| CASH CF |
|
56 929 155 |
18.0 |
56 917 772 |
| USTN 4.125% 01/31/25 |
T
|
19 829 948 |
6.3 |
20 000 000 |
| USTN 4.75% 07/31/25 |
T
|
11 941 406 |
3.8 |
12 000 000 |
| HCA INC 5.375% 02/01/25 |
HCA
|
2 022 029 |
0.6 |
2 030 000 |
| BOA CORP 3.384%/VAR 04/02/26 |
BAC
|
1 956 182 |
0.6 |
2 000 000 |
| CANADA NATURAL 3.9% 02/01/25 |
CNQCN
|
1 850 170 |
0.6 |
1 875 000 |
| BPCE 2.375% 01/14/25 144A |
BPCEGP
|
1 757 198 |
0.6 |
1 800 000 |
| DISCOVER FIN SV 3.75% 03/04/25 |
DFS
|
1 719 502 |
0.5 |
1 750 000 |
| CITIGROUP 3.106%/VAR 04/08/26 |
C
|
1 706 849 |
0.5 |
1 750 000 |
| CAPITAL ON 2.636%/VAR 03/03/26 |
COF
|
1 629 006 |
0.5 |
1 675 000 |
| LLOYD BK GRP 4.45% 05/08/25 |
LLOYDS
|
1 627 952 |
0.5 |
1 650 000 |
| GMALT 2024-1 A2A 5.18% 06/26 |
GMALT
|
1 570 403 |
0.5 |
1 575 000 |
| PNC FINCL SRVCS SFRIX& 10/25 |
PNC
|
1 529 410 |
0.5 |
1 530 000 |
| TRUIST FINANC SOFR+40 06/09/25 |
TFC
|
1 527 700 |
0.5 |
1 530 000 |
| LLOYD BK G 3.511%/VAR 03/18/26 |
LLOYDS
|
1 517 342 |
0.5 |
1 550 000 |
| AMERICAN EXP FRN SFRIX+97 7/27 |
AXP
|
1 508 115 |
0.5 |
1 500 000 |
| GSINC FRN SOFR+106.5 08/10/26 |
GS
|
1 506 600 |
0.5 |
1 500 000 |
| VW FRN SOFR+83 03/20/26 144A |
VW
|
1 503 774 |
0.5 |
1 500 000 |
| CITIGROUP 0.776%/VAR 10/30/24 |
C
|
1 502 340 |
0.5 |
1 500 000 |
| CARMX 24-2 A2B SOFR30A+73 5/27 |
CARMX
|
1 500 738 |
0.5 |
1 500 000 |
| GSINC 0.657%/VAR 09/10/24 |
GS
|
1 500 600 |
0.5 |
1 500 000 |
| STATE STREET 2.354%/VAR 11/25 |
STT
|
1 501 511 |
0.5 |
1 530 000 |
| VWALT24-A A2B SOFR30A+47 12/26 |
VWALT
|
1 501 035 |
0.5 |
1 500 000 |
| DTRT 2024-1 A2 5.6% 04/26 |
DTRT
|
1 499 404 |
0.5 |
1 500 000 |
| CARMX 2022-3 A3 3.97% 04/27 |
CARMX
|
1 479 880 |
0.5 |
1 500 000 |
| EVERSOURCE ENER 3.15% 01/15/25 |
ES
|
1 472 018 |
0.5 |
1 500 000 |
| ESSEX PORTFOLIO 3.5% 04/01/25 |
ESS
|
1 470 256 |
0.5 |
1 500 000 |
| DCENT 2022-A2 A 3.32% 05/27 |
DCENT
|
1 467 255 |
0.5 |
1 500 000 |
| MSTDW 1.164%/VAR 10/21/25 |
MS
|
1 466 623 |
0.5 |
1 500 000 |
| BNK NOVA SCOTIA 2.2% 02/03/25 |
BNS
|
1 461 134 |
0.5 |
1 500 000 |
| JPMC CO 2.083%/VAR 04/22/26 |
JPM
|
1 447 500 |
0.5 |
1 500 000 |
| HCA INC 5.25% 04/15/25 |
HCA
|
1 442 630 |
0.5 |
1 450 000 |
| HSBC HLD 2.633%/VAR 11/07/25 |
HSBC
|
1 424 812 |
0.5 |
1 450 000 |
| BOEING CO 4.875% 05/01/25 |
BA
|
1 424 418 |
0.5 |
1 441 000 |
| AMERICAN TOW 4% 06/01/25 |
AMT
|
1 423 835 |
0.5 |
1 450 000 |
| ENERGY TRAN LP 2.9% 05/15/25 |
ET
|
1 408 857 |
0.4 |
1 450 000 |
| WELLSFARGO 3.908%/VAR 04/25/26 |
WFC
|
1 403 414 |
0.4 |
1 430 000 |
| GMCAR 2021-4 A3 .68% 09/26 |
GMCAR
|
1 361 578 |
0.4 |
1 399 278 |
| MPLX LP 4% 02/15/25 |
MPLX
|
1 329 557 |
0.4 |
1 350 000 |
| LLOYDS BAN 2.438%/VAR 02/05/26 |
LLOYDS
|
1 314 019 |
0.4 |
1 350 000 |
| WESTERN UN CO 2.85% 01/10/25 |
WU
|
1 302 266 |
0.4 |
1 330 000 |
| BMONT 1.85% 05/01/25 |
BMO
|
1 229 615 |
0.4 |
1 275 000 |
| AIR LEASE CORP 2.3% 02/01/25 |
AL
|
1 215 580 |
0.4 |
1 250 000 |
| DTE ENERGY CO 1.05% 06/01/25 |
DTE
|
1 189 258 |
0.4 |
1 250 000 |
| DISCOVERY COMML 3.9% 11/15/24 |
WBD
|
1 187 498 |
0.4 |
1 200 000 |
| FORDR 2018-1 A 3.19% 07/31 |
FORDR
|
1 179 451 |
0.4 |
1 200 000 |
| CELANESE US LLC 6.05% 03/15/25 |
CE
|
1 176 109 |
0.4 |
1 175 000 |
| FISERV INC 3.85% 06/01/25 |
FI
|
1 176 847 |
0.4 |
1 200 000 |
| HYUNDAI CAP AM 2.65% 2/25 144A |
HYNMTR
|
1 170 903 |
0.4 |
1 200 000 |
| SANTANDER HLDGS 3.45% 06/02/25 |
SANUSA
|
1 167 042 |
0.4 |
1 200 000 |
| VIATRIS INC 1.65% 06/22/25 |
VTRS
|
1 168 409 |
0.4 |
1 225 000 |
| WELLS FARGO 2.164%/VAR 2/11/26 |
WFC
|
1 166 585 |
0.4 |
1 200 000 |
| JACKSON NATL 1.75% 1/25 144A |
JXN
|
1 164 594 |
0.4 |
1 200 000 |
| DOLLAR TREE INC 4% 05/15/25 |
DLTR
|
1 158 775 |
0.4 |
1 180 000 |
| MSTDW 2.188%/VAR 04/28/26 |
MS
|
1 158 361 |
0.4 |
1 200 000 |
| PHILLIPS 66 3.85% 04/09/25 |
PSX
|
1 154 922 |
0.4 |
1 175 000 |
| T-MOBILE USA 3.5% 04/15/25 |
TMUS
|
1 155 534 |
0.4 |
1 180 000 |
| HSBC HLD P 2.099%/VAR 06/04/26 |
HSBC
|
1 150 987 |
0.4 |
1 200 000 |
| UBS GRP 2.193%/VAR 06/26 144A |
UBS
|
1 152 548 |
0.4 |
1 200 000 |
| RABO 1.339%/VAR 06/24/26 144A |
RABOBK
|
1 140 383 |
0.4 |
1 200 000 |
| ING GRO 1.4%/VAR 07/01/26 144A |
INTNED
|
1 139 781 |
0.4 |
1 200 000 |
| BMONT SFRIX+106 06/07/25 |
BMO
|
1 133 996 |
0.4 |
1 125 000 |
| CARMX 2024-1 A2A 5.3% 03/27 |
CARMX
|
1 128 644 |
0.4 |
1 132 000 |
| EQT CORP STEP 02/01/25 |
EQT
|
1 124 505 |
0.4 |
1 125 000 |
| BARCLAYS FRN SOFR+188 9/13/27 |
BACR
|
1 118 433 |
0.4 |
1 100 000 |
| ING GROEP FRN SOFR+156 9/11/27 |
INTNED
|
1 117 226 |
0.4 |
1 100 000 |
| LLOYD BK GR FRN SFRIX+156 8/27 |
LLOYDS
|
1 115 308 |
0.4 |
1 100 000 |
| ABN FRN SOFR+178 9/18/27 144A |
ABNANV
|
1 113 870 |
0.4 |
1 100 000 |
| AMEX FRN VAR 10/30/26 |
AXP
|
1 112 946 |
0.4 |
1 100 000 |
| JPMORGAN CHASE 2.301/VAR 10/25 |
JPM
|
1 111 833 |
0.4 |
1 130 000 |
| WELLSFARGO 2.188%/VAR 04/30/26 |
WFC
|
1 109 828 |
0.4 |
1 150 000 |
| AMER HONDA FIN FRN SOFR+71 01/ |
HNDA
|
1 105 015 |
0.4 |
1 100 000 |
| WELLS FARGO FRN SOFR+71 01/26 |
WFC
|
1 103 872 |
0.4 |
1 100 000 |
| BMW US CAPIT FRN VAR 8/25 144A |
BMW
|
1 103 387 |
0.4 |
1 100 000 |
| AMER HONDA FIN FRN SFRIX+79 10 |
HNDA
|
1 105 100 |
0.4 |
1 100 000 |
| AMERICAN EXPRESS FRN SOFR 2/26 |
AXP
|
1 105 065 |
0.4 |
1 100 000 |
| HYUNDAI CAP AMR 5.8% 6/25 144A |
HYNMTR
|
1 099 724 |
0.3 |
1 100 000 |
| ROYALBK SFRIX+57 04/27/26 |
RY
|
1 100 286 |
0.3 |
1 100 000 |
| MITSUBISHI 5.063%/VAR 09/12/25 |
MUFG
|
1 096 236 |
0.3 |
1 100 000 |
| GENERAL MTR FIN 3.5% 11/07/24 |
GM
|
1 086 947 |
0.3 |
1 100 000 |
| VOLKSWAGEN GRP 2.85% 9/24 144A |
VW
|
1 086 819 |
0.3 |
1 100 000 |
| MIZUHO 2.555%/VAR 9/13/25 |
MIZUHO
|
1 086 413 |
0.3 |
1 100 000 |
| MSTDW 4.679%/VAR 07/17/26 |
MS
|
1 086 135 |
0.3 |
1 100 000 |
| CVS HEALTH CORP 4.1% 03/25/25 |
CVS
|
1 085 854 |
0.3 |
1 100 000 |
| EASTERN ENGY HL 3.6% 12/15/24 |
BRKHEC
|
1 084 292 |
0.3 |
1 100 000 |
| KITE RLTY GROUP 4% 03/15/25 |
KRG
|
1 079 770 |
0.3 |
1 100 000 |
| WESTERN GAS PAR STEP 02/01/25 |
WES
|
1 075 027 |
0.3 |
1 100 000 |
| REYNOLDS AMERN 4.45% 06/12/25 |
BATSLN
|
1 063 834 |
0.3 |
1 080 000 |
| NET OTHER ASSETS |
|
1 058 702 |
0.3 |
0 |
| TAPESTRY INC 7.05% 11/27/25 |
TPR
|
1 046 519 |
0.3 |
1 030 000 |
| FLAT 24-1A A1 TSFR3M+132 07/36 |
FLAT
|
1 038 550 |
0.3 |
1 038 000 |
| WFLF 2024-1A A2 0% 02/39 |
WFLF
|
1 038 579 |
0.3 |
1 038 000 |
| CARMX 2023-4 A2A 6.08% 12/26 |
CARMX
|
1 027 406 |
0.3 |
1 025 000 |
| GSK CONSUMER UK 3.125% 3/24/25 |
HLNLN
|
1 025 547 |
0.3 |
1 050 000 |
| TAOT 2024-B A2A 5.41% 03/27 |
TAOT
|
1 014 760 |
0.3 |
1 014 000 |
| VWALT 2023-A A2A 5.87% 01/26 |
VWALT
|
1 011 698 |
0.3 |
1 010 827 |
| BK OF AMERICA 3.36/VAR 1/23/26 |
BAC
|
1 011 796 |
0.3 |
1 030 000 |
| GSINC TSFR3M+143 5/15/26 |
GS
|
1 008 695 |
0.3 |
1 000 000 |
| BNPSA 2.219%/VAR 06/09/26 144A |
BNP
|
1 009 267 |
0.3 |
1 050 000 |
| ATHENE GBL FD 2.5% 1/25 144A |
ATH
|
1 006 535 |
0.3 |
1 030 000 |
| CAPITAL ONE FIN 3.2% 02/05/25 |
COF
|
1 005 407 |
0.3 |
1 025 000 |
| UBS GRP 6.373%/VAR 07/26 144A |
UBS
|
1 005 118 |
0.3 |
1 000 000 |
| COREBRIDGE FINA 3.5% 04/04/25 |
CRBG
|
1 004 037 |
0.3 |
1 025 000 |
| GENERAL MTR FIN 3.8% 04/07/25 |
GM
|
1 001 582 |
0.3 |
1 020 000 |
| STATECRP 2.901%/VAR 03/30/26 |
STT
|
1 002 836 |
0.3 |
1 030 000 |
| TEVT 23-1 A2A 5.54% 12/26 144A |
TEVT
|
999 560 |
0.3 |
1 000 000 |
| ALLY FINL INC 5.8% 05/01/25 |
ALLY
|
999 265 |
0.3 |
1 000 000 |
| CAPITAL ON 4.166%/VAR 05/09/25 |
COF
|
999 646 |
0.3 |
1 000 000 |
| DCP MIDSTREAM 5.375% 07/15/25 |
DCP
|
996 243 |
0.3 |
1 000 000 |
| HALST 23-B A3 5.15% 06/26 144A |
HALST
|
996 080 |
0.3 |
1 000 000 |
| JPMORGAN CHASE 5.546/VAR 12/25 |
JPM
|
997 905 |
0.3 |
1 000 000 |
| ORACLE CORP 2.5% 04/01/25 |
ORCL
|
995 618 |
0.3 |
1 025 000 |
| WFCM 15-LC22 ASB 3.571% 09/58 |
WFCM
|
995 451 |
0.3 |
1 012 076 |
| CITZ 24-1 A2A 5.43% 10/26 144A |
CITZN
|
998 346 |
0.3 |
1 000 000 |
| STATECRP SOFR& 05/18/26 |
STT
|
994 320 |
0.3 |
1 000 000 |
| TLOT 23-A A3 4.93% 04/26 144A |
TLOT
|
994 343 |
0.3 |
1 000 000 |
| IMPERIAL BRND 3.125% 7/24 144A |
IMBLN
|
993 207 |
0.3 |
1 000 000 |
| ALLYA 2022-2 A3 4.76% 05/27 |
ALLYA
|
992 957 |
0.3 |
1 000 000 |
| DISCOVER FIN SV 3.95% 11/06/24 |
DFS
|
989 739 |
0.3 |
1 000 000 |
| GSINC 0.855%/VAR 02/12/26 |
GS
|
990 017 |
0.3 |
1 030 000 |
| MPLX LP 4.875% 06/01/25 |
MPLX
|
991 326 |
0.3 |
1 000 000 |
| MITSUBISHI 0.953%/VAR 07/19/25 |
MUFG
|
989 115 |
0.3 |
1 000 000 |
| DEUTSCHE BANK 3.961/VAR 11/25 |
DB
|
987 710 |
0.3 |
1 000 000 |
| UBS GRP 2.593%/VAR 09/25 144A |
UBS
|
987 944 |
0.3 |
1 000 000 |
| WELLS FARGO 2.406%/VAR 10/25 |
WFC
|
983 204 |
0.3 |
1 000 000 |
| BANK OF 2.456%/VAR 10/22/25 |
BAC
|
983 947 |
0.3 |
1 000 000 |
| HUNTINGTON BANC 4% 05/15/25 |
HBAN
|
981 126 |
0.3 |
1 000 000 |
| TRUIST BK-NC 2.15% 12/06/24 |
TFC
|
979 710 |
0.3 |
1 000 000 |
| MAGALLANES INC 3.638% 03/15/25 |
WBD
|
980 384 |
0.3 |
1 000 000 |
| UBS GROUP AG 3.75% 03/26/25 |
UBS
|
981 991 |
0.3 |
1 000 000 |
| DANS 3.244%/VAR 12/20/25 144A |
DANBNK
|
981 706 |
0.3 |
1 000 000 |
| KIMCO REALTY OP 3.3% 02/01/25 |
KIM
|
982 311 |
0.3 |
1 000 000 |
| ING GROEP 3.869%/VAR 03/28/26 |
INTNED
|
982 277 |
0.3 |
1 000 000 |
| AERCAP IRELAND 1.65% 10/29/24 |
AER
|
978 998 |
0.3 |
1 000 000 |
| CITIGROUP 3.29%/VAR 03/17/26 |
C
|
978 287 |
0.3 |
1 000 000 |
| CIBC 3.3% 04/07/25 |
CM
|
979 260 |
0.3 |
1 000 000 |
| BOA CORP 1.53%/VAR 12/06/25 |
BAC
|
974 475 |
0.3 |
1 000 000 |
| CITIGROUP 1.281%/VAR 11/03/25 |
C
|
976 189 |
0.3 |
1 000 000 |
| JPMC CO 2.595%/VAR 02/24/26 |
JPM
|
974 369 |
0.3 |
1 000 000 |
| BNK NOVA SCOTIA 1.45% 01/10/25 |
BNS
|
971 924 |
0.3 |
1 000 000 |
| CARRIER GBL 2.242% 02/15/25 |
CARR
|
972 897 |
0.3 |
1 000 000 |
| FORDR 20-1 A 2.04% 08/31 |
FORDR
|
972 396 |
0.3 |
1 000 000 |
| NXP B V/NXP FDG 2.7% 05/01/25 |
NXPI
|
971 380 |
0.3 |
1 000 000 |
| SOCGE 2.226%/VAR 01/21/26 144A |
SOCGEN
|
971 585 |
0.3 |
1 000 000 |
| JPMORGAN CH 2.005/VAR 3/13/26 |
JPM
|
968 118 |
0.3 |
1 000 000 |
| ALTRIA GROUP 2.35% 05/06/25 |
MO
|
967 350 |
0.3 |
1 000 000 |
| BARCLAYSPL 2.852%/VAR 05/07/26 |
BACR
|
969 746 |
0.3 |
1 000 000 |
| MIZUHO FINL 2.226/VAR 5/25/26 |
MIZUHO
|
963 247 |
0.3 |
1 000 000 |
| HSBC HLD P 1.645%/VAR 04/18/26 |
HSBC
|
960 293 |
0.3 |
1 000 000 |
| BOA CORP 1.319%/VAR 06/19/26 |
BAC
|
951 238 |
0.3 |
1 000 000 |
| MITSUBISHI UF 1.412% 07/17/25 |
MUFG
|
951 205 |
0.3 |
1 000 000 |
| DBSW 2.129%/VAR 11/24/26 |
DB
|
942 005 |
0.3 |
1 000 000 |
| CHARTER COM/CAP 4.908% 7/23/25 |
CHTR
|
937 799 |
0.3 |
950 000 |
| CARMX 2022-2 A3 3.49% 02/27 |
CARMX
|
921 258 |
0.3 |
935 430 |
| CARMX 2024-2 A2A 5.65% 05/27 |
CARMX
|
911 154 |
0.3 |
911 000 |
| AERCAP IRELAND 6.5% 07/15/25 |
AER
|
907 382 |
0.3 |
900 000 |
| DANSKE 6.466%/VAR 1/26 144A |
DANBNK
|
901 998 |
0.3 |
900 000 |
| AERCAP IRELAND 3.5% 01/15/25 |
AER
|
885 165 |
0.3 |
900 000 |
| ENBRIDGE INC 2.5% 02/14/25 |
ENBCN
|
796 703 |
0.3 |
817 000 |
| MIZUHO FINL 2.839/VAR 7/16/25 |
MIZUHO
|
794 692 |
0.3 |
800 000 |
| COX COMMUN INC 3.85% 2/25 144A |
COXENT
|
788 197 |
0.2 |
800 000 |
| IMPERIAL BRND 4.25% 7/25 144A |
IMBLN
|
784 412 |
0.2 |
800 000 |
| MITSUBISHI 3.837%/VAR 04/17/26 |
MUFG
|
785 470 |
0.2 |
800 000 |
| ENBRIDGE INC 2.5% 01/15/25 |
ENBCN
|
781 698 |
0.2 |
800 000 |
| SPRINT CORP 7.625% 02/15/25 |
S
|
781 313 |
0.2 |
775 000 |
| VOLKSWAGEN GRP 3.35% 5/25 144A |
VW
|
781 301 |
0.2 |
800 000 |
| PARKER-HANNIFIN 3.65% 06/15/24 |
PH
|
772 818 |
0.2 |
775 000 |
| WILLIAMS COS 3.9% 01/15/25 |
WMB
|
765 048 |
0.2 |
775 000 |
| CANADA NATURAL 2.05% 07/15/25 |
CNQCN
|
765 215 |
0.2 |
800 000 |
| CIBC 2.25% 01/28/25 |
CM
|
761 350 |
0.2 |
780 000 |
| EAST OHIO GAS 1.3% 6/25 144A |
D
|
760 950 |
0.2 |
800 000 |
| JPMC CO 1.561%/VAR 12/10/25 |
JPM
|
760 029 |
0.2 |
780 000 |
| AIR LEASE CORP 3.25% 03/01/25 |
AL
|
758 154 |
0.2 |
775 000 |
| NASDAQ INC 5.65% 06/28/25 |
NDAQ
|
749 655 |
0.2 |
750 000 |
| BARCLAYS 5.829%/VAR 05/09/27 |
BACR
|
748 485 |
0.2 |
750 000 |
| BONY SOFR& 11/21/25 |
BK
|
748 163 |
0.2 |
750 000 |
| HSBC HLD P 2.999%/VAR 03/10/26 |
HSBC
|
744 509 |
0.2 |
763 000 |
| WOLS 2024-A A2B 02/27 |
WOLS
|
744 176 |
0.2 |
744 000 |
| GENERAL MTR FIN 4.35% 04/09/25 |
GM
|
740 103 |
0.2 |
750 000 |
| FORD MTR CR LLC 5.125% 6/16/25 |
F
|
742 643 |
0.2 |
750 000 |
| CAMPBELL SOUP C 3.95% 03/15/25 |
CPB
|
738 317 |
0.2 |
750 000 |
| SANTANDER HLDGS 4.5% 07/17/25 |
SANUSA
|
736 980 |
0.2 |
750 000 |
| TRUIST FINANCIA 4% 05/01/25 |
TFC
|
737 791 |
0.2 |
750 000 |
| AMERICAN TOW 2.95% 01/15/25 |
AMT
|
734 994 |
0.2 |
750 000 |
| BMONT 3.7% 06/07/25 |
BMO
|
735 273 |
0.2 |
750 000 |
| BNK NOVA SCOTIA 3.45% 04/11/25 |
BNS
|
735 521 |
0.2 |
750 000 |
| CNH IND CAP 3.95% 05/23/25 |
CNHI
|
735 365 |
0.2 |
750 000 |
| GENERAL MTR FIN 1.2% 10/15/24 |
GM
|
734 575 |
0.2 |
750 000 |
| DAIMLER AMR 1.625% 12/24 144A |
DTRGR
|
731 191 |
0.2 |
750 000 |
| SOCGEN 2.625% 01/22/25 144A |
SOCGEN
|
731 892 |
0.2 |
750 000 |
| ORACLE CORP 2.95% 05/15/25 |
ORCL
|
729 612 |
0.2 |
750 000 |
| MITSUBISHI UF 2.193% 02/25/25 |
MUFG
|
729 485 |
0.2 |
750 000 |
| BANCOSAN 2.746% 05/28/25 |
SANTAN
|
726 805 |
0.2 |
750 000 |
| BOA CORP 1.197%/VAR 10/24/26 |
BAC
|
701 536 |
0.2 |
750 000 |
| SREIT 21-FLW TSFR1M+69 66 7/36 |
SREIT
|
693 437 |
0.2 |
700 000 |
| GOLDMAN SACHS 3.272/VAR 09/25 |
GS
|
682 744 |
0.2 |
690 000 |
| BAE SYS HOL 3.8% 10/07/24 144A |
BALN
|
669 263 |
0.2 |
675 000 |
| PNCNA 3.25% 06/01/25 |
PNC
|
633 455 |
0.2 |
650 000 |
| AUTOZONE 3.625% 04/15/25 |
AZO
|
618 128 |
0.2 |
630 000 |
| UST BILLS 0% 05/23/24 |
B
|
612 809 |
0.2 |
614 700 |
| US DOLLAR |
|
-606 277 |
0.2 |
-606 278 |
| ELEVANCE HEALTH 2.375% 1/15/25 |
ELV
|
586 493 |
0.2 |
600 000 |
| DNB B 1.127%/VAR 09/16/26 144A |
DNBNO
|
562 991 |
0.2 |
600 000 |
| BNPSA 3.375% 01/09/25 144A |
BNP
|
541 046 |
0.2 |
550 000 |
| SOCGEN 2.625% 10/16/24 144A |
SOCGEN
|
541 065 |
0.2 |
550 000 |
| SEMPRA 3.3% 04/01/25 |
SRE
|
537 803 |
0.2 |
550 000 |
| EQUITABLE FIN 1.1% 11/24 144A |
EQH
|
511 515 |
0.2 |
525 000 |
| AMGEN INC 5.25% 03/02/25 |
AMGN
|
498 151 |
0.2 |
500 000 |
| HUNTINGTON NA 5.699%/VAR 11/25 |
HBAN
|
497 165 |
0.2 |
500 000 |
| AMERICAN EXP 4.99%/VAR 5/01/26 |
AXP
|
496 453 |
0.2 |
500 000 |
| UST BILLS 0% 06/25/24 |
B
|
496 051 |
0.2 |
500 000 |
| ENERGY TRAN LP 4.05% 03/15/25 |
ET
|
492 678 |
0.2 |
500 000 |
| JPMC CO 3.845%/VAR 06/14/25 |
JPM
|
448 883 |
0.1 |
450 000 |
| ALLY FINL INC 4.625% 03/30/25 |
ALLY
|
444 585 |
0.1 |
450 000 |
| MSTDW 0.864%/VAR 10/21/25 |
MS
|
439 322 |
0.1 |
450 000 |
| FORD MTR CR LLC 4.389% 1/8/26 |
F
|
423 253 |
0.1 |
435 000 |
| MITSUBISHI UF 3.777% 03/02/25 |
MUFG
|
415 747 |
0.1 |
422 000 |
| BMONT 1.5% 01/10/25 |
BMO
|
413 134 |
0.1 |
425 000 |
| BOSTON SCIENTIF 1.9% 06/01/25 |
BSX
|
384 914 |
0.1 |
400 000 |
| BOSTON PPTY LTD 3.2% 01/15/25 |
BXP
|
372 698 |
0.1 |
380 000 |
| MPLX LP 4.875% 12/01/24 |
MPLX
|
372 841 |
0.1 |
375 000 |
| ARES 54A AR TSFR3M+127 10/32 |
ARES
|
347 000 |
0.1 |
347 000 |
| CRED 1.907%/VAR 06/16/26 144A |
ACAFP
|
334 826 |
0.1 |
350 000 |
| FIFTH THIRD BAN 2.375% 1/28/25 |
FITB
|
292 652 |
0.1 |
300 000 |
| ATHENE GBL FD 1.716% 1/25 144A |
ATH
|
291 628 |
0.1 |
300 000 |
| GENERAL MTR FIN 4% 01/15/25 |
GM
|
266 515 |
0.1 |
270 000 |
| PLAINS AA PIP/F 3.6% 11/01/24 |
PAA
|
247 273 |
0.1 |
250 000 |
| GA GBL FD TR 3.85% 4/25 144A |
GBLATL
|
245 353 |
0.1 |
250 000 |
| INTESA SANPAOL 3.25% 9/24 144A |
ISPIM
|
247 378 |
0.1 |
250 000 |
| JPMBB 15-C28 ASB 3.042% 10/48 |
JPMBB
|
221 764 |
0.1 |
224 399 |
| EFF 2024-2 A2 5.74% 12/26 |
EFF
|
170 984 |
0.1 |
171 000 |
| WFCM 2016-C32 ASB 3.324% 01/59 |
WFCM
|
169 750 |
0.1 |
173 237 |
| AFFRM 24-X1 A 6.27% 05/29 144A |
AFFRM
|
140 997 |
0.0 |
141 000 |
| BX 21-MFM1 A TSFR1M+81 01/34 |
BX
|
41 828 |
0.0 |
42 144 |
| GMCAR 2022-4 A3 4.82% 08/27 |
GMCAR
|
34 764 |
0.0 |
35 000 |
| HYUNDAI SFR+132 11/3/25 144A |
HYNMTR
|
30 207 |
0.0 |
30 000 |
| NUTRIEN LTD 5.9% 11/07/24 |
NTRCN
|
30 014 |
0.0 |
30 000 |
| MSTDW SOFR+95 02/18/26 |
MS
|
30 140 |
0.0 |
30 000 |
| BOA CORP SOFR+133 04/02/26 |
BAC
|
30 253 |
0.0 |
30 000 |
| CIBC SOFR+94 04/07/25 |
CM
|
30 165 |
0.0 |
30 000 |
| BRISTOL-MYERS FRN VAR 02/20/26 |
BMY
|
30 104 |
0.0 |
30 000 |
| BNK NOVA SC SFRIX+54.5 3/02/26 |
BNS
|
29 988 |
0.0 |
30 000 |
| CONSTELLATION B 4.75% 11/15/24 |
STZ
|
29 838 |
0.0 |
30 000 |
| PARKER-HANNIFIN 3.3% 11/21/24 |
PH
|
29 638 |
0.0 |
30 000 |
| PHILIP MORS INT 5.125% 11/24 |
PM
|
29 927 |
0.0 |
30 000 |
| ROGERS COM 2.95% 03/15/25 |
RCICN
|
29 279 |
0.0 |
30 000 |
| MSTDW 0.79%/VAR 05/30/25 |
MS
|
29 862 |
0.0 |
30 000 |
| ROYALBK 1.15% 06/10/25 |
RY
|
28 626 |
0.0 |
30 000 |
| ROYALBK 4.95% 04/25/25 |
RY
|
29 824 |
0.0 |
30 000 |
| AT&T INC 5.539% 02/20/26 |
T
|
29 938 |
0.0 |
30 000 |
| TORONTO 1.45% 01/10/25 |
TD
|
29 144 |
0.0 |
30 000 |
| TORONTO 3.766% 06/06/25 |
TD
|
29 446 |
0.0 |
30 000 |
| NUVEEN FIN 4.125% 11/24 144A |
TIAAGL
|
29 737 |
0.0 |
30 000 |
| US BANCORP DEL 1.45% 05/12/25 |
USB
|
28 788 |
0.0 |
30 000 |
| MAGALLANES INC 3.788% 03/15/25 |
WBD
|
29 441 |
0.0 |
30 000 |
| WELLSFARGO 3% 02/19/25 |
WFC
|
29 364 |
0.0 |
30 000 |
| PRINCIPAL 1.375% 01/10/25 144A |
PFG
|
29 131 |
0.0 |
30 000 |
| DH EUROPE FINAN 2.2% 11/15/24 |
DHR
|
29 464 |
0.0 |
30 000 |
| MORGAN STANLEY VR/2.72 7/22/25 |
MS
|
29 783 |
0.0 |
30 000 |
| BANK NEW YORK 1.6% 04/24/25 |
BK
|
28 906 |
0.0 |
30 000 |
| JPMC CO 0.824%/VAR 06/01/25 |
JPM
|
29 881 |
0.0 |
30 000 |
| ABBVIE INC 2.6% 11/21/24 |
ABBV
|
29 512 |
0.0 |
30 000 |
| AMEX 3.95% 08/01/25 |
AXP
|
29 418 |
0.0 |
30 000 |
| BOA CORP 0.981%/VAR 09/25/25 |
BAC
|
29 418 |
0.0 |
30 000 |
| BANK NEW Y 4.414%/VAR 07/24/26 |
BK
|
29 580 |
0.0 |
30 000 |
| AMEX 2.25% 03/04/25 |
AXP
|
29 186 |
0.0 |
30 000 |
| BMW US CAPITAL 3.25% 4/25 144A |
BMW
|
29 398 |
0.0 |
30 000 |
| CATERPILLAR FIN 2.15% 11/08/24 |
CAT
|
29 480 |
0.0 |
30 000 |
| CIBC 5.144% 04/28/25 |
CM
|
29 848 |
0.0 |
30 000 |
| CANADIAN PAC RY 1.35% 12/02/24 |
CP
|
29 253 |
0.0 |
30 000 |
| ELEVANCE HEALTH 3.35% 12/01/24 |
ELV
|
29 609 |
0.0 |
30 000 |
| ENERGY TRAN 5.625% 5/27 144A |
ET
|
29 716 |
0.0 |
30 000 |
| SFAS 24-1A A2 5.35% 06/27 144A |
SFAST
|
24 901 |
0.0 |
25 000 |
| HART 2022-B A3 3.72% 11/26 |
HART
|
24 514 |
0.0 |
24 837 |
| HCA INC 5.875% 02/15/26 |
HCA
|
25 036 |
0.0 |
25 000 |
| AMER HONDA FIN 1.5% 01/13/25 |
HNDA
|
24 294 |
0.0 |
25 000 |
| HUMANA INC 3.85% 10/01/24 |
HUM
|
24 795 |
0.0 |
25 000 |
| HYUNDAI CAP 5.875% 4/25 144A |
HYNMTR
|
24 992 |
0.0 |
25 000 |
| JPMC CO SOFR+92 02/24/26 |
JPM
|
25 136 |
0.0 |
25 000 |
| LOWES COS INC 3.125% 09/15/24 |
LOW
|
24 753 |
0.0 |
25 000 |
| MARSHMCLEN 3.5% 03/10/25 |
MMC
|
24 575 |
0.0 |
25 000 |
| PACIFIC SOFR+62 06/04/26 144A |
PACLIF
|
24 959 |
0.0 |
25 000 |
| TOYOTA CREDIT SOFR+89 05/26 |
TOYOTA
|
25 180 |
0.0 |
25 000 |
| TORONTO SOFR+102 06/06/25 |
TD
|
25 174 |
0.0 |
25 000 |
| TAMPA ELEC CO 3.875% 07/12/24 |
TE
|
24 899 |
0.0 |
25 000 |
| TESLA 23-A A3 5.89% 06/26 144A |
TESLA
|
25 050 |
0.0 |
25 000 |
| TESLA 23-B A3 6.13% 09/26 144A |
TESLA
|
25 162 |
0.0 |
25 000 |
| TRUIST FINA 4.26%/VAR 07/28/26 |
TFC
|
24 544 |
0.0 |
25 000 |
| GMALT 2023-1 A3 5.16% 04/26 |
GMALT
|
24 923 |
0.0 |
25 000 |
| VMWARE INC 1% 08/15/24 |
VMW
|
24 649 |
0.0 |
25 000 |
| VENTAS RLTY LDP 2.65% 01/15/25 |
VTR
|
24 426 |
0.0 |
25 000 |
| VERIZON COM 3.5% 11/01/24 |
VZ
|
24 727 |
0.0 |
25 000 |
| VZMT 2022-4 A VAR 11/28 |
VZMT
|
24 450 |
0.0 |
25 000 |
| GMCAR 2021-2 C 1.28% 01/27 |
GMCAR
|
23 864 |
0.0 |
25 000 |
| GSINC SOFR+49 10/21/24 |
GS
|
25 010 |
0.0 |
25 000 |
| GENERAL MTR F SOFR+62 10/15/24 |
GM
|
25 018 |
0.0 |
25 000 |
| CITIGROUP SOFR+69.4 01/25/26 |
C
|
25 036 |
0.0 |
25 000 |
| AIR LEASE CORP 4.25% 09/15/24 |
AL
|
24 840 |
0.0 |
25 000 |
| ENTERPRISE PRD 3.75% 02/15/25 |
EPD
|
24 662 |
0.0 |
25 000 |
| ATHENE SFRIX+56 08/19/24 144A |
ATH
|
25 014 |
0.0 |
25 000 |
| AMEX SOFR+93 03/04/25 |
AXP
|
25 185 |
0.0 |
25 000 |
| BAT CAP CORP 2.789% 09/06/24 |
BATSLN
|
24 727 |
0.0 |
25 000 |
| BAT INTL FIN 3.95% 6/25 144A |
BATSLN
|
24 482 |
0.0 |
25 000 |
| BECTON DICKINSO 3.363% 6/6/24 |
BDX
|
24 939 |
0.0 |
25 000 |
| BMWLT 24-1 A2B SOFR30A+40 7/26 |
BMWLT
|
25 021 |
0.0 |
25 000 |
| CITIGROUP 4.14%/VAR 05/24/25 |
C
|
24 970 |
0.0 |
25 000 |
| AMERICAN TOW 2.4% 03/15/25 |
AMT
|
24 259 |
0.0 |
25 000 |
| CAPITAL ONE FIN 4.25% 04/30/25 |
COF
|
24 636 |
0.0 |
25 000 |
| COMET 2021-A3 A3 1.04% 11/26 |
COMET
|
24 389 |
0.0 |
25 000 |
| CVS HEALTH CORP 3.375% 8/12/24 |
CVS
|
24 844 |
0.0 |
25 000 |
| DCENT 2021-A1 A1 .58% 09/26 |
DCENT
|
24 541 |
0.0 |
25 000 |
| DEERECAP 2.05% 01/09/25 |
DE
|
24 426 |
0.0 |
25 000 |
| DELL INTL/EMC 4% 07/15/24 |
DELL
|
24 898 |
0.0 |
25 000 |
| DOLLAR GEN CORP 4.25% 09/20/24 |
DG
|
24 844 |
0.0 |
25 000 |
| DTE ENERGY CO STEP 10/01/24 |
DTE
|
24 635 |
0.0 |
25 000 |
| SPECTRA ENERGY 3.5% 03/15/25 |
ENBCN
|
24 521 |
0.0 |
25 000 |
| CAPITAL ONE SOFR+135 05/09/25 |
COF
|
25 002 |
0.0 |
25 000 |
| FORDF 2020-2 A 1.06% 09/27 |
FORDF
|
23 529 |
0.0 |
25 000 |
| GMCAR 2022-2 A3 3.1% 02/27 |
GMCAR
|
21 045 |
0.0 |
21 386 |
| GSMS 15-GC32 AAB 3.513% 7/48 |
GSMS
|
21 354 |
0.0 |
21 656 |
| COMM 2015-CR22 ASB 3.144% 3/48 |
COMM
|
21 024 |
0.0 |
21 216 |
| CGCMT 2017-P7 AAB 3.509% 04/50 |
CGCMT
|
23 331 |
0.0 |
23 975 |
| ALLYA 2024-1 A2 5.32% 01/27 |
ALLYA
|
19 953 |
0.0 |
20 000 |
| BERKSHIRE ENGY 3.5% 02/01/25 |
BRKHEC
|
19 676 |
0.0 |
20 000 |
| EDISON INTL 3.55% 11/15/24 |
EIX
|
19 749 |
0.0 |
20 000 |
| JDOT 2024-A A2A 5.19% 02/27 |
JDOT
|
19 943 |
0.0 |
20 000 |
| MSBAM 15-C22 ASB 3.04% 4/15/48 |
MSBAM
|
18 351 |
0.0 |
18 579 |
| MSBAM 2015-C21 ASB 3.15% 03/48 |
MSBAM
|
20 193 |
0.0 |
20 420 |
| US BANCOR 5.727%/VAR 10/21/26 |
USB
|
20 016 |
0.0 |
20 000 |
| WFCM 2015-C30 ASB 3.412% 09/58 |
WFCM
|
19 359 |
0.0 |
19 611 |
| UBSCM 2017-C5 ASB 3.345% 11/50 |
UBSCM
|
16 725 |
0.0 |
17 432 |
| HART 2024-A A2A 5.29% 04/27 |
HART
|
11 976 |
0.0 |
12 000 |
| WOLS 2024-A A2A 5.32% 02/27 |
WOLS
|
10 977 |
0.0 |
11 000 |
| CAMPBELL SOUP C 5.3% 03/20/26 |
CPB
|
2 991 |
0.0 |
3 000 |
| TESLA 2024 5.37% 6/22/26 144A |
TESLA
|
997 |
0.0 |
1 000 |
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