| 67110BAJ0 |
OHA CREDIT FLT 04/37 |
CDO/COLLATERALIZED DEBT OBLIGATION |
508,545.80 |
0.52% |
| 67401QAL0 |
OAKTREE CLO FLT 07/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,003,610.22 |
1.02% |
| 67402LAW6 |
OAKTREE CLO FLT 07/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,008,572.14 |
1.03% |
| 67402NAE2 |
OAKTREE CLO FLT 07/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
994,601.03 |
1.01% |
| 73329KAB2 |
PORSCHE 4.6% 12/27 |
ASSET BACKED |
44,761.22 |
0.05% |
| 73742WAA7 |
POST CLO VI LTD FLT 01/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
510,298.47 |
0.52% |
| 73743CAL6 |
POST CLO 2023-1 FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,000,000.00 |
1.02% |
| 73743CAQ5 |
POST CLO 2023-1 FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,000,000.00 |
1.02% |
| 750103AJ2 |
RAD CLO 15 LTD FLT 07/40 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,004,681.59 |
1.02% |
| 75884AAA8 |
REGATTA 32 FLT 07/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,005,007.62 |
1.02% |
| 76761RBE8 |
RISERVA CLO LTD FLT 01/34 |
CDO/COLLATERALIZED DEBT OBLIGATION |
493,006.33 |
0.50% |
| 78398AAD5 |
SFS AUTO 5.47% 10/28 |
ASSET BACKED |
94,654.87 |
0.10% |
| 81748WAD8 |
SEQUOIA VAR 06/51 |
CMO/REMIC |
190,038.05 |
0.19% |
| 817941AU1 |
720 EAST CLO FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
499,985.24 |
0.51% |
| 817942AE5 |
720 EAST CLO FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
499,970.02 |
0.51% |
| 81880YAJ9 |
SHACKLETON FLT 07/34 |
CDO/COLLATERALIZED DEBT OBLIGATION |
501,766.18 |
0.51% |
| 81883AAS8 |
SHACKLETON FLT 07/31 |
CDO/COLLATERALIZED DEBT OBLIGATION |
272,437.02 |
0.28% |
| 82667EAQ4 |
SIGNAL PEAK CLO FLT 10/34 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,000,609.65 |
1.02% |
| 891943AD4 |
TOYOTA LEASE 4.21% 09/27 |
ASSET BACKED |
295,560.56 |
0.30% |
| 89231HAB2 |
TOYOTA AUTO 4.46% 03/28 |
ASSET BACKED |
68,562.11 |
0.07% |
| 89238GAD3 |
TOYOTA LEASE 5.25% 04/27 |
ASSET BACKED |
86,642.53 |
0.09% |
| 89240JAB7 |
TOYOTA AUTO 4.48% 11/27 |
ASSET BACKED |
120,539.95 |
0.12% |
| 89533DAL4 |
TRESTLES CLO FLT 06/35 |
CDO/COLLATERALIZED DEBT OBLIGATION |
754,501.46 |
0.77% |
| 90367VAB5 |
USB AUTO 4.51% 06/28 |
ASSET BACKED |
75,222.59 |
0.08% |
| 92348KCL5 |
VERIZON MASTER 5% 12/28 |
ASSET BACKED |
190,265.24 |
0.19% |
| 92868RAB4 |
VOLKSWAGEN 4.65% 11/27 |
ASSET BACKED |
341,842.77 |
0.35% |
| 92868WAE7 |
VOLKSWAGEN 4.56% 03/30 |
ASSET BACKED |
404,939.52 |
0.41% |
| 92886CAB5 |
VOLVO 3.96% 06/28 |
ASSET BACKED |
145,030.74 |
0.15% |
| 92915QBN2 |
VOYA CLO 2017-3 FLT 04/34 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,002,573.16 |
1.02% |
| 67080PAY2 |
NYACK PARK CLO FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
499,766.56 |
0.51% |
| 64754PAE8 |
NEW MOUNTAIN FLT 03/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
454,546.58 |
0.46% |
| 64135XAG6 |
NEUBERGER FLT 07/39 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,007,285.39 |
1.03% |
| 64135FAN0 |
NEUBERGER FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,002,868.49 |
1.02% |
| 64134GAL3 |
NEUBERGER FLT 04/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
502,432.22 |
0.51% |
| 64131CAG6 |
NEUBERGER FLT 04/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
253,607.61 |
0.26% |
| 64090EAA4 |
NEUBERGER FLT 07/39 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,002,288.17 |
1.02% |
| 617934AU8 |
MORGAN STANLEY FLT 07/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,008,596.76 |
1.03% |
| 61773LAE0 |
MORGAN STANLEY FLT 10/37 |
CDO/COLLATERALIZED DEBT OBLIGATION |
505,519.25 |
0.52% |
| 58768RAC4 |
MERCEDES-BENZ 4.74% 01/27 |
ASSET BACKED |
12,631.20 |
0.01% |
| 586915AG5 |
MENLO CLO I LTD FLT 01/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
504,122.19 |
0.51% |
| 586915AA8 |
MENLO CLO I LTD FLT 01/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
501,700.73 |
0.51% |
| 58682NAG7 |
MENLO CLO III FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
752,737.34 |
0.77% |
| 55955EBC1 |
MAGNETITE XXVII FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
749,980.78 |
0.76% |
| 50117LAB4 |
KUBOTA CREDIT 4.48% 04/28 |
ASSET BACKED |
75,439.74 |
0.08% |
| 500945AC4 |
KUBOTA CREDIT 5.28% 01/28 |
ASSET BACKED |
250,563.10 |
0.26% |
| 47800DAB0 |
JOHN DEERE 4.23% 03/28 |
ASSET BACKED |
50,095.00 |
0.05% |
| 47800BAC2 |
JOHN DEERE 5.09% 06/27 |
ASSET BACKED |
31,214.18 |
0.03% |
| 46151RAJ9 |
INVESCO US CLO FLT 07/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,007,604.45 |
1.03% |
| 46147LAE0 |
INVESCO US CLO FLT 04/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
257,656.58 |
0.26% |
| 44935XAB1 |
HYUNDAI AUTO 4.45% 08/28 |
ASSET BACKED |
80,304.80 |
0.08% |
| 44935DAB5 |
HYUNDAI AUTO 4.58% 09/27 |
ASSET BACKED |
68,951.31 |
0.07% |
| 44331DAY5 |
HIGHBRIDGE LOAN FLT 10/30 |
CDO/COLLATERALIZED DEBT OBLIGATION |
501,920.20 |
0.51% |
| 43815QAD9 |
HONDA AUTO 5.3% 12/29 |
ASSET BACKED |
109,550.36 |
0.11% |
| 43815QAC1 |
HONDA AUTO 5.41% 02/28 |
ASSET BACKED |
234,831.17 |
0.24% |
| 437921AB5 |
HONDA AUTO 4.3% 01/28 |
ASSET BACKED |
65,099.26 |
0.07% |
| 381929AN8 |
GOLUB CAPITAL FLT 07/35 |
CDO/COLLATERALIZED DEBT OBLIGATION |
2,001,348.82 |
2.04% |
| 38012QAB4 |
GM FINANCIAL 4.29% 01/27 |
ASSET BACKED |
47,560.26 |
0.05% |
| 379965AD8 |
GM FINANCIAL 4.17% 08/28 |
ASSET BACKED |
165,798.73 |
0.17% |
| 379965AB2 |
GM FINANCIAL 4.19% 10/27 |
ASSET BACKED |
100,269.02 |
0.10% |
| 9903488 |
EXGEN RENEWABLES IV, LLC |
CORPORATE BONDS |
125,078.13 |
0.13% |
| 955468 |
PIONEER ACQUISITIONCO LLC |
CORPORATE BONDS |
200,500.00 |
0.20% |
| 953833 |
KESTREL ACQUISITION, LLC |
CORPORATE BONDS |
200,575.00 |
0.20% |
| 951773 |
SCIL USA HOLDINGS LLC |
CORPORATE BONDS |
249,062.50 |
0.25% |
| 945623 |
INCEPTION HOLDCO S.A.R.L. |
CORPORATE BONDS |
201,166.00 |
0.20% |
| 945362 |
GLOBAL MEDICAL RESPONSE, |
CORPORATE BONDS |
100,309.48 |
0.10% |
| 938177 |
ALLIANT HOLDINGS INTERME |
CORPORATE BONDS |
98,909.80 |
0.10% |
| 937211 |
HYPERION REFINANCE S.A.R |
CORPORATE BONDS |
99,196.91 |
0.10% |
| 935598 |
EFS COGEN HOLDINGS I LLC |
CORPORATE BONDS |
196,416.71 |
0.20% |
| 935576 |
MEDLINE BORROWER, LP |
CORPORATE BONDS |
96,440.63 |
0.10% |
| 934146 |
AMYNTA AGENCY BORROWER I |
CORPORATE BONDS |
149,880.67 |
0.15% |
| 933835 |
CROSS FINANCIAL CORP |
CORPORATE BONDS |
100,121.88 |
0.10% |
| 933592 |
BELRON FINANCE 2019 LLC |
CORPORATE BONDS |
200,097.22 |
0.20% |
| 933513 |
FUGUE FINANCE B.V. |
CORPORATE BONDS |
200,212.22 |
0.20% |
| 933417 |
LSF12 CROWN US COMMERCIA |
CORPORATE BONDS |
100,311.09 |
0.10% |
| 931550 |
EPIC CRUDE SERVICES LP |
CORPORATE BONDS |
93,532.46 |
0.10% |
| 927719 |
RADIOLOGY PARTNERS, INC. |
CORPORATE BONDS |
149,922.00 |
0.15% |
| 925716 |
ASTORIA ENERGY LLC |
CORPORATE BONDS |
145,612.09 |
0.15% |
| 924933 |
APOLLO COMMERCIAL REAL E |
CORPORATE BONDS |
200,060.60 |
0.20% |
| 924910 |
ACRISURE, LLC |
CORPORATE BONDS |
200,330.92 |
0.20% |
| 913974 |
THE E.W. SCRIPPS COMPANY |
CORPORATE BONDS |
126,953.13 |
0.13% |
| 901239 |
QUARTZ ACQUIRECO, LLC |
CORPORATE BONDS |
197,492.39 |
0.20% |
| 899625 |
FINANCIERE MENDEL SAS |
CORPORATE BONDS |
199,961.64 |
0.20% |
| 898241 |
EDGEWATER GENERATION L.L |
CORPORATE BONDS |
74,775.41 |
0.08% |
| 895671 |
QUIKRETE HOLDINGS, INC |
CORPORATE BONDS |
99,642.29 |
0.10% |
| 895287 |
MICHAEL BAKER INTERNATIO |
CORPORATE BONDS |
99,295.28 |
0.10% |
| 894872 |
ONEDIGITAL BORROWER LLC |
CORPORATE BONDS |
98,996.88 |
0.10% |
| 893868 |
HUB INTERNATIONAL LIMITED |
CORPORATE BONDS |
84,777.27 |
0.09% |
| 893736 |
MKS INSTRUMENTS, INC. |
CORPORATE BONDS |
183,100.85 |
0.19% |
| 885918 |
AMERICAN AIRLINES, INC. |
CORPORATE BONDS |
98,942.97 |
0.10% |
| 884695 |
RENAISSANCE HOLDING CORP |
CORPORATE BONDS |
0.01 |
0.00% |
| 884688 |
PHOENIX GUARANTOR INC |
CORPORATE BONDS |
249,516.07 |
0.25% |
| 881929 |
INSTALLED BUILDING PRODU |
CORPORATE BONDS |
99,366.21 |
0.10% |
| 881805 |
GRINDING MEDIA INC |
CORPORATE BONDS |
99,247.50 |
0.10% |
| 881519 |
GUGGENHEIM PARTNERS INVE |
CORPORATE BONDS |
99,746.25 |
0.10% |
| 880397 |
PROJECT ALPHA INTERMEDIA |
CORPORATE BONDS |
99,646.73 |
0.10% |
| 876743 |
HUDSON RIVER TRADING LLC |
CORPORATE BONDS |
98,923.40 |
0.10% |
| 875696 |
CITADEL SECURITIES LP |
CORPORATE BONDS |
99,371.88 |
0.10% |
| 866394 |
WMG ACQUISITION CORP |
CORPORATE BONDS |
100,225.00 |
0.10% |
| 866107 |
BURLINGTON COAT FACTORY |
CORPORATE BONDS |
199,492.46 |
0.20% |
| 865770 |
RYAN SPECIALTY GROUP LLC |
CORPORATE BONDS |
199,474.09 |
0.20% |
| 856919 |
FLEET MIDCO I LIMITED |
CORPORATE BONDS |
200,750.00 |
0.20% |
| 854860 |
A-AP BUYER, INC. |
CORPORATE BONDS |
199,246.24 |
0.20% |
| 842417 |
IRIDIUM SATELLITE LLC |
CORPORATE BONDS |
91,086.47 |
0.09% |
| 821088 |
COTIVITI, INC. |
CORPORATE BONDS |
95,493.92 |
0.10% |
| 793432 |
ROCKET SOFTWARE, INC. |
CORPORATE BONDS |
98,736.55 |
0.10% |
| 782833 |
CALPINE CONSTRUCTION FIN |
CORPORATE BONDS |
100,156.00 |
0.10% |
| 692286 |
ATHENAHEALTH GROUP INC |
CORPORATE BONDS |
98,913.95 |
0.10% |
| 686160 |
PRE-PAID LEGAL SERVICES, |
CORPORATE BONDS |
0.00 |
0.00% |
| 600784 |
ZAYO GROUP HOLDINGS INC |
CORPORATE BONDS |
174,468.47 |
0.18% |
| 91282CJW2 |
UNITED STATES OF 4% 01/29 |
GOVERNMENT BONDS |
811,640.62 |
0.83% |
| 91282CGH8 |
UNITED STATES 3.5% 01/28 |
GOVERNMENT BONDS |
1,600,281.25 |
1.63% |
| 912797SQ1 |
UNITED STATES ZERO 02/26 |
TREASURY BILLS |
989,137.85 |
1.01% |
| 912797SF5 |
UNITED STATES ZERO 01/26 |
TREASURY BILLS |
992,128.89 |
1.01% |
| 912797RV1 |
UNITED STATES ZERO 03/26 |
TREASURY BILLS |
987,032.89 |
1.01% |
| 912797RP4 |
UNITED STATES ZERO 11/25 |
TREASURY BILLS |
498,852.29 |
0.51% |
| 912797RN9 |
UNITED STATES ZERO 11/25 |
TREASURY BILLS |
998,357.83 |
1.02% |
| 912797QZ3 |
UNITED STATES ZERO 12/25 |
TREASURY BILLS |
1,491,808.13 |
1.52% |
| 981936AC1 |
WORLD OMNI 4.08% 11/30 |
ASSET BACKED |
211,168.99 |
0.22% |
| 96467LAE7 |
WHITEBOX CLO IV FLT 04/36 |
CDO/COLLATERALIZED DEBT OBLIGATION |
509,895.87 |
0.52% |
| 345397B93 |
FORD MOTOR 2.9% 02/29 |
CORPORATE BONDS |
280,812.39 |
0.29% |
| 35137LAH8 |
FOX CORP 4.709% 01/29 |
CORPORATE BONDS |
365,740.96 |
0.37% |
| 36168QAL8 |
GFL 4% 08/28 |
CORPORATE BONDS |
294,391.53 |
0.30% |
| 36264FAK7 |
HALEON US 3.375% 03/27 |
CORPORATE BONDS |
297,851.28 |
0.30% |
| 36267VAF0 |
GE HEALTHCARE 5.65% 11/27 |
CORPORATE BONDS |
232,260.86 |
0.24% |
| 37185LAP7 |
GENESIS 8.25% 01/29 |
CORPORATE BONDS |
104,763.70 |
0.11% |
| 37940XAG7 |
GLOBAL 2.15% 01/27 |
CORPORATE BONDS |
244,097.36 |
0.25% |
| 37960BAD7 |
GLOBAL 7.375% 10/32 |
CORPORATE BONDS |
110,023.73 |
0.11% |
| 38869AAD9 |
GRAPHIC 3.75% 02/30 |
CORPORATE BONDS |
235,776.53 |
0.24% |
| 39843UAA0 |
GRIFOLS SA 4.75% 10/28 |
CORPORATE BONDS |
43,804.83 |
0.04% |
| 40410KAA3 |
HB FULLER CO 4.25% 10/28 |
CORPORATE BONDS |
122,726.29 |
0.13% |
| 40518JAA7 |
HAH GROUP 9.75% 10/31 |
CORPORATE BONDS |
119,398.13 |
0.12% |
| 428104AA1 |
HESS 5.125% 06/28 |
CORPORATE BONDS |
125,124.88 |
0.13% |
| 437076CX8 |
HOME DEPOT 5.1% 12/25 |
CORPORATE BONDS |
325,419.40 |
0.33% |
| 440452AF7 |
HORMEL FOODS 1.8% 06/30 |
CORPORATE BONDS |
99,703.71 |
0.10% |
| 44287GAA4 |
HOWDEN UK 7.25% 02/31 |
CORPORATE BONDS |
155,298.15 |
0.16% |
| 45115AAA2 |
ICON 5.809% 05/27 |
CORPORATE BONDS |
178,956.12 |
0.18% |
| 459200JR3 |
INTERNATIONAL 3.3% 01/27 |
CORPORATE BONDS |
322,701.81 |
0.33% |
| 46266TAC2 |
IQVIA INC 5.7% 05/28 |
CORPORATE BONDS |
51,779.44 |
0.05% |
| 46284VAF8 |
IRON 4.875% 09/29 |
CORPORATE BONDS |
123,956.80 |
0.13% |
| 46284VAG6 |
IRON MOUNTAIN 5% 07/28 |
CORPORATE BONDS |
59,936.11 |
0.06% |
| 49271VAP5 |
KEURIG DR 3.95% 04/29 |
CORPORATE BONDS |
168,226.56 |
0.17% |
| 49726JAA6 |
KIOXIA 6.25% 07/30 |
CORPORATE BONDS |
173,101.51 |
0.18% |
| 50012LAC8 |
KODIAK GAS 7.25% 02/29 |
CORPORATE BONDS |
156,488.38 |
0.16% |
| 548661DP9 |
LOWE'S COS INC 3.1% 05/27 |
CORPORATE BONDS |
296,374.56 |
0.30% |
| 571676AX3 |
MARS INC 4.6% 03/28 |
CORPORATE BONDS |
304,414.11 |
0.31% |
| 576323AP4 |
MASTEC INC 4.5% 08/28 |
CORPORATE BONDS |
149,696.51 |
0.15% |
| 57665RAG1 |
MATCH GROUP 5% 12/27 |
CORPORATE BONDS |
44,931.01 |
0.05% |
| 57665RAN6 |
MATCH GROUP 4.625% 06/28 |
CORPORATE BONDS |
148,512.45 |
0.15% |
| 624758AF5 |
MUELLER WATER 4% 06/29 |
CORPORATE BONDS |
41,828.50 |
0.04% |
| 62482BAA0 |
MEDLINE 3.875% 04/29 |
CORPORATE BONDS |
97,335.91 |
0.10% |
| 629377CR1 |
NRG ENERGY 3.625% 02/31 |
CORPORATE BONDS |
304,485.77 |
0.31% |
| 64110LAS5 |
NETFLIX INC 4.875% 04/28 |
CORPORATE BONDS |
256,114.67 |
0.26% |
| 65339KBY5 |
NEXTERA 1.875% 01/27 |
CORPORATE BONDS |
292,968.05 |
0.30% |
| 65343HAA9 |
NEXSTAR 5.625% 07/27 |
CORPORATE BONDS |
125,187.63 |
0.13% |
| 66679NAB6 |
NORTHRIVER 6.75% 07/32 |
CORPORATE BONDS |
76,429.50 |
0.08% |
| 682189AQ8 |
ON 3.875% 09/28 |
CORPORATE BONDS |
205,484.22 |
0.21% |
| 68245XAH2 |
1011778 BC 3.875% 01/28 |
CORPORATE BONDS |
98,507.55 |
0.10% |
| 68245XAJ8 |
1011778 BC 4.375% 01/28 |
CORPORATE BONDS |
123,691.09 |
0.13% |
| 68389XCD5 |
ORACLE CORP 2.3% 03/28 |
CORPORATE BONDS |
287,707.71 |
0.29% |
| 69867RAA5 |
PANTHER 7.125% 06/31 |
CORPORATE BONDS |
155,897.10 |
0.16% |
| 716973AC6 |
PFIZER 4.45% 05/28 |
CORPORATE BONDS |
152,063.14 |
0.15% |
| 721283AB5 |
PIKE CORP 8.625% 01/31 |
CORPORATE BONDS |
187,470.15 |
0.19% |
| 74168RAB9 |
PRIMO WATER 4.375% 04/29 |
CORPORATE BONDS |
146,962.67 |
0.15% |
| 771196BW1 |
ROCHE 1.93% 12/28 |
CORPORATE BONDS |
132,392.17 |
0.13% |
| 78351MAA0 |
RYAN 4.375% 02/30 |
CORPORATE BONDS |
73,409.18 |
0.07% |
| 00191UAA0 |
ASGN INC 4.625% 05/28 |
CORPORATE BONDS |
147,977.67 |
0.15% |
| 00206RKG6 |
AT&T INC 1.65% 02/28 |
CORPORATE BONDS |
95,096.53 |
0.10% |
| 00287YBF5 |
ABBVIE INC 4.25% 11/28 |
CORPORATE BONDS |
354,215.51 |
0.36% |
| 00790RAA2 |
ADVANCED 5% 09/27 |
CORPORATE BONDS |
175,405.41 |
0.18% |
| 00791GAC1 |
OSAIC HOLDINGS 8% 08/33 |
CORPORATE BONDS |
98,764.80 |
0.10% |
| 008911BK4 |
AIR CANADA 3.875% 08/26 |
CORPORATE BONDS |
149,034.99 |
0.15% |
| 02073LAA9 |
ALPHA 6.75% 10/32 |
CORPORATE BONDS |
206,078.60 |
0.21% |
| 024747AF4 |
AMERICAN 4% 01/28 |
CORPORATE BONDS |
143,040.02 |
0.15% |
| 02665WFV8 |
AMERICAN HONDA FLT 05/26 |
CORPORATE BONDS |
295,191.87 |
0.30% |
| 03027XBJ8 |
AMERICAN TOWER 1.5% 01/28 |
CORPORATE BONDS |
307,335.58 |
0.31% |
| 031162CT5 |
AMGEN INC 2.2% 02/27 |
CORPORATE BONDS |
293,291.84 |
0.30% |
| 031921AB5 |
AMWINS GROUP 4.875% 06/29 |
CORPORATE BONDS |
218,611.08 |
0.22% |
| 03831WAB4 |
APPLOVIN 5.125% 12/29 |
CORPORATE BONDS |
266,718.28 |
0.27% |
| 03959KAC4 |
ARCHROCK 6.25% 04/28 |
CORPORATE BONDS |
201,105.80 |
0.20% |
| 04916WAA2 |
ATLANTICA 4.125% 06/28 |
CORPORATE BONDS |
291,275.10 |
0.30% |
| 05352TAA7 |
AVANTOR 4.625% 07/28 |
CORPORATE BONDS |
222,354.45 |
0.23% |
| 05401AAX9 |
AVOLON 5.15% 01/30 |
CORPORATE BONDS |
122,574.12 |
0.12% |
| 05565EBJ3 |
BMW US 3.625% 04/29 |
CORPORATE BONDS |
64,072.04 |
0.07% |
| 071813CB3 |
BAXTER 1.73% 04/31 |
CORPORATE BONDS |
138,924.80 |
0.14% |
| 07337JAC1 |
BEACH 10% 07/33 |
CORPORATE BONDS |
161,887.13 |
0.16% |
| 09257WAD2 |
BLACKSTONE 3.75% 01/27 |
CORPORATE BONDS |
147,470.04 |
0.15% |
| 103304BV2 |
BOYD GAMING 4.75% 06/31 |
CORPORATE BONDS |
145,683.53 |
0.15% |
| 11135FBB6 |
BROADCOM INC 3.15% 11/25 |
CORPORATE BONDS |
74,941.62 |
0.08% |
| 11135FCE9 |
BROADCOM INC 4.8% 04/28 |
CORPORATE BONDS |
204,355.62 |
0.21% |
| 1248EPBT9 |
CCO HOLDINGS 5.125% 05/27 |
CORPORATE BONDS |
199,998.24 |
0.20% |
| 12513GBJ7 |
CDW LLC / 3.569% 12/31 |
CORPORATE BONDS |
126,866.87 |
0.13% |
| 126650DS6 |
CVS HEALTH CORP 5% 02/26 |
CORPORATE BONDS |
75,106.53 |
0.08% |
| 131347CM6 |
CALPINE CORP 4.5% 02/28 |
CORPORATE BONDS |
55,930.85 |
0.06% |
| 131347CP9 |
CALPINE CORP 4.625% 02/29 |
CORPORATE BONDS |
74,595.73 |
0.08% |
| 13645RBE3 |
CANADIAN 1.75% 12/26 |
CORPORATE BONDS |
317,852.57 |
0.32% |
| 16411RAK5 |
CHENIERE 4.625% 10/28 |
CORPORATE BONDS |
274,959.49 |
0.28% |
| 184496AN7 |
CLEAN 4.875% 07/27 |
CORPORATE BONDS |
39,003.14 |
0.04% |
| 184496AP2 |
CLEAN 5.125% 07/29 |
CORPORATE BONDS |
125,164.24 |
0.13% |
| 18539UAC9 |
CLEARWAY 4.75% 03/28 |
CORPORATE BONDS |
211,401.78 |
0.22% |
| 21036PBH0 |
CONSTELLATION 2.25% 08/31 |
CORPORATE BONDS |
115,857.16 |
0.12% |
| 21871DAD5 |
CORELOGIC INC 4.5% 05/28 |
CORPORATE BONDS |
216,966.35 |
0.22% |
| 22819KAB6 |
CROWN 4.25% 09/26 |
CORPORATE BONDS |
99,730.33 |
0.10% |
| 22822VAK7 |
CROWN CASTLE 3.8% 02/28 |
CORPORATE BONDS |
247,897.74 |
0.25% |
| 233331BM8 |
DTE ENERGY CO 4.95% 07/27 |
CORPORATE BONDS |
304,453.84 |
0.31% |
| 24703DBJ9 |
DELL 5.25% 02/28 |
CORPORATE BONDS |
359,407.44 |
0.37% |
| 25389JAR7 |
DIGITAL REALTY 3.7% 08/27 |
CORPORATE BONDS |
373,629.89 |
0.38% |
| 26441CAX3 |
DUKE ENERGY 3.15% 08/27 |
CORPORATE BONDS |
123,293.63 |
0.13% |
| 28414HAG8 |
ELANCO ANIMAL 6.65% 08/28 |
CORPORATE BONDS |
104,853.41 |
0.11% |
| 289178AA3 |
ELLUCIAN 6.5% 12/29 |
CORPORATE BONDS |
203,544.80 |
0.21% |
| 29365BAA1 |
ENTEGRIS INC 4.75% 04/29 |
CORPORATE BONDS |
274,691.26 |
0.28% |
| 343498AC5 |
FLOWERS FOODS 2.4% 03/31 |
CORPORATE BONDS |
98,491.63 |
0.10% |
| 06764YAB4 |
BARINGS 4.02% 02/29 |
ASSET BACKED |
140,221.65 |
0.14% |
| 08180FCG4 |
BENEFIT STREET FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
999,996.86 |
1.02% |
| 08181GAA6 |
BENEFIT STREET FLT 10/36 |
CDO/COLLATERALIZED DEBT OBLIGATION |
500,000.00 |
0.51% |
| 08187LAA9 |
BENEFIT STREET FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,004,731.05 |
1.02% |
| 09077UAA0 |
BIRCH GROVE CLO FLT 04/37 |
CDO/COLLATERALIZED DEBT OBLIGATION |
513,200.20 |
0.52% |
| 09630QAS0 |
BLUEMOUNTAIN FLT 04/35 |
CDO/COLLATERALIZED DEBT OBLIGATION |
501,158.57 |
0.51% |
| 11766BAE6 |
BRYANT PARK FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
499,973.46 |
0.51% |
| 117919AJ9 |
BRYANT PARK FLT 04/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
252,124.70 |
0.26% |
| 12516LAL9 |
CBAM 2018-5 LTD FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
996,249.06 |
1.02% |
| 14041NGD7 |
CAPITAL ONE 4.42% 05/28 |
ASSET BACKED |
150,384.20 |
0.15% |
| 14043GAD6 |
CAPITAL ONE 3.66% 05/27 |
ASSET BACKED |
21,289.56 |
0.02% |
| 14319CAA8 |
CARLYLE US CLO FLT 10/36 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,000,000.00 |
1.02% |
| 15033PAY9 |
CEDAR FUNDING FLT 07/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,008,600.96 |
1.03% |
| 16144MAC8 |
CHASE AUTO 3.91% 12/28 |
ASSET BACKED |
239,982.98 |
0.24% |
| 16144QAB1 |
CHASE AUTO 4.4% 11/27 |
ASSET BACKED |
25,314.55 |
0.03% |
| 17181NAC8 |
CIFC FUNDING FLT 01/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
502,215.92 |
0.51% |
| 17305EGW9 |
CITIBANK 5.23% 12/27 |
ASSET BACKED |
170,200.46 |
0.17% |
| 17331QAD8 |
CITIZENS AUTO 5.11% 04/28 |
ASSET BACKED |
638,978.85 |
0.65% |
| 23292HAC5 |
DLLAA 2023-1 5.64% 02/28 |
ASSET BACKED |
483,336.26 |
0.49% |
| 24702HAE3 |
DELL 5.65% 09/28 |
ASSET BACKED |
15,716.66 |
0.02% |
| 254683CY9 |
DISCOVER CARD 4.31% 03/28 |
ASSET BACKED |
130,160.90 |
0.13% |
| 26244MAW2 |
DRYDEN 45 FLT 10/30 |
CDO/COLLATERALIZED DEBT OBLIGATION |
132,295.15 |
0.13% |
| 26244MBE1 |
DRYDEN 45 FLT 10/30 |
CDO/COLLATERALIZED DEBT OBLIGATION |
628,578.28 |
0.64% |
| 26245JAW8 |
DRYDEN 80 CLO FLT 01/33 |
CDO/COLLATERALIZED DEBT OBLIGATION |
472,165.64 |
0.48% |
| 26249BAW1 |
DRYDEN 30 FLT 11/28 |
CDO/COLLATERALIZED DEBT OBLIGATION |
502,555.07 |
0.51% |
| 26252JBC1 |
DRYDEN 75 CLO FLT 04/34 |
CDO/COLLATERALIZED DEBT OBLIGATION |
999,237.23 |
1.02% |
| 26253UAE2 |
DRYDEN 102 CLO FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
492,405.79 |
0.50% |
| 27830BBY9 |
EATON VANCE CLO FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,002,998.03 |
1.02% |
| 27830BCG7 |
EATON VANCE CLO FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,008,751.64 |
1.03% |
| 29002VAW8 |
ELMWOOD CLO X FLT 07/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,001,748.05 |
1.02% |
| 29002VBC1 |
ELMWOOD CLO X FLT 07/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,008,597.87 |
1.03% |
| 29003EAS4 |
ELMWOOD CLO FLT 04/37 |
CDO/COLLATERALIZED DEBT OBLIGATION |
803,192.02 |
0.82% |
| 29003UAQ2 |
ELMWOOD CLO IX FLT 04/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,002,247.98 |
1.02% |
| 29003WAL9 |
ELMWOOD CLO 14 FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,507,990.29 |
1.54% |
| 29244CAQ1 |
EMPOWER CLO FLT 04/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,008,280.73 |
1.03% |
| 29244NAE4 |
EMPOWER CLO FLT 04/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
255,621.93 |
0.26% |
| 33852EAF6 |
FLAGSTAR VAR 04/51 |
CMO/REMIC |
192,186.74 |
0.20% |
| 34528QHV9 |
FORD CREDIT 4.92% 05/28 |
ASSET BACKED |
145,642.15 |
0.15% |
| 36192RAA0 |
GS MORTGAGE 2.954% 11/34 |
COMMERCIAL MORTGAGE BACKED SECURITIES |
209,046.00 |
0.21% |
| 362549AB3 |
GM FINANCIAL 4.4% 02/28 |
ASSET BACKED |
27,344.36 |
0.03% |
| 362583AD8 |
GM FINANCIAL 4.47% 02/28 |
ASSET BACKED |
49,175.94 |
0.05% |
| 362585AC5 |
GM FINANCIAL 3.1% 02/27 |
ASSET BACKED |
17,842.24 |
0.02% |
| 36267KAD9 |
GM FINANCIAL 5.45% 06/28 |
ASSET BACKED |
496,304.79 |
0.51% |
| 36269FAD8 |
GM FINANCIAL 5.09% 03/27 |
ASSET BACKED |
94,714.58 |
0.10% |
| 36269WAB5 |
GM FINANCIAL 5.43% 09/26 |
ASSET BACKED |
13,108.17 |
0.01% |
| 362962AB8 |
GM FINANCIAL 4.55% 07/27 |
ASSET BACKED |
50,170.50 |
0.05% |
| 78397UAA8 |
SCIL IV LLC 5.375% 11/26 |
CORPORATE BONDS |
200,713.00 |
0.20% |
| 78409VBH6 |
S&P GLOBAL 2.45% 03/27 |
CORPORATE BONDS |
318,988.84 |
0.33% |
| 78410GAD6 |
SBA 3.875% 02/27 |
CORPORATE BONDS |
131,653.60 |
0.13% |
| 78410GAG9 |
SBA 3.125% 02/29 |
CORPORATE BONDS |
99,513.16 |
0.10% |
| 79466LAF1 |
SALESFORCE INC 3.7% 04/28 |
CORPORATE BONDS |
325,177.04 |
0.33% |
| 80874YBE9 |
LIGHT & 7.25% 11/29 |
CORPORATE BONDS |
102,689.70 |
0.10% |
| 811054AH8 |
EW SCRIPPS 9.875% 08/30 |
CORPORATE BONDS |
119,224.69 |
0.12% |
| 81211KBA7 |
SEALED AIR CORP 5% 04/29 |
CORPORATE BONDS |
95,070.21 |
0.10% |
| 817826AD2 |
7-ELEVEN INC 1.3% 02/28 |
CORPORATE BONDS |
155,027.36 |
0.16% |
| 824348AW6 |
SHERWIN-WILLI 3.45% 06/27 |
CORPORATE BONDS |
297,815.85 |
0.30% |
| 832696AS7 |
J M SMUCKER 2.375% 03/30 |
CORPORATE BONDS |
74,544.76 |
0.08% |
| 83283WAE3 |
SMYRNA READY 8.875% 11/31 |
CORPORATE BONDS |
265,181.25 |
0.27% |
| 842587DD6 |
SOUTHERN 5.113% 08/27 |
CORPORATE BONDS |
178,214.78 |
0.18% |
| 852234AU7 |
BLOCK INC 6% 08/33 |
CORPORATE BONDS |
124,338.24 |
0.13% |
| 853496AD9 |
STANDARD 4.75% 01/28 |
CORPORATE BONDS |
174,574.72 |
0.18% |
| 85513AAA6 |
STAR HOLDING 8.75% 08/31 |
CORPORATE BONDS |
122,317.34 |
0.12% |
| 855244BG3 |
STARBUCKS 4.85% 02/27 |
CORPORATE BONDS |
282,857.04 |
0.29% |
| 85571BBG9 |
STARWOOD 5.75% 01/31 |
CORPORATE BONDS |
89,318.06 |
0.09% |
| 87264AAV7 |
T-MOBILE USA 4.75% 02/28 |
CORPORATE BONDS |
150,223.89 |
0.15% |
| 87264ABR5 |
T-MOBILE USA 2.25% 02/26 |
CORPORATE BONDS |
124,196.57 |
0.13% |
| 88104LAE3 |
TERRAFORM POWER 5% 01/28 |
CORPORATE BONDS |
149,693.07 |
0.15% |
| 90320LAG2 |
SUNRISE HOLDCO 5.5% 01/28 |
CORPORATE BONDS |
199,770.42 |
0.20% |
| 911365BN3 |
UNITED RENTALS 4% 07/30 |
CORPORATE BONDS |
193,173.12 |
0.20% |
| 913903AZ3 |
UNIVERSAL 1.65% 09/26 |
CORPORATE BONDS |
48,927.54 |
0.05% |
| 91832VAA2 |
VOC ESCROW LTD 5% 02/28 |
CORPORATE BONDS |
138,086.66 |
0.14% |
| 92338CAB9 |
VERALTO CORP 5.5% 09/26 |
CORPORATE BONDS |
126,532.92 |
0.13% |
| 92343VDY7 |
VERIZON 4.125% 03/27 |
CORPORATE BONDS |
125,374.74 |
0.13% |
| 92343VER1 |
VERIZON 4.329% 09/28 |
CORPORATE BONDS |
196,904.44 |
0.20% |
| 92535UAB0 |
VERTIV GROUP 4.125% 11/28 |
CORPORATE BONDS |
164,039.46 |
0.17% |
| 92769VAJ8 |
VIRGIN MEDIA 5% 07/30 |
CORPORATE BONDS |
157,175.78 |
0.16% |
| 92837TAA0 |
VIRTUSA CORP 7.125% 12/28 |
CORPORATE BONDS |
189,775.18 |
0.19% |
| 92840MAB8 |
VISTRA CORP CALLABLE VAR |
CORPORATE BONDS |
205,973.00 |
0.21% |
| 98311AAB1 |
WYNDHAM 4.375% 08/28 |
CORPORATE BONDS |
221,783.78 |
0.23% |
| 316175504 |
FIDELITY TREASURY |
STIF |
6,200,548.37 |
6.32% |
| 02008KAB9 |
ALLY AUTO 4.03% 07/28 |
ASSET BACKED |
165,194.34 |
0.17% |
| 03767NAW6 |
APIDOS CLO FLT 01/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
501,485.05 |
0.51% |
| 03771RAA9 |
APIDOS CLO LIV FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,001,892.00 |
1.02% |
| 04015WBL7 |
ARES XXXIX CLO FLT 07/37 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,003,699.38 |
1.02% |
| 04019EAE0 |
ARES LXI CLO FLT 04/37 |
CDO/COLLATERALIZED DEBT OBLIGATION |
506,975.79 |
0.52% |
| 04021KAA0 |
ARES LXXVI CLO FLT 05/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
254,684.04 |
0.26% |
| 05522RDF2 |
BA CREDIT CARD 5% 04/28 |
ASSET BACKED |
500,233.25 |
0.51% |
| 055979AC2 |
BMW VEHICLE 5.99% 09/26 |
ASSET BACKED |
7,754.68 |
0.01% |
| 05876MAE1 |
BALLYROCK CLO FLT 10/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
250,000.00 |
0.25% |
| 06763EAE3 |
BARINGS CLO LTD FLT 04/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
509,081.24 |
0.52% |
| 06764MAB0 |
BARINGS 4.64% 10/28 |
ASSET BACKED |
393,588.73 |
0.40% |
| 06764PAJ6 |
BARINGS CLO LTD FLT 03/38 |
CDO/COLLATERALIZED DEBT OBLIGATION |
1,007,513.04 |
1.03% |