
| Johnson Outdoors, Inc. - Class A |
748 | 79,138 | ||||||
| KB Home |
25,688 | 999,777 | ||||||
| Kohl’s Corp. |
4,705 | 221,558 | ||||||
| Krispy Kreme, Inc.(1) |
2,086 | 29,204 | ||||||
| Lands’ End, Inc.(1) |
5,373 | 126,480 | ||||||
| Landsea Homes Corp.(1) |
3,189 | 27,617 | ||||||
| Las Vegas Sands Corp.(1) |
172,948 | 6,329,897 | ||||||
| Laureate Education, Inc. - Class A(1) |
37,154 | 631,246 | ||||||
| La-Z-Boy, Inc. |
470,496 | 15,164,086 | ||||||
| Lazydays Holdings, Inc.(1) |
2,584 | 55,143 | ||||||
| Lear Corp. |
80,173 | 12,545,471 | ||||||
| Legacy Housing Corp.(1) |
3,026 | 54,377 | ||||||
| Leggett & Platt, Inc. |
3,961 | 177,611 | ||||||
| Lennar Corp. - Class A |
8,160 | 764,429 | ||||||
| Lennar Corp. - Class B |
487 | 37,786 | ||||||
| Leslie’s, Inc.(1) |
1,305,386 | 26,812,628 | ||||||
| Lifetime Brands, Inc. |
4,434 | 80,654 | ||||||
| Lithia Motors, Inc. - Class A |
808 | 256,168 | ||||||
| LKQ Corp.(1) |
460,908 | 23,192,891 | ||||||
| Lordstown Motors Corp. - Class A(1) |
32,531 | 259,597 | ||||||
| Lumber Liquidators Holdings, Inc.(1) |
10,765 | 201,090 | ||||||
| M/I Homes, Inc.(1) |
10,735 | 620,483 | ||||||
| Macy’s, Inc. |
116,106 | 2,623,996 | ||||||
| Malibu Boats, Inc. - Class A(1) |
19,534 | 1,366,989 | ||||||
| MarineMax, Inc.(1) |
35,326 | 1,714,018 | ||||||
| Marriott International, Inc. - Class A(1) |
61,358 | 9,086,506 | ||||||
| Marriott Vacations Worldwide Corp. |
1,239 | 194,932 | ||||||
| MDC Holdings, Inc. |
137,877 | 6,441,613 | ||||||
| Meritage Homes Corp.(1) |
13,192 | 1,279,624 | ||||||
| MGM Resorts International |
12,172 | 525,222 | ||||||
| Mister Car Wash, Inc.(1) |
345 | 6,296 | ||||||
| Modine Manufacturing Co.(1) |
16,550 | 187,512 | ||||||
| Mohawk Industries, Inc.(1) |
73,161 | 12,978,761 | ||||||
| Monarch Casino & Resort, Inc.(1) |
998 | 66,856 | ||||||
| Monro, Inc. |
4,777 | 274,725 | ||||||
| Motorcar Parts of America, Inc.(1) |
6,928 | 135,096 | ||||||
| Movado Group, Inc. |
5,815 | 183,114 | ||||||
| Nathan’s Famous, Inc. |
347 | 21,226 | ||||||
| Nautilus, Inc.(1) |
8,275 | 77,040 | ||||||
| Newell Brands, Inc. |
275,451 | 6,098,485 |
| Nordstrom, Inc.(1) |
75,520 | 1,997,504 | ||||||
| Norwegian Cruise Line Holdings Ltd.(1) |
91,409 | 2,441,534 | ||||||
| NVR, Inc.(1) |
3,038 | 14,564,415 | ||||||
| ODP Corp.(1) |
86,365 | 3,468,418 | ||||||
| Ollie’s Bargain Outlet Holdings, Inc.(1) |
1,949 | 117,486 | ||||||
| OneSpaWorld Holdings Ltd.(1) |
10,458 | 104,266 | ||||||
| OneWater Marine, Inc. - Class A |
25,092 | 1,008,949 | ||||||
| O’Reilly Automotive, Inc.(1) |
1,429 | 873,205 | ||||||
| Oxford Industries, Inc. |
176,423 | 15,908,062 | ||||||
| Penn National Gaming, Inc.(1) |
4,367 | 316,433 | ||||||
| Penske Automotive Group, Inc. |
70,122 | 7,054,273 | ||||||
| Perdoceo Education Corp.(1) |
26,079 | 275,394 | ||||||
| Petco Health & Wellness Co., Inc. - Class A(1) |
1,626 | 34,309 | ||||||
| PetMed Express, Inc. |
981 | 26,359 | ||||||
| Planet Fitness, Inc. - Class A(1) |
773 | 60,719 | ||||||
| Polaris, Inc. |
138,053 | 16,519,422 | ||||||
| PowerSchool Holdings, Inc. - Class A(1) |
12,969 | 319,167 | ||||||
| PulteGroup, Inc. |
116,153 | 5,333,746 | ||||||
| PVH Corp.(1) |
88,733 | 9,120,865 | ||||||
| QuantumScape Corp. - Class A(1) |
1,812 | 44,466 | ||||||
| Qurate Retail, Inc. |
11,349 | 115,646 | ||||||
| Ralph Lauren Corp. - Class A |
1,414 | 157,011 | ||||||
| Red Robin Gourmet Burgers, Inc.(1) |
34,260 | 790,036 | ||||||
| Red Rock Resorts, Inc. - Class A(1) |
575,880 | 29,496,574 | ||||||
| Regis Corp.(1) |
432,199 | 1,504,053 | ||||||
| Rent-A-Center, Inc. |
1,609 | 90,442 | ||||||
| Revolve Group, Inc. - Class A(1) |
5,016 | 309,838 | ||||||
| Rocky Brands, Inc. |
2,416 | 115,026 | ||||||
| Ross Stores, Inc. |
88,676 | 9,652,383 | ||||||
| Royal Caribbean Cruises Ltd.(1) |
32,727 | 2,911,067 | ||||||
| SeaWorld Entertainment, Inc.(1) |
8,714 | 482,058 | ||||||
| Service Corp. International |
4,898 | 295,153 | ||||||
| Shift Technologies, Inc.(1) |
18,646 | 129,403 | ||||||
| Shoe Carnival, Inc. |
656 | 21,268 | ||||||
| Signet Jewelers Ltd. |
4,342 | 342,844 | ||||||
| Six Flags Entertainment Corp.(1) |
1,428 | 60,690 | ||||||
| Skechers USA, Inc. - Class A(1) |
1,125,555 | 47,408,377 | ||||||
| Skyline Champion Corp.(1) |
213,699 | 12,834,762 | ||||||
| Sleep Number Corp.(1) |
49,853 | 4,660,258 | ||||||
| Snap One Holdings Corp.(1) |
2,147 | 35,790 | ||||||
| Sonic Automotive, Inc. - Class A |
8,157 | 428,569 | ||||||
| Stamps.com, Inc.(1) |
2,144 | 707,070 | ||||||
| Standard Motor Products, Inc. |
7,852 | 343,211 | ||||||
| StoneMor, Inc.(1) |
11,201 | 27,666 | ||||||
| Stoneridge, Inc.(1) |
146,614 | 2,989,459 | ||||||
| Strategic Education, Inc. |
9,107 | 642,044 | ||||||
| Stride, Inc.(1) |
14,317 | 514,553 | ||||||
| Sturm Ruger & Co., Inc. |
25,208 | 1,859,846 | ||||||
| Superior Group of Companies, Inc. |
3,348 | 77,975 | ||||||
| Tapestry, Inc. |
56,406 | 2,088,150 | ||||||
| Target Hospitality Corp.(1) |
2,996 | 11,175 | ||||||
| Taylor Morrison Home Corp. - Class A(1) |
40,198 | 1,036,304 | ||||||
| Tempur Sealy International, Inc. |
140,965 | 6,542,186 | ||||||
| Tenneco, Inc. - Class A(1) |
2,348 | 33,506 | ||||||
| Terminix Global Holdings, Inc.(1) |
3,793 | 158,054 | ||||||
| Thor Industries, Inc. |
944 | 115,885 | ||||||
| Tilly’s, Inc. - Class A |
8,643 | 121,088 | ||||||
| Toll Brothers, Inc. |
226,310 | 12,512,680 | ||||||
| TopBuild Corp.(1) |
168 | 34,408 | ||||||
| Torrid Holdings, Inc.(1) |
3,376 | 52,092 | ||||||
| Traeger, Inc.(1) |
5,494 | 114,989 | ||||||
| Travel + Leisure Co. |
165,887 | 9,045,818 | ||||||
| TravelCenters of America, Inc.(1) |
4,639 | 230,976 | ||||||
| TRI Pointe Group, Inc.(1) |
39,172 | 823,395 | ||||||
| Tupperware Brands Corp.(1) |
18,499 | 390,699 | ||||||
| Ulta Beauty, Inc.(1) |
25,997 | 9,382,837 | ||||||
| Under Armour, Inc. - Class A(1) |
5,628 | 113,573 | ||||||
| Under Armour, Inc. - Class C(1) |
6,313 | 110,604 | ||||||
| Unifi, Inc.(1) |
4,767 | 104,540 | ||||||
| Universal Electronics, Inc.(1) |
4,858 | 239,257 | ||||||
| Urban Outfitters, Inc.(1) |
333,888 | 9,913,135 | ||||||
| Vail Resorts, Inc.(1) |
36,224 | 12,100,627 | ||||||
| Vera Bradley, Inc.(1) |
9,581 | 90,157 | ||||||
| VF Corp. |
124,296 | 8,326,589 | ||||||
| Victoria’s Secret & Co.(1) |
994 | 54,928 | ||||||
| Vista Outdoor, Inc.(1) |
21,511 | 867,108 | ||||||
| Visteon Corp.(1) |
52,889 | 4,992,193 | ||||||
| Vivint Smart Home, Inc.(1) |
25,296 | 239,047 | ||||||
| VOXX International Corp. - Class A(1) |
5,800 | 66,410 | ||||||
| Vroom, Inc.(1) |
2,579 | 56,919 | ||||||
| Wayfair, Inc. - Class A(1) |
1,002 | 256,021 | ||||||
| Weber, Inc. - Class A(1) |
3,959 | 69,639 | ||||||
| Whirlpool Corp. |
126,309 | 25,749,353 | ||||||
| Williams-Sonoma, Inc. |
29,139 | 5,167,219 | ||||||
| Winmark Corp. |
833 | 179,120 | ||||||
| Wolverine World Wide, Inc. |
455,631 | 13,596,029 | ||||||
| Workhorse Group, Inc.(1) |
41,008 | 313,711 |
| WW International, Inc.(1) |
13,743 | 250,810 | ||||||
| Wyndham Hotels & Resorts, Inc. |
232,166 | 17,920,894 | ||||||
| XL Fleet Corp.(1) |
11,516 | 70,939 | ||||||
| Xometry, Inc. - Class A(1) |
635 | 36,620 | ||||||
| Xponential Fitness, Inc. - Class A(1) |
1,160 | 14,720 | ||||||
| Yum China Holdings, Inc. |
11,703 | 680,061 | ||||||
| Yum! Brands, Inc. |
8,251 | 1,009,180 | ||||||
| Zumiez, Inc.(1) |
329,549 | 13,102,868 | ||||||
|
|
|
|||||||
| Total Consumer Discretionary |
|
855,775,805 | ||||||
|
|
|
|||||||
| Consumer Staples – 3.75% |
||||||||
| Albertsons Companies, Inc. - Class A |
4,611 | 143,540 | ||||||
| Archer-Daniels-Midland Co. |
332,720 | 19,966,527 | ||||||
| B&G Foods, Inc. |
23,882 | 713,833 | ||||||
| Beauty Health Co.(1) |
2,704 | 70,223 | ||||||
| BellRing Brands, Inc. - Class A(1) |
5,132 | 157,809 | ||||||
| Beyond Meat, Inc.(1) |
212 | 22,315 | ||||||
| BJ’s Wholesale Club Holdings, Inc.(1) |
12,965 | 712,038 | ||||||
| Brown-Forman Corp. - Class A |
648 | 40,610 | ||||||
| Brown-Forman Corp. - Class B |
2,828 | 189,504 | ||||||
| Bunge Ltd. |
4,106 | 333,900 | ||||||
| Cal-Maine Foods, Inc. |
13,357 | 482,989 | ||||||
| Campbell Soup Co. |
5,817 | 243,209 | ||||||
| Casey’s General Stores, Inc. |
1,095 | 206,353 | ||||||
| Central Garden & Pet Co. - Class A(1) |
2,254 | 108,192 | ||||||
| Central Garden & Pet Co. - Class A(1) |
258,379 | 11,110,297 | ||||||
| Church & Dwight Co., Inc. |
7,031 | 580,550 | ||||||
| Clorox Co. |
706 | 116,921 | ||||||
| Coca-Cola European Partners Plc |
230,618 | 12,750,869 | ||||||
| Conagra Brands, Inc. |
217,611 | 7,370,485 | ||||||
| Coty, Inc. - Class A(1) |
10,324 | 81,147 | ||||||
| Darling Ingredients, Inc.(1) |
4,566 | 328,295 | ||||||
| Duckhorn Portfolio, Inc.(1) |
2,553 | 58,438 | ||||||
| Edgewell Personal Care Co. |
73,490 | 2,667,687 | ||||||
| Energizer Holdings, Inc. |
140,113 | 5,471,413 | ||||||
| Flowers Foods, Inc. |
258,361 | 6,105,070 | ||||||
| Fresh Del Monte Produce, Inc. |
12,546 | 404,232 | ||||||
| Grocery Outlet Holding Corp.(1) |
2,604 | 56,168 | ||||||
| Hain Celestial Group, Inc.(1) |
2,565 | 109,731 | ||||||
| Herbalife Nutrition Ltd.(1) |
2,678 | 113,494 | ||||||
| Hershey Co. |
627 | 106,120 | ||||||
| HF Foods Group, Inc.(1) |
13,505 | 81,705 | ||||||
| Honest Co., Inc.(1) |
15,535 | 161,253 | ||||||
| Hormel Foods Corp. |
8,454 | 346,614 | ||||||
| Hostess Brands, Inc. - Class A(1) |
615,564 | 10,692,347 | ||||||
| Ingles Markets, Inc. - Class A |
5,262 | 347,450 | ||||||
| Ingredion, Inc. |
72,630 | 6,464,796 | ||||||
| J.M. Smucker Co. |
58,752 | 7,052,003 | ||||||
| John B Sanfilippo & Son, Inc. |
1,147 | 93,733 | ||||||
| Kellogg Co. |
4,214 | 269,359 | ||||||
| Kroger Co. |
393,276 | 15,900,149 | ||||||
| Laird Superfood, Inc.(1) |
545 | 10,399 | ||||||
| Lamb Weston Holdings, Inc. |
3,074 | 188,651 | ||||||
| Lancaster Colony Corp. |
71,624 | 12,090,847 | ||||||
| Landec Corp.(1) |
9,129 | 84,169 | ||||||
| Limoneira Co. |
4,383 | 70,873 | ||||||
| McCormick & Co., Inc. |
7,550 | 611,776 | ||||||
| MGP Ingredients, Inc. |
904 | 58,850 | ||||||
| Mission Produce, Inc.(1) |
12,308 | 226,221 | ||||||
| Molson Coors Beverage Co. - Class B |
241,333 | 11,193,025 | ||||||
| Natural Grocers by Vitamin Cottage, Inc. |
3,417 | 38,339 | ||||||
| Nature’s Sunshine Products, Inc. |
4,199 | 61,515 | ||||||
| NewAge, Inc.(1) |
20,044 | 27,861 | ||||||
| Nomad Foods Ltd.(1) |
595,578 | 16,414,130 | ||||||
| Nu Skin Enterprises, Inc. - Class A |
10,246 | 414,656 | ||||||
| Oil-Dri Corp. of America |
1,956 | 68,460 | ||||||
| Performance Food Group Co.(1) |
674,394 | 31,332,345 | ||||||
| Pilgrim’s Pride Corp.(1) |
133,237 | 3,874,532 | ||||||
| Post Holdings, Inc.(1) |
227,933 | 25,109,099 | ||||||
| PriceSmart, Inc. |
8,140 | 631,257 | ||||||
| Primo Water Corp. |
58,783 | 924,069 | ||||||
| Revlon, Inc. - Class A(1) |
2,608 | 26,367 | ||||||
| Reynolds Consumer Products, Inc. |
1,625 | 44,427 | ||||||
| Rite Aid Corp.(1) |
20,567 | 292,051 | ||||||
| Sanderson Farms, Inc. |
1,079 | 203,068 | ||||||
| Seaboard Corp. |
7 | 28,700 | ||||||
| Seneca Foods Corp. - Class A(1) |
2,315 | 111,629 | ||||||
| Simply Good Foods Co.(1) |
407,993 | 14,071,679 | ||||||
| SpartanNash Co. |
13,385 | 293,131 | ||||||
| Spectrum Brands Holdings, Inc. |
35,394 | 3,386,144 | ||||||
| Sprouts Farmers Market, Inc.(1) |
23,785 | 551,098 | ||||||
| The Andersons, Inc. |
7,091 | 218,616 | ||||||
| The Chefs’ Warehouse, Inc.(1) |
10,972 | 357,358 | ||||||
| Tootsie Roll Industries, Inc. |
5,757 | 175,185 | ||||||
| TreeHouse Foods, Inc.(1) |
19,345 | 771,479 | ||||||
| Tyson Foods, Inc. - Class A |
117,658 | 9,287,923 | ||||||
| United Natural Foods, Inc.(1) |
47,990 | 2,323,676 | ||||||
| Universal Corp. |
53,319 | 2,576,907 | ||||||
| US Foods Holding Corp.(1) |
287,555 | 9,966,656 | ||||||
| Vector Group Ltd. |
46,107 | 587,864 | ||||||
| Veru, Inc.(1) |
6,630 | 56,554 | ||||||
| Village Super Market, Inc. - Class A |
3,223 | 69,875 | ||||||
| Weis Markets, Inc. |
6,154 | 323,393 | ||||||
| Whole Earth Brands, Inc.(1) |
13,677 | 157,969 | ||||||
| Zevia PBC - Class A(1) |
711 | 8,184 | ||||||
|
|
|
|||||||
| Total Consumer Staples |
|
261,552,375 | ||||||
|
|
|
|||||||
| Energy – 5.10% |
||||||||
| Aemetis, Inc.(1) |
10,449 | 191,008 | ||||||
| Alto Ingredients, Inc.(1) |
28,073 | 138,681 | ||||||
| Altus Midstream Co. - Class A |
1,106 | 76,347 | ||||||
| Antero Midstream Corp. |
9,991 | 104,106 | ||||||
| Antero Resources Corp.(1) |
94,072 | 1,769,494 | ||||||
| APA Corp. |
11,366 | 243,573 | ||||||
| Arch Resources, Inc.(1) |
4,568 | 423,682 | ||||||
| Archrock, Inc. |
50,564 | 417,153 | ||||||
| Baker Hughes Co. - Class A |
22,279 | 550,960 | ||||||
| Berry Petroleum Corp. |
25,363 | 182,867 | ||||||
| Bonanza Creek Energy, Inc. |
11,565 | 553,963 | ||||||
| Brigham Minerals, Inc. - Class A |
16,417 | 314,550 | ||||||
| Bristow Group, Inc.(1) |
8,718 | 277,494 | ||||||
| Cabot Oil & Gas Corp. |
10,318 | 224,520 | ||||||
| California Resources Corp.(1) |
30,880 | 1,266,080 | ||||||
| Callon Petroleum Co.(1) |
2,006 | 98,454 | ||||||
| Centennial Resource Development, Inc. - Class A(1) |
59,059 | 395,695 | ||||||
| Centrus Energy Corp. - Class A(1) |
3,610 | 139,563 | ||||||
| ChampionX Corp.(1) |
1,051,279 | 23,506,598 | ||||||
| Chesapeake Energy Corp. |
37,312 | 2,298,046 | ||||||
| Cimarex Energy Co. |
164,040 | 14,304,288 | ||||||
| Clean Energy Fuels Corp.(1) |
57,960 | 472,374 | ||||||
| CNX Resources Corp.(1) |
80,963 | 1,021,753 | ||||||
| Comstock Resources, Inc.(1) |
34,303 | 355,036 | ||||||
| ConocoPhillips |
270,816 | 18,353,200 | ||||||
| CONSOL Energy, Inc.(1) |
12,834 | 333,941 | ||||||
| Continental Resources, Inc. |
1,744 | 80,486 | ||||||
| CVR Energy, Inc. |
11,994 | 199,820 | ||||||
| Delek US Holdings, Inc. |
26,122 | 469,412 | ||||||
| Devon Energy Corp. |
237,550 | 8,435,400 | ||||||
| DHT Holdings, Inc. |
53,384 | 348,597 | ||||||
| Diamondback Energy, Inc. |
312,751 | 29,608,137 | ||||||
| Dorian LPG Ltd. |
9,108 | 113,030 | ||||||
| Dril-Quip, Inc.(1) |
13,091 | 329,631 | ||||||
| DT Midstream, Inc. |
2,924 | 135,206 | ||||||
| Earthstone Energy, Inc. - Class A(1) |
28,779 | 264,767 | ||||||
| Energy Fuels, Inc.(1) |
7,487 | 52,559 | ||||||
| Enviva Partners LP |
16,956 | 917,150 | ||||||
| EOG Resources, Inc. |
78,100 | 6,269,087 | ||||||
| EQT Corp.(1) |
8,354 | 170,923 | ||||||
| Equitrans Midstream Corp. |
153,019 | 1,551,613 | ||||||
| Extraction Oil & Gas, Inc.(1) |
3,536 | 199,607 | ||||||
| Falcon Minerals Corp. |
2,914 | 13,696 | ||||||
| Frank’s International NV(1) |
1,409,572 | 4,144,142 | ||||||
| Frontline Ltd.(1) |
44,843 | 420,179 | ||||||
| FTS International, Inc. - Class A(1) |
3,409 | 83,861 | ||||||
| Gevo, Inc.(1) |
74,001 | 491,367 | ||||||
| Golar LNG Ltd.(1) |
38,395 | 497,983 | ||||||
| Green Plains, Inc.(1) |
13,308 | 434,506 | ||||||
| Halliburton Co. |
454,787 | 9,832,495 | ||||||
| Helix Energy Solutions Group, Inc.(1) |
53,970 | 209,404 | ||||||
| Helmerich & Payne, Inc. |
274,906 | 7,535,173 | ||||||
| Hess Corp. |
7,859 | 613,866 | ||||||
| HighPeak Energy, Inc. |
1,451 | 13,059 | ||||||
| HollyFrontier Corp. |
428,372 | 14,191,964 | ||||||
| International Seaways, Inc. |
16,990 | 309,558 | ||||||
| Kinder Morgan, Inc. |
311,200 | 5,206,376 | ||||||
| Laredo Petroleum, Inc.(1) |
3,438 | 278,719 | ||||||
| Liberty Oilfield Services, Inc. - Class A(1) |
22,054 | 267,515 | ||||||
| Magnolia Oil & Gas Corp. - Class A |
1,605,452 | 28,560,991 | ||||||
| Marathon Oil Corp. |
23,455 | 320,630 | ||||||
| Marathon Petroleum Corp. |
305,738 | 18,897,666 | ||||||
| Matador Resources Co. |
729,136 | 27,736,333 | ||||||
| Murphy Oil Corp. |
55,878 | 1,395,274 | ||||||
| Nabors Industries Ltd.(1) |
2,598 | 250,655 | ||||||
| National Energy Services Reunited, Inc.(1) |
13,801 | 172,789 | ||||||
| NCS Multistage Holdings, Inc.(1) |
99 | 2,906 | ||||||
| Newpark Resources, Inc.(1) |
34,330 | 113,289 | ||||||
| NexTier Oilfield Solutions, Inc.(1) |
58,107 | 267,292 | ||||||
| Nordic American Tankers Ltd. |
57,663 | 147,617 | ||||||
| Northern Oil & Gas, Inc. |
19,496 | 417,214 | ||||||
| NOV, Inc.(1) |
11,624 | 152,391 | ||||||
| Oasis Petroleum, Inc. |
1,145 | 113,836 | ||||||
| Occidental Petroleum Corp. |
22,300 | 659,634 | ||||||
| Oceaneering International, Inc.(1) |
37,458 | 498,941 | ||||||
| Oil States International, Inc.(1) |
23,361 | 149,277 | ||||||
| ONEOK, Inc. |
13,307 | 771,673 | ||||||
| Ovintiv, Inc. |
93,411 | 3,071,354 | ||||||
| Par Pacific Holdings, Inc.(1) |
3,045 | 47,867 | ||||||
| Patterson-UTI Energy, Inc. |
70,105 | 630,945 | ||||||
| PBF Energy, Inc. - Class A(1) |
36,234 | 469,955 | ||||||
| PDC Energy, Inc. |
37,285 | 1,766,936 | ||||||
| Peabody Energy Corp.(1) |
30,042 | 444,321 | ||||||
| Penn Virginia Corp.(1) |
5,601 | 149,379 | ||||||
| Phillips 66 |
13,186 | 923,416 | ||||||
| Pioneer Natural Resources Co. |
266,832 | 44,430,196 | ||||||
| Plains GP Holdings LP - Class A(1) |
1,037,645 | 11,180,625 | ||||||
| ProPetro Holding Corp.(1) |
32,288 | 279,291 | ||||||
| Range Resources Corp.(1) |
89,409 | 2,023,326 | ||||||
| Renewable Energy Group, Inc.(1) |
16,752 | 840,950 | ||||||
| REX American Resources Corp.(1) |
2,080 | 166,130 | ||||||
| Riley Exploration Permian, Inc. |
757 | 17,774 | ||||||
| RPC, Inc.(1) |
24,959 | 121,301 | ||||||
| Schlumberger Ltd. |
586,205 | 17,375,116 | ||||||
| Scorpio Tankers, Inc. |
18,328 | 339,801 | ||||||
| Select Energy Services, Inc. - Class A(1) |
23,008 | 119,411 | ||||||
| SFL Corp. Ltd. |
39,549 | 331,421 | ||||||
| SM Energy Co. |
44,729 | 1,179,951 | ||||||
| Solaris Oilfield Infrastructure, Inc. - Class A |
8,882 | 74,076 | ||||||
| Talos Energy, Inc.(1) |
11,747 | 161,756 | ||||||
| Targa Resources Corp. |
6,765 | 332,906 | ||||||
| Teekay Corp.(1) |
25,513 | 93,378 | ||||||
| Teekay Tankers Ltd. - Class A(1) |
8,869 | 128,867 | ||||||
| TETRA Technologies, Inc.(1) |
9,674 | 30,183 | ||||||
| Tidewater, Inc.(1) |
14,777 | 178,211 | ||||||
| Ur-Energy, Inc.(1) |
6,963 | 11,976 | ||||||
| US Silica Holdings, Inc.(1) |
27,774 | 221,914 | ||||||
| Valero Energy Corp. |
176,196 | 12,434,152 | ||||||
| Viper Energy Partners LP |
426,111 | 9,310,525 | ||||||
| W&T Offshore, Inc.(1) |
34,923 | 129,914 | ||||||
| Whiting Petroleum Corp.(1) |
14,731 | 860,438 | ||||||
| Williams Companies, Inc. |
36,699 | 951,972 | ||||||
| World Fuel Services Corp. |
89,000 | 2,992,180 | ||||||
|
|
|
|||||||
| Total Energy |
|
356,153,036 | ||||||
|
|
|
|||||||
| Financials – 21.66% |
||||||||
| 1st Source Corp. |
6,539 | 308,902 | ||||||
| AFC Gamma, Inc. |
3,177 | 68,560 | ||||||
| Affiliated Managers Group, Inc. |
1,240 | 187,352 | ||||||
| Aflac, Inc. |
137,947 | 7,191,177 | ||||||
| AGNC Investment Corp. |
15,693 | 247,479 | ||||||
| Alerus Financial Corp. |
5,676 | 169,599 | ||||||
| Alleghany Corp.(1) |
32,668 | 20,398,226 | ||||||
| Allegiance Bancshares, Inc. |
6,986 | 266,516 | ||||||
| Allstate Corp. |
122,020 | 15,534,366 | ||||||
| Ally Financial, Inc. |
192,099 | 9,806,654 | ||||||
| Altabancorp |
6,455 | 285,053 | ||||||
| Amalgamated Financial Corp. |
5,369 | 84,938 | ||||||
| A-Mark Precious Metals, Inc. |
9,873 | 592,577 | ||||||
| Ambac Financial Group, Inc.(1) |
17,064 | 244,356 | ||||||
| Amerant Bancorp, Inc. - Class A(1) |
7,991 | 197,697 | ||||||
| American Equity Investment Life Holding Co. |
30,955 | 915,339 | ||||||
| American Financial Group, Inc. |
47,449 | 5,970,508 | ||||||
| American International Group, Inc. |
542,272 | 29,765,310 | ||||||
| American National Bankshares, Inc. |
4,199 | 138,735 | ||||||
| American National Group, Inc. |
2,803 | 529,851 | ||||||
| Ameriprise Financial, Inc. |
184,375 | 48,697,125 | ||||||
| Ameris Bancorp |
52,795 | 2,739,005 | ||||||
| AMERISAFE, Inc. |
7,205 | 404,633 | ||||||
| Angel Oak Mortgage, Inc. |
2,330 | 39,447 | ||||||
| Annaly Capital Management, Inc. |
329,917 | 2,777,901 | ||||||
| Aon Plc - Class A |
40,232 | 11,497,099 | ||||||
| Apollo Commercial Real Estate Finance, Inc. |
52,462 | 778,011 | ||||||
| Arbor Realty Trust, Inc. |
50,649 | 938,526 | ||||||
| Arch Capital Group Ltd.(1) |
8,830 | 337,129 | ||||||
| Ares Commercial Real Estate Corp. |
16,084 | 242,547 | ||||||
| Ares Management Corp. - Class A |
191,174 | 14,114,376 | ||||||
| Argo Group International Holdings Ltd. |
11,899 | 621,366 | ||||||
| ARMOUR Residential REIT, Inc. |
29,905 | 322,376 | ||||||
| Arrow Financial Corp. |
5,473 | 188,052 | ||||||
| Arthur J. Gallagher & Co. |
112,935 | 16,787,788 | ||||||
| Assetmark Financial Holdings, Inc.(1) |
6,805 | 169,240 | ||||||
| Associated Banc-Corp. |
363,718 | 7,790,840 | ||||||
| Associated Capital Group, Inc. - Class A |
732 | 27,384 | ||||||
| Assurant, Inc. |
1,765 | 278,429 | ||||||
| Assured Guaranty Ltd. |
2,175 | 101,812 | ||||||
| Athene Holding Ltd. - Class A(1) |
356,202 | 24,531,632 | ||||||
| Atlantic Capital Bancshares, Inc.(1) |
7,557 | 200,185 | ||||||
| Atlantic Union Bankshares Corp. |
29,525 | 1,087,996 | ||||||
| Axis Capital Holdings Ltd. |
114,235 | 5,259,379 | ||||||
| Axos Financial, Inc.(1) |
19,425 | 1,001,164 | ||||||
| B. Riley Financial, Inc. |
7,524 | 444,217 | ||||||
| Banc of California, Inc. |
16,503 | 305,140 | ||||||
| BancFirst Corp. |
6,883 | 413,806 | ||||||
| Banco Latinoamericano de Comercio Exterior SA - Class E |
11,658 | 204,481 | ||||||
| BancorpSouth Bank |
763,715 | 22,743,433 | ||||||
| Bank First Corp. |
2,365 | 167,608 | ||||||
| Bank of Hawaii Corp. |
119,081 | 9,784,886 | ||||||
| Bank of Marin Bancorp |
5,584 | 210,796 | ||||||
| Bank of NT Butterfield & Son Ltd. |
451,801 | 16,043,454 | ||||||
| Bank OZK |
272,080 | 11,693,998 | ||||||
| BankUnited, Inc. |
311,605 | 13,031,321 | ||||||
| Banner Corp. |
12,750 | 703,927 | ||||||
| Bar Harbor Bankshares |
5,558 | 155,902 | ||||||
| Berkshire Hills Bancorp, Inc. |
17,642 | 475,981 | ||||||
| BGC Partners, Inc. - Class A |
123,908 | 645,561 | ||||||
| Blackstone Mortgage Trust, Inc. - Class A |
55,963 | 1,696,798 | ||||||
| Blucora, Inc.(1) |
11,581 | 180,548 | ||||||
| Blue Foundry Bancorp(1) |
9,530 | 131,419 | ||||||
| Blue Ridge Bankshares, Inc. |
6,307 | 110,940 | ||||||
| BOK Financial Corp. |
94,474 | 8,460,147 | ||||||
| Bridgewater Bancshares, Inc.(1) |
6,586 | 115,321 | ||||||
| Bright Health Group, Inc.(1) |
4,664 | 38,058 | ||||||
| Brighthouse Financial, Inc.(1) |
160,255 | 7,248,334 | ||||||
| Brightsphere Investment Group, Inc. |
896,380 | 23,422,409 | ||||||
| BrightSpire Capital, Inc. - Class A |
31,965 | 300,151 | ||||||
| Broadmark Realty Capital, Inc. |
48,472 | 477,934 | ||||||
| Brookline Bancorp, Inc. |
601,171 | 9,173,869 | ||||||
| Brown & Brown, Inc. |
6,642 | 368,299 | ||||||
| Bryn Mawr Bank Corp. |
7,542 | 346,555 | ||||||
| Business First Bancshares, Inc. |
7,380 | 172,618 | ||||||
| Byline Bancorp, Inc. |
9,574 | 235,137 | ||||||
| Cadence BanCorp - Class A |
29,684 | 651,861 | ||||||
| Cambridge Bancorp |
2,490 | 219,120 | ||||||
| Camden National Corp. |
5,621 | 269,246 | ||||||
| Cannae Holdings, Inc.(1) |
31,724 | 986,934 | ||||||
| Capital Bancorp, Inc. |
2,921 | 70,279 | ||||||
| Capital City Bank Group, Inc. |
5,148 | 127,362 | ||||||
| Capital One Financial Corp. |
50,724 | 8,215,766 | ||||||
| Capitol Federal Financial, Inc. |
48,367 | 555,737 | ||||||
| Capstar Financial Holdings, Inc. |
7,911 | 168,030 | ||||||
| Capstead Mortgage Corp. |
36,396 | 243,489 | ||||||
| Carlyle Group, Inc. |
4,895 | 231,436 | ||||||
| Carter Bankshares, Inc.(1) |
9,600 | 136,512 | ||||||
| Cathay General Bancorp |
467,022 | 19,330,041 | ||||||
| CBOE Global Markets, Inc. |
3,187 | 394,742 | ||||||
| CBTX, Inc. |
7,080 | 186,770 | ||||||
| Central Pacific Financial Corp. |
8,489 | 217,998 | ||||||
| Century Bancorp, Inc. - Class A |
1,030 | 118,697 | ||||||
| Chimera Investment Corp. |
237,630 | 3,528,805 | ||||||
| Cincinnati Financial Corp. |
4,527 | 517,074 | ||||||
| CIT Group, Inc. |
37,131 | 1,928,955 | ||||||
| Citizens & Northern Corp. |
5,986 | 151,206 | ||||||
| Citizens Financial Group, Inc. |
269,504 | 12,661,298 | ||||||
| Citizens, Inc. - Class A(1) |
18,319 | 113,761 | ||||||
| City Holding Co. |
5,678 | 442,373 | ||||||
| Civista Bancshares, Inc. |
5,872 | 136,407 | ||||||
| CNA Financial Corp. |
105,975 | 4,446,711 | ||||||
| CNB Financial Corporation, Inc. |
6,102 | 148,523 | ||||||
| CNO Financial Group, Inc. |
497,316 | 11,706,819 | ||||||
| Coastal Financial Corp.(1) |
1,252 | 39,889 | ||||||
| Columbia Banking System, Inc. |
26,923 | 1,022,805 | ||||||
| Columbia Financial, Inc.(1) |
9,609 | 177,766 | ||||||
| Comerica, Inc. |
4,072 | 327,796 | ||||||
| Commerce Bancshares, Inc. |
3,157 | 219,980 | ||||||
| Community Bank System, Inc. |
19,608 | 1,341,579 | ||||||
| Community Trust Bancorp, Inc. |
5,904 | 248,558 | ||||||
| Compass Diversified Holdings |
88,884 | 2,503,862 | ||||||
| ConnectOne Bancorp, Inc. |
14,158 | 424,882 | ||||||
| Cowen, Inc. - Class A |
10,358 | 355,383 | ||||||
| Crawford & Co. - Class A |
6,650 | 59,650 | ||||||
| Credit Acceptance Corp.(1) |
245 | 143,398 | ||||||
| CrossFirst Bankshares, Inc.(1) |
9,455 | 122,915 | ||||||
| Cullen/Frost Bankers, Inc. |
1,731 | 205,331 | ||||||
| Customers Bancorp, Inc.(1) |
9,889 | 425,425 | ||||||
| CVB Financial Corp. |
909,081 | 18,517,980 | ||||||
| Diamond Hill Investment Group, Inc. |
1,166 | 204,820 | ||||||
| Dime Community Bancshares, Inc. |
13,125 | 428,662 | ||||||
| Discover Financial Services |
266,492 | 32,738,542 | ||||||
| Donegal Group, Inc. - Class A |
5,457 | 79,072 | ||||||
| Donnelley Financial Solutions, Inc.(1) |
57,074 | 1,975,902 | ||||||
| Dynex Capital, Inc. |
12,407 | 214,393 | ||||||
| Eagle Bancorp, Inc. |
11,667 | 670,852 | ||||||
| East West Bancorp, Inc. |
407,376 | 31,587,935 | ||||||
| Eastern Bankshares, Inc. |
50,903 | 1,033,331 | ||||||
| eHealth, Inc.(1) |
6,461 | 261,670 | ||||||
| Element Fleet Management Corp. |
888,592 | 8,965,897 | ||||||
| Ellington Financial, Inc. |
17,346 | 317,258 | ||||||
| Employers Holdings, Inc. |
10,664 | 421,121 | ||||||
| Enact Holdings, Inc.(1) |
20,765 | 455,376 | ||||||
| Encore Capital Group, Inc.(1) |
293,037 | 14,437,933 | ||||||
| Enova International, Inc.(1) |
13,646 | 471,469 | ||||||
| Enstar Group Ltd.(1) |
23,927 | 5,616,385 |
| Enterprise Bancorp, Inc. |
3,547 | 127,515 | ||||||
| Enterprise Financial Services Corp. |
13,435 | 608,337 | ||||||
| Equitable Holdings, Inc. |
11,211 | 332,294 | ||||||
| Equity Bancshares, Inc. - Class A |
5,264 | 175,712 | ||||||
| Erie Indemnity Co. - Class A |
232 | 41,393 | ||||||
| Essent Group Ltd. |
207,229 | 9,120,148 | ||||||
| Evercore, Inc. - Class A |
1,181 | 157,864 | ||||||
| Everest Re Group Ltd. |
99,242 | 24,887,909 | ||||||
| EZCORP, Inc. - Class A(1) |
18,693 | 141,506 | ||||||
| FactSet Research Systems, Inc. |
162 | 63,954 | ||||||
| Farmers National Banc Corp. |
9,871 | 155,073 | ||||||
| FB Financial Corp. |
11,529 | 494,364 | ||||||
| Federal Agricultural Mortgage Corp. - Class C |
3,430 | 372,224 | ||||||
| Federated Hermes, Inc. - Class B |
36,033 | 1,171,072 | ||||||
| Ferroglobe Representation & Warranty Insurance Trust(1)(2)(5) |
11,189 | — | ||||||
| Fidelity D&D Bancorp, Inc. |
1,522 | 76,754 | ||||||
| Fidelity National Financial, Inc. |
8,197 | 371,652 | ||||||
| Fifth Third Bancorp |
1,131,447 | 48,018,611 | ||||||
| Finance Of America Companies, Inc. - Class A(1) |
12,253 | 60,652 | ||||||
| Financial Institutions, Inc. |
5,978 | 183,226 | ||||||
| First American Financial Corp. |
103,525 | 6,941,351 | ||||||
| First Bancorp NC |
10,456 | 449,713 | ||||||
| First BanCorp PR |
135,338 | 1,779,695 | ||||||
| First Bancorp, Inc. |
4,106 | 119,649 | ||||||
| First Bancshares, Inc. |
7,869 | 305,160 | ||||||
| First Bank/Hamilton NJ |
5,539 | 78,045 | ||||||
| First Busey Corp. |
19,307 | 475,531 | ||||||
| First Citizens BancShares, Inc. - Class A |
179 | 150,927 | ||||||
| First Commonwealth Financial Corp. |
35,406 | 482,584 | ||||||
| First Community Bankshares, Inc. |
6,619 | 209,955 | ||||||
| First Financial Bancorp |
35,664 | 834,894 | ||||||
| First Financial Bankshares, Inc. |
3,468 | 159,355 | ||||||
| First Financial Corp. |
4,427 | 186,155 | ||||||
| First Foundation, Inc. |
15,088 | 396,814 | ||||||
| First Hawaiian, Inc. |
403,242 | 11,835,153 | ||||||
| First Horizon Corp. |
16,706 | 272,141 | ||||||
| First Internet Bancorp |
3,515 | 109,598 | ||||||
| First Interstate BancSystem, Inc. - Class A |
202,571 | 8,155,508 | ||||||
| First Merchants Corp. |
20,531 | 859,017 | ||||||
| First Mid Bancshares, Inc. |
11,447 | 470,014 | ||||||
| First Midwest Bancorp, Inc. |
42,146 | 801,195 | ||||||
| First of Long Island Corp. |
8,685 | 178,911 | ||||||
| First Republic Bank |
102,928 | 19,852,753 | ||||||
| FirstCash, Inc. |
13,808 | 1,208,200 | ||||||
| Five Star Bancorp |
1,392 | 33,324 | ||||||
| Flagstar Bancorp, Inc. |
19,556 | 993,054 | ||||||
| Flushing Financial Corp. |
11,261 | 254,499 | ||||||
| FNB Corp. |
128,691 | 1,495,389 | ||||||
| Franklin Resources, Inc. |
8,681 | 257,999 | ||||||
| FS Bancorp, Inc. |
2,576 | 89,155 | ||||||
| FS KKR Capital Corp. |
122,125 | 2,691,635 | ||||||
| Fulton Financial Corp. |
61,370 | 937,734 | ||||||
| GAMCO Investors, Inc. - Class A |
249 | 6,569 | ||||||
| GCM Grosvenor, Inc. - Class A |
1,345 | 15,494 | ||||||
| Genworth Financial, Inc. - Class A(1) |
186,548 | 699,555 | ||||||
| German American Bancorp, Inc. |
9,315 | 359,838 | ||||||
| Glacier Bancorp, Inc. |
447,928 | 24,792,815 | ||||||
| Globe Life, Inc. |
94,354 | 8,400,337 | ||||||
| GoHealth, Inc. - Class A(1) |
221 | 1,112 | ||||||
| Goosehead Insurance, Inc. - Class A |
5,578 | 849,474 | ||||||
| Granite Point Mortgage Trust, Inc. |
20,093 | 264,625 | ||||||
| Great Ajax Corp. |
8,766 | 118,253 | ||||||
| Great Southern Bancorp, Inc. |
4,065 | 222,803 | ||||||
| Great Western Bancorp, Inc. |
19,401 | 635,189 | ||||||
| Green Dot Corp. - Class A(1) |
17,481 | 879,819 | ||||||
| Greenlight Capital Re Ltd. - Class A(1) |
10,683 | 78,947 | ||||||
| Guaranty Bancshares, Inc. |
2,868 | 102,818 | ||||||
| Hancock Whitney Corp. |
33,028 | 1,556,279 | ||||||
| Hanmi Financial Corp. |
350,191 | 7,024,831 | ||||||
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. |
27,020 | 1,445,030 | ||||||
| Hanover Insurance Group, Inc. |
65,734 | 8,520,441 | ||||||
| HarborOne Bancorp, Inc. |
19,013 | 266,943 | ||||||
| Hartford Financial Services Group, Inc. |
295,118 | 20,732,039 | ||||||
| HBT Financial, Inc. |
3,767 | 58,577 | ||||||
| HCI Group, Inc. |
2,151 | 238,266 | ||||||
| Heartland Financial USA, Inc. |
15,254 | 733,412 | ||||||
| Heritage Commerce Corp. |
22,218 | 258,395 | ||||||
| Heritage Financial Corp. |
13,141 | 335,095 | ||||||
| Heritage Insurance Holdings, Inc. |
8,109 | 55,222 | ||||||
| Hilltop Holdings, Inc. |
23,842 | 778,918 | ||||||
| Hingham Institution for Savings |
493 | 165,993 | ||||||
| Home Bancorp, Inc. |
2,959 | 114,454 | ||||||
| Home Bancshares, Inc. |
111,269 | 2,618,160 | ||||||
| Home Point Capital, Inc. |
2,238 | 9,221 | ||||||
| HomeStreet, Inc. |
7,573 | 311,629 | ||||||
| HomeTrust Bancshares, Inc. |
6,387 | 178,708 | ||||||
| Hope Bancorp, Inc. |
43,284 | 625,021 |
| Horace Mann Educators Corp. |
285,643 | 11,365,735 | ||||||
| Horizon Bancorp, Inc. |
16,383 | 297,679 | ||||||
| Houlihan Lokey, Inc. - Class A |
2,460 | 226,566 | ||||||
| Howard Bancorp, Inc.(1) |
5,037 | 102,150 | ||||||
| Huntington Bancshares, Inc. |
2,914,305 | 45,055,155 | ||||||
| Independence Holding Co. |
1,684 | 83,510 | ||||||
| Independent Bank Corp. |
314,282 | 23,932,574 | ||||||
| Independent Bank Corp. MI |
7,939 | 170,530 | ||||||
| Independent Bank Group, Inc. |
38,460 | 2,732,198 | ||||||
| Interactive Brokers Group, Inc. - Class A |
2,406 | 149,990 | ||||||
| International Bancshares Corp. |
20,196 | 840,961 | ||||||
| Invesco Ltd. |
10,041 | 242,089 | ||||||
| Invesco Mortgage Capital, Inc. |
108,556 | 341,951 | ||||||
| Investors Bancorp, Inc. |
54,964 | 830,506 | ||||||
| Investors Title Co. |
433 | 79,066 | ||||||
| James River Group Holdings Ltd. |
24,227 | 914,085 | ||||||
| Janus Henderson Group Plc |
4,728 | 195,408 | ||||||
| Jefferies Financial Group, Inc. |
6,525 | 242,273 | ||||||
| Kearny Financial Corp. |
19,528 | 242,733 | ||||||
| Kemper Corp. |
1,846 | 123,294 | ||||||
| KeyCorp |
1,534,862 | 33,183,716 | ||||||
| KKR & Co., Inc. - Class Miscella |
16,752 | 1,019,862 | ||||||
| KKR Real Estate Finance Trust, Inc. |
12,307 | 259,678 | ||||||
| Ladder Capital Corp. - Class A |
42,881 | 473,835 | ||||||
| Lakeland Bancorp, Inc. |
18,630 | 328,447 | ||||||
| Lakeland Financial Corp. |
255,249 | 18,183,939 | ||||||
| Lazard Ltd. - Class A |
110,529 | 5,062,228 | ||||||
| Lemonade, Inc.(1) |
995 | 66,675 | ||||||
| LendingClub Corp.(1) |
36,604 | 1,033,697 | ||||||
| Lincoln National Corp. |
84,210 | 5,789,437 | ||||||
| Loews Corp. |
236,960 | 12,779,253 | ||||||
| Luther Burbank Corp. |
5,684 | 76,222 | ||||||
| M&T Bank Corp. |
3,839 | 573,316 | ||||||
| Macatawa Bank Corp. |
10,293 | 82,653 | ||||||
| Maiden Holdings Ltd.(1) |
25,362 | 80,144 | ||||||
| Markel Corp.(1) |
336 | 401,564 | ||||||
| Marlin Business Services Corp. |
3,188 | 70,869 | ||||||
| MBIA, Inc.(1) |
18,013 | 231,467 | ||||||
| Mercantile Bank Corp. |
6,005 | 192,340 | ||||||
| Merchants Bancorp |
3,601 | 142,131 | ||||||
| Mercury General Corp. |
797 | 44,369 | ||||||
| Meridian Bancorp, Inc. |
17,619 | 365,770 | ||||||
| Meta Financial Group, Inc. |
8,349 | 438,156 | ||||||
| Metrocity Bankshares, Inc. |
5,528 | 115,922 | ||||||
| MetroMile, Inc.(1) |
13,932 | 49,459 | ||||||
| Metropolitan Bank Holding Corp.(1) |
2,735 | 230,560 | ||||||
| MFA Financial, Inc. |
164,996 | 754,032 | ||||||
| MGIC Investment Corp. |
220,064 | 3,292,157 | ||||||
| Mid Penn Bancorp, Inc. |
3,674 | 101,219 | ||||||
| Midland States Bancorp, Inc. |
8,183 | 202,366 | ||||||
| MidWestOne Financial Group, Inc. |
5,599 | 168,866 | ||||||
| Moelis & Co. - Class A |
10,366 | 641,344 | ||||||
| Morningstar, Inc. |
74 | 19,168 | ||||||
| Mr Cooper Group, Inc.(1) |
239,099 | 9,843,706 | ||||||
| MSCI, Inc. - Class A |
700 | 425,838 | ||||||
| MVB Financial Corp. |
3,827 | 163,910 | ||||||
| Nasdaq, Inc. |
77,188 | 14,898,828 | ||||||
| National Bank Holdings Corp. - Class A |
9,997 | 404,679 | ||||||
| National Western Life Group, Inc. - Class A |
972 | 204,693 | ||||||
| Navient Corp. |
285,448 | 5,631,889 | ||||||
| NBT Bancorp, Inc. |
15,811 | 571,093 | ||||||
| Nelnet, Inc. - Class A |
6,330 | 501,589 | ||||||
| New Residential Investment Corp. |
1,095,049 | 12,045,539 | ||||||
| New York Community Bancorp, Inc. |
13,546 | 174,337 | ||||||
| New York Mortgage Trust, Inc. |
141,275 | 601,831 | ||||||
| NI Holdings, Inc.(1) |
3,632 | 63,778 | ||||||
| Nicolet Bankshares, Inc.(1) |
4,153 | 308,070 | ||||||
| NMI Holdings, Inc. - Class A(1) |
29,484 | 666,633 | ||||||
| Northern Trust Corp. |
6,241 | 672,842 | ||||||
| Northfield Bancorp, Inc. |
17,128 | 293,916 | ||||||
| Northrim BanCorp, Inc. |
2,313 | 98,326 | ||||||
| Northwest Bancshares, Inc. |
43,658 | 579,778 | ||||||
| OceanFirst Financial Corp. |
22,257 | 476,522 | ||||||
| Ocwen Financial Corp.(1) |
2,990 | 84,109 | ||||||
| OFG Bancorp |
18,503 | 466,646 | ||||||
| Old National Bancorp |
147,453 | 2,499,328 | ||||||
| Old Republic International Corp. |
141,556 | 3,274,190 | ||||||
| Old Second Bancorp, Inc. |
10,681 | 139,494 | ||||||
| OneMain Holdings, Inc. - Class A |
3,130 | 173,183 | ||||||
| Oportun Financial Corp.(1) |
7,790 | 194,984 | ||||||
| Oppenheimer Holdings, Inc. - Class A |
3,449 | 156,205 | ||||||
| Orchid Island Capital, Inc. - Class A |
44,716 | 218,661 | ||||||
| Origin Bancorp, Inc. |
23,676 | 1,002,679 | ||||||
| Orrstown Financial Services, Inc. |
4,134 | 96,736 | ||||||
| Pacific Premier Bancorp, Inc. |
67,547 | 2,799,148 | ||||||
| PacWest Bancorp |
295,712 | 13,401,668 | ||||||
| Park National Corp. |
5,332 | 650,237 |
| PCSB Financial Corp. |
5,299 | 97,714 | ||||||
| Peapack Gladstone Financial Corp. |
7,044 | 234,988 | ||||||
| PennantPark Investment Corp. |
163,500 | 1,061,115 | ||||||
| PennyMac Financial Services, Inc. |
12,292 | 751,410 | ||||||
| PennyMac Mortgage Investment Trust |
29,562 | 582,076 | ||||||
| Peoples Bancorp, Inc. |
9,629 | 304,373 | ||||||
| Peoples Financial Services Corp. |
2,647 | 120,624 | ||||||
| People’s United Financial, Inc. |
12,761 | 222,935 | ||||||
| Pinnacle Financial Partners, Inc. |
2,208 | 207,729 | ||||||
| Pioneer Bancorp, Inc.(1) |
4,579 | 57,879 | ||||||
| Piper Sandler Companies |
6,575 | 910,375 | ||||||
| PJT Partners, Inc. - Class A |
1,451 | 114,789 | ||||||
| Popular, Inc. |
42,927 | 3,334,140 | ||||||
| PRA Group, Inc.(1) |
16,987 | 715,832 | ||||||
| Preferred Bank Los Angeles |
5,045 | 336,401 | ||||||
| Premier Financial Corp. |
26,448 | 842,104 | ||||||
| Primerica, Inc. |
1,163 | 178,672 | ||||||
| Primis Financial Corp. |
9,211 | 133,191 | ||||||
| Principal Financial Group, Inc. |
80,801 | 5,203,584 | ||||||
| ProAssurance Corp. |
38,891 | 924,828 | ||||||
| PROG Holdings, Inc. |
188,709 | 7,927,665 | ||||||
| Prospect Capital Corp. |
295,600 | 2,276,120 | ||||||
| Prosperity Bancshares, Inc. |
178,913 | 12,726,082 | ||||||
| Provident Bancorp, Inc. |
5,933 | 95,047 | ||||||
| Provident Financial Services, Inc. |
50,718 | 1,190,351 | ||||||
| Prudential Financial, Inc. |
54,438 | 5,726,878 | ||||||
| QCR Holdings, Inc. |
11,769 | 605,397 | ||||||
| Radian Group, Inc. |
69,735 | 1,584,379 | ||||||
| Raymond James Financial, Inc. |
208,243 | 19,216,664 | ||||||
| RBB Bancorp |
4,962 | 125,092 | ||||||
| Ready Capital Corp. |
21,904 | 316,075 | ||||||
| Red River Bancshares, Inc. |
1,818 | 90,627 | ||||||
| Redwood Trust, Inc. |
42,406 | 546,613 | ||||||
| Regional Management Corp. |
1,855 | 107,924 | ||||||
| Regions Financial Corp. |
409,579 | 8,728,128 | ||||||
| Reinsurance Group of America, Inc. - Class A |
211,876 | 23,573,324 | ||||||
| Reliant Bancorp, Inc. |
5,622 | 177,599 | ||||||
| RenaissanceRe Holdings Ltd. |
71,254 | 9,932,808 | ||||||
| Renasant Corp. |
30,189 | 1,088,313 | ||||||
| Republic Bancorp, Inc. - Class A |
3,591 | 181,884 | ||||||
| Republic First Bancorp, Inc.(1) |
18,033 | 55,542 | ||||||
| RLI Corp. |
1,139 | 114,208 | ||||||
| S&T Bancorp, Inc. |
14,370 | 423,484 | ||||||
| Safety Insurance Group, Inc. |
5,329 | 422,323 | ||||||
| Sandy Spring Bancorp, Inc. |
151,781 | 6,954,605 | ||||||
| Santander Consumer USA Holdings, Inc. |
51,248 | 2,137,042 | ||||||
| Sculptor Capital Management, Inc. - Class A |
8,203 | 228,782 | ||||||
| Seacoast Banking Corp. of Florida |
18,996 | 642,255 | ||||||
| SEI Investments Co. |
3,314 | 196,520 | ||||||
| Selective Insurance Group, Inc. |
364,169 | 27,505,685 | ||||||
| Selectquote, Inc.(1) |
365,370 | 4,724,234 | ||||||
| ServisFirst Bancshares, Inc. |
3,173 | 246,859 | ||||||
| Sierra Bancorp |
5,470 | 132,812 | ||||||
| Signature Bank |
1,905 | 518,693 | ||||||
| Simmons First National Corp. - Class A |
40,173 | 1,187,514 | ||||||
| SiriusPoint Ltd.(1) |
232,040 | 2,148,690 | ||||||
| SLM Corp. |
1,047,401 | 18,434,258 | ||||||
| SmartFinancial, Inc. |
5,254 | 135,816 | ||||||
| South Plains Financial, Inc. |
4,225 | 103,006 | ||||||
| South State Corp. |
291,302 | 21,751,520 | ||||||
| Southern First Bancshares, Inc.(1) |
2,069 | 110,692 | ||||||
| Southern Missouri Bancorp, Inc. |
2,964 | 133,054 | ||||||
| Southside Bancshares, Inc. |
11,666 | 446,691 | ||||||
| Spirit of Texas Bancshares, Inc. |
5,020 | 121,484 | ||||||
| Starwood Property Trust, Inc. |
8,292 | 202,408 | ||||||
| State Auto Financial Corp. |
6,612 | 336,881 | ||||||
| State Street Corp. |
211,666 | 17,932,344 | ||||||
| Sterling Bancorp |
708,519 | 17,684,634 | ||||||
| Stewart Information Services Corp. |
9,880 | 625,009 | ||||||
| Stifel Financial Corp. |
285,171 | 19,380,221 | ||||||
| Stock Yards Bancorp, Inc. |
7,635 | 447,793 | ||||||
| StoneX Group, Inc.(1) |
5,724 | 377,212 | ||||||
| Summit Financial Group, Inc. |
4,507 | 110,467 | ||||||
| SVB Financial Group(1) |
33,535 | 21,693,121 | ||||||
| Synchrony Financial |
686,463 | 33,554,311 | ||||||
| Synovus Financial Corp. |
4,124 | 181,002 | ||||||
| T Rowe Price Group, Inc. |
4,532 | 891,444 | ||||||
| Texas Capital Bancshares, Inc.(1) |
77,591 | 4,657,012 | ||||||
| TFS Financial Corp. |
1,460 | 27,828 | ||||||
| The Bancorp, Inc.(1) |
19,221 | 489,174 | ||||||
| Tiptree, Inc. |
8,669 | 86,863 | ||||||
| Tompkins Financial Corp. |
5,336 | 431,736 | ||||||
| Towne Bank/Portsmouth VA |
47,839 | 1,488,271 | ||||||
| TPG RE Finance Trust, Inc. |
22,562 | 279,318 | ||||||
| Tradeweb Markets, Inc. - Class A |
3,146 | 254,134 | ||||||
| Travelers Companies, Inc. |
41,855 | 6,362,379 | ||||||
| Trean Insurance Group, Inc.(1) |
6,623 | 68,548 |
| TriCo Bancshares |
10,447 | 453,400 | ||||||
| TriState Capital Holdings, Inc.(1) |
10,908 | 230,704 | ||||||
| Triumph Bancorp, Inc.(1) |
627 | 62,782 | ||||||
| Truist Financial Corp. |
352,418 | 20,669,316 | ||||||
| TrustCo Bank Corp. NY |
6,985 | 223,310 | ||||||
| Trustmark Corp. |
23,366 | 752,853 | ||||||
| Two Harbors Investment Corp. |
1,912,652 | 12,126,214 | ||||||
| UMB Financial Corp. |
181,760 | 17,578,010 | ||||||
| Umpqua Holdings Corp. |
749,721 | 15,181,850 | ||||||
| United Bankshares, Inc. |
458,132 | 16,666,842 | ||||||
| United Community Banks, Inc. |
28,832 | 946,266 | ||||||
| United Fire Group, Inc. |
7,744 | 178,886 | ||||||
| United Insurance Holdings Corp. |
7,549 | 27,403 | ||||||
| Universal Insurance Holdings, Inc. |
100,051 | 1,304,665 | ||||||
| Univest Financial Corp. |
11,084 | 303,591 | ||||||
| Unum Group |
104,046 | 2,607,393 | ||||||
| UWM Holdings Corp. |
1,728 | 12,010 | ||||||
| Valley National Bancorp |
328,642 | 4,374,225 | ||||||
| Velocity Financial, Inc.(1) |
2,997 | 39,441 | ||||||
| Veritex Holdings, Inc. |
25,318 | 996,516 | ||||||
| Virtu Financial, Inc. - Class A |
2,801 | 68,428 | ||||||
| Voya Financial, Inc. |
56,324 | 3,457,730 | ||||||
| Walker & Dunlop, Inc. |
9,830 | 1,115,705 | ||||||
| Washington Federal, Inc. |
25,419 | 872,126 | ||||||
| Washington Trust Bancorp, Inc. |
6,548 | 346,913 | ||||||
| Waterstone Financial, Inc. |
7,691 | 157,589 | ||||||
| Webster Financial Corp. |
2,646 | 144,101 | ||||||
| WesBanco, Inc. |
24,538 | 836,255 | ||||||
| West Bancorporation, Inc. |
5,109 | 153,423 | ||||||
| Westamerica Bancorporation |
9,472 | 532,895 | ||||||
| Western Alliance Bancorp |
1,438 | 156,483 | ||||||
| White Mountains Insurance Group Ltd. |
90 | 96,265 | ||||||
| Willis Towers Watson Plc |
40,712 | 9,463,912 | ||||||
| Wintrust Financial Corp. |
114,986 | 9,241,425 | ||||||
| WisdomTree Investments, Inc. |
13,183 | 74,748 | ||||||
| World Acceptance Corp.(1) |
1,627 | 308,447 | ||||||
| WR Berkley Corp. |
4,144 | 303,258 | ||||||
| WSFS Financial Corp. |
17,565 | 901,260 | ||||||
| Zions Bancorp N.A. |
331,355 | 20,507,561 | ||||||
|
|
|
|||||||
| Total Financials |
|
1,511,215,291 | ||||||
|
|
|
|||||||
| Healthcare – 9.22% |
||||||||
| 4D Molecular Therapeutics, Inc.(1) |
6,950 | 187,442 | ||||||
| 89bio, Inc.(1) |
3,612 | 70,759 | ||||||
| Absci Corp.(1) |
2,079 | 24,179 | ||||||
| Acadia Healthcare Co., Inc.(1) |
2,623 | 167,295 | ||||||
| Acumen Pharmaceuticals, Inc.(1) |
1,383 | 20,551 | ||||||
| Adagio Therapeutics, Inc.(1) |
3,264 | 137,871 | ||||||
| AdaptHealth Corp. - Class A(1) |
442,413 | 10,303,799 | ||||||
| Adaptive Biotechnologies Corp.(1) |
356 | 12,100 | ||||||
| Addus HomeCare Corp.(1) |
3,322 | 264,930 | ||||||
| Adicet Bio, Inc.(1) |
7,598 | 59,568 | ||||||
| Aduro Bioteech, Inc.(1)(5) |
990 | 2,970 | ||||||
| Adverum Biotechnologies, Inc.(1) |
32,716 | 70,994 | ||||||
| Aeglea BioTherapeutics, Inc. - Class Savings(1) |
14,836 | 117,946 | ||||||
| Aerovate Therapeutics, Inc.(1) |
1,447 | 30,358 | ||||||
| Agilent Technologies, Inc. |
55,071 | 8,675,335 | ||||||
| Agiliti, Inc.(1) |
377,106 | 7,180,098 | ||||||
| agilon health, Inc.(1) |
179 | 4,692 | ||||||
| Agios Pharmaceuticals, Inc.(1) |
22,089 | 1,019,407 | ||||||
| Akebia Therapeutics, Inc.(1) |
37,057 | 106,724 | ||||||
| Akero Therapeutics, Inc.(1) |
2,399 | 53,618 | ||||||
| Akouos, Inc.(1) |
8,871 | 102,992 | ||||||
| Albireo Pharma, Inc.(1) |
1,399 | 43,649 | ||||||
| Allogene Therapeutics, Inc.(1) |
15,241 | 391,694 | ||||||
| Allscripts Healthcare Solutions, Inc.(1) |
46,430 | 620,769 | ||||||
| Alpha Teknova, Inc.(1) |
940 | 23,397 | ||||||
| Alphatec Holdings, Inc.(1) |
2,047 | 24,953 | ||||||
| Altimmune, Inc.(1) |
14,772 | 167,071 | ||||||
| Amedisys, Inc.(1) |
110 | 16,401 | ||||||
| American Well Corp. - Class A(1) |
68,588 | 624,837 | ||||||
| AmerisourceBergen Corp. - Class A |
124,450 | 14,865,553 | ||||||
| AMN Healthcare Services, Inc.(1) |
194,435 | 22,311,416 | ||||||
| Amphastar Pharmaceuticals, Inc.(1) |
9,869 | 187,610 | ||||||
| AnaptysBio, Inc.(1) |
7,265 | 197,027 | ||||||
| AngioDynamics, Inc.(1) |
13,794 | 357,816 | ||||||
| ANI Pharmaceuticals, Inc.(1) |
3,643 | 119,563 | ||||||
| Anika Therapeutics, Inc.(1) |
5,443 | 231,654 | ||||||
| Annexon, Inc.(1) |
11,613 | 216,118 | ||||||
| Applied Therapeutics, Inc.(1) |
1,708 | 28,353 | ||||||
| Apria, Inc.(1) |
20,710 | 769,377 | ||||||
| AquaBounty Technologies, Inc.(1) |
13,085 | 53,256 | ||||||
| Arbutus Biopharma Corp.(1) |
26,402 | 113,265 | ||||||
| Arcturus Therapeutics Holdings, Inc.(1) |
7,927 | 378,752 | ||||||
| Arcus Biosciences, Inc.(1) |
16,960 | 591,395 | ||||||
| Arcutis Biotherapeutics, Inc.(1) |
9,341 | 223,157 | ||||||
| Ardelyx, Inc.(1) |
7,848 | 10,359 | ||||||
| Arena Pharmaceuticals, Inc.(1) |
20,697 | 1,232,506 | ||||||
| Asensus Surgical, Inc.(1) |
60,780 | 112,443 | ||||||
| Atara Biotherapeutics, Inc.(1) |
28,389 | 508,163 | ||||||
| Atea Pharmaceuticals, Inc.(1) |
22,085 | 774,300 | ||||||
| Athenex, Inc.(1) |
13,548 | 40,779 | ||||||
| Athersys, Inc.(1) |
10,809 | 14,376 | ||||||
| Athira Pharma, Inc.(1) |
12,035 | 112,888 | ||||||
| Atossa Therapeutics, Inc.(1) |
41,016 | 133,712 | ||||||
| Atreca, Inc. - Class A(1) |
9,716 | 60,531 | ||||||
| Avalo Therapeutics, Inc.(1) |
3,183 | 6,939 | ||||||
| Avanos Medical, Inc.(1) |
18,047 | 563,066 | ||||||
| Avantor, Inc.(1) |
1,014,071 | 41,475,504 | ||||||
| Aveanna Healthcare Holdings, Inc.(1) |
2,554,505 | 20,487,130 | ||||||
| Avid Bioservices, Inc.(1) |
1,344 | 28,990 | ||||||
| Avidity Biosciences, Inc.(1) |
11,562 | 284,772 | ||||||
| Avrobio, Inc.(1) |
13,637 | 76,094 | ||||||
| BioCryst Pharmaceuticals, Inc.(1) |
59,798 | 859,297 | ||||||
| Biohaven Pharmaceutical Holding Co. Ltd.(1) |
6,858 | 952,645 | ||||||
| BioMarin Pharmaceutical, Inc.(1) |
5,531 | 427,491 | ||||||
| Bio-Rad Laboratories, Inc. - Class A(1) |
644 | 480,392 | ||||||
| Bioventus, Inc. - Class A(1) |
775 | 10,974 | ||||||
| Black Diamond Therapeutics, Inc.(1) |
8,508 | 71,978 | ||||||
| Bluebird Bio, Inc.(1) |
25,390 | 485,203 | ||||||
| Blueprint Medicines Corp.(1) |
1,462 | 150,308 | ||||||
| Bolt Biotherapeutics, Inc.(1) |
8,410 | 106,387 | ||||||
| Boston Scientific Corp.(1) |
389,943 | 16,919,627 | ||||||
| Bridgebio Pharma, Inc.(1) |
13,248 | 620,934 | ||||||
| Brookdale Senior Living, Inc.(1) |
69,069 | 435,135 | ||||||
| Brooklyn ImmunoTherapeutics, Inc.(1) |
1,027 | 9,551 | ||||||
| Cara Therapeutics, Inc.(1) |
16,784 | 259,313 | ||||||
| Cardiff Oncology, Inc.(1) |
14,135 | 94,139 | ||||||
| Cardinal Health, Inc. |
80,655 | 3,989,196 | ||||||
| Caribou Biosciences, Inc.(1) |
2,954 | 70,512 | ||||||
| Castle Biosciences, Inc.(1) |
659 | 43,824 | ||||||
| Castlight Health, Inc. - Class B(1) |
43,420 | 68,169 | ||||||
| Catalent, Inc.(1) |
3,760 | 500,343 | ||||||
| Catalyst Pharmaceuticals, Inc.(1) |
36,776 | 194,913 | ||||||
| Celldex Therapeutics, Inc.(1) |
3,673 | 198,305 | ||||||
| CEL-SCI Corp.(1) |
1,106 | 12,155 | ||||||
| Centene Corp.(1) |
163,415 | 10,182,389 | ||||||
| Century Therapeutics, Inc.(1) |
1,788 | 44,986 | ||||||
| Cerner Corp. |
8,918 | 628,897 | ||||||
| Certara, Inc.(1) |
1,111 | 36,774 | ||||||
| Change Healthcare, Inc.(1) |
7,373 | 154,391 | ||||||
| Charles River Laboratories International, Inc.(1) |
96 | 39,616 | ||||||
| Chemed Corp. |
340 | 158,141 | ||||||
| ChemoCentryx, Inc.(1) |
19,074 | 326,165 | ||||||
| Chimerix, Inc.(1) |
7,906 | 48,938 | ||||||
| Chinook Therapeutics, Inc.(1) |
12,264 | 156,489 | ||||||
| Cigna Corp. |
27,406 | 5,485,585 | ||||||
| Citius Pharmaceuticals, Inc.(1) |
42,454 | 86,182 | ||||||
| Clene, Inc.(1) |
2,918 | 19,930 | ||||||
| Codex DNA, Inc.(1) |
974 | 10,841 | ||||||
| Cogent Biosciences, Inc.(1) |
9,826 | 82,637 | ||||||
| Community Health Systems, Inc.(1) |
6,273 | 73,394 | ||||||
| Computer Programs & Systems, Inc.(1) |
5,278 | 187,158 | ||||||
| Convey Holding Parent, Inc.(1) |
1,601 | 13,448 | ||||||
| Cooper Companies, Inc. |
28,411 | 11,742,550 | ||||||
| CorMedix, Inc.(1) |
12,811 | 59,571 | ||||||
| Covetrus, Inc.(1) |
38,774 | 703,360 | ||||||
| Crinetics Pharmaceuticals, Inc.(1) |
1,999 | 42,079 | ||||||
| Cross Country Healthcare, Inc.(1) |
11,442 | 243,028 | ||||||
| CryoLife, Inc.(1) |
1,792 | 39,944 | ||||||
| Cullinan Oncology, Inc.(1) |
8,990 | 202,904 | ||||||
| Curis, Inc.(1) |
3,933 | 30,795 | ||||||
| CVRx, Inc.(1) |
423 | 6,996 | ||||||
| Cymabay Therapeutics, Inc.(1) |
26,031 | 95,013 | ||||||
| Cyteir Therapeutics, Inc.(1) |
1,198 | 21,025 | ||||||
| Cytek Biosciences, Inc.(1) |
982 | 21,025 | ||||||
| Cytokinetics, Inc.(1) |
2,126 | 75,983 | ||||||
| CytomX Therapeutics, Inc.(1) |
3,582 | 18,232 | ||||||
| DarioHealth Corp.(1) |
5,037 | 68,755 | ||||||
| DaVita, Inc.(1) |
65,623 | 7,629,330 | ||||||
| Day One Biopharmaceuticals, Inc.(1) |
1,647 | 39,083 | ||||||
| Deciphera Pharmaceuticals, Inc.(1) |
2,122 | 72,106 | ||||||
| Dentsply Sirona, Inc. |
6,532 | 379,183 | ||||||
| Design Therapeutics, Inc.(1) |
2,143 | 31,481 | ||||||
| Dyne Therapeutics, Inc.(1) |
11,238 | 182,505 | ||||||
| Eagle Pharmaceuticals, Inc.(1) |
2,334 | 130,191 | ||||||
| Eiger BioPharmaceuticals, Inc.(1) |
11,906 | 79,532 | ||||||
| Elanco Animal Health, Inc.(1) |
1,646,959 | 52,521,523 | ||||||
| Eliem Therapeutics, Inc.(1) |
1,031 | 18,537 | ||||||
| Emergent BioSolutions, Inc.(1) |
18,317 | 917,132 | ||||||
| Enanta Pharmaceuticals, Inc.(1) |
6,515 | 370,117 | ||||||
| Encompass Health Corp. |
1,247 | 93,575 | ||||||
| Endo International Plc(1) |
86,187 | 279,246 | ||||||
| Envista Holdings Corp.(1) |
396,183 | 16,564,411 | ||||||
| Erasca, Inc.(1) |
3,161 | 67,076 |
| Evolent Health, Inc. - Class A(1) |
23,160 | 717,960 | ||||||
| Exact Sciences Corp.(1) |
386 | 36,844 | ||||||
| Exagen, Inc.(1) |
2,808 | 38,189 | ||||||
| Exelixis, Inc.(1) |
1,350 | 28,539 | ||||||
| EyePoint Pharmaceuticals, Inc.(1) |
7,782 | 81,088 | ||||||
| FibroGen, Inc.(1) |
2,920 | 29,842 | ||||||
| Figs, Inc. - Class A(1) |
670 | 24,884 | ||||||
| Finch Therapeutics Group, Inc.(1) |
2,506 | 32,578 | ||||||
| Fluidigm Corp.(1) |
25,904 | 170,707 | ||||||
| Foghorn Therapeutics, Inc.(1) |
6,198 | 86,338 | ||||||
| Forian, Inc.(1) |
864 | 8,916 | ||||||
| Forma Therapeutics Holdings, Inc.(1) |
12,627 | 292,820 | ||||||
| Frequency Therapeutics, Inc.(1) |
11,993 | 84,671 | ||||||
| Fulcrum Therapeutics, Inc.(1) |
9,917 | 279,759 | ||||||
| Fulgent Genetics, Inc.(1) |
6,764 | 608,422 | ||||||
| G1 Therapeutics, Inc.(1) |
6,132 | 82,291 | ||||||
| Gemini Therapeutics, Inc. - Class A(1) |
6,747 | 27,258 | ||||||
| Generation Bio Co.(1) |
1,095 | 27,452 | ||||||
| Geron Corp.(1) |
113,600 | 155,632 | ||||||
| Globus Medical, Inc. - Class A(1) |
2,194 | 168,104 | ||||||
| Gossamer Bio, Inc.(1) |
23,376 | 293,836 | ||||||
| Graphite Bio, Inc.(1) |
2,457 | 40,270 | ||||||
| Gritstone Oncology, Inc.(1) |
15,178 | 163,922 | ||||||
| Haemonetics Corp.(1) |
5,969 | 421,352 | ||||||
| Harvard Bioscience, Inc.(1) |
2,186 | 15,258 | ||||||
| HCA Healthcare, Inc. |
47,621 | 11,558,569 | ||||||
| HealthStream, Inc.(1) |
9,553 | 273,025 | ||||||
| Henry Schein, Inc.(1) |
4,249 | 323,604 | ||||||
| Hill-Rom Holdings, Inc. |
1,984 | 297,600 | ||||||
| Hologic, Inc.(1) |
198,561 | 14,655,787 | ||||||
| Homology Medicines, Inc.(1) |
15,852 | 124,755 | ||||||
| Hookipa Pharma, Inc.(1) |
2,609 | 15,367 | ||||||
| Horizon Therapeutics Plc(1) |
5,297 | 580,233 | ||||||
| Humana, Inc. |
34,811 | 13,546,701 | ||||||
| iBio, Inc.(1) |
81,178 | 86,049 | ||||||
| ICON Plc(1) |
103,426 | 27,099,681 | ||||||
| Icosavax, Inc.(1) |
2,036 | 60,245 | ||||||
| ICU Medical, Inc.(1) |
61,686 | 14,396,279 | ||||||
| Ideaya Biosciences, Inc.(1) |
9,278 | 236,496 | ||||||
| Ikena Oncology, Inc.(1) |
3,424 | 43,211 | ||||||
| Imago Biosciences, Inc.(1) |
1,448 | 29,003 | ||||||
| Immuneering Corp. - Class A(1) |
1,222 | 32,444 | ||||||
| Immunic, Inc.(1) |
6,819 | 60,348 | ||||||
| ImmunityBio, Inc.(1) |
22,683 | 220,932 | ||||||
| ImmunoGen, Inc.(1) |
33,936 | 192,417 | ||||||
| Immunovant, Inc.(1) |
5,004 | 43,485 | ||||||
| Impel Neuropharma, Inc.(1) |
627 | 7,637 | ||||||
| Incyte Corp.(1) |
795 | 54,680 | ||||||
| Infinity Pharmaceuticals, Inc.(1) |
3,428 | 11,724 | ||||||
| Innoviva, Inc.(1) |
161,741 | 2,702,692 | ||||||
| Inovio Pharmaceuticals, Inc.(1) |
77,468 | 554,671 | ||||||
| Inozyme Pharma, Inc.(1) |
5,230 | 60,616 | ||||||
| Instil Bio, Inc.(1) |
3,475 | 62,116 | ||||||
| Integer Holdings Corp.(1) |
189,707 | 16,948,423 | ||||||
| Integra LifeSciences Holdings Corp.(1) |
2,210 | 151,341 | ||||||
| Invacare Corp.(1) |
12,579 | 59,876 | ||||||
| Invitae Corp.(1) |
55,702 | 1,583,608 | ||||||
| Ionis Pharmaceuticals, Inc.(1) |
345 | 11,571 | ||||||
| Iovance Biotherapeutics, Inc.(1) |
3,014 | 74,325 | ||||||
| IQVIA Holdings, Inc.(1) |
63,395 | 15,185,638 | ||||||
| Ironwood Pharmaceuticals, Inc. - Class A(1) |
369,500 | 4,825,670 | ||||||
| iTeos Therapeutics, Inc.(1) |
7,556 | 204,012 | ||||||
| IVERIC bio, Inc.(1) |
31,111 | 505,243 | ||||||
| Janux Therapeutics, Inc.(1) |
2,006 | 43,390 | ||||||
| Jazz Pharmaceuticals Plc(1) |
107,606 | 14,011,377 | ||||||
| Jounce Therapeutics, Inc.(1) |
12,338 | 91,671 | ||||||
| Kala Pharmaceuticals, Inc.(1) |
6,264 | 16,412 | ||||||
| KemPharm, Inc.(1) |
5,518 | 51,483 | ||||||
| Kezar Life Sciences, Inc.(1) |
12,757 | 110,220 | ||||||
| Kiniksa Pharmaceuticals Ltd. - Class A(1) |
6,022 | 68,591 | ||||||
| Kinnate Biopharma, Inc.(1) |
8,943 | 205,868 | ||||||
| Kronos Bio, Inc.(1) |
12,778 | 267,827 | ||||||
| Krystal Biotech, Inc.(1) |
4,282 | 223,563 | ||||||
| Kura Oncology, Inc.(1) |
23,859 | 446,879 | ||||||
| Laboratory Corp. of America Holdings(1) |
43,856 | 12,342,833 | ||||||
| Lannett Co., Inc.(1) |
57,700 | 173,100 | ||||||
| Lantheus Holdings, Inc.(1) |
449,828 | 11,551,583 | ||||||
| Lexicon Pharmaceuticals, Inc.(1) |
15,227 | 73,242 | ||||||
| LifeStance Health Group, Inc.(1) |
6,143 | 89,074 | ||||||
| Ligand Pharmaceuticals, Inc.(1) |
4,990 | 695,207 | ||||||
| Lineage Cell Therapeutics, Inc.(1) |
45,113 | 113,685 | ||||||
| LivaNova Plc(1) |
3,918 | 310,266 | ||||||
| Lyell Immunopharma, Inc.(1) |
3,545 | 52,466 | ||||||
| MacroGenics, Inc.(1) |
1,823 | 38,174 | ||||||
| Magellan Health, Inc.(1) |
8,791 | 831,189 | ||||||
| Magenta Therapeutics, Inc.(1) |
1,191 | 8,670 | ||||||
| MannKind Corp.(1) |
82,623 | 359,410 |
| Masimo Corp.(1) |
409 | 110,720 | ||||||
| MaxCyte, Inc.(1) |
2,290 | 27,961 | ||||||
| McKesson Corp. |
49,014 | 9,772,411 | ||||||
| MEDNAX, Inc.(1) |
13,394 | 380,791 | ||||||
| MeiraGTx Holdings Plc(1) |
10,323 | 136,057 | ||||||
| Meridian Bioscience, Inc.(1) |
14,216 | 273,516 | ||||||
| Merit Medical Systems, Inc.(1) |
2,139 | 153,580 | ||||||
| Mersana Therapeutics, Inc.(1) |
7,743 | 73,016 | ||||||
| Mesa Laboratories, Inc. |
1,874 | 566,623 | ||||||
| MiMedx Group, Inc.(1) |
13,739 | 83,258 | ||||||
| Mirati Therapeutics, Inc.(1) |
195 | 34,497 | ||||||
| Mirum Pharmaceuticals, Inc.(1) |
887 | 17,669 | ||||||
| Misonix, Inc.(1) |
2,270 | 57,431 | ||||||
| ModivCare, Inc.(1) |
101,924 | 18,511,437 | ||||||
| Molina Healthcare, Inc.(1) |
34,482 | 9,355,311 | ||||||
| Monte Rosa Therapeutics, Inc.(1) |
1,758 | 39,168 | ||||||
| Multiplan Corp.(1) |
72,198 | 406,475 | ||||||
| Mustang Bio, Inc.(1) |
26,467 | 71,196 | ||||||
| Myriad Genetics, Inc.(1) |
29,104 | 939,768 | ||||||
| NanoString Technologies, Inc.(1) |
1,393 | 66,878 | ||||||
| NantHealth, Inc.(1) |
4,404 | 7,090 | ||||||
| Natera, Inc.(1) |
160 | 17,830 | ||||||
| National HealthCare Corp. |
10,935 | 765,231 | ||||||
| Natus Medical, Inc.(1) |
12,689 | 318,240 | ||||||
| Nektar Therapeutics - Class A(1) |
5,283 | 94,883 | ||||||
| Neogen Corp.(1) |
2,515 | 109,226 | ||||||
| Neoleukin Therapeutics, Inc.(1) |
10,017 | 72,423 | ||||||
| Neuronetics, Inc.(1) |
900 | 5,904 | ||||||
| NexImmune, Inc.(1) |
1,992 | 30,159 | ||||||
| NextGen Healthcare, Inc.(1) |
21,026 | 296,467 | ||||||
| NGM Biopharmaceuticals, Inc.(1) |
10,570 | 222,181 | ||||||
| Nkarta, Inc.(1) |
5,255 | 146,142 | ||||||
| Nurix Therapeutics, Inc.(1) |
1,121 | 33,585 | ||||||
| Nuvalent, Inc. - Class A(1) |
1,621 | 36,554 | ||||||
| Nuvation Bio, Inc.(1) |
3,815 | 37,921 | ||||||
| Oak Street Health, Inc.(1) |
301 | 12,802 | ||||||
| Olema Pharmaceuticals, Inc.(1) |
4,999 | 137,772 | ||||||
| Omega Therapeutics, Inc.(1) |
1,058 | 19,943 | ||||||
| OncoCyte Corp.(1) |
6,602 | 23,503 | ||||||
| Oncorus, Inc.(1) |
7,588 | 70,872 | ||||||
| Oncternal Therapeutics, Inc.(1) |
16,488 | 68,755 | ||||||
| OPKO Health, Inc.(1) |
148,719 | 542,824 | ||||||
| Option Care Health, Inc.(1) |
55,840 | 1,354,678 | ||||||
| OraSure Technologies, Inc.(1) |
26,838 | 303,538 | ||||||
| Organon & Co. |
151,787 | 4,977,096 | ||||||
| ORIC Pharmaceuticals, Inc.(1) |
10,107 | 211,337 | ||||||
| Orthofix Medical, Inc.(1) |
7,110 | 271,033 | ||||||
| Owens & Minor, Inc. |
4,783 | 149,660 | ||||||
| Oyster Point Pharma, Inc.(1) |
3,884 | 46,025 | ||||||
| Pacific Biosciences of California, Inc.(1) |
39,512 | 1,009,532 | ||||||
| Passage Bio, Inc.(1) |
13,897 | 138,414 | ||||||
| Patterson Companies, Inc. |
59,233 | 1,785,283 | ||||||
| PerkinElmer, Inc. |
3,377 | 585,200 | ||||||
| Perrigo Co. Plc |
3,970 | 187,900 | ||||||
| Personalis, Inc.(1) |
12,543 | 241,327 | ||||||
| Pliant Therapeutics, Inc.(1) |
807 | 13,622 | ||||||
| Portage Biotech, Inc.(1) |
1,474 | 29,952 | ||||||
| Poseida Therapeutics, Inc.(1) |
10,685 | 77,894 | ||||||
| PPD, Inc.(1) |
2,832 | 132,509 | ||||||
| Praxis Precision Medicines, Inc.(1) |
11,032 | 203,982 | ||||||
| Precigen, Inc.(1) |
4,591 | 22,909 | ||||||
| Premier, Inc. - Class A |
306,263 | 11,870,754 | ||||||
| Prestige Consumer Healthcare, Inc.(1) |
289,816 | 16,261,576 | ||||||
| Prometheus Biosciences, Inc.(1) |
3,690 | 87,490 | ||||||
| Prothena Corp. Plc(1) |
3,012 | 214,545 | ||||||
| Provention Bio, Inc.(1) |
20,965 | 134,176 | ||||||
| QIAGEN NV(1) |
6,804 | 351,631 | ||||||
| Quest Diagnostics, Inc. |
3,680 | 534,741 | ||||||
| Quidel Corp.(1) |
1,121 | 158,229 | ||||||
| Rain Therapeutics, Inc.(1) |
966 | 14,451 | ||||||
| Rallybio Corp.(1) |
914 | 16,068 | ||||||
| Rapid Micro Biosystems, Inc. - Class A(1) |
1,121 | 20,705 | ||||||
| Reata Pharmaceuticals, Inc. - Class A(1) |
1,366 | 137,433 | ||||||
| Recursion Pharmaceuticals, Inc. - Class A(1) |
3,427 | 78,855 | ||||||
| REGENXBIO, Inc.(1) |
7,148 | 299,644 | ||||||
| Relay Therapeutics, Inc.(1) |
2,494 | 78,636 | ||||||
| Reneo Pharmaceuticals, Inc.(1) |
1,219 | 9,082 | ||||||
| Repligen Corp.(1) |
95 | 27,454 | ||||||
| Replimune Group, Inc.(1) |
3,331 | 98,731 | ||||||
| ResMed, Inc. |
431 | 113,590 | ||||||
| REVOLUTION Medicines, Inc.(1) |
19,151 | 526,844 | ||||||
| Rhythm Pharmaceuticals, Inc.(1) |
16,481 | 215,242 | ||||||
| Royalty Pharma Plc - Class A |
3,972 | 143,548 | ||||||
| RxSight, Inc.(1) |
408 | 5,169 | ||||||
| Sage Therapeutics, Inc.(1) |
1,552 | 68,769 | ||||||
| Sana Biotechnology, Inc.(1) |
1,706 | 38,419 | ||||||
| Sangamo Therapeutics, Inc.(1) |
4,700 | 42,347 |
| Scholar Rock Holding Corp.(1) |
1,609 | 53,129 | ||||||
| Seagen, Inc.(1) |
426 | 72,335 | ||||||
| SeaSpine Holdings Corp.(1) |
6,008 | 94,506 | ||||||
| Seer, Inc. - Class A(1) |
9,517 | 328,622 | ||||||
| Select Medical Holdings Corp. |
92,100 | 3,331,257 | ||||||
| Selecta Biosciences, Inc.(1) |
30,449 | 126,668 | ||||||
| Sensei Biotherapeutics, Inc.(1) |
7,533 | 79,247 | ||||||
| Sera Prognostics, Inc. - Class A(1) |
544 | 6,044 | ||||||
| Shattuck Labs, Inc.(1) |
1,794 | 36,562 | ||||||
| Sientra, Inc.(1) |
2,864 | 16,411 | ||||||
| Sight Sciences, Inc.(1) |
651 | 14,778 | ||||||
| Sigilon Therapeutics, Inc.(1) |
4,859 | 27,453 | ||||||
| Signify Health, Inc. - Class A(1) |
1,920 | 34,310 | ||||||
| Silverback Therapeutics, Inc.(1) |
7,604 | 75,888 | ||||||
| Singular Genomics Systems, Inc.(1) |
1,707 | 19,101 | ||||||
| SOC Telemed, Inc. - Class A(1) |
3,415 | 7,718 | ||||||
| Solid Biosciences, Inc.(1) |
22,369 | 53,462 | ||||||
| Sorrento Therapeutics, Inc.(1) |
10,074 | 76,865 | ||||||
| Sotera Health Co.(1) |
1,284,105 | 33,579,346 | ||||||
| Spero Therapeutics, Inc.(1) |
726 | 13,366 | ||||||
| Spruce Biosciences, Inc.(1) |
3,007 | 18,072 | ||||||
| SQZ Biotechnologies Co.(1) |
8,480 | 122,282 | ||||||
| STERIS Plc |
2,227 | 454,932 | ||||||
| Supernus Pharmaceuticals, Inc.(1) |
18,323 | 488,674 | ||||||
| Surface Oncology, Inc.(1) |
12,543 | 94,951 | ||||||
| Sutro Biopharma, Inc.(1) |
15,039 | 284,087 | ||||||
| Syndax Pharmaceuticals, Inc.(1) |
12,681 | 242,334 | ||||||
| Syneos Health, Inc. - Class A(1) |
133,358 | 11,666,158 | ||||||
| Syros Pharmaceuticals, Inc.(1) |
11,323 | 50,614 | ||||||
| Talaris Therapeutics, Inc.(1) |
1,190 | 16,136 | ||||||
| Talis Biomedical Corp.(1) |
5,378 | 33,613 | ||||||
| Tandem Diabetes Care, Inc.(1) |
100 | 11,938 | ||||||
| Tarsus Pharmaceuticals, Inc.(1) |
536 | 11,551 | ||||||
| Taysha Gene Therapies, Inc.(1) |
1,473 | 27,427 | ||||||
| TCR2 Therapeutics, Inc.(1) |
11,438 | 97,337 | ||||||
| Teladoc Health, Inc.(1) |
4,562 | 578,507 | ||||||
| Teleflex, Inc. |
1,170 | 440,564 | ||||||
| Tenaya Therapeutics, Inc.(1) |
2,076 | 42,869 | ||||||
| Tenet Healthcare Corp.(1) |
35,283 | 2,344,203 | ||||||
| Terns Pharmaceuticals, Inc.(1) |
1,389 | 14,473 | ||||||
| Theravance Biopharma, Inc.(1) |
1,864 | 13,794 | ||||||
| Tivity Health, Inc.(1) |
6,726 | 155,102 | ||||||
| Tonix Pharmaceuticals Holding Corp.(1) |
133,784 | 80,418 | ||||||
| Travere Therapeutics, Inc. - Class Preferre(1) |
20,305 | 492,396 | ||||||
| Trevena, Inc.(1) |
40,449 | 49,752 | ||||||
| Trillium Therapeutics, Inc.(1) |
31,571 | 554,387 | ||||||
| Triple-S Management Corp. - Class B(1) |
8,488 | 300,221 | ||||||
| Turning Point Therapeutics, Inc.(1) |
15,311 | 1,017,110 | ||||||
| Ultragenyx Pharmaceutical, Inc.(1) |
492 | 44,373 | ||||||
| United Therapeutics Corp.(1) |
23,826 | 4,397,803 | ||||||
| Universal Health Services, Inc. - Class B |
152,651 | 21,122,319 | ||||||
| UroGen Pharma Ltd.(1) |
2,276 | 38,282 | ||||||
| Utah Medical Products, Inc. |
1,180 | 109,551 | ||||||
| Vanda Pharmaceuticals, Inc.(1) |
140,929 | 2,415,523 | ||||||
| Varex Imaging Corp.(1) |
12,588 | 354,982 | ||||||
| Vaxart, Inc.(1) |
4,029 | 32,031 | ||||||
| Vaxcyte, Inc.(1) |
10,601 | 268,947 | ||||||
| VBI Vaccines, Inc.(1) |
8,676 | 26,982 | ||||||
| Vera Therapeutics, Inc. - Class A(1) |
1,002 | 17,385 | ||||||
| Veracyte, Inc.(1) |
25,250 | 1,172,863 | ||||||
| Verve Therapeutics, Inc.(1) |
2,446 | 114,962 | ||||||
| Viatris, Inc. |
269,510 | 3,651,861 | ||||||
| Viemed Healthcare, Inc.(1) |
11,525 | 63,964 | ||||||
| Viking Therapeutics, Inc.(1) |
25,965 | 163,060 | ||||||
| Viracta Therapeutics, Inc.(1) |
10,708 | 85,878 | ||||||
| VistaGen Therapeutics, Inc.(1) |
11,193 | 30,669 | ||||||
| Vor BioPharma, Inc.(1) |
6,270 | 98,314 | ||||||
| Waters Corp.(1) |
129 | 46,092 | ||||||
| Werewolf Therapeutics, Inc.(1) |
998 | 17,126 | ||||||
| XBiotech, Inc. |
6,755 | 87,477 | ||||||
| XOMA Corp.(1) |
2,027 | 50,168 | ||||||
| Zimmer Biomet Holdings, Inc. |
109,151 | 15,975,340 | ||||||
| Zogenix, Inc.(1) |
21,065 | 319,977 | ||||||
|
|
|
|||||||
| Total Healthcare |
643,404,478 | |||||||
|
|
|
|||||||
| Industrials – 16.30% |
||||||||
| AAR Corp.(1) |
12,823 | 415,850 | ||||||
| ABM Industries, Inc. |
305,003 | 13,728,185 | ||||||
| Acacia Research Corp.(1) |
18,361 | 124,671 | ||||||
| ACCO Brands Corp. |
34,923 | 299,989 | ||||||
| Acuity Brands, Inc. |
33,668 | 5,837,021 | ||||||
| ADT, Inc. |
4,562 | 36,907 | ||||||
| Advanced Drainage Systems, Inc. |
31,264 | 3,381,827 | ||||||
| Advent Technologies Holdings, Inc.(1) |
1,471 | 12,798 | ||||||
| AECOM(1) |
4,118 | 260,052 | ||||||
| Aerojet Rocketdyne Holdings, Inc. |
5,753 | 250,543 | ||||||
| AerSale Corp.(1) |
2,990 | 50,830 | ||||||
| AGCO Corp. |
71,682 | 8,783,195 |
| AgEagle Aerial Systems, Inc.(1) |
8,861 | 26,672 | ||||||
| Air Lease Corp. - Class A |
133,489 | 5,251,457 | ||||||
| Air Transport Services Group, Inc.(1) |
22,069 | 569,601 | ||||||
| Alamo Group, Inc. |
451 | 62,928 | ||||||
| Alaska Air Group, Inc.(1) |
347,207 | 20,346,330 | ||||||
| Albany International Corp. - Class A |
21,585 | 1,659,239 | ||||||
| Allegion Plc |
84,438 | 11,161,015 | ||||||
| Allied Motion Technologies, Inc. |
343 | 10,729 | ||||||
| Allison Transmission Holdings, Inc. |
207,079 | 7,314,030 | ||||||
| Alta Equipment Group, Inc.(1) |
5,701 | 78,275 | ||||||
| Altra Industrial Motion Corp. |
385,190 | 21,320,266 | ||||||
| AMERCO |
268 | 173,136 | ||||||
| American Airlines Group, Inc.(1) |
131,481 | 2,697,990 | ||||||
| American Superconductor Corp.(1) |
10,234 | 149,212 | ||||||
| American Woodmark Corp.(1) |
6,247 | 408,366 | ||||||
| AMETEK, Inc. |
329,069 | 40,807,847 | ||||||
| AO Smith Corp. |
3,914 | 239,028 | ||||||
| API Group Corp.(1)(3) |
458,845 | 9,337,496 | ||||||
| Apogee Enterprises, Inc. |
9,476 | 357,814 | ||||||
| ArcBest Corp. |
53,381 | 4,364,964 | ||||||
| Arcosa, Inc. |
180,114 | 9,036,319 | ||||||
| Argan, Inc. |
5,522 | 241,146 | ||||||
| Armstrong World Industries, Inc. |
42,824 | 4,088,407 | ||||||
| Array Technologies, Inc.(1) |
36,480 | 675,610 | ||||||
| ASGN, Inc.(1) |
115,222 | 13,036,217 | ||||||
| Astec Industries, Inc. |
8,483 | 456,470 | ||||||
| Astronics Corp.(1) |
9,318 | 131,011 | ||||||
| Atkore, Inc.(1) |
68,700 | 5,971,404 | ||||||
| Atlas Air Worldwide Holdings, Inc.(1) |
72,668 | 5,935,522 | ||||||
| Atlas Technical Consultants, Inc.(1) |
3,992 | 40,599 | ||||||
| Avis Budget Group, Inc.(1) |
18,220 | 2,122,812 | ||||||
| AZEK Co., Inc. - Class A(1) |
1,492 | 54,503 | ||||||
| AZZ, Inc. |
9,324 | 496,037 | ||||||
| Babcock & Wilcox Enterprises, Inc.(1) |
14,598 | 93,573 | ||||||
| Barnes Group, Inc. |
18,216 | 760,154 | ||||||
| Barrett Business Services, Inc. |
11,469 | 874,626 | ||||||
| Beacon Roofing Supply, Inc.(1) |
36,744 | 1,754,893 | ||||||
| Beam Global(1) |
546 | 14,944 | ||||||
| Blue Bird Corp.(1) |
3,074 | 64,124 | ||||||
| Boise Cascade Co. |
102,434 | 5,529,387 | ||||||
| Brady Corp. - Class A |
17,651 | 894,906 | ||||||
| BrightView Holdings, Inc.(1) |
262,721 | 3,877,762 | ||||||
| Brink’s Co. |
270,583 | 17,127,904 | ||||||
| Builders FirstSource, Inc.(1) |
6,115 | 316,390 | ||||||
| BWX Technologies, Inc. |
173,986 | 9,370,886 | ||||||
| CACI International, Inc. - Class A(1) |
123,912 | 32,477,335 | ||||||
| Caesarstone Ltd. |
8,425 | 104,639 | ||||||
| CAI International, Inc. |
4,650 | 259,981 | ||||||
| Carlisle Companies, Inc. |
953 | 189,447 | ||||||
| Carrier Global Corp. |
13,963 | 722,725 | ||||||
| Casella Waste Systems, Inc. - Class A(1) |
213,774 | 16,233,998 | ||||||
| CBIZ, Inc.(1) |
396,497 | 12,822,713 | ||||||
| CECO Environmental Corp.(1) |
45,590 | 320,954 | ||||||
| CH Robinson Worldwide, Inc. |
3,177 | 276,399 | ||||||
| Charah Solutions, Inc.(1) |
37,884 | 174,266 | ||||||
| ChargePoint Holdings, Inc.(1) |
3,178 | 63,528 | ||||||
| Chart Industries, Inc.(1) |
5,454 | 1,042,314 | ||||||
| Cintas Corp. |
170 | 64,712 | ||||||
| Clarivate Plc(1) |
13,142 | 287,810 | ||||||
| Clean Harbors, Inc.(1) |
1,538 | 159,752 | ||||||
| Colfax Corp.(1) |
596,701 | 27,388,576 | ||||||
| Columbus McKinnon Corp. |
10,324 | 499,165 | ||||||
| Commercial Vehicle Group, Inc.(1) |
7,274 | 68,812 | ||||||
| CompX International, Inc. |
512 | 10,639 | ||||||
| Concrete Pumping Holdings, Inc.(1) |
10,032 | 85,673 | ||||||
| Copa Holdings SA - Class A(1) |
989 | 80,485 | ||||||
| Core & Main, Inc. - Class A(1) |
542 | 14,206 | ||||||
| CoreCivic, Inc.(1) |
202,048 | 1,798,227 | ||||||
| Cornerstone Building Brands, Inc.(1) |
73,149 | 1,068,707 | ||||||
| Costamare, Inc. |
19,895 | 308,174 | ||||||
| CoStar Group, Inc.(1) |
2,620 | 225,477 | ||||||
| Covenant Logistics Group, Inc. - Class A(1) |
4,622 | 127,798 | ||||||
| CRA International, Inc. |
464 | 46,094 | ||||||
| Crane Co. |
170,661 | 16,180,369 | ||||||
| Cummins, Inc. |
47,029 | 10,560,832 | ||||||
| Curtiss-Wright Corp. |
89,677 | 11,315,444 | ||||||
| Custom Truck One Source, Inc.(1) |
11,526 | 107,538 | ||||||
| Delta Air Lines, Inc.(1) |
153,100 | 6,523,591 | ||||||
| Deluxe Corp. |
118,884 | 4,266,747 | ||||||
| Desktop Metal, Inc. - Class A(1) |
11,655 | 83,566 | ||||||
| DIRTT Environmental Solutions(1) |
66,761 | 206,959 | ||||||
| Donaldson Co., Inc. |
3,304 | 189,683 | ||||||
| Dover Corp. |
164,875 | 25,638,062 | ||||||
| Driven Brands Holdings, Inc.(1) |
1,650 | 47,668 | ||||||
| Ducommun, Inc.(1) |
3,976 | 200,192 | ||||||
| Dun & Bradstreet Holdings, Inc.(1) |
4,810 | 80,856 | ||||||
| DXP Enterprises, Inc.(1) |
28,554 | 844,342 |
| Dycom Industries, Inc.(1) |
20,278 | 1,444,605 | ||||||
| Eagle Bulk Shipping, Inc.(1) |
3,307 | 166,739 | ||||||
| Eaton Corp. Plc |
151,764 | 22,659,883 | ||||||
| Echo Global Logistics, Inc.(1) |
6,529 | 311,499 | ||||||
| EMCOR Group, Inc. |
58,351 | 6,732,538 | ||||||
| Encore Wire Corp. |
7,474 | 708,759 | ||||||
| Enerpac Tool Group Corp. - Class A |
126,406 | 2,620,396 | ||||||
| EnerSys |
14,569 | 1,084,516 | ||||||
| Ennis, Inc. |
9,579 | 180,564 | ||||||
| EnPro Industries, Inc. |
15,392 | 1,340,951 | ||||||
| Equifax, Inc. |
2,263 | 573,489 | ||||||
| ESCO Technologies, Inc. |
142,575 | 10,978,275 | ||||||
| ExOne Co.(1) |
6,015 | 140,631 | ||||||
| Expeditors International of Washington, Inc. |
63,601 | 7,576,787 | ||||||
| Fastenal Co. |
1,948 | 100,536 | ||||||
| First Advantage Corp.(1) |
1,732 | 32,995 | ||||||
| Flowserve Corp. |
3,882 | 134,589 | ||||||
| Fluor Corp.(1) |
53,175 | 849,205 | ||||||
| Fortive Corp. |
9,825 | 693,350 | ||||||
| Fortune Brands Home & Security, Inc. |
3,082 | 275,592 | ||||||
| Forward Air Corp. |
199,886 | 16,594,536 | ||||||
| FTI Consulting, Inc.(1) |
994 | 133,892 | ||||||
| FuelCell Energy, Inc.(1) |
27,980 | 187,186 | ||||||
| Gates Industrial Corp. Plc(1) |
84,977 | 1,382,576 | ||||||
| GATX Corp. |
13,171 | 1,179,595 | ||||||
| Genco Shipping & Trading Ltd. |
11,985 | 241,258 | ||||||
| General Dynamics Corp. |
56,812 | 11,136,856 | ||||||
| Gibraltar Industries, Inc.(1) |
203,546 | 14,176,979 | ||||||
| Global Industrial Co. |
1,153 | 43,687 | ||||||
| GMS, Inc.(1) |
116,434 | 5,099,809 | ||||||
| Gorman-Rupp Co. |
6,938 | 248,450 | ||||||
| GP Strategies Corp.(1) |
4,593 | 95,075 | ||||||
| Graco, Inc. |
1,923 | 134,552 | ||||||
| GrafTech International Ltd. |
8,410 | 86,791 | ||||||
| Graham Corp. |
13,499 | 167,388 | ||||||
| Granite Construction, Inc. |
17,190 | 679,864 | ||||||
| Great Lakes Dredge & Dock Corp.(1) |
24,337 | 367,245 | ||||||
| Greenbrier Companies, Inc. |
11,924 | 512,613 | ||||||
| Griffon Corp. |
17,314 | 425,924 | ||||||
| GXO Logistics, Inc.(1) |
1,566 | 122,837 | ||||||
| Harsco Corp.(1) |
563,469 | 9,550,800 | ||||||
| Hawaiian Holdings, Inc.(1) |
18,934 | 410,110 | ||||||
| Healthcare Services Group, Inc. |
34,249 | 855,883 | ||||||
| Heartland Express, Inc. |
17,785 | 284,916 | ||||||
| HEICO Corp. |
909 | 119,870 | ||||||
| HEICO Corp. - Class A |
1,587 | 187,948 | ||||||
| Heidrick & Struggles International, Inc. |
4,268 | 190,481 | ||||||
| Heritage-Crystal Clean, Inc.(1) |
3,779 | 109,515 | ||||||
| Herman Miller, Inc. |
329,554 | 12,411,004 | ||||||
| Hexcel Corp.(1) |
182,821 | 10,857,739 | ||||||
| Hillenbrand, Inc. |
101,214 | 4,316,777 | ||||||
| HNI Corp. |
15,114 | 554,986 | ||||||
| Howmet Aerospace, Inc. |
493,223 | 15,388,558 | ||||||
| Hub Group, Inc. - Class A(1) |
12,754 | 876,837 | ||||||
| Hubbell, Inc. - Class B |
65,142 | 11,769,205 | ||||||
| Huntington Ingalls Industries, Inc. |
75,558 | 14,587,227 | ||||||
| Hurco Companies, Inc. |
969 | 31,260 | ||||||
| Huron Consulting Group, Inc.(1) |
7,477 | 388,804 | ||||||
| Hyliion Holdings Corp.(1) |
35,646 | 299,426 | ||||||
| Hyster-Yale Materials Handling, Inc. |
3,671 | 184,504 | ||||||
| ICF International, Inc. |
161,888 | 14,454,980 | ||||||
| Ideanomics, Inc.(1) |
155,218 | 305,779 | ||||||
| IDEX Corp. |
2,300 | 475,985 | ||||||
| IHS Markit Ltd. |
11,237 | 1,310,459 | ||||||
| Infrastructure & Energy Alternatives, Inc.(1) |
5,964 | 68,169 | ||||||
| Ingersoll Rand, Inc.(1) |
12,266 | 618,329 | ||||||
| INNOVATE Corp.(1) |
17,296 | 70,914 | ||||||
| Insteel Industries, Inc. |
6,405 | 243,710 | ||||||
| Interface, Inc. - Class A |
17,124 | 259,429 | ||||||
| ITT, Inc. |
138,135 | 11,857,508 | ||||||
| Jacobs Engineering Group, Inc. |
3,919 | 519,385 | ||||||
| JB Hunt Transport Services, Inc. |
289 | 48,327 | ||||||
| JELD-WEN Holding, Inc.(1) |
18,896 | 472,967 | ||||||
| JetBlue Airways Corp.(1) |
9,368 | 143,237 | ||||||
| Kaman Corp. |
10,292 | 367,116 | ||||||
| Kansas City Southern |
2,011 | 544,257 | ||||||
| KAR Auction Services, Inc.(1) |
144,533 | 2,368,896 | ||||||
| Karat Packaging, Inc.(1) |
5,158 | 108,473 | ||||||
| KBR, Inc. |
320,071 | 12,610,797 | ||||||
| Kelly Services, Inc. - Class A |
13,159 | 248,442 | ||||||
| Kennametal, Inc. |
31,235 | 1,069,174 | ||||||
| Kimball International, Inc. - Class B |
13,652 | 152,902 | ||||||
| Kirby Corp.(1) |
220,993 | 10,598,824 | ||||||
| Knight-Swift Transportation Holdings, Inc. - Class A |
4,802 | 245,622 | ||||||
| Korn Ferry |
42,960 | 3,108,586 | ||||||
| Kratos Defense & Security Solutions, Inc.(1) |
35,594 | 794,102 | ||||||
| L3Harris Technologies, Inc. |
57,684 | 12,704,324 |
| Landstar System, Inc. |
134 | 21,148 | ||||||
| Legalzoom.com, Inc.(1) |
246 | 6,494 | ||||||
| Leidos Holdings, Inc. |
112,427 | 10,807,608 | ||||||
| Lennox International, Inc. |
1,009 | 296,818 | ||||||
| Lindsay Corp. |
525 | 79,690 | ||||||
| Loomis AB - Class B |
30,736 | 834,195 | ||||||
| Luxfer Holdings Plc |
20,735 | 407,028 | ||||||
| Lydall, Inc.(1) |
3,616 | 224,517 | ||||||
| Manitowoc Co., Inc.(1) |
12,897 | 276,254 | ||||||
| ManpowerGroup, Inc. |
60,129 | 6,510,768 | ||||||
| ManTech International Corp. - Class A |
10,268 | 779,547 | ||||||
| Marten Transport Ltd. |
22,492 | 352,899 | ||||||
| Masco Corp. |
135,613 | 7,533,302 | ||||||
| MasTec, Inc.(1) |
54,774 | 4,725,901 | ||||||
| Matrix Service Co.(1) |
9,544 | 99,830 | ||||||
| Matson, Inc. |
16,067 | 1,296,768 | ||||||
| Matthews International Corp. - Class A |
11,662 | 404,555 | ||||||
| Maxar Technologies, Inc. |
192,345 | 5,447,210 | ||||||
| Mayville Engineering Co., Inc.(1) |
3,214 | 60,423 | ||||||
| McGrath RentCorp |
2,815 | 202,539 | ||||||
| Mercury Systems, Inc.(1) |
1,646 | 78,053 | ||||||
| Meritor, Inc.(1) |
3,789 | 80,744 | ||||||
| Mesa Air Group, Inc.(1) |
12,550 | 96,133 | ||||||
| Middleby Corp.(1) |
1,152 | 196,428 | ||||||
| Miller Industries, Inc. |
4,033 | 137,283 | ||||||
| Mistras Group, Inc.(1) |
7,037 | 71,496 | ||||||
| Moog, Inc. - Class A |
62,044 | 4,729,614 | ||||||
| MRC Global, Inc.(1) |
29,898 | 219,451 | ||||||
| MSA Safety, Inc. |
785 | 114,374 | ||||||
| MSC Industrial Direct Co., Inc. - Class A |
1,351 | 108,337 | ||||||
| Mueller Industries, Inc. |
12,890 | 529,779 | ||||||
| Mueller Water Products, Inc. - Class A |
54,957 | 836,446 | ||||||
| MYR Group, Inc.(1) |
1,595 | 158,702 | ||||||
| National Presto Industries, Inc. |
1,948 | 159,892 | ||||||
| Nielsen Holdings Plc |
11,014 | 211,359 | ||||||
| NL Industries, Inc. |
2,716 | 15,644 | ||||||
| NN, Inc.(1) |
15,135 | 79,459 | ||||||
| Nordson Corp. |
1,436 | 341,983 | ||||||
| Norfolk Southern Corp. |
32,980 | 7,890,465 | ||||||
| Northwest Pipe Co.(1) |
3,619 | 85,770 | ||||||
| NOW, Inc.(1) |
41,435 | 316,978 | ||||||
| NV5 Global, Inc.(1) |
11,419 | 1,125,571 | ||||||
| nVent Electric Plc |
659,113 | 21,309,123 | ||||||
| Old Dominion Freight Line, Inc. |
245 | 70,065 | ||||||
| Oshkosh Corp. |
181,433 | 18,573,296 | ||||||
| Otis Worldwide Corp. |
224,958 | 18,509,544 | ||||||
| Owens Corning |
199,119 | 17,024,675 | ||||||
| PACCAR, Inc. |
10,274 | 810,824 | ||||||
| PAE, Inc.(1) |
1,091,114 | 6,524,862 | ||||||
| PAM Transportation Services, Inc.(1) |
1,160 | 52,177 | ||||||
| Park Aerospace Corp. |
7,587 | 103,790 | ||||||
| Parker-Hannifin Corp. |
105,754 | 29,570,933 | ||||||
| Park-Ohio Holdings Corp. |
3,292 | 84,012 | ||||||
| Parsons Corp.(1) |
9,916 | 334,764 | ||||||
| Pentair Plc |
4,974 | 361,262 | ||||||
| PGT Innovations, Inc.(1) |
11,288 | 215,601 | ||||||
| Powell Industries, Inc. |
3,397 | 83,464 | ||||||
| Preformed Line Products Co. |
1,072 | 69,723 | ||||||
| Primoris Services Corp. |
19,905 | 487,473 | ||||||
| Proto Labs, Inc.(1) |
8,762 | 583,549 | ||||||
| Quanex Building Products Corp. |
12,549 | 268,674 | ||||||
| Quanta Services, Inc. |
4,183 | 476,109 | ||||||
| Radiant Logistics, Inc.(1) |
14,024 | 89,613 | ||||||
| RBC Bearings, Inc.(1) |
8,978 | 1,905,132 | ||||||
| Regal Beloit Corp. |
28,973 | 4,355,801 | ||||||
| Republic Services, Inc. - Class A |
6,375 | 765,383 | ||||||
| Resideo Technologies, Inc.(1) |
270,641 | 6,709,190 | ||||||
| Resources Connection, Inc. |
11,873 | 187,356 | ||||||
| REV Group, Inc. |
8,908 | 152,861 | ||||||
| Rexnord Corp. |
123,721 | 7,954,023 | ||||||
| Robert Half International, Inc. |
139,854 | 14,031,552 | ||||||
| Rockwell Automation, Inc. |
1,367 | 401,953 | ||||||
| Rollins, Inc. |
503 | 17,771 | ||||||
| Romeo Power, Inc.(1) |
9,635 | 47,693 | ||||||
| RR Donnelley & Sons Co.(1) |
26,496 | 136,189 | ||||||
| Rush Enterprises, Inc. - Class A |
15,883 | 717,276 | ||||||
| Rush Enterprises, Inc. - Class B |
2,405 | 110,077 | ||||||
| Ryder System, Inc. |
1,534 | 126,877 | ||||||
| Safe Bulkers, Inc.(1) |
23,402 | 120,988 | ||||||
| Schneider National, Inc. - Class B |
256,545 | 5,833,833 | ||||||
| Science Applications International Corp. |
85,671 | 7,330,011 | ||||||
| Sensata Technologies Holding Plc(1) |
359,328 | 19,662,428 | ||||||
| Shoals Technologies Group, Inc. - Class A(1) |
3,080 | 85,870 | ||||||
| SiteOne Landscape Supply, Inc.(1) |
630 | 125,666 | ||||||
| SkyWest, Inc.(1) |
18,616 | 918,513 | ||||||
| Snap-on, Inc. |
25,308 | 5,288,107 | ||||||
| Southwest Airlines Co.(1) |
119,199 | 6,130,405 |
| Spirit AeroSystems Holdings, Inc. - Class A |
2,224 | 98,279 | ||||||
| Spirit Airlines, Inc.(1) |
36,846 | 955,785 | ||||||
| SPX Corp.(1) |
2,770 | 148,057 | ||||||
| SPX FLOW, Inc. |
14,270 | 1,043,137 | ||||||
| Standex International Corp. |
127,095 | 12,570,966 | ||||||
| Stanley Black & Decker, Inc. |
4,889 | 857,091 | ||||||
| Steelcase, Inc. - Class A |
33,234 | 421,407 | ||||||
| Stericycle, Inc.(1) |
143,696 | 9,767,017 | ||||||
| Sterling Construction Co., Inc.(1) |
8,174 | 185,305 | ||||||
| Sunrun, Inc.(1) |
5,956 | 262,064 | ||||||
| Team, Inc.(1) |
9,834 | 29,600 | ||||||
| Tecnoglass, Inc. |
35,829 | 778,564 | ||||||
| Textainer Group Holdings Ltd.(1) |
363,874 | 12,702,841 | ||||||
| Textron, Inc. |
376,713 | 26,298,335 | ||||||
| Thermon Group Holdings, Inc.(1) |
12,359 | 213,934 | ||||||
| Timken Co. |
108,295 | 7,084,659 | ||||||
| Titan International, Inc.(1) |
16,197 | 115,971 | ||||||
| Titan Machinery, Inc.(1) |
7,291 | 188,910 | ||||||
| Toro Co. |
180 | 17,534 | ||||||
| Trane Technologies Plc |
3,668 | 633,280 | ||||||
| TransDigm Group, Inc.(1) |
1,108 | 692,024 | ||||||
| TransUnion |
1,811 | 203,393 | ||||||
| Trinity Industries, Inc. |
29,453 | 800,238 | ||||||
| Triton International Ltd. |
131,650 | 6,851,066 | ||||||
| Triumph Group, Inc.(1) |
23,679 | 441,140 | ||||||
| TrueBlue, Inc.(1) |
13,183 | 356,996 | ||||||
| TuSimple Holdings, Inc. - Class A(1) |
949 | 35,236 | ||||||
| Tutor Perini Corp.(1) |
15,349 | 199,230 | ||||||
| UFP Industries, Inc. |
2,159 | 146,769 | ||||||
| UniFirst Corp. |
5,638 | 1,198,752 | ||||||
| United Airlines Holdings, Inc.(1) |
77,545 | 3,688,816 | ||||||
| United Rentals, Inc.(1) |
19,226 | 6,746,980 | ||||||
| Univar Solutions, Inc.(1) |
307,255 | 7,318,814 | ||||||
| Universal Logistics Holdings, Inc. |
538 | 10,803 | ||||||
| US Ecology, Inc.(1) |
332,193 | 10,746,444 | ||||||
| US Xpress Enterprises, Inc. - Class A(1) |
9,881 | 85,273 | ||||||
| Valmont Industries, Inc. |
621 | 146,010 | ||||||
| Vectrus, Inc.(1) |
4,340 | 218,215 | ||||||
| Verisk Analytics, Inc. - Class A |
1,715 | 343,463 | ||||||
| Veritiv Corp.(1) |
5,497 | 492,311 | ||||||
| Vertiv Holdings Co. - Class A |
310,554 | 7,481,246 | ||||||
| View, Inc.(1) |
36,417 | 197,380 | ||||||
| Virgin Galactic Holdings, Inc.(1) |
479 | 12,119 | ||||||
| VSE Corp. |
3,947 | 190,127 | ||||||
| Wabash National Corp. |
84,441 | 1,277,592 | ||||||
| Wabtec Corp. |
5,471 | 471,655 | ||||||
| Watsco, Inc. |
974 | 257,740 | ||||||
| Watts Water Technologies, Inc. - Class A |
4,537 | 762,624 | ||||||
| Werner Enterprises, Inc. |
20,628 | 913,202 | ||||||
| WESCO International, Inc.(1) |
244,630 | 28,210,732 | ||||||
| Willdan Group, Inc.(1) |
778 | 27,689 | ||||||
| Willis Lease Finance Corp.(1) |
943 | 35,070 | ||||||
| WillScot Mobile Mini Holdings Corp. - Class A(1) |
1,203,765 | 38,183,426 | ||||||
| Woodward, Inc. |
1,724 | 195,157 | ||||||
| WW Grainger, Inc. |
236 | 92,762 | ||||||
| XPO Logistics, Inc.(1) |
401 | 31,912 | ||||||
| Xylem, Inc. |
1,839 | 227,448 | ||||||
| Yellow Corp.(1) |
17,478 | 98,751 | ||||||
|
|
|
|||||||
| Total Industrials |
1,136,853,163 | |||||||
|
|
|
|||||||
| Information Technology – 10.19% |
||||||||
| 3D Systems Corp.(1) |
4,044 | 111,493 | ||||||
| 8x8, Inc.(1) |
171,148 | 4,003,152 | ||||||
| A10 Networks, Inc.(1) |
3,891 | 52,451 | ||||||
| ACI Worldwide, Inc.(1) |
147,902 | 4,545,028 | ||||||
| ADTRAN, Inc. |
16,892 | 316,894 | ||||||
| Advanced Energy Industries, Inc. |
5,476 | 480,519 | ||||||
| Aeva Technologies, Inc.(1) |
28,466 | 226,020 | ||||||
| Agilysys, Inc.(1) |
1,101 | 57,648 | ||||||
| Akamai Technologies, Inc.(1) |
4,858 | 508,098 | ||||||
| Alkami Technology, Inc.(1) |
309 | 7,626 | ||||||
| Alliance Data Systems Corp. |
347,386 | 35,047,774 | ||||||
| Alpha & Omega Semiconductor Ltd.(1) |
1,506 | 47,243 | ||||||
| Amdocs Ltd. |
79,107 | 5,989,191 | ||||||
| American Software, Inc. - Class A |
2,667 | 63,341 | ||||||
| Amkor Technology, Inc. |
393,698 | 9,822,765 | ||||||
| Amphenol Corp. - Class A |
5,057 | 370,324 | ||||||
| Analog Devices, Inc. |
55,910 | 9,363,807 | ||||||
| ANSYS, Inc.(1) |
1,549 | 527,357 | ||||||
| Arista Networks, Inc.(1) |
194 | 66,666 | ||||||
| Arrow Electronics, Inc.(1) |
89,313 | 10,028,957 | ||||||
| Asana, Inc. - Class A(1) |
2,263 | 234,990 | ||||||
| Avaya Holdings Corp.(1) |
221,433 | 4,382,159 | ||||||
| Aviat Networks, Inc.(1) |
2,488 | 81,756 | ||||||
| Avnet, Inc. |
126,356 | 4,671,381 | ||||||
| AXT, Inc.(1) |
15,137 | 126,091 | ||||||
| Belden, Inc. |
26,381 | 1,536,957 | ||||||
| Benchmark Electronics, Inc. |
13,383 | 357,460 |
| Benefitfocus, Inc.(1) |
2,534 | 28,127 | ||||||
| Black Knight, Inc.(1) |
4,581 | 329,832 | ||||||
| Bottomline Technologies DE, Inc.(1) |
13,750 | 540,100 | ||||||
| Broadridge Financial Solutions, Inc. |
317 | 52,825 | ||||||
| Brooks Automation, Inc. |
385 | 39,405 | ||||||
| C3.ai, Inc. - Class A(1) |
775 | 35,913 | ||||||
| Calix, Inc.(1) |
3,499 | 172,956 | ||||||
| Cass Information Systems, Inc. |
4,355 | 182,257 | ||||||
| CDK Global, Inc. |
3,069 | 130,586 | ||||||
| CDW Corp. |
30,325 | 5,519,756 | ||||||
| Ceridian HCM Holding, Inc.(1) |
3,916 | 441,020 | ||||||
| ChannelAdvisor Corp.(1) |
3,176 | 80,130 | ||||||
| Check Point Software Technologies Ltd.(1) |
156,762 | 17,720,376 | ||||||
| Ciena Corp.(1) |
4,569 | 234,618 | ||||||
| Cirrus Logic, Inc.(1) |
33,836 | 2,786,395 | ||||||
| Citrix Systems, Inc. |
2,385 | 256,077 | ||||||
| Cleanspark, Inc.(1) |
12,557 | 145,536 | ||||||
| Cloudera, Inc.(1) |
34,003 | 543,028 | ||||||
| Cloudflare, Inc. - Class A(1) |
432 | 48,665 | ||||||
| CMC Materials, Inc. |
77,803 | 9,587,664 | ||||||
| Cognizant Technology Solutions Corp. - Class A |
203,227 | 15,081,476 | ||||||
| Coherent, Inc.(1) |
7,691 | 1,923,442 | ||||||
| Cohu, Inc.(1) |
191,187 | 6,106,513 | ||||||
| CommScope Holding Co., Inc.(1) |
301,271 | 4,094,273 | ||||||
| Comtech Telecommunications Corp. |
9,570 | 245,088 | ||||||
| Concentrix Corp.(1) |
1,278 | 226,206 | ||||||
| Conduent, Inc.(1) |
62,809 | 413,911 | ||||||
| Corning, Inc. |
15,329 | 559,355 | ||||||
| Couchbase, Inc.(1) |
869 | 27,035 | ||||||
| Cree, Inc.(1) |
3,444 | 278,034 | ||||||
| CS Disco, Inc.(1) |
2,947 | 141,279 | ||||||
| CSG Systems International, Inc. |
6,518 | 314,168 | ||||||
| CTS Corp. |
9,302 | 287,525 | ||||||
| Daktronics, Inc.(1) |
12,686 | 68,885 | ||||||
| Datto Holding Corp.(1) |
715 | 17,089 | ||||||
| Digi International, Inc.(1) |
13,486 | 283,476 | ||||||
| DigitalOcean Holdings, Inc.(1) |
1,004 | 77,941 | ||||||
| Diodes, Inc.(1) |
37,224 | 3,372,122 | ||||||
| Dolby Laboratories, Inc. - Class A |
1,922 | 169,136 | ||||||
| DSP Group, Inc.(1) |
8,269 | 181,174 | ||||||
| Duck Creek Technologies, Inc.(1) |
1,665 | 73,660 | ||||||
| DXC Technology Co.(1) |
122,221 | 4,107,848 | ||||||
| Dynatrace, Inc.(1) |
334 | 23,704 | ||||||
| DZS, Inc.(1) |
3,658 | 44,847 | ||||||
| E2open Parent Holdings, Inc.(1) |
60,388 | 682,384 | ||||||
| Eastman Kodak Co.(1) |
965 | 6,572 | ||||||
| Ebix, Inc. |
9,976 | 268,654 | ||||||
| eGain Corp.(1) |
4,510 | 46,002 | ||||||
| EMCORE Corp.(1) |
11,431 | 85,504 | ||||||
| Entegris, Inc. |
55,210 | 6,950,939 | ||||||
| Envestnet, Inc.(1) |
1,309 | 105,034 | ||||||
| ePlus, Inc.(1) |
4,887 | 501,455 | ||||||
| Euronet Worldwide, Inc.(1) |
5,133 | 653,328 | ||||||
| EverCommerce, Inc.(1) |
2,537 | 41,835 | ||||||
| EVERTEC, Inc. |
265,260 | 12,127,687 | ||||||
| F5 Networks, Inc.(1) |
17,930 | 3,564,125 | ||||||
| Fabrinet(1) |
1,964 | 201,330 | ||||||
| FARO Technologies, Inc.(1) |
3,386 | 222,833 | ||||||
| Fastly, Inc. - Class A(1) |
3,160 | 127,790 | ||||||
| FireEye, Inc.(1) |
4,893 | 87,095 | ||||||
| First Solar, Inc.(1) |
3,165 | 302,131 | ||||||
| FleetCor Technologies, Inc.(1) |
1,916 | 500,593 | ||||||
| Flex Ltd.(1) |
396,802 | 7,015,459 | ||||||
| Flywire Corp.(1) |
641 | 28,101 | ||||||
| FormFactor, Inc.(1) |
301,309 | 11,247,865 | ||||||
| Genpact Ltd. |
5,283 | 250,995 | ||||||
| Global Payments, Inc. |
92,058 | 14,506,500 | ||||||
| GoDaddy, Inc. - Class A(1) |
4,534 | 316,020 | ||||||
| GTY Technology Holdings, Inc.(1) |
12,398 | 93,233 | ||||||
| Guidewire Software, Inc.(1) |
2,512 | 298,601 | ||||||
| Hackett Group, Inc. |
812 | 15,931 | ||||||
| Harmonic, Inc.(1) |
27,723 | 242,576 | ||||||
| Hewlett Packard Enterprise Co. |
472,001 | 6,726,014 | ||||||
| HP, Inc. |
439,907 | 12,035,856 | ||||||
| IBEX Holdings Ltd.(1) |
15,240 | 259,080 | ||||||
| Ichor Holdings Ltd.(1) |
3,642 | 149,650 | ||||||
| Identiv, Inc.(1) |
699 | 13,169 | ||||||
| II-VI, Inc.(1) |
53,369 | 3,167,984 | ||||||
| Inseego Corp.(1) |
24,571 | 163,643 | ||||||
| Insight Enterprises, Inc.(1) |
8,458 | 761,897 | ||||||
| Instructure Holdings, Inc.(1) |
3,525 | 79,630 | ||||||
| Intapp, Inc.(1) |
840 | 21,638 | ||||||
| InterDigital, Inc. |
6,969 | 472,638 | ||||||
| IPG Photonics Corp.(1) |
992 | 157,133 | ||||||
| Itron, Inc.(1) |
3,045 | 230,293 | ||||||
| J2 Global, Inc.(1) |
34,750 | 4,747,545 | ||||||
| Jabil, Inc. |
122,825 | 7,169,295 |
| Jack Henry & Associates, Inc. |
1,630 | 267,418 | ||||||
| Jamf Holding Corp.(1) |
265 | 10,208 | ||||||
| Juniper Networks, Inc. |
133,651 | 3,678,076 | ||||||
| Kaltura, Inc.(1) |
10,597 | 109,043 | ||||||
| Keysight Technologies, Inc.(1) |
104,941 | 17,240,757 | ||||||
| Kimball Electronics, Inc.(1) |
8,524 | 219,663 | ||||||
| KLA Corp. |
19,165 | 6,410,884 | ||||||
| Knowles Corp.(1) |
33,450 | 626,853 | ||||||
| Kulicke & Soffa Industries, Inc. |
24,944 | 1,453,736 | ||||||
| KVH Industries, Inc.(1) |
5,561 | 53,552 | ||||||
| Limelight Networks, Inc.(1) |
46,722 | 111,198 | ||||||
| Littelfuse, Inc. |
711 | 194,295 | ||||||
| LiveRamp Holdings, Inc.(1) |
24,657 | 1,164,550 | ||||||
| Lumentum Holdings, Inc.(1) |
2,263 | 189,051 | ||||||
| Manhattan Associates, Inc.(1) |
884 | 135,279 | ||||||
| Marathon Digital Holdings, Inc.(1) |
33,663 | 1,063,078 | ||||||
| Marvell Technology, Inc. |
24,726 | 1,491,225 | ||||||
| MAXIMUS, Inc. |
217,480 | 18,094,336 | ||||||
| McAfee Corp. - Class A |
549 | 12,138 | ||||||
| Medallia, Inc.(1) |
1,407 | 47,655 | ||||||
| MeridianLink, Inc.(1) |
1,013 | 22,651 | ||||||
| Methode Electronics, Inc. |
593,204 | 24,944,228 | ||||||
| Microchip Technology, Inc. |
1,300 | 199,537 | ||||||
| MKS Instruments, Inc. |
260 | 39,237 | ||||||
| Model N, Inc.(1) |
1,044 | 34,974 | ||||||
| MoneyGram International, Inc.(1) |
33,351 | 267,475 | ||||||
| Motorola Solutions, Inc. |
236,455 | 54,933,226 | ||||||
| N-Able, Inc.(1) |
918,762 | 11,401,836 | ||||||
| National Instruments Corp. |
4,009 | 157,273 | ||||||
| NCR Corp.(1) |
108,115 | 4,190,537 | ||||||
| NeoPhotonics Corp.(1) |
18,806 | 163,800 | ||||||
| NetApp, Inc. |
190,313 | 17,082,495 | ||||||
| NETGEAR, Inc.(1) |
11,382 | 363,200 | ||||||
| NetScout Systems, Inc.(1) |
26,282 | 708,300 | ||||||
| nLight, Inc.(1) |
105,178 | 2,964,968 | ||||||
| NortonLifeLock, Inc. |
418,760 | 10,594,628 | ||||||
| Nuance Communications, Inc.(1) |
5,287 | 290,996 | ||||||
| NVE Corp. |
123 | 7,868 | ||||||
| NXP Semiconductors NV |
124,473 | 24,380,527 | ||||||
| ON Semiconductor Corp.(1) |
5,818 | 266,290 | ||||||
| ON24, Inc.(1) |
3,468 | 69,152 | ||||||
| Onto Innovation, Inc.(1) |
12,517 | 904,353 | ||||||
| OSI Systems, Inc.(1) |
5,601 | 530,975 | ||||||
| Paya Holdings, Inc. - Class A(1) |
683,697 | 7,431,786 | ||||||
| Paychex, Inc. |
1,249 | 140,450 | ||||||
| Paycor HCM, Inc.(1) |
217 | 7,630 | ||||||
| Paysafe Ltd.(1) |
12,629 | 97,875 | ||||||
| PC Connection, Inc. |
4,184 | 184,222 | ||||||
| PDF Solutions, Inc.(1) |
10,827 | 249,454 | ||||||
| Pegasystems, Inc. |
74 | 9,405 | ||||||
| Perficient, Inc.(1) |
203,170 | 23,506,769 | ||||||
| Photronics, Inc.(1) |
22,572 | 307,656 | ||||||
| Ping Identity Holding Corp.(1) |
18,447 | 453,243 | ||||||
| Plantronics, Inc.(1) |
9,182 | 236,069 | ||||||
| Plexus Corp.(1) |
264,478 | 23,646,978 | ||||||
| Procore Technologies, Inc.(1) |
103 | 9,202 | ||||||
| Pure Storage, Inc. - Class A(1) |
554 | 13,939 | ||||||
| QAD, Inc. - Class A |
573 | 50,074 | ||||||
| Qorvo, Inc.(1) |
150,609 | 25,180,319 | ||||||
| Quantum Corp.(1) |
20,504 | 106,211 | ||||||
| Rackspace Technology, Inc.(1) |
5,598 | 79,604 | ||||||
| Rambus, Inc.(1) |
557,604 | 12,378,809 | ||||||
| Rekor Systems, Inc.(1) |
4,224 | 48,534 | ||||||
| Repay Holdings Corp. - Class A(1) |
18,936 | 436,096 | ||||||
| Ribbon Communications, Inc.(1) |
26,823 | 160,402 | ||||||
| Rogers Corp.(1) |
77,198 | 14,395,883 | ||||||
| Sanmina Corp.(1) |
79,286 | 3,055,682 | ||||||
| ScanSource, Inc.(1) |
9,407 | 327,270 | ||||||
| Seagate Technology Holdings Plc |
125,200 | 10,331,504 | ||||||
| SecureWorks Corp. - Class A(1) |
3,771 | 74,967 | ||||||
| Semtech Corp.(1) |
118,659 | 9,251,842 | ||||||
| SkyWater Technology, Inc.(1) |
237 | 6,446 | ||||||
| Skyworks Solutions, Inc. |
2,606 | 429,417 | ||||||
| Smith Micro Software, Inc.(1) |
17,302 | 83,742 | ||||||
| Softchoice Corp. |
419,503 | 9,783,766 | ||||||
| SolarWinds Corp. |
729,408 | 12,202,996 | ||||||
| SS&C Technologies Holdings, Inc. |
6,695 | 464,633 | ||||||
| StarTek, Inc.(1) |
5,692 | 31,363 | ||||||
| StoneCo Ltd. - Class A(1) |
458 | 15,902 | ||||||
| SunPower Corp. - Class A(1) |
6,153 | 139,550 | ||||||
| Super Micro Computer, Inc.(1) |
16,142 | 590,313 | ||||||
| SYNNEX Corp. |
115,084 | 11,980,244 | ||||||
| Synopsys, Inc.(1) |
1,679 | 502,709 | ||||||
| TE Connectivity Ltd. |
154,391 | 21,185,533 | ||||||
| Teledyne Technologies, Inc.(1) |
1,396 | 599,694 | ||||||
| Teradata Corp.(1) |
32,057 | 1,838,469 | ||||||
| Trimble, Inc.(1) |
7,576 | 623,126 |
| TTM Technologies, Inc.(1) |
215,525 | 2,709,149 | ||||||
| Turtle Beach Corp.(1) |
1,051 | 29,239 | ||||||
| Tyler Technologies, Inc.(1) |
162 | 74,301 | ||||||
| Ubiquiti, Inc. |
23 | 6,869 | ||||||
| Unisys Corp.(1) |
5,364 | 134,851 | ||||||
| Veeco Instruments, Inc.(1) |
18,689 | 415,083 | ||||||
| Verint Systems, Inc.(1) |
223,563 | 10,013,387 | ||||||
| VeriSign, Inc.(1) |
2,982 | 611,340 | ||||||
| Viasat, Inc.(1) |
2,109 | 116,143 | ||||||
| Viavi Solutions, Inc.(1) |
11,285 | 177,626 | ||||||
| VirnetX Holding Corp.(1) |
23,802 | 93,304 | ||||||
| Vishay Intertechnology, Inc. |
142,270 | 2,858,204 | ||||||
| Vishay Precision Group, Inc.(1) |
4,662 | 162,098 | ||||||
| Vontier Corp. |
17,982 | 604,195 | ||||||
| Western Digital Corp.(1) |
188,101 | 10,616,420 | ||||||
| Western Union Co. |
194,122 | 3,925,147 | ||||||
| WEX, Inc.(1) |
443 | 78,030 | ||||||
| WNS Holdings Ltd. - ADR(1) |
49,544 | 4,052,699 | ||||||
| Xerox Holdings Corp. |
335,760 | 6,772,279 | ||||||
| Xperi Holding Corp. |
39,437 | 742,993 | ||||||
|
|
|
|||||||
| Total Information Technology |
|
710,601,294 | ||||||
|
|
|
|||||||
| Materials – 7.03% |
||||||||
| AdvanSix, Inc.(1) |
10,258 | 407,755 | ||||||
| Albemarle Corp. |
3,509 | 768,366 | ||||||
| Alcoa Corp.(1) |
5,567 | 272,449 | ||||||
| Allegheny Technologies, Inc.(1) |
18,674 | 310,549 | ||||||
| Amcor Plc |
46,022 | 533,395 | ||||||
| American Vanguard Corp. |
8,552 | 128,708 | ||||||
| Amyris, Inc.(1) |
56,809 | 779,988 | ||||||
| AptarGroup, Inc. |
1,980 | 236,313 | ||||||
| Arconic Corp.(1) |
322,776 | 10,180,355 | ||||||
| Ardagh Group SA - Class A |
456 | 11,623 | ||||||
| Ardagh Metal Packaging SA(1) |
501,884 | 4,998,765 | ||||||
| Ashland Global Holdings, Inc. |
144,340 | 12,863,581 | ||||||
| Avery Dennison Corp. |
87,985 | 18,231,372 | ||||||
| Avient Corp. |
518,662 | 24,039,984 | ||||||
| Axalta Coating Systems Ltd.(1) |
975,961 | 28,488,302 | ||||||
| Ball Corp. |
6,861 | 617,284 | ||||||
| Berry Global Group, Inc.(1) |
327,856 | 19,959,873 | ||||||
| Cabot Corp. |
62,000 | 3,107,440 | ||||||
| Carpenter Technology Corp. |
17,828 | 583,689 | ||||||
| Celanese Corp. - Class A |
38,153 | 5,747,368 | ||||||
| Century Aluminum Co.(1) |
18,064 | 242,961 | ||||||
| CF Industries Holdings, Inc. |
6,384 | 356,355 | ||||||
| Chase Corp. |
2,052 | 209,612 | ||||||
| Chemours Co. |
122,613 | 3,563,134 | ||||||
| Clearwater Paper Corp.(1) |
6,123 | 234,695 | ||||||
| Cleveland-Cliffs, Inc.(1) |
13,599 | 269,396 | ||||||
| Coeur Mining, Inc.(1) |
30,029 | 185,279 | ||||||
| Commercial Metals Co. |
44,754 | 1,363,207 | ||||||
| Constellium SE - Class A(1) |
644,955 | 12,112,255 | ||||||
| Corteva, Inc. |
292,654 | 12,314,880 | ||||||
| Crown Holdings, Inc. |
418,963 | 42,223,091 | ||||||
| Diversey Holdings Ltd.(1) |
469,107 | 7,524,476 | ||||||
| Domtar Corp.(1) |
18,713 | 1,020,607 | ||||||
| DuPont de Nemours, Inc. |
182,776 | 12,426,940 | ||||||
| Eagle Materials, Inc. |
1,234 | 161,851 | ||||||
| Eastman Chemical Co. |
74,033 | 7,458,084 | ||||||
| Ecovyst, Inc. |
19,082 | 222,496 | ||||||
| Element Solutions, Inc. |
1,103,070 | 23,914,558 | ||||||
| Ferro Corp.(1) |
5,236 | 106,500 | ||||||
| FMC Corp. |
392,679 | 35,953,689 | ||||||
| Freeport-McMoRan, Inc. |
404,041 | 13,143,454 | ||||||
| FutureFuel Corp. |
10,773 | 76,811 | ||||||
| Gatos Silver, Inc.(1) |
2,678 | 31,145 | ||||||
| GCP Applied Technologies, Inc.(1) |
18,454 | 404,512 | ||||||
| Glatfelter Corp. |
16,324 | 230,168 | ||||||
| Graphic Packaging Holding Co. |
1,093,806 | 20,826,066 | ||||||
| Greif, Inc. - Class A |
111,739 | 7,218,339 | ||||||
| Greif, Inc. - Class B |
1,997 | 129,406 | ||||||
| Hawkins, Inc. |
2,403 | 83,817 | ||||||
| Haynes International, Inc. |
4,762 | 177,384 | ||||||
| HB Fuller Co. |
235,608 | 15,210,852 | ||||||
| Hecla Mining Co. |
140,565 | 773,108 | ||||||
| Huntsman Corp. |
143,081 | 4,233,767 | ||||||
| Ingevity Corp.(1) |
127,587 | 9,105,884 | ||||||
| Innospec, Inc. |
6,372 | 536,650 | ||||||
| International Flavors & Fragrances, Inc. |
7,526 | 1,006,377 | ||||||
| International Paper Co. |
91,465 | 5,114,723 | ||||||
| Intrepid Potash, Inc.(1) |
3,768 | 116,431 | ||||||
| Kaiser Aluminum Corp. |
166,231 | 18,112,530 | ||||||
| Koppers Holdings, Inc.(1) |
91,896 | 2,872,669 | ||||||
| Kraton Corp.(1) |
11,764 | 536,909 | ||||||
| Kronos Worldwide, Inc. |
7,046 | 87,441 | ||||||
| Louisiana-Pacific Corp. |
2,679 | 164,410 | ||||||
| LyondellBasell Industries NV - Class A |
84,694 | 7,948,532 | ||||||
| Martin Marietta Materials, Inc. |
1,874 | 640,308 | ||||||
| Materion Corp. |
4,650 | 319,176 | ||||||
| Minerals Technologies, Inc. |
29,248 | 2,042,680 | ||||||
| Mosaic Co. |
189,552 | 6,770,797 | ||||||
| Myers Industries, Inc. |
7,285 | 142,567 | ||||||
| Neenah, Inc. |
6,277 | 292,571 | ||||||
| NewMarket Corp. |
196 | 66,399 | ||||||
| Nucor Corp. |
8,871 | 873,705 | ||||||
| O-I Glass, Inc.(1) |
178,400 | 2,545,768 | ||||||
| Olin Corp. |
3,975 | 191,794 | ||||||
| Olympic Steel, Inc. |
3,568 | 86,916 | ||||||
| Packaging Corp. of America |
2,818 | 387,306 | ||||||
| Pactiv Evergreen, Inc. |
675,630 | 8,458,888 | ||||||
| PolyMet Mining Corp.(1) |
6,919 | 21,103 | ||||||
| PPG Industries, Inc. |
54,948 | 7,858,113 | ||||||
| Ranpak Holdings Corp. - Class A(1) |
11,615 | 311,514 | ||||||
| Rayonier Advanced Materials, Inc.(1) |
22,568 | 169,260 | ||||||
| Reliance Steel & Aluminum Co. |
45,986 | 6,549,326 | ||||||
| Royal Gold, Inc. |
1,947 | 185,919 | ||||||
| RPM International, Inc. |
1,571 | 121,988 | ||||||
| Ryerson Holding Corp. |
2,362 | 52,602 | ||||||
| Schnitzer Steel Industries, Inc. - Class A |
8,903 | 390,040 | ||||||
| Schweitzer-Mauduit International, Inc. |
60,994 | 2,114,052 | ||||||
| Sealed Air Corp. |
113,788 | 6,234,445 | ||||||
| Sensient Technologies Corp. |
7,631 | 695,031 | ||||||
| Silgan Holdings, Inc. |
314,867 | 12,078,298 | ||||||
| Sonoco Products Co. |
2,974 | 177,191 | ||||||
| Steel Dynamics, Inc. |
97,043 | 5,675,075 | ||||||
| Stepan Co. |
7,296 | 824,010 | ||||||
| Summit Materials, Inc. - Class A(1) |
44,464 | 1,421,514 | ||||||
| SunCoke Energy, Inc. |
30,583 | 192,061 | ||||||
| TimkenSteel Corp.(1) |
17,209 | 225,094 | ||||||
| Tredegar Corp. |
1,589 | 19,354 | ||||||
| TriMas Corp.(1) |
308,214 | 9,973,805 | ||||||
| Trinseo SA |
39,500 | 2,132,210 | ||||||
| Tronox Holdings Plc - Class A |
42,853 | 1,056,326 | ||||||
| UFP Technologies, Inc.(1) |
2,335 | 143,813 | ||||||
| United States Lime & Minerals, Inc. |
704 | 85,043 | ||||||
| United States Steel Corp. |
7,975 | 175,211 | ||||||
| Valhi, Inc. |
730 | 17,031 | ||||||
| Valvoline, Inc. |
5,431 | 169,339 | ||||||
| Verso Corp. - Class A |
10,193 | 211,505 | ||||||
| Vulcan Materials Co. |
3,967 | 671,058 | ||||||
| Warrior Met Coal, Inc. |
17,269 | 401,850 | ||||||
| Westlake Chemical Corp. |
799 | 72,821 | ||||||
| Westrock Co. |
77,322 | 3,852,955 | ||||||
| Worthington Industries, Inc. |
12,591 | 663,546 | ||||||
| Zymergen, Inc.(1) |
5,801 | 76,399 | ||||||
|
|
|
|||||||
| Total Materials |
|
490,110,387 | ||||||
|
|
|
|||||||
| Real Estate – 5.96% |
||||||||
| Acadia Realty Trust |
32,192 | 657,039 | ||||||
| Agree Realty Corp. |
25,232 | 1,671,115 | ||||||
| Alexander & Baldwin, Inc. |
27,211 | 637,826 | ||||||
| Alexandria Real Estate Equities, Inc. |
4,635 | 885,609 | ||||||
| American Assets Trust, Inc. |
18,722 | 700,577 | ||||||
| American Campus Communities, Inc. |
4,090 | 198,160 | ||||||
| American Finance Trust, Inc. |
43,962 | 353,454 | ||||||
| American Homes 4 Rent - Class A |
250,908 | 9,564,613 | ||||||
| Americold Realty Trust |
7,852 | 228,101 | ||||||
| Apartment Income REIT Corp. |
4,720 | 230,383 | ||||||
| Apartment Investment & Management Co. - Class A |
55,882 | 382,792 | ||||||
| Apple Hospitality REIT, Inc. |
80,377 | 1,264,330 | ||||||
| Armada Hoffler Properties, Inc. |
22,402 | 299,515 | ||||||
| Ashford Hospitality Trust, Inc.(1) |
6,269 | 92,280 | ||||||
| AvalonBay Communities, Inc. |
4,217 | 934,656 | ||||||
| Boston Properties, Inc. |
4,719 | 511,304 | ||||||
| Braemar Hotels & Resorts, Inc.(1) |
19,285 | 93,532 | ||||||
| Brandywine Realty Trust |
462,524 | 6,207,072 | ||||||
| Brixmor Property Group, Inc. |
406,760 | 8,993,464 | ||||||
| Broadstone Net Lease, Inc. - Class A |
441,313 | 10,948,976 | ||||||
| BRT Apartments Corp. |
4,379 | 84,427 | ||||||
| Camden Property Trust |
2,933 | 432,529 | ||||||
| CareTrust REIT, Inc. |
56,392 | 1,145,885 | ||||||
| CatchMark Timber Trust, Inc. - Class A |
5,605 | 66,531 | ||||||
| CBRE Group, Inc. - Class A(1) |
9,569 | 931,638 | ||||||
| Centerspace |
5,255 | 496,597 | ||||||
| Chatham Lodging Trust(1) |
123,425 | 1,511,956 | ||||||
| City Office REIT, Inc. |
132,010 | 2,357,699 | ||||||
| Clipper Realty, Inc. |
588 | 4,763 | ||||||
| Columbia Property Trust, Inc. |
42,859 | 815,178 | ||||||
| Community Healthcare Trust, Inc. |
3,262 | 147,410 | ||||||
| CorePoint Lodging, Inc.(1) |
14,852 | 230,206 | ||||||
| CoreSite Realty Corp. |
278 | 38,514 | ||||||
| Corporate Office Properties Trust |
42,189 | 1,138,259 | ||||||
| Cousins Properties, Inc. |
274,144 | 10,222,830 | ||||||
| CTO Realty Growth, Inc. |
2,230 | 119,885 | ||||||
| CubeSmart |
424,806 | 20,581,851 | ||||||
| CyrusOne, Inc. |
104,970 | 8,125,728 | ||||||
| DiamondRock Hospitality Co.(1) |
78,047 | 737,544 | ||||||
| DigitalBridge Group, Inc.(1) |
181,737 | 1,095,874 | ||||||
| Diversified Healthcare Trust |
351,343 | 1,191,053 | ||||||
| Douglas Emmett, Inc. |
324,339 | 10,252,356 | ||||||
| Duke Realty Corp. |
306,497 | 14,672,011 | ||||||
| Easterly Government Properties, Inc. - Class A |
50,481 | 1,042,937 | ||||||
| Empire State Realty Trust, Inc. - Class A |
816,696 | 8,191,461 | ||||||
| EPR Properties |
2,212 | 109,229 | ||||||
| Equity Commonwealth(1) |
43,710 | 1,135,586 | ||||||
| Equity LifeStyle Properties, Inc. |
2,439 | 190,486 | ||||||
| Equity Residential |
192,726 | 15,595,388 | ||||||
| Essential Properties Realty Trust, Inc. |
44,587 | 1,244,869 | ||||||
| Essex Property Trust, Inc. |
36,742 | 11,747,887 | ||||||
| Extra Space Storage, Inc. |
3,622 | 608,460 | ||||||
| Farmland Partners, Inc. |
10,484 | 125,703 | ||||||
| Federal Realty Investment Trust |
2,320 | 273,737 | ||||||
| First Industrial Realty Trust, Inc. |
3,995 | 208,060 | ||||||
| Forestar Group, Inc.(1) |
4,753 | 88,548 | ||||||
| Four Corners Property Trust, Inc. |
64,739 | 1,738,890 | ||||||
| Franklin Street Properties Corp. |
248,218 | 1,151,731 | ||||||
| FRP Holdings, Inc.(1) |
2,555 | 142,876 | ||||||
| Gaming & Leisure Properties, Inc. |
96,756 | 4,481,738 | ||||||
| Getty Realty Corp. |
30,470 | 893,076 | ||||||
| Gladstone Commercial Corp. |
10,034 | 211,015 | ||||||
| Gladstone Land Corp. |
4,182 | 95,224 | ||||||
| Global Medical REIT, Inc. |
22,489 | 330,588 | ||||||
| Global Net Lease, Inc. |
230,256 | 3,688,701 | ||||||
| Healthcare Realty Trust, Inc. |
67,885 | 2,021,615 | ||||||
| Healthcare Trust of America, Inc. - Class A |
6,506 | 192,968 | ||||||
| Healthpeak Properties, Inc. |
264,711 | 8,862,524 | ||||||
| Hersha Hospitality Trust - Class A(1) |
12,427 | 115,944 | ||||||
| Highwoods Properties, Inc. |
14,427 | 632,768 | ||||||
| Host Hotels & Resorts, Inc.(1) |
21,333 | 348,368 | ||||||
| Hudson Pacific Properties, Inc. |
4,399 | 115,562 | ||||||
| Independence Realty Trust, Inc. |
39,440 | 802,604 | ||||||
| Indus Realty Trust, Inc. |
453 | 31,755 | ||||||
| Industrial Logistics Properties Trust |
562,675 | 14,297,572 | ||||||
| Innovative Industrial Properties, Inc. - Class A |
4,245 | 981,317 | ||||||
| Invitation Homes, Inc. |
17,340 | 664,642 | ||||||
| Iron Mountain, Inc. |
133,037 | 5,780,458 | ||||||
| iStar, Inc. |
25,983 | 651,654 | ||||||
| JBG SMITH Properties |
3,718 | 110,090 | ||||||
| Jones Lang LaSalle, Inc.(1) |
20,376 | 5,055,082 | ||||||
| Kennedy-Wilson Holdings, Inc. |
44,892 | 939,141 | ||||||
| Kilroy Realty Corp. |
123,083 | 8,149,325 | ||||||
| Kimco Realty Corp. |
17,527 | 363,685 | ||||||
| Kite Realty Group Trust |
55,291 | 1,125,725 | ||||||
| Lamar Advertising Co. - Class A |
68,300 | 7,748,635 | ||||||
| Lexington Realty Trust |
856,192 | 10,916,448 | ||||||
| Life Storage, Inc. |
73,296 | 8,409,983 | ||||||
| LTC Properties, Inc. |
14,517 | 460,044 | ||||||
| Macerich Co. |
79,830 | 1,333,959 | ||||||
| Mack-Cali Realty Corp.(1) |
32,937 | 563,881 | ||||||
| Marcus & Millichap, Inc.(1) |
7,952 | 323,010 | ||||||
| Medical Properties Trust, Inc. |
336,000 | 6,743,520 | ||||||
| Mid-America Apartment Communities, Inc. |
3,456 | 645,408 | ||||||
| Monmouth Real Estate Investment Corp. |
30,581 | 570,336 | ||||||
| National Health Investors, Inc. |
26,202 | 1,401,807 | ||||||
| National Retail Properties, Inc. |
5,283 | 228,173 | ||||||
| National Storage Affiliates Trust |
124,903 | 6,593,629 | ||||||
| NETSTREIT Corp. |
14,939 | 353,307 | ||||||
| NexPoint Residential Trust, Inc. |
7,162 | 443,185 | ||||||
| Office Properties Income Trust |
232,153 | 5,880,435 | ||||||
| Omega Healthcare Investors, Inc. |
195,730 | 5,864,071 | ||||||
| One Liberty Properties, Inc. |
6,134 | 187,026 | ||||||
| Opendoor Technologies, Inc.(1) |
10,177 | 208,934 | ||||||
| Outfront Media, Inc. |
44,541 | 1,122,433 | ||||||
| Paramount Group, Inc. |
464,776 | 4,178,336 | ||||||
| Park Hotels & Resorts, Inc.(1) |
7,101 | 135,913 | ||||||
| Pebblebrook Hotel Trust |
465,034 | 10,421,412 | ||||||
| Phillips Edison & Co., Inc. |
258,953 | 7,952,447 | ||||||
| Physicians Realty Trust |
690,360 | 12,164,143 | ||||||
| Piedmont Office Realty Trust, Inc. - Class A |
239,887 | 4,181,230 | ||||||
| Plymouth Industrial REIT, Inc. |
11,061 | 251,638 | ||||||
| Postal Realty Trust, Inc. - Class A |
4,767 | 88,857 | ||||||
| PotlatchDeltic Corp. |
24,674 | 1,272,685 | ||||||
| Preferred Apartment Communities, Inc. - Class A |
19,373 | 236,932 | ||||||
| PS Business Parks, Inc. |
1,119 | 175,392 | ||||||
| Rayonier, Inc. |
107,729 | 3,843,771 | ||||||
| Re/Max Holdings, Inc. - Class A |
6,944 | 216,375 | ||||||
| Realogy Holdings Corp.(1) |
42,914 | 752,712 | ||||||
| Realty Income Corp. |
11,739 | 761,392 | ||||||
| Regency Centers Corp. |
211,328 | 14,228,714 | ||||||
| Retail Opportunity Investments Corp. |
44,586 | 776,688 | ||||||
| Retail Properties of America, Inc. - Class A |
82,458 | 1,062,059 | ||||||
| Retail Value, Inc. |
6,553 | 172,540 | ||||||
| Rexford Industrial Realty, Inc. |
4,163 | 236,250 |
| RLJ Lodging Trust |
62,049 | 922,048 | ||||||
| RMR Group, Inc. - Class A |
5,180 | 173,271 | ||||||
| RPT Realty |
30,439 | 388,402 | ||||||
| Ryman Hospitality Properties, Inc.(1) |
1,656 | 138,607 | ||||||
| Sabra Health Care REIT, Inc. |
380,889 | 5,606,686 | ||||||
| Safehold, Inc. |
2,237 | 160,818 | ||||||
| Saul Centers, Inc. |
431 | 18,990 | ||||||
| SBA Communications Corp. - Class A |
2,723 | 900,142 | ||||||
| Seritage Growth Properties(1) |
13,982 | 207,353 | ||||||
| Service Properties Trust |
177,441 | 1,989,114 | ||||||
| Simon Property Group, Inc. |
1,279 | 166,232 | ||||||
| SITE Centers Corp. |
64,918 | 1,002,334 | ||||||
| SL Green Realty Corp. |
2,006 | 142,105 | ||||||
| Spirit Realty Capital, Inc. |
3,622 | 166,757 | ||||||
| STAG Industrial, Inc. |
236,967 | 9,300,955 | ||||||
| STORE Capital Corp. |
7,330 | 234,780 | ||||||
| Summit Hotel Properties, Inc.(1) |
65,017 | 626,114 | ||||||
| Sun Communities, Inc. |
3,444 | 637,484 | ||||||
| Sunstone Hotel Investors, Inc.(1) |
81,618 | 974,519 | ||||||
| Tanger Factory Outlet Centers, Inc. |
215,629 | 3,514,753 | ||||||
| Tejon Ranch Co.(1) |
7,927 | 140,783 | ||||||
| Terreno Realty Corp. |
25,968 | 1,641,957 | ||||||
| The GEO Group, Inc. |
42,769 | 319,484 | ||||||
| The Howard Hughes Corp.(1) |
1,237 | 108,621 | ||||||
| UDR, Inc. |
71,241 | 3,774,348 | ||||||
| UMH Properties, Inc. |
2,386 | 54,639 | ||||||
| Uniti Group, Inc. |
295,896 | 3,660,234 | ||||||
| Universal Health Realty Income Trust |
374 | 20,671 | ||||||
| Urban Edge Properties |
43,415 | 794,929 | ||||||
| Urstadt Biddle Properties, Inc. - Class A |
11,351 | 214,874 | ||||||
| Ventas, Inc. |
11,841 | 653,742 | ||||||
| VEREIT, Inc. |
6,837 | 309,237 | ||||||
| VICI Properties, Inc. |
17,724 | 503,539 | ||||||
| Vornado Realty Trust |
5,239 | 220,090 | ||||||
| Washington Real Estate Investment Trust |
31,682 | 784,129 | ||||||
| Welltower, Inc. |
199,756 | 16,459,894 | ||||||
| Weyerhaeuser Co. |
246,974 | 8,784,865 | ||||||
| Whitestone REIT - Class B |
16,266 | 159,081 | ||||||
| WP Carey, Inc. |
5,490 | 400,990 | ||||||
| Xenia Hotels & Resorts, Inc.(1) |
42,750 | 758,385 | ||||||
|
|
|
|||||||
| Total Real Estate |
|
415,938,177 | ||||||
|
|
|
|||||||
| Utilities – 4.76% |
||||||||
| AES Corp. |
19,791 | 451,829 | ||||||
| ALLETE, Inc. |
19,689 | 1,171,889 | ||||||
| Alliant Energy Corp. |
371,169 | 20,778,041 | ||||||
| Ameren Corp. |
257,509 | 20,858,229 | ||||||
| American Electric Power Co., Inc. |
74,480 | 6,046,286 | ||||||
| American States Water Co. |
6,660 | 569,563 | ||||||
| American Water Works Co., Inc. |
5,494 | 928,706 | ||||||
| Artesian Resources Corp. - Class A |
3,086 | 117,793 | ||||||
| Atmos Energy Corp. |
3,860 | 340,452 | ||||||
| Avangrid, Inc. |
1,656 | 80,482 | ||||||
| Avista Corp. |
25,071 | 980,778 | ||||||
| Black Hills Corp. |
217,597 | 13,656,388 | ||||||
| Brookfield Infrastructure Corp. - Class A |
20,077 | 1,202,211 | ||||||
| Brookfield Renewable Corp. - Class A |
2,847 | 110,492 | ||||||
| Cadiz, Inc.(1) |
7,418 | 52,223 | ||||||
| California Water Service Group |
19,323 | 1,138,704 | ||||||
| CenterPoint Energy, Inc. |
811,573 | 19,964,696 | ||||||
| Chesapeake Utilities Corp. |
6,420 | 770,721 | ||||||
| Clearway Energy, Inc. - Class A |
10,418 | 293,788 | ||||||
| Clearway Energy, Inc. - Class C |
22,413 | 678,441 | ||||||
| CMS Energy Corp. |
372,365 | 22,241,361 | ||||||
| Consolidated Edison, Inc. |
10,558 | 766,405 | ||||||
| DTE Energy Co. |
84,712 | 9,463,178 | ||||||
| Edison International |
201,921 | 11,200,558 | ||||||
| Entergy Corp. |
144,260 | 14,326,461 | ||||||
| Essential Utilities, Inc. |
6,865 | 316,339 | ||||||
| Evergy, Inc. |
420,566 | 26,159,205 | ||||||
| Eversource Energy |
10,397 | 850,059 | ||||||
| Exelon Corp. |
83,600 | 4,041,224 | ||||||
| FirstEnergy Corp. |
152,961 | 5,448,471 | ||||||
| Hawaiian Electric Industries, Inc. |
3,198 | 130,574 | ||||||
| IDACORP, Inc. |
1,494 | 154,450 | ||||||
| MDU Resources Group, Inc. |
199,101 | 5,907,327 | ||||||
| MGE Energy, Inc. |
122,742 | 9,021,537 | ||||||
| Middlesex Water Co. |
4,054 | 416,670 | ||||||
| National Fuel Gas Co. |
95,326 | 5,006,522 | ||||||
| New Jersey Resources Corp. |
283,257 | 9,860,176 | ||||||
| NiSource, Inc. |
11,718 | 283,927 | ||||||
| Northwest Natural Holding Co. |
11,455 | 526,815 | ||||||
| NorthWestern Corp. |
19,669 | 1,127,034 | ||||||
| NRG Energy, Inc. |
228,482 | 9,328,920 | ||||||
| OGE Energy Corp. |
6,007 | 197,991 | ||||||
| ONE Gas, Inc. |
164,215 | 10,406,305 | ||||||
| Ormat Technologies, Inc. |
16,924 | 1,127,308 | ||||||
| Otter Tail Corp. |
15,565 | 871,173 | ||||||
| PG&E Corp.(1) |
45,722 | 438,931 | ||||||
| Pinnacle West Capital Corp. |
3,364 | 243,419 | ||||||
| PNM Resources, Inc. |
32,003 | 1,583,508 | ||||||
| Portland General Electric Co. |
289,278 | 13,593,173 | ||||||
| PPL Corp. |
141,957 | 3,957,761 | ||||||
| Public Service Enterprise Group, Inc. |
15,210 | 926,289 | ||||||
| Pure Cycle Corp.(1) |
816 | 10,861 | ||||||
| SJW Group |
10,422 | 688,477 | ||||||
| South Jersey Industries, Inc. |
872,581 | 18,551,072 | ||||||
| Southwest Gas Holdings, Inc. |
22,156 | 1,481,793 | ||||||
| Spire, Inc. |
18,986 | 1,161,563 | ||||||
| Sunnova Energy International, Inc.(1) |
27,499 | 905,817 | ||||||
| UGI Corp. |
435,491 | 18,560,626 | ||||||
| Unitil Corp. |
5,613 | 240,124 | ||||||
| Via Renewables, Inc. - Class A |
486 | 4,952 | ||||||
| Vistra Corp. |
1,671,710 | 28,586,241 | ||||||
| WEC Energy Group, Inc. |
9,492 | 837,194 | ||||||
| Xcel Energy, Inc. |
16,282 | 1,017,625 | ||||||
| York Water Co. |
1,807 | 78,930 | ||||||
|
|
|
|||||||
| Total Utilities |
|
332,240,058 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $4,937,590,930) |
|
6,838,789,827 | ||||||
|
|
|
|||||||
| SHORT-TERM INVESTMENTS – 1.92% |
||||||||
| Exchange Traded Funds – 0.37% |
||||||||
| iShares Russell Mid-Capital Value ETF |
221,230 | 25,054,298 | ||||||
|
|
|
|||||||
| Total Exchange Traded Funds (Cost: $25,764,068) |
25,054,298 | |||||||
|
|
|
|||||||
| Money Market Funds – 0.84% |
||||||||
| Goldman Sachs Financial Square Government Fund - Class I, 0.03%(4) |
58,946,120 | 58,946,120 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $58,946,120) |
58,946,120 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.71% |
||||||||
| ANZ, London, 0.01% due 10/01/2021 |
$ | 1,124,351 | 1,124,351 | |||||
| Bank of Montreal, London, 0.01% due 10/01/2021 |
17,011,536 | 17,011,536 | ||||||
| BBVA, Madrid, 0.01% due 10/01/2021 |
11,064,283 | 11,064,283 | ||||||
| Brown Brothers Harriman, 0.01% due 10/01/2021 |
CAD | 17 | 14 | |||||
| National Australia Bank, London, 0.01% due 10/01/2021 |
$ | 6,876,518 | 6,876,518 | |||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2021 |
7,188,246 | 7,188,246 | ||||||
| Sumitomo, Tokyo, 0.01% due 10/01/2021 |
6,480,637 | 6,480,637 | ||||||
|
|
|
|||||||
| Total Time Deposits (Cost: $49,745,585) |
49,745,585 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $134,455,773) |
|
133,746,003 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 99.95% (Cost: $5,072,046,703) |
6,972,535,830 | |||||||
|
|
|
|||||||
| OTHER ASSETS IN EXCESS OF LIABILITIES – 0.05% |
3,673,268 | |||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 6,976,209,098 | ||||||
|
|
|
|||||||
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 $9,337,496, which represents 0.13% of total net assets. |
| (4) | Represents annualized seven-day yield as of the close of the reporting period. |
| (5) | Security that is categorized as Level 3 per the Trust’s fair value hierarchy. The value of these securities totals $2,970, which represents 0.00% of total net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
Open Futures Contracts
| Number of Contracts |
Reference Entity | Counterparty | Expiration Date | Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||||||||
| 36 |
E-mini Russell 2000 Future | Morgan Stanley | Dec. 2021 | $ | 4,008,043 | $ | 3,961,440 | $ | (46,603 | ) | ||||||||||||||
| 3 |
S&P 500 E-mini Future | Morgan Stanley | Dec. 2021 | 664,112 | 644,663 | (19,449 | ) | |||||||||||||||||
| 3 |
S&P MidCap 400 E-mini Future | Morgan Stanley | Dec. 2021 | 809,007 | 789,960 | (19,047 | ) | |||||||||||||||||
|
|
|
|||||||||||||||||||||||
| $ | (85,099 | ) | ||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||
Bridge Builder International Equity Fund
Schedule of Investments
September 30, 2021 (Unaudited)
| Shares | Value | |||||||
| COMMON STOCKS – 97.68% |
||||||||
| Argentina – 0.81% |
||||||||
| MercadoLibre, Inc.(1) |
67,003 | $ | 112,524,838 | |||||
|
|
|
|||||||
| Total Argentina |
112,524,838 | |||||||
|
|
|
|||||||
| Australia – 2.00% |
||||||||
| Afterpay Ltd.(1) |
8,522 | 740,350 | ||||||
| AGL Energy Ltd. |
24,723 | 102,098 | ||||||
| ALS Ltd. |
225,889 | 2,034,312 | ||||||
| AMP Ltd.(1) |
2,194,274 | 1,547,261 | ||||||
| Ampol Ltd. |
9,354 | 186,682 | ||||||
| APA Group |
48,010 | 299,045 | ||||||
| Aristocrat Leisure Ltd. |
93,223 | 3,100,274 | ||||||
| ASX Ltd. |
7,984 | 460,962 | ||||||
| Atlassian Corp. Plc - Class A(1) |
125,000 | 48,927,500 | ||||||
| Aurizon Holdings Ltd. |
75,589 | 204,653 | ||||||
| AusNet Services - Class Miscella |
85,997 | 155,660 | ||||||
| Australia & New Zealand Banking Group Ltd. |
578,574 | 11,619,243 | ||||||
| Beach Energy Ltd. |
1,960,839 | 2,094,154 | ||||||
| BHP Group Ltd. |
443,757 | 11,851,801 | ||||||
| BHP Group Plc |
90,194 | 2,272,378 | ||||||
| BlueScope Steel Ltd. |
213,860 | 3,098,745 | ||||||
| Brambles Ltd. |
601,851 | 4,627,908 | ||||||
| carsales.com Ltd. |
250,638 | 4,498,834 | ||||||
| Challenger Ltd. |
322,332 | 1,434,308 | ||||||
| Cleanaway Waste Management Ltd. |
2,435,829 | 4,780,382 | ||||||
| Cochlear Ltd. |
242,471 | 37,937,646 | ||||||
| Coles Group Ltd. |
52,158 | 633,563 | ||||||
| Commonwealth Bank of Australia |
75,434 | 5,597,984 | ||||||
| Computershare Ltd. |
20,905 | 270,324 | ||||||
| Crown Resorts Ltd.(1) |
13,889 | 95,075 | ||||||
| CSL Ltd. |
337,365 | 70,486,097 | ||||||
| Dexus |
47,218 | 363,418 | ||||||
| Domain Holdings Australia Ltd. |
280,297 | 1,119,341 | ||||||
| Domino’s Pizza Enterprises Ltd. |
2,469 | 282,400 | ||||||
| Endeavour Group Ltd. |
52,579 | 263,110 | ||||||
| Evolution Mining Ltd. |
1,002,990 | 2,536,078 | ||||||
| Fortescue Metals Group Ltd. |
71,597 | 762,652 | ||||||
| Goodman Group |
65,631 | 1,009,870 | ||||||
| GPT Group |
83,399 | 300,395 | ||||||
| GUD Holdings Ltd. |
138,942 | 1,013,906 | ||||||
| GWA Group Ltd. |
494,459 | 967,938 | ||||||
| Insurance Australia Group Ltd. |
104,400 | 364,593 | ||||||
| IPH Ltd. |
234,400 | 1,530,820 | ||||||
| Lendlease Corp. Ltd. |
28,253 | 217,223 | ||||||
| Macquarie Group Ltd. |
56,115 | 7,249,850 | ||||||
| Magellan Financial Group Ltd. |
5,435 | 136,423 | ||||||
| Medibank Pvt Ltd. |
108,570 | 277,203 | ||||||
| Metcash Ltd. |
597,496 | 1,671,195 | ||||||
| Mirvac Group |
165,172 | 350,373 | ||||||
| National Australia Bank Ltd. |
139,808 | 2,757,158 | ||||||
| Newcrest Mining Ltd. |
258,423 | 4,284,065 | ||||||
| Northern Star Resources Ltd. |
43,120 | 264,095 | ||||||
| Oil Search Ltd. |
447,547 | 1,392,753 | ||||||
| Orica Ltd. |
231,667 | 2,262,778 | ||||||
| Origin Energy Ltd. |
77,220 | 259,073 | ||||||
| Qantas Airways Ltd.(1) |
648,829 | 2,616,735 | ||||||
| QBE Insurance Group Ltd. |
608,489 | 5,012,854 | ||||||
| Ramsay Health Care Ltd. |
7,103 | 352,001 | ||||||
| REA Group Ltd. |
2,046 | 230,443 | ||||||
| Reece Ltd. |
11,631 | 156,863 | ||||||
| Rio Tinto Ltd. |
15,731 | 1,119,906 | ||||||
| Santos Ltd. |
397,711 | 2,037,089 | ||||||
| Scentre Group |
220,638 | 469,598 | ||||||
| Seek Ltd. |
13,097 | 287,915 | ||||||
| Sonic Healthcare Ltd. |
18,158 | 524,752 | ||||||
| South32 Ltd. |
188,720 | 468,315 | ||||||
| Stockland |
102,555 | 325,220 | ||||||
| Suncorp Group Ltd. |
54,598 | 485,485 | ||||||
| Sydney Airport(1) |
52,644 | 309,170 | ||||||
| Tabcorp Holdings Ltd. |
96,396 | 334,936 | ||||||
| Telstra Corp. Ltd. |
1,303,181 | 3,651,643 | ||||||
| Transurban Group(1) |
12,009 | 121,032 | ||||||
| Transurban Group |
108,081 | 1,089,292 | ||||||
| Treasury Wine Estates Ltd. |
28,149 | 248,217 | ||||||
| Vicinity Centres |
158,690 | 187,609 | ||||||
| Washington H Soul Pattinson & Co. Ltd. |
8,546 | 237,502 | ||||||
| Wesfarmers Ltd. |
44,677 | 1,776,957 | ||||||
| Westpac Banking Corp. |
156,454 | 2,893,381 | ||||||
| WiseTech Global Ltd. |
5,950 | 225,643 | ||||||
| Woodside Petroleum Ltd. |
41,212 | 704,696 | ||||||
| Woolworths Group Ltd. |
50,038 | 1,405,481 | ||||||
|
|
|
|||||||
| Total Australia |
277,966,684 | |||||||
|
|
|
|||||||
| Austria – 0.14% |
||||||||
| Andritz AG |
58,618 | 3,212,603 | ||||||
| Erste Group Bank AG |
11,906 | 522,783 | ||||||
| Oesterreichische Post AG |
96,126 | 4,067,411 | ||||||
| OMV AG |
6,424 | 386,825 | ||||||
| Raiffeisen Bank International AG |
6,163 | 161,190 | ||||||
| Verbund AG |
2,679 | 270,941 | ||||||
| Voestalpine AG |
4,694 | 173,390 | ||||||
| Wienerberger AG |
308,698 | 10,365,110 | ||||||
|
|
|
|||||||
| Total Austria |
19,160,253 | |||||||
|
|
|
|||||||
| Belgium – 0.23% |
||||||||
| Ageas SA |
7,357 | 364,322 | ||||||
| Anheuser-Busch InBev SA |
173,654 | 9,849,206 | ||||||
| Elia Group SA |
1,279 | 152,841 | ||||||
| Etablissements Franz Colruyt NV |
2,318 | 118,246 | ||||||
| Groupe Bruxelles Lambert SA |
4,853 | 533,809 | ||||||
| KBC Group NV |
216,213 | 19,503,391 | ||||||
| Proximus |
6,527 | 129,525 | ||||||
| Sofina SA |
607 | 241,186 | ||||||
| Solvay SA |
3,109 | 385,664 | ||||||
| UCB SA |
5,276 | 590,792 | ||||||
| Umicore SA |
7,868 | 465,468 | ||||||
|
|
|
|||||||
| Total Belgium |
32,334,450 | |||||||
|
|
|
|||||||
| Bermuda – 0.02% |
||||||||
| Hiscox Ltd. |
288,386 | 3,250,805 | ||||||
|
|
|
|||||||
| Total Bermuda |
3,250,805 | |||||||
|
|
|
|||||||
| Brazil – 0.62% |
||||||||
| Ambev SA |
13,608,004 | 38,232,101 | ||||||
| Magazine Luiza SA |
8,341,500 | 21,965,223 | ||||||
| Porto Seguro SA |
208,162 | 1,890,592 | ||||||
| Raia Drogasil SA |
5,479,510 | 23,514,878 | ||||||
|
|
|
|||||||
| Total Brazil |
85,602,794 | |||||||
|
|
|
|||||||
| Canada – 1.91% |
||||||||
| Canadian Pacific Railway Ltd. |
1,032,500 | 67,184,775 | ||||||
| Fairfax Financial Holdings Ltd. |
8,131 | 3,282,379 | ||||||
| First Quantum Minerals Ltd. |
100,421 | 1,859,208 | ||||||
| Lululemon Athletica, Inc.(1) |
154,700 | 62,607,090 | ||||||
| Shopify, Inc. - Class A(1) |
95,860 | 129,965,071 | ||||||
|
|
|
|||||||
| Total Canada |
|
264,898,523 | ||||||
|
|
|
|||||||
| Chile – 0.00%(2) |
||||||||
| Antofagasta Plc |
15,392 | 279,715 | ||||||
|
|
|
|||||||
| Total Chile |
279,715 | |||||||
|
|
|
|||||||
| China – 3.33% |
||||||||
| Alibaba Group Holding Ltd.(1) |
924,900 | 17,123,544 | ||||||
| Alibaba Group Holding Ltd. - ADR(1) |
263,608 | 39,027,164 | ||||||
| Baidu, Inc. - ADR(1) |
145,333 | 22,344,949 | ||||||
| BeiGene Ltd. - ADR(1) |
65,569 | 23,801,547 | ||||||
| Burning Rock Biotech Ltd. - ADR(1) |
527,289 | 9,427,927 | ||||||
| Contemporary Amperex Technology Co. Ltd. - Class A |
324,300 | 26,332,267 | ||||||
| Li Ning Co. Ltd. |
9,024,667 | 104,015,976 | ||||||
| LONGi Green Energy Technology Co. Ltd. - Class A |
2,273,400 | 28,961,760 | ||||||
| Meituan - Class B(1)(3) |
1,248,936 | 39,867,848 | ||||||
| Ping An Insurance Group Co. of China Ltd. - Class H |
2,292,694 | 15,680,600 | ||||||
| Shenzhou International Group Holdings Ltd. |
2,039,400 | 43,283,148 | ||||||
| Tingyi Cayman Islands Holding Corp. |
2,440,000 | 4,536,725 | ||||||
| Trip.com Group Ltd. - ADR(1) |
466,960 | 14,359,020 | ||||||
| Uni-President China Holdings Ltd. |
72,000 | 68,342 | ||||||
| Vipshop Holdings Ltd. - ADR(1) |
40,522 | 451,415 | ||||||
| Want Want China Holdings Ltd. |
1,990,000 | 1,502,614 | ||||||
| Weichai Power Co. Ltd. - Class H |
1,573,000 | 3,255,655 | ||||||
| Wuxi Biologics Cayman, Inc.(1)(3) |
3,334,461 | 54,085,944 | ||||||
| Yatsen Holding Ltd. - ADR(1) |
1,500,107 | 5,715,408 | ||||||
| Yum China Holdings, Inc. |
104,034 | 6,045,416 | ||||||
| Zhongsheng Group Holdings Ltd. |
376,500 | 3,018,102 | ||||||
|
|
|
|||||||
| Total China |
462,905,371 | |||||||
|
|
|
|||||||
| Denmark – 2.37% |
||||||||
| Ambu - Class B |
6,619 | 196,069 | ||||||
| AP Moller - Maersk - Class A |
121 | 311,822 | ||||||
| AP Moller - Maersk - Class B |
17,022 | 46,080,088 | ||||||
| Carlsberg AS - Class B |
67,706 | 11,045,773 | ||||||
| Chr Hansen Holding |
4,137 | 337,919 | ||||||
| Coloplast - Class B |
171,774 | 26,859,023 | ||||||
| Danske Bank |
1,327,377 | 22,361,154 | ||||||
| Demant(1) |
326,892 | 16,472,476 | ||||||
| DSV Panalpina |
341,458 | 81,732,726 | ||||||
| Genmab(1) |
2,590 | 1,131,628 | ||||||
| GN Store Nord AS |
238,984 | 16,528,882 | ||||||
| Novo Nordisk - Class B |
505,043 | 48,680,880 | ||||||
| Novozymes - Class B |
8,109 | 555,883 | ||||||
| Orsted AS(3) |
107,804 | 14,210,146 | ||||||
| Pandora |
3,980 | 483,171 | ||||||
| ROCKWOOL International - Class B |
323 | 137,950 | ||||||
| Tryg |
15,146 | 343,342 | ||||||
| Vestas Wind Systems |
1,042,695 | 41,830,912 | ||||||
|
|
|
|||||||
| Total Denmark |
329,299,844 | |||||||
|
|
|
|||||||
| Finland – 0.86% |
||||||||
| Elisa OYJ |
5,869 | 364,664 | ||||||
| Fortum OYJ |
19,044 | 578,292 | ||||||
| Kesko OYJ - Class B |
10,847 | 374,150 | ||||||
| Kone OYJ - Class B |
403,709 | 28,359,901 | ||||||
| Neste OYJ |
17,482 | 986,201 | ||||||
| Nokia OYJ(1) |
10,707,098 | 59,052,924 | ||||||
| Nordea Bank Abp - Class A |
137,319 | 1,769,531 | ||||||
| Orion OYJ - Class B |
4,703 | 186,196 | ||||||
| Sampo OYJ - Class A |
435,903 | 21,551,406 | ||||||
| Stora Enso OYJ - Class R |
24,797 | 413,029 | ||||||
| UPM-Kymmene OYJ |
22,494 | 796,158 | ||||||
| Wartsila OYJ Abp |
403,583 | 4,806,400 | ||||||
|
|
|
|||||||
| Total Finland |
119,238,852 | |||||||
|
|
|
|||||||
| France – 7.61% |
||||||||
| Accor SA(1) |
7,374 | 262,936 | ||||||
| Aeroports de Paris(1) |
1,331 | 169,517 | ||||||
| Air Liquide SA |
19,494 | 3,122,162 | ||||||
| Airbus SE(1) |
98,963 | 13,120,111 | ||||||
| Alstom SA |
12,650 | 479,849 | ||||||
| Alten SA |
58,717 | 8,591,988 | ||||||
| Amundi SA(3) |
474,483 | 39,907,315 | ||||||
| Arkema SA |
2,637 | 347,733 | ||||||
| Atos SE |
4,319 | 229,433 | ||||||
| AXA SA |
756,165 | 20,955,788 | ||||||
| BioMerieux |
1,559 | 177,394 | ||||||
| BNP Paribas SA |
494,293 | 31,625,213 | ||||||
| Bollore SA |
36,644 | 211,612 | ||||||
| Bouygues SA |
713,353 | 29,509,547 | ||||||
| Bureau Veritas SA |
11,508 | 355,151 | ||||||
| Capgemini SE |
6,329 | 1,312,488 | ||||||
| Carrefour SA |
26,211 | 469,739 | ||||||
| Cie de Saint-Gobain |
1,463,922 | 98,517,617 | ||||||
| Cie Generale des Etablissements Michelin SCA |
370,635 | 56,833,345 | ||||||
| CNP Assurances |
7,497 | 118,326 | ||||||
| Covivio |
2,201 | 184,966 | ||||||
| Credit Agricole SA |
50,124 | 688,977 | ||||||
| Danone SA |
27,687 | 1,887,643 | ||||||
| Dassault Aviation SA |
980 | 110,161 | ||||||
| Dassault Systemes SE |
26,187 | 1,378,105 | ||||||
| Edenred |
277,771 | 14,953,095 | ||||||
| Eiffage SA |
3,578 | 361,618 | ||||||
| Electricite de France SA |
19,700 | 247,553 | ||||||
| Elis SA(1) |
97,994 | 1,868,846 | ||||||
| Engie SA |
77,230 | 1,010,416 | ||||||
| EssilorLuxottica SA |
132,219 | 25,266,148 | ||||||
| Eurazeo SE |
1,587 | 148,706 | ||||||
| Faurecia SE |
4,692 | 220,747 | ||||||
| Gecina SA |
1,900 | 255,619 | ||||||
| Getlink SE |
396,026 | 6,186,579 | ||||||
| Hermes International |
1,250 | 1,724,668 | ||||||
| Imerys SA |
22,195 | 956,236 | ||||||
| Ipsen SA |
1,535 | 146,270 | ||||||
| JCDecaux SA(1) |
331,359 | 8,774,736 | ||||||
| Kering SA |
39,575 | 28,108,585 | ||||||
| Klepierre SA |
8,530 | 190,761 | ||||||
| La Francaise des Jeux SAEM(3) |
3,856 | 198,265 | ||||||
| Legrand SA |
229,818 | 24,624,924 | ||||||
| L’Oreal SA |
9,959 | 4,121,074 | ||||||
| LVMH Moet Hennessy Louis Vuitton SE |
142,568 | 102,116,357 | ||||||
| Orange SA |
84,148 | 910,049 | ||||||
| Orpea SA |
1,990 | 231,380 | ||||||
| Pernod Ricard SA |
208,642 | 45,997,881 | ||||||
| Publicis Groupe SA |
500,597 | 33,629,010 | ||||||
| Quadient SA |
77,677 | 1,866,197 | ||||||
| Remy Cointreau SA |
199,387 | 38,603,290 | ||||||
| Renault SA(1) |
8,255 | 292,862 | ||||||
| Rexel SA |
3,120,922 | 60,134,317 | ||||||
| Safran SA |
13,424 | 1,697,876 | ||||||
| Sanofi SA |
1,677,463 | 161,479,380 | ||||||
| Sartorius Stedim Biotech |
121,062 | 67,650,039 | ||||||
| Schneider Electric SE |
245,736 | 40,928,321 | ||||||
| SCOR SE |
577,486 | 16,629,219 | ||||||
| SEB SA |
1,074 | 151,096 | ||||||
| Societe Generale SA |
34,853 | 1,091,417 | ||||||
| Sodexo SA(1) |
3,524 | 307,983 | ||||||
| Suez SA |
14,990 | 341,804 | ||||||
| Technip Energies NV(1) |
22,915 | 359,317 | ||||||
| Technip Energies NV - ADR(1) |
660,322 | 10,347,246 | ||||||
| Teleperformance |
22,389 | 8,806,374 | ||||||
| Thales SA |
52,476 | 5,087,840 | ||||||
| Total SE |
106,269 | 5,079,441 | ||||||
| Ubisoft Entertainment SA(1) |
288,009 | 17,246,625 | ||||||
| Unibail-Rodamco-Westfield(1) |
5,303 | 390,304 | ||||||
| Valeo SA |
9,530 | 265,962 | ||||||
| Veolia Environnement SA |
23,153 | 707,458 | ||||||
| Vicat SA |
34,498 | 1,533,677 | ||||||
| Vinci SA |
21,973 | 2,285,387 | ||||||
| Vivendi SE |
30,106 | 379,033 | ||||||
| Wendel SE |
1,048 | 144,807 | ||||||
| Worldline SA(1)(3) |
9,330 | 711,189 | ||||||
|
|
|
|||||||
| Total France |
1,057,335,100 | |||||||
|
|
|
|||||||
| Germany – 6.41% |
||||||||
| Adidas AG |
159,907 | 50,251,825 | ||||||
| Allianz SE |
414,558 | 92,879,943 | ||||||
| Auto1 Group SE(1)(3) |
644,325 | 23,562,391 | ||||||
| BASF SE |
1,048,916 | 79,518,613 | ||||||
| Bayer AG |
41,638 | 2,259,923 | ||||||
| Bayerische Motoren Werke AG |
127,095 | 12,071,360 | ||||||
| Bechtle AG |
781,567 | 53,455,274 | ||||||
| Beiersdorf AG |
4,012 | 432,895 | ||||||
| Brenntag SE |
201,776 | 18,743,916 | ||||||
| Carl Zeiss Meditec AG |
1,602 | 306,867 | ||||||
| Commerzbank AG(1) |
41,473 | 274,705 | ||||||
| Continental AG(1) |
825,990 | 89,668,360 | ||||||
| Covestro AG(3) |
944,716 | 64,383,136 | ||||||
| CTS Eventim AG & Co. KGaA(1) |
99,897 | 7,516,239 | ||||||
| Daimler AG - Class REGISTERED |
35,029 | 3,090,668 | ||||||
| Delivery Hero SE(1)(3) |
6,483 | 826,940 | ||||||
| Deutsche Bank AG(1) |
87,365 | 1,110,212 | ||||||
| Deutsche Boerse AG |
7,500 | 1,217,000 | ||||||
| Deutsche Lufthansa AG(1) |
12,206 | 83,279 | ||||||
| Deutsche Post AG |
42,012 | 2,634,565 | ||||||
| Deutsche Telekom AG |
463,283 | 9,290,769 | ||||||
| Deutsche Wohnen SE |
13,425 | 820,866 | ||||||
| E.ON SE |
93,730 | 1,144,041 | ||||||
| Evonik Industries AG |
2,794,227 | 87,619,203 | ||||||
| Fresenius Medical Care AG & Co. KGaA |
776,493 | 54,466,568 | ||||||
| Fresenius SE & Co. KGaA |
17,623 | 843,528 | ||||||
| GEA Group AG |
62,973 | 2,875,937 | ||||||
| Gerresheimer AG |
28,431 | 2,781,881 | ||||||
| Hannover Rueck SE |
24,619 | 4,287,182 | ||||||
| HeidelbergCement AG |
6,108 | 455,677 | ||||||
| HelloFresh SE(1) |
358,945 | 33,082,918 | ||||||
| Henkel AG & Co. KGaA |
4,397 | 378,253 | ||||||
| Infineon Technologies AG |
51,549 | 2,108,262 | ||||||
| KION Group AG |
2,812 | 261,453 | ||||||
| Knorr-Bremse AG |
2,786 | 298,079 | ||||||
| LANXESS AG |
3,430 | 231,815 | ||||||
| LEG Immobilien SE |
2,863 | 404,410 | ||||||
| Merck KGaA |
5,102 | 1,104,276 | ||||||
| MTU Aero Engines AG |
2,124 | 477,522 | ||||||
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
5,815 | 1,586,735 | ||||||
| Nemetschek SE |
239,798 | 25,046,875 | ||||||
| Puma SE |
4,217 | 468,783 | ||||||
| Rational AG |
28,297 | 26,581,475 | ||||||
| RWE AG |
27,145 | 957,360 | ||||||
| SAP SE |
42,282 | 5,717,762 | ||||||
| Scout24 AG(3) |
3,369 | 233,346 | ||||||
| Siemens AG |
194,529 | 31,815,420 | ||||||
| Siemens Energy AG(1) |
16,260 | 434,947 | ||||||
| Siemens Healthineers AG(3) |
11,028 | 715,226 | ||||||
| Symrise AG - Class A |
5,035 | 659,943 | ||||||
| TeamViewer AG(1)(3) |
6,483 | 189,664 | ||||||
| Telefonica Deutschland Holding AG |
42,829 | 121,709 | ||||||
| TUI AG(1) |
1,987,422 | 8,647,059 | ||||||
| Uniper SE |
3,905 | 162,564 | ||||||
| United Internet AG - Class REG |
4,245 | 164,211 | ||||||
| Vitesco Technologies Group AG(1) |
164,252 | 9,703,326 | ||||||
| Volkswagen AG |
1,381 | 425,905 | ||||||
| Vonovia SE |
23,372 | 1,402,646 | ||||||
| Zalando SE(1)(3) |
684,926 | 62,466,328 | ||||||
| zooplus AG(1) |
10,805 | 6,095,278 | ||||||
|
|
|
|||||||
| Total Germany |
890,817,313 | |||||||
|
|
|
|||||||
| Hong Kong – 2.98% |
||||||||
| AIA Group Ltd. |
10,885,927 | 125,236,135 | ||||||
| Ajisen China Holdings Ltd. |
1,881,000 | 324,160 | ||||||
| ASM Pacific Technology Ltd. |
134,000 | 1,462,784 | ||||||
| BOC Hong Kong Holdings Ltd. |
159,000 | 479,134 | ||||||
| Budweiser Brewing Co. APAC Ltd.(3) |
67,200 | 170,691 | ||||||
| China Mengniu Dairy Co. Ltd.(1) |
732,000 | 4,713,960 | ||||||
| Chow Tai Fook Jewellery Group Ltd. |
84,200 | 160,131 | ||||||
| CK Asset Holdings Ltd. |
85,000 | 490,431 | ||||||
| CK Hutchison Holdings Ltd. |
16,721,000 | 111,547,971 | ||||||
| CK Infrastructure Holdings Ltd. |
29,000 | 161,751 | ||||||
| CLP Holdings Ltd. |
68,500 | 659,547 | ||||||
| Esprit Holdings Ltd.(1) |
6,685,000 | 593,456 | ||||||
| ESR Cayman Ltd.(1)(3) |
77,200 | 232,998 | ||||||
| First Pacific Co. Ltd. |
2,216,000 | 797,056 | ||||||
| Futu Holdings Ltd. - ADR(1) |
1,965 | 178,854 | ||||||
| Galaxy Entertainment Group Ltd.(1) |
3,920,000 | 20,113,643 | ||||||
| Hang Lung Properties Ltd. |
86,000 | 195,998 | ||||||
| Hang Seng Bank Ltd. |
32,600 | 558,400 | ||||||
| Henderson Land Development Co. Ltd. |
61,758 | 235,818 | ||||||
| HK Electric Investments & HK Electric Investments Ltd. |
103,000 | 102,277 | ||||||
| HKT Trust & HKT Ltd. - Class Miscella |
165,000 | 225,607 | ||||||
| Hong Kong & China Gas Co. Ltd. |
480,800 | 726,438 | ||||||
| Hong Kong Exchanges & Clearing Ltd. |
47,499 | 2,918,838 | ||||||
| Hongkong Land Holdings Ltd. |
49,900 | 238,356 | ||||||
| Jardine Matheson Holdings Ltd. |
124,400 | 6,575,570 | ||||||
| Johnson Electric Holdings Ltd. |
419,671 | 893,792 | ||||||
| Link Real Estate Investment Trust |
89,400 | 765,563 | ||||||
| Melco Resorts & Entertainment Ltd. - ADR(1) |
8,790 | 90,010 | ||||||
| MTR Corp. Ltd. |
67,000 | 360,589 | ||||||
| New World Development Co. Ltd. |
65,853 | 267,841 | ||||||
| Power Assets Holdings Ltd. |
57,500 | 337,070 | ||||||
| Sino Land Co. Ltd. |
144,490 | 194,383 | ||||||
| SITC International Holdings Co. Ltd. |
54,000 | 192,153 | ||||||
| SJM Holdings Ltd.(1) |
69,000 | 46,898 | ||||||
| Stella International Holdings Ltd. |
1,044,500 | 1,329,617 | ||||||
| Sun Hung Kai Properties Ltd. |
56,000 | 699,235 | ||||||
| Swire Pacific Ltd. - Class A |
356,000 | 2,106,467 | ||||||
| Swire Properties Ltd. |
52,600 | 131,406 | ||||||
| Techtronic Industries Co. Ltd. |
2,910,349 | 57,513,039 | ||||||
| WH Group Ltd.(3) |
97,462,282 | 69,397,842 | ||||||
| Wharf Real Estate Investment Co. Ltd. |
70,000 | 359,652 | ||||||
| Xinyi Glass Holdings Ltd. |
77,000 | 229,695 | ||||||
|
|
|
|||||||
| Total Hong Kong |
414,015,256 | |||||||
|
|
|
|||||||
| India – 1.55% |
||||||||
| Asian Paints Ltd. |
1,345,006 | 58,708,601 | ||||||
| Axis Bank Ltd.(1) |
292,049 | 2,996,198 | ||||||
| Dabur India Ltd. |
186,705 | 1,551,002 | ||||||
| Havells India Ltd. |
118,420 | 2,182,577 | ||||||
| HDFC Bank Ltd. - ADR |
505,823 | 36,970,603 | ||||||
| Housing Development Finance Corp. Ltd. |
1,707,061 | 62,876,364 | ||||||
| ICICI Lombard General Insurance Co. Ltd.(3) |
661,773 | 14,080,885 | ||||||
| Infosys Ltd. - ADR |
138,364 | 3,078,599 | ||||||
| MakeMyTrip Ltd.(1) |
335,018 | 9,109,140 | ||||||
| Marico Ltd. |
170,933 | 1,260,124 | ||||||
| Shriram Transport Finance Co. Ltd. |
18,555 | 322,854 | ||||||
| Tata Consultancy Services Ltd. |
109,973 | 5,577,890 | ||||||
| United Spirits Ltd.(1) |
1,430,410 | 16,371,638 | ||||||
|
|
|
|||||||
| Total India |
215,086,475 | |||||||
|
|
|
|||||||
| Indonesia – 0.03% |
||||||||
| Bank Central Asia Tbk PT |
1,565,400 | 3,812,873 | ||||||
|
|
|
|||||||
| Total Indonesia |
3,812,873 | |||||||
|
|
|
|||||||
| Ireland – 1.97% |
||||||||
| Accenture Plc - Class A |
197,500 | 63,184,200 | ||||||
| Bank of Ireland Group Plc(1) |
2,476,093 | 14,685,194 | ||||||
| CRH Plc |
95,780 | 4,520,325 | ||||||
| DCC Plc |
129,408 | 10,788,219 | ||||||
| Experian Plc |
1,876,686 | 78,614,634 | ||||||
| Flutter Entertainment Plc(1) |
165,819 | 32,887,188 | ||||||
| ICON Plc(1) |
230,000 | 60,264,600 | ||||||
| Irish Continental Group Plc(1) |
783,857 | 3,917,937 | ||||||
| James Hardie Industries Plc |
94,565 | 3,354,335 | ||||||
| Kerry Group Plc - Class A |
6,379 | 857,137 | ||||||
| Kingspan Group Plc |
6,035 | 601,987 | ||||||
| Smurfit Kappa Group Plc |
10,528 | 554,282 | ||||||
|
|
|
|||||||
| Total Ireland |
274,230,038 | |||||||
|
|
|
|||||||
| Isle of Man – 0.01% |
||||||||
| Playtech Plc(1) |
192,620 | 1,217,744 | ||||||
|
|
|
|||||||
| Total Isle of Man |
1,217,744 | |||||||
|
|
|
|||||||
| Israel – 0.03% |
||||||||
| Azrieli Group Ltd. |
1,734 | 156,093 | ||||||
| Bank Hapoalim BM |
47,349 | 415,896 | ||||||
| Bank Leumi Le-Israel BM |
59,604 | 505,027 | ||||||
| Check Point Software Technologies Ltd.(1) |
4,331 | 489,576 | ||||||
| CyberArk Software Ltd.(1) |
1,602 | 252,828 | ||||||
| Elbit Systems Ltd. |
1,089 | 157,685 | ||||||
| ICL Group Ltd. |
28,922 | 210,766 | ||||||
| Israel Discount Bank Ltd. - Class A(1) |
46,603 | 246,009 | ||||||
| Mizrahi Tefahot Bank Ltd. |
5,528 | 186,183 | ||||||
| Nice Ltd.(1) |
2,526 | 715,267 | ||||||
| Teva Pharmaceutical Industries Ltd. - ADR(1) |
46,607 | 453,952 | ||||||
| Wix.com Ltd.(1) |
2,334 | 457,394 | ||||||
|
|
|
|||||||
| Total Israel |
4,246,676 | |||||||
|
|
|
|||||||
| Italy – 3.10% |
||||||||
| Amplifon SpA |
105,513 | 5,014,562 | ||||||
| Assicurazioni Generali SpA |
47,356 | 1,002,962 | ||||||
| Atlantia SpA(1) |
19,875 | 375,075 | ||||||
| Davide Campari-Milano NV |
522,239 | 7,336,005 | ||||||
| DiaSorin SpA |
961 | 201,244 | ||||||
| Enel SpA |
19,176,702 | 147,185,363 | ||||||
| ENI SpA |
6,449,050 | 85,999,413 | ||||||
| Ferrari NV |
260,773 | 54,423,324 | ||||||
| FinecoBank Banca Fineco SpA(1) |
24,212 | 437,314 | ||||||
| Infrastrutture Wireless Italiane SpA(3) |
15,063 | 167,772 | ||||||
| Intesa Sanpaolo SpA |
1,728,093 | 4,892,208 | ||||||
| Mediobanca Banca di Credito Finanziario SpA(1) |
26,741 | 321,722 | ||||||
| Moncler SpA |
8,214 | 500,977 | ||||||
| Nexi SpA(1)(3) |
17,064 | 318,204 | ||||||
| Poste Italiane SpA(3) |
22,445 | 308,213 | ||||||
| Prysmian SpA |
9,841 | 343,732 | ||||||
| Recordati Industria Chimica e Farmaceutica SpA |
4,008 | 232,302 | ||||||
| Reply SpA |
24,086 | 4,421,226 | ||||||
| Saipem SpA(1) |
4,017,317 | 9,858,162 | ||||||
| Snam SpA |
15,924,385 | 88,091,951 | ||||||
| Telecom Italia SpA |
266,325 | 107,472 | ||||||
| Telecom Italia SpA |
421,519 | 164,819 | ||||||
| Terna Rete Elettrica Nazionale SpA |
59,987 | 425,716 | ||||||
| UniCredit SpA |
1,431,591 | 18,945,226 | ||||||
|
|
|
|||||||
| Total Italy |
431,074,964 | |||||||
|
|
|
|||||||
| Japan – 20.37% |
||||||||
| ABC-Mart, Inc. |
52,600 | 2,954,697 | ||||||
| Acom Co. Ltd. |
18,100 | 66,140 | ||||||
| Advantest Corp. |
7,900 | 703,965 | ||||||
| Aeon Co. Ltd. |
26,200 | 688,798 | ||||||
| Aeon Delight Co. Ltd. |
39,300 | 1,248,727 | ||||||
| AGC, Inc. |
8,100 | 417,411 | ||||||
| Air Water, Inc. |
402,700 | 6,437,076 | ||||||
| Aisin Seiki Co. Ltd. |
6,400 | 231,916 | ||||||
| Ajinomoto Co., Inc. |
19,465 | 575,188 | ||||||
| Alfresa Holdings Corp. |
226,900 | 3,389,523 | ||||||
| ANA Holdings, Inc.(1) |
6,100 | 158,584 | ||||||
| Asahi Group Holdings Ltd. |
68,300 | 3,295,843 | ||||||
| Asahi Intecc Co. Ltd. |
8,100 | 221,848 | ||||||
| Asahi Kasei Corp. |
53,700 | 575,453 | ||||||
| Asics Corp. |
167,900 | 3,839,578 | ||||||
| Astellas Pharma, Inc. |
283,500 | 4,666,143 | ||||||
| Azbil Corp. |
5,100 | 219,583 | ||||||
| Bandai Namco Holdings, Inc. |
101,600 | 7,638,054 | ||||||
| Bridgestone Corp. |
743,500 | 35,175,883 | ||||||
| Brother Industries Ltd. |
9,700 | 213,451 | ||||||
| Calbee, Inc. |
49,500 | 1,204,646 | ||||||
| Canon, Inc. |
42,200 | 1,032,553 | ||||||
| Capcom Co. Ltd. |
7,000 | 194,503 | ||||||
| Casio Computer Co. Ltd. |
214,200 | 3,546,323 | ||||||
| Central Japan Railway Co. |
6,200 | 989,668 | ||||||
| Chiba Bank Ltd. |
21,600 | 139,972 | ||||||
| Chubu Electric Power Co., Inc. |
27,900 | 329,743 | ||||||
| Chugai Pharmaceutical Co. Ltd. |
26,400 | 966,079 | ||||||
| Concordia Financial Group Ltd. |
47,300 | 186,197 | ||||||
| Cosmos Pharmaceutical Corp. |
700 | 118,883 | ||||||
| CyberAgent, Inc. |
16,100 | 310,609 | ||||||
| Dai Nippon Printing Co. Ltd. |
9,200 | 221,653 | ||||||
| Daifuku Co. Ltd. |
42,500 | 3,985,897 | ||||||
| Dai-ichi Life Holdings, Inc. |
951,500 | 20,810,323 | ||||||
| Daiichi Sankyo Co. Ltd. |
71,000 | 1,887,263 | ||||||
| Daikin Industries Ltd. |
9,800 | 2,136,777 | ||||||
| Daito Trust Construction Co. Ltd. |
19,400 | 2,275,770 | ||||||
| Daiwa House Industry Co. Ltd. |
212,800 | 7,093,690 | ||||||
| Daiwa House REIT Investment Corp. |
93 | 273,109 | ||||||
| Daiwa Securities Group, Inc. |
364,500 | 2,124,577 | ||||||
| Denso Corp. |
1,207,820 | 78,867,454 | ||||||
| Dentsu Group, Inc. |
9,000 | 346,273 | ||||||
| Disco Corp. |
1,100 | 308,096 | ||||||
| East Japan Railway Co. |
94,800 | 6,699,817 | ||||||
| Eisai Co. Ltd. |
9,500 | 711,621 | ||||||
| ENEOS Holdings, Inc. |
131,050 | 532,372 | ||||||
| FANUC Corp. |
7,600 | 1,666,391 | ||||||
| Fast Retailing Co. Ltd. |
2,300 | 1,696,286 | ||||||
| Fuji Electric Co. Ltd. |
5,600 | 254,833 | ||||||
| Fuji Media Holdings, Inc. |
575,800 | 6,093,126 | ||||||
| Fuji Oil Holdings, Inc. |
81,200 | 1,904,344 | ||||||
| FUJIFILM Holdings Corp. |
1,519,200 | 131,182,562 | ||||||
| Fujitsu Ltd. |
8,400 | 1,517,970 | ||||||
| Fukuoka Financial Group, Inc. |
998,600 | 17,866,520 | ||||||
| GLP J-REIT |
172 | 283,125 | ||||||
| GMO Payment Gateway, Inc. |
1,700 | 214,645 | ||||||
| Hakuhodo DY Holdings, Inc. |
207,300 | 3,567,415 | ||||||
| Hamamatsu Photonics KK |
5,400 | 334,037 | ||||||
| Hankyu Hanshin Holdings, Inc. |
9,910 | 311,902 | ||||||
| Harmonic Drive Systems, Inc. |
1,600 | 76,732 | ||||||
| Hikari Tsushin, Inc. |
700 | 118,313 | ||||||
| Hino Motors Ltd. |
12,900 | 119,788 | ||||||
| Hirose Electric Co. Ltd. |
1,415 | 235,154 | ||||||
| Hisamitsu Pharmaceutical Co., Inc. |
2,300 | 86,991 | ||||||
| Hitachi Construction Machinery Co. Ltd. |
4,700 | 132,045 | ||||||
| Hitachi Ltd. |
1,314,300 | 77,754,919 | ||||||
| Hitachi Metals Ltd.(1) |
8,300 | 160,284 | ||||||
| Honda Motor Co. Ltd. |
5,849,999 | 179,851,274 | ||||||
| Hoshizaki Corp. |
17,900 | 1,628,076 | ||||||
| Hoya Corp. |
38,200 | 5,959,919 | ||||||
| Hulic Co. Ltd. |
12,100 | 134,752 | ||||||
| Ibiden Co. Ltd. |
4,000 | 220,021 | ||||||
| Idemitsu Kosan Co. Ltd. |
8,465 | 222,686 | ||||||
| Iida Group Holdings Co. Ltd. |
846,800 | 21,781,147 | ||||||
| Inpex Corp. |
43,800 | 341,042 | ||||||
| Isuzu Motors Ltd. |
3,494,800 | 45,468,116 | ||||||
| Ito En Ltd. |
2,100 | 139,303 | ||||||
| ITOCHU Corp. |
204,600 | 5,959,177 | ||||||
| Itochu Techno-Solutions Corp. |
4,000 | 129,898 | ||||||
| JAFCO Group Co. ltd |
65,100 | 4,155,368 | ||||||
| Japan Airlines Co. Ltd.(1) |
5,900 | 140,460 | ||||||
| Japan Exchange Group, Inc. |
80,900 | 2,006,320 | ||||||
| Japan Lifeline Co. Ltd. |
151,800 | 1,864,081 | ||||||
| Japan Metropolitan Fund Invest |
299 | 287,102 | ||||||
| Japan Post Bank Co. Ltd. |
17,100 | 146,675 | ||||||
| Japan Post Holdings Co. Ltd.(1) |
973,500 | 8,182,926 | ||||||
| Japan Post Insurance Co. Ltd. |
9,600 | 174,126 | ||||||
| Japan Real Estate Investment Corp. |
52 | 311,909 | ||||||
| Japan Tobacco, Inc. |
159,800 | 3,131,162 | ||||||
| JFE Holdings, Inc. |
21,500 | 322,420 | ||||||
| JSR Corp. |
8,300 | 298,352 | ||||||
| Kajima Corp. |
19,300 | 247,321 | ||||||
| Kakaku.com, Inc. |
757,156 | 24,450,870 | ||||||
| Kansai Electric Power Co., Inc. |
29,300 | 283,922 | ||||||
| Kansai Paint Co. Ltd. |
6,700 | 166,205 | ||||||
| Kao Corp. |
312,540 | 18,600,381 | ||||||
| KDDI Corp. |
403,900 | 13,297,647 | ||||||
| Keio Corp. |
4,100 | 219,295 | ||||||
| Keisei Electric Railway Co. Ltd. |
4,800 | 159,001 | ||||||
| Keyence Corp. |
175,562 | 104,787,888 |
| Kikkoman Corp. |
5,900 | 480,099 | ||||||
| Kintetsu Group Holdings Co. Ltd. |
6,700 | 225,316 | ||||||
| Kirin Holdings Co. Ltd. |
1,091,100 | 20,250,695 | ||||||
| Kobayashi Pharmaceutical Co. Ltd. |
2,200 | 174,422 | ||||||
| Kobe Bussan Co. Ltd. |
5,300 | 173,172 | ||||||
| Koei Tecmo Holdings Co. Ltd. |
2,100 | 99,681 | ||||||
| Koito Manufacturing Co. Ltd. |
63,800 | 3,836,498 | ||||||
| Komatsu Ltd. |
2,608,300 | 62,464,676 | ||||||
| Konami Holdings Corp. |
38,900 | 2,438,222 | ||||||
| Kose Corp. |
11,300 | 1,351,427 | ||||||
| Kubota Corp. |
43,000 | 915,153 | ||||||
| Kurita Water Industries Ltd. |
3,900 | 187,661 | ||||||
| Kyocera Corp. |
1,768,500 | 110,551,232 | ||||||
| Kyowa Kirin Co. Ltd. |
10,800 | 389,343 | ||||||
| Lasertec Corp. |
269,400 | 61,330,946 | ||||||
| Lawson, Inc. |
2,000 | 98,245 | ||||||
| Lion Corp. |
88,800 | 1,436,274 | ||||||
| Lixil Corp. |
350,600 | 10,161,578 | ||||||
| M3, Inc. |
17,400 | 1,240,069 | ||||||
| Mabuchi Motor Co. Ltd. |
31,500 | 1,092,431 | ||||||
| Maeda Corp.(5) |
481,900 | 3,866,178 | ||||||
| Makita Corp. |
45,800 | 2,518,205 | ||||||
| Mandom Corp. |
57,500 | 825,239 | ||||||
| Marubeni Corp. |
66,900 | 553,479 | ||||||
| Marui Group Co. Ltd. |
173,200 | 3,343,371 | ||||||
| Matsumotokiyoshi Holdings Co. Ltd. |
59,700 | 2,679,639 | ||||||
| Mazda Motor Corp.(1) |
25,300 | 218,944 | ||||||
| McDonald’s Holdings Co. Japan Ltd. |
3,150 | 148,612 | ||||||
| Medipal Holdings Corp. |
284,440 | 5,353,193 | ||||||
| Megmilk Snow Brand Co. Ltd. |
176,800 | 3,632,876 | ||||||
| MEIJI Holdings Co. Ltd. |
43,300 | 2,799,450 | ||||||
| Mercari, Inc.(1) |
4,200 | 232,084 | ||||||
| Minebea Mitsumi, Inc. |
14,500 | 369,283 | ||||||
| MISUMI Group, Inc. |
11,200 | 476,550 | ||||||
| Mitsubishi Chemical Holdings Corp. |
53,250 | 484,774 | ||||||
| Mitsubishi Corp. |
52,200 | 1,639,207 | ||||||
| Mitsubishi Electric Corp. |
7,495,500 | 104,169,423 | ||||||
| Mitsubishi Estate Co. Ltd. |
50,800 | 808,879 | ||||||
| Mitsubishi Gas Chemical Co., Inc. |
7,000 | 138,037 | ||||||
| Mitsubishi Heavy Industries Ltd. |
13,840 | 370,829 | ||||||
| Mitsubishi Logistics Corp. |
128,300 | 3,807,378 | ||||||
| Mitsubishi UFJ Financial Group, Inc. |
521,100 | 3,080,396 | ||||||
| Mitsubishi UFJ Lease & Finance Co. Ltd. |
27,400 | 143,272 | ||||||
| Mitsui & Co. Ltd. |
1,086,500 | 23,758,485 | ||||||
| Mitsui Chemicals, Inc. |
7,900 | 263,931 | ||||||
| Mitsui Fudosan Co. Ltd. |
38,600 | 916,939 | ||||||
| Miura Co. Ltd. |
3,500 | 139,911 | ||||||
| Mizuho Financial Group, Inc. |
102,190 | 1,445,699 | ||||||
| Monotaro Co. Ltd. |
10,200 | 228,584 | ||||||
| MS&AD Insurance Group Holdings, Inc. |
497,840 | 16,651,124 | ||||||
| Murata Manufacturing Co. Ltd. |
539,407 | 47,711,891 | ||||||
| Nabtesco Corp. |
4,700 | 177,706 | ||||||
| NEC Corp. |
198,900 | 10,778,592 | ||||||
| NET One Systems Co. Ltd. |
144,500 | 4,741,891 | ||||||
| Nexon Co. Ltd. |
80,100 | 1,285,649 | ||||||
| NGK Insulators Ltd. |
10,900 | 184,768 | ||||||
| NH Foods Ltd. |
111,800 | 4,222,057 | ||||||
| Nidec Corp. |
416,839 | 45,952,334 | ||||||
| Nihon M&A Center, Inc. |
12,100 | 355,309 | ||||||
| Nintendo Co. Ltd. |
9,600 | 4,587,675 | ||||||
| Nippon Building Fund, Inc. |
63 | 409,297 | ||||||
| Nippon Express Co. Ltd. |
3,400 | 234,159 | ||||||
| Nippon Paint Holdings Co. Ltd. |
27,400 | 298,391 | ||||||
| Nippon Prologis Real Estate Investment Trust, Inc. |
87 | 290,758 | ||||||
| Nippon Sanso Holdings Corp. |
6,400 | 160,391 | ||||||
| Nippon Shinyaku Co. Ltd. |
1,900 | 157,934 | ||||||
| Nippon Steel Corp. |
239,800 | 4,313,038 | ||||||
| Nippon Suisan Kaisha Ltd. |
358,800 | 2,084,922 | ||||||
| Nippon Telegraph & Telephone Corp. |
5,409,100 | 149,881,661 | ||||||
| Nippon Television Holdings, Inc. |
557,400 | 6,294,287 | ||||||
| Nippon Yusen KK |
6,800 | 509,513 | ||||||
| Nissan Chemical Corp. |
122,100 | 7,141,173 | ||||||
| Nissan Motor Co. Ltd.(1) |
99,200 | 495,749 | ||||||
| Nisshin Seifun Group, Inc. |
8,100 | 134,223 | ||||||
| Nisshinbo Holdings, Inc. |
186,400 | 1,404,851 | ||||||
| Nissin Foods Holdings Co. Ltd. |
2,600 | 208,636 | ||||||
| Nitori Holdings Co. Ltd. |
3,200 | 630,630 | ||||||
| Nitto Denko Corp. |
30,400 | 2,164,072 | ||||||
| Nomura Co. Ltd. |
205,900 | 1,852,138 | ||||||
| Nomura Holdings, Inc. |
1,775,500 | 8,753,047 | ||||||
| Nomura Real Estate Holdings, Inc. |
5,100 | 132,592 | ||||||
| Nomura Real Estate Master Fund, Inc. |
176 | 253,312 | ||||||
| Nomura Research Institute Ltd. |
55,414 | 2,036,836 | ||||||
| NS Solutions Corp. |
107,100 | 3,633,739 | ||||||
| NSK Ltd. |
268,500 | 1,819,436 | ||||||
| NTT Data Corp. |
717,000 | 13,862,649 | ||||||
| Obayashi Corp. |
1,372,800 | 11,315,674 | ||||||
| Obic Co. Ltd. |
2,800 | 532,442 | ||||||
| Odakyu Electric Railway Co. Ltd. |
11,900 | 275,426 | ||||||
| Oji Holdings Corp. |
1,355,400 | 6,829,488 | ||||||
| Olympus Corp. |
2,228,970 | 48,787,668 |
| Omron Corp. |
36,300 | 3,591,979 | ||||||
| Ono Pharmaceutical Co. Ltd. |
14,700 | 335,215 | ||||||
| Onward Holdings Co. Ltd. |
341,400 | 1,104,589 | ||||||
| Oracle Corp. |
7,900 | 693,985 | ||||||
| Oriental Land Co. Ltd. |
7,800 | 1,261,851 | ||||||
| ORIX Corp. |
51,500 | 963,644 | ||||||
| Orix JREIT, Inc. |
108 | 187,960 | ||||||
| Osaka Gas Co. Ltd. |
16,000 | 292,369 | ||||||
| Otsuka Corp. |
41,200 | 2,118,620 | ||||||
| Otsuka Holdings Co. Ltd. |
92,400 | 3,951,273 | ||||||
| Pan Pacific International Holdings Corp. |
16,000 | 330,133 | ||||||
| Panasonic Corp. |
3,768,000 | 46,705,869 | ||||||
| Penta-Ocean Construction Co. Ltd. |
783,300 | 5,317,436 | ||||||
| PeptiDream, Inc.(1) |
3,500 | 114,255 | ||||||
| Persol Holdings Co. Ltd. |
118,000 | 2,941,631 | ||||||
| Pigeon Corp. |
452,551 | 10,520,810 | ||||||
| Pola Orbis Holdings, Inc. |
3,500 | 80,562 | ||||||
| Rakuten, Inc. |
35,100 | 341,901 | ||||||
| Recruit Holdings Co. Ltd. |
618,674 | 37,816,978 | ||||||
| Renesas Electronics Corp.(1) |
502,300 | 6,181,988 | ||||||
| Resona Holdings, Inc. |
8,100,500 | 32,402,123 | ||||||
| Ricoh Co. Ltd. |
26,900 | 275,248 | ||||||
| Rinnai Corp. |
27,000 | 2,964,363 | ||||||
| Rohm Co. Ltd. |
94,100 | 8,873,878 | ||||||
| Rohto Pharmaceutical Co. Ltd. |
41,500 | 1,272,800 | ||||||
| Ryohin Keikaku Co. Ltd. |
9,700 | 215,758 | ||||||
| Santen Pharmaceutical Co. Ltd. |
15,900 | 223,619 | ||||||
| Sawai Group Holdings Co. Ltd. |
32,100 | 1,493,442 | ||||||
| SBI Holdings, Inc. |
10,525 | 257,783 | ||||||
| SCSK Corp. |
378,300 | 8,001,347 | ||||||
| Secom Co. Ltd. |
65,700 | 4,751,951 | ||||||
| Sega Sammy Holdings, Inc. |
428,500 | 6,069,845 | ||||||
| Seiko Epson Corp. |
11,800 | 238,242 | ||||||
| Sekisui Chemical Co. Ltd. |
172,900 | 2,970,800 | ||||||
| Sekisui House Ltd. |
26,200 | 548,653 | ||||||
| Senko Group Holdings Co. Ltd. |
195,500 | 1,789,207 | ||||||
| Seven & i Holdings Co. Ltd. |
232,500 | 10,584,434 | ||||||
| SG Holdings Co. Ltd. |
12,300 | 347,980 | ||||||
| Sharp Corp. |
8,305 | 104,692 | ||||||
| Shimadzu Corp. |
43,700 | 1,919,136 | ||||||
| Shimano, Inc. |
145,898 | 42,629,529 | ||||||
| Shimizu Corp. |
24,000 | 179,648 | ||||||
| Shin-Etsu Chemical Co. Ltd. |
40,995 | 6,918,683 | ||||||
| Shionogi & Co. Ltd. |
11,400 | 780,095 | ||||||
| Ship Healthcare Holdings, Inc. |
88,600 | 2,282,099 | ||||||
| Shiseido Co. Ltd. |
546,773 | 36,748,325 | ||||||
| Shizuoka Bank Ltd. |
19,400 | 159,394 | ||||||
| SMC Corp. |
75,573 | 47,150,786 | ||||||
| SoftBank Corp. |
121,700 | 1,650,836 | ||||||
| SoftBank Group Corp. |
434,155 | 25,087,771 | ||||||
| Sohgo Security Services Co. Ltd. |
72,900 | 3,277,363 | ||||||
| Sompo Holdings, Inc. |
244,300 | 10,598,962 | ||||||
| Sony Corp. |
1,135,200 | 126,028,488 | ||||||
| Square Enix Holdings Co. Ltd. |
3,300 | 176,371 | ||||||
| Stanley Electric Co. Ltd. |
5,700 | 143,972 | ||||||
| Subaru Corp. |
26,180 | 483,799 | ||||||
| Sugi Holdings Co. Ltd. |
190,727 | 13,905,168 | ||||||
| Sumco Corp. |
11,000 | 219,456 | ||||||
| Sumitomo Bakelite Co. Ltd. |
59,200 | 2,734,655 | ||||||
| Sumitomo Chemical Co. Ltd. |
60,500 | 314,010 | ||||||
| Sumitomo Corp. |
47,100 | 663,494 | ||||||
| Sumitomo Dainippon Pharma Co. Ltd. |
7,800 | 139,418 | ||||||
| Sumitomo Electric Industries Ltd. |
186,600 | 2,481,346 | ||||||
| Sumitomo Metal Mining Co. Ltd. |
69,600 | 2,516,777 | ||||||
| Sumitomo Mitsui Financial Group, Inc. |
949,600 | 33,406,327 | ||||||
| Sumitomo Mitsui Trust Holdings, Inc. |
261,200 | 8,995,738 | ||||||
| Sumitomo Realty & Development Co. Ltd. |
12,900 | 471,510 | ||||||
| Sundrug Co. Ltd. |
81,900 | 2,498,280 | ||||||
| Suntory Beverage & Food Ltd. |
83,900 | 3,478,104 | ||||||
| Suzuki Motor Corp. |
801,643 | 35,816,652 | ||||||
| Sysmex Corp. |
437,944 | 54,396,395 | ||||||
| T&D Holdings, Inc. |
1,079,800 | 14,812,582 | ||||||
| Taiheiyo Cement Corp. |
460,600 | 9,516,288 | ||||||
| Taisei Corp. |
8,200 | 262,743 | ||||||
| Taisho Pharmaceutical Holdings Co. Ltd. |
1,760 | 102,588 | ||||||
| Takeda Pharmaceutical Co. Ltd. |
3,663,300 | 120,825,816 | ||||||
| TDK Corp. |
157,800 | 5,690,700 | ||||||
| TechnoPro Holdings, Inc. |
61,900 | 1,861,548 | ||||||
| Terumo Corp. |
25,400 | 1,199,347 | ||||||
| THK Co. Ltd. |
4,400 | 96,553 | ||||||
| TIS, Inc. |
8,700 | 237,459 | ||||||
| Tobu Railway Co. Ltd. |
7,430 | 200,059 | ||||||
| Toho Co. Ltd. |
101,900 | 4,800,645 | ||||||
| Toho Gas Co. Ltd. |
3,200 | 139,181 | ||||||
| Tohoku Electric Power Co., Inc. |
18,200 | 133,791 | ||||||
| Tokio Marine Holdings, Inc. |
2,219,000 | 118,949,511 | ||||||
| Tokyo Century Corp. |
1,600 | 90,079 | ||||||
| Tokyo Electric Power Co. Holdings, Inc.(1) |
61,300 | 174,539 | ||||||
| Tokyo Electron Ltd. |
5,900 | 2,606,495 | ||||||
| Tokyo Gas Co. Ltd. |
16,200 | 301,438 | ||||||
| Tokyo Ohka Kogyo Co. Ltd. |
58,300 | 3,560,479 |
| Tokyu Corp. |
19,600 | 290,932 | ||||||
| Toppan Printing Co. Ltd. |
11,600 | 196,682 | ||||||
| Toray Industries, Inc. |
57,900 | 367,908 | ||||||
| Toshiba Corp. |
16,400 | 690,293 | ||||||
| Tosoh Corp. |
11,500 | 208,400 | ||||||
| TOTO Ltd. |
5,700 | 271,415 | ||||||
| Toyo Seikan Group Holdings Ltd. |
411,900 | 4,817,427 | ||||||
| Toyo Suisan Kaisha Ltd. |
207,750 | 9,199,121 | ||||||
| Toyota Industries Corp. |
52,500 | 4,319,694 | ||||||
| Toyota Motor Corp. |
2,097,970 | 37,380,342 | ||||||
| Toyota Tsusho Corp. |
9,135 | 383,610 | ||||||
| Trend Micro, Inc. |
5,600 | 311,853 | ||||||
| Tsumura & Co. |
193,300 | 6,176,451 | ||||||
| Tsuruha Holdings, Inc. |
1,500 | 184,983 | ||||||
| Unicharm Corp. |
15,800 | 700,130 | ||||||
| United Urban Investment Corp. |
123 | 166,243 | ||||||
| USS Co. Ltd. |
145,800 | 2,481,857 | ||||||
| Welcia Holdings Co. Ltd. |
3,600 | 129,754 | ||||||
| West Japan Railway Co. |
8,900 | 447,377 | ||||||
| Yakult Honsha Co. Ltd. |
92,300 | 4,672,323 | ||||||
| Yamada Holdings Co. Ltd. |
27,440 | 115,236 | ||||||
| Yamaha Corp. |
5,400 | 339,671 | ||||||
| Yamaha Motor Co. Ltd. |
12,700 | 353,566 | ||||||
| Yamato Holdings Co. Ltd. |
11,300 | 286,007 | ||||||
| Yaskawa Electric Corp. |
9,400 | 451,374 | ||||||
| Yokogawa Electric Corp. |
10,300 | 179,648 | ||||||
| Z Holdings Corp. |
4,729,700 | 30,270,368 | ||||||
| ZOZO, Inc. |
70,200 | 2,630,044 | ||||||
|
|
|
|||||||
| Total Japan |
|
2,831,591,418 | ||||||
|
|
|
|||||||
| Jordan – 0.00%(2) |
||||||||
| Hikma Pharmaceuticals Plc |
7,002 | 230,338 | ||||||
|
|
|
|||||||
| Total Jordan |
|
230,338 | ||||||
|
|
|
|||||||
| Luxembourg – 0.57% |
||||||||
| ArcelorMittal SA |
1,567,802 | 47,994,548 | ||||||
| Aroundtown SA |
39,373 | 271,237 | ||||||
| Eurofins Scientific SE |
161,726 | 20,721,338 | ||||||
| L’Occitane International SA |
674,250 | 2,248,511 | ||||||
| Stabilus SA |
112,986 | 7,889,447 | ||||||
| Tenaris SA |
18,546 | 195,087 | ||||||
|
|
|
|||||||
| Total Luxembourg |
|
79,320,168 | ||||||
|
|
|
|||||||
| Macau – 0.00%(2) |
||||||||
| Sands China Ltd.(1) |
102,400 | 209,562 | ||||||
| Wynn Macau Ltd.(1) |
62,000 | 52,173 | ||||||
|
|
|
|||||||
| Total Macau |
|
261,735 | ||||||
|
|
|
|||||||
| Malaysia – 0.01% |
||||||||
| Sime Darby Bhd |
2,170,400 | 1,176,832 | ||||||
|
|
|
|||||||
| Total Malaysia |
|
1,176,832 | ||||||
|
|
|
|||||||
| Mexico – 0.10% |
||||||||
| Grupo Aeroportuario del Pacifico SAB de CV - Class B(1) |
104,989 | 1,220,713 | ||||||
| Wal-Mart de Mexico SAB de CV |
3,770,492 | 12,777,459 | ||||||
|
|
|
|||||||
| Total Mexico |
|
13,998,172 | ||||||
|
|
|
|||||||
| Netherlands – 4.66% |
||||||||
| ABN AMRO Bank NV(1)(3) |
17,730 | 255,797 | ||||||
| Adyen NV(1)(3) |
18,850 | 52,692,609 | ||||||
| Aegon NV |
75,098 | 387,645 | ||||||
| Akzo Nobel NV |
7,500 | 819,485 | ||||||
| Argenx SE(1) |
1,878 | 567,500 | ||||||
| ASM International NV |
1,852 | 725,277 | ||||||
| ASML Holding NV |
163,180 | 121,904,998 | ||||||
| ASML Holding NV - Class REG |
106,000 | 78,981,660 | ||||||
| Boskalis Westminster |
188,358 | 5,733,861 | ||||||
| EXOR NV |
4,574 | 383,838 | ||||||
| Heineken Holding NV |
4,562 | 397,240 | ||||||
| Heineken NV |
176,071 | 18,377,384 | ||||||
| IMCD NV |
179,253 | 34,305,451 | ||||||
| ING Groep NV |
3,260,751 | 47,406,467 | ||||||
| JDE Peet’s NV |
3,324 | 99,304 | ||||||
| Just Eat Takeaway(1)(3) |
102,102 | 7,459,983 | ||||||
| Koninklijke Ahold Delhaize NV |
444,956 | 14,816,206 | ||||||
| Koninklijke DSM NV |
6,914 | 1,382,635 | ||||||
| Koninklijke KPN NV |
6,293,027 | 19,802,651 | ||||||
| Koninklijke Philips NV |
293,288 | 13,029,883 | ||||||
| Koninklijke Vopak NV |
2,786 | 109,775 | ||||||
| NN Group NV |
11,452 | 599,882 | ||||||
| Prosus NV(1) |
223,066 | 17,854,439 | ||||||
| QIAGEN NV(1) |
8,875 | 460,457 | ||||||
| Randstad NV |
47,053 | 3,167,941 | ||||||
| Royal Dutch Shell Plc - Class A |
174,668 | 3,884,472 | ||||||
| Royal Dutch Shell Plc - Class A |
3,314,099 | 74,055,795 | ||||||
| Royal Dutch Shell Plc - Class B |
5,619,092 | 124,500,076 | ||||||
| Stellantis NV |
22,719 | 432,985 | ||||||
| Stellantis NV |
57,441 | 1,093,167 | ||||||
| Universal Music Group NV(1) |
30,833 | 825,562 | ||||||
| Wolters Kluwer NV |
10,560 | 1,119,323 | ||||||
|
|
|
|||||||
| Total Netherlands |
|
647,633,748 | ||||||
|
|
|
|||||||
| New Zealand – 0.31% |
||||||||
| a2 Milk Co. Ltd.(1) |
30,498 | 135,043 | ||||||
| Auckland International Airport Ltd.(1) |
51,321 | 275,869 | ||||||
| Fisher & Paykel Healthcare Corp. Ltd. |
23,002 | 505,945 | ||||||
| Fletcher Building Ltd. |
736,567 | 3,649,039 | ||||||
| Mercury NZ Ltd. |
30,315 | 135,581 | ||||||
| Meridian Energy Ltd. |
56,661 | 191,615 | ||||||
| Ryman Healthcare Ltd. |
17,612 | 183,264 | ||||||
| Spark New Zealand Ltd. |
80,055 | 263,371 | ||||||
| Xero Ltd.(1) |
390,099 | 38,279,845 | ||||||
|
|
|
|||||||
| Total New Zealand |
|
43,619,572 | ||||||
|
|
|
|||||||
| Norway – 0.31% |
||||||||
| Adevinta ASA - Class B(1) |
11,023 | 188,895 | ||||||
| DNB Bank ASA |
391,557 | 8,901,927 | ||||||
| Equinor ASA |
1,000,341 | 25,439,485 | ||||||
| Gjensidige Forsikring ASA |
8,821 | 195,369 | ||||||
| Mowi ASA |
18,074 | 458,584 | ||||||
| Norsk Hydro ASA |
56,526 | 421,910 | ||||||
| Orkla ASA |
33,214 | 304,845 | ||||||
| Schibsted ASA - Class A |
99,833 | 4,738,847 | ||||||
| Schibsted ASA - Class B |
45,445 | 1,932,845 | ||||||
| Telenor ASA |
29,928 | 503,748 | ||||||
| Yara International ASA |
7,323 | 362,754 | ||||||
|
|
|
|||||||
| Total Norway |
|
43,449,209 | ||||||
|
|
|
|||||||
| Peru – 0.02% |
||||||||
| Southern Copper Corp. |
53,605 | 3,009,385 | ||||||
|
|
|
|||||||
| Total Peru |
|
3,009,385 | ||||||
|
|
|
|||||||
| Poland – 0.00%(2) |
||||||||
| InPost SA(1) |
7,796 | 129,362 | ||||||
|
|
|
|||||||
| Total Poland |
|
129,362 | ||||||
|
|
|
|||||||
| Portugal – 0.20% |
||||||||
| EDP - Energias de Portugal SA |
119,263 | 626,503 | ||||||
| Galp Energia SGPS SA |
21,493 | 244,117 | ||||||
| Jeronimo Martins SGPS SA |
1,367,669 | 27,264,759 | ||||||
|
|
|
|||||||
| Total Portugal |
|
28,135,379 | ||||||
|
|
|
|||||||
| Russia – 0.03% |
||||||||
| Severstal PAO - GDR |
123,053 | 2,591,496 | ||||||
| X5 Retail Group NV - GDR |
43,234 | 1,396,385 | ||||||
|
|
|
|||||||
| Total Russia |
|
3,987,881 | ||||||
|
|
|
|||||||
| Singapore – 1.89% |
||||||||
| Ascendas Real Estate Investment Trust |
129,176 | 284,726 | ||||||
| BOC Aviation Ltd.(3) |
128,400 | 1,071,371 | ||||||
| CapitaLand Integrated Commercial Trust |
205,915 | 306,619 | ||||||
| Capitaland Investment Ltd.(1) |
110,700 | 277,198 | ||||||
| City Developments Ltd. |
15,300 | 77,434 | ||||||
| DBS Group Holdings Ltd. |
1,509,575 | 33,450,101 | ||||||
| Genting Singapore Ltd. |
1,105,200 | 582,717 | ||||||
| Keppel Corp. Ltd. |
63,700 | 243,254 | ||||||
| Mapletree Commercial Trust |
81,600 | 123,663 | ||||||
| Mapletree Logistics Trust |
122,219 | 182,709 | ||||||
| Oversea-Chinese Banking Corp. Ltd. |
144,300 | 1,215,112 | ||||||
| Sea Ltd. - ADR(1) |
9,705 | 3,093,275 | ||||||
| Singapore Airlines Ltd.(1) |
53,300 | 196,283 | ||||||
| Singapore Exchange Ltd. |
30,600 | 224,019 | ||||||
| Singapore Technologies Engineering Ltd. |
63,900 | 178,373 | ||||||
| Singapore Telecommunications Ltd. |
21,719,800 | 39,101,447 | ||||||
| United Overseas Bank Ltd. |
8,082,834 | 152,907,670 | ||||||
| UOL Group Ltd. |
19,800 | 99,566 | ||||||
| Venture Corp. Ltd. |
11,200 | 147,209 | ||||||
| Wilmar International Ltd. |
9,445,400 | 29,180,616 | ||||||
|
|
|
|||||||
| Total Singapore |
|
262,943,362 | ||||||
|
|
|
|||||||
| South Africa – 0.33% |
||||||||
| African Rainbow Minerals Ltd. |
88,264 | 1,126,593 | ||||||
| Anglo American Platinum Ltd. |
12,267 | 1,062,585 | ||||||
| Bid Corp. Ltd.(1) |
97,836 | 2,101,977 | ||||||
| Capitec Bank Holdings Ltd. |
12,957 | 1,565,208 | ||||||
| Clicks Group Ltd. |
108,702 | 2,004,585 | ||||||
| Naspers Ltd. - Class N |
223,287 | 36,904,824 | ||||||
| Pepkor Holdings Ltd.(1)(3) |
951,066 | 1,362,338 | ||||||
|
|
|
|||||||
| Total South Africa |
|
46,128,110 | ||||||
|
|
|
|||||||
| South Korea – 0.89% |
||||||||
| Amorepacific Group |
15,320 | 629,306 | ||||||
| Coupang, Inc. - Class A(1) |
368,318 | 10,257,656 | ||||||
| Hana Financial Group, Inc. |
74,875 | 2,910,528 | ||||||
| Hankook Tire & Technology Co. Ltd. |
28,123 | 1,019,158 | ||||||
| Hyundai Motor Co. |
8,416 | 1,400,974 | ||||||
| LG Corp. |
23,170 | 1,803,785 | ||||||
| LX Holdings Corp.(1) |
13,003 | 103,489 | ||||||
| NAVER Corp. |
81,009 | 26,284,745 | ||||||
| POSCO |
179,459 | 49,415,595 | ||||||
| Samsung Electronics Co. Ltd. |
144,870 | 8,981,158 | ||||||
| Shinhan Financial Group Ltd. |
470,092 | 15,879,513 | ||||||
| SK Hynix, Inc. |
51,133 | 4,377,309 | ||||||
|
|
|
|||||||
| Total South Korea |
|
123,063,216 | ||||||
|
|
|
|||||||
| Spain – 2.31% |
||||||||
| Acerinox SA |
488,739 | 6,264,211 | ||||||
| ACS Actividades de Construccion y Servicios SA |
10,839 | 293,614 | ||||||
| Aena SME SA(1)(3) |
3,076 | 531,969 | ||||||
| Amadeus IT Group SA(1) |
663,401 | 43,633,102 | ||||||
| Banco Bilbao Vizcaya Argentaria SA |
282,605 | 1,865,366 | ||||||
| Banco Santander SA |
30,456,180 | 110,323,448 | ||||||
| CaixaBank SA |
12,710,213 | 39,414,712 | ||||||
| Cellnex Telecom SA(3) |
20,111 | 1,240,512 | ||||||
| EDP Renovaveis SA |
11,543 | 286,403 | ||||||
| Enagas SA |
8,839 | 196,439 | ||||||
| Endesa SA |
14,046 | 283,273 | ||||||
| Ferrovial SA |
100,966 | 2,947,065 | ||||||
| Fluidra SA |
349,645 | 13,860,878 | ||||||
| Gestamp Automocion SA(1)(3) |
978,492 | 3,795,869 | ||||||
| Grifols SA |
11,586 | 282,907 | ||||||
| Iberdrola SA |
252,550 | 2,540,763 | ||||||
| Industria de Diseno Textil SA |
1,078,308 | 39,677,147 | ||||||
| Mediaset Espana Comunicacion SA(1) |
166,064 | 944,104 | ||||||
| Naturgy Energy Group SA |
1,062,758 | 26,750,622 | ||||||
| Red Electrica Corp. SA |
804,307 | 16,136,234 | ||||||
| Repsol SA |
61,499 | 802,780 | ||||||
| Siemens Gamesa Renewable Energy SA(1) |
9,285 | 235,997 | ||||||
| Telefonica SA |
218,024 | 1,023,094 | ||||||
| Viscofan SA |
113,794 | 7,454,041 | ||||||
|
|
|
|||||||
| Total Spain |
|
320,784,550 | ||||||
|
|
|
|||||||
| Sweden – 3.47% |
||||||||
| Alfa Laval AB |
12,544 | 467,873 | ||||||
| Assa Abloy AB - Class B |
866,339 | 25,129,557 | ||||||
| Atlas Copco AB - Class A |
1,724,021 | 104,106,135 | ||||||
| Atlas Copco AB - Class B |
15,653 | 795,589 | ||||||
| Boliden AB |
11,591 | 371,149 | ||||||
| Electrolux AB - Class B |
8,790 | 203,082 | ||||||
| Embracer Group AB - Class B(1) |
18,508 | 177,348 | ||||||
| Epiroc AB - Class A |
1,329,527 | 27,563,644 | ||||||
| Epiroc AB - Class B |
15,347 | 271,823 | ||||||
| EQT AB |
11,680 | 484,997 | ||||||
| Essity AB - Class B |
23,855 | 739,838 | ||||||
| Evolution Gaming Group AB(3) |
270,603 | 40,979,943 | ||||||
| Fastighets AB Balder - Class B(1) |
4,200 | 252,406 | ||||||
| Getinge AB - Class B |
193,550 | 7,716,445 | ||||||
| Hennes & Mauritz AB - Class B(1) |
28,363 | 574,113 | ||||||
| Hexagon AB - Class B |
77,765 | 1,202,869 | ||||||
| Husqvarna AB - Class B |
17,099 | 204,265 | ||||||
| ICA Gruppen AB |
4,120 | 189,024 | ||||||
| Industrivarden AB - Class A |
4,652 | 148,616 | ||||||
| Industrivarden AB - Class C |
6,779 | 209,442 | ||||||
| Investment AB Latour - Class B |
5,672 | 175,518 | ||||||
| Investor AB - Class B |
1,505,001 | 32,364,110 | ||||||
| Kinnevik AB - Class B(1) |
9,481 | 333,297 | ||||||
| L E Lundbergforetagen AB - Class B |
3,253 | 178,519 | ||||||
| Lundin Energy AB |
8,005 | 297,155 | ||||||
| Modern Times Group MTG AB - Class B(1) |
218,629 | 2,647,115 | ||||||
| Nibe Industrier AB - Class B |
5,285,215 | 66,418,032 | ||||||
| Nordic Entertainment Group AB - Class B(1) |
160,239 | 8,652,399 | ||||||
| Sandvik AB |
612,356 | 13,990,074 | ||||||
| Securitas AB - Class B |
13,280 | 210,191 | ||||||
| Sinch AB(1)(3) |
19,493 | 378,008 | ||||||
| Skandinaviska Enskilda Banken AB - Class A |
68,599 | 966,789 | ||||||
| Skanska AB - Class B |
14,413 | 361,588 | ||||||
| SKF AB - Class B |
16,175 | 381,426 | ||||||
| Spotify Technology SA(1) |
141,807 | 31,954,789 | ||||||
| Svenska Cellulosa AB SCA - Class B |
24,035 | 372,496 | ||||||
| Svenska Handelsbanken AB - Class A |
1,218,223 | 13,643,375 | ||||||
| Swedbank AB |
37,986 | 765,976 | ||||||
| Swedish Match AB |
1,003,317 | 8,785,786 | ||||||
| Tele2 AB - Class B |
21,698 | 321,276 | ||||||
| Telefonaktiebolaget LM Ericsson - Class B |
115,213 | 1,300,401 | ||||||
| Telia Co. AB |
20,645,569 | 84,930,337 | ||||||
| Volvo AB - Class A |
7,778 | 175,742 | ||||||
| Volvo AB - Class B |
56,431 | 1,259,906 | ||||||
|
|
|
|||||||
| Total Sweden |
|
482,652,463 | ||||||
|
|
|
|||||||
| Switzerland – 5.48% |
||||||||
| ABB Ltd. |
496,884 | 16,621,676 | ||||||
| Adecco Group AG |
262,083 | 13,131,861 | ||||||
| Alcon, Inc. |
733,006 | 59,352,045 | ||||||
| Baloise Holding AG |
1,992 | 302,166 | ||||||
| Banque Cantonale Vaudoise |
1,404 | 106,750 | ||||||
| Barry Callebaut AG |
144 | 326,601 | ||||||
| Chocoladefabriken Lindt & Spruengli AG |
44 | 491,958 | ||||||
| Chocoladefabriken Lindt & Spruengli AG - REG |
5 | 589,624 | ||||||
| Cie Financiere Richemont SA |
235,984 | 2,433,435 | ||||||
| Cie Financiere Richemont SA |
559,255 | 57,984,745 | ||||||
| Clariant AG(1) |
8,546 | 160,411 | ||||||
| Coca-Cola HBC AG(1) |
8,609 | 277,418 | ||||||
| Credit Suisse Group AG - Class A |
1,585,709 | 15,660,879 | ||||||
| EMS-Chemie Holding AG |
294 | 277,778 | ||||||
| Geberit AG |
33,113 | 24,311,643 | ||||||
| Givaudan SA |
364 | 1,659,510 | ||||||
| Glencore Plc |
5,165,693 | 24,299,968 | ||||||
| Helvetia Holding AG |
19,548 | 2,120,603 | ||||||
| Julius Baer Group Ltd. |
172,405 | 11,454,539 | ||||||
| Kuehne & Nagel International AG |
2,166 | 739,475 | ||||||
| LafargeHolcim Ltd.(1) |
240,966 | 11,610,949 | ||||||
| Logitech International SA |
90,351 | 8,038,267 | ||||||
| Lonza Group AG |
79,540 | 59,663,734 | ||||||
| Nestle SA |
525,022 | 63,259,937 | ||||||
| Novartis AG |
1,591,830 | 130,528,808 | ||||||
| Partners Group Holding AG |
896 | 1,398,333 | ||||||
| Roche Holding AG |
1,263 | 518,365 | ||||||
| Roche Holding AG |
343,455 | 125,350,762 | ||||||
| Schindler Holding AG |
831 | 214,087 | ||||||
| Schindler Holding AG |
1,625 | 436,263 | ||||||
| SGS SA |
251 | 730,620 | ||||||
| Sika AG |
197,197 | 62,348,412 | ||||||
| Sonova Holding AG |
32,710 | 12,361,379 | ||||||
| STMicroelectronics NV |
26,957 | 1,176,990 | ||||||
| Straumann Holding AG |
415 | 744,287 | ||||||
| Swatch Group AG - BR |
1,217 | 317,493 | ||||||
| Swatch Group AG - REG |
2,287 | 117,676 | ||||||
| Swiss Life Holding AG |
1,375 | 692,818 | ||||||
| Swiss Prime Site AG |
3,194 | 311,993 | ||||||
| Swiss Re AG |
12,959 | 1,106,053 | ||||||
| Swisscom AG |
1,082 | 622,670 | ||||||
| Temenos AG |
2,636 | 357,670 | ||||||
| UBS Group AG |
2,775,998 | 44,309,414 | ||||||
| Vifor Pharma AG |
1,925 | 249,513 | ||||||
| Zurich Insurance Group AG |
6,377 | 2,607,685 | ||||||
|
|
|
|||||||
| Total Switzerland |
|
761,377,263 | ||||||
|
|
|
|||||||
| Taiwan – 2.58% |
||||||||
| Advantech Co. Ltd. |
216,000 | 2,814,921 | ||||||
| Catcher Technology Co. Ltd. |
1,167,000 | 6,975,996 | ||||||
| Chailease Holding Co. Ltd. |
331,050 | 2,907,313 | ||||||
| Chroma ATE, Inc. |
375,000 | 2,348,482 | ||||||
| Delta Electronics, Inc. |
274,000 | 2,455,088 | ||||||
| Giant Manufacturing Co. Ltd. |
251,000 | 2,845,840 | ||||||
| Hon Hai Precision Industry Co. Ltd. |
11,001,400 | 41,063,964 | ||||||
| King Slide Works Co. Ltd. |
39,000 | 541,747 | ||||||
| MediaTek, Inc. |
93,000 | 2,993,437 | ||||||
| Taiwan Semiconductor Manufacturing Co. Ltd. |
5,635,860 | 116,561,349 | ||||||
| Taiwan Semiconductor Manufacturing Co. Ltd. - ADR |
1,562,260 | 174,426,329 | ||||||
| Teco Electric & Machinery Co. Ltd. |
625,000 | 697,060 | ||||||
| Uni-President Enterprises Corp. |
518,000 | 1,265,549 | ||||||
|
|
|
|||||||
| Total Taiwan |
|
357,897,075 | ||||||
|
|
|
|||||||
| Thailand – 0.09% |
||||||||
| Kasikornbank PCL |
367,400 | 1,429,101 | ||||||
| Thai Beverage PCL |
23,472,577 | 11,273,233 | ||||||
|
|
|
|||||||
| Total Thailand |
|
12,702,334 | ||||||
|
|
|
|||||||
| United Kingdom – 15.69% |
||||||||
| 3i Group Plc |
1,241,880 | 21,331,449 | ||||||
| Admiral Group Plc |
284,430 | 11,884,475 | ||||||
| Anglo American Plc |
54,884 | 1,923,610 | ||||||
| Ashtead Group Plc |
17,716 | 1,339,213 | ||||||
| ASOS Plc(1) |
280,910 | 11,318,040 | ||||||
| Associated British Foods Plc |
13,992 | 348,299 | ||||||
| AstraZeneca Plc |
61,147 | 7,369,298 | ||||||
| Auto Trader Group Plc(3) |
5,580,586 | 44,009,640 | ||||||
| AVEVA Group Plc |
4,610 | 222,807 | ||||||
| Aviva Plc |
3,835,377 | 20,327,019 | ||||||
| BAE Systems Plc |
1,416,542 | 10,728,968 | ||||||
| Barclays Plc |
22,576,188 | 57,365,629 | ||||||
| Barratt Developments Plc |
384,126 | 3,395,592 | ||||||
| Berkeley Group Holdings Plc |
4,760 | 277,964 | ||||||
| BP Plc |
31,803,857 | 144,861,945 | ||||||
| British American Tobacco Plc |
147,708 | 5,163,064 | ||||||
| British Land Co. Plc |
38,310 | 254,211 | ||||||
| BT Group Plc - Class A(1) |
375,870 | 805,794 | ||||||
| Bunzl Plc |
460,493 | 15,193,737 | ||||||
| Burberry Group Plc |
730,085 | 17,767,822 | ||||||
| Capita Plc(1) |
8,784,604 | 5,984,235 | ||||||
| Close Brothers Group Plc |
145,939 | 3,031,183 | ||||||
| CNH Industrial NV |
1,405,071 | 23,617,924 | ||||||
| Coca-Cola European Partners Plc |
127,138 | 7,029,460 | ||||||
| Compass Group Plc(1) |
1,163,811 | 23,801,299 | ||||||
| ConvaTec Group Plc(3) |
4,330,993 | 12,604,852 | ||||||
| Croda International Plc |
5,454 | 624,904 | ||||||
| Daily Mail & General Trust Plc |
182,428 | 2,635,013 | ||||||
| Devro Plc |
808,267 | 2,325,141 | ||||||
| Diageo Plc |
501,594 | 24,284,677 | ||||||
| Direct Line Insurance Group Plc |
58,612 | 228,708 | ||||||
| DS Smith Plc |
2,096,115 | 11,576,226 | ||||||
| easyJet Plc(1) |
884,931 | 7,812,915 | ||||||
| Entain Plc(1) |
1,010,992 | 28,875,561 | ||||||
| Euromoney Institutional Investor Plc |
162,783 | 2,216,899 | ||||||
| Evraz Plc |
22,450 | 178,118 | ||||||
| Ferguson Plc |
8,774 | 1,218,023 | ||||||
| Games Workshop Group Plc |
200,999 | 27,813,835 | ||||||
| GlaxoSmithKline Plc |
6,745,804 | 127,314,707 | ||||||
| Halma Plc |
14,797 | 564,410 | ||||||
| Hargreaves Lansdown Plc |
1,705,612 | 32,748,816 | ||||||
| Hays Plc |
7,005,296 | 15,262,759 | ||||||
| HomeServe Plc |
2,394,233 | 29,179,075 | ||||||
| HSBC Holdings Plc |
424,800 | 2,227,410 | ||||||
| HSBC Holdings Plc |
8,474,098 | 44,308,323 | ||||||
| IG Group Holdings Plc |
569,960 | 6,159,116 | ||||||
| Imperial Brands Plc |
2,995,661 | 62,659,182 | ||||||
| Inchcape Plc |
983,408 | 10,746,106 | ||||||
| Informa Plc(1) |
518,381 | 3,812,154 | ||||||
| InterContinental Hotels Group Plc(1) |
44,568 | 2,845,736 | ||||||
| International Personal Finance Plc |
1,290,182 | 2,402,457 | ||||||
| Intertek Group Plc |
691,636 | 46,247,794 | ||||||
| ITV Plc(1) |
8,756,905 | 12,523,881 | ||||||
| J Sainsbury Plc |
11,787,023 | 45,177,101 | ||||||
| JD Sports Fashion Plc |
20,241 | 284,457 | ||||||
| John Wood Group Plc(1) |
14,751,187 | 45,571,216 | ||||||
| Johnson Matthey Plc |
509,950 | 18,295,477 | ||||||
| Jupiter Fund Management Plc |
1,830,509 | 6,134,514 | ||||||
| Kingfisher Plc |
22,211,285 | 100,258,989 | ||||||
| Land Securities Group Plc |
30,164 | 281,138 | ||||||
| Legal & General Group Plc |
251,600 | 945,283 | ||||||
| Lloyds Banking Group Plc |
236,265,652 | 147,056,936 | ||||||
| London Stock Exchange Group Plc |
13,024 | 1,305,112 | ||||||
| M&G Plc |
112,277 | 306,764 | ||||||
| Melrose Industries Plc |
173,676 | 403,224 | ||||||
| Mondi Plc |
20,773 | 509,063 | ||||||
| National Express Group Plc(1) |
627,386 | 2,036,460 | ||||||
| National Grid Plc |
150,680 | 1,795,460 | ||||||
| Natwest Group Plc |
7,930,633 | 23,909,727 | ||||||
| Next Plc |
5,327 | 585,975 | ||||||
| Non-Standard Finance Plc(1)(3) |
99,680 | 5,298 | ||||||
| Ocado Group Plc(1) |
19,759 | 441,571 | ||||||
| Pagegroup Plc |
481,061 | 4,025,208 | ||||||
| Pearson Plc |
31,648 | 303,511 | ||||||
| Persimmon Plc |
13,654 | 488,335 | ||||||
| Petrofac Ltd.(1) |
180,000 | 406,634 | ||||||
| Pets at Home Group Plc |
917,100 | 5,913,945 | ||||||
| Phoenix Group Holdings Plc |
26,617 | 230,110 | ||||||
| Provident Financial Plc(1) |
937,098 | 4,206,121 | ||||||
| Prudential Plc |
41,050 | 789,015 | ||||||
| Prudential Plc |
309,791 | 6,011,626 | ||||||
| Rathbone Brothers Plc |
77,669 | 2,102,290 | ||||||
| Reckitt Benckiser Group Plc |
253,651 | 19,926,877 | ||||||
| RELX Plc |
703,524 | 20,251,820 | ||||||
| Rentokil Initial Plc |
74,290 | 583,384 | ||||||
| Rightmove Plc |
7,890,851 | 72,495,110 | ||||||
| Rio Tinto Plc |
325,816 | 21,357,933 | ||||||
| Rolls-Royce Holdings Plc(1) |
5,904,841 | 11,028,574 | ||||||
| Rotork Plc |
507,689 | 2,372,864 | ||||||
| RWS Holdings Plc |
291,204 | 2,458,187 | ||||||
| Sage Group Plc |
43,903 | 418,029 | ||||||
| Schroders Plc |
5,321 | 256,258 | ||||||
| Segro Plc |
51,193 | 822,356 | ||||||
| Serco Group Plc |
4,601,117 | 8,288,581 | ||||||
| Severn Trent Plc |
10,619 | 371,762 | ||||||
| Smith & Nephew Plc |
171,489 | 2,954,384 | ||||||
| Smiths Group Plc |
16,912 | 326,111 | ||||||
| Spirax-Sarco Engineering Plc |
2,958 | 595,167 | ||||||
| SSE Plc |
6,067,358 | 127,749,025 | ||||||
| SSP Group Plc(1) |
4,545,846 | 16,818,396 | ||||||
| St James’s Place Plc |
551,891 | 11,132,915 | ||||||
| Standard Chartered Plc |
5,137,813 | 30,034,523 | ||||||
| Standard Life Aberdeen Plc |
94,996 | 324,882 | ||||||
| Taylor Wimpey Plc |
3,052,378 | 6,366,352 | ||||||
| TechnipFMC Plc(1) |
110,936 | 832,202 | ||||||
| TechnipFMC Plc(1) |
3,323,506 | 25,026,000 | ||||||
| Tesco Plc |
45,826,502 | 156,068,306 | ||||||
| Trainline Plc(1)(3) |
4,243,195 | 20,016,583 | ||||||
| Travis Perkins Plc |
2,193,669 | 45,103,169 | ||||||
| Unilever Plc |
422,433 | 22,869,833 | ||||||
| United Utilities Group Plc |
28,917 | 376,365 | ||||||
| Vodafone Group Plc |
20,005,226 | 30,441,783 | ||||||
| Weir Group Plc(1) |
642,036 | 14,492,988 | ||||||
| WH Smith Plc(1) |
442,916 | 10,171,104 | ||||||
| Whitbread Plc(1) |
8,070 | 358,817 | ||||||
| Wise Plc - Class A(1) |
1,351,328 | 19,791,871 | ||||||
| Wm Morrison Supermarkets Plc |
101,008 | 400,809 | ||||||
| WPP Plc |
7,284,391 | 97,593,127 | ||||||
|
|
|
|||||||
| Total United Kingdom |
|
2,181,006,482 | ||||||
|
|
|
|||||||
| United States – 2.39% |
||||||||
| Aon Plc - Class A |
148,000 | 42,293,960 | ||||||
| Carnival Plc(1) |
164,975 | 3,732,949 | ||||||
| EPAM Systems, Inc.(1) |
92,000 | 52,484,160 | ||||||
| Mettler-Toledo International, Inc.(1) |
79,952 | 110,122,687 | ||||||
| ResMed, Inc. |
294,500 | 77,615,475 | ||||||
| Samsonite International SA(1)(3) |
474,300 | 1,018,560 | ||||||
| STERIS Plc |
217,000 | 44,328,760 | ||||||
|
|
|
|||||||
| Total United States |
|
331,596,551 | ||||||
|
|
|
|||||||
| Total Common Stocks (Cost: $10,901,261,771) |
|
13,575,993,173 | ||||||
|
|
|
|||||||
| PREFERRED STOCKS – 0.49% |
||||||||
| Germany – 0.49% |
||||||||
| Bayerische Motoren Werke AG |
2,350 | 178,262 | ||||||
| Fuchs Petrolub SE |
2,985 | 139,759 | ||||||
| Henkel AG & Co. KGaA |
7,655 | 708,153 | ||||||
| Porsche Automobil Holding SE |
6,354 | 628,349 | ||||||
| Sartorius AG |
1,024 | 651,888 | ||||||
| Volkswagen AG |
296,680 | 66,130,740 | ||||||
|
|
|
|||||||
| Total Germany |
|
68,437,151 | ||||||
|
|
|
|||||||
| South Korea – 0.00%(2) |
||||||||
| Amorepacific Group |
6,216 | 195,766 | ||||||
|
|
|
|||||||
| Total South Korea |
|
195,766 | ||||||
|
|
|
|||||||
| Total Preferred Stocks (Cost: $61,879,160) |
|
68,632,917 | ||||||
|
|
|
|||||||
| RIGHTS – 0.00%(2) |
||||||||
| Australia – 0.00%(2) |
||||||||
| Transurban Group, expires 10/08/2021(1) |
12,009 | 9,116 | ||||||
|
|
|
|||||||
| Total Australia |
|
9,116 | ||||||
|
|
|
|||||||
| France – 0.00%(2) |
||||||||
|
|
|
|||||||
| Veolia Environnement SA, expires 10/11/2021(1) |
23,153 | 18,792 | ||||||
|
|
|
|||||||
| Total France |
|
18,792 | ||||||
|
|
|
|||||||
| Germany – 0.00%(2) |
||||||||
| Deutsche Lufthansa AG, expires 10/05/2021(1) |
12,206 | 28,985 | ||||||
|
|
|
|||||||
| Total Germany |
|
28,985 | ||||||
|
|
|
|||||||
| Total Rights (Cost: $64,130) |
|
56,893 | ||||||
|
|
|
|||||||
| SHORT-TERM INVESTMENTS – 1.32% |
||||||||
| Money Market Funds – 0.84% |
||||||||
| Goldman Sachs Financial Square Government Fund - Class I, 0.03%(4) |
116,511,498 | 116,511,498 | ||||||
|
|
|
|||||||
| Total Money Market Funds (Cost: $116,511,498) |
116,511,498 | |||||||
|
|
|
|||||||
| Principal Amount |
Value | |||||||
| Time Deposits – 0.48% |
||||||||
| ANZ, London, 0.01% due 10/01/2021 |
$ | 127,027 | 127,027 | |||||
| BBVA, Madrid, 0.01% due 10/01/2021 |
8,187,140 | 8,187,140 | ||||||
| BNP Paribas, Paris, -1.42% due 10/01/2021 |
CHF | 42,950 | 46,086 | |||||
| BNP Paribas, Paris, -0.79% due 10/01/2021 |
EUR | 1,781,424 | 2,063,512 | |||||
| BNP Paribas, Paris, 0.01% due 10/01/2021 |
$ | 23 | 23 | |||||
| Brown Brothers Harriman, -0.46% due 10/01/2021 |
DKK | 66,837 | 10,411 | |||||
| Brown Brothers Harriman, -0.23% due 10/01/2021 |
AUD | 1,082,983 | 782,942 | |||||
| Brown Brothers Harriman, 0.01% due 10/01/2021 |
SGD | 1 | 1 | |||||
| Brown Brothers Harriman, 0.01% due 10/01/2021 |
NZD | 17,301 | 11,944 | |||||
| Brown Brothers Harriman, 0.01% due 10/01/2021 |
CAD | 1,677,905 | 1,324,732 | |||||
| Brown Brothers Harriman, 3.75% due 10/01/2021 |
ZAR | 471,161 | 31,288 | |||||
| Citibank, London, -0.79% due 10/01/2021 |
EUR | 613,264 | 710,374 | |||||
| Citibank, London, 0.01% due 10/01/2021 |
GBP | 5,624,267 | 7,578,137 | |||||
| HSBC, Hong Kong, 0.00% due 10/04/2021 |
HKD | 7,359,813 | 945,426 | |||||
| HSBC, Singapore, 0.01% due 10/01/2021 |
SGD | 24,286 | 17,886 | |||||
| Nordea Bank ABP, Oslo, 0.01% due 10/01/2021 |
NOK | 91,607 | 10,479 | |||||
| Skandinaviska Enskilda Banken AB, Stockholm, -0.27% due 10/01/2021 |
SEK | 49,679 | 5,675 | |||||
| Skandinaviska Enskilda Banken AB, Stockholm, 0.01% due 10/01/2021 |
$ | 31,961,321 | 31,961,322 | |||||
| Sumitomo, Tokyo, -0.41% due 10/01/2021 |
JPY | 1,496,670,892 | 13,447,782 | |||||
|
|
|
|||||||
| Total Time Deposits (Cost: $67,262,187) |
67,262,187 | |||||||
|
|
|
|||||||
| Total Short-Term Investments (Cost: $183,773,685) |
183,773,685 | |||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES – 99.49% (Cost: $11,146,978,746) |
13,828,456,668 | |||||||
|
|
|
|||||||
| OTHER ASSETS IN EXCESS OF LIABILITIES – 0.51% |
70,394,154 | |||||||
|
|
|
|||||||
| TOTAL NET ASSETS – 100.00% |
$ | 13,898,850,822 | ||||||
|
|
|
|||||||
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
GDR Global Depositary Receipt
REIT Real Estate Investment Trust
AUD Australian Dollar
CAD Canadian 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
ZAR South African Rand
| (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 these securities totals $573,457,675, which represents 4.13% of total net assets. |
| (4) | Represents annualized seven-day yield as of the close of the reporting period. |
| (5) | Security that is categorized as Level 3 per the Trust’s fair value hierarchy. The value of these securities totals $3,866,178, which represents 0.03% of the total net assets. |
The accompanying notes are an integral part of this Schedule of Investments.
| Percentage of Net Assets |
||||
| COMMON STOCKS |
||||
| Consumer Discretionary |
16.81 | % | ||
| Industrials |
15.21 | |||
| Financials |
14.20 | |||
| Information Technology |
12.90 | |||
| Healthcare |
12.58 | |||
| Consumer Staples |
7.28 | |||
| Communication Services |
6.35 | |||
| Materials |
4.90 | |||
| Energy |
4.08 | |||
| Utilities |
3.15 | |||
| Real Estate |
0.22 | |||
|
|
|
|||
| Total Common Stocks |
97.68 | |||
|
|
|
|||
| PREFERRED STOCKS |
||||
| Consumer Discretionary |
0.48 | |||
| Consumer Staples |
0.01 | |||
| Healthcare |
0.00 | (1) | ||
| Materials |
0.00 | (1) | ||
|
|
|
|||
| Total Preferred Stocks |
0.49 | |||
|
|
|
|||
| RIGHTS |
||||
| Industrials |
0.00 | (1) | ||
| Utilities |
0.00 | (1) | ||
|
|
|
|||
| Total Rights |
0.00 | (1) | ||
|
|
|
|||
| SHORT-TERM INVESTMENTS |
1.32 | |||
|
|
|
|||
| TOTAL INVESTMENTS |
99.49 | |||
| OTHER ASSETS IN EXCESS OF LIABILITIES |
0.51 | |||
|
|
|
|||
| 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.
Open Futures Contracts
| Number of Purchased |
Reference Entity |
Counterparty |
Expiration Date |
Notional Amount |
Value | Unrealized Appreciation/ (Depreciation) |
||||||||||||
| 44 |
Euro Stoxx 50 Future | Morgan Stanley | Dec. 2021 | EUR | 1,817,884 | $ | 2,063,160 | $ | (42,586 | ) | ||||||||
| 16 |
FTSE 100 INDEX Future | Morgan Stanley | Dec. 2021 | GBP | 1,127,953 | 1,524,933 | 5,130 | |||||||||||
| 9 |
TOPIX INDEX Future | Morgan Stanley | Dec. 2021 | JPY | 182,752,799 | 1,641,988 | (70 | ) | ||||||||||
|
|
|
|||||||||||||||||
| $ | (37,526 | ) | ||||||||||||||||
|
|
|
|||||||||||||||||
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 days. 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.
Bridge Builder Core Bond Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Asset-Backed Obligations |
$ | — | $ | 1,809,006,360 | $ | 41,263,264 | $ | 1,850,269,624 | ||||||||
| Corporate Bonds |
||||||||||||||||
| Basic Materials |
— | 170,557,492 | — | 170,557,492 | ||||||||||||
| Communications |
— | 523,531,657 | — | 523,531,657 | ||||||||||||
| Consumer, Cyclical |
— | 267,154,249 | — | 267,154,249 | ||||||||||||
| Consumer, Non-cyclical |
— | 763,394,029 | — | 763,394,029 | ||||||||||||
| Diversified |
— | 5,540,632 | — | 5,540,632 | ||||||||||||
| Energy |
— | 587,032,132 | — | 587,032,132 | ||||||||||||
| Financials |
— | 2,243,053,695 | — | 2,243,053,695 | ||||||||||||
| Industrials |
— | 314,323,564 | — | 314,323,564 | ||||||||||||
| Technology |
— | 314,276,459 | — | 314,276,459 | ||||||||||||
| Utilities |
— | 552,687,855 | — | 552,687,855 | ||||||||||||
| Government Related |
||||||||||||||||
| Other Government Related |
— | 306,374,019 | — | 306,374,019 | ||||||||||||
| U.S. Treasury Obligations |
— | 3,773,965,996 | — | 3,773,965,996 | ||||||||||||
| Mortgage-Backed Obligations |
— | 6,055,044,969 | 105,279,370 | 6,160,324,339 | ||||||||||||
| Preferred Stocks |
||||||||||||||||
| Financials |
2,776,850 | — | — | 2,776,850 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
1,203,236,384 | — | — | 1,203,236,384 | ||||||||||||
| U.S. Treasury Bills |
— | 2,249,857 | — | 2,249,857 | ||||||||||||
| Time Deposits |
— | 153,892,381 | — | 153,892,381 | ||||||||||||
| Futures Contracts (1) |
687,457 | — | — | 687,457 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 1,206,700,691 | $ | 17,842,085,346 | $ | 146,542,634 | $ | 19,195,328,671 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liabilities |
||||||||||||||||
|
Mortgage-Backed Obligations Sale Commitments |
$ | — | $ | (3,743,571 | ) | $ | — | $ | (3,743,571 | ) | ||||||
| TBA Sale Commitments |
— | (3,657,720 | ) | — | (3,657,720 | ) | ||||||||||
| Futures Contracts (1) |
(14,853,407 | ) | — | — | (14,853,407 | ) | ||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Liabilities |
$ | (14,853,407 | ) | $ | (7,401,291 | ) | $ | — | $ | (22,254,698 | ) | |||||
|
|
|
|
|
|
|
|
|
|||||||||
| (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. Only current day’s variation margin is reported within the Statements of Assets and Liabilities for exchange-traded and centrally cleared derivatives. |
Bridge Builder Core Plus Bond Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Asset-Backed Obligations |
$ | — | $ | 3,057,225,543 | $ | — | $ | 3,057,225,543 | ||||||||
| Corporate Bonds |
||||||||||||||||
| Basic Materials |
— | 255,320,774 | — | 255,320,774 | ||||||||||||
| Communications |
— | 1,487,082,937 | — | 1,487,082,937 | ||||||||||||
| Consumer, Cyclical |
— | 1,031,477,047 | — | 1,031,477,047 | ||||||||||||
| Consumer, Non-cyclical |
— | 1,594,881,738 | — | 1,594,881,738 | ||||||||||||
| Diversified |
— | 5,046,191 | — | 5,046,191 | ||||||||||||
| Energy |
— | 811,048,829 | — | 811,048,829 | ||||||||||||
| Financials |
— | 3,778,807,104 | — | 3,778,807,104 | ||||||||||||
| Government |
— | 36,883,586 | — | 36,883,586 | ||||||||||||
| Industrials |
— | 563,650,222 | — | 563,650,222 | ||||||||||||
| Technology |
— | 430,350,171 | — | 430,350,171 | ||||||||||||
| Utilities |
— | 601,647,228 | — | 601,647,228 | ||||||||||||
| Convertible Securities |
||||||||||||||||
| Communications |
— | 37,635,285 | — | 37,635,285 | ||||||||||||
| Consumer, Cyclical |
— | 9,261,840 | — | 9,261,840 | ||||||||||||
| Consumer, Non-cyclical |
— | 21,071,474 | — | 21,071,474 | ||||||||||||
| Government Related |
||||||||||||||||
| Other Government Related |
— | 775,027,998 | — | 775,027,998 | ||||||||||||
| U.S. Treasury Obligations |
— | 7,679,367,405 | — | 7,679,367,405 | ||||||||||||
| Mortgage-Backed Obligations |
— | 8,438,332,842 | — | 8,438,332,842 | ||||||||||||
| Bank Loans |
— | 990,666,273 | — | 990,666,273 | ||||||||||||
| Common Stocks |
||||||||||||||||
| Communications |
18,080,934 | — | 8,227,604 | 26,308,538 | ||||||||||||
| Consumer Discretionary |
— | — | 6,693,189 | 6,693,189 | ||||||||||||
| Energy |
421,189 | — | 45,469 | 466,658 | ||||||||||||
| Financials |
— | — | — | (2) | — | |||||||||||
| Industrials |
— | — | 1,179,061 | 1,179,061 | ||||||||||||
| Convertible Preferred Stocks |
||||||||||||||||
| Consumer, Non-cyclical |
9,857,371 | — | — | 9,857,371 | ||||||||||||
| Financials |
37,963,157 | — | — | 37,963,157 | ||||||||||||
| Preferred Stocks |
||||||||||||||||
| Communications |
— | — | 24,096,394 | 24,096,394 | ||||||||||||
| Financials |
— | — | 7,400 | 7,400 | ||||||||||||
| Warrants |
— | — | 80,664 | 80,664 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
1,312,397,415 | — | — | 1,312,397,415 | ||||||||||||
| Government Related |
— | 13,820,364 | — | 13,820,364 | ||||||||||||
| Repurchase Agreements |
— | 688,800,000 | — | 688,800,000 | ||||||||||||
| U.S. Treasury Bills |
— | 3,554,645,408 | — | 3,554,645,408 | ||||||||||||
| Time Deposits |
— | 136,001,879 | — | 136,001,879 | ||||||||||||
| Futures Contracts (1) |
17,373,453 | — | — | 17,373,453 | ||||||||||||
| Forward Foreign Currency Exchange Contracts (1) |
— | 35,122,997 | — | 35,122,997 | ||||||||||||
| Swap Contracts (1) |
— | 101,074,397 | — | 101,074,397 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 1,396,093,519 | $ | 36,134,249,532 | $ | 40,329,781 | $ | 37,570,672,832 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liabilities |
||||||||||||||||
| TBA Sale Commitments |
$ | — | $ | (272,788,681 | ) | $ | — | $ | (272,788,681 | ) | ||||||
| Futures Contracts (1) |
(41,265,548 | ) | — | — | (41,265,548 | ) | ||||||||||
| Forward Foreign Currency Exchange Contracts (1) |
— | (13,687,520 | ) | — | (13,687,520 | ) | ||||||||||
| Swap Contracts (1) |
— | (32,831,088 | ) | — | (32,831,088 | ) | ||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Liabilities |
$ | (41,265,548 | ) | $ | (319,307,289 | ) | $ | — | $ | (360,572,837 | ) | |||||
|
|
|
|
|
|
|
|
|
|||||||||
| (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, interest rate swaps and inflation rate swaps are reported at market value. Only current day’s variation margin is reported within the Statements of Assets and Liabilities for exchange-traded and centrally cleared derivatives. |
| (2) | Includes a security valued at $0. |
Bridge Builder Municipal Bond Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Municipal Bonds |
||||||||||||||||
| Education |
$ | — | $ | 821,113,889 | $ | — | $ | 821,113,889 | ||||||||
| General Obligation |
— | 1,735,389,796 | — | 1,735,389,796 | ||||||||||||
| General Revenue |
— | 2,955,448,971 | — | 2,955,448,971 | ||||||||||||
| Healthcare |
— | 1,342,970,463 | — | 1,342,970,463 | ||||||||||||
| Housing |
— | 496,469,752 | — | 496,469,752 | ||||||||||||
| Transportation |
— | 1,742,913,170 | — | 1,742,913,170 | ||||||||||||
| Utilities |
— | 894,283,179 | — | 894,283,179 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
410,723,983 | — | — | 410,723,983 | ||||||||||||
| Commercial Paper |
— | 17,335,329 | — | 17,335,329 | ||||||||||||
| Time Deposits |
— | 36,794,385 | — | 36,794,385 | ||||||||||||
| Futures Contracts (1) |
1,139,885 | — | — | 1,139,885 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 411,863,868 | $ | 10,042,718,934 | $ | — | $ | 10,454,582,802 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| (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. Only current day’s variation margin is reported within the Statements of Assets and Liabilities for exchange-traded and centrally cleared derivatives. |
Bridge Builder Large Cap Growth Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Common Stocks |
||||||||||||||||
| Communication Services |
$ | 2,227,194,948 | $ | — | $ | — | $ | 2,227,194,948 | ||||||||
| Consumer Discretionary |
2,703,395,537 | 75,478,491 | — | 2,778,874,028 | ||||||||||||
| Consumer Staples |
551,274,414 | — | — | 551,274,414 | ||||||||||||
| Energy |
165,660,302 | — | — | 165,660,302 | ||||||||||||
| Financials |
1,412,810,899 | — | — | 1,412,810,899 | ||||||||||||
| Healthcare |
2,758,375,684 | 20,399,173 | — | 2,778,774,857 | ||||||||||||
| Industrials |
863,494,394 | — | — | 863,494,394 | ||||||||||||
| Information Technology |
5,866,251,482 | 109,427,314 | — | 5,975,678,796 | ||||||||||||
| Materials |
409,645,562 | — | — | 409,645,562 | ||||||||||||
| Real Estate |
319,454,395 | — | — | 319,454,395 | ||||||||||||
| Utilities |
477,403 | — | — | 477,403 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
385,862,646 | — | — | 385,862,646 | ||||||||||||
| Time Deposits |
— | 42,485,107 | — | 42,485,107 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 17,663,897,666 | $ | 247,790,085 | $ | — | $ | 17,911,687,751 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liabilities |
||||||||||||||||
| Futures Contracts (1) |
$ | (373,393 | ) | $ | — | $ | — | $ | (373,393 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Liabilities |
$ | (373,393 | ) | $ | — | $ | — | $ | (373,393 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| (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. Only current day’s variation margin is reported within the Statements of Assets and Liabilities for exchange-traded and centrally cleared derivatives. |
Bridge Builder Large Cap Value Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Common Stocks |
||||||||||||||||
| Communication Services |
$ | 1,127,747,004 | $ | — | $ | — | $ | 1,127,747,004 | ||||||||
| Consumer Discretionary |
1,571,262,617 | 158,375,024 | — | 1,729,637,641 | ||||||||||||
| Consumer Staples |
1,352,444,956 | — | — | 1,352,444,956 | ||||||||||||
| Energy |
603,113,000 | 55,350,988 | — | 658,463,988 | ||||||||||||
| Financials |
3,427,180,668 | — | — | 3,427,180,668 | ||||||||||||
| Healthcare |
2,502,180,688 | 213,116,762 | — | 2,715,297,450 | ||||||||||||
| Industrials |
2,617,934,036 | 36,211,572 | — | 2,654,145,608 | ||||||||||||
| Information Technology |
1,449,201,420 | 112,973,691 | — | 1,562,175,111 | ||||||||||||
| Materials |
762,430,570 | 10,141,292 | — | 772,571,862 | ||||||||||||
| Real Estate |
555,015,406 | — | — | 555,015,406 | ||||||||||||
| Utilities |
457,140,451 | — | — | 457,140,451 | ||||||||||||
| Convertible Preferred Stocks |
||||||||||||||||
| Healthcare |
10,908,008 | — | — | 10,908,008 | ||||||||||||
| Utilities |
28,782,151 | — | — | 28,782,151 | ||||||||||||
| Preferred Stocks |
||||||||||||||||
| Consumer Discretionary |
— | 32,198,502 | — | 32,198,502 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
294,961,907 | — | — | 294,961,907 | ||||||||||||
| Time Deposits |
— | 40,648,168 | — | 40,648,168 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 16,760,302,882 | $ | 659,015,999 | $ | — | $ | 17,419,318,881 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liabilities |
||||||||||||||||
| Futures Contracts (1) |
$ | (152,544 | ) | $ | — | $ | — | $ | (152,544 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Liabilities |
$ | (152,544 | ) | $ | — | $ | — | $ | (152,544 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| (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. Only current day’s variation margin is reported within the Statements of Assets and Liabilities for exchange-traded and centrally cleared derivatives. |
Bridge Builder Small/Mid Cap Growth Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Common Stocks |
||||||||||||||||
| Communication Services |
$ | 231,301,096 | $ | — | $ | — | $ | 231,301,096 | ||||||||
| Consumer Discretionary |
738,593,614 | — | — | 738,593,614 | ||||||||||||
| Consumer Staples |
247,511,501 | — | — | 247,511,501 | ||||||||||||
| Energy |
53,899,807 | — | — | 53,899,807 | ||||||||||||
| Financials |
555,245,896 | — | — | 555,245,896 | ||||||||||||
| Healthcare |
1,387,137,533 | — | 15,953 | 1,387,153,486 | ||||||||||||
| Industrials |
915,821,942 | — | — | 915,821,942 | ||||||||||||
| Information Technology |
1,669,709,266 | — | — | 1,669,709,266 | ||||||||||||
| Materials |
141,939,255 | — | — | 141,939,255 | ||||||||||||
| Real Estate |
45,837,111 | — | — | 45,837,111 | ||||||||||||
| Utilities |
976,041 | — | — | 976,041 | ||||||||||||
| Corporate Bonds |
||||||||||||||||
| Financials |
— | 2,985 | — | 2,985 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
112,716,127 | — | — | 112,716,127 | ||||||||||||
| Time Deposits |
— | 33,349,757 | — | 33,349,757 | ||||||||||||
| Futures Contracts (1) |
4,578 | — | — | 4,578 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 6,100,693,767 | $ | 33,352,742 | $ | 15,953 | $ | 6,134,062,462 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liabilities |
||||||||||||||||
| Futures Contracts (1) |
$ | (42,468 | ) | $ | — | $ | — | $ | (42,468 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Liabilities |
$ | (42,468 | ) | $ | — | $ | — | $ | (42,468 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| (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. Only current day’s variation margin is reported within the Statements of Assets and Liabilities for exchange-traded and centrally cleared derivatives. |
Bridge Builder Small/Mid Cap Value Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Common Stocks |
||||||||||||||||
| Communication Services |
$ | 124,945,763 | $ | — | $ | — | $ | 124,945,763 | ||||||||
| Consumer Discretionary |
855,775,805 | — | — | 855,775,805 | ||||||||||||
| Consumer Staples |
261,552,375 | — | — | 261,552,375 | ||||||||||||
| Energy |
356,153,036 | — | — | 356,153,036 | ||||||||||||
| Financials |
1,511,215,291 | — | — | (2) | 1,511,215,291 | |||||||||||
| Healthcare |
643,401,508 | — | 2,970 | 643,404,478 | ||||||||||||
| Industrials |
1,136,853,163 | — | — | 1,136,853,163 | ||||||||||||
| Information Technology |
710,601,294 | — | — | 710,601,294 | ||||||||||||
| Materials |
490,110,387 | — | — | 490,110,387 | ||||||||||||
| Real Estate |
415,938,177 | — | — | 415,938,177 | ||||||||||||
| Utilities |
332,240,058 | — | — | 332,240,058 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Exchange Traded Funds |
25,054,298 | — | — | 25,054,298 | ||||||||||||
| Money Market Funds |
58,946,120 | — | — | 58,946,120 | ||||||||||||
| Time Deposits |
— | 49,745,585 | — | 49,745,585 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 6,922,787,275 | $ | 49,745,585 | $ | 2,970 | $ | 6,972,535,830 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liabilities |
||||||||||||||||
| Futures Contracts (1) |
$ | (85,099 | ) | $ | — | $ | — | $ | (85,099 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Liabilities |
$ | (85,099 | ) | $ | — | $ | — | $ | (85,099 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| (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. Only current day’s variation margin is reported within the Statements of Assets and Liabilities for exchange-traded and centrally cleared derivatives. |
| (2) | Includes a security valued at $0. |
Bridge Builder International Equity Fund
| Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| Assets |
||||||||||||||||
| Common Stocks |
||||||||||||||||
| Communication Services |
$ | 64,095,201 | $ | 818,594,673 | — | $ | 882,689,874 | |||||||||
| Consumer Discretionary |
355,575,652 | 1,982,117,606 | — | 2,337,693,258 | ||||||||||||
| Consumer Staples |
138,240,202 | 873,009,288 | — | 1,011,249,490 | ||||||||||||
| Energy |
35,373,246 | 531,619,074 | — | 566,992,320 | ||||||||||||
| Financials |
88,818,059 | 1,884,223,894 | — | 1,973,041,953 | ||||||||||||
| Healthcare |
339,363,164 | 1,408,706,909 | — | 1,748,070,073 | ||||||||||||
| Industrials |
124,957,455 | 1,984,898,499 | 3,866,178 | 2,113,722,132 | ||||||||||||
| Information Technology |
572,039,188 | 1,220,866,956 | — | 1,792,906,144 | ||||||||||||
| Materials |
8,860,593 | 672,593,181 | — | 681,453,774 | ||||||||||||
| Real Estate |
560,323 | 30,229,399 | — | 30,789,722 | ||||||||||||
| Utilities |
1,356,987 | 436,027,446 | — | 437,384,433 | ||||||||||||
| Preferred Stocks |
||||||||||||||||
| Consumer Discretionary |
— | 66,937,351 | — | 66,937,351 | ||||||||||||
| Consumer Staples |
— | 903,919 | — | 903,919 | ||||||||||||
| Healthcare |
— | 651,888 | — | 651,888 | ||||||||||||
| Materials |
139,759 | — | — | 139,759 | ||||||||||||
| Rights |
||||||||||||||||
| Industrials |
38,101 | — | — | 38,101 | ||||||||||||
| Utilities |
— | 18,792 | — | 18,792 | ||||||||||||
| Short-Term Investments |
||||||||||||||||
| Money Market Funds |
116,511,498 | — | — | 116,511,498 | ||||||||||||
| Time Deposits |
— | 67,262,187 | — | 67,262,187 | ||||||||||||
| Futures Contracts (1) |
5,130 | — | — | 5,130 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Assets |
$ | 1,845,934,558 | $ | 11,978,661,062 | $ | 3,866,178 | $ | 13,828,461,798 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liabilities |
||||||||||||||||
| Futures Contracts (1) |
$ | (42,656 | ) | $ | — | $ | — | $ | (42,656 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Liabilities |
$ | (42,656 | ) | $ | — | $ | — | $ | (42,656 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| (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. Only current day’s variation margin is reported within the Statements of Assets and Liabilities for exchange-traded and centrally cleared derivatives. |
Quantitative Information about Level 3 Fair Value Measurements*
Core Bond Fund
| Investment Type |
Fair Value at 9/30/21 |
Valuation Methodology | Unobservable Inputs | Input Value/ Range |
Weighted Average | |||||||||||||||
| Asset-Backed Obligations |
$ | 5,700,000 | Cost Basis | Purchase Price | $ | 100.00 | $ | 100.00 | ||||||||||||
| Mortgage-Backed Obligations |
$ | 6,037,081 | Cost Basis | Purchase Price | $ | 100.00 | $ | 100.00 | ||||||||||||
| * | The table above does not include Level 3 securities that were valued by brokers. At September 30,2021, the value of these securities was $134,805,553 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 4. 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, 2021 through September 30, 2021:
Core Bond Fund
| Total | Asset-Backed Obligations |
Mortgage-Backed Obligations |
||||||||||
| Balance as of June 30, 2021 |
$ | 162,009,009 | $ | 49,915,906 | $ | 112,093,103 | ||||||
| Total realized gain/(loss) |
7,675 | 257 | 7,418 | |||||||||
| Accrued discounts/(premiums) |
8,162 | 247 | 7,915 | |||||||||
| Paydown |
(9,942,298 | ) | (6,956,475 | ) | (2,985,823 | ) | ||||||
| Payup |
— | — | — | |||||||||
| Change in unrealized appreciation/(depreciation) |
199,797 | 149,433 | 50,364 | |||||||||
| Purchases |
— | — | — | |||||||||
| Sales |
(8,254,274 | ) | (1,846,104 | ) | (6,408,170 | ) | ||||||
| Transfers in* |
2,514,563 | — | 2,514,563 | |||||||||
| Transfers out* |
— | — | — | |||||||||
|
|
|
|
|
|
|
|||||||
| Balance as of September 30, 2021 |
$ | 146,542,634 | $ | 41,263,264 | $ | 105,279,370 | ||||||
|
|
|
|
|
|
|
|||||||
| Change in unrealized appreciation/(depreciation) from Investments held as of September 30, 2021 |
$ | 216,278 | $ | 169,943 | $ | 46,335 | ||||||
|
|
|
|
|
|
|
|||||||
| * | Transfers are calculated on the ending of period value. For the three months ended September 30, 2021, securities with an aggregate market value of $2,514,563 transferred from Level 2 to Level 3 as there were no longer observable inputs available to determine their value. There were no other transfers between Level 1, 2 and 3. |